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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: June 29, 2001

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number:  28-139

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:


/s/ John Knight        Minneapolis, MN             July 30, 2001
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]

Report Type (Check only one.):

[   ] 13F HOLDINGS REPORT.

[   ] 13F NOTICE.

[ x ] 13F COMBINATION REPORT.


                       FORM 13F SUMMARY PAGE


Report Summary:
Number of Other Included Managers:          13
Form 13F Information Table Entry Total:     6593
Form 13F Information Table Value Total:     $95880160 (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



                                                                                                       
                                                              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 CORP                       COM              000361105     1364    79770 SH       DEFINED 01              79770        0        0
ABBEY NATION                   COM              0004455         63     3594 SH       DEFINED 01 10            3594        0        0
ADC TELECOM                    COM              000886101      851   128848 SH       DEFINED 01             128848        0        0
ADC TELECOM                    COM              000886101     1276   193310 SH       DEFINED 01 03               0   193310        0
ADC TELECOM                    COM              000886101       24     3580 SH       DEFINED 01 05               0     3580        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS BEARER                  COM              000900993     2421    39929 SH       DEFINED 01 03               0    39929        0
ABM INDUSTRIES INC             COM              000957100     2623    70409 SH       DEFINED 01              70409        0        0
AEP INDUSTRIES                 COM              001031103     1025    29000 SH       DEFINED 01              29000        0        0
AEP INDUSTRIES                 COM              001031103        1       30 SH       DEFINED 01 02               0       30        0
AEP INDUSTRIES                 COM              001031103       42     1200 SH       DEFINED 01 05               0     1200        0
AFLAC CORP                     COM              001055102    14913   473582 SH       DEFINED 01             473582        0        0
AFLAC CORP                     COM              001055102     5276   167540 SH       DEFINED 01 03               0   167540        0
AFLAC CORP                     COM              001055102      426    13509 SH       DEFINED 01 05               0    13509        0
AFLAC INC                      COM              001055102      172     5490 SH       DEFINED 01 02               0     5490        0
AGCO CORP                      COM              001084102     2713   296558 SH       DEFINED 01             296558        0        0
AGCO CORP                      COM              001084102        6      660 SH       DEFINED 01 02               0      660        0
AGCO CORP                      COM              001084102      131    14300 SH       DEFINED 01 05               0    14300        0
AIRTOURS PLC                   COM              0010979          5     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES INC              COM              001204106    11916   501759 SH       DEFINED 01             501759        0        0
AGL RESOURCES INC              COM              001204106        8      340 SH       DEFINED 01 02               0      340        0
AES CORP                       COM              00130H105    24072   559155 SH       DEFINED 01             559155        0        0
AES CORP                       COM              00130H105      103     2400 SH       DEFINED 01 02               0     2400        0
AES CORP                       COM              00130H105     7525   174790 SH       DEFINED 01 03               0   174790        0
AES CORP                       COM              00130H105      652    15138 SH       DEFINED 01 05               0    15138        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                       COM              001547108        3      230 SH       DEFINED 01 02               0      230        0
AK STEEL METALS                COM              001547108     1716   136952 SH       DEFINED 01             136952        0        0
AK STEEL METALS                COM              001547108       56     4500 SH       DEFINED 01 05               0     4500        0
AMB PROPERTY CORP              COM              00163T109        3      135 SH       DEFINED 01                135        0        0
AMR CORP                       COM              001765106    56522  1564416 SH       DEFINED 01            1564416        0        0
AMR CORP                       COM              001765106     4275   118316 SH       DEFINED 01 03               0   118316        0
AMR CORP                       COM              001765106      953    26404 SH       DEFINED 01 05               0    26404        0
AMR CORP DEL                   COM              001765106      163     4511 SH       DEFINED 01 02               0     4511        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER INC            COM              00184A105    24051   453790 SH       DEFINED 01                  0   453790        0
AOL TIME WARNER INC            COM              00184A105  1101516 20783314 SH       DEFINED 01           20783314        0        0
AOL TIME WARNER INC            COM              00184A105   126781  2392101 SH       DEFINED 01 02               0  2392101        0
AOL TIME WARNER INC            COM              00184A105    65236  1230880 SH       DEFINED 01 03               0  1230880        0
AOL TIME WARNER INC            COM              00184A105   331138  6247876 SH       DEFINED 01 05               0  6247876        0
AT&T                           COM              001957109    77667  3530319 SH       DEFINED 01            3530319        0        0
AT&T                           COM              001957109    20585   935652 SH       DEFINED 01 03               0   935652        0
AT&T                           COM              001957109     1480    67257 SH       DEFINED 01 05               0    67257        0
AT&T - LIBERTY MEDIA           COM              001957208    10148   580220 SH       DEFINED 01                  0   580220        0
AT&T - LIBERTY MEDIA           COM              001957208    44557  2547600 SH       DEFINED 01            2547600        0        0
AT&T - LIBERTY MEDIA           COM              001957208        1       52 SH       DEFINED 01 02               0       52        0
AT&T - LIBERTY MEDIA           COM              001957208      722    41300 SH       DEFINED 01 03               0    41300        0
AT&T - LIBERTY MEDIA           COM              001957208    37231  2128694 SH       DEFINED 01 05               0  2128694        0
ALLIED IRISH                   COM              0019783         26     2325 SH       DEFINED 01 10            2325        0        0
ATMI INC                       COM              00207R101     2690    89676 SH       DEFINED 01              89676        0        0
AVX                            COM              002444107        6      268 SH       DEFINED 01                268        0        0
SMALL CAP GROWTH CLY           COM              00246C768        2      400 SH       DEFINED 01                  0      400        0
SMALL CAP GROWTH CLC           COM              00246C776       95    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLB           COM              00246C784       95    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLA           COM              00246C792    14058  2959601 SH       DEFINED 01                  0  2959601        0
AXT INC                        COM              00246W103     4788   179349 SH       DEFINED 01             179349        0        0
AXT INC                        COM              00246W103        3      110 SH       DEFINED 01 02               0      110        0
AXT INC                        COM              00246W103      117     4400 SH       DEFINED 01 05               0     4400        0
AARON RENTS INC                COM              002535201     1002    58949 SH       DEFINED 01              58949        0        0
ABBOTT LABS                    COM              002824100    56593  1178788 SH       DEFINED 01            1178788        0        0
ABBOTT LABS                    COM              002824100      437     9105 SH       DEFINED 01 02               0     9105        0
ABBOTT LABS                    COM              002824100    20147   419655 SH       DEFINED 01 03               0   419655        0
ABBOTT LABS                    COM              002824100      855    17796 SH       DEFINED 01 05               0    17796        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABER DIAMOND CORP              COM              002893105      784    70000 SH       DEFINED 01              70000        0        0
ABERCROMBIE & FITCH            COM              002896207    45628  1025343 SH       DEFINED 01            1025343        0        0
ABERCROMBIE & FITCH            COM              002896207    77272  1736406 SH       DEFINED 01 02               0  1736406        0
ABERCROMBIE & FITCH            COM              002896207     5910   132800 SH       DEFINED 01 03               0   132800        0
ABERCROMBIE & FITCH            COM              002896207      399     8950 SH       DEFINED 01 05               0     8950        0
ABGENIX INC                    COM              00339B107       87     1944 SH       DEFINED 01               1944        0        0
ABITIBI-CONSOL  INC            COM              003924107    11475  1500000 SH       DEFINED 01            1500000        0        0
ABITIBI-CONSOL  INC            COM              003924107      338    44200 SH       DEFINED 01 05               0    44200        0
ACCELERATED NETWORKS           COM              00429P107        0      243 SH       DEFINED 01                243        0        0
ACCREDO HEALTH INC             COM              00437V104     3107    83550 SH       DEFINED 01              83550        0        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473         10     1800 SH       DEFINED 01 10            1800        0        0
ACLARA BIOSCIENCES             COM              00461P106        1       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         13     3904 SH       DEFINED 01 10            3904        0        0
ACTIVISION                     COM              004930202     1915    48800 SH       DEFINED 01              48800        0        0
ACTIVISION                     COM              004930202        1       30 SH       DEFINED 01 02               0       30        0
ACTIVISION                     COM              004930202       75     1900 SH       DEFINED 01 05               0     1900        0
ACTION PERFORMANCE             COM              004933107     1186    47439 SH       DEFINED 01              47439        0        0
ACTEL CORP                     COM              004934105      687    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105     4373   178091 SH       DEFINED 01             178091        0        0
ACTEL CORP                     COM              004934105        3      130 SH       DEFINED 01 02               0      130        0
ACTEL CORP                     COM              004934105      110     4500 SH       DEFINED 01 05               0     4500        0
ACTIVE POWER INC               COM              00504W100     2536   152060 SH       DEFINED 01             152060        0        0
ACTIVE POWER INC               COM              00504W100        1       80 SH       DEFINED 01 02               0       80        0
ACTIVE POWER INC               COM              00504W100       60     3600 SH       DEFINED 01 05               0     3600        0
ACTUATE CORPORATION            COM              00508B102     1939   203036 SH       DEFINED 01             203036        0        0
ACTUATE CORPORATION            COM              00508B102        2      260 SH       DEFINED 01 02               0      260        0
ACTUATE CORPORATION            COM              00508B102       78     8200 SH       DEFINED 01 05               0     8200        0
ACTUANT CORPORATION -CL A      COM              00508X203        1       35 SH       DEFINED 01                 35        0        0
ACXIOM                         COM              005125109     7888   602628 SH       DEFINED 01             602628        0        0
ACXIOM                         COM              005125109      840    64200 SH       DEFINED 01 03               0    64200        0
ACXIOM                         COM              005125109       30     2324 SH       DEFINED 01 05               0     2324        0
ACXIOM CORP                    COM              005125109      509    38950 SH       DEFINED 01 02               0    38950        0
ARM HOLDING PLC                COM              0059585          8     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC INC                    COM              00651F108     2907   292453 SH       DEFINED 01             292453        0        0
ADECCO SA                      COM              006700991    18544   393990 SH       DEFINED 01             393990        0        0
ADECCO SA                      COM              006700991     3806    80863 SH       DEFINED 01 03               0    80863        0
BAA                            COM              0067340         23     2522 SH       DEFINED 01 10            2522        0        0
BBA GROUP                      COM              0067748          3      951 SH       DEFINED 01 10             951        0        0
ADELPHIA BUSINESS SOLUTIONS    COM              006847107        1      209 SH       DEFINED 01                209        0        0
ADELPHIA COMM - CL A           COM              006848105      247     6017 SH       DEFINED 01 02               0     6017        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105    33987   828943 SH       DEFINED 01             828943        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105    36260   884400 SH       DEFINED 01 05               0   884400        0
ADELPHIA COMM PFD              PRF              006848303     6590    67250 SH       DEFINED 01              67250        0        0
ADELPHIA COMM PFD              PRF              006848303     1494    15250 SH       DEFINED 01 05               0    15250        0
ADEPT TECHNOLOGY INC           COM              006854103      198    20000 SH       DEFINED 01              20000        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     4200   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     5800   925039 SH       DEFINED 01 05               0   925039        0
ADAYTUM SOFTWARE PFD           PRF              006900XY5      352    56179 SH       DEFINED 01              56179        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XY5      486    77582 SH       DEFINED 01 05               0    77582        0
ADMINISTAFF INC                COM              007094105     5056   194466 SH       DEFINED 01             194466        0        0
ADMINISTAFF INC                COM              007094105      125     4800 SH       DEFINED 01 05               0     4800        0
ADOBE SYSTEMS INC              COM              00724F101      406     8635 SH       DEFINED 01               8635        0        0
ADOBE SYSTEMS INC              COM              00724F101     2780    59142 SH       DEFINED 01 03               0    59142        0
ADOBE SYSTEMS INC              COM              00724F101       52     1096 SH       DEFINED 01 05               0     1096        0
ADTRAN                         COM              00738A106       21     1047 SH       DEFINED 01               1047        0        0
ADTRAN                         COM              00738A106        5      230 SH       DEFINED 01 02               0      230        0
ADV DIGITAL INFORMAT           COM              007525108        2      139 SH       DEFINED 01                139        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     2151   102404 SH       DEFINED 01             102404        0        0
ADVANCED TISSUE SCI            COM              00755F103      950   190070 SH       DEFINED 01             190070        0        0
ADVO INC                       COM              007585102     4881   142921 SH       DEFINED 01             142921        0        0
ADVO INC                       COM              007585102        4      130 SH       DEFINED 01 02               0      130        0
ADVO INC                       COM              007585102      109     3200 SH       DEFINED 01 05               0     3200        0
AEROFLEX INC                   COM              007768104    11950  1138066 SH       DEFINED 01            1138066        0        0
AEROFLEX INC                   COM              007768104        4      435 SH       DEFINED 01 02               0      435        0
AEROFLEX INC                   COM              007768104    15373  1464074 SH       DEFINED 01 05               0  1464074        0
BARCLAYS                       COM              0078201        130     4244 SH       DEFINED 01 10            4244        0        0
ADVANCED MICRO DEVICES         COM              007903107     4913   170109 SH       DEFINED 01             170109        0        0
ADVANCED MICRO DEVICES         COM              007903107     2457    85070 SH       DEFINED 01 03               0    85070        0
ADVANCED MICRO DEVICES         COM              007903107       46     1576 SH       DEFINED 01 05               0     1576        0
ADVANCEPCS                     COM              00790K109     5893    92004 SH       DEFINED 01              92004        0        0
ADVANCEPCS                     COM              00790K109        4       70 SH       DEFINED 01 02               0       70        0
AEGON N.V. - AMER REG SHR      COM              007924103       26      900 SH       DEFINED 01                900        0        0
ADVANTA CORP - CL A            COM              007942105        2      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS INC       COM              007973100     3878    93973 SH       DEFINED 01              93973        0        0
ADVENT SOFTWARE                COM              007974108    16818   264846 SH       DEFINED 01             264846        0        0
ADVENT SOFTWARE                COM              007974108      813    12800 SH       DEFINED 01 02               0    12800        0
ADVENT SOFTWARE                COM              007974108     1473    23200 SH       DEFINED 01 03               0    23200        0
ADVENT SOFTWARE                COM              007974108      214     3371 SH       DEFINED 01 05               0     3371        0
AETHER SYS                     COM              00808V105        1       61 SH       DEFINED 01                 61        0        0
BARRATT DEVE                   COM              0081180          2      509 SH       DEFINED 01 10             509        0        0
AETNA INC NEW                  COM              00817Y108       53     2048 SH       DEFINED 01               2048        0        0
AETNA INC NEW                  COM              00817Y108      911    35225 SH       DEFINED 01 03               0    35225        0
AETNA INC NEW                  COM              00817Y108       17      652 SH       DEFINED 01 05               0      652        0
AFFILIATED COMPUTER            COM              008190100       98     1372 SH       DEFINED 01               1372        0        0
AFFILIATED MANAGERS            COM              008252108     4937    80282 SH       DEFINED 01              80282        0        0
AFFILIATED MANAGERS            COM              008252108       10      155 SH       DEFINED 01 02               0      155        0
AFFILIATED MANAGERS            COM              008252108      209     3400 SH       DEFINED 01 05               0     3400        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
AGENCY.COM LTD                 COM              008447104        0       96 SH       DEFINED 01                 96        0        0
AGERE SYSTEMS INC A            COM              00845V100    26490  3532115 SH       DEFINED 01            3532115        0        0
AGERE SYSTEMS INC A            COM              00845V100      581    77400 SH       DEFINED 01 02               0    77400        0
AGILENT TECHNOLOGIES           COM              00846U101      213     6569 SH       DEFINED 01               6569        0        0
AGILENT TECHNOLOGIES           COM              00846U101     3671   112967 SH       DEFINED 01 03               0   112967        0
AGILENT TECHNOLOGIES           COM              00846U101       68     2094 SH       DEFINED 01 05               0     2094        0
AGILE SOFTWARE CORP            COM              00846X105      148     8711 SH       DEFINED 01               8711        0        0
AGNICO EAGLE MINES             COM              008474108      510    60000 SH       DEFINED 01              60000        0        0
AIR PROD & CHEM                COM              009158106      323     7050 SH       DEFINED 01 02               0     7050        0
AIR PRODUCTS & CHEMICALS       COM              009158106   215650  4713685 SH       DEFINED 01            4713685        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     3951    86368 SH       DEFINED 01 03               0    86368        0
AIR PRODUCTS & CHEMICALS       COM              009158106    32137   702444 SH       DEFINED 01 05               0   702444        0
AIRBORNE INC                   COM              009269101     3120   269203 SH       DEFINED 01             269203        0        0
AIRBORNE INC                   COM              009269101        5      400 SH       DEFINED 01 02               0      400        0
AIRBORNE INC                   COM              009269101      141    12200 SH       DEFINED 01 05               0    12200        0
AIRGAS INC                     COM              009363102     1800   151278 SH       DEFINED 01             151278        0        0
AIRGAS INC                     COM              009363102        5      400 SH       DEFINED 01 02               0      400        0
AIRGAS INC                     COM              009363102      126    10600 SH       DEFINED 01 05               0    10600        0
AIRGATE PCS INC                COM              009367103     1472    28300 SH       DEFINED 01              28300        0        0
AIRGATE PCS INC                COM              009367103       52     1000 SH       DEFINED 01 05               0     1000        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       92    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        2      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          4      246 SH       DEFINED 01 10             246        0        0
BOC GROUP                      COM              0108120         16     1123 SH       DEFINED 01 10            1123        0        0
BOOTS CO                       COM              0111441         18     2127 SH       DEFINED 01 10            2127        0        0
ALAMO GROUP INC                COM              011311107      178    12500 SH       DEFINED 01              12500        0        0
ALAMOSA HOLDINGS INC           COM              011589108       12      706 SH       DEFINED 01                706        0        0
ALASKA AIRGROUP                COM              011659109       21      714 SH       DEFINED 01                714        0        0
ALBANY INTL CORP NEW           COM              012348108     1281    67773 SH       DEFINED 01              67773        0        0
ALBANY INTL CORP NEW           COM              012348108        5      260 SH       DEFINED 01 02               0      260        0
ALBANY INTL CORP NEW           COM              012348108       81     4300 SH       DEFINED 01 05               0     4300        0
ALBANY MOLECULAR RES           COM              012423109     3729    98099 SH       DEFINED 01              98099        0        0
ALBANY MOLECULAR RES           COM              012423109        5      130 SH       DEFINED 01 02               0      130        0
ALBANY MOLECULAR RES           COM              012423109      156     4100 SH       DEFINED 01 05               0     4100        0
ALBEMARLE                      COM              012653101       36     1527 SH       DEFINED 01               1527        0        0
AMVESCAP PLC                   COM              0128269         31     1799 SH       DEFINED 01 10            1799        0        0
ALBERTA ENERGY                 COM              012873998    31299   760000 SH       DEFINED 01             760000        0        0
ALBERTA ENERGY                 COM              012873998    20917   507900 SH       DEFINED 01 05               0   507900        0
BRITISH AIRW                   COM              0129057         12     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO CULVER                 COM              013068101       36      866 SH       DEFINED 01                866        0        0
ALBERTO CULVER                 COM              013068101        7      160 SH       DEFINED 01 02               0      160        0
ALBERTO CULVER                 COM              013068101      589    14007 SH       DEFINED 01 03               0    14007        0
ALBERTO CULVER                 COM              013068101       11      259 SH       DEFINED 01 05               0      259        0
ALBERTSONS INC                 COM              013104104    62405  2080870 SH       DEFINED 01            2080870        0        0
ALBERTSONS INC                 COM              013104104      225     7480 SH       DEFINED 01 02               0     7480        0
ALBERTSONS INC                 COM              013104104     4560   152057 SH       DEFINED 01 03               0   152057        0
ALBERTSONS INC                 COM              013104104      926    30855 SH       DEFINED 01 05               0    30855        0
BRITISH LAND                   COM              0136701          8     1218 SH       DEFINED 01 10            1218        0        0
ALCAN INC                      COM              013716105    96911  2306326 SH       DEFINED 01            2306326        0        0
ALCAN INC                      COM              013716105      212     5040 SH       DEFINED 01 02               0     5040        0
ALCAN INC                      COM              013716105     5739   136580 SH       DEFINED 01 03               0   136580        0
ALCAN INC                      COM              013716105    13356   317863 SH       DEFINED 01 05               0   317863        0
ALCAN INC - CAD                COM              013716998    14276   339590 SH       DEFINED 01             339590        0        0
ALCAN INC - CAD                COM              013716998    26045   619531 SH       DEFINED 01 05               0   619531        0
ALCOA                          COM              013817101   340162  8633538 SH       DEFINED 01            8633538        0        0
ALCOA                          COM              013817101    11594   294273 SH       DEFINED 01 03               0   294273        0
ALCOA                          COM              013817101    65975  1674490 SH       DEFINED 01 05               0  1674490        0
ALCOA INC                      COM              013817101     8684   220395 SH       DEFINED 01                  0   220395        0
ALCOA INC                      COM              013817101      299     7580 SH       DEFINED 01 02               0     7580        0
BRITISH TELE                   COM              0140843        131    20798 SH       DEFINED 01 10           20798        0        0
BRITISH SKY                    COM              0141192         43     4461 SH       DEFINED 01 10            4461        0        0
ALEXANDER & BALDWIN            COM              014482103       31     1194 SH       DEFINED 01               1194        0        0
ALEXION PHARMACEUTIC           COM              015351109        2       69 SH       DEFINED 01                 69        0        0
ALFA CORP                      COM              015385107       11      440 SH       DEFINED 01                440        0        0
ALFA CORP                      COM              015385107        5      210 SH       DEFINED 01 02               0      210        0
BUNZL                          COM              0154004          7      992 SH       DEFINED 01 10             992        0        0
ALIGN TECHNOLOGY INC           COM              016255101      784   100000 SH       DEFINED 01             100000        0        0
ALKERMES INC                   COM              01642T108    30719   875188 SH       DEFINED 01             875188        0        0
ALKERMES INC                   COM              01642T108      244     6950 SH       DEFINED 01 02               0     6950        0
ALKERMES INC                   COM              01642T108    27742   790360 SH       DEFINED 01 05               0   790360        0
ALLEGHANY CORP                 COM              017175100        5       27 SH       DEFINED 01                 27        0        0
CAPITA GROUP                   COM              0173474         10     1500 SH       DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106   101454  2102675 SH       DEFINED 01            2102675        0        0
ALLEGHENY ENERGY               COM              017361106     1488    30845 SH       DEFINED 01 03               0    30845        0
ALLEGHENY ENERGY               COM              017361106       28      571 SH       DEFINED 01 05               0      571        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102       26     1449 SH       DEFINED 01               1449        0        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102      359    19832 SH       DEFINED 01 03               0    19832        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102        7      367 SH       DEFINED 01 05               0      367        0
ALLEGIANCE TELECOM             COM              01747T102      222    14804 SH       DEFINED 01              14804        0        0
NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM INC              COM              018091108     1247    83143 SH       DEFINED 01              83143        0        0
CELLTECH CHIRO                 COM              0182276         10      615 SH       DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102     2376    27795 SH       DEFINED 01              27795        0        0
ALLERGAN                       COM              018490102     2782    32536 SH       DEFINED 01 03               0    32536        0
ALLERGAN                       COM              018490102       52      603 SH       DEFINED 01 05               0      603        0
ALLETE                         COM              018522102    18741   832980 SH       DEFINED 01             832980        0        0
ALLETE                         COM              018522102        7      300 SH       DEFINED 01 02               0      300        0
ALLETE                         COM              018522102      196     8700 SH       DEFINED 01 05               0     8700        0
ALLIANCE CAPITAL MANAGEMENT HO COM              01855A101    35496   668967 SH       DEFINED 01             668967        0        0
ALLIANCE DATA SYSTEM           COM              018581108     5782   385500 SH       DEFINED 01             385500        0        0
ALLIANCE DATA SYSTEM           COM              018581108       38     2500 SH       DEFINED 01 02               0     2500        0
ALLIANCE DATA SYSTEM           COM              018581108     4812   320800 SH       DEFINED 01 05               0   320800        0
ALLIANCE PHARMACEUTI           COM              018773101      330   146658 SH       DEFINED 01             146658        0        0
ALLIANCE SEMI CONDUC           COM              01877H100     1518   126324 SH       DEFINED 01             126324        0        0
ALLIANT ENERGY CORP            COM              018802108       62     2099 SH       DEFINED 01               2099        0        0
ALLIANT TECHSYSTEMS            COM              018804104     7640    84974 SH       DEFINED 01              84974        0        0
ALLIANT TECHSYSTEMS            COM              018804104        7       80 SH       DEFINED 01 02               0       80        0
ALLIANT TECHSYSTEMS            COM              018804104      180     2000 SH       DEFINED 01 05               0     2000        0
ALLIANZ AG                     COM              018828996    32543   111192 SH       DEFINED 01             111192        0        0
ALLIANZ AG                     COM              018828996     6256    21375 SH       DEFINED 01 03               0    21375        0
ALLIANZ AG                     COM              018828996    43675   149228 SH       DEFINED 01 05               0   149228        0
ALLIED CAPITAL                 COM              01903Q108        9      404 SH       DEFINED 01                404        0        0
ALLIED CAPITAL                 COM              01903Q108        7      310 SH       DEFINED 01 02               0      310        0
ALLIED RISER COMMUN            COM              019496108        0      114 SH       DEFINED 01                114        0        0
ALLIED WASTE IND               COM              019589308      986    52824 SH       DEFINED 01              52824        0        0
ALLIED WASTE IND               COM              019589308      911    48794 SH       DEFINED 01 03               0    48794        0
ALLIED WASTE IND               COM              019589308       17      903 SH       DEFINED 01 05               0      903        0
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ALLOY ONLINE                   COM              019855105      143    10000 SH       DEFINED 01              10000        0        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        1      105 SH       DEFINED 01                105        0        0
ALLSTATE CORP                  COM              020002101    64170  1458735 SH       DEFINED 01            1458735        0        0
ALLSTATE CORP                  COM              020002101     7881   179162 SH       DEFINED 01 03               0   179162        0
ALLSTATE CORP                  COM              020002101      146     3319 SH       DEFINED 01 05               0     3319        0
ALLTEL                         COM              020039103      280     4566 SH       DEFINED 01               4566        0        0
ALLTEL                         COM              020039103     4743    77426 SH       DEFINED 01 03               0    77426        0
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ALLTEL CORP                    COM              020039103      735    12000 SH       DEFINED 01                  0    12000        0
ALPHA INDUSTRIES               COM              020753109     7586   256703 SH       DEFINED 01             256703        0        0
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ALTERA CORP                    COM              021441100     1044    36000 SH       DEFINED 01                  0    36000        0
ALTERA CORP                    COM              021441100     1381    47643 SH       DEFINED 01              47643        0        0
ALTERA CORP                    COM              021441100     2774    95648 SH       DEFINED 01 03               0    95648        0
ALTERA CORP                    COM              021441100       51     1772 SH       DEFINED 01 05               0     1772        0
CGNU PLC                       COM              0216238         76     5488 SH       DEFINED 01 10            5488        0        0
IONA TECHNOLOGIES              COM              0226185          2       55 SH       DEFINED 01 10              55        0        0
AMADA CO                       COM              022631105     1437   284000 SH       DEFINED 01 03               0   284000        0
ABSA GROUP LTD                 COM              022672992     2811   598720 SH       DEFINED 01             598720        0        0
ABSA GROUP LTD                 COM              022672992       60    12840 SH       DEFINED 01 05               0    12840        0
AMAZON COM INC                 COM              023135106       86     6034 SH       DEFINED 01               6034        0        0
AMBAC FINANCIAL GROUP INC      COM              023139108       89     1529 SH       DEFINED 01               1529        0        0
AMBAC FINANCIAL GROUP INC      COM              023139108     1523    26163 SH       DEFINED 01 03               0    26163        0
AMBAC FINANCIAL GROUP INC      COM              023139108       28      484 SH       DEFINED 01 05               0      484        0
AMCAST INDL CORP               COM              023395106      213    24916 SH       DEFINED 01              24916        0        0
AMERADA HESS                   COM              023551104      105     1288 SH       DEFINED 01               1288        0        0
AMERADA HESS                   COM              023551104     1782    22049 SH       DEFINED 01 03               0    22049        0
AMERADA HESS                   COM              023551104       33      408 SH       DEFINED 01 05               0      408        0
AMERCO                         COM              023586100        2       73 SH       DEFINED 01                 73        0        0
AMEREN CORP                    COM              023608102       84     1976 SH       DEFINED 01               1976        0        0
AMEREN CORP                    COM              023608102     1449    33932 SH       DEFINED 01 03               0    33932        0
AMEREN CORP                    COM              023608102       27      628 SH       DEFINED 01 05               0      628        0
AMERICA MOVIL SA DE CV         COM              02364W105     5383   258057 SH       DEFINED 01             258057        0        0
AMERICA MOVIL SA DE CV         COM              02364W105      115     5533 SH       DEFINED 01 05               0     5533        0
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REUTERS GROU                   COM              0236913         43     3328 SH       DEFINED 01 10            3328        0        0
DIAGEO                         COM              0237400         92     8377 SH       DEFINED 01 10            8377        0        0
AMCORE FINL INC                COM              023912108        2       92 SH       DEFINED 01                 92        0        0
SCHRODERS                      COM              0240549          8      699 SH       DEFINED 01 10             699        0        0
AMER AXLE & MFG HDGS           COM              024061103        2      144 SH       DEFINED 01                144        0        0
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BASS                           COM              0243195         21     2050 SH       DEFINED 01 10            2050        0        0
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AMERICAN EXPRESS               COM              025816109      746    19228 SH       DEFINED 01              19228        0        0
AMERICAN EXPRESS               COM              025816109    12696   327220 SH       DEFINED 01 03               0   327220        0
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GKN                            COM              0258304         16     1674 SH       DEFINED 01 10            1674        0        0
AMERICAN FINCIAL GRP           COM              025932104       60     1997 SH       DEFINED 01               1997        0        0
AMERICAN FINCIAL GRP           COM              025932104    12120   400000 SH       DEFINED 01 05               0   400000        0
AMERICAN FINC  HLDS            COM              026075101     1616    68492 SH       DEFINED 01              68492        0        0
KINGFISHER                     COM              0262015         18     3257 SH       DEFINED 01 10            3257        0        0
BAE SYSTEMS PLC                COM              0263494         33     6942 SH       DEFINED 01 10            6942        0        0
AMER GENERAL CORP              COM              026351106      403     8673 SH       DEFINED 01               8673        0        0
AMER GENERAL CORP              COM              026351106     5734   123436 SH       DEFINED 01 03               0   123436        0
AMER GENERAL CORP              COM              026351106      106     2287 SH       DEFINED 01 05               0     2287        0
AMERICAN GREETINGS - A         COM              026375105       11      969 SH       DEFINED 01                969        0        0
AMERICAN GREETINGS - A         COM              026375105      173    15713 SH       DEFINED 01 03               0    15713        0
AMERICAN GREETINGS - A         COM              026375105        3      290 SH       DEFINED 01 05               0      290        0
AMERICAN HEALTHWAYS INC        COM              02649V104      154     4000 SH       DEFINED 01               4000        0        0
AMER HOME PRODUCTS             COM              026609107    20597   352446 SH       DEFINED 01                  0   352446        0
AMER HOME PRODUCTS             COM              026609107      775    13264 SH       DEFINED 01 02               0    13264        0
AMERICAN HOME PRODUCTS         COM              026609107   119414  2043369 SH       DEFINED 01            2043369        0        0
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PROVIDENT FI                   COM              0268596          6      573 SH       DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    29783   346312 SH       DEFINED 01                  0   346312        0
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AMER ITALIAN PASTA             COM              027070101     2403    51795 SH       DEFINED 01              51795        0        0
AMERICAN MANAGEMENT            COM              027352103     2992   126765 SH       DEFINED 01             126765        0        0
SMERICAN MEDICAL SYS           COM              02744M108      258    16800 SH       DEFINED 01              16800        0        0
NYCOMED AMERSHAM PLC           COM              0274753         11     1489 SH       DEFINED 01 10            1489        0        0
AMERICAN NATL INS CO           COM              028591105        6       78 SH       DEFINED 01                 78        0        0
BRIT AMER TO                   COM              0287580         39     5115 SH       DEFINED 01 10            5115        0        0
AMER PWR CONVERSION            COM              029066107     1128    71570 SH       DEFINED 01 02               0    71570        0
AMERICAN POWER CONVERSION      COM              029066107    19814  1257996 SH       DEFINED 01            1257996        0        0
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AMERICAN STD CO                COM              029712106     1211    20150 SH       DEFINED 01              20150        0        0
AMERICAN STS WATER             COM              029899101     1015    29842 SH       DEFINED 01              29842        0        0
AMERICAN TOWER CORP            COM              029912201      517    25000 SH       DEFINED 01                  0    25000        0
AMERICAN TOWER CORP            COM              029912201     3728   180355 SH       DEFINED 01             180355        0        0
AMERICAN TOWER CORP            COM              029912201    11782   570000 SH       DEFINED 01 05               0   570000        0
AMERICAN WATERWORKS            COM              030411102    16732   507480 SH       DEFINED 01             507480        0        0
AMERICAN WATERWORKS            COM              030411102     9243   280416 SH       DEFINED 01 02               0   280416        0
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AMERICREDIT CORP               COM              03060R101     5803   111716 SH       DEFINED 01             111716        0        0
AMERICREDIT CORP               COM              03060R101       10      195 SH       DEFINED 01 02               0      195        0
AMERICREDIT CORP               COM              03060R101      156     3000 SH       DEFINED 01 05               0     3000        0
AMERIPATH INC                  COM              03071D109     2662    90850 SH       DEFINED 01              90850        0        0
AMERIPATH INC                  COM              03071D109      122     4150 SH       DEFINED 01 05               0     4150        0
AMERISOURCE                    COM              03071P102    52666   952373 SH       DEFINED 01             952373        0        0
AMERISOURCE                    COM              03071P102      831    15020 SH       DEFINED 01 02               0    15020        0
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AMERISOURCE                    COM              03071P102    54708   989294 SH       DEFINED 01 05               0   989294        0
AMERITRADE HLDGS               COM              03072H109        7      931 SH       DEFINED 01                931        0        0
AMERUS GROUP CO                COM              03072M108      165     4640 SH       DEFINED 01               4640        0        0
ELECTROCOMPO                   COM              0309644          8     1019 SH       DEFINED 01 10            1019        0        0
AMETEK INC (NEW)               COM              031100100     2572    84231 SH       DEFINED 01              84231        0        0
AMETEK INC (NEW)               COM              031100100        4      120 SH       DEFINED 01 02               0      120        0
AMETEK INC (NEW)               COM              031100100      116     3800 SH       DEFINED 01 05               0     3800        0
AMGEN INC                      COM              031162100     8981   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100   354262  5838184 SH       DEFINED 01            5838184        0        0
AMGEN INC                      COM              031162100    13726   226132 SH       DEFINED 01 02               0   226132        0
AMGEN INC                      COM              031162100    17879   294644 SH       DEFINED 01 03               0   294644        0
AMGEN INC                      COM              031162100    67857  1118274 SH       DEFINED 01 05               0  1118274        0
AMKOR TECHNOLOGY               COM              031652100     1085    49078 SH       DEFINED 01              49078        0        0
AMPHENOL CORP                  COM              032095101     2869    71627 SH       DEFINED 01              71627        0        0
AMPHENOL CORP                  COM              032095101        1       20 SH       DEFINED 01 02               0       20        0
AMPHENOL CORP                  COM              032095101       96     2400 SH       DEFINED 01 05               0     2400        0
AMSOUTH BANCORP                COM              032165102       99     5368 SH       DEFINED 01               5368        0        0
AMSOUTH BANCORP                COM              032165102     1694    91596 SH       DEFINED 01 03               0    91596        0
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AMSURG CORP CL - A             COM              03232P108      236     8000 SH       DEFINED 01               8000        0        0
ANADARKO PETRO CORP            COM              032511107     8050   149000 SH       DEFINED 01                  0   149000        0
ANADARKO PETRO CORP            COM              032511107   108850  2014643 SH       DEFINED 01            2014643        0        0
ANADARKO PETRO CORP            COM              032511107    46724   864750 SH       DEFINED 01 02               0   864750        0
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ANADIGICS                      COM              032515108        4      183 SH       DEFINED 01                183        0        0
ANALOG DEVICES                 COM              032654105     1005    23248 SH       DEFINED 01              23248        0        0
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ANALOGIC                       COM              032657207     1750    38418 SH       DEFINED 01              38418        0        0
ANALYSTS INTERNATION           COM              032681108      319    71628 SH       DEFINED 01              71628        0        0
ANAREN MICROWAVE               COM              032744104      254    12678 SH       DEFINED 01              12678        0        0
ANCHOR BANCORP                 COM              032839102     1081    67988 SH       DEFINED 01              67988        0        0
FKI                            COM              0329459          5     1243 SH       DEFINED 01 10            1243        0        0
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ANCHOR GAMING                  COM              033037102       10      160 SH       DEFINED 01 02               0      160        0
ANCHOR GAMING                  COM              033037102      194     3000 SH       DEFINED 01 05               0     3000        0
CARLTON                        COM              0341925          7     1453 SH       DEFINED 01 10            1453        0        0
ANDOVER BANCORP INC            COM              034258103        5      100 SH       DEFINED 01 02               0      100        0
ANDREW CORP                    COM              034425108       27     1476 SH       DEFINED 01               1476        0        0
ANDREW CORP                    COM              034425108        4      200 SH       DEFINED 01 02               0      200        0
ANDREW CORP                    COM              034425108      372    20138 SH       DEFINED 01 03               0    20138        0
ANDREW CORP                    COM              034425108        7      372 SH       DEFINED 01 05               0      372        0
ANDRX CORP-ANDRX GROUP         COM              034553107       11      145 SH       DEFINED 01                145        0        0
ANGELICA CORP                  COM              034663104      280    25475 SH       DEFINED 01              25475        0        0
ANGLO AMERICAN PLATINU         COM              034670992     4461   100187 SH       DEFINED 01             100187        0        0
ANGLO AMERICAN PLATINU         COM              034670992       58     1295 SH       DEFINED 01 05               0     1295        0
ANGLO AMERICAN PLC             COM              034671990     6564   438268 SH       DEFINED 01             438268        0        0
ANGLO AMERICAN PLC             COM              034671990      139     9265 SH       DEFINED 01 05               0     9265        0
ANGLOGOLD LTD                  COM              035128206     1970   110000 SH       DEFINED 01             110000        0        0
ANHEUSER BUSCH CO              COM              035229103    29608   718658 SH       DEFINED 01 02               0   718658        0
ANHEUSER-BUSCH                 COM              035229103   193575  4698390 SH       DEFINED 01            4698390        0        0
ANHEUSER-BUSCH                 COM              035229103    11893   288678 SH       DEFINED 01 03               0   288678        0
ANHEUSER-BUSCH                 COM              035229103    15457   375162 SH       DEFINED 01 05               0   375162        0
ANIXTER INTL INC               COM              035290105     6432   209476 SH       DEFINED 01             209476        0        0
ANIXTER INTL INC               COM              035290105        4      130 SH       DEFINED 01 02               0      130        0
ANIXTER INTL INC               COM              035290105      150     4900 SH       DEFINED 01 05               0     4900        0
ANNTAYLOR STORES CO            COM              036115103     7982   222949 SH       DEFINED 01             222949        0        0
ANNTAYLOR STORES CO            COM              036115103      193     5400 SH       DEFINED 01 05               0     5400        0
ANNTAYLOR STORES COR           COM              036115103        6      170 SH       DEFINED 01 02               0      170        0
ANTEC                          COM              03664P105     2507   202153 SH       DEFINED 01             202153        0        0
ANTEC                          COM              03664P105        2      180 SH       DEFINED 01 02               0      180        0
ANTEC                          COM              03664P105      113     9100 SH       DEFINED 01 05               0     9100        0
ANSWERTHINK INC                COM              036916104        2      200 SH       DEFINED 01                200        0        0
MOSENERGO ADR (STRAIGHT LEVEL  COM              037376308     3478   915343 SH       DEFINED 01             915343        0        0
MOSENERGO ADR (STRAIGHT LEVEL  COM              037376308       71    18576 SH       DEFINED 01 05               0    18576        0
AON CORP                       COM              037389103     3955   113000 SH       DEFINED 01                  0   113000        0
AON CORP                       COM              037389103    64958  1855956 SH       DEFINED 01            1855956        0        0
AON CORP                       COM              037389103     3772   107765 SH       DEFINED 01 03               0   107765        0
AON CORP                       COM              037389103     7142   204050 SH       DEFINED 01 05               0   204050        0
APACHE                         COM              037411105    99196  1954598 SH       DEFINED 01            1954598        0        0
APACHE                         COM              037411105     5198   102424 SH       DEFINED 01 03               0   102424        0
APACHE                         COM              037411105   101389  1997808 SH       DEFINED 01 05               0  1997808        0
APACHE CORP                    COM              037411105    16520   325506 SH       DEFINED 01 02               0   325506        0
APACHE CORP CVT PFD            PRF              037411600    18302   417650 SH       DEFINED 01             417650        0        0
APACHE CORP CVT PFD            PRF              037411600     3573    81550 SH       DEFINED 01 05               0    81550        0
AIMCO                          COM              03748R101      450     9345 SH       DEFINED 01                  0     9345        0
AIMCON STOCK                   COM              03748R101        8      168 SH       DEFINED 01                168        0        0
APOGEE ENTERPRISES             COM              037598109     1043    83526 SH       DEFINED 01              83526        0        0
APOLLO GROUP - A               COM              037604105    19237   453181 SH       DEFINED 01             453181        0        0
APOLLO GROUP - A               COM              037604105     2239    52750 SH       DEFINED 01 03               0    52750        0
APOLLO GROUP - A               COM              037604105    20461   482000 SH       DEFINED 01 05               0   482000        0
APOLLO GROUP INC  -C           COM              037604105   122285  2880674 SH       DEFINED 01 02               0  2880674        0
APOLLO GROUP                   COM              037604204      170     4000 SH       DEFINED 01               4000        0        0
APOGENT TECHNOLOGIES           COM              03760A101    17289   702802 SH       DEFINED 01             702802        0        0
APOGENT TECHNOLOGIES           COM              03760A101    46598  1894177 SH       DEFINED 01 02               0  1894177        0
APOGENT TECHNOLOGIES           COM              03760A101     2919   118650 SH       DEFINED 01 03               0   118650        0
APOGENT TECHNOLOGIES           COM              03760A101       66     2700 SH       DEFINED 01 05               0     2700        0
APPALACHIAN PWR $100           PRF              037735842      995    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1111    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100      409    17580 SH       DEFINED 01              17580        0        0
APPLE COMPUTER                 COM              037833100     2007    86326 SH       DEFINED 01 03               0    86326        0
APPLE COMPUTER                 COM              037833100       37     1599 SH       DEFINED 01 05               0     1599        0
APPLEBEES INTL INC             COM              037899101     3500   109366 SH       DEFINED 01             109366        0        0
APRIA HEALTHCARE GRO           COM              037933108     6089   211002 SH       DEFINED 01             211002        0        0
APRIA HEALTHCARE GRO           COM              037933108        6      200 SH       DEFINED 01 02               0      200        0
APRIA HEALTHCARE GRO           COM              037933108      277     9600 SH       DEFINED 01 05               0     9600        0
LONDON BRIDGE                  COM              0379829          1      386 SH       DEFINED 01 10             386        0        0
APPLERA CORP - APPLIED BIOSYST COM              038020103      429    16034 SH       DEFINED 01              16034        0        0
APPLERA CORP - APPLIED BIOSYST COM              038020103     1397    52226 SH       DEFINED 01 03               0    52226        0
APPLERA CORP - APPLIED BIOSYST COM              038020103       26      967 SH       DEFINED 01 05               0      967        0
APPLERA CORP - CELERA GENOMICS COM              038020202    43755  1103259 SH       DEFINED 01            1103259        0        0
APPLERA CORP - CELERA GENOMICS COM              038020202     1394    35146 SH       DEFINED 01 05               0    35146        0
APPLICA INCORPORATED           COM              03815A106      544    68384 SH       DEFINED 01              68384        0        0
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APPLIED MATERIALS              COM              038222105    13024   265258 SH       DEFINED 01 03               0   265258        0
APPLIED MATERIALS              COM              038222105    94796  1930677 SH       DEFINED 01 05               0  1930677        0
APPLIED MICRO CIRCUITS         COM              03822W109    27542  1601233 SH       DEFINED 01            1601233        0        0
APPLIED MICRO CIRCUITS         COM              03822W109     1278    74326 SH       DEFINED 01 03               0    74326        0
APPLIED MICRO CIRCUITS         COM              03822W109     4236   246276 SH       DEFINED 01 05               0   246276        0
APTARGROUP INC                 COM              038336103     3441   106121 SH       DEFINED 01             106121        0        0
APTARGROUP INC                 COM              038336103        5      160 SH       DEFINED 01 02               0      160        0
AQUILA INC                     COM              03840J106    12325   500000 SH       DEFINED 01             500000        0        0
AQUILA INC                     COM              03840J106      102     4150 SH       DEFINED 01 02               0     4150        0
AQUILA INC                     COM              03840J106    13173   534400 SH       DEFINED 01 05               0   534400        0
GREAT UNIV S                   COM              0384704         20     2378 SH       DEFINED 01 10            2378        0        0
CMG PLC -- (GBP)               COM              0384737          6     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     7990   427280 SH       DEFINED 01             427280        0        0
ARACRUZ CELULOSE ADR           COM              038496204      168     8975 SH       DEFINED 01 05               0     8975        0
ARADIGM CORPORATION            COM              038505103      315    45000 SH       DEFINED 01              45000        0        0
MISYS                          COM              0385785          9     1305 SH       DEFINED 01 10            1305        0        0
BLUE CIRCLE                    COM              0386302         11     1647 SH       DEFINED 01 10            1647        0        0
ARBITRON INC                   COM              03875Q108     2082    86383 SH       DEFINED 01              86383        0        0
ARCH CHEMICALS INC             COM              03937R102     1368    65674 SH       DEFINED 01              65674        0        0
ARCH COAL                      COM              039380100    12275   474501 SH       DEFINED 01             474501        0        0
ARCH COAL                      COM              039380100       27     1050 SH       DEFINED 01 02               0     1050        0
ARCH COAL                      COM              039380100     3011   116400 SH       DEFINED 01 05               0   116400        0
ARCHER DANIELS MIDLAND         COM              039483102    22738  1749102 SH       DEFINED 01            1749102        0        0
ARCHER DANIELS MIDLAND         COM              039483102     2555   196515 SH       DEFINED 01 03               0   196515        0
ARCHER DANIELS MIDLAND         COM              039483102      381    29295 SH       DEFINED 01 05               0    29295        0
ARCHSTONE COMM TRUST           COM              039581103     4214   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE COMM TRUST           COM              039581103     1192    46217 SH       DEFINED 01              46217        0        0
ARCTIC CAT INC                 COM              039670104     1073    74005 SH       DEFINED 01              74005        0        0
ARDEN REALTY INC               COM              039793104     2647    99154 SH       DEFINED 01              99154        0        0
ARDEN REALTY INC               COM              039793104      168     6300 SH       DEFINED 01 05               0     6300        0
AREA BANCSHARES CORP           COM              039872106        2      114 SH       DEFINED 01                114        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     2444   111111 SH       DEFINED 01             111111        0        0
ARENA PHARMACEUTICALS          COM              040047102      328    10750 SH       DEFINED 01              10750        0        0
ARGONAUT GROUP INC             COM              040157109       56     2800 SH       DEFINED 01               2800        0        0
ARGOSY GAMING                  COM              040228108     2082    75000 SH       DEFINED 01              75000        0        0
ARGOSY GAMING                  COM              040228108        2       90 SH       DEFINED 01 02               0       90        0
ARGOSY GAMING                  COM              040228108       81     2900 SH       DEFINED 01 05               0     2900        0
ARIBA                          COM              04033V104       38     6883 SH       DEFINED 01               6883        0        0
HAMMERSON                      COM              0406501          4      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST CORP             COM              040790107     3524   152908 SH       DEFINED 01             152908        0        0
ARKANSAS BEST CORP             COM              040790107        3      130 SH       DEFINED 01 02               0      130        0
ARKANSAS BEST CORP             COM              040790107      107     4650 SH       DEFINED 01 05               0     4650        0
HANSON                         COM              0408983         14     1845 SH       DEFINED 01 10            1845        0        0
STAGECOACH H                   COM              0414667          4     3754 SH       DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102         10     4052 SH       DEFINED 01 10            4052        0        0
ARMOR HOLDINGS INC             COM              042260109     1023    68215 SH       DEFINED 01              68215        0        0
ARMSTRONG WORLD IND            COM              042384107        0       88 SH       DEFINED 01                 88        0        0
REXAM                          COM              0425045          4      862 SH       DEFINED 01 10             862        0        0
ARNOLD INDUSTRIES IN           COM              042595108     1481    76485 SH       DEFINED 01              76485        0        0
ARQULE INC                     COM              04269E107     2791   128884 SH       DEFINED 01             128884        0        0
ARQULE INC                     COM              04269E107        4      180 SH       DEFINED 01 02               0      180        0
ARQULE INC                     COM              04269E107       56     2600 SH       DEFINED 01 05               0     2600        0
ARROW ELECTRONICS              COM              042735100      164     6718 SH       DEFINED 01               6718        0        0
ARROW INTERNATIONAL            COM              042764100       72     1876 SH       DEFINED 01               1876        0        0
ART TECH GROUP                 COM              04289L107        2      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102      518    50800 SH       DEFINED 01              50800        0        0
ARTESYN TECHNOLOGIES           COM              043127109     1461   113258 SH       DEFINED 01             113258        0        0
ARTHROCARE CORP                COM              043136100     1725    65952 SH       DEFINED 01              65952        0        0
ARVINMERITOR INC               COM              043353101      165     9845 SH       DEFINED 01               9845        0        0
ASAHI KASEI CORP   JP;3407     COM              043389998        0      100 SH       DEFINED 01 03               0      100        0
Ariba Inc                      COM              0433V104      1744   317068 SH       DEFINED 1              317068        0        0
ASHLAND INC                    COM              044204105       38      969 SH       DEFINED 01                969        0        0
ASHLAND INC                    COM              044204105      692    17263 SH       DEFINED 01 03               0    17263        0
ASHLAND INC                    COM              044204105       13      319 SH       DEFINED 01 05               0      319        0
EXEL PLC                       COM              0448688          7      698 SH       DEFINED 01 10             698        0        0
ASHWORTH INC                   COM              04516H101      215    38960 SH       DEFINED 01              38960        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        1     8900 SH       DEFINED 01               8900        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        1     6600 SH       DEFINED 01 05               0     6600        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102     1069   152919 SH       DEFINED 01             152919        0        0
ASPEN TECH                     COM              045327103     2434   100581 SH       DEFINED 01             100581        0        0
ASPEN TECH                     COM              045327103        4      180 SH       DEFINED 01 02               0      180        0
ASSO BANCORP                   COM              045487105       68     1876 SH       DEFINED 01               1876        0        0
IMI                            COM              0457963          2      764 SH       DEFINED 01 10             764        0        0
AT HOME CORP SER A             COM              045919107       94    43763 SH       DEFINED 01              43763        0        0
IMPERIAL CHE                   COM              0459497         10     1721 SH       DEFINED 01 10            1721        0        0
ASTEC INDS INC                 COM              046224101      988    57322 SH       DEFINED 01              57322        0        0
ASTORIA FINL CORP              COM              046265104     5112    92938 SH       DEFINED 01              92938        0        0
ASTORIA FINL CORP              COM              046265104       11      200 SH       DEFINED 01 02               0      200        0
ASTORIA FINL CORP              COM              046265104      187     3400 SH       DEFINED 01 05               0     3400        0
ASTROPOWER INC                 COM              04644A101     2166    41541 SH       DEFINED 01              41541        0        0
ASUSTEK COMPUTER (2357)        COM              046470993     5119  1211250 SH       DEFINED 01            1211250        0        0
ASUSTEK 144A GDR     GB;ASKD/U COM              04648R100      108    25000 SH       DEFINED 01 05               0    25000        0
ASYST                          COM              04648X107        1       64 SH       DEFINED 01                 64        0        0
JARVIS PLC                     COM              0471350          2      303 SH       DEFINED 01 10             303        0        0
JOHNSON MATT                   COM              0476407          7      476 SH       DEFINED 01 10             476        0        0
AGILITI INC CV PFD             PRF              047800XX0     6750  2250000 SH       DEFINED 01            2250000        0        0
AGILITI INC CV PFD             PRF              047800XX0     8250  2750000 SH       DEFINED 01 05               0  2750000        0
ATLANTIC COAST AIRLI           COM              048396105     4103   136811 SH       DEFINED 01             136811        0        0
ATLAS AIR WORLDWIDE            COM              049164106       85     5961 SH       DEFINED 01               5961        0        0
ATMEL CORP                     COM              049513104     1878   139121 SH       DEFINED 01             139121        0        0
ATMOS ENERGY CORP              COM              049560105    15162   619885 SH       DEFINED 01             619885        0        0
HILTON GROUP                   COM              0500254         12     3429 SH       DEFINED 01 10            3429        0        0
ATWOOD OCEANICS                COM              050095108     1465    41739 SH       DEFINED 01              41739        0        0
ATWOOD OCEANICS                COM              050095108        4      100 SH       DEFINED 01 02               0      100        0
LAND SECURIT                   COM              0504502         16     1277 SH       DEFINED 01 10            1277        0        0
AUDIOVOX CORP                  COM              050757103      743    66893 SH       DEFINED 01              66893        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     5623  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     9376  3811586 SH       DEFINED 01 05               0  3811586        0
LEX SERVICE PLC                COM              0514523          2      257 SH       DEFINED 01 10             257        0        0
AURORA FOODS RESTRCT           COM              05164B999      534    97410 SH       DEFINED 01                  0    97410        0
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AURORA BIOSCIENCES C           COM              051920106        3      100 SH       DEFINED 01 02               0      100        0
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AUSPEX               ASPX      COM              052116100     1223   171238 SH       DEFINED 01             171238        0        0
LOGICA                         COM              0522708         13     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIS HLDING WTS WARRANTS  COM              05258A113        0    13400 SH       DEFINED 01              13400        0        0
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AUTODESK                       COM              052769106       32      862 SH       DEFINED 01                862        0        0
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AUTONATION INC       AN        COM              05329W102        8      729 SH       DEFINED 01                729        0        0
COMPASS GROUP                  COM              0533153         42     5266 SH       DEFINED 01 10            5266        0        0
AUTOZONE                       COM              053332102       61     1607 SH       DEFINED 01               1607        0        0
AUTOZONE                       COM              053332102     1038    27691 SH       DEFINED 01 03               0    27691        0
AUTOZONE                       COM              053332102       19      513 SH       DEFINED 01 05               0      513        0
AVALONBAY COMM                 COM              053484101       10      201 SH       DEFINED 01                201        0        0
AVANT! CORP                    COM              053487104     1476   110996 SH       DEFINED 01             110996        0        0
AVANEX CORP                    COM              05348W109        1      111 SH       DEFINED 01                111        0        0
AVAYA INC                      COM              053499109       54     3963 SH       DEFINED 01               3963        0        0
AVAYA INC                      COM              053499109      962    70204 SH       DEFINED 01 03               0    70204        0
AVAYA INC                      COM              053499109       18     1300 SH       DEFINED 01 05               0     1300        0
Advantgo                       COM              05349M100      359   179426 SH       DEFINED 1              179426        0        0
AVENTIS                        COM              053561999     6729    84290 SH       DEFINED 01 03               0    84290        0
AVERY DENNISON CORP            COM              053611109       81     1590 SH       DEFINED 01               1590        0        0
AVERY DENNISON CORP            COM              053611109     1392    27258 SH       DEFINED 01 03               0    27258        0
AVERY DENNISON CORP            COM              053611109       26      505 SH       DEFINED 01 05               0      505        0
AVICI SYSTEMS INC              COM              05367L109        2      270 SH       DEFINED 01                270        0        0
AVID TECH                      COM              05367P100     1200    76415 SH       DEFINED 01              76415        0        0
AVIRON                         COM              053762100     2235    39212 SH       DEFINED 01              39212        0        0
AVIRON                         COM              053762100        6      100 SH       DEFINED 01 02               0      100        0
AVIRON                         COM              053762100      108     1900 SH       DEFINED 01 05               0     1900        0
AVISTA CORP                    COM              05379B107     2801   140198 SH       DEFINED 01             140198        0        0
AVIVA PETROLEUM INC            COM              05379P205        5    59800 SH       DEFINED 01              59800        0        0
AVNET INC                      COM              053807103      145     6478 SH       DEFINED 01               6478        0        0
AVNET INC                      COM              053807103        4      174 SH       DEFINED 01 02               0      174        0
AVOCENT CORPORATION            COM              053893103       28     1236 SH       DEFINED 01               1236        0        0
AVOCENT CORPORATION            COM              053893103        4      195 SH       DEFINED 01 02               0      195        0
HSBC HLDGS                     COM              0540528        278    23420 SH       DEFINED 01 10           23420        0        0
AVON PRODUCTS                  COM              054303102     2107    45517 SH       DEFINED 01              45517        0        0
AVON PRODUCTS                  COM              054303102     2716    58678 SH       DEFINED 01 03               0    58678        0
AVON PRODUCTS                  COM              054303102       50     1087 SH       DEFINED 01 05               0     1087        0
AXA                            COM              054536107        1       24 SH       DEFINED 01 05               0       24        0
AWARE INC                      COM              05453N100      604    67043 SH       DEFINED 01              67043        0        0
AXCELIS TECH INC               COM              054540109    11433   772418 SH       DEFINED 01             772418        0        0
AXCELIS TECH INC               COM              054540109        3      230 SH       DEFINED 01 02               0      230        0
AXCELIS TECH INC               COM              054540109      271    18319 SH       DEFINED 01 05               0    18319        0
AZTAR CORP                     COM              054802103     3684   304495 SH       DEFINED 01             304495        0        0
AZTAR CORP                     COM              054802103        3      220 SH       DEFINED 01 02               0      220        0
AZTAR CORP                     COM              054802103      104     8564 SH       DEFINED 01 05               0     8564        0
BB&T CORP                      COM              054937107      218     5939 SH       DEFINED 01               5939        0        0
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BCE INC                        COM              05534B109    47340  1800000 SH       DEFINED 01            1800000        0        0
BEI TECHNOLOGIES INC           COM              05538P104      514    19000 SH       DEFINED 01              19000        0        0
BEI TECHNOLOGIES INC           COM              05538P104        2       80 SH       DEFINED 01 02               0       80        0
BEI TECHNOLOGIES INC           COM              05538P104       35     1300 SH       DEFINED 01 05               0     1300        0
BHC COMMUNICATIONS             COM              055448104        5       35 SH       DEFINED 01                 35        0        0
BISYS GROUP                    COM              055472104     4387    74347 SH       DEFINED 01              74347        0        0
BISYS GROUP                    COM              055472104    82052  1390700 SH       DEFINED 01 02               0  1390700        0
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BJ SERVICES CO                 COM              055482103     9850   347066 SH       DEFINED 01             347066        0        0
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BJ`S WHOLESALE CLUB            COM              05548J106      103     1936 SH       DEFINED 01               1936        0        0
BMW ORD              ORD DE;BM COM              055501993    23236   707381 SH       DEFINED 01             707381        0        0
BMC INDUSTRIES                 COM              055607105      487    81229 SH       DEFINED 01              81229        0        0
BOK FINANCIAL CORP             COM              05561Q201        9      340 SH       DEFINED 01                340        0        0
BOK FINANCIAL CORP             COM              05561Q201        4      164 SH       DEFINED 01 02               0      164        0
BP PLC ADR                     COM              055622104     8468   169860 SH       DEFINED 01                  0   169860        0
BP PLC ADR                     COM              055622104    39381   790000 SH       DEFINED 01             790000        0        0
BP PLC ADR                     COM              055622104      912    18300 SH       DEFINED 01 03               0    18300        0
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BRE PROPERTIES                 COM              05564E106     1975    65175 SH       DEFINED 01              65175        0        0
BRE PROPERTIES                 COM              05564E106      133     4400 SH       DEFINED 01 05               0     4400        0
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BMC SOFTWARE INC               COM              055921100     1467    65020 SH       DEFINED 01 02               0    65020        0
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MARKS & SPEN                   COM              0565402         25     6751 SH       DEFINED 01 10            6751        0        0
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BAKER (MICHAEL) CORP           COM              057149106      242    17500 SH       DEFINED 01              17500        0        0
BAKER HUGHES INC               COM              057224107      999    29823 SH       DEFINED 01              29823        0        0
BAKER HUGHES INC               COM              057224107     2781    83015 SH       DEFINED 01 03               0    83015        0
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CENTRICA                       COM              0573438         30     9396 SH       DEFINED 01 10            9396        0        0
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BALLY TOTAL FITNESS            COM              05873K108     2535    85637 SH       DEFINED 01              85637        0        0
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BANCORPSOUTH INC               COM              059692103       10      605 SH       DEFINED 01                605        0        0
BANCWEST CORP NEW              COM              059790105        6      180 SH       DEFINED 01                180        0        0
BANDAG, INC.                   COM              059815100       16      586 SH       DEFINED 01                586        0        0
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BANGOR HYDRO ELEC CO           COM              060077104      579    21797 SH       DEFINED 01              21797        0        0
BANK PEKA                      COM              060500998     1465    85500 SH       DEFINED 01              85500        0        0
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CADBURY SCHW                   COM              0610700         32     4753 SH       DEFINED 01 10            4753        0        0
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UTD UTILITIE                   COM              0646233         12     1301 SH       DEFINED 01 10            1301        0        0
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PACE MICRO 144A                COM              0667278          3      528 SH       DEFINED 01 10             528        0        0
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C R BARD INC                   COM              067383109       40      702 SH       DEFINED 01                702        0        0
C R BARD INC                   COM              067383109      713    12525 SH       DEFINED 01 03               0    12525        0
C R BARD INC                   COM              067383109       13      232 SH       DEFINED 01 05               0      232        0
PEARSON                        COM              0677608         31     1856 SH       DEFINED 01 10            1856        0        0
BARNES & NOBLE                 COM              067774109     4970   126310 SH       DEFINED 01             126310        0        0
BARNES & NOBLE                 COM              067774109        8      200 SH       DEFINED 01 02               0      200        0
BARNES & NOBLE                 COM              067774109      205     5200 SH       DEFINED 01 05               0     5200        0
BARNES GROUP                   COM              067806109     1351    54711 SH       DEFINED 01              54711        0        0
BARNESANDNOBLE.COM             COM              067846105        0      105 SH       DEFINED 01                105        0        0
BARRICK GOLD INC               COM              067901108       74     4868 SH       DEFINED 01               4868        0        0
BARRICK GOLD INC               COM              067901108     1484    97935 SH       DEFINED 01 03               0    97935        0
BARRICK GOLD INC               COM              067901108       27     1814 SH       DEFINED 01 05               0     1814        0
P & O                          COM              0680048          6     1520 SH       DEFINED 01 10            1520        0        0
BARON ASSET                    COM              068278100    82735  1668044 SH       DEFINED 01 03               0  1668044        0
BARPLATS INVESTMENTS LTD       COM              068299999      613  1200000 SH       DEFINED 01            1200000        0        0
BARR LABORATORIES              COM              068306109     3822    54290 SH       DEFINED 01              54290        0        0
BARR LABORATORIES              COM              068306109        7      100 SH       DEFINED 01 02               0      100        0
BARR LABORATORIES              COM              068306109      232     3300 SH       DEFINED 01 05               0     3300        0
BARRA INC                      COM              068313105     5190   132588 SH       DEFINED 01             132588        0        0
BARRA INC                      COM              068313105        4      100 SH       DEFINED 01 02               0      100        0
BARRA INC                      COM              068313105      119     3050 SH       DEFINED 01 05               0     3050        0
BARRETT RESOURCES CO           COM              068480201     5850    99152 SH       DEFINED 01              99152        0        0
PILKINGTON                     COM              0688462          3     2433 SH       DEFINED 01 10            2433        0        0
SCOT POWER                     COM              0690070         32     4291 SH       DEFINED 01 10            4291        0        0
BASF                           COM              069730992     2937    74602 SH       DEFINED 01 03               0    74602        0
BASSETT FURN IND.              COM              070203104      437    34728 SH       DEFINED 01              34728        0        0
PSION PLC                      COM              0709545          1     1000 SH       DEFINED 01 10            1000        0        0
PRUDENTIAL                     COM              0709954         58     4831 SH       DEFINED 01 10            4831        0        0
BAUSCH & LOMB                  COM              071707103       27      748 SH       DEFINED 01                748        0        0
BAUSCH & LOMB                  COM              071707103      481    13263 SH       DEFINED 01 03               0    13263        0
BAUSCH & LOMB                  COM              071707103        9      245 SH       DEFINED 01 05               0      245        0
BAXTER INTL INC                COM              071813109    20874   426000 SH       DEFINED 01                  0   426000        0
BAXTER INTL INC                COM              071813109   151314  3088039 SH       DEFINED 01            3088039        0        0
BAXTER INTL INC                COM              071813109    52534  1072040 SH       DEFINED 01 02               0  1072040        0
BAXTER INTL INC                COM              071813109     9933   202712 SH       DEFINED 01 03               0   202712        0
BAXTER INTL INC                COM              071813109    34731   708800 SH       DEFINED 01 05               0   708800        0
RIO TINTO                      COM              0718875         48     2697 SH       DEFINED 01 10            2697        0        0
VODAFONE GROUP PLC             COM              0719210        391   176415 SH       DEFINED 01 10          176415        0        0
RAILTRACK GR                   COM              0721293          6     1198 SH       DEFINED 01 10            1198        0        0
RANK GROUP                     COM              0724076          5     1688 SH       DEFINED 01 10            1688        0        0
RMC GROUP                      COM              0726641          5      569 SH       DEFINED 01 10             569        0        0
BAYCORP HOLDINGS LTD           COM              072728108        0       28 SH       DEFINED 01 05               0       28        0
REED                           COM              0730835         27     3022 SH       DEFINED 01 10            3022        0        0
RENTOKIL INI                   COM              0732712         17     5118 SH       DEFINED 01 10            5118        0        0
BE AEROSPACE                   COM              073302101     3993   209611 SH       DEFINED 01             209611        0        0
BE AEROSPACE                   COM              073302101        1       60 SH       DEFINED 01 02               0       60        0
BE AEROSPACE                   COM              073302101       86     4500 SH       DEFINED 01 05               0     4500        0
BE FREE INC                    COM              073308108        0      110 SH       DEFINED 01                110        0        0
BEA SYSTEMS INC                COM              073325102   100389  3268956 SH       DEFINED 01            3268956        0        0
BEA SYSTEMS INC                COM              073325102        1       17 SH       DEFINED 01 02               0       17        0
BEA SYSTEMS INC                COM              073325102     8519   277400 SH       DEFINED 01 05               0   277400        0
BEAR STEARNS                   COM              073902108     1325    22481 SH       DEFINED 01              22481        0        0
BEAR STEARNS                   COM              073902108     1531    25970 SH       DEFINED 01 03               0    25970        0
BEAR STEARNS                   COM              073902108       28      481 SH       DEFINED 01 05               0      481        0
ROYAL BK SCO                   COM              0754783        149     6778 SH       DEFINED 01 10            6778        0        0
BEBE STORES INC                COM              075571109        3      102 SH       DEFINED 01                102        0        0
BECKMAN COULTER INC            COM              075811109       69     1703 SH       DEFINED 01               1703        0        0
BECTON DICKINSON               COM              075887109      161     4499 SH       DEFINED 01               4499        0        0
BECTON DICKINSON               COM              075887109     2280    63713 SH       DEFINED 01 03               0    63713        0
BECTON DICKINSON               COM              075887109       42     1180 SH       DEFINED 01 05               0     1180        0
BED BATH & BEYOND              COM              075896100    13321   444042 SH       DEFINED 01             444042        0        0
BED BATH & BEYOND              COM              075896100     2142    71389 SH       DEFINED 01 03               0    71389        0
BED BATH & BEYOND              COM              075896100    16540   551322 SH       DEFINED 01 05               0   551322        0
BED BATH & BEYOND IN           COM              075896100      780    26000 SH       DEFINED 01                  0    26000        0
BED BATH & BEYOND IN           COM              075896100      150     5000 SH       DEFINED 01 02               0     5000        0
SAINSBURY(J)                   COM              0767640         28     4514 SH       DEFINED 01 10            4514        0        0
BEIJING ENTERPRISES (0392)     COM              076900992     2896  2248000 SH       DEFINED 01            2248000        0        0
BEIJING ENTERPRISES (0392)     COM              076900992       62    48000 SH       DEFINED 01 05               0    48000        0
BEL FUSE INC                   COM              077347300     1326    39877 SH       DEFINED 01              39877        0        0
BELDEN INC                     COM              077459105     3505   131017 SH       DEFINED 01             131017        0        0
BELDEN INC                     COM              077459105        4      140 SH       DEFINED 01 02               0      140        0
BELDEN INC                     COM              077459105       74     2750 SH       DEFINED 01 05               0     2750        0
BELL MICRPROD INC              COM              078137106      562    47009 SH       DEFINED 01              47009        0        0
BP PLC                         COM              0798059        476    57899 SH       DEFINED 01 10           57899        0        0
SSL INTERNATIONAL              COM              0798112          3      402 SH       DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     6652   165184 SH       DEFINED 01                  0   165184        0
BELL SOUTH                     COM              079860102   227114  5639764 SH       DEFINED 01            5639764        0        0
BELL SOUTH                     COM              079860102    25621   636205 SH       DEFINED 01 02               0   636205        0
BELL SOUTH                     COM              079860102    23943   594559 SH       DEFINED 01 03               0   594559        0
BELL SOUTH                     COM              079860102     2245    55750 SH       DEFINED 01 05               0    55750        0
SAGE GROUP PLC                 COM              0802165         11     3029 SH       DEFINED 01 10            3029        0        0
BELO CORP                      COM              080555105       55     2924 SH       DEFINED 01               2924        0        0
INVENSYS                       COM              0807041         16     8574 SH       DEFINED 01 10            8574        0        0
SLOUGH ESTAT                   COM              0814104          4      897 SH       DEFINED 01 10             897        0        0
BEMIS CO                       COM              081437105       31      776 SH       DEFINED 01                776        0        0
BEMIS CO                       COM              081437105      524    13057 SH       DEFINED 01 03               0    13057        0
BEMIS CO                       COM              081437105       10      241 SH       DEFINED 01 05               0      241        0
BENCHMARK ELECTRONIC           COM              08160H101     1414    58039 SH       DEFINED 01              58039        0        0
BENCHMARK ELECTRONIC           COM              08160H101        4      170 SH       DEFINED 01 02               0      170        0
