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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: September 28, 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             October 29, 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:     6768
Form 13F Information Table Value Total:     $78413548 (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      655    81750 SH       DEFINED 01              81750        0        0
ABBEY NATION                   COM              0004455         53     3594 SH       DEFINED 01 10            3594        0        0
ADC TELECOM                    COM              000886101      926   265238 SH       DEFINED 01             265238        0        0
ADC TELECOM                    COM              000886101      648   185610 SH       DEFINED 01 03               0   185610        0
ADC TELECOM                    COM              000886101       15     4326 SH       DEFINED 01 05               0     4326        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS AG                      COM              000900993     2037    39929 SH       DEFINED 01 03               0    39929        0
ABM INDUSTRIES INC             COM              000957100     1862    72159 SH       DEFINED 01              72159        0        0
AFLAC CORP                     COM              001055102    13598   503664 SH       DEFINED 01             503664        0        0
AFLAC CORP                     COM              001055102     4383   162360 SH       DEFINED 01 03               0   162360        0
AFLAC CORP                     COM              001055102    20629   764011 SH       DEFINED 01 05               0   764011        0
AFLAC INC                      COM              001055102    12374   458240 SH       DEFINED 01 02               0   458240        0
AGCO                           COM              001084102     2907   321276 SH       DEFINED 01             321276        0        0
AGCO                           COM              001084102      145    16000 SH       DEFINED 01 05               0    16000        0
AGCO CORP                      COM              001084102        6      660 SH       DEFINED 01 02               0      660        0
AIRTOURS PLC                   COM              0010979          3     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES INC              COM              001204106    12019   601849 SH       DEFINED 01             601849        0        0
AGL RESOURCES INC              COM              001204106        7      340 SH       DEFINED 01 02               0      340        0
AES CORP                       COM              00130H105      118     9170 SH       DEFINED 01               9170        0        0
AES CORP                       COM              00130H105       31     2400 SH       DEFINED 01 02               0     2400        0
AES CORP                       COM              00130H105     1620   126360 SH       DEFINED 01 03               0   126360        0
AES CORP                       COM              00130H105       38     2946 SH       DEFINED 01 05               0     2946        0
CHUBB PLC                      COM              0015219          4     1717 SH       DEFINED 01 10            1717        0        0
KIDDE PLC                      COM              0015402          1     1717 SH       DEFINED 01 10            1717        0        0
AK STEEL                       COM              001547108        3      330 SH       DEFINED 01 02               0      330        0
AK STEEL HOLDINGS              COM              001547108     1998   236531 SH       DEFINED 01             236531        0        0
AK STEEL HOLDINGS              COM              001547108       84    10000 SH       DEFINED 01 05               0    10000        0
AMB PROPERTY CORP              COM              00163T109        3      135 SH       DEFINED 01                135        0        0
AMR                            COM              001765106    18937   989424 SH       DEFINED 01             989424        0        0
AMR                            COM              001765106     1686    88106 SH       DEFINED 01 03               0    88106        0
AMR                            COM              001765106     8403   439076 SH       DEFINED 01 05               0   439076        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER                COM              00184A105   678763 20506445 SH       DEFINED 01           20506445        0        0
AOL TIME WARNER                COM              00184A105    39291  1187030 SH       DEFINED 01 03               0  1187030        0
AOL TIME WARNER                COM              00184A105   194387  5872707 SH       DEFINED 01 05               0  5872707        0
AOL TIME WARNER INC            COM              00184A105    15020   453790 SH       DEFINED 01                  0   453790        0
AOL TIME WARNER INC            COM              00184A105    74428  2248513 SH       DEFINED 01 02               0  2248513        0
AT&T                           COM              001957109   112418  5824766 SH       DEFINED 01            5824766        0        0
AT&T                           COM              001957109    17737   919052 SH       DEFINED 01 03               0   919052        0
AT&T                           COM              001957109    37052  1919799 SH       DEFINED 01 05               0  1919799        0
ATMI INC                       COM              00207R101     1525    98696 SH       DEFINED 01              98696        0        0
AT&T WIRELESS SERVICES         COM              00209A106    27843  1863687 SH       DEFINED 01            1863687        0        0
AT&T WIRELESS SERVICES         COM              00209A106     9367   626973 SH       DEFINED 01 03               0   626973        0
AT&T WIRELESS SERVICES         COM              00209A106      694    46492 SH       DEFINED 01 05               0    46492        0
AVX                            COM              002444107        7      404 SH       DEFINED 01                404        0        0
SMALL CAP GROWTH CLY           COM              00246C768        1      400 SH       DEFINED 01                  0      400        0
SMALL CAP GROWTH CLC           COM              00246C776       70    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLB           COM              00246C784       70    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLA           COM              00246C792    10418  2959600 SH       DEFINED 01                  0  2959600        0
AXT                            COM              00246W103     2100   198079 SH       DEFINED 01             198079        0        0
AXT                            COM              00246W103       58     5500 SH       DEFINED 01 05               0     5500        0
AXT INC                        COM              00246W103        2      150 SH       DEFINED 01 02               0      150        0
AARON RENTS INC                COM              002535201      936    60409 SH       DEFINED 01              60409        0        0
ABBOTT LABS                    COM              002824100    79502  1533329 SH       DEFINED 01            1533329        0        0
ABBOTT LABS                    COM              002824100    29654   571905 SH       DEFINED 01 02               0   571905        0
ABBOTT LABS                    COM              002824100    21627   417105 SH       DEFINED 01 03               0   417105        0
ABBOTT LABS                    COM              002824100    42661   822775 SH       DEFINED 01 05               0   822775        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABER DIAMOND CORP              COM              002893105      408    45000 SH       DEFINED 01              45000        0        0
ABERCROMBIE & FITCH            COM              002896207      491    27907 SH       DEFINED 01              27907        0        0
ABERCROMBIE & FITCH            COM              002896207    15801   898300 SH       DEFINED 01 02               0   898300        0
ABERCROMBIE & FITCH            COM              002896207      303    17200 SH       DEFINED 01 03               0    17200        0
ABGENIX INC                    COM              00339B107       46     2040 SH       DEFINED 01               2040        0        0
ACACIA RESEARCH CORP           COM              003881109        5      540 SH       DEFINED 01 02               0      540        0
ABITIBI-CONSOL  INC            COM              003924107    13398  2100000 SH       DEFINED 01            2100000        0        0
ABITIBI-CONSOL  INC            COM              003924107      774   121250 SH       DEFINED 01 05               0   121250        0
ACCELERATED NETWORKS           COM              00429P107        0      243 SH       DEFINED 01                243        0        0
ACCOR - EUR3                   COM              004340998       28     1000 SH       DEFINED 01               1000        0        0
ACCREDO HEALTH INC             COM              00437V104     3257    89476 SH       DEFINED 01              89476        0        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473          6     1800 SH       DEFINED 01 10            1800        0        0
ACERALIA CORP SIDE             COM              004455994        8      900 SH       DEFINED 01                900        0        0
ACLARA BIOSCIENCES             COM              00461P106        0       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         11     3904 SH       DEFINED 01 10            3904        0        0
ACOM CO                        COM              004900999       30      340 SH       DEFINED 01                340        0        0
ACTIVISION                     COM              004930202     1077    39600 SH       DEFINED 01              39600        0        0
ACTIVISION                     COM              004930202        1       50 SH       DEFINED 01 02               0       50        0
ACTIVISION                     COM              004930202       52     1900 SH       DEFINED 01 05               0     1900        0
ACTION PERFORMANCE             COM              004933107      885    48619 SH       DEFINED 01              48619        0        0
ACTEL                          COM              004934105     3168   178421 SH       DEFINED 01             178421        0        0
ACTEL                          COM              004934105       92     5200 SH       DEFINED 01 05               0     5200        0
ACTEL CORP                     COM              004934105      497    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105        6      330 SH       DEFINED 01 02               0      330        0
ACTIVE POWER INC               COM              00504W100        0       60 SH       DEFINED 01                 60        0        0
ACTUATE                        COM              00508B102     1520   362936 SH       DEFINED 01             362936        0        0
ACTUATE                        COM              00508B102       62    14900 SH       DEFINED 01 05               0    14900        0
ACTUATE CORPORATION            COM              00508B102        2      370 SH       DEFINED 01 02               0      370        0
ACTUANT CORPORATION -CL A      COM              00508X203        1       35 SH       DEFINED 01                 35        0        0
ACXIOM                         COM              005125109    11306  1202776 SH       DEFINED 01            1202776        0        0
ACXIOM                         COM              005125109     1434   152500 SH       DEFINED 01 03               0   152500        0
ACXIOM                         COM              005125109      110    11660 SH       DEFINED 01 05               0    11660        0
ACXIOM CORP                    COM              005125109      678    72100 SH       DEFINED 01 02               0    72100        0
ARM HOLDING PLC                COM              0059585          8     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC INC                    COM              00651F108     2355   299703 SH       DEFINED 01             299703        0        0
ADECCO SA REG                  COM              006700991     2555    74954 SH       DEFINED 01 03               0    74954        0
BAA                            COM              0067340         20     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        0      209 SH       DEFINED 01                209        0        0
ADELPHIA COMM - CL A           COM              006848105       95     4274 SH       DEFINED 01 02               0     4274        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105     9914   446639 SH       DEFINED 01             446639        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105    14994   675400 SH       DEFINED 01 05               0   675400        0
ADELPHIA COMM PFD              PRF              006848303     5716    67250 SH       DEFINED 01              67250        0        0
ADELPHIA COMM PFD              PRF              006848303     1296    15250 SH       DEFINED 01 05               0    15250        0
ADEPT TECHNOLOGY INC           COM              006854103       87    29000 SH       DEFINED 01              29000        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                    COM              007094105     2157    82976 SH       DEFINED 01              82976        0        0
ADMINISTAFF INC                COM              007094105        4      140 SH       DEFINED 01 02               0      140        0
ADOBE SYSTEMS INC              COM              00724F101    15866   661595 SH       DEFINED 01             661595        0        0
ADOBE SYSTEMS INC              COM              00724F101      129     5400 SH       DEFINED 01 02               0     5400        0
ADOBE SYSTEMS INC              COM              00724F101     1362    56782 SH       DEFINED 01 03               0    56782        0
ADOBE SYSTEMS INC              COM              00724F101    21012   876223 SH       DEFINED 01 05               0   876223        0
ADTRAN                         COM              00738A106       26     1361 SH       DEFINED 01               1361        0        0
ADTRAN                         COM              00738A106        4      230 SH       DEFINED 01 02               0      230        0
ADV DIGITAL INFORMAT           COM              007525108        1      139 SH       DEFINED 01                139        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       37     2538 SH       DEFINED 01               2538        0        0
ADVANCED TISSUE SCI            COM              00755F103      691   194780 SH       DEFINED 01             194780        0        0
ADVO                           COM              007585102     4870   143221 SH       DEFINED 01             143221        0        0
ADVO                           COM              007585102      122     3600 SH       DEFINED 01 05               0     3600        0
ADVO INC                       COM              007585102        4      130 SH       DEFINED 01 02               0      130        0
ADVANCED POWER TECH            COM              00761E108       25     2600 SH       DEFINED 01               2600        0        0
AEROFLEX                       COM              007768104     6288   571646 SH       DEFINED 01             571646        0        0
AEROFLEX                       COM              007768104      189    17174 SH       DEFINED 01 05               0    17174        0
AEROFLEX INC                   COM              007768104        5      435 SH       DEFINED 01 02               0      435        0
BARCLAYS                       COM              0078201        123     4461 SH       DEFINED 01 10            4461        0        0
ADVANCED MICRO DEVICES         COM              007903107      578    70822 SH       DEFINED 01              70822        0        0
ADVANCED MICRO DEVICES         COM              007903107      666    81680 SH       DEFINED 01 03               0    81680        0
ADVANCED MICRO DEVICES         COM              007903107       16     1904 SH       DEFINED 01 05               0     1904        0
ADVANCEPCS                     COM              00790K109    27796   387242 SH       DEFINED 01             387242        0        0
ADVANCEPCS                     COM              00790K109      145     2020 SH       DEFINED 01 02               0     2020        0
ADVANCEPCS                     COM              00790K109    21154   294700 SH       DEFINED 01 05               0   294700        0
AEGON N.V. - AMER REG SHR      COM              007924103      269    10300 SH       DEFINED 01              10300        0        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS INC       COM              007973100     1602    96303 SH       DEFINED 01              96303        0        0
ADVENT SOFTWARE                COM              007974108     9287   246665 SH       DEFINED 01             246665        0        0
ADVENT SOFTWARE                COM              007974108      421    11200 SH       DEFINED 01 02               0    11200        0
ADVENT SOFTWARE                COM              007974108      896    23800 SH       DEFINED 01 03               0    23800        0
ADVENT SOFTWARE                COM              007974108      142     3762 SH       DEFINED 01 05               0     3762        0
AETHER SYS                     COM              00808V105        0       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       71     2426 SH       DEFINED 01               2426        0        0
AETNA INC NEW                  COM              00817Y108      977    33835 SH       DEFINED 01 03               0    33835        0
AETNA INC NEW                  COM              00817Y108       23      788 SH       DEFINED 01 05               0      788        0
AFFILIATED COMPUTER            COM              008190100     9317   114455 SH       DEFINED 01             114455        0        0
AFFILIATED COMPUTER            COM              008190100       94     1150 SH       DEFINED 01 02               0     1150        0
AFFILIATED COMPUTER            COM              008190100     9777   120100 SH       DEFINED 01 05               0   120100        0
AFFILIATED MANAGERS            COM              008252108    12212   214955 SH       DEFINED 01 02               0   214955        0
AFFILIATED MANAGERS GROUP      COM              008252108     4579    80582 SH       DEFINED 01              80582        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      239     4200 SH       DEFINED 01 03               0     4200        0
AFFILIATED MANAGERS GROUP      COM              008252108      205     3600 SH       DEFINED 01 05               0     3600        0
AFFYMETRIX                     COM              00826T108        4      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    15034  3640215 SH       DEFINED 01            3640215        0        0
AGERE SYSTEMS INC A            COM              00845V100      369    89300 SH       DEFINED 01 02               0    89300        0
AGILENT TECHNOLOGIES           COM              00846U101     4151   212289 SH       DEFINED 01             212289        0        0
AGILENT TECHNOLOGIES           COM              00846U101     2121   108477 SH       DEFINED 01 03               0   108477        0
AGILENT TECHNOLOGIES           COM              00846U101       49     2530 SH       DEFINED 01 05               0     2530        0
AGILE SOFTWARE CORP            COM              00846X105      119    13111 SH       DEFINED 01              13111        0        0
AHOLD NV                       COM              008687980      172     6206 SH       DEFINED 01               6206        0        0
AHOLD NV                       COM              008687980     4416   158988 SH       DEFINED 01 03               0   158988        0
AIR LIQUIDE                    COM              009126103       31      220 SH       DEFINED 01                220        0        0
AIR PROD & CHEM                COM              009158106       72     1870 SH       DEFINED 01 02               0     1870        0
AIR PRODUCTS & CHEMICALS       COM              009158106   117221  3038391 SH       DEFINED 01            3038391        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     2965    76838 SH       DEFINED 01 03               0    76838        0
AIR PRODUCTS & CHEMICALS       COM              009158106    19104   495162 SH       DEFINED 01 05               0   495162        0
AIRBORNE                       COM              009269101     1611   168782 SH       DEFINED 01             168782        0        0
AIRBORNE                       COM              009269101       93     9700 SH       DEFINED 01 05               0     9700        0
AIRBORNE INC                   COM              009269101        3      330 SH       DEFINED 01 02               0      330        0
AIRGAS INC                     COM              009363102     2311   174191 SH       DEFINED 01             174191        0        0
AIRGAS INC                     COM              009363102        6      450 SH       DEFINED 01 02               0      450        0
AIRGAS INC                     COM              009363102      165    12400 SH       DEFINED 01 05               0    12400        0
AIRGATE PCS                    COM              009367103     2641    59460 SH       DEFINED 01              59460        0        0
AIRGATE PCS                    COM              009367103      117     2640 SH       DEFINED 01 05               0     2640        0
AIRGATE PCS INC                COM              009367103        3       70 SH       DEFINED 01 02               0       70        0
BERKELEY GRO                   COM              0094177          2      276 SH       DEFINED 01 10             276        0        0
AIRNET COMMUNICATION           COM              00941P106        0       49 SH       DEFINED 01                 49        0        0
AIRTRAN HOLDINGS INC           COM              00949P108        1      140 SH       DEFINED 01 02               0      140        0
AIRTRAN HOLDINGS, INC.         COM              00949P108      763   180000 SH       DEFINED 01             180000        0        0
AIRTRAN HOLDINGS, INC.         COM              00949P108       23     5500 SH       DEFINED 01 05               0     5500        0
BALFOUR BEATTY PLC             COM              0096162          2      935 SH       DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101       29    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        1      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          2      246 SH       DEFINED 01 10             246        0        0
BOC GROUP                      COM              0108120         15     1123 SH       DEFINED 01 10            1123        0        0
BOOTS CO                       COM              0111441         20     2127 SH       DEFINED 01 10            2127        0        0
ALAMO GROUP INC                COM              011311107      523    40600 SH       DEFINED 01              40600        0        0
ALAMO GROUP INC                COM              011311107       77     6000 SH       DEFINED 01 05               0     6000        0
ALAMOSA HOLDINGS INC           COM              011589108        5      347 SH       DEFINED 01                347        0        0
ALASKA AIRGROUP                COM              011659109       15      757 SH       DEFINED 01                757        0        0
ALASKA COMM SYSTEM GROUP       COM              01167P101        6      748 SH       DEFINED 01                748        0        0
ALBANY INTL CORP NEW           COM              012348108     1281    85624 SH       DEFINED 01              85624        0        0
ALBANY INTL CORP NEW           COM              012348108        4      260 SH       DEFINED 01 02               0      260        0
ALBANY INTL CORP NEW           COM              012348108       97     6500 SH       DEFINED 01 05               0     6500        0
ALBANY MOLECULAR RES           COM              012423109        3      130 SH       DEFINED 01 02               0      130        0
ALBANY MOLECULAR RESEARCH      COM              012423109     3412   137411 SH       DEFINED 01             137411        0        0
ALBANY MOLECULAR RESEARCH      COM              012423109      164     6600 SH       DEFINED 01 05               0     6600        0
ALBEMARLE                      COM              012653101       30     1603 SH       DEFINED 01               1603        0        0
AMVESCAP PLC                   COM              0128269         19     1799 SH       DEFINED 01 10            1799        0        0
BRITISH AIRW                   COM              0129057          7     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO CULVER                 COM              013068101       40     1017 SH       DEFINED 01               1017        0        0
ALBERTO CULVER                 COM              013068101        2       60 SH       DEFINED 01 02               0       60        0
ALBERTO CULVER                 COM              013068101      523    13447 SH       DEFINED 01 03               0    13447        0
ALBERTO CULVER                 COM              013068101       12      313 SH       DEFINED 01 05               0      313        0
ALBERTSONS INC                 COM              013104104    55852  1751947 SH       DEFINED 01            1751947        0        0
ALBERTSONS INC                 COM              013104104      297     9330 SH       DEFINED 01 02               0     9330        0
ALBERTSONS INC                 COM              013104104     4450   139567 SH       DEFINED 01 03               0   139567        0
ALBERTSONS INC                 COM              013104104     1627    51011 SH       DEFINED 01 05               0    51011        0
BRITISH LAND                   COM              0136701          8     1218 SH       DEFINED 01 10            1218        0        0
ALCAN                          COM              013716105    40334  1344475 SH       DEFINED 01            1344475        0        0
ALCAN                          COM              013716105     4003   133440 SH       DEFINED 01 03               0   133440        0
ALCAN                          COM              013716105     9565   318818 SH       DEFINED 01 05               0   318818        0
ALCAN INC                      COM              013716105      151     5040 SH       DEFINED 01 02               0     5040        0
ALCOA                          COM              013817101   295594  9532219 SH       DEFINED 01            9532219        0        0
ALCOA                          COM              013817101    10033   323523 SH       DEFINED 01 03               0   323523        0
ALCOA                          COM              013817101    54594  1760538 SH       DEFINED 01 05               0  1760538        0
ALCOA INC                      COM              013817101     6834   220395 SH       DEFINED 01                  0   220395        0
ALCOA INC                      COM              013817101    27813   896991 SH       DEFINED 01 02               0   896991        0
ALDEASA SA                     COM              013900998       38     2900 SH       DEFINED 01               2900        0        0
BRITISH TELE                   COM              0140843        112    22497 SH       DEFINED 01 10           22497        0        0
BRITISH SKY                    COM              0141192         42     4852 SH       DEFINED 01 10            4852        0        0
ALEXANDER & BALDWIN            COM              014482103       29     1261 SH       DEFINED 01               1261        0        0
ALEXION PHARMACEUTIC           COM              015351109        1       69 SH       DEFINED 01                 69        0        0
ALFA CORP                      COM              015385107       10      440 SH       DEFINED 01                440        0        0
ALFA CORP                      COM              015385107        7      310 SH       DEFINED 01 02               0      310        0
BUNZL                          COM              0154004          7      992 SH       DEFINED 01 10             992        0        0
ALKERMES INC                   COM              01642T108     3626   185188 SH       DEFINED 01             185188        0        0
ALKERMES INC                   COM              01642T108       38     1950 SH       DEFINED 01 02               0     1950        0
ALKERMES INC                   COM              01642T108     5596   285800 SH       DEFINED 01 05               0   285800        0
ALLEANZA ORD                   COM              016676991       29     2963 SH       DEFINED 01               2963        0        0
ALLEGHANY CORP                 COM              017175100        5       27 SH       DEFINED 01                 27        0        0
CAPITA GROUP                   COM              0173474          8     1500 SH       DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106    92653  2524606 SH       DEFINED 01            2524606        0        0
ALLEGHENY ENERGY               COM              017361106      260     7100 SH       DEFINED 01 02               0     7100        0
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NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM INC              COM              018091108      741    85203 SH       DEFINED 01              85203        0        0
CELLTECH CHIRO                 COM              0182276          6      615 SH       DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102    42639   643144 SH       DEFINED 01             643144        0        0
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ALLERGAN                       COM              018490102    13884   209428 SH       DEFINED 01 05               0   209428        0
ALLERGAN INC                   COM              018490102     4090    61690 SH       DEFINED 01 02               0    61690        0
ALLETE                         COM              018522102    19668   767116 SH       DEFINED 01             767116        0        0
ALLETE                         COM              018522102        4      150 SH       DEFINED 01 02               0      150        0
ALLETE                         COM              018522102      126     4900 SH       DEFINED 01 05               0     4900        0
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ALLIANCE SEMI CONDUC           COM              01877H100      929   129454 SH       DEFINED 01             129454        0        0
ALLIANT ENERGY CORP            COM              018802108       70     2230 SH       DEFINED 01               2230        0        0
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ALLIANT TECHSYSTEMS            COM              018804104        9      115 SH       DEFINED 01 02               0      115        0
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CGNU PLC                       COM              0216238         72     5836 SH       DEFINED 01 10            5836        0        0
ALTRAN TECHNOLO                COM              022090997       15      375 SH       DEFINED 01                375        0        0
AMADA CO LTD                   COM              022631105     4426   909000 SH       DEFINED 01             909000        0        0
AMADA CO LTD                   COM              022631105     2897   595000 SH       DEFINED 01 03               0   595000        0
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ABSA GROUP LTD                 COM              022672992     2224   537720 SH       DEFINED 01             537720        0        0
ABSA GROUP LTD                 COM              022672992       54    13060 SH       DEFINED 01 05               0    13060        0
AMAZON COM INC                 COM              023135106       37     6354 SH       DEFINED 01               6354        0        0
AMB GENERALI HOLD              COM              023138993       19      200 SH       DEFINED 01                200        0        0
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AMCAST INDL CORP               COM              023395106      172    25526 SH       DEFINED 01              25526        0        0
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AMERCO                         COM              023586100        1       73 SH       DEFINED 01                 73        0        0
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AMEREN CORP                    COM              023608102     1252    32592 SH       DEFINED 01 03               0    32592        0
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REUTERS GROU                   COM              0236913         33     3710 SH       DEFINED 01 10            3710        0        0
DIAGEO                         COM              0237400         92     8766 SH       DEFINED 01 10            8766        0        0
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SIX CONTINENTS PLC             COM              0243195         19     2050 SH       DEFINED 01 10            2050        0        0
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AMERICAN FINC  HLDS            COM              026075101     1723    70192 SH       DEFINED 01              70192        0        0
BAE SYSTEMS PLC                COM              0263494         38     7791 SH       DEFINED 01 10            7791        0        0
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AMERICAN HEALTHWAYS INC        COM              02649V104      282     8000 SH       DEFINED 01               8000        0        0
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SMERICAN MEDICAL SYS           COM              02744M108      646    33900 SH       DEFINED 01              33900        0        0
AMERSHAM PLC                   COM              0274753         13     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         50     5655 SH       DEFINED 01 10            5655        0        0
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AMERICAN STD CO                COM              029712106       69     1250 SH       DEFINED 01 02               0     1250        0
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AMERICAN TOWER CL A            COM              029912201     2505   180355 SH       DEFINED 01             180355        0        0
AMERICAN TOWER CL A            COM              029912201     9445   680000 SH       DEFINED 01 05               0   680000        0
AMERICAN TOWER CORP            COM              029912201      347    25000 SH       DEFINED 01                  0    25000        0
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AMERICREDIT CORP               COM              03060R101     1874    59253 SH       DEFINED 01              59253        0        0
AMERIPATH                      COM              03071D109     2968   113000 SH       DEFINED 01             113000        0        0
AMERIPATH                      COM              03071D109      147     5600 SH       DEFINED 01 05               0     5600        0
AMERIPATH INC                  COM              03071D109        4      160 SH       DEFINED 01 02               0      160        0
AMERITRADE HLDGS               COM              03072H109        4      931 SH       DEFINED 01                931        0        0
AMERUS GROUP CO                COM              03072M108        5      140 SH       DEFINED 01                140        0        0
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ELECTROCOMPO                   COM              0309644          6     1019 SH       DEFINED 01 10            1019        0        0
AMETEK                         COM              031100100     2196    83586 SH       DEFINED 01              83586        0        0
AMETEK                         COM              031100100      116     4400 SH       DEFINED 01 05               0     4400        0
AMETEK INC (NEW)               COM              031100100        3      120 SH       DEFINED 01 02               0      120        0
AMGEN                          COM              031162100   368701  6274724 SH       DEFINED 01            6274724        0        0
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AMGEN INC                      COM              031162100     8696   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100    47383   806378 SH       DEFINED 01 02               0   806378        0
AMKOR TECHNOLOGY               COM              031652100      516    49078 SH       DEFINED 01              49078        0        0
AMPHENOL CL A                  COM              032095101     2468    71027 SH       DEFINED 01              71027        0        0
AMPHENOL CL A                  COM              032095101       97     2800 SH       DEFINED 01 05               0     2800        0
AMPHENOL CORP                  COM              032095101        1       20 SH       DEFINED 01 02               0       20        0
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AMSURG CORP                    COM              03232P405      248     9000 SH       DEFINED 01               9000        0        0
ANADARKO PETRO                 COM              032511107    48287  1004310 SH       DEFINED 01            1004310        0        0
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ANADIGICS                      COM              032515108        2      183 SH       DEFINED 01                183        0        0
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ANALOGIC                       COM              032657207      202     5000 SH       DEFINED 01 05               0     5000        0
ANALYSTS INTERNATION           COM              032681108      224    73398 SH       DEFINED 01              73398        0        0
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ANCHOR BANCORP                 COM              032839102     1156    69668 SH       DEFINED 01              69668        0        0
FKI                            COM              0329459          3     1243 SH       DEFINED 01 10            1243        0        0
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CARLTON                        COM              0341925          3     1453 SH       DEFINED 01 10            1453        0        0
ANDREW CORP                    COM              034425108       31     1692 SH       DEFINED 01               1692        0        0
ANDREW CORP                    COM              034425108        4      200 SH       DEFINED 01 02               0      200        0
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ANDREW CORP                    COM              034425108        8      450 SH       DEFINED 01 05               0      450        0
ANDRX CORP-ANDRX GROUP         COM              034553107        9      145 SH       DEFINED 01                145        0        0
ANGELICA CORP                  COM              034663104      248    26105 SH       DEFINED 01              26105        0        0
ANGLO AMERICAN PLC             COM              034671990     2413   200675 SH       DEFINED 01             200675        0        0
ANGLO AMERICAN PLC             COM              034671990       58     4855 SH       DEFINED 01 05               0     4855        0
ANGLO IRISH BANK               COM              034675991       65    22000 SH       DEFINED 01              22000        0        0
ANGLOGOLD LTD                  COM              035128206     1974   123700 SH       DEFINED 01             123700        0        0
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ANHEUSER BUSCH CO              COM              035229103    28791   687475 SH       DEFINED 01 02               0   687475        0
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ANIXTER INTL                   COM              035290105     4618   186416 SH       DEFINED 01             186416        0        0
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ANIXTER INTL INC               COM              035290105        4      150 SH       DEFINED 01 02               0      150        0
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ANNTAYLOR STORES COR           COM              036115103        4      170 SH       DEFINED 01 02               0      170        0
ANSWERTHINK INC                COM              036916104      139    29600 SH       DEFINED 01              29600        0        0
ANTIGENICS INC/DEL             COM              037032109       64     5000 SH       DEFINED 01               5000        0        0
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AON CORP                       COM              037389103     4746   113000 SH       DEFINED 01                  0   113000        0
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AON CORP                       COM              037389103     2352    56000 SH       DEFINED 01 05               0    56000        0
APACHE                         COM              037411105    52918  1230931 SH       DEFINED 01            1230931        0        0
APACHE                         COM              037411105     4100    95384 SH       DEFINED 01 03               0    95384        0
APACHE                         COM              037411105    67663  1573903 SH       DEFINED 01 05               0  1573903        0
APACHE CORP                    COM              037411105    13656   317706 SH       DEFINED 01 02               0   317706        0
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AIMCO                          COM              03748R101      423     9345 SH       DEFINED 01                  0     9345        0
AIMCON STOCK                   COM              03748R101        8      168 SH       DEFINED 01                168        0        0
APOGEE ENTERPRISES             COM              037598109     1104    85596 SH       DEFINED 01              85596        0        0
APOLLO GROUP - A               COM              037604105     1109    26374 SH       DEFINED 01              26374        0        0
APOLLO GROUP - A               COM              037604105     2011    47850 SH       DEFINED 01 03               0    47850        0
APOLLO GROUP INC  -C           COM              037604105   114275  2718924 SH       DEFINED 01 02               0  2718924        0
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APOGENT TECHNOLOGIES           COM              03760A101    19191   802977 SH       DEFINED 01             802977        0        0
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APPLE COMPUTER                 COM              037833100      897    57808 SH       DEFINED 01              57808        0        0
APPLE COMPUTER                 COM              037833100     1286    82886 SH       DEFINED 01 03               0    82886        0
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APPLEBEES INTL INC             COM              037899101     3309   112157 SH       DEFINED 01             112157        0        0
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APRIA HEALTHCARE GROUP         COM              037933108     3808   146991 SH       DEFINED 01             146991        0        0
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LONDON BRIDGE                  COM              0379829          1      386 SH       DEFINED 01 10             386        0        0
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APPLERA CORP - CELERA GENOMICS COM              038020202       39     1600 SH       DEFINED 01 05               0     1600        0
APPLICA INCORPORATED           COM              03815A106      592    70074 SH       DEFINED 01              70074        0        0
APPLIED IND TECHNOLO           COM              03820C105     1004    59449 SH       DEFINED 01              59449        0        0
APPLIED IND TECHNOLO           COM              03820C105        4      250 SH       DEFINED 01 02               0      250        0
APPLIED MATERIALS              COM              038222105   245905  8646443 SH       DEFINED 01            8646443        0        0
APPLIED MATERIALS              COM              038222105    58907  2071185 SH       DEFINED 01 02               0  2071185        0
APPLIED MATERIALS              COM              038222105     7359   258788 SH       DEFINED 01 03               0   258788        0
APPLIED MATERIALS              COM              038222105    56127  1973554 SH       DEFINED 01 05               0  1973554        0
APPLIED MICRO CIRCUITS         COM              03822W109      716   102443 SH       DEFINED 01             102443        0        0
APPLIED MICRO CIRCUITS         COM              03822W109      499    71366 SH       DEFINED 01 03               0    71366        0
APPLIED MICRO CIRCUITS         COM              03822W109     1130   161663 SH       DEFINED 01 05               0   161663        0
APTARGROUP INC                 COM              038336103     3458   108751 SH       DEFINED 01             108751        0        0
APTARGROUP INC                 COM              038336103        8      240 SH       DEFINED 01 02               0      240        0
AQUILA INC                     COM              03840J106     3936   180551 SH       DEFINED 01             180551        0        0
AQUILA INC                     COM              03840J106       41     1900 SH       DEFINED 01 02               0     1900        0
AQUILA INC                     COM              03840J106     4255   195200 SH       DEFINED 01 05               0   195200        0
GUS PLC                        COM              0384704         19     2378 SH       DEFINED 01 10            2378        0        0
CMG PLC -- (GBP)               COM              0384737          5     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     3959   266588 SH       DEFINED 01             266588        0        0
ARACRUZ CELULOSE ADR           COM              038496204       91     6159 SH       DEFINED 01 05               0     6159        0
ARADIGM CORPORATION            COM              038505103      217    65000 SH       DEFINED 01              65000        0        0
MISYS                          COM              0385785          4     1305 SH       DEFINED 01 10            1305        0        0
ARBITRON INC                   COM              03875Q108     2316    88523 SH       DEFINED 01              88523        0        0
ARCH CHEMICALS INC             COM              03937R102     1487    67304 SH       DEFINED 01              67304        0        0
ARCH COAL                      COM              039380100       25     1593 SH       DEFINED 01               1593        0        0
ARCHER DANIELS MIDLAND         COM              039483102    11974   951070 SH       DEFINED 01             951070        0        0
ARCHER DANIELS MIDLAND         COM              039483102     1984   157607 SH       DEFINED 01 03               0   157607        0
ARCHER DANIELS MIDLAND         COM              039483102      729    57954 SH       DEFINED 01 05               0    57954        0
ARCHSTONE COMM TRUST           COM              039581103     4267   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE COMM TRUST           COM              039581103     1207    46217 SH       DEFINED 01              46217        0        0
ARCTIC CAT INC                 COM              039670104     1104    81855 SH       DEFINED 01              81855        0        0
ARDEN REALTY INC               COM              039793104     2478    96908 SH       DEFINED 01              96908        0        0
ARDEN REALTY INC               COM              039793104      182     7100 SH       DEFINED 01 05               0     7100        0
AREA BANCSHARES CORP           COM              039872106        2      114 SH       DEFINED 01                114        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     2000   111111 SH       DEFINED 01             111111        0        0
ARENA PHARMACEUTICALS          COM              040047102      468    42500 SH       DEFINED 01              42500        0        0
ARGONAUT GROUP INC             COM              040157109      133     8100 SH       DEFINED 01               8100        0        0
ARGOSY GAMING                  COM              040228108     4843   184856 SH       DEFINED 01             184856        0        0
ARGOSY GAMING                  COM              040228108        3      120 SH       DEFINED 01 02               0      120        0
ARGOSY GAMING                  COM              040228108      139     5300 SH       DEFINED 01 05               0     5300        0
ARIBA                          COM              04033V104       13     7241 SH       DEFINED 01               7241        0        0
HAMMERSON                      COM              0406501          4      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST                  COM              040790107     3717   179508 SH       DEFINED 01             179508        0        0
ARKANSAS BEST                  COM              040790107      134     6450 SH       DEFINED 01 05               0     6450        0
ARKANSAS BEST CORP             COM              040790107        5      250 SH       DEFINED 01 02               0      250        0
HANSON                         COM              0408983         13     1845 SH       DEFINED 01 10            1845        0        0
STAGECOACH                     COM              0414667          4     3754 SH       DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102          9     4052 SH       DEFINED 01 10            4052        0        0
ARMOR HOLDINGS INC             COM              042260109     1384    69905 SH       DEFINED 01              69905        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     1822    88005 SH       DEFINED 01              88005        0        0
ARQULE                         COM              04269E107     1943   185864 SH       DEFINED 01             185864        0        0
ARQULE                         COM              04269E107       55     5300 SH       DEFINED 01 05               0     5300        0
ARQULE INC                     COM              04269E107        3      280 SH       DEFINED 01 02               0      280        0
ARRIS GROUP INC                COM              04269Q100      855   238416 SH       DEFINED 01             238416        0        0
ARRIS GROUP INC                COM              04269Q100        1      180 SH       DEFINED 01 02               0      180        0
ARRIS GROUP INC                COM              04269Q100       40    11300 SH       DEFINED 01 05               0    11300        0
ARROW ELECTRONICS              COM              042735100      177     8481 SH       DEFINED 01               8481        0        0
ARROW INTERNATIONAL            COM              042764100      178     4776 SH       DEFINED 01               4776        0        0
ARROW INTERNATIONAL            COM              042764100       37     1000 SH       DEFINED 01 05               0     1000        0
ART TECH GROUP                 COM              04289L107        0      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102      783    98900 SH       DEFINED 01              98900        0        0
ARTESYN TECHNOLOGIES           COM              043127109      631   116058 SH       DEFINED 01             116058        0        0
ARTHROCARE                     COM              043136100     1324    67592 SH       DEFINED 01              67592        0        0
ARVINMERITOR INC               COM              043353101       28     1954 SH       DEFINED 01               1954        0        0
ASAHI KASEI CORP               COM              043389998        0      100 SH       DEFINED 01 03               0      100        0
Ariba Inc                      COM              0433V104      1744   317068 SH       DEFINED 1              317068        0        0
ASCENTIAL SOFTWARE             COM              04362P108      224    68000 SH       DEFINED 01                  0    68000        0
ASCENTIAL SOFTWARE CORPORATION COM              04362P108       28     8549 SH       DEFINED 01               8549        0        0
ASHLAND INC                    COM              044204105       44     1155 SH       DEFINED 01               1155        0        0
ASHLAND INC                    COM              044204105      639    16573 SH       DEFINED 01 03               0    16573        0
ASHLAND INC                    COM              044204105       15      386 SH       DEFINED 01 05               0      386        0
EXEL PLC                       COM              0448688          5      698 SH       DEFINED 01 10             698        0        0
ASHWORTH INC                   COM              04516H101      229    39920 SH       DEFINED 01              39920        0        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102      280   156709 SH       DEFINED 01             156709        0        0
ASPEN TECH                     COM              045327103     1050   105021 SH       DEFINED 01             105021        0        0
ASSO BANCORP                   COM              045487105       67     1985 SH       DEFINED 01               1985        0        0
ASS GEN DE FRANCE              COM              045611993       32      700 SH       DEFINED 01                700        0        0
IMI                            COM              0457963          3      764 SH       DEFINED 01 10             764        0        0
AT HOME CORP SER A             COM              045919107       20   132588 SH       DEFINED 01             132588        0        0
IMPERIAL CHE                   COM              0459497          7     1721 SH       DEFINED 01 10            1721        0        0
ASTEC INDS INC                 COM              046224101      764    58742 SH       DEFINED 01              58742        0        0
ASTORIA FINL CORP              COM              046265104     1091    18419 SH       DEFINED 01              18419        0        0
ASTRAZENECA - ORD US           COM              046322996       51     1100 SH       DEFINED 01               1100        0        0
ASTROPOWER INC                 COM              04644A101     1469    42571 SH       DEFINED 01              42571        0        0
ASUSTEK COMPUTER (2357)        COM              046470993     2634   878250 SH       DEFINED 01             878250        0        0
ASUSTEK 144A GDR     GB;ASKD/U COM              04648R100       65    21000 SH       DEFINED 01 05               0    21000        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          6      476 SH       DEFINED 01 10             476        0        0
AGILITI INC CV PFD             PRF              047800XX0     1913  2250000 SH       DEFINED 01            2250000        0        0
AGILITI INC CV PFD             PRF              047800XX0     2337  2750000 SH       DEFINED 01 05               0  2750000        0
ATLANTIC COAST AIRLI           COM              048396105        2      150 SH       DEFINED 01 02               0      150        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     3295   247681 SH       DEFINED 01             247681        0        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105       73     5500 SH       DEFINED 01 05               0     5500        0
ATLAS AIR WORLDWIDE            COM              049164106       12     1224 SH       DEFINED 01               1224        0        0
ATMEL CORP                     COM              049513104      670   100286 SH       DEFINED 01             100286        0        0
ATMOS ENERGY CORP              COM              049560105    13454   622855 SH       DEFINED 01             622855        0        0
ATRIX LABORATORIES INC         COM              04962L101      172     7300 SH       DEFINED 01               7300        0        0
HILTON GROUP                   COM              0500254          9     3429 SH       DEFINED 01 10            3429        0        0
ATWOOD OCEANICS                COM              050095108     1112    42759 SH       DEFINED 01              42759        0        0
ATWOOD OCEANICS                COM              050095108        3      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      627    68543 SH       DEFINED 01              68543        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     3909  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     6517  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      388    97410 SH       DEFINED 01                  0    97410        0
AURORA FOODS RESTRCT           COM              05164B999     1035   259634 SH       DEFINED 01 02               0   259634        0
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AURORA FOODS RESTRICTED        COM              05164B999      449   112640 SH       DEFINED 01 05               0   112640        0
AUSPEX               ASPX      COM              052116100      444   189048 SH       DEFINED 01             189048        0        0
LOGICA                         COM              0522708         10     1051 SH       DEFINED 01 10            1051        0        0
AUST & NZ BANK GRP             COM              052545993       73     9300 SH       DEFINED 01               9300        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     2746    85665 SH       DEFINED 01              85665        0        0
AUTODESK                       COM              052769106      411    12807 SH       DEFINED 01 03               0    12807        0
AUTODESK                       COM              052769106       10      298 SH       DEFINED 01 05               0      298        0
AUTOGRILL SPA                  COM              052775996       23     3300 SH       DEFINED 01               3300        0        0
AUTOLIV INC                    COM              052800109        8      500 SH       DEFINED 01                500        0        0
AUTOMATIC DATA PROC.           COM              053015103      275     5846 SH       DEFINED 01 02               0     5846        0
AUTOMATIC DATA PROCESS         COM              053015103   357329  7596270 SH       DEFINED 01            7596270        0        0
AUTOMATIC DATA PROCESS         COM              053015103     6973   148228 SH       DEFINED 01 03               0   148228        0
AUTOMATIC DATA PROCESS         COM              053015103    91900  1953656 SH       DEFINED 01 05               0  1953656        0
AUTONATION INC       AN        COM              05329W102      560    63729 SH       DEFINED 01              63729        0        0
AUTOSTRADE SPA                 COM              053309993       64     9969 SH       DEFINED 01               9969        0        0
COMPASS GROUP                  COM              0533153         41     5815 SH       DEFINED 01 10            5815        0        0
AUTOZONE                       COM              053332102       99     1905 SH       DEFINED 01               1905        0        0
AUTOZONE                       COM              053332102     1380    26601 SH       DEFINED 01 03               0    26601        0
AUTOZONE                       COM              053332102       32      619 SH       DEFINED 01 05               0      619        0
AVALONBAY COMM                 COM              053484101       41      861 SH       DEFINED 01                861        0        0
AVANT! CORP                    COM              053487104      336   113746 SH       DEFINED 01             113746        0        0
AVANEX CORP                    COM              05348W109        0      111 SH       DEFINED 01                111        0        0
AVAYA INC                      COM              053499109       47     4717 SH       DEFINED 01               4717        0        0
AVAYA INC                      COM              053499109      667    67404 SH       DEFINED 01 03               0    67404        0
AVAYA INC                      COM              053499109       16     1571 SH       DEFINED 01 05               0     1571        0
Advantgo                       COM              05349M100      359   179426 SH       DEFINED 1              179426        0        0
AVENTIS SA                     COM              053561999    19598   258332 SH       DEFINED 01             258332        0        0
AVENTIS SA                     COM              053561999     6394    84290 SH       DEFINED 01 03               0    84290        0
AVENTIS SA                     COM              053561999    26696   351904 SH       DEFINED 01 05               0   351904        0
AVERY DENNISON CORP            COM              053611109       89     1883 SH       DEFINED 01               1883        0        0
AVERY DENNISON CORP            COM              053611109     1239    26188 SH       DEFINED 01 03               0    26188        0
AVERY DENNISON CORP            COM              053611109       29      610 SH       DEFINED 01 05               0      610        0
AVICI SYSTEMS INC              COM              05367L109        0      270 SH       DEFINED 01                270        0        0
AVID TECH                      COM              05367P100      571    78305 SH       DEFINED 01              78305        0        0
AVISTA CORP                    COM              05379B107     1954   143678 SH       DEFINED 01             143678        0        0
AVIVA PETROLEUM INC            COM              05379P205        5    59800 SH       DEFINED 01              59800        0        0
AVNET INC                      COM              053807103     1249    68673 SH       DEFINED 01              68673        0        0
AVNET INC                      COM              053807103        3      174 SH       DEFINED 01 02               0      174        0
AVNET INC                      COM              053807103       85     4700 SH       DEFINED 01 05               0     4700        0
AVOCENT CORPORATION            COM              053893103       20     1309 SH       DEFINED 01               1309        0        0
AVOCENT CORPORATION            COM              053893103        3      195 SH       DEFINED 01 02               0      195        0
HSBC HLDGS                     COM              0540528        260    24639 SH       DEFINED 01 10           24639        0        0
AVON PRODUCTS                  COM              054303102    56688  1225710 SH       DEFINED 01            1225710        0        0
AVON PRODUCTS                  COM              054303102     3680    79550 SH       DEFINED 01 02               0    79550        0
AVON PRODUCTS                  COM              054303102     4313    93238 SH       DEFINED 01 03               0    93238        0
AVON PRODUCTS                  COM              054303102      590    12764 SH       DEFINED 01 05               0    12764        0
AXA                            COM              054537998     7970   403843 SH       DEFINED 01             403843        0        0
AXA                            COM              054537998    10808   547697 SH       DEFINED 01 05               0   547697        0
AWARE INC                      COM              05453N100      270    68703 SH       DEFINED 01              68703        0        0
AXCELIS TECH INC               COM              054540109        2      230 SH       DEFINED 01 02               0      230        0
AXCELIS TECHNOLOGIES           COM              054540109     4743   501884 SH       DEFINED 01             501884        0        0
AXCELIS TECHNOLOGIES           COM              054540109       90     9550 SH       DEFINED 01 05               0     9550        0
AZTAR                          COM              054802103     3996   305565 SH       DEFINED 01             305565        0        0
AZTAR                          COM              054802103      112     8564 SH       DEFINED 01 05               0     8564        0
AZTAR CORP                     COM              054802103        3      220 SH       DEFINED 01 02               0      220        0
BB&T CORP                      COM              054937107     1504    41275 SH       DEFINED 01              41275        0        0
BB&T CORP                      COM              054937107      279     7634 SH       DEFINED 01 02               0     7634        0
BB&T CORP                      COM              054937107     3793   104068 SH       DEFINED 01 03               0   104068        0
BB&T CORP                      COM              054937107       88     2427 SH       DEFINED 01 05               0     2427        0
BCE INC                        COM              055340996       11      500 SH       DEFINED 01                500        0        0
BCE INC                        COM              05534B109    33075  1500000 SH       DEFINED 01            1500000        0        0
BEI TECHNOLOGIES INC           COM              05538P104      701    43665 SH       DEFINED 01              43665        0        0
BISYS GROUP                    COM              055472104    10425   196643 SH       DEFINED 01             196643        0        0
BISYS GROUP                    COM              055472104    75649  1426800 SH       DEFINED 01 02               0  1426800        0
BISYS GROUP                    COM              055472104     1368    25800 SH       DEFINED 01 03               0    25800        0
BISYS GROUP                    COM              055472104    15137   285500 SH       DEFINED 01 05               0   285500        0
BJ SERVICES CO                 COM              055482103     1002    56338 SH       DEFINED 01              56338        0        0
BJ`S WHOLESALE CLUB            COM              05548J106      954    20056 SH       DEFINED 01              20056        0        0
BMW ORD              ORD DE;BM COM              055501993     1089    42124 SH       DEFINED 01              42124        0        0
BMC INDUSTRIES                 COM              055607105      170    83239 SH       DEFINED 01              83239        0        0
BOK FINANCIAL CORP             COM              05561Q201       10      340 SH       DEFINED 01                340        0        0
BOK FINANCIAL CORP             COM              05561Q201        5      164 SH       DEFINED 01 02               0      164        0
BP PLC ADR                     COM              055622104     8352   169860 SH       DEFINED 01                  0   169860        0
BP PLC ADR                     COM              055622104    38844   790000 SH       DEFINED 01             790000        0        0
BP PLC ADR                     COM              055622104      890    18100 SH       DEFINED 01 03               0    18100        0
BP PLC ADR                     COM              055622104     1151    23411 SH       DEFINED 01 05               0    23411        0
BP AMOCO (BPA LN)              COM              055622997    45834  5549078 SH       DEFINED 01            5549078        0        0
BP AMOCO (BPA LN)              COM              055622997     6820   825687 SH       DEFINED 01 03               0   825687        0
BP AMOCO (BPA LN)              COM              055622997    44344  5368694 SH       DEFINED 01 05               0  5368694        0
BRE PROPERTIES                 COM              05564E106     1922    64175 SH       DEFINED 01              64175        0        0
BRE PROPERTIES                 COM              05564E106      147     4900 SH       DEFINED 01 05               0     4900        0
BMC SOFTWARE                   COM              055921100    11694   920775 SH       DEFINED 01             920775        0        0
BMC SOFTWARE                   COM              055921100     2102   165465 SH       DEFINED 01 03               0   165465        0
BMC SOFTWARE                   COM              055921100      128    10089 SH       DEFINED 01 05               0    10089        0
BMC SOFTWARE INC               COM              055921100     2075   163320 SH       DEFINED 01 02               0   163320        0
LEGAL & GENE                   COM              0560399         26    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         11     1609 SH       DEFINED 01 10            1609        0        0
BAKER HUGHES INC               COM              057224107    19781   683316 SH       DEFINED 01             683316        0        0
BAKER HUGHES INC               COM              057224107     2731    94315 SH       DEFINED 01 03               0    94315        0
BAKER HUGHES INC               COM              057224107      655    22609 SH       DEFINED 01 05               0    22609        0
CENTRICA                       COM              0573438         29     9396 SH       DEFINED 01 10            9396        0        0
UNILEVER                       COM              0574873         57     7455 SH       DEFINED 01 10            7455        0        0
BALDOR ELECTRIC                COM              057741100     2215   111584 SH       DEFINED 01             111584        0        0
BALL                           COM              058498106     4852    80998 SH       DEFINED 01              80998        0        0
BALL                           COM              058498106      392     6551 SH       DEFINED 01 03               0     6551        0
BALL                           COM              058498106      237     3952 SH       DEFINED 01 05               0     3952        0
BALL CORP                      COM              058498106        9      150 SH       DEFINED 01 02               0      150        0
BALLY TOTAL FITNESS            COM              05873K108     1782    87757 SH       DEFINED 01              87757        0        0
BANCA INTESA SPA     IT;BIN/EU COM              059422998     6153  2488766 SH       DEFINED 01            2488766        0        0
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BANCO POPULAR E                COM              059444992       51     1466 SH       DEFINED 01               1466        0        0
BANCO SANTANDER SA             COM              059469999    15413  2010000 SH       DEFINED 01            2010000        0        0
BANCA FIDEURAM SPA             COM              059628990       26     4400 SH       DEFINED 01               4400        0        0
BANCORPSOUTH INC               COM              059692103        9      605 SH       DEFINED 01                605        0        0
BANCWEST CORP NEW              COM              059790105        6      180 SH       DEFINED 01                180        0        0
BANDAG, INC.                   COM              059815100       17      620 SH       DEFINED 01                620        0        0
BANDWIDTH9 SER F PFD           PRF              0600001A4    13000  1413043 SH       DEFINED 01            1413043        0        0
BANGOR HYDRO ELEC CO           COM              060077104      595    22337 SH       DEFINED 01              22337        0        0
BANK OF AMERICA                COM              060505104   552783  9465454 SH       DEFINED 01            9465454        0        0
BANK OF AMERICA                COM              060505104    26822   459281 SH       DEFINED 01 03               0   459281        0
BANK OF AMERICA                COM              060505104   185508  3176512 SH       DEFINED 01 05               0  3176512        0
BANK OF AMERICA CORP           COM              060505104    17637   302000 SH       DEFINED 01                  0   302000        0
BANK OF AMERICA CORP           COM              060505104    95621  1637405 SH       DEFINED 01 02               0  1637405        0
CADBURY SCHW                   COM              0610700         35     5400 SH       DEFINED 01 10            5400        0        0
INTERNATIONAL POWER            COM              0632016          8     2704 SH       DEFINED 01 10            2704        0        0
BANK OF NEW YORK               COM              064057102    32241   921133 SH       DEFINED 01             921133        0        0
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BANK OF NOVIA SCOTIA           COM              064100993       76     2600 SH       DEFINED 01               2600        0        0
BANK ONE CORP                  COM              06423A103     6955   221000 SH       DEFINED 01                  0   221000        0
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BANK ONE CORP                  COM              06423A103     8709   276729 SH       DEFINED 01 03               0   276729        0
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BANK ONE CORP PFD C            PRF              06423A301     1900    20000 SH       DEFINED 01                  0    20000        0
BANK PEKAO SA                  COM              064269996     1497    96439 SH       DEFINED 01              96439        0        0
BANK PEKAO SA                  COM              064269996       36     2344 SH       DEFINED 01 05               0     2344        0
UTD UTILITIE                   COM              0646233         12     1301 SH       DEFINED 01 10            1301        0        0
BANKNORTH GROUP INC            COM              06646R107     3996   179030 SH       DEFINED 01             179030        0        0
BANKNORTH GROUP INC            COM              06646R107       39     1750 SH       DEFINED 01 02               0     1750        0
BANKNORTH GROUP INC            COM              06646R107     4136   185300 SH       DEFINED 01 05               0   185300        0
BANKUNITED FINANCIAL           COM              06652B103        2      135 SH       DEFINED 01 02               0      135        0
PACE MICRO 144A                COM              0667278          2      528 SH       DEFINED 01 10             528        0        0
BANTA CORP                     COM              066821109       20      740 SH       DEFINED 01                740        0        0
BNP PARIBAS SA                 COM              067250993    19113   233709 SH       DEFINED 01             233709        0        0
BNP PARIBAS SA                 COM              067250993     7357    89969 SH       DEFINED 01 03               0    89969        0
BNP PARIBAS SA                 COM              067250993    26802   327722 SH       DEFINED 01 05               0   327722        0
C R BARD INC                   COM              067383109       43      837 SH       DEFINED 01                837        0        0
C R BARD INC                   COM              067383109      619    12035 SH       DEFINED 01 03               0    12035        0
C R BARD INC                   COM              067383109       14      280 SH       DEFINED 01 05               0      280        0
BARCLAYS PLC                   COM              06738E105    17400   632772 SH       DEFINED 01             632772        0        0
BARCLAYS PLC                   COM              06738E105    19411   705926 SH       DEFINED 01 05               0   705926        0
PEARSON                        COM              0677608         20     1856 SH       DEFINED 01 10            1856        0        0
BARNES & NOBLE                 COM              067774109       73     2018 SH       DEFINED 01               2018        0        0
BARNES GROUP                   COM              067806109     1194    56071 SH       DEFINED 01              56071        0        0
BARNESANDNOBLE.COM             COM              067846105        0      105 SH       DEFINED 01                105        0        0
BARRICK GOLD INC               COM              067901108     3139   180920 SH       DEFINED 01             180920        0        0
BARRICK GOLD INC               COM              067901108     1632    94045 SH       DEFINED 01 03               0    94045        0
BARRICK GOLD INC               COM              067901108       38     2192 SH       DEFINED 01 05               0     2192        0
P & O                          COM              0680048          4     1520 SH       DEFINED 01 10            1520        0        0
BARON ASSET                    COM              068278100    72126  1793293 SH       DEFINED 01 03               0  1793293        0
BARPLATS INVESTMENTS LTD       COM              068299999      348  1183200 SH       DEFINED 01            1183200        0        0
BARR LABORATORIES              COM              068306109     4210    53248 SH       DEFINED 01              53248        0        0
BARRA                          COM              068313105     5607   133438 SH       DEFINED 01             133438        0        0
BARRA                          COM              068313105      141     3350 SH       DEFINED 01 05               0     3350        0
BARRA INC                      COM              068313105        4      100 SH       DEFINED 01 02               0      100        0
PILKINGTON                     COM              0688462          4     2433 SH       DEFINED 01 10            2433        0        0
SCOT POWER                     COM              0690070         26     4291 SH       DEFINED 01 10            4291        0        0
BASF AG                        COM              069730992     2546    72122 SH       DEFINED 01 03               0    72122        0
BASSETT FURN IND.              COM              070203104      497    35588 SH       DEFINED 01              35588        0        0
PSION PLC                      COM              0709545          1     1000 SH       DEFINED 01 10            1000        0        0
PRUDENTIAL                     COM              0709954         54     5244 SH       DEFINED 01 10            5244        0        0
BAUSCH & LOMB                  COM              071707103       31     1068 SH       DEFINED 01               1068        0        0
BAUSCH & LOMB                  COM              071707103      361    12743 SH       DEFINED 01 03               0    12743        0
BAUSCH & LOMB                  COM              071707103        8      296 SH       DEFINED 01 05               0      296        0
BAXTER INTL                    COM              071813109   223929  4067714 SH       DEFINED 01            4067714        0        0
BAXTER INTL                    COM              071813109    10823   196612 SH       DEFINED 01 03               0   196612        0
BAXTER INTL                    COM              071813109    50255   912901 SH       DEFINED 01 05               0   912901        0
BAXTER INTL INC                COM              071813109    23452   426000 SH       DEFINED 01                  0   426000        0
BAXTER INTL INC                COM              071813109    42342   769201 SH       DEFINED 01 02               0   769201        0
RIO TINTO                      COM              0718875         42     2697 SH       DEFINED 01 10            2697        0        0
VODAFONE GROUP PLC             COM              0719210        402   182344 SH       DEFINED 01 10          182344        0        0
RAILTRACK GR                   COM              0721293          5     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         25     3022 SH       DEFINED 01 10            3022        0        0
RENTOKIL INI                   COM              0732712         19     5118 SH       DEFINED 01 10            5118        0        0
BE AEROSPACE                   COM              073302101      739    97281 SH       DEFINED 01              97281        0        0
BE FREE INC                    COM              073308108        0      110 SH       DEFINED 01                110        0        0
BEA SYSTEMS                    COM              073325102     1625   169369 SH       DEFINED 01             169369        0        0
BEA SYSTEMS                    COM              073325102      671    70000 SH       DEFINED 01 05               0    70000        0
BEAR STEARNS                   COM              073902108     1141    22814 SH       DEFINED 01              22814        0        0
BEAR STEARNS                   COM              073902108     1248    24950 SH       DEFINED 01 03               0    24950        0
BEAR STEARNS                   COM              073902108       29      581 SH       DEFINED 01 05               0      581        0
ROYAL BK SCO                   COM              0754783        154     7016 SH       DEFINED 01 10            7016        0        0
BEBE STORES INC                COM              075571109        2      102 SH       DEFINED 01                102        0        0
BEC WORLD            TH;BEC.F/ COM              075675991      727   144300 SH       DEFINED 01             144300        0        0
BEC WORLD            TH;BEC.F/ COM              075675991       18     3600 SH       DEFINED 01 05               0     3600        0
BECKMAN COULTER INC            COM              075811109       80     1803 SH       DEFINED 01               1803        0        0
BECTON DICKINSON               COM              075887109      487    13161 SH       DEFINED 01              13161        0        0
BECTON DICKINSON               COM              075887109     2263    61163 SH       DEFINED 01 03               0    61163        0
BECTON DICKINSON               COM              075887109       53     1425 SH       DEFINED 01 05               0     1425        0
BED BATH & BEYOND              COM              075896100    16773   658764 SH       DEFINED 01             658764        0        0
BED BATH & BEYOND              COM              075896100     1745    68549 SH       DEFINED 01 03               0    68549        0
BED BATH & BEYOND              COM              075896100    25155   987997 SH       DEFINED 01 05               0   987997        0
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BED BATH & BEYOND IN           COM              075896100      155     6100 SH       DEFINED 01 02               0     6100        0
SAINSBURY(J)                   COM              0767640         24     4514 SH       DEFINED 01 10            4514        0        0
BEIJING DATANG P."H" 0991      COM              076840990     2466  6930000 SH       DEFINED 01            6930000        0        0
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BEIJING ENTERPRISES (0392)     COM              076900992       54    54000 SH       DEFINED 01 05               0    54000        0
BEL FUSE INC                   COM              077347300     2120   109057 SH       DEFINED 01             109057        0        0
BEL FUSE INC                   COM              077347300       78     4000 SH       DEFINED 01 05               0     4000        0
BELDEN INC                     COM              077459105     1401    74512 SH       DEFINED 01              74512        0        0
BELL MICRPROD INC              COM              078137106      391    50851 SH       DEFINED 01              50851        0        0
BP PLC                         COM              0798059        500    60538 SH       DEFINED 01 10           60538        0        0
SSL INTERNATIONAL              COM              0798112          3      402 SH       DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     6863   165184 SH       DEFINED 01                  0   165184        0
BELL SOUTH                     COM              079860102   255428  6147495 SH       DEFINED 01            6147495        0        0
BELL SOUTH                     COM              079860102    26406   635505 SH       DEFINED 01 02               0   635505        0
BELL SOUTH                     COM              079860102    23912   575499 SH       DEFINED 01 03               0   575499        0
BELL SOUTH                     COM              079860102     3241    78014 SH       DEFINED 01 05               0    78014        0
SAGE GROUP PLC                 COM              0802165          7     3029 SH       DEFINED 01 10            3029        0        0
BELO CORP                      COM              080555105       50     3106 SH       DEFINED 01               3106        0        0
INVENSYS                       COM              0807041          4     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       36      916 SH       DEFINED 01                916        0        0
BEMIS CO                       COM              081437105      500    12547 SH       DEFINED 01 03               0    12547        0
BEMIS CO                       COM              081437105       12      292 SH       DEFINED 01 05               0      292        0
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BENCHMARK ELECTRONIC           COM              08160H101        3      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         13     1293 SH       DEFINED 01 10            1293        0        0
GRANADA PLC                    COM              0827566          9     6738 SH       DEFINED 01 10            6738        0        0
CORUS GROUP                    COM              0828053          5     7377 SH       DEFINED 01 10            7377        0        0
ANGLIAN WATE                   COM              0843443          5      594 SH       DEFINED 01 10             594        0        0
WR BERKLEY                     COM              084423102        4       90 SH       DEFINED 01                 90        0        0
BERKSHIRE HATHAWAY I           COM              084670108      210        3 SH       DEFINED 01                  3        0        0
BERKSHIRE HATHAWAY I           COM              084670108    42000      600 SH       DEFINED 01 05               0      600        0
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BERKSHIRE HATHAWAY B           COM              084670207     1048      450 SH       DEFINED 01 03               0      450        0
BERKSHIRE HATHAWAY B           COM              084670207    34950    15000 SH       DEFINED 01 05               0    15000        0
BEST BUY                       COM              086516101   108458  2386317 SH       DEFINED 01            2386317        0        0
BEST BUY                       COM              086516101     2992    65816 SH       DEFINED 01 03               0    65816        0
BEST BUY                       COM              086516101    61255  1347760 SH       DEFINED 01 05               0  1347760        0
