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 ALLMERICA FINANCIAL COM 019754100 81 1404 SH DEFINED 01 1404 0 0 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 ALLTEL COM 020039103 88 1434 SH DEFINED 01 05 0 1434 0 ALLTEL CORP COM 020039103 735 12000 SH DEFINED 01 0 12000 0 ALPHA INDUSTRIES COM 020753109 7586 256703 SH DEFINED 01 256703 0 0 ALPHA INDUSTRIES COM 020753109 152 5140 SH DEFINED 01 05 0 5140 0 ALPHARMA CL A COM 020813101 3256 119492 SH DEFINED 01 119492 0 0 ALPHARMA CL A COM 020813101 16 600 SH DEFINED 01 05 0 600 0 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 AMERICA WEST HLDG CP COM 023657208 1 110 SH DEFINED 01 110 0 0 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 NATIONAL GRI COM 0242824 26 3475 SH DEFINED 01 10 3475 0 0 BASS COM 0243195 21 2050 SH DEFINED 01 10 2050 0 0 AMERICAN ELEC PWR COM 025537101 214 4638 SH DEFINED 01 4638 0 0 AMERICAN ELEC PWR COM 025537101 3678 79671 SH DEFINED 01 03 0 79671 0 AMERICAN ELEC PWR COM 025537101 68 1476 SH DEFINED 01 05 0 1476 0 AMERICAN EAGLE OUTFI COM 02553E106 34214 970860 SH DEFINED 01 02 0 970860 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 3064 86998 SH DEFINED 01 86998 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 550 15600 SH DEFINED 01 03 0 15600 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 136 3850 SH DEFINED 01 05 0 3850 0 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 AMERICAN EXPRESS COM 025816109 235 6061 SH DEFINED 01 05 0 6061 0 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 AMERICAN HOME PRODUCTS COM 026609107 21109 361195 SH DEFINED 01 03 0 361195 0 AMERICAN HOME PRODUCTS COM 026609107 79851 1366372 SH DEFINED 01 05 0 1366372 0 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 AMERICAN INTL GROUP COM 026874107 892207 10374494 SH DEFINED 01 10374494 0 0 AMERICAN INTL GROUP COM 026874107 130279 1514855 SH DEFINED 01 02 0 1514855 0 AMERICAN INTL GROUP COM 026874107 56043 651663 SH DEFINED 01 03 0 651663 0 AMERICAN INTL GROUP COM 026874107 304799 3544176 SH DEFINED 01 05 0 3544176 0 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 AMERICAN POWER CONVERSION COM 029066107 2825 179313 SH DEFINED 01 03 0 179313 0 AMERICAN POWER CONVERSION COM 029066107 14265 905743 SH DEFINED 01 05 0 905743 0 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 AMERICAN WATERWORKS COM 030411102 30 900 SH DEFINED 01 03 0 900 0 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 AMERISOURCE COM 03071P102 912 16500 SH DEFINED 01 03 0 16500 0 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 AMSOUTH BANCORP COM 032165102 31 1696 SH DEFINED 01 05 0 1696 0 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 ANADARKO PETRO CORP COM 032511107 4270 79043 SH DEFINED 01 03 0 79043 0 ANADARKO PETRO CORP COM 032511107 16903 312844 SH DEFINED 01 05 0 312844 0 ANADIGICS COM 032515108 4 183 SH DEFINED 01 183 0 0 ANALOG DEVICES COM 032654105 1005 23248 SH DEFINED 01 23248 0 0 ANALOG DEVICES COM 032654105 240 5535 SH DEFINED 01 02 0 5535 0 ANALOG DEVICES COM 032654105 3849 88992 SH DEFINED 01 03 0 88992 0 ANALOG DEVICES COM 032654105 71 1649 SH DEFINED 01 05 0 1649 0 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 ANCHOR GAMING COM 033037102 6978 107981 SH DEFINED 01 107981 0 0 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 APPLIED IND TECHNOLO COM 03820C105 1099 58009 SH DEFINED 01 58009 0 0 APPLIED IND TECHNOLO COM 03820C105 5 250 SH DEFINED 01 02 0 250 0 APPLIED MATERIALS COM 038222105 479759 9771038 SH DEFINED 01 9771038 0 0 APPLIED MATERIALS COM 038222105 95511 1945311 SH DEFINED 01 02 0 1945311 0 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 AURORA FOODS RESTRCT COM 05164B999 1423 259634 SH DEFINED 01 02 0 259634 0 AURORA FOODS RESTRCT COM 05164B999 679 123975 SH DEFINED 01 05 0 123975 0 AURORA FOODS RESTRICTED COM 05164B999 2451 447285 SH DEFINED 01 447285 0 0 AURORA FOODS RESTRICTED COM 05164B999 618 112640 SH DEFINED 01 05 0 112640 0 AURORA BIOSCIENCES C COM 051920106 3935 126977 SH DEFINED 01 126977 0 0 AURORA BIOSCIENCES C COM 051920106 3 100 SH DEFINED 01 02 0 100 0 AURORA BIOSCIENCES C COM 051920106 177 5700 SH DEFINED 01 05 0 5700 0 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 AUSTRALIS HLDING WTS WARRANTS COM 05258A113 0 1760 SH DEFINED 01 05 0 1760 0 AUTODESK COM 052769106 32 862 SH DEFINED 01 862 0 0 AUTODESK COM 052769106 497 13327 SH DEFINED 01 03 0 13327 0 AUTODESK COM 052769106 9 246 SH DEFINED 01 05 0 246 0 AUTOMATIC DATA PROC. COM 053015103 230 4634 SH DEFINED 01 02 0 4634 0 AUTOMATIC DATA PROCESS COM 053015103 373202 7509110 SH DEFINED 01 7509110 0 0 AUTOMATIC DATA PROCESS COM 053015103 7673 154378 SH DEFINED 01 03 0 154378 0 AUTOMATIC DATA PROCESS COM 053015103 96123 1934060 SH DEFINED 01 05 0 1934060 0 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 BB&T CORP COM 054937107 141 3834 SH DEFINED 01 02 0 3834 0 BB&T CORP COM 054937107 3697 100728 SH DEFINED 01 03 0 100728 0 BB&T CORP COM 054937107 68 1866 SH DEFINED 01 05 0 1866 0 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 BISYS GROUP COM 055472104 1599 27100 SH DEFINED 01 03 0 27100 0 BISYS GROUP COM 055472104 112 1900 SH DEFINED 01 05 0 1900 0 BJ SERVICES CO COM 055482103 9850 347066 SH DEFINED 01 347066 0 0 BJ SERVICES CO COM 055482103 74 2600 SH DEFINED 01 02 0 2600 0 BJ SERVICES CO COM 055482103 13395 472000 SH DEFINED 01 05 0 472000 0 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 BP PLC ADR COM 055622104 595 11930 SH DEFINED 01 05 0 11930 0 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 BMC SOFTWARE COM 055921100 42940 1905028 SH DEFINED 01 1905028 0 0 BMC SOFTWARE COM 055921100 3635 161265 SH DEFINED 01 03 0 161265 0 BMC SOFTWARE COM 055921100 30040 1332766 SH DEFINED 01 05 0 1332766 0 BMC SOFTWARE INC COM 055921100 1467 65020 SH DEFINED 01 02 0 65020 0 LEGAL & GENE COM 0560399 27 12061 SH DEFINED 01 10 12061 0 0 MARKS & SPEN COM 0565402 25 6751 SH DEFINED 01 10 6751 0 0 CANARY WHARF COM 0571272 13 1609 SH DEFINED 01 10 1609 0 0 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 BAKER HUGHES INC COM 057224107 52 1538 SH DEFINED 01 05 0 1538 0 CENTRICA COM 0573438 30 9396 SH DEFINED 01 10 9396 0 0 UNILEVER COM 0574873 63 7455 SH DEFINED 01 10 7455 0 0 BALDOR ELECTRIC COM 057741100 2207 103294 SH DEFINED 01 103294 0 0 BALL CORP COM 058498106 4372 91924 SH DEFINED 01 91924 0 0 BALL CORP COM 058498106 7 150 SH DEFINED 01 02 0 150 0 BALL CORP COM 058498106 324 6811 SH DEFINED 01 03 0 6811 0 BALL CORP COM 058498106 225 4726 SH DEFINED 01 05 0 4726 0 BALLY TOTAL FITNESS COM 05873K108 2535 85637 SH DEFINED 01 85637 0 0 HALIFAX GROU COM 0593395 66 5679 SH DEFINED 01 10 5679 0 0 BANCO BILBAO VIZ ARG COM 059455998 35633 2754611 SH DEFINED 01 2754611 0 0 BANCO BILBAO VIZ ARG COM 059455998 8132 628643 SH DEFINED 01 03 0 628643 0 BANCO BILBAO VIZ ARG COM 059455998 17246 1333156 SH DEFINED 01 05 0 1333156 0 BANCO SANTANDER CNTR HISP COM 059469999 13892 1533633 SH DEFINED 01 1533633 0 0 BANCO SANTANDER CNTR HISP COM 059469999 8137 898306 SH DEFINED 01 03 0 898306 0 BANCO SANTANDER CNTR HISP COM 059469999 17241 1903280 SH DEFINED 01 05 0 1903280 0 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 BANDWIDTH9 SER F PFD PRF 0600001A4 13000 1413043 SH DEFINED 01 1413043 0 0 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 BANK PEKA COM 060500998 29 1718 SH DEFINED 01 05 0 1718 0 BANK OF AMERICA CORP COM 060505104 18129 302000 SH DEFINED 01 0 302000 0 BANK OF AMERICA CORP COM 060505104 472976 7878972 SH DEFINED 01 7878972 0 0 BANK OF AMERICA CORP COM 060505104 103822 1729569 SH DEFINED 01 02 0 1729569 0 BANK OF AMERICA CORP COM 060505104 28341 472121 SH DEFINED 01 03 0 472121 0 BANK OF AMERICA CORP COM 060505104 