BENEDEK COM WARRANTS EXP 7-01- COM              08170W114      140    70000 SH       DEFINED 01              70000        0        0
SMITHS GROUP                   COM              0818270         15     1293 SH       DEFINED 01 10            1293        0        0
GRANADA PLC                    COM              0827566         14     6739 SH       DEFINED 01 10            6739        0        0
CORUS GROUP                    COM              0828053          6     7377 SH       DEFINED 01 10            7377        0        0
BERGEN BRUNSWIG CL A           COM              083739102     4142   215512 SH       DEFINED 01             215512        0        0
BERGEN BRUNSWIG CL A           COM              083739102        7      390 SH       DEFINED 01 02               0      390        0
BERGEN BRUNSWIG CL A           COM              083739102      175     9100 SH       DEFINED 01 05               0     9100        0
ANGLIAN WATE                   COM              0843443          5      594 SH       DEFINED 01 10             594        0        0
WR BERKLEY                     COM              084423102        4       90 SH       DEFINED 01                 90        0        0
BERKSHIRE HATHAWAY I           COM              084670108      208        3 SH       DEFINED 01                  3        0        0
BERKSHIRE HATHAWAY B           COM              084670207       67       29 SH       DEFINED 01                 29        0        0
BEST BUY CO                    COM              086516101      572     9000 SH       DEFINED 01                  0     9000        0
BEST BUY CO                    COM              086516101   120309  1894010 SH       DEFINED 01            1894010        0        0
BEST BUY CO                    COM              086516101      458     7203 SH       DEFINED 01 02               0     7203        0
BEST BUY CO                    COM              086516101     4909    77286 SH       DEFINED 01 03               0    77286        0
BEST BUY CO                    COM              086516101    46634   734159 SH       DEFINED 01 05               0   734159        0
BESTEL WTS 5/15/05             COM              08658T112      480     4000 SH       DEFINED 01               4000        0        0
BESTEL WTS 5/15/05             COM              08658T112      120     1000 SH       DEFINED 01 05               0     1000        0
LLOYDS TSB G                   COM              0870612        142    14183 SH       DEFINED 01 10           14183        0        0
BETHLEHEM STEEL                COM              087509105        1      317 SH       DEFINED 01                317        0        0
TATE & LYLE                    COM              0875413          4      996 SH       DEFINED 01 10             996        0        0
BG                             COM              0876289         32     8236 SH       DEFINED 01 10            8236        0        0
MARCONI                        COM              0877431         23     6498 SH       DEFINED 01 10            6498        0        0
TAYLOR WOODR                   COM              0878230          2      879 SH       DEFINED 01 10             879        0        0
BEVERLY ENTERPRISES            COM              087851309      220    20516 SH       DEFINED 01              20516        0        0
TESCO                          COM              0884709         60    16752 SH       DEFINED 01 10           16752        0        0
BHP BILLITON LTD               COM              088606991    18870  3574539 SH       DEFINED 01            3574539        0        0
BHP BILLITON LTD               COM              088606991     4438   840495 SH       DEFINED 01 03               0   840495        0
BHP BILLITON LTD               COM              088606991    34837  6598889 SH       DEFINED 01 05               0  6598889        0
3I GROUP PLC                   COM              0888693         21     1400 SH       DEFINED 01 10            1400        0        0
BIG LOTS INC                   COM              089302103       85     6208 SH       DEFINED 01               6208        0        0
BIG LOTS INC                   COM              089302103      383    28022 SH       DEFINED 01 03               0    28022        0
BIG LOTS INC                   COM              089302103        7      518 SH       DEFINED 01 05               0      518        0
BILLSERV INC                   COM              090181108       89    43600 SH       DEFINED 01              43600        0        0
BINDVIEW DEVEL CORP            COM              090327107        0      150 SH       DEFINED 01                150        0        0
BILLITON PLC ORD               COM              090525999      134    26908 SH       DEFINED 01              26908        0        0
BILLITON PLC ORD               COM              090525999        3      564 SH       DEFINED 01 05               0      564        0
BILLITON PLC (UK)              COM              090527995     5090  1021535 SH       DEFINED 01            1021535        0        0
BILLITON PLC (UK)              COM              090527995     1063   213365 SH       DEFINED 01 03               0   213365        0
BIO TECH GENERAL               COM              090578105     2224   169735 SH       DEFINED 01             169735        0        0
BIOGEN                         COM              090597105    68764  1264984 SH       DEFINED 01            1264984        0        0
BIOGEN                         COM              090597105     4943    90917 SH       DEFINED 01 03               0    90917        0
BIOGEN                         COM              090597105    22728   418103 SH       DEFINED 01 05               0   418103        0
BIOGEN INC                     COM              090597105    51142   940803 SH       DEFINED 01 02               0   940803        0
BIOMET                         COM              090613100    63027  1311411 SH       DEFINED 01            1311411        0        0
BIOMET                         COM              090613100     3510    73050 SH       DEFINED 01 02               0    73050        0
BIOMET                         COM              090613100     7969   165814 SH       DEFINED 01 03               0   165814        0
BIOMET                         COM              090613100     5818   121070 SH       DEFINED 01 05               0   121070        0
BIOMARIN PHARMACEUTI           COM              09061G101        2      125 SH       DEFINED 01                125        0        0
BIRCH TELECOM WTS              COM              09069B112      140    14000 SH       DEFINED 01              14000        0        0
BIRCH TELECOM WTS              COM              09069B112       20     2000 SH       DEFINED 01 05               0     2000        0
BIOSITE DIAGNOSTIC             COM              090945106        4      100 SH       DEFINED 01 02               0      100        0
BLACK & DECKER                 COM              091797100       44     1134 SH       DEFINED 01               1134        0        0
BLACK & DECKER                 COM              091797100      793    20108 SH       DEFINED 01 03               0    20108        0
BLACK & DECKER                 COM              091797100       15      372 SH       DEFINED 01 05               0      372        0
BLACK BOX CORP                 COM              091826107     7304   108423 SH       DEFINED 01             108423        0        0
BLACK BOX CORP                 COM              091826107        5       80 SH       DEFINED 01 02               0       80        0
BLACK BOX CORP                 COM              091826107      162     2400 SH       DEFINED 01 05               0     2400        0
BLACK HILLS CORP               COM              092113109       31      761 SH       DEFINED 01                761        0        0
SMITH AND NEPHEW PLC           COM              0922320         11     2150 SH       DEFINED 01 10            2150        0        0
GLAXOSMITHKLINE                COM              0925288        449    15955 SH       DEFINED 01 10           15955        0        0
COATS PLC                      COM              0927057          1     1562 SH       DEFINED 01 10            1562        0        0
EIDOS                          COM              0934897          1      215 SH       DEFINED 01 10             215        0        0
BLOCK H&R INC                  COM              093671105       85     1329 SH       DEFINED 01               1329        0        0
BLOCK H&R INC                  COM              093671105     1459    22595 SH       DEFINED 01 03               0    22595        0
BLOCK H&R INC                  COM              093671105       27      418 SH       DEFINED 01 05               0      418        0
DE LA RUE                      COM              0938059          3      418 SH       DEFINED 01 10             418        0        0
BLUE MARTINI SFTWARE           COM              095698106        1      378 SH       DEFINED 01                378        0        0
INNOGY HOLDINGS PLC            COM              0959403          1      204 SH       DEFINED 01 10             204        0        0
BLUESTREAM VENTURES  0.00 06/2 PRF              096120XX3    10500 10500000 SH       DEFINED 01           10500000        0        0
BLUESTREAM VENTURES  0.00 06/2 PRF              096120XX3    14500 14500000 SH       DEFINED 01 05               0 14500000        0
GREAT PORTLA                   COM              0962951          2      494 SH       DEFINED 01 10             494        0        0
P&0 PRINCESS CRUISES           COM              0963590          8     1520 SH       DEFINED 01 10            1520        0        0
BLYTH INC                      COM              09643P108       40     1560 SH       DEFINED 01               1560        0        0
BOB EVANS FARMS                COM              096761101       18     1000 SH       DEFINED 01               1000        0        0
BOCA RESORTS INC               COM              09688T106        3      199 SH       DEFINED 01                199        0        0
BOEING                         COM              097023105       82     1477 SH       DEFINED 01 02               0     1477        0
BOEING CO                      COM              097023105   137166  2467022 SH       DEFINED 01            2467022        0        0
BOEING CO                      COM              097023105    11996   215764 SH       DEFINED 01 03               0   215764        0
BOEING CO                      COM              097023105    33482   602197 SH       DEFINED 01 05               0   602197        0
WIMPEY (GEORGE)                COM              0971344          2      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103      806    22909 SH       DEFINED 01              22909        0        0
BOISE CASCADE                  COM              097383103      500    14213 SH       DEFINED 01 03               0    14213        0
BOISE CASCADE                  COM              097383103        9      263 SH       DEFINED 01 05               0      263        0
WPP GROUP PLC                  COM              0974042         29     2895 SH       DEFINED 01 10            2895        0        0
WOLSELEY                       COM              0976402         10     1347 SH       DEFINED 01 10            1347        0        0
LATTICE GROUP PLC              COM              0976640         18     8236 SH       DEFINED 01 10            8236        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    35651  2373049 SH       DEFINED 01            2373049        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200     7816   520194 SH       DEFINED 01 03               0   520194        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    15061  1002453 SH       DEFINED 01 05               0  1002453        0
ASTRAZENECA                    COM              0989529        208     4462 SH       DEFINED 01 10            4462        0        0
BOOTS & COOTS INTL W           COM              099469108      124   194000 SH       DEFINED 01             194000        0        0
BORDERS GROUP INC.             COM              099709107     3182   142069 SH       DEFINED 01             142069        0        0
BORDERS GROUP INC.             COM              099709107        8      350 SH       DEFINED 01 02               0      350        0
BORDERS GROUP INC.             COM              099709107      240    10700 SH       DEFINED 01 05               0    10700        0
BORG WARNER INC                COM              099724106       39      788 SH       DEFINED 01                788        0        0
BORLAND SOFTWARE               COM              099849101     2340   150000 SH       DEFINED 01             150000        0        0
BORON LEPORE & ASSOC           COM              10001P102      240    17400 SH       DEFINED 01              17400        0        0
BOSTON COMMUNICATION           COM              100582105      727    50485 SH       DEFINED 01              50485        0        0
BOSTON PRIVATE FINL            COM              101119105     2364   105500 SH       DEFINED 01             105500        0        0
BOSTON PRIVATE FINL            COM              101119105       94     4200 SH       DEFINED 01 05               0     4200        0
BOSTON PROPERTIES IN           COM              101121101        7      182 SH       DEFINED 01                182        0        0
BOSTON SCIENTIFIC              COM              101137107       99     5814 SH       DEFINED 01               5814        0        0
BOSTON SCIENTIFIC              COM              101137107     1688    99274 SH       DEFINED 01 03               0    99274        0
BOSTON SCIENTIFIC              COM              101137107       31     1839 SH       DEFINED 01 05               0     1839        0
BOWATER INC                    COM              102183100      924    20640 SH       DEFINED 01              20640        0        0
BOWNE & CO                     COM              103043105     1125    97821 SH       DEFINED 01              97821        0        0
BOYD GAMING CORP               COM              103304101        1      110 SH       DEFINED 01                110        0        0
BOYD GAMING CORP               COM              103304101        4      630 SH       DEFINED 01 02               0      630        0
BOYDS COLLECTION LTD           COM              103354106       42     3358 SH       DEFINED 01               3358        0        0
BRADY CORP - CL A              COM              104674106     2447    67732 SH       DEFINED 01              67732        0        0
BRANCOTE HOLDINGS PLC          COM              105210991     1146   500000 SH       DEFINED 01             500000        0        0
BRASCAN CORP - A               COM              10549P606      171    10000 SH       DEFINED 01              10000        0        0
BRAUN CONSULTING INC           COM              105651103        2      250 SH       DEFINED 01 03               0      250        0
BRIGGS & STRATTON              COM              109043109     2694    63978 SH       DEFINED 01              63978        0        0
BRIGHT POINT                   COM              109473108      479   165187 SH       DEFINED 01             165187        0        0
BRINKER INTL                   COM              109641100    42516  1644732 SH       DEFINED 01            1644732        0        0
BRINKER INTL                   COM              109641100     3716   143750 SH       DEFINED 01 03               0   143750        0
BRINKER INTL                   COM              109641100     8419   325650 SH       DEFINED 01 05               0   325650        0
BRINKER INT'L INC              COM              109641100     2230    86335 SH       DEFINED 01 02               0    86335        0
BRIO TECHNOLOGY                COM              109704106        0       49 SH       DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108   300631  5748211 SH       DEFINED 01            5748211        0        0
BRISTOL MYERS SQUIBB           COM              110122108    71243  1362241 SH       DEFINED 01 02               0  1362241        0
BRISTOL MYERS SQUIBB           COM              110122108    25986   496858 SH       DEFINED 01 03               0   496858        0
BRISTOL MYERS SQUIBB           COM              110122108    48250   922553 SH       DEFINED 01 05               0   922553        0
BRITESMILE                     COM              110415106      294    28000 SH       DEFINED 01              28000        0        0
BRITISH TELECOMM ORD           COM              111021101    80683 12834110 SH       DEFINED 01           12834110        0        0
BRITISH TELECOMM ORD           COM              111021101    12401  1972669 SH       DEFINED 01 03               0  1972669        0
BRITISH TELECOMM ORD           COM              111021101    75267 11972684 SH       DEFINED 01 05               0 11972684        0
BROADCOM CORP                  COM              111320107    64459  1507454 SH       DEFINED 01            1507454        0        0
BROADCOM CORP                  COM              111320107     2751    64333 SH       DEFINED 01 03               0    64333        0
BROADCOM CORP                  COM              111320107     1972    46108 SH       DEFINED 01 05               0    46108        0
BROADVISION INC                COM              111412102       53    10503 SH       DEFINED 01              10503        0        0
BROADVISION INC                COM              111412102      338    67665 SH       DEFINED 01 03               0    67665        0
BROADVISION INC                COM              111412102        6     1253 SH       DEFINED 01 05               0     1253        0
BROADWING INC                  COM              111620100    27846  1138923 SH       DEFINED 01            1138923        0        0
BROCADE COMMUNICATIO           COM              111621108   143211  3255561 SH       DEFINED 01            3255561        0        0
BROCADE COMMUNICATIO           COM              111621108      153     3477 SH       DEFINED 01 02               0     3477        0
BROCADE COMMUNICATIO           COM              111621108    61026  1387260 SH       DEFINED 01 05               0  1387260        0
BROOKS AUTOMATION              COM              11434A100     4907   106443 SH       DEFINED 01             106443        0        0
BROOKS AUTOMATION              COM              11434A100        2       40 SH       DEFINED 01 02               0       40        0
BROOKS AUTOMATION              COM              11434A100      120     2600 SH       DEFINED 01 05               0     2600        0
BROOKTROUT INC                 COM              114580103      277    35911 SH       DEFINED 01              35911        0        0
BROWN & BROWN INC              COM              115236101      929    22120 SH       DEFINED 01              22120        0        0
BROWN-FORMAN - B               COM              115637209       64      996 SH       DEFINED 01                996        0        0
BROWN-FORMAN - B               COM              115637209     1082    16926 SH       DEFINED 01 03               0    16926        0
BROWN-FORMAN - B               COM              115637209       20      313 SH       DEFINED 01 05               0      313        0
BROWN (TOM) INC                COM              115660201     4960   206694 SH       DEFINED 01             206694        0        0
BROWN (TOM) INC                COM              115660201        5      190 SH       DEFINED 01 02               0      190        0
BROWN (TOM) INC                COM              115660201       98     4100 SH       DEFINED 01 05               0     4100        0
BROWN GROUP INC                COM              115736100      933    51683 SH       DEFINED 01              51683        0        0
BROWN SHOE CO INC              COM              115736100        6      310 SH       DEFINED 01 02               0      310        0
BRUNSWICK CORP                 COM              117043109       30     1262 SH       DEFINED 01               1262        0        0
BRUNSWICK CORP                 COM              117043109      521    21668 SH       DEFINED 01 03               0    21668        0
BRUNSWICK CORP                 COM              117043109       10      401 SH       DEFINED 01 05               0      401        0
BRUSH ENGINEERED MATERIALS     COM              117421107      784    49015 SH       DEFINED 01              49015        0        0
BUCA INC                       COM              117769109       28     1300 SH       DEFINED 01               1300        0        0
BSQUARE CORP                   COM              11776U102        1      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        7      204 SH       DEFINED 01                204        0        0
BUCKEYE TECHNOLOGIE            COM              118255108     1457   101199 SH       DEFINED 01             101199        0        0
BLDG MATERIAL HOLD   BMHC      COM              120113105      579    38051 SH       DEFINED 01              38051        0        0
BURLINGTON COAT FACT           COM              121579106     2620   131009 SH       DEFINED 01             131009        0        0
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BUTLER MFG CO DEL              COM              123655102      465    18594 SH       DEFINED 01              18594        0        0
BUY.COM INC                    COM              124269101        0      368 SH       DEFINED 01                368        0        0
C&D TECHNOLOGY                 COM              124661109     2402    77468 SH       DEFINED 01              77468        0        0
C&D TECHNOLOGY                 COM              124661109        3      100 SH       DEFINED 01 02               0      100        0
CBL & ASSOCIATES               COM              124830100      160     5187 SH       DEFINED 01               5187        0        0
CBRL GROUP INC                 COM              12489V106       25     1527 SH       DEFINED 01               1527        0        0
CBRL GROUP INC                 COM              12489V106        5      300 SH       DEFINED 01 02               0      300        0
C-BRIDGE INTERNET              COM              12500B105       36    21600 SH       DEFINED 01              21600        0        0
C-COR.NET CORPORATION          COM              125010108     1149    95791 SH       DEFINED 01              95791        0        0
CDI CORP                       COM              125071100      960    56529 SH       DEFINED 01              56529        0        0
CDW COMPUTER CENTERS           COM              125129106     1204    30330 SH       DEFINED 01              30330        0        0
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CEC ENTERTAINMENT              COM              125137109     6096   123520 SH       DEFINED 01             123520        0        0
CEC ENTERTAINMENT              COM              125137109       89     1800 SH       DEFINED 01 05               0     1800        0
CHINA EVERBRIGHT (0165)        COM              12541A991     5480  5896000 SH       DEFINED 01            5896000        0        0
CHINA EVERBRIGHT (0165)        COM              12541A991      104   112000 SH       DEFINED 01 05               0   112000        0
CH ENERGY GROUP INC            COM              12541M102     2131    48490 SH       DEFINED 01              48490        0        0
CH ROBINSON WORLDWIDE          COM              12541W100       63     2260 SH       DEFINED 01               2260        0        0
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CIGNA CORP                     COM              125509109    90289   942277 SH       DEFINED 01             942277        0        0
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CLECO CORP                     COM              12561W105     3257   143150 SH       DEFINED 01             143150        0        0
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CLECO CORP                     COM              12561W105      216     9500 SH       DEFINED 01 05               0     9500        0
CMGI INC                       COM              125750109       31    10299 SH       DEFINED 01              10299        0        0
CMS ENERGY CORP                COM              125896100       53     1908 SH       DEFINED 01               1908        0        0
CMS ENERGY CORP                COM              125896100      909    32649 SH       DEFINED 01 03               0    32649        0
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CPI CORP                       COM              125902106      559    22805 SH       DEFINED 01              22805        0        0
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CSK AUTO CORP                  COM              125965103        1      102 SH       DEFINED 01                102        0        0
CNA FINANCIAL                  COM              126117100       15      386 SH       DEFINED 01                386        0        0
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CNF INC                        COM              12612W104       43     1546 SH       DEFINED 01               1546        0        0
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CN NATLOFFSHORE OIL  (CNOOC)   COM              126130996     5880  6198000 SH       DEFINED 01            6198000        0        0
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CNOOC LTD                      COM              126132109     9475   500000 SH       DEFINED 01             500000        0        0
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CNET NETWORKS INC              COM              12613R104       52     3962 SH       DEFINED 01               3962        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    42694   399940 SH       DEFINED 01             399940        0        0
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CSG SYSTEMS                    COM              126349109      762    13432 SH       DEFINED 01              13432        0        0
CSX CORP                       COM              126408103    43600  1203084 SH       DEFINED 01            1203084        0        0
CSX CORP                       COM              126408103       31      850 SH       DEFINED 01 02               0      850        0
CSX CORP                       COM              126408103     1912    52768 SH       DEFINED 01 03               0    52768        0
CSX CORP                       COM              126408103     3913   107977 SH       DEFINED 01 05               0   107977        0
CTC COMMUNICATIONS G           COM              126419100       34    11100 SH       DEFINED 01              11100        0        0
CTS CORP                       COM              126501105     1688    82353 SH       DEFINED 01              82353        0        0
CTS CORP                       COM              126501105        3      150 SH       DEFINED 01 02               0      150        0
CUNO INC                       COM              126583103     1455    48506 SH       DEFINED 01              48506        0        0
CVB FINL CORP                  COM              126600105        2      110 SH       DEFINED 01                110        0        0
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CVS CORP                       COM              12665100     27688   717300 SH       DEFINED 11 12 13            0   717300        0
CV THERAPEUTICS INC            COM              126667104      558     9788 SH       DEFINED 01               9788        0        0
CABLEVISION SYSTEMS-NY GROUP-A COM              12686C109       16      277 SH       DEFINED 01                277        0        0
CABLETRON SYSTEMS              COM              126920107       63     2754 SH       DEFINED 01               2754        0        0
CABLETRON SYSTEMS              COM              126920107      191     8350 SH       DEFINED 01 02               0     8350        0
CABLETRON SYSTEMS              COM              126920107     1067    46703 SH       DEFINED 01 03               0    46703        0
CABLETRON SYSTEMS              COM              126920107       20      864 SH       DEFINED 01 05               0      864        0
CABLE DESIGN TECH              COM              126924109     2166   134064 SH       DEFINED 01             134064        0        0
CABLE DESIGN TECH              COM              126924109        6      385 SH       DEFINED 01 02               0      385        0
CABLE SATIFACTION INTL WT EXP  COM              126934116        0     7565 SH       DEFINED 01               7565        0        0
CABLE SATIFACTION INTL WT EXP  COM              126934116        0     1585 SH       DEFINED 01 05               0     1585        0
CACHEFLOW INC                  COM              126946102        1      159 SH       DEFINED 01                159        0        0
CABOT CORPORATION              COM              127055101       66     1840 SH       DEFINED 01               1840        0        0
CABOT INDUSTRIAL TRU           COM              127072106        2      105 SH       DEFINED 01                105        0        0
CABOT OIL & GAS CORP           COM              127097103     3104   127226 SH       DEFINED 01             127226        0        0
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CABOT MICROELECTRONI           COM              12709P103       41      657 SH       DEFINED 01                657        0        0
CACI INTERNATIONAL             COM              127190304     1573    33470 SH       DEFINED 01              33470        0        0
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CAL DIVE INTL INC              COM              127914109     2746   111627 SH       DEFINED 01             111627        0        0
CALDERA INTL INC               COM              12877Q107        0      120 SH       DEFINED 01                120        0        0
CALICO COMMERCE                COM              129897104        0      100 SH       DEFINED 01                100        0        0
CALIENT NETWK D PFD            PRF              130500XX4    15000  2076124 SH       DEFINED 01 05               0  2076124        0
CALIF PIZZA KITCHEN            COM              13054D109      149     6400 SH       DEFINED 01               6400        0        0
CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
CALLAWAY GOLF CO               COM              131193104       88     5560 SH       DEFINED 01               5560        0        0
CALLAWAY GOLF CO               COM              131193104        3      200 SH       DEFINED 01 02               0      200        0
CALPINE                        COM              131347106    97750  2585986 SH       DEFINED 01            2585986        0        0
CALPINE                        COM              131347106     6637   175557 SH       DEFINED 01 03               0   175557        0
CALPINE                        COM              131347106    50479  1335399 SH       DEFINED 01 05               0  1335399        0
CALPINE CORP                   COM              131347106     5179   137000 SH       DEFINED 01                  0   137000        0
CALPINE CORP                   COM              131347106    48444  1281557 SH       DEFINED 01 02               0  1281557        0
CAMBREX CORP                   COM              132011107     8052   159173 SH       DEFINED 01             159173        0        0
CAMBREX CORP                   COM              132011107        6      110 SH       DEFINED 01 02               0      110        0
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CAMDEN PROP TRUST              COM              133131102      180     4900 SH       DEFINED 01 05               0     4900        0
CAMPBELL SOUP                  COM              134429109      152     5906 SH       DEFINED 01               5906        0        0
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CAMPBELL SOUP                  COM              134429109       48     1871 SH       DEFINED 01 05               0     1871        0
CANADIAN PAC LTD               COM              135923100    17263   445500 SH       DEFINED 01             445500        0        0
CANON INC ORD                  COM              138006408    16851   417000 SH       DEFINED 01             417000        0        0
CANON INC ORD                  COM              138006408     1414    35000 SH       DEFINED 01 03               0    35000        0
CANON INC ORD                  COM              138006408    30793   762000 SH       DEFINED 01 05               0   762000        0
CAPITAL ONE FINL               COM              14040H105      183     3039 SH       DEFINED 01               3039        0        0
CAPITAL ONE FINL               COM              14040H105     3092    51541 SH       DEFINED 01 03               0    51541        0
CAPITAL ONE FINL               COM              14040H105    21357   355955 SH       DEFINED 01 05               0   355955        0
CAPITAL FED FINL               COM              14057C106       12      619 SH       DEFINED 01                619        0        0
CAPITAL FED FINL               COM              14057C106        6      330 SH       DEFINED 01 02               0      330        0
CAPSTONE TURBINE               COM              14067D102    12048   535713 SH       DEFINED 01             535713        0        0
CAPSTONE TURBINE               COM              14067D102       75     3350 SH       DEFINED 01 02               0     3350        0
CAPSTONE TURBINE               COM              14067D102    14117   627700 SH       DEFINED 01 05               0   627700        0
CAPTARIS INC                   COM              14071N104      199    95824 SH       DEFINED 01              95824        0        0
CARAUSTAR                      COM              140909102      760    82537 SH       DEFINED 01              82537        0        0
CARDINAL HEALTH                COM              14149Y108   527801  7649302 SH       DEFINED 01            7649302        0        0
CARDINAL HEALTH                COM              14149Y108     1195    17317 SH       DEFINED 01 02               0    17317        0
CARDINAL HEALTH                COM              14149Y108     7609   110269 SH       DEFINED 01 03               0   110269        0
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CAREER EDUCATIONS              COM              141665109        4       60 SH       DEFINED 01 02               0       60        0
CAREMARK RX INC                COM              141705103    17969  1092298 SH       DEFINED 01            1092298        0        0
CAREMARK RX INC                COM              141705103      145     8790 SH       DEFINED 01 02               0     8790        0
CAREMARK RX INC                COM              141705103    27577  1676400 SH       DEFINED 01 05               0  1676400        0
CARLISLE COS INC.              COM              142339100       31      898 SH       DEFINED 01                898        0        0
CARNIVAL CORP                  COM              143658102    38162  1243030 SH       DEFINED 01            1243030        0        0
CARNIVAL CORP                  COM              143658102    55129  1795810 SH       DEFINED 01 02               0  1795810        0
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CARNIVAL CORP                  COM              143658102       82     2679 SH       DEFINED 01 05               0     2679        0
CARPENTER TECHNOLGY            COM              144285103     2715    92637 SH       DEFINED 01              92637        0        0
CARPENTER TECHNOLGY            COM              144285103        5      170 SH       DEFINED 01 02               0      170        0
CARPENTER TECHNOLGY            COM              144285103      126     4300 SH       DEFINED 01 05               0     4300        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER CORPORATION           COM              144433109     1391    64713 SH       DEFINED 01              64713        0        0
CARRIER ACCESS CORP            COM              144460102        1       95 SH       DEFINED 01                 95        0        0
CARTER-WALLACE INC             COM              146285101       29     1513 SH       DEFINED 01               1513        0        0
CASCADE NATURAL GAS            COM              147339105      696    32699 SH       DEFINED 01              32699        0        0
CASEY S GENERAL STOR           COM              147528103     1907   146680 SH       DEFINED 01             146680        0        0
CASH AMERICA INVESTM           COM              14754D100      622    73193 SH       DEFINED 01              73193        0        0
CASTLE A M CO PV10             COM              148411101      565    41923 SH       DEFINED 01              41923        0        0
CATALINA MARKETING             COM              148867104    21408   701671 SH       DEFINED 01             701671        0        0
CATALINA MARKETING             COM              148867104     3012    98750 SH       DEFINED 01 03               0    98750        0
CATALINA MARKETING             COM              148867104       83     2712 SH       DEFINED 01 05               0     2712        0
CATALINA MKTG                  COM              148867104    32431  1062988 SH       DEFINED 01 02               0  1062988        0
CATAPULT COMM. CORP            COM              149016107      862    38309 SH       DEFINED 01              38309        0        0
CATELLUS DEVELOPMENT           COM              149111106     2382   136468 SH       DEFINED 01             136468        0        0
CATELLUS DEVELOPMENT           COM              149111106      154     8800 SH       DEFINED 01 05               0     8800        0
CATERPILLAR INC                COM              149123101   322319  6439948 SH       DEFINED 01            6439948        0        0
CATERPILLAR INC                COM              149123101      106     2124 SH       DEFINED 01 02               0     2124        0
CATERPILLAR INC                COM              149123101     5856   116994 SH       DEFINED 01 03               0   116994        0
CATERPILLAR INC                COM              149123101    68296  1364545 SH       DEFINED 01 05               0  1364545        0
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CATO CORP  -CL A               COM              149205106        6      330 SH       DEFINED 01 02               0      330        0
CEDAR FAIR  LP                 COM              150185106        5      198 SH       DEFINED 01                198        0        0
CELL GENESYS INC               COM              150921104     2234   109000 SH       DEFINED 01             109000        0        0
CELL GENESYS INC               COM              150921104        1       70 SH       DEFINED 01 02               0       70        0
CELL GENESYS INC               COM              150921104      125     6100 SH       DEFINED 01 05               0     6100        0
CELL THERAPEUTICS              COM              150934107     4546   164496 SH       DEFINED 01             164496        0        0
CELL THERAPEUTICS              COM              150934107        5      180 SH       DEFINED 01 02               0      180        0
CELL THERAPEUTICS              COM              150934107      188     6800 SH       DEFINED 01 05               0     6800        0
CELESTICA INC                  COM              15101Q108    25740   499800 SH       DEFINED 01             499800        0        0
CELESTICA INC                  COM              15101Q108      203     3950 SH       DEFINED 01 02               0     3950        0
CELESTICA INC                  COM              15101Q108    26054   505900 SH       DEFINED 01 05               0   505900        0
CELGENE CORP                   COM              151020104       54     1889 SH       DEFINED 01               1889        0        0
CELL PATHWAYS INC              COM              15114R101        1      111 SH       DEFINED 01                111        0        0
CENDANT CORP                   COM              151313103    87992  4512422 SH       DEFINED 01            4512422        0        0
CENDANT CORP                   COM              151313103       51     2600 SH       DEFINED 01 02               0     2600        0
CENDANT CORP                   COM              151313103     4108   210678 SH       DEFINED 01 03               0   210678        0
CENDANT CORP                   COM              151313103    51910  2662102 SH       DEFINED 01 05               0  2662102        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        6      447 SH       DEFINED 01                447        0        0
CENTER POINT                   COM              151895109       28      561 SH       DEFINED 01                561        0        0
CENTEX CORPORATION             COM              152312104     3441    84444 SH       DEFINED 01              84444        0        0
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CENTILLIUM COMM                COM              152319109        1       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
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CENTRAL PARKING                COM              154785109     1988   106336 SH       DEFINED 01             106336        0        0
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CENTURY ALUMINUM               COM              156431108        4      250 SH       DEFINED 01 02               0      250        0
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CENTURYTEL INC                 COM              156700106     1057    34878 SH       DEFINED 01 03               0    34878        0
CENTURYTEL INC                 COM              156700106       20      645 SH       DEFINED 01 05               0      645        0
CEPHALON INC                   COM              156708109    14491   205559 SH       DEFINED 01             205559        0        0
CEPHALON INC                   COM              156708109       99     1400 SH       DEFINED 01 05               0     1400        0
CERIDIAN CORPORATION           COM              156779100       74     3873 SH       DEFINED 01               3873        0        0
CERNER CORP                    COM              156782104     6596   157036 SH       DEFINED 01             157036        0        0
CERNER CORP                    COM              156782104        5      130 SH       DEFINED 01 02               0      130        0
CERNER CORP                    COM              156782104      158     3750 SH       DEFINED 01 05               0     3750        0
CHAMPION ENTERPRISES           COM              158496109     1612   141658 SH       DEFINED 01             141658        0        0
CHARLES RIV LABORATORIES       COM              159864107      635    18671 SH       DEFINED 01              18671        0        0
CHARLES RIV LABORATORIES       COM              159864107       27      800 SH       DEFINED 01 05               0      800        0
CHAPTER 2 ESERVICES            COM              160000998        0   508113 SH       DEFINED 01 05               0   508113        0
CHAPTER 2 SER B PFD            PRF              160000XX8     6770  1234287 SH       DEFINED 01            1234287        0        0
CHAPTER 2 SER B PFD            PRF              160000XX8     8230  1500694 SH       DEFINED 01 05               0  1500694        0
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CHARMING SHOPPES               COM              161133103        5      830 SH       DEFINED 01 02               0      830        0
CHARMING SHOPPES               COM              161133103      499    83150 SH       DEFINED 01 05               0    83150        0
CHARTER COMMUNICATIONS INC     COM              16117M107       12      528 SH       DEFINED 01                528        0        0
CHARTER COMMUNICATIONS INC     COM              16117M107     4904   210000 SH       DEFINED 01 05               0   210000        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
CHEAP TICKETS INC              COM              162672109      128     8500 SH       DEFINED 01               8500        0        0
CHECKFREE CORPORATION          COM              162813109       73     2078 SH       DEFINED 01               2078        0        0
CHECKPOINT SYSTEMS I           COM              162825103     1591    90421 SH       DEFINED 01              90421        0        0
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CHEESECAKE FACTORY             COM              163072101    46995  1660589 SH       DEFINED 01            1660589        0        0
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CHELSEA PROPERTY GROUP         COM              163421100        3       68 SH       DEFINED 01                 68        0        0
CHEMED CORP                    COM              163596109     1051    29092 SH       DEFINED 01              29092        0        0
CHEMFIRST INC WI     US;CEM    COM              16361A106     1100    41970 SH       DEFINED 01              41970        0        0
CHEMICAL FINANCIAL C           COM              163731102        2       66 SH       DEFINED 01                 66        0        0
CHESAPEAKE CORP                COM              165159104     1110    44833 SH       DEFINED 01              44833        0        0
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CHESAPEAKE ENERGY              COM              165167107        4      550 SH       DEFINED 01 02               0      550        0
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CHEVRON                        COM              166751107     2796    30900 SH       DEFINED 11 12               0    30900        0
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CHILDRENS PLACE                COM              168905107        2       76 SH       DEFINED 01                 76        0        0
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CHIPPAC INC.                   COM              169657103      157    15000 SH       DEFINED 01              15000        0        0
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CONVERA CORP                   COM              211919105     1750   350000 SH       DEFINED 01 05               0   350000        0
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COOPER COS INC                 COM              216648402     6278   122146 SH       DEFINED 01             122146        0        0
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COOPER INDUSTRIES              COM              216669101      917    23160 SH       DEFINED 01 03               0    23160        0
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COORS (ADOLPH)                 COM              217016104      555    11064 SH       DEFINED 01              11064        0        0
COORS (ADOLPH)                 COM              217016104      463     9227 SH       DEFINED 01 03               0     9227        0
COORS (ADOLPH)                 COM              217016104        9      170 SH       DEFINED 01 05               0      170        0
COORSTEK INC                   COM              217020106     3274    87330 SH       DEFINED 01              87330        0        0
COORSTEK INC                   COM              217020106        5      120 SH       DEFINED 01 02               0      120        0
COORSTEK INC                   COM              217020106      148     3950 SH       DEFINED 01 05               0     3950        0
COPART                         COM              217204106     4794   163884 SH       DEFINED 01             163884        0        0
COPPER MOUNTAIN                COM              217510106        0       72 SH       DEFINED 01                 72        0        0
COR THERAPEUTICS INC           COM              217753102       46     1514 SH       DEFINED 01               1514        0        0
CORE MATERIALS CORP            COM              218683100      213   141669 SH       DEFINED 01 03               0   141669        0
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CORIXA CORP                    COM              21887F100        1       78 SH       DEFINED 01                 78        0        0
CORN PRODUCTS INTL             COM              219023108     3345   104536 SH       DEFINED 01             104536        0        0
CORNING INC                    COM              219350105     3258   195000 SH       DEFINED 01                  0   195000        0
CORNING INC                    COM              219350105    13408   802430 SH       DEFINED 01             802430        0        0
CORNING INC                    COM              219350105    47374  2834532 SH       DEFINED 01 02               0  2834532        0
CORNING INC                    COM              219350105     4193   250951 SH       DEFINED 01 03               0   250951        0
CORNING INC                    COM              219350105       71     4261 SH       DEFINED 01 05               0     4261        0
CORP EXECUTIVE BOARD           COM              21988R102      239     5702 SH       DEFINED 01               5702        0        0
CORRECTIONS CORP OF AMERICA SE PRF              22025Y308        0        4 SH       DEFINED 01                  4        0        0
CORRECTIONS CORP OF AMERICA    COM              22025Y407        1       33 SH       DEFINED 01                 33        0        0
CORUS BANKSARES INC            COM              220873103        4       74 SH       DEFINED 01                 74        0        0
CORUS BANKSARES INC            COM              220873103        7      120 SH       DEFINED 01 02               0      120        0
CORVIS CORP                    COM              221009103        6     1323 SH       DEFINED 01               1323        0        0
COSINE COMM INC                COM              221222102        1      298 SH       DEFINED 01                298        0        0
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COSTCO WHOLESALE COR           COM              22160K105      380     9248 SH       DEFINED 01 02               0     9248        0
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COUNTRYWIDE CREDIT             COM              222372104    17068   372003 SH       DEFINED 01             372003        0        0
COUNTRYWIDE CREDIT             COM              222372104      138     3000 SH       DEFINED 01 02               0     3000        0
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COUSINS PROPERTIES I           COM              222795106        9      317 SH       DEFINED 01                317        0        0
COVAD COMM GROUP               COM              222814204        0      226 SH       DEFINED 01                226        0        0
COVANCE INC                    COM              222816100       38     1659 SH       DEFINED 01               1659        0        0
COVANIA ENERGY CORP            COM              22281N103     3036   164457 SH       DEFINED 01             164457        0        0
COVANIA ENERGY CORP            COM              22281N103        6      300 SH       DEFINED 01 02               0      300        0
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COVANSYS CORPORATION           COM              22281W103       54     4739 SH       DEFINED 01               4739        0        0
COVENTRY HEALTH CARE           COM              222862104     3877   191927 SH       DEFINED 01             191927        0        0
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COX RADIO INC                  COM              224051102      845    30337 SH       DEFINED 01              30337        0        0
CRANE CO                       COM              224399105    25389   818994 SH       DEFINED 01             818994        0        0
CRANE CO                       COM              224399105      458    14760 SH       DEFINED 01 03               0    14760        0
CRANE CO                       COM              224399105      734    23695 SH       DEFINED 01 05               0    23695        0
CRAWFORD & CO                  COM              224633107        3      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS COR           COM              225302108       40     1649 SH       DEFINED 01               1649        0        0
CREE INC                       COM              225447101      264    10088 SH       DEFINED 01              10088        0        0
CRESCENT                       COM              225756105    49514  2015186 SH       DEFINED 01            2015186        0        0
CRESCENT                       COM              225756105     1012    41200 SH       DEFINED 01 03               0    41200        0
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CRH                            COM              226530996     2736   160812 SH       DEFINED 01 03               0   160812        0
CK WITCO CORPORATION           COM              227116100       35     3196 SH       DEFINED 01               3196        0        0
CROSS A T CO CL A    ATX.A - B COM              227478104      335    50399 SH       DEFINED 01              50399        0        0
CROSSROADS SYSTEMS             COM              22765D100        1      132 SH       DEFINED 01                132        0        0
CROWN CASTLE INTL              COM              228227104        8      461 SH       DEFINED 01                461        0        0
CROWN CORK & SEAL              COM              228255105        1      190 SH       DEFINED 01                190        0        0
CROWN MEDIA HOLDINGS           COM              228411104      453    24400 SH       DEFINED 01              24400        0        0
CRYOLIFE                       COM              228903100     2275    55605 SH       DEFINED 01              55605        0        0
CUBIST PHARMACEUTICA           COM              229678107      325     8570 SH       DEFINED 01               8570        0        0
CULLEN FROST BANKERS           COM              229899109     5173   152822 SH       DEFINED 01             152822        0        0
CUMMINS INC                    COM              231021106       24      601 SH       DEFINED 01                601        0        0
CUMMINS INC                    COM              231021106      394    10185 SH       DEFINED 01 03               0    10185        0
CUMMINS INC                    COM              231021106        7      188 SH       DEFINED 01 05               0      188        0
CUMULUS MEDIA                  COM              231082108        1       68 SH       DEFINED 01                 68        0        0
CURATIVE TECHNOLOGIE           COM              231264102      132    20915 SH       DEFINED 01              20915        0        0
CURIS INC                      COM              231269XX4     1830   290000 SH       DEFINED 01 05               0   290000        0
CURAGEN CORP                   COM              23126R101        8      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT CORP            COM              231561101       75     1400 SH       DEFINED 01               1400        0        0
CYBEAR GROUP                   COM              23243C102        0       14 SH       DEFINED 01                 14        0        0
CYBER-CARE INC                 COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102      183    15000 SH       DEFINED 01              15000        0        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS INC COM                 COM              232560102      857    83580 SH       DEFINED 01              83580        0        0
CYMER INC                      COM              232572107     2287    90434 SH       DEFINED 01              90434        0        0
CYMER INC                      COM              232572107        6      250 SH       DEFINED 01 02               0      250        0
CYPRESS COMM INC               COM              232743104        0       80 SH       DEFINED 01                 80        0        0
CYPRESS SEMICONDCTR            COM              232806109      905    37941 SH       DEFINED 01              37941        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDUSTRIES               COM              232820100     5282   139028 SH       DEFINED 01             139028        0        0
CYTEC INDUSTRIES               COM              232820100        8      200 SH       DEFINED 01 02               0      200        0
CYTEC INDUSTRIES               COM              232820100      243     6400 SH       DEFINED 01 05               0     6400        0
CYTOGEN CORP                   COM              232824102        1      242 SH       DEFINED 01                242        0        0
CESKE ENERGETICKE ZA           COM              232900993     2722  1199176 SH       DEFINED 01            1199176        0        0
CESKE ENERGETICKE ZA           COM              232900993       57    24903 SH       DEFINED 01 05               0    24903        0
CYTYC CORP                     COM              232946103    11688   507096 SH       DEFINED 01             507096        0        0
CYTYC CORP                     COM              232946103      109     4719 SH       DEFINED 01 02               0     4719        0
CYTYC CORP                     COM              232946103    12961   562300 SH       DEFINED 01 05               0   562300        0
DDI CORP                       COM              233162106      244    12224 SH       DEFINED 01              12224        0        0
DMC STRATEX NETWORKS INC       COM              23322L106     2187   218767 SH       DEFINED 01             218767        0        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 1                1758        0        0
DPL INCSTOCK                   COM              233293109       99     3413 SH       DEFINED 01               3413        0        0
DQE                            COM              23329J104       40     1779 SH       DEFINED 01               1779        0        0
DRS TECHNOLOGIES INC           COM              23330X100      374    16300 SH       DEFINED 01              16300        0        0
DRS TECHNOLOGIES INC           COM              23330X100        2       80 SH       DEFINED 01 02               0       80        0
DRS TECHNOLOGIES INC           COM              23330X100       15      650 SH       DEFINED 01 05               0      650        0
D R HORTON INC                 COM              23331A109     9127   402045 SH       DEFINED 01             402045        0        0
D R HORTON INC                 COM              23331A109        6      256 SH       DEFINED 01 02               0      256        0
D R HORTON INC                 COM              23331A109      178     7838 SH       DEFINED 01 05               0     7838        0
DST SYSTEMS                    COM              233326107    45624   865731 SH       DEFINED 01             865731        0        0
DST SYSTEMS                    COM              233326107   130566  2477518 SH       DEFINED 01 02               0  2477518        0
DST SYSTEMS                    COM              233326107     4662    88470 SH       DEFINED 01 03               0    88470        0
DST SYSTEMS                    COM              233326107    21224   402733 SH       DEFINED 01 05               0   402733        0
DSP GROUP                      COM              23332B106       16      755 SH       DEFINED 01                755        0        0
DSP GROUP                      COM              23332B106        4      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY COMPANY             COM              233331107   130140  2802338 SH       DEFINED 01            2802338        0        0
DTE ENERGY COMPANY             COM              233331107     1893    40760 SH       DEFINED 01 03               0    40760        0
DTE ENERGY COMPANY             COM              233331107       35      755 SH       DEFINED 01 05               0      755        0
DANONE                         COM              233640994    29834   217398 SH       DEFINED 01             217398        0        0
DANONE                         COM              233640994    38764   282469 SH       DEFINED 01 05               0   282469        0
DAIRY MART WARRANTS            COM              2338602*5        4   362999 SH       DEFINED 01             362999        0        0
DAIRY MART WARRANTS            COM              2338602*5        0    10000 SH       DEFINED 01 05               0    10000        0
DAL-TILE INTERNATION           COM              23426R108     5096   274730 SH       DEFINED 01             274730        0        0
DAL-TILE INTERNATION           COM              23426R108        6      300 SH       DEFINED 01 02               0      300        0
DAL-TILE INTERNATION           COM              23426R108      232    12500 SH       DEFINED 01 05               0    12500        0
DANA CORP                      COM              235811106       48     2076 SH       DEFINED 01               2076        0        0
DANA CORP                      COM              235811106      854    36578 SH       DEFINED 01 03               0    36578        0
DANA CORP                      COM              235811106       16      677 SH       DEFINED 01 05               0      677        0
DANAHER                        COM              235851102    37904   676851 SH       DEFINED 01             676851        0        0
DANAHER                        COM              235851102     5850   104453 SH       DEFINED 01 03               0   104453        0
DANAHER                        COM              235851102    20417   364587 SH       DEFINED 01 05               0   364587        0
DANAHER CORP                   COM              235851102    16879   301381 SH       DEFINED 01 02               0   301381        0
DARDEN RESTAURANT              COM              237194105      771    27656 SH       DEFINED 01              27656        0        0
DARDEN RESTAURANT              COM              237194105      814    29193 SH       DEFINED 01 03               0    29193        0
DARDEN RESTAURANT              COM              237194105       15      540 SH       DEFINED 01 05               0      540        0
DATA RETURN CORP               COM              23785M104        0       98 SH       DEFINED 01                 98        0        0
DATASCOPE                      COM              238113104     2020    43842 SH       DEFINED 01              43842        0        0
DAVITA INC                     COM              23918K108     1292    63559 SH       DEFINED 01              63559        0        0
DAVITA INC                     COM              23918K108        2      100 SH       DEFINED 01 02               0      100        0
DAVITA INC                     COM              23918K108       53     2600 SH       DEFINED 01 05               0     2600        0
DAVOX CORP                     COM              239208101      314    37853 SH       DEFINED 01              37853        0        0
DEAN FOODS                     COM              242361103       40      984 SH       DEFINED 01                984        0        0
DEERE & COMPANY                COM              244199105      185     4880 SH       DEFINED 01               4880        0        0
DEERE & COMPANY                COM              244199105     2198    58061 SH       DEFINED 01 03               0    58061        0
DEERE & COMPANY                COM              244199105       41     1075 SH       DEFINED 01 05               0     1075        0
DEL MONTE FOODS CO             COM              24522P103        1      139 SH       DEFINED 01                139        0        0
DELIA*S CORPORATION-A          COM              24688Q101      606    75800 SH       DEFINED 01              75800        0        0
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DELPHI AUTO                    COM              247126105    50557  3173663 SH       DEFINED 01            3173663        0        0
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DELPHI FINANCIAL GRP           COM              247131105     2316    60135 SH       DEFINED 01              60135        0        0
DELTA & PINE LAND CO           COM              247357106     5008   254943 SH       DEFINED 01             254943        0        0
DELTA & PINE LAND CO           COM              247357106        4      200 SH       DEFINED 01 02               0      200        0
DELTA & PINE LAND CO           COM              247357106       94     4800 SH       DEFINED 01 05               0     4800        0
DELTA AIR LINES                COM              247361108    27406   621730 SH       DEFINED 01             621730        0        0
DELTA AIR LINES                COM              247361108      117     2660 SH       DEFINED 01 02               0     2660        0
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DELTA AIR LINES                COM              247361108      479    10863 SH       DEFINED 01 05               0    10863        0
DELTA APPAREL INC              COM              247368103       29     1700 SH       DEFINED 01               1700        0        0
DELTA GOLD ORD AU;DGD          COM              247800998     1097  1350000 SH       DEFINED 01            1350000        0        0
DELTIC TIMBER CORP             COM              247850100     1013    35190 SH       DEFINED 01              35190        0        0
DELUXE CORPORATION             COM              248019101     5025   173834 SH       DEFINED 01             173834        0        0
DELUXE CORPORATION             COM              248019101      505    17467 SH       DEFINED 01 03               0    17467        0
DELUXE CORPORATION             COM              248019101        9      323 SH       DEFINED 01 05               0      323        0
DENDRITE                       COM              248239105     3256   293305 SH       DEFINED 01 02               0   293305        0
DENDRITE INTL                  COM              248239105     7962   717368 SH       DEFINED 01             717368        0        0
DENDRITE INTL                  COM              248239105      722    65050 SH       DEFINED 01 03               0    65050        0
DENDRITE INTL                  COM              248239105       25     2274 SH       DEFINED 01 05               0     2274        0
DENISON INTL PLC-ADR           COM              248335101       80     4700 SH       DEFINED 01               4700        0        0
DENTSPLY INTERNATL I           COM              249030107       63     1437 SH       DEFINED 01               1437        0        0
DEPARTMENT 56                  COM              249509100      292    38136 SH       DEFINED 01              38136        0        0
DEUTSCHE BANK ORDS             COM              251525101    39369   551558 SH       DEFINED 01             551558        0        0
DEUTSCHE BANK ORDS             COM              251525101     9054   126852 SH       DEFINED 01 03               0   126852        0
DEUTSCHE BANK ORDS             COM              251525101    21556   302010 SH       DEFINED 01 05               0   302010        0
DEUTSCHE TELE ADR              COM              251566105        0        0 SH       DEFINED 01                  0        0        0
DEVELOPERS DIV                 COM              251591103     1503    81744 SH       DEFINED 01              81744        0        0
DEVELOPERS DIV                 COM              251591103      103     5600 SH       DEFINED 01 05               0     5600        0
DEVON ENERGY                   COM              25179M103    22511   428770 SH       DEFINED 01             428770        0        0
DEVON ENERGY                   COM              25179M103    68698  1308480 SH       DEFINED 01 02               0  1308480        0
DEVON ENERGY                   COM              25179M103     5333   101563 SH       DEFINED 01 03               0   101563        0
DEVON ENERGY                   COM              25179M103      111     2126 SH       DEFINED 01 05               0     2126        0
DEVRY                          COM              251893103    21741   601908 SH       DEFINED 01             601908        0        0
DEVRY                          COM              251893103     4316   119500 SH       DEFINED 01 03               0   119500        0
DEVRY                          COM              251893103       84     2324 SH       DEFINED 01 05               0     2324        0
DEVRY INC.                     COM              251893103   109063  3019500 SH       DEFINED 01 02               0  3019500        0
DIA DEXUS INC                  COM              252425996     6167   795698 SH       DEFINED 01             795698        0        0
DIA DEXUS INC                  COM              252425996    12333  1591398 SH       DEFINED 01 05               0  1591398        0
DIAGEO PLC ADR                 COM              25243Q205    47049  1070500 SH       DEFINED 01            1070500        0        0
DIAGEO PLC ADR                 COM              25243Q205     1108    25200 SH       DEFINED 01 03               0    25200        0
DIAGEO PLC ADR                 COM              25243Q205      699    15896 SH       DEFINED 01 05               0    15896        0
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DIAGNOSTIC PRODUCTS            COM              252450101      253     7620 SH       DEFINED 01 02               0     7620        0
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DIAGNOSTIC PRODUCTS            COM              252450101      242     7280 SH       DEFINED 01 05               0     7280        0
DIAL CORP                      COM              25247D101       39     2732 SH       DEFINED 01               2732        0        0
DIAMOND OFFSHORE DRI           COM              25271C102       10      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       59      567 SH       DEFINED 01 02               0      567        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106        1       63 SH       DEFINED 01                 63        0        0
DIANON SYSTEMS INC             COM              252826102      318     7000 SH       DEFINED 01               7000        0        0
DIEBOLD INC.                   COM              253651103    23695   737005 SH       DEFINED 01             737005        0        0
DIEBOLD INC.                   COM              253651103      697    21690 SH       DEFINED 01 05               0    21690        0
DIGEX                          COM              253756100       91     6939 SH       DEFINED 01               6939        0        0
DIGI INTL INC COM              COM              253798102      394    45124 SH       DEFINED 01              45124        0        0
DIGITAL LIGHTWAVE              COM              253855100       81     2180 SH       DEFINED 01               2180        0        0
DIGITAL ISLAND                 COM              25385N101        1      395 SH       DEFINED 01                395        0        0
DIGITAL INSIGHT                COM              25385P106        2       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104        0       88 SH       DEFINED 01                 88        0        0
DIGITAS INC                    COM              25388K104        0      110 SH       DEFINED 01                110        0        0
DIGITAL THINK INC              COM              25388M100      105    14970 SH       DEFINED 01              14970        0        0
DIME COMMUNITY                 COM              253922108     4105   121000 SH       DEFINED 01             121000        0        0
DIME COMMUNITY                 COM              253922108        6      170 SH       DEFINED 01 02               0      170        0
DIME COMMUNITY                 COM              253922108      193     5700 SH       DEFINED 01 05               0     5700        0
DILLARDS INC - A               COM              254067101       23     1474 SH       DEFINED 01               1474        0        0
DILLARDS INC - A               COM              254067101      321    21027 SH       DEFINED 01 03               0    21027        0
DILLARDS INC - A               COM              254067101        6      389 SH       DEFINED 01 05               0      389        0
DIME BANCORP INC               COM              25429Q102      191     5136 SH       DEFINED 01               5136        0        0
DIMON INC                      COM              254394109     2780   277961 SH       DEFINED 01             277961        0        0
DIMON INC                      COM              254394109        2      230 SH       DEFINED 01 02               0      230        0
DIMON INC                      COM              254394109       91     9100 SH       DEFINED 01 05               0     9100        0
DIONEX                         COM              254546104     2184    65703 SH       DEFINED 01              65703        0        0
DISCOUNT AUTO PARTS            COM              254642101      537    49449 SH       DEFINED 01              49449        0        0
DISNEY (WALT) CO               COM              254687106    25150   870580 SH       DEFINED 01             870580        0        0
DISNEY (WALT) CO               COM              254687106    16730   579091 SH       DEFINED 01 03               0   579091        0
DISNEY (WALT) CO               COM              254687106    62709  2170624 SH       DEFINED 01 05               0  2170624        0
DISNEY WALT CO                 COM              254687106     5923   205000 SH       DEFINED 01                  0   205000        0
DISNEY WALT CO                 COM              254687106        7      226 SH       DEFINED 01 02               0      226        0
DIRECT FOCUS INC               COM              254931108     4882   102800 SH       DEFINED 01             102800        0        0
DIRECT FOCUS INC               COM              254931108        8      175 SH       DEFINED 01 02               0      175        0
DIRECT FOCUS INC               COM              254931108      223     4700 SH       DEFINED 01 05               0     4700        0
DITECH COMMU CORP              COM              25500M103      205    27657 SH       DEFINED 01              27657        0        0
DIVERSA CORP                   COM              255064107        0       12 SH       DEFINED 01                 12        0        0
DIVERSA - RESTRICTED           COM              255064990     4983   245000 SH       DEFINED 01             245000        0        0
DIVERSA - RESTRICTED           COM              255064990    10272   505000 SH       DEFINED 01 05               0   505000        0
THEROX INC                     PRF              256000XY1     3745   814130 SH       DEFINED 01             814130        0        0
THEROX INC                     PRF              256000XY1     6255  1359783 SH       DEFINED 01 05               0  1359783        0
DOBSON COMM CORP A             COM              256069105      840    49311 SH       DEFINED 01              49311        0        0
DOBSON COMM PIK PFD            PRF              256072505    10153    11538 SH       DEFINED 01              11538        0        0
DOBSON COMM PIK PFD            PRF              256072505     2057     2338 SH       DEFINED 01 05               0     2338        0
DOCENT INC                     COM              25608L106     7000   700000 SH       DEFINED 01 05               0   700000        0
DOCENT RESTRICTED              COM              25608L981      125    13936 SH       DEFINED 01 05               0    13936        0
DOCENT INC RESTRICTED          COM              25608L999     2660   265957 SH       DEFINED 01 05               0   265957        0
DOCUMENTUM INC                 COM              256159104        2      134 SH       DEFINED 01                134        0        0
DR REDDYS LABS                 COM              256300997     2859    83513 SH       DEFINED 01              83513        0        0
DR REDDYS LABS                 COM              256300997       57     1663 SH       DEFINED 01 05               0     1663        0
DOLE FOOD CO INC               COM              256605106       29     1508 SH       DEFINED 01               1508        0        0
DOLLAR GENERAL                 COM              256669102     5013   257062 SH       DEFINED 01                  0   257062        0
DOLLAR GENERAL                 COM              256669102       92     4756 SH       DEFINED 01               4756        0        0
DOLLAR GENERAL                 COM              256669102      139     7165 SH       DEFINED 01 02               0     7165        0
DOLLAR GENERAL                 COM              256669102     1594    81761 SH       DEFINED 01 03               0    81761        0
DOLLAR GENERAL                 COM              256669102    19530  1001514 SH       DEFINED 01 05               0  1001514        0
DOLLAR THRIF AUTOMOT           COM              256743105     5952   248000 SH       DEFINED 01             248000        0        0
DOLLAR THRIF AUTOMOT           COM              256743105        6      240 SH       DEFINED 01 02               0      240        0
DOLLAR THRIF AUTOMOT           COM              256743105      250    10400 SH       DEFINED 01 05               0    10400        0
DOLLAR TREE STORES INC         COM              256747106      780    28032 SH       DEFINED 01              28032        0        0
DOMINION RES INC VA            COM              25746U109     4871    81000 SH       DEFINED 01                  0    81000        0
DOMINION RES INC VA            COM              25746U109      103     1710 SH       DEFINED 01 02               0     1710        0
DOMINION RES INC/VA            COM              25746U109   144607  2404908 SH       DEFINED 01            2404908        0        0
DOMINION RES INC/VA            COM              25746U109     3679    61189 SH       DEFINED 01 03               0    61189        0
DOMINION RES INC/VA            COM              25746U109    55388   921133 SH       DEFINED 01 05               0   921133        0
DOMINION RESOURCES PFD 5.25%   PRF              25746U208    11560   200000 SH       DEFINED 01             200000        0        0
DONALDSON CO                   COM              257651109       41     1305 SH       DEFINED 01               1305        0        0
DONNELLEY & SONS               COM              257867101    30346  1021740 SH       DEFINED 01            1021740        0        0
DONNELLEY & SONS               COM              257867101     1539    51825 SH       DEFINED 01 03               0    51825        0
DONNELLEY & SONS               COM              257867101      447    15060 SH       DEFINED 01 05               0    15060        0
DORAL FINANCIAL                COM              25811P100     4094   119354 SH       DEFINED 01             119354        0        0
DORAL FINANCIAL                COM              25811P100        9      270 SH       DEFINED 01 02               0      270        0
DORAL FINANCIAL                COM              25811P100      206     6000 SH       DEFINED 01 05               0     6000        0
DOUBLECLICK INC                COM              258609304       10      706 SH       DEFINED 01                706        0        0
DOVER CORP                     COM              260003108    14839   394127 SH       DEFINED 01             394127        0        0
DOVER CORP                     COM              260003108     1892    50262 SH       DEFINED 01 03               0    50262        0
DOVER CORP                     COM              260003108      468    12451 SH       DEFINED 01 05               0    12451        0
DOVER DOWNS ENTERTAI           COM              260086103        2      139 SH       DEFINED 01                139        0        0
DOW CHEMICAL                   COM              260543103     2604    78330 SH       DEFINED 01                  0    78330        0
DOW CHEMICAL                   COM              260543103   103844  3123130 SH       DEFINED 01            3123130        0        0
DOW CHEMICAL                   COM              260543103      218     6580 SH       DEFINED 01 02               0     6580        0
DOW CHEMICAL                   COM              260543103    10579   318171 SH       DEFINED 01 03               0   318171        0
DOW CHEMICAL                   COM              260543103     1339    40239 SH       DEFINED 01 05               0    40239        0
DOW JONES & CO                 COM              260561105      128     2152 SH       DEFINED 01               2152        0        0
DOW JONES & CO                 COM              260561105     1275    21351 SH       DEFINED 01 03               0    21351        0
DOW JONES & CO                 COM              260561105       24      395 SH       DEFINED 01 05               0      395        0
DOWNEY FINL CORP               COM              261018105     8852   187310 SH       DEFINED 01             187310        0        0
DOWNEY FINL CORP               COM              261018105        8      165 SH       DEFINED 01 02               0      165        0
DOWNEY FINL CORP               COM              261018105      194     4100 SH       DEFINED 01 05               0     4100        0
THE DRESS BARN                 COM              261570105     1236    54313 SH       DEFINED 01              54313        0        0
DREYERS GRAND ICE              COM              261878102       23      828 SH       DEFINED 01                828        0        0
DRIL QUIP INC                  COM              262037104     1169    54266 SH       DEFINED 01              54266        0        0
DRKOOP.COM INC                 COM              262098106        0      140 SH       DEFINED 01                140        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
DU PONT DE NEMOURS (E.I.)      COM              263534109    96778  2006176 SH       DEFINED 01            2006176        0        0
DU PONT DE NEMOURS (E.I.)      COM              263534109    15533   321998 SH       DEFINED 01 03               0   321998        0
DU PONT DE NEMOURS (E.I.)      COM              263534109     1103    22877 SH       DEFINED 01 05               0    22877        0
E I DUPONT                     COM              263534109      537    11130 SH       DEFINED 01 02               0    11130        0
DUANE READE                    COM              263578106      169     5200 SH       DEFINED 01               5200        0        0
DUANE READE                    COM              263578106    13812   425000 SH       DEFINED 01 05               0   425000        0
DUKE ENERGY CORP               COM              264399106     2029    52000 SH       DEFINED 01                  0    52000        0
DUKE ENERGY CORP               COM              264399106   384488  9856157 SH       DEFINED 01            9856157        0        0
DUKE ENERGY CORP               COM              264399106     9019   231345 SH       DEFINED 01 02               0   231345        0
DUKE ENERGY CORP               COM              264399106     9014   231067 SH       DEFINED 01 03               0   231067        0
DUKE ENERGY CORP               COM              264399106    98619  2528036 SH       DEFINED 01 05               0  2528036        0
DUKE ENERGY CVT PFD            PRF              264399585    10260   400000 SH       DEFINED 01             400000        0        0
DUKE-WEEKS REALTY CO           COM              264411505        5      182 SH       DEFINED 01                182        0        0
DUN & BRADSTREET CORP          COM              26483E100       85     2988 SH       DEFINED 01               2988        0        0
DUPONT PHOTO                   COM              26613X101     2550    52842 SH       DEFINED 01              52842        0        0
DUPONT PHOTO                   COM              26613X101        1       12 SH       DEFINED 01 02               0       12        0
DYCOM INDUSTRIES               COM              267475101      322    14046 SH       DEFINED 01              14046        0        0
DYNEGY INC                     COM              26816Q101   152186  3272816 SH       DEFINED 01            3272816        0        0
DYNEGY INC                     COM              26816Q101      957    20575 SH       DEFINED 01 02               0    20575        0
DYNEGY INC                     COM              26816Q101     3749    80631 SH       DEFINED 01 03               0    80631        0
DYNEGY INC                     COM              26816Q101    46336   996494 SH       DEFINED 01 05               0   996494        0
EGILITY PRVT PLCMT  PFD UNIT   PRF              268470994     5000  1444043 SH       DEFINED 01 05               0  1444043        0
EGL INC                        COM              268484102       25     1390 SH       DEFINED 01               1390        0        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC CORPORATION                COM              268648102    17198   592000 SH       DEFINED 01                  0   592000        0
EMC CORPORATION                COM              268648102   524253 18046547 SH       DEFINED 01           18046547        0        0
EMC CORPORATION                COM              268648102     1379    47408 SH       DEFINED 01 02               0    47408        0
EMC CORPORATION                COM              268648102    18500   636836 SH       DEFINED 01 03               0   636836        0
EMC CORPORATION                COM              268648102   122223  4207246 SH       DEFINED 01 05               0  4207246        0
AMERICAN INTERNATIONAL GROUP   COM              26874107      8773   102017 SH       DEFINED 11 12               0   102017        0
AMERICAN INTL GROUP            COM              26874107     48419   563007 SH       DEFINED 11 12 13            0   563007        0
ENSCO INTL                     COM              26874Q100    16468   703776 SH       DEFINED 01             703776        0        0
ENSCO INTL                     COM              26874Q100     2406   102800 SH       DEFINED 01 03               0   102800        0
ENSCO INTL                     COM              26874Q100       69     2950 SH       DEFINED 01 05               0     2950        0
ENSCO INTL INC                 COM              26874Q100    35743  1527495 SH       DEFINED 01 02               0  1527495        0
ENI SPA ORDS                   COM              26874R991    26283  2155865 SH       DEFINED 01            2155865        0        0
ENI SPA ORDS                   COM              26874R991     4678   383730 SH       DEFINED 01 03               0   383730        0
ENI SPA ORDS                   COM              26874R991    24271  1990886 SH       DEFINED 01 05               0  1990886        0
EOG RESOURCES                  COM              26875P101     8983   252664 SH       DEFINED 01             252664        0        0
EOG RESOURCES                  COM              26875P101     1936    54471 SH       DEFINED 01 03               0    54471        0
EOG RESOURCES                  COM              26875P101       63     1763 SH       DEFINED 01 05               0     1763        0
EOG RESOURCES INC              COM              26875P101      569    16000 SH       DEFINED 01 02               0    16000        0
E.PIPHANY INC                  COM              26881V100        5      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106      931   133078 SH       DEFINED 01             133078        0        0
E TRADE                        COM              269246104      119    18363 SH       DEFINED 01              18363        0        0
EARTHGRAINS                    COM              270319106     6409   246514 SH       DEFINED 01             246514        0        0
EARTHGRAINS                    COM              270319106        6      230 SH       DEFINED 01 02               0      230        0
EARTHGRAINS                    COM              270319106      211     8100 SH       DEFINED 01 05               0     8100        0
EARTHLINK INC                  COM              270321102      428    30359 SH       DEFINED 01              30359        0        0
EARTHWATCH 144A 12% CVT PFD SE PRF              270324502      807   357031 SH       DEFINED 01             357031        0        0
EAST JAPAN RAILWAY ORD         COM              275200996     2968      514 SH       DEFINED 01                514        0        0
EAST JAPAN RAILWAY ORD         COM              275200996     5513      955 SH       DEFINED 01 05               0      955        0
EAST WEST BANCORP              COM              27579R104     5533   204904 SH       DEFINED 01             204904        0        0
EAST WEST BANCORP              COM              27579R104        6      245 SH       DEFINED 01 02               0      245        0
EAST WEST BANCORP              COM              27579R104      157     5800 SH       DEFINED 01 05               0     5800        0
EASTMAN CHEMICAL CO            COM              277432100     1123    23568 SH       DEFINED 01              23568        0        0
EASTMAN CHEMICAL CO            COM              277432100      907    19052 SH       DEFINED 01 03               0    19052        0
EASTMAN CHEMICAL CO            COM              277432100       17      352 SH       DEFINED 01 05               0      352        0
EASTMAN KODAK                  COM              277461109    48277  1034215 SH       DEFINED 01            1034215        0        0
EASTMAN KODAK                  COM              277461109     4478    95929 SH       DEFINED 01 03               0    95929        0
EASTMAN KODAK                  COM              277461109      775    16604 SH       DEFINED 01 05               0    16604        0
EATON CORP                     COM              278058102    37868   540202 SH       DEFINED 01             540202        0        0
EATON CORP                     COM              278058102     1195    17046 SH       DEFINED 01 03               0    17046        0
EATON CORP                     COM              278058102      540     7703 SH       DEFINED 01 05               0     7703        0
EATON VANCE                    COM              278265103     1196    34364 SH       DEFINED 01              34364        0        0
EATON VANCE                    COM              278265103       77     2200 SH       DEFINED 01 05               0     2200        0
EBAY INC                       COM              278642103    25709   375383 SH       DEFINED 01             375383        0        0
EBAY INC                       COM              278642103    36486   532700 SH       DEFINED 01 02               0   532700        0
EBAY INC                       COM              278642103      603     8800 SH       DEFINED 01 03               0     8800        0
EBAY INC                       COM              278642103     4486    65500 SH       DEFINED 01 05               0    65500        0
ECHELON CORPORATION            COM              27874N105        2       53 SH       DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109     6676   205923 SH       DEFINED 01             205923        0        0
ECHOSTAR COMMUN CORP           COM              278762109        1       34 SH       DEFINED 01 02               0       34        0
ECLIPSYS CORP                  COM              278856109        4      132 SH       DEFINED 01                132        0        0
ECOLAB INC                     COM              278865100     1304    31845 SH       DEFINED 01              31845        0        0
ECOLAB INC                     COM              278865100     1293    31560 SH       DEFINED 01 03               0    31560        0
ECOLAB INC                     COM              278865100       24      584 SH       DEFINED 01 05               0      584        0
EDEN BIOSCIENCE CORP           COM              279445100        2      155 SH       DEFINED 01                155        0        0
EDGEWATER TECHNOLOGY INC       COM              280358102      121    34561 SH       DEFINED 01              34561        0        0
EDISON INTL                    COM              281020107       53     4691 SH       DEFINED 01               4691        0        0
EDISON INTL                    COM              281020107      898    80570 SH       DEFINED 01 03               0    80570        0
EDISON INTL                    COM              281020107       17     1492 SH       DEFINED 01 05               0     1492        0
EDISON SCHOOLS INC             COM              281033100      347    15176 SH       DEFINED 01              15176        0        0
EDISON SCHOOLS INC             COM              281033100     4568   200000 SH       DEFINED 01 05               0   200000        0
J D EDWARDS & CO               COM              281667105     3722   263239 SH       DEFINED 01             263239        0        0
J D EDWARDS & CO               COM              281667105        6      400 SH       DEFINED 01 02               0      400        0
J D EDWARDS & CO               COM              281667105      170    12000 SH       DEFINED 01 05               0    12000        0
A.G. EDWARDS INC.              COM              281760108       97     2155 SH       DEFINED 01               2155        0        0
EDWARDS LIFESCIENCES           COM              28176E108        5      200 SH       DEFINED 01 02               0      200        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      117     4437 SH       DEFINED 01               4437        0        0
EFUNDS CORP                    COM              28224R101        4      201 SH       DEFINED 01                201        0        0
EGAIN COMMUN CORP              COM              28225C103        0       92 SH       DEFINED 01                 92        0        0
ABBOT LABORATORIES             COM              2824100      31475   655600 SH       DEFINED 11 12 13            0   655600        0
ABBOTT LABORATORIES            COM              2824100       6481   135000 SH       DEFINED 11 12               0   135000        0
ABBOTT LABORATORIES            COM              2824100         72     1500 SH       DEFINED 11 12 13            0     1500        0
EIDOS PLC - SPONSORED ADR      COM              282485101       85    22000 SH       DEFINED 01              22000        0        0