BEST BUY CO                    COM              086516101      409     9000 SH       DEFINED 01                  0     9000        0
BEST BUY CO                    COM              086516101     3520    77447 SH       DEFINED 01 02               0    77447        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        139    14591 SH       DEFINED 01 10           14591        0        0
BETHLEHEM STEEL                COM              087509105        0      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          2     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      299    29316 SH       DEFINED 01              29316        0        0
TESCO                          COM              0884709         68    18045 SH       DEFINED 01 10           18045        0        0
BHP BILLITON LTD               COM              088606991     8804  2079124 SH       DEFINED 01            2079124        0        0
BHP BILLITON LTD               COM              088606991     2386   563508 SH       DEFINED 01 03               0   563508        0
BHP BILLITON LTD               COM              088606991    16125  3808043 SH       DEFINED 01 05               0  3808043        0
3I GROUP PLC                   COM              0888693         14     1400 SH       DEFINED 01 10            1400        0        0
BIG LOTS INC                   COM              089302103      828    99809 SH       DEFINED 01              99809        0        0
BIG LOTS INC                   COM              089302103      223    26902 SH       DEFINED 01 03               0    26902        0
BIG LOTS INC                   COM              089302103       66     8027 SH       DEFINED 01 05               0     8027        0
BILLSERV INC                   COM              090181108       27    33000 SH       DEFINED 01              33000        0        0
BINDVIEW DEVEL CORP            COM              090327107        0      150 SH       DEFINED 01                150        0        0
BHP BILLITON PLC               COM              090525999     4508  1096463 SH       DEFINED 01            1096463        0        0
BHP BILLITON PLC               COM              090525999      108    26286 SH       DEFINED 01 05               0    26286        0
BHP BILLITON PLC (UK)          COM              090527995     2215   538670 SH       DEFINED 01             538670        0        0
BIO TECH GENERAL               COM              090578105     1302   173945 SH       DEFINED 01             173945        0        0
BIOGEN                         COM              090597105   164053  2951680 SH       DEFINED 01            2951680        0        0
BIOGEN                         COM              090597105     6405   115237 SH       DEFINED 01 03               0   115237        0
BIOGEN                         COM              090597105    53869   969226 SH       DEFINED 01 05               0   969226        0
BIOGEN INC                     COM              090597105    40240   724003 SH       DEFINED 01 02               0   724003        0
BIOMET                         COM              090613100   148994  5093868 SH       DEFINED 01            5093868        0        0
BIOMET                         COM              090613100     5809   198614 SH       DEFINED 01 02               0   198614        0
BIOMET                         COM              090613100     9701   331656 SH       DEFINED 01 03               0   331656        0
BIOMET                         COM              090613100    43206  1477110 SH       DEFINED 01 05               0  1477110        0
BIOMARIN PHARMACEUTI           COM              09061G101        1      125 SH       DEFINED 01                125        0        0
BIOVAIL CORP                   COM              09067J109       36      771 SH       DEFINED 01                771        0        0
BIRCH TELECOM WTS              COM              09069B112        0    14000 SH       DEFINED 01              14000        0        0
BIRCH TELECOM WTS              COM              09069B112        0     2000 SH       DEFINED 01 05               0     2000        0
BIOSITE INC                    COM              090945106        2      100 SH       DEFINED 01 02               0      100        0
BLACK & DECKER                 COM              091797100       42     1350 SH       DEFINED 01               1350        0        0
BLACK & DECKER                 COM              091797100      602    19308 SH       DEFINED 01 03               0    19308        0
BLACK & DECKER                 COM              091797100       14      449 SH       DEFINED 01 05               0      449        0
BLACK BOX                      COM              091826107     4600   109333 SH       DEFINED 01             109333        0        0
BLACK BOX                      COM              091826107      101     2400 SH       DEFINED 01 05               0     2400        0
BLACK BOX CORP                 COM              091826107        3       80 SH       DEFINED 01 02               0       80        0
BLACK HILLS CORP               COM              092113109       24      803 SH       DEFINED 01                803        0        0
SMITH AND NEPHEW PLC           COM              0922320         11     2150 SH       DEFINED 01 10            2150        0        0
GLAXOSMITHKLINE                COM              0925288        471    16699 SH       DEFINED 01 10           16699        0        0
COATS PLC                      COM              0927057          1     1562 SH       DEFINED 01 10            1562        0        0
EIDOS                          COM              0934897          1      286 SH       DEFINED 01 10             286        0        0
BLOCK H&R INC                  COM              093671105      121     3144 SH       DEFINED 01               3144        0        0
BLOCK H&R INC                  COM              093671105     1673    43390 SH       DEFINED 01 03               0    43390        0
BLOCK H&R INC                  COM              093671105       39     1011 SH       DEFINED 01 05               0     1011        0
DE LA RUE                      COM              0938059          3      418 SH       DEFINED 01 10             418        0        0
BLUE MARTINI SFTWARE           COM              095698106        0      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     3990  4200000 SH       DEFINED 01            4200000        0        0
BLUESTREAM VENTURES  0.00 06/2 PRF              096120XX3     5510  5800000 SH       DEFINED 01 05               0  5800000        0
GREAT PORTLA                   COM              0962951          2      494 SH       DEFINED 01 10             494        0        0
P&0 PRINCESS CRUISES           COM              0963590          5     1520 SH       DEFINED 01 10            1520        0        0
BLYTH INC                      COM              09643P108       33     1638 SH       DEFINED 01               1638        0        0
BOB EVANS FARMS                COM              096761101       19     1058 SH       DEFINED 01               1058        0        0
BOCA RESORTS INC               COM              09688T106        2      199 SH       DEFINED 01                199        0        0
BOEING                         COM              097023105     3948   117842 SH       DEFINED 01             117842        0        0
BOEING                         COM              097023105     6940   207154 SH       DEFINED 01 03               0   207154        0
BOEING                         COM              097023105      162     4830 SH       DEFINED 01 05               0     4830        0
WIMPEY (GEORGE)                COM              0971344          2      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103      680    23061 SH       DEFINED 01              23061        0        0
BOISE CASCADE                  COM              097383103      402    13643 SH       DEFINED 01 03               0    13643        0
BOISE CASCADE                  COM              097383103        9      317 SH       DEFINED 01 05               0      317        0
WPP GROUP PLC                  COM              0974042         21     2895 SH       DEFINED 01 10            2895        0        0
WOLSELEY                       COM              0976402          8     1347 SH       DEFINED 01 10            1347        0        0
LATTICE GROUP PLC              COM              0976640         19     8236 SH       DEFINED 01 10            8236        0        0
BOMBARDIER - B                 COM              097751200      468    63813 SH       DEFINED 01              63813        0        0
BOMBARDIER - B                 COM              097751200      116    15829 SH       DEFINED 01 03               0    15829        0
BOMBARDIER - B                 COM              097751200      224    30504 SH       DEFINED 01 05               0    30504        0
ASTRAZENECA                    COM              0989529        219     4702 SH       DEFINED 01 10            4702        0        0
BOOTS & COOTS INTL W           COM              099469108      123   220000 SH       DEFINED 01             220000        0        0
BOOTS CO PLC                   COM              099555997     3903   425543 SH       DEFINED 01             425543        0        0
BOOTS CO PLC                   COM              099555997     1180   128625 SH       DEFINED 01 03               0   128625        0
BOOTS CO PLC                   COM              099555997     4749   517844 SH       DEFINED 01 05               0   517844        0
BORDERS GROUP INC.             COM              099709107     1254    65502 SH       DEFINED 01              65502        0        0
BORDERS GROUP INC.             COM              099709107       96     5000 SH       DEFINED 01 05               0     5000        0
BORG WARNER INC                COM              099724106        6      140 SH       DEFINED 01 02               0      140        0
BORGWARNER                     COM              099724106     1862    46231 SH       DEFINED 01              46231        0        0
BORGWARNER                     COM              099724106      109     2700 SH       DEFINED 01 05               0     2700        0
BORON LEPORE & ASSOC           COM              10001P102      278    29300 SH       DEFINED 01              29300        0        0
BOSTON COMMUNICATION           COM              100582105      579    51735 SH       DEFINED 01              51735        0        0
BOSTON PRIVATE FINANCIAL HOLDI COM              101119105     3172   162600 SH       DEFINED 01             162600        0        0
BOSTON PRIVATE FINANCIAL HOLDI COM              101119105      142     7300 SH       DEFINED 01 05               0     7300        0
BOSTON PRIVATE FINL            COM              101119105        3      160 SH       DEFINED 01 02               0      160        0
BOSTON PROPERTIES IN           COM              101121101        7      182 SH       DEFINED 01                182        0        0
BOSTON SCIENTIFIC              COM              101137107    11322   552281 SH       DEFINED 01             552281        0        0
BOSTON SCIENTIFIC              COM              101137107      219    10700 SH       DEFINED 01 02               0    10700        0
BOSTON SCIENTIFIC              COM              101137107     1954    95334 SH       DEFINED 01 03               0    95334        0
BOSTON SCIENTIFIC              COM              101137107    15181   740522 SH       DEFINED 01 05               0   740522        0
BOWATER INC                    COM              102183100     1292    29357 SH       DEFINED 01              29357        0        0
BOWNE & CO                     COM              103043105     1018   100251 SH       DEFINED 01             100251        0        0
BOYD GAMING CORP               COM              103304101        0      110 SH       DEFINED 01                110        0        0
BOYD GAMING CORP               COM              103304101        3      630 SH       DEFINED 01 02               0      630        0
BOYDS COLLECTION LTD           COM              103354106        1      158 SH       DEFINED 01                158        0        0
BRADY CORP - CL A              COM              104674106     2069    69412 SH       DEFINED 01              69412        0        0
BRANCOTE HOLDINGS PLC          COM              105210991     1019   550000 SH       DEFINED 01             550000        0        0
BRASCAN CORP - A               COM              10549P606     1488    90200 SH       DEFINED 01              90200        0        0
BRASCAN CORP - A               COM              10549P606      165    10000 SH       DEFINED 01 05               0    10000        0
BRAUN CONSULTING INC           COM              105651103        1      250 SH       DEFINED 01 03               0      250        0
BRIGGS & STRATTON              COM              109043109     2046    65568 SH       DEFINED 01              65568        0        0
BRIGHT POINT                   COM              109473108      525   169277 SH       DEFINED 01             169277        0        0
BRINKER INTL                   COM              109641100    34268  1450797 SH       DEFINED 01            1450797        0        0
BRINKER INTL                   COM              109641100     3705   156850 SH       DEFINED 01 03               0   156850        0
BRINKER INTL                   COM              109641100      299    12650 SH       DEFINED 01 05               0    12650        0
BRINKER INT'L INC              COM              109641100     3705   156885 SH       DEFINED 01 02               0   156885        0
BRIO TECHNOLOGY                COM              109704106        0       49 SH       DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108   321750  5791064 SH       DEFINED 01            5791064        0        0
BRISTOL MYERS SQUIBB           COM              110122108    43629   785267 SH       DEFINED 01 02               0   785267        0
BRISTOL MYERS SQUIBB           COM              110122108    26580   478408 SH       DEFINED 01 03               0   478408        0
BRISTOL MYERS SQUIBB           COM              110122108    54894   988009 SH       DEFINED 01 05               0   988009        0
BRITESMILE                     COM              110415106      300    50000 SH       DEFINED 01              50000        0        0
BRITISH AMER TOBACCO           COM              110420999    11715  1326191 SH       DEFINED 01            1326191        0        0
BRITISH AMER TOBACCO           COM              110420999    16758  1897172 SH       DEFINED 01 05               0  1897172        0
BAE SYSTEMS PLC                COM              110466992       38     7820 SH       DEFINED 01               7820        0        0
BRITISH SKY BRDCAST  GB;BSY/GB COM              111014999    17844  2056214 SH       DEFINED 01            2056214        0        0
BRITISH SKY BRDCAST  GB;BSY/GB COM              111014999    25357  2921722 SH       DEFINED 01 05               0  2921722        0
BRITISH TELECOM PLC            COM              111021101    33881  6780347 SH       DEFINED 01            6780347        0        0
BRITISH TELECOM PLC            COM              111021101     8264  1653770 SH       DEFINED 01 03               0  1653770        0
BRITISH TELECOM PLC            COM              111021101    19720  3946273 SH       DEFINED 01 05               0  3946273        0
BROADCOM                       COM              111320107      170     8370 SH       DEFINED 01               8370        0        0
BROADCOM                       COM              111320107     1254    61773 SH       DEFINED 01 03               0    61773        0
BROADCOM                       COM              111320107       29     1439 SH       DEFINED 01 05               0     1439        0
BROADVISION INC                COM              111412102        7     7598 SH       DEFINED 01               7598        0        0
BROADWING INC                  COM              111620100      633    39284 SH       DEFINED 01              39284        0        0
BROCADE COMMUNICATIO           COM              111621108       62     4450 SH       DEFINED 01 02               0     4450        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    39733  2831965 SH       DEFINED 01            2831965        0        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    22328  1591460 SH       DEFINED 01 05               0  1591460        0
BROOKS AUTOMATION              COM              11434A100     3257   122483 SH       DEFINED 01             122483        0        0
BROOKS AUTOMATION              COM              11434A100        1       40 SH       DEFINED 01 02               0       40        0
BROOKS AUTOMATION              COM              11434A100       70     2640 SH       DEFINED 01 05               0     2640        0
BROOKTROUT INC                 COM              114580103      121    36801 SH       DEFINED 01              36801        0        0
BROWN & BROWN                  COM              115236101     1152    22120 SH       DEFINED 01              22120        0        0
BROWN-FORMAN - B               COM              115637209       75     1178 SH       DEFINED 01               1178        0        0
BROWN-FORMAN - B               COM              115637209     1028    16266 SH       DEFINED 01 03               0    16266        0
BROWN-FORMAN - B               COM              115637209       24      378 SH       DEFINED 01 05               0      378        0
BROWN (TOM)                    COM              115660201     5266   251984 SH       DEFINED 01             251984        0        0
BROWN (TOM)                    COM              115660201      172     8200 SH       DEFINED 01 05               0     8200        0
BROWN (TOM) INC                COM              115660201        4      190 SH       DEFINED 01 02               0      190        0
BROWN GROUP INC                COM              115736100      601    52963 SH       DEFINED 01              52963        0        0
BROWN SHOE CO INC              COM              115736100        4      310 SH       DEFINED 01 02               0      310        0
BRUNSWICK CORP                 COM              117043109       25     1495 SH       DEFINED 01               1495        0        0
BRUNSWICK CORP                 COM              117043109      343    20808 SH       DEFINED 01 03               0    20808        0
BRUNSWICK CORP                 COM              117043109        8      484 SH       DEFINED 01 05               0      484        0
BRUSH ENGINEERED MATERIALS     COM              117421107      691    50225 SH       DEFINED 01              50225        0        0
BSQUARE CORP                   COM              11776U102        0      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        7      204 SH       DEFINED 01                204        0        0
BUCKEYE TECHNOLOGIE            COM              118255108     1027   103709 SH       DEFINED 01             103709        0        0
BUCKLE INC                     COM              118440106      295    17900 SH       DEFINED 01              17900        0        0
BUCKLE INC                     COM              118440106       23     1400 SH       DEFINED 01 05               0     1400        0
BLDG MATERIAL HOLD   BMHC      COM              120113105      547    38991 SH       DEFINED 01              38991        0        0
BURLINGTON COAT FACT           COM              121579106     1893   134259 SH       DEFINED 01             134259        0        0
BURLINGTON/SANTA FE            COM              12189T104    74150  2772009 SH       DEFINED 01            2772009        0        0
BURLINGTON/SANTA FE            COM              12189T104     4007   149819 SH       DEFINED 01 03               0   149819        0
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BURLINGTON RESOURCES           COM              122014103     1950    57000 SH       DEFINED 01                  0    57000        0
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BURLINGTON RESOURCES           COM              122014103     1718    50214 SH       DEFINED 01 03               0    50214        0
BURLINGTON RESOURCES           COM              122014103     7395   216170 SH       DEFINED 01 05               0   216170        0
BUTLER MFG CO DEL              COM              123655102      413    19054 SH       DEFINED 01              19054        0        0
BUY.COM INC                    COM              124269101        0      368 SH       DEFINED 01                368        0        0
C&D TECHNOLOGY                 COM              124661109     1460    79388 SH       DEFINED 01              79388        0        0
C&D TECHNOLOGY                 COM              124661109        2      100 SH       DEFINED 01 02               0      100        0
CBL & ASSOCIATES               COM              124830100        2       87 SH       DEFINED 01                 87        0        0
CBRL GROUP INC                 COM              12489V106       35     1619 SH       DEFINED 01               1619        0        0
CBRL GROUP INC                 COM              12489V106        7      300 SH       DEFINED 01 02               0      300        0
CGNU PLC                       COM              124950999    13900  1126577 SH       DEFINED 01            1126577        0        0
CGNU PLC                       COM              124950999     3976   322256 SH       DEFINED 01 03               0   322256        0
CGNU PLC                       COM              124950999    19278  1562494 SH       DEFINED 01 05               0  1562494        0
C-COR.NET CORPORATION          COM              125010108      673    98161 SH       DEFINED 01              98161        0        0
CDI CORP                       COM              125071100      930    57929 SH       DEFINED 01              57929        0        0
CDW COMPUTER CENTERS           COM              125129106      777    21475 SH       DEFINED 01              21475        0        0
CDW COMPUTER CENTERS           COM              125129106       99     2750 SH       DEFINED 01 02               0     2750        0
CEC ENTERTAINMENT              COM              125137109     2866    84060 SH       DEFINED 01              84060        0        0
CH ENERGY GROUP INC            COM              12541M102     2017    49690 SH       DEFINED 01              49690        0        0
CH ROBINSON WORLDWID           COM              12541W100       58     2000 SH       DEFINED 01 02               0     2000        0
CH ROBINSON WORLDWIDE          COM              12541W100     5861   202400 SH       DEFINED 01             202400        0        0
CH ROBINSON WORLDWIDE          COM              12541W100     9036   312000 SH       DEFINED 01 05               0   312000        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991     4330    31485 SH       DEFINED 01              31485        0        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991     2624    19079 SH       DEFINED 01 03               0    19079        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991     5809    42244 SH       DEFINED 01 05               0    42244        0
CIGNA CORP                     COM              125509109    83686  1008876 SH       DEFINED 01            1008876        0        0
CIGNA CORP                     COM              125509109     5073    61153 SH       DEFINED 01 03               0    61153        0
CIGNA CORP                     COM              125509109     2279    27464 SH       DEFINED 01 05               0    27464        0
CLECO CORP                     COM              12561W105     2907   141025 SH       DEFINED 01             141025        0        0
CLECO CORP                     COM              12561W105        2      120 SH       DEFINED 01 02               0      120        0
CLECO CORP                     COM              12561W105      214    10400 SH       DEFINED 01 05               0    10400        0
CMGI INC                       COM              125750109       11    10748 SH       DEFINED 01              10748        0        0
CMS ENERGY CORP                COM              125896100       45     2259 SH       DEFINED 01               2259        0        0
CMS ENERGY CORP                COM              125896100      627    31349 SH       DEFINED 01 03               0    31349        0
CMS ENERGY CORP                COM              125896100       15      730 SH       DEFINED 01 05               0      730        0
CPI CORP                       COM              125902106      336    23365 SH       DEFINED 01              23365        0        0
CPI CORP                       COM              125902106     1847   128504 SH       DEFINED 01 03               0   128504        0
CSK AUTO CORP                  COM              125965103        1      102 SH       DEFINED 01                102        0        0
CNA FINANCIAL                  COM              126117100       10      386 SH       DEFINED 01                386        0        0
CNA SURETY CORP                COM              12612L108     1184    88000 SH       DEFINED 01              88000        0        0
CNA SURETY CORP                COM              12612L108        4      270 SH       DEFINED 01 02               0      270        0
CNA SURETY CORP                COM              12612L108       90     6700 SH       DEFINED 01 05               0     6700        0
CNF TRUST SER A CM CVT    5.00 PRF              12612V205    22308   572000 SH       DEFINED 01             572000        0        0
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CNF                            COM              12612W104       37     1627 SH       DEFINED 01               1627        0        0
CN NATLOFFSHORE OIL  (CNOOC)   COM              126130996     2512  2511500 SH       DEFINED 01            2511500        0        0
CN NATLOFFSHORE OIL  (CNOOC)   COM              126130996       59    58500 SH       DEFINED 01 05               0    58500        0
CNET NETWORKS INC              COM              12613R104       18     4168 SH       DEFINED 01               4168        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    40794   399940 SH       DEFINED 01             399940        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    13830   135586 SH       DEFINED 01 05               0   135586        0
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CSC HOLDINGS INC PIK  11.75  1 PRF              126304609     4535    44034 SH       DEFINED 01 05               0    44034        0
CSG SYSTEMS                    COM              126349109     4654   113520 SH       DEFINED 01             113520        0        0
CSG SYSTEMS                    COM              126349109       41     1000 SH       DEFINED 01 02               0     1000        0
CSG SYSTEMS                    COM              126349109     6761   164900 SH       DEFINED 01 05               0   164900        0
CSX CORP                       COM              126408103      156     4951 SH       DEFINED 01               4951        0        0
CSX CORP                       COM              126408103     1596    50668 SH       DEFINED 01 03               0    50668        0
CSX CORP                       COM              126408103       37     1181 SH       DEFINED 01 05               0     1181        0
CTC COMMUNICATIONS G           COM              126419100       71    13600 SH       DEFINED 01              13600        0        0
CTS CORP                       COM              126501105     1246    84393 SH       DEFINED 01              84393        0        0
CTS CORP                       COM              126501105        2      150 SH       DEFINED 01 02               0      150        0
CUNO INC                       COM              126583103     1379    49706 SH       DEFINED 01              49706        0        0
CVB FINL CORP                  COM              126600105        2      110 SH       DEFINED 01                110        0        0
CVS CORP                       COM              126650100     5450   141200 SH       DEFINED 11 12               0   141200        0
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CVS CORP                       COM              126650100       30      915 SH       DEFINED 01 02               0      915        0
CVS CORP                       COM              126650100     3101    93391 SH       DEFINED 01 03               0    93391        0
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CVS CORP                       COM              12665100     27688   717300 SH       DEFINED 11 12 13            0   717300        0
CV THERAPEUTICS INC            COM              126667104      570    14688 SH       DEFINED 01              14688        0        0
CABLEVISION SYSTEMS-NY GROUP-A COM              12686C109       11      277 SH       DEFINED 01                277        0        0
CABLE DESIGN TECH              COM              126924109     1696   143084 SH       DEFINED 01             143084        0        0
CABLE DESIGN TECH              COM              126924109        5      385 SH       DEFINED 01 02               0      385        0
CABLE SATIFACTION INTL WT EXP  COM              126934116        0    12565 SH       DEFINED 01              12565        0        0
CABLE SATIFACTION INTL WT EXP  COM              126934116        0     2585 SH       DEFINED 01 05               0     2585        0
CACHEFLOW INC                  COM              126946102        0      159 SH       DEFINED 01                159        0        0
CABOT CORPORATION              COM              127055101       77     1948 SH       DEFINED 01               1948        0        0
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CABOT INDUSTRIAL TRU           COM              127072106      154     7500 SH       DEFINED 01 05               0     7500        0
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CABOT OIL & GAS CORP           COM              127097103        2      100 SH       DEFINED 01 02               0      100        0
CABOT MICROELECTRONI           COM              12709P103       34      697 SH       DEFINED 01                697        0        0
CACI INTERNATIONAL             COM              127190304     1875    34300 SH       DEFINED 01              34300        0        0
CADBURY SCHWEPP                COM              127209104       41     6361 SH       DEFINED 01               6361        0        0
CADENCE DESIGN SYS             COM              127387108     7449   447350 SH       DEFINED 01             447350        0        0
CADENCE DESIGN SYS             COM              127387108       72     4300 SH       DEFINED 01 02               0     4300        0
CADENCE DESIGN SYS             COM              127387108     7691   461900 SH       DEFINED 01 05               0   461900        0
CAL DIVE INTL INC              COM              127914109     2134   128107 SH       DEFINED 01             128107        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
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CALIF PIZZA KITCHEN            COM              13054D109      124     7800 SH       DEFINED 01               7800        0        0
CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
CALLAWAY GOLF CO               COM              131193104     1007    78687 SH       DEFINED 01              78687        0        0
CALLAWAY GOLF CO               COM              131193104        3      200 SH       DEFINED 01 02               0      200        0
CALLAWAY GOLF CO               COM              131193104       20     1600 SH       DEFINED 01 05               0     1600        0
CALPINE                        COM              131347106    83865  3676630 SH       DEFINED 01            3676630        0        0
CALPINE                        COM              131347106     3661   160527 SH       DEFINED 01 03               0   160527        0
CALPINE                        COM              131347106    20071   879883 SH       DEFINED 01 05               0   879883        0
CALPINE CORP                   COM              131347106     3125   137000 SH       DEFINED 01                  0   137000        0
CALPINE CORP                   COM              131347106    12166   533282 SH       DEFINED 01 02               0   533282        0
CAMBREX                        COM              132011107     5239   156253 SH       DEFINED 01             156253        0        0
CAMBREX                        COM              132011107      137     4100 SH       DEFINED 01 05               0     4100        0
CAMBREX CORP                   COM              132011107        3       90 SH       DEFINED 01 02               0       90        0
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CAMPBELL SOUP                  COM              134429109     2715    96954 SH       DEFINED 01 03               0    96954        0
CAMPBELL SOUP                  COM              134429109       63     2261 SH       DEFINED 01 05               0     2261        0
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CANADIAN HUNTER EXPLOR LTD     COM              135499994       18      800 SH       DEFINED 01                800        0        0
CANADIAN NATURAL RESOURCES LTD COM              135501997       25     1000 SH       DEFINED 01               1000        0        0
CANADIAN PAC LTD               COM              135923100    14350   447181 SH       DEFINED 01             447181        0        0
CDN NATL RAILWAY               COM              136377991       53     1400 SH       DEFINED 01               1400        0        0
CANON INC                      COM              138006408    14536   529571 SH       DEFINED 01             529571        0        0
CANON INC                      COM              138006408     1537    56000 SH       DEFINED 01 03               0    56000        0
CANON INC                      COM              138006408    14054   512000 SH       DEFINED 01 05               0   512000        0
CANON SALES CO INC             COM              138010996       30     4000 SH       DEFINED 01               4000        0        0
CAPITA GROUP PLC               COM              139650998       31     5767 SH       DEFINED 01               5767        0        0
CAPITAL ONE FINL               COM              14040H105     5394   117193 SH       DEFINED 01             117193        0        0
CAPITAL ONE FINL               COM              14040H105     2559    55591 SH       DEFINED 01 03               0    55591        0
CAPITAL ONE FINL               COM              14040H105    16484   358104 SH       DEFINED 01 05               0   358104        0
CAPITAL ONE FINL COR           COM              14040H105     5754   125000 SH       DEFINED 01                  0   125000        0
CAPITAL FED FINL               COM              14057C106        6      305 SH       DEFINED 01                305        0        0
CAPITAL FED FINL               COM              14057C106        6      330 SH       DEFINED 01 02               0      330        0
CAPITOL TRANSAMERICA CORP      COM              140640103       90     5500 SH       DEFINED 01               5500        0        0
CAPSTONE TURBINE               COM              14067D102      505    83713 SH       DEFINED 01              83713        0        0
CAPTARIS INC                   COM              14071N104      205    98194 SH       DEFINED 01              98194        0        0
CARBO CERAMICS                 COM              140781105     1255    45306 SH       DEFINED 01              45306        0        0
CARAUSTAR                      COM              140909102      782    84577 SH       DEFINED 01              84577        0        0
CARDINAL HEALTH                COM              14149Y108   551020  7451237 SH       DEFINED 01            7451237        0        0
CARDINAL HEALTH                COM              14149Y108     4362    58998 SH       DEFINED 01 02               0    58998        0
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CAREER EDUCATIONS              COM              141665109        3       60 SH       DEFINED 01 02               0       60        0
CAREMARK RX INC                COM              141705103    10585   634598 SH       DEFINED 01             634598        0        0
CAREMARK RX INC                COM              141705103     2253   135050 SH       DEFINED 01 02               0   135050        0
CAREMARK RX INC                COM              141705103    16082   964100 SH       DEFINED 01 05               0   964100        0
CARLISLE COS INC.              COM              142339100       27      949 SH       DEFINED 01                949        0        0
CARNIVAL CORP                  COM              143658102    17493   794399 SH       DEFINED 01             794399        0        0
CARNIVAL CORP                  COM              143658102    16535   750983 SH       DEFINED 01 02               0   750983        0
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CARNIVAL CORP                  COM              143658102       71     3238 SH       DEFINED 01 05               0     3238        0
CARPENTER TECHNOLGY            COM              144285103     2046    91974 SH       DEFINED 01              91974        0        0
CARPENTER TECHNOLGY            COM              144285103        4      170 SH       DEFINED 01 02               0      170        0
CARPENTER TECHNOLGY            COM              144285103      111     5000 SH       DEFINED 01 05               0     5000        0
CARREFOUR                      COM              144300993       20      425 SH       DEFINED 01                425        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER CORPORATION           COM              144433109      503    66313 SH       DEFINED 01              66313        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CARTER-WALLACE INC             COM              146285101        8      382 SH       DEFINED 01                382        0        0
CASCADE CORP                   COM              147195101        2      240 SH       DEFINED 01 02               0      240        0
CASCADE NATURAL GAS            COM              147339105      724    33509 SH       DEFINED 01              33509        0        0
CASEY S GENERAL STOR           COM              147528103     1787   150320 SH       DEFINED 01             150320        0        0
CASH AMERICA INVESTM           COM              14754D100      683    75003 SH       DEFINED 01              75003        0        0
CASTLE A M CO PV10             COM              148411101      357    42963 SH       DEFINED 01              42963        0        0
CATALINA MARKETING             COM              148867104    19649   701763 SH       DEFINED 01             701763        0        0
CATALINA MARKETING             COM              148867104     2894   103350 SH       DEFINED 01 03               0   103350        0
CATALINA MARKETING             COM              148867104      192     6859 SH       DEFINED 01 05               0     6859        0
CATALINA MKTG                  COM              148867104    29434  1051238 SH       DEFINED 01 02               0  1051238        0
CATAPULT COMM. CORP            COM              149016107      540    39249 SH       DEFINED 01              39249        0        0
CATELLUS DEVELOPMENT           COM              149111106     2331   133368 SH       DEFINED 01             133368        0        0
CATELLUS DEVELOPMENT           COM              149111106      171     9800 SH       DEFINED 01 05               0     9800        0
CATERPILLAR                    COM              149123101   299642  6688429 SH       DEFINED 01            6688429        0        0
CATERPILLAR                    COM              149123101     5331   119004 SH       DEFINED 01 03               0   119004        0
CATERPILLAR                    COM              149123101    67480  1506241 SH       DEFINED 01 05               0  1506241        0
CATERPILLAR INC                COM              149123101      301     6726 SH       DEFINED 01 02               0     6726        0
CATO CORP  -CL A               COM              149205106     1130    75550 SH       DEFINED 01              75550        0        0
CATO CORP  -CL A               COM              149205106        5      330 SH       DEFINED 01 02               0      330        0
CEDAR FAIR  LP                 COM              150185106        4      198 SH       DEFINED 01                198        0        0
CELESTICA INC                  COM              150900991       73     2700 SH       DEFINED 01               2700        0        0
CELL GENESYS                   COM              150921104     1725   107800 SH       DEFINED 01             107800        0        0
CELL GENESYS                   COM              150921104      114     7100 SH       DEFINED 01 05               0     7100        0
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CELL THERAPEUTICS              COM              150934107        4      180 SH       DEFINED 01 02               0      180        0
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CELESTICA INC                  COM              15101Q108    10844   397186 SH       DEFINED 01             397186        0        0
CELESTICA INC                  COM              15101Q108      105     3850 SH       DEFINED 01 02               0     3850        0
CELESTICA INC                  COM              15101Q108    16085   589200 SH       DEFINED 01 05               0   589200        0
CELGENE CORP                   COM              151020104        5      189 SH       DEFINED 01                189        0        0
CELGENE CORP                   COM              151020104     2220    84000 SH       DEFINED 01 05               0    84000        0
CELL PATHWAYS INC              COM              15114R101        0      111 SH       DEFINED 01                111        0        0
CEMEX ADR                      COM              151290889        4      189 SH       DEFINED 01                189        0        0
CENDANT                        COM              151313103      210    16425 SH       DEFINED 01              16425        0        0
CENDANT                        COM              151313103     2943   229893 SH       DEFINED 01 03               0   229893        0
CENDANT                        COM              151313103    23851  1863359 SH       DEFINED 01 05               0  1863359        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        4      447 SH       DEFINED 01                447        0        0
CENTER POINT                   COM              151895109      671    14061 SH       DEFINED 01              14061        0        0
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CENTILLIUM COMM                COM              152319109        0       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
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CENTRICA PLC                   COM              155800998       43    13584 SH       DEFINED 01              13584        0        0
CENTURY ALUMINUM COMPANY       COM              156431108      498    62125 SH       DEFINED 01              62125        0        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104        0      188 SH       DEFINED 01                188        0        0
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CENTURYTEL INC                 COM              156700106       82     2431 SH       DEFINED 01               2431        0        0
CENTURYTEL INC                 COM              156700106     1122    33488 SH       DEFINED 01 03               0    33488        0
CENTURYTEL INC                 COM              156700106       26      780 SH       DEFINED 01 05               0      780        0
CEPHALON                       COM              156708109    10695   214399 SH       DEFINED 01             214399        0        0
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CERTEGY INC                    COM              156880106       62     2400 SH       DEFINED 01 02               0     2400        0
CERUS CORPORATION              COM              157085101        4       87 SH       DEFINED 01                 87        0        0
CHAMPION ENTERPRISES           COM              158496109     1009   145168 SH       DEFINED 01             145168        0        0
CHARLES RIV LABORATORIES       COM              159864107        6      171 SH       DEFINED 01                171        0        0
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CHARTER ONE FINL               COM              160903100      105     3721 SH       DEFINED 01               3721        0        0
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CHARTER COMMUNICATIONS INC     COM              16117M107        7      528 SH       DEFINED 01                528        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
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COORS (ADOLPH)                 COM              217016104        9      206 SH       DEFINED 01 05               0      206        0
COORSTEK INC                   COM              217020106     2162    86530 SH       DEFINED 01              86530        0        0
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COPART                         COM              217204106     4704   167944 SH       DEFINED 01             167944        0        0
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COPPER MOUNTAIN                COM              217510106        0       72 SH       DEFINED 01                 72        0        0
COR THERAPEUTICS INC           COM              217753102       36     1606 SH       DEFINED 01               1606        0        0
CORE MATERIALS CORP            COM              218683100      185   154613 SH       DEFINED 01 03               0   154613        0
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CORIXA CORP                    COM              21887F100        1       78 SH       DEFINED 01                 78        0        0
CORN PRODUCTS INTL             COM              219023108     3078   107136 SH       DEFINED 01             107136        0        0
CORNING INC                    COM              219350105     1720   195000 SH       DEFINED 01                  0   195000        0
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CORP EXECUTIVE BOARD           COM              21988R102        4      140 SH       DEFINED 01 02               0      140        0
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CORRECTIONS CORP OF AMERICA    COM              22025Y407        0       33 SH       DEFINED 01                 33        0        0
CORTEFIEL SA                   COM              220500995       38     7300 SH       DEFINED 01               7300        0        0
CORUS BANKSARES INC            COM              220873103        3       74 SH       DEFINED 01                 74        0        0
CORUS BANKSARES INC            COM              220873103        5      120 SH       DEFINED 01 02               0      120        0
CORVIS CORP                    COM              221009103        2     1323 SH       DEFINED 01               1323        0        0
COSINE COMM INC                COM              221222102        0      298 SH       DEFINED 01                298        0        0
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COSTCO WHOLESALE COR           COM              22160K105      207     5817 SH       DEFINED 01 02               0     5817        0
COUNTRYWIDE CREDIT             COM              222372104     1627    37018 SH       DEFINED 01              37018        0        0
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COVAD COMMUNICATIONS GROUP     COM              222814204        0      226 SH       DEFINED 01                226        0        0
COVANCE INC                    COM              222816100       32     1755 SH       DEFINED 01               1755        0        0
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COVANIA ENERGY CORP            COM              22281N103        4      300 SH       DEFINED 01 02               0      300        0
COVANIA ENERGY CORP            COM              22281N103       91     7800 SH       DEFINED 01 05               0     7800        0
COVANSYS CORPORATION           COM              22281W103        1      139 SH       DEFINED 01                139        0        0
COVENTRY HEALTH CARE           COM              222862104     4642   196687 SH       DEFINED 01             196687        0        0
COVIA TECHNOLOGIES             COM              222900XY3     1743  1622545 SH       DEFINED 01            1622545        0        0
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COX COMMUNICATIONS CL A        COM              224044107       23      558 SH       DEFINED 01 05               0      558        0
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COX RADIO INC                  COM              224051102      612    30337 SH       DEFINED 01              30337        0        0
CRANE CO                       COM              224399105    13068   596153 SH       DEFINED 01             596153        0        0
CRANE CO                       COM              224399105      311    14180 SH       DEFINED 01 03               0    14180        0
CRANE CO                       COM              224399105      763    34802 SH       DEFINED 01 05               0    34802        0
CRAWFORD & CO                  COM              224633107        2      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS COR           COM              225302108     2121   176025 SH       DEFINED 01             176025        0        0
CREDENCE SYSTEMS COR           COM              225302108      263    21800 SH       DEFINED 01 05               0    21800        0
CREE INC                       COM              225447101      217    14688 SH       DEFINED 01              14688        0        0
CRESCENT                       COM              225756105    43226  2015186 SH       DEFINED 01            2015186        0        0
CRESCENT                       COM              225756105      882    41100 SH       DEFINED 01 03               0    41100        0
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CRH PLC                        COM              226530996       21     1446 SH       DEFINED 01               1446        0        0
CRH PLC                        COM              226530996     2387   160812 SH       DEFINED 01 03               0   160812        0
CK WITCO CORPORATION           COM              227116100       24     3383 SH       DEFINED 01               3383        0        0
CROSS A T CO CL A    ATX.A - B COM              227478104      274    51649 SH       DEFINED 01              51649        0        0
CROSSROADS SYSTEMS             COM              22765D100        0      132 SH       DEFINED 01                132        0        0
CROWN CASTLE INTL              COM              228227104        4      461 SH       DEFINED 01                461        0        0
CROWN CORK & SEAL              COM              228255105        0      190 SH       DEFINED 01                190        0        0
CROWN MEDIA HOLDINGS           COM              228411104      410    40000 SH       DEFINED 01              40000        0        0
CRYOLIFE                       COM              228903100     2143    56985 SH       DEFINED 01              56985        0        0
CSR LIMITED                    COM              229555990       30     9700 SH       DEFINED 01               9700        0        0
CUBIC CORP.                    COM              229669106        5      150 SH       DEFINED 01 02               0      150        0
CUBIST PHARMACEUTICA           COM              229678107      523    15970 SH       DEFINED 01              15970        0        0
CULLEN FROST BANKERS           COM              229899109     4414   163812 SH       DEFINED 01             163812        0        0
CUMMINS INC                    COM              231021106      584    17710 SH       DEFINED 01              17710        0        0
CUMMINS INC                    COM              231021106      323     9785 SH       DEFINED 01 03               0     9785        0
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CUMULUS MEDIA                  COM              231082108        0       68 SH       DEFINED 01                 68        0        0
CURATIVE TECHNOLOGIE           COM              231264102      194    21425 SH       DEFINED 01              21425        0        0
CURAGEN CORP                   COM              23126R101        4      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT CORP            COM              231561101      699    15000 SH       DEFINED 01              15000        0        0
CURTISS-WRIGHT CORP            COM              231561101       70     1500 SH       DEFINED 01 05               0     1500        0
CYBEAR GROUP                   COM              23243C201        0        4 SH       DEFINED 01                  4        0        0
CYBERCARE INC                  COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102      891   101300 SH       DEFINED 01             101300        0        0
CYBEROPTICS CORP               COM              232517102        6      700 SH       DEFINED 01 05               0      700        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS INC COM                 COM              232560102      519    93145 SH       DEFINED 01              93145        0        0
CYMER INC                      COM              232572107     1552    92674 SH       DEFINED 01              92674        0        0
CYPRESS COMMUNICATIONS INC     COM              232743203        0        8 SH       DEFINED 01                  8        0        0
CYPRESS SEMICONDCTR            COM              232806109      568    38283 SH       DEFINED 01              38283        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDUSTRIES               COM              232820100     2745   118545 SH       DEFINED 01             118545        0        0
CYTEC INDUSTRIES               COM              232820100        6      250 SH       DEFINED 01 02               0      250        0
CYTEC INDUSTRIES               COM              232820100      152     6550 SH       DEFINED 01 05               0     6550        0
CYTOGEN CORP                   COM              232824102        1      242 SH       DEFINED 01                242        0        0
D & K HEALTHCARE RESOURCES     COM              232861104      503    10500 SH       DEFINED 01              10500        0        0
CYTYC CORP                     COM              232946103     6370   237596 SH       DEFINED 01             237596        0        0
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DDI CORP                       COM              233162106     1234   157334 SH       DEFINED 01             157334        0        0
DDI CORP                       COM              233162106        1      190 SH       DEFINED 01 02               0      190        0
DDI CORP                       COM              233162106       47     5990 SH       DEFINED 01 05               0     5990        0
DMC STRATEX NETWORKS INC       COM              23322L106     1312   254187 SH       DEFINED 01             254187        0        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 1                1758        0        0
DPL INCSTOCK                   COM              233293109       88     3623 SH       DEFINED 01               3623        0        0
DQE                            COM              23329J104       36     1872 SH       DEFINED 01               1872        0        0
D R HORTON INC                 COM              23331A109     4790   229596 SH       DEFINED 01             229596        0        0
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DSP GROUP                      COM              23332B106       16      799 SH       DEFINED 01                799        0        0
DSP GROUP                      COM              23332B106        4      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY COMPANY             COM              233331107   129273  3002848 SH       DEFINED 01            3002848        0        0
DTE ENERGY COMPANY             COM              233331107     1685    39130 SH       DEFINED 01 03               0    39130        0
DTE ENERGY COMPANY             COM              233331107       63     1470 SH       DEFINED 01 05               0     1470        0
DANONE                         COM              233640994      573     4402 SH       DEFINED 01               4402        0        0
DANONE                         COM              233640994      780     5986 SH       DEFINED 01 05               0     5986        0
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DAIRY MART WARRANTS            COM              2338602*5        0    10000 SH       DEFINED 01 05               0    10000        0
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DAL-TILE INTERNATION           COM              23426R108        8      530 SH       DEFINED 01 02               0      530        0
DAL-TILE INTERNATION           COM              23426R108      197    12800 SH       DEFINED 01 05               0    12800        0
DANA CORP                      COM              235811106       38     2469 SH       DEFINED 01               2469        0        0
DANA CORP                      COM              235811106      548    35138 SH       DEFINED 01 03               0    35138        0
DANA CORP                      COM              235811106       13      818 SH       DEFINED 01 05               0      818        0
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DANAHER                        COM              235851102    38234   810418 SH       DEFINED 01 05               0   810418        0
DANAHER CORP                   COM              235851102    14222   301431 SH       DEFINED 01 02               0   301431        0
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DATA RETURN CORP               COM              23785M104        0       98 SH       DEFINED 01                 98        0        0
DATASCOPE                      COM              238113104     1742    44932 SH       DEFINED 01              44932        0        0
DAVITA INC                     COM              23918K108      922    45359 SH       DEFINED 01              45359        0        0
DAVOX CORP                     COM              239208101      308    38783 SH       DEFINED 01              38783        0        0
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DEERE & COMPANY                COM              244199105     2028    53905 SH       DEFINED 01              53905        0        0
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DEL MONTE FOODS CO             COM              24522P103        1      139 SH       DEFINED 01                139        0        0
DEL MONTE FOODS CO             COM              24522P103        4      550 SH       DEFINED 01 02               0      550        0
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DELPHI AUTO                    COM              247126105     1471   125251 SH       DEFINED 01             125251        0        0
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DELPHI FINANCIAL GRP           COM              247131105     2083    61625 SH       DEFINED 01              61625        0        0
DELTA & PINE LAND CO           COM              247357106     1986   116973 SH       DEFINED 01             116973        0        0
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DELTA APPAREL INC              COM              247368103       64     3300 SH       DEFINED 01               3300        0        0
DELTA GOLD ORD AU;DGD          COM              247800998     1173  1200000 SH       DEFINED 01            1200000        0        0
DELTIC TIMBER CORP             COM              247850100      912    36060 SH       DEFINED 01              36060        0        0
DELUXE                         COM              248019101       42     1236 SH       DEFINED 01               1236        0        0
DELUXE                         COM              248019101      580    16787 SH       DEFINED 01 03               0    16787        0
DELUXE                         COM              248019101       14      391 SH       DEFINED 01 05               0      391        0
DELUXE CORPORATION             COM              248019101    15826   458110 SH       DEFINED 01 02               0   458110        0
DANSKE BANK                    COM              248205999       63     4027 SH       DEFINED 01               4027        0        0
DENDRITE                       COM              248239105      316    39855 SH       DEFINED 01 02               0    39855        0
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DENDRITE INTL                  COM              248239105      676    85150 SH       DEFINED 01 03               0    85150        0
DENDRITE INTL                  COM              248239105       58     7305 SH       DEFINED 01 05               0     7305        0
DENISON INTL PLC-ADR           COM              248335101      602    41500 SH       DEFINED 01              41500        0        0
DENISON INTL PLC-ADR           COM              248335101       80     5500 SH       DEFINED 01 05               0     5500        0
DENTSPLY INTERNATL I           COM              249030107       70     1523 SH       DEFINED 01               1523        0        0
DEPARTMENT 56                  COM              249509100      248    39076 SH       DEFINED 01              39076        0        0
DEPFA DT PFANDBRF              COM              249525999       26      400 SH       DEFINED 01                400        0        0
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DEUTSCHE BANK AG REG           COM              251525101     3970    73392 SH       DEFINED 01 03               0    73392        0
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DEUTSCHE TELECOM ORD           COM              251550992    11739   756027 SH       DEFINED 01             756027        0        0
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DEVELOPERS DIV                 COM              251591103     1446    80544 SH       DEFINED 01              80544        0        0
DEVELOPERS DIV                 COM              251591103      101     5600 SH       DEFINED 01 05               0     5600        0
DEVON ENERGY                   COM              25179M103    13802   401213 SH       DEFINED 01             401213        0        0
DEVON ENERGY                   COM              25179M103    44627  1297280 SH       DEFINED 01 02               0  1297280        0
DEVON ENERGY                   COM              25179M103     3323    96593 SH       DEFINED 01 03               0    96593        0
DEVON ENERGY                   COM              25179M103     4959   144135 SH       DEFINED 01 05               0   144135        0
DEVRY                          COM              251893103    25203   702024 SH       DEFINED 01             702024        0        0
DEVRY                          COM              251893103     4879   135900 SH       DEFINED 01 03               0   135900        0
DEVRY                          COM              251893103      244     6809 SH       DEFINED 01 05               0     6809        0
DEVRY INC.                     COM              251893103    99048  2758950 SH       DEFINED 01 02               0  2758950        0
DEXIA BELGIUM                  COM              252160999       40     2612 SH       DEFINED 01               2612        0        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 NEW ORDS            COM              25243A994      117    11178 SH       DEFINED 01              11178        0        0
DIAGEO PLC ADR                 COM              25243Q205      365     8800 SH       DEFINED 01               8800        0        0
DIAGEO PLC ADR                 COM              25243Q205      450    10846 SH       DEFINED 01 05               0    10846        0
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DIAGNOSTIC PRODUCTS            COM              252450101     1475    34930 SH       DEFINED 01 02               0    34930        0
DIAGNOSTIC PRODUCTS            COM              252450101     3124    74000 SH       DEFINED 01 03               0    74000        0
DIAGNOSTIC PRODUCTS            COM              252450101      511    12087 SH       DEFINED 01 05               0    12087        0
DIAL CORP                      COM              25247D101       48     2889 SH       DEFINED 01               2889        0        0
DIAMOND OFFSHORE DRI           COM              25271C102        7      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       50      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      256     5100 SH       DEFINED 01               5100        0        0
DIEBOLD INC.                   COM              253651103    28466   747124 SH       DEFINED 01             747124        0        0
DIEBOLD INC.                   COM              253651103     1618    42454 SH       DEFINED 01 05               0    42454        0
DIGEX                          COM              253756100       23     6939 SH       DEFINED 01               6939        0        0
DIGI INTL INC COM              COM              253798102      241    46234 SH       DEFINED 01              46234        0        0
DIGITAL LIGHTWAVE              COM              253855100      953    97080 SH       DEFINED 01              97080        0        0
DIGITAL INSIGHT                COM              25385P106        1       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104        1       88 SH       DEFINED 01                 88        0        0
DIGITAS INC                    COM              25388K104        0      110 SH       DEFINED 01                110        0        0
DIGITAL THINK INC              COM              25388M100      101    13070 SH       DEFINED 01              13070        0        0
DIME COMMUNITY                 COM              253922108     3337   131790 SH       DEFINED 01             131790        0        0
DIME COMMUNITY                 COM              253922108        4      150 SH       DEFINED 01 02               0      150        0
DIME COMMUNITY                 COM              253922108       92     3650 SH       DEFINED 01 05               0     3650        0
DILLARDS INC - A               COM              254067101     2433   184700 SH       DEFINED 01             184700        0        0
DILLARDS INC - A               COM              254067101      266    20197 SH       DEFINED 01 03               0    20197        0
DILLARDS INC - A               COM              254067101      131     9970 SH       DEFINED 01 05               0     9970        0
DILLARDS INC-CL A              COM              254067101        6      420 SH       DEFINED 01 02               0      420        0
DIME BANCORP INC               COM              25429Q102      130     3326 SH       DEFINED 01               3326        0        0
DIMON INC                      COM              254394109     1602   278431 SH       DEFINED 01             278431        0        0
DIMON INC                      COM              254394109        1      230 SH       DEFINED 01 02               0      230        0
DIMON INC                      COM              254394109       66    11500 SH       DEFINED 01 05               0    11500        0
DIONEX                         COM              254546104     1698    67333 SH       DEFINED 01              67333        0        0
DISCOUNT AUTO PARTS            COM              254642101      699    50669 SH       DEFINED 01              50669        0        0
DISNEY (WALT) CO               COM              254687106     1311    70401 SH       DEFINED 01              70401        0        0
DISNEY (WALT) CO               COM              254687106     9241   496291 SH       DEFINED 01 03               0   496291        0
DISNEY (WALT) CO               COM              254687106    29944  1608170 SH       DEFINED 01 05               0  1608170        0
DISNEY WALT CO                 COM              254687106     3817   205000 SH       DEFINED 01                  0   205000        0
DIRECT FOCUS INC               COM              254931108     2471   124200 SH       DEFINED 01             124200        0        0
DIRECT FOCUS INC               COM              254931108        4      187 SH       DEFINED 01 02               0      187        0
DIRECT FOCUS INC               COM              254931108      135     6800 SH       DEFINED 01 05               0     6800        0
DITECH COMMU CORP              COM              25500M103        1      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107        0       12 SH       DEFINED 01                 12        0        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      510    49311 SH       DEFINED 01              49311        0        0
DOBSON COMM PIK PFD            PRF              256072505    10967    11921 SH       DEFINED 01              11921        0        0
DOBSON COMM PIK PFD            PRF              256072505     2223     2416 SH       DEFINED 01 05               0     2416        0
DOCENT INC                     COM              25608L106      104    50000 SH       DEFINED 01              50000        0        0
DOCENT INC RESTRICTED          COM              25608L999      579   279893 SH       DEFINED 01 05               0   279893        0
DOCUMENTUM INC                 COM              256159104        1      134 SH       DEFINED 01                134        0        0
DR REDDYS LABS                 COM              256300997     3691    98933 SH       DEFINED 01              98933        0        0
DR REDDYS LABS                 COM              256300997       86     2304 SH       DEFINED 01 05               0     2304        0
DOLE FOOD CO INC               COM              256605106       40     1880 SH       DEFINED 01               1880        0        0
DOLLAR GENERAL                 COM              256669102     6103   521635 SH       DEFINED 01             521635        0        0
DOLLAR GENERAL                 COM              256669102      105     8950 SH       DEFINED 01 02               0     8950        0
DOLLAR GENERAL                 COM              256669102      918    78501 SH       DEFINED 01 03               0    78501        0
DOLLAR GENERAL                 COM              256669102     9725   831230 SH       DEFINED 01 05               0   831230        0
DOLLAR THRIF AUTOMOT           COM              256743105     1556   156400 SH       DEFINED 01             156400        0        0
DOLLAR THRIF AUTOMOT           COM              256743105        2      210 SH       DEFINED 01 02               0      210        0
DOLLAR THRIF AUTOMOT           COM              256743105       78     7800 SH       DEFINED 01 05               0     7800        0
DOLLAR TREE STORES             COM              256747106       46     2450 SH       DEFINED 01 02               0     2450        0
DOLLAR TREE STORES INC         COM              256747106     5153   274817 SH       DEFINED 01             274817        0        0
DOLLAR TREE STORES INC         COM              256747106     4759   253800 SH       DEFINED 01 05               0   253800        0
DOMINION RES INC VA            COM              25746U109     4807    81000 SH       DEFINED 01                  0    81000        0
DOMINION RES INC VA            COM              25746U109    15324   258210 SH       DEFINED 01 02               0   258210        0
DOMINION RES INC/VA            COM              25746U109   431189  7265166 SH       DEFINED 01            7265166        0        0
DOMINION RES INC/VA            COM              25746U109     3486    58739 SH       DEFINED 01 03               0    58739        0
DOMINION RES INC/VA            COM              25746U109   122642  2066420 SH       DEFINED 01 05               0  2066420        0
DOMINION RESOURCES PFD 5.25%   PRF              25746U208    36792   626250 SH       DEFINED 01             626250        0        0
DOMINION RESOURCES PFD 5.25%   PRF              25746U208     2688    45750 SH       DEFINED 01 05               0    45750        0
DONALDSON CO                   COM              257651109       40     1378 SH       DEFINED 01               1378        0        0
DONALDSON CO                   COM              257651109        4      140 SH       DEFINED 01 02               0      140        0
DONNELLEY & SONS               COM              257867101    26353   974253 SH       DEFINED 01             974253        0        0
DONNELLEY & SONS               COM              257867101     1363    50385 SH       DEFINED 01 03               0    50385        0
DONNELLEY & SONS               COM              257867101      785    28991 SH       DEFINED 01 05               0    28991        0
DORAL FINANCIAL                COM              25811P100     3494    90054 SH       DEFINED 01              90054        0        0
DORAL FINANCIAL                COM              25811P100        9      235 SH       DEFINED 01 02               0      235        0
DORAL FINANCIAL                COM              25811P100      194     5000 SH       DEFINED 01 05               0     5000        0
DOUBLECLICK INC                COM              258609304        4      706 SH       DEFINED 01                706        0        0
DOVER CORP                     COM              260003108    12547   416667 SH       DEFINED 01             416667        0        0
DOVER CORP                     COM              260003108     1453    48262 SH       DEFINED 01 03               0    48262        0
DOVER CORP                     COM              260003108      711    23612 SH       DEFINED 01 05               0    23612        0
DOVER DOWNS ENTERTAI           COM              260086103        2      139 SH       DEFINED 01                139        0        0
DOW CHEMICAL                   COM              260543103     2566    78330 SH       DEFINED 01                  0    78330        0
DOW CHEMICAL                   COM              260543103    84594  2582213 SH       DEFINED 01            2582213        0        0
DOW CHEMICAL                   COM              260543103      216     6580 SH       DEFINED 01 02               0     6580        0
DOW CHEMICAL                   COM              260543103     8918   272231 SH       DEFINED 01 03               0   272231        0
DOW CHEMICAL                   COM              260543103     1686    51494 SH       DEFINED 01 05               0    51494        0
DOW JONES & CO                 COM              260561105      532    11682 SH       DEFINED 01              11682        0        0
DOW JONES & CO                 COM              260561105      932    20511 SH       DEFINED 01 03               0    20511        0
DOW JONES & CO                 COM              260561105       22      478 SH       DEFINED 01 05               0      478        0
DOWNEY FINL CORP               COM              261018105     6707   151990 SH       DEFINED 01             151990        0        0
DOWNEY FINL CORP               COM              261018105        5      115 SH       DEFINED 01 02               0      115        0
DOWNEY FINL CORP               COM              261018105      154     3500 SH       DEFINED 01 05               0     3500        0
THE DRESS BARN                 COM              261570105     1241    55663 SH       DEFINED 01              55663        0        0
DREYERS GRAND ICE              COM              261878102       25      875 SH       DEFINED 01                875        0        0
DRIL QUIP INC                  COM              262037104     1289    85736 SH       DEFINED 01              85736        0        0
DRIL QUIP INC                  COM              262037104       18     1200 SH       DEFINED 01 05               0     1200        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
DSM NV                         COM              262510993       90     3000 SH       DEFINED 01               3000        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    17185   458024 SH       DEFINED 01             458024        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    10469   279028 SH       DEFINED 01 03               0   279028        0
DU PONT(EI) DE NEMOURS         COM              263534109      686    18273 SH       DEFINED 01 05               0    18273        0
E I DUPONT                     COM              263534109      418    11130 SH       DEFINED 01 02               0    11130        0
DUANE READE                    COM              263578106     2970    98990 SH       DEFINED 01              98990        0        0
DUANE READE                    COM              263578106        2       80 SH       DEFINED 01 02               0       80        0
DUANE READE                    COM              263578106     4647   154910 SH       DEFINED 01 05               0   154910        0
DUKE ENERGY                    COM              264399106   433800 11461010 SH       DEFINED 01           11461010        0        0
DUKE ENERGY                    COM              264399106     9149   241717 SH       DEFINED 01 03               0   241717        0
DUKE ENERGY                    COM              264399106   104968  2773274 SH       DEFINED 01 05               0  2773274        0
DUKE ENERGY CORP               COM              264399106     1968    52000 SH       DEFINED 01                  0    52000        0
DUKE ENERGY CORP               COM              264399106    16963   448160 SH       DEFINED 01 02               0   448160        0
DUKE ENERGY CVT PFD            CONV PRF         264399585       28     1065 SH       DEFINED 01 02               0     1065        0
DUKE ENERGY CVT PFD            PRF              264399585    81598  3102600 SH       DEFINED 01            3102600        0        0
DUKE ENERGY CVT PFD            PRF              264399585     9404   357600 SH       DEFINED 01 05               0   357600        0
DUKE REALTY CORP               COM              264411505        7      303 SH       DEFINED 01                303        0        0
DUN & BRADSTREET CORP          COM              26483E100      390    13930 SH       DEFINED 01              13930        0        0
DURA AUTOMOTIVE SYST           COM              265903104      907   126000 SH       DEFINED 01             126000        0        0
DURA AUTOMOTIVE SYST           COM              265903104        1      180 SH       DEFINED 01 02               0      180        0
DURA AUTOMOTIVE SYST           COM              265903104       46     6400 SH       DEFINED 01 05               0     6400        0
DUPONT PHOTO                   COM              26613X101     1504    54152 SH       DEFINED 01              54152        0        0
DYCOM INDUSTRIES               COM              267475101      233    20117 SH       DEFINED 01              20117        0        0
DYNEGY CL A                    COM              26816Q101   113416  3273183 SH       DEFINED 01            3273183        0        0
DYNEGY CL A                    COM              26816Q101     4651   134211 SH       DEFINED 01 03               0   134211        0
DYNEGY CL A                    COM              26816Q101    30816   889305 SH       DEFINED 01 05               0   889305        0
DYNEGY INC                     COM              26816Q101      113     3255 SH       DEFINED 01 02               0     3255        0
CBEYOND COMMUNICATIO           PRF              268470986     1887   545002 SH       DEFINED 01 05               0   545002        0
CBEYOND COMMUNICATIONS - FORMA PRF              268470994     5000  1444043 SH       DEFINED 01 05               0  1444043        0
EGL INC                        COM              268484102      437    49269 SH       DEFINED 01              49269        0        0
EGL INC                        COM              268484102      123    13900 SH       DEFINED 01 05               0    13900        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC                            COM              268648102   181918 15482514 SH       DEFINED 01           15482514        0        0
EMC                            COM              268648102     7998   680686 SH       DEFINED 01 03               0   680686        0
EMC                            COM              268648102    36146  3076354 SH       DEFINED 01 05               0  3076354        0
EMC CORPORATION                COM              268648102     6956   592000 SH       DEFINED 01                  0   592000        0
EMC CORPORATION                COM              268648102     2240   190484 SH       DEFINED 01 02               0   190484        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    23450  1604006 SH       DEFINED 01            1604006        0        0
ENSCO INTL                     COM              26874Q100     1553   106200 SH       DEFINED 01 03               0   106200        0
ENSCO INTL                     COM              26874Q100    23203  1587118 SH       DEFINED 01 05               0  1587118        0
ENSCO INTL INC                 COM              26874Q100    21786  1490145 SH       DEFINED 01 02               0  1490145        0
ENI S.P.A.                     COM              26874R991    24566  1979184 SH       DEFINED 01            1979184        0        0
ENI S.P.A.                     COM              26874R991     4763   383730 SH       DEFINED 01 03               0   383730        0
ENI S.P.A.                     COM              26874R991    34076  2745286 SH       DEFINED 01 05               0  2745286        0
EOG RESOURCES                  COM              26875P101      598    20672 SH       DEFINED 01              20672        0        0
EOG RESOURCES                  COM              26875P101      797    27541 SH       DEFINED 01 03               0    27541        0
EOG RESOURCES                  COM              26875P101       19      641 SH       DEFINED 01 05               0      641        0
E.ON AG -SPON  ADR             COM              268780103    23062   450000 SH       DEFINED 01             450000        0        0
E.ON AG                        COM              268780996     7285   142075 SH       DEFINED 01             142075        0        0
E.ON AG                        COM              268780996    10292   200735 SH       DEFINED 01 05               0   200735        0
E.PIPHANY INC                  COM              26881V100        2      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106     1380   135018 SH       DEFINED 01             135018        0        0
E TRADE                        COM              269246104      979   161791 SH       DEFINED 01             161791        0        0
E TRADE                        COM              269246104       94    15500 SH       DEFINED 01 05               0    15500        0
EARTHLINK INC                  COM              270321102     1030    67659 SH       DEFINED 01              67659        0        0
EAST JAPAN RAILWAY ORD         COM              275200996     7913     1311 SH       DEFINED 01               1311        0        0
EAST JAPAN RAILWAY ORD         COM              275200996    14515     2405 SH       DEFINED 01 05               0     2405        0
EAST WEST BANCORP              COM              27579R104     4785   204594 SH       DEFINED 01             204594        0        0
EAST WEST BANCORP              COM              27579R104        6      245 SH       DEFINED 01 02               0      245        0
EAST WEST BANCORP              COM              27579R104      154     6600 SH       DEFINED 01 05               0     6600        0
EASTMAN CHEMICAL CO            COM              277432100     7869   216773 SH       DEFINED 01             216773        0        0
EASTMAN CHEMICAL CO            COM              277432100       78     2150 SH       DEFINED 01 02               0     2150        0
EASTMAN CHEMICAL CO            COM              277432100      664    18292 SH       DEFINED 01 03               0    18292        0
EASTMAN CHEMICAL CO            COM              277432100    12473   343626 SH       DEFINED 01 05               0   343626        0
EASTMAN KODAK                  COM              277461109    33668  1034986 SH       DEFINED 01            1034986        0        0
EASTMAN KODAK                  COM              277461109     3017    92769 SH       DEFINED 01 03               0    92769        0
EASTMAN KODAK                  COM              277461109     1030    31681 SH       DEFINED 01 05               0    31681        0
EATON CORP                     COM              278058102    31996   540385 SH       DEFINED 01             540385        0        0
EATON CORP                     COM              278058102      969    16366 SH       DEFINED 01 03               0    16366        0
EATON CORP                     COM              278058102      875    14778 SH       DEFINED 01 05               0    14778        0
EATON VANCE                    COM              278265103       62     1979 SH       DEFINED 01               1979        0        0
EBAY                           COM              278642103    84196  1840361 SH       DEFINED 01            1840361        0        0
EBAY                           COM              278642103      686    15000 SH       DEFINED 01 03               0    15000        0
EBAY                           COM              278642103    14603   319200 SH       DEFINED 01 05               0   319200        0
EBAY INC                       COM              278642103    42354   925760 SH       DEFINED 01 02               0   925760        0