165056 2749568 SH DEFINED 01 05 0 2749568 0 CADBURY SCHW COM 0610700 32 4753 SH DEFINED 01 10 4753 0 0 INTERNATIONAL POWER COM 0632016 11 2704 SH DEFINED 01 10 2704 0 0 BANK OF NEW YORK COM 064057102 41154 857377 SH DEFINED 01 857377 0 0 BANK OF NEW YORK COM 064057102 28232 588180 SH DEFINED 01 02 0 588180 0 BANK OF NEW YORK COM 064057102 11012 229413 SH DEFINED 01 03 0 229413 0 BANK OF NEW YORK COM 064057102 824 17170 SH DEFINED 01 05 0 17170 0 BANK ONE CORP COM 06423A103 11134 311000 SH DEFINED 01 0 311000 0 BANK ONE CORP COM 06423A103 2208 61639 SH DEFINED 01 61639 0 0 BANK ONE CORP COM 06423A103 604 16875 SH DEFINED 01 02 0 16875 0 BANK ONE CORP COM 06423A103 10318 288219 SH DEFINED 01 03 0 288219 0 BANK ONE CORP COM 06423A103 75371 2105339 SH DEFINED 01 05 0 2105339 0 BANK ONE CORP PFD B PRF 06423A202 2626 29500 SH DEFINED 01 0 29500 0 BANK ONE CORP PFD C PRF 06423A301 1900 20000 SH DEFINED 01 0 20000 0 UTD UTILITIE COM 0646233 12 1301 SH DEFINED 01 10 1301 0 0 BANK HAPOALIM IL;BHP/IL COM 066211996 2706 1104258 SH DEFINED 01 1104258 0 0 BANK HAPOALIM IL;BHP/IL COM 066211996 59 24073 SH DEFINED 01 05 0 24073 0 BANKNORTH GROUP INC COM 06646R107 86 3803 SH DEFINED 01 3803 0 0 BANKNORTH GROUP INC COM 06646R107 5 228 SH DEFINED 01 02 0 228 0 BANKUNITED FINANCIAL COM 06652B103 650 46300 SH DEFINED 01 46300 0 0 BANKUNITED FINANCIAL COM 06652B103 2 135 SH DEFINED 01 02 0 135 0 BANKUNITED FINANCIAL COM 06652B103 37 2600 SH DEFINED 01 05 0 2600 0 PACE MICRO 144A COM 0667278 3 528 SH DEFINED 01 10 528 0 0 BANTA CORP COM 066821109 20 699 SH DEFINED 01 699 0 0 BNP PARIBAS COM 067250993 35222 404712 SH DEFINED 01 404712 0 0 BNP PARIBAS COM 067250993 5423 62304 SH DEFINED 01 03 0 62304 0 BNP PARIBAS COM 067250993 44955 516546 SH DEFINED 01 05 0 516546 0 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 BURLINGTON/SANTA FE COM 12189T104 69839 2314868 SH DEFINED 01 2314868 0 0 BURLINGTON/SANTA FE COM 12189T104 4435 146979 SH DEFINED 01 03 0 146979 0 BURLINGTON/SANTA FE COM 12189T104 1148 38065 SH DEFINED 01 05 0 38065 0 BURLINGTON RESOURCES COM 122014103 2277 57000 SH DEFINED 01 0 57000 0 BURLINGTON RESOURCES COM 122014103 122 3054 SH DEFINED 01 3054 0 0 BURLINGTON RESOURCES COM 122014103 2090 52304 SH DEFINED 01 03 0 52304 0 BURLINGTON RESOURCES COM 122014103 8628 215969 SH DEFINED 01 05 0 215969 0 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 CDW COMPUTER CENTERS COM 125129106 109 2750 SH DEFINED 01 02 0 2750 0 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 CIE DE SAINT GOBAIN COM 125500991 2593 19079 SH DEFINED 01 03 0 19079 0 CIGNA CORP COM 125509109 90289 942277 SH DEFINED 01 942277 0 0 CIGNA CORP COM 125509109 5705 59533 SH DEFINED 01 03 0 59533 0 CIGNA CORP COM 125509109 1363 14223 SH DEFINED 01 05 0 14223 0 CLECO CORP COM 12561W105 3257 143150 SH DEFINED 01 143150 0 0 CLECO CORP COM 12561W105 3 120 SH DEFINED 01 02 0 120 0 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 CMS ENERGY CORP COM 125896100 17 604 SH DEFINED 01 05 0 604 0 CPI CORP COM 125902106 559 22805 SH DEFINED 01 22805 0 0 CPI CORP COM 125902106 3196 130458 SH DEFINED 01 03 0 130458 0 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 CNA SURETY CORP COM 12612L108 71 5100 SH DEFINED 01 5100 0 0 CNA SURETY CORP COM 12612L108 4 270 SH DEFINED 01 02 0 270 0 CNF TRUST SER A CM CVT 5.00 PRF 12612V205 25544 587220 SH DEFINED 01 587220 0 0 CNF TRUST SER A CM CVT 5.00 PRF 12612V205 2066 47500 SH DEFINED 01 05 0 47500 0 CNF INC COM 12612W104 43 1546 SH DEFINED 01 1546 0 0 CNF INC COM 12612W104 6 200 SH DEFINED 01 02 0 200 0 CN NATLOFFSHORE OIL (CNOOC) COM 126130996 5880 6198000 SH DEFINED 01 6198000 0 0 CN NATLOFFSHORE OIL (CNOOC) COM 126130996 121 128000 SH DEFINED 01 05 0 128000 0 CNOOC LTD COM 126132109 9475 500000 SH DEFINED 01 500000 0 0 CNOOC LTD COM 126132109 103 5440 SH DEFINED 01 02 0 5440 0 CNOOC LTD COM 126132109 14548 767700 SH DEFINED 01 05 0 767700 0 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 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 14473 135586 SH DEFINED 01 05 0 135586 0 CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 19540 181976 SH DEFINED 01 181976 0 0 CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 4728 44034 SH DEFINED 01 05 0 44034 0 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 CVS CORP COM 126650100 3857 99925 SH DEFINED 01 0 99925 0 CVS CORP COM 126650100 40190 1041201 SH DEFINED 01 1041201 0 0 CVS CORP COM 126650100 20265 525180 SH DEFINED 01 02 0 525180 0 CVS CORP COM 126650100 3855 99881 SH DEFINED 01 03 0 99881 0 CVS CORP COM 126650100 7790 201802 SH DEFINED 01 05 0 201802 0 CVS CORP COM 126650100 5450 141200 SH DEFINED 11 12 0 141200 0 CVS CORP COM 126650100 46 1200 SH DEFINED 11 12 13 0 1200 0 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 CABOT OIL & GAS CORP COM 127097103 2 100 SH DEFINED 01 02 0 100 0 CABOT MICROELECTRONI COM 12709P103 41 657 SH DEFINED 01 657 0 0 CACI INTERNATIONAL COM 127190304 1573 33470 SH DEFINED 01 33470 0 0 CADENCE DESIGN SYS COM 127387108 143 7639 SH DEFINED 01 7639 0 0 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 CAMBREX CORP COM 132011107 192 3800 SH DEFINED 01 05 0 3800 0 CAMBRDG TECH PRNTS COM 132524109 1 155 SH DEFINED 01 155 0 0 CAMDEN PROP TRUST COM 133131102 2737 74592 SH DEFINED 01 74592 0 0 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 CAMPBELL SOUP COM 134429109 2600 100984 SH DEFINED 01 03 0 100984 0 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 CARDINAL HEALTH COM 14149Y108 87207 1263868 SH DEFINED 01 05 0 1263868 0 CAREER EDUCATIONS COM 141665109 96 1600 SH DEFINED 01 1600 0 0 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 CARNIVAL CORP COM 143658102 4767 155263 SH DEFINED 01 03 0 155263 0 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 CATO CORP -CL A COM 149205106 1439 73720 SH DEFINED 01 73720 0 0 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 CENTEX CORPORATION COM 152312104 597 14662 SH DEFINED 01 03 0 14662 0 CENTEX CORPORATION COM 152312104 133 3271 SH DEFINED 01 05 0 3271 0 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 CENTRAL ILL LT $100 PRF 153645882 6478 65000 SH DEFINED 01 04 0 65000 0 CENTRAL PARKING COM 154785109 1988 106336 SH DEFINED 01 106336 0 0 CENTRAL VT PUB SRV COM 155771108 646 34182 SH DEFINED 01 34182 0 0 CENTURY ALUMINUM COM 156431108 4 250 SH DEFINED 01 02 0 250 0 CENTURY BUSINESS SRV RESTRICTE COM 156490104 1 188 SH DEFINED 01 188 0 0 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 13982 191524 SH DEFINED 01 191524 0 0 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 4557 62428 SH DEFINED 01 05 0 62428 0 CENTURYTEL INC COM 156700106 7426 245056 SH DEFINED 01 245056 0 0 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 CHARTER ONE FINL COM 160903100 95 2995 SH DEFINED 01 2995 0 0 CHARTER ONE FINL COM 160903100 1631 51117 SH DEFINED 01 03 0 51117 0 CHARTER ONE FINL COM 160903100 30 947 SH DEFINED 01 05 0 947 0 CHARLOTTE RUSSE HLDS COM 161048103 2 70 SH DEFINED 01 02 0 70 0 CHARLOTTE RUSSE HOLDINGS COM 161048103 1032 38500 SH DEFINED 01 38500 0 0 CHARLOTTE RUSSE HOLDINGS COM 161048103 38 1400 SH DEFINED 01 05 0 1400 0 CHARMING SHOPPES COM 161133103 17009 2834990 SH DEFINED 01 2834990 0 0 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 CHECKPOINT SYSTEMS I COM 162825103 4 240 SH DEFINED 01 02 0 240 0 CHEESECAKE FACTORY COM 163072101 46995 1660589 SH DEFINED 01 1660589 0 0 CHEESECAKE FACTORY COM 163072101 118838 4199277 SH DEFINED 01 02 0 4199277 0 CHEESECAKE FACTORY COM 163072101 6181 218437 SH DEFINED 01 03 0 218437 0 CHEESECAKE FACTORY COM 163072101 371 13123 SH DEFINED 01 05 0 13123 0 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 CHESAPEAKE ENERGY