EL PASO CORPORATION            COM              28336L109    10756   204730 SH       DEFINED 01                  0   204730        0
EL PASO CORPORATION            COM              28336L109   535305 10188525 SH       DEFINED 01           10188525        0        0
EL PASO CORPORATION            COM              28336L109      388     7383 SH       DEFINED 01 02               0     7383        0
EL PASO CORPORATION            COM              28336L109     7200   137037 SH       DEFINED 01 03               0   137037        0
EL PASO CORPORATION            COM              28336L109   108915  2072983 SH       DEFINED 01 05               0  2072983        0
EL PASO ELECTRIC               COM              283677854     6241   390335 SH       DEFINED 01             390335        0        0
EL PASO ELECTRIC               COM              283677854        7      410 SH       DEFINED 01 02               0      410        0
EL PASO ELECTRIC               COM              283677854      273    17065 SH       DEFINED 01 05               0    17065        0
ELAN CORP PLC ADR              COM              284131208     4392    72000 SH       DEFINED 01                  0    72000        0
ELAN CORP PLC ADR              COM              284131208    52552   861500 SH       DEFINED 01 05               0   861500        0
ELANTEC SEMICONDUCTO           COM              284155108     5292   156638 SH       DEFINED 01             156638        0        0
ELANTEC SEMICONDUCTO           COM              284155108        4      115 SH       DEFINED 01 02               0      115        0
ELANTEC SEMICONDUCTO           COM              284155108      123     3650 SH       DEFINED 01 05               0     3650        0
ELCOR CORP                     COM              284443108     1388    68511 SH       DEFINED 01              68511        0        0
ELECTRO SCIENTIFIC             COM              285229100     4682   122874 SH       DEFINED 01             122874        0        0
ELECTRO SCIENTIFIC             COM              285229100       69     1800 SH       DEFINED 01 05               0     1800        0
ELECTROGLAS INC                COM              285324109     1177    66526 SH       DEFINED 01              66526        0        0
ELECTRONIC ARTS INC            COM              285512109    27884   481584 SH       DEFINED 01             481584        0        0
ELECTRONIC ARTS INC            COM              285512109       69     1200 SH       DEFINED 01 02               0     1200        0
ELECTRONIC ARTS INC            COM              285512109     4632    80000 SH       DEFINED 01 05               0    80000        0
ELECTRONIC DATA SYSTEMS        COM              285661104    30431   486894 SH       DEFINED 01             486894        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     8470   135516 SH       DEFINED 01 03               0   135516        0
ELECTRONIC DATA SYSTEMS        COM              285661104      586     9375 SH       DEFINED 01 05               0     9375        0
ELECTRONIC IMAGING             COM              286082102       10      324 SH       DEFINED 01                324        0        0
ELECTRONIC IMAGING             COM              286082102        4      150 SH       DEFINED 01 02               0      150        0
ALIZABETH ARDEN INC            COM              28660G106       27     1100 SH       DEFINED 01               1100        0        0
ELOYALTY CORPORATION           COM              290151109        0      121 SH       DEFINED 01                121        0        0
EMACHINES INC                  COM              29076P102        0      440 SH       DEFINED 01                440        0        0
EMBARCADERO TECH               COM              290787100     9370   420000 SH       DEFINED 01             420000        0        0
EMBARCADERO TECH               COM              290787100       58     2560 SH       DEFINED 01 02               0     2560        0
EMBARCADERO TECH               COM              290787100     6802   304900 SH       DEFINED 01 05               0   304900        0
EMCOR CORP                     COM              290846104     1698    55224 SH       DEFINED 01              55224        0        0
EMCOR GROUP INC                COM              29084Q100     2025    56000 SH       DEFINED 01              56000        0        0
EMCOR GROUP INC                COM              29084Q100        5      130 SH       DEFINED 01 02               0      130        0
EMCOR GROUP INC                COM              29084Q100       83     2300 SH       DEFINED 01 05               0     2300        0
EMERSON ELECTRIC               COM              291011104      377     6223 SH       DEFINED 01               6223        0        0
EMERSON ELECTRIC               COM              291011104     6411   105962 SH       DEFINED 01 03               0   105962        0
EMERSON ELECTRIC               COM              291011104      119     1963 SH       DEFINED 01 05               0     1963        0
EMMIS COMMUNICATIONS           COM              291525103     3354   109077 SH       DEFINED 01             109077        0        0
EMPIRE DISTRICT ELEC           COM              291641108        3      150 SH       DEFINED 01 02               0      150        0
EMPIRE DISTRICT ELECTRIC       COM              291641108    11922   576240 SH       DEFINED 01 03               0   576240        0
EMULEX                         COM              292475209    28812   713164 SH       DEFINED 01             713164        0        0
EMULEX                         COM              292475209      223     5518 SH       DEFINED 01 02               0     5518        0
EMULEX                         COM              292475209    32437   802900 SH       DEFINED 01 05               0   802900        0
ENCOMPASS SVS CORP             COM              29255U104       28     3091 SH       DEFINED 01 02               0     3091        0
ENDO PHARMACEUTICAL            COM              29264F205        6      589 SH       DEFINED 01                589        0        0
ENERGEN                        COM              29265N108     3767   136477 SH       DEFINED 01             136477        0        0
ENERGEN                        COM              29265N108        6      210 SH       DEFINED 01 02               0      210        0
ENERGY EAST CORP               COM              29266M109       65     3088 SH       DEFINED 01               3088        0        0
ENERGIZER HOLDINGS INC         COM              29266R108       59     2535 SH       DEFINED 01               2535        0        0
ENERGY PARTNERS LTD            COM              29270U105      302    22500 SH       DEFINED 01              22500        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD CORP                 COM              292845104       46     1803 SH       DEFINED 01               1803        0        0
ENGELHARD CORP                 COM              292845104      834    32340 SH       DEFINED 01 03               0    32340        0
ENGELHARD CORP                 COM              292845104       15      599 SH       DEFINED 01 05               0      599        0
ENESCO GROUP INC               COM              292973104      245    40422 SH       DEFINED 01              40422        0        0
ENNIS BUSINESS FORMS           COM              293389102       28     3500 SH       DEFINED 01               3500        0        0
ENRON CORP                     COM              293561106    15023   306600 SH       DEFINED 01                  0   306600        0
ENRON CORP                     COM              293561106   245532  5010860 SH       DEFINED 01            5010860        0        0
ENRON CORP                     COM              293561106      386     7895 SH       DEFINED 01 02               0     7895        0
ENRON CORP                     COM              293561106     9042   184525 SH       DEFINED 01 03               0   184525        0
ENRON CORP                     COM              293561106    43655   890918 SH       DEFINED 01 05               0   890918        0
ENTEGRIS INC                   COM              29362U104     1347   117600 SH       DEFINED 01             117600        0        0
ENTEGRIS INC                   COM              29362U104        2      160 SH       DEFINED 01 02               0      160        0
ENTEGRIS INC                   COM              29362U104       58     5100 SH       DEFINED 01 05               0     5100        0
ENTERCOM COMMUNICATI           COM              293639100     1380    25740 SH       DEFINED 01              25740        0        0
ENTERGY CORP                   COM              29364G103    53672  1398083 SH       DEFINED 01            1398083        0        0
ENTERGY CORP                   COM              29364G103     2096    54585 SH       DEFINED 01 03               0    54585        0
ENTERGY CORP                   COM              29364G103       39     1011 SH       DEFINED 01 05               0     1011        0
ENTERPRISE PRODS PAR           COM              293792107        7      167 SH       DEFINED 01                167        0        0
ENTRAVISION COMMUNIC           COM              29382R107      132    10700 SH       DEFINED 01              10700        0        0
ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107        1      169 SH       DEFINED 01                169        0        0
ENZON   INC                    COM              293904108     4503    72070 SH       DEFINED 01              72070        0        0
ENZON   INC                    COM              293904108        8      120 SH       DEFINED 01 02               0      120        0
ENZON   INC                    COM              293904108      142     2270 SH       DEFINED 01 05               0     2270        0
ENZO BIOCHEM                   COM              294100102     2612    76146 SH       DEFINED 01              76146        0        0
Epimmune Inc                   COM              29425Y101       76    20310 SH       DEFINED 1               20310        0        0
ECM FUND / CORP LPI  11.918 UN COM              294300XX1     1898  2156687 SH       DEFINED 01            2156687        0        0
EPRESENCE INC                  COM              294348107      292    70791 SH       DEFINED 01              70791        0        0
EQUANT               ENT/$     COM              294409107    13173   485000 SH       DEFINED 01 05               0   485000        0
EQUIFAX INC                    COM              294429105    29751   811080 SH       DEFINED 01             811080        0        0
EQUIFAX INC                    COM              294429105     4983   135830 SH       DEFINED 01 02               0   135830        0
EQUIFAX INC                    COM              294429105     1299    35420 SH       DEFINED 01 03               0    35420        0
EQUIFAX INC                    COM              294429105     6340   172855 SH       DEFINED 01 05               0   172855        0
EQUINIX INC                    COM              29444U106     1038   970000 SH       DEFINED 01             970000        0        0
EQUINIX INC                    COM              29444U106        9     8350 SH       DEFINED 01 02               0     8350        0
EQUINIX INC                    COM              29444U106     1641  1533400 SH       DEFINED 01 05               0  1533400        0
EQUINIX INC RESTRICTED         COM              29444U551      134   157007 SH       DEFINED 01             157007        0        0
EQUINIX INC RESTRICTED         COM              29444U551      299   349467 SH       DEFINED 01 05               0   349467        0
EQUINIX INC RESTRICTED         COM              29444U999      283   265251 SH       DEFINED 01             265251        0        0
EQUINIX INC RESTRICTED         COM              29444U999      426   397878 SH       DEFINED 01 05               0   397878        0
EQUITABLE RESOURCES            COM              294549100    64188  1926986 SH       DEFINED 01            1926986        0        0
EQUITABLE RESOURCES            COM              294549100     5437   163198 SH       DEFINED 01 05               0   163198        0
EQUITY OFFICE                  COM              294741103     3040    96143 SH       DEFINED 01              96143        0        0
EQUITY RESIDENTIAL             COM              29476L107    34195   604677 SH       DEFINED 01             604677        0        0
EQUITY RESIDENTIAL             COM              29476L107      594    10500 SH       DEFINED 01 03               0    10500        0
EQUITY RESIDENTIAL             COM              29476L107      592    10461 SH       DEFINED 01 05               0    10461        0
ERICSSON LM B ADR              COM              294821400    10955  2021227 SH       DEFINED 01            2021227        0        0
ERICSSON LM B ADR              COM              294821400      326    60100 SH       DEFINED 01 05               0    60100        0
ERIE INDTY CO                  COM              29530P102       10      336 SH       DEFINED 01                336        0        0
ESCO TECHNOLOGIES              COM              296315104        4      130 SH       DEFINED 01 02               0      130        0
ESPERION THERAPEUTIC           COM              29664R106      490    45600 SH       DEFINED 01              45600        0        0
ESSEX PROP TRUST               COM              297178105     1455    29361 SH       DEFINED 01              29361        0        0
ESSEX PROP TRUST               COM              297178105       94     1900 SH       DEFINED 01 05               0     1900        0
ESTERLINE CORP                 COM              297425100     3655   167998 SH       DEFINED 01             167998        0        0
ESTERLINE CORP                 COM              297425100        4      170 SH       DEFINED 01 02               0      170        0
ESTERLINE CORP                 COM              297425100      110     5050 SH       DEFINED 01 05               0     5050        0
ETHAN ALLEN                    COM              297602104      585    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN                    COM              297602104     9235   284112 SH       DEFINED 01             284112        0        0
ETHAN ALLEN                    COM              297602104        7      200 SH       DEFINED 01 02               0      200        0
ETHAN ALLEN                    COM              297602104      172     5300 SH       DEFINED 01 05               0     5300        0
EVERGREEN RESOURCES            COM              299900308      118     3100 SH       DEFINED 01               3100        0        0
EVOICE SER D CVT PFD           PRF              300200XX5     1842  4022475 SH       DEFINED 01            4022475        0        0
EVOICE SER D CVT PFD           PRF              300200XX5     2243  4896540 SH       DEFINED 01 05               0  4896540        0
EXACT SCIENCES CORP            COM              30063P105     2752   200000 SH       DEFINED 01 05               0   200000        0
EXAR CORP                      COM              300645108     5140   260088 SH       DEFINED 01             260088        0        0
EXAR CORP                      COM              300645108        4      220 SH       DEFINED 01 02               0      220        0
EXAR CORP                      COM              300645108      143     7250 SH       DEFINED 01 05               0     7250        0
EXCHANGE APPLICATION           COM              300867108        0       90 SH       DEFINED 01                 90        0        0
EXELON CORP                    COM              30161N101   108449  1691350 SH       DEFINED 01            1691350        0        0
EXELON CORP                    COM              30161N101     5084    79296 SH       DEFINED 01 03               0    79296        0
EXELON CORP                    COM              30161N101       94     1469 SH       DEFINED 01 05               0     1469        0
EXELIXIS INC                   COM              30161Q104        2      126 SH       DEFINED 01                126        0        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4     7828 19500000 PRN      DEFINED 01 02               0        0 19500000
EXODUS COMMUNICATION           COM              302088109       29    14381 SH       DEFINED 01              14381        0        0
EXPEDIA INC CL A               COM              302125109        6      135 SH       DEFINED 01                135        0        0
EXPEDITORS INTL WASH           COM              302130109    11723   195380 SH       DEFINED 01             195380        0        0
EXPEDITORS INTL WASH           COM              302130109      126     2100 SH       DEFINED 01 02               0     2100        0
EXPEDITORS INTL WASH           COM              302130109    11292   188200 SH       DEFINED 01 05               0   188200        0
EXPRESS SCRIPTS INC            COM              302182100    49645   902137 SH       DEFINED 01             902137        0        0
EXPRESS SCRIPTS INC            COM              302182100     2354    42770 SH       DEFINED 01 02               0    42770        0
EXPRESS SCRIPTS INC            COM              302182100     3819    69400 SH       DEFINED 01 03               0    69400        0
EXPRESS SCRIPTS INC            COM              302182100    12300   223508 SH       DEFINED 01 05               0   223508        0
EXTENDED STAY AMERIC           COM              30224P101        6      430 SH       DEFINED 01 02               0      430        0
EXTENDED STAY AMERIC STAY      COM              30224P101     3251   216710 SH       DEFINED 01             216710        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101    33214  2214250 SH       DEFINED 01 05               0  2214250        0
EXTENSITY INC                  COM              302255104      734    72620 SH       DEFINED 01              72620        0        0
EXTENSITY INC                  COM              302255104       32     3200 SH       DEFINED 01 05               0     3200        0
EXTREME NETWORKS INC           COM              30226D106    53107  1800232 SH       DEFINED 01            1800232        0        0
EXTREME NETWORKS INC           COM              30226D106      133     4500 SH       DEFINED 01 02               0     4500        0
EXTREME NETWORKS INC           COM              30226D106    15234   516424 SH       DEFINED 01 05               0   516424        0
EXULT INC DEL                  COM              302284104        7      410 SH       DEFINED 01                410        0        0
EXXON MOBIL CORP               COM              30231G102    10569   121000 SH       DEFINED 01                  0   121000        0
EXXON MOBIL CORP               COM              30231G102    17119   195963 SH       DEFINED 01 02               0   195963        0
EXXON MOBIL CORPORATION        COM              30231G102  1265392 14486457 SH       DEFINED 01           14486457        0        0
EXXON MOBIL CORPORATION        COM              30231G102    79279   907612 SH       DEFINED 01 03               0   907612        0
EXXON MOBIL CORPORATION        COM              30231G102   346255  3964001 SH       DEFINED 01 05               0  3964001        0
F & M NATIONAL CORP            COM              302374103        9      234 SH       DEFINED 01                234        0        0
FMC CORP                       COM              302491303       31      456 SH       DEFINED 01                456        0        0
FMC CORP                       COM              302491303      528     7696 SH       DEFINED 01 03               0     7696        0
FMC CORP                       COM              302491303       10      142 SH       DEFINED 01 05               0      142        0
FMC TECHNOLOGIES INC           COM              30249U101     4130   200000 SH       DEFINED 01 05               0   200000        0
FBN CORP                       COM              302520101        3       85 SH       DEFINED 01                 85        0        0
FPL GROUP INC                  COM              302571104    18216   302536 SH       DEFINED 01             302536        0        0
FPL GROUP INC                  COM              302571104     2619    43503 SH       DEFINED 01 03               0    43503        0
FPL GROUP INC                  COM              302571104       49      806 SH       DEFINED 01 05               0      806        0
FYI INC.                       COM              302712104     2005    48905 SH       DEFINED 01              48905        0        0
FACTORY 2 U STORES             COM              303072102     1362    46416 SH       DEFINED 01              46416        0        0
FACTSET RESEARCH               COM              303075105     5437   152297 SH       DEFINED 01             152297        0        0
FACTSET RESEARCH               COM              303075105        3       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH               COM              303075105      132     3700 SH       DEFINED 01 05               0     3700        0
FAIR ISAAC & CO INC            COM              303250104     2034    32910 SH       DEFINED 01 02               0    32910        0
FAIR, ISAAC & CO               COM              303250104    36510   590571 SH       DEFINED 01             590571        0        0
FAIR, ISAAC & CO               COM              303250104     3561    57600 SH       DEFINED 01 03               0    57600        0
FAIR, ISAAC & CO               COM              303250104      124     2005 SH       DEFINED 01 05               0     2005        0
UNIQ PLC                       COM              3032925          1      263 SH       DEFINED 01 10             263        0        0
WINCANTON                      COM              3032936          1      263 SH       DEFINED 01 10             263        0        0
FAIRCHILD SEMICONDUC           COM              303726103       81     3519 SH       DEFINED 01               3519        0        0
FAMILY DLR STORES              COM              307000109     4082   159282 SH       DEFINED 01             159282        0        0
FANUC ORD                      COM              307295998     1185    23800 SH       DEFINED 01 03               0    23800        0
AMGEN                          COM              31162100       449     7400 SH       DEFINED 11 12               0     7400        0
FASTENAL                       COM              311900104    37252   601022 SH       DEFINED 01             601022        0        0
FASTENAL                       COM              311900104     4739    76450 SH       DEFINED 01 03               0    76450        0
FASTENAL                       COM              311900104      144     2324 SH       DEFINED 01 05               0     2324        0
FASTENAL CO                    COM              311900104    33435   539456 SH       DEFINED 01 02               0   539456        0
FEDDERS USA INC.               COM              313135105      486    93481 SH       DEFINED 01              93481        0        0
FEDERAL AG MORTGAGE            COM              313148306      832    26000 SH       DEFINED 01              26000        0        0
FEDERAL AG MORTGAGE            COM              313148306        3       90 SH       DEFINED 01 02               0       90        0
FEDERAL AG MORTGAGE            COM              313148306       51     1600 SH       DEFINED 01 05               0     1600        0
FREDDIE MAC                    COM              313400301     5740    82000 SH       DEFINED 01                  0    82000        0
FREDDIE MAC                    COM              313400301     3772    53885 SH       DEFINED 01              53885        0        0
FREDDIE MAC                    COM              313400301    11990   171286 SH       DEFINED 01 03               0   171286        0
FREDDIE MAC                    COM              313400301      222     3173 SH       DEFINED 01 05               0     3173        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        0
FANNIE MAE                     COM              313586109   629368  7391283 SH       DEFINED 01            7391283        0        0
FANNIE MAE                     COM              313586109    25115   294941 SH       DEFINED 01 03               0   294941        0
FANNIE MAE                     COM              313586109   150590  1768533 SH       DEFINED 01 05               0  1768533        0
FED. NAT.MORTGAGE              COM              313586109     6564    77092 SH       DEFINED 11 12               0    77092        0
FED.NAT.MORTGAGE               COM              313586109    36989   434394 SH       DEFINED 11 12 13            0   434394        0
FEDERAL NATL MTGE              COM              313586109     8941   105000 SH       DEFINED 01                  0   105000        0
FEDERAL NATL MTGE              COM              313586109   105021  1233343 SH       DEFINED 01 02               0  1233343        0
FEDERAL SIGNAL CORP            COM              313855108       29     1242 SH       DEFINED 01               1242        0        0
FEDERATED DEPT STORES          COM              31410H101    46992  1105668 SH       DEFINED 01            1105668        0        0
FEDERATED DEPT STORES          COM              31410H101     2562    60283 SH       DEFINED 01 03               0    60283        0
FEDERATED DEPT STORES          COM              31410H101       38      905 SH       DEFINED 01 05               0      905        0
FEDERATED INVESTORS            COM              314211103        6      196 SH       DEFINED 01                196        0        0
FEDEX CORPORATION              COM              31428X106      179     4445 SH       DEFINED 01               4445        0        0
FEDEX CORPORATION              COM              31428X106     3053    75939 SH       DEFINED 01 03               0    75939        0
FEDEX CORPORATION              COM              31428X106       57     1407 SH       DEFINED 01 05               0     1407        0
FELCOR LODGING TRUST           COM              31430F101        6      266 SH       DEFINED 01                266        0        0
FERRO CORP                     COM              315405100       21      955 SH       DEFINED 01                955        0        0
FERRO CORP                     COM              315405100        5      230 SH       DEFINED 01 02               0      230        0
F5 NETWORKS INC                COM              315616102        2       88 SH       DEFINED 01                 88        0        0
FIBERNET TELECOM GROUP IN      COM              315653105       54    47400 SH       DEFINED 01              47400        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1     5000  1113586 SH       DEFINED 01            1113586        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NAT FINL              COM              316326107     9816   399552 SH       DEFINED 01             399552        0        0
FIDELITY NAT FINL              COM              316326107        6      260 SH       DEFINED 01 02               0      260        0
FIDELITY NAT FINL              COM              316326107      186     7550 SH       DEFINED 01 05               0     7550        0
FIFTH THIRD BANCORP            COM              316773100    11314   188393 SH       DEFINED 01             188393        0        0
FIFTH THIRD BANCORP            COM              316773100      502     8360 SH       DEFINED 01 02               0     8360        0
FIFTH THIRD BANCORP            COM              316773100     8548   142343 SH       DEFINED 01 03               0   142343        0
FIFTH THIRD BANCORP            COM              316773100    15771   262637 SH       DEFINED 01 05               0   262637        0
FILENET CORP                   COM              316869106     1550   104713 SH       DEFINED 01             104713        0        0
FINISAR                        COM              31787A101    25972  1390377 SH       DEFINED 01            1390377        0        0
FINISAR                        COM              31787A101     2481   132800 SH       DEFINED 01 03               0   132800        0
FINISAR                        COM              31787A101     5309   284250 SH       DEFINED 01 05               0   284250        0
FINISAR CORP                   COM              31787A101     1394    74600 SH       DEFINED 01 02               0    74600        0
FINOVA GROUP INC.              COM              317928109        1      293 SH       DEFINED 01                293        0        0
FIREPOND INC                   COM              318224102        0       53 SH       DEFINED 01                 53        0        0
FIRST AMERICAN CORP            COM              318522307        2      125 SH       DEFINED 01 02               0      125        0
FIRST AMERICAN CORPORATION     COM              318522307     4788   252766 SH       DEFINED 01             252766        0        0
FIRST AMERICAN CORPORATION     COM              318522307       70     3700 SH       DEFINED 01 05               0     3700        0
FIRST BANCORP/PR               COM              318672102     4244   157234 SH       DEFINED 01             157234        0        0
FIRST BANCORP/PR               COM              318672102        5      200 SH       DEFINED 01 02               0      200        0
FIRST BANCORP/PR               COM              318672102      135     5000 SH       DEFINED 01 05               0     5000        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 CORP                COM              319963104   114508  1782220 SH       DEFINED 01            1782220        0        0
FIRST DATA CORP                COM              319963104     8526   132686 SH       DEFINED 01 03               0   132686        0
FIRST DATA CORP                COM              319963104     1239    19282 SH       DEFINED 01 05               0    19282        0
FIRST ESSEX BANCORP            COM              320103104      556    22500 SH       DEFINED 01              22500        0        0
FIRST ESSEX BANCORP            COM              320103104        2       75 SH       DEFINED 01 02               0       75        0
FIRST ESSEX BANCORP            COM              320103104       35     1400 SH       DEFINED 01 05               0     1400        0
FIRST FINL BANCORP             COM              320209109        2      100 SH       DEFINED 01                100        0        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      221     6900 SH       DEFINED 01               6900        0        0
FIRST INDUSTRIAL REL           COM              32054K103        9      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104     6191   208776 SH       DEFINED 01             208776        0        0
FIRST MIDWEST BANC             COM              320867104        6      190 SH       DEFINED 01 02               0      190        0
FIRST MIDWEST BANC             COM              320867104      121     4069 SH       DEFINED 01 05               0     4069        0
FIRST HEALTH GROUP             COM              320960107     9863   408904 SH       DEFINED 01             408904        0        0
FIRST HEALTH GROUP             COM              320960107    34353  1424300 SH       DEFINED 01 02               0  1424300        0
FIRST HEALTH GROUP             COM              320960107     1924    79800 SH       DEFINED 01 03               0    79800        0
FIRST HEALTH GROUP             COM              320960107       37     1542 SH       DEFINED 01 05               0     1542        0
FIRST QUANTUM MINERALS         COM              335934998     1015   400000 SH       DEFINED 01             400000        0        0
FIRST SOURCE CORP              COM              336901103     1150    41075 SH       DEFINED 01              41075        0        0
FIRST SOURCE CORP              COM              336901103        5      190 SH       DEFINED 01 02               0      190        0
FIRST SOURCE CORP              COM              336901103       73     2600 SH       DEFINED 01 05               0     2600        0
FIRST TN NAT`L CORP            COM              337162101      121     3502 SH       DEFINED 01               3502        0        0
UTS 1ST TR AD #041-M           COM              33732A194        4       25 SH       DEFINED 01 02               0       25        0
FIRST UNION CORP               COM              337358105     4408   126165 SH       DEFINED 01                  0   126165        0
FIRST UNION CORP               COM              337358105    17472   500046 SH       DEFINED 01             500046        0        0
FIRST UNION CORP               COM              337358105       41     1160 SH       DEFINED 01 02               0     1160        0
FIRST UNION CORP               COM              337358105     9287   265801 SH       DEFINED 01 03               0   265801        0
FIRST UNION CORP               COM              337358105      157     4496 SH       DEFINED 01 05               0     4496        0
FIRST VIRGINIA BANK            COM              337477103      996    21133 SH       DEFINED 01              21133        0        0
FISERV                         COM              337738108    90982  1422033 SH       DEFINED 01            1422033        0        0
FISERV                         COM              337738108     8829   137993 SH       DEFINED 01 03               0   137993        0
FISERV                         COM              337738108    27272   426267 SH       DEFINED 01 05               0   426267        0
FISERV INC                     COM              337738108     1152    18000 SH       DEFINED 01                  0    18000        0
FISERV INC                     COM              337738108     4132    64592 SH       DEFINED 01 02               0    64592        0
FIRSTFED FINL CORP             COM              337907109     4190   140610 SH       DEFINED 01             140610        0        0
FIRSTFED FINL CORP             COM              337907109        6      200 SH       DEFINED 01 02               0      200        0
FIRSTFED FINL CORP             COM              337907109      188     6300 SH       DEFINED 01 05               0     6300        0
FIRSTMERIT CORP                COM              337915102       62     2351 SH       DEFINED 01               2351        0        0
FLAGSTAR BANCORP               COM              337930101     1636    78300 SH       DEFINED 01              78300        0        0
FLAGSTAR BANCORP               COM              337930101        3      130 SH       DEFINED 01 02               0      130        0
FLAGSTAR BANCORP               COM              337930101       90     4300 SH       DEFINED 01 05               0     4300        0
FIRSTENERGY CORP               COM              337932107    21556   670235 SH       DEFINED 01             670235        0        0
FIRSTENERGY CORP               COM              337932107     1781    55386 SH       DEFINED 01 03               0    55386        0
FIRSTENERGY CORP               COM              337932107       33     1026 SH       DEFINED 01 05               0     1026        0
FISHER SCIENTIFIC IN           COM              338032204        8      290 SH       DEFINED 01                290        0        0
FLEETBOSTON FINL CO            COM              339030108   125741  3187340 SH       DEFINED 01 02               0  3187340        0
FLEETBOSTON FINL CORP          COM              339030108   265603  6732650 SH       DEFINED 01            6732650        0        0
FLEETBOSTON FINL CORP          COM              339030108    14895   377577 SH       DEFINED 01 03               0   377577        0
FLEETBOSTON FINL CORP          COM              339030108     8805   223187 SH       DEFINED 01 05               0   223187        0
FLEETWOOD ENTERPRISE           COM              339099103     1367    97031 SH       DEFINED 01              97031        0        0
FLEMING CO                     COM              339130106     4639   129944 SH       DEFINED 01             129944        0        0
FL EAST COAST RY CO            COM              340632108        3       82 SH       DEFINED 01                 82        0        0
FLORIDA ROCK                   COM              341140101     2651    56515 SH       DEFINED 01              56515        0        0
FLUOR CORP (NEW)               COM              343412102    49714  1101092 SH       DEFINED 01            1101092        0        0
FLUOR CORP (NEW)               COM              343412102      885    19607 SH       DEFINED 01 03               0    19607        0
FLUOR CORP (NEW)               COM              343412102      653    14474 SH       DEFINED 01 05               0    14474        0
FLOW SYSTEMS                   COM              343468104      483    44712 SH       DEFINED 01              44712        0        0
FLOWERS FOODS INC              COM              343498101        2       77 SH       DEFINED 01                 77        0        0
FLOWSERVE CORP                 COM              34354P105       33     1075 SH       DEFINED 01               1075        0        0
FOCAL COM                      COM              344155106        0      121 SH       DEFINED 01                121        0        0
FORMENTO ECONOMICO MEXICANO AD COM              344419106     4190    97866 SH       DEFINED 01              97866        0        0
FORMENTO ECONOMICO MEXICANO AD COM              344419106       88     2060 SH       DEFINED 01 05               0     2060        0
FOOTSTAR INC                   COM              344912100     2030    59018 SH       DEFINED 01              59018        0        0
FORD MOTOR CO                  COM              345370860    63870  2601621 SH       DEFINED 01            2601621        0        0
FORD MOTOR CO                  COM              345370860       42     1711 SH       DEFINED 01 02               0     1711        0
FORD MOTOR CO                  COM              345370860    12096   492687 SH       DEFINED 01 03               0   492687        0
FORD MOTOR CO                  COM              345370860      878    35760 SH       DEFINED 01 05               0    35760        0
FOREST CITY ENTERPRI           COM              345550107        5       89 SH       DEFINED 01                 89        0        0
FOREST LABS                    COM              345838106     1316    18534 SH       DEFINED 01              18534        0        0
FOREST LABS                    COM              345838106     3093    43563 SH       DEFINED 01 03               0    43563        0
FOREST LABS                    COM              345838106       57      807 SH       DEFINED 01 05               0      807        0
FOREST OIL CORP                COM              346091705        5      190 SH       DEFINED 01                190        0        0
FORRESTER                      COM              346563109        2       80 SH       DEFINED 01 02               0       80        0
FORRESTER RESEARCH INC         COM              346563109      129     5700 SH       DEFINED 01               5700        0        0
GRANADA PLC                    COM              348900994      283   134840 SH       DEFINED 01 03               0   134840        0
FORTUNE BRANDS                 COM              349631101    22717   592218 SH       DEFINED 01             592218        0        0
FORTUNE BRANDS                 COM              349631101     1450    37796 SH       DEFINED 01 03               0    37796        0
FORTUNE BRANDS                 COM              349631101      694    18100 SH       DEFINED 01 05               0    18100        0
FORWARD AIR CORP               COM              349853101     5535   184851 SH       DEFINED 01             184851        0        0
FORWARD AIR CORP               COM              349853101        3      110 SH       DEFINED 01 02               0      110        0
FORWARD AIR CORP               COM              349853101      165     5500 SH       DEFINED 01 05               0     5500        0
FOSSIL INC                     COM              349882100     1844    88865 SH       DEFINED 01              88865        0        0
FOSTER'S BREWING GROUP         COM              350300992     4503  1617000 SH       DEFINED 01 03               0  1617000        0
FOUNDRY NETWORKS INC           COM              35063R100    12899   645600 SH       DEFINED 01             645600        0        0
FOUNDRY NETWORKS INC           COM              35063R100       99     4950 SH       DEFINED 01 02               0     4950        0
FOUNDRY NETWORKS INC           COM              35063R100    12829   642100 SH       DEFINED 01 05               0   642100        0
4KIDS ENTERTAINMENT            COM              350865101     3043   158897 SH       DEFINED 01             158897        0        0
4KIDS ENTERTAINMENT            COM              350865101        4      190 SH       DEFINED 01 02               0      190        0
4KIDS ENTERTAINMENT            COM              350865101      142     7400 SH       DEFINED 01 05               0     7400        0
FOX ENTERTAINMENT GR           COM              35138T107       11      404 SH       DEFINED 01                404        0        0
FRANCHISE FINANCE              COM              351807102        9      375 SH       DEFINED 01                375        0        0
FRANKLIN COVEY CO              COM              353469109      323    58767 SH       DEFINED 01              58767        0        0
FRANKLIN RESOURCES             COM              354613101      176     3841 SH       DEFINED 01               3841        0        0
FRANKLIN RESOURCES             COM              354613101     2994    65415 SH       DEFINED 01 03               0    65415        0
FRANKLIN RESOURCES             COM              354613101       55     1212 SH       DEFINED 01 05               0     1212        0
FREEMARKETS INC                COM              356602102      354    17682 SH       DEFINED 01              17682        0        0
FREEMERLETS INC                COM              356602102      960    20000 SH       DEFINED 01              20000        0        0
FREEPORT COPPER - B            COM              35671D857       24     2163 SH       DEFINED 01               2163        0        0
FREEPORT COPPER - B            COM              35671D857      393    35589 SH       DEFINED 01 03               0    35589        0
FREEPORT COPPER - B            COM              35671D857        7      659 SH       DEFINED 01 05               0      659        0
FREMONT GENERAL CORP           COM              357288109     1360   209185 SH       DEFINED 01             209185        0        0
FRONTIER AIRLINES              COM              359065109     1016    82924 SH       DEFINED 01              82924        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTLINE CAPITAL GROUP        COM              35921N101        0      103 SH       DEFINED 01                103        0        0
FUELCELL ENERGY INC            COM              35952H106        3      118 SH       DEFINED 01                118        0        0
FUJI HEAVY INDUSTRIES (7270)   COM              359555992     4416   600000 SH       DEFINED 01 03               0   600000        0
FUJITSU              JP;6702/Y COM              359591997     3319   316000 SH       DEFINED 01 03               0   316000        0
FULLER H B COMPANY             COM              359694106       20      387 SH       DEFINED 01                387        0        0
FULLER H B COMPANY             COM              359694106        5      100 SH       DEFINED 01 02               0      100        0
FULTON FINL CORP               COM              360271100        5      265 SH       DEFINED 01                265        0        0
FULTON FINL CORP               COM              360271100       57     2800 SH       DEFINED 01 05               0     2800        0
FURNITURE BRAND INTL           COM              360921100       45     1629 SH       DEFINED 01               1629        0        0
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G&K SERVICES CL A              COM              361268105     1645    61162 SH       DEFINED 01              61162        0        0
GATX CORP                      COM              361448103       54     1330 SH       DEFINED 01               1330        0        0
GBC BANCORP/CALIFORN           COM              361475106      990    34661 SH       DEFINED 01              34661        0        0
GABRIEL RESOURCES              COM              361970999     1050   425000 SH       DEFINED 01             425000        0        0
GPU INC                        COM              36225X100       59     1663 SH       DEFINED 01               1663        0        0
GPU INC                        COM              36225X100     1039    29547 SH       DEFINED 01 03               0    29547        0
GPU INC                        COM              36225X100       19      547 SH       DEFINED 01 05               0      547        0
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GT GROUP TELECOME INC WTS EXP  COM              362359101      142     4765 SH       DEFINED 01 05               0     4765        0
GABLE RESIDENTIAL              COM              362418105     2155    71983 SH       DEFINED 01              71983        0        0
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GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
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GALLAGHER ARTHUR J             COM              363576109      550    21173 SH       DEFINED 01              21173        0        0
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GALYANS TRADING CO.            COM              36458R101        5      250 SH       DEFINED 01 05               0      250        0
GANNETT CO                     COM              364730101   229896  3488558 SH       DEFINED 01            3488558        0        0
GANNETT CO                     COM              364730101     5676    86132 SH       DEFINED 01 03               0    86132        0
GANNETT CO                     COM              364730101    37102   562998 SH       DEFINED 01 05               0   562998        0
GANNETT CO INC                 COM              364730101      113     1722 SH       DEFINED 01 02               0     1722        0
GAP INC                        COM              364760108    35211  1214187 SH       DEFINED 01            1214187        0        0
GAP INC                        COM              364760108     8578   295779 SH       DEFINED 01 03               0   295779        0
GAP INC                        COM              364760108    51499  1775838 SH       DEFINED 01 05               0  1775838        0
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GARDNER DENVER INC             COM              365558105        4      180 SH       DEFINED 01 02               0      180        0
GARDNER DENVER INC   GARDNER D COM              365558105      945    46006 SH       DEFINED 01              46006        0        0
GARTNER GRP INC CL B           COM              366651206       24     2638 SH       DEFINED 01               2638        0        0
GATEWAY INC                    COM              367626108      733    44589 SH       DEFINED 01              44589        0        0
GATEWAY INC                    COM              367626108    30867  1876267 SH       DEFINED 01 02               0  1876267        0
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GEMSTAR-TV GUIDE INTL INC      COM              36866W106     2045    46491 SH       DEFINED 01              46491        0        0
GENCORP INC                    COM              368682100     1627   127074 SH       DEFINED 01             127074        0        0
GENCORP INC                    COM              368682100        5      370 SH       DEFINED 01 02               0      370        0
GENE LOGIC INC                 COM              368689105        1       68 SH       DEFINED 01                 68        0        0
GENENTECH INC                  COM              368710406   236911  4299654 SH       DEFINED 01            4299654        0        0
GENENTECH INC                  COM              368710406       32      574 SH       DEFINED 01 02               0      574        0
GENENTECH INC                  COM              368710406    56668  1028468 SH       DEFINED 01 05               0  1028468        0
GEMINI INDS PRIV               COM              368990149      450   245278 SH       DEFINED 01             245278        0        0
GEMINI INDS PRIV               COM              368990149       50    27253 SH       DEFINED 01 05               0    27253        0
GENRL  COMMUNICATION           COM              369385109     3144   259877 SH       DEFINED 01             259877        0        0
GENRL  COMMUNICATION           COM              369385109        1      120 SH       DEFINED 01 02               0      120        0
GENRL  COMMUNICATION           COM              369385109       56     4600 SH       DEFINED 01 05               0     4600        0
GENERAL DYNAMICS               COM              369550108      402     5175 SH       DEFINED 01 02               0     5175        0
GENERAL DYNAMICS CORP          COM              369550108     4874    62630 SH       DEFINED 01              62630        0        0
GENERAL DYNAMICS CORP          COM              369550108     3867    49701 SH       DEFINED 01 03               0    49701        0
GENERAL DYNAMICS CORP          COM              369550108       72      921 SH       DEFINED 01 05               0      921        0
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GENERAL ELECTRIC               COM              369604103  1530401 31392870 SH       DEFINED 01           31392870        0        0
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GENERAL ELECTRIC               COM              369604103    31140   638760 SH       DEFINED 11 12 13            0   638760        0
GENERAL ELECTRIC COMPANY       COM              369604103       78     1600 SH       DEFINED 11 12 13            0     1600        0
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GENERAL MOTORS                 COM              370442105    55538   863070 SH       DEFINED 01             863070        0        0
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GENERAL SEMICONDUCT            COM              370787103     1172   112055 SH       DEFINED 01             112055        0        0
GENESCO INC.                   COM              371532102     4531   134840 SH       DEFINED 01             134840        0        0
GENESCO INC.                   COM              371532102        5      160 SH       DEFINED 01 02               0      160        0
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GENTEX CORP                    COM              371901109       64     2283 SH       DEFINED 01               2283        0        0
GENTEX CORP                    COM              371901109    36083  1294690 SH       DEFINED 01 02               0  1294690        0
GENTEX CORP                    COM              371901109      708    25400 SH       DEFINED 01 03               0    25400        0
GENLYTE GROUP INC              COM              372302109        4      120 SH       DEFINED 01 02               0      120        0
GENRAD                         COM              372447102        1      118 SH       DEFINED 01                118        0        0
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GENZYME CORP                   COM              372917104     2237    36656 SH       DEFINED 01              36656        0        0
GEORGIA GULF CORP              COM              373200203     4039   260603 SH       DEFINED 01             260603        0        0
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GEORGIA PAC TIMBER             COM              373298702      109     3045 SH       DEFINED 01               3045        0        0
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GETTY IMAGES INC               COM              374276103        9      330 SH       DEFINED 01                330        0        0
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GILLETTE CO                    COM              375766102    16809   579831 SH       DEFINED 01 05               0   579831        0
GLATFELTER (P.H.) CO           COM              377316104       17     1195 SH       DEFINED 01               1195        0        0
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GLOBAL INDUSTRIES              COM              379336100        6      443 SH       DEFINED 01                443        0        0
GLOBAL MARINE                  COM              379352404    11733   629799 SH       DEFINED 01             629799        0        0
GLOBAL MARINE                  COM              379352404       96     5150 SH       DEFINED 01 02               0     5150        0
GLOBAL MARINE                  COM              379352404    29203  1567500 SH       DEFINED 01 05               0  1567500        0
GLOBAL PAYMENTS INC            COM              37940X102     3232   107367 SH       DEFINED 01             107367        0        0
GLOBAL PAYMENTS INC            COM              37940X102        4      120 SH       DEFINED 01 02               0      120        0
GLOBAL POWER EQUIP             COM              37941P108       88     3000 SH       DEFINED 01               3000        0        0
GLOBESPAN INC                  COM              379571102        5      360 SH       DEFINED 01                360        0        0
GLOBIX CORP                    COM              37957F101       95    47316 SH       DEFINED 01              47316        0        0
GLOBIX CORP                    COM              37957F101       11     5688 SH       DEFINED 01 05               0     5688        0
GOAMERICA INC                  COM              38020R106        1      371 SH       DEFINED 01                371        0        0
GOLDFIELDS LTD ADR             COM              38059T106      569   125000 SH       DEFINED 01             125000        0        0
GOLDCORP INC                   COM              380956409     1601   150000 SH       DEFINED 01             150000        0        0
GOLDEN STATE BANC              COM              381197102     1346    43685 SH       DEFINED 01              43685        0        0
GOLDEN WEST FINL               COM              381317106     1874    29183 SH       DEFINED 01              29183        0        0
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GOLDMAN SACHS GP INC           COM              38141G104       24      282 SH       DEFINED 01                282        0        0
GOLDMAN SACHS GP INC           COM              38141G104       23      270 SH       DEFINED 01 02               0      270        0
GOODRICH CORPORATION           COM              382388106     5697   150000 SH       DEFINED 01                  0   150000        0
GOODRICH CORPORATION           COM              382388106    43982  1158041 SH       DEFINED 01            1158041        0        0
GOODRICH CORPORATION           COM              382388106     5973   157310 SH       DEFINED 01 02               0   157310        0
GOODRICH CORPORATION           COM              382388106      988    26019 SH       DEFINED 01 03               0    26019        0
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GOODYS FAMILY CLTHNG           COM              382588101      385    95978 SH       DEFINED 01              95978        0        0
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GOTTSCHALKS INC                COM              383485109      124    37471 SH       DEFINED 01              37471        0        0
GOTO.COM INC                   COM              38348T107        5      276 SH       DEFINED 01                276        0        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO INC.                     COM              384109104        4      110 SH       DEFINED 01 02               0      110        0
GRACO INC.                     COM              384109104     5415   164059 SH       DEFINED 01             164059        0        0
GRACO INC.                     COM              384109104       79     2400 SH       DEFINED 01 05               0     2400        0
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GRAINGER (W.W.)                COM              384802104       18      434 SH       DEFINED 01 05               0      434        0
Granite Broadcasting Corp      COM              387241102       26     8566 SH       DEFINED 1                   0        0     8566
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GRANT PRIDECO INC              COM              38821G101     2186   125000 SH       DEFINED 01                  0   125000        0
GRANT PRIDECO INC              COM              38821G101      495    28321 SH       DEFINED 01              28321        0        0
GRANT PRIDECO INC              COM              38821G101    15272   873150 SH       DEFINED 01 02               0   873150        0
GRANT PRIDECO INC              COM              38821G101      303    17300 SH       DEFINED 01 03               0    17300        0
GRANT PRIDECO INC              COM              38821G101    32794  1875000 SH       DEFINED 01 05               0  1875000        0
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GREAT A. & P. TEA              COM              390064103     1681   113590 SH       DEFINED 01             113590        0        0
GREAT LAKES CHEM CO            COM              390568103       28      900 SH       DEFINED 01                900        0        0
GREAT LAKES CHEM CO            COM              390568103      384    12440 SH       DEFINED 01 03               0    12440        0
GREAT LAKES CHEM CO            COM              390568103        7      230 SH       DEFINED 01 05               0      230        0
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GREATER BAY BANCORP            COM              391648102      152     6100 SH       DEFINED 01 05               0     6100        0
GREEN MOUNTAIN INC             COM              393122106     1058    35400 SH       DEFINED 01              35400        0        0
GREEN MOUNTAIN INC             COM              393122106        1       40 SH       DEFINED 01 02               0       40        0
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GREEN MOUNTAIN POWER           COM              393154109      266    16650 SH       DEFINED 01              16650        0        0
GREENPOINT FINL CORP           COM              395384100      104     2696 SH       DEFINED 01               2696        0        0
GREIF BROS CORP                COM              397624107        4      144 SH       DEFINED 01                144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
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GRIFFON CORP                   COM              398433102      967    87911 SH       DEFINED 01              87911        0        0
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BOUYGUES                       COM              4002121         25      740 SH       DEFINED 01 10             740        0        0
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GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT CORP                   COM              401698105    92700  2575020 SH       DEFINED 01            2575020        0        0
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GUIDANT CORP                   COM              401698105   111032  3084206 SH       DEFINED 01 05               0  3084206        0
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HCC INSURANCE                  COM              404132102     8021   327368 SH       DEFINED 01             327368        0        0
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HEI INC                        COM              404160103       23     2500 SH       DEFINED 01               2500        0        0
HK PROPERTY                    COM              404207995        1    52309 SH       DEFINED 01                  0    52309        0
HNC SOFTWARE                   COM              40425P107     2003   102733 SH       DEFINED 01             102733        0        0
HNC SOFTWARE                   COM              40425P107        2      120 SH       DEFINED 01 02               0      120        0
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HS RESOURCES                   COM              404297103        3       40 SH       DEFINED 01 02               0       40        0
HAEMONETICS CORP               COM              405024100     2290    75104 SH       DEFINED 01              75104        0        0
ATLAS COPCO                    COM              4050971          6      300 SH       DEFINED 01 10             300        0        0
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HAGGAR                         COM              405173105      199    19258 SH       DEFINED 01              19258        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     2187    99432 SH       DEFINED 01              99432        0        0
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L'OREAL                        COM              4057808        108     1669 SH       DEFINED 01 10            1669        0        0
BCO ESPIR SA                   COM              4058061          7      489 SH       DEFINED 01 10             489        0        0
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BERGESEN DY ASA CL A           COM              4100898          2      135 SH       DEFINED 01 10             135        0        0
HANCOCK HLDG CO                COM              410120109        2       51 SH       DEFINED 01                 51        0        0
HANCOCK JOHN FINL SV           COM              41014S106     1512    37551 SH       DEFINED 01              37551        0        0
HANCOCK JOHN FINL SV           COM              41014S106     3067    76190 SH       DEFINED 01 03               0    76190        0
HANCOCK JOHN FINL SV           COM              41014S106       57     1411 SH       DEFINED 01 05               0     1411        0
HANDLEMAN COMPANY              COM              410252100     1759   104992 SH       DEFINED 01             104992        0        0
HANDLEMAN COMPANY              COM              410252100       11      680 SH       DEFINED 01 02               0      680        0
HANDLEMAN COMPANY              COM              410252100      113     6750 SH       DEFINED 01 05               0     6750        0
HANDSPRING INC                 COM              410293104        7      962 SH       DEFINED 01                962        0        0
ELEC DE PORT                   COM              4103596         21     8755 SH       DEFINED 01 10            8755        0        0
HANOVER COMPRESSOR CO          COM              410768105      259     7812 SH       DEFINED 01               7812        0        0
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON PLC ADR                 COM              411352404    62580  1680000 SH       DEFINED 01            1680000        0        0
HANSON PLC ADR                 COM              411352404     1442    38700 SH       DEFINED 01 03               0    38700        0
HANSON PLC ADR                 COM              411352404      952    25564 SH       DEFINED 01 05               0    25564        0
HARCOURT GENERAL               COM              41163G101        9      161 SH       DEFINED 01                161        0        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
BANK OF PIRAEUS                COM              4122676          6      520 SH       DEFINED 01 10             520        0        0
HARLAND JOHN H                 COM              412693103     2004    86026 SH       DEFINED 01              86026        0        0
HARLAND JOHN H                 COM              412693103        6      250 SH       DEFINED 01 02               0      250        0
HARLEY DAVIDSON                COM              412822108      659    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108   167146  3550255 SH       DEFINED 01            3550255        0        0
HARLEY DAVIDSON                COM              412822108      108     2300 SH       DEFINED 01 02               0     2300        0
HARLEY DAVIDSON                COM              412822108     5079   107885 SH       DEFINED 01 03               0   107885        0
HARLEY DAVIDSON                COM              412822108    15092   320561 SH       DEFINED 01 05               0   320561        0
HARLEYSVILLE GROUP             COM              412824104     3055   102700 SH       DEFINED 01             102700        0        0
HARLEYSVILLE GROUP             COM              412824104      137     4600 SH       DEFINED 01 05               0     4600        0
HARMAN INTERNATIONAL           COM              413086109     7438   195255 SH       DEFINED 01             195255        0        0
HARMAN INTERNATIONAL           COM              413086109        6      150 SH       DEFINED 01 02               0      150        0
HARMAN INTERNATIONAL           COM              413086109      146     3838 SH       DEFINED 01 05               0     3838        0
HARMONIC INC                   COM              413160102     1726   172604 SH       DEFINED 01             172604        0        0
HARMONY GOLD MINING WT EXP 06/ COM              413216110       62    33000 SH       DEFINED 01              33000        0        0
HARMONY GOLD MNG-ADR           COM              413216300      563    99000 SH       DEFINED 01              99000        0        0
BNP PARIBAS S.A.               COM              4133667         98     1129 SH       DEFINED 01 10            1129        0        0
HARRAHS                        COM              413619107       58     1639 SH       DEFINED 01               1639        0        0
HARRAHS                        COM              413619107     1023    28994 SH       DEFINED 01 03               0    28994        0
HARRAHS                        COM              413619107       19      536 SH       DEFINED 01 05               0      536        0
HARRIS CORP                    COM              413875105       48     1771 SH       DEFINED 01               1771        0        0
ELSEVIER NV                    COM              4148810         23     1847 SH       DEFINED 01 10            1847        0        0
DANISCO A/S                    COM              4155586          4      100 SH       DEFINED 01 10             100        0        0
HARSCO CORP                    COM              415864107       29     1070 SH       DEFINED 01               1070        0        0
HARSCO CORP                    COM              415864107        3      125 SH       DEFINED 01 02               0      125        0
HARTE-HANKS INC                COM              416196103       47     1930 SH       DEFINED 01               1930        0        0
THALES (EX THOMPSON CSF)       COM              4162791         14      400 SH       DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         22      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINL                  COM              416515104    24934   364540 SH       DEFINED 01             364540        0        0
HARTFORD FINL                  COM              416515104     5713    83522 SH       DEFINED 01 03               0    83522        0
HARTFORD FINL                  COM              416515104      553     8086 SH       DEFINED 01 05               0     8086        0
HARVARD BIOSCIENCE, INC.       COM              416906105       94     8500 SH       DEFINED 01               8500        0        0
CARLSBERG                      COM              4169208          4      100 SH       DEFINED 01 10             100        0        0
CARLSBERG                      COM              4169219          4      100 SH       DEFINED 01 10             100        0        0
HARTMARX CORP                  COM              417119104      223    88657 SH       DEFINED 01              88657        0        0
CIMPOR CIMEN                   COM              4175896          8      392 SH       DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         16      195 SH       DEFINED 01 10             195        0        0
CASINO GUICH                   COM              4178431          2       38 SH       DEFINED 01 10              38        0        0
HASBRO INC                     COM              418056107       35     2423 SH       DEFINED 01               2423        0        0
HASBRO INC                     COM              418056107      616    42647 SH       DEFINED 01 03               0    42647        0
HASBRO INC                     COM              418056107       11      790 SH       DEFINED 01 05               0      790        0
COFLEXIP                       COM              4181741          6       41 SH       DEFINED 01 10              41        0        0
CRH                            COM              4182249         23     1362 SH       DEFINED 01 10            1362        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS ADVERTISING              COM              419313101      273    25088 SH       DEFINED 01                  0    25088        0
HAVAS ADVERTISING-ADR          COM              419313101        0        0 SH       DEFINED 01                  0        0        0
HAVERTY FURNITURE              COM              419596101        1       78 SH       DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100       36      939 SH       DEFINED 01                939        0        0
HAWAIIAN ELEC IND              COM              419870100        6      170 SH       DEFINED 01 02               0      170        0
HAYS PLC                       COM              420400996     4299  1668003 SH       DEFINED 01 03               0  1668003        0
CLUB MEDITER                   COM              4204370          2       40 SH       DEFINED 01 10              40        0        0
HAYES LEMMERZ INTL             COM              420781106        1       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823         11      300 SH       DEFINED 01 10             300        0        0
HEALTH CARE PROP INV           COM              421915109        5      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH CORP               COM              421924101       89     5634 SH       DEFINED 01               5634        0        0
HEALTHSOUTH CORP               COM              421924101     1539    96373 SH       DEFINED 01 03               0    96373        0
HEALTHSOUTH CORP               COM              421924101       29     1785 SH       DEFINED 01 05               0     1785        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102    23285  1106690 SH       DEFINED 01            1106690        0        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102     2476   117700 SH       DEFINED 01 03               0   117700        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102       89     4250 SH       DEFINED 01 05               0     4250        0
HEALTH MGMT ASSOC              COM              421933102     1409    66980 SH       DEFINED 01 02               0    66980        0
HEALTHCARE RLTY TR             COM              421946104        3      110 SH       DEFINED 01                110        0        0
HEALTH CARE REIT INC           COM              42217K106        2      103 SH       DEFINED 01                103        0        0
HEALTH NET INC                 COM              42222G108     3874   222552 SH       DEFINED 01             222552        0        0
HEALTH NET INC                 COM              42222G108        7      400 SH       DEFINED 01 02               0      400        0
HEALTH NET INC                 COM              42222G108      171     9800 SH       DEFINED 01 05               0     9800        0
HEARST-ARGYLE TELEVI           COM              422317107        5      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS IN TRANSP TR COM              422347104     2282   100122 SH       DEFINED 01             100122        0        0
HEIDRICK & STRUGGLES           COM              422819102     1307    64291 SH       DEFINED 01              64291        0        0
HEINZ (H.J.)                   COM              423074103      205     5018 SH       DEFINED 01               5018        0        0
HEINZ (H.J.)                   COM              423074103     3526    86235 SH       DEFINED 01 03               0    86235        0
HEINZ (H.J.)                   COM              423074103       65     1597 SH       DEFINED 01 05               0     1597        0
UNICREDITO                     COM              4232445         60    14000 SH       DEFINED 01 10           14000        0        0
HELIX TECHNOLOGY               COM              423319102     5099   167274 SH       DEFINED 01             167274        0        0
HELIX TECHNOLOGY               COM              423319102        4      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102       98     3200 SH       DEFINED 01 05               0     3200        0
HELLER FINANCIAL     HF        COM              423328103        6      148 SH       DEFINED 01                148        0        0
HELMERICH & PAYNE              COM              423452101      144     4657 SH       DEFINED 01               4657        0        0
ALPHA BANK                     COM              4235864         13      620 SH       DEFINED 01 10             620        0        0
CREDIT SUISS                   COM              4245614        133      810 SH       DEFINED 01 10             810        0        0
D'IETEREN TR                   COM              4247494          2       13 SH       DEFINED 01 10              13        0        0
D S 1912 DK1000                COM              4248754         21        3 SH       DEFINED 01 10               3        0        0
D/S SVENBORG                   COM              4253048         18        2 SH       DEFINED 01 10               2        0        0
DELHAIZE-LE                    COM              4262118          6      100 SH       DEFINED 01 10             100        0        0
HENRY (JACK) & ASSOC           COM              426281101     4788   154419 SH       DEFINED 01             154419        0        0
HENRY (JACK) & ASSOC           COM              426281101        2       80 SH       DEFINED 01 02               0       80        0
HENRY (JACK) & ASSOC           COM              426281101      127     4098 SH       DEFINED 01 05               0     4098        0
DNB HOLDING ASA                COM              4263304          8     1900 SH       DEFINED 01 10            1900        0        0
HERCULES INC                   COM              427056106       22     1938 SH       DEFINED 01               1938        0        0
HERCULES INC                   COM              427056106      302    26713 SH       DEFINED 01 03               0    26713        0
HERCULES INC                   COM              427056106        6      494 SH       DEFINED 01 05               0      494        0
HERSHEY FOODS                  COM              427866108      165     2668 SH       DEFINED 01               2668        0        0
HERSHEY FOODS                  COM              427866108     2086    33798 SH       DEFINED 01 03               0    33798        0
HERSHEY FOODS                  COM              427866108    37065   600626 SH       DEFINED 01 05               0   600626        0
HEWLETT PACKARD                COM              428236103     1888    66000 SH       DEFINED 01                  0    66000        0
HEWLETT PACKARD                COM              428236103   134800  4713251 SH       DEFINED 01            4713251        0        0
HEWLETT PACKARD                COM              428236103      118     4113 SH       DEFINED 01 02               0     4113        0
HEWLETT PACKARD                COM              428236103    14829   518501 SH       DEFINED 01 03               0   518501        0
HEWLETT PACKARD                COM              428236103    23304   814800 SH       DEFINED 01 05               0   814800        0
HI / FN  INC                   COM              428358105        4      280 SH       DEFINED 01 02               0      280        0
HIBERNIA CORP                  COM              428656102      833    46842 SH       DEFINED 01              46842        0        0
HICKORY TECHNOLOGY C           COM              429060106        2      100 SH       DEFINED 01 02               0      100        0
ELECTRABEL                     COM              4294791         29      148 SH       DEFINED 01 10             148        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH       DEFINED 01                 86        0        0
ESSILOR INTL                   COM              4303761          7       23 SH       DEFINED 01 10              23        0        0
ELAN CORP PLC                  COM              4305507         52      841 SH       DEFINED 01 10             841        0        0
ELKEM ASA                      COM              4310385          2      135 SH       DEFINED 01 10             135        0        0
HIGHWOOD PROPERTY              COM              431284108       10      374 SH       DEFINED 01                374        0        0
HILB ROGAL & HAMILTO           COM              431294107     2803    64056 SH       DEFINED 01              64056        0        0
HILB ROGAL & HAMILTO           COM              431294107       70     1600 SH       DEFINED 01 05               0     1600        0
HILLENBRAND IND                COM              431573104       95     1666 SH       DEFINED 01               1666        0        0
BAYER                          COM              4325419         44      900 SH       DEFINED 01 10             900        0        0
HILTON HOTELS                  COM              432848109       62     5321 SH       DEFINED 01               5321        0        0
HILTON HOTELS                  COM              432848109     1058    91211 SH       DEFINED 01 03               0    91211        0
HILTON HOTELS                  COM              432848109       20     1689 SH       DEFINED 01 05               0     1689        0
HINDUSTAN LEVER LIMITED        COM              433099991     2960   678000 SH       DEFINED 01             678000        0        0
HINDUSTAN LEVER LIMITED        COM              433099991       61    14000 SH       DEFINED 01 05               0    14000        0
HITACHI LTD ORD                COM              433578101    28887  2941000 SH       DEFINED 01            2941000        0        0
HITACHI LTD ORD                COM              433578101     7864   800600 SH       DEFINED 01 03               0   800600        0
HITACHI LTD ADR                COM              433578507    34646   350000 SH       DEFINED 01             350000        0        0
HITACHI LTD ADR                COM              433578507     1041    10520 SH       DEFINED 01 05               0    10520        0
HISPANIC BROADCASTING          COM              43357B104       83     2886 SH       DEFINED 01               2886        0        0
HISPANIC BROADCASTING          COM              43357B104    11476   400000 SH       DEFINED 01 05               0   400000        0
HK EXCHANGES & CLEAR (0388)    COM              434150991     2108  1183195 SH       DEFINED 01 03               0  1183195        0
GEORG FISCHE                   COM              4341783          2       10 SH       DEFINED 01 10              10        0        0
HOLLINGER INTL INC             COM              435569108        8      585 SH       DEFINED 01                585        0        0
SYNGENTA AG                    COM              4356646         14      272 SH       DEFINED 01 10             272        0        0
FLUGHAFFEN WIEN AG             COM              4359690          1       27 SH       DEFINED 01 10              27        0        0
HOLLYWOOD ENTERTAINM           COM              436141105        1      150 SH       DEFINED 01                150        0        0
HOLOGIC                        COM              436440101      312    45938 SH       DEFINED 01              45938        0        0
HOME DEPOT                     COM              437076102    44045   946200 SH       DEFINED 11 12 13            0   946200        0
HOME DEPOT                     COM              437076102     8132   174700 SH       DEFINED 12 12               0   174700        0
HOME DEPOT INC                 COM              437076102    26417   567500 SH       DEFINED 01                  0   567500        0
HOME DEPOT INC                 COM              437076102   605486 13007233 SH       DEFINED 01           13007233        0        0
HOME DEPOT INC                 COM              437076102    97829  2101609 SH       DEFINED 01 02               0  2101609        0
HOME DEPOT INC                 COM              437076102    30952   664910 SH       DEFINED 01 03               0   664910        0
HOME DEPOT INC                 COM              437076102   170101  3654150 SH       DEFINED 01 05               0  3654150        0
ZELTIA SA                      COM              4370839          5      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES                COM              437306103        2       73 SH       DEFINED 01                 73        0        0
GENERALI HLD                   COM              4373645          2       18 SH       DEFINED 01 10              18        0        0
HOMESTAKE MINING               COM              437614100     3912   504809 SH       DEFINED 01             504809        0        0
HOMESTAKE MINING               COM              437614100      505    65128 SH       DEFINED 01 03               0    65128        0
HOMESTAKE MINING               COM              437614100        9     1206 SH       DEFINED 01 05               0     1206        0
HOMESTORE.COM                  COM              437852106      274     7845 SH       DEFINED 01               7845        0        0
PUBLICIS GROUPE SA             COM              4380429          8      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102      120     9840 SH       DEFINED 01 05               0     9840        0
HON INDUSTRIES                 COM              438092108       45     1840 SH       DEFINED 01               1840        0        0
HONDA ORD            JP;7267   COM              438120990    18850   429000 SH       DEFINED 01             429000        0        0
HONDA ORD            JP;7267   COM              438120990    34403   783000 SH       DEFINED 01 05               0   783000        0
HONEYWELL INTL                 COM              438516106    66366  1896726 SH       DEFINED 01            1896726        0        0
HONEYWELL INTL                 COM              438516106     8508   243156 SH       DEFINED 01 03               0   243156        0
HONEYWELL INTL                 COM              438516106    15853   453058 SH       DEFINED 01 05               0   453058        0
HONEYWELL INTL INC             COM              438516106     1400    40000 SH       DEFINED 01                  0    40000        0
HON HAI PRECISION    TW;2317   COM              438800997     5028   956380 SH       DEFINED 01             956380        0        0
HOOPER HOLMES INC              COM              439104100     1971   192236 SH       DEFINED 01             192236        0        0
GECINA                         COM              4391807          4       44 SH       DEFINED 01 10              44        0        0
HORACE MANN EDUCATOR           COM              440327104       30     1385 SH       DEFINED 01               1385        0        0
HORIZON OFFSHORE INC           COM              44043J105        1      100 SH       DEFINED 01 02               0      100        0
HORIZON OFFSHORE, INC.         COM              44043J105      180    13300 SH       DEFINED 01              13300        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      526    26625 SH       DEFINED 01              26625        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      105     5325 SH       DEFINED 01 05               0     5325        0
HORMEL                         COM              440452100       90     3691 SH       DEFINED 01               3691        0        0
HOSIERY CORP "A" WTS           COM              441016102        1    10000 SH       DEFINED 01              10000        0        0
HOSPITALITY PROP               COM              44106M102       10      368 SH       DEFINED 01                368        0        0
HOST MARRIOTT                  COM              44107P104        5      375 SH       DEFINED 01                375        0        0
HOT TOPIC                      COM              441339108     5519   177480 SH       DEFINED 01             177480        0        0
HOT TOPIC                      COM              441339108        4      140 SH       DEFINED 01 02               0      140        0
HOT TOPIC                      COM              441339108      149     4800 SH       DEFINED 01 05               0     4800        0
HOTEL RESERVA  CL A            COM              441451101        5      100 SH       DEFINED 01 02               0      100        0
HOTJOBS COM INC                COM              441474103        1       75 SH       DEFINED 01                 75        0        0
HOUGHTON MIFFLIN CO            COM              441560109       50      834 SH       DEFINED 01                834        0        0
HOUSEHOLD INTL                 COM              441815107      663     9951 SH       DEFINED 01               9951        0        0
HOUSEHOLD INTL                 COM              441815107     7651   114711 SH       DEFINED 01 03               0   114711        0
HOUSEHOLD INTL                 COM              441815107      142     2125 SH       DEFINED 01 05               0     2125        0
COCA-COLA HELLENIC BOT.        COM              4420723          5      420 SH       DEFINED 01 10             420        0        0
HOUSTON EXPLOR                 COM              442120101        3       98 SH       DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         29     2226 SH       DEFINED 01 10            2226        0        0
INSTUMENTAR                    COM              4434166          3      100 SH       DEFINED 01 10             100        0        0
HUBBELL INC C/B                COM              443510201       48     1670 SH       DEFINED 01               1670        0        0
HUDSON CITY BANCORP            COM              443683107        0        2 SH       DEFINED 01                  2        0        0
IHC CALAND N                   COM              4441155          3       65 SH       DEFINED 01 10              65        0        0
HUDSON UNITED BANC             COM              444165104     3554   139406 SH       DEFINED 01             139406        0        0
HUFFY CORP                     COM              444356109      292    30307 SH       DEFINED 01              30307        0        0
HUGHES SUPPLY                  COM              444482103     1657    70059 SH       DEFINED 01              70059        0        0
HUMANA                         COM              444859102       25     2509 SH       DEFINED 01               2509        0        0
HUMANA                         COM              444859102        7      700 SH       DEFINED 01 02               0      700        0
HUMANA                         COM              444859102      414    42039 SH       DEFINED 01 03               0    42039        0
HUMANA                         COM              444859102        8      778 SH       DEFINED 01 05               0      778        0
HUMAN GENOME SCIENCE           COM              444903108      182     3026 SH       DEFINED 01               3026        0        0
IRISH LIFE &                   COM              4455253          8      684 SH       DEFINED 01 10             684        0        0
J.B. HUNT TRANSPORT            COM              445658107       19     1029 SH       DEFINED 01               1029        0        0
SNIA ORDS                      COM              4457594          2     1300 SH       DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          3       34 SH       DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARES          COM              446150104       56     3478 SH       DEFINED 01               3478        0        0
HUNTINGTON BANCSHARES          COM              446150104     1015    62071 SH       DEFINED 01 03               0    62071        0
HUNTINGTON BANCSHARES          COM              446150104       19     1149 SH       DEFINED 01 05               0     1149        0
JERONIMO MAR                   COM              4477235          1      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECH                COM              448407106     1413    74151 SH       DEFINED 01              74151        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUT NEW             COM              448924100       69     2188 SH       DEFINED 01               2188        0        0
IDT CORP                       COM              448947101        1       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          1      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     1436    95786 SH       DEFINED 01              95786        0        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
IBP INC                        COM              449223106       78     3097 SH       DEFINED 01               3097        0        0
ICOS CORP                      COM              449295104        6       91 SH       DEFINED 01                 91        0        0
IDEC PHARM                     COM              449370105   126712  1871967 SH       DEFINED 01 02               0  1871967        0
IDEC PHARMACEUTICALS           COM              449370105    62269   919927 SH       DEFINED 01             919927        0        0
IDEC PHARMACEUTICALS           COM              449370105     5869    86700 SH       DEFINED 01 03               0    86700        0
IDEC PHARMACEUTICALS           COM              449370105    27254   402633 SH       DEFINED 01 05               0   402633        0
IDX SYSTEMS                    COM              449491109        1      120 SH       DEFINED 01                120        0        0
IGEN INC                       COM              449536101        2       77 SH       DEFINED 01                 77        0        0
IHOP CORP NEW                  COM              449623107     1601    59612 SH       DEFINED 01              59612        0        0
IMC GLOBAL INC                 COM              449669100       32     3184 SH       DEFINED 01               3184        0        0
IMCO RECYCLING INC             COM              449681105      335    47157 SH       DEFINED 01              47157        0        0
I-MAY INC                      COM              44973Q103      244    18100 SH       DEFINED 01              18100        0        0
KBC                            COM              4497749         29      808 SH       DEFINED 01 10             808        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      296    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115       63     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH INC                 COM              449934108      285    10000 SH       DEFINED 01                  0    10000        0
IMS HEALTH INC                 COM              449934108      121     4248 SH       DEFINED 01               4248        0        0
IMS HEALTH INC                 COM              449934108     2077    72874 SH       DEFINED 01 03               0    72874        0
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LAFARGE                        COM              4502706         27      318 SH       DEFINED 01 10             318        0        0
ITC GDR 144A                   COM              450318100      141     8571 SH       DEFINED 01 05               0     8571        0
ITC DELTACOM INC               COM              45031T104        1      296 SH       DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        5      185 SH       DEFINED 01                185        0        0
ITC LIMITED                    COM              45031U994     6777   422288 SH       DEFINED 01             422288        0        0
ITT EDUCATIONAL SVCS           COM              45068B109     3162    70257 SH       DEFINED 01              70257        0        0
ITXC CORP                      COM              45069F109        1      100 SH       DEFINED 01                100        0        0
IXL ENTERPRISES INC            COM              450718101        0      304 SH       DEFINED 01                304        0        0
IXIA                           COM              45071R109      213    11195 SH       DEFINED 01              11195        0        0
IBASIS INC                     COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBEAM BROADCAST CORP           COM              45073P101        0      310 SH       DEFINED 01                310        0        0
ITT INDUSTRIES                 COM              450911102      806    18217 SH       DEFINED 01              18217        0        0
ITT INDUSTRIES                 COM              450911102      963    21753 SH       DEFINED 01 03               0    21753        0
ITT INDUSTRIES                 COM              450911102       18      402 SH       DEFINED 01 05               0      402        0
IAM GOLD ORD                   COM              450913108     1384   700000 SH       DEFINED 01             700000        0        0
IDACORP INC                    COM              451107106     1328    38047 SH       DEFINED 01              38047        0        0
IDACORP INC                    COM              451107106        6      160 SH       DEFINED 01 02               0      160        0
LEIF HOEGH & CO.               COM              4512017          1      163 SH       DEFINED 01 10             163        0        0