ECHELON CORPORATION            COM              27874N105        1       53 SH       DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109      146     6287 SH       DEFINED 01               6287        0        0
ECHOSTAR COMMUN CORP           COM              278762109        1       34 SH       DEFINED 01 02               0       34        0
ECLIPSYS CORP                  COM              278856109        2      132 SH       DEFINED 01                132        0        0
ECOLAB  INC.                   COM              278865100       74     2050 SH       DEFINED 01 02               0     2050        0
ECOLAB INC                     COM              278865100    10779   296684 SH       DEFINED 01             296684        0        0
ECOLAB INC                     COM              278865100     1101    30300 SH       DEFINED 01 03               0    30300        0
ECOLAB INC                     COM              278865100    13690   376806 SH       DEFINED 01 05               0   376806        0
EDEN BIOSCIENCE CORP           COM              279445100        1      155 SH       DEFINED 01                155        0        0
EDISON INTL                    COM              281020107       73     5557 SH       DEFINED 01               5557        0        0
EDISON INTL                    COM              281020107     1018    77380 SH       DEFINED 01 03               0    77380        0
EDISON INTL                    COM              281020107       24     1803 SH       DEFINED 01 05               0     1803        0
EDISON SCHOOLS INC             COM              281033100        3      176 SH       DEFINED 01                176        0        0
EDISON SCHOOLS INC             COM              281033100     3775   250000 SH       DEFINED 01 05               0   250000        0
J D EDWARDS & CO               COM              281667105     2052   288239 SH       DEFINED 01             288239        0        0
J D EDWARDS & CO               COM              281667105        3      400 SH       DEFINED 01 02               0      400        0
J D EDWARDS & CO               COM              281667105      100    14100 SH       DEFINED 01 05               0    14100        0
A.G. EDWARDS INC.              COM              281760108       80     2288 SH       DEFINED 01               2288        0        0
EDWARDS LIFESCIENCES           COM              28176E108        4      200 SH       DEFINED 01 02               0      200        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      101     4535 SH       DEFINED 01               4535        0        0
EFUNDS CORP                    COM              28224R101      151     9101 SH       DEFINED 01               9101        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
EL PASO                        COM              28336L109   146001  3513879 SH       DEFINED 01            3513879        0        0
EL PASO                        COM              28336L109     5024   120907 SH       DEFINED 01 03               0   120907        0
EL PASO                        COM              28336L109    35730   859919 SH       DEFINED 01 05               0   859919        0
EL PASO CORPORATION            COM              28336L109     8506   204730 SH       DEFINED 01                  0   204730        0
EL PASO CORPORATION            COM              28336L109      186     4483 SH       DEFINED 01 02               0     4483        0
EL PASO ELECTRIC               COM              283677854     3297   250735 SH       DEFINED 01             250735        0        0
EL PASO ELECTRIC               COM              283677854        5      410 SH       DEFINED 01 02               0      410        0
EL PASO ELECTRIC               COM              283677854      181    13765 SH       DEFINED 01 05               0    13765        0
ELAN CORP PLC ADR              COM              284131208     3488    72000 SH       DEFINED 01                  0    72000        0
ELAN CORP PLC ADR              COM              284131208       50     1032 SH       DEFINED 01               1032        0        0
ELAN CORP PLC ADR              COM              284131208    41740   861500 SH       DEFINED 01 05               0   861500        0
ELANTEC SEMICONDUCTO           COM              284155108     3250   141588 SH       DEFINED 01             141588        0        0
ELANTEC SEMICONDUCTO           COM              284155108        2       95 SH       DEFINED 01 02               0       95        0
ELANTEC SEMICONDUCTO           COM              284155108       65     2850 SH       DEFINED 01 05               0     2850        0
ELCOR CORP                     COM              284443108     1258    58421 SH       DEFINED 01              58421        0        0
ELECTRO SCIENTIFIC             COM              285229100     5434   247564 SH       DEFINED 01             247564        0        0
ELECTRO SCIENTIFIC             COM              285229100        3      135 SH       DEFINED 01 02               0      135        0
ELECTRO SCIENTIFIC             COM              285229100      213     9700 SH       DEFINED 01 05               0     9700        0
ELECTROGLAS INC                COM              285324109     1946   156266 SH       DEFINED 01             156266        0        0
ELECTROGLAS INC                COM              285324109       82     6600 SH       DEFINED 01 05               0     6600        0
ELECTROLUX AB                  COM              285378998       49     4700 SH       DEFINED 01               4700        0        0
ELECTRONIC ARTS                COM              285512109    74155  1623759 SH       DEFINED 01            1623759        0        0
ELECTRONIC ARTS                COM              285512109      137     3000 SH       DEFINED 01 03               0     3000        0
ELECTRONIC ARTS                COM              285512109    52848  1157150 SH       DEFINED 01 05               0  1157150        0
ELECTRONIC ARTS INC            COM              285512109    16677   365069 SH       DEFINED 01 02               0   365069        0
ELECTRONIC DATA SYSTEMS        COM              285661104      466     8087 SH       DEFINED 01               8087        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     6397   111106 SH       DEFINED 01 03               0   111106        0
ELECTRONIC DATA SYSTEMS        COM              285661104      149     2591 SH       DEFINED 01 05               0     2591        0
SAUDTRONIC DATA SYS            PRF              285661203    25500   500000 SH       DEFINED 01             500000        0        0
ELEC DE PORTUGAL               COM              285670998       10     4000 SH       DEFINED 01               4000        0        0
ELECTRONIC IMAGING             COM              286082102     1777   109124 SH       DEFINED 01             109124        0        0
ELECTRONIC IMAGING             COM              286082102        2      150 SH       DEFINED 01 02               0      150        0
ELECTRONIC IMAGING             COM              286082102       98     6000 SH       DEFINED 01 05               0     6000        0
ALIZABETH ARDEN INC            COM              28660G106     1113    87140 SH       DEFINED 01              87140        0        0
ALIZABETH ARDEN INC            COM              28660G106       57     4460 SH       DEFINED 01 05               0     4460        0
ELIZABETH ARDEN INC            COM              28660G106        2      150 SH       DEFINED 01 02               0      150        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
EMBRAER AIRCRAFT CORP          COM              29081M102       19     1500 SH       DEFINED 01               1500        0        0
EMCOR CORP                     COM              290846104        2      224 SH       DEFINED 01                224        0        0
EMCOR GROUP INC                COM              29084Q100     2498    78300 SH       DEFINED 01              78300        0        0
EMCOR GROUP INC                COM              29084Q100        4      130 SH       DEFINED 01 02               0      130        0
EMCOR GROUP INC                COM              29084Q100      128     4000 SH       DEFINED 01 05               0     4000        0
EMERSON ELECTRIC               COM              291011104      349     7421 SH       DEFINED 01               7421        0        0
EMERSON ELECTRIC               COM              291011104     4788   101742 SH       DEFINED 01 03               0   101742        0
EMERSON ELECTRIC               COM              291011104      112     2372 SH       DEFINED 01 05               0     2372        0
EMMIS COMMUNICATIONS           COM              291525103      191    13255 SH       DEFINED 01              13255        0        0
EMPIRE DISTRICT ELEC           COM              291641108        3      150 SH       DEFINED 01 02               0      150        0
EMPIRE DISTRICT ELECTRIC       COM              291641108    12058   586741 SH       DEFINED 01 03               0   586741        0
EMPRESA NACIONAL ELEC ADR      COM              29244T101     2441   281896 SH       DEFINED 01             281896        0        0
EMPRESA NACIONAL ELEC ADR      COM              29244T101       60     6919 SH       DEFINED 01 05               0     6919        0
EMULEX                         COM              292475209      268    28164 SH       DEFINED 01              28164        0        0
ENCOMPASS SVS CORP             COM              29255U104       12     3091 SH       DEFINED 01 02               0     3091        0
ENCORE WIRE CORP               COM              292562105     1281    98880 SH       DEFINED 01              98880        0        0
ENCORE WIRE CORP               COM              292562105        4      290 SH       DEFINED 01 02               0      290        0
ENCORE WIRE CORP               COM              292562105       88     6820 SH       DEFINED 01 05               0     6820        0
ENDO PHARMACEUTICAL            COM              29264F205        6      589 SH       DEFINED 01                589        0        0
ENDOCARE                       COM              29264P104      190    10800 SH       DEFINED 01              10800        0        0
ENERGEN                        COM              29265N108     5572   247647 SH       DEFINED 01             247647        0        0
ENERGEN                        COM              29265N108        5      210 SH       DEFINED 01 02               0      210        0
ENERGEN                        COM              29265N108      182     8100 SH       DEFINED 01 05               0     8100        0
ENERGY EAST CORP               COM              29266M109       66     3280 SH       DEFINED 01               3280        0        0
ENERGIZER HOLDINGS INC         COM              29266R108      608    36586 SH       DEFINED 01              36586        0        0
ENERGIZER HOLDINGS INC         COM              29266R108       33     2000 SH       DEFINED 01 05               0     2000        0
ENERGY PARTNERS LTD            COM              29270U105      157    22500 SH       DEFINED 01              22500        0        0
ENESERVE CORP                  COM              292799996       36     1100 SH       DEFINED 01               1100        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD CORP                 COM              292845104      789    34151 SH       DEFINED 01              34151        0        0
ENGELHARD CORP                 COM              292845104      717    31060 SH       DEFINED 01 03               0    31060        0
ENGELHARD CORP                 COM              292845104       17      723 SH       DEFINED 01 05               0      723        0
ENGINEERED SUPPORT             COM              292866100     2827    60000 SH       DEFINED 01              60000        0        0
ENGINEERED SUPPORT             COM              292866100        6      130 SH       DEFINED 01 02               0      130        0
ENGINEERED SUPPORT             COM              292866100      155     3300 SH       DEFINED 01 05               0     3300        0
ENDOCARDIAL SOLUTION           COM              292962107      106    25000 SH       DEFINED 01              25000        0        0
ENESCO GROUP INC               COM              292973104      172    41422 SH       DEFINED 01              41422        0        0
ENNIS BUSINESS FORMS           COM              293389102       57     6700 SH       DEFINED 01               6700        0        0
ENRON                          COM              293561106     8759   321644 SH       DEFINED 01             321644        0        0
ENRON                          COM              293561106     4824   177175 SH       DEFINED 01 03               0   177175        0
ENRON                          COM              293561106     4468   164131 SH       DEFINED 01 05               0   164131        0
ENRON CORP                     COM              293561106     8349   306600 SH       DEFINED 01                  0   306600        0
ENRON CORP                     COM              293561106      134     4886 SH       DEFINED 01 02               0     4886        0
ENTEGRIS INC                   COM              29362U104     2789   352950 SH       DEFINED 01             352950        0        0
ENTEGRIS INC                   COM              29362U104        2      300 SH       DEFINED 01 02               0      300        0
ENTEGRIS INC                   COM              29362U104      167    21150 SH       DEFINED 01 05               0    21150        0
ENTERASYS NETWORKS INC         COM              293637104       35     5467 SH       DEFINED 01               5467        0        0
ENTERCOM COMMUNICATI           COM              293639100      878    25815 SH       DEFINED 01              25815        0        0
ENTERGY CORP                   COM              29364G103    62183  1748669 SH       DEFINED 01            1748669        0        0
ENTERGY CORP                   COM              29364G103     1864    52405 SH       DEFINED 01 03               0    52405        0
ENTERGY CORP                   COM              29364G103       43     1221 SH       DEFINED 01 05               0     1221        0
ENTERPRISE PRODS PAR           COM              293792107        8      167 SH       DEFINED 01                167        0        0
ENTRAVISION COMMUNIC           COM              29382R107      178    20900 SH       DEFINED 01              20900        0        0
ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107        0      169 SH       DEFINED 01                169        0        0
ENZON   INC                    COM              293904108    13443   263570 SH       DEFINED 01             263570        0        0
ENZON   INC                    COM              293904108    15456   303030 SH       DEFINED 01 02               0   303030        0
ENZON   INC                    COM              293904108      255     5000 SH       DEFINED 01 03               0     5000        0
ENZON   INC                    COM              293904108    18573   364170 SH       DEFINED 01 05               0   364170        0
ENZO BIOCHEM                   COM              294100102     1323    78036 SH       DEFINED 01              78036        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      224    72541 SH       DEFINED 01              72541        0        0
EQUIFAX                        COM              294429105     5382   245760 SH       DEFINED 01             245760        0        0
EQUIFAX                        COM              294429105      745    34010 SH       DEFINED 01 03               0    34010        0
EQUIFAX                        COM              294429105     8705   397492 SH       DEFINED 01 05               0   397492        0
EQUIFAX INC                    COM              294429105    15797   721360 SH       DEFINED 01 02               0   721360        0
EQUINIX INC RESTRICTED         COM              29444U551       64   157007 SH       DEFINED 01             157007        0        0
EQUINIX INC RESTRICTED         COM              29444U551      141   349467 SH       DEFINED 01 05               0   349467        0
EQUINIX INC RESTRICTED         COM              29444U999      119   265251 SH       DEFINED 01             265251        0        0
EQUINIX INC RESTRICTED         COM              29444U999      179   397878 SH       DEFINED 01 05               0   397878        0
EQUITABLE RESOURCES            COM              294549100    30883  1029092 SH       DEFINED 01            1029092        0        0
EQUITY OFFICE                  COM              294741103     3036    94879 SH       DEFINED 01              94879        0        0
EQUITY RESIDENTIAL             COM              29476L107    35261   603777 SH       DEFINED 01             603777        0        0
EQUITY RESIDENTIAL             COM              29476L107      613    10500 SH       DEFINED 01 03               0    10500        0
EQUITY RESIDENTIAL             COM              29476L107     1193    20438 SH       DEFINED 01 05               0    20438        0
ERICSSON LM B ADR              COM              294821400    10550  3023013 SH       DEFINED 01            3023013        0        0
ERICSSON LM B ADR              COM              294821400      341    97800 SH       DEFINED 01 05               0    97800        0
ERIE INDTY CO                  COM              29530P102        6      161 SH       DEFINED 01                161        0        0
ERSTE BANK DER OST             COM              295599997        7      150 SH       DEFINED 01                150        0        0
ESPERION THERAPEUTIC           COM              29664R106      410    55000 SH       DEFINED 01              55000        0        0
ESSILOR INTERNATIONAL          COM              296700990       39     1400 SH       DEFINED 01               1400        0        0
ESSEX PROP TRUST               COM              297178105     2060    41961 SH       DEFINED 01              41961        0        0
ESSEX PROP TRUST               COM              297178105      152     3100 SH       DEFINED 01 05               0     3100        0
ESTERLINE CORP                 COM              297425100     2679   169018 SH       DEFINED 01             169018        0        0
ESTERLINE CORP                 COM              297425100       80     5050 SH       DEFINED 01 05               0     5050        0
ETHAN ALLEN                    COM              297602104      495    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN                    COM              297602104     6888   250512 SH       DEFINED 01             250512        0        0
ETHAN ALLEN                    COM              297602104        6      200 SH       DEFINED 01 02               0      200        0
ETHAN ALLEN                    COM              297602104      146     5300 SH       DEFINED 01 05               0     5300        0
EULER SA                       COM              298400995       39     1100 SH       DEFINED 01               1100        0        0
EURONEXT                       COM              298699992       29     2000 SH       DEFINED 01               2000        0        0
EVERGREEN RESOURCES            COM              299900308     1990    58605 SH       DEFINED 01              58605        0        0
EVOICE INC SER DD PFD          PRF              300200557      227   202709 SH       DEFINED 01             202709        0        0
EVOICE INC SER DD PFD          PRF              300200557      276   246757 SH       DEFINED 01 05               0   246757        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
EXAR CORP                      COM              300645108     5165   298598 SH       DEFINED 01             298598        0        0
EXAR CORP                      COM              300645108        4      220 SH       DEFINED 01 02               0      220        0
EXAR CORP                      COM              300645108      139     8050 SH       DEFINED 01 05               0     8050        0
EXCELON CORPORATION            COM              300691102       12    25034 SH       DEFINED 01              25034        0        0
EXCHANGE APPLICATION           COM              300867108        0       90 SH       DEFINED 01                 90        0        0
EXEL PLC                       COM              301600995       17     2188 SH       DEFINED 01               2188        0        0
EXELON CORP                    COM              30161N101    63463  1422928 SH       DEFINED 01            1422928        0        0
EXELON CORP                    COM              30161N101     4144    92926 SH       DEFINED 01 03               0    92926        0
EXELON CORP                    COM              30161N101     1148    25747 SH       DEFINED 01 05               0    25747        0
EXELIXIS INC                   COM              30161Q104        1      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     7811 19500000 PRN      DEFINED 01 02               0        0 19500000
EXODUS COMMUNICATION           COM              302088109        2    15089 SH       DEFINED 01              15089        0        0
EXPEDIA INC CL A               COM              302125109        3      135 SH       DEFINED 01                135        0        0
EXPEDITORS INTL WASH           COM              302130109     5515   116466 SH       DEFINED 01             116466        0        0
EXPEDITORS INTL WASH           COM              302130109       50     1050 SH       DEFINED 01 02               0     1050        0
EXPEDITORS INTL WASH           COM              302130109     7865   166100 SH       DEFINED 01 05               0   166100        0
EXPRESS SCRIPTS INC            COM              302182100    52740   950267 SH       DEFINED 01             950267        0        0
EXPRESS SCRIPTS INC            COM              302182100     4173    75170 SH       DEFINED 01 02               0    75170        0
EXPRESS SCRIPTS INC            COM              302182100     4590    82700 SH       DEFINED 01 03               0    82700        0
EXPRESS SCRIPTS INC            COM              302182100    21904   394656 SH       DEFINED 01 05               0   394656        0
EXTENDED STAY AMERIC STAY      COM              30224P101       40     2734 SH       DEFINED 01               2734        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101    31834  2200000 SH       DEFINED 01 05               0  2200000        0
EXTREME NETWORKS               COM              30226D106        2      232 SH       DEFINED 01                232        0        0
EXULT INC DEL                  COM              302284104      268    22910 SH       DEFINED 01              22910        0        0
EXXON MOBIL                    COM              30231G102  1159574 29430804 SH       DEFINED 01           29430804        0        0
EXXON MOBIL                    COM              30231G102    68842  1747274 SH       DEFINED 01 03               0  1747274        0
EXXON MOBIL                    COM              30231G102   302553  7679011 SH       DEFINED 01 05               0  7679011        0
EXXON MOBIL CORP               COM              30231G102     9535   242000 SH       DEFINED 01                  0   242000        0
EXXON MOBIL CORP               COM              30231G102     8119   206132 SH       DEFINED 01 02               0   206132        0
FEI COMPANY                    COM              30241L109      639    29404 SH       DEFINED 01              29404        0        0
FMC CORP                       COM              302491303       27      539 SH       DEFINED 01                539        0        0
FMC CORP                       COM              302491303      362     7396 SH       DEFINED 01 03               0     7396        0
FMC CORP                       COM              302491303        8      172 SH       DEFINED 01 05               0      172        0
FNB                            COM              302520101        2       85 SH       DEFINED 01                 85        0        0
FPL GROUP INC                  COM              302571104      161     3003 SH       DEFINED 01               3003        0        0
FPL GROUP INC                  COM              302571104     2236    41753 SH       DEFINED 01 03               0    41753        0
FPL GROUP INC                  COM              302571104       52      974 SH       DEFINED 01 05               0      974        0
FYI INC.                       COM              302712104     1880    50115 SH       DEFINED 01              50115        0        0
FACTORY 2 U STORES             COM              303072102      542    38746 SH       DEFINED 01              38746        0        0
FACTSET RESEARCH               COM              303075105     3725   153527 SH       DEFINED 01             153527        0        0
FACTSET RESEARCH               COM              303075105        2       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH               COM              303075105       90     3700 SH       DEFINED 01 05               0     3700        0
FAIR ISAAC & CO INC            COM              303250104     1429    30280 SH       DEFINED 01 02               0    30280        0
FAIR, ISAAC & CO               COM              303250104    27975   592297 SH       DEFINED 01             592297        0        0
FAIR, ISAAC & CO               COM              303250104     3056    64700 SH       DEFINED 01 03               0    64700        0
FAIR, ISAAC & CO               COM              303250104      244     5165 SH       DEFINED 01 05               0     5165        0
WINCANTON                      COM              3032936          1      263 SH       DEFINED 01 10             263        0        0
FAIRCHILD SEMICONDUC           COM              303726103      448    27919 SH       DEFINED 01              27919        0        0
FAIRCHILD SEMICONDUC           COM              303726103       30     1900 SH       DEFINED 01 05               0     1900        0
HALIFAX GROU                   COM              3058750        100     9251 SH       DEFINED 01 10            9251        0        0
BRAMBLES INDUSTRIES            COM              3061673          9     1877 SH       DEFINED 01 10            1877        0        0
GKN                            COM              3064650          7     1674 SH       DEFINED 01 10            1674        0        0
FAMILY DLR STORES              COM              307000109    33657  1222954 SH       DEFINED 01            1222954        0        0
FAMILY DLR STORES              COM              307000109      176     6400 SH       DEFINED 01 02               0     6400        0
FAMILY DLR STORES              COM              307000109     2085    75785 SH       DEFINED 01 03               0    75785        0
FAMILY DLR STORES              COM              307000109    28814  1047050 SH       DEFINED 01 05               0  1047050        0
FAMOUS DAVES OF AMER           COM              307068106      320    33700 SH       DEFINED 01              33700        0        0
KINGFISHER                     COM              3073850         13     2960 SH       DEFINED 01 10            2960        0        0
WOOLWORTHS GROUP PLC.          COM              3073861          2     3257 SH       DEFINED 01 10            3257        0        0
AMGEN                          COM              31162100       449     7400 SH       DEFINED 11 12               0     7400        0
FASTENAL                       COM              311900104    34250   601085 SH       DEFINED 01             601085        0        0
FASTENAL                       COM              311900104     4698    82450 SH       DEFINED 01 03               0    82450        0
FASTENAL                       COM              311900104      331     5808 SH       DEFINED 01 05               0     5808        0
FASTENAL CO                    COM              311900104    30343   532506 SH       DEFINED 01 02               0   532506        0
FEDDERS USA INC.               COM              313135105      374    95801 SH       DEFINED 01              95801        0        0
FEDERAL AG MORTGAGE            COM              313148306     1555    46570 SH       DEFINED 01              46570        0        0
FEDERAL AG MORTGAGE            COM              313148306        3       90 SH       DEFINED 01 02               0       90        0
FEDERAL AG MORTGAGE            COM              313148306      118     3530 SH       DEFINED 01 05               0     3530        0
FREDDIE MAC                    COM              313400301     5330    82000 SH       DEFINED 01                  0    82000        0
FREDDIE MAC                    COM              313400301     3374    51897 SH       DEFINED 01              51897        0        0
FREDDIE MAC                    COM              313400301    10690   164466 SH       DEFINED 01 03               0   164466        0
FREDDIE MAC                    COM              313400301      249     3835 SH       DEFINED 01 05               0     3835        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        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
FANNIE MAE                     COM              313586109   451749  5642621 SH       DEFINED 01            5642621        0        0
FANNIE MAE                     COM              313586109    22804   284831 SH       DEFINED 01 03               0   284831        0
FANNIE MAE                     COM              313586109   141080  1762190 SH       DEFINED 01 05               0  1762190        0
FEDERAL NATL MTGE              COM              313586109     8406   105000 SH       DEFINED 01                  0   105000        0
FEDERAL NATL MTGE              COM              313586109    81618  1019502 SH       DEFINED 01 02               0  1019502        0
FEDERAL SIGNAL CORP            COM              313855108       23     1317 SH       DEFINED 01               1317        0        0
FEDERATED DEPT STORES          COM              31410H101    31544  1118593 SH       DEFINED 01            1118593        0        0
FEDERATED DEPT STORES          COM              31410H101     1640    58133 SH       DEFINED 01 03               0    58133        0
FEDERATED DEPT STORES          COM              31410H101       44     1544 SH       DEFINED 01 05               0     1544        0
FEDERATED INVESTORS            COM              314211103     5778   195196 SH       DEFINED 01             195196        0        0
FEDERATED INVESTORS            COM              314211103       55     1850 SH       DEFINED 01 02               0     1850        0
FEDERATED INVESTORS            COM              314211103     9223   311600 SH       DEFINED 01 05               0   311600        0
FEDEX CORPORATION              COM              31428X106      194     5262 SH       DEFINED 01               5262        0        0
FEDEX CORPORATION              COM              31428X106     2680    72919 SH       DEFINED 01 03               0    72919        0
FEDEX CORPORATION              COM              31428X106       62     1700 SH       DEFINED 01 05               0     1700        0
FELCOR LODGING TRUST           COM              31430F101        4      266 SH       DEFINED 01                266        0        0
FERRO CORP                     COM              315405100       23     1012 SH       DEFINED 01               1012        0        0
FERRO CORP                     COM              315405100        5      230 SH       DEFINED 01 02               0      230        0
FIAT SPA                       COM              315610998       30     1700 SH       DEFINED 01               1700        0        0
F5 NETWORKS INC                COM              315616102      279    30088 SH       DEFINED 01              30088        0        0
FIBERNET TELECOM GROUP IN      COM              315653105        2    10000 SH       DEFINED 01              10000        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     3728   138565 SH       DEFINED 01             138565        0        0
FIDELITY NAT FINL              COM              316326107        6      210 SH       DEFINED 01 02               0      210        0
FIDELITY NAT FINL              COM              316326107      178     6605 SH       DEFINED 01 05               0     6605        0
FIFTH THIRD BANCORP            COM              316773100    13807   224569 SH       DEFINED 01             224569        0        0
FIFTH THIRD BANCORP            COM              316773100      514     8360 SH       DEFINED 01 02               0     8360        0
FIFTH THIRD BANCORP            COM              316773100     8402   136663 SH       DEFINED 01 03               0   136663        0
FIFTH THIRD BANCORP            COM              316773100    13814   224686 SH       DEFINED 01 05               0   224686        0
FILENET CORP                   COM              316869106     1080   107303 SH       DEFINED 01             107303        0        0
FINANCIAL FEDERAL              COM              317492106     1224    49950 SH       DEFINED 01              49950        0        0
FINANCIAL FEDERAL              COM              317492106        2      100 SH       DEFINED 01 02               0      100        0
FININFO                        COM              317869998       36     1300 SH       DEFINED 01               1300        0        0
FINISAR                        COM              31787A101     4634  1170377 SH       DEFINED 01            1170377        0        0
FINISAR                        COM              31787A101      396   100100 SH       DEFINED 01 03               0   100100        0
FINISAR                        COM              31787A101     1144   288783 SH       DEFINED 01 05               0   288783        0
FINISAR CORP                   COM              31787A101      186    46900 SH       DEFINED 01 02               0    46900        0
FINOVA GROUP INC.              COM              317928109        0      293 SH       DEFINED 01                293        0        0
FIREPOND INC                   COM              318224102        0       53 SH       DEFINED 01                 53        0        0
FIRST AMERICAN CORP            COM              318522307        3      125 SH       DEFINED 01 02               0      125        0
FIRST AMERICAN CORPORATION     COM              318522307     6016   297101 SH       DEFINED 01             297101        0        0
FIRST AMERICAN CORPORATION     COM              318522307      399    19700 SH       DEFINED 01 05               0    19700        0
FIRST BANCORP/PR               COM              318672102     4085   157994 SH       DEFINED 01             157994        0        0
FIRST BANCORP/PR               COM              318672102        5      200 SH       DEFINED 01 02               0      200        0
FIRST BANCORP/PR               COM              318672102      145     5600 SH       DEFINED 01 05               0     5600        0
FIRST CITIZENS BANK            COM              31946M103        8       93 SH       DEFINED 01                 93        0        0
FIRST COMWLTH FINL P           COM              319829107        2      146 SH       DEFINED 01                146        0        0
FIRST DATA                     COM              319963104     8813   151267 SH       DEFINED 01             151267        0        0
FIRST DATA                     COM              319963104     5420    93026 SH       DEFINED 01 03               0    93026        0
FIRST DATA                     COM              319963104      126     2169 SH       DEFINED 01 05               0     2169        0
FIRST DATA CORP                COM              319963104     7190   123400 SH       DEFINED 01 02               0   123400        0
FIRST ESSEX BANCORP            COM              320103104      591    22490 SH       DEFINED 01              22490        0        0
FIRST ESSEX BANCORP            COM              320103104        2       75 SH       DEFINED 01 02               0       75        0
FIRST ESSEX BANCORP            COM              320103104       37     1410 SH       DEFINED 01 05               0     1410        0
FIRST FINL BANCORP             COM              320209109        2      100 SH       DEFINED 01                100        0        0
FIRST HORIZON PHARMA           COM              32051K106        4      165 SH       DEFINED 01 02               0      165        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106     4857   186600 SH       DEFINED 01             186600        0        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      246     9450 SH       DEFINED 01 05               0     9450        0
FIRST INDUSTRIAL REL           COM              32054K103        8      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104     7124   210856 SH       DEFINED 01             210856        0        0
FIRST MIDWEST BANC             COM              320867104        9      260 SH       DEFINED 01 02               0      260        0
FIRST MIDWEST BANC             COM              320867104      154     4569 SH       DEFINED 01 05               0     4569        0
FIRST HEALTH GROUP             COM              320960107    25233   858865 SH       DEFINED 01             858865        0        0
FIRST HEALTH GROUP             COM              320960107    70209  2389670 SH       DEFINED 01 02               0  2389670        0
FIRST HEALTH GROUP             COM              320960107     3573   121600 SH       DEFINED 01 03               0   121600        0
FIRST HEALTH GROUP             COM              320960107     9339   317851 SH       DEFINED 01 05               0   317851        0
FIRST QUANTUM MINERALS         COM              335934998      698   450000 SH       DEFINED 01             450000        0        0
FIRST REPUBLIC BANK            COM              336158100      945    41160 SH       DEFINED 01              41160        0        0
FIRST SOURCE CORP              COM              336901103      877    40735 SH       DEFINED 01              40735        0        0
FIRST SOURCE CORP              COM              336901103        6      280 SH       DEFINED 01 02               0      280        0
FIRST SOURCE CORP              COM              336901103       57     2640 SH       DEFINED 01 05               0     2640        0
FIRST TN NAT`L CORP            COM              337162101      138     3714 SH       DEFINED 01               3714        0        0
FIRST VIRGINIA BANK            COM              337477103      971    21209 SH       DEFINED 01              21209        0        0
FISERV                         COM              337738108    72785  2133819 SH       DEFINED 01            2133819        0        0
FISERV                         COM              337738108     7509   220139 SH       DEFINED 01 03               0   220139        0
FISERV                         COM              337738108    30641   898315 SH       DEFINED 01 05               0   898315        0
FISERV INC                     COM              337738108      921    27000 SH       DEFINED 01                  0    27000        0
FISERV INC                     COM              337738108     2928    85862 SH       DEFINED 01 02               0    85862        0
FIRSTFED FINL CORP             COM              337907109     2930   112680 SH       DEFINED 01             112680        0        0
FIRSTFED FINL CORP             COM              337907109        4      150 SH       DEFINED 01 02               0      150        0
FIRSTFED FINL CORP             COM              337907109      112     4300 SH       DEFINED 01 05               0     4300        0
FIRSTMERIT CORP                COM              337915102       59     2492 SH       DEFINED 01               2492        0        0
FLAGSTAR BANCORP INC           COM              337930101     1228    53150 SH       DEFINED 01              53150        0        0
FLAGSTAR BANCORP INC           COM              337930101        6      260 SH       DEFINED 01 02               0      260        0
FLAGSTAR BANCORP INC           COM              337930101       85     3700 SH       DEFINED 01 05               0     3700        0
FIRSTENERGY CORP               COM              337932107    56471  1570830 SH       DEFINED 01            1570830        0        0
FIRSTENERGY CORP               COM              337932107     1912    53196 SH       DEFINED 01 03               0    53196        0
FIRSTENERGY CORP               COM              337932107     2741    76239 SH       DEFINED 01 05               0    76239        0
FISHER SCIENTIFIC IN           COM              338032204        7      290 SH       DEFINED 01                290        0        0
FIAT SPA                       COM              338110992        9      800 SH       DEFINED 01                800        0        0
FKI                            COM              338299993       38    18000 SH       DEFINED 01              18000        0        0
FLEETBOSTON FINANCIAL          COM              339030108   155350  4285549 SH       DEFINED 01            4285549        0        0
FLEETBOSTON FINANCIAL          COM              339030108    13285   366507 SH       DEFINED 01 03               0   366507        0
FLEETBOSTON FINANCIAL          COM              339030108    10834   298888 SH       DEFINED 01 05               0   298888        0
FLEETBOSTON FINL CO            COM              339030108    91025  2511030 SH       DEFINED 01 02               0  2511030        0
FLEETWOOD ENTERPRISE           COM              339099103     1319   117941 SH       DEFINED 01             117941        0        0
FLEMING CO                     COM              339130106     6997   237164 SH       DEFINED 01             237164        0        0
FLEMING CO                     COM              339130106        7      230 SH       DEFINED 01 02               0      230        0
FLEMING CO                     COM              339130106      159     5400 SH       DEFINED 01 05               0     5400        0
FL EAST COAST RY CO            COM              340632108        3      155 SH       DEFINED 01                155        0        0
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FLUOR CORP (NEW)               COM              343412102      725    18827 SH       DEFINED 01 03               0    18827        0
FLUOR CORP (NEW)               COM              343412102      930    24158 SH       DEFINED 01 05               0    24158        0
FLOW SYSTEMS                   COM              343468104      443    45812 SH       DEFINED 01              45812        0        0
FLOWERS FOODS INC              COM              343498101        3       77 SH       DEFINED 01                 77        0        0
FLOWSERVE CORP                 COM              34354P105       23     1138 SH       DEFINED 01               1138        0        0
FLUGHAFEN WIEN AG              COM              343599999       38     1400 SH       DEFINED 01               1400        0        0
FOCAL COM                      COM              344155106        0      121 SH       DEFINED 01                121        0        0
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FORMENTO ECONOMICO MEXICANO AD COM              344419106       67     2362 SH       DEFINED 01 05               0     2362        0
FOOTSTAR INC                   COM              344912100     2093    60478 SH       DEFINED 01              60478        0        0
FORD MOTOR CO                  COM              345370860    22374  1289591 SH       DEFINED 01            1289591        0        0
FORD MOTOR CO                  COM              345370860       30     1711 SH       DEFINED 01 02               0     1711        0
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FOREST OIL CORP                COM              346091705       37     1471 SH       DEFINED 01               1471        0        0
FORRESTER                      COM              346563109        1       80 SH       DEFINED 01 02               0       80        0
GRANADA PLC                    COM              348900994      184   134840 SH       DEFINED 01 03               0   134840        0
FORTIS                         COM              349548990     2466   100959 SH       DEFINED 01             100959        0        0
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FORWARD AIR CORP               COM              349853101        3      110 SH       DEFINED 01 02               0      110        0
FORWARD AIR CORP               COM              349853101      144     6100 SH       DEFINED 01 05               0     6100        0
FOSSIL INC                     COM              349882100     1430    91065 SH       DEFINED 01              91065        0        0
FOUNDRY NETWORKS INC           COM              35063R100      276    45600 SH       DEFINED 01              45600        0        0
4KIDS ENTERTAINMENT            COM              350865101     3227   162177 SH       DEFINED 01             162177        0        0
4KIDS ENTERTAINMENT            COM              350865101        4      190 SH       DEFINED 01 02               0      190        0
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FRANCE TELECOM                 COM              352190995    16300   517020 SH       DEFINED 01             517020        0        0
FRANCE TELECOM                 COM              352190995    14464   458769 SH       DEFINED 01 05               0   458769        0
FRANKLIN COVEY CO              COM              353469109      190    60217 SH       DEFINED 01              60217        0        0
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FREDS INC                      COM              356108100     3930   150000 SH       DEFINED 01 05               0   150000        0
FREEMARKETS INC                COM              356602102        2      182 SH       DEFINED 01                182        0        0
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FREMONT GENERAL CORP           COM              357288109     1170   214375 SH       DEFINED 01             214375        0        0
FRESENIUS AG PFD               COM              358029999       39      400 SH       DEFINED 01                400        0        0
FRIENDS PROVIDE                COM              358500999       27     9568 SH       DEFINED 01               9568        0        0
FRONTIER AIRLINES              COM              359065109     1612   194684 SH       DEFINED 01             194684        0        0
FRONTIER AIRLINES              COM              359065109       43     5200 SH       DEFINED 01 05               0     5200        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        2      118 SH       DEFINED 01                118        0        0
FUJI HEAVY INDUSTRIES LTD      COM              359555992      120    26000 SH       DEFINED 01              26000        0        0
FUJI HEAVY INDUSTRIES LTD      COM              359555992     2760   600000 SH       DEFINED 01 03               0   600000        0
FUJI TELEVISION NETWORK        COM              359589991     1745      350 SH       DEFINED 01 03               0      350        0
FUJITSU LTD                    COM              359591997     1669   199000 SH       DEFINED 01 03               0   199000        0
FULLER H B COMPANY             COM              359694106       19      410 SH       DEFINED 01                410        0        0
FULLER H B COMPANY             COM              359694106        5      100 SH       DEFINED 01 02               0      100        0
FULTON FINL CORP               COM              360271100        6      265 SH       DEFINED 01                265        0        0
FULTON FINL CORP               COM              360271100       63     2800 SH       DEFINED 01 05               0     2800        0
FURNITURE BRAND INTL           COM              360921100       33     1712 SH       DEFINED 01               1712        0        0
FURNITURE BRAND INTL           COM              360921100        4      200 SH       DEFINED 01 02               0      200        0
G&K SERVICES CL A              COM              361268105     1664    62682 SH       DEFINED 01              62682        0        0
GATX CORP                      COM              361448103       47     1410 SH       DEFINED 01               1410        0        0
GBC BANCORP/CALIFORN           COM              361475106     1109    35521 SH       DEFINED 01              35521        0        0
GABRIEL RESOURCES              COM              361970999     1068   425000 SH       DEFINED 01             425000        0        0
GPU INC                        COM              36225X100       83     2065 SH       DEFINED 01               2065        0        0
GPU INC                        COM              36225X100     1145    28367 SH       DEFINED 01 03               0    28367        0
GPU INC                        COM              36225X100       27      661 SH       DEFINED 01 05               0      661        0
GT GROUP TELECOME INC WTS EXP  COM              362359101      353    23540 SH       DEFINED 01              23540        0        0
GT GROUP TELECOME INC WTS EXP  COM              362359101       71     4765 SH       DEFINED 01 05               0     4765        0
GABLE RESIDENTIAL              COM              362418105     2174    70883 SH       DEFINED 01              70883        0        0
GABLE RESIDENTIAL              COM              362418105      156     5100 SH       DEFINED 01 05               0     5100        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALILEO INTL                   COM              363547100        6      267 SH       DEFINED 01                267        0        0
GALLAGHER ARTHUR J             COM              363576109      843    24907 SH       DEFINED 01              24907        0        0
GALYANS TRADING CO.            COM              36458R101      404    37900 SH       DEFINED 01              37900        0        0
GALYANS TRADING CO.            COM              36458R101       29     2700 SH       DEFINED 01 05               0     2700        0
GANNETT                        COM              364730101   150796  2508662 SH       DEFINED 01            2508662        0        0
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GANNETT                        COM              364730101    23506   391051 SH       DEFINED 01 05               0   391051        0
GANNETT CO INC                 COM              364730101      101     1672 SH       DEFINED 01 02               0     1672        0
GAP                            COM              364760108      441    36872 SH       DEFINED 01              36872        0        0
GAP                            COM              364760108     2439   204099 SH       DEFINED 01 03               0   204099        0
GAP                            COM              364760108    17982  1504759 SH       DEFINED 01 05               0  1504759        0
GAP INC.  THE                  COM              364760108       17     1410 SH       DEFINED 01 02               0     1410        0
GARDNER DENVER INC             COM              365558105        4      180 SH       DEFINED 01 02               0      180        0
GARDNER DENVER INC   GARDNER D COM              365558105     2356   106106 SH       DEFINED 01             106106        0        0
GARDNER DENVER INC   GARDNER D COM              365558105       90     4040 SH       DEFINED 01 05               0     4040        0
GART SPORTS COMPANY            COM              366630101     1434   118500 SH       DEFINED 01             118500        0        0
GART SPORTS COMPANY            COM              366630101        3      220 SH       DEFINED 01 02               0      220        0
GART SPORTS COMPANY            COM              366630101       70     5800 SH       DEFINED 01 05               0     5800        0
GARTNER GRP INC CL B           COM              366651206       24     2781 SH       DEFINED 01               2781        0        0
GATEWAY INC                    COM              367626108      247    45448 SH       DEFINED 01              45448        0        0
GATEWAY INC                    COM              367626108     2905   532940 SH       DEFINED 01 02               0   532940        0
GATEWAY INC                    COM              367626108      432    79259 SH       DEFINED 01 03               0    79259        0
GATEWAY INC                    COM              367626108       10     1788 SH       DEFINED 01 05               0     1788        0
GAYLORD ENTERTAINMEN           COM              367905106        3      149 SH       DEFINED 01                149        0        0
OAO GAZPROM ADR                COM              368287207     2320   263037 SH       DEFINED 01             263037        0        0
OAO GAZPROM ADR                COM              368287207       51     5800 SH       DEFINED 01 05               0     5800        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      217    10987 SH       DEFINED 01              10987        0        0
GENCORP INC                    COM              368682100     1477   130214 SH       DEFINED 01             130214        0        0
GENE LOGIC INC                 COM              368689105        1       68 SH       DEFINED 01                 68        0        0
GENENTECH                      COM              368710406   240352  5462534 SH       DEFINED 01            5462534        0        0
GENENTECH                      COM              368710406    60193  1368004 SH       DEFINED 01 05               0  1368004        0
GENENTECH INC                  COM              368710406       55     1243 SH       DEFINED 01 02               0     1243        0
GENRL  COMMUNICATION           COM              369385109     4653   384617 SH       DEFINED 01             384617        0        0
GENRL  COMMUNICATION           COM              369385109        2      190 SH       DEFINED 01 02               0      190        0
GENRL  COMMUNICATION           COM              369385109      147    12150 SH       DEFINED 01 05               0    12150        0
GENERAL DYNAMICS               COM              369550108     2625    29725 SH       DEFINED 01 02               0    29725        0
GENERAL DYNAMICS CORP          COM              369550108     3017    34165 SH       DEFINED 01              34165        0        0
GENERAL DYNAMICS CORP          COM              369550108     4214    47711 SH       DEFINED 01 03               0    47711        0
GENERAL DYNAMICS CORP          COM              369550108       98     1113 SH       DEFINED 01 05               0     1113        0
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GENERAL ELECTRIC               COM              369604103    31140   638760 SH       DEFINED 11 12 13            0   638760        0
GENERAL ELECTRIC COMPANY       COM              369604103       78     1600 SH       DEFINED 11 12 13            0     1600        0
GENERAL ELECTRIC               COM              369604103    28201   758068 SH       DEFINED 01                  0   758068        0
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GENERAL ELECTRIC               COM              369604103   124812  3355106 SH       DEFINED 01 02               0  3355106        0
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GENERAL GROWTH                 COM              370021107        4      105 SH       DEFINED 01                105        0        0
GENERAL MILLS                  COM              370334104     6284   138110 SH       DEFINED 01                  0   138110        0
GENERAL MILLS                  COM              370334104    95352  2095630 SH       DEFINED 01            2095630        0        0
GENERAL MILLS                  COM              370334104    16364   359585 SH       DEFINED 01 02               0   359585        0
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GENERAL MILLS                  COM              370334104    32873   722476 SH       DEFINED 01 05               0   722476        0
ASSICURAZIONI GENERALI         COM              370336992    15047   560079 SH       DEFINED 01             560079        0        0
ASSICURAZIONI GENERALI         COM              370336992     6884   256241 SH       DEFINED 01 03               0   256241        0
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GENERAL MOTORS                 COM              370442105    24572   572782 SH       DEFINED 01             572782        0        0
GENERAL MOTORS                 COM              370442105     6099   142185 SH       DEFINED 01 03               0   142185        0
GENERAL MOTORS                 COM              370442105      965    22503 SH       DEFINED 01 05               0    22503        0
GENERAL MOTORS CL H            COM              370442832       26     1979 SH       DEFINED 01               1979        0        0
GENERAL SEMICONDUCT            COM              370787103     1102   114835 SH       DEFINED 01             114835        0        0
GENESCO INC.                   COM              371532102     2218   136450 SH       DEFINED 01             136450        0        0
GENESCO INC.                   COM              371532102        3      160 SH       DEFINED 01 02               0      160        0
GENESCO INC.                   COM              371532102       52     3200 SH       DEFINED 01 05               0     3200        0
GENTEX CORP                    COM              371901109     4829   202171 SH       DEFINED 01             202171        0        0
GENTEX CORP                    COM              371901109    30864  1291840 SH       DEFINED 01 02               0  1291840        0
GENTEX CORP                    COM              371901109      576    24100 SH       DEFINED 01 03               0    24100        0
GENTEX CORP                    COM              371901109     7776   325500 SH       DEFINED 01 05               0   325500        0
GENESIS MICROCHIP INC          COM              371933102     1049    37300 SH       DEFINED 01              37300        0        0
GENLYTE GROUP INC              COM              372302109        3      120 SH       DEFINED 01 02               0      120        0
GENRAD                         COM              372447102        0      118 SH       DEFINED 01                118        0        0
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GENUS INC                      COM              372461103       98    50000 SH       DEFINED 01              50000        0        0
GENTIVA HEALTH SERVICES        COM              37247A102        1       48 SH       DEFINED 01                 48        0        0
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GENZYME CORP                   COM              372917104    35400   779400 SH       DEFINED 01 05               0   779400        0
GEORGIA GULF CORP              COM              373200203     3298   205233 SH       DEFINED 01             205233        0        0
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GEORGIA-PACIFIC                COM              373298108     1871    64950 SH       DEFINED 01              64950        0        0
GEORGIA-PACIFIC                COM              373298108     1613    56005 SH       DEFINED 01 03               0    56005        0
GEORGIA-PACIFIC                COM              373298108       36     1250 SH       DEFINED 01 05               0     1250        0
GEORGIA-PACIFIC GP             COM              373298108    20203   701777 SH       DEFINED 01 02               0   701777        0
GEORGIA PAC TIMBER             COM              373298702      420    11579 SH       DEFINED 01              11579        0        0
GERBER SCIENTIFIC              COM              373730100      702    66853 SH       DEFINED 01              66853        0        0
GETTY IMAGES INC               COM              374276103        4      330 SH       DEFINED 01                330        0        0
GILEAD SCIENCES                COM              375558103     1390    24735 SH       DEFINED 01              24735        0        0
GILEAD SCIENCES                COM              375558103    29292   521510 SH       DEFINED 01 02               0   521510        0
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GILLETTE CO                    COM              375766102     3389   113713 SH       DEFINED 01             113713        0        0
GILLETTE CO                    COM              375766102      152     5100 SH       DEFINED 01 02               0     5100        0
GILLETTE CO                    COM              375766102     7462   250408 SH       DEFINED 01 03               0   250408        0
GILLETTE CO                    COM              375766102    31762  1065838 SH       DEFINED 01 05               0  1065838        0
GJENSIDIGE NOR SPB             COM              376499992        8      300 SH       DEFINED 01                300        0        0
GLADSTONE CAP CORP             COM              376535100     1312    81300 SH       DEFINED 01              81300        0        0
GLADSTONE CAP CORP             COM              376535100       66     4100 SH       DEFINED 01 05               0     4100        0
GIVAUDAN AG                    COM              376543997       38      125 SH       DEFINED 01                125        0        0
GLATFELTER (P.H.) CO           COM              377316104     1326    86613 SH       DEFINED 01              86613        0        0
GLATFELTER (P.H.) CO           COM              377316104        3      210 SH       DEFINED 01 02               0      210        0
GLATFELTER (P.H.) CO           COM              377316104       90     5900 SH       DEFINED 01 05               0     5900        0
GLAXOSMITHKLINE                COM              37733W105      169     3007 SH       DEFINED 01               3007        0        0
GLAXOSMITHKLINE PLC            COM              377555990    61624  2183839 SH       DEFINED 01            2183839        0        0
GLAXOSMITHKLINE PLC            COM              377555990    11105   393530 SH       DEFINED 01 03               0   393530        0
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GLENAYRE TECHNOLOGIE           COM              377899109        0      212 SH       DEFINED 01                212        0        0
GLENBOROUGH REALTY T           COM              37803P105        3      139 SH       DEFINED 01                139        0        0
GLOBAL INDUSTRIES              COM              379336100        2      443 SH       DEFINED 01                443        0        0
GLOBAL MARINE                  COM              379352404    11621   830091 SH       DEFINED 01             830091        0        0
GLOBAL MARINE                  COM              379352404      114     8150 SH       DEFINED 01 02               0     8150        0
GLOBAL MARINE                  COM              379352404    18130  1295000 SH       DEFINED 01 05               0  1295000        0
GLOBAL PAYMENTS INC            COM              37940X102     7371   250727 SH       DEFINED 01             250727        0        0
GLOBAL PAYMENTS INC            COM              37940X102        4      120 SH       DEFINED 01 02               0      120        0
GLOBAL PAYMENTS INC            COM              37940X102      150     5100 SH       DEFINED 01 05               0     5100        0
GLOBESPAN INC                  COM              379571102        3      360 SH       DEFINED 01                360        0        0
GLOBIX CORP                    COM              37957F101        0      104 SH       DEFINED 01                104        0        0
GOAMERICA INC                  COM              38020R106        0      371 SH       DEFINED 01                371        0        0
GOLD FIELDS LIMITED            COM              380570994     3872   857000 SH       DEFINED 01             857000        0        0
GOLD FIELDS LIMITED            COM              380570994       90    20000 SH       DEFINED 01 05               0    20000        0
GOLDFIELDS LTD ADR             COM              38059T106      460   103600 SH       DEFINED 01             103600        0        0
GOLDFIELDS LTD ADR             COM              38059T106       37     8400 SH       DEFINED 01 05               0     8400        0
GOLDCORP INC                   COM              380956995     1160   100000 SH       DEFINED 01             100000        0        0
GOLDEN STATE BANC              COM              381197102     1091    35909 SH       DEFINED 01              35909        0        0
GOLDEN WEST FINL               COM              381317106     2714    46705 SH       DEFINED 01              46705        0        0
GOLDEN WEST FINL               COM              381317106     2190    37686 SH       DEFINED 01 03               0    37686        0
GOLDEN WEST FINL               COM              381317106       51      878 SH       DEFINED 01 05               0      878        0
GOLDMAN SACHS GP INC           COM              38141G104    16095   225582 SH       DEFINED 01             225582        0        0
GOLDMAN SACHS GP INC           COM              38141G104       19      270 SH       DEFINED 01 02               0      270        0
GOODRICH CORPORATION           COM              382388106     2922   150000 SH       DEFINED 01                  0   150000        0
GOODRICH CORPORATION           COM              382388106     6851   351716 SH       DEFINED 01             351716        0        0
GOODRICH CORPORATION           COM              382388106      765    39290 SH       DEFINED 01 02               0    39290        0
GOODRICH CORPORATION           COM              382388106      487    24999 SH       DEFINED 01 03               0    24999        0
GOODRICH CORPORATION           COM              382388106     5760   295709 SH       DEFINED 01 05               0   295709        0
GOODYEAR                       COM              382550101       51     2732 SH       DEFINED 01               2732        0        0
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GOODYS FAMILY CLTHNG           COM              382588101      300    98358 SH       DEFINED 01              98358        0        0
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GORP.COM(SER B PREF).          PRF              382900XX1     1363   873786 SH       DEFINED 01 05               0   873786        0
GOTO.COM INC                   COM              38348T107        3      276 SH       DEFINED 01                276        0        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO INC.                     COM              384109104     2825    93519 SH       DEFINED 01              93519        0        0
GRAINGER (W.W.)                COM              384802104       64     1639 SH       DEFINED 01               1639        0        0
GRAINGER (W.W.)                COM              384802104      876    22551 SH       DEFINED 01 03               0    22551        0
GRAINGER (W.W.)                COM              384802104       20      525 SH       DEFINED 01 05               0      525        0
Granite Broadcasting Corp      COM              387241102       26     8566 SH       DEFINED 1                   0        0     8566
GRANITE CONSTRUCTION           COM              387328107       31     1226 SH       DEFINED 01               1226        0        0
GRANT PRIDECO INC              COM              38821G101      761   125000 SH       DEFINED 01                  0   125000        0
GRANT PRIDECO INC              COM              38821G101       20     3202 SH       DEFINED 01               3202        0        0
GRANT PRIDECO INC              COM              38821G101    11419  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     1666   116410 SH       DEFINED 01             116410        0        0
GREAT LAKES CHEM CO            COM              390568103       23     1033 SH       DEFINED 01               1033        0        0
GREAT LAKES CHEM CO            COM              390568103      264    11940 SH       DEFINED 01 03               0    11940        0
GREAT LAKES CHEM CO            COM              390568103        6      278 SH       DEFINED 01 05               0      278        0
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GREATER BAY BANCORP            COM              391648102     3272   140606 SH       DEFINED 01             140606        0        0
GREATER BAY BANCORP            COM              391648102        3      150 SH       DEFINED 01 02               0      150        0
GREATER BAY BANCORP            COM              391648102     3060   131500 SH       DEFINED 01 05               0   131500        0
GREEN MOUNTAIN INC             COM              393122106      979    42500 SH       DEFINED 01              42500        0        0
GREEN MOUNTAIN INC             COM              393122106        1       50 SH       DEFINED 01 02               0       50        0
GREEN MOUNTAIN INC             COM              393122106       51     2200 SH       DEFINED 01 05               0     2200        0
GREEN MOUNTAIN POWER           COM              393154109      281    17060 SH       DEFINED 01              17060        0        0
GREENPOINT FINL CORP           COM              395384100      101     2863 SH       DEFINED 01               2863        0        0
GREIF BROS CORP                COM              397624107        3      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      455   252501 SH       DEFINED 01             252501        0        0
GREY WOLF INC                  COM              397888108        1      310 SH       DEFINED 01 02               0      310        0
GREY WOLF INC                  COM              397888108       22    12400 SH       DEFINED 01 05               0    12400        0
GRIFFON CORP                   COM              398433102     3126   256248 SH       DEFINED 01             256248        0        0
GRIFFON CORP                   COM              398433102        6      456 SH       DEFINED 01 02               0      456        0
GRIFFON CORP                   COM              398433102      131    10714 SH       DEFINED 01 05               0    10714        0
GROUP ONE AUTOMOTIVE           COM              398905109     1569    59102 SH       DEFINED 01              59102        0        0
BOUYGUES                       COM              4002121         23      895 SH       DEFINED 01 10             895        0        0
GRUPO DRAGADOS SA              COM              400380994       20     1600 SH       DEFINED 01               1600        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550     5267  7615100 SH       DEFINED 01            7615100        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550      126   181757 SH       DEFINED 01 05               0   181757        0
UMICORE                        COM              4005001          2       58 SH       DEFINED 01 10              58        0        0
G-TECH HOLDINGS CORP           COM              400518106     2508    72593 SH       DEFINED 01              72593        0        0
G-TECH HOLDINGS CORP           COM              400518106        4      110 SH       DEFINED 01 02               0      110        0
G-TECH HOLDINGS CORP           COM              400518106      121     3500 SH       DEFINED 01 05               0     3500        0
GRUPO AEROPORTUARIO S-ADR      COM              40051E202       13     1500 SH       DEFINED 01               1500        0        0
GUANGDONG ALLIANCE             COM              400651998        1    52309 SH       DEFINED 01                  0    52309        0
AIR LIQUIDE(                   COM              4011406         34      243 SH       DEFINED 01 10             243        0        0
GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT CORP                   COM              401698105    28946   751819 SH       DEFINED 01             751819        0        0
GUIDANT CORP                   COM              401698105     7602   197538 SH       DEFINED 01 02               0   197538        0
GUIDANT CORP                   COM              401698105     2842    73812 SH       DEFINED 01 03               0    73812        0
GUIDANT CORP                   COM              401698105    25406   659900 SH       DEFINED 01 05               0   659900        0
ALLIED IRISH                   COM              4020684         21     2325 SH       DEFINED 01 10            2325        0        0
ADIDAS-SALOM                   COM              4031976          5      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105      794   118475 SH       DEFINED 01             118475        0        0
HCA                            COM              404119109   472366 10660484 SH       DEFINED 01           10660484        0        0
HCA                            COM              404119109     9507   214542 SH       DEFINED 01 03               0   214542        0
HCA                            COM              404119109    69911  1577776 SH       DEFINED 01 05               0  1577776        0
HCA INC                        COM              404119109    26470   597404 SH       DEFINED 01 02               0   597404        0
HCC INSURANCE                  COM              404132102     8862   336979 SH       DEFINED 01             336979        0        0
HCC INSURANCE                  COM              404132102    34222  1301200 SH       DEFINED 01 02               0  1301200        0
HCC INSURANCE                  COM              404132102     1094    41600 SH       DEFINED 01 03               0    41600        0
HCC INSURANCE                  COM              404132102      202     7661 SH       DEFINED 01 05               0     7661        0
HDFC BANK - AD                 COM              40415F101     1928   139700 SH       DEFINED 01             139700        0        0
HDFC BANK - AD                 COM              40415F101       46     3300 SH       DEFINED 01 05               0     3300        0
HEI INC                        COM              404160103      217    35000 SH       DEFINED 01              35000        0        0
HBOS PLC                       COM              404200990     6368   590255 SH       DEFINED 01             590255        0        0
HBOS PLC                       COM              404200990     9169   849933 SH       DEFINED 01 05               0   849933        0
HK PROPERTY                    COM              404207995        1    52309 SH       DEFINED 01                  0    52309        0
HNC SOFTWARE                   COM              40425P107     4419   236283 SH       DEFINED 01             236283        0        0
HNC SOFTWARE                   COM              40425P107        2      120 SH       DEFINED 01 02               0      120        0
HNC SOFTWARE                   COM              40425P107      122     6500 SH       DEFINED 01 05               0     6500        0
HRPT PROPERTIES TR             COM              40426W101        8      923 SH       DEFINED 01                923        0        0
HSBC HLDGS GBP                 COM              404400996    43933  4168984 SH       DEFINED 01            4168984        0        0
HSBC HLDGS GBP                 COM              404400996     4553   431995 SH       DEFINED 01 03               0   431995        0
HSBC HLDGS GBP                 COM              404400996    36520  3465637 SH       DEFINED 01 05               0  3465637        0
HAEMONETICS CORP               COM              405024100     2664    76964 SH       DEFINED 01              76964        0        0
ATLAS COPCO                    COM              4050971          5      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          5      200 SH       DEFINED 01 10             200        0        0
HAGGAR                         COM              405173105      223    19728 SH       DEFINED 01              19728        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     1876   101902 SH       DEFINED 01             101902        0        0
ASSIC GENERALI                 COM              4056719         95     3530 SH       DEFINED 01 10            3530        0        0
L'OREAL                        COM              4057808        123     1782 SH       DEFINED 01 10            1782        0        0
BCO ESPIR SA                   COM              4058061          6      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      194    40035 SH       DEFINED 01              40035        0        0
LVMH MOET                      COM              4061412         41     1291 SH       DEFINED 01 10            1291        0        0
HALLIBURTON                    COM              406216101   227680 10096654 SH       DEFINED 01           10096654        0        0
HALLIBURTON                    COM              406216101    15625   692938 SH       DEFINED 01 02               0   692938        0
HALLIBURTON                    COM              406216101     3697   163983 SH       DEFINED 01 03               0   163983        0
HALLIBURTON                    COM              406216101    69448  3079688 SH       DEFINED 01 05               0  3079688        0
AUTOPISTAS C                   COM              4065663          6      686 SH       DEFINED 01 10             686        0        0
BCA POP DI M                   COM              4072168          3      680 SH       DEFINED 01 10             680        0        0
SAGEM(APPLIC GEN)              COM              4074432          3       84 SH       DEFINED 01 10              84        0        0
INTESABCI S.P.A.               COM              4076836         43    17463 SH       DEFINED 01 10           17463        0        0
INTESABCI SPA                  COM              4076847          3     2000 SH       DEFINED 01 10            2000        0        0
MONDADORI                      COM              4084895          3      500 SH       DEFINED 01 10             500        0        0
HANCOCK FABRICS                COM              409900107      430    52429 SH       DEFINED 01              52429        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      211     5271 SH       DEFINED 01               5271        0        0
HANCOCK JOHN FINL SV           COM              41014S106     2922    73150 SH       DEFINED 01 03               0    73150        0
HANCOCK JOHN FINL SV           COM              41014S106       68     1706 SH       DEFINED 01 05               0     1706        0
HANDLEMAN COMPANY              COM              410252100     5075   362542 SH       DEFINED 01             362542        0        0
HANDLEMAN COMPANY              COM              410252100       10      680 SH       DEFINED 01 02               0      680        0
HANDLEMAN COMPANY              COM              410252100      283    20200 SH       DEFINED 01 05               0    20200        0
HANDSPRING INC                 COM              410293104        1      962 SH       DEFINED 01                962        0        0
ELEC DE PORT                   COM              4103596         23     8755 SH       DEFINED 01 10            8755        0        0
HANOVER COMPRESSOR CO          COM              410768105      273    12616 SH       DEFINED 01              12616        0        0
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON PLC ADR                 COM              411352404    58884  1680000 SH       DEFINED 01            1680000        0        0
HANSON PLC ADR                 COM              411352404     1339    38200 SH       DEFINED 01 03               0    38200        0
HANSON PLC ADR                 COM              411352404     1753    50027 SH       DEFINED 01 05               0    50027        0
HANSON PLC                     COM              411352990       27     3833 SH       DEFINED 01               3833        0        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
BANK OF PIRAEUS                COM              4122676          4      520 SH       DEFINED 01 10             520        0        0
HARLAND JOHN H                 COM              412693103     5018   229156 SH       DEFINED 01             229156        0        0
HARLAND JOHN H                 COM              412693103        8      370 SH       DEFINED 01 02               0      370        0
HARLAND JOHN H                 COM              412693103      166     7600 SH       DEFINED 01 05               0     7600        0
HARLEY DAVIDSON                COM              412822108      567    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108       93     2300 SH       DEFINED 01 02               0     2300        0
HARLEY-DAVIDSON                COM              412822108   144941  3578823 SH       DEFINED 01            3578823        0        0
HARLEY-DAVIDSON                COM              412822108     4250   104925 SH       DEFINED 01 03               0   104925        0
HARLEY-DAVIDSON                COM              412822108    13331   329150 SH       DEFINED 01 05               0   329150        0
HARMAN INTERNATIONAL           COM              413086109     6590   196715 SH       DEFINED 01             196715        0        0
HARMAN INTERNATIONAL           COM              413086109        5      150 SH       DEFINED 01 02               0      150        0
HARMAN INTERNATIONAL           COM              413086109      145     4338 SH       DEFINED 01 05               0     4338        0
HARMONY GOLD MINING            COM              413138991      550   101100 SH       DEFINED 01             101100        0        0
HARMONIC INC                   COM              413160102     1433   176884 SH       DEFINED 01             176884        0        0
HARMONY GOLD MINING WT EXP 06/ COM              413216110       63    33000 SH       DEFINED 01              33000        0        0
HARMONY GOLD MNG-ADR           COM              413216300      398    75000 SH       DEFINED 01              75000        0        0
BNP PARIBAS S.A.               COM              4133667         99     1205 SH       DEFINED 01 10            1205        0        0
HARRAHS                        COM              413619107     1124    41651 SH       DEFINED 01              41651        0        0
HARRAHS                        COM              413619107      752    27844 SH       DEFINED 01 03               0    27844        0
HARRAHS                        COM              413619107       18      648 SH       DEFINED 01 05               0      648        0
HARRIS CORP                    COM              413875105     2195    68980 SH       DEFINED 01              68980        0        0
ELSEVIER NV                    COM              4148810         22     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       34     1257 SH       DEFINED 01               1257        0        0
HARSCO CORP                    COM              415864107        3      125 SH       DEFINED 01 02               0      125        0
HARTE-HANKS INC                COM              416196103       44     2035 SH       DEFINED 01               2035        0        0
THALES (EX THOMPSON CSF)       COM              4162791         15      400 SH       DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         16      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINL                  COM              416515104      239     4070 SH       DEFINED 01               4070        0        0
HARTFORD FINL                  COM              416515104     3307    56292 SH       DEFINED 01 03               0    56292        0
HARTFORD FINL                  COM              416515104       77     1313 SH       DEFINED 01 05               0     1313        0
CARLSBERG                      COM              4169208          4      100 SH       DEFINED 01 10             100        0        0
CARLSBERG                      COM              4169219          4      100 SH       DEFINED 01 10             100        0        0
CIMPOR CIMEN                   COM              4175896          6      392 SH       DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         15      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       40     2881 SH       DEFINED 01               2881        0        0
HASBRO INC                     COM              418056107      573    40957 SH       DEFINED 01 03               0    40957        0
HASBRO INC                     COM              418056107       13      954 SH       DEFINED 01 05               0      954        0
COFLEXIP                       COM              4181741          6       41 SH       DEFINED 01 10              41        0        0
CRH                            COM              4182249         20     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      151    25088 SH       DEFINED 01                  0    25088        0
HAVERTY FURNITURE              COM              419596101        1       78 SH       DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100       39      993 SH       DEFINED 01                993        0        0
HAWAIIAN ELEC IND              COM              419870100        7      170 SH       DEFINED 01 02               0      170        0
HAYS PLC                       COM              420400996     3751  1668003 SH       DEFINED 01 03               0  1668003        0
CLUB MEDITER                   COM              4204370          1       40 SH       DEFINED 01 10              40        0        0
HAWTHORNE FINANCIAL            COM              420542102        4      200 SH       DEFINED 01 02               0      200        0
HAYES LEMMERZ INTL             COM              420781106        0       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823          8      300 SH       DEFINED 01 10             300        0        0
HEALTH CARE PROP INV           COM              421915109        6      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH CORP               COM              421924101      109     6669 SH       DEFINED 01               6669        0        0