COM 165167107 3050 448547 SH DEFINED 01 448547 0 0 CHESAPEAKE ENERGY COM 165167107 4 550 SH DEFINED 01 02 0 550 0 CHESAPEAKE ENERGY COM 165167107 133 19500 SH DEFINED 01 05 0 19500 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 31167 2860000 SH DEFINED 01 2860000 0 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 4402 404000 SH DEFINED 01 03 0 404000 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 14309 1313000 SH DEFINED 01 05 0 1313000 0 CHEVRON COM 166751107 2796 30900 SH DEFINED 11 12 0 30900 0 CHEVRON COM 166751107 471 5200 SH DEFINED 11 12 13 0 5200 0 CHEVRON COM 166751107 63 700 SH DEFINED 12 12 13 1 699 0 CHEVRON CORP COM 166751107 724971 8010737 SH DEFINED 01 8010737 0 0 CHEVRON CORP COM 166751107 28114 310677 SH DEFINED 01 02 0 310677 0 CHEVRON CORP COM 166751107 20059 221653 SH DEFINED 01 03 0 221653 0 CHEVRON CORP COM 166751107 131567 1453776 SH DEFINED 01 05 0 1453776 0 CHICOS COM 168615102 5424 182322 SH DEFINED 01 182322 0 0 CHICOS COM 168615102 4 120 SH DEFINED 01 02 0 120 0 CHICOS COM 168615102 147 4950 SH DEFINED 01 05 0 4950 0 CHILDRENS PLACE COM 168905107 2 76 SH DEFINED 01 76 0 0 CHINA SOUTHERN AIR COM 169409992 3144 10112000 SH DEFINED 01 10112000 0 0 CHINA SOUTHERN AIR COM 169409992 58 186000 SH DEFINED 01 05 0 186000 0 CHINA MOBILE (HONG KONG) COM 169425105 11259 2131500 SH DEFINED 01 2131500 0 0 CHINA MOBILE (HONG KONG) COM 169425105 272 51500 SH DEFINED 01 05 0 51500 0 CHIPPAC INC. COM 169657103 157 15000 SH DEFINED 01 15000 0 0 CHOICE HOTELS INTL COM 169905106 2 139 SH DEFINED 01 139 0 0 CHIRON COM 170040109 439 8601 SH DEFINED 01 8601 0 0 CHIRON COM 170040109 2394 46950 SH DEFINED 01 03 0 46950 0 CHIRON COM 170040109 44 870 SH DEFINED 01 05 0 870 0 CHITTENDEN CORP COM 170228100 2562 76142 SH DEFINED 01 76142 0 0 CHOICEPOINT INC COM 170388102 72 1717 SH DEFINED 01 1717 0 0 CHOICE ONE COMM COM 17038P104 29 4212 SH DEFINED 01 4212 0 0 CHRIS CRAFT IND COM 170520100 67 932 SH DEFINED 01 932 0 0 CHRISTOPHER & BANKS COM 171046105 2934 89998 SH DEFINED 01 89998 0 0 CHRISTOPHER & BANKS COM 171046105 2 60 SH DEFINED 01 02 0 60 0 CHRISTOPHER & BANKS COM 171046105 96 2950 SH DEFINED 01 05 0 2950 0 CHUBB CORP COM 171232101 29687 383422 SH DEFINED 01 383422 0 0 CHUBB CORP COM 171232101 4757 61447 SH DEFINED 01 03 0 61447 0 CHUBB CORP COM 171232101 62 803 SH DEFINED 01 05 0 803 0 CHURCH & DWIGHT COM 171340102 31 1211 SH DEFINED 01 1211 0 0 CIA VALE RIO DOCE- PNA PRF 171599558 7960 350700 SH DEFINED 01 350700 0 0 CIA VALE RIO DOCE- PNA PRF 171599558 179 7900 SH DEFINED 01 05 0 7900 0 CIBER INC COM 17163B102 1605 168974 SH DEFINED 01 168974 0 0 CIENA COM 171779101 167262 4401653 SH DEFINED 01 4401653 0 0 CIENA COM 171779101 1216 32000 SH DEFINED 01 03 0 32000 0 CIENA COM 171779101 64750 1703938 SH DEFINED 01 05 0 1703938 0 CIENA CORPORATION COM 171779101 17458 459405 SH DEFINED 01 02 0 459405 0 CIMA LABS COM 171796105 108 1381 SH DEFINED 01 1381 0 0 CINCINNATI FINANCIAL COM 172062101 91 2314 SH DEFINED 01 2314 0 0 CINCINNATI FINANCIAL COM 172062101 1570 39741 SH DEFINED 01 03 0 39741 0 CINCINNATI FINANCIAL COM 172062101 29 736 SH DEFINED 01 05 0 736 0 CINERGY CORP COM 172474108 80 2301 SH DEFINED 01 2301 0 0 CINERGY CORP COM 172474108 1374 39324 SH DEFINED 01 03 0 39324 0 CINERGY CORP COM 172474108 25 728 SH DEFINED 01 05 0 728 0 CIRCUIT CITY COM 172737108 3155 175303 SH DEFINED 01 175303 0 0 CIRCUIT CITY COM 172737108 44833 2490588 SH DEFINED 01 02 0 2490588 0 CIRCUIT CITY COM 172737108 1196 66506 SH DEFINED 01 03 0 66506 0 CIRCUIT CITY COM 172737108 17 952 SH DEFINED 01 05 0 952 0 CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0 CIRRUS LOGIC COM 172755100 2237 97081 SH DEFINED 01 97081 0 0 CIRRUS LOGIC COM 172755100 3 120 SH DEFINED 01 02 0 120 0 CIRRUS LOGIC COM 172755100 90 3900 SH DEFINED 01 05 0 3900 0 CISCO SYSTEMS COM 17275R102 18593 1021634 SH DEFINED 01 0 1021634 0 CISCO SYSTEMS COM 17275R102 674483 37059576 SH DEFINED 01 37059576 0 0 CISCO SYSTEMS COM 17275R102 99109 5445507 SH DEFINED 01 02 0 5445507 0 CISCO SYSTEMS COM 17275R102 38334 2106291 SH DEFINED 01 03 0 2106291 0 CISCO SYSTEMS COM 17275R102 236544 12996915 SH DEFINED 01 05 0 12996915 0 CISCO SYSTEMS COM 17275R102 6347 348712 SH DEFINED 11 12 0 348712 0 CISCO SYSTEMS COM 17275R102 64754 3557941 SH DEFINED 11 12 13 0 3557941 0 CITADEL PIK PFD PRF 17285E406 4857 40121 SH DEFINED 01 40121 0 0 CITADEL PIK PFD PRF 17285E406 1335 11030 SH DEFINED 01 05 0 11030 0 CINTAS COM 172908105 41945 906923 SH DEFINED 01 906923 0 0 CINTAS COM 172908105 6461 139701 SH DEFINED 01 03 0 139701 0 CINTAS COM 172908105 196 4224 SH DEFINED 01 05 0 4224 0 CINTAS CORP COM 172908105 2662 57550 SH DEFINED 01 02 0 57550 0 CITIGROUP INC COM 172967101 28012 530135 SH DEFINED 01 0 530135 0 CITIGROUP INC COM 172967101 1951304 36928561 SH DEFINED 01 36928561 0 0 CITIGROUP INC COM 172967101 108308 2049747 SH DEFINED 01 02 0 2049747 0 CITIGROUP INC COM 172967101 73466 1390352 SH DEFINED 01 03 0 1390352 0 CITIGROUP INC COM 172967101 628589 11896127 SH DEFINED 01 05 0 11896127 0 CITIGROUP INC COM 172967101 9617 181998 SH DEFINED 11 12 0 181998 0 CITIGROUP INC COM 172967101 111463 2109365 SH DEFINED 11 12 13 0 2109365 0 CITIZENS BKG CORP MI COM 174420109 4 147 SH DEFINED 01 147 0 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 865 71912 SH DEFINED 01 71912 0 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 849 70576 SH DEFINED 01 03 0 70576 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 16 1307 SH DEFINED 01 05 0 1307 0 CITRIX COM 177376100 1781 51021 SH DEFINED 01 51021 0 0 CITRIX COM 177376100 1594 45671 SH DEFINED 01 03 0 45671 0 CITRIX COM 177376100 30 846 SH DEFINED 01 05 0 846 0 CITY NATIONAL CORP COM 178566105 4042 91265 SH DEFINED 01 91265 0 0 CITY NATIONAL CORP COM 178566105 106 2400 SH DEFINED 01 05 0 2400 0 CLAIRES STORES INC COM 179584107 26 1342 SH DEFINED 01 1342 0 0 CLARCOR INC COM 179895107 1945 72425 SH DEFINED 01 72425 0 0 CLARENT CORP COM 180461105 2 194 SH DEFINED 01 194 0 0 CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0 CLAYTON HOMES INC COM 184190106 281 17881 SH DEFINED 01 17881 0 0 CLEAR CHANNEL COM 184502102 46557 742525 SH DEFINED 01 742525 0 0 CLEAR CHANNEL COM 184502102 11400 181812 SH DEFINED 01 03 0 181812 0 CLEAR CHANNEL COM 184502102 82977 1323392 SH DEFINED 01 05 0 1323392 0 CLEAR CHANNEL COMMUN COM 184502102 4201 67000 SH DEFINED 01 0 67000 0 CLEAR CHANNEL COMMUN COM 184502102 23834 380131 SH DEFINED 01 02 0 380131 0 CLEVELAND-CLIFFS IRN COM 185896107 556 30066 SH DEFINED 01 30066 0 0 CLICK COMMERCE ING COM 18681D109 1 130 SH DEFINED 01 130 0 0 CLOROX CO COM 189054109 1672 49401 SH DEFINED 01 49401 0 0 CLOROX CO COM 189054109 1980 58492 SH DEFINED 01 03 0 58492 0 CLOROX CO COM 189054109 37 1083 SH DEFINED 01 05 0 1083 0 COACH INC COM 189754104 257 6788 SH DEFINED 01 6788 0 0 COACHMEN INDUSTRIES COM 189873102 619 46716 SH DEFINED 01 46716 0 0 COASTAL BANCORP COM 19041P105 674 21100 SH DEFINED 01 21100 0 0 COASTAL BANCORP COM 19041P105 2 60 SH DEFINED 01 02 0 60 0 COASTAL BANCORP COM 19041P105 45 1400 SH DEFINED 01 05 0 1400 0 COCA-COLA BOTTLING COM 191098102 1021 25949 SH DEFINED 01 25949 0 0 COCA-COLA COM 191216100 191572 4257175 SH DEFINED 01 4257175 0 0 COCA-COLA COM 191216100 37929 842790 SH DEFINED 01 02 0 842790 0 COCA-COLA COM 191216100 31643 703171 SH DEFINED 01 03 0 703171 0 COCA-COLA COM 191216100 102958 2287945 SH DEFINED 01 05 0 2287945 0 COCA-COLA ENTERPRISE COM 191219104 98 6047 SH DEFINED 01 6047 0 0 COCA-COLA ENTERPRISE COM 191219104 1699 103941 SH DEFINED 01 03 0 103941 0 COCA-COLA ENTERPRISE COM 191219104 31 1925 SH DEFINED 01 05 0 1925 0 COCA COLA FEMSA COM 191241108 5716 231400 SH DEFINED 01 231400 0 0 COCA COLA