KEMIRA OYJ                     COM              4513612          3      500 SH       DEFINED 01 10             500        0        0
IDEX CORP                      COM              45167R104     3061    90008 SH       DEFINED 01              90008        0        0
IDEXX LABS INC                 COM              45168D104      563    18000 SH       DEFINED 01                  0    18000        0
IDEXX LABS INC                 COM              45168D104     3044    97404 SH       DEFINED 01              97404        0        0
IGATE CAPITAL CORPORATION      COM              45169U105       77    15362 SH       DEFINED 01              15362        0        0
IKON OFFICE SOLUTION           COM              451713101     3848   392579 SH       DEFINED 01             392579        0        0
IKON OFFICE SOLUTION           COM              451713101        6      590 SH       DEFINED 01 02               0      590        0
IKON OFFICE SOLUTION           COM              451713101      176    18000 SH       DEFINED 01 05               0    18000        0
ILEX ONCOLOGY INC              COM              451923106     2825    94500 SH       DEFINED 01              94500        0        0
ILEX ONCOLOGY INC              COM              451923106        3      100 SH       DEFINED 01 02               0      100        0
ILEX ONCOLOGY INC              COM              451923106      117     3900 SH       DEFINED 01 05               0     3900        0
KERRY GROUP                    COM              4519579          5      406 SH       DEFINED 01 10             406        0        0
ILLINOIS TOOL WORKS            COM              452308109    16268   257000 SH       DEFINED 01                  0   257000        0
ILLINOIS TOOL WORKS            COM              452308109   288826  4562820 SH       DEFINED 01            4562820        0        0
ILLINOIS TOOL WORKS            COM              452308109    63266   999515 SH       DEFINED 01 02               0   999515        0
ILLINOIS TOOL WORKS            COM              452308109     6351   100332 SH       DEFINED 01 03               0   100332        0
ILLINOIS TOOL WORKS            COM              452308109    66171  1045349 SH       DEFINED 01 05               0  1045349        0
ILLUMINA INC                   COM              452327109        2      128 SH       DEFINED 01                128        0        0
ILLUMINET                      COM              452334105        2       50 SH       DEFINED 01                 50        0        0
IMATION CORP                   COM              45245A107       25      990 SH       DEFINED 01                990        0        0
IMCLONE SYSTEMS                COM              45245W109        9      172 SH       DEFINED 01                172        0        0
IMCLONE SYSTEMS                COM              45245W109        5       90 SH       DEFINED 01 02               0       90        0
IMANAGE INC                    COM              45245Y105      413   113200 SH       DEFINED 01             113200        0        0
WARTSILA OY                    COM              4525189          2      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        1       85 SH       DEFINED 01                 85        0        0
IMMUNEX                        COM              452528102    11299   636607 SH       DEFINED 01             636607        0        0
IMMUNEX                        COM              452528102      982    55300 SH       DEFINED 01 03               0    55300        0
IMMUNEX                        COM              452528102    21341  1202324 SH       DEFINED 01 05               0  1202324        0
IMMUNEX CORP                   COM              452528102      569    32038 SH       DEFINED 01 02               0    32038        0
IMMUNOGEN INC                  COM              45253H101        4      200 SH       DEFINED 01 02               0      200        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     2252    45000 SH       DEFINED 01              45000        0        0
IMPATH                         COM              45255G101     3050    68855 SH       DEFINED 01              68855        0        0
IMMUNOMEDICS INC               COM              452907108        4      166 SH       DEFINED 01                166        0        0
INAMED CORP                    COM              453235103     1481    60588 SH       DEFINED 01              60588        0        0
INCO LIMITED                   COM              453258402       39     2235 SH       DEFINED 01               2235        0        0
INCO LIMITED                   COM              453258402      776    44972 SH       DEFINED 01 03               0    44972        0
INCO LIMITED                   COM              453258402       14      833 SH       DEFINED 01 05               0      833        0
INCYTE GENOMICS INC            COM              45337C102       48     1978 SH       DEFINED 01               1978        0        0
INDEPENDENCE COMM BK           COM              453414104        3      169 SH       DEFINED 01                169        0        0
INDEPENDENT BK CO MI           COM              453838104     1085    44200 SH       DEFINED 01              44200        0        0
INDEPENDENT BK CO MI           COM              453838104       79     3200 SH       DEFINED 01 05               0     3200        0
LAGARDERE SC                   COM              4547213         15      313 SH       DEFINED 01 10             313        0        0
INNOGY HOLDINGS PLC            COM              455000992     3260  1063243 SH       DEFINED 01            1063243        0        0
INNOGY HOLDINGS PLC            COM              455000992      794   259262 SH       DEFINED 01 03               0   259262        0
INDITEX                        COM              455366997     4216   264184 SH       DEFINED 01 03               0   264184        0
MAYR-MELWKOF KARTON            COM              4563640          1       21 SH       DEFINED 01 10              21        0        0
SMEDVIG ASA-A SHARES           COM              4564665          2      270 SH       DEFINED 01 10             270        0        0
NATUZZI SPA-SP ADR             COM              456478106       46     3300 SH       DEFINED 01               3300        0        0
INDYMAC BANCORP INC            COM              456607100       45     1669 SH       DEFINED 01               1669        0        0
INFINEON TECHNOLOGIES          COM              456625995      506    21585 SH       DEFINED 01              21585        0        0
INET TECH                      COM              45662V105        1      169 SH       DEFINED 01                169        0        0
INFOCURE CORP                  COM              45665A108        0      101 SH       DEFINED 01                101        0        0
INFOCUS CORPORATION            COM              45665B106     2963   145321 SH       DEFINED 01             145321        0        0
INFOCUS CORPORATION            COM              45665B106        4      200 SH       DEFINED 01 02               0      200        0
INFOCUS CORPORATION            COM              45665B106      128     6300 SH       DEFINED 01 05               0     6300        0
INFORMATICA CORP               COM              45666Q102        4      218 SH       DEFINED 01                218        0        0
INFORMATICA CORP               COM              45666Q102        3      200 SH       DEFINED 01 02               0      200        0
INFONET SERVICES               COM              45666T106        6      722 SH       DEFINED 01                722        0        0
INFORMATION HLDS INC           COM              456727106     2067    63992 SH       DEFINED 01              63992        0        0
INFORMIX CORP                  COM              456779107      397    68000 SH       DEFINED 01                  0    68000        0
INFORMIX CORP                  COM              456779107       47     8072 SH       DEFINED 01               8072        0        0
Infospace Com Inc              COM              45678T102    56332  1157152 SH       DEFINED 1             1157152        0        0
INFOSPACE INC                  COM              45678T102        8     2164 SH       DEFINED 01               2164        0        0
INGERSOLL-RAND CO              COM              456866102    87567  2125404 SH       DEFINED 01            2125404        0        0
INGERSOLL-RAND CO              COM              456866102     3223    78241 SH       DEFINED 01 03               0    78241        0
INGERSOLL-RAND CO              COM              456866102     1620    39322 SH       DEFINED 01 05               0    39322        0
INFORMATION RESOURCE           COM              456905108      889    86012 SH       DEFINED 01              86012        0        0
INGRAM MICRO                   COM              457153104        4      266 SH       DEFINED 01                266        0        0
INHALE THERAPEUTIC             COM              457191104        3      146 SH       DEFINED 01                146        0        0
INKINE PHARMACEUTICAL          COM              457214104      150    30600 SH       DEFINED 01              30600        0        0
INKTOMI CORP                   COM              457277101       30     3109 SH       DEFINED 01               3109        0        0
MEDIOBANCA S                   COM              4574813         16     1500 SH       DEFINED 01 10            1500        0        0
INNOVEX INC                    COM              457647105      163    44404 SH       DEFINED 01              44404        0        0
INPUT/OUTPUT INC               COM              457652105     1922   151313 SH       DEFINED 01             151313        0        0
INPUT/OUTPUT INC               COM              457652105        3      260 SH       DEFINED 01 02               0      260        0
INSIGHT ENTERPRISES            COM              45765U103     6689   272988 SH       DEFINED 01             272988        0        0
INSIGHT ENTERPRISES            COM              45765U103        3      140 SH       DEFINED 01 02               0      140        0
INSIGHT ENTERPRISES            COM              45765U103      169     6900 SH       DEFINED 01 05               0     6900        0
INSITUFORM TECH INC            COM              457667103     8909   244089 SH       DEFINED 01             244089        0        0
INSITUFORM TECH INC            COM              457667103        5      140 SH       DEFINED 01 02               0      140        0
INSITUFORM TECH INC            COM              457667103      172     4700 SH       DEFINED 01 05               0     4700        0
INSMED INC                     COM              457669208      315    35000 SH       DEFINED 01              35000        0        0
INSIGHT COMM INC               COM              45768V108     3056   122254 SH       DEFINED 01             122254        0        0
INSIGHT COMM INC               COM              45768V108        5      190 SH       DEFINED 01 02               0      190        0
INSIGHT COMM INC               COM              45768V108      118     4700 SH       DEFINED 01 05               0     4700        0
INRANGE TECHNOLOGIES           COM              45769V206     2042   133000 SH       DEFINED 01             133000        0        0
INRANGE TECHNOLOGIES           COM              45769V206        3      170 SH       DEFINED 01 02               0      170        0
INRANGE TECHNOLOGIES           COM              45769V206       89     5800 SH       DEFINED 01 05               0     5800        0
INSPIRE PHARMACEUTICALS        COM              457733103       50     3600 SH       DEFINED 01               3600        0        0
INSURANCE AUTO AUCTS           COM              457875102      590    34734 SH       DEFINED 01              34734        0        0
PROSIEBEN SAT.1 -- (DEM)       COM              4579131          5      357 SH       DEFINED 01 10             357        0        0
INSUR SERV OFFICE IN           COM              45806@109      247    11767 SH       DEFINED 01                  0    11767        0
INSWEB CORP                    COM              45809K103        0      103 SH       DEFINED 01                103        0        0
INTEGRATED DEV TECH            COM              458118106       91     2849 SH       DEFINED 01               2849        0        0
INTEGRATED ELECTRICA           COM              45811E103        0       41 SH       DEFINED 01                 41        0        0
INTERGRATED CIRCUT             COM              45811K208    11592   603736 SH       DEFINED 01             603736        0        0
INTERGRATED CIRCUT             COM              45811K208       83     4300 SH       DEFINED 01 02               0     4300        0
INTERGRATED CIRCUT             COM              45811K208    10272   535000 SH       DEFINED 01 05               0   535000        0
INTEGRATED SILICON             COM              45812P107        4      290 SH       DEFINED 01 02               0      290        0
INTEL                          COM              458140100    17026   582068 SH       DEFINED 01                  0   582068        0
INTEL                          COM              458140100   799017 27316841 SH       DEFINED 01           27316841        0        0
INTEL                          COM              458140100   120733  4127460 SH       DEFINED 01 02               0  4127460        0
INTEL                          COM              458140100    54760  1872168 SH       DEFINED 01 03               0  1872168        0
INTEL                          COM              458140100   228501  7812007 SH       DEFINED 01 05               0  7812007        0
INTEL CORP                     COM              458140100       64     2200 SH       DEFINED 11 12 13            0     2200        0
INTEL CORP                     COM              458140100    80242  2743300 SH       DEFINED 12 12 13            0  2743300        0
INTEL CORP                     COM              458140100     6625   226500 SH       DEFINED 13 12               0   226500        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
INTER-TEL                      COM              458372109      866    72696 SH       DEFINED 01              72696        0        0
INTERCEPT GROUP                COM              45845L107      243     6400 SH       DEFINED 01               6400        0        0
INTERFACE FLRNG SYS            COM              458665106     2176   290104 SH       DEFINED 01             290104        0        0
INTERFACE FLRNG SYS            COM              458665106       75    10000 SH       DEFINED 01 05               0    10000        0
INTERDIGITAL COMM CO           COM              45866A105        3      228 SH       DEFINED 01                228        0        0
INTERGRAPH CORPORATION         COM              458683109      310    20100 SH       DEFINED 01              20100        0        0
INTERNET SOFTWARE              COM              458742103        0      133 SH       DEFINED 01                133        0        0
INTERMAGNETICS GENER           COM              458771102     2823    87141 SH       DEFINED 01              87141        0        0
INTERMAGNETICS GENER           COM              458771102        4      110 SH       DEFINED 01 02               0      110        0
INTERMAGNETICS GENER           COM              458771102       65     2000 SH       DEFINED 01 05               0     2000        0
INTERMEDIA COMM FL             COM              458801107        4      302 SH       DEFINED 01                302        0        0
INTERMEDIA COMM FL             COM              458801107        4      285 SH       DEFINED 01 02               0      285        0
INTERMEDIA PIK PFD B  03 31 20 PRF              458801404    29984    29984 SH       DEFINED 01              29984        0        0
INTERMEDIA PIK PFD B  03 31 20 PRF              458801404     7240     7240 SH       DEFINED 01 05               0     7240        0
INTERMEDIA COMM FL   RESTRICTE COM              458801974      319    21391 SH       DEFINED 01              21391        0        0
INTERMEDIA COMM FL   RESTRICTE COM              458801974      169    11355 SH       DEFINED 01 05               0    11355        0
INTERMET CORP                  COM              45881K104      425    75178 SH       DEFINED 01              75178        0        0
MICHELIN(CGD                   COM              4588364          9      300 SH       DEFINED 01 10             300        0        0
INTERMUNE INC                  COM              45884X103        5      133 SH       DEFINED 01                133        0        0
INTERMUNE INC                  COM              45884X103        4      100 SH       DEFINED 01 02               0      100        0
INTERMUNE INC                  COM              45884X103    14996   421000 SH       DEFINED 01 05               0   421000        0
INTERNAP NETWORKS              COM              45885A102        2      639 SH       DEFINED 01                639        0        0
DANSKE BANK                    COM              4588825         35     1960 SH       DEFINED 01 10            1960        0        0
International Alum Corp        COM              458884103        0        1 SH       DEFINED 1                   1        0        0
INTERNATIONAL BNCSHR           COM              459044103        3       68 SH       DEFINED 01                 68        0        0
IBM                            COM              459200101   992368  8782024 SH       DEFINED 01            8782024        0        0
IBM                            COM              459200101    51617   456792 SH       DEFINED 01 03               0   456792        0
IBM                            COM              459200101   222583  1969772 SH       DEFINED 01 05               0  1969772        0
INTL BUSINESS MACH             COM              459200101      421     3724 SH       DEFINED 01 02               0     3724        0
INTL FLAVORS & FRAG            COM              459506101       34     1342 SH       DEFINED 01               1342        0        0
INTL FLAVORS & FRAG            COM              459506101      595    23692 SH       DEFINED 01 03               0    23692        0
INTL FLAVORS & FRAG            COM              459506101       11      438 SH       DEFINED 01 05               0      438        0
INTL FIBERCOM INC              COM              45950T101      264   105664 SH       DEFINED 01             105664        0        0
DOUGLAS HLDG                   COM              4596680          3      100 SH       DEFINED 01 10             100        0        0
CONTINENTAL                    COM              4598589          4      300 SH       DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102     1252    19991 SH       DEFINED 01              19991        0        0
INTL MULTIFOODS                COM              460043102     1154    55611 SH       DEFINED 01              55611        0        0
ING GROEP NV                   COM              460122997    48577   743258 SH       DEFINED 01             743258        0        0
ING GROEP NV                   COM              460122997    13244   202643 SH       DEFINED 01 03               0   202643        0
ING GROEP NV                   COM              460122997    28932   442672 SH       DEFINED 01 05               0   442672        0
INTERNATIONAL PAPER            COM              460146103     5681   159145 SH       DEFINED 01                  0   159145        0
INTERNATIONAL PAPER            COM              460146103   140901  3946745 SH       DEFINED 01            3946745        0        0
INTERNATIONAL PAPER            COM              460146103    17836   499620 SH       DEFINED 01 02               0   499620        0
INTERNATIONAL PAPER            COM              460146103     6328   177262 SH       DEFINED 01 03               0   177262        0
INTERNATIONAL PAPER            COM              460146103     1024    28685 SH       DEFINED 01 05               0    28685        0
INTL RECTIFIER CORP            COM              460254105       57     1681 SH       DEFINED 01               1681        0        0
INTL SPEEDWAY                  COM              460335201       59     1411 SH       DEFINED 01               1411        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              46059S101      111   444258 SH       DEFINED 1              444258        0        0
INTERNET SECURITY SYSTEMS      COM              46060X107      204     4196 SH       DEFINED 01               4196        0        0
INTERPUBLIC GROUP              COM              460690100    31158  1061635 SH       DEFINED 01            1061635        0        0
INTERPUBLIC GROUP              COM              460690100     2709    92289 SH       DEFINED 01 03               0    92289        0
INTERPUBLIC GROUP              COM              460690100       50     1718 SH       DEFINED 01 05               0     1718        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100     5213   177600 SH       DEFINED 11 12               0   177600        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100    30718  1046600 SH       DEFINED 11 12 13            0  1046600        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100       73     2500 SH       DEFINED 12 12 13            0     2500        0
INTERSIL CORPORATION           COM              46069S109     9309   255730 SH       DEFINED 01             255730        0        0
INTERSIL CORPORATION           COM              46069S109    63449  1743037 SH       DEFINED 01 02               0  1743037        0
INTERSIL CORPORATION           COM              46069S109      333     9150 SH       DEFINED 01 03               0     9150        0
INTERSIL CORPORATION           COM              46069S109     6807   187000 SH       DEFINED 01 05               0   187000        0
INTERSTATE BAKERIES            COM              46072H108       22     1368 SH       DEFINED 01               1368        0        0
INTRAWEST CORP                 COM              460915200       97     5100 SH       DEFINED 01               5100        0        0
INTRANET SOLUTIONS             COM              460939309     3786    99506 SH       DEFINED 01              99506        0        0
INTRANET SOLUTIONS             COM              460939309        5      125 SH       DEFINED 01 02               0      125        0
INTRANET SOLUTIONS             COM              460939309      139     3644 SH       DEFINED 01 05               0     3644        0
INTERTRUST TECH                COM              46113Q109        0      360 SH       DEFINED 01                360        0        0
INTERVOICE-BRITE INC           COM              461142101     1083    98454 SH       DEFINED 01              98454        0        0
INTERWORLD CORPORATION         COM              46114Q207        0        1 SH       DEFINED 01                  1        0        0
INTERWOVEN INC                 COM              46114T102     3577   211665 SH       DEFINED 01             211665        0        0
INTERWOVEN INC                 COM              46114T102        5      270 SH       DEFINED 01 02               0      270        0
INTERWOVEN INC                 COM              46114T102      150     8900 SH       DEFINED 01 05               0     8900        0
INTIMATE BRANDS                COM              461156101      538    35700 SH       DEFINED 01                  0    35700        0
INTIMATE BRANDS                COM              461156101       16     1033 SH       DEFINED 01               1033        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTUIT                         COM              461202103    12350   308817 SH       DEFINED 01             308817        0        0
INTUIT                         COM              461202103    58411  1460590 SH       DEFINED 01 02               0  1460590        0
INTUIT                         COM              461202103     4696   117403 SH       DEFINED 01 03               0   117403        0
INTUIT                         COM              461202103       84     2096 SH       DEFINED 01 05               0     2096        0
INVACARE CORP                  COM              461203101     3502    90652 SH       DEFINED 01              90652        0        0
INVACARE CORP                  COM              461203101        8      200 SH       DEFINED 01 02               0      200        0
INTUITIVE SURGICAL             COM              46120E107      230    17000 SH       DEFINED 01              17000        0        0
INVERNESS MED TECH             COM              461268104        6      170 SH       DEFINED 01                170        0        0
UNAXIS HOLDING                 COM              4612757          5       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECH GROUP          COM              46145F105       45      884 SH       DEFINED 01                884        0        0
INVESTMENT TECH GRP            COM              46145F105        5      100 SH       DEFINED 01 02               0      100        0
INVITROGEN                     COM              46185R100    62982   887076 SH       DEFINED 01             887076        0        0
INVITROGEN                     COM              46185R100     5403    76100 SH       DEFINED 01 03               0    76100        0
INVITROGEN                     COM              46185R100    27872   392554 SH       DEFINED 01 05               0   392554        0
INVITROGEN CORP                COM              46185R100    89848  1265487 SH       DEFINED 01 02               0  1265487        0
INVESTORS FINL                 COM              461915100     8767   130848 SH       DEFINED 01             130848        0        0
INVESTORS FINL                 COM              461915100     1065    15900 SH       DEFINED 01 03               0    15900        0
INVESTORS FINL                 COM              461915100      159     2380 SH       DEFINED 01 05               0     2380        0
INVESTORS FINL SERV            COM              461915100    14522   216750 SH       DEFINED 01 02               0   216750        0
IOMEGA CORP                    COM              462030107     1138   476416 SH       DEFINED 01             476416        0        0
IOMEGA CORP                    COM              462030107        2      670 SH       DEFINED 01 02               0      670        0
IOMEGA CORP                    COM              462030107       54    22400 SH       DEFINED 01 05               0    22400        0
IONA TECHNOLOGIES ADR          COM              46206P109      558    14500 SH       DEFINED 01              14500        0        0
IONICS                         COM              462218108     1613    51190 SH       DEFINED 01              51190        0        0
NATL BANK OF GREECE            COM              4625959         24      820 SH       DEFINED 01 10             820        0        0
IRON MOUNTAIN INC              COM              462846106      493    11000 SH       DEFINED 01                  0    11000        0
IRON MOUNTAIN INC              COM              462846106      382     8525 SH       DEFINED 01               8525        0        0
TELEKOM AUSTRIA AG             COM              4635088          2      366 SH       DEFINED 01 10             366        0        0
IRWIN FINL CORP                COM              464119106     1978    78603 SH       DEFINED 01              78603        0        0
IRWIN FINL CORP                COM              464119106        4      140 SH       DEFINED 01 02               0      140        0
IRWIN FINL CORP                COM              464119106      128     5100 SH       DEFINED 01 05               0     5100        0
NORD-EST                       COM              4641193          1       30 SH       DEFINED 01 10              30        0        0
ISHARES MSCI AUSTRAL           COM              464286103        4      460 SH       DEFINED 01 02               0      460        0
ISHARES MSCI CANADA            COM              464286509        3      231 SH       DEFINED 01 02               0      231        0
ISHARES MSCI SINGAPO           COM              464286673        2      302 SH       DEFINED 01 02               0      302        0
ISHARES MSCI JAPAN I           COM              464286848       18     1713 SH       DEFINED 01 02               0     1713        0
ISHARES MSCI HONG KG           COM              464286871        3      307 SH       DEFINED 01 02               0      307        0
ISHARES TRUST DJ US            COM              464287580        7      112 SH       DEFINED 01 02               0      112        0
ISHR RUSS 1000 VALUE           COM              464287598    47803   813800 SH       DEFINED 01             813800        0        0
ISHARES TRUST-S&P400           COM              464287606       20      173 SH       DEFINED 01 02               0      173        0
ISHARES TRUST-S&P              COM              464287861       93     1484 SH       DEFINED 01 02               0     1484        0
NORSK HYDRO                    COM              4645805         30      717 SH       DEFINED 01 10             717        0        0
OMV AG                         COM              4651459          5       60 SH       DEFINED 01 10              60        0        0
ISS A/S                        COM              465199990     2229    38064 SH       DEFINED 01              38064        0        0
ISS A/S                        COM              465199990     6015   102722 SH       DEFINED 01 03               0   102722        0
ITO-YOKADO ORD                 COM              465714103     1521    33000 SH       DEFINED 01 03               0    33000        0
ITRON INC                      COM              465741106      871    45905 SH       DEFINED 01              45905        0        0
I2 TECHNOLOGIES                COM              465754109    19971  1008649 SH       DEFINED 01            1008649        0        0
I2 TECHNOLOGIES                COM              465754109      303    15300 SH       DEFINED 01 02               0    15300        0
IVAX                           COM              465823102     4095   105000 SH       DEFINED 01                  0   105000        0
IVAX                           COM              465823102      991    25411 SH       DEFINED 01              25411        0        0
NOVOZYMES                      COM              4658535          4      175 SH       DEFINED 01 10             175        0        0
IVEX PACKAGING CORP            COM              465855104        8      390 SH       DEFINED 01 02               0      390        0
JDN REALTY CORP                COM              465917102    13401  1000106 SH       DEFINED 01            1000106        0        0
JDN REALTY CORP                COM              465917102      394    29472 SH       DEFINED 01 05               0    29472        0
J & J SNACK FOODS CO           COM              466032109      559    25238 SH       DEFINED 01              25238        0        0
JDS UNIPHASE CORP              COM              46612J101      612    48000 SH       DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101    14531  1139718 SH       DEFINED 01            1139718        0        0
JDS UNIPHASE CORP              COM              46612J101    45707  3585008 SH       DEFINED 01 02               0  3585008        0
JDS UNIPHASE CORP              COM              46612J101     4392   344429 SH       DEFINED 01 03               0   344429        0
JDS UNIPHASE CORP              COM              46612J101     9183   720251 SH       DEFINED 01 05               0   720251        0
OEST                           COM              4661607          9      110 SH       DEFINED 01 10             110        0        0
J. JILL GROUP INC              COM              466189107     2048   101100 SH       DEFINED 01             101100        0        0
J. JILL GROUP INC              COM              466189107        2       90 SH       DEFINED 01 02               0       90        0
J. JILL GROUP INC              COM              466189107       63     3100 SH       DEFINED 01 05               0     3100        0
JLG INDUSTRIES       JLG INDUS COM              466210101     1534   124219 SH       DEFINED 01             124219        0        0
JNI CORP                       COM              46622G105      345    24668 SH       DEFINED 01              24668        0        0
J P MORGAN CHASE               COM              46625H100    43457   974324 SH       DEFINED 01 02               0   974324        0
JP MORGAN CHASE                COM              46625H100    96409  2161652 SH       DEFINED 01            2161652        0        0
JP MORGAN CHASE                COM              46625H100    23698   531336 SH       DEFINED 01 03               0   531336        0
JP MORGAN CHASE                COM              46625H100      997    22345 SH       DEFINED 01 05               0    22345        0
JABIL CIRCUIT                  COM              466313103    24465   792764 SH       DEFINED 01             792764        0        0
JABIL CIRCUIT                  COM              466313103     1460    47304 SH       DEFINED 01 03               0    47304        0
JABIL CIRCUIT                  COM              466313103    39312  1273876 SH       DEFINED 01 05               0  1273876        0
JABIL CIRCUT                   COM              466313103      802    26000 SH       DEFINED 01                  0    26000        0
JABIL CIRCUT                   COM              466313103      176     5700 SH       DEFINED 01 02               0     5700        0
JACK IN THE BOX INC            COM              466367109     3016   115548 SH       DEFINED 01             115548        0        0
JACK IN THE BOX INC            COM              466367109        5      190 SH       DEFINED 01 02               0      190        0
OUTOKUMPU OY                   COM              4665148          4      500 SH       DEFINED 01 10             500        0        0
PERNOD-RICAR                   COM              4682329          9      125 SH       DEFINED 01 10             125        0        0
PEUGEOT SA                     COM              4683827         28      104 SH       DEFINED 01 10             104        0        0
PIRELLI SPA                    COM              4689900         14     5000 SH       DEFINED 01 10            5000        0        0
ASCOM HOLDIN                   COM              4697378          3       56 SH       DEFINED 01 10              56        0        0
JACOBS ENGR GROUP              COM              469814107       54      818 SH       DEFINED 01                818        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC INC              COM              47012E106     1000    53475 SH       DEFINED 01              53475        0        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
KUOMI REISEN NAMEN B           COM              4714750          6       16 SH       DEFINED 01 10              16        0        0
RAS                            COM              4718246         22     1800 SH       DEFINED 01 10            1800        0        0
JEFFERIES GROUP -NEW           COM              472319102     5209   160771 SH       DEFINED 01             160771        0        0
JEFFERIES GROUP -NEW           COM              472319102        4      110 SH       DEFINED 01 02               0      110        0
JEFFERIES GROUP -NEW           COM              472319102      181     5600 SH       DEFINED 01 05               0     5600        0
RAUTARUUKKI OYJ                COM              4727662          2      500 SH       DEFINED 01 10             500        0        0
TOMRA SYSTEM                   COM              4730875          6      400 SH       DEFINED 01 10             400        0        0
TELENOR AS                     COM              4732495          5     1186 SH       DEFINED 01 10            1186        0        0
AGIV AG DEM                    COM              4736011          1      100 SH       DEFINED 01 10             100        0        0
AVENTIS                        COM              4736817        155     1937 SH       DEFINED 01 10            1937        0        0
RINASCENTE(L                   COM              4740034          4     1000 SH       DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844         14      400 SH       DEFINED 01 10             400        0        0
JEFFERSON PILOT                COM              475070108    23732   491145 SH       DEFINED 01             491145        0        0
JEFFERSON PILOT                COM              475070108     1818    37615 SH       DEFINED 01 03               0    37615        0
JEFFERSON PILOT                COM              475070108      696    14413 SH       DEFINED 01 05               0    14413        0
INTERBREW +                    COM              4755317         11      397 SH       DEFINED 01 10             397        0        0
SWATCH GROUP                   COM              4762351          9       40 SH       DEFINED 01 10              40        0        0
SWATCH GROUP                   COM              4762403         10       10 SH       DEFINED 01 10              10        0        0
SKF AB                         COM              4767066          2      100 SH       DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          1      100 SH       DEFINED 01 10             100        0        0
CIE DE ST-GO                   COM              4768371         27      199 SH       DEFINED 01 10             199        0        0
RWE AG                         COM              4768962         49     1233 SH       DEFINED 01 10            1233        0        0
RWE AG                         COM              4769147          6      200 SH       DEFINED 01 10             200        0        0
JO-ANN STORES CL A   JAS.A     COM              47758P109      220    54233 SH       DEFINED 01              54233        0        0
JOHN NUVEEN                    COM              478035108       10      180 SH       DEFINED 01                180        0        0
JOHNSON & JOHNSON              COM              478160104     1568    31360 SH       DEFINED 01                  0    31360        0
JOHNSON & JOHNSON              COM              478160104   273848  5476961 SH       DEFINED 01            5476961        0        0
JOHNSON & JOHNSON              COM              478160104     3297    65949 SH       DEFINED 01 02               0    65949        0
JOHNSON & JOHNSON              COM              478160104    42016   840314 SH       DEFINED 01 03               0   840314        0
JOHNSON & JOHNSON              COM              478160104    47227   944551 SH       DEFINED 01 05               0   944551        0
JOHNSON CONTROLS               COM              478366107      960    13254 SH       DEFINED 01              13254        0        0
JOHNSON CONTROLS               COM              478366107     1557    21488 SH       DEFINED 01 03               0    21488        0
JOHNSON CONTROLS               COM              478366107       29      398 SH       DEFINED 01 05               0      398        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
SEB SA                         COM              4792132          2       34 SH       DEFINED 01 10              34        0        0
JONES APPAREL GROUP            COM              480074103      142     3286 SH       DEFINED 01               3286        0        0
LASALLE PARTNERS               COM              48020Q107        1       46 SH       DEFINED 01                 46        0        0
SIKA FINANZ                    COM              4808084          3       10 SH       DEFINED 01 10              10        0        0
SIMCO                          COM              4809689          3       50 SH       DEFINED 01 10              50        0        0
JOURNAL REGISTER CO            COM              481138105     2997   186147 SH       DEFINED 01             186147        0        0
JOURNAL REGISTER CO            COM              481138105        5      300 SH       DEFINED 01 02               0      300        0
JOURNAL REGISTER CO            COM              481138105      138     8600 SH       DEFINED 01 05               0     8600        0
SIRTI SPA                      COM              4811899          1      500 SH       DEFINED 01 10             500        0        0
SKAND ENSKIL                   COM              4813345         16     1720 SH       DEFINED 01 10            1720        0        0
SMURFIT(JEFF                   COM              4816151          5     2555 SH       DEFINED 01 10            2555        0        0
VINCI                          COM              4818083         16      254 SH       DEFINED 01 10             254        0        0
SGL CARBON AG                  COM              4818351          3      100 SH       DEFINED 01 10             100        0        0
JUNIPER                        COM              48203R104    17990   578479 SH       DEFINED 01 02               0   578479        0
JUNIPER NETWORKS               COM              48203R104   112508  3617634 SH       DEFINED 01            3617634        0        0
JUNIPER NETWORKS               COM              48203R104     1105    35500 SH       DEFINED 01 03               0    35500        0
JUNIPER NETWORKS               COM              48203R104    59187  1903095 SH       DEFINED 01 05               0  1903095        0
JUNO ONLINE SERVICES           COM              482048105        0      131 SH       DEFINED 01                131        0        0
JUPITER MEDIA METRIX INC       COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
SOLVAY SA                      COM              4821100         10      200 SH       DEFINED 01 10             200        0        0
SGS SOCIETE GENERALE           COM              4824778          2       10 SH       DEFINED 01 10              10        0        0
KLA-TENCOR CORP                COM              482480100   110441  1888859 SH       DEFINED 01            1888859        0        0
KLA-TENCOR CORP                COM              482480100    25632   438369 SH       DEFINED 01 02               0   438369        0
KLA-TENCOR CORP                COM              482480100     2681    45858 SH       DEFINED 01 03               0    45858        0
KLA-TENCOR CORP                COM              482480100    15603   266849 SH       DEFINED 01 05               0   266849        0
K-MART CORPORATION             COM              482584109       81     7082 SH       DEFINED 01               7082        0        0
K-MART CORPORATION             COM              482584109     1390   121170 SH       DEFINED 01 03               0   121170        0
K-MART CORPORATION             COM              482584109       26     2244 SH       DEFINED 01 05               0     2244        0
KPMG CONSULTING INC            COM              48265R109        5      335 SH       DEFINED 01                335        0        0
K-SWISS                        COM              482686102      708    29361 SH       DEFINED 01              29361        0        0
K2 INC                         COM              482732104      607    53105 SH       DEFINED 01              53105        0        0
KAISER ALUMINUM CORP           COM              483007100        1      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         20      368 SH       DEFINED 01 10             368        0        0
VIVENDI                        COM              4834777        162     2782 SH       DEFINED 01 10            2782        0        0
KAMAN CORP                     COM              483548103     1172    66230 SH       DEFINED 01              66230        0        0
KANA SOFTWARE INC              COM              483600102        1      608 SH       DEFINED 01                608        0        0
SCHERING AG                    COM              4845757         26      500 SH       DEFINED 01 10             500        0        0
SAP AG                         COM              4846288        101      735 SH       DEFINED 01 10             735        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH       DEFINED 01 10             200        0        0
SWISS REINSURANCE CO. REGD     COM              4850029         78       39 SH       DEFINED 01 10              39        0        0
KANSAS CITY P & L              COM              485134100     1275    51931 SH       DEFINED 01              51931        0        0
KANSAS CITY P & L              COM              485134100        6      230 SH       DEFINED 01 02               0      230        0
KANSAS CITY P & L              COM              485134100       79     3200 SH       DEFINED 01 05               0     3200        0
KANSAS CITY SO                 COM              485170302        5      310 SH       DEFINED 01 02               0      310        0
KANSAS CITY SOUTHERN INDS      COM              485170302     2731   172824 SH       DEFINED 01             172824        0        0
STOREBRAND A                   COM              4852832          4      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          3       10 SH       DEFINED 01 10              10        0        0
KAO (4452)                     COM              485570998     3430   138000 SH       DEFINED 01 03               0   138000        0
SVENSKA CELL                   COM              4865379         11      500 SH       DEFINED 01 10             500        0        0
KAYDON CORP                    COM              486587108       21      829 SH       DEFINED 01                829        0        0
KEANE INC                      COM              486665102       47     2134 SH       DEFINED 01               2134        0        0
KEANE INC                      COM              486665102     8800   400000 SH       DEFINED 01 05               0   400000        0
KB HOME                        COM              48666K109       24      821 SH       DEFINED 01                821        0        0
KB HOME                        COM              48666K109        4      130 SH       DEFINED 01 02               0      130        0
KB HOME                        COM              48666K109      331    10957 SH       DEFINED 01 03               0    10957        0
KB HOME                        COM              48666K109        6      202 SH       DEFINED 01 05               0      202        0
TECHNIP                        COM              4874160          4       34 SH       DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104      995    46736 SH       DEFINED 01              46736        0        0
T.I.M.SPA                      COM              4876746        117    23000 SH       DEFINED 01 10           23000        0        0
KELLOGG CO                     COM              487836108    29170  1005844 SH       DEFINED 01            1005844        0        0
KELLOGG CO                     COM              487836108     2911   100380 SH       DEFINED 01 03               0   100380        0
KELLOGG CO                     COM              487836108       54     1859 SH       DEFINED 01 05               0     1859        0
KELLWOOD             TEXTILES  COM              488044108    23963  1037355 SH       DEFINED 01            1037355        0        0
KELLWOOD             TEXTILES  COM              488044108      661    28619 SH       DEFINED 01 05               0    28619        0
KELLY SERVICES                 COM              488152208       24      968 SH       DEFINED 01                968        0        0
KEMET CORP                     COM              488360108      924    46676 SH       DEFINED 01              46676        0        0
ITALGAS(SOC                    COM              4884073          9     1000 SH       DEFINED 01 10            1000        0        0
KENDLE INTERNATIONAL           COM              48880L107       94     4700 SH       DEFINED 01               4700        0        0
KENNAMETAL INC                 COM              489170100     2681    72637 SH       DEFINED 01              72637        0        0
KENNAMETAL INC                 COM              489170100        7      180 SH       DEFINED 01 02               0      180        0
KENNAMETAL INC                 COM              489170100      181     4900 SH       DEFINED 01 05               0     4900        0
USINOR                         COM              4894544          6      528 SH       DEFINED 01 10             528        0        0
TRELLEBORG SER B               COM              4902384          2      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        261     1865 SH       DEFINED 01 10            1865        0        0
UNION ELEC F                   COM              4913223         13      717 SH       DEFINED 01 10             717        0        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107   119945  1809964 SH       DEFINED 01            1809964        0        0
KERR MCGEE                     COM              492386107      255     3850 SH       DEFINED 01 02               0     3850        0
KERR MCGEE                     COM              492386107     3642    54947 SH       DEFINED 01 03               0    54947        0
KERR MCGEE                     COM              492386107    47051   709982 SH       DEFINED 01 05               0   709982        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     4032    82780 SH       DEFINED 01              82780        0        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     2196    45070 SH       DEFINED 01 05               0    45070        0
STORK NV                       COM              4925701          1       74 SH       DEFINED 01 10              74        0        0
KEY ENERGY SERVICES            COM              492914106     1890   174386 SH       DEFINED 01             174386        0        0
KEY ENERGY SERVICES            COM              492914106        4      400 SH       DEFINED 01 02               0      400        0
KEY ENERGY SERVICES            COM              492914106     5002   461400 SH       DEFINED 01 05               0   461400        0
KEY PRODUCTION CO              COM              493138101      689    41367 SH       DEFINED 01              41367        0        0
KEY PRODUCTION CO              COM              493138101        2      150 SH       DEFINED 01 02               0      150        0
KEYCORP                        COM              493267108      160     6126 SH       DEFINED 01               6126        0        0
KEYCORP                        COM              493267108     2735   104984 SH       DEFINED 01 03               0   104984        0
KEYCORP                        COM              493267108       51     1945 SH       DEFINED 01 05               0     1945        0
KEY3MEDIA GROUP                COM              49326R104        7      581 SH       DEFINED 01                581        0        0
KEYNOTE SYSTEMS INC            COM              493308100        1       55 SH       DEFINED 01                 55        0        0
KEYSPAN CORP                   COM              49337W100    60265  1651982 SH       DEFINED 01            1651982        0        0
KEYSPAN CORP                   COM              49337W100     1239    33970 SH       DEFINED 01 03               0    33970        0
KEYSPAN CORP                   COM              49337W100       23      629 SH       DEFINED 01 05               0      629        0
VALEO                          COM              4937579          7      180 SH       DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          4      300 SH       DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         10      700 SH       DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          1     1580 SH       DEFINED 01 10            1580        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH       DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108        5      178 SH       DEFINED 01                178        0        0
E.ON AG                        COM              4942904         99     1900 SH       DEFINED 01 10            1900        0        0
KIMBERLY CLARK                 COM              494368103     4919    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103    27501   491950 SH       DEFINED 01 02               0   491950        0
KIMBERLY-CLARK                 COM              494368103      963    17232 SH       DEFINED 01              17232        0        0
KIMBERLY-CLARK                 COM              494368103     7548   135017 SH       DEFINED 01 03               0   135017        0
KIMBERLY-CLARK                 COM              494368103      136     2438 SH       DEFINED 01 05               0     2438        0
PECHINEY                       COM              4943792          9      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        4       94 SH       DEFINED 01                 94        0        0
KINDER MORGAN INC              COM              49455P101    21645   430755 SH       DEFINED 01             430755        0        0
KINDER MORGAN INC              COM              49455P101     1422    28304 SH       DEFINED 01 03               0    28304        0
KINDER MORGAN INC              COM              49455P101       26      524 SH       DEFINED 01 05               0      524        0
KING PHARMACEUTICAL            COM              495582108    59754  1111694 SH       DEFINED 01            1111694        0        0
KING PHARMACEUTICAL            COM              495582108    24473   455335 SH       DEFINED 01 02               0   455335        0
KING PHARMACEUTICAL            COM              495582108     5203    96799 SH       DEFINED 01 03               0    96799        0
KING PHARMACEUTICAL            COM              495582108    30010   558335 SH       DEFINED 01 05               0   558335        0
KINGSGATE AU;KCN /AUD          COM              496500992      678  1500000 SH       DEFINED 01            1500000        0        0
KINROSS GOLD CORP              COM              496902107     1265  1500000 SH       DEFINED 01            1500000        0        0
KIRBY CORP                     COM              497266106     1755    71189 SH       DEFINED 01              71189        0        0
KNIGHT RIDDER                  COM              499040103    33653   567525 SH       DEFINED 01             567525        0        0
KNIGHT RIDDER                  COM              499040103     1074    18116 SH       DEFINED 01 03               0    18116        0
KNIGHT RIDDER                  COM              499040103      899    15165 SH       DEFINED 01 05               0    15165        0
KNIGHT TRADING GROUP INC       COM              499063105        6      551 SH       DEFINED 01                551        0        0
KNIGHT TRANSPORTATIO           COM              499064103        3      130 SH       DEFINED 01 02               0      130        0
ZODIAC                         COM              4994693          3       11 SH       DEFINED 01 10              11        0        0
KOGER EQUITY INC               COM              500228101      208    12631 SH       DEFINED 01              12631        0        0
KOHLS CORP                     COM              500255104   128876  2054445 SH       DEFINED 01            2054445        0        0
KOHLS CORP                     COM              500255104    20071   319919 SH       DEFINED 01 02               0   319919        0
KOHLS CORP                     COM              500255104     5168    82387 SH       DEFINED 01 03               0    82387        0
KOHLS CORP                     COM              500255104    66280  1056594 SH       DEFINED 01 05               0  1056594        0
KOOKMIN BANK                   COM              500495999     4515   336500 SH       DEFINED 01             336500        0        0
KOOKMIN BANK                   COM              500495999       94     7000 SH       DEFINED 01 05               0     7000        0
KOPIN                          COM              500600101     2335   192350 SH       DEFINED 01             192350        0        0
KORN FERRY INTL                COM              500643200       16     1027 SH       DEFINED 01               1027        0        0
KORN FERRY INTL                COM              500643200        2      150 SH       DEFINED 01 02               0      150        0
KRAFT FOODS INC                COM              50075N104     6578   212200 SH       DEFINED 12 12               0   212200        0
KRAFT FOODS INC                COM              50075N104    35635  1149500 SH       DEFINED 12 12 13            0  1149500        0
KRAFT FOODS INC                COM              50075N104       90     2900 SH       DEFINED 13 12 13            0     2900        0
KRAFT FOODS INC - A            COM              50075N104    57003  1838800 SH       DEFINED 01            1838800        0        0
KRAFT FOODS INC - A            COM              50075N104    24800   800000 SH       DEFINED 01 05               0   800000        0
KRISPY KREME DOUGHNUTS         COM              501014104        7      174 SH       DEFINED 01                174        0        0
KRISPY KREME DOUGHNUTS         COM              501014104     6000   150000 SH       DEFINED 01 05               0   150000        0
KROGER CO.                     COM              501044101      400    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101    70757  2829638 SH       DEFINED 01 02               0  2829638        0
KROGER COMPANY                 COM              501044101    72683  2907306 SH       DEFINED 01            2907306        0        0
KROGER COMPANY                 COM              501044101     9434   377353 SH       DEFINED 01 03               0   377353        0
KROGER COMPANY                 COM              501044101      929    37169 SH       DEFINED 01 05               0    37169        0
KROLL O GARA                   COM              501050108      628    66359 SH       DEFINED 01              66359        0        0
KRONOS INC                     COM              501052104     1516    37031 SH       DEFINED 01              37031        0        0
KULICKE &SOFFA IND             COM              501242101     2489   145041 SH       DEFINED 01             145041        0        0
KULICKE &SOFFA IND             COM              501242101       10      560 SH       DEFINED 01 02               0      560        0
LTV CORP NEW                   COM              501921100        0      471 SH       DEFINED 01                471        0        0
LNR PPTY CORP                  COM              501940100        4      108 SH       DEFINED 01                108        0        0
CHARGEURS                      COM              5021318          1       15 SH       DEFINED 01 10              15        0        0
LSI LOGIC                      COM              502161102      934    49635 SH       DEFINED 01              49635        0        0
LSI LOGIC                      COM              502161102     1680    89374 SH       DEFINED 01 03               0    89374        0
LSI LOGIC                      COM              502161102       31     1655 SH       DEFINED 01 05               0     1655        0
LTX CORP                       COM              502392103       34     1332 SH       DEFINED 01               1332        0        0
L-3 COMMUNICATIONS             COM              502424104      992    13000 SH       DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS             COM              502424104       80     1053 SH       DEFINED 01               1053        0        0
L-3 COMMUNICATIONS             COM              502424104       76     1000 SH       DEFINED 01 02               0     1000        0
METRO AG                       COM              5041413         30      800 SH       DEFINED 01 10             800        0        0
METRO AG                       COM              5041424          3      100 SH       DEFINED 01 10             100        0        0
LA QUINTA PROPERTIES INC       COM              50419Q409        1      250 SH       DEFINED 01                250        0        0
SWEDISH MATC                   COM              5048566          3      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         17      600 SH       DEFINED 01 10             600        0        0
OTE (HELLENIC TLCM)            COM              5051605         15     1140 SH       DEFINED 01 10            1140        0        0
LA-Z-BOY CHAIR CO              COM              505336107     3304   178618 SH       DEFINED 01             178618        0        0
LABOR READY INC                COM              505401208      628   119927 SH       DEFINED 01             119927        0        0
LAB CORP OF AMERICA            COM              50540R409        6       78 SH       DEFINED 01 02               0       78        0
LABORATORY CORP OF AMERICA HLD COM              50540R409     3611    46960 SH       DEFINED 01              46960        0        0
LABORATORY CORP OF AMERICA HLD COM              50540R409      151     1960 SH       DEFINED 01 05               0     1960        0
LABRANCHE & CO                 COM              505447102       48     1646 SH       DEFINED 01               1646        0        0
LACLEDE GAS CO                 COM              505588103     1420    55888 SH       DEFINED 01              55888        0        0
LAFARGE SA (BEARER)            COM              505861989    22064   258032 SH       DEFINED 01             258032        0        0
LAFARGE SA (BEARER)            COM              505861989     5047    59030 SH       DEFINED 01 03               0    59030        0
LAFARGE SA (BEARER)            COM              505861989    27386   320275 SH       DEFINED 01 05               0   320275        0
LAFARGE                        COM              505862102        7      198 SH       DEFINED 01                198        0        0
ING GROEP NV                   COM              5058877        175     2677 SH       DEFINED 01 10            2677        0        0
PUBLIGROUPE AG                 COM              5064744          2        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060         11      350 SH       DEFINED 01 10             350        0        0
SAS NORGE ASA CL A             COM              5066472          1      135 SH       DEFINED 01 10             135        0        0
HAFSLUND ASA CL A              COM              5067550          1      270 SH       DEFINED 01 10             270        0        0
HAFSLUND ASA CL B              COM              5067561          1      270 SH       DEFINED 01 10             270        0        0
BAYER AG                       COM              5069211         70     1800 SH       DEFINED 01 10            1800        0        0
MEDIASET                       COM              5077946         25     3000 SH       DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         59     1500 SH       DEFINED 01 10            1500        0        0
GEHE AG                        COM              5105182          8      200 SH       DEFINED 01 10             200        0        0
BEIERSDORF A                   COM              5107401         21      200 SH       DEFINED 01 10             200        0        0
HOCHTIEF AG                    COM              5108664          4      200 SH       DEFINED 01 10             200        0        0
FAG KUGELFISCHER               COM              5115998          1      100 SH       DEFINED 01 10             100        0        0
BILFINGER &                    COM              5117381          2      100 SH       DEFINED 01 10             100        0        0
HEIDELBERGER                   COM              5120679          4      100 SH       DEFINED 01 10             100        0        0
DILIGENTIA                     COM              5127261          2      200 SH       DEFINED 01 10             200        0        0
LAM RESEARCH CORP              COM              512807108     1743    58763 SH       DEFINED 01              58763        0        0
LAMAR ADVERTISING              COM              512815101     1196    27186 SH       DEFINED 01              27186        0        0
FRESENIUS ME                   COM              5129074         14      200 SH       DEFINED 01 10             200        0        0
LANCASTER COLONY COR           COM              513847103      847    25678 SH       DEFINED 01              25678        0        0
LANCASTER COLONY COR           COM              513847103        5      150 SH       DEFINED 01 02               0      150        0
LANCASTER COLONY COR           COM              513847103       43     1300 SH       DEFINED 01 05               0     1300        0
PROSEGUR                       COM              5140213          2      157 SH       DEFINED 01 10             157        0        0
ALITALIA LINEE                 COM              5140343          5     4000 SH       DEFINED 01 10            4000        0        0
LANCE INC                      COM              514606102       10      724 SH       DEFINED 01                724        0        0
LANDAMERICA FINL               COM              514936103     1697    53277 SH       DEFINED 01              53277        0        0
LANDS END INC                  COM              515086106       36      882 SH       DEFINED 01                882        0        0
LANDRY'S RESTAURANTS INC       COM              51508L103     1087    63955 SH       DEFINED 01              63955        0        0
LANDSTAR SYSTEM INC            COM              515098101     6070    89229 SH       DEFINED 01              89229        0        0
LANDSTAR SYSTEM INC            COM              515098101        4       60 SH       DEFINED 01 02               0       60        0
LANDSTAR SYSTEM INC            COM              515098101      190     2791 SH       DEFINED 01 05               0     2791        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
LANTRONIX, INC.                COM              516548104      536    52000 SH       DEFINED 01              52000        0        0
FRANCE TELEC                   COM              5176177        120     2525 SH       DEFINED 01 10            2525        0        0
LATITUDE  COMM INC             COM              518292107      150    75069 SH       DEFINED 01              75069        0        0
LATTICE SEMICONDUCTR           COM              518415104     2957   121206 SH       DEFINED 01             121206        0        0
ESTE  LAUDER                   COM              518439104       12      271 SH       DEFINED 01                271        0        0
ROYAL DUTCH                    COM              5202704        335     5826 SH       DEFINED 01 10            5826        0        0
VEDIOR                         COM              5205361          2      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      895    30551 SH       DEFINED 01              30551        0        0
HAGEMEYER                      COM              5209073          5      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL I           COM              521863100     2267    74796 SH       DEFINED 01              74796        0        0
LEAP WIRELESS INTL I           COM              521863100        4      130 SH       DEFINED 01 02               0      130        0
LEAP WIRELESS INTL I           COM              521863100      103     3410 SH       DEFINED 01 05               0     3410        0
LEAR SEATING CORP              COM              521865105        8      240 SH       DEFINED 01 02               0      240        0
LEAR SEATING CORP    LEAR SEAT COM              521865105     4254   121903 SH       DEFINED 01             121903        0        0
LEAR SEATING CORP    LEAR SEAT COM              521865105      174     5000 SH       DEFINED 01 05               0     5000        0
LEARNING TREE INTL             COM              522015106     1678    73100 SH       DEFINED 01              73100        0        0
LEARNING TREE INTL             COM              522015106        2       70 SH       DEFINED 01 02               0       70        0
LEARNING TREE INTL             COM              522015106       76     3300 SH       DEFINED 01 05               0     3300        0
GROUP 4 FALCK A/S              COM              5223459          6       53 SH       DEFINED 01 10              53        0        0
SAMPO-LEONIA PLC               COM              5226038          9     1000 SH       DEFINED 01 10            1000        0        0
HOLLANDSCHE BETON GROEP        COM              5227804          1       83 SH       DEFINED 01 10              83        0        0
ALLIANZ AG                     COM              5231485        189      645 SH       DEFINED 01 10             645        0        0
LECROY CORP                    COM              52324W109     1605    63000 SH       DEFINED 01              63000        0        0
LECROY CORP                    COM              52324W109        2       60 SH       DEFINED 01 02               0       60        0
LECROY CORP                    COM              52324W109       71     2800 SH       DEFINED 01 05               0     2800        0
UPONOR OYJ                     COM              5232671          1      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES INC            COM              523768109       45     1354 SH       DEFINED 01               1354        0        0
LEE ENTERPRISES INC            COM              523768109        5      140 SH       DEFINED 01 02               0      140        0
LEGATO                         COM              524651106      351    22000 SH       DEFINED 01                  0    22000        0
LEGATO                         COM              524651106       41     2622 SH       DEFINED 01               2622        0        0
LEGGETT & PLATT                COM              524660107       63     2862 SH       DEFINED 01               2862        0        0
LEGGETT & PLATT                COM              524660107     1069    48534 SH       DEFINED 01 03               0    48534        0
LEGGETT & PLATT                COM              524660107    22601  1025899 SH       DEFINED 01 05               0  1025899        0
LEGG MASON                     COM              524901105    29941   601719 SH       DEFINED 01             601719        0        0
LEGG MASON                     COM              524901105     6122   123032 SH       DEFINED 01 03               0   123032        0
LEGG MASON                     COM              524901105      116     2324 SH       DEFINED 01 05               0     2324        0
LEGG MASON INC                 COM              524901105   153944  3093749 SH       DEFINED 01 02               0  3093749        0
LEHMAN BROS HOLDINGS           COM              524908100    21800   280375 SH       DEFINED 01 02               0   280375        0
LEHMAN BROTHERS                COM              524908100   260591  3351637 SH       DEFINED 01            3351637        0        0
LEHMAN BROTHERS                COM              524908100    10869   139805 SH       DEFINED 01 03               0   139805        0
LEHMAN BROTHERS                COM              524908100    12034   154788 SH       DEFINED 01 05               0   154788        0
ABN-AMRO HLD                   COM              5250769         77     4082 SH       DEFINED 01 10            4082        0        0
AHOLD (KON)                    COM              5252602         68     2181 SH       DEFINED 01 10            2181        0        0
SAPA AB                        COM              5255850          1      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206         11     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477         10     1000 SH       DEFINED 01 10            1000        0        0
LENNAR CORP                    COM              526057104     2441    58526 SH       DEFINED 01              58526        0        0
LENNAR CORP                    COM              526057104        4       90 SH       DEFINED 01 02               0       90        0
LENNAR CORP                    COM              526057104       96     2300 SH       DEFINED 01 05               0     2300        0
LENNOX INTL                    COM              526107107     1822   166378 SH       DEFINED 01             166378        0        0
LENNOX INTL                    COM              526107107        5      420 SH       DEFINED 01 02               0      420        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
ENDESA SA                      COM              5271782         45     2812 SH       DEFINED 01 10            2812        0        0
LUCADIA NATL CORP              COM              527288104       55     1686 SH       DEFINED 01               1686        0        0
LEVEL 3 COMM                   COM              52729N100      172    31439 SH       DEFINED 01              31439        0        0
DEUTSCHE                       COM              5287488         13      800 SH       DEFINED 01 10             800        0        0
LEXAR MEDIA INC                COM              52886P104        1      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS INC           COM              528872104       65     5213 SH       DEFINED 01               5213        0        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH       DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121        133      474 SH       DEFINED 01 10             474        0        0
TELECOM ITAL                   COM              5297313         10     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         81     9000 SH       DEFINED 01 10            9000        0        0
LEXMARK INTL INC               COM              529771107     1345    20000 SH       DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107      179     2652 SH       DEFINED 01               2652        0        0
LEXMARK INTL INC               COM              529771107     2133    31718 SH       DEFINED 01 03               0    31718        0
LEXMARK INTL INC               COM              529771107       39      587 SH       DEFINED 01 05               0      587        0
BIC                            COM              5298781          4      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1800    45317 SH       DEFINED 01              45317        0        0
LIBERATE TECH                  COM              530129105        6      560 SH       DEFINED 01                560        0        0
LIBERTY CORP  S C              COM              530370105        2       44 SH       DEFINED 01                 44        0        0
LIBERTY FINL COS INC           COM              530512102        3       97 SH       DEFINED 01                 97        0        0
COL TX EXEMPT INS  A           COM              530544402       28     3325 SH       DEFINED 01 02               0     3325        0
LIBERTY GROUP LTD              COM              530555994     3092   429000 SH       DEFINED 01             429000        0        0
LIBERTY GROUP LTD              COM              530555994       60     8350 SH       DEFINED 01 05               0     8350        0
LIBERTY PROPERTY TRU           COM              531172104     1242    41930 SH       DEFINED 01              41930        0        0
LIBERTY PROPERTY TRU           COM              531172104       74     2500 SH       DEFINED 01 05               0     2500        0
LIFEPOINT HOSP INC             COM              53219L109    85193  1924000 SH       DEFINED 01 02               0  1924000        0
LIFEPOINT HOSPITALS            COM              53219L109    17128   386814 SH       DEFINED 01             386814        0        0
LIFEPOINT HOSPITALS            COM              53219L109     3046    68800 SH       DEFINED 01 03               0    68800        0
LIFEPOINT HOSPITALS            COM              53219L109    11359   256526 SH       DEFINED 01 05               0   256526        0
LIFEMINDERS INC                COM              53220Q105        0       62 SH       DEFINED 01                 62        0        0
LIHIR GOLD ORD                 COM              532300993      925  2000000 SH       DEFINED 01            2000000        0        0
ELI LILLY                      COM              532457108     6317    85364 SH       DEFINED 01              85364        0        0
ELI LILLY                      COM              532457108    25567   345478 SH       DEFINED 01 02               0   345478        0
ELI LILLY                      COM              532457108    20743   280307 SH       DEFINED 01 03               0   280307        0
ELI LILLY                      COM              532457108      381     5149 SH       DEFINED 01 05               0     5149        0
LIMITED INC                    COM              532716107      122     7351 SH       DEFINED 01               7351        0        0
LIMITED INC                    COM              532716107     1776   107515 SH       DEFINED 01 03               0   107515        0
LIMITED INC                    COM              532716107       32     1953 SH       DEFINED 01 05               0     1953        0
THE LIMITED INC                COM              532716107    16578  1003233 SH       DEFINED 01 02               0  1003233        0
LINCARE HOLDINGS               COM              532791100    53786  1792270 SH       DEFINED 01            1792270        0        0
LINCARE HOLDINGS               COM              532791100     5140   171300 SH       DEFINED 01 03               0   171300        0
LINCARE HOLDINGS               COM              532791100    16476   549022 SH       DEFINED 01 05               0   549022        0
LINCARE HOLDINGS INC           COM              532791100    72643  2420630 SH       DEFINED 01 02               0  2420630        0
MODERN TIMES                   COM              5328127          4      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047         10      258 SH       DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          4      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HLD           COM              533900106      147     5797 SH       DEFINED 01               5797        0        0
LINCOLN NATIONAL               COM              534187109    47750   922711 SH       DEFINED 01             922711        0        0
LINCOLN NATIONAL               COM              534187109     3522    68045 SH       DEFINED 01 03               0    68045        0
LINCOLN NATIONAL               COM              534187109      753    14528 SH       DEFINED 01 05               0    14528        0
EM TV                          COM              5352353          1      300 SH       DEFINED 01 10             300        0        0
LINDSAY MANUFACTURIN           COM              535555106      798    42003 SH       DEFINED 01              42003        0        0
AUSTRIA TABA                   COM              5355921          4       51 SH       DEFINED 01 10              51        0        0
LINEAR TECHNOLOGY              COM              535678106      621    14047 SH       DEFINED 01              14047        0        0
LINEAR TECHNOLOGY              COM              535678106     3476    78618 SH       DEFINED 01 03               0    78618        0
LINEAR TECHNOLOGY              COM              535678106       64     1456 SH       DEFINED 01 05               0     1456        0
LINEN & THINGS                 COM              535679104     7404   271043 SH       DEFINED 01             271043        0        0
LINEN & THINGS                 COM              535679104        4      130 SH       DEFINED 01 02               0      130        0
LINEN & THINGS                 COM              535679104      169     6200 SH       DEFINED 01 05               0     6200        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
LITTELFUSE INC                 COM              537008104     2401    89600 SH       DEFINED 01              89600        0        0
LITTELFUSE INC                 COM              537008104        4      150 SH       DEFINED 01 02               0      150        0
LITTELFUSE INC                 COM              537008104       91     3400 SH       DEFINED 01 05               0     3400        0
NORDEA                         COM              5380031         41     7199 SH       DEFINED 01 10            7199        0        0
CORTEFIEL SA                   COM              5385564          1       92 SH       DEFINED 01 10              92        0        0
CORP MAPFRE                    COM              5387559          3      142 SH       DEFINED 01 10             142        0        0
LIZ CLAIBORNE                  COM              539320101       38      740 SH       DEFINED 01                740        0        0
LIZ CLAIBORNE                  COM              539320101      656    12998 SH       DEFINED 01 03               0    12998        0
LIZ CLAIBORNE                  COM              539320101       12      240 SH       DEFINED 01 05               0      240        0
LOCAL FINANCIAL CORP           COM              539553107      749    58100 SH       DEFINED 01              58100        0        0
LOCAL FINANCIAL CORP           COM              539553107        2      180 SH       DEFINED 01 02               0      180        0
LOCAL FINANCIAL CORP           COM              539553107       48     3700 SH       DEFINED 01 05               0     3700        0
LOCKHEED MARTIN CORP           COM              539830109    30814   831674 SH       DEFINED 01             831674        0        0
LOCKHEED MARTIN CORP           COM              539830109      170     4600 SH       DEFINED 01 02               0     4600        0
LOCKHEED MARTIN CORP           COM              539830109     3980   107421 SH       DEFINED 01 03               0   107421        0
LOCKHEED MARTIN CORP           COM              539830109       74     1990 SH       DEFINED 01 05               0     1990        0
LOEWS CORP                     COM              540424108   100733  1563441 SH       DEFINED 01            1563441        0        0
LOEWS CORP                     COM              540424108     5778    89674 SH       DEFINED 01 03               0    89674        0
LOEWS CORP                     COM              540424108     1386    21510 SH       DEFINED 01 05               0    21510        0
LONE STAR STEAK HS             COM              542307103        8      601 SH       DEFINED 01                601        0        0
LONE STAR TECHNOLOG            COM              542312103     5816   160659 SH       DEFINED 01             160659        0        0
LONE STAR TECHNOLOG            COM              542312103        5      145 SH       DEFINED 01 02               0      145        0
LONE STAR TECHNOLOG            COM              542312103      116     3200 SH       DEFINED 01 05               0     3200        0
LONGS DRUG STORES              COM              543162101        2       76 SH       DEFINED 01                 76        0        0
LONGVIEW FIBRE WASH            COM              543213102       17     1347 SH       DEFINED 01               1347        0        0
LONMIN                         COM              543399992     1442   100000 SH       DEFINED 01             100000        0        0
LOOKSMART LTD                  COM              543442107        0      427 SH       DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          2      200 SH       DEFINED 01 10             200        0        0
OM AB                          COM              5437744          3      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      128 SH       DEFINED 01 10             128        0        0
TELEPIZZA                      COM              5443365          1      505 SH       DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         12      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          2      150 SH       DEFINED 01 10             150        0        0
GAMBRO AB                      COM              5450031          3      500 SH       DEFINED 01 10             500        0        0
GAMBRO AB                      COM              5450053          1      200 SH       DEFINED 01 10             200        0        0
LOUDEYE TECHNOLOGIES           COM              545754103        0       80 SH       DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         32      749 SH       DEFINED 01 10             749        0        0
ORKLA ASA                      COM              5459715         10      535 SH       DEFINED 01 10             535        0        0
LOUIS DREYFUS NAT GA           COM              546011107     8187   234893 SH       DEFINED 01             234893        0        0
LOUIS DREYFUS NAT GA           COM              546011107      181     5200 SH       DEFINED 01 05               0     5200        0
SKANDIA INSU                   COM              5461572         28     3000 SH       DEFINED 01 10            3000        0        0
SAIRGROUP                      COM              5463471          2       30 SH       DEFINED 01 10              30        0        0
LOUISIANA PAC.                 COM              546347105        6      540 SH       DEFINED 01 02               0      540        0
LOUISIANA-PACIFIC              COM              546347105     3901   332497 SH       DEFINED 01             332497        0        0
LOUISIANA-PACIFIC              COM              546347105      303    25814 SH       DEFINED 01 03               0    25814        0
LOUISIANA-PACIFIC              COM              546347105      177    15078 SH       DEFINED 01 05               0    15078        0
LOUISVILLE G&E PFD             PRF              546676800     1231    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         11      800 SH       DEFINED 01 10             800        0        0
EBRO PULEVA SA                 COM              5468324          3      255 SH       DEFINED 01 10             255        0        0
PETROLEUM GE                   COM              5469372          2      200 SH       DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          4      200 SH       DEFINED 01 10             200        0        0
TNT POST GRO                   COM              5481558         24     1147 SH       DEFINED 01 10            1147        0        0
LOWES CO                       COM              548661107      406     5593 SH       DEFINED 01               5593        0        0
LOWES CO                       COM              548661107     8707   120021 SH       DEFINED 01 03               0   120021        0
LOWES CO                       COM              548661107    19354   266762 SH       DEFINED 01 05               0   266762        0
LUBRIZOL CORP                  COM              549271104     1333    42917 SH       DEFINED 01              42917        0        0
LUBRIZOL CORP                  COM              549271104        4      140 SH       DEFINED 01 02               0      140        0
LUBRIZOL CORP                  COM              549271104       96     3100 SH       DEFINED 01 05               0     3100        0
LUBY'S INC                     COM              549282101      650    66381 SH       DEFINED 01              66381        0        0
LUCENT TECHNOLOGIES            COM              549463107      123    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107      331    53349 SH       DEFINED 01              53349        0        0
LUCENT TECHNOLOGIES            COM              549463107        2      400 SH       DEFINED 01 02               0      400        0
LUCENT TECHNOLOGIES            COM              549463107     5222   842321 SH       DEFINED 01 03               0   842321        0
LUCENT TECHNOLOGIES            COM              549463107       97    15602 SH       DEFINED 01 05               0    15602        0
VOLKSWAGEN A                   COM              5497102         33      700 SH       DEFINED 01 10             700        0        0
VOLKSWAGEN A                   COM              5497168          6      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          4      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906        110     8487 SH       DEFINED 01 10            8487        0        0
LUMINANT WORLDWIDE C           COM              550260103        0       67 SH       DEFINED 01                 67        0        0
LUMINEX CORP                   COM              55027E102     1999   100000 SH       DEFINED 01             100000        0        0
LUMINEX CORP                   COM              55027E102        1       28 SH       DEFINED 01 02               0       28        0
VALLEHERMOSO                   COM              5504789          2      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         43      299 SH       DEFINED 01 10             299        0        0
PORTLAND VALDERRIVAS           COM              5505878          1       57 SH       DEFINED 01 10              57        0        0
LYDALL INC                     COM              550819106      564    46968 SH       DEFINED 01              46968        0        0
BUHRMANN NV                    COM              5516751          2      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL CO           COM              552078107       49     3219 SH       DEFINED 01               3219        0        0
M&T BK CORP                    COM              55261F104     1632    21623 SH       DEFINED 01              21623        0        0
MAF BANCORP                    COM              55261R108     3850   125402 SH       DEFINED 01             125402        0        0
MAF BANCORP                    COM              55261R108        7      240 SH       DEFINED 01 02               0      240        0
MAF BANCORP                    COM              55261R108      126     4100 SH       DEFINED 01 05               0     4100        0
MBIA INC                       COM              55262C100      118     2132 SH       DEFINED 01               2132        0        0
MBIA INC                       COM              55262C100     2042    36668 SH       DEFINED 01 03               0    36668        0
MBIA INC                       COM              55262C100       38      679 SH       DEFINED 01 05               0      679        0
MBNA                           COM              55262L100     5206   158000 SH       DEFINED 01                  0   158000        0
MBNA                           COM              55262L100    20500   622162 SH       DEFINED 01 02               0   622162        0
MBNA CORP                      COM              55262L100   382902 11620686 SH       DEFINED 01           11620686        0        0
MBNA CORP                      COM              55262L100     9285   281804 SH       DEFINED 01 03               0   281804        0
MBNA CORP                      COM              55262L100   141753  4302054 SH       DEFINED 01 05               0  4302054        0
MBNA CORP                      COM              55262L100    34313  1041359 SH       DEFINED 13 12 13            0  1041359        0
MDC HOLDINGS INC               COM              552676108     2534    71578 SH       DEFINED 01              71578        0        0
MDC HOLDINGS INC               COM              552676108        6      158 SH       DEFINED 01 02               0      158        0
MDU RESOURCES GROUP            COM              552690109        4      130 SH       DEFINED 01 02               0      130        0
MDU RESOURCES GROUP  INC       COM              552690109    25371   801857 SH       DEFINED 01             801857        0        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT CORP           COM              552848103    43696   601541 SH       DEFINED 01             601541        0        0
MGIC INVESTMENT CORP           COM              552848103     1925    26501 SH       DEFINED 01 03               0    26501        0
MGIC INVESTMENT CORP           COM              552848103       36      491 SH       DEFINED 01 05               0      491        0
MGI PHARM                      COM              552880106      772    61732 SH       DEFINED 01              61732        0        0
DAIMLERCHRYS                   COM              5529027        115     2500 SH       DEFINED 01 10            2500        0        0
MGM MIRAGE                     COM              552953101     1239    41371 SH       DEFINED 01              41371        0        0
MKS INSTRUMENT INC             COM              55306N104        3      100 SH       DEFINED 01                100        0        0
SWISSCOM AG                    COM              5533976         43      180 SH       DEFINED 01 10             180        0        0
MRV COMMUNICATIONS             COM              553477100        4      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE INC               COM              55347W105     1035    65521 SH       DEFINED 01              65521        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 INC                  COM              554273102     1677    93148 SH       DEFINED 01              93148        0        0
MACERICH CO                    COM              554382101        2       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104        6      223 SH       DEFINED 01                223        0        0
SECURITAS                      COM              5554041         18     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         19     2862 SH       DEFINED 01 10            2862        0        0
SAN PAOLO-IM                   COM              5556575         48     3750 SH       DEFINED 01 10            3750        0        0
SONERA OYJ                     COM              5556586         15     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION CORP               COM              555904101     2489    36339 SH       DEFINED 01              36339        0        0
MACRO MEDIA                    COM              556100105       31     1749 SH       DEFINED 01               1749        0        0
VENDEX KBB                     COM              5562389          3      231 SH       DEFINED 01 10             231        0        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