HEALTHSOUTH CORP               COM              421924101     1504    92523 SH       DEFINED 01 03               0    92523        0
HEALTHSOUTH CORP               COM              421924101       35     2157 SH       DEFINED 01 05               0     2157        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102    31900  1536596 SH       DEFINED 01            1536596        0        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102     2605   125500 SH       DEFINED 01 03               0   125500        0
HEALTH MANAGEMENT ASSOCIATES   COM              421933102    14427   694950 SH       DEFINED 01 05               0   694950        0
HEALTH MGMT ASSOC              COM              421933102     1306    62930 SH       DEFINED 01 02               0    62930        0
HEALTHCARE RLTY TR             COM              421946104        3      110 SH       DEFINED 01                110        0        0
HEADWATERS INC                 COM              42210P102     2585   235050 SH       DEFINED 01             235050        0        0
HEADWATERS INC                 COM              42210P102        6      510 SH       DEFINED 01 02               0      510        0
HEADWATERS INC                 COM              42210P102      127    11550 SH       DEFINED 01 05               0    11550        0
HEALTH CARE REIT INC           COM              42217K106        3      103 SH       DEFINED 01                103        0        0
HEALTH NET INC                 COM              42222G108     2109   109755 SH       DEFINED 01             109755        0        0
HEALTH NET INC                 COM              42222G108        3      140 SH       DEFINED 01 02               0      140        0
HEALTH NET INC                 COM              42222G108      110     5700 SH       DEFINED 01 05               0     5700        0
HEARST-ARGYLE TELEVI           COM              422317107        4      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS IN TRANSP TR COM              422347104     2356   102452 SH       DEFINED 01             102452        0        0
HEIDRICK & STRUGGLES           COM              422819102      937    65701 SH       DEFINED 01              65701        0        0
HEINZ (H.J.)                   COM              423074103    36574   867723 SH       DEFINED 01             867723        0        0
HEINZ (H.J.)                   COM              423074103     3958    93895 SH       DEFINED 01 03               0    93895        0
HEINZ (H.J.)                   COM              423074103      237     5631 SH       DEFINED 01 05               0     5631        0
UNICREDITO                     COM              4232445         53    14000 SH       DEFINED 01 10           14000        0        0
HELIX TECHNOLOGY               COM              423319102     2732   168234 SH       DEFINED 01             168234        0        0
HELIX TECHNOLOGY               COM              423319102        2      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102       65     4000 SH       DEFINED 01 05               0     4000        0
HELLER FINANCIAL     HF        COM              423328103        8      148 SH       DEFINED 01                148        0        0
HELMERICH & PAYNE              COM              423452101     1162    44540 SH       DEFINED 01              44540        0        0
HELMERICH & PAYNE              COM              423452101       86     3300 SH       DEFINED 01 05               0     3300        0
ALPHA BANK                     COM              4235864         11      620 SH       DEFINED 01 10             620        0        0
D'IETEREN TR                   COM              4247494          2       13 SH       DEFINED 01 10              13        0        0
D S 1912 DK1000                COM              4248754         18        3 SH       DEFINED 01 10               3        0        0
HENKEL KGAA VORZUG PREF SHARES COM              425303997       30      520 SH       DEFINED 01                520        0        0
D/S SVENBORG                   COM              4253048         15        2 SH       DEFINED 01 10               2        0        0
HENNES&MAURITZ AB-B            COM              425889995       11      645 SH       DEFINED 01                645        0        0
DELHAIZE-LE                    COM              4262118         14      250 SH       DEFINED 01 10             250        0        0
HENRY (JACK) & ASSOC           COM              426281101     3518   154965 SH       DEFINED 01             154965        0        0
HENRY (JACK) & ASSOC           COM              426281101        2       80 SH       DEFINED 01 02               0       80        0
HENRY (JACK) & ASSOC           COM              426281101      109     4798 SH       DEFINED 01 05               0     4798        0
DNB HOLDING ASA                COM              4263304         12     3100 SH       DEFINED 01 10            3100        0        0
HERCULES INC                   COM              427056106       18     2225 SH       DEFINED 01               2225        0        0
HERCULES INC                   COM              427056106      212    25653 SH       DEFINED 01 03               0    25653        0
HERCULES INC                   COM              427056106        5      597 SH       DEFINED 01 05               0      597        0
HERSHEY FOODS                  COM              427866108      153     2331 SH       DEFINED 01               2331        0        0
HERSHEY FOODS                  COM              427866108     2122    32458 SH       DEFINED 01 03               0    32458        0
HERSHEY FOODS                  COM              427866108    39271   600756 SH       DEFINED 01 05               0   600756        0
HEWLETT PACKARD                COM              428236103     1063    66000 SH       DEFINED 01                  0    66000        0
HEWLETT PACKARD                COM              428236103     1340    83154 SH       DEFINED 01              83154        0        0
HEWLETT PACKARD                COM              428236103       24     1454 SH       DEFINED 01 02               0     1454        0
HEWLETT PACKARD                COM              428236103     7428   461361 SH       DEFINED 01 03               0   461361        0
HEWLETT PACKARD                COM              428236103      173    10756 SH       DEFINED 01 05               0    10756        0
HI / FN  INC                   COM              428358105        3      280 SH       DEFINED 01 02               0      280        0
HIBERNIA CORP                  COM              428656102      819    50104 SH       DEFINED 01              50104        0        0
HICKORY TECHNOLOGY C           COM              429060106        2      100 SH       DEFINED 01 02               0      100        0
ELECTRABEL                     COM              4294791         37      174 SH       DEFINED 01 10             174        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH       DEFINED 01                 86        0        0
ELAN CORP PLC                  COM              4305507         42      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        9      374 SH       DEFINED 01                374        0        0
HILB ROGAL & HAMILTO           COM              431294107     3861    84656 SH       DEFINED 01              84656        0        0
HILB ROGAL & HAMILTO           COM              431294107      151     3300 SH       DEFINED 01 05               0     3300        0
HILLENBRAND IND                COM              431573104       96     1769 SH       DEFINED 01               1769        0        0
BAYER                          COM              4325419         32     1100 SH       DEFINED 01 10            1100        0        0
HILTON HOTELS                  COM              432848109       49     6302 SH       DEFINED 01               6302        0        0
HILTON HOTELS                  COM              432848109      688    87591 SH       DEFINED 01 03               0    87591        0
HILTON HOTELS                  COM              432848109       16     2041 SH       DEFINED 01 05               0     2041        0
HINDUSTAN LEVER LIMITED        COM              433099991     3898   896687 SH       DEFINED 01             896687        0        0
HINDUSTAN LEVER LIMITED        COM              433099991       94    21638 SH       DEFINED 01 05               0    21638        0
HITACHI LTD                    COM              433578101    14006  2104000 SH       DEFINED 01            2104000        0        0
HITACHI LTD                    COM              433578101     5329   800600 SH       DEFINED 01 03               0   800600        0
HITACHI LTD                    COM              433578101    12707  1909000 SH       DEFINED 01 05               0  1909000        0
HISPANIC BROADCAST             COM              43357B104       40     2500 SH       DEFINED 01 02               0     2500        0
HISPANIC BROADCASTING          COM              43357B104     4115   255594 SH       DEFINED 01             255594        0        0
HISPANIC BROADCASTING          COM              43357B104     6485   402800 SH       DEFINED 01 05               0   402800        0
HITACHI MAXELL                 COM              433599990       13     1000 SH       DEFINED 01               1000        0        0
GEORG FISCHE                   COM              4341783          2       10 SH       DEFINED 01 10              10        0        0
HOLLINGER INTL INC             COM              435569108        6      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      384    32650 SH       DEFINED 01              32650        0        0
HOLLYWOOD ENTERTAINM           COM              436141105        5      400 SH       DEFINED 01 02               0      400        0
HOLMEN AB                      COM              436435994       33     1800 SH       DEFINED 01               1800        0        0
HOLOGIC                        COM              436440101      238    47068 SH       DEFINED 01              47068        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                     COM              437076102   487692 12710222 SH       DEFINED 01           12710222        0        0
HOME DEPOT                     COM              437076102    24839   647360 SH       DEFINED 01 03               0   647360        0
HOME DEPOT                     COM              437076102   149693  3901297 SH       DEFINED 01 05               0  3901297        0
HOME DEPOT INC                 COM              437076102    21775   567500 SH       DEFINED 01                  0   567500        0
HOME DEPOT INC                 COM              437076102    87597  2282989 SH       DEFINED 01 02               0  2282989        0
ZELTIA SA                      COM              4370839          4      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES                COM              437306103        2       73 SH       DEFINED 01                 73        0        0
GENERALI HLD                   COM              4373645          3       18 SH       DEFINED 01 10              18        0        0
HOMESTAKE MINING               COM              437614100     2834   304639 SH       DEFINED 01             304639        0        0
HOMESTAKE MINING               COM              437614100      582    62528 SH       DEFINED 01 03               0    62528        0
HOMESTAKE MINING               COM              437614100       14     1457 SH       DEFINED 01 05               0     1457        0
HOMESTORE.COM                  COM              437852106        8     1054 SH       DEFINED 01               1054        0        0
PUBLICIS GROUPE SA             COM              4380429          5      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102       76    11808 SH       DEFINED 01 05               0    11808        0
HON INDUSTRIES                 COM              438092108       43     1938 SH       DEFINED 01               1938        0        0
HONDA ORD            JP;7267   COM              438120990     7072   217718 SH       DEFINED 01             217718        0        0
HONDA ORD            JP;7267   COM              438120990    12657   389600 SH       DEFINED 01 05               0   389600        0
HONEYWELL INTL                 COM              438516106    27561  1043977 SH       DEFINED 01            1043977        0        0
HONEYWELL INTL                 COM              438516106     5685   215376 SH       DEFINED 01 03               0   215376        0
HONEYWELL INTL                 COM              438516106      935    35430 SH       DEFINED 01 05               0    35430        0
HONEYWELL INTL INC             COM              438516106      110     4200 SH       DEFINED 01 02               0     4200        0
HON HAI PRECISION    TW;2317   COM              438800997     2314   732656 SH       DEFINED 01             732656        0        0
HOOPER HOLMES INC              COM              439104100     1229   197006 SH       DEFINED 01             197006        0        0
GECINA                         COM              4391807          3       44 SH       DEFINED 01 10              44        0        0
HORACE MANN EDUCATOR           COM              440327104       26     1452 SH       DEFINED 01               1452        0        0
HORIZON OFFSHORE INC           COM              44043J105        1      100 SH       DEFINED 01 02               0      100        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118     1331    26625 SH       DEFINED 01              26625        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      266     5325 SH       DEFINED 01 05               0     5325        0
HORMEL                         COM              440452100       92     3921 SH       DEFINED 01               3921        0        0
HOSIERY CORP "A" WTS           COM              441016102        1    10000 SH       DEFINED 01              10000        0        0
HOST MARRIOTT                  COM              44107P104        4      612 SH       DEFINED 01                612        0        0
HOT TOPIC                      COM              441339108     3499   139370 SH       DEFINED 01             139370        0        0
HOT TOPIC                      COM              441339108        2       70 SH       DEFINED 01 02               0       70        0
HOT TOPIC                      COM              441339108       93     3700 SH       DEFINED 01 05               0     3700        0
HOTJOBS COM INC                COM              441474103        0       75 SH       DEFINED 01                 75        0        0
HOUSEHOLD INTL                 COM              441815107     3255    57734 SH       DEFINED 01              57734        0        0
HOUSEHOLD INTL                 COM              441815107     6210   110141 SH       DEFINED 01 03               0   110141        0
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HOUSING & COMM BANK            COM              441820990     2395   112000 SH       DEFINED 01             112000        0        0
HOUSING & COMM BANK            COM              441820990       58     2710 SH       DEFINED 01 05               0     2710        0
COCA-COLA HELLENIC BOT.        COM              4420723          5      420 SH       DEFINED 01 10             420        0        0
HOUSTON EXPLOR                 COM              442120101        2       98 SH       DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         36     2660 SH       DEFINED 01 10            2660        0        0
INSTUMENTAR                    COM              4434166          3      100 SH       DEFINED 01 10             100        0        0
HUBBELL INC C/B                COM              443510201       51     1767 SH       DEFINED 01               1767        0        0
HUDSON CITY BANCORP            COM              443683107        6      243 SH       DEFINED 01                243        0        0
IHC CALAND N                   COM              4441155          3       65 SH       DEFINED 01 10              65        0        0
HUDSON UNITED BANC             COM              444165104     3963   142856 SH       DEFINED 01             142856        0        0
HUFFY CORP                     COM              444356109      194    31057 SH       DEFINED 01              31057        0        0
HUGHES SUPPLY                  COM              444482103     1601    71799 SH       DEFINED 01              71799        0        0
HUMANA                         COM              444859102       36     2961 SH       DEFINED 01               2961        0        0
HUMANA                         COM              444859102      487    40369 SH       DEFINED 01 03               0    40369        0
HUMANA                         COM              444859102       11      940 SH       DEFINED 01 05               0      940        0
HUMAN GENOME SCIENCE           COM              444903108       99     3207 SH       DEFINED 01               3207        0        0
IRISH LIFE &                   COM              4455253          7      684 SH       DEFINED 01 10             684        0        0
J.B. HUNT TRANSPORT            COM              445658107      144    10787 SH       DEFINED 01              10787        0        0
HUNTER DOUGLAS NV              COM              445666993       39     1800 SH       DEFINED 01               1800        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       75     4334 SH       DEFINED 01               4334        0        0
HUNTINGTON BANCSHARES          COM              446150104     1032    59611 SH       DEFINED 01 03               0    59611        0
HUNTINGTON BANCSHARES          COM              446150104       24     1389 SH       DEFINED 01 05               0     1389        0
JERONIMO MAR                   COM              4477235          1      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECH                COM              448407106     1352    75991 SH       DEFINED 01              75991        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUT NEW             COM              448924100       61     2322 SH       DEFINED 01               2322        0        0
IDT CORP                       COM              448947101        1       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     1311    98156 SH       DEFINED 01              98156        0        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
IBP INC                        COM              449223106       11      446 SH       DEFINED 01                446        0        0
ICOS CORP                      COM              449295104     4787    97291 SH       DEFINED 01              97291        0        0
ICOS CORP                      COM              449295104       49     1000 SH       DEFINED 01 02               0     1000        0
ICOS CORP                      COM              449295104     8233   167300 SH       DEFINED 01 05               0   167300        0
IDEC PHARM                     COM              449370105    87393  1763017 SH       DEFINED 01 02               0  1763017        0
IDEC PHARMACEUTICALS           COM              449370105   108597  2190792 SH       DEFINED 01            2190792        0        0
IDEC PHARMACEUTICALS           COM              449370105     4312    87000 SH       DEFINED 01 03               0    87000        0
IDEC PHARMACEUTICALS           COM              449370105    53201  1073241 SH       DEFINED 01 05               0  1073241        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    61092 SH       DEFINED 01              61092        0        0
IMC GLOBAL INC                 COM              449669100       31     3374 SH       DEFINED 01               3374        0        0
IMC GLOBAL INC                 COM              449669100     3915   435000 SH       DEFINED 01 05               0   435000        0
IMCO RECYCLING INC             COM              449681105      377    48327 SH       DEFINED 01              48327        0        0
I-MAY INC                      COM              44973Q103      162    70000 SH       DEFINED 01              70000        0        0
KBC                            COM              4497749         30      956 SH       DEFINED 01 10             956        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      740    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115      158     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH INC                 COM              449934108      251    10000 SH       DEFINED 01                  0    10000        0
IMS HEALTH INC                 COM              449934108    46092  1840031 SH       DEFINED 01            1840031        0        0
IMS HEALTH INC                 COM              449934108      145     5800 SH       DEFINED 01 02               0     5800        0
IMS HEALTH INC                 COM              449934108     1753    69964 SH       DEFINED 01 03               0    69964        0
IMS HEALTH INC                 COM              449934108    24580   981231 SH       DEFINED 01 05               0   981231        0
LAFARGE                        COM              4502706         26      318 SH       DEFINED 01 10             318        0        0
DB UK TECH BASKET WRTS         COM              450315999       25   332919 SH       DEFINED 01             332919        0        0
DB UK TECH BASKET WRTS         COM              450315999       21   290683 SH       DEFINED 01 05               0   290683        0
ITC GDR 144A                   COM              450318100       56     4495 SH       DEFINED 01 05               0     4495        0
ITC DELTACOM INC               COM              45031T104        0      296 SH       DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        5      185 SH       DEFINED 01                185        0        0
ITC LIMITED                    COM              45031U994     2477   205250 SH       DEFINED 01             205250        0        0
ITT EDUCATIONAL SVCS           COM              45068B109     2304    71997 SH       DEFINED 01              71997        0        0
ITXC CORP                      COM              45069F109        0      100 SH       DEFINED 01                100        0        0
IXL ENTERPRISES INC            COM              450718101        0      304 SH       DEFINED 01                304        0        0
IXIA                           COM              45071R109      169    26595 SH       DEFINED 01              26595        0        0
IBASIS INC                     COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBEAM BROADCASTING CORPORATION COM              45073P408        0       31 SH       DEFINED 01                 31        0        0
OLD - IBERDROLA I              COM              450740105       60     4400 SH       DEFINED 01               4400        0        0
ITT INDUSTRIES                 COM              450911102     1054    23519 SH       DEFINED 01              23519        0        0
ITT INDUSTRIES                 COM              450911102      936    20883 SH       DEFINED 01 03               0    20883        0
ITT INDUSTRIES                 COM              450911102       22      486 SH       DEFINED 01 05               0      486        0
IAM GOLD ORD                   COM              450913108     1253   600000 SH       DEFINED 01             600000        0        0
IDACORP INC                    COM              451107106     1363    38109 SH       DEFINED 01              38109        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          4      500 SH       DEFINED 01 10             500        0        0
IDEX CORP                      COM              45167R104     2550    92238 SH       DEFINED 01              92238        0        0
IDEXX LABS INC                 COM              45168D104      421    18000 SH       DEFINED 01                  0    18000        0
IDEXX LABS INC                 COM              45168D104     2333    99824 SH       DEFINED 01              99824        0        0
IGATE CAPITAL CORPORATION      COM              45169U105       33    13362 SH       DEFINED 01              13362        0        0
IKON OFFICE SOLUTION           COM              451713101     4694   608079 SH       DEFINED 01             608079        0        0
IKON OFFICE SOLUTION           COM              451713101        9     1190 SH       DEFINED 01 02               0     1190        0
IKON OFFICE SOLUTION           COM              451713101      259    33600 SH       DEFINED 01 05               0    33600        0
ILEX ONCOLOGY INC              COM              451923106     2461    93700 SH       DEFINED 01              93700        0        0
ILEX ONCOLOGY INC              COM              451923106        3      100 SH       DEFINED 01 02               0      100        0
ILEX ONCOLOGY INC              COM              451923106      102     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    13907   257000 SH       DEFINED 01                  0   257000        0
ILLINOIS TOOL WORKS            COM              452308109   282287  5216928 SH       DEFINED 01            5216928        0        0
ILLINOIS TOOL WORKS            COM              452308109    37815   698915 SH       DEFINED 01 02               0   698915        0
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ILLINOIS TOOL WORKS            COM              452308109    58583  1082671 SH       DEFINED 01 05               0  1082671        0
ILLUMINA INC                   COM              452327109        1      128 SH       DEFINED 01                128        0        0
ILLUMINET                      COM              452334105        9      243 SH       DEFINED 01                243        0        0
IMATION CORP                   COM              45245A107       22     1049 SH       DEFINED 01               1049        0        0
IMATION CORP                   COM              45245A107        3      150 SH       DEFINED 01 02               0      150        0
IMCLONE SYSTEMS                COM              45245W109       10      172 SH       DEFINED 01                172        0        0
IMCLONE SYSTEMS                COM              45245W109        3       60 SH       DEFINED 01 02               0       60        0
IMANAGE INC                    COM              45245Y105      557   139300 SH       DEFINED 01             139300        0        0
WARTSILA OY                    COM              4525189          2      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        0       85 SH       DEFINED 01                 85        0        0
IMMUNEX                        COM              452528102    32584  1747163 SH       DEFINED 01            1747163        0        0
IMMUNEX                        COM              452528102     4484   240432 SH       DEFINED 01 03               0   240432        0
IMMUNEX                        COM              452528102    45901  2461175 SH       DEFINED 01 05               0  2461175        0
IMMUNEX CORP                   COM              452528102     1139    61088 SH       DEFINED 01 02               0    61088        0
IMMUNOGEN INC                  COM              45253H101        2      200 SH       DEFINED 01 02               0      200        0
IMPATH                         COM              45255G101     2430    70425 SH       DEFINED 01              70425        0        0
IMMUNOMEDICS INC               COM              452907108        2      166 SH       DEFINED 01                166        0        0
INAMED CORP                    COM              453235103     1055    62088 SH       DEFINED 01              62088        0        0
INCO LIMITED                   COM              453258402       34     2719 SH       DEFINED 01               2719        0        0
INCO LIMITED                   COM              453258402      536    43192 SH       DEFINED 01 03               0    43192        0
INCO LIMITED                   COM              453258402       12     1006 SH       DEFINED 01 05               0     1006        0
INCYTE GENOMICS INC            COM              45337C102       29     2087 SH       DEFINED 01               2087        0        0
INDEPENDENCE COMM BK           COM              453414104        4      169 SH       DEFINED 01                169        0        0
INDEPENDENT BANK CO            COM              453836108        4      260 SH       DEFINED 01 02               0      260        0
INDEPENDENT BK CO MI           COM              453838104     1678    64300 SH       DEFINED 01              64300        0        0
INDEPENDENT BK CO MI           COM              453838104        4      160 SH       DEFINED 01 02               0      160        0
INDEPENDENT BK CO MI           COM              453838104      120     4600 SH       DEFINED 01 05               0     4600        0
LAGARDERE SC                   COM              4547213         10      313 SH       DEFINED 01 10             313        0        0
INNOGY HOLDINGS PLC            COM              455000992    11772  3796050 SH       DEFINED 01            3796050        0        0
INNOGY HOLDINGS PLC            COM              455000992    14450  4659811 SH       DEFINED 01 05               0  4659811        0
INDITEX SA                     COM              455366997     4451   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      125    11400 SH       DEFINED 01              11400        0        0
INDYMAC BANCORP INC            COM              456607100       48     1770 SH       DEFINED 01               1770        0        0
INET TECH                      COM              45662V105        1      169 SH       DEFINED 01                169        0        0
INFOCUS CORPORATION            COM              45665B106       16     1285 SH       DEFINED 01               1285        0        0
INFORMATICA CORP               COM              45666Q102        1      218 SH       DEFINED 01                218        0        0
INFONET SERVICES               COM              45666T106        2      722 SH       DEFINED 01                722        0        0
INFORMATION HLDS INC           COM              456727106     1288    65582 SH       DEFINED 01              65582        0        0
Infospace Com Inc              COM              45678T102    56332  1157152 SH       DEFINED 1             1157152        0        0
INFOSPACE INC                  COM              45678T102        3     2164 SH       DEFINED 01               2164        0        0
INGERSOLL-RAND CO              COM              456866102    67906  2009056 SH       DEFINED 01            2009056        0        0
INGERSOLL-RAND CO              COM              456866102    10038   296946 SH       DEFINED 01 02               0   296946        0
INGERSOLL-RAND CO              COM              456866102     2571    76077 SH       DEFINED 01 03               0    76077        0
INGERSOLL-RAND CO              COM              456866102     2585    76472 SH       DEFINED 01 05               0    76472        0
INFORMATION RESOURCE           COM              456905108      560    88142 SH       DEFINED 01              88142        0        0
INGRAM MICRO                   COM              457153104        3      266 SH       DEFINED 01                266        0        0
INGRAM MICRO                   COM              457153104        3      260 SH       DEFINED 01 02               0      260        0
INHALE THERAPEUTIC             COM              457191104        2      146 SH       DEFINED 01                146        0        0
INKTOMI CORP                   COM              457277101        8     3262 SH       DEFINED 01               3262        0        0
MEDIOBANCA S                   COM              4574813         17     1750 SH       DEFINED 01 10            1750        0        0
INNOVEX INC                    COM              457647105       63    45504 SH       DEFINED 01              45504        0        0
INPUT/OUTPUT INC               COM              457652105     1268   155073 SH       DEFINED 01             155073        0        0
INSIGHT ENTERPRISES            COM              45765U103     1948   137828 SH       DEFINED 01             137828        0        0
INSITUFORM TECH INC            COM              457667103     1386    81259 SH       DEFINED 01              81259        0        0
INSMED INC                     COM              457669208      232    86600 SH       DEFINED 01              86600        0        0
INSIGHT COMM INC               COM              45768V108     2228   121054 SH       DEFINED 01             121054        0        0
INSIGHT COMM INC               COM              45768V108        3      190 SH       DEFINED 01 02               0      190        0
INSIGHT COMM INC               COM              45768V108      101     5500 SH       DEFINED 01 05               0     5500        0
INRANGE TECHNOLOGIES           COM              45769V206      784   132100 SH       DEFINED 01             132100        0        0
INRANGE TECHNOLOGIES           COM              45769V206        1      170 SH       DEFINED 01 02               0      170        0
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INSPIRE PHARMACEUTICALS        COM              457733103       38     4400 SH       DEFINED 01               4400        0        0
INSTINET GRP INC               COM              457750107     8316   849400 SH       DEFINED 01             849400        0        0
INSTINET GRP INC               COM              457750107       82     8350 SH       DEFINED 01 02               0     8350        0
INSTINET GRP INC               COM              457750107    12965  1324300 SH       DEFINED 01 05               0  1324300        0
INSURANCE AUTO AUCTS           COM              457875102      481    35594 SH       DEFINED 01              35594        0        0
PROSIEBEN SAT.1 -- (DEM)       COM              4579131          2      357 SH       DEFINED 01 10             357        0        0
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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       61     3026 SH       DEFINED 01               3026        0        0
INTEGRATED ELECTRICA           COM              45811E103      176    32041 SH       DEFINED 01              32041        0        0
INTERGRATED CIRCUT             COM              45811K208      278    21736 SH       DEFINED 01              21736        0        0
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INTEGRATED SILICON             COM              45812P107        2      290 SH       DEFINED 01 02               0      290        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
INTEL                          COM              458140100    11868   582068 SH       DEFINED 01                  0   582068        0
INTEL                          COM              458140100   488464 23956000 SH       DEFINED 01           23956000        0        0
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INTEL                          COM              458140100   139473  6840330 SH       DEFINED 01 05               0  6840330        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      854    74496 SH       DEFINED 01              74496        0        0
INTERACTIVE DATA               COM              45840J107        6      435 SH       DEFINED 01                435        0        0
INTERCEPT GROUP                COM              45845L107      311     9300 SH       DEFINED 01               9300        0        0
INTERFACE FLRNG SYS            COM              458665106      664   154464 SH       DEFINED 01             154464        0        0
INTERDIGITAL COMM CO           COM              45866A105        2      228 SH       DEFINED 01                228        0        0
INTERGRAPH CORPORATION         COM              458683109      240    26850 SH       DEFINED 01              26850        0        0
INTERLAND INC                  COM              458727104        1      505 SH       DEFINED 01                505        0        0
INTERNET SOFTWARE              COM              458742103        0      133 SH       DEFINED 01                133        0        0
INTERMAGNETICS GENER           COM              458771102     3477   149467 SH       DEFINED 01             149467        0        0
INTERMAGNETICS GENER           COM              458771102        3      122 SH       DEFINED 01 02               0      122        0
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INTERMET CORP                  COM              45881K104      216    77038 SH       DEFINED 01              77038        0        0
MICHELIN(CGD                   COM              4588364          8      300 SH       DEFINED 01 10             300        0        0
INTERMUNE INC                  COM              45884X103        5      133 SH       DEFINED 01                133        0        0
INTERMUNE INC                  COM              45884X103     1381    36100 SH       DEFINED 01 02               0    36100        0
INTERNAP NETWORKS              COM              45885A102        1      639 SH       DEFINED 01                639        0        0
DANSKE BANK                    COM              4588825         31     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   802226  8691495 SH       DEFINED 01            8691495        0        0
IBM                            COM              459200101    39899   432282 SH       DEFINED 01 03               0   432282        0
IBM                            COM              459200101   184641  2000433 SH       DEFINED 01 05               0  2000433        0
INTL BUSINESS MACH             COM              459200101     3959    42908 SH       DEFINED 01 02               0    42908        0
INTERNATIO-MULLER              COM              459370995       40     2000 SH       DEFINED 01               2000        0        0
INTL FLAVORS & FRAG            COM              459506101       45     1597 SH       DEFINED 01               1597        0        0
INTL FLAVORS & FRAG            COM              459506101      630    22752 SH       DEFINED 01 03               0    22752        0
INTL FLAVORS & FRAG            COM              459506101       15      530 SH       DEFINED 01 05               0      530        0
INTL FIBERCOM INC              COM              45950T101      130   108284 SH       DEFINED 01             108284        0        0
DOUGLAS HLDG                   COM              4596680          3      110 SH       DEFINED 01 10             110        0        0
CONTINENTAL                    COM              4598589          3      300 SH       DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102     8137   191446 SH       DEFINED 01             191446        0        0
INTL GAME TECHNOLOGY           COM              459902102       70     1650 SH       DEFINED 01 02               0     1650        0
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INTL MULTIFOODS                COM              460043102     1089    56991 SH       DEFINED 01              56991        0        0
ING GROEP NV                   COM              460122997    27241  1016360 SH       DEFINED 01            1016360        0        0
ING GROEP NV                   COM              460122997     7016   261771 SH       DEFINED 01 03               0   261771        0
ING GROEP NV                   COM              460122997    23794   887766 SH       DEFINED 01 05               0   887766        0
INTERNATIONAL PAPER            COM              460146103     5538   159145 SH       DEFINED 01                  0   159145        0
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INTL RECTIFIER CORP            COM              460254105       48     1784 SH       DEFINED 01               1784        0        0
INTL SPEEDWAY                  COM              460335201       52     1498 SH       DEFINED 01               1498        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
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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
INTERPUBLIC GROUP              COM              460690100    13846   678731 SH       DEFINED 01             678731        0        0
INTERPUBLIC GROUP              COM              460690100     1817    89079 SH       DEFINED 01 03               0    89079        0
INTERPUBLIC GROUP              COM              460690100       42     2077 SH       DEFINED 01 05               0     2077        0
INTERSIL CORPORATION           COM              46069S109    11814   423130 SH       DEFINED 01             423130        0        0
INTERSIL CORPORATION           COM              46069S109    32577  1166634 SH       DEFINED 01 02               0  1166634        0
INTERSIL CORPORATION           COM              46069S109      209     7500 SH       DEFINED 01 03               0     7500        0
INTERSIL CORPORATION           COM              46069S109    12827   459400 SH       DEFINED 01 05               0   459400        0
INTERSTATE BAKERIES            COM              46072H108       39     1553 SH       DEFINED 01               1553        0        0
INTRAWEST CORP                 COM              460915200       83     6200 SH       DEFINED 01               6200        0        0
INTERTRUST TECH                COM              46113Q109        0      360 SH       DEFINED 01                360        0        0
INTERVOICE-BRITE INC           COM              461142101     1390   133894 SH       DEFINED 01             133894        0        0
INTERWOVEN INC                 COM              46114T102      809   209565 SH       DEFINED 01             209565        0        0
INTERWOVEN INC                 COM              46114T102        1      270 SH       DEFINED 01 02               0      270        0
INTERWOVEN INC                 COM              46114T102       39    10000 SH       DEFINED 01 05               0    10000        0
INTIMATE BRANDS                COM              461156101      321    35700 SH       DEFINED 01                  0    35700        0
INTIMATE BRANDS                COM              461156101        9     1033 SH       DEFINED 01               1033        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTUIT                         COM              461202103    38039  1062577 SH       DEFINED 01            1062577        0        0
INTUIT                         COM              461202103    63594  1776340 SH       DEFINED 01 02               0  1776340        0
INTUIT                         COM              461202103     6228   173953 SH       DEFINED 01 03               0   173953        0
INTUIT                         COM              461202103    29017   810533 SH       DEFINED 01 05               0   810533        0
INVACARE CORP                  COM              461203101     3763    92902 SH       DEFINED 01              92902        0        0
INVACARE CORP                  COM              461203101        8      200 SH       DEFINED 01 02               0      200        0
INVERNESS MED TECH             COM              461268104        6      170 SH       DEFINED 01                170        0        0
UNAXIS HOLDING                 COM              4612757          2       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECH GROUP          COM              46145F105      302     5437 SH       DEFINED 01               5437        0        0
INVESTMENT TECH GRP            COM              46145F105        6      100 SH       DEFINED 01 02               0      100        0
INVESTORS GROUP INC            COM              46152H994       49     4000 SH       DEFINED 01               4000        0        0
INVITROGEN                     COM              46185R100    69917  1063222 SH       DEFINED 01            1063222        0        0
INVITROGEN                     COM              46185R100     5195    79000 SH       DEFINED 01 03               0    79000        0
INVITROGEN                     COM              46185R100    50250   764154 SH       DEFINED 01 05               0   764154        0
INVITROGEN CORP                COM              46185R100    80071  1217637 SH       DEFINED 01 02               0  1217637        0
INVESTORS FINL                 COM              461915100     8358   145000 SH       DEFINED 01             145000        0        0
INVESTORS FINL                 COM              461915100     1066    18500 SH       DEFINED 01 03               0    18500        0
INVESTORS FINL                 COM              461915100       70     1218 SH       DEFINED 01 05               0     1218        0
INVESTORS FINL SERV            COM              461915100    13996   242810 SH       DEFINED 01 02               0   242810        0
IOMEGA CORP                    COM              462030107      572   469016 SH       DEFINED 01             469016        0        0
IOMEGA CORP                    COM              462030107       27    22400 SH       DEFINED 01 05               0    22400        0
IONA TECHNOLOGIES ADR          COM              46206P109      264    33900 SH       DEFINED 01              33900        0        0
IONICS                         COM              462218108     1159    52460 SH       DEFINED 01              52460        0        0
NATL BANK OF GREECE            COM              4625959         18      820 SH       DEFINED 01 10             820        0        0
IRISH LIFE & PERMANENT PLC     COM              462600991       39     4000 SH       DEFINED 01               4000        0        0
IRON MOUNTAIN INC              COM              462846106      456    11000 SH       DEFINED 01                  0    11000        0
IRON MOUNTAIN INC              COM              462846106      556    13425 SH       DEFINED 01              13425        0        0
TELEKOM AUSTRIA AG             COM              4635088          2      366 SH       DEFINED 01 10             366        0        0
IRWIN FINANCIAL CORP           COM              464119106        8      360 SH       DEFINED 01 02               0      360        0
IRWIN FINANCIAL CORPORATION    COM              464119106     3666   175403 SH       DEFINED 01             175403        0        0
IRWIN FINANCIAL CORPORATION    COM              464119106      226    10800 SH       DEFINED 01 05               0    10800        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        2      231 SH       DEFINED 01 02               0      231        0
ISHARES MSCI SINGAPO           COM              464286673        1      302 SH       DEFINED 01 02               0      302        0
ISHARES MSCI JAPAN I           COM              464286848       14     1713 SH       DEFINED 01 02               0     1713        0
ISHARES MSCI HONG KG           COM              464286871        2      307 SH       DEFINED 01 02               0      307        0
GS SEMICON INDEX FD            COM              464287523        1       21 SH       DEFINED 01 02               0       21        0
ISHARES TRUST DJ US            COM              464287580        6      112 SH       DEFINED 01 02               0      112        0
ISHR RUSS 1000 VALUE           COM              464287598     9213   177000 SH       DEFINED 01             177000        0        0
ISHARES TRUST-S&P400           COM              464287606       16      173 SH       DEFINED 01 02               0      173        0
ISHARES TRUST-S&P              COM              464287861       80     1484 SH       DEFINED 01 02               0     1484        0
NORSK HYDRO                    COM              4645805         38     1037 SH       DEFINED 01 10            1037        0        0
OMV AG                         COM              4651459          5       60 SH       DEFINED 01 10              60        0        0
ISS A/S                        COM              465199990     2003    38479 SH       DEFINED 01              38479        0        0
ISS A/S                        COM              465199990     5346   102722 SH       DEFINED 01 03               0   102722        0
ITO-YOKADO CO LTD              COM              465714103       18      395 SH       DEFINED 01                395        0        0
ITRON INC                      COM              465741106     1083    47035 SH       DEFINED 01              47035        0        0
I2 TECHNOLOGIES                COM              465754109       45    12977 SH       DEFINED 01              12977        0        0
IVAX                           COM              465823102     2328   105000 SH       DEFINED 01                  0   105000        0
IVAX                           COM              465823102     8873   400241 SH       DEFINED 01             400241        0        0
IVAX                           COM              465823102       69     3100 SH       DEFINED 01 02               0     3100        0
IVAX                           COM              465823102    12659   571000 SH       DEFINED 01 05               0   571000        0
NOVOZYMES                      COM              4658535          4      175 SH       DEFINED 01 10             175        0        0
IVEX PACKAGING CORP            COM              465855104     2352   137950 SH       DEFINED 01             137950        0        0
IVEX PACKAGING CORP            COM              465855104        6      390 SH       DEFINED 01 02               0      390        0
IVEX PACKAGING CORP            COM              465855104      180    10550 SH       DEFINED 01 05               0    10550        0
JAAKKO POYRY GROUP             COM              465910990       36     2500 SH       DEFINED 01               2500        0        0
JDN REALTY CORP                COM              465917102    10601  1000106 SH       DEFINED 01            1000106        0        0
JDN REALTY CORP                COM              465917102      611    57672 SH       DEFINED 01 05               0    57672        0
J & J SNACK FOODS CO           COM              466032109      485    25858 SH       DEFINED 01              25858        0        0
JDS UNIPHASE CORP              COM              46612J101      303    48000 SH       DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101     1202   190327 SH       DEFINED 01             190327        0        0
JDS UNIPHASE CORP              COM              46612J101    24800  3923627 SH       DEFINED 01 02               0  3923627        0
JDS UNIPHASE CORP              COM              46612J101     2144   339369 SH       DEFINED 01 03               0   339369        0
JDS UNIPHASE CORP              COM              46612J101     4312   682286 SH       DEFINED 01 05               0   682286        0
OEST                           COM              4661607          9      110 SH       DEFINED 01 10             110        0        0
J. JILL GROUP INC              COM              466189107      469    37500 SH       DEFINED 01              37500        0        0
JLG INDUSTRIES       JLG INDUS COM              466210101     1166   127299 SH       DEFINED 01             127299        0        0
JNI CORP                       COM              46622G105        1      168 SH       DEFINED 01                168        0        0
J P MORGAN CHASE               COM              46625H100    21971   643441 SH       DEFINED 01 02               0   643441        0
JP MORGAN CHASE                COM              46625H100    38122  1116312 SH       DEFINED 01            1116312        0        0
JP MORGAN CHASE                COM              46625H100    17181   503086 SH       DEFINED 01 03               0   503086        0
JP MORGAN CHASE                COM              46625H100    11419   334391 SH       DEFINED 01 05               0   334391        0
JABIL CIRCUIT                  COM              466313103    10738   599972 SH       DEFINED 01             599972        0        0
JABIL CIRCUIT                  COM              466313103     1298    72524 SH       DEFINED 01 03               0    72524        0
JABIL CIRCUIT                  COM              466313103     7857   438958 SH       DEFINED 01 05               0   438958        0
JABIL CIRCUT                   COM              466313103      465    26000 SH       DEFINED 01                  0    26000        0
JACK IN THE BOX INC            COM              466367109     3315   118408 SH       DEFINED 01             118408        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
PIRELLI SPA                    COM              4689900          7     5000 SH       DEFINED 01 10            5000        0        0
ASCOM HOLDIN                   COM              4697378          1       56 SH       DEFINED 01 10              56        0        0
JACOBS ENGR GROUP              COM              469814107      335     5363 SH       DEFINED 01               5363        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC INC              COM              47012E106     2283   169095 SH       DEFINED 01             169095        0        0
JAKKS PACIFIC INC              COM              47012E106        2      140 SH       DEFINED 01 02               0      140        0
JAKKS PACIFIC INC              COM              47012E106       74     5500 SH       DEFINED 01 05               0     5500        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
JAPAN TOBACCO                  COM              471108993       22        3 SH       DEFINED 01                  3        0        0
KUOMI REISEN NAMEN B           COM              4714750          3       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     4693   142211 SH       DEFINED 01             142211        0        0
JEFFERIES GROUP -NEW           COM              472319102        4      110 SH       DEFINED 01 02               0      110        0
JEFFERIES GROUP -NEW           COM              472319102      168     5100 SH       DEFINED 01 05               0     5100        0
RAUTARUUKKI OYJ                COM              4727662          2      500 SH       DEFINED 01 10             500        0        0
TOMRA SYSTEM                   COM              4730875          4      400 SH       DEFINED 01 10             400        0        0
TELENOR AS                     COM              4732495          4     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        157     2071 SH       DEFINED 01 10            2071        0        0
RINASCENTE(L                   COM              4740034          4     1000 SH       DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844         15      400 SH       DEFINED 01 10             400        0        0
JEFFERSON PILOT                COM              475070108    21863   491549 SH       DEFINED 01             491549        0        0
JEFFERSON PILOT                COM              475070108     1606    36115 SH       DEFINED 01 03               0    36115        0
JEFFERSON PILOT                COM              475070108     1231    27698 SH       DEFINED 01 05               0    27698        0
INTERBREW +                    COM              4755317         10      397 SH       DEFINED 01 10             397        0        0
JENOPTIK AG                    COM              476199997        4      300 SH       DEFINED 01                300        0        0
SKF AB                         COM              4767066          1      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         56     1401 SH       DEFINED 01 10            1401        0        0
RWE AG                         COM              4769147          6      200 SH       DEFINED 01 10             200        0        0
JO-ANN STORES CL A   JAS.A     COM              47758P109      300    55573 SH       DEFINED 01              55573        0        0
JOHN NUVEEN                    COM              478035108        5      121 SH       DEFINED 01                121        0        0
JOHNSON & JOHNSON              COM              478160104     3510    63360 SH       DEFINED 01                  0    63360        0
JOHNSON & JOHNSON              COM              478160104   515461  9304352 SH       DEFINED 01            9304352        0        0
JOHNSON & JOHNSON              COM              478160104    41854   755448 SH       DEFINED 01 02               0   755448        0
JOHNSON & JOHNSON              COM              478160104    46651   842074 SH       DEFINED 01 03               0   842074        0
JOHNSON & JOHNSON              COM              478160104   164571  2970591 SH       DEFINED 01 05               0  2970591        0
JOHNSON CONTROLS               COM              478366107     1206    18484 SH       DEFINED 01              18484        0        0
JOHNSON CONTROLS               COM              478366107     1346    20638 SH       DEFINED 01 03               0    20638        0
JOHNSON CONTROLS               COM              478366107       31      480 SH       DEFINED 01 05               0      480        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
SEB SA                         COM              4792132          1       34 SH       DEFINED 01 10              34        0        0
JONES APPAREL GROUP            COM              480074103      777    30486 SH       DEFINED 01              30486        0        0
LASALLE PARTNERS               COM              48020Q107      594    43346 SH       DEFINED 01              43346        0        0
LASALLE PARTNERS               COM              48020Q107       96     7000 SH       DEFINED 01 05               0     7000        0
SIKA FINANZ                    COM              4808084          2       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     3027   183447 SH       DEFINED 01             183447        0        0
JOURNAL REGISTER CO            COM              481138105        5      300 SH       DEFINED 01 02               0      300        0
JOURNAL REGISTER CO            COM              481138105      160     9700 SH       DEFINED 01 05               0     9700        0
SKAND ENSKIL                   COM              4813345         12     1720 SH       DEFINED 01 10            1720        0        0
JULIUS BAER HOLDING LTD        COM              481600997       14       46 SH       DEFINED 01                 46        0        0
SMURFIT(JEFF                   COM              4816151          4     2555 SH       DEFINED 01 10            2555        0        0
VINCI                          COM              4818083         15      254 SH       DEFINED 01 10             254        0        0
SGL CARBON AG                  COM              4818351          2      100 SH       DEFINED 01 10             100        0        0
JUNIPER NETWORKS               COM              48203R104     3820   393783 SH       DEFINED 01             393783        0        0
JUNIPER NETWORKS               COM              48203R104       80     8200 SH       DEFINED 01 05               0     8200        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
KBC BANKVERZEKE                COM              482300993       25      797 SH       DEFINED 01                797        0        0
SGS SOCIETE GENERALE           COM              4824778          1       10 SH       DEFINED 01 10              10        0        0
KLA-TENCOR                     COM              482480100    11508   364401 SH       DEFINED 01             364401        0        0
KLA-TENCOR                     COM              482480100     1390    44018 SH       DEFINED 01 03               0    44018        0
KLA-TENCOR                     COM              482480100    14294   452626 SH       DEFINED 01 05               0   452626        0
KLA-TENCOR CORP                COM              482480100      183     5800 SH       DEFINED 01 02               0     5800        0
K-MART CORPORATION             COM              482584109       58     8385 SH       DEFINED 01               8385        0        0
K-MART CORPORATION             COM              482584109      813   116350 SH       DEFINED 01 03               0   116350        0
K-MART CORPORATION             COM              482584109       19     2712 SH       DEFINED 01 05               0     2712        0
KPMG CONSULTING INC            COM              48265R109        4      335 SH       DEFINED 01                335        0        0
K-SWISS                        COM              482686102      739    30091 SH       DEFINED 01              30091        0        0
K2 INC                         COM              482732104      325    54415 SH       DEFINED 01              54415        0        0
KADANT INC                     COM              48282T104        0       25 SH       DEFINED 01                 25        0        0
KAISER ALUMINUM CORP           COM              483007100        1      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         13      368 SH       DEFINED 01 10             368        0        0
VIVENDI                        COM              4834777        135     2911 SH       DEFINED 01 10            2911        0        0
KAMAN CORP                     COM              483548103      899    67870 SH       DEFINED 01              67870        0        0
KANA SOFTWARE INC              COM              483600102        0      607 SH       DEFINED 01                607        0        0
SCHERING AG                    COM              4845757         25      500 SH       DEFINED 01 10             500        0        0
SAP AG                         COM              4846288         99      935 SH       DEFINED 01 10             935        0        0
SSAB(SVENSKT                   COM              4847195          1      200 SH       DEFINED 01 10             200        0        0
KANSAS CITY P & L              COM              485134100     1326    50833 SH       DEFINED 01              50833        0        0
KANSAS CITY P & L              COM              485134100        3      100 SH       DEFINED 01 02               0      100        0
KANSAS CITY P & L              COM              485134100       99     3800 SH       DEFINED 01 05               0     3800        0
KANSAS CITY SO                 COM              485170302        5      430 SH       DEFINED 01 02               0      430        0
KANSAS CITY SOUTHERN INDS      COM              485170302     2125   177114 SH       DEFINED 01             177114        0        0
STOREBRAND A                   COM              4852832          4      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          1       10 SH       DEFINED 01 10              10        0        0
KAO CORP                       COM              485570998     8580   348261 SH       DEFINED 01             348261        0        0
KAO CORP                       COM              485570998     1872    76000 SH       DEFINED 01 03               0    76000        0
KARSTADT                       COM              485700991        5      177 SH       DEFINED 01                177        0        0
SVENSKA CELL                   COM              4865379         11      500 SH       DEFINED 01 10             500        0        0
KAYDON CORP                    COM              486587108       19      879 SH       DEFINED 01                879        0        0
KCI KONECRANES INTERNATIONAL   COM              486663990       20      800 SH       DEFINED 01                800        0        0
KEANE INC                      COM              486665102       31     2246 SH       DEFINED 01               2246        0        0
KEANE INC                      COM              486665102     3003   220000 SH       DEFINED 01 05               0   220000        0
KB HOME                        COM              48666K109       27      938 SH       DEFINED 01                938        0        0
KB HOME                        COM              48666K109        4      130 SH       DEFINED 01 02               0      130        0
KB HOME                        COM              48666K109      299    10517 SH       DEFINED 01 03               0    10517        0
KB HOME                        COM              48666K109        7      245 SH       DEFINED 01 05               0      245        0
TECHNIP                        COM              4874160          4       34 SH       DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104      687    47896 SH       DEFINED 01              47896        0        0
T.I.M.SPA                      COM              4876746        119    24500 SH       DEFINED 01 10           24500        0        0
KELLOGG CO                     COM              487836108    35364  1178816 SH       DEFINED 01            1178816        0        0
KELLOGG CO                     COM              487836108     3242   108080 SH       DEFINED 01 03               0   108080        0
KELLOGG CO                     COM              487836108      192     6405 SH       DEFINED 01 05               0     6405        0
KELLWOOD             TEXTILES  COM              488044108    19222  1039025 SH       DEFINED 01            1039025        0        0
KELLWOOD             TEXTILES  COM              488044108     1036    56011 SH       DEFINED 01 05               0    56011        0
KELLY SERVICES                 COM              488152208       20     1027 SH       DEFINED 01               1027        0        0
KEMET CORP                     COM              488360108     6120   371821 SH       DEFINED 01             371821        0        0
KEMET CORP                     COM              488360108        2      130 SH       DEFINED 01 02               0      130        0
KEMET CORP                     COM              488360108      433    26300 SH       DEFINED 01 05               0    26300        0
ITALGAS(SOC                    COM              4884073          9     1000 SH       DEFINED 01 10            1000        0        0
KENNAMETAL INC                 COM              489170100     2284    71588 SH       DEFINED 01              71588        0        0
KENNAMETAL INC                 COM              489170100        6      200 SH       DEFINED 01 02               0      200        0
KENNAMETAL INC                 COM              489170100      156     4900 SH       DEFINED 01 05               0     4900        0
USINOR                         COM              4894544          4      528 SH       DEFINED 01 10             528        0        0
TRELLEBORG SER B               COM              4902384          1      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        267     1990 SH       DEFINED 01 10            1990        0        0
UNION ELEC F                   COM              4913223         11      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    67226  1295018 SH       DEFINED 01            1295018        0        0
KERR-MCGEE                     COM              492386107     2867    55235 SH       DEFINED 01 03               0    55235        0
KERR-MCGEE                     COM              492386107    19915   383658 SH       DEFINED 01 05               0   383658        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     3683   106760 SH       DEFINED 01             106760        0        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     2004    58090 SH       DEFINED 01 05               0    58090        0
STORK NV                       COM              4925701          1       74 SH       DEFINED 01 10              74        0        0
KEY ENERGY SERVICES            COM              492914106     1185   186286 SH       DEFINED 01             186286        0        0
KEY ENERGY SERVICES            COM              492914106        3      400 SH       DEFINED 01 02               0      400        0
KEY ENERGY SERVICES            COM              492914106       73    11400 SH       DEFINED 01 05               0    11400        0
KEY PRODUCTION CO              COM              493138101      490    42387 SH       DEFINED 01              42387        0        0
KEY PRODUCTION CO              COM              493138101        2      150 SH       DEFINED 01 02               0      150        0
KEYCORP                        COM              493267108      175     7255 SH       DEFINED 01               7255        0        0
KEYCORP                        COM              493267108     2433   100804 SH       DEFINED 01 03               0   100804        0
KEYCORP                        COM              493267108       57     2351 SH       DEFINED 01 05               0     2351        0
KEY3MEDIA GROUP                COM              49326R104        2      581 SH       DEFINED 01                581        0        0
KEYNOTE SYSTEMS INC            COM              493308100        0       55 SH       DEFINED 01                 55        0        0
KEYSPAN CORP                   COM              49337W100    57846  1740247 SH       DEFINED 01            1740247        0        0
KEYSPAN CORP                   COM              49337W100     1084    32600 SH       DEFINED 01 03               0    32600        0
KEYSPAN CORP                   COM              49337W100       25      760 SH       DEFINED 01 05               0      760        0
VALEO                          COM              4937579          6      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          9      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        4      178 SH       DEFINED 01                178        0        0
E.ON AG                        COM              4942904        114     2200 SH       DEFINED 01 10            2200        0        0
KIMBERLY CLARK                 COM              494368103     5456    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103     9402   151643 SH       DEFINED 01 02               0   151643        0
KIMBERLY-CLARK                 COM              494368103     1159    18699 SH       DEFINED 01              18699        0        0
KIMBERLY-CLARK                 COM              494368103     7872   126977 SH       DEFINED 01 03               0   126977        0
KIMBERLY-CLARK                 COM              494368103      183     2947 SH       DEFINED 01 05               0     2947        0
PECHINEY                       COM              4943792          7      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        7      152 SH       DEFINED 01                152        0        0
KINDER MORGAN INC              COM              49455P101    21778   442559 SH       DEFINED 01             442559        0        0
KINDER MORGAN INC              COM              49455P101     1338    27194 SH       DEFINED 01 03               0    27194        0
KINDER MORGAN INC              COM              49455P101       42      856 SH       DEFINED 01 05               0      856        0
KING PHARMACEUTICAL            COM              495582108    14086   335774 SH       DEFINED 01             335774        0        0
KING PHARMACEUTICAL            COM              495582108     1686    40200 SH       DEFINED 01 02               0    40200        0
KING PHARMACEUTICAL            COM              495582108     2277    54268 SH       DEFINED 01 03               0    54268        0
KING PHARMACEUTICAL            COM              495582108    19667   468831 SH       DEFINED 01 05               0   468831        0
KINGSGATE AU;KCN /AUD          COM              496500992      555  1500000 SH       DEFINED 01            1500000        0        0
KINROSS GOLD CORP              COM              496902107      969  1000000 SH       DEFINED 01            1000000        0        0
KIRBY CORP                     COM              497266106     1642    72959 SH       DEFINED 01              72959        0        0
KIRBY CORP                     COM              497266106        5      200 SH       DEFINED 01 02               0      200        0
KNIGHT RIDDER                  COM              499040103    32321   578720 SH       DEFINED 01             578720        0        0
KNIGHT RIDDER                  COM              499040103       45      800 SH       DEFINED 01 02               0      800        0
KNIGHT RIDDER                  COM              499040103      970    17376 SH       DEFINED 01 03               0    17376        0
KNIGHT RIDDER                  COM              499040103     8106   145141 SH       DEFINED 01 05               0   145141        0
KNIGHT TRADING GROUP INC       COM              499063105        4      551 SH       DEFINED 01                551        0        0
KNIGHT TRANSPORTATIO           COM              499064103        2      130 SH       DEFINED 01 02               0      130        0
KNIGHT TRANSPORTATION          COM              499064103      192    10000 SH       DEFINED 01              10000        0        0
ZODIAC                         COM              4994693          2       11 SH       DEFINED 01 10              11        0        0
KOGER EQUITY INC               COM              500228101      218    12631 SH       DEFINED 01              12631        0        0
KOHLS                          COM              500255104   105438  2196631 SH       DEFINED 01            2196631        0        0
KOHLS                          COM              500255104     3797    79097 SH       DEFINED 01 03               0    79097        0
KOHLS                          COM              500255104    26371   549379 SH       DEFINED 01 05               0   549379        0
KOHLS CORP                     COM              500255104      147     3036 SH       DEFINED 01 02               0     3036        0
KONINKLIJKE NUMICO             COM              500469994       15      472 SH       DEFINED 01                472        0        0
PHILIPS ELECTRON NYS           COM              500472303       11      584 SH       DEFINED 01                584        0        0
KONAMI CORP                    COM              500485990       36     1500 SH       DEFINED 01               1500        0        0
KOPIN                          COM              500600101     2056   197120 SH       DEFINED 01             197120        0        0
KOREA ELEC POWER     1576 KS/K COM              500610993     2793   174190 SH       DEFINED 01             174190        0        0
KOREA ELEC POWER     1576 KS/K COM              500610993       67     4190 SH       DEFINED 01 05               0     4190        0
KOREAN TELECOM       KR;3020   COM              500637996     3429   101140 SH       DEFINED 01             101140        0        0
KOREAN TELECOM       KR;3020   COM              500637996       83     2440 SH       DEFINED 01 05               0     2440        0
KORN FERRY INTL                COM              500643200        9     1089 SH       DEFINED 01               1089        0        0
KOSAN BIOSCIENCED INC          COM              50064W107        4      703 SH       DEFINED 01                703        0        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    52023  1513641 SH       DEFINED 01            1513641        0        0
KRAFT FOODS INC - A            COM              50075N104    41258  1200400 SH       DEFINED 01 05               0  1200400        0
KRISPY KREME DOUGHNUTS         COM              501014104        5      174 SH       DEFINED 01                174        0        0
KRISPY KREME DOUGHNUTS         COM              501014104     5920   200000 SH       DEFINED 01 05               0   200000        0
KROGER                         COM              501044101    71936  2919502 SH       DEFINED 01            2919502        0        0
KROGER                         COM              501044101     8950   363183 SH       DEFINED 01 03               0   363183        0
KROGER                         COM              501044101      935    37944 SH       DEFINED 01 05               0    37944        0
KROGER CO.                     COM              501044101      394    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101    55386  2247874 SH       DEFINED 01 02               0  2247874        0
KROLL INC                      COM              501049100      775    67999 SH       DEFINED 01              67999        0        0
KRONOS INC                     COM              501052104     2379    57951 SH       DEFINED 01              57951        0        0
KULICKE &SOFFA IND             COM              501242101     1620   148641 SH       DEFINED 01             148641        0        0
KULICKE &SOFFA IND             COM              501242101        5      480 SH       DEFINED 01 02               0      480        0
KYUSHU ELECTRIC POWER          COM              501588990     2107   118400 SH       DEFINED 01 03               0   118400        0
LTV CORP NEW                   COM              501921100        0      471 SH       DEFINED 01                471        0        0
LNR PPTY CORP                  COM              501940100        3      108 SH       DEFINED 01                108        0        0
CHARGEURS                      COM              5021318          1       15 SH       DEFINED 01 10              15        0        0
LSI LOGIC                      COM              502161102      596    50740 SH       DEFINED 01              50740        0        0
LSI LOGIC                      COM              502161102     1008    85804 SH       DEFINED 01 03               0    85804        0
LSI LOGIC                      COM              502161102       24     2000 SH       DEFINED 01 05               0     2000        0
LTX CORP                       COM              502392103      231    17012 SH       DEFINED 01              17012        0        0
L-3 COMMUNICATIONS             COM              502424104     1137    13000 SH       DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS             COM              502424104       97     1117 SH       DEFINED 01               1117        0        0
METRO AG                       COM              5041413         26      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          4      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         23      800 SH       DEFINED 01 10             800        0        0
OTE (HELLENIC TLCM)            COM              5051605         18     1140 SH       DEFINED 01 10            1140        0        0
LA-Z-BOY CHAIR CO              COM              505336107     2891   183048 SH       DEFINED 01             183048        0        0
LABOR READY INC                COM              505401208      392   122897 SH       DEFINED 01             122897        0        0
LAB CORP OF AMERICA            COM              50540R409     2223    27500 SH       DEFINED 01 02               0    27500        0
LABORATORY CORP OF AMERICA HLD COM              50540R409       13      160 SH       DEFINED 01                160        0        0
LABRANCHE & CO                 COM              505447102       39     1740 SH       DEFINED 01               1740        0        0
LACLEDE GAS CO                 COM              505588103     1375    57278 SH       DEFINED 01              57278        0        0
LAFARGE SA                     COM              505861989    15336   188259 SH       DEFINED 01             188259        0        0
LAFARGE SA                     COM              505861989     3553    43611 SH       DEFINED 01 03               0    43611        0
LAFARGE SA                     COM              505861989    19558   240089 SH       DEFINED 01 05               0   240089        0
LAFARGE NORTH AMERICA INC      COM              505862102        7      198 SH       DEFINED 01                198        0        0
PUBLIGROUPE AG                 COM              5064744          1        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060          9      350 SH       DEFINED 01 10             350        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         57     2000 SH       DEFINED 01 10            2000        0        0
MEDIASET                       COM              5077946         17     3000 SH       DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         60     1700 SH       DEFINED 01 10            1700        0        0
GEHE AG                        COM              5105182          8      200 SH       DEFINED 01 10             200        0        0
BEIERSDORF A                   COM              5107401         23      200 SH       DEFINED 01 10             200        0        0
HOCHTIEF AG                    COM              5108664          2      200 SH       DEFINED 01 10             200        0        0
FAG KUGELFISCHER               COM              5115998          1      100 SH       DEFINED 01 10             100        0        0
BILFINGER BERGER               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     2781   164067 SH       DEFINED 01             164067        0        0
LAMAR ADVERTISING              COM              512815101      825    27186 SH       DEFINED 01              27186        0        0
FRESENIUS ME                   COM              5129074         21      279 SH       DEFINED 01 10             279        0        0
LANCASTER COLONY COR           COM              513847103       38     1339 SH       DEFINED 01               1339        0        0
LANCASTER COLONY COR           COM              513847103        4      150 SH       DEFINED 01 02               0      150        0
PROSEGUR                       COM              5140213          2      157 SH       DEFINED 01 10             157        0        0
ALITALIA LINEE                 COM              5140343          3     4000 SH       DEFINED 01 10            4000        0        0
LANCE INC                      COM              514606102       10      772 SH       DEFINED 01                772        0        0
LANDAMERICA FINL               COM              514936103     1815    54597 SH       DEFINED 01              54597        0        0
LANDS END INC                  COM              515086106       27      931 SH       DEFINED 01                931        0        0
LANDRY'S RESTAURANTS INC       COM              51508L103      970    65535 SH       DEFINED 01              65535        0        0
LANDSTAR SYSTEM INC            COM              515098101     5162    80659 SH       DEFINED 01              80659        0        0
LANDSTAR SYSTEM INC            COM              515098101        3       50 SH       DEFINED 01 02               0       50        0
LANDSTAR SYSTEM INC            COM              515098101      153     2391 SH       DEFINED 01 05               0     2391        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
LANTRONIX, INC.                COM              516548104      526    86200 SH       DEFINED 01              86200        0        0
FRANCE TELEC                   COM              5176177         85     2700 SH       DEFINED 01 10            2700        0        0
LATITUDE  COMM INC             COM              518292107      134    75069 SH       DEFINED 01              75069        0        0
GLEQICE GROUP PLC              COM              518411996       44    19200 SH       DEFINED 01              19200        0        0
LATTICE SEMICONDUCTR           COM              518415104       53     3385 SH       DEFINED 01               3385        0        0
ESTE  LAUDER                   COM              518439104    33159  1000271 SH       DEFINED 01            1000271        0        0
ESTE  LAUDER                   COM              518439104      869    26200 SH       DEFINED 01 05               0    26200        0
ROYAL DUTCH                    COM              5202704        305     6070 SH       DEFINED 01 10            6070        0        0
VEDIOR                         COM              5205361          2      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      775    31761 SH       DEFINED 01              31761        0        0
HAGEMEYER                      COM              5209073          3      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL I           COM              521863100     1665   105996 SH       DEFINED 01             105996        0        0
LEAP WIRELESS INTL I           COM              521863100        2      130 SH       DEFINED 01 02               0      130        0
LEAP WIRELESS INTL I           COM              521863100       93     5910 SH       DEFINED 01 05               0     5910        0
LEAR SEATING CORP              COM              521865105        2       80 SH       DEFINED 01 02               0       80        0
LEAR SEATING CORP    LEAR SEAT COM              521865105     2283    84508 SH       DEFINED 01              84508        0        0
LEAR SEATING CORP    LEAR SEAT COM              521865105       73     2700 SH       DEFINED 01 05               0     2700        0
LEARNING TREE INTL             COM              522015106     1862    91700 SH       DEFINED 01              91700        0        0
LEARNING TREE INTL             COM              522015106       95     4700 SH       DEFINED 01 05               0     4700        0
GROUP 4 FALCK A/S              COM              5223459          6       53 SH       DEFINED 01 10              53        0        0
SAMPO-LEONIA PLC               COM              5226038          8     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        146      645 SH       DEFINED 01 10             645        0        0
UPONOR OYJ                     COM              5232671          1      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES INC            COM              523768109       45     1426 SH       DEFINED 01               1426        0        0
LEE ENTERPRISES INC            COM              523768109        4      140 SH       DEFINED 01 02               0      140        0
LEGATO                         COM              524651106      121    22000 SH       DEFINED 01                  0    22000        0
LEGATO                         COM              524651106      179    32769 SH       DEFINED 01              32769        0        0
LEGGETT & PLATT                COM              524660107       66     3384 SH       DEFINED 01               3384        0        0
LEGGETT & PLATT                COM              524660107      909    46604 SH       DEFINED 01 03               0    46604        0