FEMSA COM 191241108 126 5100 SH DEFINED 01 05 0 5100 0 COGNEX CORP COM 192422103 4476 132230 SH DEFINED 01 132230 0 0 COGNIZANT TECH SOLUT COM 192446102 3939 92800 SH DEFINED 01 92800 0 0 COGNIZANT TECH SOLUT COM 192446102 3 60 SH DEFINED 01 02 0 60 0 COGNIZANT TECH SOLUT COM 192446102 153 3600 SH DEFINED 01 05 0 3600 0 COHERENT INC COM 192479103 6218 171924 SH DEFINED 01 171924 0 0 COHERENT INC COM 192479103 10 270 SH DEFINED 01 02 0 270 0 COHERENT INC COM 192479103 125 3461 SH DEFINED 01 05 0 3461 0 COHU INC COM 192576106 1356 60262 SH DEFINED 01 60262 0 0 COINSTAR INC COM 19259P300 1282 57600 SH DEFINED 01 57600 0 0 COLE KENNETH PRODTN COM 193294105 2 84 SH DEFINED 01 84 0 0 COLGATE-PALMOLIVE COM 194162103 7079 120000 SH DEFINED 01 0 120000 0 COLGATE-PALMOLIVE COM 194162103 139109 2358172 SH DEFINED 01 2358172 0 0 COLGATE-PALMOLIVE COM 194162103 11320 191846 SH DEFINED 01 02 0 191846 0 COLGATE-PALMOLIVE COM 194162103 8223 139405 SH DEFINED 01 03 0 139405 0 COLGATE-PALMOLIVE COM 194162103 44914 761371 SH DEFINED 01 05 0 761371 0 COLONIAL BANCGROUP COM 195493309 50 3499 SH DEFINED 01 3499 0 0 COLONIAL PPTYS TR COM 195872106 2 80 SH DEFINED 01 80 0 0 COLUMBIA SPORTSWEAR COM 198516106 2974 58312 SH DEFINED 01 58312 0 0 COLUMBIA SPORTSWEAR COM 198516106 3 60 SH DEFINED 01 02 0 60 0 COLUMBIA SPORTSWEAR COM 198516106 130 2550 SH DEFINED 01 05 0 2550 0 COMCAST CORP - SPL COM 200300200 322862 7439214 SH DEFINED 01 7439214 0 0 COMCAST CORP - SPL COM 200300200 13278 305923 SH DEFINED 01 03 0 305923 0 COMCAST CORP - SPL COM 200300200 162092 3734829 SH DEFINED 01 05 0 3734829 0 COMCAST CORP CLA SPL COM 200300200 36253 835332 SH DEFINED 01 02 0 835332 0 COMDISCO INC COM 200336105 1 743 SH DEFINED 01 743 0 0 COMERICA INC COM 200340107 151 2627 SH DEFINED 01 2627 0 0 COMERICA INC COM 200340107 333 5772 SH DEFINED 01 02 0 5772 0 COMERICA INC COM 200340107 2543 44141 SH DEFINED 01 03 0 44141 0 COMERICA INC COM 200340107 47 818 SH DEFINED 01 05 0 818 0 COMERICA FRAP PRF 200340503 7542 150000 SH DEFINED 01 04 0 150000 0 COMMERCE BANCORP COM 200519106 7002 99898 SH DEFINED 01 99898 0 0 COMMERCE BANCSHARES COM 200525103 4 101 SH DEFINED 01 101 0 0 COMMERCE GROUP INC COM 200641108 2103 57162 SH DEFINED 01 57162 0 0 COMMERCE GROUP INC COM 200641108 7 180 SH DEFINED 01 02 0 180 0 COMMERCE GROUP INC COM 200641108 147 4000 SH DEFINED 01 05 0 4000 0 COMMERCE ONE INC COM 200693109 8 1387 SH DEFINED 01 1387 0 0 COMMERCIAL FED CORP COM 201647104 3520 152406 SH DEFINED 01 152406 0 0 COMMERCIAL METALS COM 201723103 1232 38463 SH DEFINED 01 38463 0 0 COMMONWEALTH IND COM 203004106 218 48726 SH DEFINED 01 48726 0 0 COMMONWEALTH TEL ENT COM 203349105 4003 94731 SH DEFINED 01 94731 0 0 COMMONWEALTH TEL ENT COM 203349105 152 3600 SH DEFINED 01 05 0 3600 0 COMMSCOPE COM 203372107 36 1527 SH DEFINED 01 1527 0 0 COMM&PWR IND COMMON COM 20338A108 18 3500 SH DEFINED 01 3500 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 9572 251884 SH DEFINED 01 251884 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 1592 41884 SH DEFINED 01 05 0 41884 0 COMMUNITY HEALTH SYS COM 203668108 78052 2645800 SH DEFINED 01 02 0 2645800 0 COMMUNITY HEALTH SYSTEMS COM 203668108 25082 850225 SH DEFINED 01 850225 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 4274 144900 SH DEFINED 01 03 0 144900 0 COMMUNITY HEALTH SYSTEMS COM 203668108 97 3300 SH DEFINED 01 05 0 3300 0 COMMUNITY FIRST BANK COM 203902101 4967 215948 SH DEFINED 01 215948 0 0 COMMUNITY FIRST BANK COM 203902101 5 210 SH DEFINED 01 02 0 210 0 COMMUNITY FIRST BANK COM 203902101 140 6100 SH DEFINED 01 05 0 6100 0 COMPAL ELECTRON TW;2324 COM 204380992 2109 1962250 SH DEFINED 01 1962250 0 0 COMPAL ELECTRON 144A COM 20440Y853 86 16000 SH DEFINED 01 05 0 16000 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 8336 360100 SH DEFINED 01 360100 0 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 188 8100 SH DEFINED 01 05 0 8100 0 BUENAVENTURA ADR BVN/IN US$ COM 204448104 2028 110000 SH DEFINED 01 110000 0 0 COMPANIA DE TELECOMM CHILE SPN COM 204449300 2 127 SH DEFINED 01 127 0 0 COMPAQ COMPUTER CORP COM 204493100 2990 193000 SH DEFINED 01 0 193000 0 COMPAQ COMPUTER CORP COM 204493100 90201 5823076 SH DEFINED 01 5823076 0 0 COMPAQ COMPUTER CORP COM 204493100 46316 2990389 SH DEFINED 01 02 0 2990389 0 COMPAQ COMPUTER CORP COM 204493100 11116 717664 SH DEFINED 01 03 0 717664 0 COMPAQ COMPUTER CORP COM 204493100 1723 111292 SH DEFINED 01 05 0 111292 0 COMPASS BANCSHARES COM 20449H109 1336 50379 SH DEFINED 01 50379 0 0 COMPASS GROUP PLC COM 204501993 4272 533780 SH DEFINED 01 03 0 533780 0 COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0 COMPUTER ASSOC COM 204912109 38010 1055829 SH DEFINED 01 1055829 0 0 COMPUTER ASSOC COM 204912109 6017 167122 SH DEFINED 01 03 0 167122 0 COMPUTER ASSOC COM 204912109 656 18235 SH DEFINED 01 05 0 18235 0 COMPUTER NETWORK TEC COM 204925101 2208 208000 SH DEFINED 01 208000 0 0 COMPUTER NETWORK TEC COM 204925101 2 220 SH DEFINED 01 02 0 220 0 COMPUTER NETWORK TEC COM 204925101 87 8200 SH DEFINED 01 05 0 8200 0 COMPUTER SCIENCES COM 205363104 7785 225000 SH DEFINED 01 0 225000 0 COMPUTER SCIENCES COM 205363104 23396 676176 SH DEFINED 01 676176 0 0 COMPUTER SCIENCES COM 205363104 46476 1343096 SH DEFINED 01 02 0 1343096 0 COMPUTER SCIENCES COM 205363104 2289 66159 SH DEFINED 01 03 0 66159 0 COMPUTER SCIENCES COM 205363104 319 9201 SH DEFINED 01 05 0 9201 0 COMPUTER TASK GROUP COM 205477102 225 61785 SH DEFINED 01 61785 0 0 COMPUWARE COM 205638109 149 10689 SH DEFINED 01 10689 0 0 COMPUWARE COM 205638109 1273 90975 SH DEFINED 01 03 0 90975 0 COMPUWARE COM 205638109 24 1684 SH DEFINED 01 05 0 1684 0 COMVERSE TECH INC COM 205862402 369 6400 SH DEFINED 01 6400 0 0 COMVERSE TECH INC COM 205862402 2439 42324 SH DEFINED 01 03 0 42324 0 COMVERSE TECH INC COM 205862402 45 784 SH DEFINED 01 05 0 784 0 CONAGRA FOODS INC COM 205887102 66893 3376725 SH DEFINED 01 3376725 0 0 CONAGRA FOODS INC COM 205887102 18044 910875 SH DEFINED 01 02 0 910875 0 CONAGRA FOODS INC COM 205887102 3095 156230 SH DEFINED 01 03 0 156230 0 CONAGRA FOODS INC COM 205887102 352 17760 SH DEFINED 01 05 0 17760 0 COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0 CONCORD CAMERA CORP COM 206156101 1923 325871 SH DEFINED 01 325871 0 0 CONCORD CAMERA CORP COM 206156101 2 260 SH DEFINED 01 02 0 260 0 CONCORD CAMERA CORP COM 206156101 67 11300 SH DEFINED 01 05 0 11300 0 CONCORD COMMUNICATIO COM 206186108 443 49256 SH DEFINED 01 49256 0 0 CONCORD EFS INC COM 206197105 15513 298270 SH DEFINED 01 298270 0 0 CONCORD EFS INC COM 206197105 5284 101580 SH DEFINED 01 03 0 101580 0 CONCORD EFS INC COM 206197105 5298 101865 SH DEFINED 01 05 0 101865 0 CONCORD EFS INC. COM 206197105 749 14400 SH DEFINED 01 02 0 14400 0 Concur Technologies Inc COM 206708109 1288 870161 SH DEFINED 1 870161 0 0 CONCURRENT COMPT NEW COM 206710204 175 24947 SH DEFINED 01 24947 0 0 CONDUCTUS, INC. COM 206784100 206 40000 SH DEFINED 01 40000 0 0 CONECTIV INC COM 206829103 980 45411 SH DEFINED 01 45411 0 0 CONEXANT SYSTEMS INC COM 207142100 85 9561 SH DEFINED 01 9561 0 0 CONEXANT SYSTEMS INC COM 207142100 547 61110 SH DEFINED 01 03 0 61110 0 CONEXANT SYSTEMS INC COM 207142100 10 1131 SH DEFINED 01 05 0 1131 0 CONMED CORP COM 207410101 1192 45758 SH DEFINED 01 45758 0 0 CONOCO INCCK COM 208251306 79806 2830000 SH DEFINED 01 2830000 0 0 CONOCO INCCK COM 208251306 937 33232 SH DEFINED 01 05 0 33232 0 CONOCO INC - B COM 208251405 80473 2784511 SH DEFINED 01 2784511 0 0 CONOCO INC - B COM 208251405 6575 227512 SH DEFINED 01 03 0 227512 0 CONOCO INC - B COM 208251405 83 2862 SH DEFINED 01 05 0 2862 0 CONOCO INC CLASS B COM 208251405 20678 715515 SH DEFINED 01 02 0 715515 0 CONSECO INC COM 