MAGELLAN HEALTH SVS            COM              559079108     1907   149000 SH       DEFINED 01             149000        0        0
MAGELLAN HEALTH SVS            COM              559079108        2      150 SH       DEFINED 01 02               0      150        0
MAGELLAN HEALTH SVS            COM              559079108       79     6200 SH       DEFINED 01 05               0     6200        0
MAGNETEK INC                   COM              559424106      839    67111 SH       DEFINED 01              67111        0        0
FORTIS B                       COM              5596593         48     1996 SH       DEFINED 01 10            1996        0        0
UCB                            COM              5596991         12      340 SH       DEFINED 01 10             340        0        0
MAIL WELL INC                  COM              560321200        1      153 SH       DEFINED 01                153        0        0
WCM                            COM              5604816          6      532 SH       DEFINED 01 10             532        0        0
MANDALAY RESORT GRP            COM              562567107      740    27000 SH       DEFINED 01                  0    27000        0
MANDALAY RESORT GRP            COM              562567107       63     2280 SH       DEFINED 01               2280        0        0
MANHATTAN ASS                  COM              562750109     3733    93894 SH       DEFINED 01              93894        0        0
MANHATTAN ASS                  COM              562750109        3       85 SH       DEFINED 01 02               0       85        0
MANHATTAN ASS                  COM              562750109      171     4300 SH       DEFINED 01 05               0     4300        0
MANITOWOC CO.                  COM              563571108     5513   186905 SH       DEFINED 01             186905        0        0
MANITOWOC CO.                  COM              563571108        4      140 SH       DEFINED 01 02               0      140        0
MANITOWOC CO.                  COM              563571108      145     4900 SH       DEFINED 01 05               0     4900        0
THYSSENKRUPP AG                COM              5636927         14     1100 SH       DEFINED 01 10            1100        0        0
MANOR CARE INC                 COM              564055101       48     1512 SH       DEFINED 01               1512        0        0
MANOR CARE INC                 COM              564055101        7      210 SH       DEFINED 01 02               0      210        0
MANOR CARE INC                 COM              564055101      808    25452 SH       DEFINED 01 03               0    25452        0
MANOR CARE INC                 COM              564055101       15      471 SH       DEFINED 01 05               0      471        0
UNILEVER NV                    COM              5640898         93     1553 SH       DEFINED 01 10            1553        0        0
NAVISIONDAMGAARD A/S           COM              5641125          2      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         93     1755 SH       DEFINED 01 10            1755        0        0
MANPOWER INC-WIS               COM              56418H100       61     2015 SH       DEFINED 01               2015        0        0
MANUF HOME                     COM              564682102        2       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP              COM              565011103    17507   697506 SH       DEFINED 01             697506        0        0
MANUGISTICS GROUP              COM              565011103     1686    67200 SH       DEFINED 01 03               0    67200        0
MANUGISTICS GROUP              COM              565011103      158     6316 SH       DEFINED 01 05               0     6316        0
MANUGISTICS GROUP IN           COM              565011103    12739   507550 SH       DEFINED 01 02               0   507550        0
GAS NATURAL                    COM              5650422         17     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      948    43109 SH       DEFINED 01              43109        0        0
EFG EUROBANK                   COM              5654316          8      600 SH       DEFINED 01 10             600        0        0
MARCONI PLC                    COM              566255998     3138   881994 SH       DEFINED 01 03               0   881994        0
MARCUS CORP                    COM              566330106     1205    86370 SH       DEFINED 01              86370        0        0
PREUSSAG AG                    COM              5666292         15      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         54     3242 SH       DEFINED 01 10            3242        0        0
WOLTERS KLUW                   COM              5671519         18      654 SH       DEFINED 01 10             654        0        0
SANOFI-SYNTH                   COM              5671735        118     1805 SH       DEFINED 01 10            1805        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
MARINE DRILLING CO             COM              568240204      112     5893 SH       DEFINED 01               5893        0        0
CHARLES VOEGELE HOLDING AG     COM              5682577          2       21 SH       DEFINED 01 10              21        0        0
GRUPO DRAGAD                   COM              5687000          5      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         42     2450 SH       DEFINED 01 10            2450        0        0
AGFA GEVAERT                   COM              5689051          5      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789         11      800 SH       DEFINED 01 10             800        0        0
TDC A/S                        COM              5698790         18      500 SH       DEFINED 01 10             500        0        0
WIENERBERGER                   COM              5699373          3      162 SH       DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         27     1900 SH       DEFINED 01 10            1900        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          1      100 SH       DEFINED 01 10             100        0        0
MARKEL CORP                    COM              570535104        4       20 SH       DEFINED 01                 20        0        0
BCO SANT CEN                   COM              5705946        109    11991 SH       DEFINED 01 10           11991        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH       DEFINED 01                 40        0        0
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METSO OYJ                      COM              5713422          3      300 SH       DEFINED 01 10             300        0        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     5000  2702703 SH       DEFINED 01 05               0  2702703        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     4500  2142857 SH       DEFINED 01            2142857        0        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     5500  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH MCLENNAN CO              COM              571748102   338150  3348018 SH       DEFINED 01            3348018        0        0
MARSH MCLENNAN CO              COM              571748102    33559   332279 SH       DEFINED 01 02               0   332279        0
MARSH MCLENNAN CO              COM              571748102     9397    93039 SH       DEFINED 01 03               0    93039        0
MARSH MCLENNAN CO              COM              571748102    95627   946803 SH       DEFINED 01 05               0   946803        0
MARSHALL & LLSLEY C            COM              571834100      151     2801 SH       DEFINED 01               2801        0        0
CANAL PLUS                     COM              5718988          1      286 SH       DEFINED 01 10             286        0        0
MARRIOTT INTL - A              COM              571903202   410107  8663003 SH       DEFINED 01            8663003        0        0
MARRIOTT INTL - A              COM              571903202     4217    89095 SH       DEFINED 01 03               0    89095        0
MARRIOTT INTL - A              COM              571903202    66376  1402123 SH       DEFINED 01 05               0  1402123        0
MARRIOTT INTL CL A             COM              571903202      142     2990 SH       DEFINED 01 02               0     2990        0
BPI SGPS                       COM              5721759          3     1462 SH       DEFINED 01 10            1462        0        0
HUGO BOSS VZ                   COM              5726709          4       16 SH       DEFINED 01 10              16        0        0
MARSMUSIC.COM A PFD 0.00 12 01 PRF              572700XX5     5000  5000000 SH       DEFINED 01            5000000        0        0
MARSMUSIC.COM A PFD 0.00 12 01 PRF              572700XX5    10000 10000000 SH       DEFINED 01 05               0 10000000        0
SIEMENS AG                     COM              5727973        133     2200 SH       DEFINED 01 10            2200        0        0
EIRCOM                         COM              5728415          6     5212 SH       DEFINED 01 10            5212        0        0
AGUAS DE                       COM              5729065          4      325 SH       DEFINED 01 10             325        0        0
TELEFONICA S                   COM              5732524        147    11962 SH       DEFINED 01 10           11962        0        0
QIAGEN NV                      COM              5732825          7      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      495    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106     1823    36850 SH       DEFINED 01 02               0    36850        0
MARTIN MARIETTA MATERIALS      COM              573284106    82376  1664503 SH       DEFINED 01            1664503        0        0
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MARTIN MARIETTA MATERIALS      COM              573284106    71365  1441989 SH       DEFINED 01 05               0  1441989        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
SOL MELIA SA                   COM              5738298          4      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         13      300 SH       DEFINED 01 10             300        0        0
MASCO CORP                     COM              574599106     1428    57216 SH       DEFINED 01              57216        0        0
MASCO CORP                     COM              574599106     2839   113740 SH       DEFINED 01 03               0   113740        0
MASCO CORP                     COM              574599106       53     2107 SH       DEFINED 01 05               0     2107        0
FIAT SPA                       COM              5748521         20     1000 SH       DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          3      210 SH       DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355        111     1550 SH       DEFINED 01 10            1550        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH       DEFINED 01 10             128        0        0
MASSEY ENERGY COMPANY          COM              576206106     4326   218942 SH       DEFINED 01             218942        0        0
MASTEC INC.          MTZ       COM              576323109       20     1472 SH       DEFINED 01               1472        0        0
MATERIAL SCIENCES              COM              576674105      430    43531 SH       DEFINED 01              43531        0        0
MATRIXONE INC                  COM              57685P304      513    22116 SH       DEFINED 01              22116        0        0
MATSUSHITA ELECTRIC            COM              576879100     5806   371000 SH       DEFINED 01 03               0   371000        0
MATTEL INC                     COM              577081102    55363  2926194 SH       DEFINED 01            2926194        0        0
MATTEL INC                     COM              577081102     2796   147766 SH       DEFINED 01 03               0   147766        0
MATTEL INC                     COM              577081102      620    32774 SH       DEFINED 01 05               0    32774        0
ZARDOYA-OTIS                   COM              5770900          3      353 SH       DEFINED 01 10             353        0        0
MAXTOR CORP                    COM              577729205        5      860 SH       DEFINED 01                860        0        0
MAXIM INTEGRATED               COM              57772K101   148226  3352791 SH       DEFINED 01 02               0  3352791        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   486707 11009008 SH       DEFINED 01           11009008        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    13231   299283 SH       DEFINED 01 03               0   299283        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   104506  2363876 SH       DEFINED 01 05               0  2363876        0
MAXIM PHARMACEUTICAL           COM              57772M107        1      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE INC - A           COM              577766108     1088    64000 SH       DEFINED 01              64000        0        0
MAXWELL SHOE INC - A           COM              577766108        2      110 SH       DEFINED 01 02               0      110        0
MAXWELL SHOE INC - A           COM              577766108       68     4000 SH       DEFINED 01 05               0     4000        0
MAXYGEN                        COM              577776107        1       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103    12995   379302 SH       DEFINED 01             379302        0        0
MAY DEPT STORES                COM              577778103     3143    91736 SH       DEFINED 01 03               0    91736        0
MAY DEPT STORES                COM              577778103       47     1369 SH       DEFINED 01 05               0     1369        0
MAVERICK TUBE CORP             COM              577914104      254    15000 SH       DEFINED 01              15000        0        0
MAXIMUS INC                    COM              577933104     2543    63433 SH       DEFINED 01              63433        0        0
MAYOR'S JEWELERS INC           COM              578462103      237    57175 SH       DEFINED 01              57175        0        0
MAYTAG CO                      COM              578592107       31     1071 SH       DEFINED 01               1071        0        0
MAYTAG CO                      COM              578592107      551    18833 SH       DEFINED 01 03               0    18833        0
MAYTAG CO                      COM              578592107       10      348 SH       DEFINED 01 05               0      348        0
EPCOS AG                       COM              5785993          8      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          2      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565          9      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          5      283 SH       DEFINED 01 10             283        0        0
KONE CORP                      COM              5792528          3       40 SH       DEFINED 01 10              40        0        0
LONZA GROUP AG                 COM              5794223         12       20 SH       DEFINED 01 10              20        0        0
MCCLATCHY CO HOLDING           COM              579489105        6      152 SH       DEFINED 01                152        0        0
TOP DANMARK AS                 COM              5797147          3      100 SH       DEFINED 01 10             100        0        0
MCCORMICK & CO                 COM              579780206       77     1832 SH       DEFINED 01               1832        0        0
ENEL SPA                       COM              5798021         59    19213 SH       DEFINED 01 10           19213        0        0
MCDATA CORP - B                COM              580031102    13104   600000 SH       DEFINED 01             600000        0        0
MCDATA CORP - B                COM              580031102     1572    72000 SH       DEFINED 01 03               0    72000        0
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MCDATA CORPORATION - A         COM              580031201      358    20374 SH       DEFINED 01              20374        0        0
MCDATA CORPORATION-A           COM              580031201       36     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109    23473  2014862 SH       DEFINED 01            2014862        0        0
MCDERMOTT INTL                 COM              580037109      176    15134 SH       DEFINED 01 03               0    15134        0
MCDERMOTT INTL                 COM              580037109      689    59180 SH       DEFINED 01 05               0    59180        0
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MCDONALDS                      COM              580135101     8655   319852 SH       DEFINED 01 03               0   319852        0
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DRESDNER BAN                   COM              5801628         57     1250 SH       DEFINED 01 10            1250        0        0
BRISA(AUTO-E                   COM              5803925          7      875 SH       DEFINED 01 10             875        0        0
COLRUYT SA                     COM              5806225          3       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL CO                 COM              580645109    89733  1356510 SH       DEFINED 01            1356510        0        0
MCGRAW-HILL CO                 COM              580645109     3193    48267 SH       DEFINED 01 03               0    48267        0
MCGRAW-HILL CO                 COM              580645109       59      894 SH       DEFINED 01 05               0      894        0
BENI STABILI SPA               COM              5808135          1     3000 SH       DEFINED 01 10            3000        0        0
KONINKLIJKE VOPAK NV           COM              5809428          3      130 SH       DEFINED 01 10             130        0        0
MCK COMMUNICATIONS             COM              581243102        0        4 SH       DEFINED 01                  4        0        0
BCO COM PORT                   COM              5812493         19     5190 SH       DEFINED 01 10            5190        0        0
MCKESSON HBOC INC              COM              58155Q103     2413    64999 SH       DEFINED 01              64999        0        0
MCKESSON HBOC INC              COM              58155Q103    48392  1303693 SH       DEFINED 01 02               0  1303693        0
MCKESSON HBOC INC              COM              58155Q103     2817    75897 SH       DEFINED 01 03               0    75897        0
MCKESSON HBOC INC              COM              58155Q103       48     1305 SH       DEFINED 01 05               0     1305        0
PORTUGAL TELECOM SGPS SA       COM              5817186         20     2936 SH       DEFINED 01 10            2936        0        0
MCLEOD                         COM              582266102      217    47251 SH       DEFINED 01              47251        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEAD CORP                      COM              582834107       37     1377 SH       DEFINED 01               1377        0        0
MEAD CORP                      COM              582834107      665    24507 SH       DEFINED 01 03               0    24507        0
MEAD CORP                      COM              582834107       12      454 SH       DEFINED 01 05               0      454        0
MEADE INSTRUMENTS              COM              583062104      328    48765 SH       DEFINED 01              48765        0        0
MEASUREMENT SPEC INC           COM              583421102      354    22450 SH       DEFINED 01              22450        0        0
MEASUREMENT SPEC INC           COM              583421102        1       40 SH       DEFINED 01 02               0       40        0
MEASUREMENT SPEC INC           COM              583421102       16     1000 SH       DEFINED 01 05               0     1000        0
GRUPPO ED                      COM              5836200          3      833 SH       DEFINED 01 10             833        0        0
MEDAREX INC                    COM              583916101      200     8518 SH       DEFINED 01               8518        0        0
MED DESIGN CORP                COM              583926100      253     8400 SH       DEFINED 01               8400        0        0
DEUTSCHE TEL                   COM              5842359        170     7524 SH       DEFINED 01 10            7524        0        0
SEAT-PAGINE SPA                COM              5843642          1      616 SH       DEFINED 01 10             616        0        0
MEDIA GENERAL                  COM              584404107       34      752 SH       DEFINED 01                752        0        0
MEDIAPLEX INC                  COM              58446B105        0      105 SH       DEFINED 01                105        0        0
MEDIACOM COMM CORP             COM              58446K105     2455   175324 SH       DEFINED 01             175324        0        0
MEDIACOM COMM CORP             COM              58446K105     8400   600000 SH       DEFINED 01 05               0   600000        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTIC           COM              584690309     8906   168024 SH       DEFINED 01             168024        0        0
MEDICIS PHARMACEUTIC           COM              584690309        6      110 SH       DEFINED 01 02               0      110        0
MEDICIS PHARMACEUTIC           COM              584690309      164     3100 SH       DEFINED 01 05               0     3100        0
MEDIMMUNE                      COM              584699102    16275   344801 SH       DEFINED 01             344801        0        0
MEDIMMUNE                      COM              584699102     5321   112724 SH       DEFINED 01 03               0   112724        0
MEDIMMUNE                      COM              584699102      100     2114 SH       DEFINED 01 05               0     2114        0
MEDIMMUNE INC                  COM              584699102    87707  1858195 SH       DEFINED 01 02               0  1858195        0
MEDQUIST INC                   COM              584949101        6      216 SH       DEFINED 01                216        0        0
MEDTRONIC                      COM              585055106     9583   208276 SH       DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   603099 13107974 SH       DEFINED 01           13107974        0        0
MEDTRONIC                      COM              585055106    30383   660367 SH       DEFINED 01 02               0   660367        0
MEDTRONIC                      COM              585055106    15709   341426 SH       DEFINED 01 03               0   341426        0
MEDTRONIC                      COM              585055106   151607  3295053 SH       DEFINED 01 05               0  3295053        0
MEDTRONIC INC                  COM              585055106     6920   150400 SH       DEFINED 11 12               0   150400        0
MEDTRONIC INC                  COM              585055106    39776   864500 SH       DEFINED 11 12 13            0   864500        0
ACCOR                          COM              5852842         18      415 SH       DEFINED 01 10             415        0        0
MELLON FINANCIAL COR           COM              58551A108    27094   588990 SH       DEFINED 01 02               0   588990        0
MELLON FINL                    COM              58551A108    41781   908269 SH       DEFINED 01             908269        0        0
MELLON FINL                    COM              58551A108     7936   172516 SH       DEFINED 01 03               0   172516        0
MELLON FINL                    COM              58551A108    46823  1017886 SH       DEFINED 01 05               0  1017886        0
MEMBER WORKS                   COM              586002107     1982    85696 SH       DEFINED 01              85696        0        0
MENS WEARHOUSE INC             COM              587118100     3599   130436 SH       DEFINED 01             130436        0        0
MENTOR CORP MN                 COM              587188103     2000    70175 SH       DEFINED 01              70175        0        0
MENTOR CORP MN                 COM              587188103        4      150 SH       DEFINED 01 02               0      150        0
MENTOR GRAPHIC                 COM              587200106     2507   143224 SH       DEFINED 01             143224        0        0
MENTOR GRAPHIC                 COM              587200106        4      225 SH       DEFINED 01 02               0      225        0
MENTOR GRAPHIC                 COM              587200106      110     6300 SH       DEFINED 01 05               0     6300        0
MERCANTILE BANKSHARE           COM              587405101       74     1888 SH       DEFINED 01               1888        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
MERCK                          COM              589331107     3704    57964 SH       DEFINED 01                  0    57964        0
MERCK                          COM              589331107    47169   738051 SH       DEFINED 01             738051        0        0
MERCK                          COM              589331107       12      180 SH       DEFINED 01 02               0      180        0
MERCK                          COM              589331107    37553   587598 SH       DEFINED 01 03               0   587598        0
MERCK                          COM              589331107    20224   316455 SH       DEFINED 01 05               0   316455        0
MERCURY COMP SYS INC           COM              589378108     7152   162166 SH       DEFINED 01             162166        0        0
MERCURY COMP SYS INC           COM              589378108        5      120 SH       DEFINED 01 02               0      120        0
MERCURY COMP SYS INC           COM              589378108      207     4700 SH       DEFINED 01 05               0     4700        0
MERCURY GENERAL CORP           COM              589400100        5      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109     2396    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109   105715  1764832 SH       DEFINED 01            1764832        0        0
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MEREDITH CORP                  COM              589433101       27      762 SH       DEFINED 01                762        0        0
MEREDITH CORP                  COM              589433101      440    12291 SH       DEFINED 01 03               0    12291        0
MEREDITH CORP                  COM              589433101        8      227 SH       DEFINED 01 05               0      227        0
MERISTAR HOSPITALITY           COM              58984Y103        7      309 SH       DEFINED 01                309        0        0
IMMSI                          COM              5898619          1     1000 SH       DEFINED 01 10            1000        0        0
MERIDIAN GOLD INC CA;MNG/CAD   COM              589975952      783   100000 SH       DEFINED 01             100000        0        0
MERIX CORP                     COM              590049102        2      130 SH       DEFINED 01 02               0      130        0
MERIX CORPORATION              COM              590049102     2135   122100 SH       DEFINED 01             122100        0        0
MERIX CORPORATION              COM              590049102       96     5500 SH       DEFINED 01 05               0     5500        0
MERRILL LYNCH & CO             COM              590188108   198620  3352241 SH       DEFINED 01            3352241        0        0
MERRILL LYNCH & CO             COM              590188108    12299   207584 SH       DEFINED 01 03               0   207584        0
MERRILL LYNCH & CO             COM              590188108    46095   777972 SH       DEFINED 01 05               0   777972        0
NOKIA (AB) O                   COM              5902941        276    12180 SH       DEFINED 01 10           12180        0        0
MESA AIR                       COM              590479101     1236   100075 SH       DEFINED 01             100075        0        0
MESA AIR                       COM              590479101        4      350 SH       DEFINED 01 02               0      350        0
MESSAGEMEDIA INC               COM              590787107        0      163 SH       DEFINED 01                163        0        0
METASOLV INC                   COM              59139P104        1       69 SH       DEFINED 01                 69        0        0
METAWAVE COMM CORP             COM              591409107      139    26700 SH       DEFINED 01              26700        0        0
RYANAIR HLDG                   COM              5914452          8      774 SH       DEFINED 01 10             774        0        0
METHODE ELEC                   COM              591520200      911   105967 SH       DEFINED 01             105967        0        0
METLIFE INC                    COM              59156R108    11000   355045 SH       DEFINED 01             355045        0        0
METLIFE INC                    COM              59156R108     6584   212519 SH       DEFINED 01 03               0   212519        0
METLIFE INC                    COM              59156R108    25918   836635 SH       DEFINED 01 05               0   836635        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207    33083   340180 SH       DEFINED 01             340180        0        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207     2128    21880 SH       DEFINED 01 05               0    21880        0
METRICOM INC                   COM              591596101        0       70 SH       DEFINED 01                 70        0        0
METRIS COMPANIES INC           COM              591598107    38621  1145667 SH       DEFINED 01            1145667        0        0
METRIS COMPANIES INC           COM              591598107      294     8720 SH       DEFINED 01 02               0     8720        0
METRIS COMPANIES INC           COM              591598107    46055  1366200 SH       DEFINED 01 05               0  1366200        0
METRO GOLDWYN MAYER            COM              591610100       11      493 SH       DEFINED 01                493        0        0
METRO ONE TELECO INC           COM              59163F105     3071    47337 SH       DEFINED 01              47337        0        0
METROMEDIA FIBER NET           COM              591689104       29    14121 SH       DEFINED 01              14121        0        0
METROMEDIA FIBER NET           COM              591689104      117    57420 SH       DEFINED 01 02               0    57420        0
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METTLER TOLEDO                 COM              592688105        4       95 SH       DEFINED 01 02               0       95        0
METTLER TOLEDO                 COM              592688105     8613   202900 SH       DEFINED 01 05               0   202900        0
AEGON NV                       COM              5927375        100     3537 SH       DEFINED 01 10            3537        0        0
MICHAELS STORES INC            COM              594087108     3880    94640 SH       DEFINED 01              94640        0        0
MICHAELS STORES INC            COM              594087108        5      120 SH       DEFINED 01 02               0      120        0
MICREL                         COM              594793101    28724   870429 SH       DEFINED 01             870429        0        0
MICREL                         COM              594793101    30823   933972 SH       DEFINED 01 02               0   933972        0
MICREL                         COM              594793101     1963    59500 SH       DEFINED 01 03               0    59500        0
MICREL                         COM              594793101    13818   418732 SH       DEFINED 01 05               0   418732        0
MICROS SYSTEMS                 COM              594901100     1135    51611 SH       DEFINED 01              51611        0        0
MICROSOFT                      COM              594918104    35718   492000 SH       DEFINED 01                  0   492000        0
MICROSOFT                      COM              594918104  1556126 21434259 SH       DEFINED 01           21434259        0        0
MICROSOFT                      COM              594918104   131444  1810473 SH       DEFINED 01 02               0  1810473        0
MICROSOFT                      COM              594918104   104090  1433754 SH       DEFINED 01 03               0  1433754        0
MICROSOFT                      COM              594918104   519885  7160969 SH       DEFINED 01 05               0  7160969        0
MICROSOFT CORPORATION          COM              594918104     8444   115678 SH       DEFINED 11 12               0   115678        0
MICROSOFT CORPORATION          COM              594918104   137509  1883682 SH       DEFINED 11 12 13            0  1883682        0
ASML HOLDINGS NV               COM              5949368         22      997 SH       DEFINED 01 10             997        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    48385  1412719 SH       DEFINED 01 02               0  1412719        0
MICROCHIP TECHNOLOGY           COM              595017104    29162   851435 SH       DEFINED 01             851435        0        0
MICROCHIP TECHNOLOGY           COM              595017104     3859   112675 SH       DEFINED 01 03               0   112675        0
MICROCHIP TECHNOLOGY           COM              595017104      104     3050 SH       DEFINED 01 05               0     3050        0
MICRO MUSE                     COM              595094103    40869  1460120 SH       DEFINED 01            1460120        0        0
MICRO MUSE                     COM              595094103      212     7589 SH       DEFINED 01 02               0     7589        0
MICRO MUSE                     COM              595094103    33252  1188000 SH       DEFINED 01 05               0  1188000        0
MICRON ELECTRONICS             COM              595100108        1      505 SH       DEFINED 01                505        0        0
MICRON TECHNOLOGIES            COM              595112103     6814   165800 SH       DEFINED 11 12               0   165800        0
MICRON TECHNOLOGY              COM              595112103    37529   913130 SH       DEFINED 01             913130        0        0
MICRON TECHNOLOGY              COM              595112103    12950   315194 SH       DEFINED 01 02               0   315194        0
MICRON TECHNOLOGY              COM              595112103     6219   151309 SH       DEFINED 01 03               0   151309        0
MICRON TECHNOLOGY              COM              595112103    11131   270832 SH       DEFINED 01 05               0   270832        0
MICRON TECHNOLOGY              COM              595112103    48860  1188800 SH       DEFINED 11 12 13            0  1188800        0
MICRON TECHNOLOGY              COM              595112103       82     2000 SH       DEFINED 12 12 13            1     1999        0
MICROSEMI CORP                 COM              595137100     3930    55349 SH       DEFINED 01              55349        0        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107     6262   349268 SH       DEFINED 01             349268        0        0
MID ATLANTIC MEDICAL           COM              59523C107        4      230 SH       DEFINED 01 02               0      230        0
MID ATLANTIC MEDICAL           COM              59523C107      161     9000 SH       DEFINED 01 05               0     9000        0
NORDEA AB                      COM              5952496          9     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          6      100 SH       DEFINED 01 10             100        0        0
TISCALI SPA -- (EUR)           COM              5953529          2      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078         18     3152 SH       DEFINED 01 10            3152        0        0
MIDAMERICAN ENERGY             PRF              595620204     2453    23345 SH       DEFINED 01                  0    23345        0
MIDAMERICAN ENERGY             PRF              595620204     5138    48891 SH       DEFINED 01 04               0    48891        0
MIDAS INC                      COM              595626102      561    44163 SH       DEFINED 01              44163        0        0
S&P 400 MID CAP DEP            COM              595635103      456     4783 SH       DEFINED 01               4783        0        0
ERICSSON(LM)                   COM              5959378        128    23500 SH       DEFINED 01 10           23500        0        0
WILLIAM DEMANT                 COM              5961544          6      200 SH       DEFINED 01 10             200        0        0
STM MICROELECTRONICS           COM              5962332         76     2185 SH       DEFINED 01 10            2185        0        0
UBS AG                         COM              5962354        172     1198 SH       DEFINED 01 10            1198        0        0
SANDVIK AB                     COM              5963108         12      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651         13      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         63     1066 SH       DEFINED 01 10            1066        0        0
WM-DATA AB                     COM              5970465          3     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          3      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          4     5779 SH       DEFINED 01 10            5779        0        0
ALCATEL "A" SHARES             COM              5975006         64     3053 SH       DEFINED 01 10            3053        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062         19     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          4      520 SH       DEFINED 01 10             520        0        0
SAI                            COM              5975987          4      250 SH       DEFINED 01 10             250        0        0
TELIA AB                       COM              5978384         22     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      710    40942 SH       DEFINED 01              40942        0        0
GIVAUDAN                       COM              5980613          6       22 SH       DEFINED 01 10              22        0        0
MIDWAY GAMES INC               COM              598148104     2068   111784 SH       DEFINED 01             111784        0        0
DANONE                         COM              5981810         48      351 SH       DEFINED 01 10             351        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         74      216 SH       DEFINED 01 10             216        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622         89     3362 SH       DEFINED 01 10            3362        0        0
MILACRON INC                   COM              598709103     1546    98671 SH       DEFINED 01              98671        0        0
MILACRON INC                   COM              598709103        5      300 SH       DEFINED 01 02               0      300        0
MILLENIUM PHARM                COM              599902103     1401    39364 SH       DEFINED 01              39364        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
HERMAN MILLER                  COM              600544100       50     2049 SH       DEFINED 01               2049        0        0
MILLIPORE CORP                 COM              601073109     4766    76898 SH       DEFINED 01              76898        0        0
MILLIPORE CORP                 COM              601073109     5245    84635 SH       DEFINED 01 02               0    84635        0
MILLIPORE CORP                 COM              601073109      722    11654 SH       DEFINED 01 03               0    11654        0
MILLIPORE CORP                 COM              601073109       13      215 SH       DEFINED 01 05               0      215        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
AMADA CO                       COM              6022105          5     1000 SH       DEFINED 01 10            1000        0        0
MINEFIND (RESTRCTD) CA;MFL/C$  COM              602500993       92   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106       23      532 SH       DEFINED 01                532        0        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          6        1 SH       DEFINED 01 10               1        0        0
MINIMED INC                    COM              60365K108      949    19765 SH       DEFINED 01              19765        0        0
MN MINING & MFG CO             COM              604059105   550379  4823662 SH       DEFINED 01            4823662        0        0
MN MINING & MFG CO             COM              604059105    29936   262376 SH       DEFINED 01 02               0   262376        0
MN MINING & MFG CO             COM              604059105    14104   123610 SH       DEFINED 01 03               0   123610        0
MN MINING & MFG CO             COM              604059105   129939  1138814 SH       DEFINED 01 05               0  1138814        0
SINGAPORE TE                   COM              6043214         10     7000 SH       DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107        3      173 SH       DEFINED 01                173        0        0
MIPS TECH INC                  COM              604567107        2       90 SH       DEFINED 01 02               0       90        0
MIPS TECHNOLOGIES INC - CL B   COM              604567206        9      973 SH       DEFINED 01                973        0        0
AOYAMA TRADI                   COM              6045878          3      200 SH       DEFINED 01 10             200        0        0
MIRANT CORPORATION             COM              604675108   141891  4124728 SH       DEFINED 01            4124728        0        0
MIRANT CORPORATION             COM              604675108      186     5411 SH       DEFINED 01 02               0     5411        0
MIRANT CORPORATION             COM              604675108     2888    83962 SH       DEFINED 01 03               0    83962        0
MIRANT CORPORATION             COM              604675108    20483   595455 SH       DEFINED 01 05               0   595455        0
ACOM CO                        COM              6049784         35      400 SH       DEFINED 01 10             400        0        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      239    77363 SH       DEFINED 01              77363        0        0
ASAHI BREWER                   COM              6054409         11     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         17     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         25     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          2     1000 SH       DEFINED 01 10            1000        0        0
MISSISSIPPI VALLEY B           COM              605720101      748    18750 SH       DEFINED 01              18750        0        0
MISSISSIPPI VALLEY B           COM              605720101       50     1250 SH       DEFINED 01 05               0     1250        0
AUST GAS LIG                   COM              6064969          3      739 SH       DEFINED 01 10             739        0        0
MITCHELL ENERGY CL A           COM              606592202     3103    67085 SH       DEFINED 01              67085        0        0
MITCHELL ENERGY CL A           COM              606592202        5      100 SH       DEFINED 01 02               0      100        0
MITCHELL ENERGY CL A           COM              606592202      204     4400 SH       DEFINED 01 05               0     4400        0
AMCOR LIMITE                   COM              6066608          5     1394 SH       DEFINED 01 10            1394        0        0
MITSUBISHI CORP                COM              606755999     6664   827000 SH       DEFINED 01 03               0   827000        0
MITSUBISHI HEAVY IND (7011)    COM              606793107     2058   451000 SH       DEFINED 01 03               0   451000        0
MITSUBISHI TOKYO FINANCIAL GRO COM              606819993     3828      459 SH       DEFINED 01 03               0      459        0
MITSUI CHEMICALS               COM              606822997     6669  1660000 SH       DEFINED 01            1660000        0        0
MITSUI CHEMICALS               COM              606822997     2707   674000 SH       DEFINED 01 03               0   674000        0
MITSUI CHEMICALS               COM              606822997    11891  2960000 SH       DEFINED 01 05               0  2960000        0
MITSUI FUDOSAN CO LTD          COM              606839991    11412  1059000 SH       DEFINED 01            1059000        0        0
MITSUI FUDOSAN CO LTD          COM              606839991     2522   234000 SH       DEFINED 01 03               0   234000        0
MITSUI FUDOSAN CO LTD          COM              606839991    20335  1887000 SH       DEFINED 01 05               0  1887000        0
AUTOBACS SEV                   COM              6068422          3      100 SH       DEFINED 01 10             100        0        0
MIZUHO HOLDINGS INC            COM              606890994      837      180 SH       DEFINED 01 03               0      180        0
BK OF EAST A                   COM              6075648          7     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          9     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         27     3707 SH       DEFINED 01 10            3707        0        0
MODINE MFG CO                  COM              607828100       22      821 SH       DEFINED 01                821        0        0
MODIS PROFESSIONAL             COM              607830106     1577   228285 SH       DEFINED 01             228285        0        0
MODIS PROFESSIONAL             COM              607830106        3      460 SH       DEFINED 01 02               0      460        0
MODIS PROFESSIONAL             COM              607830106       77    11100 SH       DEFINED 01 05               0    11100        0
MOHAWK INDUSTRIES              COM              608190104       54     1524 SH       DEFINED 01               1524        0        0
MOLDFLOW CORP                  COM              608507109     3529   229000 SH       DEFINED 01             229000        0        0
MOLDFLOW CORP                  COM              608507109        1       41 SH       DEFINED 01 02               0       41        0
MOLECULAR DEVICES              COM              60851C107        2      114 SH       DEFINED 01                114        0        0
MOLEX INC                      COM              608554101      204     5570 SH       DEFINED 01               5570        0        0
MOLEX INC                      COM              608554101     1766    48334 SH       DEFINED 01 03               0    48334        0
MOLEX INC                      COM              608554101       33      895 SH       DEFINED 01 05               0      895        0
TELSTRA CORP                   COM              6087289         48    17679 SH       DEFINED 01 10           17679        0        0
MONACO COACH CORP              COM              60886R103     2139    64418 SH       DEFINED 01              64418        0        0
CLP HOLDINGS                   COM              6097017         28     6600 SH       DEFINED 01 10            6600        0        0
BERGESEN D Y ASA-B SHARES      COM              6100906          1       35 SH       DEFINED 01 10              35        0        0
AMP LIMITED                    COM              6115715         25     2202 SH       DEFINED 01 10            2202        0        0
MONSANTO CO NEW                COM              61166W101        6      162 SH       DEFINED 01                162        0        0
BRAMBLES IND                   COM              6120009         12      483 SH       DEFINED 01 10             483        0        0
MONTANA POWER CO               COM              612085100       38     3249 SH       DEFINED 01               3249        0        0
BENESSE CORP                   COM              6121927          9      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          5     2242 SH       DEFINED 01 10            2242        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
SEMBCORP                       COM              6128713          4     4000 SH       DEFINED 01 10            4000        0        0
BRIDGESTONE                    COM              6132101         21     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         11     1000 SH       DEFINED 01 10            1000        0        0
HOPEWELL HOLDINGS              COM              6140290          1     2000 SH       DEFINED 01 10            2000        0        0
BHP BILLITON LTD               COM              6144690         22     4081 SH       DEFINED 01 10            4081        0        0
CONTACT ENER                   COM              6152529          2     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP INC                 COM              615337102      357     8881 SH       DEFINED 01               8881        0        0
MOODY'S CORPORATION            COM              615369105      114     3392 SH       DEFINED 01               3392        0        0
MOODY'S CORPORATION            COM              615369105     1305    38944 SH       DEFINED 01 03               0    38944        0
MOODY'S CORPORATION            COM              615369105       24      721 SH       DEFINED 01 05               0      721        0
MOOG INC CL A                  COM              615394202        5      140 SH       DEFINED 01 02               0      140        0
MIRVAC GROUP                   COM              6161978          2     1014 SH       DEFINED 01 10            1014        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007         10    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323         81     2000 SH       DEFINED 01 10            2000        0        0
MORGAN ST DEAN WITTE           COM              617446448    17432   271400 SH       DEFINED 01                  0   271400        0
MORGAN ST DEAN WITTE           COM              617446448     2995    46627 SH       DEFINED 01 02               0    46627        0
MORGAN STANLEY DEAN WITT       COM              617446448   688079 10712729 SH       DEFINED 01           10712729        0        0
MORGAN STANLEY DEAN WITT       COM              617446448    20221   314815 SH       DEFINED 01 03               0   314815        0
MORGAN STANLEY DEAN WITT       COM              617446448   194943  3035080 SH       DEFINED 01 05               0  3035080        0
DBS GROUP HL                   COM              6175203         29     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          3     4053 SH       DEFINED 01 10            4053        0        0
CASIO COMPUT                   COM              6178967          6     1000 SH       DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755         11     8000 SH       DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          3      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          8     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         37        6 SH       DEFINED 01 10               6        0        0
CSL                            COM              6185495          7      281 SH       DEFINED 01 10             281        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    50811    90897 SH       DEFINED 01 03               0    90897        0
PYRAMID FIXED INCOME           COM              619465XX0    24637    97777 SH       DEFINED 01 03               0    97777        0
PYRAMID EAFE INDEX             COM              619466XX8     1143     8661 SH       DEFINED 01 03               0     8661        0
CITIC PACIFIC LTD.             COM              6196152         15     5000 SH       DEFINED 01 10            5000        0        0
CHUGAI PHARM                   COM              6196408         15     1000 SH       DEFINED 01 10            1000        0        0
CHUO MITSUI TRUST AND BANKING  COM              6196840          5     2900 SH       DEFINED 01 10            2900        0        0
CITIZEN WATC                   COM              6197304          6     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          8     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT CORP                   COM              619908106      268   250170 SH       DEFINED 01             250170        0        0
MOTOROLA                       COM              620076109     3312   200000 SH       DEFINED 01                  0   200000        0
MOTOROLA                       COM              620076109      530    32028 SH       DEFINED 01              32028        0        0
MOTOROLA                       COM              620076109     8995   543157 SH       DEFINED 01 03               0   543157        0
MOTOROLA                       COM              620076109      167    10061 SH       DEFINED 01 05               0    10061        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908          8     2614 SH       DEFINED 01 10            2614        0        0
ORIGIN ENERGY                  COM              6214861          2     1202 SH       DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         49     2819 SH       DEFINED 01 10            2819        0        0
CSK CORP                       COM              6215552          6      200 SH       DEFINED 01 10             200        0        0
BORAL LIMITE                   COM              6218670          2     1202 SH       DEFINED 01 10            1202        0        0
RIO TINTO LI                   COM              6220103         11      617 SH       DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
COMFORT GROUP                  COM              6223629          1     1500 SH       DEFINED 01 10            1500        0        0
COSMO OIL                      COM              6226338          2     1000 SH       DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          8     2208 SH       DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1000 SH       DEFINED 01 10            1000        0        0
MPOWER HOLDING CORP            COM              62473L101       27    28700 SH       DEFINED 01              28700        0        0
MP3.COM INC                    COM              62473M109        1      106 SH       DEFINED 01                106        0        0
MUELLER INDS                   COM              624756102     3259    99001 SH       DEFINED 01              99001        0        0
DAIEI INC                      COM              6249982          4     2000 SH       DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         23     1000 SH       DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          5      300 SH       DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH       DEFINED 01 10            1000        0        0
DAIKIN INDUS                   COM              6250724         19     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          4     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          6     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         24     2000 SH       DEFINED 01 10            2000        0        0
DAIWA BANK                     COM              6251341          6     5000 SH       DEFINED 01 10            5000        0        0
DAIWA HOUSE                    COM              6251363          8     1000 SH       DEFINED 01 10            1000        0        0
DAIWA SECS G                   COM              6251448         42     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          3      785 SH       DEFINED 01 10             785        0        0
MUNICH REINSUR                 COM              625820998    10302    36819 SH       DEFINED 01              36819        0        0
MUNICH REINSUR                 COM              625820998    13828    49420 SH       DEFINED 01 05               0    49420        0
MURPHY OIL                     COM              626717102   119688  1626198 SH       DEFINED 01            1626198        0        0
MURPHY OIL                     COM              626717102     2566    34861 SH       DEFINED 01 02               0    34861        0
MURPHY OIL                     COM              626717102     4504    61200 SH       DEFINED 01 03               0    61200        0
MURPHY OIL                     COM              626717102    55164   749516 SH       DEFINED 01 05               0   749516        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939         14    10000 SH       DEFINED 01 10           10000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH       DEFINED 01 10            4000        0        0
MUTUAL RISK                    COM              628351108     1097   123208 SH       DEFINED 01             123208        0        0
MYERS IND INC                  COM              628464109      967    64072 SH       DEFINED 01              64072        0        0
MYLAN LABS                     COM              628530107       94     3326 SH       DEFINED 01               3326        0        0
MYRIAD GENETICS                COM              62855J104     4861    76768 SH       DEFINED 01              76768        0        0
MYRIAD GENETICS                COM              62855J104        5       85 SH       DEFINED 01 02               0       85        0
MYRIAD GENETICS                COM              62855J104      209     3300 SH       DEFINED 01 05               0     3300        0
MYPOINTS.COM INC               COM              62855T102        0      150 SH       DEFINED 01                150        0        0
LI & FUNG                      COM              6286257         13     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280        112       24 SH       DEFINED 01 10              24        0        0
PACIFIC DUNL                   COM              6286611          1     1971 SH       DEFINED 01 10            1971        0        0
NBTY INC                       COM              628782104     2406   193472 SH       DEFINED 01             193472        0        0
NCO GROUP                      COM              628858102       21      685 SH       DEFINED 01                685        0        0
NCO GROUP                      COM              628858102        3      110 SH       DEFINED 01 02               0      110        0
NCR CORPORATION                COM              62886E108       66     1407 SH       DEFINED 01               1407        0        0
NCR CORPORATION                COM              62886E108     1122    23863 SH       DEFINED 01 03               0    23863        0
NCR CORPORATION                COM              62886E108       21      441 SH       DEFINED 01 05               0      441        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NMS COMM CORP                  COM              629248105        1       88 SH       DEFINED 01                 88        0        0
NPS PHARMACEUTICALS            COM              62936P103     3759    93500 SH       DEFINED 01              93500        0        0
NPS PHARMACEUTICALS            COM              62936P103        4      110 SH       DEFINED 01 02               0      110        0
NPS PHARMACEUTICALS            COM              62936P103      165     4100 SH       DEFINED 01 05               0     4100        0
NRG ENERGY INC                 COM              629377102    42618  1930176 SH       DEFINED 01            1930176        0        0
NRG ENERGY INC                 COM              629377102       76     3450 SH       DEFINED 01 02               0     3450        0
NRG ENERGY INC                 COM              629377102     9539   432000 SH       DEFINED 01 05               0   432000        0
NTL INCORPORATED               COM              629407107        7      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503    11350    33383 SH       DEFINED 01              33383        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503     1689     4968 SH       DEFINED 01 05               0     4968        0
NTT DOCOMO INC                 COM              629425992    49953     2871 SH       DEFINED 01               2871        0        0
NTT DOCOMO INC                 COM              629425992     3932      226 SH       DEFINED 01 03               0      226        0
NTT DOCOMO INC                 COM              629425992    42436     2439 SH       DEFINED 01 05               0     2439        0
NUI CORP                       COM              629431107      939    40668 SH       DEFINED 01              40668        0        0
NUI CORP                       COM              629431107        3      130 SH       DEFINED 01 02               0      130        0
NVR INC                        COM              62944T105     7273    49140 SH       DEFINED 01              49140        0        0
NVR INC                        COM              62944T105       10       70 SH       DEFINED 01 02               0       70        0
NVR INC                        COM              62944T105      178     1200 SH       DEFINED 01 05               0     1200        0
NYMAGIC INC                    COM              629484106       59     3000 SH       DEFINED 01               3000        0        0
NABORS INDUSTRIES              COM              629568106     1083    29124 SH       DEFINED 01              29124        0        0
NABORS INDUSTRIES              COM              629568106     1351    36315 SH       DEFINED 01 03               0    36315        0
NABORS INDUSTRIES              COM              629568106       25      673 SH       DEFINED 01 05               0      673        0
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        0        0
ERG LTD.                       COM              6296870          1     1188 SH       DEFINED 01 10            1188        0        0
NSM STEEL WTS 2/01/98  144A    COM              629844119        0 10129482 SH       DEFINED 01           10129482        0        0
NSM STEEL WTS 2/01/98  144A    COM              629844119        0  4115102 SH       DEFINED 01 05               0  4115102        0
EAST JAPAN                     COM              6298542         64       11 SH       DEFINED 01 10              11        0        0
NANOGEN INC                    COM              630075109        1       75 SH       DEFINED 01                 75        0        0
NANOMETRICS INC                COM              630077105     1925    70000 SH       DEFINED 01              70000        0        0
NANOMETRICS INC                COM              630077105        8      280 SH       DEFINED 01 02               0      280        0
NANOMETRICS INC                COM              630077105       93     3400 SH       DEFINED 01 05               0     3400        0
EBARA CORP                     COM              6302700          8     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         22     1000 SH       DEFINED 01 10            1000        0        0
CAPITALAND                     COM              6309303          8     6000 SH       DEFINED 01 10            6000        0        0
DENKI KAGAKU                   COM              6309820          3     1000 SH       DEFINED 01 10            1000        0        0
NASDAQ 100 SHARES              COM              631100104     1457    31700 SH       DEFINED 11 12               0    31700        0
NASDAQ 100 SHARES              COM              631100104    62997  1371000 SH       DEFINED 11 12 13            0  1371000        0
NASDAQ-100 SHARES              COM              631100104   432281  9407648 SH       DEFINED 01            9407648        0        0
NASDAQ-100 SHARES              COM              631100104      620    13471 SH       DEFINED 01 02               0    13471        0
NASDAQ-100 SHARES              COM              631100104   122231  2660067 SH       DEFINED 01 05               0  2660067        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 CO                  COM              631158102     1597    67665 SH       DEFINED 01              67665        0        0
NASH FINCH CO                  COM              631158102        1       60 SH       DEFINED 01 02               0       60        0
NASH FINCH CO                  COM              631158102       52     2200 SH       DEFINED 01 05               0     2200        0
ESPRIT HOLDINGS LIMITED        COM              6321642          3     3000 SH       DEFINED 01 10            3000        0        0
FAULDING(FH)                   COM              6332600          2      340 SH       DEFINED 01 10             340        0        0
NIPPON UNIPAC HOLDING          COM              6334781         17        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171        125       15 SH       DEFINED 01 10              15        0        0
GOODMAN FIEL                   COM              6336549          2     2866 SH       DEFINED 01 10            2866        0        0
FOSTERS BREW                   COM              6349268         11     3802 SH       DEFINED 01 10            3802        0        0
FRASER & NEA                   COM              6350602          4     1000 SH       DEFINED 01 10            1000        0        0
NATIONAL CITY CORP             COM              635405103      266     8665 SH       DEFINED 01               8665        0        0
NATIONAL CITY CORP             COM              635405103     4573   148574 SH       DEFINED 01 03               0   148574        0
NATIONAL CITY CORP             COM              635405103       85     2752 SH       DEFINED 01 05               0     2752        0
NATL COMMERCE FINL             COM              63545P104      133     5480 SH       DEFINED 01               5480        0        0
NATL DATA CORP                 COM              635621105     3224    99526 SH       DEFINED 01              99526        0        0
FUJI PHOTO F                   COM              6356525         43     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          2      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          6     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         30      600 SH       DEFINED 01 10             600        0        0
FUJITSU                        COM              6356945         53     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          6      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562         16     2000 SH       DEFINED 01 10            2000        0        0
GANDEL RETAIL TRUST            COM              6361370          1     2559 SH       DEFINED 01 10            2559        0        0
NATIONAL FUEL GAS CO           COM              636180101       57     1108 SH       DEFINED 01               1108        0        0
NATL INFO CONSORT              COM              636491102        0      153 SH       DEFINED 01                153        0        0
NATIONAL INSTRUMENT            COM              636518102       45     1390 SH       DEFINED 01               1390        0        0
GEN PROPERTY                   COM              6365866          5     3268 SH       DEFINED 01 10            3268        0        0
NATIONAL OILWELL INC           COM              637071101      522    19474 SH       DEFINED 01              19474        0        0
NATL PENN BANCSHARE            COM              637138108        2       84 SH       DEFINED 01                 84        0        0
NATL PRESTO IND                COM              637215104      605    20370 SH       DEFINED 01              20370        0        0
NATIONAL PROCESSING            COM              637229105        7      262 SH       DEFINED 01                262        0        0
BHP BILLITON LTD (DEFERRED SH) COM              6372907         24     4346 SH       DEFINED 01 10            4346        0        0
NATIONAL SEMICONDUCTOR         COM              637640103       71     2433 SH       DEFINED 01               2433        0        0
NATIONAL SEMICONDUCTOR         COM              637640103     1249    42891 SH       DEFINED 01 03               0    42891        0
NATIONAL SEMICONDUCTOR         COM              637640103       23      794 SH       DEFINED 01 05               0      794        0
NATIONAL SERVICE               COM              637657107       12      569 SH       DEFINED 01                569        0        0
NATIONAL SERVICE               COM              637657107      230    10185 SH       DEFINED 01 03               0    10185        0
NATIONAL SERVICE               COM              637657107        4      188 SH       DEFINED 01 05               0      188        0
NATIONWIDE FINL                COM              638612101        9      203 SH       DEFINED 01                203        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NATURES SUNSHINE PRO           COM              639027101      569    48098 SH       DEFINED 01              48098        0        0
NAUTICA ENTERPRISES            COM              639089101     2070   101320 SH       DEFINED 01             101320        0        0
NAUTICA ENTERPRISES            COM              639089101        5      260 SH       DEFINED 01 02               0      260        0
NAVISTAR INTL                  COM              63934E108      645    22909 SH       DEFINED 01              22909        0        0
NAVISTAR INTL                  COM              63934E108      413    14689 SH       DEFINED 01 03               0    14689        0
NAVISTAR INTL                  COM              63934E108        8      272 SH       DEFINED 01 05               0      272        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      156    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        1       66 SH       DEFINED 01                 66        0        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            COM              640204202     3033    97847 SH       DEFINED 01              97847        0        0
NEIMAN-MARCUS GROUP            COM              640204202        8      250 SH       DEFINED 01 02               0      250        0
NEIMAN-MARCUS GROUP            COM              640204202      143     4600 SH       DEFINED 01 05               0     4600        0
NELSON (THOMAS) INC            COM              640376109      299    42462 SH       DEFINED 01              42462        0        0
NEOFORMA.COM INC               COM              640475109        0      100 SH       DEFINED 01                100        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG LUNG DE                   COM              6408352          3     3000 SH       DEFINED 01 10            3000        0        0
HANG SENG BA                   COM              6408374         51     5000 SH       DEFINED 01 10            5000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100       74     2514 SH       DEFINED 01 03               0     2514        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      646    38581 SH       DEFINED 01 03               0    38581        0
NET.B@NK INC                   COM              640933107        1       94 SH       DEFINED 01                 94        0        0
NETWORKS ASSOCIATES            COM              640938106       52     4172 SH       DEFINED 01               4172        0        0
JAMES HARDIE                   COM              6409407          2      868 SH       DEFINED 01 10             868        0        0
NESTLE (REGISTERED)            COM              641069992    28839   135706 SH       DEFINED 01             135706        0        0
NESTLE (REGISTERED)            COM              641069992    39774   187158 SH       DEFINED 01 05               0   187158        0
NET 2 PHONE                    COM              64108N106        0       37 SH       DEFINED 01                 37        0        0
NETCENTIVES INC                COM              64108P101        0       83 SH       DEFINED 01                 83        0        0
Netcentives Inc                COM              64108P101      425   816471 SH       DEFINED 1              816471        0        0
NETEGRITY INC                  COM              64110P107     7617   253899 SH       DEFINED 01             253899        0        0
NETEGRITY INC                  COM              64110P107        5      153 SH       DEFINED 01 02               0      153        0
NETEGRITY INC                  COM              64110P107     9906   330200 SH       DEFINED 01 05               0   330200        0
NETOPIA INC                    COM              64114K104      176    28648 SH       DEFINED 01              28648        0        0
NETRO CORP                     COM              64114R109        0      102 SH       DEFINED 01                102        0        0
NETPLIANCE INC                 COM              64115K103        0      200 SH       DEFINED 01                200        0        0
NET IQ                         COM              64115P102       10      321 SH       DEFINED 01                321        0        0
NETSCOUT SYS INC               COM              64115T104        1       88 SH       DEFINED 01                 88        0        0
NETRATINGS INC                 COM              64116M108        2      157 SH       DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      207    64656 SH       DEFINED 01              64656        0        0
NETWORK APPLIANCE              COM              64120L104      167    12200 SH       DEFINED 01              12200        0        0
NETWORK APPLIANCE              COM              64120L104     1103    80521 SH       DEFINED 01 03               0    80521        0
NETWORK APPLIANCE              COM              64120L104       20     1491 SH       DEFINED 01 05               0     1491        0
NETWORK ACCESS SOLUT           COM              64120S109        0      154 SH       DEFINED 01                154        0        0
NETWORK PLUS                   COM              64122D506        0      167 SH       DEFINED 01                167        0        0
NET2000 COMM INC               COM              64122G103        0      110 SH       DEFINED 01                110        0        0
NETZERO INC                    COM              64122R109        0      160 SH       DEFINED 01                160        0        0
NEUBERGER BERMAN               COM              641234109     1485    21849 SH       DEFINED 01              21849        0        0
NEURO CRINE                    COM              64125C109        7      178 SH       DEFINED 01                178        0        0
HENDERSON LAND                 COM              6420538         18     4000 SH       DEFINED 01 10            4000        0        0
HIROSE ELECT                   COM              6428725          8      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         88     9000 SH       DEFINED 01 10            9000        0        0
HITACHI ZOSEN CORP             COM              6429308          2     2000 SH       DEFINED 01 10            2000        0        0
HOKURIKU BAN                   COM              6433161          4     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145        132     3000 SH       DEFINED 01 10            3000        0        0
WHARF (HOLDI                   COM              6435576         13     6000 SH       DEFINED 01 10            6000        0        0
H.K. & SHANGHAI HOTELS         COM              6436386          1     2500 SH       DEFINED 01 10            2500        0        0
HONGKONG&CHI                   COM              6436557         18    14410 SH       DEFINED 01 10           14410        0        0
NEW ENGLAND BUS SERV           COM              643872104      710    36993 SH       DEFINED 01              36993        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         19      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS INC                  COM              644383101       70     8461 SH       DEFINED 01               8461        0        0
HUTCHISON WH                   COM              6448068        110    10900 SH       DEFINED 01 10           10900        0        0
HYSAN DEVELO                   COM              6449629          3     2000 SH       DEFINED 01 10            2000        0        0
ORICA LIMITE                   COM              6458001          1      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    26883   594771 SH       DEFINED 01             594771        0        0
NEW JERSEY RESOURCES           COM              646025106      127     2800 SH       DEFINED 01 05               0     2800        0
INAX CORPORA                   COM              6461504          7     1000 SH       DEFINED 01 10            1000        0        0
ISETAN                         COM              6466844         11     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          7     3000 SH       DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803         16     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         46     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SHOKUBAI                COM              6470588          4     1000 SH       DEFINED 01 10            1000        0        0
JAPAN STEEL WORKS              COM              6470685          1     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871         13     4000 SH       DEFINED 01 10            4000        0        0
JGC CORP                       COM              6473468          8     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         34        5 SH       DEFINED 01 10               5        0        0
JOYO BANK                      COM              6479767          6     2000 SH       DEFINED 01 10            2000        0        0
JUSCO CO                       COM              6480048         22     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALT           COM              648053106        9      579 SH       DEFINED 01                579        0        0
KAJIMA CORP                    COM              6481320          5     2000 SH       DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          5     1000 SH       DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          3     1000 SH       DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360          9     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         42     2500 SH       DEFINED 01 10            2500        0        0
KAO CORP                       COM              6483809         50     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          5     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          8     7000 SH       DEFINED 01 10            7000        0        0
KAWASAKI KIS                   COM              6484686          2     1000 SH       DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          4     1000 SH       DEFINED 01 10            1000        0        0
NEW WORLD COFFEE, INC.         COM              648904209      147   127400 SH       DEFINED 01             127400        0        0
KEPPEL CORP                    COM              6490263          4     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          7     1000 SH       DEFINED 01 10            1000        0        0
KINDEN                         COM              6492924          6     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         17     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         26     3000 SH       DEFINED 01 10            3000        0        0
NEW YORK COMMUNITY BANCORP INC COM              649445103    10394   276062 SH       DEFINED 01             276062        0        0
NEW YORK COMMUNITY BANCORP INC COM              649445103      284     7550 SH       DEFINED 01 05               0     7550        0
KOMATSU                        COM              6496584          9     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681         14      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          7     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         16     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         44      500 SH       DEFINED 01 10             500        0        0
ASAHI BANK                     COM              6499367         15     7000 SH       DEFINED 01 10            7000        0        0
KYOWA HAKKO                    COM              6499550          7     1000 SH       DEFINED 01 10            1000        0        0
NEW YORK TIMES - A             COM              650111107     1139    27109 SH       DEFINED 01              27109        0        0
NEW YORK TIMES - A             COM              650111107     1654    39373 SH       DEFINED 01 03               0    39373        0
NEW YORK TIMES - A             COM              650111107       31      729 SH       DEFINED 01 05               0      729        0
NEWCREST MINING                COM              650902992      855   375000 SH       DEFINED 01             375000        0        0
LEIGHTON HOL                   COM              6511227          2      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          7     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID INC          COM              651229106       97     3857 SH       DEFINED 01               3857        0        0
NEWELL RUBBERMAID INC          COM              651229106     1655    65943 SH       DEFINED 01 03               0    65943        0
NEWELL RUBBERMAID INC          COM              651229106       31     1221 SH       DEFINED 01 05               0     1221        0
NEWFIELD EXPLORATION           COM              651290108    31976   997356 SH       DEFINED 01             997356        0        0
NEWFIELD EXPLORATION           COM              651290108    44443  1386270 SH       DEFINED 01 02               0  1386270        0
NEWFIELD EXPLORATION           COM              651290108     2831    88300 SH       DEFINED 01 03               0    88300        0
NEWFIELD EXPLORATION           COM              651290108    18184   567216 SH       DEFINED 01 05               0   567216        0
NEWHALL LAND & FARMG           COM              651426108        2       85 SH       DEFINED 01                 85        0        0
NEWMONT MINING                 COM              651639106       53     2822 SH       DEFINED 01               2822        0        0
NEWMONT MINING                 COM              651639106      900    48353 SH       DEFINED 01 03               0    48353        0
NEWMONT MINING                 COM              651639106       17      895 SH       DEFINED 01 05               0      895        0
NEWPARK RESOURCES              COM              651718504      282    25330 SH       DEFINED 01              25330        0        0
NEWPORT CORP                   COM              651824104       81     3068 SH       DEFINED 01               3068        0        0
NEWPORT NEWS SHIPBLG           COM              652228107       61     1007 SH       DEFINED 01               1007        0        0
NEWPOWER HOLDINGS INC          COM              652463100        6      667 SH       DEFINED 01                667        0        0
NEXT PLC ORD                   COM              652500992     9146   699296 SH       DEFINED 01             699296        0        0
NEXT PLC ORD                   COM              652500992     5300   405206 SH       DEFINED 01 03               0   405206        0
NEXT PLC ORD                   COM              652500992     9586   732869 SH       DEFINED 01 05               0   732869        0
NEXT CARD                      COM              65332K107      194    17622 SH       DEFINED 01              17622        0        0
NEXTEL COMMUNICATION           COM              65332V103      557    31817 SH       DEFINED 01              31817        0        0
NEXTEL COMMUNICATION           COM              65332V103     3311   189209 SH       DEFINED 01 03               0   189209        0
NEXTEL COMMUNICATION           COM              65332V103       61     3505 SH       DEFINED 01 05               0     3505        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    20775    33508 SH       DEFINED 01              33508        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     4226     6817 SH       DEFINED 01 05               0     6817        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     9961    16602 SH       DEFINED 01              16602        0        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     1628     2713 SH       DEFINED 01 05               0     2713        0
NEXTEL PARTNERS INC            COM              65333F107        4      282 SH       DEFINED 01                282        0        0
NET LEVEL COMM                 COM              65333U104        1      121 SH       DEFINED 01                121        0        0
NIAGARA MOHAWK POWER           COM              653520106       40     2260 SH       DEFINED 01               2260        0        0
NIAGARA MOHAWK POWER           COM              653520106      701    39627 SH       DEFINED 01 03               0    39627        0
NIAGARA MOHAWK POWER           COM              653520106       13      734 SH       DEFINED 01 05               0      734        0
NICOR                          COM              654086107    19521   500779 SH       DEFINED 01             500779        0        0
NICOR                          COM              654086107      438    11225 SH       DEFINED 01 03               0    11225        0
NICOR                          COM              654086107        8      207 SH       DEFINED 01 05               0      207        0
NIKE INC - B                   COM              654106103      193     4602 SH       DEFINED 01               4602        0        0
NIKE INC - B                   COM              654106103     2816    67074 SH       DEFINED 01 03               0    67074        0
NIKE INC - B                   COM              654106103       52     1242 SH       DEFINED 01 05               0     1242        0
99 CENTS ONLY STORE            COM              65440K106    40310  1345989 SH       DEFINED 01 02               0  1345989        0
99 CENTS ONLY STORES           COM              65440K106    25535   852573 SH       DEFINED 01             852573        0        0
99 CENTS ONLY STORES           COM              65440K106     3073   102600 SH       DEFINED 01 03               0   102600        0
99 CENTS ONLY STORES           COM              65440K106       81     2712 SH       DEFINED 01 05               0     2712        0
NINTENDO                       COM              654450998    24426   134200 SH       DEFINED 01             134200        0        0
NINTENDO                       COM              654450998     2111    11600 SH       DEFINED 01 03               0    11600        0
NINTENDO                       COM              654450998    16581    91100 SH       DEFINED 01 05               0    91100        0
NIPPON TELEGRAPH & T ORD JP;94 COM              654620962     1434      275 SH       DEFINED 01 03               0      275        0
NISOURCE INC                   COM              65473P105    82071  3002983 SH       DEFINED 01            3002983        0        0
NISOURCE INC                   COM              65473P105     1396    51077 SH       DEFINED 01 03               0    51077        0
NISOURCE INC                   COM              65473P105       26      946 SH       DEFINED 01 05               0      946        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR CO ORD            COM              654744994    10190  1476000 SH       DEFINED 01            1476000        0        0
NISSAN MOTOR CO ORD            COM              654744994    18611  2696000 SH       DEFINED 01 05               0  2696000        0
NKK CORP (5404)                COM              654870997     3893  3916000 SH       DEFINED 01 03               0  3916000        0
NOBLE AFFILIATES               COM              654894104     1259    35619 SH       DEFINED 01              35619        0        0
NOKIA ADR A                    COM              654902204    16287   739000 SH       DEFINED 01                  0   739000        0
NOKIA ADR A                    COM              654902204    23933  1085894 SH       DEFINED 01 02               0  1085894        0
NOKIA CORP ADR                 COM              654902204   125921  5713300 SH       DEFINED 01            5713300        0        0
NOKIA CORP ADR                 COM              654902204      174     7900 SH       DEFINED 01 03               0     7900        0
NOKIA CORP ADR                 COM              654902204    73751  3346214 SH       DEFINED 01 05               0  3346214        0
MIM HOLDINGS                   COM              6550167          2     3659 SH       DEFINED 01 10            3659        0        0
NOBLE DRILLING CORP            COM              655042109     1407    42939 SH       DEFINED 01              42939        0        0
NOBLE DRILLING CORP            COM              655042109     1086    33161 SH       DEFINED 01 03               0    33161        0
NOBLE DRILLING CORP            COM              655042109       20      614 SH       DEFINED 01 05               0      614        0
NOMURA SECURITIES              COM              655361103    31753  1657000 SH       DEFINED 01            1657000        0        0
NOMURA SECURITIES              COM              655361103     2032   106000 SH       DEFINED 01 03               0   106000        0
NOMURA SECURITIES              COM              655361103    57469  2999000 SH       DEFINED 01 05               0  2999000        0
NORDSON CORP                   COM              655663102       75     3202 SH       DEFINED 01               3202        0        0
NORDSON CORP                   COM              655663102        2       90 SH       DEFINED 01 02               0       90        0
NORDSTROM INC                  COM              655664100       34     1862 SH       DEFINED 01               1862        0        0
NORDSTROM INC                  COM              655664100      614    33083 SH       DEFINED 01 03               0    33083        0
NORDSTROM INC                  COM              655664100       11      612 SH       DEFINED 01 05               0      612        0
NORFOLK SOUTHERN CO            COM              655844108      115     5537 SH       DEFINED 01               5537        0        0
NORFOLK SOUTHERN CO            COM              655844108     1969    95132 SH       DEFINED 01 03               0    95132        0
NORFOLK SOUTHERN CO            COM              655844108       36     1762 SH       DEFINED 01 05               0     1762        0
NORMANDY MINING LTD            COM              656100997     1008  1600000 SH       DEFINED 01            1600000        0        0
NORTEK INC                     COM              656559101        5      150 SH       DEFINED 01 02               0      150        0
NORTEL NETWORKS CORP           COM              656568102      356    39168 SH       DEFINED 01              39168        0        0
NORTEL NETWORKS CORP           COM              656568102     7163   788015 SH       DEFINED 01 03               0   788015        0
NORTEL NETWORKS CORP           COM              656568102      133    14596 SH       DEFINED 01 05               0    14596        0
NORTH AMER PALLADIUM           COM              656912102      781   100000 SH       DEFINED 01             100000        0        0
MARUBENI COR                   COM              6569464          6     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         14     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA E                   COM              6572707         78     5000 SH       DEFINED 01 10            5000        0        0
MAYNE NICKLE                   COM              6574606          2      732 SH       DEFINED 01 10             732        0        0
MEIJI MILK                     COM              6576088          4     1000 SH       DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          5     1000 SH       DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          3      100 SH       DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          3      437 SH       DEFINED 01 10             437        0        0
NOKIA (DB) OYJ                 COM              659002FR5    46053  2032032 SH       DEFINED 01            2032032        0        0
NOKIA (DB) OYJ                 COM              659002FR5     5754   253925 SH       DEFINED 01 03               0   253925        0
NOKIA (DB) OYJ                 COM              659002FR5    27862  1229384 SH       DEFINED 01 05               0  1229384        0
CREDIT SAISO                   COM              6591809         10      400 SH       DEFINED 01 10             400        0        0
NORTH FOLK BANCORP             COM              659424105      135     4367 SH       DEFINED 01               4367        0        0
MITSUBISHI E                   COM              6596729         28     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         32     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI G                   COM              6596923          4     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         13     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         30     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         41     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          2     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          4     1000 SH       DEFINED 01 10            1000        0        0
MITSUI ENG & SHIP              COM              6597380          3     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          4     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         22     2000 SH       DEFINED 01 10            2000        0        0
MURATA MFG C                   COM              6610403         40      600 SH       DEFINED 01 10             600        0        0