LEGGETT & PLATT                COM              524660107    20009  1026086 SH       DEFINED 01 05               0  1026086        0
LEGG MASON                     COM              524901105    23928   601827 SH       DEFINED 01             601827        0        0
LEGG MASON                     COM              524901105     4868   122432 SH       DEFINED 01 03               0   122432        0
LEGG MASON                     COM              524901105      231     5821 SH       DEFINED 01 05               0     5821        0
LEGG MASON INC                 COM              524901105   115357  2901349 SH       DEFINED 01 02               0  2901349        0
LEHMAN BROS HOLDINGS           COM              524908100    15768   277360 SH       DEFINED 01 02               0   277360        0
LEHMAN BROTHERS HOLDINGS       COM              524908100   167590  2947893 SH       DEFINED 01            2947893        0        0
LEHMAN BROTHERS HOLDINGS       COM              524908100     7832   137775 SH       DEFINED 01 03               0   137775        0
LEHMAN BROTHERS HOLDINGS       COM              524908100    18295   321824 SH       DEFINED 01 05               0   321824        0
ABN-AMRO HLD                   COM              5250769         67     4082 SH       DEFINED 01 10            4082        0        0
AHOLD (KON)                    COM              5252602         61     2203 SH       DEFINED 01 10            2203        0        0
SAPA AB                        COM              5255850          1      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206          7     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          7     1000 SH       DEFINED 01 10            1000        0        0
LENNAR CORP                    COM              526057104     1396    38731 SH       DEFINED 01              38731        0        0
LENNOX INTL                    COM              526107107     1585   170508 SH       DEFINED 01             170508        0        0
LENNOX INTL                    COM              526107107        4      420 SH       DEFINED 01 02               0      420        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
SULZER MEDICA                  COM              5268319          1       20 SH       DEFINED 01 10              20        0        0
ENDESA SA                      COM              5271782         44     2812 SH       DEFINED 01 10            2812        0        0
LUCADIA NATL CORP              COM              527288104       55     1778 SH       DEFINED 01               1778        0        0
LEVEL 3 COMM                   COM              52729N100       25     6725 SH       DEFINED 01               6725        0        0
DEUTSCHE                       COM              5287488         10     1100 SH       DEFINED 01 10            1100        0        0
LEXAR MEDIA INC                COM              52886P104        0      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS INC           COM              528872104      383    50413 SH       DEFINED 01              50413        0        0
LEXICON GENETICS INC           COM              528872104       14     1800 SH       DEFINED 01 05               0     1800        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH       DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121        122      474 SH       DEFINED 01 10             474        0        0
TELECOM ITAL                   COM              5297313          8     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         83    11000 SH       DEFINED 01 10           11000        0        0
LEXMARK INTL INC               COM              529771107      894    20000 SH       DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107      961    21493 SH       DEFINED 01              21493        0        0
LEXMARK INTL INC               COM              529771107     1362    30458 SH       DEFINED 01 03               0    30458        0
LEXMARK INTL INC               COM              529771107       32      709 SH       DEFINED 01 05               0      709        0
LG HOUSE                       COM              529784993     2439   114085 SH       DEFINED 01             114085        0        0
LG HOUSE                       COM              529784993       59     2753 SH       DEFINED 01 05               0     2753        0
BIC                            COM              5298781          4      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1497    46437 SH       DEFINED 01              46437        0        0
LIBERATE TECH                  COM              530129105        6      560 SH       DEFINED 01                560        0        0
LIBERTY CORP  S C              COM              530370105        8      189 SH       DEFINED 01                189        0        0
LIBERTY FINL COS INC           COM              530512102        3       97 SH       DEFINED 01                 97        0        0
COL TX EXEMPT INS  A           COM              530544402       29     3358 SH       DEFINED 01 02               0     3358        0
LIBERTY MEDIA                  COM              530718105     7369   580220 SH       DEFINED 01                  0   580220        0
LIBERTY MEDIA                  COM              530718105        1       81 SH       DEFINED 01 02               0       81        0
LIBERTY MEDIA CL A             COM              530718105    29740  2341712 SH       DEFINED 01            2341712        0        0
LIBERTY MEDIA CL A             COM              530718105      518    40800 SH       DEFINED 01 03               0    40800        0
LIBERTY MEDIA CL A             COM              530718105    35001  2755994 SH       DEFINED 01 05               0  2755994        0
LIBERTY PROPERTY TRU           COM              531172104        4      130 SH       DEFINED 01                130        0        0
LIFEPOINT HOSP INC             COM              53219L109    84578  1922200 SH       DEFINED 01 02               0  1922200        0
LIFEPOINT HOSPITALS            COM              53219L109    22611   513877 SH       DEFINED 01             513877        0        0
LIFEPOINT HOSPITALS            COM              53219L109     3845    87400 SH       DEFINED 01 03               0    87400        0
LIFEPOINT HOSPITALS            COM              53219L109      370     8401 SH       DEFINED 01 05               0     8401        0
LIFEMINDERS INC                COM              53220Q105        0       62 SH       DEFINED 01                 62        0        0
LIHIR GOLD ORD                 COM              532300993     1857  3300000 SH       DEFINED 01            3300000        0        0
LIHIR GOLD ORD                 COM              532300993      365   648000 SH       DEFINED 01 03               0   648000        0
ELI LILLY                      COM              532457108     2878    35668 SH       DEFINED 01              35668        0        0
ELI LILLY                      COM              532457108     6868    85100 SH       DEFINED 01 02               0    85100        0
ELI LILLY                      COM              532457108    21538   266887 SH       DEFINED 01 03               0   266887        0
ELI LILLY                      COM              532457108      502     6222 SH       DEFINED 01 05               0     6222        0
LIMITED INC                    COM              532716107      257    26984 SH       DEFINED 01              26984        0        0
LIMITED INC                    COM              532716107      962   101265 SH       DEFINED 01 03               0   101265        0
LIMITED INC                    COM              532716107       22     2360 SH       DEFINED 01 05               0     2360        0
LINCARE HOLDINGS               COM              532791100    45247  1702947 SH       DEFINED 01            1702947        0        0
LINCARE HOLDINGS               COM              532791100     4726   177900 SH       DEFINED 01 03               0   177900        0
LINCARE HOLDINGS               COM              532791100    19416   730747 SH       DEFINED 01 05               0   730747        0
LINCARE HOLDINGS INC           COM              532791100    63828  2402215 SH       DEFINED 01 02               0  2402215        0
MODERN TIMES                   COM              5328127          3      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047          8      258 SH       DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          3      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HLD           COM              533900106     1138    51697 SH       DEFINED 01              51697        0        0
LINCOLN ELECTRIC HLD           COM              533900106       86     3900 SH       DEFINED 01 05               0     3900        0
LINCOLN NATIONAL               COM              534187109    43050   923210 SH       DEFINED 01             923210        0        0
LINCOLN NATIONAL               COM              534187109     3077    65995 SH       DEFINED 01 03               0    65995        0
LINCOLN NATIONAL               COM              534187109     1298    27829 SH       DEFINED 01 05               0    27829        0
LINDSAY MANUFACTURIN           COM              535555106      988    55663 SH       DEFINED 01              55663        0        0
AUSTRIA TABA                   COM              5355921          4       51 SH       DEFINED 01 10              51        0        0
LINEAR TECHNOLOGY              COM              535678106      504    15365 SH       DEFINED 01              15365        0        0
LINEAR TECHNOLOGY              COM              535678106     2476    75478 SH       DEFINED 01 03               0    75478        0
LINEAR TECHNOLOGY              COM              535678106       58     1760 SH       DEFINED 01 05               0     1760        0
LINEN & THINGS                 COM              535679104     2513   135223 SH       DEFINED 01             135223        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
NORDEA                         COM              5380031         35     7199 SH       DEFINED 01 10            7199        0        0
LIZ CLAIBORNE                  COM              539320101       34      880 SH       DEFINED 01                880        0        0
LIZ CLAIBORNE                  COM              539320101      470    12478 SH       DEFINED 01 03               0    12478        0
LIZ CLAIBORNE                  COM              539320101       11      290 SH       DEFINED 01 05               0      290        0
LLOYDS TSB GROUP               COM              539500991    13054  1366455 SH       DEFINED 01            1366455        0        0
LLOYDS TSB GROUP               COM              539500991     4731   495222 SH       DEFINED 01 03               0   495222        0
LLOYDS TSB GROUP               COM              539500991    17654  1847948 SH       DEFINED 01 05               0  1847948        0
LOCAL FINANCIAL CORP           COM              539553107      768    57400 SH       DEFINED 01              57400        0        0
LOCAL FINANCIAL CORP           COM              539553107        5      350 SH       DEFINED 01 02               0      350        0
LOCAL FINANCIAL CORP           COM              539553107       49     3700 SH       DEFINED 01 05               0     3700        0
LOCKHEED MARTIN CORP           COM              539830109    32569   744457 SH       DEFINED 01             744457        0        0
LOCKHEED MARTIN CORP           COM              539830109     4512   103131 SH       DEFINED 01 03               0   103131        0
LOCKHEED MARTIN CORP           COM              539830109      123     2805 SH       DEFINED 01 05               0     2805        0
LOEWS CORP                     COM              540424108    72796  1572964 SH       DEFINED 01            1572964        0        0
LOEWS CORP                     COM              540424108     4037    87234 SH       DEFINED 01 03               0    87234        0
LOEWS CORP                     COM              540424108     1922    41511 SH       DEFINED 01 05               0    41511        0
LONE STAR STEAK HS             COM              542307103      787    72905 SH       DEFINED 01              72905        0        0
LONE STAR TECHNOLOG            COM              542312103     2006   161779 SH       DEFINED 01             161779        0        0
LONE STAR TECHNOLOG            COM              542312103        2      145 SH       DEFINED 01 02               0      145        0
LONE STAR TECHNOLOG            COM              542312103       40     3200 SH       DEFINED 01 05               0     3200        0
LONGS DRUG STORES              COM              543162101       36     1321 SH       DEFINED 01               1321        0        0
LONGVIEW FIBRE WASH            COM              543213102       15     1432 SH       DEFINED 01               1432        0        0
LOOKSMART LTD                  COM              543442107        0      427 SH       DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          1      200 SH       DEFINED 01 10             200        0        0
OM AB                          COM              5437744          1      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         14      864 SH       DEFINED 01 10             864        0        0
OCE NV                         COM              5446751          1      197 SH       DEFINED 01 10             197        0        0
OYJ HARWALL                    COM              5446944          3      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         31      749 SH       DEFINED 01 10             749        0        0
ORKLA ASA                      COM              5459715         13      835 SH       DEFINED 01 10             835        0        0
LOUIS DREYFUS NAT GA           COM              546011107     5194   133523 SH       DEFINED 01             133523        0        0
SKANDIA INSU                   COM              5461572         16     3000 SH       DEFINED 01 10            3000        0        0
SAIRGROUP                      COM              5463471          1       30 SH       DEFINED 01 10              30        0        0
LOUISIANA PAC.                 COM              546347105        3      440 SH       DEFINED 01 02               0      440        0
LOUISIANA-PACIFIC              COM              546347105     1068   164375 SH       DEFINED 01             164375        0        0
LOUISIANA-PACIFIC              COM              546347105      161    24794 SH       DEFINED 01 03               0    24794        0
LOUISIANA-PACIFIC              COM              546347105       55     8477 SH       DEFINED 01 05               0     8477        0
LOUISVILLE G&E PFD             PRF              546676800     1294    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782          8      800 SH       DEFINED 01 10             800        0        0
EBRO PULEVA SA                 COM              5468324          2      255 SH       DEFINED 01 10             255        0        0
PETROLEUM GE                   COM              5469372          1      200 SH       DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          4      200 SH       DEFINED 01 10             200        0        0
TPG NV                         COM              5481558         22     1147 SH       DEFINED 01 10            1147        0        0
LOWES CO                       COM              548661107      422    13324 SH       DEFINED 01              13324        0        0
LOWES CO                       COM              548661107     5781   182650 SH       DEFINED 01 03               0   182650        0
LOWES CO                       COM              548661107    13745   434259 SH       DEFINED 01 05               0   434259        0
LOWES COMPANIES                COM              548661107      246     7800 SH       DEFINED 01 02               0     7800        0
LUBRIZOL CORP                  COM              549271104      521    16502 SH       DEFINED 01              16502        0        0
LUBY'S INC                     COM              549282101      486    68021 SH       DEFINED 01              68021        0        0
LUCENT TECHNOLOGIES            COM              549463107      113    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107    10500  1832494 SH       DEFINED 01            1832494        0        0
LUCENT TECHNOLOGIES            COM              549463107        2      400 SH       DEFINED 01 02               0      400        0
LUCENT TECHNOLOGIES            COM              549463107     5048   880971 SH       DEFINED 01 03               0   880971        0
LUCENT TECHNOLOGIES            COM              549463107      108    18855 SH       DEFINED 01 05               0    18855        0
VOLKSWAGEN A                   COM              5497102         32      900 SH       DEFINED 01 10             900        0        0
VOLKSWAGEN A                   COM              5497168          5      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          3      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906         97     9430 SH       DEFINED 01 10            9430        0        0
LUMINANT WORLDWIDE C           COM              550260103        0       67 SH       DEFINED 01                 67        0        0
VALLEHERMOSO                   COM              5504789          2      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         33      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      318    48128 SH       DEFINED 01              48128        0        0
BUHRMANN NV                    COM              5516751          1      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL CO           COM              552078107       39     3414 SH       DEFINED 01               3414        0        0
M&T BK CORP                    COM              55261F104      577     7784 SH       DEFINED 01               7784        0        0
MAF BANCORP                    COM              55261R108     3616   126162 SH       DEFINED 01             126162        0        0
MAF BANCORP                    COM              55261R108        7      240 SH       DEFINED 01 02               0      240        0
MAF BANCORP                    COM              55261R108      118     4100 SH       DEFINED 01 05               0     4100        0
MBIA INC                       COM              55262C100     1287    25726 SH       DEFINED 01              25726        0        0
MBIA INC                       COM              55262C100     1760    35198 SH       DEFINED 01 03               0    35198        0
MBIA INC                       COM              55262C100       41      820 SH       DEFINED 01 05               0      820        0
MBNA CORP                      COM              55262L100    34313  1041359 SH       DEFINED 13 12 13            0  1041359        0
MBNA                           COM              55262L100     4786   158000 SH       DEFINED 01                  0   158000        0
MBNA                           COM              55262L100   281770  9302422 SH       DEFINED 01            9302422        0        0
MBNA                           COM              55262L100      402    13262 SH       DEFINED 01 02               0    13262        0
MBNA                           COM              55262L100     7064   233214 SH       DEFINED 01 03               0   233214        0
MBNA                           COM              55262L100   104541  3451326 SH       DEFINED 01 05               0  3451326        0
MDC HOLDINGS INC               COM              552676108     3067   110658 SH       DEFINED 01             110658        0        0
MDC HOLDINGS INC               COM              552676108        4      158 SH       DEFINED 01 02               0      158        0
MDC HOLDINGS INC               COM              552676108       47     1700 SH       DEFINED 01 05               0     1700        0
MDU RESOURCES GROUP            COM              552690109        3      130 SH       DEFINED 01 02               0      130        0
MDU RESOURCES GROUP  INC       COM              552690109    24094  1030969 SH       DEFINED 01            1030969        0        0
MEMC ELECTRONIC MAT            COM              552715104        0      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT CORP           COM              552848103      120     1825 SH       DEFINED 01               1825        0        0
MGIC INVESTMENT CORP           COM              552848103     1662    25441 SH       DEFINED 01 03               0    25441        0
MGIC INVESTMENT CORP           COM              552848103       39      592 SH       DEFINED 01 05               0      592        0
MGI PHARM                      COM              552880106      846    63262 SH       DEFINED 01              63262        0        0
DAIMLERCHRYS                   COM              5529027         86     2900 SH       DEFINED 01 10            2900        0        0
MGM MIRAGE                     COM              552953101      930    41371 SH       DEFINED 01              41371        0        0
MIM CORP                       COM              553044108      262    25000 SH       DEFINED 01              25000        0        0
MKS INSTRUMENT INC             COM              55306N104        2      100 SH       DEFINED 01                100        0        0
SWISSCOM AG                    COM              5533976         51      180 SH       DEFINED 01 10             180        0        0
MRV COMMUNICATIONS             COM              553477100        1      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE INC               COM              55347W105      685    67141 SH       DEFINED 01              67141        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     1216    95458 SH       DEFINED 01              95458        0        0
MACERICH CO                    COM              554382101        2       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104        7      223 SH       DEFINED 01                223        0        0
SECURITAS                      COM              5554041         16     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         22     3448 SH       DEFINED 01 10            3448        0        0
SAN PAOLO-IM                   COM              5556575         42     4000 SH       DEFINED 01 10            4000        0        0
SONERA OYJ                     COM              5556586          5     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION CORP               COM              555904101     1275    44922 SH       DEFINED 01              44922        0        0
MACRO MEDIA                    COM              556100105       22     1846 SH       DEFINED 01               1846        0        0
KON VENDEX KBB                 COM              5562389          2      231 SH       DEFINED 01 10             231        0        0
MAN AG ORD N                   COM              5563520          3      200 SH       DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          1      100 SH       DEFINED 01 10             100        0        0
MAGELLAN HEALTH SVS            COM              559079108     4205   366530 SH       DEFINED 01             366530        0        0
MAGELLAN HEALTH SVS            COM              559079108        9      780 SH       DEFINED 01 02               0      780        0
MAGELLAN HEALTH SVS            COM              559079108      218    18970 SH       DEFINED 01 05               0    18970        0
MAGNETEK INC                   COM              559424106      631    68771 SH       DEFINED 01              68771        0        0
FORTIS B                       COM              5596593         57     2346 SH       DEFINED 01 10            2346        0        0
UCB                            COM              5596991         19      466 SH       DEFINED 01 10             466        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      438    27000 SH       DEFINED 01                  0    27000        0
MANDALAY RESORT GRP            COM              562567107       39     2405 SH       DEFINED 01               2405        0        0
MANHATTAN ASS                  COM              562750109     1688    99444 SH       DEFINED 01              99444        0        0
MANHATTAN ASS                  COM              562750109        2      105 SH       DEFINED 01 02               0      105        0
MANHATTAN ASS                  COM              562750109       91     5350 SH       DEFINED 01 05               0     5350        0
MANITOWOC CO.                  COM              563571108     4548   187585 SH       DEFINED 01             187585        0        0
MANITOWOC CO.                  COM              563571108        3      140 SH       DEFINED 01 02               0      140        0
MANITOWOC CO.                  COM              563571108      133     5500 SH       DEFINED 01 05               0     5500        0
THYSSENKRUPP AG                COM              5636927         15     1500 SH       DEFINED 01 10            1500        0        0
MANOR CARE INC                 COM              564055101       50     1786 SH       DEFINED 01               1786        0        0
MANOR CARE INC                 COM              564055101        3       90 SH       DEFINED 01 02               0       90        0
MANOR CARE INC                 COM              564055101      687    24442 SH       DEFINED 01 03               0    24442        0
MANOR CARE INC                 COM              564055101       16      569 SH       DEFINED 01 05               0      569        0
UNILEVER NV                    COM              5640898         84     1553 SH       DEFINED 01 10            1553        0        0
NAVISION                       COM              5641125          2      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         90     1874 SH       DEFINED 01 10            1874        0        0
MANPOWER INC-WIS               COM              56418H100       56     2140 SH       DEFINED 01               2140        0        0
MANUF HOME                     COM              564682102        3       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP              COM              565011103     4127   709119 SH       DEFINED 01             709119        0        0
MANUGISTICS GROUP              COM              565011103      352    60500 SH       DEFINED 01 03               0    60500        0
MANUGISTICS GROUP              COM              565011103       60    10245 SH       DEFINED 01 05               0    10245        0
MANUGISTICS GROUP IN           COM              565011103      166    28550 SH       DEFINED 01 02               0    28550        0
GAS NATURAL                    COM              5650422         19     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      323    44179 SH       DEFINED 01              44179        0        0
EFG EUROBANK                   COM              5654316          7      600 SH       DEFINED 01 10             600        0        0
MARCUS CORP                    COM              566330106     1062    88510 SH       DEFINED 01              88510        0        0
PREUSSAG AG                    COM              5666292         12      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         52     3602 SH       DEFINED 01 10            3602        0        0
WOLTERS KLUW                   COM              5671519         14      654 SH       DEFINED 01 10             654        0        0
SANOFI-SYNTH                   COM              5671735        126     1928 SH       DEFINED 01 10            1928        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
CHARLES VOEGELE HOLDING AG     COM              5682577          1       21 SH       DEFINED 01 10              21        0        0
GRUPO DRAGAD                   COM              5687000          5      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         42     2450 SH       DEFINED 01 10            2450        0        0
AGFA GEVAERT                   COM              5689051          4      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789          9      800 SH       DEFINED 01 10             800        0        0
TDC A/S                        COM              5698790         18      500 SH       DEFINED 01 10             500        0        0
WIENERBERGER AG                COM              5699373          2      162 SH       DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         25     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        102    13324 SH       DEFINED 01 10           13324        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
MARKS & SPENCER                COM              570697995    12529  3343023 SH       DEFINED 01            3343023        0        0
MARKS & SPENCER                COM              570697995    16987  4532637 SH       DEFINED 01 05               0  4532637        0
METSO OYJ                      COM              5713422          2      300 SH       DEFINED 01 10             300        0        0
MARS INC JR PFD SER G          PRF              571650993     2380  2380000 SH       DEFINED 01            2380000        0        0
MARS INC JR PFD SER G          PRF              571650993     4760  4760000 SH       DEFINED 01 05               0  4760000        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     3000  2702703 SH       DEFINED 01 05               0  2702703        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     2143  2142857 SH       DEFINED 01            2142857        0        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     2619  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH MCLENNAN                 COM              571748102   326009  3371351 SH       DEFINED 01            3371351        0        0
MARSH MCLENNAN                 COM              571748102     8736    90339 SH       DEFINED 01 03               0    90339        0
MARSH MCLENNAN                 COM              571748102   101107  1045566 SH       DEFINED 01 05               0  1045566        0
MARSH MCLENNAN CO              COM              571748102    32405   335098 SH       DEFINED 01 02               0   335098        0
MARSHALL & LLSLEY C            COM              571834100      169     2972 SH       DEFINED 01               2972        0        0
CANAL PLUS                     COM              5718988          1      286 SH       DEFINED 01 10             286        0        0
MARRIOTT INTL CL A             COM              571903202   239617  7174151 SH       DEFINED 01            7174151        0        0
MARRIOTT INTL CL A             COM              571903202      125     3746 SH       DEFINED 01 02               0     3746        0
MARRIOTT INTL CL A             COM              571903202     1933    57885 SH       DEFINED 01 03               0    57885        0
MARRIOTT INTL CL A             COM              571903202    45697  1368156 SH       DEFINED 01 05               0  1368156        0
BPI SGPS                       COM              5721759          3     1462 SH       DEFINED 01 10            1462        0        0
HUGO BOSS VZ                   COM              5726709          6      349 SH       DEFINED 01 10             349        0        0
SIEMENS AG                     COM              5727973         95     2500 SH       DEFINED 01 10            2500        0        0
EIRCOM                         COM              5728415          6     5212 SH       DEFINED 01 10            5212        0        0
AGUAS DE                       COM              5729065          4      328 SH       DEFINED 01 10             328        0        0
TELEFONICA S                   COM              5732524        147    13253 SH       DEFINED 01 10           13253        0        0
QIAGEN NV                      COM              5732825          5      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      391    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106     1249    31950 SH       DEFINED 01 02               0    31950        0
MARTIN MARIETTA MATERIALS      COM              573284106    44331  1133481 SH       DEFINED 01            1133481        0        0
MARTIN MARIETTA MATERIALS      COM              573284106     2425    62000 SH       DEFINED 01 03               0    62000        0
MARTIN MARIETTA MATERIALS      COM              573284106    63631  1626963 SH       DEFINED 01 05               0  1626963        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
MARUBENI CORP ORD    8002&J/YE COM              573810991       25    23000 SH       DEFINED 01              23000        0        0
MARUI CO. LTD. ORD             COM              573814100     1151    84000 SH       DEFINED 01 03               0    84000        0
SOL MELIA SA                   COM              5738298          3      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         12      300 SH       DEFINED 01 10             300        0        0
MASCO CORP                     COM              574599106     2309   112939 SH       DEFINED 01             112939        0        0
MASCO CORP                     COM              574599106     2232   109210 SH       DEFINED 01 03               0   109210        0
MASCO CORP                     COM              574599106       52     2546 SH       DEFINED 01 05               0     2546        0
FIAT SPA                       COM              5748521         17     1000 SH       DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          2      210 SH       DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355         96     1750 SH       DEFINED 01 10            1750        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH       DEFINED 01 10             128        0        0
MASSEY ENERGY COMPANY          COM              576206106     3288   224372 SH       DEFINED 01             224372        0        0
MASTEC INC.          MTZ       COM              576323109        7     1551 SH       DEFINED 01               1551        0        0
MATERIAL SCIENCES              COM              576674105      370    44601 SH       DEFINED 01              44601        0        0
MATRIXONE INC                  COM              57685P304      275    50416 SH       DEFINED 01              50416        0        0
MATSUSHITA ELECTRIC LTD        COM              576879100     7243   591000 SH       DEFINED 01             591000        0        0
MATSUSHITA ELECTRIC LTD        COM              576879100     1556   127000 SH       DEFINED 01 03               0   127000        0
MATSUSHITA ELECTRIC LTD        COM              576879100    13248  1081000 SH       DEFINED 01 05               0  1081000        0
MATTEL                         COM              577081102    79757  5093039 SH       DEFINED 01            5093039        0        0
MATTEL                         COM              577081102     1602   102306 SH       DEFINED 01 03               0   102306        0
MATTEL                         COM              577081102     8277   528635 SH       DEFINED 01 05               0   528635        0
MATTEL INC.                    COM              577081102       24     1550 SH       DEFINED 01 02               0     1550        0
ZARDOYA-OTIS                   COM              5770900          3      353 SH       DEFINED 01 10             353        0        0
MAXTOR CORP                    COM              577729205        3      860 SH       DEFINED 01                860        0        0
MAXIM INTEGRATED               COM              57772K101    90480  2589553 SH       DEFINED 01 02               0  2589553        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   318876  9126394 SH       DEFINED 01            9126394        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101     8320   238153 SH       DEFINED 01 03               0   238153        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    68776  1968410 SH       DEFINED 01 05               0  1968410        0
MAXIM PHARMACEUTICAL           COM              57772M107        1      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE INC - A           COM              577766108     1443   103100 SH       DEFINED 01             103100        0        0
MAXWELL SHOE INC - A           COM              577766108        3      180 SH       DEFINED 01 02               0      180        0
MAXWELL SHOE INC - A           COM              577766108      106     7600 SH       DEFINED 01 05               0     7600        0
MAXYGEN                        COM              577776107        1       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103    11030   380096 SH       DEFINED 01             380096        0        0
MAY DEPT STORES                COM              577778103     2571    88576 SH       DEFINED 01 03               0    88576        0
MAY DEPT STORES                COM              577778103       48     1655 SH       DEFINED 01 05               0     1655        0
MAXIMUS INC                    COM              577933104     2583    65003 SH       DEFINED 01              65003        0        0
MAYOR'S JEWELERS INC           COM              578462103      114    58585 SH       DEFINED 01              58585        0        0
MAYTAG CO                      COM              578592107       31     1273 SH       DEFINED 01               1273        0        0
MAYTAG CO                      COM              578592107      446    18083 SH       DEFINED 01 03               0    18083        0
MAYTAG CO                      COM              578592107       10      421 SH       DEFINED 01 05               0      421        0
EPCOS AG                       COM              5785993          5      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          1      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         11       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          2      100 SH       DEFINED 01 10             100        0        0
MCCORMICK & CO                 COM              579780206       89     1946 SH       DEFINED 01               1946        0        0
MCDATA CORP - B                COM              580031102     3380   400000 SH       DEFINED 01             400000        0        0
MCDATA CORP - B                COM              580031102      350    41400 SH       DEFINED 01 03               0    41400        0
MCDATA CORP - B                COM              580031102       40     4713 SH       DEFINED 01 05               0     4713        0
MCDATA CORP - CL B             COM              580031102      165    19450 SH       DEFINED 01 02               0    19450        0
MCDATA CORPORATION - A         COM              580031201      256    30532 SH       DEFINED 01              30532        0        0
MCDATA CORPORATION-A           COM              580031201       17     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109    16509  2001024 SH       DEFINED 01            2001024        0        0
MCDERMOTT INTL                 COM              580037109      120    14534 SH       DEFINED 01 03               0    14534        0
MCDERMOTT INTL                 COM              580037109      956   115815 SH       DEFINED 01 05               0   115815        0
MCDONALDS                      COM              580135101     3276   120702 SH       DEFINED 01             120702        0        0
MCDONALDS                      COM              580135101     8335   307112 SH       DEFINED 01 03               0   307112        0
MCDONALDS                      COM              580135101      194     7160 SH       DEFINED 01 05               0     7160        0
BRISA(AUTO-E                   COM              5803925          8      875 SH       DEFINED 01 10             875        0        0
COLRUYT SA                     COM              5806225          4       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL CO                 COM              580645109    75857  1303382 SH       DEFINED 01            1303382        0        0
MCGRAW-HILL CO                 COM              580645109     2697    46347 SH       DEFINED 01 03               0    46347        0
MCGRAW-HILL CO                 COM              580645109      107     1831 SH       DEFINED 01 05               0     1831        0
BENI STABILI SPA               COM              5808135          1     3000 SH       DEFINED 01 10            3000        0        0
KONINKLIJKE VOPAK NV           COM              5809428          2      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         21     5594 SH       DEFINED 01 10            5594        0        0
MCKESSON CORP                  COM              58155Q103     2564    67834 SH       DEFINED 01              67834        0        0
MCKESSON CORP                  COM              58155Q103    29449   779369 SH       DEFINED 01 02               0   779369        0
MCKESSON CORP                  COM              58155Q103     2705    71577 SH       DEFINED 01 03               0    71577        0
MCKESSON CORP                  COM              58155Q103       60     1577 SH       DEFINED 01 05               0     1577        0
PORTUGAL TELECOM SGPS SA       COM              5817186         22     2994 SH       DEFINED 01 10            2994        0        0
MCLEOD                         COM              582266102       23    29484 SH       DEFINED 01              29484        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEAD CORP                      COM              582834107       45     1640 SH       DEFINED 01               1640        0        0
MEAD CORP                      COM              582834107      652    23537 SH       DEFINED 01 03               0    23537        0
MEAD CORP                      COM              582834107       15      548 SH       DEFINED 01 05               0      548        0
MEADE INSTRUMENTS              COM              583062104      189    49965 SH       DEFINED 01              49965        0        0
MEASUREMENT SPEC INC           COM              583421102      191    19300 SH       DEFINED 01              19300        0        0
GRUPPO ED                      COM              5836200          2      833 SH       DEFINED 01 10             833        0        0
MEDAREX INC                    COM              583916101       74     4918 SH       DEFINED 01               4918        0        0
MED DESIGN CORP                COM              583926100      253    17600 SH       DEFINED 01              17600        0        0
DEUTSCHE TEL                   COM              5842359        134     8546 SH       DEFINED 01 10            8546        0        0
MEDIA GENERAL                  COM              584404107       34      790 SH       DEFINED 01                790        0        0
MEDIAPLEX INC                  COM              58446B105        0      105 SH       DEFINED 01                105        0        0
MEDIACOM COMM CORP             COM              58446K105     1809   138824 SH       DEFINED 01             138824        0        0
MEDIACOM COMM CORP             COM              58446K105     2606   200000 SH       DEFINED 01 05               0   200000        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTIC           COM              584690309     4580    91644 SH       DEFINED 01              91644        0        0
MEDIMMUNE                      COM              584699102   111503  3129445 SH       DEFINED 01            3129445        0        0
MEDIMMUNE                      COM              584699102     4910   137784 SH       DEFINED 01 03               0   137784        0
MEDIMMUNE                      COM              584699102    45804  1285556 SH       DEFINED 01 05               0  1285556        0
MEDIMMUNE INC                  COM              584699102    96197  2699956 SH       DEFINED 01 02               0  2699956        0
MEDQUIST INC                   COM              584949101        5      216 SH       DEFINED 01                216        0        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
MEDTRONIC                      COM              585055106     9060   208276 SH       DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   590604 13577074 SH       DEFINED 01           13577074        0        0
MEDTRONIC                      COM              585055106    28454   654050 SH       DEFINED 01 02               0   654050        0
MEDTRONIC                      COM              585055106    14334   329506 SH       DEFINED 01 03               0   329506        0
MEDTRONIC                      COM              585055106   143769  3305065 SH       DEFINED 01 05               0  3305065        0
MEITEC CORP                    COM              585110992       39     1500 SH       DEFINED 01               1500        0        0
ACCOR                          COM              5852842         12      415 SH       DEFINED 01 10             415        0        0
MELLON FINANCIAL               COM              58551A108    27987   865638 SH       DEFINED 01             865638        0        0
MELLON FINANCIAL               COM              58551A108     5426   167816 SH       DEFINED 01 03               0   167816        0
MELLON FINANCIAL               COM              58551A108    32923  1018342 SH       DEFINED 01 05               0  1018342        0
MELLON FINANCIAL COR           COM              58551A108     3466   107200 SH       DEFINED 01 02               0   107200        0
MEMBER WORKS                   COM              586002107     2358   114626 SH       DEFINED 01             114626        0        0
MENS WEARHOUSE INC             COM              587118100     2250   124446 SH       DEFINED 01             124446        0        0
MENTOR CORP MN                 COM              587188103     5121   202415 SH       DEFINED 01             202415        0        0
MENTOR CORP MN                 COM              587188103        4      150 SH       DEFINED 01 02               0      150        0
MENTOR CORP MN                 COM              587188103      172     6800 SH       DEFINED 01 05               0     6800        0
MENTOR GRAPHIC                 COM              587200106     1946   141230 SH       DEFINED 01             141230        0        0
MENTOR GRAPHIC                 COM              587200106        3      225 SH       DEFINED 01 02               0      225        0
MENTOR GRAPHIC                 COM              587200106       87     6300 SH       DEFINED 01 05               0     6300        0
MERCANTILE BANKSHARE           COM              587405101       79     2006 SH       DEFINED 01               2006        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
MERCK                          COM              589331107     3860    57964 SH       DEFINED 01                  0    57964        0
MERCK                          COM              589331107    51346   770969 SH       DEFINED 01             770969        0        0
MERCK                          COM              589331107       12      180 SH       DEFINED 01 02               0      180        0
MERCK                          COM              589331107    37630   565018 SH       DEFINED 01 03               0   565018        0
MERCK                          COM              589331107    21232   318812 SH       DEFINED 01 05               0   318812        0
MERCURY COMP SYS INC           COM              589378108     7234   192666 SH       DEFINED 01             192666        0        0
MERCURY COMP SYS INC           COM              589378108        5      120 SH       DEFINED 01 02               0      120        0
MERCURY COMP SYS INC           COM              589378108      192     5100 SH       DEFINED 01 05               0     5100        0
MERCURY GENERAL CORP           COM              589400100        5      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109      762    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109     7682   403465 SH       DEFINED 01             403465        0        0
MERCURY INTERACTIVE            COM              589405109       73     3850 SH       DEFINED 01 02               0     3850        0
MERCURY INTERACTIVE            COM              589405109      374    19624 SH       DEFINED 01 03               0    19624        0
MERCURY INTERACTIVE            COM              589405109    11282   592557 SH       DEFINED 01 05               0   592557        0
MEREDITH CORP                  COM              589433101       29      894 SH       DEFINED 01                894        0        0
MEREDITH CORP                  COM              589433101      379    11811 SH       DEFINED 01 03               0    11811        0
MEREDITH CORP                  COM              589433101        9      275 SH       DEFINED 01 05               0      275        0
MERISTAR HOSPITALITY           COM              58984Y103        3      309 SH       DEFINED 01                309        0        0
IMMSI                          COM              5898619          1     1000 SH       DEFINED 01 10            1000        0        0
MERIDIAN GOLD                  COM              589975101        5      480 SH       DEFINED 01                480        0        0
MERIX CORP                     COM              590049102        2      130 SH       DEFINED 01 02               0      130        0
MERIX CORPORATION              COM              590049102     1689   120200 SH       DEFINED 01             120200        0        0
MERIX CORPORATION              COM              590049102       90     6400 SH       DEFINED 01 05               0     6400        0
MERRILL LYNCH                  COM              590188108    51224  1261673 SH       DEFINED 01            1261673        0        0
MERRILL LYNCH                  COM              590188108     8092   199314 SH       DEFINED 01 03               0   199314        0
MERRILL LYNCH                  COM              590188108    29386   723774 SH       DEFINED 01 05               0   723774        0
MERRILL LYNCH & CO             COM              590188108     3699    91100 SH       DEFINED 01 02               0    91100        0
NOKIA (AB) O                   COM              5902941        230    14089 SH       DEFINED 01 10           14089        0        0
MESA AIR                       COM              590479101      428   131355 SH       DEFINED 01             131355        0        0
MESSAGEMEDIA INC               COM              590787107        0      163 SH       DEFINED 01                163        0        0
METASOLV INC                   COM              59139P104        0       69 SH       DEFINED 01                 69        0        0
METAWAVE COMM CORP             COM              591409107      202    75000 SH       DEFINED 01              75000        0        0
RYANAIR HLDG                   COM              5914452          6      774 SH       DEFINED 01 10             774        0        0
METHODE ELEC                   COM              591520200      820   108587 SH       DEFINED 01             108587        0        0
METLIFE INC                    COM              59156R108     3102   104438 SH       DEFINED 01             104438        0        0
METLIFE INC                    COM              59156R108     5287   178029 SH       DEFINED 01 03               0   178029        0
METLIFE INC                    COM              59156R108    24625   829151 SH       DEFINED 01 05               0   829151        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207    31695   340180 SH       DEFINED 01             340180        0        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207     2038    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     3277   132417 SH       DEFINED 01             132417        0        0
METRIS COMPANIES INC           COM              591598107        3      120 SH       DEFINED 01 02               0      120        0
METRIS COMPANIES INC           COM              591598107      126     5100 SH       DEFINED 01 05               0     5100        0
METRO GOLDWYN MAYER            COM              591610100        8      493 SH       DEFINED 01                493        0        0
METRO ONE TELECO INC           COM              59163F105     1688    72765 SH       DEFINED 01              72765        0        0
METROMEDIA FIBER NET           COM              591689104        5    14909 SH       DEFINED 01              14909        0        0
METROMEDIA FIBER NET           COM              591689104       20    57420 SH       DEFINED 01 02               0    57420        0
METTLER TOLEDO                 COM              592688105     5035   119500 SH       DEFINED 01             119500        0        0
METTLER TOLEDO                 COM              592688105        3       65 SH       DEFINED 01 02               0       65        0
METTLER TOLEDO                 COM              592688105     8571   203400 SH       DEFINED 01 05               0   203400        0
AEGON NV                       COM              5927375        100     3816 SH       DEFINED 01 10            3816        0        0
MICHAELS STORES INC            COM              594087108     3544    96990 SH       DEFINED 01              96990        0        0
MICHAELS STORES INC            COM              594087108        4      120 SH       DEFINED 01 02               0      120        0
MICREL                         COM              594793101     6039   302844 SH       DEFINED 01             302844        0        0
MICREL                         COM              594793101    13721   688150 SH       DEFINED 01 02               0   688150        0
MICREL                         COM              594793101     1134    56900 SH       DEFINED 01 03               0    56900        0
MICREL                         COM              594793101       65     3271 SH       DEFINED 01 05               0     3271        0
MICROS SYSTEMS                 COM              594901100      940    52891 SH       DEFINED 01              52891        0        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
MICROSOFT                      COM              594918104    25176   492000 SH       DEFINED 01                  0   492000        0
MICROSOFT                      COM              594918104  1112653 21744241 SH       DEFINED 01           21744241        0        0
MICROSOFT                      COM              594918104   117751  2301152 SH       DEFINED 01 02               0  2301152        0
MICROSOFT                      COM              594918104    73466  1435734 SH       DEFINED 01 03               0  1435734        0
MICROSOFT                      COM              594918104   337405  6593819 SH       DEFINED 01 05               0  6593819        0
ASML HOLDINGS NV               COM              5949368         15     1326 SH       DEFINED 01 10            1326        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    37660  1405219 SH       DEFINED 01 02               0  1405219        0
MICROCHIP TECHNOLOGY           COM              595017104    33286  1242006 SH       DEFINED 01            1242006        0        0
MICROCHIP TECHNOLOGY           COM              595017104     3250   121275 SH       DEFINED 01 03               0   121275        0
MICROCHIP TECHNOLOGY           COM              595017104    18261   681362 SH       DEFINED 01 05               0   681362        0
MICRO MUSE                     COM              595094103      228    40120 SH       DEFINED 01              40120        0        0
MICRON TECHNOLOGIES            COM              595112103     6814   165800 SH       DEFINED 11 12               0   165800        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
MICRON TECHNOLOGY              COM              595112103     5659   300498 SH       DEFINED 01             300498        0        0
MICRON TECHNOLOGY              COM              595112103     2444   129842 SH       DEFINED 01 02               0   129842        0
MICRON TECHNOLOGY              COM              595112103     2666   141579 SH       DEFINED 01 03               0   141579        0
MICRON TECHNOLOGY              COM              595112103       62     3301 SH       DEFINED 01 05               0     3301        0
MICROSEMI CORP                 COM              595137100     3450   132448 SH       DEFINED 01             132448        0        0
MICROTUNE INC                  COM              59514P109     1371   120330 SH       DEFINED 01             120330        0        0
MICROTUNE INC                  COM              59514P109        1      120 SH       DEFINED 01 02               0      120        0
MICROTUNE INC                  COM              59514P109       40     3470 SH       DEFINED 01 05               0     3470        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107     7365   350668 SH       DEFINED 01             350668        0        0
MID ATLANTIC MEDICAL           COM              59523C107        5      230 SH       DEFINED 01 02               0      230        0
MID ATLANTIC MEDICAL           COM              59523C107      208     9900 SH       DEFINED 01 05               0     9900        0
NORDEA AB                      COM              5952496          7     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          5      100 SH       DEFINED 01 10             100        0        0
TISCALI SPA -- (EUR)           COM              5953529          1      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078          9     3152 SH       DEFINED 01 10            3152        0        0
MIDAMERICAN ENERGY             PRF              595620204     2489    23345 SH       DEFINED 01                  0    23345        0
MIDAMERICAN ENERGY             PRF              595620204     5213    48891 SH       DEFINED 01 04               0    48891        0
MIDAS INC                      COM              595626102      448    45253 SH       DEFINED 01              45253        0        0
S&P 400 MID CAP DEP            COM              595635103      408     5155 SH       DEFINED 01               5155        0        0
ERICSSON(LM)                   COM              5959378         85    23500 SH       DEFINED 01 10           23500        0        0
WILLIAM DEMANT                 COM              5961544          5      200 SH       DEFINED 01 10             200        0        0
STM MICROELECTRONICS           COM              5962332         51     2383 SH       DEFINED 01 10            2383        0        0
SANDVIK AB                     COM              5963108         11      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651          8      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         53     1066 SH       DEFINED 01 10            1066        0        0
WM-DATA AB                     COM              5970465          2     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          2      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          3     5779 SH       DEFINED 01 10            5779        0        0
ALCATEL "A" SHARES             COM              5975006         35     3053 SH       DEFINED 01 10            3053        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062         11     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          4      520 SH       DEFINED 01 10             520        0        0
SAI                            COM              5975987          3      250 SH       DEFINED 01 10             250        0        0
TELIA AB                       COM              5978384         19     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      445    41952 SH       DEFINED 01              41952        0        0
GIVAUDAN                       COM              5980613          7       22 SH       DEFINED 01 10              22        0        0
MIDWAY GAMES INC               COM              598148104     1690   139554 SH       DEFINED 01             139554        0        0
DANONE                         COM              5981810         51      393 SH       DEFINED 01 10             393        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         44      216 SH       DEFINED 01 10             216        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622         71     3669 SH       DEFINED 01 10            3669        0        0
MILACRON INC                   COM              598709103     1209   101121 SH       DEFINED 01             101121        0        0
MILLENIUM PHARM                COM              599902103     8366   471041 SH       DEFINED 01             471041        0        0
MILLENIUM PHARM                COM              599902103      103     5800 SH       DEFINED 01 02               0     5800        0
MILLENIUM PHARM                COM              599902103    12329   694200 SH       DEFINED 01 05               0   694200        0
MILLENIUM CHEM INC             COM              599903101        2      208 SH       DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          1     1000 SH       DEFINED 01 10            1000        0        0
HERMAN MILLER                  COM              600544100       42     2175 SH       DEFINED 01               2175        0        0
MILLIPORE CORP                 COM              601073109     4994    94324 SH       DEFINED 01              94324        0        0
MILLIPORE CORP                 COM              601073109      593    11194 SH       DEFINED 01 03               0    11194        0
MILLIPORE CORP                 COM              601073109       14      260 SH       DEFINED 01 05               0      260        0
AJINOMOTO CO                   COM              6010906         23     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      108   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106       22      564 SH       DEFINED 01                564        0        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          5        1 SH       DEFINED 01 10               1        0        0
MN MINING & MFG                COM              604059105   478156  4859293 SH       DEFINED 01            4859293        0        0
MN MINING & MFG                COM              604059105    12244   124430 SH       DEFINED 01 03               0   124430        0
MN MINING & MFG                COM              604059105   135983  1381942 SH       DEFINED 01 05               0  1381942        0
MN MINING & MFG CO             COM              604059105    68774   699008 SH       DEFINED 01 02               0   699008        0
SINGAPORE TE                   COM              6043214          9     7000 SH       DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107        1      173 SH       DEFINED 01                173        0        0
MIPS TECHNOLOGIES INC - CL B   COM              604567206        6     1038 SH       DEFINED 01               1038        0        0
AOYAMA TRADI                   COM              6045878          2      200 SH       DEFINED 01 10             200        0        0
MIRANT                         COM              604675108    59563  2719730 SH       DEFINED 01            2719730        0        0
MIRANT                         COM              604675108     2348   107212 SH       DEFINED 01 03               0   107212        0
MIRANT                         COM              604675108     7754   354079 SH       DEFINED 01 05               0   354079        0
MIRANT CORPORATION             COM              604675108      139     6365 SH       DEFINED 01 02               0     6365        0
ACOM CO                        COM              6049784         35      400 SH       DEFINED 01 10             400        0        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      218    79273 SH       DEFINED 01              79273        0        0
ASAHI BREWER                   COM              6054409         10     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         13     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         16     3000 SH       DEFINED 01 10            3000        0        0
ASATSU DK                      COM              6056052          2      100 SH       DEFINED 01 10             100        0        0
ASHIKAGA BAN                   COM              6056977          1     1000 SH       DEFINED 01 10            1000        0        0
MISSISSIPPI VALLEY B           COM              605720101     1566    41200 SH       DEFINED 01              41200        0        0
MISSISSIPPI VALLEY B           COM              605720101        4      100 SH       DEFINED 01 02               0      100        0
MISSISSIPPI VALLEY B           COM              605720101      106     2800 SH       DEFINED 01 05               0     2800        0
AUST GAS LIG                   COM              6064969          3      739 SH       DEFINED 01 10             739        0        0
MITCHELL ENERGY CL A           COM              606592202      911    18185 SH       DEFINED 01              18185        0        0
AMCOR LIMITE                   COM              6066608          4     1394 SH       DEFINED 01 10            1394        0        0
MITSUBISHI CORP                COM              606755999     3740   523000 SH       DEFINED 01             523000        0        0
MITSUBISHI CORP                COM              606755999     4183   585000 SH       DEFINED 01 03               0   585000        0
MITSUBISHI CORP                COM              606755999     6865   960000 SH       DEFINED 01 05               0   960000        0
MITSUBISHI HEAVY IND LTD       COM              606793107       30     8581 SH       DEFINED 01               8581        0        0
MITSUBISHI HEAVY IND LTD       COM              606793107     2836   818000 SH       DEFINED 01 03               0   818000        0
MITSUBISHI TOKYO FINL          COM              606819993     2287      293 SH       DEFINED 01 03               0      293        0
MITSUI OSK LINES               COM              606829992      142    68000 SH       DEFINED 01              68000        0        0
MITSUI FUDOSAN CO LTD          COM              606839991     9179   804000 SH       DEFINED 01             804000        0        0
MITSUI FUDOSAN CO LTD          COM              606839991     3802   333000 SH       DEFINED 01 03               0   333000        0
MITSUI FUDOSAN CO LTD          COM              606839991    16805  1472000 SH       DEFINED 01 05               0  1472000        0
AUTOBACS SEV                   COM              6068422          3      100 SH       DEFINED 01 10             100        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     2545   103700 SH       DEFINED 01             103700        0        0
MOBILE TELESYSTEMS ADR         COM              607409109       56     2300 SH       DEFINED 01 05               0     2300        0
BK OF EAST A                   COM              6075648          6     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          8     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         29     4378 SH       DEFINED 01 10            4378        0        0
MODINE MFG CO                  COM              607828100       24      966 SH       DEFINED 01                966        0        0
MODIS PROFESSIONAL             COM              607830106     1728   432047 SH       DEFINED 01             432047        0        0
MODIS PROFESSIONAL             COM              607830106        6     1460 SH       DEFINED 01 02               0     1460        0
MODIS PROFESSIONAL             COM              607830106       88    22100 SH       DEFINED 01 05               0    22100        0
MOHAWK INDUSTRIES              COM              608190104       59     1610 SH       DEFINED 01               1610        0        0
MOLDFLOW CORP                  COM              608507109      112    13200 SH       DEFINED 01              13200        0        0
MOLECULAR DEVICES              COM              60851C107        2      114 SH       DEFINED 01                114        0        0
MOLEX INC                      COM              608554101      419    14896 SH       DEFINED 01              14896        0        0
MOLEX INC                      COM              608554101     1304    46404 SH       DEFINED 01 03               0    46404        0
MOLEX INC                      COM              608554101       30     1081 SH       DEFINED 01 05               0     1081        0
TELSTRA CORP                   COM              6087289         50    19511 SH       DEFINED 01 10           19511        0        0
MONACO COACH CORP              COM              60886R103     1403    98427 SH       DEFINED 01              98427        0        0
CLP HOLDINGS                   COM              6097017         25     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     2794 SH       DEFINED 01 10            2794        0        0
BRAMBLES IND                   COM              6120009         10     1994 SH       DEFINED 01 10            1994        0        0
MONTANA POWER CO               COM              612085100       18     3420 SH       DEFINED 01               3420        0        0
BENESSE CORP                   COM              6121927          9      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          6     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          3     4000 SH       DEFINED 01 10            4000        0        0
BRIDGESTONE                    COM              6132101         14     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966          9     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         36     8427 SH       DEFINED 01 10            8427        0        0
CONTACT ENER                   COM              6152529          2     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP INC                 COM              615337102     3010    90863 SH       DEFINED 01              90863        0        0
MONY GROUP INC                 COM              615337102      371    11200 SH       DEFINED 01 05               0    11200        0
MOODY'S CORPORATION            COM              615369105      796    21510 SH       DEFINED 01              21510        0        0
MOODY'S CORPORATION            COM              615369105     1384    37394 SH       DEFINED 01 03               0    37394        0
MOODY'S CORPORATION            COM              615369105     5275   142571 SH       DEFINED 01 05               0   142571        0
MOOG INC CL A                  COM              615394202     1629    72150 SH       DEFINED 01              72150        0        0
MOOG INC CL A                  COM              615394202        5      210 SH       DEFINED 01 02               0      210        0
MOOG INC CL A                  COM              615394202      125     5550 SH       DEFINED 01 05               0     5550        0
MIRVAC GROUP                   COM              6161978          2     1031 SH       DEFINED 01 10            1031        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007          8    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323         55     2000 SH       DEFINED 01 10            2000        0        0
MORGAN ST DEAN WITTE           COM              617446448    12579   271400 SH       DEFINED 01                  0   271400        0
MORGAN ST DEAN WITTE           COM              617446448     4809   103744 SH       DEFINED 01 02               0   103744        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448   491105 10595575 SH       DEFINED 01           10595575        0        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448    13912   300145 SH       DEFINED 01 03               0   300145        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448   142040  3064493 SH       DEFINED 01 05               0  3064493        0
MSCI PAN-EURO INDEX ETF        COM              617470992    26119   300000 SH       DEFINED 01             300000        0        0
DBS GROUP HL                   COM              6175203         22     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          2     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          7     8000 SH       DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          2      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          5     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         42        6 SH       DEFINED 01 10               6        0        0
CSL                            COM              6185495          6      281 SH       DEFINED 01 10             281        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    57970   130610 SH       DEFINED 01 03               0   130610        0
PYRAMID FIXED INCOME           COM              619465XX0    25367    96011 SH       DEFINED 01 03               0    96011        0
PYRAMID EAFE INDEX             COM              619466XX8     1090     9611 SH       DEFINED 01 03               0     9611        0
CITIC PACIFIC LTD.             COM              6196152          9     5000 SH       DEFINED 01 10            5000        0        0
CHUGAI PHARM                   COM              6196408         16     1000 SH       DEFINED 01 10            1000        0        0
CHUO MITSUI TRUST AND BANKING  COM              6196840          4     2900 SH       DEFINED 01 10            2900        0        0
MOSSIMO                        COM              619696107       86    40000 SH       DEFINED 01              40000        0        0
CITIZEN WATC                   COM              6197304          5     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          5     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT CORP                   COM              619908106       22   240170 SH       DEFINED 01             240170        0        0
MOTOROLA                       COM              620076109     3120   200000 SH       DEFINED 01                  0   200000        0
MOTOROLA                       COM              620076109    25464  1632341 SH       DEFINED 01            1632341        0        0
MOTOROLA                       COM              620076109     8136   521517 SH       DEFINED 01 03               0   521517        0
MOTOROLA                       COM              620076109     6443   413016 SH       DEFINED 01 05               0   413016        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908          9     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         40     3144 SH       DEFINED 01 10            3144        0        0
CSK CORP                       COM              6215552          4      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         10      617 SH       DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
COSMO OIL                      COM              6226338          2     1000 SH       DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          7     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        7    35100 SH       DEFINED 01              35100        0        0
MUELLER INDS                   COM              624756102     2912   101461 SH       DEFINED 01             101461        0        0
DAIEI INC                      COM              6249982          2     2000 SH       DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         21     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         14     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          4     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          4     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         20     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          7     1000 SH       DEFINED 01 10            1000        0        0
DAIWA SECS G                   COM              6251448         28     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          2      785 SH       DEFINED 01 10             785        0        0
MUNICH REINSURANCE             COM              625820998       37      142 SH       DEFINED 01                142        0        0
MURPHY OIL                     COM              626717102   108632  1501272 SH       DEFINED 01            1501272        0        0
MURPHY OIL                     COM              626717102     2113    29199 SH       DEFINED 01 02               0    29199        0
MURPHY OIL                     COM              626717102     4428    61200 SH       DEFINED 01 03               0    61200        0
MURPHY OIL                     COM              626717102    26901   371773 SH       DEFINED 01 05               0   371773        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939          9    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      960   126268 SH       DEFINED 01             126268        0        0
MYERS IND INC                  COM              628464109      856    72229 SH       DEFINED 01              72229        0        0
MYKROLIS CORP.                 COM              62852P103       98    10892 SH       DEFINED 01              10892        0        0
MYLAN LABS                     COM              628530107      118     3622 SH       DEFINED 01               3622        0        0
MYRIAD GENETICS                COM              62855J104     2451    79968 SH       DEFINED 01              79968        0        0
MYRIAD GENETICS                COM              62855J104        2       75 SH       DEFINED 01 02               0       75        0
MYRIAD GENETICS                COM              62855J104       95     3100 SH       DEFINED 01 05               0     3100        0
LI & FUNG                      COM              6286257          8     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280         97       25 SH       DEFINED 01 10              25        0        0
PACIFIC DUNL                   COM              6286611          1     1971 SH       DEFINED 01 10            1971        0        0
NBTY INC                       COM              628782104     5067   384972 SH       DEFINED 01             384972        0        0
NBTY INC                       COM              628782104        5      400 SH       DEFINED 01 02               0      400        0
NBTY INC                       COM              628782104      137    10400 SH       DEFINED 01 05               0    10400        0
NCO GROUP                      COM              628858102       10      728 SH       DEFINED 01                728        0        0
NCO GROUP                      COM              628858102        2      110 SH       DEFINED 01 02               0      110        0
NCR CORPORATION                COM              62886E108     1924    64863 SH       DEFINED 01              64863        0        0
NCR CORPORATION                COM              62886E108      679    22913 SH       DEFINED 01 03               0    22913        0
NCR CORPORATION                COM              62886E108       16      534 SH       DEFINED 01 05               0      534        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NMS COMM CORP                  COM              629248105        0       88 SH       DEFINED 01                 88        0        0
NPS PHARMACEUTICALS            COM              62936P103     2874    92100 SH       DEFINED 01              92100        0        0
NPS PHARMACEUTICALS            COM              62936P103        4      140 SH       DEFINED 01 02               0      140        0
NPS PHARMACEUTICALS            COM              62936P103      150     4800 SH       DEFINED 01 05               0     4800        0
NRG ENERGY INC                 COM              629377102    35340  2180176 SH       DEFINED 01            2180176        0        0
NRG ENERGY INC                 COM              629377102       40     2450 SH       DEFINED 01 02               0     2450        0
NRG ENERGY INC                 COM              629377102     6484   400000 SH       DEFINED 01 05               0   400000        0
NRG ENERGY                     PRF              629377201    35367  1823010 SH       DEFINED 01            1823010        0        0
NRG ENERGY                     PRF              629377201     2568   132400 SH       DEFINED 01 05               0   132400        0
NRJ GROUP                      COM              629379991       37     3200 SH       DEFINED 01               3200        0        0
NTL INCORPORATED               COM              629407107        2      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503     6549    34468 SH       DEFINED 01              34468        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503      975     5130 SH       DEFINED 01 05               0     5130        0
NTT DOCOMO INC                 COM              629425992    22301     1650 SH       DEFINED 01               1650        0        0
NTT DOCOMO INC                 COM              629425992     2757      204 SH       DEFINED 01 03               0      204        0
NTT DOCOMO INC                 COM              629425992    28245     2090 SH       DEFINED 01 05               0     2090        0
NUI CORP                       COM              629431107      851    41678 SH       DEFINED 01              41678        0        0
NUI CORP                       COM              629431107        3      130 SH       DEFINED 01 02               0      130        0
NVR INC                        COM              62944T105     6175    43940 SH       DEFINED 01              43940        0        0
NVR INC                        COM              62944T105        7       54 SH       DEFINED 01 02               0       54        0
NVR INC                        COM              62944T105      141     1000 SH       DEFINED 01 05               0     1000        0
NYMAGIC INC                    COM              629484106      136     8500 SH       DEFINED 01               8500        0        0
NABORS INDUSTRIES              COM              629568106     1959    93414 SH       DEFINED 01              93414        0        0
NABORS INDUSTRIES              COM              629568106      732    34885 SH       DEFINED 01 03               0    34885        0
NABORS INDUSTRIES              COM              629568106       17      813 SH       DEFINED 01 05               0      813        0
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        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         66       11 SH       DEFINED 01 10              11        0        0
NANOGEN INC                    COM              630075109        0       75 SH       DEFINED 01                 75        0        0
NANOMETRICS INC                COM              630077105     1619    91400 SH       DEFINED 01              91400        0        0
NANOMETRICS INC                COM              630077105        5      255 SH       DEFINED 01 02               0      255        0
NANOMETRICS INC                COM              630077105       80     4500 SH       DEFINED 01 05               0     4500        0
EBARA CORP                     COM              6302700          7     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         24     1000 SH       DEFINED 01 10            1000        0        0
CAPITALAND                     COM              6309303          5     6000 SH       DEFINED 01 10            6000        0        0
DENKI KAGAKU                   COM              6309820          2     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   223954  7727899 SH       DEFINED 01            7727899        0        0
NASDAQ-100 SHARES              COM              631100104      152     5261 SH       DEFINED 01 02               0     5261        0
NASDAQ-100 SHARES              COM              631100104    37625  1298313 SH       DEFINED 01 05               0  1298313        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     2855    83715 SH       DEFINED 01              83715        0        0
NASH FINCH CO                  COM              631158102        6      170 SH       DEFINED 01 02               0      170        0
NASH FINCH CO                  COM              631158102      126     3700 SH       DEFINED 01 05               0     3700        0
ESPRIT HOLDINGS LIMITED        COM              6321642          3     3000 SH       DEFINED 01 10            3000        0        0
NATCO GROUP INC - A            COM              63227W203       48     6200 SH       DEFINED 01               6200        0        0
NATIONAL AUSTRA                COM              632990990       22     1736 SH       DEFINED 01               1736        0        0
FAULDING(FH)                   COM              6332600          3      340 SH       DEFINED 01 10             340        0        0
NIPPON UNIPAC HOLDING          COM              6334781         16        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171        125       16 SH       DEFINED 01 10              16        0        0
GOODMAN FIEL                   COM              6336549          2     2866 SH       DEFINED 01 10            2866        0        0
FOSTERS GROUP LTD              COM              6349268          9     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      311    10375 SH       DEFINED 01              10375        0        0
NATIONAL CITY CORP             COM              635405103     4272   142654 SH       DEFINED 01 03               0   142654        0
NATIONAL CITY CORP             COM              635405103      100     3326 SH       DEFINED 01 05               0     3326        0
NATL COMMERCE FINL             COM              63545P104      155     5949 SH       DEFINED 01               5949        0        0
NATL COMMERCE FINL             COM              63545P104     2610   100000 SH       DEFINED 01 05               0   100000        0
NATL DATA CORP                 COM              635621105     3672   101996 SH       DEFINED 01             101996        0        0