208464107 65 4746 SH DEFINED 01 4746 0 0 CONSECO INC COM 208464107 1140 83551 SH DEFINED 01 03 0 83551 0 CONSECO INC COM 208464107 21 1547 SH DEFINED 01 05 0 1547 0 CONSOL ENERGY INC COM 20854P109 664 26247 SH DEFINED 01 26247 0 0 CON EDISON $100 SR J PRF 209111863 2571 25000 SH DEFINED 01 0 25000 0 CON EDISON $100 SR J PRF 209111863 15427 150000 SH DEFINED 01 04 0 150000 0 CONSOLIDATED EDISON COM 209115104 122 3054 SH DEFINED 01 3054 0 0 CONSOLIDATED EDISON COM 209115104 2088 52453 SH DEFINED 01 03 0 52453 0 CONSOLIDATED EDISON COM 209115104 39 972 SH DEFINED 01 05 0 972 0 CONSOLIDTED GRAPHICS COM 209341106 1521 89500 SH DEFINED 01 89500 0 0 CONSOLIDTED GRAPHICS COM 209341106 54 3200 SH DEFINED 01 05 0 3200 0 CONSTELLATION BRANDS COM 21036P108 9 220 SH DEFINED 01 02 0 220 0 CONSTELLATION BRANDS INC-A COM 21036P108 11181 272700 SH DEFINED 01 272700 0 0 CONSTELLATION BRANDS INC-A COM 21036P108 10538 257030 SH DEFINED 01 05 0 257030 0 CONSTELLATION ENERGY COM 210371100 59739 1402328 SH DEFINED 01 1402328 0 0 CONSTELLATION ENERGY COM 210371100 1725 40501 SH DEFINED 01 03 0 40501 0 CONSTELLATION ENERGY COM 210371100 32 750 SH DEFINED 01 05 0 750 0 CONTIFINANCIAL COM 21075M107 1419 5673299 SH DEFINED 01 0 5673299 0 CONTIFINANCIAL COM 21075M107 1091 4364683 SH DEFINED 01 04 0 4364683 0 CONTIFINANCIAL COM 21075M107 4839 19355957 SH DEFINED 01 05 0 19355957 0 CONTIFINANCIAL COM 21075M107 109 436468 SH DEFINED 01 07 0 436468 0 CONTL AIRLINES CL B COM 210795308 843 17113 SH DEFINED 01 17113 0 0 CONVERA CORP COM 211919105 1750 350000 SH DEFINED 01 05 0 350000 0 CONTINUCARE CORP REGISTER WHEN COM 212172993 284 945122 SH DEFINED 01 945122 0 0 CONTINUCARE CORP REGISTER WHEN COM 212172993 226 756098 SH DEFINED 01 05 0 756098 0 CONVERGYS CORP COM 212485106 38951 1287624 SH DEFINED 01 1287624 0 0 CONVERGYS CORP COM 212485106 16620 549426 SH DEFINED 01 02 0 549426 0 CONVERGYS CORP COM 212485106 2794 92351 SH DEFINED 01 03 0 92351 0 CONVERGYS CORP COM 212485106 13930 460482 SH DEFINED 01 05 0 460482 0 COOPER CAMERON COM 216640102 81 1437 SH DEFINED 01 1437 0 0 COOPER COS INC COM 216648402 6278 122146 SH DEFINED 01 122146 0 0 COOPER COS INC COM 216648402 5 100 SH DEFINED 01 02 0 100 0 COOPER COS INC COM 216648402 190 3700 SH DEFINED 01 05 0 3700 0 COOPER INDUSTRIES COM 216669101 52 1297 SH DEFINED 01 1297 0 0 COOPER INDUSTRIES COM 216669101 917 23160 SH DEFINED 01 03 0 23160 0 COOPER INDUSTRIES COM 216669101 17 428 SH DEFINED 01 05 0 428 0 COOPER TIRE & RUBBER COM 216831107 15 1042 SH DEFINED 01 1042 0 0 COOPER TIRE & RUBBER COM 216831107 255 17942 SH DEFINED 01 03 0 17942 0 COOPER TIRE & RUBBER COM 216831107 5 332 SH DEFINED 01 05 0 332 0 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 CORINTHIAN COLLEGES COM 218868107 7630 162115 SH DEFINED 01 162115 0 0 CORINTHIAN COLLEGES COM 218868107 5 115 SH DEFINED 01 02 0 115 0 CORINTHIAN COLLEGES COM 218868107 169 3600 SH DEFINED 01 05 0 3600 0 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 COST PLUS CPWM COM 221485105 2143 71443 SH DEFINED 01 71443 0 0 COSTCO WHOLESALE COR COM 22160K105 380 9248 SH DEFINED 01 02 0 9248 0 COSTCO WHOLESALE CORP COM 22160K105 370341 9015113 SH DEFINED 01 9015113 0 0 COSTCO WHOLESALE CORP COM 22160K105 4572 111299 SH DEFINED 01 03 0 111299 0 COSTCO WHOLESALE CORP COM 22160K105 65739 1600262 SH DEFINED 01 05 0 1600262 0 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 COUNTRYWIDE CREDIT COM 222372104 1344 29292 SH DEFINED 01 03 0 29292 0 COUNTRYWIDE CREDIT COM 222372104 22507 490542 SH DEFINED 01 05 0 490542 0 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 COVANIA ENERGY CORP COM 22281N103 144 7800 SH DEFINED 01 05 0 7800 0 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 COVIA TECHNOLOGIES COM 222900XY3 4066 1622545 SH DEFINED 01 1622545 0 0 COVIA TECHNOLOGIES COM 222900XY3 5934 2367878 SH DEFINED 01 05 0 2367878 0 COX COMMUNICATIONS CL A COM 224044107 44357 1001294 SH DEFINED 01 1001294 0 0 COX COMMUNICATIONS CONV PRF 224044305 2274 40340 SH DEFINED 01 0 40340 0 COX COMMUNICATIONS CM CVT 7 PRF 224044305 43848 777800 SH DEFINED 01 777800 0 0 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 CRESCENT COM 225756105 824 33537 SH DEFINED 01 05 0 33537 0 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 DELL COMPUTER CORP COM 247025109 3737 144000 SH DEFINED 01 0 144000 0 DELL COMPUTER CORP COM 247025109 64983 2504164 SH DEFINED 01 2504164 0 0 DELL COMPUTER CORP COM 247025109 18361 707579 SH DEFINED 01 03 0 707579 0 DELL COMPUTER CORP COM 247025109 21251 818916 SH DEFINED 01 05 0 818916 0 DELL COMPUTERS COM 247025109 7444 284652 SH DEFINED 11 12 0 284652 0 DELL COMPUTERS COM 247025109 34365 1314143 SH DEFINED 11 12 13 0 1314143 0 DELPHI AUTO COM 247126105 50557 3173663 SH DEFINED 01 3173663 0 0 DELPHI AUTO COM 247126105 3374 211764 SH DEFINED 01 03 0 211764 0 DELPHI AUTO COM 247126105 795 49933 SH DEFINED 01 05 0 49933 0 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 DELTA AIR LINES COM 247361108 2871 65121 SH DEFINED 01 03 0 65121 0 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 DIAGNOSTIC PRODUCTS COM 252450101 10966 330302 SH DEFINED 01 330302 0 0 DIAGNOSTIC PRODUCTS COM 252450101 253 7620 SH DEFINED 01 02 0 7620 0 DIAGNOSTIC PRODUCTS COM 252450101 428 12900 SH DEFINED 01 03 0 12900 0 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 FURNITURE BRAND INTL COM 360921100 6 200 SH DEFINED 01 02 0 200 0 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 GT GROUP TELECOME INC WTS EXP COM 362359101 703 23540 SH DEFINED 01 23540 0 0 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 GABLE RESIDENTIAL COM 362418105 153 5100 SH DEFINED 01 05 0 5100 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALILEO INTL COM 363547100 80 2457 SH DEFINED 01 2457 0 0 GALLAGHER ARTHUR J COM 363576109 550 21173 SH DEFINED 01 21173 0 0 GALYANS TRADING CO. COM 36458R101 1285 63000 SH DEFINED 01 63000 0 0 GALYANS TRADING CO. COM 36458R101 2060 101000 SH DEFINED 01 02 0 101000 0 GALYANS TRADING CO. COM 36458R101 192 9400 SH DEFINED 01 03 0 9400 0 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 GAP INC. THE COM 364760108 5424 187000 SH DEFINED 01 02 0 187000 0 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 GATEWAY INC COM 367626108 1489 90479 SH DEFINED 01 03 0 90479 0 GATEWAY INC COM 367626108 24 1479 SH DEFINED 01 05 0 1479 0 GAYLORD ENTERTAINMEN COM 367905106 2 67 SH DEFINED 01 67 0 0 GAYLORD CONTAINER CLASS A COM 368145108 1010 962100 SH DEFINED 01 962100 0 0 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 GENERAL ELECTRIC COM 369604103 43976 902068 SH DEFINED 01 0 902068 0 GENERAL ELECTRIC COM 369604103 1530401 31392870 SH DEFINED 01 31392870 0 0 GENERAL ELECTRIC COM 369604103 211469 4337692 SH DEFINED 01 02 0 4337692 0 GENERAL ELECTRIC COM 369604103 133490 2738243 SH DEFINED 01 03 0 2738243 0 GENERAL ELECTRIC COM 369604103 523872 10746074 SH DEFINED 01 05 0 10746074 0 GENERAL ELECTRIC COM 369604103 6089 124903 SH DEFINED 11 12 0 124903 0 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 GENERAL GROWTH COM 370021107 4 105 SH DEFINED 01 105 0 0 GENERAL MILLS COM 370334104 6046 138110 SH DEFINED 01 0 138110 0 GENERAL MILLS COM 370334104 249 5700 SH DEFINED 01 5700 0 0 GENERAL MILLS COM 370334104 109 2485 SH DEFINED 01 02 0 2485 0 GENERAL MILLS COM 370334104 3081 70375 SH DEFINED 01 03 0 70375 0 GENERAL MILLS COM 370334104 57 1304 SH DEFINED 01 05 0 1304 0 ASSICURAZIONI GENERALI ORD COM 370336992 7701 256241 SH DEFINED 01 03 0 256241 0 GENERAL MOTORS COM 370442105 55538 863070 SH DEFINED 01 863070 0 0 GENERAL MOTORS COM 370442105 9942 154495 SH DEFINED 01 03 0 154495 0 GENERAL MOTORS COM 370442105 1034 16063 SH DEFINED 01 05 0 16063 0 GENERAL MOTORS