NGK INSULATO                   COM              6619507          9     1000 SH       DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604          9     1000 SH       DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         37     4567 SH       DEFINED 01 10            4567        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         62     3503 SH       DEFINED 01 10            3503        0        0
NEPTUNE ORIE                   COM              6628859          2     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          6     5000 SH       DEFINED 01 10            5000        0        0
MYCAL CORPOR                   COM              6638449          1     1000 SH       DEFINED 01 10            1000        0        0
NICHIEI CO                     COM              6638892          1      100 SH       DEFINED 01 10             100        0        0
NINTENDO CO                    COM              6639550         73      400 SH       DEFINED 01 10             400        0        0
DENSO CORP                     COM              6640381         38     2000 SH       DEFINED 01 10            2000        0        0
NEC CORP                       COM              6640400         54     4000 SH       DEFINED 01 10            4000        0        0
NIDEC CORPOR                   COM              6640682         10      200 SH       DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767         12     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          4     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          2     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN FLOU                   COM              6640961          7     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          4     1000 SH       DEFINED 01 10            1000        0        0
NIPPON LIGHT METAL             COM              6641124          1     1000 SH       DEFINED 01 10            1000        0        0
JAPAN ENERGY                   COM              6641209          4     2000 SH       DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373        177       34 SH       DEFINED 01 10              34        0        0
NIPPON MITSU                   COM              6641403         23     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          6     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         12      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         14     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321          9     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387         10     1000 SH       DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406          7     1000 SH       DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         26    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         69    10000 SH       DEFINED 01 10           10000        0        0
NISSHINBO IN                   COM              6642923          5     1000 SH       DEFINED 01 10            1000        0        0
NOMURA SECUR                   COM              6643108         96     5000 SH       DEFINED 01 10            5000        0        0
NIPPON SHINP                   COM              6643528          2     1000 SH       DEFINED 01 10            1000        0        0
NIPPON YUSEN                   COM              6643960         12     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106       78     3782 SH       DEFINED 01               3782        0        0
NORMANDY MIN                   COM              6645201          2     3762 SH       DEFINED 01 10            3762        0        0
ORIENTAL LAN                   COM              6648891         22      300 SH       DEFINED 01 10             300        0        0
NTN CORP                       COM              6651189          3     1000 SH       DEFINED 01 10            1000        0        0
OMNI INDUSTRIES LTD.           COM              6654865          2     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          8     2000 SH       DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         15     3000 SH       DEFINED 01 10            3000        0        0
OKUMURA CORP                   COM              6657808          4     1000 SH       DEFINED 01 10            1000        0        0
NORTHERN TRUST CORP            COM              665859104      200     3204 SH       DEFINED 01               3204        0        0
NORTHERN TRUST CORP            COM              665859104     3442    55069 SH       DEFINED 01 03               0    55069        0
NORTHERN TRUST CORP            COM              665859104       64     1020 SH       DEFINED 01 05               0     1020        0
OLYMPUS OPTI                   COM              6658801         16     1000 SH       DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         18     1000 SH       DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          4     2000 SH       DEFINED 01 10            2000        0        0
ORIENT CORP                    COM              6661122          2     1000 SH       DEFINED 01 10            1000        0        0
ORIX CORP                      COM              6661144         21      220 SH       DEFINED 01 10             220        0        0
ORIENTAL PRESS                 COM              6661490          1     4800 SH       DEFINED 01 10            4800        0        0
OSAKA GAS CO                   COM              6661768         19     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         26     4000 SH       DEFINED 01 10            4000        0        0
OYO CORPORATION                COM              6665061          1      100 SH       DEFINED 01 10             100        0        0
NORTHROP GRUMMAN               COM              666807102     1308    16339 SH       DEFINED 01              16339        0        0
NORTHROP GRUMMAN               COM              666807102     1791    22355 SH       DEFINED 01 03               0    22355        0
NORTHROP GRUMMAN               COM              666807102       31      391 SH       DEFINED 01 05               0      391        0
NORTHROP GRUMMAN COR           COM              666807102    21708   271023 SH       DEFINED 01 02               0   271023        0
NWA                            COM              667280101    11367   450197 SH       DEFINED 01             450197        0        0
NWA                            COM              667280101      114     4500 SH       DEFINED 01 02               0     4500        0
NWA                            COM              667280101    17851   707000 SH       DEFINED 01 05               0   707000        0
NORTHWEST NATURAL GA           COM              667655104     1849    74241 SH       DEFINED 01              74241        0        0
NORTHWEST NATURAL GA           COM              667655104        3      140 SH       DEFINED 01 02               0      140        0
NORTHWEST NAT GA 100           PRF              667655708    17473   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1571    70113 SH       DEFINED 01              70113        0        0
PENTA-OCEAN CONSTRUCTION CO    COM              6680804          1     1000 SH       DEFINED 01 10            1000        0        0
NOVA                           COM              669784100       58     1847 SH       DEFINED 01               1847        0        0
NUANCE COMMUNICATION           COM              669967101      244    13582 SH       DEFINED 01              13582        0        0
NOVAVAX INC                    COM              670002104      322    33000 SH       DEFINED 01              33000        0        0
NOVELL INC                     COM              670006105       82    14400 SH       DEFINED 01              14400        0        0
NOVELL INC                     COM              670006105        6     1140 SH       DEFINED 01 02               0     1140        0
NOVELL INC                     COM              670006105      447    78551 SH       DEFINED 01 03               0    78551        0
NOVELL INC                     COM              670006105        8     1454 SH       DEFINED 01 05               0     1454        0
NOVELLUS SYSTEMS               COM              670008101    79760  1404463 SH       DEFINED 01            1404463        0        0
NOVELLUS SYSTEMS               COM              670008101     9603   169088 SH       DEFINED 01 03               0   169088        0
NOVELLUS SYSTEMS               COM              670008101    23565   414952 SH       DEFINED 01 05               0   414952        0
NOVELLUS SYSTEMS INC           COM              670008101    77975  1372995 SH       DEFINED 01 02               0  1372995        0
NOVEN PHARMACEUTICAL           COM              670009109     7832   199796 SH       DEFINED 01             199796        0        0
NOVEN PHARMACEUTICAL           COM              670009109        6      160 SH       DEFINED 01 02               0      160        0
NOVEN PHARMACEUTICAL           COM              670009109      216     5500 SH       DEFINED 01 05               0     5500        0
NOVO-NORDISK A/S               COM              670100999     6750   152600 SH       DEFINED 01             152600        0        0
NOVO-NORDISK A/S               COM              670100999     1311    29650 SH       DEFINED 01 03               0    29650        0
NOVO-NORDISK A/S               COM              670100999     9364   211700 SH       DEFINED 01 05               0   211700        0
NU SKIN ENTERPRISES            COM              67018T105        0       37 SH       DEFINED 01                 37        0        0
NUCENTRIX BROADBAND            COM              670198100        1      119 SH       DEFINED 01                119        0        0
NSTAR                          COM              67019E107       60     1424 SH       DEFINED 01               1424        0        0
PROMISE CO                     COM              6703295         25      300 SH       DEFINED 01 10             300        0        0
NUCOR CORP                     COM              670346105    24989   511124 SH       DEFINED 01             511124        0        0
NUCOR CORP                     COM              670346105     2077    42482 SH       DEFINED 01 03               0    42482        0
NUCOR CORP                     COM              670346105    29351   600355 SH       DEFINED 01 05               0   600355        0
NUEVO ENERGY CO                COM              670509108      806    49445 SH       DEFINED 01              49445        0        0
NUMERICAL TECHNOLOG            COM              67053T101        3      159 SH       DEFINED 01                159        0        0
NVIDIA CORP                    COM              67066G104    14707   158573 SH       DEFINED 01             158573        0        0
NVIDIA CORP                    COM              67066G104       97     1050 SH       DEFINED 01 02               0     1050        0
NVIDIA CORP                    COM              67066G104    12364   133300 SH       DEFINED 01 05               0   133300        0
NYFIX INC                      COM              670712108     2694    84318 SH       DEFINED 01              84318        0        0
O`CHARLEY`S                    COM              670823103     1056    54496 SH       DEFINED 01              54496        0        0
OKLAHOMA GAS & ELEC            COM              670837103       49     2172 SH       DEFINED 01               2172        0        0
OM GROUP INC                   COM              670872100     8223   146163 SH       DEFINED 01             146163        0        0
OM GROUP INC                   COM              670872100        3       60 SH       DEFINED 01 02               0       60        0
OM GROUP INC                   COM              670872100      141     2500 SH       DEFINED 01 05               0     2500        0
OSI PHARMACEUTICALS            COM              671040103      363     6894 SH       DEFINED 01               6894        0        0
OTG SOFTWARE INC               COM              671059103        0       70 SH       DEFINED 01                 70        0        0
OTP BANK GDR         GB;OTPD/U COM              67106E101     5151    99731 SH       DEFINED 01              99731        0        0
OTP BANK GDR         GB;OTPD/U COM              67106E101      107     2071 SH       DEFINED 01 05               0     2071        0
QBE INS GROU                   COM              6715740          5      871 SH       DEFINED 01 10             871        0        0
OAK TECHNOLOGY                 COM              671802106     3182   300416 SH       DEFINED 01             300416        0        0
OAK TECHNOLOGY                 COM              671802106        3      310 SH       DEFINED 01 02               0      310        0
OAK TECHNOLOGY                 COM              671802106      124    11700 SH       DEFINED 01 05               0    11700        0
OAKLEY INC                     COM              673662102      735    39717 SH       DEFINED 01              39717        0        0
OAKWOOD HOMES                  COM              674098207       40     8000 SH       DEFINED 01               8000        0        0
OCCIDENTAL PETROLEUM           COM              674599105      142     5331 SH       DEFINED 01               5331        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2436    91629 SH       DEFINED 01 03               0    91629        0
OCCIDENTAL PETROLEUM           COM              674599105       45     1697 SH       DEFINED 01 05               0     1697        0
ROHM CO                        COM              6747204         47      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY INC TEX           COM              67481E106    10552   604717 SH       DEFINED 01             604717        0        0
OCEAN ENERGY INC TEX           COM              67481E106      310    17750 SH       DEFINED 01 05               0    17750        0
OCEANEERING INT L              COM              675232102     1437    69236 SH       DEFINED 01              69236        0        0
OCEANFIRST FINANCIAL           COM              675234108        6      220 SH       DEFINED 01 02               0      220        0
OFFICE DEPOT INC               COM              676220106       44     4240 SH       DEFINED 01               4240        0        0
OFFICE DEPOT INC               COM              676220106      764    73591 SH       DEFINED 01 03               0    73591        0
OFFICE DEPOT INC               COM              676220106       14     1363 SH       DEFINED 01 05               0     1363        0
OFFICE MAX                     COM              67622M108        2      432 SH       DEFINED 01                432        0        0
OFFSHORE LOGISTICS             COM              676255102     1204    63359 SH       DEFINED 01              63359        0        0
SMC CORP                       COM              6763965         21      200 SH       DEFINED 01 10             200        0        0
SOUTHCORP LT                   COM              6764689          5     1317 SH       DEFINED 01 10            1317        0        0
SOFTBANK COR                   COM              6770620         30      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          4     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY CORP             COM              677240103       21     1633 SH       DEFINED 01               1633        0        0
OHIO POWER CO $100             PRF              677415796     3543    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812      992    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      511     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         18     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          3      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          4     1291 SH       DEFINED 01 10            1291        0        0
SANYO ELECTR                   COM              6776769         32     5000 SH       DEFINED 01 10            5000        0        0
SANWA SHUTTE                   COM              6776781          3     1000 SH       DEFINED 01 10            1000        0        0
SAPPORO BREW                   COM              6776907          3     1000 SH       DEFINED 01 10            1000        0        0
LUKOIL ADR                     COM              677862104     2467    51375 SH       DEFINED 01              51375        0        0
LUKOIL ADR                     COM              677862104       55     1135 SH       DEFINED 01 05               0     1135        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         28      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          5      300 SH       DEFINED 01 10             300        0        0
SEIYU                          COM              6793780          3     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI CHEM                   COM              6793821          4     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI HOUS                   COM              6793906         17     2000 SH       DEFINED 01 10            2000        0        0
OLD NATL BANCORP               COM              680033107        7      248 SH       DEFINED 01                248        0        0
SHARP CORP                     COM              6800602         41     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTER             COM              680223104     1868    64418 SH       DEFINED 01              64418        0        0
SHIMAMURA CO                   COM              6804035          5      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          6     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          8     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          1      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         37     1000 SH       DEFINED 01 10            1000        0        0
SHIONOGI & C                   COM              6804682         21     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          9     1000 SH       DEFINED 01 10            1000        0        0
SHIZUOKA BAN                   COM              6805328         17     2000 SH       DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          3     2000 SH       DEFINED 01 10            2000        0        0
SHO-BOND COR                   COM              6805511          1      100 SH       DEFINED 01 10             100        0        0
SHOWA SHELL                    COM              6805544          6     1000 SH       DEFINED 01 10            1000        0        0
OLIN                           COM              680665205       21     1243 SH       DEFINED 01               1243        0        0
OLIVETTI WTS EXP 12/15/2002    COM              680667110       88   309540 SH       DEFINED 01             309540        0        0
OLIVETTI SPA                   COM              680667995    13741  7765774 SH       DEFINED 01            7765774        0        0
SINO LAND CO                   COM              6810429          3     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         16    15000 SH       DEFINED 01 10           15000        0        0
PARKWAY HOLDINGS               COM              6811143          1     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE                      COM              6811734         21     3000 SH       DEFINED 01 10            3000        0        0
HOWARD SMITH                   COM              6816308          3      408 SH       DEFINED 01 10             408        0        0
SNOW BRAND M                   COM              6818401          3     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE, INC.                 COM              681904108       53     2606 SH       DEFINED 01               2606        0        0
OMNICOM GROUP                  COM              681919106      232     2701 SH       DEFINED 01               2701        0        0
OMNICOM GROUP                  COM              681919106     3940    45810 SH       DEFINED 01 03               0    45810        0
OMNICOM GROUP                  COM              681919106       73      849 SH       DEFINED 01 05               0      849        0
OMNOVA SOLUTIONS W/I           COM              682129101      853   117187 SH       DEFINED 01             117187        0        0
SONY CORP                      COM              6821506        158     2400 SH       DEFINED 01 10            2400        0        0
ON ASSIGNMENT INC              COM              682159108     1214    67471 SH       DEFINED 01              67471        0        0
ON COMMAND CORP                COM              682160106        1      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        1      233 SH       DEFINED 01                233        0        0
STH CHINA MO                   COM              6824657          3     4000 SH       DEFINED 01 10            4000        0        0
ONEOK INC                      COM              682680103     3235   164255 SH       DEFINED 01             164255        0        0
ONEOK INC                      COM              682680103        7      360 SH       DEFINED 01 02               0      360        0
ONEOK INC                      COM              682680103      290    14722 SH       DEFINED 01 03               0    14722        0
ONEOK INC                      COM              682680103      216    10972 SH       DEFINED 01 05               0    10972        0
ONI SYSTEMS CORP               COM              68273F103        8      286 SH       DEFINED 01                286        0        0
ONI SYSTEMS CORP               COM              68273F103    11850   424750 SH       DEFINED 01 02               0   424750        0
ONI SYSTEMS CORP               COM              68273F103      243     8700 SH       DEFINED 01 03               0     8700        0
ONYX SOFTWARE CP               COM              683402101        0       56 SH       DEFINED 01                 56        0        0
OPEN MARKET                    COM              68370M100        0      152 SH       DEFINED 01                152        0        0
OPENWAVE SYSTEMS INC           COM              683718100    34712  1000341 SH       DEFINED 01            1000341        0        0
OPENWAVE SYSTEMS INC           COM              683718100     1041    30000 SH       DEFINED 01 05               0    30000        0
OPNET TECHNOLOGIES, INC.       COM              683757108      450    25200 SH       DEFINED 01              25200        0        0
OPLINK COMM INC                COM              68375Q106        1      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827109        1      138 SH       DEFINED 01                138        0        0
ORACLE CORP                    COM              68389X105    71808  3779417 SH       DEFINED 01            3779417        0        0
ORACLE CORP                    COM              68389X105    26379  1388354 SH       DEFINED 01 03               0  1388354        0
ORACLE CORP                    COM              68389X105    13789   725716 SH       DEFINED 01 05               0   725716        0
ORACLE CORP COM                COM              68389X105    12540   660000 SH       DEFINED 01                  0   660000        0
ORACLE CORP COM                COM              68389X105      616    32330 SH       DEFINED 01 02               0    32330        0
STOCKLAND TRUST                COM              6850856          2      804 SH       DEFINED 01 10             804        0        0
STRAITS TRADING CO             COM              6853521          1     1200 SH       DEFINED 01 10            1200        0        0
ORANGE SA                      COM              685444994     4837   595175 SH       DEFINED 01             595175        0        0
ORBITAL SCIENCES COR ORB       COM              685564106      437   112568 SH       DEFINED 01             112568        0        0
ORCHID BIOSCIENCES             COM              68571P100      348    45533 SH       DEFINED 01              45533        0        0
SUMITOMO MITSUI BANK CORP      COM              6858526        124    15000 SH       DEFINED 01 10           15000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          2     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         23     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO MAR                   COM              6858786         11     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO MET                   COM              6858827          5     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          9     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO COR                   COM              6858946         21     3000 SH       DEFINED 01 10            3000        0        0
ORGANOGENISIS INC              COM              685906109      822   111153 SH       DEFINED 01             111153        0        0
SUN HUNG KAI                   COM              6859927         54     6000 SH       DEFINED 01 10            6000        0        0
OREGON STEEL MLS INC           COM              686079104      276    32500 SH       DEFINED 01              32500        0        0
O REILLY AUTOMOTIVE            COM              686091109     4396   153178 SH       DEFINED 01             153178        0        0
ORGANIC INC                    COM              68617E101        0      183 SH       DEFINED 01                183        0        0
ORIENTAL LAND (4661)           COM              686223991     2554    34400 SH       DEFINED 01 03               0    34400        0
ORION PWR HLDG INC             COM              686286105      584    24518 SH       DEFINED 01              24518        0        0
SWIRE PACIFI                   COM              6867748         21     4000 SH       DEFINED 01 10            4000        0        0
TAISEI CORP                    COM              6870100          5     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         10     2000 SH       DEFINED 01 10            2000        0        0
TAISHO PHARM                   COM              6870144         19     1000 SH       DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382         13     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          7     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445         93     2000 SH       DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         26      300 SH       DEFINED 01 10             300        0        0
TABCORP HLDG                   COM              6873262          3      649 SH       DEFINED 01 10             649        0        0
ORTHODONTIC CENTER             COM              68750P103    10393   341879 SH       DEFINED 01             341879        0        0
ORTHODONTIC CENTER             COM              68750P103        5      180 SH       DEFINED 01 02               0      180        0
ORTHODONTIC CENTER             COM              68750P103      278     9150 SH       DEFINED 01 05               0     9150        0
TAKEFUJI COR                   COM              6876067         36      400 SH       DEFINED 01 10             400        0        0
TEIJIN                         COM              6880507         11     2000 SH       DEFINED 01 10            2000        0        0
TEIKOKU OIL                    COM              6880905          5     1000 SH       DEFINED 01 10            1000        0        0
TELECOM CORP                   COM              6881436          7     2915 SH       DEFINED 01 10            2915        0        0
TELEVISION                     COM              6881674          4     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207     1203    36192 SH       DEFINED 01              36192        0        0
OSHKOSH TRUCK CORP             COM              688239201     2186    49400 SH       DEFINED 01              49400        0        0
OSMONICS, INC.                 COM              688350107      239    17300 SH       DEFINED 01              17300        0        0
TERUMO CORP                    COM              6885074          9      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      189    41482 SH       DEFINED 01              41482        0        0
NEWS CORPORA                   COM              6886925         38     4164 SH       DEFINED 01 10            4164        0        0
TODA CORP                      COM              6893884          3     1000 SH       DEFINED 01 10            1000        0        0
TOKIO MARINE                   COM              6894768         37     4000 SH       DEFINED 01 10            4000        0        0
TOBU RAILWAY                   COM              6895169          6     2000 SH       DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         21     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         93     3600 SH       DEFINED 01 10            3600        0        0
TOKYO GAS CO                   COM              6895448         21     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         30      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548         16     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         16     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         42     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          7     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       66     2283 SH       DEFINED 01               2283        0        0
TOSTEM CO.                     COM              6900212         16     1000 SH       DEFINED 01 10            1000        0        0
TOYO SEIKAN KAISHA             COM              6900267         14     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          4     2000 SH       DEFINED 01 10            2000        0        0
TOYOTA MOTOR                   COM              6900643        341     9700 SH       DEFINED 01 10            9700        0        0
TRANS COSMOS                   COM              6900955          4      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPHOLD GR           COM              690368105       31     1034 SH       DEFINED 01               1034        0        0
OWENS & MINOR INC              COM              690732102     1877    98811 SH       DEFINED 01              98811        0        0
OWENS & MINOR INC              COM              690732102        7      370 SH       DEFINED 01 02               0      370        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403        3      499 SH       DEFINED 01                499        0        0
UBE INDUSTRI                   COM              6910705          4     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          6      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH                  COM              691471106      762    26657 SH       DEFINED 01              26657        0        0
OXFORD INDUSTRIES              COM              691497309      480    21825 SH       DEFINED 01              21825        0        0
UNITED INDUSTRIAL CORP         COM              6916532          1     3000 SH       DEFINED 01 10            3000        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         20     3112 SH       DEFINED 01 10            3112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
VARITRONIX I                   COM              6926854          1     1000 SH       DEFINED 01 10            1000        0        0
VENTURE MFG                    COM              6927374          7     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL INC                     COM              69325Q105      522    56651 SH       DEFINED 01              56651        0        0
P-COM INC                      COM              693262107        0      209 SH       DEFINED 01                209        0        0
PG&E CORP                      COM              69331C108      566    50572 SH       DEFINED 01              50572        0        0
PG&E CORP                      COM              69331C108     1072    95741 SH       DEFINED 01 03               0    95741        0
PG&E CORP                      COM              69331C108       20     1773 SH       DEFINED 01 05               0     1773        0
P.F. CHANGS CHINA              COM              69333Y108     3635    95897 SH       DEFINED 01              95897        0        0
P.F. CHANGS CHINA              COM              69333Y108      663    17500 SH       DEFINED 01 03               0    17500        0
P.F. CHANGS CHINA B            COM              69333Y108    33811   892070 SH       DEFINED 01 02               0   892070        0
PIMCO TOTAL RETURN FUND        COM              693390726     5412   523414 SH       DEFINED 01 03               0   523414        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     7000 SH       DEFINED 01               7000        0        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     5100 SH       DEFINED 01 05               0     5100        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     7000 SH       DEFINED 01               7000        0        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     5100 SH       DEFINED 01 05               0     5100        0
PLX TECHNOLOGY INC             COM              693417107       85    10000 SH       DEFINED 01              10000        0        0
PMC-SIERRA                     COM              69344F106   125144  4027809 SH       DEFINED 01            4027809        0        0
PMC-SIERRA                     COM              69344F106     1091    35100 SH       DEFINED 01 03               0    35100        0
PMC-SIERRA                     COM              69344F106    54562  1756052 SH       DEFINED 01 05               0  1756052        0
PMC-SIERRA INC                 COM              69344F106    20983   675339 SH       DEFINED 01 02               0   675339        0
PMI GROUP INC                  COM              69344M101       85     1196 SH       DEFINED 01               1196        0        0
PNC FINL                       COM              693475105      277     4208 SH       DEFINED 01               4208        0        0
PNC FINL                       COM              693475105     4702    71473 SH       DEFINED 01 03               0    71473        0
PNC FINL                       COM              693475105       87     1324 SH       DEFINED 01 05               0     1324        0
PPG INDUSTRIES INC             COM              693506107      917    17436 SH       DEFINED 01              17436        0        0
PPG INDUSTRIES INC             COM              693506107     2189    41638 SH       DEFINED 01 03               0    41638        0
PPG INDUSTRIES INC             COM              693506107       41      771 SH       DEFINED 01 05               0      771        0
PPL CORPORATION                COM              69351T106   113416  2062111 SH       DEFINED 01            2062111        0        0
PPL CORPORATION                COM              69351T106       94     1700 SH       DEFINED 01 02               0     1700        0
PPL CORPORATION                COM              69351T106     1986    36106 SH       DEFINED 01 03               0    36106        0
PPL CORPORATION                COM              69351T106    17323   314968 SH       DEFINED 01 05               0   314968        0
PPL CORP CVT PFD               PRF              69352F204    11658   459000 SH       DEFINED 01             459000        0        0
PPL CORP CVT PFD               PRF              69352F204     3581   141000 SH       DEFINED 01 05               0   141000        0
PRI AUTOMATION INC             COM              69357H106        1       56 SH       DEFINED 01                 56        0        0
PS BUSINESS PARKS              COM              69360J107        2       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100        2      296 SH       DEFINED 01                296        0        0
PACCAR INC                     COM              693718108      152     2962 SH       DEFINED 01               2962        0        0
PACCAR INC                     COM              693718108      974    18936 SH       DEFINED 01 03               0    18936        0
PACCAR INC                     COM              693718108       18      350 SH       DEFINED 01 05               0      350        0
PAC-WEST TELECOMM              COM              69371Y101      207   106770 SH       DEFINED 01             106770        0        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          1      474 SH       DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       60 SH       DEFINED 01                 60        0        0
PACIFIC CENT FINL C            COM              694058108       57     2200 SH       DEFINED 01               2200        0        0
PACIFIC GAS & ELEC             PRF              694308651     1082   120200 SH       DEFINED 01 04               0   120200        0
PACIFIC GAS & ELEC             PRF              694308693     6816   717500 SH       DEFINED 01 04               0   717500        0
PACIFIC GULF PROPERT           COM              694396102        0       98 SH       DEFINED 01                 98        0        0
PACIFIC SUNWEAR                COM              694873100     2159    96280 SH       DEFINED 01              96280        0        0
PACIFIC SUNWEAR                COM              694873100        2       80 SH       DEFINED 01 02               0       80        0
PACIFIC SUNWEAR                COM              694873100     5608   250000 SH       DEFINED 01 05               0   250000        0
WESFARMERS                     COM              6948836          8      575 SH       DEFINED 01 10             575        0        0
PACIFICARE HLTH SYS            COM              695112102    17133  1051057 SH       DEFINED 01            1051057        0        0
PACIFICARE HLTH SYS            COM              695112102      504    30884 SH       DEFINED 01 05               0    30884        0
PACIFICORP $100 PAR            PRF              695114678     1020    10000 SH       DEFINED 01                  0    10000        0
PACIFICORP $100 PAR            PRF              695114678    15295   150000 SH       DEFINED 01 04               0   150000        0
PACKAGING CP OF AMER           COM              695156109     3878   249737 SH       DEFINED 01             249737        0        0
PACKAGING CP OF AMER           COM              695156109        4      250 SH       DEFINED 01 02               0      250        0
PACKAGING CP OF AMER           COM              695156109      185    11900 SH       DEFINED 01 05               0    11900        0
PACKARD BIOSCIENCE INC         COM              695172205        2      295 SH       DEFINED 01                295        0        0
PACKETER                       COM              695210104      213    16963 SH       DEFINED 01              16963        0        0
PACTIV CORPORATION             COM              695257105     2722   203107 SH       DEFINED 01             203107        0        0
PACTIV CORPORATION             COM              695257105        3      220 SH       DEFINED 01 02               0      220        0
PACTIV CORPORATION             COM              695257105      526    39260 SH       DEFINED 01 03               0    39260        0
PACTIV CORPORATION             COM              695257105      125     9327 SH       DEFINED 01 05               0     9327        0
WMC                            COM              6954985         12     2441 SH       DEFINED 01 10            2441        0        0
WESTFIELD TR                   COM              6956312          6     3518 SH       DEFINED 01 10            3518        0        0
PALL CORP                      COM              696429307       41     1702 SH       DEFINED 01               1702        0        0
PALL CORP                      COM              696429307      715    30372 SH       DEFINED 01 03               0    30372        0
PALL CORP                      COM              696429307       13      562 SH       DEFINED 01 05               0      562        0
PALM INC                       COM              696642107    20282  3341450 SH       DEFINED 01            3341450        0        0
PALM INC                       COM              696642107      145    23920 SH       DEFINED 01 02               0    23920        0
PALM INC                       COM              696642107     2827   465776 SH       DEFINED 01 03               0   465776        0
PALM INC                       COM              696642107      573    94398 SH       DEFINED 01 05               0    94398        0
WING TAI HLDGS                 COM              6972385          1     2000 SH       DEFINED 01 10            2000        0        0
WORLD CO                       COM              6977971          5      150 SH       DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109      186     4792 SH       DEFINED 01               4792        0        0
PAN PACIFIC RETAIL             COM              69806L104     1672    64300 SH       DEFINED 01              64300        0        0
PAN PACIFIC RETAIL             COM              69806L104      114     4400 SH       DEFINED 01 05               0     4400        0
WOOLWORTHS L                   COM              6981239         14     2545 SH       DEFINED 01 10            2545        0        0
PANERA BREAD CO                COM              69840W108     2389    75681 SH       DEFINED 01              75681        0        0
PANERA BREAD CO                COM              69840W108        2       50 SH       DEFINED 01 02               0       50        0
PANERA BREAD CO                COM              69840W108       66     2100 SH       DEFINED 01 05               0     2100        0
YAMANOUCHI P                   COM              6985383         28     1000 SH       DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          7     1000 SH       DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         21     1000 SH       DEFINED 01 10            1000        0        0
YOKOGAWA ELE                   COM              6986427          9     1000 SH       DEFINED 01 10            1000        0        0
BK OF YOKOHA                   COM              6986449         12     3000 SH       DEFINED 01 10            3000        0        0
PAPA JOHN                      COM              698813102       15      608 SH       DEFINED 01                608        0        0
PARADYNE NETWORKS              COM              69911G107        0       69 SH       DEFINED 01                 69        0        0
PARAMETRIC TECH CORP           COM              699173100      162    11616 SH       DEFINED 01              11616        0        0
PARAMETRIC TECH CORP           COM              699173100      914    65331 SH       DEFINED 01 03               0    65331        0
PARAMETRIC TECH CORP           COM              699173100       17     1210 SH       DEFINED 01 05               0     1210        0
PAREXEL                        COM              699462107     1471    75403 SH       DEFINED 01              75403        0        0
PARK ELECTROCHEMICAL           COM              700416209     4232   160303 SH       DEFINED 01             160303        0        0
PARK ELECTROCHEMICAL           COM              700416209        5      190 SH       DEFINED 01 02               0      190        0
PARK ELECTROCHEMICAL           COM              700416209      119     4500 SH       DEFINED 01 05               0     4500        0
PARK NATIONAL CORP             COM              700658107        2       21 SH       DEFINED 01                 21        0        0
PARK PLACE ENT COR             COM              700690100       96     7887 SH       DEFINED 01               7887        0        0
PARKER DRILLING                COM              701081101        5      840 SH       DEFINED 01 02               0      840        0
PARKER-HANNIFIN                COM              701094104    51849  1221689 SH       DEFINED 01            1221689        0        0
PARKER-HANNIFIN                COM              701094104     2415    56907 SH       DEFINED 01 03               0    56907        0
PARKER-HANNIFIN                COM              701094104      810    19088 SH       DEFINED 01 05               0    19088        0
PORTUCEL EMPRESA PRODUCTORA    COM              7018556          1      965 SH       DEFINED 01 10             965        0        0
BAYERISCHE HYPO VEREINSBANK    COM              7023011         20      410 SH       DEFINED 01 10             410        0        0
PATINA OIL AND GAS             COM              703224105     1536    57977 SH       DEFINED 01              57977        0        0
PATINA OIL AND GAS             COM              703224105        6      210 SH       DEFINED 01 02               0      210        0
PATHMARK STORES INC            COM              70322A101        7      274 SH       DEFINED 01                274        0        0
PATTERSON DENTAL               COM              703412106     7513   250446 SH       DEFINED 01             250446        0        0
PATTERSON DENTAL               COM              703412106       99     3300 SH       DEFINED 01 05               0     3300        0
PATTERSON-UTI ENERGY           COM              703481101        5      290 SH       DEFINED 01 02               0      290        0
PATTERSON-UTI ENERGY INC       COM              703481101     4581   256281 SH       DEFINED 01             256281        0        0
PATTERSON-UTI ENERGY INC       COM              703481101      197    11000 SH       DEFINED 01 05               0    11000        0
PAXONET C PFD                  PRF              704200XX7     2728   967447 SH       DEFINED 01             967447        0        0
PAXONET C PFD                  PRF              704200XX7     2600   921985 SH       DEFINED 01 05               0   921985        0
PAXAR CORPORATION              COM              704227107     1803   125195 SH       DEFINED 01             125195        0        0
PAXAR CORPORATION              COM              704227107        5      330 SH       DEFINED 01 02               0      330        0
PAXSON COMMUNICATION           COM              704231109        2      168 SH       DEFINED 01                168        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208    30225    31484 SH       DEFINED 01              31484        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208     6725     7005 SH       DEFINED 01 05               0     7005        0
PAXSON COMMUNICATION           PRF              704231505        6        7 SH       DEFINED 01 05               0        7        0
EURAZEO                        COM              7042395          6      100 SH       DEFINED 01 10             100        0        0
PAYCHEX                        COM              704326107    51329  1283220 SH       DEFINED 01            1283220        0        0
PAYCHEX                        COM              704326107    11428   285714 SH       DEFINED 01 03               0   285714        0
PAYCHEX                        COM              704326107     5239   130982 SH       DEFINED 01 05               0   130982        0
PAYCHEX INC                    COM              704326107   148885  3722106 SH       DEFINED 01 02               0  3722106        0
PAYLESS SHOESOURCE             COM              704379106       41      630 SH       DEFINED 01                630        0        0
PAYLESS SHOESOURCE             COM              704379106        6      100 SH       DEFINED 01 02               0      100        0
PEABODY ENERGY CORP            COM              704549104      601    18350 SH       DEFINED 01 05               0    18350        0
PEC SOLUTIONS                  COM              705107100      146     6600 SH       DEFINED 01               6600        0        0
PECO II INC                    COM              705221109       77    11800 SH       DEFINED 01              11800        0        0
PECHINEY INTL                  COM              705312999     4651    91556 SH       DEFINED 01              91556        0        0
PEDIATRIX                      COM              705324101     2298    69207 SH       DEFINED 01              69207        0        0
PEGASUS SATELLITE PIK PFD 12.7 PRF              70558A304    15588    16452 SH       DEFINED 01              16452        0        0
PEGASUS SATELLITE PIK PFD 12.7 PRF              70558A304     4727     4990 SH       DEFINED 01 05               0     4990        0
PEGASUS COMM CORP              COM              705904100      188     8337 SH       DEFINED 01               8337        0        0
PEGASUS SOLUTIONS INC          COM              705906105      838    72528 SH       DEFINED 01              72528        0        0
SODEXHO ALLI                   COM              7062713         14      292 SH       DEFINED 01 10             292        0        0
PEMSTAR INC                    COM              706552106     3148   214400 SH       DEFINED 01             214400        0        0
NORSKE                         COM              7070396          4      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      257    22162 SH       DEFINED 01              22162        0        0
PENN NATIONAL GAMING           COM              707569109      241     9500 SH       DEFINED 01               9500        0        0
UNIBAIL SA                     COM              7076242          6      102 SH       DEFINED 01 10             102        0        0
NOVO-NORDISK                   COM              7077524         44     1000 SH       DEFINED 01 10            1000        0        0
PENNEY J C                     COM              708160106      100     3817 SH       DEFINED 01               3817        0        0
PENNEY J C                     COM              708160106     1715    65059 SH       DEFINED 01 03               0    65059        0
PENNEY J C                     COM              708160106       32     1205 SH       DEFINED 01 05               0     1205        0
AXA                            COM              7088429        120     4228 SH       DEFINED 01 10            4228        0        0
PENNZOIL-QUAKER STAT           COM              709323109       29     2571 SH       DEFINED 01               2571        0        0
Administaff                    COM              7094105      36043  1386252 SH       DEFINED 1             1386252        0        0
PENTAIR INC                    COM              709631105       48     1423 SH       DEFINED 01               1423        0        0
PENTON MEDIA INC               COM              709668107     1654    94520 SH       DEFINED 01              94520        0        0
GPE BRUXELLE                   COM              7097328         18      330 SH       DEFINED 01 10             330        0        0
PEOPLES BANK                   COM              710198102        9      393 SH       DEFINED 01                393        0        0
NOVARTIS AG                    COM              7103065        296     8180 SH       DEFINED 01 10            8180        0        0
NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         51     1270 SH       DEFINED 01 10            1270        0        0
ABB LTD                        COM              7108899         49     3240 SH       DEFINED 01 10            3240        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         36      445 SH       DEFINED 01 10             445        0        0
PEOPLES ENERGY CORP            COM              711030106       25      637 SH       DEFINED 01                637        0        0
PEOPLES ENERGY CORP            COM              711030106      352     8745 SH       DEFINED 01 03               0     8745        0
PEOPLES ENERGY CORP            COM              711030106        7      162 SH       DEFINED 01 05               0      162        0
ROCHE HLDGS                    COM              7110388        144     2000 SH       DEFINED 01 10            2000        0        0
ADECCO SA                      COM              7110720         24      500 SH       DEFINED 01 10             500        0        0
HOLCIM LTD                     COM              7110753          2       50 SH       DEFINED 01 10              50        0        0
HOLCIM LTD                     COM              7110764         31      150 SH       DEFINED 01 10             150        0        0
SUEZ                           COM              7118047         46     1421 SH       DEFINED 01 10            1421        0        0
KUDELSKI SA                    COM              7121250         21      249 SH       DEFINED 01 10             249        0        0
SUEZ LYINNAISE DES EAUX        COM              7121391         32     1000 SH       DEFINED 01 10            1000        0        0
NESTLE SA                      COM              7123870        234     1100 SH       DEFINED 01 10            1100        0        0
PEOPLE SOFT                    COM              712713106     4617    93789 SH       DEFINED 01              93789        0        0
PEOPLE SOFT                    COM              712713106     3580    72715 SH       DEFINED 01 03               0    72715        0
PEOPLE SOFT                    COM              712713106     1543    31347 SH       DEFINED 01 05               0    31347        0
PARMALAT FIN                   COM              7128369          3     1300 SH       DEFINED 01 10            1300        0        0
BENETTON GRO                   COM              7128563          5      400 SH       DEFINED 01 10             400        0        0
PEP BOYS                       COM              713278109     1777   158255 SH       DEFINED 01             158255        0        0
PEPSI-COLA BOTTLING            COM              713409100     1086    27088 SH       DEFINED 01              27088        0        0
PEPSI-COLA BOTTLING            COM              713409100     1427    35575 SH       DEFINED 01 03               0    35575        0
PEPSI-COLA BOTTLING            COM              713409100       26      658 SH       DEFINED 01 05               0      658        0
PEPSIAMERICAS INC              COM              71343P200       56     4244 SH       DEFINED 01               4244        0        0
PEPSICO                        COM              713448108    25686   581150 SH       DEFINED 01             581150        0        0
PEPSICO                        COM              713448108      409     9255 SH       DEFINED 01 02               0     9255        0
PEPSICO                        COM              713448108    17837   403568 SH       DEFINED 01 03               0   403568        0
PEPSICO                        COM              713448108      835    18907 SH       DEFINED 01 05               0    18907        0
PEREGRINE SYSTEMS              COM              71366Q101   114441  3946260 SH       DEFINED 01            3946260        0        0
PEREGRINE SYSTEMS              COM              71366Q101    41639  1435738 SH       DEFINED 01 02               0  1435738        0
PEREGRINE SYSTEMS              COM              71366Q101     2529    87200 SH       DEFINED 01 03               0    87200        0
PEREGRINE SYSTEMS              COM              71366Q101    38618  1331650 SH       DEFINED 01 05               0  1331650        0
PERFORMANCE FOOD               COM              713755106     9630   318537 SH       DEFINED 01             318537        0        0
PERFORMANCE FOOD               COM              713755106        6      210 SH       DEFINED 01 02               0      210        0
PERFORMANCE FOOD               COM              713755106      274     9050 SH       DEFINED 01 05               0     9050        0
PERICOM SEMICOND               COM              713831105    11026   701375 SH       DEFINED 01             701375        0        0
PERICOM SEMICOND               COM              713831105       75     4740 SH       DEFINED 01 02               0     4740        0
PERICOM SEMICOND               COM              713831105    15075   959000 SH       DEFINED 01 05               0   959000        0
PERKINELMER INC                COM              714046109     2548    92548 SH       DEFINED 01              92548        0        0
PERKINELMER INC                COM              714046109      687    24968 SH       DEFINED 01 03               0    24968        0
PERKINELMER INC                COM              714046109       13      462 SH       DEFINED 01 05               0      462        0
SKANSKA AB                     COM              7142091         11     1200 SH       DEFINED 01 10            1200        0        0
PEROT SYSTEMS CP CLA           COM              714265105       85     4713 SH       DEFINED 01               4713        0        0
PERRIGO COMPANY                COM              714290103       35     2098 SH       DEFINED 01               2098        0        0
PERRIGO COMPANY                COM              714290103     1669   100000 SH       DEFINED 01 05               0   100000        0
ENI                            COM              7145056        134    11000 SH       DEFINED 01 10           11000        0        0
BANCO DI ROMA                  COM              7154609          9     3000 SH       DEFINED 01 10            3000        0        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH       DEFINED 01                 55        0        0
PETROBRAS LOCAL                COM              716530555     2671   102545 SH       DEFINED 01             102545        0        0
PETROBRAS LOCAL                COM              716530555       54     2061 SH       DEFINED 01 05               0     2061        0
PHARMACYCLICS INC              COM              716933106     2525    74457 SH       DEFINED 01              74457        0        0
PHARMACYCLICS INC              COM              716933106        2       50 SH       DEFINED 01 02               0       50        0
PHARMACYCLICS INC              COM              716933106    11943   352300 SH       DEFINED 01 05               0   352300        0
PFIZER                         COM              717081103    27554   688000 SH       DEFINED 01                  0   688000        0
PFIZER                         COM              717081103  1259657 31452105 SH       DEFINED 01           31452105        0        0
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PFIZER                         COM              717081103   402004 10037580 SH       DEFINED 01 05               0 10037580        0
PFIZER INC                     COM              717081103     7770   194020 SH       DEFINED 11 12               0   194020        0
PFIZER INC                     COM              717081103    39843   994830 SH       DEFINED 11 12 13            0   994830        0
PHARMACEUTICAL PROD            COM              717124101     4669   153018 SH       DEFINED 01             153018        0        0
PHARMACEUTICAL RES.            COM              717125108       40     1300 SH       DEFINED 01               1300        0        0
PHARMACOPEIA                   COM              71713B104        2       63 SH       DEFINED 01                 63        0        0
PHARMACOPEIA                   COM              71713B104        2      100 SH       DEFINED 01 02               0      100        0
PHARMACIA CORP                 COM              71713U102     5836   127000 SH       DEFINED 01                  0   127000        0
PHARMACIA CORP                 COM              71713U102    61121  1330173 SH       DEFINED 01            1330173        0        0
PHARMACIA CORP                 COM              71713U102     7686   167235 SH       DEFINED 01 02               0   167235        0
PHARMACIA CORP                 COM              71713U102    17914   389866 SH       DEFINED 01 03               0   389866        0
PHARMACIA CORP                 COM              71713U102    94269  2051551 SH       DEFINED 01 05               0  2051551        0
PHARMACIA CORP - ACES 6.50%  C PRF              71713U201    22283   548500 SH       DEFINED 01             548500        0        0
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PHELPS DODGE                   COM              717265102      570    13737 SH       DEFINED 01              13737        0        0
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PHELPS DODGE                   COM              717265102       15      360 SH       DEFINED 01 05               0      360        0
PHILADELPHIA CONS HD           COM              717528103     1392    40035 SH       DEFINED 01              40035        0        0
PHILADELPHIA SUBN              COM              718009608     4096   160604 SH       DEFINED 01             160604        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    22345   842987 SH       DEFINED 01             842987        0        0
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PHILLIPS-VAN HEUSEN            COM              718592108     5498   381768 SH       DEFINED 01             381768        0        0
PHILLIPS-VAN HEUSEN            COM              718592108        7      510 SH       DEFINED 01 02               0      510        0
PHILLIPS-VAN HEUSEN            COM              718592108      223    15500 SH       DEFINED 01 05               0    15500        0
PHOENIX COMPANIES              COM              71902E109       47     2500 SH       DEFINED 01 02               0     2500        0
PHOENIX COMPANIES INC          COM              71902E109     5580   300000 SH       DEFINED 01             300000        0        0
PHOENIX COMPANIES INC          COM              71902E109     9691   521000 SH       DEFINED 01 05               0   521000        0
PHOENIX TECHNOLOGY             COM              719153108     1084    74235 SH       DEFINED 01              74235        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      297  2204000 SH       DEFINED 01            2204000        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      151  1121380 SH       DEFINED 01 05               0  1121380        0
PHOTON DYNAMICS                COM              719364101     3492   129296 SH       DEFINED 01             129296        0        0
PHOTON DYNAMICS                COM              719364101        3      110 SH       DEFINED 01 02               0      110        0
PHOTON DYNAMICS                COM              719364101      105     3900 SH       DEFINED 01 05               0     3900        0
PHOTRONICS CORP                COM              719405102     5675   221189 SH       DEFINED 01             221189        0        0
PHOTRONICS CORP                COM              719405102        5      180 SH       DEFINED 01 02               0      180        0
PHOTRONICS CORP                COM              719405102      167     6500 SH       DEFINED 01 05               0     6500        0
PIEDMONT NATURAL GAS           COM              720186105     3378    95103 SH       DEFINED 01              95103        0        0
PIER ONE IMPORTS INC           COM              720279108     5548   482419 SH       DEFINED 01             482419        0        0
PIER ONE IMPORTS INC           COM              720279108        6      490 SH       DEFINED 01 02               0      490        0
PIER ONE IMPORTS INC           COM              720279108      156    13600 SH       DEFINED 01 05               0    13600        0
PINNACLE ENTERTAIN             COM              723456109        1      200 SH       DEFINED 01 02               0      200        0
PINNACLE ENTERTAINMENT INC     COM              723456109      567    77098 SH       DEFINED 01              77098        0        0
PINNACLE HLDGS INC             COM              72346N101        1      105 SH       DEFINED 01                105        0        0
PINNACLE                       COM              723481107     1230   203388 SH       DEFINED 01             203388        0        0
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PINNACLE WEST CAPITAL          COM              723484101       18      388 SH       DEFINED 01 05               0      388        0
PIONEER NATURAL                COM              723787107    36437  2137089 SH       DEFINED 01            2137089        0        0
PIONEER NATURAL                COM              723787107      653    38300 SH       DEFINED 01 03               0    38300        0
PIONEER NATURAL                COM              723787107      715    41954 SH       DEFINED 01 05               0    41954        0
PIONEER NATURAL RES            COM              723787107        6      380 SH       DEFINED 01 02               0      380        0
PIONEER STANDARD               COM              723877106     1044    81580 SH       DEFINED 01              81580        0        0
PITNEY BOWES                   COM              724479100    24159   573572 SH       DEFINED 01             573572        0        0
PITNEY BOWES                   COM              724479100     2570    61028 SH       DEFINED 01 03               0    61028        0
PITNEY BOWES                   COM              724479100      756    17940 SH       DEFINED 01 05               0    17940        0
PITTSTON BRINKS GRP            COM              725701106       37     1663 SH       DEFINED 01               1663        0        0
PIXAR                          COM              725811103        9      223 SH       DEFINED 01                223        0        0
PIXELWORKS INC                 COM              72581M107        3       79 SH       DEFINED 01                 79        0        0
PLACER DOME INC                COM              725906101       39     4027 SH       DEFINED 01               4027        0        0
PLACER DOME INC                COM              725906101      794    81020 SH       DEFINED 01 03               0    81020        0
PLACER DOME INC                COM              725906101       15     1500 SH       DEFINED 01 05               0     1500        0
PLAINS RESOURCES INC           COM              726540503     1232    51853 SH       DEFINED 01              51853        0        0
PLANAR SYSTEMS INC             COM              726900103     1450    56000 SH       DEFINED 01              56000        0        0
PLANAR SYSTEMS INC             COM              726900103        2       80 SH       DEFINED 01 02               0       80        0
PLANAR SYSTEMS INC             COM              726900103       49     1900 SH       DEFINED 01 05               0     1900        0
PLANTRONICS                    COM              727493108     3046   131617 SH       DEFINED 01             131617        0        0
PLANTRONICS                    COM              727493108        5      230 SH       DEFINED 01 02               0      230        0
PLANTRONICS                    COM              727493108      139     6000 SH       DEFINED 01 05               0     6000        0
PLATO LEARNING INC             COM              72764Y100      347    11200 SH       DEFINED 01              11200        0        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS INC           COM              72813P100       50     4623 SH       DEFINED 01               4623        0        0
PLEXUS CORP                    COM              729132100     2415    73220 SH       DEFINED 01              73220        0        0
PLEXUS CORP                    COM              729132100        7      220 SH       DEFINED 01 02               0      220        0
PLEXUS CORP                    COM              729132100       84     2550 SH       DEFINED 01 05               0     2550        0
PLUG PWR INC                   COM              72919P103        7      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER CO           COM              729251108        3      117 SH       DEFINED 01                117        0        0
POGO PRODUCING                 COM              730448107    25665  1069383 SH       DEFINED 01            1069383        0        0
POGO PRODUCING                 COM              730448107     2856   119000 SH       DEFINED 01 03               0   119000        0
POGO PRODUCING                 COM              730448107      147     6150 SH       DEFINED 01 05               0     6150        0
POGO PRODUCING CO              COM              730448107    37421  1559179 SH       DEFINED 01 02               0  1559179        0
POLARIS INDS INC               COM              731068102     3554    77594 SH       DEFINED 01              77594        0        0
POLARIS INDS INC               COM              731068102        2       50 SH       DEFINED 01 02               0       50        0
POLAROID                       COM              731095105      359   138083 SH       DEFINED 01             138083        0        0
POLO RALPH LAUREN              COM              731572103     2980   115514 SH       DEFINED 01             115514        0        0
POLO RALPH LAUREN              COM              731572103        8      300 SH       DEFINED 01 02               0      300        0
POLO RALPH LAUREN              COM              731572103      129     5000 SH       DEFINED 01 05               0     5000        0
POLY COM                       COM              73172K104       55     2391 SH       DEFINED 01               2391        0        0
POLYMEDICA CORP                COM              731738100     2094    51702 SH       DEFINED 01              51702        0        0
POLYMEDICA CORP                COM              731738100     6075   150000 SH       DEFINED 01 05               0   150000        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     2895   278104 SH       DEFINED 01             278104        0        0
POPE & TALBOT                  COM              732827100      530    41053 SH       DEFINED 01              41053        0        0
POPULAR INC                    COM              733174106       10      312 SH       DEFINED 01                312        0        0
PORTAL SOFTWARE                COM              736126103     3119   755313 SH       DEFINED 01             755313        0        0
PORTAL SOFTWARE                COM              736126103    31105  7531511 SH       DEFINED 01 02               0  7531511        0
PORTAL SOFTWARE                COM              736126103      124    30100 SH       DEFINED 01 03               0    30100        0
PORTAL SOFTWARE                COM              736126103       52    12600 SH       DEFINED 01 05               0    12600        0
PORTERA  SER G PFD             PRF              736400XX5     6270  1871644 SH       DEFINED 01            1871644        0        0
PORTERA  SER G PFD             PRF              736400XX5     7980  2382091 SH       DEFINED 01 05               0  2382091        0
POST PROPERTIES                COM              737464107        3       89 SH       DEFINED 01                 89        0        0
POTLATCH CORP                  COM              737628107       20      594 SH       DEFINED 01                594        0        0
POTLATCH CORP                  COM              737628107      241     6992 SH       DEFINED 01 03               0     6992        0
POTLATCH CORP                  COM              737628107        4      129 SH       DEFINED 01 05               0      129        0
POTOMAC ELEC POWER             COM              737679100       61     2908 SH       DEFINED 01               2908        0        0
POWER INTEGRATIONS             COM              739276103     1424    91338 SH       DEFINED 01              91338        0        0
POWER-ONE INC                  COM              739308104       23     1391 SH       DEFINED 01               1391        0        0
POWER-ONE INC                  COM              739308104      324    19461 SH       DEFINED 01 03               0    19461        0
POWER-ONE INC                  COM              739308104        6      360 SH       DEFINED 01 05               0      360        0
POWERWAVE                      COM              739363109       24     1699 SH       DEFINED 01               1699        0        0
PRACTICWORKS INC               COM              739419109        0       25 SH       DEFINED 01                 25        0        0
PRAECIS PHARMACEUTIC           COM              739421105     2391   145435 SH       DEFINED 01             145435        0        0
PRAECIS PHARMACEUTIC           COM              739421105        3      160 SH       DEFINED 01 02               0      160        0
PRAECIS PHARMACEUTIC           COM              739421105    10783   655900 SH       DEFINED 01 05               0   655900        0
PRAXAIR                        COM              74005P104    17974   382407 SH       DEFINED 01             382407        0        0
PRAXAIR                        COM              74005P104     3019    64228 SH       DEFINED 01 03               0    64228        0
PRAXAIR                        COM              74005P104      355     7536 SH       DEFINED 01 05               0     7536        0
PRE PAID LEGAL SVCS            COM              740065107     1391    63240 SH       DEFINED 01              63240        0        0
PRECISION CASTPARTS            COM              740189105     2601    69513 SH       DEFINED 01              69513        0        0
PRECISION CASTPARTS            COM              740189105       86     2300 SH       DEFINED 01 05               0     2300        0
PRECISION DRILLING             COM              74022D100      162     5200 SH       DEFINED 01               5200        0        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PREMIER HOLDINGS LTD RESTRICTE COM              740499**1        8   814645 SH       DEFINED 01             814645        0        0
PREMIER HOLDINGS LTD RESTRICTE COM              740499**1        1   148117 SH       DEFINED 01 05               0   148117        0
PRENTISS                       COM              740706106        2       95 SH       DEFINED 01                 95        0        0
PRICE COMMUNICATIONS           COM              741437305     3575   177094 SH       DEFINED 01             177094        0        0
PRICE COMMUNICATIONS           COM              741437305        4      200 SH       DEFINED 01 02               0      200        0
PRICE COMMUNICATIONS           COM              741437305      166     8200 SH       DEFINED 01 05               0     8200        0
T ROWE PRICE                   COM              74144T108       67     1786 SH       DEFINED 01               1786        0        0
T ROWE PRICE                   COM              74144T108     1138    30426 SH       DEFINED 01 03               0    30426        0
T ROWE PRICE                   COM              74144T108       21      563 SH       DEFINED 01 05               0      563        0
PRICELINE.COM                  COM              741503106      275    30287 SH       DEFINED 01              30287        0        0
PRIMEDIA INC                   COM              74157K101        5      764 SH       DEFINED 01                764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIME HOSPITALITY CO           COM              741917108     1579   133246 SH       DEFINED 01             133246        0        0
PRIMUS TELE GROUP              COM              741929103       49    60099 SH       DEFINED 01              60099        0        0
PRIDE INTL                     COM              741932107     8282   435860 SH       DEFINED 01             435860        0        0
PRIDE INTL                     COM              741932107      169     8899 SH       DEFINED 01 05               0     8899        0
PRIORITY HEALTHCARE            COM              74264T102     7189   254154 SH       DEFINED 01             254154        0        0
PRIORITY HEALTHCARE            COM              74264T102        3      120 SH       DEFINED 01 02               0      120        0
PRIORITY HEALTHCARE            COM              74264T102      144     5100 SH       DEFINED 01 05               0     5100        0
PROASSURANCE CORP              COM              74267C106       34     1984 SH       DEFINED 01               1984        0        0
PROCTER & GAMBLE               COM              742718109     1205    18888 SH       DEFINED 01              18888        0        0
PROCTER & GAMBLE               COM              742718109       47      725 SH       DEFINED 01 02               0      725        0
PROCTER & GAMBLE               COM              742718109    20436   320311 SH       DEFINED 01 03               0   320311        0
PROCTER & GAMBLE               COM              742718109    18881   295933 SH       DEFINED 01 05               0   295933        0
PRODIGY COMMUNICATIONS CORP -  COM              74283P206        2      290 SH       DEFINED 01                290        0        0
PROFESSIONAL DETAIL            COM              74312N107        4       39 SH       DEFINED 01                 39        0        0
PROFIT RECOVERY                COM              743168106     1612   140654 SH       DEFINED 01             140654        0        0
PROGRESS ENERGY INC            COM              743263105      133     2967 SH       DEFINED 01               2967        0        0
PROGRESS ENERGY INC            COM              743263105     2290    50970 SH       DEFINED 01 03               0    50970        0
PROGRESS ENERGY INC            COM              743263105       42      944 SH       DEFINED 01 05               0      944        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1698   104791 SH       DEFINED 01             104791        0        0
PROGRESSIVE CORP               COM              743315103     1009     7462 SH       DEFINED 01               7462        0        0
PROGRESSIVE CORP               COM              743315103     7381    54601 SH       DEFINED 01 03               0    54601        0
PROGRESSIVE CORP               COM              743315103    20324   150338 SH       DEFINED 01 05               0   150338        0
PROLOGIS TRUST                 COM              743410102        9      399 SH       DEFINED 01                399        0        0
PROQUEST CO                    COM              74346P102        2       61 SH       DEFINED 01                 61        0        0
PROTECTIVE LIFE CORP           COM              743674103       66     1906 SH       DEFINED 01               1906        0        0
PROTECTIVE LIFE CORP           COM              743674103    33294   968707 SH       DEFINED 01 03               0   968707        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2     5000  2000000 SH       DEFINED 01            2000000        0        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2    10000  4000000 SH       DEFINED 01 05               0  4000000        0
PROTEIN DESIGN                 COM              74369L103      330     3800 SH       DEFINED 01 02               0     3800        0
PROTEIN DESIGN LABS            COM              74369L103     1779    20491 SH       DEFINED 01              20491        0        0
PROVELL INC                    COM              74372Y100      131    32000 SH       DEFINED 01              32000        0        0
PROVIDENT BANK                 COM              743859100     5054   202631 SH       DEFINED 01             202631        0        0
PROVIDENT BANK                 COM              743859100        5      210 SH       DEFINED 01 02               0      210        0
PROVIDENT BANK                 COM              743859100      214     8565 SH       DEFINED 01 05               0     8565        0
PROVIDENT FINL                 COM              743866105       45     1389 SH       DEFINED 01               1389        0        0
PROVINCE HEALTHCARE            COM              743977100     3959   112184 SH       DEFINED 01             112184        0        0
PROVINCE HEALTHCARE            COM              743977100        5      150 SH       DEFINED 01 02               0      150        0
PROVIDIAN FIN                  COM              74406A102    18345   309886 SH       DEFINED 01                  0   309886        0
PROVIDIAN FIN                  COM              74406A102   164345  2776246 SH       DEFINED 01 02               0  2776246        0
PROVIDIAN FINL                 COM              74406A102   279282  4717611 SH       DEFINED 01            4717611        0        0
PROVIDIAN FINL                 COM              74406A102     8567   144701 SH       DEFINED 01 03               0   144701        0
PROVIDIAN FINL                 COM              74406A102    28148   475471 SH       DEFINED 01 05               0   475471        0
PROXIM  INC                    COM              744284100     4343   308020 SH       DEFINED 01             308020        0        0
PROXIM  INC                    COM              744284100        3      200 SH       DEFINED 01 02               0      200        0
PROXIM  INC                    COM              744284100      142    10070 SH       DEFINED 01 05               0    10070        0
PUBLIC SER CO N MEX            COM              744499104     5567   173391 SH       DEFINED 01             173391        0        0
PUBLIC SER CO N MEX            COM              744499104        9      280 SH       DEFINED 01 02               0      280        0
PUBLIC SER CO N MEX            COM              744499104      215     6700 SH       DEFINED 01 05               0     6700        0
PUB SERV ENTERPRISE            COM              744573106    59893  1224809 SH       DEFINED 01            1224809        0        0
PUB SERV ENTERPRISE            COM              744573106     2515    51426 SH       DEFINED 01 03               0    51426        0
PUB SERV ENTERPRISE            COM              744573106       47      953 SH       DEFINED 01 05               0      953        0
PUBLIC STORAGE                 COM              74460D109        6      201 SH       DEFINED 01                201        0        0
PUGET ENERGY INC               COM              745310102       66     2550 SH       DEFINED 01               2550        0        0
PULTE HOMES INC                COM              745867101     2579    60516 SH       DEFINED 01              60516        0        0
PULTE HOMES INC                COM              745867101        4       90 SH       DEFINED 01 02               0       90        0
PULTE HOMES INC                COM              745867101      445    10429 SH       DEFINED 01 03               0    10429        0
PULTE HOMES INC                COM              745867101      166     3893 SH       DEFINED 01 05               0     3893        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM INC            COM              746144104        1      348 SH       DEFINED 01                348        0        0
PURE RES INC                   COM              74622E102        5      281 SH       DEFINED 01                281        0        0
QRS CORP                       COM              74726X105      763    45906 SH       DEFINED 01              45906        0        0
QLOGIC CORP                    COM              747277101      219     3403 SH       DEFINED 01               3403        0        0
QLOGIC CORP                    COM              747277101     1468    22783 SH       DEFINED 01 03               0    22783        0
QLOGIC CORP                    COM              747277101       27      422 SH       DEFINED 01 05               0      422        0
QUAKER CHEMICAL CORP           COM              747316107      509    26813 SH       DEFINED 01              26813        0        0
QUAKER OATS                    COM              747402105     1323    14503 SH       DEFINED 01              14503        0        0
QUAKER OATS                    COM              747402105     2981    32669 SH       DEFINED 01 03               0    32669        0
QUAKER OATS                    COM              747402105       55      605 SH       DEFINED 01 05               0      605        0
QUALCOMM                       COM              747525103     1851    31676 SH       DEFINED 01              31676        0        0
QUALCOMM                       COM              747525103    10953   187289 SH       DEFINED 01 03               0   187289        0
QUALCOMM                       COM              747525103      203     3469 SH       DEFINED 01 05               0     3469        0
QUANEX CORP                    COM              747620102     1029    39724 SH       DEFINED 01              39724        0        0
QUANTA SERVICES INC            COM              74762E102       42     1889 SH       DEFINED 01               1889        0        0
QUANTUM CORP                   COM              747906204       42     4202 SH       DEFINED 01               4202        0        0
QUEST DIAGNOSTICS              COM              74834L100     1689    22566 SH       DEFINED 01              22566        0        0
QUEST SOFTWARE INC             COM              74834T103      275     7297 SH       DEFINED 01               7297        0        0
QUESTAR                        COM              748356102    30384  1227155 SH       DEFINED 01            1227155        0        0
QUICKSILVER INC                COM              74838C106     1679    67179 SH       DEFINED 01              67179        0        0
QUINTILES TRANSNATIO           COM              748767100       43     1700 SH       DEFINED 01               1700        0        0
QUINTILES TRANSNATIO           COM              748767100      728    28839 SH       DEFINED 01 03               0    28839        0
QUINTILES TRANSNATIO           COM              748767100       13      534 SH       DEFINED 01 05               0      534        0
QWEST COMM INTL INC            COM              749121109     7720   242251 SH       DEFINED 01                  0   242251        0
QWEST COMM INTL INC            COM              749121109    86802  2723628 SH       DEFINED 01            2723628        0        0
QWEST COMM INTL INC            COM              749121109    13094   410867 SH       DEFINED 01 03               0   410867        0
QWEST COMM INTL INC            COM              749121109     8543   268038 SH       DEFINED 01 05               0   268038        0
QWEST COMMUNICATIONS           COM              749121109     6594   206900 SH       DEFINED 11 12               0   206900        0
QWEST COMMUNICATIONS INTL      COM              749121109    29416   923000 SH       DEFINED 11 12 13            0   923000        0
R & G FINANCIAL CORP           COM              749136107     1169    72800 SH       DEFINED 01              72800        0        0
R & G FINANCIAL CORP           COM              749136107        2      150 SH       DEFINED 01 02               0      150        0
R & G FINANCIAL CORP           COM              749136107       73     4550 SH       DEFINED 01 05               0     4550        0
RCN CORP                       COM              749361101        2      357 SH       DEFINED 01                357        0        0
RH DONNELLEY CORP              COM              74955W307     5296   165509 SH       DEFINED 01             165509        0        0
RH DONNELLEY CORP              COM              74955W307        7      210 SH       DEFINED 01 02               0      210        0
RH DONNELLEY CORP              COM              74955W307      237     7400 SH       DEFINED 01 05               0     7400        0
RGS ENERGY GROUP INC           COM              74956K104     3848   102591 SH       DEFINED 01             102591        0        0
RGS ENERGY GROUP INC           COM              74956K104        6      170 SH       DEFINED 01 02               0      170        0
RLI CORP                       COM              749607107     1305    29047 SH       DEFINED 01              29047        0        0
RLI CORP                       COM              749607107        6      140 SH       DEFINED 01 02               0      140        0
RPM INC OHIO                   COM              749685103       26     2727 SH       DEFINED 01               2727        0        0
RSA SECURITY INC.              COM              749719100    10059   324981 SH       DEFINED 01             324981        0        0
RSA SECURITY INC.              COM              749719100      173     5603 SH       DEFINED 01 05               0     5603        0
RTI INTL METALS                COM              74973W107     2370   155399 SH       DEFINED 01             155399        0        0
RTI INTL METALS                COM              74973W107        4      260 SH       DEFINED 01 02               0      260        0
RTI INTL METALS                COM              74973W107       66     4350 SH       DEFINED 01 05               0     4350        0
RF MICRO DEVICES INC           COM              749941100      229     8552 SH       DEFINED 01               8552        0        0
RADIAN GROUP INC               COM              750236101    14930   369113 SH       DEFINED 01             369113        0        0
RADIAN GROUP INC               COM              750236101      138     3400 SH       DEFINED 01 02               0     3400        0
RADIAN GROUP INC               COM              750236101    12936   319800 SH       DEFINED 01 05               0   319800        0
RADIANT SYSTEMS                COM              75025N102     1324    82119 SH       DEFINED 01              82119        0        0
RADIANT SYSTEMS                COM              75025N102        4      230 SH       DEFINED 01 02               0      230        0
RADIO ONE INC                  COM              75040P108     4026   175044 SH       DEFINED 01             175044        0        0
RADIO ONE INC                  COM              75040P108        1       55 SH       DEFINED 01 02               0       55        0
RADIO ONE INC                  COM              75040P108     9200   400000 SH       DEFINED 01 05               0   400000        0
RADIO ONE INC -CL D            COM              75040P405      271    12300 SH       DEFINED 01              12300        0        0
RADIOSHACK CORP                COM              750438103      159     5200 SH       DEFINED 01 02               0     5200        0
RADIOSHACK CORPORATION         COM              750438103     1247    40870 SH       DEFINED 01              40870        0        0
RADIOSHACK CORPORATION         COM              750438103     1399    45862 SH       DEFINED 01 03               0    45862        0
RADIOSHACK CORPORATION         COM              750438103       26      849 SH       DEFINED 01 05               0      849        0
RADISYS                        COM              750459109     1163    50895 SH       DEFINED 01              50895        0        0
RAILAMERICA INC                COM              750753105      493    43200 SH       DEFINED 01              43200        0        0
RAINBOW TECHNOLOGIES           COM              750862104      431    77167 SH       DEFINED 01              77167        0        0
RAMBUS INC                     COM              750917106        6      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS INC           COM              751028101     1661    88650 SH       DEFINED 01              88650        0        0
RALCORP HOLDINGS INC           COM              751028101        4      200 SH       DEFINED 01 02               0      200        0
RALSTON PURINA                 COM              751277302      133     4456 SH       DEFINED 01               4456        0        0
RALSTON PURINA                 COM              751277302     2300    76618 SH       DEFINED 01 03               0    76618        0
RALSTON PURINA                 COM              751277302       43     1419 SH       DEFINED 01 05               0     1419        0
RALSTON PURINA GP              COM              751277302      189     6300 SH       DEFINED 01 02               0     6300        0
LONGHORN STEAK                 COM              753820109        5      225 SH       DEFINED 01 02               0      225        0
RARE HOSPITALITY INT           COM              753820109     5416   239659 SH       DEFINED 01             239659        0        0
RARE HOSPITALITY INT           COM              753820109      154     6800 SH       DEFINED 01 05               0     6800        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RATIONAL SOFTWARE              COM              75409P202    23294   830398 SH       DEFINED 01             830398        0        0
RATIONAL SOFTWARE              COM              75409P202      204     7277 SH       DEFINED 01 02               0     7277        0
RATIONAL SOFTWARE              COM              75409P202    18463   658200 SH       DEFINED 01 05               0   658200        0
RAYMOND JAMES FIN              COM              754730109     9233   301749 SH       DEFINED 01             301749        0        0
RAYMOND JAMES FIN              COM              754730109        7      230 SH       DEFINED 01 02               0      230        0
RAYMOND JAMES FIN              COM              754730109      205     6700 SH       DEFINED 01 05               0     6700        0
RAYONIER                       COM              754907103       36      769 SH       DEFINED 01                769        0        0
RAYONIER                       COM              754907103        7      150 SH       DEFINED 01 02               0      150        0
RAYOVAC CORP                   COM              755081106        2       90 SH       DEFINED 01                 90        0        0
RAYTHEON CO                    COM              755111507      135     5086 SH       DEFINED 01               5086        0        0
RAYTHEON CO                    COM              755111507      157     5900 SH       DEFINED 01 02               0     5900        0
RAYTHEON CO                    COM              755111507     2334    87914 SH       DEFINED 01 03               0    87914        0
RAYTHEON CO                    COM              755111507       43     1628 SH       DEFINED 01 05               0     1628        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105      179    34000 SH       DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     1850   352398 SH       DEFINED 01             352398        0        0