FUJI PHOTO F                   COM              6356525         34     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          1      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          5     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         23      600 SH       DEFINED 01 10             600        0        0
FUJITSU                        COM              6356945         42     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          4      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562         11     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       54     2346 SH       DEFINED 01               2346        0        0
NATL INFO CONSORT              COM              636491102        0      153 SH       DEFINED 01                153        0        0
NATIONAL INSTRUMENT            COM              636518102       38     1474 SH       DEFINED 01               1474        0        0
GEN PROPERTY                   COM              6365866          5     3328 SH       DEFINED 01 10            3328        0        0
NATIONAL OILWELL INC           COM              637071101      264    18181 SH       DEFINED 01              18181        0        0
NATL PENN BANCSHARE            COM              637138108        2       84 SH       DEFINED 01                 84        0        0
NATL PRESTO IND                COM              637215104      561    20870 SH       DEFINED 01              20870        0        0
NATIONAL PROCESSING            COM              637229105        7      262 SH       DEFINED 01                262        0        0
NATIONAL SEMICONDUCTOR         COM              637640103     2194    99494 SH       DEFINED 01              99494        0        0
NATIONAL SEMICONDUCTOR         COM              637640103      908    41191 SH       DEFINED 01 03               0    41191        0
NATIONAL SEMICONDUCTOR         COM              637640103       21      960 SH       DEFINED 01 05               0      960        0
NATIONAL SERVICE               COM              637657107    11528   558279 SH       DEFINED 01             558279        0        0
NATIONAL SERVICE               COM              637657107      202     9775 SH       DEFINED 01 03               0     9775        0
NATIONAL SERVICE               COM              637657107      669    32398 SH       DEFINED 01 05               0    32398        0
NATIONWIDE FINL                COM              638612101        8      203 SH       DEFINED 01                203        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NAVIGATORS GROUP INC           COM              638904102      216    12300 SH       DEFINED 01              12300        0        0
NATURES SUNSHINE PRO           COM              639027101      564    49288 SH       DEFINED 01              49288        0        0
NATUS MEDICAL INC              COM              639050103      685    89530 SH       DEFINED 01              89530        0        0
NATUS MEDICAL INC              COM              639050103       33     4270 SH       DEFINED 01 05               0     4270        0
NAUTICA ENTERPRISES            COM              639089101     2226   188050 SH       DEFINED 01             188050        0        0
NAUTICA ENTERPRISES            COM              639089101        3      260 SH       DEFINED 01 02               0      260        0
NAUTICA ENTERPRISES            COM              639089101       81     6800 SH       DEFINED 01 05               0     6800        0
NAVISTAR INTL                  COM              63934E108      680    24066 SH       DEFINED 01              24066        0        0
NAVISTAR INTL                  COM              63934E108      399    14109 SH       DEFINED 01 03               0    14109        0
NAVISTAR INTL                  COM              63934E108        9      328 SH       DEFINED 01 05               0      328        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107       70    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
GUNMA BANK                     COM              6398088          5     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          3     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN-MARCUS GROUP            COM              640204202       35     1426 SH       DEFINED 01               1426        0        0
NELSON (THOMAS) INC            COM              640376109      369    43512 SH       DEFINED 01              43512        0        0
NEOFORMA INC                   COM              640475505        0       10 SH       DEFINED 01                 10        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG LUNG DE                   COM              6408352          2     3000 SH       DEFINED 01 10            3000        0        0
HANG SENG BA                   COM              6408374         52     5000 SH       DEFINED 01 10            5000        0        0
HANKYU DEPT STORES             COM              6408705          6     1000 SH       DEFINED 01 10            1000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100      106     4092 SH       DEFINED 01 03               0     4092        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      721    51184 SH       DEFINED 01 03               0    51184        0
NET.B@NK INC                   COM              640933107        1       94 SH       DEFINED 01                 94        0        0
NETWORKS ASSOCIATES            COM              640938106     1522   118108 SH       DEFINED 01             118108        0        0
JAMES HARDIE                   COM              6409407          2      868 SH       DEFINED 01 10             868        0        0
NESTLE SA REG                  COM              641069992    48697   228167 SH       DEFINED 01             228167        0        0
NESTLE SA REG                  COM              641069992     7766    36392 SH       DEFINED 01 03               0    36392        0
NESTLE SA REG                  COM              641069992    39944   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      425   816471 SH       DEFINED 1              816471        0        0
NETCENTIVES INC                COM              64108P101        0       83 SH       DEFINED 01                 83        0        0
NETEGRITY INC                  COM              64110P107     1359   158649 SH       DEFINED 01             158649        0        0
NETEGRITY INC                  COM              64110P107        1      130 SH       DEFINED 01 02               0      130        0
NETEGRITY INC                  COM              64110P107       52     6050 SH       DEFINED 01 05               0     6050        0
NESTOR HEALTHCARE GROUP        COM              641111992       18     2500 SH       DEFINED 01               2500        0        0
NETOPIA INC                    COM              64114K104        0       48 SH       DEFINED 01                 48        0        0
NETRO CORP                     COM              64114R109        0      102 SH       DEFINED 01                102        0        0
NET IQ                         COM              64115P102        7      321 SH       DEFINED 01                321        0        0
NETSCOUT SYS INC               COM              64115T104        0       88 SH       DEFINED 01                 88        0        0
NETRATINGS INC                 COM              64116M108        2      157 SH       DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      199    66256 SH       DEFINED 01              66256        0        0
NETWORK APPLIANCE              COM              64120L104       92    13563 SH       DEFINED 01              13563        0        0
NETWORK APPLIANCE              COM              64120L104      526    77311 SH       DEFINED 01 03               0    77311        0
NETWORK APPLIANCE              COM              64120L104       12     1802 SH       DEFINED 01 05               0     1802        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
NEUBERGER BERMAN               COM              641234109      613    17595 SH       DEFINED 01              17595        0        0
NEURO CRINE                    COM              64125C109     2567    80178 SH       DEFINED 01              80178        0        0
NEURO CRINE                    COM              64125C109        4      110 SH       DEFINED 01 02               0      110        0
NEURO CRINE                    COM              64125C109      134     4200 SH       DEFINED 01 05               0     4200        0
HENDERSON LAND                 COM              6420538         13     4000 SH       DEFINED 01 10            4000        0        0
HIROSE ELECT                   COM              6428725          6      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         60     9000 SH       DEFINED 01 10            9000        0        0
HITACHI ZOSEN CORP             COM              6429308          1     2000 SH       DEFINED 01 10            2000        0        0
HOKURIKU BAN                   COM              6433161          3     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145         84     2600 SH       DEFINED 01 10            2600        0        0
WHARF (HOLDI                   COM              6435576         10     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      658    37903 SH       DEFINED 01              37903        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         16      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS INC                  COM              644383101       10     3101 SH       DEFINED 01               3101        0        0
HUTCHISON WH                   COM              6448068         81    10900 SH       DEFINED 01 10           10900        0        0
HYSAN DEVELO                   COM              6449629          2     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    26325   595481 SH       DEFINED 01             595481        0        0
NEW JERSEY RESOURCES           COM              646025106      137     3100 SH       DEFINED 01 05               0     3100        0
INAX CORPORA                   COM              6461504          6     1000 SH       DEFINED 01 10            1000        0        0
ISETAN                         COM              6466844          9     1000 SH       DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          2     1000 SH       DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          6     3000 SH       DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803         10     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         44     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          9     4000 SH       DEFINED 01 10            4000        0        0
JGC CORP                       COM              6473468          7     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         36        5 SH       DEFINED 01 10               5        0        0
JOYO BANK                      COM              6479767          6     2000 SH       DEFINED 01 10            2000        0        0
AEON CO. LTD                   COM              6480048         20     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALT           COM              648053106       10      579 SH       DEFINED 01                579        0        0
KAJIMA CORP                    COM              6481320          7     2000 SH       DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          4     1000 SH       DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          2     1000 SH       DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360          6     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         42     2500 SH       DEFINED 01 10            2500        0        0
KAO CORP                       COM              6483809         49     2000 SH       DEFINED 01 10            2000        0        0
KATOKICHI CO                   COM              6484244          2      100 SH       DEFINED 01 10             100        0        0
KAWASAKI HEA                   COM              6484620          3     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          7     7000 SH       DEFINED 01 10            7000        0        0
KAWASAKI KIS                   COM              6484686          1     1000 SH       DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          4     1000 SH       DEFINED 01 10            1000        0        0
NEW WORLD RESTAURANT GROUP     COM              648904209       68   130000 SH       DEFINED 01             130000        0        0
KEPPEL CORP                    COM              6490263          3     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          6     1000 SH       DEFINED 01 10            1000        0        0
KINDEN                         COM              6492924          6     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         16     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         23     3000 SH       DEFINED 01 10            3000        0        0
NEW YORK COM BANCORP           COM              649445103        6      240 SH       DEFINED 01 02               0      240        0
NEW YORK COMMUNITY BANCORP INC COM              649445103     9997   430617 SH       DEFINED 01             430617        0        0
NEW YORK COMMUNITY BANCORP INC COM              649445103      116     5000 SH       DEFINED 01 05               0     5000        0
KOMATSU                        COM              6496584          7     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681          7      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          5     1000 SH       DEFINED 01 10            1000        0        0
KOYO SEIKO CO                  COM              6497082          4     1000 SH       DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         11     4000 SH       DEFINED 01 10            4000        0        0
KURARAY CO                     COM              6497662          6     1000 SH       DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         33      500 SH       DEFINED 01 10             500        0        0
ASAHI BANK                     COM              6499367          8     7000 SH       DEFINED 01 10            7000        0        0
KYOWA HAKKO                    COM              6499550          6     1000 SH       DEFINED 01 10            1000        0        0
NEW YORK TIMES - A             COM              650111107     1075    27532 SH       DEFINED 01              27532        0        0
NEW YORK TIMES - A             COM              650111107     1475    37803 SH       DEFINED 01 03               0    37803        0
NEW YORK TIMES - A             COM              650111107       34      881 SH       DEFINED 01 05               0      881        0
NEW ZEALAND TELECOMM ORD  NZ;T COM              650200991       17     9200 SH       DEFINED 01               9200        0        0
NEWCREST MINING                COM              650902992      961   550000 SH       DEFINED 01             550000        0        0
NEWCREST MINING                COM              650902992      309   177000 SH       DEFINED 01 03               0   177000        0
LEIGHTON HOL                   COM              6511227          3      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          6     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID INC          COM              651229106     1719    75665 SH       DEFINED 01              75665        0        0
NEWELL RUBBERMAID INC          COM              651229106     1438    63313 SH       DEFINED 01 03               0    63313        0
NEWELL RUBBERMAID INC          COM              651229106       34     1476 SH       DEFINED 01 05               0     1476        0
NEWFIELD EXPLORATION           COM              651290108    30927  1059146 SH       DEFINED 01            1059146        0        0
NEWFIELD EXPLORATION           COM              651290108    31605  1082350 SH       DEFINED 01 02               0  1082350        0
NEWFIELD EXPLORATION           COM              651290108     2368    81100 SH       DEFINED 01 03               0    81100        0
NEWFIELD EXPLORATION           COM              651290108    19312   661374 SH       DEFINED 01 05               0   661374        0
NEWHALL LAND & FARMG           COM              651426108        2       85 SH       DEFINED 01                 85        0        0
NEWMONT MINING                 COM              651639106     4091   173342 SH       DEFINED 01             173342        0        0
NEWMONT MINING                 COM              651639106     1096    46423 SH       DEFINED 01 03               0    46423        0
NEWMONT MINING                 COM              651639106       26     1082 SH       DEFINED 01 05               0     1082        0
NEWPARK RESOURCES              COM              651718504      204    30330 SH       DEFINED 01              30330        0        0
NEWPORT CORP                   COM              651824104      811    57479 SH       DEFINED 01              57479        0        0
NEWPORT CORP                   COM              651824104       39     2750 SH       DEFINED 01 05               0     2750        0
NEWPORT NEWS SHIPBLG           COM              652228107       71     1066 SH       DEFINED 01               1066        0        0
NEWPOWER HOLDINGS INC          COM              652463100        2      667 SH       DEFINED 01                667        0        0
NEXT PLC                       COM              652500992     8228   625554 SH       DEFINED 01             625554        0        0
NEXT PLC                       COM              652500992     5330   405206 SH       DEFINED 01 03               0   405206        0
NEXT PLC                       COM              652500992    10949   832343 SH       DEFINED 01 05               0   832343        0
NEXT CARD                      COM              65332K107      128    20222 SH       DEFINED 01              20222        0        0
NEXTEL COMMUNICATION           COM              65332V103      305    35224 SH       DEFINED 01              35224        0        0
NEXTEL COMMUNICATION           COM              65332V103     1573   181679 SH       DEFINED 01 03               0   181679        0
NEXTEL COMMUNICATION           COM              65332V103       37     4235 SH       DEFINED 01 05               0     4235        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    17488    32996 SH       DEFINED 01              32996        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     3517     6637 SH       DEFINED 01 05               0     6637        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     7337    17063 SH       DEFINED 01              17063        0        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     1199     2788 SH       DEFINED 01 05               0     2788        0
NEXTEL COM CVT                 CONV BND         65332VAY9     3816  7500000 PRN      DEFINED 01 02               0        0  7500000
NEXTEL PARTNERS INC            COM              65333F107        6      870 SH       DEFINED 01                870        0        0
NET LEVEL COMM                 COM              65333U104        0      121 SH       DEFINED 01                121        0        0
NIAGARA MOHAWK POWER           COM              653520106     6016   354486 SH       DEFINED 01             354486        0        0
NIAGARA MOHAWK POWER           COM              653520106      646    38057 SH       DEFINED 01 03               0    38057        0
NIAGARA MOHAWK POWER           COM              653520106       15      887 SH       DEFINED 01 05               0      887        0
NICOR                          COM              654086107     9723   250899 SH       DEFINED 01             250899        0        0
NICOR                          COM              654086107      418    10785 SH       DEFINED 01 03               0    10785        0
NICOR                          COM              654086107       10      251 SH       DEFINED 01 05               0      251        0
NIKE INC - B                   COM              654106103      618    13187 SH       DEFINED 01              13187        0        0
NIKE INC - B                   COM              654106103     3014    64394 SH       DEFINED 01 03               0    64394        0
NIKE INC - B                   COM              654106103       70     1502 SH       DEFINED 01 05               0     1502        0
99 CENTS ONLY STORE            COM              65440K106    44159  1364990 SH       DEFINED 01 02               0  1364990        0
99 CENTS ONLY STORES           COM              65440K106    29320   906364 SH       DEFINED 01             906364        0        0
99 CENTS ONLY STORES           COM              65440K106     3759   116200 SH       DEFINED 01 03               0   116200        0
99 CENTS ONLY STORES           COM              65440K106      235     7272 SH       DEFINED 01 05               0     7272        0
NINTENDO CO LTD                COM              654450998    16045   111716 SH       DEFINED 01             111716        0        0
NINTENDO CO LTD                COM              654450998     1651    11500 SH       DEFINED 01 03               0    11500        0
NINTENDO CO LTD                COM              654450998    16201   112800 SH       DEFINED 01 05               0   112800        0
NIPPON T&T CORP                COM              654620962        9        2 SH       DEFINED 01                  2        0        0
NIPPON T&T CORP                COM              654620962     1283      275 SH       DEFINED 01 03               0      275        0
NISOURCE INC                   COM              65473P105    32716  1403532 SH       DEFINED 01            1403532        0        0
NISOURCE INC                   COM              65473P105     1143    49047 SH       DEFINED 01 03               0    49047        0
NISOURCE INC                   COM              65473P105       27     1143 SH       DEFINED 01 05               0     1143        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR CO ORD            COM              654744994     3476   833000 SH       DEFINED 01             833000        0        0
NISSAN MOTOR CO ORD            COM              654744994     6379  1529000 SH       DEFINED 01 05               0  1529000        0
NKK CORP                       COM              654870997     2451  3394000 SH       DEFINED 01 03               0  3394000        0
NOBLE AFFILIATES               COM              654894104     1107    35713 SH       DEFINED 01              35713        0        0
NOKIA ADR A                    COM              654902204    15681  1002000 SH       DEFINED 01                  0  1002000        0
NOKIA ADR A                    COM              654902204    29894  1910171 SH       DEFINED 01 02               0  1910171        0
NOKIA CL A ADR                 COM              654902204   122761  7844100 SH       DEFINED 01            7844100        0        0
NOKIA CL A ADR                 COM              654902204      252    16100 SH       DEFINED 01 03               0    16100        0
NOKIA CL A ADR                 COM              654902204    79912  5106214 SH       DEFINED 01 05               0  5106214        0
MIM HOLDINGS                   COM              6550167          2     3659 SH       DEFINED 01 10            3659        0        0
NOBLE DRILLING CORP            COM              655042109     1039    43295 SH       DEFINED 01              43295        0        0
NOBLE DRILLING CORP            COM              655042109      764    31851 SH       DEFINED 01 03               0    31851        0
NOBLE DRILLING CORP            COM              655042109       18      742 SH       DEFINED 01 05               0      742        0
NOMURA SECURITIES CO LTD       COM              655361103    17544  1342247 SH       DEFINED 01            1342247        0        0
NOMURA SECURITIES CO LTD       COM              655361103     4287   328000 SH       DEFINED 01 03               0   328000        0
NOMURA SECURITIES CO LTD       COM              655361103    23382  1789000 SH       DEFINED 01 05               0  1789000        0
NORDEA                         COM              655499994      104    21275 SH       DEFINED 01              21275        0        0
NORDSON CORP                   COM              655663102       95     4356 SH       DEFINED 01               4356        0        0
NORDSON CORP                   COM              655663102        2       90 SH       DEFINED 01 02               0       90        0
NORDSTROM INC                  COM              655664100       32     2218 SH       DEFINED 01               2218        0        0
NORDSTROM INC                  COM              655664100      459    31783 SH       DEFINED 01 03               0    31783        0
NORDSTROM INC                  COM              655664100       11      740 SH       DEFINED 01 05               0      740        0
NORFOLK SOUTHERN CO            COM              655844108     2761   171259 SH       DEFINED 01             171259        0        0
NORFOLK SOUTHERN CO            COM              655844108     1472    91342 SH       DEFINED 01 03               0    91342        0
NORFOLK SOUTHERN CO            COM              655844108       34     2129 SH       DEFINED 01 05               0     2129        0
NORSK HYDRO AS                 COM              656531993       15      400 SH       DEFINED 01                400        0        0
NORTEK INC                     COM              656559101        3      150 SH       DEFINED 01 02               0      150        0
NORTEL NETWORKS CORP           COM              656568102     7695  1371739 SH       DEFINED 01            1371739        0        0
NORTEL NETWORKS CORP           COM              656568102     4592   818525 SH       DEFINED 01 03               0   818525        0
NORTEL NETWORKS CORP           COM              656568102       99    17639 SH       DEFINED 01 05               0    17639        0
NORTH AMER PALLADIUM           COM              656912102      532   100000 SH       DEFINED 01             100000        0        0
MARUBENI COR                   COM              6569464          3     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         74     6000 SH       DEFINED 01 10            6000        0        0
MAYNE NICKLE                   COM              6574606          3      732 SH       DEFINED 01 10             732        0        0
MEIJI DAIRIES CORP             COM              6576088          3     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 OYJ                      COM              659002FR5     8446   516651 SH       DEFINED 01             516651        0        0
NOKIA OYJ                      COM              659002FR5     3522   215466 SH       DEFINED 01 03               0   215466        0
CREDIT SAISO                   COM              6591809          9      400 SH       DEFINED 01 10             400        0        0
NORTH FOLK BANCORP             COM              659424105     1447    48635 SH       DEFINED 01              48635        0        0
MITSUBISHI E                   COM              6596729         40     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI C                   COM              6596785         29     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI G                   COM              6596923          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         11     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         21     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         31     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          5     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          6     2000 SH       DEFINED 01 10            2000        0        0
MITSUI & CO                    COM              6597302         23     4000 SH       DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI ENG & SHIP              COM              6597380          3     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         23     2000 SH       DEFINED 01 10            2000        0        0
MURATA MFG C                   COM              6610403         40      700 SH       DEFINED 01 10             700        0        0
NGK INSULATO                   COM              6619507          8     1000 SH       DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604          7     1000 SH       DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         31     5709 SH       DEFINED 01 10            5709        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         49     3870 SH       DEFINED 01 10            3870        0        0
NEPTUNE ORIE                   COM              6628859          1     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          3     5000 SH       DEFINED 01 10            5000        0        0
NICHIEI CO                     COM              6638892          1      100 SH       DEFINED 01 10             100        0        0
NINTENDO CO                    COM              6639550         57      400 SH       DEFINED 01 10             400        0        0
DENSO CORP                     COM              6640381         36     2500 SH       DEFINED 01 10            2500        0        0
NEC CORP                       COM              6640400         41     5000 SH       DEFINED 01 10            5000        0        0
NIDEC CORPOR                   COM              6640682          7      200 SH       DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767          9     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          3     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          2     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN SEIFUN GROUP INC       COM              6640961          7     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          5     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          3     2000 SH       DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373        163       35 SH       DEFINED 01 10              35        0        0
NIPPON MITSU                   COM              6641403         18     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          4     1000 SH       DEFINED 01 10            1000        0        0
NSK                            COM              6641544          3     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          6      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         11     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321          7     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387          7     1000 SH       DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406          5     1000 SH       DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         22    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         46    11000 SH       DEFINED 01 10           11000        0        0
NISSHINBO IN                   COM              6642923          5     1000 SH       DEFINED 01 10            1000        0        0
NOMURA SECUR                   COM              6643108         65     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          9     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106       75     4019 SH       DEFINED 01               4019        0        0
NORMANDY MIN                   COM              6645201          3     3762 SH       DEFINED 01 10            3762        0        0
ORIENTAL LAN                   COM              6648891         19      300 SH       DEFINED 01 10             300        0        0
NTN CORP                       COM              6651189          2     1000 SH       DEFINED 01 10            1000        0        0
OMNI INDUSTRIES LTD.           COM              6654865          2     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          9     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      202     3848 SH       DEFINED 01               3848        0        0
NORTHERN TRUST CORP            COM              665859104     2775    52879 SH       DEFINED 01 03               0    52879        0
NORTHERN TRUST CORP            COM              665859104       65     1233 SH       DEFINED 01 05               0     1233        0
OLYMPUS OPTI                   COM              6658801         14     1000 SH       DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         13     1000 SH       DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          5     2000 SH       DEFINED 01 10            2000        0        0
ORIENT CORP                    COM              6661122          1     1000 SH       DEFINED 01 10            1000        0        0
ORIX CORP                      COM              6661144         18      220 SH       DEFINED 01 10             220        0        0
OSAKA GAS CO                   COM              6661768         19     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         21     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     1390    13765 SH       DEFINED 01              13765        0        0
NORTHROP GRUMMAN               COM              666807102     2047    20265 SH       DEFINED 01 03               0    20265        0
NORTHROP GRUMMAN               COM              666807102       48      472 SH       DEFINED 01 05               0      472        0
NORTHROP GRUMMAN COR           COM              666807102      224     2225 SH       DEFINED 01 02               0     2225        0
NWA                            COM              667280101        8      690 SH       DEFINED 01                690        0        0
NORTHWEST NATURAL GA           COM              667655104     1780    76081 SH       DEFINED 01              76081        0        0
NORTHWEST NATURAL GA           COM              667655104        3      140 SH       DEFINED 01 02               0      140        0
NORTHWEST NAT GA 100           PRF              667655708    17701   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1581    71853 SH       DEFINED 01              71853        0        0
PENTA-OCEAN CONSTRUCTION CO    COM              6680804          1     1000 SH       DEFINED 01 10            1000        0        0
PIONEER CORP                   COM              6688745         10      500 SH       DEFINED 01 10             500        0        0
NUANCE COMMUNICATION           COM              669967101        1       82 SH       DEFINED 01                 82        0        0
NOVAVAX INC                    COM              670002104      338    24000 SH       DEFINED 01              24000        0        0
NOVELL INC                     COM              670006105       86    23436 SH       DEFINED 01              23436        0        0
NOVELL INC                     COM              670006105        4     1140 SH       DEFINED 01 02               0     1140        0
NOVELL INC                     COM              670006105      313    85500 SH       DEFINED 01 03               0    85500        0
NOVELL INC                     COM              670006105        7     1993 SH       DEFINED 01 05               0     1993        0
NOVELLUS SYSTEMS               COM              670008101    14654   513119 SH       DEFINED 01             513119        0        0
NOVELLUS SYSTEMS               COM              670008101     3366   117868 SH       DEFINED 01 03               0   117868        0
NOVELLUS SYSTEMS               COM              670008101      162     5660 SH       DEFINED 01 05               0     5660        0
NOVELLUS SYSTEMS INC           COM              670008101    30167  1056265 SH       DEFINED 01 02               0  1056265        0
NOVEN PHARMACEUTICAL           COM              670009109     4543   251036 SH       DEFINED 01             251036        0        0
NOVEN PHARMACEUTICAL           COM              670009109        4      210 SH       DEFINED 01 02               0      210        0
NOVEN PHARMACEUTICAL           COM              670009109      163     9000 SH       DEFINED 01 05               0     9000        0
NOVO NORDISK A/S               COM              670100999    11223   270300 SH       DEFINED 01             270300        0        0
NOVO NORDISK A/S               COM              670100999     5391   129850 SH       DEFINED 01 03               0   129850        0
NOVO NORDISK A/S               COM              670100999    16321   393100 SH       DEFINED 01 05               0   393100        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       63     1512 SH       DEFINED 01               1512        0        0
PROMISE CO                     COM              6703295         20      300 SH       DEFINED 01 10             300        0        0
NUCOR CORP                     COM              670346105    30225   761331 SH       DEFINED 01             761331        0        0
NUCOR CORP                     COM              670346105       97     2450 SH       DEFINED 01 02               0     2450        0
NUCOR CORP                     COM              670346105     1367    34432 SH       DEFINED 01 03               0    34432        0
NUCOR CORP                     COM              670346105    31787   800679 SH       DEFINED 01 05               0   800679        0
NUEVO ENERGY CO                COM              670509108      707    50665 SH       DEFINED 01              50665        0        0
NUMERICAL TECHNOLOG            COM              67053T101        3      159 SH       DEFINED 01                159        0        0
NVIDIA CORP                    COM              67066G104    11951   435109 SH       DEFINED 01             435109        0        0
NVIDIA CORP                    COM              67066G104       98     3550 SH       DEFINED 01 02               0     3550        0
NVIDIA CORP                    COM              67066G104    15509   564600 SH       DEFINED 01 05               0   564600        0
NYFIX INC                      COM              670712108     1239    86648 SH       DEFINED 01              86648        0        0
LYONNAISE DES EAUX   FR;LY/EUR COM              670800994      150     4495 SH       DEFINED 01               4495        0        0
O`CHARLEY`S                    COM              670823103      958    55846 SH       DEFINED 01              55846        0        0
OKLAHOMA GAS & ELEC            COM              670837103       50     2301 SH       DEFINED 01               2301        0        0
OM GROUP INC                   COM              670872100     9226   167723 SH       DEFINED 01             167723        0        0
OM GROUP INC                   COM              670872100        3       60 SH       DEFINED 01 02               0       60        0
OM GROUP INC                   COM              670872100      231     4200 SH       DEFINED 01 05               0     4200        0
NOVARTIS REGISTERED            COM              670889997    42726  1096235 SH       DEFINED 01            1096235        0        0
NOVARTIS REGISTERED            COM              670889997    40627  1037488 SH       DEFINED 01 05               0  1037488        0
OMV AG                         COM              671039998       12      150 SH       DEFINED 01                150        0        0
OSI PHARMACEUTICALS            COM              671040103      731    22494 SH       DEFINED 01              22494        0        0
OTG SOFTWARE INC               COM              671059103        0       70 SH       DEFINED 01                 70        0        0
OTP BANK GDR         GB;OTPD/U COM              67106E101     4747    99731 SH       DEFINED 01              99731        0        0
OTP BANK GDR         GB;OTPD/U COM              67106E101      112     2360 SH       DEFINED 01 05               0     2360        0
QBE INS GROU                   COM              6715740          2      871 SH       DEFINED 01 10             871        0        0
OAK TECHNOLOGY                 COM              671802106     2422   310516 SH       DEFINED 01             310516        0        0
OAK TECHNOLOGY                 COM              671802106        2      310 SH       DEFINED 01 02               0      310        0
OAK TECHNOLOGY                 COM              671802106      108    13800 SH       DEFINED 01 05               0    13800        0
OAKLEY INC                     COM              673662102     1300   103617 SH       DEFINED 01             103617        0        0
OAKLEY INC                     COM              673662102       28     2200 SH       DEFINED 01 05               0     2200        0
OCCIDENTAL PETROLEUM           COM              674599105      154     6317 SH       DEFINED 01               6317        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2141    87969 SH       DEFINED 01 03               0    87969        0
OCCIDENTAL PETROLEUM           COM              674599105       50     2051 SH       DEFINED 01 05               0     2051        0
OCE NV                         COM              674625991       33     4700 SH       DEFINED 01               4700        0        0
ROHM CO                        COM              6747204         29      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY INC TEX           COM              67481E106     9861   604999 SH       DEFINED 01             604999        0        0
OCEAN ENERGY INC TEX           COM              67481E106      566    34697 SH       DEFINED 01 05               0    34697        0
OCEANEERING INT L              COM              675232102     1147    70956 SH       DEFINED 01              70956        0        0
OCEANFIRST FINANCIAL           COM              675234108        6      220 SH       DEFINED 01 02               0      220        0
OCULAR SCIENCES                COM              675744106      399    19700 SH       DEFINED 01              19700        0        0
OCULAR SCIENCES                COM              675744106       30     1500 SH       DEFINED 01 05               0     1500        0
ODYSSEY RE HOLDINGS            COM              67612W108        5      395 SH       DEFINED 01                395        0        0
OFFICE DEPOT INC               COM              676220106       68     5031 SH       DEFINED 01               5031        0        0
OFFICE DEPOT INC               COM              676220106      961    70671 SH       DEFINED 01 03               0    70671        0
OFFICE DEPOT INC               COM              676220106       22     1647 SH       DEFINED 01 05               0     1647        0
OFFICE MAX                     COM              67622M108       77    25432 SH       DEFINED 01              25432        0        0
OFFSHORE LOGISTICS             COM              676255102     1246    64929 SH       DEFINED 01              64929        0        0
SMC CORP                       COM              6763965         16      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         16      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          2     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY CORP             COM              677240103       23     1732 SH       DEFINED 01               1732        0        0
OHIO POWER CO $100             PRF              677415796     3695    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812     1033    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      537     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         18     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          2      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          4     1291 SH       DEFINED 01 10            1291        0        0
SANYO ELECTR                   COM              6776769         18     5000 SH       DEFINED 01 10            5000        0        0
SANWA SHUTTE                   COM              6776781          2     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     1916    51375 SH       DEFINED 01              51375        0        0
LUKOIL ADR                     COM              677862104       42     1135 SH       DEFINED 01 05               0     1135        0
OJI PAPER ORDS                 COM              678118993     4791   953000 SH       DEFINED 01             953000        0        0
OJI PAPER ORDS                 COM              678118993     2142   426000 SH       DEFINED 01 03               0   426000        0
OJI PAPER ORDS                 COM              678118993     8679  1726000 SH       DEFINED 01 05               0  1726000        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         26      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          4      300 SH       DEFINED 01 10             300        0        0
SEIYU                          COM              6793780          2     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI CHEM                   COM              6793821          3     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI HOUS                   COM              6793906         16     2000 SH       DEFINED 01 10            2000        0        0
OLD NATL BANCORP               COM              680033107        6      248 SH       DEFINED 01                248        0        0
SHARP CORP                     COM              6800602         27     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTER             COM              680223104     1225    46714 SH       DEFINED 01              46714        0        0
SHIMAMURA CO                   COM              6804035          6      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          5     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          9     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          2      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         34     1200 SH       DEFINED 01 10            1200        0        0
SHIONOGI & C                   COM              6804682         19     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         15     2000 SH       DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          2     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       19     1315 SH       DEFINED 01               1315        0        0
SINO LAND CO                   COM              6810429          2     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         15    15000 SH       DEFINED 01 10           15000        0        0
PARKWAY HOLDINGS               COM              6811143          1     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE AIRLINES             COM              6811734         14     3000 SH       DEFINED 01 10            3000        0        0
SNOW BRAND M                   COM              6818401          3     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE  INC.                 COM              681904108       73     3350 SH       DEFINED 01 02               0     3350        0
OMNICARE, INC.                 COM              681904108     7700   352760 SH       DEFINED 01             352760        0        0
OMNICARE, INC.                 COM              681904108    12485   571900 SH       DEFINED 01 05               0   571900        0
OMNICOM GROUP                  COM              681919106    65108  1003194 SH       DEFINED 01            1003194        0        0
OMNICOM GROUP                  COM              681919106      123     1900 SH       DEFINED 01 02               0     1900        0
OMNICOM GROUP                  COM              681919106     2854    43980 SH       DEFINED 01 03               0    43980        0
OMNICOM GROUP                  COM              681919106     2192    33772 SH       DEFINED 01 05               0    33772        0
OMNOVA SOLUTIONS W/I           COM              682129101      751   120087 SH       DEFINED 01             120087        0        0
SONY CORP                      COM              6821506         92     2500 SH       DEFINED 01 10            2500        0        0
ON ASSIGNMENT INC              COM              682159108     1112    69141 SH       DEFINED 01              69141        0        0
ON COMMAND CORP                COM              682160106        0      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        0      233 SH       DEFINED 01                233        0        0
STH CHINA MO                   COM              6824657          2     4000 SH       DEFINED 01 10            4000        0        0
ONEOK INC                      COM              682680103     2691   162510 SH       DEFINED 01             162510        0        0
ONEOK INC                      COM              682680103        6      360 SH       DEFINED 01 02               0      360        0
ONEOK INC                      COM              682680103      199    12000 SH       DEFINED 01 05               0    12000        0
ONI SYSTEMS CORP               COM              68273F103        1      286 SH       DEFINED 01                286        0        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               COM              683718100    25504  2000341 SH       DEFINED 01            2000341        0        0
OPENWAVE SYSTEMS               COM              683718100      830    65100 SH       DEFINED 01 05               0    65100        0
OPNET TECHNOLOGIES, INC.       COM              683757108      256    43700 SH       DEFINED 01              43700        0        0
OPLINK COMM INC                COM              68375Q106        0      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827109        0      138 SH       DEFINED 01                138        0        0
ORACLE CORP                    COM              68389X105    63358  5036330 SH       DEFINED 01            5036330        0        0
ORACLE CORP                    COM              68389X105    19057  1514844 SH       DEFINED 01 03               0  1514844        0
ORACLE CORP                    COM              68389X105    24985  1986077 SH       DEFINED 01 05               0  1986077        0
ORACLE CORP COM                COM              68389X105    11070   880000 SH       DEFINED 01                  0   880000        0
ORACLE CORP COM                COM              68389X105      359    28490 SH       DEFINED 01 02               0    28490        0
OPTION CARE INC                COM              683948103        3      210 SH       DEFINED 01 02               0      210        0
STOCKLAND TRUST                COM              6850856          2      832 SH       DEFINED 01 10             832        0        0
STRAITS TRADING CO             COM              6853521          1     1200 SH       DEFINED 01 10            1200        0        0
ORANGE SA                      COM              685444994        8     1100 SH       DEFINED 01               1100        0        0
ORBITAL SCIENCES COR ORB       COM              685564106      210   115358 SH       DEFINED 01             115358        0        0
ORCHID BIOSCIENCES             COM              68571P100      106    48533 SH       DEFINED 01              48533        0        0
SUMITOMO MITSUI BANK CORP      COM              6858526        115    16000 SH       DEFINED 01 10           16000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          2     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         14     4000 SH       DEFINED 01 10            4000        0        0
SUMITOMO ELE                   COM              6858708         18     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         12     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO MET                   COM              6858827          4     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          6     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO COR                   COM              6858946         16     3000 SH       DEFINED 01 10            3000        0        0
ORGANOGENISIS INC              COM              685906109      750   128183 SH       DEFINED 01             128183        0        0
SUN HUNG KAI                   COM              6859927         38     6000 SH       DEFINED 01 10            6000        0        0
OREGON STEEL MLS INC           COM              686079104      255    47700 SH       DEFINED 01              47700        0        0
O REILLY AUTOMOTIVE            COM              686091109     4498   156978 SH       DEFINED 01             156978        0        0
ORGANIC INC                    COM              68617E101        0      183 SH       DEFINED 01                183        0        0
ORIENTAL LAND CO LTD           COM              686223991     2122    34400 SH       DEFINED 01 03               0    34400        0
ORION PWR HLDG INC             COM              686286105      908    35618 SH       DEFINED 01              35618        0        0
ORIX CORPORATION               COM              686475997    14650   175400 SH       DEFINED 01             175400        0        0
ORIX CORPORATION               COM              686475997     3282    39300 SH       DEFINED 01 03               0    39300        0
ORIX CORPORATION               COM              686475997    13355   159900 SH       DEFINED 01 05               0   159900        0
SWIRE PACIFI                   COM              6867748         15     4000 SH       DEFINED 01 10            4000        0        0
TAISEI CORP                    COM              6870100          6     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         11     2000 SH       DEFINED 01 10            2000        0        0
TAISHO PHARM                   COM              6870144         17     1000 SH       DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382          9     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          6     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445         92     2000 SH       DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         13      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     6133   248789 SH       DEFINED 01             248789        0        0
ORTHODONTIC CENTER             COM              68750P103        1       60 SH       DEFINED 01 02               0       60        0
ORTHODONTIC CENTER             COM              68750P103      113     4600 SH       DEFINED 01 05               0     4600        0
TAKEFUJI COR                   COM              6876067         32      400 SH       DEFINED 01 10             400        0        0
TEIJIN                         COM              6880507          9     2000 SH       DEFINED 01 10            2000        0        0
TEIKOKU OIL                    COM              6880905          4     1000 SH       DEFINED 01 10            1000        0        0
TELECOM CORP                   COM              6881436          5     2920 SH       DEFINED 01 10            2920        0        0
TELEVISION                     COM              6881674          3     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207      964    37082 SH       DEFINED 01              37082        0        0
OSHKOSH TRUCK CORP             COM              688239201     1834    50630 SH       DEFINED 01              50630        0        0
OSMONICS, INC.                 COM              688350107      345    27600 SH       DEFINED 01              27600        0        0
TERUMO CORP                    COM              6885074          8      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      150    42502 SH       DEFINED 01              42502        0        0
NEWS CORPORA                   COM              6886925         32     5287 SH       DEFINED 01 10            5287        0        0
TODA CORP                      COM              6893884          4     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
TOHO CO.                       COM              6895200         12      100 SH       DEFINED 01 10             100        0        0
TOHOKU ELEC                    COM              6895266         23     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         90     3600 SH       DEFINED 01 10            3600        0        0
TOKYO GAS CO                   COM              6895448         23     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         18      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548         14     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         19     2000 SH       DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         11     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         31     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          5     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       62     2409 SH       DEFINED 01               2409        0        0
TOSTEM CO.                     COM              6900212         14     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          2     1000 SH       DEFINED 01 10            1000        0        0
TOYOBO CO                      COM              6900502          3     2000 SH       DEFINED 01 10            2000        0        0
TOYOTA MOTOR                   COM              6900643        257    10000 SH       DEFINED 01 10           10000        0        0
TRANS COSMOS                   COM              6900955          2      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPHOLD GR           COM              690368105       24     1091 SH       DEFINED 01               1091        0        0
OWENS & MINOR INC              COM              690732102     4980   245261 SH       DEFINED 01             245261        0        0
OWENS & MINOR INC              COM              690732102       11      510 SH       DEFINED 01 02               0      510        0
OWENS & MINOR INC              COM              690732102      156     7700 SH       DEFINED 01 05               0     7700        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403        2      499 SH       DEFINED 01                499        0        0
UBE INDUSTRI                   COM              6910705          3     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     1699    59820 SH       DEFINED 01              59820        0        0
OXFORD INDUSTRIES              COM              691497309      490    22365 SH       DEFINED 01              22365        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         17     3112 SH       DEFINED 01 10            3112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
UNY CO., LTD.                  COM              6918624         10     1000 SH       DEFINED 01 10            1000        0        0
VENTURE MFG                    COM              6927374          5     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL INC                     COM              69325Q105     1197   159651 SH       DEFINED 01             159651        0        0
PC-TEL INC                     COM              69325Q105       53     7100 SH       DEFINED 01 05               0     7100        0
P-COM INC                      COM              693262107        0      209 SH       DEFINED 01                209        0        0
PG&E CORP                      COM              69331C108      784    51601 SH       DEFINED 01              51601        0        0
PG&E CORP                      COM              69331C108     1398    91941 SH       DEFINED 01 03               0    91941        0
PG&E CORP                      COM              69331C108       33     2143 SH       DEFINED 01 05               0     2143        0
PFF BANCORP INC                COM              69331W104        4      140 SH       DEFINED 01 02               0      140        0
P.F. CHANGS CHINA              COM              69333Y108     5046   140467 SH       DEFINED 01             140467        0        0
P.F. CHANGS CHINA              COM              69333Y108      596    16600 SH       DEFINED 01 03               0    16600        0
P.F. CHANGS CHINA              COM              69333Y108      136     3800 SH       DEFINED 01 05               0     3800        0
P.F. CHANGS CHINA B            COM              69333Y108    35480   987770 SH       DEFINED 01 02               0   987770        0
PIMCO TOTAL RETURN FUND        COM              693390726     5183   476816 SH       DEFINED 01 03               0   476816        0
PLX TECHNOLOGY INC             COM              693417107      239    46300 SH       DEFINED 01              46300        0        0
PMC-SIERRA                     COM              69344F106     4137   398178 SH       DEFINED 01             398178        0        0
PMC-SIERRA                     COM              69344F106      988    95110 SH       DEFINED 01 03               0    95110        0
PMC-SIERRA                     COM              69344F106     2386   229691 SH       DEFINED 01 05               0   229691        0
PMC-SIERRA INC                 COM              69344F106    18967  1824790 SH       DEFINED 01 02               0  1824790        0
PMI GROUP INC                  COM              69344M101     1552    24870 SH       DEFINED 01              24870        0        0
PNC FINL                       COM              693475105      284     4976 SH       DEFINED 01               4976        0        0
PNC FINL                       COM              693475105     3929    68623 SH       DEFINED 01 03               0    68623        0
PNC FINL                       COM              693475105       92     1600 SH       DEFINED 01 05               0     1600        0
PPG INDUSTRIES INC             COM              693506107      772    16883 SH       DEFINED 01              16883        0        0
PPG INDUSTRIES INC             COM              693506107     1830    39998 SH       DEFINED 01 03               0    39998        0
PPG INDUSTRIES INC             COM              693506107       43      932 SH       DEFINED 01 05               0      932        0
PPL CORPORATION                COM              69351T106      407    12499 SH       DEFINED 01              12499        0        0
PPL CORPORATION                COM              69351T106     1130    34666 SH       DEFINED 01 03               0    34666        0
PPL CORPORATION                COM              69351T106       26      808 SH       DEFINED 01 05               0      808        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        3      296 SH       DEFINED 01                296        0        0
PACCAR INC                     COM              693718108      163     3322 SH       DEFINED 01               3322        0        0
PACCAR INC                     COM              693718108      892    18176 SH       DEFINED 01 03               0    18176        0
PACCAR INC                     COM              693718108       21      423 SH       DEFINED 01 05               0      423        0
PAC-WEST TELECOMM              COM              69371Y101        0      132 SH       DEFINED 01                132        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       55     2332 SH       DEFINED 01               2332        0        0
PACIFIC CORP                   COM              694100991     3176    43320 SH       DEFINED 01              43320        0        0
PACIFIC CORP                   COM              694100991       76     1040 SH       DEFINED 01 05               0     1040        0
PACIFIC SUNWEAR                COM              694873100     1356    98660 SH       DEFINED 01              98660        0        0
PACIFIC SUNWEAR                COM              694873100        1       80 SH       DEFINED 01 02               0       80        0
WESFARMERS                     COM              6948836         11      738 SH       DEFINED 01 10             738        0        0
PACIFICARE HLTH SYS            COM              695112102    13234  1051113 SH       DEFINED 01            1051113        0        0
PACIFICARE HLTH SYS            COM              695112102      763    60584 SH       DEFINED 01 05               0    60584        0
PACKAGING CP OF AMER           COM              695156109     1762   114018 SH       DEFINED 01             114018        0        0
PACKAGING CP OF AMER           COM              695156109        3      190 SH       DEFINED 01 02               0      190        0
PACKAGING CP OF AMER           COM              695156109       83     5400 SH       DEFINED 01 05               0     5400        0
PACKARD BIOSCIENCE INC         COM              695172205        2      295 SH       DEFINED 01                295        0        0
PACKETER                       COM              695210104        0       63 SH       DEFINED 01                 63        0        0
PACTIV CORPORATION             COM              695257105      923    63729 SH       DEFINED 01              63729        0        0
PACTIV CORPORATION             COM              695257105      546    37700 SH       DEFINED 01 03               0    37700        0
PACTIV CORPORATION             COM              695257105       13      878 SH       DEFINED 01 05               0      878        0
WMC                            COM              6954985         10     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       40     2028 SH       DEFINED 01               2028        0        0
PALL CORP                      COM              696429307      567    29162 SH       DEFINED 01 03               0    29162        0
PALL CORP                      COM              696429307       13      679 SH       DEFINED 01 05               0      679        0
PALM                           COM              696642107       67    46773 SH       DEFINED 01              46773        0        0
PALM                           COM              696642107      197   134686 SH       DEFINED 01 03               0   134686        0
PALM                           COM              696642107        5     3139 SH       DEFINED 01 05               0     3139        0
WING TAI HLDGS                 COM              6972385          1     2000 SH       DEFINED 01 10            2000        0        0
WORLD CO                       COM              6977971          4      150 SH       DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109      116     5017 SH       DEFINED 01               5017        0        0
PAN PACIFIC RETAIL             COM              69806L104     1670    63400 SH       DEFINED 01              63400        0        0
PAN PACIFIC RETAIL             COM              69806L104      116     4400 SH       DEFINED 01 05               0     4400        0
WOOLWORTHS L                   COM              6981239         15     2545 SH       DEFINED 01 10            2545        0        0
PANERA BREAD CO                COM              69840W108     3681   105201 SH       DEFINED 01             105201        0        0
PANERA BREAD CO                COM              69840W108        3       90 SH       DEFINED 01 02               0       90        0
PANERA BREAD CO                COM              69840W108      157     4500 SH       DEFINED 01 05               0     4500        0
YAMANOUCHI P                   COM              6985383         27     1000 SH       DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          6     1000 SH       DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         20     1000 SH       DEFINED 01 10            1000        0        0
YOKOGAWA ELE                   COM              6986427          7     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       17      645 SH       DEFINED 01                645        0        0
PARADYNE NETWORKS              COM              69911G107        0       69 SH       DEFINED 01                 69        0        0
PARAMETRIC TECH CORP           COM              699173100       70    13513 SH       DEFINED 01              13513        0        0
PARAMETRIC TECH CORP           COM              699173100      326    62741 SH       DEFINED 01 03               0    62741        0
PARAMETRIC TECH CORP           COM              699173100        8     1462 SH       DEFINED 01 05               0     1462        0
PAREXEL                        COM              699462107      881    77713 SH       DEFINED 01              77713        0        0
PARGESA HOLDING AG             COM              699470993       35       20 SH       DEFINED 01                 20        0        0
PARK ELECTROCHEMICAL           COM              700416209     4232   194623 SH       DEFINED 01             194623        0        0
PARK ELECTROCHEMICAL           COM              700416209        6      290 SH       DEFINED 01 02               0      290        0
PARK ELECTROCHEMICAL           COM              700416209      113     5200 SH       DEFINED 01 05               0     5200        0
PARK NATIONAL CORP             COM              700658107        6       57 SH       DEFINED 01                 57        0        0
PARK PLACE ENT COR             COM              700690100       61     8378 SH       DEFINED 01               8378        0        0
PARKER DRILLING                COM              701081101        3      840 SH       DEFINED 01 02               0      840        0
PARKER-HANNIFIN                COM              701094104    38864  1128100 SH       DEFINED 01            1128100        0        0
PARKER-HANNIFIN                COM              701094104     1628    47257 SH       DEFINED 01 03               0    47257        0
PARKER-HANNIFIN                COM              701094104     1275    37024 SH       DEFINED 01 05               0    37024        0
PARMALAT FINANZ                COM              701799991       10     3700 SH       DEFINED 01               3700        0        0
PORTUCEL EMPRESA PRODUCTORA    COM              7018556          1      965 SH       DEFINED 01 10             965        0        0
BAYERISCHE HYPO VEREINSBANK    COM              7023011         11      410 SH       DEFINED 01 10             410        0        0
PATINA OIL AND GAS             COM              703224105     1491    64817 SH       DEFINED 01              64817        0        0
PATINA OIL AND GAS             COM              703224105        5      210 SH       DEFINED 01 02               0      210        0
PATHMARK STORES INC            COM              70322A101     2693   113134 SH       DEFINED 01             113134        0        0
PATHMARK STORES INC            COM              70322A101        6      250 SH       DEFINED 01 02               0      250        0
PATHMARK STORES INC            COM              70322A101      201     8440 SH       DEFINED 01 05               0     8440        0
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PATTERSON DENTAL               COM              703412106      136     3700 SH       DEFINED 01 05               0     3700        0
PATTERSON-UTI ENERGY           COM              703481101        4      290 SH       DEFINED 01 02               0      290        0
PATTERSON-UTI ENERGY INC       COM              703481101     3702   299381 SH       DEFINED 01             299381        0        0
PATTERSON-UTI ENERGY INC       COM              703481101      188    15200 SH       DEFINED 01 05               0    15200        0
PAXONET C PFD                  PRF              704200XX7     1364   967447 SH       DEFINED 01             967447        0        0
PAXONET C PFD                  PRF              704200XX7     1300   921985 SH       DEFINED 01 05               0   921985        0
PAXAR CORPORATION              COM              704227107     1636   128305 SH       DEFINED 01             128305        0        0
PAXAR CORPORATION              COM              704227107        4      330 SH       DEFINED 01 02               0      330        0
PAXSON COMMUNICATION           COM              704231109        1      168 SH       DEFINED 01                168        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208    28572    31484 SH       DEFINED 01              31484        0        0
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PAXSON COMMUNICATION           PRF              704231505        6        7 SH       DEFINED 01 05               0        7        0
EURAZEO                        COM              7042395          5      100 SH       DEFINED 01 10             100        0        0
PAYCHEX                        COM              704326107    38275  1214707 SH       DEFINED 01            1214707        0        0
PAYCHEX                        COM              704326107     8934   283534 SH       DEFINED 01 03               0   283534        0
PAYCHEX                        COM              704326107     1031    32739 SH       DEFINED 01 05               0    32739        0
PAYCHEX INC                    COM              704326107   111684  3544356 SH       DEFINED 01 02               0  3544356        0
PAYLESS SHOESOURCE             COM              704379106       36      667 SH       DEFINED 01                667        0        0
PAYLESS SHOESOURCE             COM              704379106        3       50 SH       DEFINED 01 02               0       50        0
PEABODY ENERGY CORP            COM              704549104        6      247 SH       DEFINED 01                247        0        0
PEABODY ENERGY CORP            COM              704549104     2410   100000 SH       DEFINED 01 05               0   100000        0
PEC SOLUTIONS                  COM              705107100      199    11700 SH       DEFINED 01              11700        0        0
PECO II INC                    COM              705221109      755   157200 SH       DEFINED 01             157200        0        0
PECO II INC                    COM              705221109       54    11200 SH       DEFINED 01 05               0    11200        0
PEDIATRIX                      COM              705324101     6360   155927 SH       DEFINED 01             155927        0        0
PEDIATRIX                      COM              705324101        9      210 SH       DEFINED 01 02               0      210        0
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PEGASUS COMM CORP              COM              705904100        2      337 SH       DEFINED 01                337        0        0
PEGASUS SOLUTIONS INC          COM              705906105      623    74328 SH       DEFINED 01              74328        0        0
SODEXHO ALLI                   COM              7062713         14      340 SH       DEFINED 01 10             340        0        0
PEMSTAR INC                    COM              706552106      155    13500 SH       DEFINED 01              13500        0        0
NORSKE                         COM              7070396          4      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      238    22702 SH       DEFINED 01              22702        0        0
PENN NATIONAL GAMING           COM              707569109      205    12500 SH       DEFINED 01              12500        0        0
UNIBAIL SA                     COM              7076242          5      102 SH       DEFINED 01 10             102        0        0
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PENNEY J C                     COM              708160106     1135    51816 SH       DEFINED 01              51816        0        0
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AXA                            COM              7088429         89     4516 SH       DEFINED 01 10            4516        0        0
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Administaff                    COM              7094105      36043  1386252 SH       DEFINED 1             1386252        0        0
PENTAIR INC                    COM              709631105       46     1504 SH       DEFINED 01               1504        0        0
PENTON MEDIA INC               COM              709668107      344    96860 SH       DEFINED 01              96860        0        0
GPE BRUXELLE                   COM              7097328         16      330 SH       DEFINED 01 10             330        0        0
PEOPLES BANK                   COM              710198102        9      393 SH       DEFINED 01                393        0        0
NOVARTIS AG                    COM              7103065        320     8180 SH       DEFINED 01 10            8180        0        0
PEUGEOT SA                     COM              7103526         48     1279 SH       DEFINED 01 10            1279        0        0
NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         48     1270 SH       DEFINED 01 10            1270        0        0
ABB LTD                        COM              7108899         23     3240 SH       DEFINED 01 10            3240        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         33      445 SH       DEFINED 01 10             445        0        0
PEOPLES ENERGY CORP            COM              711030106       29      731 SH       DEFINED 01                731        0        0
PEOPLES ENERGY CORP            COM              711030106      334     8405 SH       DEFINED 01 03               0     8405        0
PEOPLES ENERGY CORP            COM              711030106        8      195 SH       DEFINED 01 05               0      195        0
ROCHE HLDGS                    COM              7110388        144     2000 SH       DEFINED 01 10            2000        0        0
ADECCO SA                      COM              7110720         17      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         28      150 SH       DEFINED 01 10             150        0        0
SUEZ                           COM              7118047         56     1682 SH       DEFINED 01 10            1682        0        0
KUDELSKI SA                    COM              7121250          8      249 SH       DEFINED 01 10             249        0        0
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NESTLE SA                      COM              7123870        235     1100 SH       DEFINED 01 10            1100        0        0
UBS AG                         COM              7126114        168     3594 SH       DEFINED 01 10            3594        0        0
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PEOPLE SOFT                    COM              712713106     1259    69805 SH       DEFINED 01 03               0    69805        0
PEOPLE SOFT                    COM              712713106      570    31627 SH       DEFINED 01 05               0    31627        0
PARMALAT FIN                   COM              7128369          3     1300 SH       DEFINED 01 10            1300        0        0
BENETTON GRO                   COM              7128563          4      400 SH       DEFINED 01 10             400        0        0
SAS NORGE ASA CL A             COM              7130728          1      135 SH       DEFINED 01 10             135        0        0
PEP BOYS                       COM              713278109     1792   162185 SH       DEFINED 01             162185        0        0
STATOIL ASA                    COM              7133608         11     1702 SH       DEFINED 01 10            1702        0        0
PEPSI-COLA BOTTLING            COM              713409100     1266    27471 SH       DEFINED 01              27471        0        0
PEPSI-COLA BOTTLING            COM              713409100     1574    34155 SH       DEFINED 01 03               0    34155        0
PEPSI-COLA BOTTLING            COM              713409100       37      796 SH       DEFINED 01 05               0      796        0
PEPSIAMERICAS INC              COM              71343P200       67     4503 SH       DEFINED 01               4503        0        0
PEPSICO                        COM              713448108    32021   660221 SH       DEFINED 01             660221        0        0
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PEREGRINE SYSTEMS              COM              71366Q101     6477   512822 SH       DEFINED 01             512822        0        0
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PERFORMANCE FOOD               COM              713755106        5      170 SH       DEFINED 01 02               0      170        0
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PERICOM SEMICOND               COM              713831105       75     5440 SH       DEFINED 01 02               0     5440        0
PERICOM SEMICOND               COM              713831105    13330   959000 SH       DEFINED 01 05               0   959000        0
PERKINELMER INC                COM              714046109     1727    65817 SH       DEFINED 01              65817        0        0
PERKINELMER INC                COM              714046109      629    23968 SH       DEFINED 01 03               0    23968        0
PERKINELMER INC                COM              714046109       15      558 SH       DEFINED 01 05               0      558        0
SKANSKA AB                     COM              7142091          8     1200 SH       DEFINED 01 10            1200        0        0
PEROT SYSTEMS CP CLA           COM              714265105      790    48913 SH       DEFINED 01              48913        0        0
PEROT SYSTEMS CP CLA           COM              714265105      110     6800 SH       DEFINED 01 05               0     6800        0
PERRIGO COMPANY                COM              714290103       34     2219 SH       DEFINED 01               2219        0        0
PERRIGO COMPANY                COM              714290103        4      270 SH       DEFINED 01 02               0      270        0
ENEL SPA                       COM              7144569         62    10501 SH       DEFINED 01 10           10501        0        0
ENI                            COM              7145056        143    11500 SH       DEFINED 01 10           11500        0        0
BEGHIN SAY                     COM              7147267          2       59 SH       DEFINED 01 10              59        0        0
PROVIMI                        COM              7147290          1       59 SH       DEFINED 01 10              59        0        0
CEREOL                         COM              7147319          1       59 SH       DEFINED 01 10              59        0        0
CERESTAR                       COM              7147331          2       59 SH       DEFINED 01 10              59        0        0
ING GROEP NV                   COM              7154182        151     5631 SH       DEFINED 01 10            5631        0        0
BANCO DI ROMA                  COM              7154609          7     3000 SH       DEFINED 01 10            3000        0        0
PERUSAHAAN OTOMOBIL NASIONAL   COM              715655999     2718  1693000 SH       DEFINED 01            1693000        0        0
PERUSAHAAN OTOMOBIL NASIONAL   COM              715655999       64    40000 SH       DEFINED 01 05               0    40000        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH       DEFINED 01                 55        0        0
CORP MAPFRE                    COM              7160628          3      426 SH       DEFINED 01 10             426        0        0
PETRO CHINA                    COM              716500996     2084 10908000 SH       DEFINED 01           10908000        0        0
PETRO CHINA                    COM              716500996       49   256000 SH       DEFINED 01 05               0   256000        0
PETROBRAS LOCAL                COM              716530555     4954   250578 SH       DEFINED 01             250578        0        0
PETROBRAS LOCAL                COM              716530555      119     6009 SH       DEFINED 01 05               0     6009        0
PETROLEO BRASILEIRO ADR        COM              71654V408     9579   485000 SH       DEFINED 01             485000        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408      450    22800 SH       DEFINED 01 03               0    22800        0
PETSMART                       COM              716768106        6      795 SH       DEFINED 01                795        0        0
PEUGEOT ORD                    COM              716825997     1017    27294 SH       DEFINED 01              27294        0        0
PEUGEOT SA                     COM              716826995       86     2300 SH       DEFINED 01               2300        0        0
PHARMACYCLICS INC              COM              716933106     1851   103957 SH       DEFINED 01             103957        0        0
PHARMACYCLICS INC              COM              716933106        2      100 SH       DEFINED 01 02               0      100        0
PHARMACYCLICS INC              COM              716933106       68     3800 SH       DEFINED 01 05               0     3800        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
PFIZER                         COM              717081103    27590   688000 SH       DEFINED 01                  0   688000        0
PFIZER                         COM              717081103  1282899 31992489 SH       DEFINED 01           31992489        0        0
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PFIZER                         COM              717081103   366775  9146509 SH       DEFINED 01 05               0  9146509        0
PHARMACEUTICAL PROD            COM              717124101     4985   170208 SH       DEFINED 01             170208        0        0
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PHARMACOPEIA                   COM              71713B104        1       63 SH       DEFINED 01                 63        0        0
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PHARMACIA                      COM              71713U102    89771  2213296 SH       DEFINED 01 05               0  2213296        0
PHARMACIA CORP                 COM              71713U102     5151   127000 SH       DEFINED 01                  0   127000        0
PHARMACIA CORP                 COM              71713U102     5915   145835 SH       DEFINED 01 02               0   145835        0
PHARMACIA CORP - ACES 6.50%  C PRF              71713U201    22643   599800 SH       DEFINED 01             599800        0        0
PHARMACIA CORP - ACES 6.50%  C PRF              71713U201     4100   108600 SH       DEFINED 01 05               0   108600        0