CL H COM 370442832 40 1979 SH DEFINED 01 1979 0 0 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 GENESCO INC. COM 371532102 108 3200 SH DEFINED 01 05 0 3200 0 GENESYS SA ADR COM 37185M100 951 91800 SH DEFINED 01 91800 0 0 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 GENUINE PARTS COM 372460105 4963 157562 SH DEFINED 01 0 157562 0 GENUINE PARTS COM 372460105 79 2505 SH DEFINED 01 2505 0 0 GENUINE PARTS COM 372460105 1340 42551 SH DEFINED 01 03 0 42551 0 GENUINE PARTS COM 372460105 25 788 SH DEFINED 01 05 0 788 0 GENTIVA HEALTH SERVICES COM 37247A102 1 48 SH DEFINED 01 48 0 0 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 GEORGIA GULF CORP COM 373200203 3 190 SH DEFINED 01 02 0 190 0 GEORGIA GULF CORP COM 373200203 124 8000 SH DEFINED 01 05 0 8000 0 GEORGIA-PACIFIC COM 373298108 455 13450 SH DEFINED 01 13450 0 0 GEORGIA-PACIFIC COM 373298108 1971 58215 SH DEFINED 01 03 0 58215 0 GEORGIA-PACIFIC COM 373298108 35 1035 SH DEFINED 01 05 0 1035 0 GEORGIA-PACIFIC GP COM 373298108 32364 956088 SH DEFINED 01 02 0 956088 0 GEORGIA PAC TIMBER COM 373298702 109 3045 SH DEFINED 01 3045 0 0 GEORGIA PACIFIC GROUP 7.50% PRF 373298801 3699 97330 SH DEFINED 01 97330 0 0 GEORGIA PACIFIC GROUP 7.50% PRF 373298801 2001 52670 SH DEFINED 01 05 0 52670 0 GERBER SCIENTIFIC COM 373730100 714 65243 SH DEFINED 01 65243 0 0 GETTY IMAGES INC COM 374276103 9 330 SH DEFINED 01 330 0 0 GILEAD SCIENCES COM 375558103 1430 24579 SH DEFINED 01 24579 0 0 GILEAD SCIENCES COM 375558103 29995 515450 SH DEFINED 01 02 0 515450 0 GILEAD SCIENCES COM 375558103 599 10300 SH DEFINED 01 03 0 10300 0 GILLETTE CO COM 375766102 9366 323072 SH DEFINED 01 323072 0 0 GILLETTE CO COM 375766102 148 5100 SH DEFINED 01 02 0 5100 0 GILLETTE CO COM 375766102 7561 260798 SH DEFINED 01 03 0 260798 0 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 GLAXOSMITHKLINE PLC COM 377555990 29764 1058145 SH DEFINED 01 1058145 0 0 GLAXOSMITHKLINE PLC COM 377555990 4737 168427 SH DEFINED 01 03 0 168427 0 GLAXOSMITHKLINE PLC COM 377555990 43051 1530552 SH DEFINED 01 05 0 1530552 0 GLENAYRE TECHNOLOGIE COM 377899109 813 635412 SH DEFINED 01 635412 0 0 GLENAYRE TECHNOLOGIE COM 377899109 1 850 SH DEFINED 01 02 0 850 0 GLENAYRE TECHNOLOGIE COM 377899109 26 20300 SH DEFINED 01 05 0 20300 0 GLENBOROUGH REALTY T COM 37803P105 3 139 SH DEFINED 01 139 0 0 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 GOLDEN WEST FINL COM 381317106 2521 39246 SH DEFINED 01 03 0 39246 0 GOLDEN WEST FINL COM 381317106 47 727 SH DEFINED 01 05 0 727 0 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 GOODRICH CORPORATION COM 382388106 20641 543474 SH DEFINED 01 05 0 543474 0 GOODYEAR COM 382550101 65 2310 SH DEFINED 01 2310 0 0 GOODYEAR COM 382550101 1099 39259 SH DEFINED 01 03 0 39259 0 GOODYEAR COM 382550101 20 727 SH DEFINED 01 05 0 727 0 GOODYS FAMILY CLTHNG COM 382588101 385 95978 SH DEFINED 01 95978 0 0 GORP.COM(SER B PREF). PRF 382900XX1 151 97087 SH DEFINED 01 97087 0 0 GORP.COM(SER B PREF). PRF 382900XX1 1363 873786 SH DEFINED 01 05 0 873786 0 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 GRAINGER (W.W.) COM 384802104 54 1312 SH DEFINED 01 1312 0 0 GRAINGER (W.W.) COM 384802104 967 23491 SH DEFINED 01 03 0 23491 0 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 GRANITE CONSTRUCTION COM 387328107 1605 63158 SH DEFINED 01 63158 0 0 GRANITE CONSTRUCTION COM 387328107 3 100 SH DEFINED 01 02 0 100 0 GRANITE CONSTRUCTION COM 387328107 66 2600 SH DEFINED 01 05 0 2600 0 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 GREAT AMERICAN FINANCIAL RESOU COM 389915109 7 410 SH DEFINED 01 410 0 0 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 GREATER BAY BANCORP COM 391648102 4591 183735 SH DEFINED 01 183735 0 0 GREATER BAY BANCORP COM 391648102 7 300 SH DEFINED 01 02 0 300 0 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 GREEN MOUNTAIN INC COM 393122106 48 1600 SH DEFINED 01 05 0 1600 0 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 GREY WOLF INC COM 397888108 1020 254801 SH DEFINED 01 254801 0 0 GREY WOLF INC COM 397888108 1 310 SH DEFINED 01 02 0 310 0 GREY WOLF INC COM 397888108 50 12400 SH DEFINED 01 05 0 12400 0 GRIFFON CORP COM 398433102 967 87911 SH DEFINED 01 87911 0 0 GRIFFON CORP COM 398433102 4 350 SH DEFINED 01 02 0 350 0 GROUP ONE AUTOMOTIVE COM 398905109 1707 57672 SH DEFINED 01 57672 0 0 BOUYGUES COM 4002121 25 740 SH DEFINED 01 10 740 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 7533 7615100 SH DEFINED 01 7615100 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 151 153057 SH DEFINED 01 05 0 153057 0 UNION MINIERE SA BEFORDS COM 4005001 2 58 SH DEFINED 01 10 58 0 0 G-TECH HOLDINGS CORP COM 400518106 3726 104952 SH DEFINED 01 104952 0 0 G-TECH HOLDINGS CORP COM 400518106 5 140 SH DEFINED 01 02 0 140 0 G-TECH HOLDINGS CORP COM 400518106 163 4600 SH DEFINED 01 05 0 4600 0 GUANGDONG ALLIANCE COM 400651998 1 52309 SH DEFINED 01 0 52309 0 AIR LIQUIDE( COM 4011406 30 207 SH DEFINED 01 10 207 0 0 GUCCI GROUP NV COM 401400999 2069 25103 SH DEFINED 01 03 0 25103 0 GUESS INC COM 401617105 1 174 SH DEFINED 01 174 0 0 GUIDANT CORP COM 401698105 92700 2575020 SH DEFINED 01 2575020 0 0 GUIDANT CORP COM 401698105 58786 1632982 SH DEFINED 01 02 0 1632982 0 GUIDANT CORP COM 401698105 5089 141372 SH DEFINED 01 03 0 141372 0 GUIDANT CORP COM 401698105 111032 3084206 SH DEFINED 01 05 0 3084206 0 ADIDAS-SALOM COM 4031976 6 100 SH DEFINED 01 10 100 0 0 GYMBOREE COM 403777105 651 76575 SH DEFINED 01 76575 0 0 HCA-HLTHCARE CO COM 404119109 29879 661159 SH DEFINED 01 02 0 661159 0 HEALTHCARE COMPANY COM 404119109 447562 9903984 SH DEFINED 01 9903984 0 0 HEALTHCARE COMPANY COM 404119109 10047 222332 SH DEFINED 01 03 0 222332 0 HEALTHCARE COMPANY COM 404119109 66997 1482563 SH DEFINED 01 05 0 1482563 0 HCC INSURANCE COM 404132102 8021 327368 SH DEFINED 01 327368 0 0 HCC INSURANCE COM 404132102 15318 625150 SH DEFINED 01 02 0 625150 0 HCC INSURANCE COM 404132102 715 29200 SH DEFINED 01 03 0 29200 0 HCC INSURANCE COM 404132102 141 5760 SH DEFINED 01 05 0 5760 0 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 HRPT PROPERTIES TR COM 40426W101 9 923 SH DEFINED 01 923 0 0 HS RESOURCES COM 404297103 3500 54014 SH DEFINED 01 54014 0 0 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 ATLAS COPCO COM 4050982 2 100 SH DEFINED 01 10 100 0 0 ASSIDOMAN AB COM 4051576 4 200 SH DEFINED 01 10 200 0 0 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 ASSIC GENERALI COM 4056719 106 3530 SH DEFINED 01 10 3530 0 0 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 NEDLLOYD GROUP NV COM 4060129 1 56 SH DEFINED 01 10 56 0 0 HALL KINION & ASSOC COM 406069104 315 39075 SH DEFINED 01 39075 0 0 LVMH MOET COM 4061412 59 1173 SH DEFINED 01 10 1173 0 0 HALLIBURTON COM 406216101 490835 13787513 SH DEFINED 01 13787513 0 0 HALLIBURTON COM 406216101 29568 830649 SH DEFINED 01 02 0 830649 0 HALLIBURTON COM 406216101 6078 170713 SH DEFINED 01 03 0 170713 0 HALLIBURTON COM 406216101 133901 3761278 SH DEFINED 01 05 0 3761278 0 AUTOPISTAS C COM 4065663 6 654 SH DEFINED 01 10 654 0 0 BCA POP DI M COM 4072168 3 680 SH DEFINED 01 10 680 0 0 SAGEM(APPLIC GEN) COM 4074432 4 86 SH DEFINED 01 10 86 0 0 INTESABCI S.P.A. COM 4076836 40 11463 SH DEFINED 01 10 11463 0 0 INTESABCI SPA COM 4076847 5 2000 SH DEFINED 01 10 2000 0 0 MONDADORI COM 4084895 4 500 SH DEFINED 01 10 500 0 0 ERIDANIA BEG COM 4089403 5 59 SH DEFINED 01 10 59 0 0 HANCOCK FABRICS COM 409900107 458 51169 SH DEFINED 01 51169 0 0 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 IMS HEALTH INC COM 449934108 38 1350 SH DEFINED 01 05 0 1350 0 KVAERNER ASA CL A COM 4502029 2 244 SH DEFINED 01 10 244 0 0 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 