READERS DIGEST ASSN            COM              755267101     1171    40731 SH       DEFINED 01              40731        0        0
REALNETWORKS INC               COM              75605L104       47     4045 SH       DEFINED 01               4045        0        0
REALITY INCOME CORP            COM              756109104        3       89 SH       DEFINED 01                 89        0        0
RECKSON                        COM              75621K106     1341    58312 SH       DEFINED 01              58312        0        0
RECKSON                        COM              75621K106       87     3800 SH       DEFINED 01 05               0     3800        0
RED HAT                        COM              756577102        4      958 SH       DEFINED 01                958        0        0
REDBACK NETWORKS               COM              757209101        3      308 SH       DEFINED 01                308        0        0
REDWOOD TRUST, INC.            COM              758075402      296    13000 SH       DEFINED 01              13000        0        0
REEBOK INTERNATIONAL           COM              758110100       30      943 SH       DEFINED 01                943        0        0
REEBOK INTERNATIONAL           COM              758110100       10      300 SH       DEFINED 01 02               0      300        0
REEBOK INTERNATIONAL           COM              758110100      463    14488 SH       DEFINED 01 03               0    14488        0
REEBOK INTERNATIONAL           COM              758110100        9      268 SH       DEFINED 01 05               0      268        0
REGAL BELOIT                   COM              758750103     1294    61863 SH       DEFINED 01              61863        0        0
REGENCY CENTERS CORP           COM              758849103        9      373 SH       DEFINED 01                373        0        0
REGENERON PHARMACEUT           COM              75886F107     8667   250126 SH       DEFINED 01             250126        0        0
REGENERON PHARMACEUT           COM              75886F107        7      210 SH       DEFINED 01 02               0      210        0
REGENERON PHARMACEUT           COM              75886F107      184     5300 SH       DEFINED 01 05               0     5300        0
REGENERATION TECH              COM              75886N100        1      140 SH       DEFINED 01 02               0      140        0
REGENERATION TECHNOLOGIES      COM              75886N100     1618   183900 SH       DEFINED 01             183900        0        0
REGENERATION TECHNOLOGIES      COM              75886N100       50     5700 SH       DEFINED 01 05               0     5700        0
REGIS CORP MINN                COM              758932107     2574   122656 SH       DEFINED 01             122656        0        0
REGIONS FINL CORP              COM              758940100      109     3392 SH       DEFINED 01               3392        0        0
REGIONS FINL CORP              COM              758940100     1800    56260 SH       DEFINED 01 03               0    56260        0
REGIONS FINL CORP              COM              758940100       33     1042 SH       DEFINED 01 05               0     1042        0
REHABCARE GROUP INC            COM              759148109     2424    50284 SH       DEFINED 01              50284        0        0
REGISTER.COM                   COM              75914G101        2      110 SH       DEFINED 01 02               0      110        0
REINSURANCE GP OF AM           COM              759351109      573    15142 SH       DEFINED 01              15142        0        0
RELIANCE 144A GDR              COM              759470107     2829   181338 SH       DEFINED 01             181338        0        0
RELIANCE 144A GDR              COM              759470107       58     3737 SH       DEFINED 01 05               0     3737        0
RELIANCE STEEL & ALU           COM              759509102     5526   218845 SH       DEFINED 01             218845        0        0
RELIANCE STEEL & ALU           COM              759509102        5      180 SH       DEFINED 01 02               0      180        0
RELIANCE STEEL & ALU           COM              759509102      217     8600 SH       DEFINED 01 05               0     8600        0
RELIANT RESOURCES              COM              75952B105     6916   280000 SH       DEFINED 01             280000        0        0
RELIANT RESOURCES              COM              75952B105       52     2100 SH       DEFINED 01 02               0     2100        0
RELIANT RESOURCES              COM              75952B105    10317   417700 SH       DEFINED 01 05               0   417700        0
RELIANT ENERGY INC             COM              75952J108     1600    49676 SH       DEFINED 01              49676        0        0
RELIANT ENERGY INC             COM              75952J108     2370    73576 SH       DEFINED 01 03               0    73576        0
RELIANT ENERGY INC             COM              75952J108       44     1363 SH       DEFINED 01 05               0     1363        0
REMEC INC                      COM              759543101     4053   326870 SH       DEFINED 01             326870        0        0
REMEC INC                      COM              759543101       10      805 SH       DEFINED 01 02               0      805        0
REMEC INC                      COM              759543101      159    12825 SH       DEFINED 01 05               0    12825        0
REMEDY CORP                    COM              759548100     3166    90995 SH       DEFINED 01              90995        0        0
REMINGTON OIL & GAS            COM              759594302     1224    64417 SH       DEFINED 01              64417        0        0
RENAISSANCE LEARNING           COM              75968L105        6      121 SH       DEFINED 01                121        0        0
SAMSUNG E MECHANICS            COM              759800998     4977   138590 SH       DEFINED 01             138590        0        0
SAMSUNG E MECHANICS            COM              759800998      102     2850 SH       DEFINED 01 05               0     2850        0
RENAL CARE GROUP               COM              759930100     4839   147120 SH       DEFINED 01             147120        0        0
RENAL CARE GROUP               COM              759930100        4      120 SH       DEFINED 01 02               0      120        0
RENT-A-CENTER INC              COM              76009N100      216     4112 SH       DEFINED 01               4112        0        0
RENTOKIL INITIAL PLC           COM              760101998     3485  1028109 SH       DEFINED 01            1028109        0        0
RENTOKIL INITIAL PLC           COM              760101998     2951   870738 SH       DEFINED 01 03               0   870738        0
REPUBLIC BANCORP               COM              760282103        3      196 SH       DEFINED 01                196        0        0
REPUBLIC SRVS CL-A             COM              760759100     1017    51273 SH       DEFINED 01              51273        0        0
RESMED INC                     COM              761152107     4692    92831 SH       DEFINED 01              92831        0        0
RESMED INC                     COM              761152107        8      150 SH       DEFINED 01 02               0      150        0
RESORTQUEST INTL INC           COM              761183102      759    66000 SH       DEFINED 01              66000        0        0
RESORTQUEST INTL INC           COM              761183102        1       50 SH       DEFINED 01 02               0       50        0
RESORTQUEST INTL INC           COM              761183102       47     4100 SH       DEFINED 01 05               0     4100        0
RESPIRONICS INC                COM              761230101     6957   233788 SH       DEFINED 01             233788        0        0
RESPIRONICS INC                COM              761230101        5      170 SH       DEFINED 01 02               0      170        0
RESPIRONICS INC                COM              761230101      196     6600 SH       DEFINED 01 05               0     6600        0
RETAIL EXCHANGE.COM            PRF              761270XX0     1100   314286 SH       DEFINED 01             314286        0        0
RETAIL EXCHANGE.COM            PRF              761270XX0     4400  1257143 SH       DEFINED 01 05               0  1257143        0
RETEK INC                      COM              76128Q109     4026    83980 SH       DEFINED 01              83980        0        0
RETEK INC                      COM              76128Q109        2       40 SH       DEFINED 01 02               0       40        0
RETEK INC                      COM              76128Q109      144     3000 SH       DEFINED 01 05               0     3000        0
REYNOLDS & REYNOLDS            COM              761695105       50     2271 SH       DEFINED 01               2271        0        0
RJ REYNOLDS TOBACCO            COM              76182K105     1570    28753 SH       DEFINED 01              28753        0        0
RHYTHMS NETCONNECT             COM              762430205        0      344 SH       DEFINED 01                344        0        0
RICHARDSON ELECTRIC            COM              763165107       81     5800 SH       DEFINED 01               5800        0        0
RICHMOND CNTY FINAN            COM              764556106        4      109 SH       DEFINED 01                109        0        0
RICHMOND CNTY FINAN            COM              764556106        5      140 SH       DEFINED 01 02               0      140        0
RIGGS NATL CORP WASH           COM              766570105     1433    84347 SH       DEFINED 01              84347        0        0
RIGHTCHOICE MANAGED            COM              76657T102      888    20000 SH       DEFINED 01              20000        0        0
RIGHTCHOICE MANAGED            COM              76657T102        4       80 SH       DEFINED 01 02               0       80        0
RIO TINTO PLC REG              COM              767208994    26267  1479918 SH       DEFINED 01            1479918        0        0
RIO TINTO PLC REG              COM              767208994    34358  1935793 SH       DEFINED 01 05               0  1935793        0
RITE AID                       COM              767754104      216    24000 SH       DEFINED 01                  0    24000        0
RITE AID                       COM              767754104     6310   701124 SH       DEFINED 01             701124        0        0
RITE AID                       COM              767754104       54     6000 SH       DEFINED 01 02               0     6000        0
RITE AID                       COM              767754104     6750   750000 SH       DEFINED 01 05               0   750000        0
RIVERSTONE NETWORKS            COM              769320102     6273   315331 SH       DEFINED 01             315331        0        0
RIVERSTONE NETWORKS            COM              769320102       36     1800 SH       DEFINED 01 02               0     1800        0
RIVERSTONE NETWORKS            COM              769320102     5848   294000 SH       DEFINED 01 05               0   294000        0
ROADWAY CORPORATION            COM              769742107     1363    57337 SH       DEFINED 01              57337        0        0
ROBBINS & MYERS INC  RBN       COM              770196103      924    32752 SH       DEFINED 01              32752        0        0
ROBERT HALF INTL               COM              770323103   134794  5415551 SH       DEFINED 01            5415551        0        0
ROBERT HALF INTL               COM              770323103     4615   185373 SH       DEFINED 01 03               0   185373        0
ROBERT HALF INTL               COM              770323103    27462  1103300 SH       DEFINED 01 05               0  1103300        0
ROBERT HALF INTL INC           COM              770323103    20730   832821 SH       DEFINED 01 02               0   832821        0
ROCKWELL INT CORP              COM              773903109      726    19038 SH       DEFINED 01              19038        0        0
ROCKWELL INT CORP              COM              773903109     1724    45225 SH       DEFINED 01 03               0    45225        0
ROCKWELL INT CORP              COM              773903109       32      837 SH       DEFINED 01 05               0      837        0
ROGERS CORP                    COM              775133101     1222    46118 SH       DEFINED 01              46118        0        0
ROHM COMPANY                   COM              775300999    28949   186300 SH       DEFINED 01             186300        0        0
ROHM COMPANY                   COM              775300999     2020    13000 SH       DEFINED 01 03               0    13000        0
ROHM COMPANY                   COM              775300999    25313   162900 SH       DEFINED 01 05               0   162900        0
ROHM & HAAS CO                 COM              775371107      120     3663 SH       DEFINED 01               3663        0        0
ROHM & HAAS CO                 COM              775371107     1792    54462 SH       DEFINED 01 03               0    54462        0
ROHM & HAAS CO                 COM              775371107       33     1008 SH       DEFINED 01 05               0     1008        0
ROLLINS                        COM              775711104       15      754 SH       DEFINED 01                754        0        0
ROPER INC NEW                  COM              776696106     7681   183998 SH       DEFINED 01             183998        0        0
ROPER INC NEW                  COM              776696106        5      120 SH       DEFINED 01 02               0      120        0
ROPER INC NEW                  COM              776696106      180     4300 SH       DEFINED 01 05               0     4300        0
ROSLYN BANCORP INC             COM              778162107       46     1775 SH       DEFINED 01               1775        0        0
ROSLYN BANCORP INC             COM              778162107        8      300 SH       DEFINED 01 02               0      300        0
ROSS STORES                    COM              778296103      125     5238 SH       DEFINED 01               5238        0        0
ROUSE CO                       COM              779273101        6      221 SH       DEFINED 01                221        0        0
ROWAN COMPANIES INC            COM              779382100       31     1365 SH       DEFINED 01               1365        0        0
ROWAN COMPANIES INC            COM              779382100      516    23327 SH       DEFINED 01 03               0    23327        0
ROWAN COMPANIES INC            COM              779382100       10      432 SH       DEFINED 01 05               0      432        0
ROXIO INC                      COM              780008108      625    48139 SH       DEFINED 01              48139        0        0
ROYAL APPLIANCE                COM              780076105      249    40954 SH       DEFINED 01              40954        0        0
ROYAL BANK OF CANADA           COM              780087995     6044   188840 SH       DEFINED 01             188840        0        0
ROYAL BANK OF CANADA           COM              780087995     2286    71430 SH       DEFINED 01 03               0    71430        0
ROYAL BANK OF CANADA           COM              780087995    10420   325600 SH       DEFINED 01 05               0   325600        0
ROYAL DUTCH PETRO NYS          COM              780257804     1536    26360 SH       DEFINED 01              26360        0        0
ROYAL DUTCH PETRO NYS          COM              780257804    30903   530333 SH       DEFINED 01 03               0   530333        0
ROYAL DUTCH PETRO NYS          COM              780257804      572     9823 SH       DEFINED 01 05               0     9823        0
ROYAL DUTCH PET (BR)           COM              780257994      371     6439 SH       DEFINED 01               6439        0        0
ROYAL DUTCH PET (BR)           COM              780257994    11403   198137 SH       DEFINED 01 03               0   198137        0
RUBY TUESDAY INC COM           COM              781182100     3250   190061 SH       DEFINED 01             190061        0        0
RUDDICK CORP                   COM              781258108       20     1157 SH       DEFINED 01               1157        0        0
RUDOLPH TECHNOLOGIES           COM              781270103     2394    50923 SH       DEFINED 01              50923        0        0
RUDOLPH TECHNOLOGIES           COM              781270103        2       40 SH       DEFINED 01 02               0       40        0
RUDOLPH TECHNOLOGIES           COM              781270103      127     2700 SH       DEFINED 01 05               0     2700        0
RURAL CELLULAR                 COM              781904107        4       80 SH       DEFINED 01 02               0       80        0
RURAL CELLULAR CORP            PRF              781904404    18841    23261 SH       DEFINED 01              23261        0        0
RURAL CELLULAR CORP            PRF              781904404     4169     5147 SH       DEFINED 01 05               0     5147        0
RUSS BERRIE & CO               COM              782233100     1750    59509 SH       DEFINED 01              59509        0        0
RUSSELL CORP                   COM              782352108     1607    94599 SH       DEFINED 01              94599        0        0
RYANAIR HOLDINGS ADR           COM              783513104     5195   100000 SH       DEFINED 01 05               0   100000        0
RYANS FAMILY STEAK             COM              783519101     1106    90251 SH       DEFINED 01              90251        0        0
RYANS FAMILY STEAK             COM              783519101        5      390 SH       DEFINED 01 02               0      390        0
RYDER SYSTEM                   COM              783549108       21     1047 SH       DEFINED 01               1047        0        0
RYDER SYSTEM                   COM              783549108      293    14926 SH       DEFINED 01 03               0    14926        0
RYDER SYSTEM                   COM              783549108        5      276 SH       DEFINED 01 05               0      276        0
RYERSON TULL INC               COM              78375P107        9      708 SH       DEFINED 01                708        0        0
RYLAND GROUP INC               COM              783764103     2002    39573 SH       DEFINED 01              39573        0        0
RYLAND GROUP INC               COM              783764103        6      110 SH       DEFINED 01 02               0      110        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103   213211  5322257 SH       DEFINED 01            5322257        0        0
SBC COMMUNICATIONS             COM              78387G103    44341  1106878 SH       DEFINED 01 02               0  1106878        0
SBC COMMUNICATIONS             COM              78387G103    39129   976777 SH       DEFINED 01 03               0   976777        0
SBC COMMUNICATIONS             COM              78387G103    60857  1519113 SH       DEFINED 01 05               0  1519113        0
SBS TECH INC                   COM              78387P103     3292   174044 SH       DEFINED 01             174044        0        0
SBS TECH INC                   COM              78387P103        4      220 SH       DEFINED 01 02               0      220        0
SBS TECH INC                   COM              78387P103      114     6000 SH       DEFINED 01 05               0     6000        0
SBA COMMUNICATIONS             COM              78388J106        2       73 SH       DEFINED 01                 73        0        0
SCI SYSTEMS INC                COM              783890106      100     3901 SH       DEFINED 01               3901        0        0
SCM MICROSYSTEMS INC           COM              784018103      472    45419 SH       DEFINED 01              45419        0        0
SCP POOL CORP                  COM              784028102     1742    50590 SH       DEFINED 01              50590        0        0
SCP POOL CORP                  COM              784028102        3      100 SH       DEFINED 01 02               0      100        0
SCPIE HOLDINGS INC             COM              78402P104      558    27647 SH       DEFINED 01              27647        0        0
SEI INVESTMENTS CO             COM              784117103      327     6900 SH       DEFINED 01 02               0     6900        0
SEI INVESTMENTS COMPANY        COM              784117103      141     2960 SH       DEFINED 01               2960        0        0
STMICROELECTRONICS   ORD FR;SG COM              784214991     7829   225563 SH       DEFINED 01             225563        0        0
STMICROELECTRONICS   ORD FR;SG COM              784214991     3906   112520 SH       DEFINED 01 03               0   112520        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        3     2750 SH       DEFINED 01               2750        0        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        0      250 SH       DEFINED 01 05               0      250        0
SGW HOLDINGS   12.50%    8-1-0 PRF              78422P209     1739   173887 SH       DEFINED 01             173887        0        0
SGW HOLDINGS   12.50%    8-1-0 PRF              78422P209      158    15800 SH       DEFINED 01 05               0    15800        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993      435    87091 SH       DEFINED 01              87091        0        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993       48     9677 SH       DEFINED 01 05               0     9677        0
SI FINANCING TRUST          06 PRF              784252207    18574   740000 SH       DEFINED 01             740000        0        0
SL GREEN REALTY                COM              78440X101     2161    71304 SH       DEFINED 01              71304        0        0
SL GREEN REALTY                COM              78440X101      155     5100 SH       DEFINED 01 05               0     5100        0
SLI INC                        COM              78442T108      854   103555 SH       DEFINED 01             103555        0        0
SPS TECHNOLOGIES               COM              784626103     1835    38720 SH       DEFINED 01              38720        0        0
SPS TECHNOLOGIES               COM              784626103        5      100 SH       DEFINED 01 02               0      100        0
S&P 500 DEP RECPT              COM              78462F103    51497   417590 SH       DEFINED 01             417590        0        0
S&P 500 DEP RECPT              COM              78462F103      346     2805 SH       DEFINED 01 05               0     2805        0
STANDARD & POORS 500 INDEX     COM              78462F103     5808    47100 SH       DEFINED 11 12               0    47100        0
STANDARD & POORS 500 INDEX     COM              78462F103    48502   393300 SH       DEFINED 11 12 13            0   393300        0
SPSS INC                       COM              78462K102      642    40588 SH       DEFINED 01              40588        0        0
SPX CORP                       COM              784635104      947     7563 SH       DEFINED 01               7563        0        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
SABA SOFTWARE INC              COM              784932105     2705   164800 SH       DEFINED 01             164800        0        0
SABRE HOLDINGS CORP            COM              785905100     1426    28522 SH       DEFINED 01              28522        0        0
SABRE HOLDINGS CORP            COM              785905100     1643    32867 SH       DEFINED 01 03               0    32867        0
SABRE HOLDINGS CORP            COM              785905100       30      608 SH       DEFINED 01 05               0      608        0
SAFECO CORP                    COM              786429100    31027  1051774 SH       DEFINED 01            1051774        0        0
SAFECO CORP                    COM              786429100      932    31587 SH       DEFINED 01 03               0    31587        0
SAFECO CORP                    COM              786429100      929    31507 SH       DEFINED 01 05               0    31507        0
SAFEGUARD SCIENTIFIC           COM              786449108        3      555 SH       DEFINED 01                555        0        0
SAFEWAY INC                    COM              786514208   851322 17735861 SH       DEFINED 01           17735861        0        0
SAFEWAY INC                    COM              786514208     9146   190550 SH       DEFINED 01 03               0   190550        0
SAFEWAY INC                    COM              786514208   219883  4580901 SH       DEFINED 01 05               0  4580901        0
SAFEWAY INC.                   COM              786514208    24288   506000 SH       DEFINED 01                  0   506000        0
SAFEWAY INC.                   COM              786514208   112490  2343510 SH       DEFINED 01 02               0  2343510        0
ST FRANCIS CAP CORP            COM              789374105      385    17600 SH       DEFINED 01              17600        0        0
ST FRANCIS CAP CORP            COM              789374105        1       50 SH       DEFINED 01 02               0       50        0
ST FRANCIS CAP CORP            COM              789374105       26     1200 SH       DEFINED 01 05               0     1200        0
ST JOE PAPER CORP              COM              790148100       12      430 SH       DEFINED 01                430        0        0
ST JUDE MEDICAL                COM              790849103       74     1239 SH       DEFINED 01               1239        0        0
ST JUDE MEDICAL                COM              790849103     1272    21208 SH       DEFINED 01 03               0    21208        0
ST JUDE MEDICAL                COM              790849103     6024   100392 SH       DEFINED 01 05               0   100392        0
ST MARY LD & EXPL              COM              792228108     1948    83402 SH       DEFINED 01              83402        0        0
ST PAUL COMPANIES              COM              792860108     2297    45306 SH       DEFINED 01              45306        0        0
ST PAUL COMPANIES              COM              792860108     2688    53030 SH       DEFINED 01 03               0    53030        0
ST PAUL COMPANIES              COM              792860108       50      982 SH       DEFINED 01 05               0      982        0
SAKS INC                       COM              79377W108       38     3921 SH       DEFINED 01               3921        0        0
SALTON INC                     COM              795757103     3155   177310 SH       DEFINED 01             177310        0        0
SALTON INC                     COM              795757103        2      100 SH       DEFINED 01 02               0      100        0
SALTON INC                     COM              795757103       98     5500 SH       DEFINED 01 05               0     5500        0
SAMSUNG SEC 16360              COM              796070993     2690    94550 SH       DEFINED 01              94550        0        0
SAMSUNG SEC 16360              COM              796070993       55     1940 SH       DEFINED 01 05               0     1940        0
SAMSUNG DISP. DEVICE           COM              796600997     2878    59700 SH       DEFINED 01              59700        0        0
SAMSUNG DISP. DEVICE           COM              796600997       59     1230 SH       DEFINED 01 05               0     1230        0
SAMSUNG ELECTRONICS            COM              796611994    48808   330600 SH       DEFINED 01             330600        0        0
SAMSUNG ELECTRONICS            COM              796611994    40828   276540 SH       DEFINED 01 05               0   276540        0
SAN DIEGO G&E $25              PRF              797440831     1415    59500 SH       DEFINED 01 04               0    59500        0
SANCHEZ COMP ASS INC           COM              799702105        1       70 SH       DEFINED 01                 70        0        0
SAN-DISK                       COM              80004C101       57     2063 SH       DEFINED 01               2063        0        0
SANDVIK AB-A SHS               COM              800200990     1309    65052 SH       DEFINED 01 03               0    65052        0
SANDY SPRINGS & SVNG           COM              800363103      301     9350 SH       DEFINED 01               9350        0        0
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SANDY SPRINGS & SVNG           COM              800363103       21      650 SH       DEFINED 01 05               0      650        0
SANLAM LIMITED                 COM              800800997     3132  2295000 SH       DEFINED 01            2295000        0        0
SANLAM LIMITED                 COM              800800997       75    55172 SH       DEFINED 01 05               0    55172        0
SANMINA CORP                   COM              800907107    77722  3319997 SH       DEFINED 01            3319997        0        0
SANMINA CORP                   COM              800907107    19094   815741 SH       DEFINED 01 02               0   815741        0
SANMINA CORP                   COM              800907107     3349   143025 SH       DEFINED 01 03               0   143025        0
SANMINA CORP                   COM              800907107    49551  2116664 SH       DEFINED 01 05               0  2116664        0
SANGSTAT MEDICAL CP            COM              801003104        1       83 SH       DEFINED 01                 83        0        0
BANCO SANTANDER ADR            COM              802809103        3      129 SH       DEFINED 01                129        0        0
SAP AG ORD                     COM              803053990    44273   318971 SH       DEFINED 01             318971        0        0
SAP AG ORD                     COM              803053990     6048    43572 SH       DEFINED 01 03               0    43572        0
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SAP AG ADR                     COM              803054204     1754    50000 SH       DEFINED 01              50000        0        0
SAP AG ADR                     COM              803054204     5264   150000 SH       DEFINED 01 05               0   150000        0
SAPIENT                        COM              803062108       53     5398 SH       DEFINED 01               5398        0        0
SAPIENT                        COM              803062108      296    30401 SH       DEFINED 01 03               0    30401        0
SAPIENT                        COM              803062108        5      563 SH       DEFINED 01 05               0      563        0
SAPPI LTD ORD        ZA;SAP/SA COM              803110998     2704   307469 SH       DEFINED 01             307469        0        0
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SARA LEE CORP                  COM              803111103      218    11501 SH       DEFINED 01              11501        0        0
SARA LEE CORP                  COM              803111103     3684   194527 SH       DEFINED 01 03               0   194527        0
SARA LEE CORP                  COM              803111103       68     3603 SH       DEFINED 01 05               0     3603        0
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SASOL ORD                      COM              803900992      111    12107 SH       DEFINED 01 05               0    12107        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SAWTEK INC                     COM              805468105      925    39330 SH       DEFINED 01              39330        0        0
SCANA CORP                     COM              80589M102       81     2856 SH       DEFINED 01               2856        0        0
HENRY SCHEIN INC               COM              806407102        8      204 SH       DEFINED 01                204        0        0
SCHERING AG                    COM              806584991     4026    77010 SH       DEFINED 01              77010        0        0
SCHERING PLOUGH                COM              806605101     2174    60000 SH       DEFINED 01                  0    60000        0
SCHERING PLOUGH                COM              806605101    55865  1541537 SH       DEFINED 01            1541537        0        0
SCHERING PLOUGH                COM              806605101    24877   686299 SH       DEFINED 01 02               0   686299        0
SCHERING PLOUGH                COM              806605101    13309   367235 SH       DEFINED 01 03               0   367235        0
SCHERING PLOUGH                COM              806605101      243     6703 SH       DEFINED 01 05               0     6703        0
SCHLUMBERGER LTD               COM              806857108   294195  5587760 SH       DEFINED 01            5587760        0        0
SCHLUMBERGER LTD               COM              806857108    48731   925546 SH       DEFINED 01 02               0   925546        0
SCHLUMBERGER LTD               COM              806857108     9880   187669 SH       DEFINED 01 03               0   187669        0
SCHLUMBERGER LTD               COM              806857108   124518  2365000 SH       DEFINED 01 05               0  2365000        0
SCHOLASTIC CORP                COM              807066105     4481    99559 SH       DEFINED 01              99559        0        0
SCHOLASTIC CORP                COM              807066105        9      200 SH       DEFINED 01 02               0      200        0
SCHOLASTIC CORP                COM              807066105      203     4504 SH       DEFINED 01 05               0     4504        0
SCHOOL SPECIALTY INC           COM              807863105     1345    52036 SH       DEFINED 01              52036        0        0
SCHULER HOMES                  COM              808188106      731    54000 SH       DEFINED 01              54000        0        0
SCHULER HOMES                  COM              808188106        1      110 SH       DEFINED 01 02               0      110        0
SCHULER HOMES                  COM              808188106       46     3400 SH       DEFINED 01 05               0     3400        0
SCHULMAN (A.) INC              COM              808194104       10      729 SH       DEFINED 01                729        0        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    63596   443937 SH       DEFINED 01             443937        0        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    13861    96761 SH       DEFINED 01 03               0    96761        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    50547   352849 SH       DEFINED 01 05               0   352849        0
SCHWAB (CHARLES)               COM              808513105    24135  1577421 SH       DEFINED 01            1577421        0        0
SCHWAB (CHARLES)               COM              808513105     5583   364894 SH       DEFINED 01 03               0   364894        0
SCHWAB (CHARLES)               COM              808513105    15327  1001750 SH       DEFINED 01 05               0  1001750        0
SCHWAB CHARLES CORP            COM              808513105      230    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    69877  4567326 SH       DEFINED 01 02               0  4567326        0
SCHWEITZER MAUDUIT             COM              808541106     1035    43848 SH       DEFINED 01              43848        0        0
SCIENT                         COM              80864H109        0      110 SH       DEFINED 01                110        0        0
SCIENTIFIC ATLANTA             COM              808655104      704    17337 SH       DEFINED 01              17337        0        0
SCIENTIFIC ATLANTA             COM              808655104     1636    40287 SH       DEFINED 01 03               0    40287        0
SCIENTIFIC ATLANTA             COM              808655104       30      746 SH       DEFINED 01 05               0      746        0
SCIOS INC                      COM              808905103        2       60 SH       DEFINED 01 02               0       60        0
SCIOS-NOVA INC                 COM              808905103      389    15559 SH       DEFINED 01              15559        0        0
SCIOS-NOVA INC                 COM              808905103       33     1300 SH       DEFINED 01 05               0     1300        0
SCIQUEST.COM INC               COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTS CO CLA                  COM              810186106     3517    84863 SH       DEFINED 01              84863        0        0
SCRIPPS CO (E.W) CLA           COM              811054204       12      172 SH       DEFINED 01                172        0        0
SEACHANGE INTL INC             COM              811699107        1       78 SH       DEFINED 01                 78        0        0
SEACOR SMIT INC                COM              811904101     2776    59388 SH       DEFINED 01              59388        0        0
SEACOR SMIT INC                COM              811904101        5      100 SH       DEFINED 01 02               0      100        0
SEALED AIR CORP                COM              81211K100      956    25658 SH       DEFINED 01              25658        0        0
SEALED AIR CORP                COM              81211K100      771    20686 SH       DEFINED 01 03               0    20686        0
SEALED AIR CORP                COM              81211K100       14      383 SH       DEFINED 01 05               0      383        0
SEARS ROEBUCK & CO             COM              812387108    33842   799860 SH       DEFINED 01             799860        0        0
SEARS ROEBUCK & CO             COM              812387108     5042   119147 SH       DEFINED 01 03               0   119147        0
SEARS ROEBUCK & CO             COM              812387108       64     1505 SH       DEFINED 01 05               0     1505        0
SECOM                          COM              813113990     4018    72000 SH       DEFINED 01 03               0    72000        0
AMEX CONSUMER STAPLE           COM              81369Y308       25     1017 SH       DEFINED 01 02               0     1017        0
AMEX ENERGY SELECT S           COM              81369Y506       11      355 SH       DEFINED 01 02               0      355        0
AMEX FINANCIAL SELEC           COM              81369Y605       25      860 SH       DEFINED 01 02               0      860        0
AMEX TECH SEL SPDR             COM              81369Y803        3      100 SH       DEFINED 01 02               0      100        0
SECURE CO                      COM              813705100     3817   243000 SH       DEFINED 01             243000        0        0
SECURE CO                      COM              813705100        5      300 SH       DEFINED 01 02               0      300        0
SECURITY CAPITAL GROUP-B       COM              81413P204        9      437 SH       DEFINED 01                437        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        2      172 SH       DEFINED 01                172        0        0
SEITEL INC                     COM              816074306      972    74165 SH       DEFINED 01              74165        0        0
SELECT MEDICAL CORP            COM              816196109      146     7300 SH       DEFINED 01               7300        0        0
SELECTIVE INS GROUP            COM              816300107     2056    77039 SH       DEFINED 01              77039        0        0
SEMICONDUCTOR HLD TR           COM              816636203    16164   335000 SH       DEFINED 01             335000        0        0
SEMICONDUCTOR HLD TR           COM              816636203      127     2633 SH       DEFINED 01 02               0     2633        0
SEMICONDUCTOR HLD TR           COM              816636203    30441   630900 SH       DEFINED 01 05               0   630900        0
SEMTECH CORP                   COM              816850101     1828    60915 SH       DEFINED 01              60915        0        0
SEMPRA ENERGY                  COM              816851109       79     2906 SH       DEFINED 01               2906        0        0
SEMPRA ENERGY                  COM              816851109     1393    50940 SH       DEFINED 01 03               0    50940        0
SEMPRA ENERGY                  COM              816851109       26      943 SH       DEFINED 01 05               0      943        0
SENSIENT TECH                  COM              81725T100       33     1578 SH       DEFINED 01               1578        0        0
SENSIENT TECH                  COM              81725T100        3      170 SH       DEFINED 01 02               0      170        0
SENSORMATIC ELECT              COM              817265101     5639   331633 SH       DEFINED 01             331633        0        0
SENSORMATIC ELECT              COM              817265101        8      450 SH       DEFINED 01 02               0      450        0
SENSORMATIC ELECT              COM              817265101      272    16000 SH       DEFINED 01 05               0    16000        0
SEPRACOR INC                   COM              817315104       82     2072 SH       DEFINED 01               2072        0        0
SEQUA CORP  -CL A              COM              817320104       12      259 SH       DEFINED 01                259        0        0
SEQUENOM INC                   COM              817337108        1       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101        5      128 SH       DEFINED 01                128        0        0
SEROLOGICALS CORP              COM              817523103     2155   101000 SH       DEFINED 01             101000        0        0
SEROLOGICALS CORP              COM              817523103        3      150 SH       DEFINED 01 02               0      150        0
SEROLOGICALS CORP              COM              817523103       94     4400 SH       DEFINED 01 05               0     4400        0
SERVICE CORP INTL              COM              817565104      104    16466 SH       DEFINED 01              16466        0        0
SERVICEMASTER CO               COM              81760N109        6      485 SH       DEFINED 01                485        0        0
7-ELEVEN INC                   COM              817826209        9      812 SH       DEFINED 01                812        0        0
SHAW GROUP INC                 COM              820280105    34904   870408 SH       DEFINED 01             870408        0        0
SHAW GROUP INC                 COM              820280105      235     5840 SH       DEFINED 01 02               0     5840        0
SHAW GROUP INC                 COM              820280105    30364   757200 SH       DEFINED 01 05               0   757200        0
SHELL TRANSPORT TRDG GB;SHEL/B COM              822703997    12401  1492110 SH       DEFINED 01            1492110        0        0
SHELL TRANSPORT TRDG GB;SHEL/B COM              822703997    16368  1969300 SH       DEFINED 01 05               0  1969300        0
SHERWIN WILLIAMS               COM              824348106       49     2188 SH       DEFINED 01               2188        0        0
SHERWIN WILLIAMS               COM              824348106      860    38740 SH       DEFINED 01 03               0    38740        0
SHERWIN WILLIAMS               COM              824348106       16      717 SH       DEFINED 01 05               0      717        0
SHIRE PHARMACEU                COM              82481R106     6716   121000 SH       DEFINED 01                  0   121000        0
SHIRE PHARMACEU                COM              82481R106      136     2450 SH       DEFINED 01 02               0     2450        0
SHIRE PHARMACEUTICALS ADR      COM              82481R106    16650   300000 SH       DEFINED 01             300000        0        0
SHIRE PHARMACEUTICALS ADR      COM              82481R106    51238   923200 SH       DEFINED 01 05               0   923200        0
SHOPKO STORES                  COM              824911101     2315   317839 SH       DEFINED 01             317839        0        0
SHOPKO STORES                  COM              824911101        2      320 SH       DEFINED 01 02               0      320        0
SHOPKO STORES                  COM              824911101       71     9700 SH       DEFINED 01 05               0     9700        0
SHIMIZU (1803)                 COM              824924997     2135   523000 SH       DEFINED 01 03               0   523000        0
SHINETSU CHEMICAL              COM              824925994     2019    55000 SH       DEFINED 01 03               0    55000        0
SHUFFLE MASTER INC             COM              825549108        2       75 SH       DEFINED 01 02               0       75        0
SHUFFLE MASTER(LEHMAN)         COM              825549108     2015    96000 SH       DEFINED 01              96000        0        0
SHUFFLE MASTER(LEHMAN)         COM              825549108       82     3900 SH       DEFINED 01 05               0     3900        0
SHURGARD STORAGE CTR           COM              82567D104        3       84 SH       DEFINED 01                 84        0        0
GENSIA PHARMACEUTICS INC       COM              825846108       10      444 SH       DEFINED 01                444        0        0
SIEBEL SYSTEMS                 COM              826170102   193701  4130104 SH       DEFINED 01            4130104        0        0
SIEBEL SYSTEMS                 COM              826170102       27      575 SH       DEFINED 01 02               0      575        0
SIEBEL SYSTEMS                 COM              826170102     5256   112078 SH       DEFINED 01 03               0   112078        0
SIEBEL SYSTEMS                 COM              826170102    70179  1496343 SH       DEFINED 01 05               0  1496343        0
SIEBEL SYSTEMS INC             COM              826170102     3710    79100 SH       DEFINED 12 12               0    79100        0
SIEBEL SYSTEMS INC             COM              826170102    43064   918200 SH       DEFINED 12 12 13            0   918200        0
SIERRA HEALTH SERVIC           COM              826322109      571    81451 SH       DEFINED 01              81451        0        0
SIERRA PACIFIC RESOURCES - NEW COM              826428104       37     2353 SH       DEFINED 01               2353        0        0
SIGMA-ALDRICH                  COM              826552101    46386  1201087 SH       DEFINED 01            1201087        0        0
SIGMA-ALDRICH                  COM              826552101     2873    74402 SH       DEFINED 01 02               0    74402        0
SIGMA-ALDRICH                  COM              826552101     5747   148808 SH       DEFINED 01 03               0   148808        0
SIGMA-ALDRICH                  COM              826552101      193     4995 SH       DEFINED 01 05               0     4995        0
SIGNALSOFT CORP                COM              82668M102     1150   100000 SH       DEFINED 01             100000        0        0
SIGNALSOFT RESTRICTED          COM              82668M961     6329   687900 SH       DEFINED 01             687900        0        0
SIGNALSOFT RESTRICTED          COM              82668M961    12657  1375803 SH       DEFINED 01 05               0  1375803        0
SIGNALSOFT RESTRICTED          COM              82668M979      811    78347 SH       DEFINED 01              78347        0        0
SIGNALSOFT RESTRICTED          COM              82668M979     1622   156693 SH       DEFINED 01 05               0   156693        0
SIGNALSOFT RESTRICTED          COM              82668M987      901    78347 SH       DEFINED 01              78347        0        0
SIGNALSOFT RESTRICTED          COM              82668M987     1802   156693 SH       DEFINED 01 05               0   156693        0
SILICON GRAPHICS INC           COM              827056102        1     1043 SH       DEFINED 01               1043        0        0
SILICON STORAGE TECH           COM              827057100        3      303 SH       DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        1      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106     3620   164599 SH       DEFINED 01             164599        0        0
SILICON VALLEY BANCSHARES      COM              827064106      133     6067 SH       DEFINED 01 05               0     6067        0
SILICON VALLEY BKSHR           COM              827064106        4      200 SH       DEFINED 01 02               0      200        0
SILICONIX INC                  COM              827079203        5      173 SH       DEFINED 01                173        0        0
SILVERSTREAM SOFTWA            COM              827907106        0       62 SH       DEFINED 01                 62        0        0
SIMON PROPERTY GROUP           COM              828806109       11      377 SH       DEFINED 01                377        0        0
SIMPLEX SOLUTIONS              COM              828854109       36     1600 SH       DEFINED 01               1600        0        0
SIMPSON MANUFAC                COM              829073105     2379    39319 SH       DEFINED 01              39319        0        0
SINCLAIR BROADCASTIN           COM              829226109        2      190 SH       DEFINED 01                190        0        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408    13300   140000 SH       DEFINED 01             140000        0        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408     1900    20000 SH       DEFINED 01 05               0    20000        0
SINGAPORE TECH ENGINEERING LTD COM              829298991      168   118441 SH       DEFINED 01 03               0   118441        0
SIRIUS SATELLITE RADIO INC     COM              82966U103        3      274 SH       DEFINED 01                274        0        0
SIG FLAGS INC                  COM              83001P109       53     2550 SH       DEFINED 01               2550        0        0
SK TELECOM                     COM              830530994     2643    17950 SH       DEFINED 01              17950        0        0
SK TELECOM                     COM              830530994       49      330 SH       DEFINED 01 05               0      330        0
SKETCHERS USA                  COM              830566105     4919   168300 SH       DEFINED 01             168300        0        0
SKETCHERS USA                  COM              830566105        5      170 SH       DEFINED 01 02               0      170        0
SKETCHERS USA                  COM              830566105      222     7600 SH       DEFINED 01 05               0     7600        0
SKILLSOFT CORPORATION          COM              83066P101      137     4000 SH       DEFINED 01               4000        0        0
SKY FINL GROUP INC             COM              83080P103        7      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      676    24842 SH       DEFINED 01              24842        0        0
SKYWEST                        COM              830879102    28283  1010121 SH       DEFINED 01            1010121        0        0
SKYWEST                        COM              830879102     3825   136600 SH       DEFINED 01 03               0   136600        0
SKYWEST                        COM              830879102      250     8915 SH       DEFINED 01 05               0     8915        0
SKYWEST INC                    COM              830879102    84421  3015000 SH       DEFINED 01 02               0  3015000        0
SMARTFORCE PLC ADR             COM              83170A206      550    15600 SH       DEFINED 01              15600        0        0
SMITH (A O) CORP               COM              831865209     1250    69865 SH       DEFINED 01              69865        0        0
SMITH INTL                     COM              832110100       81     1342 SH       DEFINED 01               1342        0        0
SMITH CHARLES & RESD           COM              832197107     2952    58859 SH       DEFINED 01              58859        0        0
SMITH CHARLES & RESD           COM              832197107      186     3700 SH       DEFINED 01 05               0     3700        0
SMITHFIELD FOODS INC           COM              832248108    11748   291520 SH       DEFINED 01             291520        0        0
SMITHFIELD FOODS INC           COM              832248108       11      270 SH       DEFINED 01 02               0      270        0
SMITHFIELD FOODS INC           COM              832248108      249     6179 SH       DEFINED 01 05               0     6179        0
SMTC CORP                      COM              832682108       86    29900 SH       DEFINED 01              29900        0        0
SMUCKER J.M. CO                COM              832696306       19      707 SH       DEFINED 01                707        0        0
SMURFIT STONE CONTNR           COM              832727101     1051    64843 SH       DEFINED 01              64843        0        0
SNAP ON INC                    COM              833034101     2297    95106 SH       DEFINED 01              95106        0        0
SNAP ON INC                    COM              833034101        6      230 SH       DEFINED 01 02               0      230        0
SNAP ON INC                    COM              833034101      345    14287 SH       DEFINED 01 03               0    14287        0
SNAP ON INC                    COM              833034101      117     4864 SH       DEFINED 01 05               0     4864        0
SOLA INTL                      COM              834092108      990    70147 SH       DEFINED 01              70147        0        0
SOLECTRON CORP                 COM              834182107     7375   403000 SH       DEFINED 01                  0   403000        0
SOLECTRON CORP                 COM              834182107    55823  3050371 SH       DEFINED 01            3050371        0        0
SOLECTRON CORP                 COM              834182107     8803   481365 SH       DEFINED 01 02               0   481365        0
SOLECTRON CORP                 COM              834182107     4831   263962 SH       DEFINED 01 03               0   263962        0
SOLECTRON CORP                 COM              834182107    38233  2089264 SH       DEFINED 01 05               0  2089264        0
SOLUTIA INC                    COM              834376105       40     3138 SH       DEFINED 01               3138        0        0
SOLUTIA INC                    COM              834376105       79     6200 SH       DEFINED 01 02               0     6200        0
SOMERA COMMUNICATION           COM              834458101       64     9000 SH       DEFINED 01               9000        0        0
SONIC CORP                     COM              835451105     2493    78581 SH       DEFINED 01              78581        0        0
S3 INCORPORATED                COM              83546Q109      798   241629 SH       DEFINED 01             241629        0        0
SONICWALL INC                  COM              835470105      811    32156 SH       DEFINED 01              32156        0        0
SONICWALL INC                  COM              835470105        3      110 SH       DEFINED 01 02               0      110        0
SONOCO PRODUCTS                COM              835495102       65     2640 SH       DEFINED 01               2640        0        0
SONY CORP ORD        JP;6758   COM              835699109    51631   785300 SH       DEFINED 01             785300        0        0
SONY CORP ORD        JP;6758   COM              835699109     7292   110900 SH       DEFINED 01 03               0   110900        0
SONY CORP ORD        JP;6758   COM              835699109    42723   649800 SH       DEFINED 01 05               0   649800        0
SONY CORP ADRS                 COM              835699307   227668  3460000 SH       DEFINED 01            3460000        0        0
SONY CORP ADRS                 COM              835699307       38      575 SH       DEFINED 01 02               0      575        0
SONY CORP ADRS                 COM              835699307    24863   377855 SH       DEFINED 01 05               0   377855        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100      279    23332 SH       DEFINED 01              23332        0        0
SOTHEBYS HLD CL-A              COM              835898107       32     1996 SH       DEFINED 01               1996        0        0
SONUS NETWORKS INC             COM              835916107    69589  2979000 SH       DEFINED 01            2979000        0        0
SONUS NETWORKS INC             COM              835916107      563    24100 SH       DEFINED 01 02               0    24100        0
SONUS NETWORKS INC             COM              835916107    13396   573500 SH       DEFINED 01 05               0   573500        0
SOUTH FINANCIAL GROUP          COM              837841105     2381   126099 SH       DEFINED 01             126099        0        0
SOUTH AFRICA BREW              COM              839900990     5360   708384 SH       DEFINED 01             708384        0        0
SOUTH AFRICA BREW              COM              839900990      114    15131 SH       DEFINED 01 05               0    15131        0
SO CA EDISON $100              PRF              842400780      891    25000 SH       DEFINED 01                  0    25000        0
SO CA EDISON $100              PRF              842400780     6053   169750 SH       DEFINED 01 04               0   169750        0
SOUTHERN CO                    COM              842587107    28130  1209897 SH       DEFINED 01            1209897        0        0
SOUTHERN CO                    COM              842587107     3939   169423 SH       DEFINED 01 03               0   169423        0
SOUTHERN CO                    COM              842587107       73     3138 SH       DEFINED 01 05               0     3138        0
SO INDIANA G&E 100             PRF              8431634@2     7500    75000 SH       DEFINED 01 04               0    75000        0
SOUTHERN UNION CO              COM              844030106     3085   151230 SH       DEFINED 01             151230        0        0
SOUTHTRUST CORP                COM              844730101    14479   556887 SH       DEFINED 01             556887        0        0
SOUTHTRUST CORP                COM              844730101      169     6500 SH       DEFINED 01 02               0     6500        0
SOUTHTRUST CORP                COM              844730101     2186    84074 SH       DEFINED 01 03               0    84074        0
SOUTHTRUST CORP                COM              844730101    13950   536557 SH       DEFINED 01 05               0   536557        0
SOUTHWEST AIRLINES             COM              844741108   497514 26907188 SH       DEFINED 01           26907188        0        0
SOUTHWEST AIRLINES             COM              844741108      200    10811 SH       DEFINED 01 02               0    10811        0
SOUTHWEST AIRLINES             COM              844741108     3483   188377 SH       DEFINED 01 03               0   188377        0
SOUTHWEST AIRLINES             COM              844741108   109041  5897265 SH       DEFINED 01 05               0  5897265        0
SW BANCORP OF TX               COM              84476R109     6769   224043 SH       DEFINED 01             224043        0        0
SW BANCORP OF TX               COM              84476R109        7      220 SH       DEFINED 01 02               0      220        0
SW BANCORP OF TX               COM              84476R109      190     6300 SH       DEFINED 01 05               0     6300        0
SOUTHWEST GAS CORP             COM              844895102     2239    94539 SH       DEFINED 01              94539        0        0
SOUTHWEST SECURITIES           COM              845224104     1219    58894 SH       DEFINED 01              58894        0        0
SOUTHWESTERN ENERGY            COM              845467109      913    74571 SH       DEFINED 01              74571        0        0
SOVEREIGN BANCORP IN           COM              845905108       91     7005 SH       DEFINED 01               7005        0        0
SPACELABS                      COM              846247104      351    28737 SH       DEFINED 01              28737        0        0
SPANISH BRDCAST CL A           COM              846425882        2      200 SH       DEFINED 01 02               0      200        0
SPARTAN STORES INC             COM              846822104      514    32000 SH       DEFINED 01              32000        0        0
SPARTAN STORES INC             COM              846822104        2      110 SH       DEFINED 01 02               0      110        0
SPARTAN STORES INC             COM              846822104       32     2000 SH       DEFINED 01 05               0     2000        0
SPARTECH CORP                  COM              847220209        2       71 SH       DEFINED 01                 71        0        0
SPECIALTY LAB                  COM              84749R100       98     2600 SH       DEFINED 01               2600        0        0
SPECIALTY LAB                  COM              84749R100    20781   549050 SH       DEFINED 01 02               0   549050        0
SPECIALTY LAB                  COM              84749R100      416    11000 SH       DEFINED 01 03               0    11000        0
SPECTRA-PHYSICS INC            COM              847568102        1       56 SH       DEFINED 01                 56        0        0
SPECTRASITE HOLDINGS           COM              84760T100        5      646 SH       DEFINED 01                646        0        0
SPEECHWORKS INTL INC           COM              84764M101        5      311 SH       DEFINED 01                311        0        0
SPEEDFAM - IPEC INC            COM              847705100      284    89157 SH       DEFINED 01              89157        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        8      318 SH       DEFINED 01                318        0        0
SPERION CORPORATION            COM              848420105     1625   181577 SH       DEFINED 01             181577        0        0
SPIEGEL INC  -CL A             COM              848457107        8      833 SH       DEFINED 01                833        0        0
SPIEKER PROPERTIES I           COM              848497103        9      154 SH       DEFINED 01                154        0        0
SPINNAKER EXPLORATION          COM              84855W109      113     2830 SH       DEFINED 01               2830        0        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPRINGS INDS INC               COM              851783100     2346    53189 SH       DEFINED 01              53189        0        0
SPRINT CORP (FON)              COM              852061100   120102  5622725 SH       DEFINED 01            5622725        0        0
SPRINT CORP (FON)              COM              852061100     8543   399957 SH       DEFINED 01 03               0   399957        0
SPRINT CORP (FON)              COM              852061100    22916  1072810 SH       DEFINED 01 05               0  1072810        0
SPRINT CORP FON GRP            COM              852061100    29499  1381015 SH       DEFINED 01 02               0  1381015        0
SPRINT CORP (PCS)              COM              852061506    72778  3013595 SH       DEFINED 01            3013595        0        0
SPRINT CORP (PCS)              COM              852061506     5597   231742 SH       DEFINED 01 03               0   231742        0
SPRINT CORP (PCS)              COM              852061506    13505   559193 SH       DEFINED 01 05               0   559193        0
STAMPS.COM                     COM              852857101      129    34196 SH       DEFINED 01              34196        0        0
STANCORP FINL GROUP            COM              852891100     6264   132193 SH       DEFINED 01             132193        0        0
STANCORP FINL GROUP            COM              852891100        9      190 SH       DEFINED 01 02               0      190        0
STANCORP FINL GROUP            COM              852891100      275     5800 SH       DEFINED 01 05               0     5800        0
STANDARD CHARTER PLC GB;STAN   COM              853201994    23043  1798553 SH       DEFINED 01            1798553        0        0
STANDARD CHARTER PLC GB;STAN   COM              853201994     6205   484266 SH       DEFINED 01 03               0   484266        0
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STANDARD COMMERCIAL            COM              853258101     1878   106900 SH       DEFINED 01             106900        0        0
STANDARD COMMERCIAL            COM              853258101        4      220 SH       DEFINED 01 02               0      220        0
STANDARD COMMERCIAL            COM              853258101       83     4700 SH       DEFINED 01 05               0     4700        0
STANDARD MICROSYSTEM           COM              853626109      855    47746 SH       DEFINED 01              47746        0        0
STANDARD MOTOR PRO             COM              853666105      490    36843 SH       DEFINED 01              36843        0        0
STANDARD PAC CORP              COM              85375C101     2069    89375 SH       DEFINED 01              89375        0        0
STANDARD REGISTER              COM              853887107     1511    81682 SH       DEFINED 01              81682        0        0
STANDEX INTL                   COM              854231107      843    35729 SH       DEFINED 01              35729        0        0
STANDEX INTL                   COM              854231107    27271  1155531 SH       DEFINED 01 03               0  1155531        0
STANFORD MICRODEVICE           COM              854399102        2      101 SH       DEFINED 01                101        0        0
STANLEY WORKS                  COM              854616109       50     1187 SH       DEFINED 01               1187        0        0
STANLEY WORKS                  COM              854616109      884    21107 SH       DEFINED 01 03               0    21107        0
STANLEY WORKS                  COM              854616109       16      391 SH       DEFINED 01 05               0      391        0
STAPLES INC                    COM              855030102     1005    62785 SH       DEFINED 01              62785        0        0
STAPLES INC                    COM              855030102     1805   112858 SH       DEFINED 01 03               0   112858        0
STAPLES INC                    COM              855030102       33     2090 SH       DEFINED 01 05               0     2090        0
STARBUCKS                      COM              855244109    25694  1117170 SH       DEFINED 01            1117170        0        0
STARBUCKS                      COM              855244109     1605    69710 SH       DEFINED 01 02               0    69710        0
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STARBUCKS                      COM              855244109      138     6012 SH       DEFINED 01 05               0     6012        0
STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107      939    41549 SH       DEFINED 01              41549        0        0
STARWOOD HOTELS                COM              85590A203    47523  1274750 SH       DEFINED 01            1274750        0        0
STARWOOD HOTELS                COM              85590A203     4273   114612 SH       DEFINED 01 03               0   114612        0
STARWOOD HOTELS                COM              85590A203    16732   448810 SH       DEFINED 01 05               0   448810        0
STARWOOD HOTELS & RE           COM              85590A203    24558   658728 SH       DEFINED 01 02               0   658728        0
STATE STREET CORP              COM              857477103   370054  7477345 SH       DEFINED 01            7477345        0        0
STATE STREET CORP              COM              857477103      408     8246 SH       DEFINED 01 02               0     8246        0
STATE STREET CORP              COM              857477103     3983    80476 SH       DEFINED 01 03               0    80476        0
STATE STREET CORP              COM              857477103    82555  1668091 SH       DEFINED 01 05               0  1668091        0
STATEN BANCORP IN              COM              857550107     2744    98511 SH       DEFINED 01              98511        0        0
STATEN BANCORP IN              COM              857550107        5      170 SH       DEFINED 01 02               0      170        0
STATION CASINO                 COM              857689103        8      508 SH       DEFINED 01                508        0        0
STATOIL ASA                    COM              857720999    14043  1900000 SH       DEFINED 01            1900000        0        0
THE STEAK N SHAKE COMPANY      COM              857873103      787    85048 SH       DEFINED 01              85048        0        0
STEAKHOUSE PARTNERS, INC       COM              857875108       17    17500 SH       DEFINED 01              17500        0        0
STEEL DYNAMICS                 COM              858119100     1689   135082 SH       DEFINED 01             135082        0        0
STEEL TECHNOLOGIES             COM              858147101      216    30268 SH       DEFINED 01              30268        0        0
STEIN MART INC                 COM              858375108     1360   131564 SH       DEFINED 01             131564        0        0
STERLING BANC                  COM              858907108     3411   177847 SH       DEFINED 01             177847        0        0
STERLING BANC                  COM              858907108        6      300 SH       DEFINED 01 02               0      300        0
STERLING BANC                  COM              858907108      123     6400 SH       DEFINED 01 05               0     6400        0
STERICYCLE INC                 COM              858912108      296     6300 SH       DEFINED 01               6300        0        0
STERICYCLE INC                 COM              858912108        4       80 SH       DEFINED 01 02               0       80        0
STERIS CORP                    COM              859152100     1242    61948 SH       DEFINED 01              61948        0        0
STERLING BANCORP               COM              859158107     1071    35000 SH       DEFINED 01              35000        0        0
STERLING BANCORP               COM              859158107        3       90 SH       DEFINED 01 02               0       90        0
STERLING BANCORP               COM              859158107       64     2100 SH       DEFINED 01 05               0     2100        0
STEWART & STEVENSON            COM              860342104     2654    80406 SH       DEFINED 01              80406        0        0
STEWART & STEVENSON            COM              860342104        6      180 SH       DEFINED 01 02               0      180        0
STEWART & STEVENSON            COM              860342104      173     5250 SH       DEFINED 01 05               0     5250        0
STEWART ENTERPRISES            COM              860370105     1534   210198 SH       DEFINED 01             210198        0        0
STEWART ENTERPRISES            COM              860370105        6      850 SH       DEFINED 01 02               0      850        0
STEWART ENTERPRISES            COM              860370105       77    10500 SH       DEFINED 01 05               0    10500        0
STEWART INFO SVCS              COM              860372101       97     5000 SH       DEFINED 01               5000        0        0
STILLWATER MINING CO           COM              86074Q102     6603   225759 SH       DEFINED 01             225759        0        0
STILLWATER MINING CO           COM              86074Q102        4      130 SH       DEFINED 01 02               0      130        0
STILLWATER MINING CO           COM              86074Q102      132     4500 SH       DEFINED 01 05               0     4500        0
STILWELL FINANCIAL INC         COM              860831106    74690  2225569 SH       DEFINED 01            2225569        0        0
STILWELL FINANCIAL INC         COM              860831106     4065   121131 SH       DEFINED 01 03               0   121131        0
STILWELL FINANCIAL INC         COM              860831106      820    24425 SH       DEFINED 01 05               0    24425        0
STMICROELECTRONICS             COM              861012102    61200  1800000 SH       DEFINED 01            1800000        0        0
STMICROELECTRONICS             COM              861012102     1833    53909 SH       DEFINED 01 05               0    53909        0
STONE ENERGY CORP              COM              861642106    16094   363302 SH       DEFINED 01             363302        0        0
STONE ENERGY CORP              COM              861642106       86     1950 SH       DEFINED 01 02               0     1950        0
STONE ENERGY CORP              COM              861642106    19213   433700 SH       DEFINED 01 05               0   433700        0
STORAGE USA                    COM              861907103        3       72 SH       DEFINED 01                 72        0        0
STORAGE TECHNOLOGY             COM              862111200      316    22956 SH       DEFINED 01              22956        0        0
STORAGE TECHNOLOGY             COM              862111200        6      400 SH       DEFINED 01 02               0      400        0
STORAGENETWORKS INC            COM              86211E103        1       55 SH       DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103     2467   189740 SH       DEFINED 01             189740        0        0
STRIDE RITE CORP               COM              863314100     1049   123414 SH       DEFINED 01             123414        0        0
STRUCTURAL DYNAMICS            COM              863555108       22      896 SH       DEFINED 01                896        0        0
STRYKER CORP                   COM              863667101      155     2823 SH       DEFINED 01               2823        0        0
STRYKER CORP                   COM              863667101     2661    48506 SH       DEFINED 01 03               0    48506        0
STRYKER CORP                   COM              863667101       49      898 SH       DEFINED 01 05               0      898        0
STUDENT ADVANTAGE IN           COM              86386Q105        0      158 SH       DEFINED 01                158        0        0
STORA ENSO OYJ                 COM              863901997    12479  1151565 SH       DEFINED 01            1151565        0        0
STORA ENSO OYJ                 COM              863901997    18315  1690106 SH       DEFINED 01 05               0  1690106        0
STUDENT LOAN CORP              COM              863902102        3       50 SH       DEFINED 01                 50        0        0
STURM RUGER & CO INC           COM              864159108      781    79669 SH       DEFINED 01              79669        0        0
STURM RUGER & CO INC           COM              864159108        3      300 SH       DEFINED 01 02               0      300        0
SUIZA FOODS CORP               COM              865077101     7978   150234 SH       DEFINED 01             150234        0        0
SUIZA FOODS CORP               COM              865077101        9      170 SH       DEFINED 01 02               0      170        0
SUIZA FOODS CORP               COM              865077101      303     5700 SH       DEFINED 01 05               0     5700        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504    10748  2381000 SH       DEFINED 01            2381000        0        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504     2858   633000 SH       DEFINED 01 03               0   633000        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504    19555  4332000 SH       DEFINED 01 05               0  4332000        0
SUMITOMO TRUST & BANK          COM              865603997     4217   670000 SH       DEFINED 01 03               0   670000        0
SUMMIT PROPERTIES              COM              866239106        3      108 SH       DEFINED 01                108        0        0
SUN COMMUNITIES INC            COM              866674104        2       63 SH       DEFINED 01                 63        0        0
SUN LIFE FINL SVCS CAN         COM              866796105        7      300 SH       DEFINED 01                300        0        0
SUN MICROSYSTEMS INC           COM              866810104     4150   264000 SH       DEFINED 01                  0   264000        0
SUN MICROSYSTEMS INC           COM              866810104     7401   470881 SH       DEFINED 01             470881        0        0
SUN MICROSYSTEMS INC           COM              866810104      324    20588 SH       DEFINED 01 02               0    20588        0
SUN MICROSYSTEMS INC           COM              866810104    12662   805470 SH       DEFINED 01 03               0   805470        0
SUN MICROSYSTEMS INC           COM              866810104    13204   839920 SH       DEFINED 01 05               0   839920        0
TEXAS INSTRUMENTS INC          COM              866810104     4218   133900 SH       DEFINED 11 12               0   133900        0
SUNBEAM WTS                    COM              867071128        0       83 SH       DEFINED 01                 83        0        0
SUNCOR ENERGY INC              COM              867229106     6682   260000 SH       DEFINED 01 05               0   260000        0
SUNCOR ENERGY INC              COM              867229999    14238   559811 SH       DEFINED 01             559811        0        0
SUNCOR ENERGY INC              COM              867229999     4166   163800 SH       DEFINED 01 03               0   163800        0
SUNCOR ENERGY INC              COM              867229999    25699  1010400 SH       DEFINED 01 05               0  1010400        0
SUNGARD DATA                   COM              867363103     3464   115462 SH       DEFINED 01 02               0   115462        0
SUNGARD DATA SYSTEMS           COM              867363103    76162  2537872 SH       DEFINED 01            2537872        0        0
SUNGARD DATA SYSTEMS           COM              867363103     5699   189900 SH       DEFINED 01 03               0   189900        0
SUNGARD DATA SYSTEMS           COM              867363103    30553  1018100 SH       DEFINED 01 05               0  1018100        0
SUMPLUS TECH GDR 144A          COM              86764M106      101    12000 SH       DEFINED 01 05               0    12000        0
SUNOCO INC                     COM              86764P109       43     1172 SH       DEFINED 01               1172        0        0
SUNOCO INC                     COM              86764P109      760    20742 SH       DEFINED 01 03               0    20742        0
SUNOCO INC                     COM              86764P109       14      384 SH       DEFINED 01 05               0      384        0
SUNPLUS TECHNOLOGY             COM              867650996     4974  1173000 SH       DEFINED 01            1173000        0        0
SUNRISE TELECOM INC            COM              86769Y105        1      137 SH       DEFINED 01                137        0        0
SUNTRUST BANKS INC             COM              867914103      274     4218 SH       DEFINED 01               4218        0        0
SUNTRUST BANKS INC             COM              867914103     4677    72205 SH       DEFINED 01 03               0    72205        0
SUNTRUST BANKS INC             COM              867914103       87     1338 SH       DEFINED 01 05               0     1338        0
SUPERGEN INC                   COM              868059106        1       82 SH       DEFINED 01                 82        0        0
SUPERIOR ENERGY SERVICES       COM              868157108      147    18600 SH       DEFINED 01              18600        0        0
SUPERIOR IND INTL              COM              868168105     3283    85709 SH       DEFINED 01              85709        0        0
SUPERIOR IND INTL              COM              868168105        5      140 SH       DEFINED 01 02               0      140        0
SUPERIOR IND INTL              COM              868168105      169     4400 SH       DEFINED 01 05               0     4400        0
SUPERTEX INC                   COM              868532102      453    36728 SH       DEFINED 01              36728        0        0
SUPERVALU INC                  COM              868536103     3177   181000 SH       DEFINED 01                  0   181000        0
SUPERVALU INC                  COM              868536103    36369  2072314 SH       DEFINED 01            2072314        0        0
SUPERVALU INC                  COM              868536103      575    32753 SH       DEFINED 01 03               0    32753        0
SUPERVALU INC                  COM              868536103     1081    61591 SH       DEFINED 01 05               0    61591        0
SUPPORT.COM INC                COM              868587106      256    39676 SH       DEFINED 01              39676        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     3927   308004 SH       DEFINED 01             308004        0        0
SURGUTNEFTEGAZ ADR             COM              868861204       82     6400 SH       DEFINED 01 05               0     6400        0
SURMODICS INC                  COM              868873100     2913    49545 SH       DEFINED 01              49545        0        0
SUSQUEHANNA BANC               COM              869099101     2366   116246 SH       DEFINED 01             116246        0        0
SWIFT ENERGY CO                COM              870738101     5399   179164 SH       DEFINED 01             179164        0        0
SWIFT ENERGY CO                COM              870738101        5      150 SH       DEFINED 01 02               0      150        0
SWIFT ENERGY CO                COM              870738101      114     3800 SH       DEFINED 01 05               0     3800        0
SWIFT TRANSPORTATION           COM              870756103      347    18000 SH       DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103       49     2558 SH       DEFINED 01               2558        0        0
SWIFT TRANSPORTATION           COM              870756103    17186   892424 SH       DEFINED 01 02               0   892424        0
SWIFT TRANSPORTATION           COM              870756103      342    17750 SH       DEFINED 01 03               0    17750        0
SWIRE PACIFIC 'A' ORD          COM              870794104     3615   698000 SH       DEFINED 01             698000        0        0
SWIRE PACIFIC 'A' ORD          COM              870794104       70    13500 SH       DEFINED 01 05               0    13500        0
SWITCHBOARD INC                COM              871045100        1       90 SH       DEFINED 01                 90        0        0
SYBASE SOFTWARE                COM              871130100      970    58965 SH       DEFINED 01              58965        0        0
SYBRON DENTAL                  COM              871142105     2297   112126 SH       DEFINED 01             112126        0        0
SYCAMORE NETWORKS              COM              871206108        5      575 SH       DEFINED 01                575        0        0
SYKES ENTERPRISES              COM              871237103       14     1242 SH       DEFINED 01               1242        0        0
SYLVAN LEARNING SYS            COM              871399101      330    13568 SH       DEFINED 01              13568        0        0
SYLVAN LEARNING SYS            COM              871399101        4      170 SH       DEFINED 01 02               0      170        0
SYLVAN LEARNING SYS            COM              871399101     2430   100000 SH       DEFINED 01 05               0   100000        0
TAIWAN SEMICONDUCTOR TW;2330   COM              871456992     3663  1970357 SH       DEFINED 01            1970357        0        0
SYMANTEC CORP                  COM              871503108       90     2056 SH       DEFINED 01               2056        0        0
SYMBOL TECHNOLOGIES            COM              871508107   129631  5839247 SH       DEFINED 01            5839247        0        0
SYMBOL TECHNOLOGIES            COM              871508107      109     4900 SH       DEFINED 01 02               0     4900        0
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SYMBOL TECHNOLOGIES            COM              871508107    28786  1296662 SH       DEFINED 01 05               0  1296662        0
SYMMETRICOM INC                COM              871543104     1028    70225 SH       DEFINED 01              70225        0        0
SYMYX TECHNOLOGIES             COM              87155S108     3420   130088 SH       DEFINED 01             130088        0        0
SYMYX TECHNOLOGIES             COM              87155S108    13802   525000 SH       DEFINED 01 05               0   525000        0
SYNCOR INTL CORP               COM              87157J106     2244    72383 SH       DEFINED 01              72383        0        0
SYNOPSYS INC                   COM              871607107    21854   451636 SH       DEFINED 01             451636        0        0
SYNOPSYS INC                   COM              871607107      195     4027 SH       DEFINED 01 02               0     4027        0
SYNOPSYS INC                   COM              871607107    29034   600000 SH       DEFINED 01 05               0   600000        0
SYNPLICITY                     COM              87160Y108       41     4100 SH       DEFINED 01               4100        0        0
SYNOVUS                        COM              87161C105     1873    59663 SH       DEFINED 01              59663        0        0
SYNOVUS                        COM              87161C105     2251    71740 SH       DEFINED 01 03               0    71740        0
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SYNTEL INC                     COM              87162H103       77    10000 SH       DEFINED 01              10000        0        0
SYSCO CORPORATION              COM              871829107      265     9796 SH       DEFINED 01               9796        0        0
SYSCO CORPORATION              COM              871829107      125     4600 SH       DEFINED 01 02               0     4600        0
SYSCO CORPORATION              COM              871829107     4516   166329 SH       DEFINED 01 03               0   166329        0
SYSCO CORPORATION              COM              871829107       84     3081 SH       DEFINED 01 05               0     3081        0
SYSTEMS &COMP TECH             COM              871873105      880    97286 SH       DEFINED 01              97286        0        0
TBC CORP                       COM              872180104      595    62121 SH       DEFINED 01              62121        0        0
TCF FINL CORP MPLS             COM              872275102      973    21000 SH       DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102    37836   817009 SH       DEFINED 01             817009        0        0
TCF FINL CORP MPLS             COM              872275102      324     7000 SH       DEFINED 01 02               0     7000        0
TCF FINL CORP MPLS             COM              872275102    51617  1114600 SH       DEFINED 01 05               0  1114600        0
TECO ENERGY                    COM              872375100    73313  2403705 SH       DEFINED 01            2403705        0        0
TEPPCO PARTNERS LP             COM              872384102        3       87 SH       DEFINED 01                 87        0        0
T & HQ INC                     COM              872443403     3756    62984 SH       DEFINED 01              62984        0        0
TJX CO                         COM              872540109    15937   500063 SH       DEFINED 01             500063        0        0
TJX CO                         COM              872540109     2210    69346 SH       DEFINED 01 03               0    69346        0
TJX CO                         COM              872540109      267     8384 SH       DEFINED 01 05               0     8384        0
TJX COS                        COM              872540109      478    15000 SH       DEFINED 01                  0    15000        0
TNT POST                       COM              872600994     4029   193036 SH       DEFINED 01 03               0   193036        0
TRW                            COM              872649108     2296    56000 SH       DEFINED 01                  0    56000        0
TRW INC                        COM              872649108    18844   459607 SH       DEFINED 01             459607        0        0
TRW INC                        COM              872649108     2161    52700 SH       DEFINED 01 03               0    52700        0
TRW INC                        COM              872649108       23      572 SH       DEFINED 01 05               0      572        0
TMP WORLDWIDE INC              COM              872941109      240     4070 SH       DEFINED 01               4070        0        0
TMP WORLDWIDE INC              COM              872941109     1556    26320 SH       DEFINED 01 03               0    26320        0
TMP WORLDWIDE INC              COM              872941109       29      487 SH       DEFINED 01 05               0      487        0
TTM TECHNOLOGIES               COM              87305R109      100    11400 SH       DEFINED 01              11400        0        0
TXU CORPORATION                COM              873168108    30587   634714 SH       DEFINED 01             634714        0        0
TXU CORPORATION                COM              873168108     3062    63543 SH       DEFINED 01 03               0    63543        0
TXU CORPORATION                COM              873168108       57     1177 SH       DEFINED 01 05               0     1177        0
TXU ELECTRIC CO                PRF              87316T607     5435    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5044    50000 SH       DEFINED 01 04               0    50000        0
TAIWAN SEMI ADR                COM              874039100    80716  5313800 SH       DEFINED 01            5313800        0        0
TAIWAN SEMI ADR                COM              874039100      123     8100 SH       DEFINED 01 02               0     8100        0
TAIWAN SEMI ADR                COM              874039100    40884  2691451 SH       DEFINED 01 05               0  2691451        0
TALBOTS                        COM              874161102     1274    29116 SH       DEFINED 01              29116        0        0
TALK AMERICA HOLDINGS INC      COM              87426R103        0      150 SH       DEFINED 01                150        0        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        4      122 SH       DEFINED 01                122        0        0
TANOX INC                      COM              87588Q109        3      100 SH       DEFINED 01 02               0      100        0
TARGET CORPORATION             COM              87612E106     7750   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106   370497 10708047 SH       DEFINED 01           10708047        0        0
TARGET CORPORATION             COM              87612E106    63083  1823260 SH       DEFINED 01 02               0  1823260        0
TARGET CORPORATION             COM              87612E106     8058   232917 SH       DEFINED 01 03               0   232917        0
TARGET CORPORATION             COM              87612E106    89888  2597919 SH       DEFINED 01 05               0  2597919        0
TAUBMAN CENTERS INC            COM              876664103        3      182 SH       DEFINED 01                182        0        0
TECH DATA CORP                 COM              878237106     1052    31529 SH       DEFINED 01              31529        0        0
TECHNE                         COM              878377100    24148   743009 SH       DEFINED 01             743009        0        0
TECHNE                         COM              878377100     1963    60400 SH       DEFINED 01 03               0    60400        0
TECHNE                         COM              878377100      175     5380 SH       DEFINED 01 05               0     5380        0
TECHNE CORP                    COM              878377100     1118    34370 SH       DEFINED 01 02               0    34370        0
TECHNITROL INC                 COM              878555101     4973   191316 SH       DEFINED 01             191316        0        0
TECHNITROL INC                 COM              878555101        3      105 SH       DEFINED 01 02               0      105        0
TECHNITROL INC                 COM              878555101       86     3290 SH       DEFINED 01 05               0     3290        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECK CORP-CL B                 COM              878742204     2773   325000 SH       DEFINED 01             325000        0        0
TECUMSEH PRODUCT CLA           COM              878895200       25      509 SH       DEFINED 01                509        0        0
TECUMSEH PRODUCT CLA           COM              878895200        5      100 SH       DEFINED 01 02               0      100        0
TELEFONICA SA;TEF/EUR          COM              878950997    22258  1805666 SH       DEFINED 01            1805666        0        0
TELEFONICA SA;TEF/EUR          COM              878950997     6233   505706 SH       DEFINED 01 03               0   505706        0
TELEFONICA SA;TEF/EUR          COM              878950997    15109  1225674 SH       DEFINED 01 05               0  1225674        0
TELECOM ITALIA SPA DI RISP     COM              878960996        0       11 SH       DEFINED 01                 11        0        0
TEKELEC              TKLC      COM              879101103      286    10532 SH       DEFINED 01              10532        0        0
TEKTRONIX                      COM              879131100       35     1298 SH       DEFINED 01               1298        0        0
TEKTRONIX                      COM              879131100      630    23189 SH       DEFINED 01 03               0    23189        0
TEKTRONIX                      COM              879131100       12      429 SH       DEFINED 01 05               0      429        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105     7033   813100 SH       DEFINED 01             813100        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105      136    15700 SH       DEFINED 01 05               0    15700        0
TELE LESTE NORTE PARTICIPACOES COM              879246106     2715   177900 SH       DEFINED 01             177900        0        0
TELE LESTE NORTE PARTICIPACOES COM              879246106       58     3800 SH       DEFINED 01 05               0     3800        0