CREDIT SUISS                   COM              7171589        113     3240 SH       DEFINED 01 10            3240        0        0
PHELPS DODGE                   COM              717265102      383    13946 SH       DEFINED 01              13946        0        0
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PHELPS DODGE                   COM              717265102       12      435 SH       DEFINED 01 05               0      435        0
PHILADELPHIA CONS HD           COM              717528103     1878    54059 SH       DEFINED 01              54059        0        0
PHILADELPHIA SUBN              COM              718009608     4316   164370 SH       DEFINED 01             164370        0        0
PHILIPS ELECTRONICS NV         COM              718040991     5271   271728 SH       DEFINED 01             271728        0        0
PHILIPS ELECTRONICS NV         COM              718040991     5299   273125 SH       DEFINED 01 03               0   273125        0
CORTEFIEL SA                   COM              7181414          1      184 SH       DEFINED 01 10             184        0        0
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SWATCH GROUP                   COM              7184725          7      100 SH       DEFINED 01 10             100        0        0
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PHILLIPS-VAN HEUSEN            COM              718592108     2359   238238 SH       DEFINED 01             238238        0        0
PHILLIPS-VAN HEUSEN            COM              718592108        5      510 SH       DEFINED 01 02               0      510        0
PHILLIPS-VAN HEUSEN            COM              718592108       93     9350 SH       DEFINED 01 05               0     9350        0
SWISS REINSURANCE CO. REGD     COM              7189816         77      780 SH       DEFINED 01 10             780        0        0
PHOENIX COMPANIES INC          COM              71902E109        5      345 SH       DEFINED 01                345        0        0
PHOENIX TECHNOLOGY             COM              719153108      763    76075 SH       DEFINED 01              76075        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505       51  2034800 SH       DEFINED 01            2034800        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505       26  1035580 SH       DEFINED 01 05               0  1035580        0
PHOTON DYNAMICS                COM              719364101     2533   109426 SH       DEFINED 01             109426        0        0
PHOTON DYNAMICS                COM              719364101        1       30 SH       DEFINED 01 02               0       30        0
PHOTON DYNAMICS                COM              719364101       60     2600 SH       DEFINED 01 05               0     2600        0
PHOTRONICS CORP                COM              719405102     4082   221279 SH       DEFINED 01             221279        0        0
PHOTRONICS CORP                COM              719405102        3      180 SH       DEFINED 01 02               0      180        0
PHOTRONICS CORP                COM              719405102      120     6500 SH       DEFINED 01 05               0     6500        0
PIEDMONT NATURAL GAS           COM              720186105     3040    97608 SH       DEFINED 01              97608        0        0
PIER ONE IMPORTS INC           COM              720279108     5179   623899 SH       DEFINED 01             623899        0        0
PIER ONE IMPORTS INC           COM              720279108        4      490 SH       DEFINED 01 02               0      490        0
PIER ONE IMPORTS INC           COM              720279108      197    23700 SH       DEFINED 01 05               0    23700        0
ESSILOR INTL                   COM              7212477          6      230 SH       DEFINED 01 10             230        0        0
PINKROCCADE NV                 COM              723435996       36     1600 SH       DEFINED 01               1600        0        0
PINNACLE ENTERTAIN             COM              723456109        1      200 SH       DEFINED 01 02               0      200        0
PINNACLE ENTERTAINMENT INC     COM              723456109      470    79008 SH       DEFINED 01              79008        0        0
PINNACLE HLDGS INC             COM              72346N101        0      105 SH       DEFINED 01                105        0        0
PINNACLE                       COM              723481107      508   174748 SH       DEFINED 01             174748        0        0
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PITTSTON BRINKS GRP            COM              725701106       32     1749 SH       DEFINED 01               1749        0        0
PIXAR                          COM              725811103        9      223 SH       DEFINED 01                223        0        0
PIXELWORKS INC                 COM              72581M107      480    38059 SH       DEFINED 01              38059        0        0
PIXELWORKS INC                 COM              72581M107        2      160 SH       DEFINED 01 02               0      160        0
PIXELWORKS INC                 COM              72581M107       23     1860 SH       DEFINED 01 05               0     1860        0
PLACER DOME INC                COM              725906101     3261   254898 SH       DEFINED 01             254898        0        0
PLACER DOME INC                COM              725906101      995    77800 SH       DEFINED 01 03               0    77800        0
PLACER DOME INC                COM              725906101       23     1813 SH       DEFINED 01 05               0     1813        0
PLAINS RESOURCES INC           COM              726540503     1382    53143 SH       DEFINED 01              53143        0        0
PLANAR SYSTEMS INC             COM              726900103     1583    78700 SH       DEFINED 01              78700        0        0
PLANAR SYSTEMS INC             COM              726900103        2       80 SH       DEFINED 01 02               0       80        0
PLANAR SYSTEMS INC             COM              726900103       70     3500 SH       DEFINED 01 05               0     3500        0
PLANTRONICS                    COM              727493108     2196   128807 SH       DEFINED 01             128807        0        0
PLANTRONICS                    COM              727493108        4      230 SH       DEFINED 01 02               0      230        0
PLANTRONICS                    COM              727493108      104     6090 SH       DEFINED 01 05               0     6090        0
PLATO LEARNING INC             COM              72764Y100      384    15900 SH       DEFINED 01              15900        0        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS INC           COM              72813P100       56     5523 SH       DEFINED 01               5523        0        0
PLEXUS CORP                    COM              729132100     2303    97659 SH       DEFINED 01              97659        0        0
PLEXUS CORP                    COM              729132100        4      180 SH       DEFINED 01 02               0      180        0
PLEXUS CORP                    COM              729132100       70     2980 SH       DEFINED 01 05               0     2980        0
PLUG PWR INC                   COM              72919P103        3      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    25197  1072223 SH       DEFINED 01            1072223        0        0
POGO PRODUCING                 COM              730448107     2961   126000 SH       DEFINED 01 03               0   126000        0
POGO PRODUCING                 COM              730448107      271    11561 SH       DEFINED 01 05               0    11561        0
POGO PRODUCING CO              COM              730448107    36248  1542429 SH       DEFINED 01 02               0  1542429        0
POLARIS INDS INC               COM              731068102     3044    79324 SH       DEFINED 01              79324        0        0
POLARIS INDS INC               COM              731068102        2       50 SH       DEFINED 01 02               0       50        0
POLAROID                       COM              731095105        0       96 SH       DEFINED 01                 96        0        0
POLO RALPH LAUREN              COM              731572103        7      384 SH       DEFINED 01                384        0        0
POLY COM                       COM              73172K104      276    11328 SH       DEFINED 01              11328        0        0
POLYMEDICA CORP                COM              731738100     1816   118872 SH       DEFINED 01             118872        0        0
POLYMEDICA CORP                COM              731738100        1       70 SH       DEFINED 01 02               0       70        0
POLYMEDICA CORP                COM              731738100       46     3000 SH       DEFINED 01 05               0     3000        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     2228   285595 SH       DEFINED 01             285595        0        0
POPE & TALBOT                  COM              732827100      606    47372 SH       DEFINED 01              47372        0        0
POPULAR INC                    COM              733174106       10      312 SH       DEFINED 01                312        0        0
PORTAL SOFTWARE                COM              736126103      462   310413 SH       DEFINED 01             310413        0        0
PORTAL SOFTWARE                COM              736126103    10834  7270470 SH       DEFINED 01 02               0  7270470        0
PORTAL SOFTWARE                COM              736126103      119    79250 SH       DEFINED 01 03               0    79250        0
PORTERA  SER G PFD             PRF              736400XX5      973  1871644 SH       DEFINED 01            1871644        0        0
PORTERA  SER G PFD             PRF              736400XX5     1239  2382091 SH       DEFINED 01 05               0  2382091        0
POST PROPERTIES                COM              737464107        3       89 SH       DEFINED 01                 89        0        0
POTLATCH CORP                  COM              737628107       27     1001 SH       DEFINED 01               1001        0        0
POTOMAC ELEC POWER             COM              737679100       68     3088 SH       DEFINED 01               3088        0        0
POWER INTEGRATIONS             COM              739276103     1674    91868 SH       DEFINED 01              91868        0        0
POWER-ONE INC                  COM              739308104       10     1600 SH       DEFINED 01               1600        0        0
POWER-ONE INC                  COM              739308104      115    18691 SH       DEFINED 01 03               0    18691        0
POWER-ONE INC                  COM              739308104        3      435 SH       DEFINED 01 05               0      435        0
POWERWAVE                      COM              739363109     2809   235705 SH       DEFINED 01             235705        0        0
POWERWAVE                      COM              739363109        3      280 SH       DEFINED 01 02               0      280        0
POWERWAVE                      COM              739363109      144    12100 SH       DEFINED 01 05               0    12100        0
PRACTICWORKS INC               COM              739419109        0       25 SH       DEFINED 01                 25        0        0
PRAECIS PHARMACEUTIC           COM              739421105        1      135 SH       DEFINED 01                135        0        0
PRAXAIR                        COM              74005P104    21582   513834 SH       DEFINED 01             513834        0        0
PRAXAIR                        COM              74005P104    10006   238250 SH       DEFINED 01 02               0   238250        0
PRAXAIR                        COM              74005P104     2631    62648 SH       DEFINED 01 03               0    62648        0
PRAXAIR                        COM              74005P104      323     7689 SH       DEFINED 01 05               0     7689        0
PRE PAID LEGAL SVCS            COM              740065107     1117    64810 SH       DEFINED 01              64810        0        0
PRECISION CASTPARTS            COM              740189105       33     1498 SH       DEFINED 01               1498        0        0
PRECISION DRILLING CORP        COM              740220991       42     2000 SH       DEFINED 01               2000        0        0
PRECISION DRILLING             COM              74022D100      999    47300 SH       DEFINED 01              47300        0        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PRENTISS                       COM              740706106        3       95 SH       DEFINED 01                 95        0        0
PREUSSAG AG                    COM              741326995       17      732 SH       DEFINED 01                732        0        0
PRICE COMMUNICATIONS           COM              741437305     2973   175385 SH       DEFINED 01             175385        0        0
PRICE COMMUNICATIONS           COM              741437305        3      200 SH       DEFINED 01 02               0      200        0
PRICE COMMUNICATIONS           COM              741437305      139     8200 SH       DEFINED 01 05               0     8200        0
T ROWE PRICE                   COM              74144T108       62     2113 SH       DEFINED 01               2113        0        0
T ROWE PRICE                   COM              74144T108      856    29216 SH       DEFINED 01 03               0    29216        0
T ROWE PRICE                   COM              74144T108       20      681 SH       DEFINED 01 05               0      681        0
PRICELINE.COM                  COM              741503106        4     1014 SH       DEFINED 01               1014        0        0
PRIDE INTERNATIONAL INC        COM              74153Q102     2251   216432 SH       DEFINED 01             216432        0        0
PRIDE INTERNATIONAL INC        COM              74153Q102      107    10299 SH       DEFINED 01 05               0    10299        0
PRIMEDIA INC                   COM              74157K101        2      764 SH       DEFINED 01                764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIMA ENERGY                   COM              741901201      855    38620 SH       DEFINED 01              38620        0        0
PRIME HOSPITALITY CO           COM              741917108     1202   136556 SH       DEFINED 01             136556        0        0
PRIMUS TELE GROUP              COM              741929103       59    95299 SH       DEFINED 01              95299        0        0
PRIORITY HEALTHCARE            COM              74264T102     6137   255694 SH       DEFINED 01             255694        0        0
PRIORITY HEALTHCARE            COM              74264T102        3      120 SH       DEFINED 01 02               0      120        0
PRIORITY HEALTHCARE            COM              74264T102      137     5700 SH       DEFINED 01 05               0     5700        0
PROASSURANCE CORP              COM              74267C106      132     8884 SH       DEFINED 01               8884        0        0
PROCTER & GAMBLE               COM              742718109   157942  2169835 SH       DEFINED 01            2169835        0        0
PROCTER & GAMBLE               COM              742718109      465     6375 SH       DEFINED 01 02               0     6375        0
PROCTER & GAMBLE               COM              742718109    24527   336951 SH       DEFINED 01 03               0   336951        0
PROCTER & GAMBLE               COM              742718109    37762   518770 SH       DEFINED 01 05               0   518770        0
PRODIGY COMMUNICATIONS CORP -  COM              74283P206        2      290 SH       DEFINED 01                290        0        0
PROFESSIONAL DETAIL            COM              74312N107        1       39 SH       DEFINED 01                 39        0        0
PROFIT RECOVERY                COM              743168106     1410   144144 SH       DEFINED 01             144144        0        0
PROGRESS ENERGY INC            COM              743263105    25956   603751 SH       DEFINED 01             603751        0        0
PROGRESS ENERGY INC            COM              743263105     2217    51560 SH       DEFINED 01 03               0    51560        0
PROGRESS ENERGY INC            COM              743263105       52     1201 SH       DEFINED 01 05               0     1201        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1503   107391 SH       DEFINED 01             107391        0        0
PROGRESSIVE CORP               COM              743315103     1831    13679 SH       DEFINED 01              13679        0        0
PROGRESSIVE CORP               COM              743315103     6579    49136 SH       DEFINED 01 03               0    49136        0
PROGRESSIVE CORP               COM              743315103    20140   150409 SH       DEFINED 01 05               0   150409        0
PROLOGIS TRUST                 COM              743410102        8      399 SH       DEFINED 01                399        0        0
PROQUEST CO                    COM              74346P102        2       61 SH       DEFINED 01                 61        0        0
PROSEGUR DE SEGURIDAD          COM              743555997       40     3400 SH       DEFINED 01               3400        0        0
PROTECTIVE LIFE CORP           COM              743674103     1016    35020 SH       DEFINED 01              35020        0        0
PROTECTIVE LIFE CORP           COM              743674103    27843   960111 SH       DEFINED 01 03               0   960111        0
NOBEX PFD SERIES E 0% - FORMAL PRF              743690XX2     5000  2000000 SH       DEFINED 01            2000000        0        0
NOBEX PFD SERIES E 0% - FORMAL PRF              743690XX2    10000  4000000 SH       DEFINED 01 05               0  4000000        0
PROTEIN DESIGN                 COM              74369L103      633    13400 SH       DEFINED 01 02               0    13400        0
PROTEIN DESIGN LABS            COM              74369L103    22259   471263 SH       DEFINED 01             471263        0        0
PROTEIN DESIGN LABS            COM              74369L103    18656   395000 SH       DEFINED 01 05               0   395000        0
PROVELL INC                    COM              74372Y100       53    44400 SH       DEFINED 01              44400        0        0
PROVIDENT BANK                 COM              743859100     3341   161411 SH       DEFINED 01             161411        0        0
PROVIDENT BANK                 COM              743859100        4      210 SH       DEFINED 01 02               0      210        0
PROVIDENT BANK                 COM              743859100      119     5765 SH       DEFINED 01 05               0     5765        0
PROVIDENT FINL                 COM              743866105       37     1470 SH       DEFINED 01               1470        0        0
PRUDENTIAL ORDS                COM              743900995       32     3085 SH       DEFINED 01               3085        0        0
PROVINCE HEALTHCARE            COM              743977100     8306   226084 SH       DEFINED 01             226084        0        0
PROVINCE HEALTHCARE            COM              743977100       10      260 SH       DEFINED 01 02               0      260        0
PROVINCE HEALTHCARE            COM              743977100      206     5600 SH       DEFINED 01 05               0     5600        0
PROVIDIAN FIN                  COM              74406A102     3063   152000 SH       DEFINED 01                  0   152000        0
PROVIDIAN FIN                  COM              74406A102    27492  1364600 SH       DEFINED 01 02               0  1364600        0
PROVIDIAN FINANCIAL            COM              74406A102    25470  1263970 SH       DEFINED 01            1263970        0        0
PROVIDIAN FINANCIAL            COM              74406A102     1876    93101 SH       DEFINED 01 03               0    93101        0
PROVIDIAN FINANCIAL            COM              74406A102     5070   251580 SH       DEFINED 01 05               0   251580        0
PROXIM  INC                    COM              744284100     3771   386810 SH       DEFINED 01             386810        0        0
PROXIM  INC                    COM              744284100        4      450 SH       DEFINED 01 02               0      450        0
PROXIM  INC                    COM              744284100      138    14160 SH       DEFINED 01 05               0    14160        0
PTT EXPLORATION                COM              744445990     1860   752100 SH       DEFINED 01             752100        0        0
PTT EXPLORATION                COM              744445990       45    18100 SH       DEFINED 01 05               0    18100        0
PUBLIC SER CO N MEX            COM              744499104     4761   188856 SH       DEFINED 01             188856        0        0
PUBLIC SER CO N MEX            COM              744499104        7      280 SH       DEFINED 01 02               0      280        0
PUBLIC SER CO N MEX            COM              744499104      184     7300 SH       DEFINED 01 05               0     7300        0
PUB SERV ENTERPRISE            COM              744573106    52496  1233761 SH       DEFINED 01            1233761        0        0
PUB SERV ENTERPRISE            COM              744573106     2102    49396 SH       DEFINED 01 03               0    49396        0
PUB SERV ENTERPRISE            COM              744573106       49     1151 SH       DEFINED 01 05               0     1151        0
PUBLIC STORAGE                 COM              74460D109        7      201 SH       DEFINED 01                201        0        0
PUGET ENERGY INC               COM              745310102       57     2693 SH       DEFINED 01               2693        0        0
PULTE HOMES                    COM              745867101      955    31179 SH       DEFINED 01              31179        0        0
PULTE HOMES                    COM              745867101      428    13979 SH       DEFINED 01 03               0    13979        0
PULTE HOMES                    COM              745867101       80     2625 SH       DEFINED 01 05               0     2625        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM INC            COM              746144104        0      348 SH       DEFINED 01                348        0        0
PURE RES INC                   COM              74622E102        4      281 SH       DEFINED 01                281        0        0
QRS CORP                       COM              74726X105      395    47036 SH       DEFINED 01              47036        0        0
QLOGIC CORP                    COM              747277101       72     3762 SH       DEFINED 01               3762        0        0
QLOGIC CORP                    COM              747277101      416    21883 SH       DEFINED 01 03               0    21883        0
QLOGIC CORP                    COM              747277101       10      510 SH       DEFINED 01 05               0      510        0
QUAKER CHEMICAL CORP           COM              747316107      499    27473 SH       DEFINED 01              27473        0        0
QUAKER CITY BANCORP            COM              74731K106        3      110 SH       DEFINED 01 02               0      110        0
QUALCOMM                       COM              747525103    19631   412956 SH       DEFINED 01             412956        0        0
QUALCOMM                       COM              747525103      124     2600 SH       DEFINED 01 02               0     2600        0
QUALCOMM                       COM              747525103     8550   179839 SH       DEFINED 01 03               0   179839        0
QUALCOMM                       COM              747525103      199     4193 SH       DEFINED 01 05               0     4193        0
QUANEX CORP                    COM              747620102      920    40704 SH       DEFINED 01              40704        0        0
QUANTA SERVICES INC            COM              74762E102       29     1988 SH       DEFINED 01               1988        0        0
QUANTUM CORP                   COM              747906204       36     4452 SH       DEFINED 01               4452        0        0
QUEBECOR WORLD INC             COM              748203999        9      350 SH       DEFINED 01                350        0        0
QUEST DIAGNOSTICS              COM              74834L100    17814   288721 SH       DEFINED 01             288721        0        0
QUEST DIAGNOSTICS              COM              74834L100      167     2700 SH       DEFINED 01 02               0     2700        0
QUEST DIAGNOSTICS              COM              74834L100    26834   434900 SH       DEFINED 01 05               0   434900        0
QUEST SOFTWARE INC             COM              74834T103      109     9366 SH       DEFINED 01               9366        0        0
QUESTAR                        COM              748356102    24988  1238289 SH       DEFINED 01            1238289        0        0
QUICKSILVER INC                COM              74838C106      850    68849 SH       DEFINED 01              68849        0        0
QUINTILES TRANSNATIO           COM              748767100       29     2010 SH       DEFINED 01               2010        0        0
QUINTILES TRANSNATIO           COM              748767100      404    27699 SH       DEFINED 01 03               0    27699        0
QUINTILES TRANSNATIO           COM              748767100        9      645 SH       DEFINED 01 05               0      645        0
QUIXOTE CORP                   COM              749056107     1910    90940 SH       DEFINED 01              90940        0        0
QUIXOTE CORP                   COM              749056107        2       80 SH       DEFINED 01 02               0       80        0
QUIXOTE CORP                   COM              749056107      106     5060 SH       DEFINED 01 05               0     5060        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
QWEST COMM INTL INC            COM              749121109     4046   242251 SH       DEFINED 01                  0   242251        0
QWEST COMM INTL INC            COM              749121109      479    28644 SH       DEFINED 01              28644        0        0
QWEST COMM INTL INC            COM              749121109     6588   394507 SH       DEFINED 01 03               0   394507        0
QWEST COMM INTL INC            COM              749121109     4503   269624 SH       DEFINED 01 05               0   269624        0
R & G FINANCIAL CORP           COM              749136107     2650   154100 SH       DEFINED 01             154100        0        0
R & G FINANCIAL CORP           COM              749136107        6      330 SH       DEFINED 01 02               0      330        0
R & G FINANCIAL CORP           COM              749136107      145     8450 SH       DEFINED 01 05               0     8450        0
RCN CORP                       COM              749361101        1      357 SH       DEFINED 01                357        0        0
RH DONNELLEY CORP              COM              74955W307     4140   158509 SH       DEFINED 01             158509        0        0
RH DONNELLEY CORP              COM              74955W307        4      150 SH       DEFINED 01 02               0      150        0
RH DONNELLEY CORP              COM              74955W307      217     8300 SH       DEFINED 01 05               0     8300        0
RGS ENERGY GROUP INC           COM              74956K104     4069   105131 SH       DEFINED 01             105131        0        0
RGS ENERGY GROUP INC           COM              74956K104        7      170 SH       DEFINED 01 02               0      170        0
RLI CORP                       COM              749607107     1220    29767 SH       DEFINED 01              29767        0        0
RLI CORP                       COM              749607107        6      140 SH       DEFINED 01 02               0      140        0
RPM INC OHIO                   COM              749685103       28     2896 SH       DEFINED 01               2896        0        0
RSA SECURITY INC.              COM              749719100     2101   156075 SH       DEFINED 01             156075        0        0
RSA SECURITY INC.              COM              749719100       85     6303 SH       DEFINED 01 05               0     6303        0
RTI INTL METALS                COM              74973W107     2854   341729 SH       DEFINED 01             341729        0        0
RTI INTL METALS                COM              74973W107        5      580 SH       DEFINED 01 02               0      580        0
RTI INTL METALS                COM              74973W107      116    13950 SH       DEFINED 01 05               0    13950        0
RWE                            COM              749750998     7718   192588 SH       DEFINED 01             192588        0        0
RWE                            COM              749750998    11181   279012 SH       DEFINED 01 05               0   279012        0
RHM TELESERVICES INC           COM              749938106      322    30000 SH       DEFINED 01              30000        0        0
RF MICRO DEVICES INC           COM              749941100    23146  1392677 SH       DEFINED 01            1392677        0        0
RF MICRO DEVICES INC           COM              749941100    19470  1171450 SH       DEFINED 01 02               0  1171450        0
RF MICRO DEVICES INC           COM              749941100      366    22000 SH       DEFINED 01 03               0    22000        0
RF MICRO DEVICES INC           COM              749941100     8007   481800 SH       DEFINED 01 05               0   481800        0
RADIAN GROUP INC               COM              750236101     9598   249308 SH       DEFINED 01             249308        0        0
RADIAN GROUP INC               COM              750236101       81     2100 SH       DEFINED 01 02               0     2100        0
RADIAN GROUP INC               COM              750236101    13063   339300 SH       DEFINED 01 05               0   339300        0
RADIANT SYSTEMS                COM              75025N102      858    84149 SH       DEFINED 01              84149        0        0
RADIANT SYSTEMS                COM              75025N102        2      230 SH       DEFINED 01 02               0      230        0
RADIO ONE INC                  COM              75040P108      516    44544 SH       DEFINED 01              44544        0        0
RADIO ONE INC                  COM              75040P108     2314   200000 SH       DEFINED 01 05               0   200000        0
RADIO ONE INC -CL D            COM              75040P405      265    23000 SH       DEFINED 01              23000        0        0
RADIOSHACK CORPORATION         COM              750438103     1080    44563 SH       DEFINED 01              44563        0        0
RADIOSHACK CORPORATION         COM              750438103     1068    44042 SH       DEFINED 01 03               0    44042        0
RADIOSHACK CORPORATION         COM              750438103       25     1026 SH       DEFINED 01 05               0     1026        0
RADISYS                        COM              750459109      626    52155 SH       DEFINED 01              52155        0        0
RAILAMERICA INC                COM              750753105      924    73900 SH       DEFINED 01              73900        0        0
RAINBOW TECHNOLOGIES           COM              750862104      277    79077 SH       DEFINED 01              79077        0        0
RAINDANCE COMMUNICATIONS INC   COM              75086X106      238   110000 SH       DEFINED 01             110000        0        0
RAMBUS INC                     COM              750917106        4      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS INC           COM              751028101     1768    90850 SH       DEFINED 01              90850        0        0
RALCORP HOLDINGS INC           COM              751028101        4      200 SH       DEFINED 01 02               0      200        0
RALSTON PURINA                 COM              751277302      176     5366 SH       DEFINED 01               5366        0        0
RALSTON PURINA                 COM              751277302     2413    73568 SH       DEFINED 01 03               0    73568        0
RALSTON PURINA                 COM              751277302       56     1716 SH       DEFINED 01 05               0     1716        0
RALSTON PURINA GP              COM              751277302      207     6300 SH       DEFINED 01 02               0     6300        0
LONGHORN STEAK                 COM              753820109        3      225 SH       DEFINED 01 02               0      225        0
RARE HOSPITALITY INT           COM              753820109     3725   239629 SH       DEFINED 01             239629        0        0
RARE HOSPITALITY INT           COM              753820109      120     7700 SH       DEFINED 01 05               0     7700        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RAS                            COM              754050995       70     5853 SH       DEFINED 01               5853        0        0
RATIONAL SOFTWARE              COM              75409P202     6588   760733 SH       DEFINED 01             760733        0        0
RATIONAL SOFTWARE              COM              75409P202       61     7050 SH       DEFINED 01 02               0     7050        0
RATIONAL SOFTWARE              COM              75409P202     9663  1115800 SH       DEFINED 01 05               0  1115800        0
RAYMOND JAMES FIN              COM              754730109     8486   312559 SH       DEFINED 01             312559        0        0
RAYMOND JAMES FIN              COM              754730109        6      230 SH       DEFINED 01 02               0      230        0
RAYMOND JAMES FIN              COM              754730109      236     8700 SH       DEFINED 01 05               0     8700        0
RAYONIER                       COM              754907103       33      814 SH       DEFINED 01                814        0        0
RAYONIER                       COM              754907103        6      150 SH       DEFINED 01 02               0      150        0
RAYOVAC CORP                   COM              755081106        1       90 SH       DEFINED 01                 90        0        0
RAYTHEON CO                    COM              755111507     1256    36143 SH       DEFINED 01              36143        0        0
RAYTHEON CO                    COM              755111507     2933    84404 SH       DEFINED 01 03               0    84404        0
RAYTHEON CO                    COM              755111507       68     1968 SH       DEFINED 01 05               0     1968        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105      100    34000 SH       DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     1065   361148 SH       DEFINED 01             361148        0        0
READERS DIGEST ASSN            COM              755267101       53     2901 SH       DEFINED 01               2901        0        0
REALNETWORKS INC               COM              75605L104       20     4239 SH       DEFINED 01               4239        0        0
REALITY INCOME CORP            COM              756109104        3       89 SH       DEFINED 01                 89        0        0
RECKSON                        COM              75621K106     1389    57512 SH       DEFINED 01              57512        0        0
RECKSON                        COM              75621K106      106     4400 SH       DEFINED 01 05               0     4400        0
RECKITT BENCKIS                COM              756220992       91     6301 SH       DEFINED 01               6301        0        0
RED ELECTRICA DE ESPANA        COM              756499992       69     8000 SH       DEFINED 01               8000        0        0
RED HAT                        COM              756577102        3      958 SH       DEFINED 01                958        0        0
REDBACK NETWORKS               COM              757209101        0      308 SH       DEFINED 01                308        0        0
REDWOOD TRUST, INC.            COM              758075402      313    13000 SH       DEFINED 01              13000        0        0
REEBOK INTERNATIONAL           COM              758110100       23     1099 SH       DEFINED 01               1099        0        0
REEBOK INTERNATIONAL           COM              758110100      288    13908 SH       DEFINED 01 03               0    13908        0
REEBOK INTERNATIONAL           COM              758110100        7      324 SH       DEFINED 01 05               0      324        0
REED INTERNATIO                COM              758212708      130    15735 SH       DEFINED 01              15735        0        0
REGAL BELOIT                   COM              758750103     1157    63393 SH       DEFINED 01              63393        0        0
REGENCY CENTERS CORP           COM              758849103       10      373 SH       DEFINED 01                373        0        0
REGENERON PHARMACEUT           COM              75886F107     4716   212026 SH       DEFINED 01             212026        0        0
REGENERON PHARMACEUT           COM              75886F107        2      100 SH       DEFINED 01 02               0      100        0
REGENERON PHARMACEUT           COM              75886F107       96     4300 SH       DEFINED 01 05               0     4300        0
REGENERATION TECHNOLOGIES      COM              75886N100      769    66000 SH       DEFINED 01              66000        0        0
REGIS CORP MINN                COM              758932107     2634   125696 SH       DEFINED 01             125696        0        0
REGIONS FINL CORP              COM              758940100      115     3996 SH       DEFINED 01               3996        0        0
REGIONS FINL CORP              COM              758940100     1559    54030 SH       DEFINED 01 03               0    54030        0
REGIONS FINL CORP              COM              758940100       36     1259 SH       DEFINED 01 05               0     1259        0
REHABCARE GROUP INC            COM              759148109     2242    51534 SH       DEFINED 01              51534        0        0
REGISTER.COM                   COM              75914G101        1      110 SH       DEFINED 01 02               0      110        0
REINSURANCE GP OF AM           COM              759351109      517    15142 SH       DEFINED 01              15142        0        0
REMGRO LIMITED                 COM              759400997     4245   642700 SH       DEFINED 01             642700        0        0
REMGRO LIMITED                 COM              759400997      102    15500 SH       DEFINED 01 05               0    15500        0
RELIANCE 144A GDR              COM              759470107     2031   181338 SH       DEFINED 01             181338        0        0
RELIANCE 144A GDR              COM              759470107       49     4370 SH       DEFINED 01 05               0     4370        0
RELIANCE STEEL & ALU           COM              759509102     5208   219215 SH       DEFINED 01             219215        0        0
RELIANCE STEEL & ALU           COM              759509102        5      230 SH       DEFINED 01 02               0      230        0
RELIANCE STEEL & ALU           COM              759509102      223     9400 SH       DEFINED 01 05               0     9400        0
RELIANT RESOURCES              COM              75952B105        4      251 SH       DEFINED 01                251        0        0
RELIANT ENERGY INC             COM              75952J108      670    25466 SH       DEFINED 01              25466        0        0
RELIANT ENERGY INC             COM              75952J108     1859    70646 SH       DEFINED 01 03               0    70646        0
RELIANT ENERGY INC             COM              75952J108       43     1646 SH       DEFINED 01 05               0     1646        0
REMEC INC                      COM              759543101     2882   363270 SH       DEFINED 01             363270        0        0
REMEC INC                      COM              759543101        6      805 SH       DEFINED 01 02               0      805        0
REMEC INC                      COM              759543101      142    17925 SH       DEFINED 01 05               0    17925        0
REMINGTON OIL & GAS            COM              759594302     2590   197927 SH       DEFINED 01             197927        0        0
REMINGTON OIL & GAS            COM              759594302        1      110 SH       DEFINED 01 02               0      110        0
REMINGTON OIL & GAS            COM              759594302       84     6390 SH       DEFINED 01 05               0     6390        0
RENAISSANCE LEARNING           COM              75968L105        4      121 SH       DEFINED 01                121        0        0
RENAL CARE GROUP               COM              759930100     4503   146325 SH       DEFINED 01             146325        0        0
RENAL CARE GROUP               COM              759930100        4      120 SH       DEFINED 01 02               0      120        0
RENT-A-CENTER INC              COM              76009N100     1461    62812 SH       DEFINED 01              62812        0        0
RENT-A-CENTER INC              COM              76009N100        1       50 SH       DEFINED 01 02               0       50        0
RENT-A-CENTER INC              COM              76009N100       70     3000 SH       DEFINED 01 05               0     3000        0
RENTOKIL INITIAL PLC           COM              760101998     9406  2601896 SH       DEFINED 01            2601896        0        0
RENTOKIL INITIAL PLC           COM              760101998     3148   870738 SH       DEFINED 01 03               0   870738        0
RENTOKIL INITIAL PLC           COM              760101998    10359  2865412 SH       DEFINED 01 05               0  2865412        0
REPSOL YPF SA                  COM              760260992       26     1800 SH       DEFINED 01               1800        0        0
REPUBLIC BANCORP               COM              760282103     1938   135396 SH       DEFINED 01             135396        0        0
REPUBLIC BANCORP               COM              760282103        7      460 SH       DEFINED 01 02               0      460        0
REPUBLIC BANCORP               COM              760282103      146    10200 SH       DEFINED 01 05               0    10200        0
REPUBLIC SRVS CL-A             COM              760759100      636    39273 SH       DEFINED 01              39273        0        0
RESMED INC                     COM              761152107     4832    95131 SH       DEFINED 01              95131        0        0
RESMED INC                     COM              761152107        2       30 SH       DEFINED 01 02               0       30        0
RESOURCES CONNECTION           COM              76122Q105     1182    65000 SH       DEFINED 01              65000        0        0
RESPIRONICS INC                COM              761230101     8345   234699 SH       DEFINED 01             234699        0        0
RESPIRONICS INC                COM              761230101        6      170 SH       DEFINED 01 02               0      170        0
RESPIRONICS INC                COM              761230101      252     7100 SH       DEFINED 01 05               0     7100        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     1347   110640 SH       DEFINED 01             110640        0        0
RETEK INC                      COM              76128Q109        1      100 SH       DEFINED 01 02               0      100        0
RETEK INC                      COM              76128Q109       45     3720 SH       DEFINED 01 05               0     3720        0
REYNOLDS & REYNOLDS            COM              761695105       56     2392 SH       DEFINED 01               2392        0        0
RJ REYNOLDS TOBACCO            COM              76182K105     1653    28920 SH       DEFINED 01              28920        0        0
RHYTHMS NETCONNECT             COM              762430205        0      344 SH       DEFINED 01                344        0        0
RICHARDSON ELECTRIC            COM              763165107       53     6400 SH       DEFINED 01               6400        0        0
RIGGS NATL CORP WASH           COM              766570105     1340    86437 SH       DEFINED 01              86437        0        0
RIGHTCHOICE MANAGED            COM              76657T102     3209    64125 SH       DEFINED 01              64125        0        0
RIGHTCHOICE MANAGED            COM              76657T102        4       80 SH       DEFINED 01 02               0       80        0
RIGHTCHOICE MANAGED            COM              76657T102      165     3300 SH       DEFINED 01 05               0     3300        0
RIO TINTO PLC ADR              COM              767204100     1575    25000 SH       DEFINED 01              25000        0        0
RIO TINTO PLC REG              COM              767208994    28192  1792676 SH       DEFINED 01            1792676        0        0
RIO TINTO PLC REG              COM              767208994    37920  2411339 SH       DEFINED 01 05               0  2411339        0
RITE AID                       COM              767754104      185    24000 SH       DEFINED 01                  0    24000        0
RITE AID                       COM              767754104    14646  1897124 SH       DEFINED 01            1897124        0        0
RITE AID                       COM              767754104      145    18800 SH       DEFINED 01 02               0    18800        0
RITE AID                       COM              767754104    18329  2374200 SH       DEFINED 01 05               0  2374200        0
RIVERSTONE NETWORKS            COM              769320102       46     8753 SH       DEFINED 01               8753        0        0
ROADWAY CORPORATION            COM              769742107     1415    58757 SH       DEFINED 01              58757        0        0
ROBBINS & MYERS INC  RBN       COM              770196103      872    35377 SH       DEFINED 01              35377        0        0
ROBERT HALF INTL               COM              770323103   105795  5287118 SH       DEFINED 01            5287118        0        0
ROBERT HALF INTL               COM              770323103     3238   161853 SH       DEFINED 01 03               0   161853        0
ROBERT HALF INTL               COM              770323103    24011  1199891 SH       DEFINED 01 05               0  1199891        0
ROBERT HALF INTL INC           COM              770323103    15486   773964 SH       DEFINED 01 02               0   773964        0
ROCKWELL INT CORP              COM              773903109      116     7923 SH       DEFINED 01               7923        0        0
ROCKWELL INT CORP              COM              773903109      637    43425 SH       DEFINED 01 03               0    43425        0
ROCKWELL INT CORP              COM              773903109       15     1012 SH       DEFINED 01 05               0     1012        0
ROCKWELL COLLINS               COM              774341101      113     7923 SH       DEFINED 01               7923        0        0
ROCKWELL COLLINS               COM              774341101      617    43425 SH       DEFINED 01 03               0    43425        0
ROCKWELL COLLINS               COM              774341101       14     1012 SH       DEFINED 01 05               0     1012        0
ROGERS CORP                    COM              775133101     1328    47258 SH       DEFINED 01              47258        0        0
ROHM COMPANY LTD               COM              775300999     1003    10300 SH       DEFINED 01 03               0    10300        0
ROHM & HAAS CO                 COM              775371107      123     3748 SH       DEFINED 01               3748        0        0
ROHM & HAAS CO                 COM              775371107     1713    52292 SH       DEFINED 01 03               0    52292        0
ROHM & HAAS CO                 COM              775371107       40     1218 SH       DEFINED 01 05               0     1218        0
ROLLINS                        COM              775711104       13      804 SH       DEFINED 01                804        0        0
ROPER INC NEW                  COM              776696106     6329   175848 SH       DEFINED 01             175848        0        0
ROPER INC NEW                  COM              776696106        4      120 SH       DEFINED 01 02               0      120        0
ROPER INC NEW                  COM              776696106      144     4000 SH       DEFINED 01 05               0     4000        0
ROSLYN BANCORP INC             COM              778162107       52     2815 SH       DEFINED 01               2815        0        0
ROSS STORES                    COM              778296103     9406   321553 SH       DEFINED 01             321553        0        0
ROSS STORES                    COM              778296103       91     3100 SH       DEFINED 01 02               0     3100        0
ROSS STORES                    COM              778296103    14569   498100 SH       DEFINED 01 05               0   498100        0
ROUSE CO                       COM              779273101        5      221 SH       DEFINED 01                221        0        0
ROWAN COMPANIES INC            COM              779382100       20     1616 SH       DEFINED 01               1616        0        0
ROWAN COMPANIES INC            COM              779382100      277    22407 SH       DEFINED 01 03               0    22407        0
ROWAN COMPANIES INC            COM              779382100        6      522 SH       DEFINED 01 05               0      522        0
ROXIO INC                      COM              780008108      750    49329 SH       DEFINED 01              49329        0        0
ROYAL APPLIANCE                COM              780076105      191    41964 SH       DEFINED 01              41964        0        0
ROYAL BANK OF CANADA           COM              780087995    10785   353830 SH       DEFINED 01             353830        0        0
ROYAL BANK OF CANADA           COM              780087995     2177    71430 SH       DEFINED 01 03               0    71430        0
ROYAL BANK OF CANADA           COM              780087995    19718   646910 SH       DEFINED 01 05               0   646910        0
ROYAL DUTCH PETRO NYS          COM              780257804     1611    32060 SH       DEFINED 01              32060        0        0
ROYAL DUTCH PETRO NYS          COM              780257804    25587   509203 SH       DEFINED 01 03               0   509203        0
ROYAL DUTCH PETRO NYS          COM              780257804      597    11871 SH       DEFINED 01 05               0    11871        0
ROYAL DUTCH PETRO CO           COM              780257994     1971    39180 SH       DEFINED 01              39180        0        0
ROYAL DUTCH PETRO CO           COM              780257994     4904    97514 SH       DEFINED 01 03               0    97514        0
ROYAL BK OF SCOTLAND           COM              780261996    15166   688823 SH       DEFINED 01             688823        0        0
ROYAL BK OF SCOTLAND           COM              780261996     4463   202735 SH       DEFINED 01 03               0   202735        0
ROYAL BK OF SCOTLAND           COM              780261996    20421   927567 SH       DEFINED 01 05               0   927567        0
ROYAL&SUN ALLIANCE             COM              780490991      106    21172 SH       DEFINED 01              21172        0        0
RUBY TUESDAY INC COM           COM              781182100     3058   194771 SH       DEFINED 01             194771        0        0
RUDDICK CORP                   COM              781258108       19     1234 SH       DEFINED 01               1234        0        0
RUDOLPH TECHNOLOGIES           COM              781270103      861    34923 SH       DEFINED 01              34923        0        0
RUDOLPH TECHNOLOGIES           COM              781270103        1       40 SH       DEFINED 01 02               0       40        0
RUDOLPH TECHNOLOGIES           COM              781270103       44     1800 SH       DEFINED 01 05               0     1800        0
RURAL CELLULAR                 COM              781904107        2       80 SH       DEFINED 01 02               0       80        0
RURAL CELLULAR CORP            PRF              781904404    19298    23973 SH       DEFINED 01              23973        0        0
RURAL CELLULAR CORP            PRF              781904404     4270     5304 SH       DEFINED 01 05               0     5304        0
RUSS BERRIE & CO               COM              782233100     1622    60979 SH       DEFINED 01              60979        0        0
RUSSELL CORP                   COM              782352108     1331    96949 SH       DEFINED 01              96949        0        0
RYANAIR HOLDINGS ADR           COM              783513104     5121   125000 SH       DEFINED 01 05               0   125000        0
RYANS FAMILY STEAK             COM              783519101     1583    92491 SH       DEFINED 01              92491        0        0
RYANS FAMILY STEAK             COM              783519101        7      390 SH       DEFINED 01 02               0      390        0
RYDER SYSTEM                   COM              783549108       24     1208 SH       DEFINED 01               1208        0        0
RYDER SYSTEM                   COM              783549108      287    14336 SH       DEFINED 01 03               0    14336        0
RYDER SYSTEM                   COM              783549108        7      334 SH       DEFINED 01 05               0      334        0
RYERSON TULL INC               COM              78375P107      917    75269 SH       DEFINED 01              75269        0        0
RYLAND GROUP INC               COM              783764103     5338   111953 SH       DEFINED 01             111953        0        0
RYLAND GROUP INC               COM              783764103        6      130 SH       DEFINED 01 02               0      130        0
RYLAND GROUP INC               COM              783764103      181     3800 SH       DEFINED 01 05               0     3800        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103     6926   147000 SH       DEFINED 01                  0   147000        0
SBC COMMUNICATIONS             COM              78387G103   282943  6004742 SH       DEFINED 01            6004742        0        0
SBC COMMUNICATIONS             COM              78387G103    50110  1063428 SH       DEFINED 01 02               0  1063428        0
SBC COMMUNICATIONS             COM              78387G103    44445   943217 SH       DEFINED 01 03               0   943217        0
SBC COMMUNICATIONS             COM              78387G103   106844  2267495 SH       DEFINED 01 05               0  2267495        0
SBS TECH INC                   COM              78387P103     2060   184584 SH       DEFINED 01             184584        0        0
SBS TECH INC                   COM              78387P103        2      220 SH       DEFINED 01 02               0      220        0
SBS TECH INC                   COM              78387P103       73     6500 SH       DEFINED 01 05               0     6500        0
SBA COMMUNICATIONS             COM              78388J106        1       73 SH       DEFINED 01                 73        0        0
SCI SYSTEMS INC                COM              783890106     5513   306262 SH       DEFINED 01             306262        0        0
SCI SYSTEMS INC                COM              783890106       53     2950 SH       DEFINED 01 02               0     2950        0
SCI SYSTEMS INC                COM              783890106     8674   481900 SH       DEFINED 01 05               0   481900        0
SWISSCOM AG                    COM              783901994       20       71 SH       DEFINED 01                 71        0        0
SCM MICROSYSTEMS INC           COM              784018103      289    46539 SH       DEFINED 01              46539        0        0
SCP POOL CORP                  COM              784028102     1660    77775 SH       DEFINED 01              77775        0        0
SCP POOL CORP                  COM              784028102        3      150 SH       DEFINED 01 02               0      150        0
SCPIE HOLDINGS INC             COM              78402P104      456    28327 SH       DEFINED 01              28327        0        0
SEI INVESTMENTS CO             COM              784117103     9964   311350 SH       DEFINED 01 02               0   311350        0
SEI INVESTMENTS COMPANY        COM              784117103      101     3139 SH       DEFINED 01               3139        0        0
SEI INVESTMENTS COMPANY        COM              784117103      186     5800 SH       DEFINED 01 03               0     5800        0
STMICROELECTRONICS NV          COM              784214991     7636   355615 SH       DEFINED 01             355615        0        0
STMICROELECTRONICS NV          COM              784214991     2416   112520 SH       DEFINED 01 03               0   112520        0
STMICROELECTRONICS NV          COM              784214991    10395   484040 SH       DEFINED 01 05               0   484040        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     1793   179320 SH       DEFINED 01             179320        0        0
SGW HOLDINGS   12.50%    8-1-0 PRF              78422P209      163    16293 SH       DEFINED 01 05               0    16293        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
SL GREEN REALTY                COM              78440X101     2213    70204 SH       DEFINED 01              70204        0        0
SL GREEN REALTY                COM              78440X101      161     5100 SH       DEFINED 01 05               0     5100        0
SLI INC                        COM              78442T108      274   106115 SH       DEFINED 01             106115        0        0
SPS TECHNOLOGIES               COM              784626103     1200    39680 SH       DEFINED 01              39680        0        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
S&P 500 DEP RECPT              COM              78462F103     1933    18504 SH       DEFINED 01              18504        0        0
S&P 500 DEP RECPT              COM              78462F103     1669    15980 SH       DEFINED 01 05               0    15980        0
SPSS INC                       COM              78462K102      716    41588 SH       DEFINED 01              41588        0        0
SPX CORP                       COM              784635104      882    10628 SH       DEFINED 01              10628        0        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
SRI/SURGICAL EXPRESS           COM              78464W104     2398    80590 SH       DEFINED 01              80590        0        0
SRI/SURGICAL EXPRESS           COM              78464W104        2       70 SH       DEFINED 01 02               0       70        0
SRI/SURGICAL EXPRESS           COM              78464W104      125     4210 SH       DEFINED 01 05               0     4210        0
SABA SOFTWARE INC              COM              784932105       36    18000 SH       DEFINED 01              18000        0        0
SABRE HOLDINGS CORP            COM              785905100       61     2275 SH       DEFINED 01               2275        0        0
SABRE HOLDINGS CORP            COM              785905100      844    31557 SH       DEFINED 01 03               0    31557        0
SABRE HOLDINGS CORP            COM              785905100       20      735 SH       DEFINED 01 05               0      735        0
SAFECO CORP                    COM              786429100    31913  1052212 SH       DEFINED 01            1052212        0        0
SAFECO CORP                    COM              786429100      920    30337 SH       DEFINED 01 03               0    30337        0
SAFECO CORP                    COM              786429100     1860    61329 SH       DEFINED 01 05               0    61329        0
SAFEGUARD SCIENTIFIC           COM              786449108        1      555 SH       DEFINED 01                555        0        0
SAFEWAY                        COM              786500991       74    15718 SH       DEFINED 01              15718        0        0
SAFEWAY                        COM              786514208   453300 11412379 SH       DEFINED 01           11412379        0        0
SAFEWAY                        COM              786514208     6522   164210 SH       DEFINED 01 03               0   164210        0
SAFEWAY                        COM              786514208   134132  3376933 SH       DEFINED 01 05               0  3376933        0
SAFEWAY INC.                   COM              786514208    20098   506000 SH       DEFINED 01                  0   506000        0
SAFEWAY INC.                   COM              786514208    58990  1485126 SH       DEFINED 01 02               0  1485126        0
ST FRANCIS CAP CORP            COM              789374105      371    17390 SH       DEFINED 01              17390        0        0
ST FRANCIS CAP CORP            COM              789374105        4      200 SH       DEFINED 01 02               0      200        0
ST FRANCIS CAP CORP            COM              789374105       26     1210 SH       DEFINED 01 05               0     1210        0
ST JOE PAPER CORP              COM              790148100        5      211 SH       DEFINED 01                211        0        0
ST JUDE MEDICAL                COM              790849103    15037   219667 SH       DEFINED 01             219667        0        0
ST JUDE MEDICAL                COM              790849103       92     1350 SH       DEFINED 01 02               0     1350        0
ST JUDE MEDICAL                COM              790849103     1393    20348 SH       DEFINED 01 03               0    20348        0
ST JUDE MEDICAL                COM              790849103    14181   207174 SH       DEFINED 01 05               0   207174        0
ST MARY LD & EXPL              COM              792228108     2015   126472 SH       DEFINED 01             126472        0        0
ST MARY LD & EXPL              COM              792228108       48     3000 SH       DEFINED 01 05               0     3000        0
ST PAUL COMPANIES              COM              792860108    33038   801526 SH       DEFINED 01             801526        0        0
ST PAUL COMPANIES              COM              792860108    13746   333500 SH       DEFINED 01 02               0   333500        0
ST PAUL COMPANIES              COM              792860108     4164   101030 SH       DEFINED 01 03               0   101030        0
ST PAUL COMPANIES              COM              792860108      643    15587 SH       DEFINED 01 05               0    15587        0
SAKS INC                       COM              79377W108       26     5147 SH       DEFINED 01               5147        0        0
SALTON INC                     COM              795757103      297    34725 SH       DEFINED 01              34725        0        0
SAMSUNG ELECTRONICS            COM              796611994    15274   142860 SH       DEFINED 01             142860        0        0
SAMSUNG ELECTRONICS            COM              796611994       46      430 SH       DEFINED 01 05               0      430        0
SAN DIEGO G&E $25              PRF              797440831     1495    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI SPA    IT;SPI/EU COM              798200994       52     5000 SH       DEFINED 01               5000        0        0
SANCHEZ COMP ASS INC           COM              799702105        1       70 SH       DEFINED 01                 70        0        0
SAN-DISK                       COM              80004C101       22     2175 SH       DEFINED 01               2175        0        0
SANDY SPRINGS & SVNG           COM              800363103      936    23590 SH       DEFINED 01              23590        0        0
SANDY SPRINGS & SVNG           COM              800363103        5      120 SH       DEFINED 01 02               0      120        0
SANDY SPRINGS & SVNG           COM              800363103       68     1710 SH       DEFINED 01 05               0     1710        0
SANLAM LIMITED                 COM              800800997     2392  2295000 SH       DEFINED 01            2295000        0        0
SANLAM LIMITED                 COM              800800997       58    55172 SH       DEFINED 01 05               0    55172        0
SANMINA                        COM              800907107    15971  1176048 SH       DEFINED 01            1176048        0        0
SANMINA                        COM              800907107     1144    84275 SH       DEFINED 01 03               0    84275        0
SANMINA                        COM              800907107    15755  1160269 SH       DEFINED 01 05               0  1160269        0
SANMINA CORP                   COM              800907107    10086   742810 SH       DEFINED 01 02               0   742810        0
SANOF SYNTHELABO               COM              800955999       69     1059 SH       DEFINED 01               1059        0        0
SANGSTAT MEDICAL CP            COM              801003104        2       83 SH       DEFINED 01                 83        0        0
BANCO SANTANDER ADR            COM              802809103        3      129 SH       DEFINED 01                129        0        0
SAP AG                         COM              803053990    10531    99907 SH       DEFINED 01              99907        0        0
SAP AG                         COM              803053990     2936    27847 SH       DEFINED 01 03               0    27847        0
SAP AG                         COM              803053990    14390   136503 SH       DEFINED 01 05               0   136503        0
SAPIENT                        COM              803062108        9     2425 SH       DEFINED 01               2425        0        0
SAPIENT                        COM              803062108      112    29191 SH       DEFINED 01 03               0    29191        0
SAPIENT                        COM              803062108        3      680 SH       DEFINED 01 05               0      680        0
SARA LEE CORP                  COM              803111103     7371   346092 SH       DEFINED 01             346092        0        0
SARA LEE CORP                  COM              803111103     4577   214877 SH       DEFINED 01 03               0   214877        0
SARA LEE CORP                  COM              803111103      259    12155 SH       DEFINED 01 05               0    12155        0
SASOL ORD                      COM              803900992     4491   549589 SH       DEFINED 01             549589        0        0
SASOL ORD                      COM              803900992       99    12107 SH       DEFINED 01 05               0    12107        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SAXON CAPITAL 144A             COM              80556P104     4556   500000 SH       DEFINED 01             500000        0        0
SCANA CORP                     COM              80589M102       77     3030 SH       DEFINED 01               3030        0        0
HENRY SCHEIN INC               COM              806407102       52     1338 SH       DEFINED 01               1338        0        0
SCHERING AG                    COM              806584991     2089    42235 SH       DEFINED 01              42235        0        0
SCHERING PLOUGH                COM              806605101     2226    60000 SH       DEFINED 01                  0    60000        0
SCHERING PLOUGH                COM              806605101     2381    64143 SH       DEFINED 01              64143        0        0
SCHERING PLOUGH                COM              806605101    13629   367538 SH       DEFINED 01 02               0   367538        0
SCHERING PLOUGH                COM              806605101    13090   352825 SH       DEFINED 01 03               0   352825        0
SCHERING PLOUGH                COM              806605101      301     8100 SH       DEFINED 01 05               0     8100        0
SCHLUMBERGER                   COM              806857108   236104  5166384 SH       DEFINED 01            5166384        0        0
SCHLUMBERGER                   COM              806857108     7631   166969 SH       DEFINED 01 03               0   166969        0
SCHLUMBERGER                   COM              806857108    40451   885148 SH       DEFINED 01 05               0   885148        0
SCHLUMBERGER LTD               COM              806857108    42131   921768 SH       DEFINED 01 02               0   921768        0
SCHOLASTIC CORP                COM              807066105     2396    55086 SH       DEFINED 01              55086        0        0
SCHOLASTIC CORP                COM              807066105        4      100 SH       DEFINED 01 02               0      100        0
SCHOLASTIC CORP                COM              807066105     4241    97504 SH       DEFINED 01 05               0    97504        0
SCHOOL SPECIALTY INC           COM              807863105     1630    53326 SH       DEFINED 01              53326        0        0
SCHULER HOMES                  COM              808188106     2809   231200 SH       DEFINED 01             231200        0        0
SCHULER HOMES                  COM              808188106      158    13000 SH       DEFINED 01 05               0    13000        0
SCHULMAN (A.) INC              COM              808194104        8      777 SH       DEFINED 01                777        0        0
UBS AG REG                     COM              808411995    50743  1084990 SH       DEFINED 01            1084990        0        0
UBS AG REG                     COM              808411995     9786   209262 SH       DEFINED 01 03               0   209262        0
UBS AG REG                     COM              808411995    34787   743828 SH       DEFINED 01 05               0   743828        0
SCHWAB (CHARLES)               COM              808513105     2933   255106 SH       DEFINED 01             255106        0        0
SCHWAB (CHARLES)               COM              808513105     4034   350744 SH       DEFINED 01 03               0   350744        0
SCHWAB (CHARLES)               COM              808513105    10725   932674 SH       DEFINED 01 05               0   932674        0
SCHWAB CHARLES CORP            COM              808513105      173    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    50055  4351940 SH       DEFINED 01 02               0  4351940        0
SCHWEITZER MAUDUIT             COM              808541106     1066    44928 SH       DEFINED 01              44928        0        0
SCIENT                         COM              80864H109        0      110 SH       DEFINED 01                110        0        0
SCIENTIFIC ATLANTA             COM              808655104     8477   482970 SH       DEFINED 01             482970        0        0
SCIENTIFIC ATLANTA             COM              808655104       83     4750 SH       DEFINED 01 02               0     4750        0
SCIENTIFIC ATLANTA             COM              808655104      679    38687 SH       DEFINED 01 03               0    38687        0
SCIENTIFIC ATLANTA             COM              808655104    11959   681401 SH       DEFINED 01 05               0   681401        0
SCIOS INC                      COM              808905103        2      130 SH       DEFINED 01 02               0      130        0
SCIOS-NOVA INC                 COM              808905103        4      259 SH       DEFINED 01                259        0        0
SCIQUEST.COM INC               COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTISH POWER PLC             COM              809900996       32     5394 SH       DEFINED 01               5394        0        0
SCOTTS CO CLA                  COM              810186106     2965    86963 SH       DEFINED 01              86963        0        0
SCRIPPS CO (E.W) CLA           COM              811054204       10      172 SH       DEFINED 01                172        0        0
SEACHANGE INTL INC             COM              811699107      508    29078 SH       DEFINED 01              29078        0        0
SEACHANGE INTL INC             COM              811699107        2       90 SH       DEFINED 01 02               0       90        0
SEACHANGE INTL INC             COM              811699107       35     2000 SH       DEFINED 01 05               0     2000        0
SEACOAST BANK COR FL           COM              811707108      607    14380 SH       DEFINED 01              14380        0        0
SEACOAST BANK COR FL           COM              811707108       39      920 SH       DEFINED 01 05               0      920        0
SEACOR SMIT INC                COM              811904101     2172    60858 SH       DEFINED 01              60858        0        0
SEACOR SMIT INC                COM              811904101        4      100 SH       DEFINED 01 02               0      100        0
SEALED AIR CORP                COM              81211K100     2207    60480 SH       DEFINED 01              60480        0        0
SEALED AIR CORP                COM              81211K100      725    19876 SH       DEFINED 01 03               0    19876        0
SEALED AIR CORP                COM              81211K100       17      463 SH       DEFINED 01 05               0      463        0
SEARS ROEBUCK & CO             COM              812387108    29438   849834 SH       DEFINED 01             849834        0        0
SEARS ROEBUCK & CO             COM              812387108     3994   115307 SH       DEFINED 01 03               0   115307        0
SEARS ROEBUCK & CO             COM              812387108       63     1819 SH       DEFINED 01 05               0     1819        0
SECOM CO LTD                   COM              813113990     4278    83000 SH       DEFINED 01              83000        0        0
SECOM CO LTD                   COM              813113990     1907    37000 SH       DEFINED 01 03               0    37000        0
AMEX CONSUMER STAPLE           COM              81369Y308       26     1017 SH       DEFINED 01 02               0     1017        0
AMEX ENERGY SELECT S           COM              81369Y506        9      355 SH       DEFINED 01 02               0      355        0
AMEX FINANCIAL SELEC           COM              81369Y605       21      860 SH       DEFINED 01 02               0      860        0
AMEX TECH SEL SPDR             COM              81369Y803        2      100 SH       DEFINED 01 02               0      100        0
SECURITAS                      COM              813701992       32     1967 SH       DEFINED 01               1967        0        0
SECURE CO                      COM              813705100     1854   190400 SH       DEFINED 01             190400        0        0
SECURE CO                      COM              813705100        3      300 SH       DEFINED 01 02               0      300        0
SECURITY CAPITAL GROUP-B       COM              81413P204        8      437 SH       DEFINED 01                437        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        0      172 SH       DEFINED 01                172        0        0
SEITEL INC                     COM              816074306      764    76005 SH       DEFINED 01              76005        0        0
SELECT MEDICAL CORP            COM              816196109      449    28500 SH       DEFINED 01              28500        0        0
SELECTIVE INS GROUP            COM              816300107     1840    78899 SH       DEFINED 01              78899        0        0
SEMICONDUCTOR HLD TR           COM              816636203     5912   200000 SH       DEFINED 01 05               0   200000        0
SEMTECH CORP                   COM              816850101      256     9029 SH       DEFINED 01               9029        0        0
SEMPRA ENERGY                  COM              816851109    17413   703567 SH       DEFINED 01             703567        0        0
SEMPRA ENERGY                  COM              816851109     1210    48900 SH       DEFINED 01 03               0    48900        0
SEMPRA ENERGY                  COM              816851109       28     1140 SH       DEFINED 01 05               0     1140        0
SENSIENT TECH                  COM              81725T100       31     1658 SH       DEFINED 01               1658        0        0
SENSIENT TECH                  COM              81725T100        3      170 SH       DEFINED 01 02               0      170        0
SENSORMATIC ELECT              COM              817265101       60     2545 SH       DEFINED 01               2545        0        0
SEPRACOR INC                   COM              817315104       78     2200 SH       DEFINED 01               2200        0        0
SEQUA CORP  -CL A              COM              817320104       12      276 SH       DEFINED 01                276        0        0
SEQUENOM INC                   COM              817337108        0       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101        1      128 SH       DEFINED 01                128        0        0
SEROLOGICALS CORP              COM              817523103     2363   130500 SH       DEFINED 01             130500        0        0
SEROLOGICALS CORP              COM              817523103        6      290 SH       DEFINED 01 02               0      290        0
SEROLOGICALS CORP              COM              817523103      116     6400 SH       DEFINED 01 05               0     6400        0
SERVICE CORP INTL              COM              817565104       84    13966 SH       DEFINED 01              13966        0        0
SERVICEMASTER CO               COM              81760N109        5      485 SH       DEFINED 01                485        0        0
7-ELEVEN INC                   COM              817826209        8      812 SH       DEFINED 01                812        0        0
7-ELEVEN INC                   COM              817826209        3      330 SH       DEFINED 01 02               0      330        0
SHAW GROUP INC                 COM              820280105     6263   222328 SH       DEFINED 01             222328        0        0
SHAW GROUP INC                 COM              820280105        1       40 SH       DEFINED 01 02               0       40        0
SHAW GROUP INC                 COM              820280105      144     5100 SH       DEFINED 01 05               0     5100        0
SHELL TRANSPORT TRDG GB;SHEL/B COM              822703997       64     8500 SH       DEFINED 01               8500        0        0
SHERWIN WILLIAMS               COM              824348106       58     2605 SH       DEFINED 01               2605        0        0
SHERWIN WILLIAMS               COM              824348106      827    37210 SH       DEFINED 01 03               0    37210        0
SHERWIN WILLIAMS               COM              824348106       19      867 SH       DEFINED 01 05               0      867        0
SHIRE PHARMACEU                COM              82481R106     4876   121000 SH       DEFINED 01                  0   121000        0
SHIRE PHARMACEUTICALS ADR      COM              82481R106    23172   575000 SH       DEFINED 01 05               0   575000        0
SHOPKO STORES                  COM              824911101     2623   316339 SH       DEFINED 01             316339        0        0
SHOPKO STORES                  COM              824911101        3      320 SH       DEFINED 01 02               0      320        0
SHOPKO STORES                  COM              824911101       99    11900 SH       DEFINED 01 05               0    11900        0
SHIMANO INC                    COM              824922991       18     1447 SH       DEFINED 01               1447        0        0
SHIMIZU CORP                   COM              824924997     1966   422000 SH       DEFINED 01 03               0   422000        0
SHIN-ETSU CHEMICAL CO LTD      COM              824925994     3620   128700 SH       DEFINED 01             128700        0        0
SHIN-ETSU CHEMICAL CO LTD      COM              824925994     3318   118000 SH       DEFINED 01 03               0   118000        0
SHIN-ETSU CHEMICAL CO LTD      COM              824925994     6639   236100 SH       DEFINED 01 05               0   236100        0
SHUFFLE MASTER INC             COM              825549108        1       50 SH       DEFINED 01 02               0       50        0
SHUFFLE MASTER(LEHMAN)         COM              825549108     1037    82200 SH       DEFINED 01              82200        0        0
SHUFFLE MASTER(LEHMAN)         COM              825549108       55     4400 SH       DEFINED 01 05               0     4400        0
SHURGARD STORAGE CTR           COM              82567D104        3       84 SH       DEFINED 01                 84        0        0
GENSIA PHARMACEUTICS INC       COM              825846108        8      444 SH       DEFINED 01                444        0        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
SIEBEL SYSTEMS                 COM              826170102    14351  1103059 SH       DEFINED 01            1103059        0        0
SIEBEL SYSTEMS                 COM              826170102     1400   107598 SH       DEFINED 01 03               0   107598        0
SIEBEL SYSTEMS                 COM              826170102    11381   874719 SH       DEFINED 01 05               0   874719        0
SIERRA HEALTH SERVIC           COM              826322109      693    83471 SH       DEFINED 01              83471        0        0
SIERRA PACIFIC RESOURCES - NEW COM              826428104       46     3029 SH       DEFINED 01               3029        0        0
SIGMA-ALDRICH                  COM              826552101    54298  1201288 SH       DEFINED 01            1201288        0        0
SIGMA-ALDRICH                  COM              826552101     2949    65252 SH       DEFINED 01 02               0    65252        0
SIGMA-ALDRICH                  COM              826552101     7146   158078 SH       DEFINED 01 03               0   158078        0
SIGMA-ALDRICH                  COM              826552101      546    12067 SH       DEFINED 01 05               0    12067        0
SIGNALSOFT RESTRICTED          COM              82668M979     2710   766247 SH       DEFINED 01             766247        0        0
SIGNALSOFT RESTRICTED          COM              82668M979     5420  1532496 SH       DEFINED 01 05               0  1532496        0
SIGNALSOFT RESTRICTED          COM              82668M987      308    78347 SH       DEFINED 01              78347        0        0
SIGNALSOFT RESTRICTED          COM              82668M987      616   156693 SH       DEFINED 01 05               0   156693        0
SILGAN HOLDINGS                COM              827048109        3      170 SH       DEFINED 01 02               0      170        0
SILICON GRAPHICS INC           COM              827056102        0     1043 SH       DEFINED 01               1043        0        0
SILICON STORAGE TECH           COM              827057100        1      303 SH       DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        0      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106     3400   168354 SH       DEFINED 01             168354        0        0
SILICON VALLEY BANCSHARES      COM              827064106      141     6967 SH       DEFINED 01 05               0     6967        0
SILICON VALLEY BKSHR           COM              827064106        7      370 SH       DEFINED 01 02               0      370        0
SILICONIX INC                  COM              827079203        4      173 SH       DEFINED 01                173        0        0
SILVERSTREAM SOFTWA            COM              827907106        0       62 SH       DEFINED 01                 62        0        0
SIME DARBY BHD                 COM              828620997     2138  1766000 SH       DEFINED 01            1766000        0        0
SIME DARBY BHD                 COM              828620997       57    47000 SH       DEFINED 01 05               0    47000        0
SIMON PROPERTY GROUP           COM              828806109       10      377 SH       DEFINED 01                377        0        0
SIMPLEX SOLUTIONS              COM              828854109       51     3400 SH       DEFINED 01               3400        0        0
SIMPSON MANUFAC                COM              829073105     2104    39709 SH       DEFINED 01              39709        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
SIRIUS SATELLITE RADIO INC     COM              82966U103        1      274 SH       DEFINED 01                274        0        0
SIX CONTINENTS                 COM              829900992       32     3500 SH       DEFINED 01               3500        0        0
SIG FLAGS INC                  COM              83001P109       33     2702 SH       DEFINED 01               2702        0        0
SIG FLAGS INC                  COM              83001P109     4280   350000 SH       DEFINED 01 05               0   350000        0
SK TELECOM                     COM              830530994     4837    30450 SH       DEFINED 01              30450        0        0
SK TELECOM                     COM              830530994      116      730 SH       DEFINED 01 05               0      730        0
SKILLSOFT CORPORATION          COM              83066P101      620    38800 SH       DEFINED 01              38800        0        0
SKY FINL GROUP INC             COM              83080P103        8      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      680    25452 SH       DEFINED 01              25452        0        0
SKYWEST                        COM              830879102    14552   870345 SH       DEFINED 01             870345        0        0