MARKETSOFT CVT PFD PRF 570620XX7 4510 924180 SH DEFINED 01 924180 0 0 MARKETSOFT CVT PFD PRF 570620XX7 5490 1125000 SH DEFINED 01 05 0 1125000 0 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 MARTIN MARIETTA MATERIALS COM 573284106 3823 77250 SH DEFINED 01 03 0 77250 0 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 MCDATA CORP - B COM 580031102 51 2323 SH DEFINED 01 05 0 2323 0 MCDATA CORP - CL B COM 580031102 10729 491250 SH DEFINED 01 02 0 491250 0 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 MCDONALDS COM 580135101 587 21719 SH DEFINED 01 21719 0 0 MCDONALDS COM 580135101 8655 319852 SH DEFINED 01 03 0 319852 0 MCDONALDS COM 580135101 160 5925 SH DEFINED 01 05 0 5925 0 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 MERCURY INTERACTIVE COM 589405109 41548 693600 SH DEFINED 01 02 0 693600 0 MERCURY INTERACTIVE COM 589405109 2039 34034 SH DEFINED 01 03 0 34034 0 MERCURY INTERACTIVE COM 589405109 48458 808978 SH DEFINED 01 05 0 808978 0 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 METTLER TOLEDO COM 592688105 3596 84700 SH DEFINED 01 84700 0 0 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 PFIZER COM 717081103 143681 3587675 SH DEFINED 01 02 0 3587675 0 PFIZER COM 717081103 70068 1749534 SH DEFINED 01 03 0 1749534 0 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 PHARMACIA CORP - ACES 6.50% C PRF 71713U201 3287 80900 SH DEFINED 01 05 0 80900 0 PHELPS DODGE COM 717265102 570 13737 SH DEFINED 01 13737 0 0 PHELPS DODGE COM 717265102 36347 875694 SH DEFINED 01 02 0 875694 0 PHELPS DODGE COM 717265102 919 22173 SH DEFINED 01 03 0 22173 0 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 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 10008 377570 SH DEFINED 01 03 0 377570 0 PHILIP MORRIS COM 718154107 485757 9571566 SH DEFINED 01 9571566 0 0 PHILIP MORRIS COM 718154107 47095 927935 SH DEFINED 01 02 0 927935 0 PHILIP MORRIS COM 718154107 32968 649617 SH DEFINED 01 03 0 649617 0 PHILIP MORRIS COM 718154107 64600 1272904 SH DEFINED 01 05 0 1272904 0 PHILLIPS PETROLEUM COM 718507106 4788 84000 SH DEFINED 01 0 84000 0 PHILLIPS PETROLEUM COM 718507106 273 4781 SH DEFINED 01 4781 0 0 PHILLIPS PETROLEUM COM 718507106 3606 63260 SH DEFINED 01 03 0 63260 0 PHILLIPS PETROLEUM COM 718507106 19162 336172 SH DEFINED 01 05 0 336172 0 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 PINNACLE WEST CAPITAL COM 723484101 34657 731173 SH DEFINED 01 731173 0 0 PINNACLE WEST CAPITAL COM 723484101 993 20950 SH DEFINED 01 03 0 20950 0 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 SANDY SPRINGS & SVNG COM 800363103 4 110 SH DEFINED 01 02 0 110 0 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 SAP AG ORD COM 803053990 16986 122375 SH DEFINED 01 05 0 122375 0 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 SAPPI LTD ORD ZA;SAP/SA COM 803110998 59 6703 SH DEFINED 01 05 0 6703 0 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 SASOL ORD COM 803900992 5018 549589 SH DEFINED 01 549589 0 0 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 STANDARD CHARTER PLC GB;STAN COM 853201994 31440 2453839 SH DEFINED 01 05 0 2453839 0 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 STARBUCKS COM 855244109 5059 219928 SH DEFINED 01 03 0 219928 0 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 SYMBOL TECHNOLOGIES COM 871508107 1244 56039 SH DEFINED 01 03 0 56039 0 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 SYNOVUS COM 87161C105 42 1329 SH DEFINED 01 05 0 1329 0 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 TUMBLEWEED COMMUNICA COM 899690101 0 63 SH DEFINED 01 63 0 0 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 TYCO INTERNATIONAL COM 902124106 791343 14520107 SH DEFINED 01 14520107 0 0 TYCO INTERNATIONAL COM 902124106 173157 3177154 SH DEFINED 01 02 0 3177154 0 TYCO INTERNATIONAL COM 902124106 32987 605271 SH DEFINED 01 03 0 605271 0 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 UIL HOLDING CORPORATION COM 902748102 3945 81203 SH DEFINED 01 81203 0 0 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 USX MARATHON GROUP COM 902905827 131 4451 SH DEFINED 01 4451 0 0 USX MARATHON GROUP COM 902905827 133 4500 SH DEFINED 01 02 0 4500 0 USX MARATHON GROUP COM 902905827 2252 76322 SH DEFINED 01 03 0 76322 0 USX MARATHON GROUP COM 902905827 42 1414 SH DEFINED 01 05 0 1414 0 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 US BANCORP COM 902973304 3829 168000 SH DEFINED 01 0 168000 0 US BANCORP COM 902973304 109044 4784683 SH DEFINED 01 4784683 0 0 US BANCORP COM 902973304 17622 773278 SH DEFINED 01 02 0 773278 0 US BANCORP COM 902973304 13464 590790 SH DEFINED 01 03 0 590790 0 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 UNILEVER NV NYS COM 904784709 156 2619 SH DEFINED 01 05 0 2619 0 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 UNITED SURGICAL PAR COM 913016309 302 12600 SH DEFINED 01 12600 0 0 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 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 5306 5000000 SH DEFINED 01 05 0 5000000 0 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 VERIZON COMMUNICATIONS COM 92343V104 634172 11853698 SH DEFINED 01 11853698 0 0 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 VIVENDI UNIVERSAL COM 928516996 29159 500227 SH DEFINED 01 500227 0 0 VIVENDI UNIVERSAL COM 928516996 7131 122347 SH DEFINED 01 03 0 122347 0 VIVENDI UNIVERSAL COM 928516996 17045 292424 SH DEFINED 01 05 0 292424 0 VNU-VER NED VITGEV VER BEZIT COM 928563998 6276 185317 SH DEFINED 01 185317 0 0 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 VODAFONE GROUP PLC ORD GB;VO COM 92857TXX0 24835 11211904 SH DEFINED 01 11211904 0 0 VODAFONE GROUP PLC ORD GB;VO COM 92857TXX0 7770 3507872 SH DEFINED 01 03 0 3507872 0 VODAFONE GROUP PLC COM 92857W100 2509 112250 SH DEFINED 01 0 112250 0 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 VORNADO COM 929042109 999 25600 SH DEFINED 01 03 0 25600 0 VORNADO COM 929042109 978 25064 SH DEFINED 01 05 0 25064 0 VULCAN MATERIALS COM 929160109 2870 53400 SH DEFINED 01 0 53400 0 VULCAN MATERIALS COM 929160109 122 2263 SH DEFINED 01 2263 0 0 VULCAN MATERIALS COM 929160109 8777 163300 SH DEFINED 01 02 0 163300 0 VULCAN MATERIALS COM 929160109 1343 24991 SH DEFINED 01 03 0 24991 0 VULCAN MATERIALS COM 929160109 9163 170463 SH DEFINED 01 05 0 170463 0 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 WAL MART STORES COM 931142103 28027 574326 SH DEFINED 01 0 574326 0 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 WASHINGTON MUTUAL COM 939322103 73669 1961909 SH DEFINED 01 05 0 1961909 0 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 WATSON PHARMACEUTICAL COM 942683103 1614 26185 SH DEFINED 01 03 0 26185 0 WATSON PHARMACEUTICAL COM 942683103 30 485 SH DEFINED 01 05 0 485 0 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 WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 33367 32000000 SH DEFINED 01 32000000 0 0 WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 6256 6000000 SH DEFINED 01 05 0 6000000 0 WEATHERFORD INTL COM 947074100 41414 862783 SH DEFINED 01 862783 0 0 WEATHERFORD INTL COM 947074100 125 2600 SH DEFINED 01 02 0 2600 0 WEATHERFORD INTL COM 947074100 15331 319400 SH DEFINED 01 05 0 319400 0 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 WEBMD CORPORATION COM 94769M105 6409 915600 SH DEFINED 01 05 0 915600 0 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 WELLPOINT COM 94973H108 3304 35062 SH DEFINED 01 03 0 35062 0 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 WENDYS FINANCING 5.00% CM PRF 950588202 24152 455880 SH DEFINED 01 455880 0 0 WENDYS FINANCING 5.00% CM PRF 950588202 3343 63090 SH DEFINED 01 05 0 63090 0 