TELECOM ITALIA MOBIL           COM              879277994     3222   632343 SH       DEFINED 01 03               0   632343        0
TELECORP PCS INC-CL A          COM              879300101       10      520 SH       DEFINED 01                520        0        0
TELEDYNE TECH                  COM              879360105     1426    93800 SH       DEFINED 01              93800        0        0
TELEFLEX INC                   COM              879369106     1860    42276 SH       DEFINED 01              42276        0        0
TELEFLEX INC                   COM              879369106        6      130 SH       DEFINED 01 02               0      130        0
TELEFLEX INC                   COM              879369106       66     1500 SH       DEFINED 01 05               0     1500        0
TELEFONICA SA - SPON ADR       COM              879382208    38852  1043294 SH       DEFINED 01            1043294        0        0
TELEFONOS DE MEXICO ADR        COM              879403780    14289   407203 SH       DEFINED 01             407203        0        0
TELEFONOS DE MEXICO ADR        COM              879403780      316     8992 SH       DEFINED 01 05               0     8992        0
TELEPHONE & DATA               COM              879433100     3513    32295 SH       DEFINED 01              32295        0        0
TELIGENT INC CL A              COM              87959Y103        0       21 SH       DEFINED 01                 21        0        0
TELLABS                        COM              879664100     2732   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100    31187  1617460 SH       DEFINED 01            1617460        0        0
TELLABS                        COM              879664100    19226   997021 SH       DEFINED 01 02               0   997021        0
TELLABS                        COM              879664100     3789   196556 SH       DEFINED 01 03               0   196556        0
TELLABS                        COM              879664100      388    20124 SH       DEFINED 01 05               0    20124        0
TELLIUM INC                    COM              87967E107     1718    94400 SH       DEFINED 01              94400        0        0
TELLIUM INC                    COM              87967E107       11      600 SH       DEFINED 01 02               0      600        0
TELLIUM INC                    COM              87967E107     2002   110000 SH       DEFINED 01 05               0   110000        0
TELLIUM INC RESTRICTED         COM              87967E990     3439   210000 SH       DEFINED 01             210000        0        0
TELLIUM INC RESTRICTED         COM              87967E990     4750   290000 SH       DEFINED 01 05               0   290000        0
TEMPLE INLAND                  COM              879868107       37      692 SH       DEFINED 01                692        0        0
TEMPLE INLAND                  COM              879868107      650    12191 SH       DEFINED 01 03               0    12191        0
TEMPLE INLAND                  COM              879868107       12      225 SH       DEFINED 01 05               0      225        0
TELETECH HLDGS INC             COM              879939106      203    22652 SH       DEFINED 01              22652        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    33197  2128014 SH       DEFINED 01 03               0  2128014        0
TEN FOLD                       COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100     9912   192129 SH       DEFINED 01             192129        0        0
TENET HEALTHCARE               COM              88033G100     4137    80195 SH       DEFINED 01 03               0    80195        0
TENET HEALTHCARE               COM              88033G100       77     1486 SH       DEFINED 01 05               0     1486        0
TENET HEALTHCARE COR           COM              88033G100      325     6285 SH       DEFINED 01 02               0     6285        0
TENNECO AUTOMOTIVE INC         COM              880349105      363   111330 SH       DEFINED 01             111330        0        0
TERADYNE INC                   COM              880770102      861    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102    29985   905908 SH       DEFINED 01             905908        0        0
TERADYNE INC                   COM              880770102      314     9460 SH       DEFINED 01 02               0     9460        0
TERADYNE INC                   COM              880770102     3420   103305 SH       DEFINED 01 03               0   103305        0
TERADYNE INC                   COM              880770102    19297   582998 SH       DEFINED 01 05               0   582998        0
TERAYON COMM. SYSTEM           COM              880775101        1       98 SH       DEFINED 01                 98        0        0
TEREX CORP NEW                 COM              880779103     2614   123367 SH       DEFINED 01             123367        0        0
TEREX CORP NEW                 COM              880779103        4      170 SH       DEFINED 01 02               0      170        0
TEREX CORP NEW                 COM              880779103      125     5900 SH       DEFINED 01 05               0     5900        0
TESCO PLC                      COM              881575104    11664  3233463 SH       DEFINED 01            3233463        0        0
TESCO PLC                      COM              881575104    16532  4582601 SH       DEFINED 01 05               0  4582601        0
TEVA PHARM INDS  -AD           COM              881624209      137     2200 SH       DEFINED 01 02               0     2200        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209    13687   219700 SH       DEFINED 01             219700        0        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209    15749   252800 SH       DEFINED 01 05               0   252800        0
TETRA TECHNOLOGIES             COM              88162F105     1009    41251 SH       DEFINED 01              41251        0        0
TETRA TECH INC                 COM              88162G103     3406   125195 SH       DEFINED 01             125195        0        0
TEXACO                         COM              881694103     4356    65400 SH       DEFINED 01                  0    65400        0
TEXACO                         COM              881694103      535     8035 SH       DEFINED 01               8035        0        0
TEXACO                         COM              881694103     9074   136250 SH       DEFINED 01 03               0   136250        0
TEXACO                         COM              881694103    83878  1259424 SH       DEFINED 01 05               0  1259424        0
TEXAS INDUSTRIES               COM              882491103     2314    67280 SH       DEFINED 01              67280        0        0
TEXAS INSTRUMENTS              COM              882508104     3591   114000 SH       DEFINED 01                  0   114000        0
TEXAS INSTRUMENTS              COM              882508104   798182 25339117 SH       DEFINED 01           25339117        0        0
TEXAS INSTRUMENTS              COM              882508104    51011  1619255 SH       DEFINED 01 02               0  1619255        0
TEXAS INSTRUMENTS              COM              882508104    16435   521753 SH       DEFINED 01 03               0   521753        0
TEXAS INSTRUMENTS              COM              882508104   145760  4627300 SH       DEFINED 01 05               0  4627300        0
TEXAS INSTRUMENTS INC          COM              882508104    18853   598500 SH       DEFINED 11 12 13            0   598500        0
TEXTRON INC                    COM              883203101   110209  2002335 SH       DEFINED 01            2002335        0        0
TEXTRON INC                    COM              883203101      227     4125 SH       DEFINED 01 02               0     4125        0
TEXTRON INC                    COM              883203101     4016    72966 SH       DEFINED 01 03               0    72966        0
TEXTRON INC                    COM              883203101     1318    23941 SH       DEFINED 01 05               0    23941        0
THERAGENICS CORP               COM              883375107      979    87646 SH       DEFINED 01              87646        0        0
THERMA-WAVE INC                COM              88343A108     2822   148000 SH       DEFINED 01             148000        0        0
THERMA-WAVE INC                COM              88343A108        3      140 SH       DEFINED 01 02               0      140        0
THERMA-WAVE INC                COM              88343A108      122     6400 SH       DEFINED 01 05               0     6400        0
THERMO-ELECTRON                COM              883556102       58     2646 SH       DEFINED 01               2646        0        0
THERMO-ELECTRON                COM              883556102      987    44838 SH       DEFINED 01 03               0    44838        0
THERMO-ELECTRON                COM              883556102       18      830 SH       DEFINED 01 05               0      830        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THIRD WAVE TECH INC            COM              88428W108     4132   400000 SH       DEFINED 01 05               0   400000        0
THOMAS & BETTS                 COM              884315102    21086   955392 SH       DEFINED 01             955392        0        0
THOMAS & BETTS                 COM              884315102      318    14391 SH       DEFINED 01 03               0    14391        0
THOMAS & BETTS                 COM              884315102      626    28366 SH       DEFINED 01 05               0    28366        0
THOMAS INDS INC                COM              884425109     1324    44884 SH       DEFINED 01              44884        0        0
THOR INDS INC                  COM              885160101     1157    35078 SH       DEFINED 01              35078        0        0
EMI GROUP ORD                  COM              885250993    10766  1904289 SH       DEFINED 01            1904289        0        0
EMI GROUP ORD                  COM              885250993     2677   473327 SH       DEFINED 01 03               0   473327        0
EMI GROUP ORD                  COM              885250993    15224  2692786 SH       DEFINED 01 05               0  2692786        0
3 COM CORP                     COM              885535104       90    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104    20254  4263542 SH       DEFINED 01 02               0  4263542        0
3COM CORP                      COM              885535104      626   131717 SH       DEFINED 01             131717        0        0
3COM CORP                      COM              885535104       36     7500 SH       DEFINED 01 03               0     7500        0
THREE-FIVE SYS IN              COM              88554L108     1137    63251 SH       DEFINED 01              63251        0        0
TIBCO SOFTWARE INC             COM              88632Q103        5      410 SH       DEFINED 01                410        0        0
TicketMaster Online            COM              88633P203    11255   760487 SH       DEFINED 1              760487        0        0
TIDEWATER                      COM              886423102    18913   501664 SH       DEFINED 01             501664        0        0
TIDEWATER                      COM              886423102     2997    79500 SH       DEFINED 01 03               0    79500        0
TIDEWATER                      COM              886423102       72     1916 SH       DEFINED 01 05               0     1916        0
TIDEWATER INC                  COM              886423102    45598  1209495 SH       DEFINED 01 02               0  1209495        0
TIFFANY & CO                   COM              886547108    36296  1002111 SH       DEFINED 01            1002111        0        0
TIFFANY & CO                   COM              886547108     1308    36101 SH       DEFINED 01 03               0    36101        0
TIFFANY & CO                   COM              886547108     1111    30668 SH       DEFINED 01 05               0    30668        0
TIFFANY & CO-NEW               COM              886547108     1594    44000 SH       DEFINED 01                  0    44000        0
TIMBERLAND CO  -CL A           COM              887100105     6929   175373 SH       DEFINED 01             175373        0        0
TIMBERLAND CO  -CL A           COM              887100105        3       70 SH       DEFINED 01 02               0       70        0
TIMBERLAND CO  -CL A           COM              887100105       87     2200 SH       DEFINED 01 05               0     2200        0
TIME WARNER TELECOM            COM              887319101     5534   165087 SH       DEFINED 01             165087        0        0
TIME WARNER TELECOM            COM              887319101      316     9439 SH       DEFINED 01 02               0     9439        0
TIME WARNER TELECOM            COM              887319101      553    16500 SH       DEFINED 01 03               0    16500        0
TIME WARNER TELECOM            COM              887319101       26      775 SH       DEFINED 01 05               0      775        0
TIMKEN CO                      COM              887389104       14      851 SH       DEFINED 01                851        0        0
TIMKEN CO                      COM              887389104      251    14842 SH       DEFINED 01 03               0    14842        0
TIMKEN CO                      COM              887389104        5      274 SH       DEFINED 01 05               0      274        0
TIMKEN CO.                     COM              887389104        4      220 SH       DEFINED 01 02               0      220        0
TITAN CORPORATION              COM              888266103      197     8589 SH       DEFINED 01               8589        0        0
TITAN INTL INC                 COM              88830M102      249    61064 SH       DEFINED 01              61064        0        0
TITAN PHARMACEUTICAL           COM              888314101        4      123 SH       DEFINED 01                123        0        0
TITANIUM METAL                 COM              888339108     1590   159000 SH       DEFINED 01             159000        0        0
TITANIUM METAL                 COM              888339108        2      180 SH       DEFINED 01 02               0      180        0
TITANIUM METAL                 COM              888339108       72     7200 SH       DEFINED 01 05               0     7200        0
TOKYO ELECTRON ORD   JP;8035/Y COM              888696994    23506   388300 SH       DEFINED 01             388300        0        0
TIVO INC                       COM              888706108        0       68 SH       DEFINED 01                 68        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     7756   197310 SH       DEFINED 01             197310        0        0
TOLL BROTHERS        TOLL BROT COM              889478103      142     3600 SH       DEFINED 01 05               0     3600        0
TOLLGRADE COMMUNICAT           COM              889542106        1       45 SH       DEFINED 01                 45        0        0
TOMKINS PLC ADR                COM              890030208    14560  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS PLC ADR                COM              890030208      429    41250 SH       DEFINED 01 05               0    41250        0
TOO INC                        COM              890333107      276    10060 SH       DEFINED 01              10060        0        0
TOOTSIE ROLL INDS              COM              890516107       52     1334 SH       DEFINED 01               1334        0        0
TOPPS INC                      COM              890786106     5609   479800 SH       DEFINED 01             479800        0        0
TOPPS INC                      COM              890786106        4      370 SH       DEFINED 01 02               0      370        0
TOPPS INC                      COM              890786106      231    19800 SH       DEFINED 01 05               0    19800        0
TORCH OFFSHORE INC             COM              891019101      472    47450 SH       DEFINED 01              47450        0        0
TORCH OFFSHORE INC             COM              891019101       21     2150 SH       DEFINED 01 05               0     2150        0
TORCHMARK CORP                 COM              891027104    24803   616829 SH       DEFINED 01             616829        0        0
TORCHMARK CORP                 COM              891027104     1247    31020 SH       DEFINED 01 03               0    31020        0
TORCHMARK CORP                 COM              891027104      751    18690 SH       DEFINED 01 05               0    18690        0
TORO CO                        COM              891092108     1692    37658 SH       DEFINED 01              37658        0        0
TORO CO                        COM              891092108        6      140 SH       DEFINED 01 02               0      140        0
TOSCO CORP                     COM              891490302       98     2213 SH       DEFINED 01               2213        0        0
TOSCO CORP                     COM              891490302     1682    38182 SH       DEFINED 01 03               0    38182        0
TOSCO CORP                     COM              891490302       31      707 SH       DEFINED 01 05               0      707        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    35972   256895 SH       DEFINED 01             256895        0        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    11434    81657 SH       DEFINED 01 03               0    81657        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    46338   330921 SH       DEFINED 01 05               0   330921        0
TOTAL FINA ELF SA ADR          COM              89151E109       56      800 SH       DEFINED 01                800        0        0
TOWER AUTO                     COM              891707101     7503   732000 SH       DEFINED 01                  0   732000        0
TOWER AUTO                     COM              891707101     1339   130651 SH       DEFINED 01             130651        0        0
TOWER AUTO                     COM              891707101    20056  1956700 SH       DEFINED 01 05               0  1956700        0
TOTAL SYS SVCS INC             COM              891906109       12      427 SH       DEFINED 01                427        0        0
TOYOTA MOTOR ORD     JP;7203   COM              892331992     4682   133000 SH       DEFINED 01 03               0   133000        0
TOYS R US                      COM              892335100     1110    44813 SH       DEFINED 01              44813        0        0
TOYS R US                      COM              892335100     1209    48850 SH       DEFINED 01 03               0    48850        0
TOYS R US                      COM              892335100       22      905 SH       DEFINED 01 05               0      905        0
TRAMMELL CROW CO               COM              89288R106       95     8600 SH       DEFINED 01               8600        0        0
TRANS WORLD ENTMT CP           COM              89336Q100        2      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEM             COM              893416107       15      992 SH       DEFINED 01                992        0        0
TRANSATLANTIC HLDS             COM              893521104       84      680 SH       DEFINED 01                680        0        0
TRANSKARYOTIC THERAP           COM              893735100     2210    75044 SH       DEFINED 01              75044        0        0
TRANSKARYOTIC THERAP           COM              893735100        1       19 SH       DEFINED 01 02               0       19        0
TRANSKARYOTIC THERAP           COM              893735100     7362   250000 SH       DEFINED 01 05               0   250000        0
TRANSMETA CORP                 COM              89376R109        4      726 SH       DEFINED 01                726        0        0
TRANSTEXAS GAS CL A            COM              893895201       15     1233 SH       DEFINED 01 02               0     1233        0
TRAVELOCITY.COM INC            COM              893953109       46     1500 SH       DEFINED 01               1500        0        0
TRANSWITCH CORP                COM              894065101     1790   162737 SH       DEFINED 01             162737        0        0
TREDEGAR                       COM              894650100     2162   112908 SH       DEFINED 01             112908        0        0
TREX COMPANY INC               COM              89531P105     1013    52600 SH       DEFINED 01              52600        0        0
TREX COMPANY INC               COM              89531P105        2       80 SH       DEFINED 01 02               0       80        0
TREX COMPANY INC               COM              89531P105       58     3000 SH       DEFINED 01 05               0     3000        0
TRIAD HOSPITAL INC             COM              89579K109     3937   133618 SH       DEFINED 01             133618        0        0
TRIAD HOSPITAL INC             COM              89579K109       11      376 SH       DEFINED 01 02               0      376        0
TRIAD HOSPITAL INC             COM              89579K109      150     5100 SH       DEFINED 01 05               0     5100        0
TRIANGLE PHARMACEUTI           COM              89589H104        1      121 SH       DEFINED 01                121        0        0
TRIAD GUARANTY INC             COM              895925105        6      160 SH       DEFINED 01 02               0      160        0
TRIAD MORTGAGE GROUP           COM              895925105      764    19100 SH       DEFINED 01              19100        0        0
TRIAD MORTGAGE GROUP           COM              895925105       36      900 SH       DEFINED 01 05               0      900        0
TRIARC COS INC CL A            COM              895927101     1731    66045 SH       DEFINED 01              66045        0        0
TRICON GLOBAL                  COM              895953107       93     2125 SH       DEFINED 01               2125        0        0
TRICON GLOBAL                  COM              895953107     1595    36339 SH       DEFINED 01 03               0    36339        0
TRICON GLOBAL                  COM              895953107       30      673 SH       DEFINED 01 05               0      673        0
TRICON GLOBAL REST             COM              895953107      105     2400 SH       DEFINED 01 02               0     2400        0
TRIBUNE CO                     COM              896047107      254     6342 SH       DEFINED 01               6342        0        0
TRIBUNE CO                     COM              896047107     2953    73805 SH       DEFINED 01 03               0    73805        0
TRIBUNE CO                     COM              896047107       55     1367 SH       DEFINED 01 05               0     1367        0
TRIGON HEALTHCARE              COM              89618L100      909    14013 SH       DEFINED 01              14013        0        0
TRIMBLE NAVIGATION L           COM              896239100     1407    72184 SH       DEFINED 01              72184        0        0
TRIMERIS INC                   COM              896263100      214     4277 SH       DEFINED 01               4277        0        0
TRINITY INDUSTRIES             COM              896522109      229    10992 SH       DEFINED 01              10992        0        0
TRI QUINT                      COM              89674K103    22666  1007434 SH       DEFINED 01            1007434        0        0
TRI QUINT                      COM              89674K103      177     7870 SH       DEFINED 01 02               0     7870        0
TRI QUINT                      COM              89674K103    30142  1339600 SH       DEFINED 01 05               0  1339600        0
TRITON PCS HLDS CL A           COM              89677M106        6      135 SH       DEFINED 01                135        0        0
TRIZETTO GROUP INC             COM              896882107       31     3300 SH       DEFINED 01               3300        0        0
TRUST CO NJ JERSEY C           COM              898304100        3       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     2454   183810 SH       DEFINED 01             183810        0        0
TRUSTMARK CORP                 COM              898402102        7      368 SH       DEFINED 01                368        0        0
TRUSTMARK CORP                 COM              898402102        4      200 SH       DEFINED 01 02               0      200        0
TUCKER ANTHONY SUTRO           COM              898647102     1592    72383 SH       DEFINED 01              72383        0        0
TUESDAY MORNING COR            COM              899035505      388    29288 SH       DEFINED 01              29288        0        0
TULARIK INC                    COM              899165104        8      322 SH       DEFINED 01                322        0        0
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TUMBLEWEED COMMUNICA           COM              899690101      121    31818 SH       DEFINED 01              31818        0        0
TUPPERWARE CORP                COM              899896104       26     1098 SH       DEFINED 01               1098        0        0
TUPPERWARE CORP                COM              899896104      336    14322 SH       DEFINED 01 03               0    14322        0
TUPPERWARE CORP                COM              899896104        6      265 SH       DEFINED 01 05               0      265        0
TURNSTONE SYSTEMS              COM              900423104        0       10 SH       DEFINED 01                 10        0        0
TUT SYSTEMS INC                COM              901103101        0       65 SH       DEFINED 01                 65        0        0
TWEETER HOME ENTERTA           COM              901167106     2157    61100 SH       DEFINED 01              61100        0        0
TWEETER HOME ENTERTA           COM              901167106       99     2800 SH       DEFINED 01 05               0     2800        0
21ST CENTURY INSURANCE GROUP   COM              90130N103        7      386 SH       DEFINED 01                386        0        0
24/7 Media                     COM              901314104      203   655321 SH       DEFINED 1              655321        0        0
24-7 MEDIA INC                 COM              901314104        0       49 SH       DEFINED 01                 49        0        0
TYCO INTERNATIONAL             COM              902124-06    11273   206850 SH       DEFINED 11 12               0   206850        0
TYCO INTERNATIONAL             COM              902124106    21530   395030 SH       DEFINED 01                  0   395030        0
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TYCO INTERNATIONAL             COM              902124106   173157  3177154 SH       DEFINED 01 02               0  3177154        0
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TYCO INTERNATIONAL             COM              902124106   418826  7684893 SH       DEFINED 01 05               0  7684893        0
TYCO INTERNATIONAL             COM              902124106   164656  3021200 SH       DEFINED 11 12 13            0  3021200        0
TYSON FOODS INC  -CL           COM              902494103       54     5912 SH       DEFINED 01               5912        0        0
UAL CORP                       COM              902549500        9      250 SH       DEFINED 01                250        0        0
UCAR INTERNATIONAL             COM              90262K109       15     1228 SH       DEFINED 01               1228        0        0
UCBH HOLDINGS INC              COM              90262T308     6178   203557 SH       DEFINED 01             203557        0        0
UCBH HOLDINGS INC              COM              90262T308        6      200 SH       DEFINED 01 02               0      200        0
UCBH HOLDINGS INC              COM              90262T308      234     7700 SH       DEFINED 01 05               0     7700        0
UGI CORP                       COM              902681105     5349   198151 SH       DEFINED 01             198151        0        0
UGI CORP                       COM              902681105        5      200 SH       DEFINED 01 02               0      200        0
UGI CORP                       COM              902681105      213     7900 SH       DEFINED 01 05               0     7900        0
UICI                           COM              902737105        1       86 SH       DEFINED 01                 86        0        0
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UIL HOLDING CORPORATION        COM              902748102      120     2476 SH       DEFINED 01 05               0     2476        0
UMB FINL CORP                  COM              902788108        2       53 SH       DEFINED 01                 53        0        0
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UST INC                        COM              902911106    24254   840378 SH       DEFINED 01             840378        0        0
UST INC                        COM              902911106    21328   738950 SH       DEFINED 01 02               0   738950        0
UST INC                        COM              902911106     2580    89390 SH       DEFINED 01 03               0    89390        0
UST INC                        COM              902911106      440    15247 SH       DEFINED 01 05               0    15247        0
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US BANCORP                     COM              902973304   118478  5198654 SH       DEFINED 01 05               0  5198654        0
USA NETWORKS INC               COM              902984103     2960   105000 SH       DEFINED 01                  0   105000        0
USA NETWORKS INC               COM              902984103   212792  7548456 SH       DEFINED 01            7548456        0        0
USA NETWORKS INC               COM              902984103      165     5821 SH       DEFINED 01 02               0     5821        0
USA NETWORKS INC               COM              902984103   134658  4776800 SH       DEFINED 01 05               0  4776800        0
URS CORP                       COM              903236107     1364    50529 SH       DEFINED 01              50529        0        0
USG CORP                       COM              903293405        0      104 SH       DEFINED 01                104        0        0
USEC INC                       COM              90333E108        2      212 SH       DEFINED 01                212        0        0
US PHYSICAL THERAPY            COM              90337L108     1702   106600 SH       DEFINED 01             106600        0        0
US PHYSICAL THERAPY            COM              90337L108        2      105 SH       DEFINED 01 02               0      105        0
US PHYSICAL THERAPY            COM              90337L108       75     4700 SH       DEFINED 01 05               0     4700        0
USX-US STEEL GROUP             COM              90337T101      186     9228 SH       DEFINED 01               9228        0        0
USX-US STEEL GROUP             COM              90337T101      443    21971 SH       DEFINED 01 03               0    21971        0
USX-US STEEL GROUP             COM              90337T101        8      406 SH       DEFINED 01 05               0      406        0
US UNWIRED CLASS A             COM              90338R104      272    25600 SH       DEFINED 01              25600        0        0
US ONCOLOGY INC                COM              90338W103     2491   280159 SH       DEFINED 01             280159        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      258    21940 SH       DEFINED 01              21940        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112       58     4900 SH       DEFINED 01 05               0     4900        0
UBIQUITEL INC                  COM              903474302     1142   150300 SH       DEFINED 01             150300        0        0
UBIQUITEL INC                  COM              903474302       40     5300 SH       DEFINED 01 05               0     5300        0
ULTICOM INC                    COM              903844108        5      135 SH       DEFINED 01                135        0        0
ULTIMATE ELECTRONICS           COM              903849107     1052    32434 SH       DEFINED 01              32434        0        0
USA EDUCATION INC              COM              90390U102   255673  3502376 SH       DEFINED 01            3502376        0        0
USA EDUCATION INC              COM              90390U102      512     7020 SH       DEFINED 01 02               0     7020        0
USA EDUCATION INC              COM              90390U102     2942    40304 SH       DEFINED 01 03               0    40304        0
USA EDUCATION INC              COM              90390U102    44862   614547 SH       DEFINED 01 05               0   614547        0
ULTRAMAR DIAMOND SHA           COM              904000106       93     1985 SH       DEFINED 01               1985        0        0
ULTRATECH STEPPER              COM              904034105     1679    65468 SH       DEFINED 01              65468        0        0
UNIFI, INC.                    COM              904677101       12     1517 SH       DEFINED 01               1517        0        0
UNIFIED ENERGY ADR             COM              904688108     4376   380552 SH       DEFINED 01             380552        0        0
UNIFIED ENERGY ADR             COM              904688108       93     8128 SH       DEFINED 01 05               0     8128        0
UNIFIRST CORP                  COM              904708104      798    42000 SH       DEFINED 01              42000        0        0
UNIFIRST CORP                  COM              904708104        1       70 SH       DEFINED 01 02               0       70        0
UNIFIRST CORP                  COM              904708104       51     2700 SH       DEFINED 01 05               0     2700        0
UNILEVER NV NYS                COM              904784709      419     7027 SH       DEFINED 01               7027        0        0
UNILEVER NV NYS                COM              904784709     8420   141352 SH       DEFINED 01 03               0   141352        0
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UNION PACIFIC CORP             COM              907818108     1881    34269 SH       DEFINED 01              34269        0        0
UNION PACIFIC CORP             COM              907818108     3366    61305 SH       DEFINED 01 03               0    61305        0
UNION PACIFIC CORP             COM              907818108       62     1136 SH       DEFINED 01 05               0     1136        0
UNION PACIFIC CORP CVT 144A 6. PRF              907824205    25630   541000 SH       DEFINED 01             541000        0        0
UNION PAC CAPITAL TR CM CVT 6. PRF              907824403    12815   270500 SH       DEFINED 01             270500        0        0
UNION PLANTERS CORP            COM              908068109       86     1990 SH       DEFINED 01               1990        0        0
UNION PLANTERS CORP            COM              908068109     1478    33903 SH       DEFINED 01 03               0    33903        0
UNION PLANTERS CORP            COM              908068109       27      628 SH       DEFINED 01 05               0      628        0
UNIONBANCAL CORP               COM              908906100      539    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       12      354 SH       DEFINED 01                354        0        0
UNISOURCE ENERGY CRP           COM              909205106     2265    98613 SH       DEFINED 01              98613        0        0
UNISOURCE ENERGY CRP           COM              909205106        5      220 SH       DEFINED 01 02               0      220        0
UNISYS CORP                    COM              909214108      368    25000 SH       DEFINED 01                  0    25000        0
UNISYS CORP                    COM              909214108       67     4572 SH       DEFINED 01               4572        0        0
UNISYS CORP                    COM              909214108     1152    78330 SH       DEFINED 01 03               0    78330        0
UNISYS CORP                    COM              909214108       21     1450 SH       DEFINED 01 05               0     1450        0
UNIT CORP                      COM              909218109       35     2200 SH       DEFINED 01               2200        0        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
UNITED BANCSHARES              COM              909907107     3297   123027 SH       DEFINED 01             123027        0        0
UNITED DOMINION REAL           COM              910197102     2118   149653 SH       DEFINED 01             149653        0        0
UNITED DOMINION REAL           COM              910197102      143    10100 SH       DEFINED 01 05               0    10100        0
UNITED NATURAL FOOD            COM              911163103     1341    64008 SH       DEFINED 01              64008        0        0
UNITED PARCEL SERVIC           COM              911312106      159     2750 SH       DEFINED 01               2750        0        0
UNITED RENTALS INC             COM              911363109       51     1977 SH       DEFINED 01               1977        0        0
UNITED RETAILERS               COM              911380103      289    38000 SH       DEFINED 01              38000        0        0
UNITED RETAILERS               COM              911380103        1      130 SH       DEFINED 01 02               0      130        0
UNITED RETAILERS               COM              911380103       18     2400 SH       DEFINED 01 05               0     2400        0
US CELLULAR CORP               COM              911684108       11      187 SH       DEFINED 01                187        0        0
US AIR GROUP                   COM              911905107       29     1210 SH       DEFINED 01               1210        0        0
US AIR GROUP                   COM              911905107      403    16598 SH       DEFINED 01 03               0    16598        0
US AIR GROUP                   COM              911905107        7      307 SH       DEFINED 01 05               0      307        0
US INDUSTRIES INC              COM              912080108        1      140 SH       DEFINED 01                140        0        0
UNITED STATIONERS              COM              913004107     3117    98756 SH       DEFINED 01              98756        0        0
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UNITED SURGICAL PAR            COM              913016309     2400   100000 SH       DEFINED 01 05               0   100000        0
UNITED TECHNOLOGIES            COM              913017109     8230   112336 SH       DEFINED 01                  0   112336        0
UNITED TECHNOLOGIES            COM              913017109   145697  1988765 SH       DEFINED 01            1988765        0        0
UNITED TECHNOLOGIES            COM              913017109    13920   189967 SH       DEFINED 01 02               0   189967        0
UNITED TECHNOLOGIES            COM              913017109    10258   140021 SH       DEFINED 01 03               0   140021        0
UNITED TECHNOLOGIES            COM              913017109    36246   494757 SH       DEFINED 01 05               0   494757        0
UNITED TELEVISION IN           COM              913066106        7       56 SH       DEFINED 01                 56        0        0
UNITED THERAPEUTICS            COM              91307C102        0       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        4      489 SH       DEFINED 01                489        0        0
UNITEDHEALTH GROUP             COM              91324P102     4570    74000 SH       DEFINED 01                  0    74000        0
UNITEDHEALTH GROUP             COM              91324P102    50880   823872 SH       DEFINED 01 02               0   823872        0
UNITEDHEALTH GROUP INC         COM              91324P102   202357  3277026 SH       DEFINED 01            3277026        0        0
UNITEDHEALTH GROUP INC         COM              91324P102     7188   116391 SH       DEFINED 01 03               0   116391        0
UNITEDHEALTH GROUP INC         COM              91324P102    74579  1207753 SH       DEFINED 01 05               0  1207753        0
UNITRIN INC                    COM              913275103       69     1801 SH       DEFINED 01               1801        0        0
UNIVERSAL CORP                 COM              913456109       33      824 SH       DEFINED 01                824        0        0
UNIVERSAL CORP                 COM              913456109        8      190 SH       DEFINED 01 02               0      190        0
UNIVERSAL FST PRO              COM              913543104     1319    58622 SH       DEFINED 01              58622        0        0
UNIVERSAL HLTH CR-B            COM              913903100    46883  1030407 SH       DEFINED 01            1030407        0        0
UNIVERSAL HLTH CR-B            COM              913903100      264     5800 SH       DEFINED 01 02               0     5800        0
UNIVERSAL HLTH CR-B            COM              913903100    34324   754376 SH       DEFINED 01 05               0   754376        0
UNIVISION                      COM              914906102    87237  2039197 SH       DEFINED 01 02               0  2039197        0
UNIVISION COMMUNICATIONS       COM              914906102   134420  3142096 SH       DEFINED 01            3142096        0        0
UNIVISION COMMUNICATIONS       COM              914906102     9013   210692 SH       DEFINED 01 03               0   210692        0
UNIVISION COMMUNICATIONS       COM              914906102    83551  1953055 SH       DEFINED 01 05               0  1953055        0
UNOCAL CORP                    COM              915289102      119     3504 SH       DEFINED 01               3504        0        0
UNOCAL CORP                    COM              915289102     2055    60183 SH       DEFINED 01 03               0    60183        0
UNOCAL CORP                    COM              915289102       38     1115 SH       DEFINED 01 05               0     1115        0
UNOVA INC                      COM              91529B106        1      157 SH       DEFINED 01                157        0        0
UNUMPROVIDENT CORP             COM              91529Y106      111     3474 SH       DEFINED 01               3474        0        0
UNUMPROVIDENT CORP             COM              91529Y106     1918    59700 SH       DEFINED 01 03               0    59700        0
UNUMPROVIDENT CORP             COM              91529Y106       36     1106 SH       DEFINED 01 05               0     1106        0
USFREIGHTWAYS                  COM              916906100     2296    77803 SH       DEFINED 01              77803        0        0
URBAN OUTFITTERS, INC.         COM              917047102      172    16000 SH       DEFINED 01              16000        0        0
UROLOGIX                       COM              917273104        1       70 SH       DEFINED 01 02               0       70        0
UROLOGIX INC                   COM              917273104     1375    75100 SH       DEFINED 01              75100        0        0
UROLOGIX INC                   COM              917273104       51     2800 SH       DEFINED 01 05               0     2800        0
US INTERNETWORKING             COM              917311805        1      420 SH       DEFINED 01                420        0        0
UTILICORP UNITED INC           COM              918005109    18519   603037 SH       DEFINED 01             603037        0        0
UTSTARCOM INC                  COM              918076100        1       30 SH       DEFINED 01                 30        0        0
VA LINUX SYSTEMS INC           COM              91819B105        1      179 SH       DEFINED 01                179        0        0
V. F. CORP                     COM              918204108       57     1561 SH       DEFINED 01               1561        0        0
V. F. CORP                     COM              918204108     1007    27688 SH       DEFINED 01 03               0    27688        0
V. F. CORP                     COM              918204108       19      513 SH       DEFINED 01 05               0      513        0
VAIL RESORTS INC               COM              91879Q109        2       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATI           COM              918866104       57     1596 SH       DEFINED 01               1596        0        0
VALHI INC NEW                  COM              918905100        4      311 SH       DEFINED 01                311        0        0
VALENCE TECH                   COM              918914102     4822   750092 SH       DEFINED 01             750092        0        0
VALENCE TECH                   COM              918914102        4      630 SH       DEFINED 01 02               0      630        0
VALENCE TECH                   COM              918914102       78    12200 SH       DEFINED 01 05               0    12200        0
VALERO ENERGY CORP             COM              91913Y100       60     1638 SH       DEFINED 01               1638        0        0
VALERO ENERGY CORP             COM              91913Y100    14712   400000 SH       DEFINED 01 05               0   400000        0
VALLEY NATL BANCORP            COM              919794107        9      322 SH       DEFINED 01                322        0        0
VALMONT INDUSTRIES             COM              920253101     1324    72747 SH       DEFINED 01              72747        0        0
VALSPAR CORP                   COM              920355104       48     1355 SH       DEFINED 01               1355        0        0
VALUE CITY DEPT STOR           COM              920387107        1      129 SH       DEFINED 01                129        0        0
VALUEVISION INTL INC           COM              92047K107      267    12271 SH       DEFINED 01              12271        0        0
VCOMMERCE CORP PFD             PRF              922100XX5     3888   834335 SH       DEFINED 01             834335        0        0
VCOMMERCE CORP PFD             PRF              922100XX5     6112  1311588 SH       DEFINED 01 05               0  1311588        0
VARCO INTERNATIONAL INC        COM              922122106       53     2796 SH       DEFINED 01               2796        0        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0    26532 25000000 SH       DEFINED 01           25000000        0        0
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VARIAN INC                     COM              922206107     4151   128515 SH       DEFINED 01             128515        0        0
VARIAN INC                     COM              922206107        5      150 SH       DEFINED 01 02               0      150        0
VARIAN INC                     COM              922206107      174     5400 SH       DEFINED 01 05               0     5400        0
VARIAN SEMICONDUCTOR           COM              922207105     6730   160257 SH       DEFINED 01             160257        0        0
VARIAN SEMICONDUCTOR           COM              922207105        4       90 SH       DEFINED 01 02               0       90        0
VARIAN SEMICONDUCTOR           COM              922207105      105     2500 SH       DEFINED 01 05               0     2500        0
VARIAN MEDICAL SYST.           COM              92220P105    12413   173613 SH       DEFINED 01             173613        0        0
VARIAN MEDICAL SYST.           COM              92220P105        7      100 SH       DEFINED 01 02               0      100        0
VARIAN MEDICAL SYST.           COM              92220P105     7379   103204 SH       DEFINED 01 05               0   103204        0
VAUGHN BASSETT FURN            COM              922272117       48     1587 SH       DEFINED 01 02               0     1587        0
VASTERA INC                    COM              92239N109     2840   200000 SH       DEFINED 01             200000        0        0
VASTERA INC                    COM              92239N109        1       36 SH       DEFINED 01 02               0       36        0
VECTREN CORPORATION            COM              92240G101     2842   137294 SH       DEFINED 01             137294        0        0
VECTREN CORPORATION            COM              92240G101        6      290 SH       DEFINED 01 02               0      290        0
VECTREN CORPORATION            COM              92240G101      122     5900 SH       DEFINED 01 05               0     5900        0
VECTOR GROUP LTD               COM              92240M108        4      130 SH       DEFINED 01                130        0        0
VEECO                          COM              922417100     3333    83861 SH       DEFINED 01              83861        0        0
VEECO                          COM              922417100        5      120 SH       DEFINED 01 02               0      120        0
VEECO                          COM              922417100      139     3500 SH       DEFINED 01 05               0     3500        0
VENTIV HEALTH INC              COM              922793104      124     6000 SH       DEFINED 01                  0     6000        0
VENTRO CORPORATION             COM              922815105        0       54 SH       DEFINED 01                 54        0        0
VENATOR GROUP INC              COM              922944103     3268   213567 SH       DEFINED 01             213567        0        0
VENATOR GROUP INC              COM              922944103        8      500 SH       DEFINED 01 02               0      500        0
VENATOR GROUP INC              COM              922944103      211    13800 SH       DEFINED 01 05               0    13800        0
VERITAS SOFTWARE               COM              923436109   226522  3404812 SH       DEFINED 01            3404812        0        0
VERITAS SOFTWARE               COM              923436109       40      611 SH       DEFINED 01 02               0      611        0
VERITAS SOFTWARE               COM              923436109     6539    98279 SH       DEFINED 01 03               0    98279        0
VERITAS SOFTWARE               COM              923436109    69614  1046362 SH       DEFINED 01 05               0  1046362        0
VERITY SOFTWARE                COM              92343C106     2249   112682 SH       DEFINED 01             112682        0        0
VERISIGN INC                   COM              92343E102    91791  1529603 SH       DEFINED 01            1529603        0        0
VERISIGN INC                   COM              92343E102      229     3814 SH       DEFINED 01 02               0     3814        0
VERISIGN INC                   COM              92343E102    42900   714871 SH       DEFINED 01 05               0   714871        0
VERITAS DGC                    COM              92343P107     2713    97778 SH       DEFINED 01              97778        0        0
VERITAS DGC                    COM              92343P107        4      130 SH       DEFINED 01 02               0      130        0
VERITAS DGC                    COM              92343P107     4162   150000 SH       DEFINED 01 05               0   150000        0
VERIZON COMM                   COM              92343V104     5350   100000 SH       DEFINED 01                  0   100000        0
VERIZON COMM                   COM              92343V104   104468  1952708 SH       DEFINED 01 02               0  1952708        0
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VERIZON COMMUNICATIONS         COM              92343V104    42699   798111 SH       DEFINED 01 03               0   798111        0
VERIZON COMMUNICATIONS         COM              92343V104   113666  2124609 SH       DEFINED 01 05               0  2124609        0
VERTEX PHARM                   COM              92532F100     1319    26638 SH       DEFINED 01              26638        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
VIACOM INC - B                 COM              925524308   748355 14460981 SH       DEFINED 01           14460981        0        0
VIACOM INC - B                 COM              925524308    27274   527031 SH       DEFINED 01 03               0   527031        0
VIACOM INC - B                 COM              925524308   271097  5238597 SH       DEFINED 01 05               0  5238597        0
VIACOM INC CL B                COM              925524308    12024   232340 SH       DEFINED 01                  0   232340        0
VIACOM INC CL B                COM              925524308    29935   578461 SH       DEFINED 01 02               0   578461        0
VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD CORP                      COM              92552R109       62     2352 SH       DEFINED 01               2352        0        0
VIASAT INC                     COM              92552V100     1731    72458 SH       DEFINED 01              72458        0        0
VIASYSTEMS GRP INC             COM              92553H100        1      377 SH       DEFINED 01                377        0        0
VIASYSTEMS GRP INC             COM              92553H100        2      760 SH       DEFINED 01 02               0      760        0
VIANT CORP                     COM              92553N107        0      217 SH       DEFINED 01                217        0        0
VICINITY CORP                  COM              925653107        0      103 SH       DEFINED 01                103        0        0
VICOR CORP                     COM              925815102     2045   125446 SH       DEFINED 01             125446        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIDESH SANCHAR NI LT           COM              926599994     3063   450697 SH       DEFINED 01             450697        0        0
VIDESH SANCHAR NI LT           COM              926599994       56     8224 SH       DEFINED 01 05               0     8224        0
VIEWPOINT CORPORATION          COM              92672P108      510    60000 SH       DEFINED 01              60000        0        0
VIGNETTE CORP                  COM              926734104     1784   201142 SH       DEFINED 01             201142        0        0
VINTAGE PETE INC               COM              927460105     8019   428808 SH       DEFINED 01             428808        0        0
VINTAGE PETE INC               COM              927460105        6      320 SH       DEFINED 01 02               0      320        0
VINTAGE PETE INC               COM              927460105      155     8300 SH       DEFINED 01 05               0     8300        0
VIRATA CORP                    COM              927646109        1       68 SH       DEFINED 01                 68        0        0
VIROPHARMA INC                 COM              928241108        1       41 SH       DEFINED 01                 41        0        0
VISHAY INTRTECHNOLOG           COM              928298108       84     3647 SH       DEFINED 01               3647        0        0
VISTEON CORP                   COM              92839U107    13087   711966 SH       DEFINED 01             711966        0        0
VISTEON CORP                   COM              92839U107        2      128 SH       DEFINED 01 02               0      128        0
VISTEON CORP                   COM              92839U107      595    32389 SH       DEFINED 01 03               0    32389        0
VISTEON CORP                   COM              92839U107      397    21599 SH       DEFINED 01 05               0    21599        0
VISUAL NETWORKS INC            COM              928444108      816    93165 SH       DEFINED 01              93165        0        0
VISX INC/DEL                   COM              92844S105       32     1662 SH       DEFINED 01               1662        0        0
VITAL SIGNS INC                COM              928469105     1264    38232 SH       DEFINED 01              38232        0        0
VITESSE CORP                   COM              928497106      800    38030 SH       DEFINED 01              38030        0        0
VITESSE CORP                   COM              928497106      954    45341 SH       DEFINED 01 03               0    45341        0
VITESSE CORP                   COM              928497106       18      839 SH       DEFINED 01 05               0      839        0
VITRIA TECHNOLOGY              COM              92849Q104        2      701 SH       DEFINED 01                701        0        0
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VNU-VER NED VITGEV VER BEZIT   COM              928563998     7856   231990 SH       DEFINED 01 03               0   231990        0
VNU-VER NED VITGEV VER BEZIT   COM              928563998     2687    79355 SH       DEFINED 01 05               0    79355        0
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VODAFONE GROUP PLC             COM              92857W100     8381   375000 SH       DEFINED 01 05               0   375000        0
VOLT INFO SCIENCES             COM              928703107      788    45026 SH       DEFINED 01              45026        0        0
VORNADO                        COM              929042109    54271  1390134 SH       DEFINED 01            1390134        0        0
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WD-40 CO                       COM              929236107     1193    45704 SH       DEFINED 01              45704        0        0
WFS FINANCIAL INC              COM              92923B106        3       98 SH       DEFINED 01                 98        0        0
WFS FINANCIAL INC              COM              92923B106     7688   250000 SH       DEFINED 01 05               0   250000        0
WGL HOLDINGS INC               COM              92924F106       40     1461 SH       DEFINED 01               1461        0        0
WGL HOLDINGS INC               COM              92924F106        3      120 SH       DEFINED 01 02               0      120        0
W HOLDING COMPANY INC          COM              929251106        2      142 SH       DEFINED 01                142        0        0
WJ COMMUNICATIONS              COM              929284107      677   145752 SH       DEFINED 01             145752        0        0
WJ COMMUNICATIONS              COM              929284107        1      160 SH       DEFINED 01 02               0      160        0
WJ COMMUNICATIONS              COM              929284107       36     7650 SH       DEFINED 01 05               0     7650        0
WMS INDUSTRIES INC             COM              929297109     3188    99090 SH       DEFINED 01              99090        0        0
W.P. CAREY & CO LLC            COM              92930Y107        2      118 SH       DEFINED 01                118        0        0
WPP                            COM              929310993    49938  5072496 SH       DEFINED 01            5072496        0        0
WPP                            COM              929310993     6088   618400 SH       DEFINED 01 03               0   618400        0
WPP                            COM              929310993    26458  2687450 SH       DEFINED 01 05               0  2687450        0
WRC MEDIA INC 144A             COM              92931A108        0    13543 SH       DEFINED 01              13543        0        0
WRC MEDIA INC 144A             COM              92931A108        0     2692 SH       DEFINED 01 05               0     2692        0
WPS RESOURES CORP              COM              92931B106        3       71 SH       DEFINED 01                 71        0        0
WABASH NATL                    COM              929566107      824    68101 SH       DEFINED 01              68101        0        0
WESTINGHOUSE AIR BRA           COM              929740108        2      121 SH       DEFINED 01                121        0        0
WACHOVIA CORP                  COM              929771103      253     3543 SH       DEFINED 01               3543        0        0
WACHOVIA CORP                  COM              929771103     3702    52027 SH       DEFINED 01 03               0    52027        0
WACHOVIA CORP                  COM              929771103       69      964 SH       DEFINED 01 05               0      964        0
WADDELL & REED FIN             COM              930059100      317     9978 SH       DEFINED 01               9978        0        0
WAL-MART DE MEXICO             COM              931141998    21870  8079051 SH       DEFINED 01            8079051        0        0
WAL-MART DE MEXICO             COM              931141998      118    43643 SH       DEFINED 01 05               0    43643        0
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WAL MART STORES                COM              931142103    64763  1327155 SH       DEFINED 01 02               0  1327155        0
WAL-MART STORES                COM              931142103   719316 14740073 SH       DEFINED 01           14740073        0        0
WAL-MART STORES                COM              931142103    59071  1210448 SH       DEFINED 01 03               0  1210448        0
WAL-MART STORES                COM              931142103   223450  4578882 SH       DEFINED 01 05               0  4578882        0
WAL-MART STORES INC            COM              931142103    39092   801062 SH       DEFINED 11 12 13            0   801062        0
WAL-MART STORES INC.           COM              931142103     6543   134083 SH       DEFINED 11 12               0   134083        0
WALGREEN CO                    COM              931422109   165186  4837109 SH       DEFINED 01            4837109        0        0
WALGREEN CO                    COM              931422109     8597   251738 SH       DEFINED 01 03               0   251738        0
WALGREEN CO                    COM              931422109    15813   463063 SH       DEFINED 01 05               0   463063        0
WALGREEN CO.                   COM              931422109      553    16219 SH       DEFINED 01 02               0    16219        0
WALLACE COMPUTER SVC           COM              932270101       17     1024 SH       DEFINED 01               1024        0        0
WALTER INDUSTRIES              COM              93317Q105      139    11653 SH       DEFINED 01              11653        0        0
WARNACO                        COM              934390105        0      121 SH       DEFINED 01                121        0        0
WASHINGTON FED INC             COM              938824109     4194   171052 SH       DEFINED 01             171052        0        0
WASHINGTON MUT INC             COM              939322103     6083   162000 SH       DEFINED 01                  0   162000        0
WASHINGTON MUT INC             COM              939322103    15998   426060 SH       DEFINED 01 02               0   426060        0
Washington Mut Inc             COM              939322103     4653   123910 SH       DEFINED 1              123910        0        0
WASHINGTON MUTUAL              COM              939322103   102918  2740850 SH       DEFINED 01            2740850        0        0
WASHINGTON MUTUAL              COM              939322103    12049   320858 SH       DEFINED 01 03               0   320858        0
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WASHINGTON POST CI B           COM              939640108      148      258 SH       DEFINED 01                258        0        0
WASH REAL ESTATE INC           COM              939653101        3      130 SH       DEFINED 01                130        0        0
WASTE CONNECTION               COM              941053100        4      110 SH       DEFINED 01 02               0      110        0
WASTE CONNECTIONS              COM              941053100     5097   141550 SH       DEFINED 01             141550        0        0
WASTE CONNECTIONS              COM              941053100      207     5750 SH       DEFINED 01 05               0     5750        0
WASTE MANAGEMENT INC           COM              94106L109   123019  3991522 SH       DEFINED 01            3991522        0        0
WASTE MANAGEMENT INC           COM              94106L109       45     1450 SH       DEFINED 01 02               0     1450        0
WASTE MANAGEMENT INC           COM              94106L109     5763   186999 SH       DEFINED 01 03               0   186999        0
WASTE MANAGEMENT INC           COM              94106L109    24325   789266 SH       DEFINED 01 05               0   789266        0
WATCHGUARD TECH                COM              941105108        1       53 SH       DEFINED 01                 53        0        0
WATER PIK TECH                 COM              94113U100        0       14 SH       DEFINED 01                 14        0        0
WATERS                         COM              941848103    14341   519432 SH       DEFINED 01             519432        0        0
WATERS                         COM              941848103     1151    41700 SH       DEFINED 01 03               0    41700        0
WATERS                         COM              941848103     7954   288102 SH       DEFINED 01 05               0   288102        0
WATERS CORPORATION             COM              941848103    15297   554103 SH       DEFINED 01 02               0   554103        0
WATSCO                         COM              942622200     1113    78947 SH       DEFINED 01              78947        0        0
WATSON PHARMACEUTICAL          COM              942683103       94     1524 SH       DEFINED 01               1524        0        0
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WATSON WYATT &CO               COM              942712100     9352   400000 SH       DEFINED 01 05               0   400000        0
WATTS INDUSTRIES INC           COM              942749102     1331    78530 SH       DEFINED 01              78530        0        0
WAUSAU MOSINEE PAPER           COM              943315101       19     1461 SH       DEFINED 01               1461        0        0
WAVE SYS CORP                  COM              943526103        1      127 SH       DEFINED 01                127        0        0
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WEATHERFORD INTL               COM              947074100    41414   862783 SH       DEFINED 01             862783        0        0
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WEBB DEL CORP                  COM              947423109     2143    55383 SH       DEFINED 01              55383        0        0
WEBEX COMMUNICATIONS           COM              94767L109      189     7090 SH       DEFINED 01               7090        0        0
WEBSENSE INC                   COM              947684106      398    19900 SH       DEFINED 01              19900        0        0
WEBMETHODS INC                 COM              94768C108        7      311 SH       DEFINED 01                311        0        0
WEBMETHODS INC                 COM              94768C108        3      120 SH       DEFINED 01 02               0      120        0
WEBMD CORPORATION              COM              94769M105     6012   858849 SH       DEFINED 01             858849        0        0
WEBMD CORPORATION              COM              94769M105       47     6700 SH       DEFINED 01 02               0     6700        0
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WEBSTER FINANCIAL              COM              947890109      215     6568 SH       DEFINED 01               6568        0        0
WEBVAN GROUP INC               COM              94845V103        0      312 SH       DEFINED 01                312        0        0
WEINGARTEN REALTY IN           COM              948741103        9      209 SH       DEFINED 01                209        0        0
WEIS MARKETS INC               COM              948849104        8      239 SH       DEFINED 01                239        0        0
WELLMAN INC                    COM              949702104     5673   316888 SH       DEFINED 01             316888        0        0
WELLMAN INC                    COM              949702104        5      280 SH       DEFINED 01 02               0      280        0
WELLMAN INC                    COM              949702104      199    11100 SH       DEFINED 01 05               0    11100        0
WELLPOINT                      COM              94973H108    38393   407410 SH       DEFINED 01             407410        0        0
WELLPOINT                      COM              94973H108      331     3515 SH       DEFINED 01 02               0     3515        0
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WELLPOINT                      COM              94973H108    25736   273090 SH       DEFINED 01 05               0   273090        0
WELLS FARGO & CO               COM              949746101   377515  8130829 SH       DEFINED 01            8130829        0        0
WELLS FARGO & CO               COM              949746101    20005   430858 SH       DEFINED 01 03               0   430858        0
WELLS FARGO & CO               COM              949746101    95253  2051562 SH       DEFINED 01 05               0  2051562        0
WELLS FARGO CO (NEW)           COM              949746101     5339   115000 SH       DEFINED 01                  0   115000        0
WELLS FARGO CO (NEW)           COM              949746101    56829  1223890 SH       DEFINED 01 02               0  1223890        0
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WENDYS INTL INC                COM              950590109       41     1586 SH       DEFINED 01               1586        0        0
WENDYS INTL INC                COM              950590109      718    28117 SH       DEFINED 01 03               0    28117        0
WENDYS INTL INC                COM              950590109       13      520 SH       DEFINED 01 05               0      520        0
WERNER ENTERPRISES             COM              950755108     3683   151858 SH       DEFINED 01             151858        0        0
WERNER ENTERPRISES             COM              950755108        5      190 SH       DEFINED 01 02               0      190        0
WESCAST INDUSTRIES             COM              950813105       71     2100 SH       DEFINED 01               2100        0        0
WESCO FINANCIAL CORP           COM              950817106        6       18 SH       DEFINED 01                 18        0        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 PHARMACEUTICAL            COM              955306105        1       54 SH       DEFINED 01                 54        0        0
WEST AMERICA BANCORP           COM              957090103       44     1125 SH       DEFINED 01               1125        0        0
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WMC LIMITED ORD      AU;WMC    COM              958694101     9868  2027398 SH       DEFINED 01            2027398        0        0
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WESTFIELD AMER INC             COM              959910100        8      521 SH       DEFINED 01                521        0        0
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WET SEAL INC                   COM              961840105     3282    94808 SH       DEFINED 01              94808        0        0
WET SEAL INC                   COM              961840105        1       30 SH       DEFINED 01 02               0       30        0
WET SEAL INC                   COM              961840105       83     2400 SH       DEFINED 01 05               0     2400        0
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WHIRLPOOL CORP                 COM              963320106    47309   756935 SH       DEFINED 01             756935        0        0
WHIRLPOOL CORP                 COM              963320106     2198    35162 SH       DEFINED 01 03               0    35162        0
WHIRLPOOL CORP                 COM              963320106      668    10685 SH       DEFINED 01 05               0    10685        0
WHITNEY HOLDING CORP           COM              966612103     3653    77879 SH       DEFINED 01              77879        0        0
WHITNEY HOLDING CORP           COM              966612103        5      100 SH       DEFINED 01 02               0      100        0
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WHOLE FOODS MARKET             COM              966837106   111838  4126920 SH       DEFINED 01 02               0  4126920        0
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WILD OATS MARKETS              COM              96808B107        1       75 SH       DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        6      262 SH       DEFINED 01                262        0        0
WILLAMETTE INDUSTRIES          COM              969133107       79     1586 SH       DEFINED 01               1586        0        0
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WILLIAMS COMMUNICATIONS        COM              969455104        0        1 SH       DEFINED 01 05               0        1        0
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WILLIAMS-SONOMA                COM              969904101    48825  1257714 SH       DEFINED 01            1257714        0        0
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WILLIAMS-SONOMA                COM              969904101      188     4849 SH       DEFINED 01 05               0     4849        0
WILMINGTON TRUST COR           COM              971807102      152     2419 SH       DEFINED 01               2419        0        0
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WILSON GREATBATCH              COM              972232102      774    26700 SH       DEFINED 01              26700        0        0
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WILSONS THE LEATHER            COM              972463103        5      250 SH       DEFINED 01 02               0      250        0
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WIND RIVER                     COM              973149107     1281    73402 SH       DEFINED 01              73402        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
WINN-DIXIE                     COM              974280109       51     1957 SH       DEFINED 01               1957        0        0
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WINN-DIXIE                     COM              974280109       17      643 SH       DEFINED 01 05               0      643        0
WINNEBAGO IND INC              COM              974637100     1868    60764 SH       DEFINED 01              60764        0        0
WIRELESS FACILITIES            COM              97653A103        1       89 SH       DEFINED 01                 89        0        0
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WISCONSIN ENERGY               COM              976657106       74     3128 SH       DEFINED 01               3128        0        0
WOLVERINE TUBE INC             COM              978093102      591    35692 SH       DEFINED 01              35692        0        0
WOLVERINE                      COM              978097103     2192   122674 SH       DEFINED 01             122674        0        0
WOODWARD GOVERNOR CO           COM              980745103     2826    33500 SH       DEFINED 01              33500        0        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLDCOM INC (WOR)             COM              98157D106    19263  1287630 SH       DEFINED 01            1287630        0        0
WORLDCOM INC (WOR)             COM              98157D106    11383   760824 SH       DEFINED 01 03               0   760824        0
WORLDCOM INC (WOR)             COM              98157D106     9997   668230 SH       DEFINED 01 05               0   668230        0
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WORLDCOM INC/GROUP             COM              98157D106    22071  1475291 SH       DEFINED 01 02               0  1475291        0
WORLDCOM INC (MCI)             COM              98157D304    16192  1005707 SH       DEFINED 01            1005707        0        0
WORLDCOM INC (MCI)             COM              98157D304        1       83 SH       DEFINED 01 03               0       83        0
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WORLDCOM INC-MCI GRP           COM              98157D304      743    46151 SH       DEFINED 01 02               0    46151        0
WORTHINGTON IND                COM              981811102        7      480 SH       DEFINED 01 02               0      480        0
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WORTHINGTON INDUSTRIES         COM              981811102      287    21124 SH       DEFINED 01 03               0    21124        0
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WRIGLEY (WM.) JR               COM              982526105      152     3255 SH       DEFINED 01               3255        0        0
WRIGLEY (WM.) JR               COM              982526105     2617    55862 SH       DEFINED 01 03               0    55862        0
WRIGLEY (WM.) JR               COM              982526105       48     1035 SH       DEFINED 01 05               0     1035        0
WYNDHAM                        COM              983101106        2      727 SH       DEFINED 01                727        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114      267    10750 SH       DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       47     1900 SH       DEFINED 01 05               0     1900        0
XO COMMUNICATIONS              COM              983764101       14     7250 SH       DEFINED 01               7250        0        0
XO COMM PIK PFD 14%            PRF              983764408        4      822 SH       DEFINED 01 05               0      822        0
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XO COMMUNICATIONS PIK PFD 13.5 PRF              983764705      223     3710 SH       DEFINED 01 05               0     3710        0
X-RITE INC                     COM              983857103      560    63357 SH       DEFINED 01              63357        0        0
XTO ENERGY INC                 COM              98385X106     5417   377497 SH       DEFINED 01             377497        0        0
XTO ENERGY INC                 COM              98385X106        5      315 SH       DEFINED 01 02               0      315        0
XCARE.NET INC                  COM              98388Y101      528    39100 SH       DEFINED 01              39100        0        0
XCEL ENERGY INC                COM              98389B100     6339   222800 SH       DEFINED 01                  0   222800        0
XCEL ENERGY INC                COM              98389B100    97724  3434934 SH       DEFINED 01            3434934        0        0
XCEL ENERGY INC                COM              98389B100     2415    84887 SH       DEFINED 01 03               0    84887        0
XCEL ENERGY INC                COM              98389B100       45     1572 SH       DEFINED 01 05               0     1572        0
XILINX                         COM              983919101     3011    73000 SH       DEFINED 01                  0    73000        0
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XILINX                         COM              983919101    37098   899574 SH       DEFINED 01 05               0   899574        0
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XEROX                          COM              984121103     1643   171711 SH       DEFINED 01 03               0   171711        0
XEROX                          COM              984121103      510    53280 SH       DEFINED 01 05               0    53280        0
XTRA INC                       COM              984138107        2       49 SH       DEFINED 01                 49        0        0
YAHOO INC                      COM              984332106      283    14163 SH       DEFINED 01              14163        0        0
YAHOO INC                      COM              984332106     2803   140213 SH       DEFINED 01 03               0   140213        0
YAHOO INC                      COM              984332106       52     2597 SH       DEFINED 01 05               0     2597        0
YANKEE CANDLE                  COM              984757104        8      437 SH       DEFINED 01                437        0        0
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YELLOW CORPORATION             COM              985509108        3      160 SH       DEFINED 01 02               0      160        0
YELLOW CORPORATION             COM              985509108      104     5500 SH       DEFINED 01 05               0     5500        0
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YORK INTL CORP NEW             COM              986670107        8      220 SH       DEFINED 01 02               0      220        0
YORK INTL CORP NEW             COM              986670107      937    26737 SH       DEFINED 01 05               0    26737        0
YOUNG BROADCASTING             COM              987434107        1       42 SH       DEFINED 01                 42        0        0
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YOUPOWER   0% CVT PFD SERIES B COM              987780XX6      247   425258 SH       DEFINED 01 05               0   425258        0
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ZALE CORP                      COM              988858106        6      180 SH       DEFINED 01 02               0      180        0
ZALE CORP                      COM              988858106      227     6735 SH       DEFINED 01 05               0     6735        0
ZEBRA TECH                     COM              989207105     4663    94929 SH       DEFINED 01              94929        0        0
ZENITH NATIONAL                COM              989390109     1398    51787 SH       DEFINED 01              51787        0        0
ZIONS BANCORPORATION           COM              989701107     6608   112000 SH       DEFINED 01                  0   112000        0
ZIONS BANCORPORATION           COM              989701107   233081  3950515 SH       DEFINED 01            3950515        0        0
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ZIXIT CORPORATION              COM              98974P100      463    50510 SH       DEFINED 01              50510        0        0
ZYGO CORP                      COM              989855101       36     1600 SH       DEFINED 01               1600        0        0
ZOMAX OPTICAL MEDIA            COM              989929104     3703   415614 SH       DEFINED 01             415614        0        0
ZOMAX OPTICAL MEDIA            COM              989929104        4      480 SH       DEFINED 01 02               0      480        0
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WAHOO FUND LP                  COM              9999Z4438       58      159 SH       DEFINED 01 02               0      159        0
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AUD@GOLDMAN (FUT)              COM              AUDF00002       11    21136 SH       DEFINED 01 10           21136        0        0
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ACE LIMITED                    COM              G0070K103    56973  1457500 SH       DEFINED 01            1457500        0        0
ACE LIMITED                    COM              G0070K103      127     3250 SH       DEFINED 01 02               0     3250        0
ACE LIMITED                    COM              G0070K103    67849  1735700 SH       DEFINED 01 05               0  1735700        0
ACE LIMITED                    COM              G0070K103    35763   914900 SH       DEFINED 11 12 13            0   914900        0
ACE LTD                        COM              G0070K103     6372   163000 SH       DEFINED 11 12               0   163000        0
ACE LTD                        COM              G0070K103       70     1800 SH       DEFINED 11 12 13            0     1800        0
AMDOCS                         COM              G02602103     4039    75000 SH       DEFINED 01              75000        0        0
AMDOCS                         COM              G02602103    12116   225000 SH       DEFINED 01 05               0   225000        0
APW LIMITED                    COM              G04397108     1228   120933 SH       DEFINED 01             120933        0        0
ARCH CAPITAL GROUP LTD         COM              G0450A105       66     4200 SH       DEFINED 01               4200        0        0
EVEREST RE GROUP LTD           COM              G3223R108    33522   448154 SH       DEFINED 01             448154        0        0
EVEREST RE GROUP LTD           COM              G3223R108      277     3700 SH       DEFINED 01 02               0     3700        0
EVEREST RE GROUP LTD           COM              G3223R108    52068   696100 SH       DEFINED 01 05               0   696100        0
FOSTER WHEELER LTD             COM              G36535105     2888   319098 SH       DEFINED 01             319098        0        0
FOSTER WHEELER LTD             COM              G36535105        2      190 SH       DEFINED 01 02               0      190        0
FRESH DEL MONTE PROD           COM              G36738105        2      209 SH       DEFINED 01                209        0        0
GARMIN LTD                     COM              G37260109     6855   300000 SH       DEFINED 01 05               0   300000        0
GLOBAL CROSSING LTD            COM              G3921A100      224    25897 SH       DEFINED 01              25897        0        0
GLOBAL CROSSING LTD            COM              G3921A100     1894   219234 SH       DEFINED 01 03               0   219234        0
GLOBAL CROSSING LTD            COM              G3921A100       35     4061 SH       DEFINED 01 05               0     4061        0
GLOBAL CROSSING 6.375% CP      PRF              G3921A126     5412   137000 SH       DEFINED 01             137000        0        0
IPC HOLDINGS LTD               COM              G4933P101      859    36300 SH       DEFINED 01              36300        0        0
IPC HOLDINGS LTD               COM              G4933P101        3      130 SH       DEFINED 01 02               0      130        0
IPC HOLDINGS LTD               COM              G4933P101       54     2300 SH       DEFINED 01 05               0     2300        0
LORAL SPACE & COMM   LOR       COM              G56462107        4     1417 SH       DEFINED 01               1417        0        0
MARVELL TECH GP LTD            COM              G5876H105      441    16400 SH       DEFINED 01              16400        0        0
NORDIC AMERICAN TANKER         COM              G65773106      163     9500 SH       DEFINED 01               9500        0        0
PXRE GROUP LTD                 COM              G73018106       25     1300 SH       DEFINED 01               1300        0        0
RENAISSANCE RE HLDGS           COM              G7496G103     5139    69350 SH       DEFINED 01              69350        0        0
RENAISSANCE RE HLDGS           COM              G7496G103        4       60 SH       DEFINED 01 02               0       60        0
RENAISSANCE RE HLDGS           COM              G7496G103      241     3250 SH       DEFINED 01 05               0     3250        0
SALIX PHARMACEUTICALS LTD      COM              G77770108      246    10000 SH       DEFINED 01              10000        0        0
SANTA FE INTL CORP             COM              G7805C108    11798   406849 SH       DEFINED 01             406849        0        0
SANTA FE INTL CORP             COM              G7805C108      111     3841 SH       DEFINED 01 02               0     3841        0
SANTA FE INTL CORP             COM              G7805C108    12528   432000 SH       DEFINED 01 05               0   432000        0
SCOTTISH ANN & LIFE            COM              G7885T104      901    71000 SH       DEFINED 01              71000        0        0
SCOTTISH ANN & LIFE            COM              G7885T104        2      160 SH       DEFINED 01 02               0      160        0
SCOTTISH ANN & LIFE            COM              G7885T104       57     4500 SH       DEFINED 01 05               0     4500        0
W.P. STEWART & CO              COM              G84922106     2509   102400 SH       DEFINED 01             102400        0        0
W.P. STEWART & CO              COM              G84922106      174     7100 SH       DEFINED 01 05               0     7100        0
TOMMY HILFIGER                 COM              G8915Z102     2888   206300 SH       DEFINED 01             206300        0        0
TOMMY HILFIGER                 COM              G8915Z102        2      150 SH       DEFINED 01 02               0      150        0
TOMMY HILFIGER                 COM              G8915Z102      134     9600 SH       DEFINED 01 05               0     9600        0
TRANSOCEAN SEDCO FOR           COM              G90078109    11034   267500 SH       DEFINED 01                  0   267500        0
TRANSOCEAN SEDCO FOR           COM              G90078109       64     1555 SH       DEFINED 01 02               0     1555        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109    82606  2002582 SH       DEFINED 01            2002582        0        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109     5414   131244 SH       DEFINED 01 03               0   131244        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109    58418  1416207 SH       DEFINED 01 05               0  1416207        0
TRENWICK GROUP LTD             COM              G9032C109     2569   112093 SH       DEFINED 01             112093        0        0
TRITON ENERGY                  COM              G90751101      786    24000 SH       DEFINED 01              24000        0        0
TYCOM LTD                      COM              G9144B106       10      600 SH       DEFINED 01                600        0        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107       44      116 SH       DEFINED 01                116        0        0
XL CAPITAL LTD CL A            COM              G98255105    22463   273600 SH       DEFINED 01             273600        0        0
XL CAPITAL LTD CL A            COM              G98255105      193     2350 SH       DEFINED 01 02               0     2350        0
XL CAPITAL LTD CL A            COM              G98255105    36091   439600 SH       DEFINED 01 05               0   439600        0
XOMA LTD                       COM              G9825R107     2298   134700 SH       DEFINED 01             134700        0        0
XOMA LTD                       COM              G9825R107        2      110 SH       DEFINED 01 02               0      110        0
XOMA LTD                       COM              G9825R107    11185   655600 SH       DEFINED 01 05               0   655600        0
UK POUND STERLING              COM              GBP000001       42    29746 SH       DEFINED 01 10           29746        0        0
GBP@GOLDMAN (FUT)              COM              GBPF00002        1      416 SH       DEFINED 01 10             416        0        0
HONG KONG DOLLAR               COM              HKD000001       17   132505 SH       DEFINED 01 10          132505        0        0
JAPANESE YEN                   COM              JPY000001       38  4723679 SH       DEFINED 01 10         4723679        0        0
JPY@GOLDMAN (FUT)              COM              JPYF00002        2   219102 SH       DEFINED 01 10          219102        0        0
ACLN LIMITED                   COM              M01764105      467    15000 SH       DEFINED 01              15000        0        0
CHECKPOINT SOFTWARE            COM              M22465104   115859  2291044 SH       DEFINED 01            2291044        0        0
CHECKPOINT SOFTWARE            COM              M22465104      212     4200 SH       DEFINED 01 02               0     4200        0
CHECKPOINT SOFTWARE            COM              M22465104    40089   792758 SH       DEFINED 01 05               0   792758        0
ESC MEDICAL                    COM              M40868107     7212   250000 SH       DEFINED 01 05               0   250000        0
PRECISE SOFTWARE SOL           COM              M41450103      629    20500 SH       DEFINED 01              20500        0        0
M SYSTEMS FLSH DISK            COM              M7061C100     1173   165300 SH       DEFINED 01             165300        0        0
M SYSTEMS FLSH DISK            COM              M7061C100        1      180 SH       DEFINED 01 02               0      180        0
M SYSTEMS FLSH DISK            COM              M7061C100       50     7000 SH       DEFINED 01 05               0     7000        0
TARO PHARMACEUTICAL            COM              M8737E108      105     1200 SH       DEFINED 01               1200        0        0
CORE LABS                      COM              N22717107      141     7500 SH       DEFINED 01               7500        0        0
NORWEGIAN KRONER               COM              NOK000001        7    68308 SH       DEFINED 01 10           68308        0        0
NEW ZEALAND DOLLAR             COM              NZD000001        5    11880 SH       DEFINED 01 10           11880        0        0
SWEDISH KRONA                  COM              SEK000001       29   311872 SH       DEFINED 01 10          311872        0        0
SEK@GOLDMAN (FUT)              COM              SEKF00002        1     8941 SH       DEFINED 01 10            8941        0        0
SINGAPORE DOLLAR               COM              SGD000001       19    34382 SH       DEFINED 01 10           34382        0        0
BANCO COMERCIAL PORTUGUESE     COM              V1198647         2      404 SH       DEFINED 01 10             404        0        0
SODEXHO ALLIANCE NEW           COM              V1248933         2       48 SH       DEFINED 01 10              48        0        0
ROYAL CARIBBEAN                COM              V7780T103        9      392 SH       DEFINED 01                392        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102      302    11574 SH       DEFINED 01              11574        0        0
OMI CORP                       COM              Y6476W104     1986   354000 SH       DEFINED 01             354000        0        0
OMI CORP                       COM              Y6476W104        2      410 SH       DEFINED 01 02               0      410        0
OMI CORP                       COM              Y6476W104       86    15400 SH       DEFINED 01 05               0    15400        0