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 WEST AMERICA BANCORP COM 957090103 4 100 SH DEFINED 01 02 0 100 0 WESTCORP COM 957907108 3 128 SH DEFINED 01 128 0 0 WESTERN DIGITAL COM 958102105 120 30000 SH DEFINED 01 0 30000 0 WESTERN DIGITAL COM 958102105 3 770 SH DEFINED 01 02 0 770 0 WESTERN GAS RESOURCE COM 958259103 2064 63326 SH DEFINED 01 63326 0 0 WESTERN GAS RESOURCE COM 958259103 7 220 SH DEFINED 01 02 0 220 0 WESTERN GAS RESOURCE COM 958259103 101 3100 SH DEFINED 01 05 0 3100 0 WMC LIMITED ORD AU;WMC COM 958694101 9868 2027398 SH DEFINED 01 2027398 0 0 WMC LIMITED ORD AU;WMC COM 958694101 16445 3378543 SH DEFINED 01 05 0 3378543 0 WESTERN RES COM 959425109 46 2133 SH DEFINED 01 2133 0 0 WESTERN WIRELESS COM 95988E204 1038 24149 SH DEFINED 01 24149 0 0 WESTFIELD AMER INC COM 959910100 8 521 SH DEFINED 01 521 0 0 WESTPOINT STEVENS IN COM 961238102 0 100 SH DEFINED 01 100 0 0 WESTVACO CORP COM 961548104 34 1394 SH DEFINED 01 1394 0 0 WESTVACO CORP COM 961548104 605 24924 SH DEFINED 01 03 0 24924 0 WESTVACO CORP COM 961548104 11 461 SH DEFINED 01 05 0 461 0 WESTWOOD ONE CORP COM 961815107 36335 986065 SH DEFINED 01 986065 0 0 WESTWOOD ONE CORP COM 961815107 39208 1063950 SH DEFINED 01 02 0 1063950 0 WESTWOOD ONE CORP COM 961815107 1187 32200 SH DEFINED 01 03 0 32200 0 WESTWOOD ONE CORP COM 961815107 34068 924500 SH DEFINED 01 05 0 924500 0 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 WEYERHAUESER COM 962166104 930 16909 SH DEFINED 01 16909 0 0 WEYERHAUESER COM 962166104 2925 53213 SH DEFINED 01 03 0 53213 0 WEYERHAUESER COM 962166104 54 986 SH DEFINED 01 05 0 986 0 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 WHOLE FOODS MARKET COM 966837106 58500 2158680 SH DEFINED 01 2158680 0 0 WHOLE FOODS MARKET COM 966837106 111838 4126920 SH DEFINED 01 02 0 4126920 0 WHOLE FOODS MARKET COM 966837106 8056 297300 SH DEFINED 01 03 0 297300 0 WHOLE FOODS MARKET COM 966837106 210 7750 SH DEFINED 01 05 0 7750 0 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 WILLAMETTE INDUSTRIES COM 969133107 1342 27118 SH DEFINED 01 03 0 27118 0 WILLAMETTE INDUSTRIES COM 969133107 25 502 SH DEFINED 01 05 0 502 0 WILLIAMS COMMUNICATIONS COM 969455104 1331 451147 SH DEFINED 01 451147 0 0 WILLIAMS COMMUNICATIONS COM 969455104 0 1 SH DEFINED 01 05 0 1 0 WILLIAM COMPANIES COM 969457100 48630 1475884 SH DEFINED 01 1475884 0 0 WILLIAM COMPANIES COM 969457100 284 8615 SH DEFINED 01 02 0 8615 0 WILLIAM COMPANIES COM 969457100 3949 119860 SH DEFINED 01 03 0 119860 0 WILLIAM COMPANIES COM 969457100 73 2220 SH DEFINED 01 05 0 2220 0 WILLIAMS SONOMA COM 969904101 582 15000 SH DEFINED 01 0 15000 0 WILLIAMS SONOMA COM 969904101 89129 2296005 SH DEFINED 01 02 0 2296005 0 WILLIAMS-SONOMA COM 969904101 48825 1257714 SH DEFINED 01 1257714 0 0 WILLIAMS-SONOMA COM 969904101 7358 189550 SH DEFINED 01 03 0 189550 0 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 WILSHIRE FINL SVCS COM 971867205 5436 2823726 SH DEFINED 01 2823726 0 0 WILSHIRE FINL SVCS COM 971867205 435 225934 SH DEFINED 01 02 0 225934 0 WILSHIRE FINL SVCS COM 971867205 2187 1136001 SH DEFINED 01 05 0 1136001 0 WILSHIRE WI ADVISOR WT 97187@117 49 12 SH DEFINED 01 05 0 12 0 WILSHIRE LA ADVISERS WT 97188#AA4 47 12 SH DEFINED 01 05 0 12 0 WILSHIRE NY ADVIS WT WT 971880117 148 20 SH DEFINED 01 0 20 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 0 3 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 05 0 3 0 WILSHIRE NY ADVISOR WT 971993118 68 60 SH DEFINED 01 0 60 0 WILSON GREATBATCH COM 972232102 774 26700 SH DEFINED 01 26700 0 0 WILSON GREATBATCH COM 972232102 2 70 SH DEFINED 01 02 0 70 0 WILSON GREATBATCH COM 972232102 35 1200 SH DEFINED 01 05 0 1200 0 WILSONS THE LEATHER COM 972463103 5 250 SH DEFINED 01 02 0 250 0 WINBOND ELECTRONIC GDR 144A COM 972657100 6 726 SH DEFINED 01 05 0 726 0 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 WINN-DIXIE COM 974280109 908 34734 SH DEFINED 01 03 0 34734 0 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 WISCONSIN CENTRAL TR COM 976592105 22 1312 SH DEFINED 01 1312 0 0 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 WORLDCOM INC/GROUP COM 98157D106 3007 201000 SH DEFINED 01 0 201000 0 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 WORLDCOM INC-MCI GRP COM 98157D304 129 8040 SH DEFINED 01 0 8040 0 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 WORTHINGTON INDUSTRIES COM 981811102 2981 219304 SH DEFINED 01 219304 0 0 WORTHINGTON INDUSTRIES COM 981811102 287 21124 SH DEFINED 01 03 0 21124 0 WORTHINGTON INDUSTRIES COM 981811102 138 10191 SH DEFINED 01 05 0 10191 0 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 XO COMMUNICATIONS PIK PFD 13.5 PRF 983764705 1025 17077 SH DEFINED 01 17077 0 0 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 XILINX COM 983919101 37747 915278 SH DEFINED 01 915278 0 0 XILINX COM 983919101 82369 1997360 SH DEFINED 01 02 0 1997360 0 XILINX COM 983919101 6360 154215 SH DEFINED 01 03 0 154215 0 XILINX COM 983919101 37098 899574 SH DEFINED 01 05 0 899574 0 XEROX COM 984121103 16383 1711883 SH DEFINED 01 1711883 0 0 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 YELLOW CORPORATION COM 985509108 3504 184644 SH DEFINED 01 184644 0 0 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 YORK INTL CORP NEW COM 986670107 30124 860225 SH DEFINED 01 860225 0 0 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 YOUPOWER 0% CVT PFD SERIES B COM 987780XX6 202 347938 SH DEFINED 01 347938 0 0 YOUPOWER 0% CVT PFD SERIES B COM 987780XX6 247 425258 SH DEFINED 01 05 0 425258 0 ZALE CORP COM 988858106 8446 250622 SH DEFINED 01 250622 0 0 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 ZIONS BANCORPORATION COM 989701107 479 8105 SH DEFINED 01 02 0 8105 0 ZIONS BANCORPORATION COM 989701107 3463 58690 SH DEFINED 01 03 0 58690 0 ZIONS BANCORPORATION COM 989701107 57130 968294 SH DEFINED 01 05 0 968294 0 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 ZOMAX OPTICAL MEDIA COM 989929104 166 18600 SH DEFINED 01 05 0 18600 0 AET INCOME III (HV) COM 990007213 148991 9414234 SH DEFINED 01 03 0 9414234 0 AET STABLE CAPITAL II (HV) COM 990007940 56821 3689359 SH DEFINED 01 03 0 3689359 0 AET BLUE CHIP ADVANTAGE II (HV COM 990008393 175783 4112952 SH DEFINED 01 03 0 4112952 0 AET INCOME II (HV) COM 990008419 23562 1106984 SH DEFINED 01 03 0 1106984 0 AET FEDERAL INCOME (HV) COM 990008443 52769 2858069 SH DEFINED 01 03 0 2858069 0 AET EQUITY INDEX BASE (HV) COM 990008450 2531403 69018433 SH DEFINED 01 03 0 69018433 0 AET STABLE CAPITAL I (HV) COM 990008492 1206500 72712232 SH DEFINED 01 03 0 72712232 0 L15 STABLE (HV) COM 9900084E1 408268 39743066 SH DEFINED 01 03 0 39743066 0 AET COMMON STOCK (HV) COM 990009078 1827 8285 SH DEFINED 01 03 0 8285 0 AET BOND (HV) COM 990009086 57718 895237 SH DEFINED 01 03 0 895237 0 AET INCOME I (HV) COM 990009102 2644233 47028412 SH DEFINED 01 03 0 47028412 0 AET INTERNATIONAL (HV) COM 990009136 13156 119200 SH DEFINED 01 03 0 119200 0 AET EMERGING GROWTH (HV) COM 990009300 37820 254260 SH DEFINED 01 03 0 254260 0 AET MIDCAP GROWTH (HV) COM 990009318 207320 1011505 SH DEFINED 01 03 0 1011505 0 AET EQUITY INDEX III (HV) COM 990018509 46061 1467269 SH DEFINED 01 03 0 1467269 0 WAHOO FUND LP COM 9999Z4438 58 159 SH DEFINED 01 02 0 159 0 AUSTRALIAN DOLLAR COM AUD000001 52 101703 SH DEFINED 01 10 101703 0 0 AUD@GOLDMAN (FUT) COM AUDF00002 11 21136 SH DEFINED 01 10 21136 0 0 SWISS FRANCS COM CHF000001 25 44589 SH DEFINED 01 10 44589 0 0 DANISH KRONE COM DKK000001 11 96319 SH DEFINED 01 10 96319 0 0 EURO CURRENCY COM EUR000001 177 209000 SH DEFINED 01 10 209000 0 0 EURO@GOLDMAN (FUT) COM EURF00002 3 3633 SH DEFINED 01 10 3633 0 0 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