SKYWEST                        COM              830879102     2323   138900 SH       DEFINED 01 03               0   138900        0
SKYWEST                        COM              830879102      114     6809 SH       DEFINED 01 05               0     6809        0
SKYWEST INC                    COM              830879102    53390  3193250 SH       DEFINED 01 02               0  3193250        0
SMARTFORCE PLC ADR             COM              83170A206      398    24300 SH       DEFINED 01              24300        0        0
SMITH (A O) CORP               COM              831865209     1256    71595 SH       DEFINED 01              71595        0        0
SMITH & NEPHEW                 COM              831911995       83    16352 SH       DEFINED 01              16352        0        0
SMITH INTL                     COM              832110100       58     1583 SH       DEFINED 01               1583        0        0
SMITH CHARLES & RESD           COM              832197107     2990    58059 SH       DEFINED 01              58059        0        0
SMITH CHARLES & RESD           COM              832197107      221     4300 SH       DEFINED 01 05               0     4300        0
SMITHFIELD FOODS INC           COM              832248108     9609   456460 SH       DEFINED 01             456460        0        0
SMITHFIELD FOODS INC           COM              832248108        4      180 SH       DEFINED 01 02               0      180        0
SMITHFIELD FOODS INC           COM              832248108      149     7058 SH       DEFINED 01 05               0     7058        0
SMUCKER J.M. CO                COM              832696306       20      747 SH       DEFINED 01                747        0        0
SMURFIT STONE CONTNR           COM              832727101      862    65110 SH       DEFINED 01              65110        0        0
SNAP ON INC                    COM              833034101     2352   105360 SH       DEFINED 01             105360        0        0
SNAP ON INC                    COM              833034101      307    13727 SH       DEFINED 01 03               0    13727        0
SNAP ON INC                    COM              833034101      141     6332 SH       DEFINED 01 05               0     6332        0
SOC GEN DE AGUSA DE BARCELONA  COM              833637994       39     2900 SH       DEFINED 01               2900        0        0
SOC GENERALE                   COM              833639990       75     1500 SH       DEFINED 01               1500        0        0
SOLA INTL                      COM              834092108     1090    71887 SH       DEFINED 01              71887        0        0
SOLECTRON                      COM              834182107    37637  3230507 SH       DEFINED 01            3230507        0        0
SOLECTRON                      COM              834182107     3403   292082 SH       DEFINED 01 03               0   292082        0
SOLECTRON                      COM              834182107    18756  1609937 SH       DEFINED 01 05               0  1609937        0
SOLECTRON CORP                 COM              834182107     4695   403000 SH       DEFINED 01                  0   403000        0
SOLECTRON CORP                 COM              834182107    28062  2408489 SH       DEFINED 01 02               0  2408489        0
SOLUTIA INC                    COM              834376105       39     3205 SH       DEFINED 01               3205        0        0
SOLUTIA INC                    COM              834376105       77     6200 SH       DEFINED 01 02               0     6200        0
SOMERA COMMUNICATION           COM              834458101      822   191200 SH       DEFINED 01             191200        0        0
SOMERA COMMUNICATION           COM              834458101        2      500 SH       DEFINED 01 02               0      500        0
SOMERA COMMUNICATION           COM              834458101       69    16000 SH       DEFINED 01 05               0    16000        0
SONIC CORP                     COM              835451105     2442    80531 SH       DEFINED 01              80531        0        0
S3 INCORPORATED                COM              83546Q109      270   247619 SH       DEFINED 01             247619        0        0
SONICWALL INC                  COM              835470105      928    78073 SH       DEFINED 01              78073        0        0
SONICWALL INC                  COM              835470105        1      110 SH       DEFINED 01 02               0      110        0
SONOCO PRODUCTS                COM              835495102       66     2798 SH       DEFINED 01               2798        0        0
SONY CORP                      COM              835699109     5391   146300 SH       DEFINED 01             146300        0        0
SONY CORP                      COM              835699109     1514    41100 SH       DEFINED 01 03               0    41100        0
SONY ADR                       COM              835699307    36560  1101200 SH       DEFINED 01            1101200        0        0
SONY ADR                       COM              835699307     4910   147888 SH       DEFINED 01 05               0   147888        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100        0       32 SH       DEFINED 01                 32        0        0
SOTHEBYS HLD CL-A              COM              835898107       26     2098 SH       DEFINED 01               2098        0        0
SONUS NETWORKS                 COM              835916107     7118  2372619 SH       DEFINED 01            2372619        0        0
SONUS NETWORKS INC             COM              835916107      166    55250 SH       DEFINED 01 02               0    55250        0
SOUTH FINANCIAL GROUP          COM              837841105     2047   129229 SH       DEFINED 01             129229        0        0
SOUTH AFRICAN BREWERIES PLC    COM              839900958     4357   708384 SH       DEFINED 01             708384        0        0
SOUTH AFRICAN BREWERIES PLC    COM              839900958      102    16646 SH       DEFINED 01 05               0    16646        0
SO CA EDISON $100              PRF              842400780     1358    25000 SH       DEFINED 01                  0    25000        0
SOUTHERN CO                    COM              842587107    14673   611866 SH       DEFINED 01             611866        0        0
SOUTHERN CO                    COM              842587107     3901   162663 SH       DEFINED 01 03               0   162663        0
SOUTHERN CO                    COM              842587107       91     3793 SH       DEFINED 01 05               0     3793        0
SOUTHERN UNION CO              COM              844030106     3406   162731 SH       DEFINED 01             162731        0        0
SOUTHTRUST CORP                COM              844730101     1981    77790 SH       DEFINED 01              77790        0        0
SOUTHTRUST CORP                COM              844730101     2056    80734 SH       DEFINED 01 03               0    80734        0
SOUTHTRUST CORP                COM              844730101       48     1881 SH       DEFINED 01 05               0     1881        0
SOUTHWEST AIRLINES             COM              844741108   412049 27766105 SH       DEFINED 01           27766105        0        0
SOUTHWEST AIRLINES             COM              844741108      205    13811 SH       DEFINED 01 02               0    13811        0
SOUTHWEST AIRLINES             COM              844741108     3790   255357 SH       DEFINED 01 03               0   255357        0
SOUTHWEST AIRLINES             COM              844741108    83882  5652443 SH       DEFINED 01 05               0  5652443        0
SW BANCORP OF TX               COM              84476R109     5693   191363 SH       DEFINED 01             191363        0        0
SW BANCORP OF TX               COM              84476R109        5      180 SH       DEFINED 01 02               0      180        0
SW BANCORP OF TX               COM              84476R109      146     4900 SH       DEFINED 01 05               0     4900        0
SOUTHWEST GAS CORP             COM              844895102     2054    96889 SH       DEFINED 01              96889        0        0
SOUTHWEST SECURITIES           COM              845224104     2037   118593 SH       DEFINED 01             118593        0        0
SOUTHWEST SECURITIES           COM              845224104       69     4000 SH       DEFINED 01 05               0     4000        0
SOUTHWESTERN ENERGY            COM              845467109      906    76421 SH       DEFINED 01              76421        0        0
SOVEREIGN BANCORP IN           COM              845905108       71     7414 SH       DEFINED 01               7414        0        0
SPACELABS                      COM              846247104      359    29447 SH       DEFINED 01              29447        0        0
SPANISH BRDCAST CL A           COM              846425882        1      200 SH       DEFINED 01 02               0      200        0
SPARTAN STORES INC             COM              846822104     1510   123700 SH       DEFINED 01             123700        0        0
SPARTAN STORES INC             COM              846822104        5      370 SH       DEFINED 01 02               0      370        0
SPARTAN STORES INC             COM              846822104      115     9400 SH       DEFINED 01 05               0     9400        0
SPARTECH CORP                  COM              847220209        1       71 SH       DEFINED 01                 71        0        0
SPECIALTY LAB                  COM              84749R100      170     6200 SH       DEFINED 01               6200        0        0
SPECIALTY LAB                  COM              84749R100    15045   547050 SH       DEFINED 01 02               0   547050        0
SPECIALTY LAB                  COM              84749R100      289    10500 SH       DEFINED 01 03               0    10500        0
SPECTRA-PHYSICS INC            COM              847568102        1       56 SH       DEFINED 01                 56        0        0
SPECTRASITE HOLDINGS           COM              84760T100        2      646 SH       DEFINED 01                646        0        0
SPEECHWORKS INTL INC           COM              84764M101        2      311 SH       DEFINED 01                311        0        0
SPEEDFAM - IPEC INC            COM              847705100      101    91367 SH       DEFINED 01              91367        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        6      318 SH       DEFINED 01                318        0        0
SPERION CORPORATION            COM              848420105     2334   324167 SH       DEFINED 01             324167        0        0
SPERION CORPORATION            COM              848420105       80    11100 SH       DEFINED 01 05               0    11100        0
SPIEGEL INC  -CL A             COM              848457107        6      833 SH       DEFINED 01                833        0        0
SPINNAKER EXPLORATION          COM              84855W109        5      130 SH       DEFINED 01                130        0        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPRINT (FON GROUP)             COM              852061100   159074  6625282 SH       DEFINED 01            6625282        0        0
SPRINT (FON GROUP)             COM              852061100     9447   393507 SH       DEFINED 01 03               0   393507        0
SPRINT (FON GROUP)             COM              852061100    34272  1427377 SH       DEFINED 01 05               0  1427377        0
SPRINT CORP FON GRP            COM              852061100    56007  2332329 SH       DEFINED 01 02               0  2332329        0
SPRINT (PCS GROUP)             COM              852061506   108612  4131331 SH       DEFINED 01            4131331        0        0
SPRINT (PCS GROUP)             COM              852061506     5850   222502 SH       DEFINED 01 03               0   222502        0
SPRINT (PCS GROUP)             COM              852061506    12330   468988 SH       DEFINED 01 05               0   468988        0
SPRINT CORP                    CONV PRF         852061605       54     2000 SH       DEFINED 01 02               0     2000        0
SPRINT CORP                    PRF              852061605    89512  3290900 SH       DEFINED 01            3290900        0        0
SPRINT CORP                    PRF              852061605    14603   536900 SH       DEFINED 01 05               0   536900        0
STAMPS.COM                     COM              852857101        0      196 SH       DEFINED 01                196        0        0
STANCORP FINL GROUP            COM              852891100     6331   130793 SH       DEFINED 01             130793        0        0
STANCORP FINL GROUP            COM              852891100        9      190 SH       DEFINED 01 02               0      190        0
STANCORP FINL GROUP            COM              852891100      300     6200 SH       DEFINED 01 05               0     6200        0
STANDARD COMMERCIAL            COM              853258101     2847   173050 SH       DEFINED 01             173050        0        0
STANDARD COMMERCIAL            COM              853258101        4      260 SH       DEFINED 01 02               0      260        0
STANDARD COMMERCIAL            COM              853258101      154     9350 SH       DEFINED 01 05               0     9350        0
STANDARD MICROSYSTEM           COM              853626109      459    48926 SH       DEFINED 01              48926        0        0
STANDARD MOTOR PRO             COM              853666105      442    37753 SH       DEFINED 01              37753        0        0
STANDARD PAC CORP              COM              85375C101     1787    91595 SH       DEFINED 01              91595        0        0
STANDARD REGISTER              COM              853887107     1214    83712 SH       DEFINED 01              83712        0        0
STANDEX INTL                   COM              854231107      690    36609 SH       DEFINED 01              36609        0        0
STANDEX INTL                   COM              854231107    22158  1175478 SH       DEFINED 01 03               0  1175478        0
STANFORD MICRODEVICE           COM              854399102        0      101 SH       DEFINED 01                101        0        0
STANLEY WORKS                  COM              854616109       52     1414 SH       DEFINED 01               1414        0        0
STANLEY WORKS                  COM              854616109      741    20277 SH       DEFINED 01 03               0    20277        0
STANLEY WORKS                  COM              854616109       17      472 SH       DEFINED 01 05               0      472        0
STAPLES INC                    COM              855030102     1231    92463 SH       DEFINED 01              92463        0        0
STAPLES INC                    COM              855030102     1443   108358 SH       DEFINED 01 03               0   108358        0
STAPLES INC                    COM              855030102       34     2525 SH       DEFINED 01 05               0     2525        0
STARBUCKS                      COM              855244109    30361  2045906 SH       DEFINED 01            2045906        0        0
STARBUCKS                      COM              855244109      936    63110 SH       DEFINED 01 02               0    63110        0
STARBUCKS                      COM              855244109     3018   203368 SH       DEFINED 01 03               0   203368        0
STARBUCKS                      COM              855244109    24760  1668475 SH       DEFINED 01 05               0  1668475        0
STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107      745    42579 SH       DEFINED 01              42579        0        0
STARWOOD HOTELS & RE           COM              85590A203     4455   202430 SH       DEFINED 01 02               0   202430        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    15745   715678 SH       DEFINED 01             715678        0        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203     1945    88402 SH       DEFINED 01 03               0    88402        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    13462   611900 SH       DEFINED 01 05               0   611900        0
STATE STREET                   COM              857477103   374697  8235111 SH       DEFINED 01            8235111        0        0
STATE STREET                   COM              857477103     3516    77266 SH       DEFINED 01 03               0    77266        0
STATE STREET                   COM              857477103    81059  1781502 SH       DEFINED 01 05               0  1781502        0
STATE STREET CORP              COM              857477103    20776   456556 SH       DEFINED 01 02               0   456556        0
STATEN BANCORP IN              COM              857550107     3774   153051 SH       DEFINED 01             153051        0        0
STATEN BANCORP IN              COM              857550107        4      155 SH       DEFINED 01 02               0      155        0
STATEN BANCORP IN              COM              857550107       94     3800 SH       DEFINED 01 05               0     3800        0
STATION CASINO                 COM              857689103        4      508 SH       DEFINED 01                508        0        0
STATOIL ASA                    COM              857720999    12639  1900000 SH       DEFINED 01            1900000        0        0
THE STEAK N SHAKE COMPANY      COM              857873103      863    87158 SH       DEFINED 01              87158        0        0
STEAKHOUSE PARTNERS, INC       COM              857875108       10    17000 SH       DEFINED 01              17000        0        0
STEEL DYNAMICS                 COM              858119100     1369   138432 SH       DEFINED 01             138432        0        0
STEEL TECHNOLOGIES             COM              858147101      241    31018 SH       DEFINED 01              31018        0        0
STEIN MART INC                 COM              858375108     2212   269694 SH       DEFINED 01             269694        0        0
STEIN MART INC                 COM              858375108       97    11800 SH       DEFINED 01 05               0    11800        0
STELLENT INC                   COM              85856W105     1718   119306 SH       DEFINED 01             119306        0        0
STELLENT INC                   COM              85856W105        2      125 SH       DEFINED 01 02               0      125        0
STELLENT INC                   COM              85856W105       65     4544 SH       DEFINED 01 05               0     4544        0
STERLING BANCSHARES            COM              858907108        6      450 SH       DEFINED 01 02               0      450        0
STERLING BANCSHARES INC        COM              858907108     4493   339781 SH       DEFINED 01             339781        0        0
STERLING BANCSHARES INC        COM              858907108      143    10800 SH       DEFINED 01 05               0    10800        0
STERICYCLE INC                 COM              858912108     2063    49500 SH       DEFINED 01              49500        0        0
STERICYCLE INC                 COM              858912108        3       80 SH       DEFINED 01 02               0       80        0
STERICYCLE INC                 COM              858912108       83     2000 SH       DEFINED 01 05               0     2000        0
STERIS CORP                    COM              859152100     3187   162062 SH       DEFINED 01             162062        0        0
STERIS CORP                    COM              859152100        4      220 SH       DEFINED 01 02               0      220        0
STERIS CORP                    COM              859152100       94     4800 SH       DEFINED 01 05               0     4800        0
STERLING BANCORP               COM              859158107     1826    65300 SH       DEFINED 01              65300        0        0
STERLING BANCORP               COM              859158107        5      170 SH       DEFINED 01 02               0      170        0
STERLING BANCORP               COM              859158107      137     4900 SH       DEFINED 01 05               0     4900        0
STEWART & STEVENSON            COM              860342104     3380   140352 SH       DEFINED 01             140352        0        0
STEWART & STEVENSON            COM              860342104        5      220 SH       DEFINED 01 02               0      220        0
STEWART & STEVENSON            COM              860342104      170     7050 SH       DEFINED 01 05               0     7050        0
STEWART ENTERPRISES            COM              860370105     2407   415098 SH       DEFINED 01             415098        0        0
STEWART ENTERPRISES            COM              860370105        6     1030 SH       DEFINED 01 02               0     1030        0
STEWART ENTERPRISES            COM              860370105      125    21600 SH       DEFINED 01 05               0    21600        0
STEWART INFO SVCS              COM              860372101     1128    58900 SH       DEFINED 01              58900        0        0
STEWART INFO SVCS              COM              860372101       96     5000 SH       DEFINED 01 05               0     5000        0
STILLWATER MINING CO           COM              86074Q102     4769   237009 SH       DEFINED 01             237009        0        0
STILLWATER MINING CO           COM              86074Q102        3      130 SH       DEFINED 01 02               0      130        0
STILLWATER MINING CO           COM              86074Q102      105     5200 SH       DEFINED 01 05               0     5200        0
STILWELL FINANCIAL             COM              860831106     1151    59000 SH       DEFINED 01 02               0    59000        0
STILWELL FINANCIAL INC         COM              860831106    43370  2224151 SH       DEFINED 01            2224151        0        0
STILWELL FINANCIAL INC         COM              860831106     2307   118281 SH       DEFINED 01 03               0   118281        0
STILWELL FINANCIAL INC         COM              860831106      918    47085 SH       DEFINED 01 05               0    47085        0
STINNES ORD                    COM              861100998       71     4100 SH       DEFINED 01               4100        0        0
STONE ENERGY CORP              COM              861642106     9293   288597 SH       DEFINED 01             288597        0        0
STONE ENERGY CORP              COM              861642106       47     1450 SH       DEFINED 01 02               0     1450        0
STONE ENERGY CORP              COM              861642106    11380   353400 SH       DEFINED 01 05               0   353400        0
STORAGE USA                    COM              861907103        3       72 SH       DEFINED 01                 72        0        0
STORAGE TECHNOLOGY             COM              862111200      290    23128 SH       DEFINED 01              23128        0        0
STORAGE TECHNOLOGY             COM              862111200        5      400 SH       DEFINED 01 02               0      400        0
STORAGENETWORKS INC            COM              86211E103        0       55 SH       DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103      671   194450 SH       DEFINED 01             194450        0        0
STRIDE RITE CORP               COM              863314100      790   126474 SH       DEFINED 01             126474        0        0
STRYKER                        COM              863667101    49792   941245 SH       DEFINED 01             941245        0        0
STRYKER                        COM              863667101     2463    46566 SH       DEFINED 01 03               0    46566        0
STRYKER                        COM              863667101    34119   644986 SH       DEFINED 01 05               0   644986        0
STRYKER CORP                   COM              863667101      204     3850 SH       DEFINED 01 02               0     3850        0
STUDENT ADVANTAGE IN           COM              86386Q105        0      158 SH       DEFINED 01                158        0        0
STORA ENSO OYJ                 COM              863901997     6597   591369 SH       DEFINED 01             591369        0        0
STORA ENSO OYJ                 COM              863901997     9126   817980 SH       DEFINED 01 05               0   817980        0
STUDENT LOAN CORP              COM              863902102        4       50 SH       DEFINED 01                 50        0        0
STURM RUGER & CO INC           COM              864159108      847    81639 SH       DEFINED 01              81639        0        0
SUEZ LYONNAISE       FR;LY/EUR COM              864700992    16827   506239 SH       DEFINED 01             506239        0        0
SUEZ LYONNAISE       FR;LY/EUR COM              864700992     4320   129952 SH       DEFINED 01 03               0   129952        0
SUEZ LYONNAISE       FR;LY/EUR COM              864700992    24425   734812 SH       DEFINED 01 05               0   734812        0
SUIZA FOODS CORP               COM              865077101     4431    70179 SH       DEFINED 01              70179        0        0
SUIZA FOODS CORP               COM              865077101        8      130 SH       DEFINED 01 02               0      130        0
SUIZA FOODS CORP               COM              865077101      164     2600 SH       DEFINED 01 05               0     2600        0
SUMITOMO CHEMICAL CO LTD       COM              865601504    16185  4505000 SH       DEFINED 01            4505000        0        0
SUMITOMO CHEMICAL CO LTD       COM              865601504     2275   633000 SH       DEFINED 01 03               0   633000        0
SUMITOMO CHEMICAL CO LTD       COM              865601504    15564  4332000 SH       DEFINED 01 05               0  4332000        0
SUMITOMO TRUST & BANKING       COM              865603997     2070   418000 SH       DEFINED 01 03               0   418000        0
SUMITOMO MITSUI                COM              865622997       16     2226 SH       DEFINED 01               2226        0        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       84     4200 SH       DEFINED 01               4200        0        0
TEXAS INSTRUMENTS INC          COM              866810104     4218   133900 SH       DEFINED 11 12               0   133900        0
SUN MICROSYSTEMS INC           COM              866810104     2183   264000 SH       DEFINED 01                  0   264000        0
SUN MICROSYSTEMS INC           COM              866810104     9752  1179108 SH       DEFINED 01            1179108        0        0
SUN MICROSYSTEMS INC           COM              866810104     2351   284250 SH       DEFINED 01 02               0   284250        0
SUN MICROSYSTEMS INC           COM              866810104     6396   773390 SH       DEFINED 01 03               0   773390        0
SUN MICROSYSTEMS INC           COM              866810104    15242  1843030 SH       DEFINED 01 05               0  1843030        0
SUNCOR ENERGY INC              COM              867229999     3851   138274 SH       DEFINED 01 03               0   138274        0
SUNGARD DATA                   COM              867363103     2366   101262 SH       DEFINED 01 02               0   101262        0
SUNGARD DATA SYSTEMS           COM              867363103    55740  2385116 SH       DEFINED 01            2385116        0        0
SUNGARD DATA SYSTEMS           COM              867363103     4756   203500 SH       DEFINED 01 03               0   203500        0
SUNGARD DATA SYSTEMS           COM              867363103    21223   908100 SH       DEFINED 01 05               0   908100        0
SUNOCO INC                     COM              86764P109       50     1395 SH       DEFINED 01               1395        0        0
SUNOCO INC                     COM              86764P109      710    19932 SH       DEFINED 01 03               0    19932        0
SUNOCO INC                     COM              86764P109       17      464 SH       DEFINED 01 05               0      464        0
SUNRISE TELECOM INC            COM              86769Y105        1      137 SH       DEFINED 01                137        0        0
SUNTRUST BANKS INC             COM              867914103     1462    21943 SH       DEFINED 01              21943        0        0
SUNTRUST BANKS INC             COM              867914103     4618    69335 SH       DEFINED 01 03               0    69335        0
SUNTRUST BANKS INC             COM              867914103      108     1617 SH       DEFINED 01 05               0     1617        0
SUPERGEN INC                   COM              868059106        1       82 SH       DEFINED 01                 82        0        0
SUPERIOR ENERGY SERVICES       COM              868157108      177    30000 SH       DEFINED 01              30000        0        0
SUPERIOR IND INTL              COM              868168105       28      852 SH       DEFINED 01                852        0        0
SUPERTEX INC                   COM              868532102      574    37638 SH       DEFINED 01              37638        0        0
SUPERVALU INC                  COM              868536103     3662   181000 SH       DEFINED 01                  0   181000        0
SUPERVALU INC                  COM              868536103    41922  2072286 SH       DEFINED 01            2072286        0        0
SUPERVALU INC                  COM              868536103      636    31443 SH       DEFINED 01 03               0    31443        0
SUPERVALU INC                  COM              868536103     2434   120317 SH       DEFINED 01 05               0   120317        0
SUPPORT.COM INC                COM              868587106      329   137176 SH       DEFINED 01             137176        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     2264   209662 SH       DEFINED 01             209662        0        0
SURGUTNEFTEGAZ ADR             COM              868861204       54     5041 SH       DEFINED 01 05               0     5041        0
SURMODICS INC                  COM              868873100     2028    50775 SH       DEFINED 01              50775        0        0
SUSQUEHANNA BANC               COM              869099101     2651   119126 SH       DEFINED 01             119126        0        0
SWIFT ENERGY CO                COM              870738101     3714   180084 SH       DEFINED 01             180084        0        0
SWIFT ENERGY CO                COM              870738101        3      150 SH       DEFINED 01 02               0      150        0
SWIFT ENERGY CO                COM              870738101       91     4400 SH       DEFINED 01 05               0     4400        0
SWIFT TRANSPORTATION           COM              870756103      319    18000 SH       DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103       47     2704 SH       DEFINED 01               2704        0        0
SWIFT TRANSPORTATION           COM              870756103    15703   887074 SH       DEFINED 01 02               0   887074        0
SWIFT TRANSPORTATION           COM              870756103      298    16850 SH       DEFINED 01 03               0    16850        0
SWISS REINSURANCE              COM              870855996      114     1156 SH       DEFINED 01               1156        0        0
SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE SOFTWARE                COM              871130100      556    59745 SH       DEFINED 01              59745        0        0
SYBRON DENTAL                  COM              871142105     2137   114906 SH       DEFINED 01             114906        0        0
SYCAMORE NETWORKS              COM              871206108        2      575 SH       DEFINED 01                575        0        0
SYKES ENTERPRISES              COM              871237103        7     1308 SH       DEFINED 01               1308        0        0
SYLVAN LEARNING SYS            COM              871399101      140     6130 SH       DEFINED 01               6130        0        0
TAIWAN SEMICONDUCTOR TW;2330   COM              871456992     3427  2532357 SH       DEFINED 01            2532357        0        0
SYMANTEC CORP                  COM              871503108     9495   273851 SH       DEFINED 01             273851        0        0
SYMANTEC CORP                  COM              871503108       68     1950 SH       DEFINED 01 02               0     1950        0
SYMANTEC CORP                  COM              871503108    11656   336200 SH       DEFINED 01 05               0   336200        0
SYMBOL TECHNOLOGIES            COM              871508107    42379  4039849 SH       DEFINED 01            4039849        0        0
SYMBOL TECHNOLOGIES            COM              871508107      564    53809 SH       DEFINED 01 03               0    53809        0
SYMBOL TECHNOLOGIES            COM              871508107     1429   136229 SH       DEFINED 01 05               0   136229        0
SYMMETRICOM INC                COM              871543104      391    71965 SH       DEFINED 01              71965        0        0
SYMYX TECHNOLOGIES             COM              87155S108     1919   130088 SH       DEFINED 01             130088        0        0
SYNCOR INTL CORP               COM              87157J106     2361    74183 SH       DEFINED 01              74183        0        0
SYNOPSYS INC                   COM              871607107    15310   381737 SH       DEFINED 01             381737        0        0
SYNOPSYS INC                   COM              871607107      123     3066 SH       DEFINED 01 02               0     3066        0
SYNOPSYS INC                   COM              871607107    17857   445200 SH       DEFINED 01 05               0   445200        0
SYNPLICITY                     COM              87160Y108       11     1900 SH       DEFINED 01               1900        0        0
SYNOVUS                        COM              87161C105     1669    60434 SH       DEFINED 01              60434        0        0
SYNOVUS                        COM              87161C105     1901    68880 SH       DEFINED 01 03               0    68880        0
SYNOVUS                        COM              87161C105       44     1605 SH       DEFINED 01 05               0     1605        0
SYNTEL INC                     COM              87162H103      330    40200 SH       DEFINED 01              40200        0        0
SYNTEL INC                     COM              87162H103       20     2400 SH       DEFINED 01 05               0     2400        0
SYNTHES-STRATEC INC            COM              871655999       72      110 SH       DEFINED 01                110        0        0
SYSCO CORPORATION              COM              871829107      296    11584 SH       DEFINED 01              11584        0        0
SYSCO CORPORATION              COM              871829107      117     4600 SH       DEFINED 01 02               0     4600        0
SYSCO CORPORATION              COM              871829107     4079   159719 SH       DEFINED 01 03               0   159719        0
SYSCO CORPORATION              COM              871829107       95     3724 SH       DEFINED 01 05               0     3724        0
SYSTEMS &COMP TECH             COM              871873105      897    99696 SH       DEFINED 01              99696        0        0
TBC CORP                       COM              872180104      629    63661 SH       DEFINED 01              63661        0        0
TCF FINL CORP MPLS             COM              872275102      967    21000 SH       DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102    28841   626140 SH       DEFINED 01             626140        0        0
TCF FINL CORP MPLS             COM              872275102      276     6000 SH       DEFINED 01 02               0     6000        0
TCF FINL CORP MPLS             COM              872275102    38838   843200 SH       DEFINED 01 05               0   843200        0
TECO ENERGY                    COM              872375100    70566  2603929 SH       DEFINED 01            2603929        0        0
TEPPCO PARTNERS LP             COM              872384102        3       87 SH       DEFINED 01                 87        0        0
T & HQ INC                     COM              872443403     4405   102084 SH       DEFINED 01             102084        0        0
T & HQ INC                     COM              872443403      229     5300 SH       DEFINED 01 03               0     5300        0
T & HQ INC                     COM              872443403       86     2000 SH       DEFINED 01 05               0     2000        0
THQ INC                        COM              872443403    12353   286240 SH       DEFINED 01 02               0   286240        0
TJX CO                         COM              872540109    19112   580908 SH       DEFINED 01             580908        0        0
TJX CO                         COM              872540109     2190    66576 SH       DEFINED 01 03               0    66576        0
TJX CO                         COM              872540109    26022   790953 SH       DEFINED 01 05               0   790953        0
TJX COS                        COM              872540109      494    15000 SH       DEFINED 01                  0    15000        0
TJX COS                        COM              872540109      161     4900 SH       DEFINED 01 02               0     4900        0
TPG NV                         COM              872600994       48     2533 SH       DEFINED 01               2533        0        0
TPG NV                         COM              872600994     3690   193036 SH       DEFINED 01 03               0   193036        0
TRW                            COM              872649108     1670    56000 SH       DEFINED 01                  0    56000        0
TRW INC                        COM              872649108       64     2139 SH       DEFINED 01               2139        0        0
TRW INC                        COM              872649108      885    29670 SH       DEFINED 01 03               0    29670        0
TRW INC                        COM              872649108       21      691 SH       DEFINED 01 05               0      691        0
TMP WORLDWIDE INC              COM              872941109      130     4569 SH       DEFINED 01               4569        0        0
TMP WORLDWIDE INC              COM              872941109      718    25280 SH       DEFINED 01 03               0    25280        0
TMP WORLDWIDE INC              COM              872941109       17      589 SH       DEFINED 01 05               0      589        0
TTM TECHNOLOGIES               COM              87305R109      391    63200 SH       DEFINED 01              63200        0        0
TTM TECHNOLOGIES               COM              87305R109       27     4400 SH       DEFINED 01 05               0     4400        0
TXU CORPORATION                COM              873168108    34064   735397 SH       DEFINED 01             735397        0        0
TXU CORPORATION                COM              873168108     2825    60993 SH       DEFINED 01 03               0    60993        0
TXU CORPORATION                COM              873168108       66     1423 SH       DEFINED 01 05               0     1423        0
TXU ELECTRIC CO                PRF              87316T607     5579    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5159    50000 SH       DEFINED 01 04               0    50000        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100       72     7549 SH       DEFINED 01 05               0     7549        0
TAKE-TWO INTERACTIVE SOFTWRE   COM              874054109      731   103385 SH       DEFINED 01             103385        0        0
TAKEDA CHEMICAL ORD            COM              874058100     5615   121599 SH       DEFINED 01             121599        0        0
TAKEDA CHEMICAL ORD            COM              874058100     7803   169000 SH       DEFINED 01 05               0   169000        0
TAKEFUJI CORP                  COM              874110992       95     1200 SH       DEFINED 01               1200        0        0
TALBOTS                        COM              874161102      497    22116 SH       DEFINED 01              22116        0        0
TALK AMERICA HOLDINGS INC      COM              87426R103        0      150 SH       DEFINED 01                150        0        0
TALX CORP                      COM              874918105      386    18140 SH       DEFINED 01              18140        0        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        2      122 SH       DEFINED 01                122        0        0
TANOX INC                      COM              87588Q109        1      100 SH       DEFINED 01 02               0      100        0
TARGET                         COM              87612E106   386190 12159628 SH       DEFINED 01           12159628        0        0
TARGET                         COM              87612E106     7055   222097 SH       DEFINED 01 03               0   222097        0
TARGET                         COM              87612E106    85640  2696478 SH       DEFINED 01 05               0  2696478        0
TARGET CORPORATION             COM              87612E106     7114   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106    43607  1373004 SH       DEFINED 01 02               0  1373004        0
TAUBMAN CENTERS INC            COM              876664103        2      182 SH       DEFINED 01                182        0        0
TECH DATA CORP                 COM              878237106     1198    31619 SH       DEFINED 01              31619        0        0
TECHNE                         COM              878377100    21612   734359 SH       DEFINED 01             734359        0        0
TECHNE                         COM              878377100     1898    64500 SH       DEFINED 01 03               0    64500        0
TECHNE                         COM              878377100      246     8362 SH       DEFINED 01 05               0     8362        0
TECHNE CORP                    COM              878377100      887    30120 SH       DEFINED 01 02               0    30120        0
TECHNIP                        COM              878554997       76      600 SH       DEFINED 01                600        0        0
TECHNITROL INC                 COM              878555101     4397   197186 SH       DEFINED 01             197186        0        0
TECHNITROL INC                 COM              878555101        2      105 SH       DEFINED 01 02               0      105        0
TECHNITROL INC                 COM              878555101      104     4690 SH       DEFINED 01 05               0     4690        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECK CORP-CL B                 COM              878742204     1361   200000 SH       DEFINED 01             200000        0        0
TECUMSEH PRODUCT CLA           COM              878895200       25      540 SH       DEFINED 01                540        0        0
TELEFONICA SA                  COM              878950997    29585  2675879 SH       DEFINED 01            2675879        0        0
TELEFONICA SA                  COM              878950997    11114  1005247 SH       DEFINED 01 05               0  1005247        0
TELECOM ITALIA SPA DI RISP     COM              878960996        8     2000 SH       DEFINED 01               2000        0        0
TELECOM ITALIA (NEW) IT;TI/EUR COM              878985993       48     6400 SH       DEFINED 01               6400        0        0
TEIJIN                         COM              879000990     1997   463000 SH       DEFINED 01 03               0   463000        0
TEKELEC              TKLC      COM              879101103      248    18832 SH       DEFINED 01              18832        0        0
TEKTRONIX                      COM              879131100     1201    68647 SH       DEFINED 01              68647        0        0
TEKTRONIX                      COM              879131100      389    22269 SH       DEFINED 01 03               0    22269        0
TEKTRONIX                      COM              879131100       93     5319 SH       DEFINED 01 05               0     5319        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECOM ITALIA MOBILE SPA      COM              879277994       26     5400 SH       DEFINED 01               5400        0        0
TELECOM ITALIA MOBILE SPA      COM              879277994     3069   632343 SH       DEFINED 01 03               0   632343        0
TELECORP PCS INC-CL A          COM              879300101        6      520 SH       DEFINED 01                520        0        0
TELEDYNE TECH                  COM              879360105     1534    96130 SH       DEFINED 01              96130        0        0
TELEFLEX INC                   COM              879369106     1504    40240 SH       DEFINED 01              40240        0        0
TELEFLEX INC                   COM              879369106        2       50 SH       DEFINED 01 02               0       50        0
TELEFLEX INC                   COM              879369106       71     1900 SH       DEFINED 01 05               0     1900        0
TELEFONICA SA - SPON ADR       COM              879382208    35420  1043294 SH       DEFINED 01            1043294        0        0
TELEFONOS DE MEXICO ADR        COM              879403780     9424   291848 SH       DEFINED 01             291848        0        0
TELEFONOS DE MEXICO ADR        COM              879403780      227     7033 SH       DEFINED 01 05               0     7033        0
TELEKOMUNICKACJA POLSKA SA     COM              879425957     3332  1203722 SH       DEFINED 01            1203722        0        0
TELEKOMUNICKACJA POLSKA SA     COM              879425957       80    28889 SH       DEFINED 01 05               0    28889        0
TELEPHONE & DATA               COM              879433100     3149    33392 SH       DEFINED 01              33392        0        0
TELIGENT INC CL A              COM              87959Y103        0       21 SH       DEFINED 01                 21        0        0
TELLABS                        COM              879664100     1400   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100    14971  1515315 SH       DEFINED 01            1515315        0        0
TELLABS                        COM              879664100     5517   558506 SH       DEFINED 01 02               0   558506        0
TELLABS                        COM              879664100     1889   191186 SH       DEFINED 01 03               0   191186        0
TELLABS                        COM              879664100    10082  1020515 SH       DEFINED 01 05               0  1020515        0
TELLIUM INC                    COM              87967E107      212    42851 SH       DEFINED 01              42851        0        0
TEMPLE INLAND                  COM              879868107       39      823 SH       DEFINED 01                823        0        0
TEMPLE INLAND                  COM              879868107      556    11701 SH       DEFINED 01 03               0    11701        0
TEMPLE INLAND                  COM              879868107       13      272 SH       DEFINED 01 05               0      272        0
TELETECH HLDGS INC             COM              879939106        1      152 SH       DEFINED 01                152        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    28149  2132500 SH       DEFINED 01 03               0  2132500        0
TENFOLD CORPORATION            COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100     5648    94691 SH       DEFINED 01              94691        0        0
TENET HEALTHCARE               COM              88033G100     4593    77005 SH       DEFINED 01 03               0    77005        0
TENET HEALTHCARE               COM              88033G100      107     1795 SH       DEFINED 01 05               0     1795        0
TENET HEALTHCARE COR           COM              88033G100    17016   285285 SH       DEFINED 01 02               0   285285        0
TENNECO AUTOMOTIVE INC         COM              880349105      239   114090 SH       DEFINED 01             114090        0        0
TERADYNE INC                   COM              880770102      507    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102    19887  1019871 SH       DEFINED 01            1019871        0        0
TERADYNE INC                   COM              880770102     8834   453060 SH       DEFINED 01 02               0   453060        0
TERADYNE INC                   COM              880770102     1981   101595 SH       DEFINED 01 03               0   101595        0
TERADYNE INC                   COM              880770102    16266   834164 SH       DEFINED 01 05               0   834164        0
TERAYON COMM. SYSTEM           COM              880775101        1       98 SH       DEFINED 01                 98        0        0
TEREX CORP NEW                 COM              880779103     3015   169267 SH       DEFINED 01             169267        0        0
TEREX CORP NEW                 COM              880779103        4      250 SH       DEFINED 01 02               0      250        0
TEREX CORP NEW                 COM              880779103      159     8900 SH       DEFINED 01 05               0     8900        0
TESCO PLC                      COM              881575104    16363  4349111 SH       DEFINED 01            4349111        0        0
TESCO PLC                      COM              881575104    24817  6596011 SH       DEFINED 01 05               0  6596011        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209     2251    37238 SH       DEFINED 01              37238        0        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209       55      907 SH       DEFINED 01 05               0      907        0
TETRA TECHNOLOGIES             COM              88162F105      736    42271 SH       DEFINED 01              42271        0        0
TETRA TECH INC                 COM              88162G103     3213   145385 SH       DEFINED 01             145385        0        0
TEXACO                         COM              881694103     4251    65400 SH       DEFINED 01                  0    65400        0
TEXACO                         COM              881694103      620     9544 SH       DEFINED 01               9544        0        0
TEXACO                         COM              881694103     8504   130830 SH       DEFINED 01 03               0   130830        0
TEXACO                         COM              881694103    43098   663051 SH       DEFINED 01 05               0   663051        0
TEXAS INDUSTRIES               COM              882491103     2151    69610 SH       DEFINED 01              69610        0        0
TEXAS INSTRUMENTS INC          COM              882508104    18853   598500 SH       DEFINED 11 12 13            0   598500        0
TEXAS INSTRUMENTS              COM              882508104     2848   114000 SH       DEFINED 01                  0   114000        0
TEXAS INSTRUMENTS              COM              882508104   585697 23446670 SH       DEFINED 01           23446670        0        0
TEXAS INSTRUMENTS              COM              882508104    43426  1738754 SH       DEFINED 01 02               0  1738754        0
TEXAS INSTRUMENTS              COM              882508104    12718   509103 SH       DEFINED 01 03               0   509103        0
TEXAS INSTRUMENTS              COM              882508104   117117  4688360 SH       DEFINED 01 05               0  4688360        0
TEXTRON                        COM              883203101    33448   995210 SH       DEFINED 01             995210        0        0
TEXTRON                        COM              883203101     2406    71576 SH       DEFINED 01 03               0    71576        0
TEXTRON                        COM              883203101     1428    42502 SH       DEFINED 01 05               0    42502        0
TEXTRON INC                    COM              883203101      139     4125 SH       DEFINED 01 02               0     4125        0
THERAGENICS CORP               COM              883375107      830    89816 SH       DEFINED 01              89816        0        0
THERMA-WAVE INC                COM              88343A108     2247   218795 SH       DEFINED 01             218795        0        0
THERMA-WAVE INC                COM              88343A108        1      140 SH       DEFINED 01 02               0      140        0
THERMA-WAVE INC                COM              88343A108       66     6400 SH       DEFINED 01 05               0     6400        0
THERMO-ELECTRON                COM              883556102       57     3128 SH       DEFINED 01               3128        0        0
THERMO-ELECTRON                COM              883556102      777    43048 SH       DEFINED 01 03               0    43048        0
THERMO-ELECTRON                COM              883556102       18     1003 SH       DEFINED 01 05               0     1003        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102    16703   955547 SH       DEFINED 01             955547        0        0
THOMAS & BETTS                 COM              884315102        4      250 SH       DEFINED 01 02               0      250        0
THOMAS & BETTS                 COM              884315102      241    13811 SH       DEFINED 01 03               0    13811        0
THOMAS & BETTS                 COM              884315102      969    55442 SH       DEFINED 01 05               0    55442        0
THOMAS INDS INC                COM              884425109      991    45994 SH       DEFINED 01              45994        0        0
THOR INDS INC                  COM              885160101     1079    39548 SH       DEFINED 01              39548        0        0
THOR INDS INC                  COM              885160101        8      300 SH       DEFINED 01 05               0      300        0
THORATEC CORPORATION           COM              885175307      179    10799 SH       DEFINED 01              10799        0        0
EMI GROUP PLC                  COM              885250993     1618   464567 SH       DEFINED 01 03               0   464567        0
3 COM CORP                     COM              885535104       71    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104    10387  2769461 SH       DEFINED 01 02               0  2769461        0
3COM CORP                      COM              885535104      500   133276 SH       DEFINED 01             133276        0        0
3COM CORP                      COM              885535104       28     7500 SH       DEFINED 01 03               0     7500        0
THREE-FIVE SYS IN              COM              88554L108     3663   229821 SH       DEFINED 01             229821        0        0
THREE-FIVE SYS IN              COM              88554L108        3      170 SH       DEFINED 01 02               0      170        0
THREE-FIVE SYS IN              COM              88554L108      142     8900 SH       DEFINED 01 05               0     8900        0
TIBCO SOFTWARE INC             COM              88632Q103        3      410 SH       DEFINED 01                410        0        0
TicketMaster Online            COM              88633P203    11255   760487 SH       DEFINED 1              760487        0        0
TICKETMASTER CL B              COM              88633P203        4      354 SH       DEFINED 01                354        0        0
TIDEWATER                      COM              886423102    26737  1001764 SH       DEFINED 01            1001764        0        0
TIDEWATER                      COM              886423102     1751    65600 SH       DEFINED 01 03               0    65600        0
TIDEWATER                      COM              886423102     1048    39272 SH       DEFINED 01 05               0    39272        0
TIDEWATER INC                  COM              886423102    24930   934095 SH       DEFINED 01 02               0   934095        0
TIETOENATOR OYJ                COM              886539998       38     2000 SH       DEFINED 01               2000        0        0
TIFFANY                        COM              886547108       54     2498 SH       DEFINED 01               2498        0        0
TIFFANY                        COM              886547108      750    34661 SH       DEFINED 01 03               0    34661        0
TIFFANY                        COM              886547108       17      807 SH       DEFINED 01 05               0      807        0
TIFFANY & CO-NEW               COM              886547108      953    44000 SH       DEFINED 01                  0    44000        0
TIMBERLAND CO  -CL A           COM              887100105     3249   119873 SH       DEFINED 01             119873        0        0
TIME WARNER TELECOM            COM              887319101      113    15587 SH       DEFINED 01              15587        0        0
TIMKEN CO                      COM              887389104     2495   182119 SH       DEFINED 01             182119        0        0
TIMKEN CO.                     COM              887389104        3      220 SH       DEFINED 01 02               0      220        0
TIPPINGPOINT TECHNOLOGIES INC  COM              888011103        0       14 SH       DEFINED 01                 14        0        0
TITAN CORPORATION              COM              888266103       40     2063 SH       DEFINED 01               2063        0        0
TITAN INTL INC                 COM              88830M102      331    62574 SH       DEFINED 01              62574        0        0
TITAN PHARMACEUTICAL           COM              888314101        1      123 SH       DEFINED 01                123        0        0
TIVO INC                       COM              888706108        0       68 SH       DEFINED 01                 68        0        0
TOHOKU ELEC POWER              COM              889070991       92     5100 SH       DEFINED 01               5100        0        0
TOKIO MARINE & FIRE (8751)     COM              889090106       34     3656 SH       DEFINED 01               3656        0        0
TOKYO STYLE CO                 COM              889125993       19     2000 SH       DEFINED 01               2000        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     3287   110790 SH       DEFINED 01             110790        0        0
TOLLGRADE COMMUNICAT           COM              889542106        1       45 SH       DEFINED 01                 45        0        0
TOMKINS PLC ADR                COM              890030208    12054  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS PLC ADR                COM              890030208      697    80950 SH       DEFINED 01 05               0    80950        0
TOO INC                        COM              890333107      419    19960 SH       DEFINED 01              19960        0        0
TOOTSIE ROLL INDS              COM              890516107       61     1578 SH       DEFINED 01               1578        0        0
TOPPAN PRINTING CO             COM              890746993       38     4000 SH       DEFINED 01               4000        0        0
TOPPAN FORMS CO LTD            COM              890780992       37     1800 SH       DEFINED 01               1800        0        0
TOPPS INC                      COM              890786106     4597   478790 SH       DEFINED 01             478790        0        0
TOPPS INC                      COM              890786106        4      370 SH       DEFINED 01 02               0      370        0
TOPPS INC                      COM              890786106      208    21710 SH       DEFINED 01 05               0    21710        0
TORCHMARK CORP                 COM              891027104    24069   617162 SH       DEFINED 01             617162        0        0
TORCHMARK CORP                 COM              891027104     1162    29800 SH       DEFINED 01 03               0    29800        0
TORCHMARK CORP                 COM              891027104     1409    36151 SH       DEFINED 01 05               0    36151        0
TORO CO                        COM              891092108     1624    38588 SH       DEFINED 01              38588        0        0
TORO CO                        COM              891092108        6      140 SH       DEFINED 01 02               0      140        0
TOTALFINAELF SA                COM              891508996    39333   292814 SH       DEFINED 01             292814        0        0
TOTALFINAELF SA                COM              891508996    13603   101265 SH       DEFINED 01 03               0   101265        0
TOTALFINAELF SA                COM              891508996    37487   279067 SH       DEFINED 01 05               0   279067        0
TOTAL FINA ELF SA ADR          COM              89151E109      581     8600 SH       DEFINED 01               8600        0        0
TOWER AUTO                     COM              891707101     3850   537000 SH       DEFINED 01                  0   537000        0
TOWER AUTO                     COM              891707101     1068   148891 SH       DEFINED 01             148891        0        0
TOWER AUTO                     COM              891707101    13313  1856700 SH       DEFINED 01 05               0  1856700        0
TOWER AUTOMOTIVE CVT           CONV BND         891707AE1      788  1000000 PRN      DEFINED 01 02               0        0  1000000
TOTAL SYS SVCS INC             COM              891906109       11      427 SH       DEFINED 01                427        0        0
TOYOTA MOTOR CORP              COM              892331992    15056   586118 SH       DEFINED 01             586118        0        0
TOYOTA MOTOR CORP              COM              892331992     3417   133000 SH       DEFINED 01 03               0   133000        0
TOYOTA MOTOR CORP              COM              892331992    13280   517000 SH       DEFINED 01 05               0   517000        0
TOYS R US                      COM              892335100       58     3338 SH       DEFINED 01               3338        0        0
TOYS R US                      COM              892335100     1482    86000 SH       DEFINED 01 02               0    86000        0
TOYS R US                      COM              892335100      808    46920 SH       DEFINED 01 03               0    46920        0
TOYS R US                      COM              892335100       19     1093 SH       DEFINED 01 05               0     1093        0
TRAMMELL CROW CO               COM              89288R106      190    19000 SH       DEFINED 01              19000        0        0
TRAMMELL CROW CO               COM              89288R106       27     2700 SH       DEFINED 01 05               0     2700        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEM             COM              893416107        6     1053 SH       DEFINED 01               1053        0        0
TRANSATLANTIC HLDS             COM              893521104     1167    13820 SH       DEFINED 01              13820        0        0
TRANSKARYOTIC THERAP           COM              893735100      943    34744 SH       DEFINED 01              34744        0        0
TRANSMETA CORP                 COM              89376R109        1      726 SH       DEFINED 01                726        0        0
TRANSWITCH CORP                COM              894065101      233    76277 SH       DEFINED 01              76277        0        0
TREDEGAR                       COM              894650100     1967   115708 SH       DEFINED 01             115708        0        0
TRIAD HOSPITAL INC             COM              89579K109     2360    66653 SH       DEFINED 01              66653        0        0
TRIAD HOSPITAL INC             COM              89579K109       10      296 SH       DEFINED 01 02               0      296        0
TRIAD HOSPITAL INC             COM              89579K109       92     2600 SH       DEFINED 01 05               0     2600        0
TRIANGLE PHARMACEUTI           COM              89589H104        0      121 SH       DEFINED 01                121        0        0
TRIDENT MICO                   COM              895919108      229    50000 SH       DEFINED 01              50000        0        0
TRIAD GUARANTY INC             COM              895925105        9      250 SH       DEFINED 01 02               0      250        0
TRIAD MORTGAGE GROUP           COM              895925105     1863    53300 SH       DEFINED 01              53300        0        0
TRIAD MORTGAGE GROUP           COM              895925105      101     2900 SH       DEFINED 01 05               0     2900        0
TRIARC COS INC CL A            COM              895927101     1563    67685 SH       DEFINED 01              67685        0        0
TRICON GLOBAL                  COM              895953107     9386   239315 SH       DEFINED 01             239315        0        0
TRICON GLOBAL                  COM              895953107     1368    34879 SH       DEFINED 01 03               0    34879        0
TRICON GLOBAL                  COM              895953107     8229   209813 SH       DEFINED 01 05               0   209813        0
TRICON GLOBAL REST             COM              895953107     2624    66900 SH       DEFINED 01 02               0    66900        0
TRIBUNE CO                     COM              896047107     1210    38535 SH       DEFINED 01              38535        0        0
TRIBUNE CO                     COM              896047107     2225    70875 SH       DEFINED 01 03               0    70875        0
TRIBUNE CO                     COM              896047107       52     1653 SH       DEFINED 01 05               0     1653        0
TRIGON HEALTHCARE              COM              89618L100      923    14074 SH       DEFINED 01              14074        0        0
TRIMBLE NAVIGATION L           COM              896239100     1128    73964 SH       DEFINED 01              73964        0        0
TRIMERIS INC                   COM              896263100      140     3977 SH       DEFINED 01               3977        0        0
TRINITY INDUSTRIES             COM              896522109      239    11053 SH       DEFINED 01              11053        0        0
TRI QUINT                      COM              89674K103     3204   200368 SH       DEFINED 01             200368        0        0
TRI QUINT                      COM              89674K103        4      250 SH       DEFINED 01 02               0      250        0
TRI QUINT                      COM              89674K103      131     8200 SH       DEFINED 01 05               0     8200        0
TRITON PCS HLDS CL A           COM              89677M106       49     1300 SH       DEFINED 01 02               0     1300        0
TRITON PCS HLDS INC CL A       COM              89677M106     4782   125835 SH       DEFINED 01             125835        0        0
TRITON PCS HLDS INC CL A       COM              89677M106     5206   137000 SH       DEFINED 01 05               0   137000        0
TRIUMPH GROUP INC              COM              896818101     1119    48030 SH       DEFINED 01              48030        0        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     2588   188370 SH       DEFINED 01             188370        0        0
TRUSTMARK CORP                 COM              898402102        8      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     1769    74183 SH       DEFINED 01              74183        0        0
TUESDAY MORNING COR            COM              899035505      350    38088 SH       DEFINED 01              38088        0        0
TULARIK INC                    COM              899165104        6      322 SH       DEFINED 01                322        0        0
TUMBLEWEED COMMUNICA           COM              899690101        0       63 SH       DEFINED 01                 63        0        0
TUPPERWARE CORP                COM              899896104       25     1252 SH       DEFINED 01               1252        0        0
TUPPERWARE CORP                COM              899896104      274    13752 SH       DEFINED 01 03               0    13752        0
TUPPERWARE CORP                COM              899896104        6      320 SH       DEFINED 01 05               0      320        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      893    65500 SH       DEFINED 01              65500        0        0
TWEETER HOME ENTERTA           COM              901167106       41     3000 SH       DEFINED 01 05               0     3000        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   164656  3021200 SH       DEFINED 11 12 13            0  3021200        0
TYCO INTERNATIONAL             COM              902124106    16791   369030 SH       DEFINED 01                  0   369030        0
TYCO INTERNATIONAL             COM              902124106   120560  2649680 SH       DEFINED 01 02               0  2649680        0
TYCO INTL                      COM              902124106   583637 12827209 SH       DEFINED 01           12827209        0        0
TYCO INTL                      COM              902124106    26586   584281 SH       DEFINED 01 03               0   584281        0
TYCO INTL                      COM              902124106   244645  5376794 SH       DEFINED 01 05               0  5376794        0
TYSON FOODS INC  -CL           COM              902494103       97     9606 SH       DEFINED 01               9606        0        0
UAL CORP                       COM              902549500        5      250 SH       DEFINED 01                250        0        0
UCAR INTERNATIONAL             COM              90262K109       14     1543 SH       DEFINED 01               1543        0        0
UCBH HOLDINGS INC              COM              90262T308     4897   167847 SH       DEFINED 01             167847        0        0
UCBH HOLDINGS INC              COM              90262T308        6      200 SH       DEFINED 01 02               0      200        0
UCBH HOLDINGS INC              COM              90262T308      152     5200 SH       DEFINED 01 05               0     5200        0
UGI CORP                       COM              902681105     5372   198241 SH       DEFINED 01             198241        0        0
UGI CORP                       COM              902681105        5      200 SH       DEFINED 01 02               0      200        0
UGI CORP                       COM              902681105      233     8600 SH       DEFINED 01 05               0     8600        0
UICI                           COM              902737105        1       86 SH       DEFINED 01                 86        0        0
UIL HOLDING CORPORATION        COM              902748102     3894    81653 SH       DEFINED 01              81653        0        0
UIL HOLDING CORPORATION        COM              902748102      137     2876 SH       DEFINED 01 05               0     2876        0
UMB FINL CORP                  COM              902788108        8      183 SH       DEFINED 01                183        0        0
USX MARATHON GROUP             COM              902905827    27560  1030271 SH       DEFINED 01            1030271        0        0
USX MARATHON GROUP             COM              902905827      191     7150 SH       DEFINED 01 02               0     7150        0
USX MARATHON GROUP             COM              902905827     1961    73292 SH       DEFINED 01 03               0    73292        0
USX MARATHON GROUP             COM              902905827     1631    60959 SH       DEFINED 01 05               0    60959        0
UST                            COM              902911106    24725   744720 SH       DEFINED 01             744720        0        0
UST                            COM              902911106     2914    87780 SH       DEFINED 01 03               0    87780        0
UST                            COM              902911106      511    15403 SH       DEFINED 01 05               0    15403        0
UST INC                        COM              902911106    24521   738550 SH       DEFINED 01 02               0   738550        0
US BANCORP                     COM              902973304     4724   213000 SH       DEFINED 01                  0   213000        0
US BANCORP                     COM              902973304   126828  5718159 SH       DEFINED 01            5718159        0        0
US BANCORP                     COM              902973304    17292   779640 SH       DEFINED 01 02               0   779640        0
US BANCORP                     COM              902973304    12688   572020 SH       DEFINED 01 03               0   572020        0
US BANCORP                     COM              902973304   125901  5676274 SH       DEFINED 01 05               0  5676274        0
USA NETWORKS                   COM              902984103   153213  8521333 SH       DEFINED 01            8521333        0        0
USA NETWORKS                   COM              902984103    79497  4421400 SH       DEFINED 01 05               0  4421400        0
USA NETWORKS INC               COM              902984103     1888   105000 SH       DEFINED 01                  0   105000        0
USA NETWORKS INC               COM              902984103      157     8758 SH       DEFINED 01 02               0     8758        0
UFJ HLDGS                      COM              903000990       70       14 SH       DEFINED 01                 14        0        0
URS CORP                       COM              903236107     1191    51779 SH       DEFINED 01              51779        0        0
USG CORP                       COM              903293405        0      104 SH       DEFINED 01                104        0        0
USEC INC                       COM              90333E108        1      212 SH       DEFINED 01                212        0        0
US PHYSICAL THERAPY            COM              90337L108     2980   183600 SH       DEFINED 01             183600        0        0
US PHYSICAL THERAPY            COM              90337L108        3      155 SH       DEFINED 01 02               0      155        0
US PHYSICAL THERAPY            COM              90337L108      162    10000 SH       DEFINED 01 05               0    10000        0
USX-US STEEL GROUP             COM              90337T101       21     1464 SH       DEFINED 01               1464        0        0
USX-US STEEL GROUP             COM              90337T101      295    21091 SH       DEFINED 01 03               0    21091        0
USX-US STEEL GROUP             COM              90337T101        7      491 SH       DEFINED 01 05               0      491        0
US UNWIRED CLASS A             COM              90338R104     2356   233300 SH       DEFINED 01             233300        0        0
US UNWIRED CLASS A             COM              90338R104       91     9000 SH       DEFINED 01 05               0     9000        0
US UNWIRED INC                 COM              90338R104        1      100 SH       DEFINED 01 02               0      100        0
US ONCOLOGY INC                COM              90338W103     2139   287099 SH       DEFINED 01             287099        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112     1316    21940 SH       DEFINED 01              21940        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      294     4900 SH       DEFINED 01 05               0     4900        0
UBIQUITEL INC                  COM              903474302     2546   315500 SH       DEFINED 01             315500        0        0
UBIQUITEL INC                  COM              903474302        2      290 SH       DEFINED 01 02               0      290        0
UBIQUITEL INC                  COM              903474302      111    13800 SH       DEFINED 01 05               0    13800        0
ULTICOM INC                    COM              903844108        1      135 SH       DEFINED 01                135        0        0
ULTIMATE ELECTRONICS           COM              903849107      577    33234 SH       DEFINED 01              33234        0        0
USA EDUCATION                  COM              90390U102   312099  3764310 SH       DEFINED 01            3764310        0        0
USA EDUCATION                  COM              90390U102     3208    38694 SH       DEFINED 01 03               0    38694        0
USA EDUCATION                  COM              90390U102    87354  1053603 SH       DEFINED 01 05               0  1053603        0
USA EDUCATION INC              COM              90390U102      888    10708 SH       DEFINED 01 02               0    10708        0
ULTRAMAR DIAMOND SHA           COM              904000106      100     2103 SH       DEFINED 01               2103        0        0
ULTRATECH STEPPER              COM              904034105      803    67088 SH       DEFINED 01              67088        0        0
UNICREDITO ITALIAN             COM              904660990       58    15100 SH       DEFINED 01              15100        0        0
UNIFI  INC.                    COM              904677101        3      380 SH       DEFINED 01 02               0      380        0
UNIFI, INC.                    COM              904677101     1316   160506 SH       DEFINED 01             160506        0        0
UNIFI, INC.                    COM              904677101       87    10600 SH       DEFINED 01 05               0    10600        0
UNIFIED ENERGY ADR             COM              904688108     1934   220990 SH       DEFINED 01             220990        0        0
UNIFIED ENERGY ADR             COM              904688108       43     4950 SH       DEFINED 01 05               0     4950        0
UNILEVER PLC                   COM              904700994    19561  2576783 SH       DEFINED 01            2576783        0        0
UNILEVER PLC                   COM              904700994    26970  3552914 SH       DEFINED 01 05               0  3552914        0
UNILEVER NV-CVA                COM              904760097       33     1127 SH       DEFINED 01               1127        0        0
UNILEVER NV NYS                COM              904784709      462     8546 SH       DEFINED 01               8546        0        0
UNILEVER NV NYS                COM              904784709     7332   135722 SH       DEFINED 01 03               0   135722        0
UNILEVER NV NYS                COM              904784709      171     3165 SH       DEFINED 01 05               0     3165        0
UNION PACIFIC CORP             COM              907818108    34402   733495 SH       DEFINED 01             733495        0        0
UNION PACIFIC CORP             COM              907818108     2761    58875 SH       DEFINED 01 03               0    58875        0
UNION PACIFIC CORP             COM              907818108       83     1773 SH       DEFINED 01 05               0     1773        0
UNION PACIFIC CORP CVT 144A 6. PRF              907824205    24345   541000 SH       DEFINED 01             541000        0        0
UNION PAC CAPITAL TR CM CVT 6. PRF              907824403    12172   270500 SH       DEFINED 01             270500        0        0
UNION PLANTERS CORP            COM              908068109      101     2354 SH       DEFINED 01               2354        0        0
UNION PLANTERS CORP            COM              908068109     1397    32563 SH       DEFINED 01 03               0    32563        0
UNION PLANTERS CORP            COM              908068109       33      758 SH       DEFINED 01 05               0      758        0
UNIONBANCAL CORP               COM              908906100      541    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       12      354 SH       DEFINED 01                354        0        0
UNISOURCE ENERGY CRP           COM              909205106     2699   192763 SH       DEFINED 01             192763        0        0
UNISOURCE ENERGY CRP           COM              909205106        3      220 SH       DEFINED 01 02               0      220        0
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UNISYS CORP                    COM              909214108      651    75210 SH       DEFINED 01 03               0    75210        0
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UNIT CORP                      COM              909218109      969   109070 SH       DEFINED 01             109070        0        0
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UNY CO                         COM              911689990       31     3000 SH       DEFINED 01               3000        0        0
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UNITRIN INC                    COM              913275103       73     1913 SH       DEFINED 01               1913        0        0
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UNOVA INC                      COM              91529B106        1      157 SH       DEFINED 01                157        0        0
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UROLOGIX INC                   COM              917273104      355    26100 SH       DEFINED 01              26100        0        0
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VA LINUX SYSTEMS INC           COM              91819B105        0      179 SH       DEFINED 01                179        0        0
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V. F. CORP                     COM              918204108      779    26598 SH       DEFINED 01 03               0    26598        0
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VA STAHL AG                    COM              918445990        8      300 SH       DEFINED 01                300        0        0
VAIL RESORTS INC               COM              91879Q109        1       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATI           COM              918866104       53     1684 SH       DEFINED 01               1684        0        0
VALHI INC NEW                  COM              918905100        4      311 SH       DEFINED 01                311        0        0
VALENCE TECH                   COM              918914102     1118   315740 SH       DEFINED 01             315740        0        0
VALENCE TECH                   COM              918914102       25     7000 SH       DEFINED 01 05               0     7000        0
VALERO ENERGY CORP             COM              91913Y100       61     1739 SH       DEFINED 01               1739        0        0
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VALLEY NATL BANCORP            COM              919794107       10      322 SH       DEFINED 01                322        0        0
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VALUE CITY DEPT STOR           COM              920387107        0      129 SH       DEFINED 01                129        0        0
VALUEVISION INTL INC           COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
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VARCO INTERNATIONAL INC        COM              922122106       36     2954 SH       DEFINED 01               2954        0        0
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VARIAN INC                     COM              922206107     3241   127215 SH       DEFINED 01             127215        0        0
VARIAN INC                     COM              922206107        4      150 SH       DEFINED 01 02               0      150        0
VARIAN INC                     COM              922206107      155     6100 SH       DEFINED 01 05               0     6100        0
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VARIAN SEMICONDUCTOR           COM              922207105        2       90 SH       DEFINED 01 02               0       90        0
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VENTIV HEALTH INC              COM              922793104       24     6000 SH       DEFINED 01                  0     6000        0
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VENATOR GROUP INC              COM              922944103        2      160 SH       DEFINED 01 02               0      160        0
VENATOR GROUP INC              COM              922944103      104     6800 SH       DEFINED 01 05               0     6800        0
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VERTEX PHARM                   COM              92532F100      490    27159 SH       DEFINED 01              27159        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
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VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD CORP                      COM              92552R109       48     2498 SH       DEFINED 01               2498        0        0
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VITRIA TECHNOLOGY              COM              92849Q104        1      701 SH       DEFINED 01                701        0        0
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VNU NV                         COM              928563998     4521   160406 SH       DEFINED 01 03               0   160406        0
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W.P. CAREY & CO LLC            COM              92930Y107        3      118 SH       DEFINED 01                118        0        0
WPP GROUP PLC                  COM              929310993    16653  2289086 SH       DEFINED 01            2289086        0        0
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WATSON PHARMACEUTICAL          COM              942683103    13710   250586 SH       DEFINED 01 05               0   250586        0
WATTS INDUSTRIES INC           COM              942749102     1054    80480 SH       DEFINED 01              80480        0        0
WATTS INDUSTRIES INC           COM              942749102        4      280 SH       DEFINED 01 02               0      280        0
WAUSAU MOSINEE PAPER           COM              943315101       21     1792 SH       DEFINED 01               1792        0        0
WAVE SYS CORP                  COM              943526103        0      127 SH       DEFINED 01                127        0        0
WAYLAND INVESTMENT   0.00 03/3 PRF              944209XX8    34117 32000000 SH       DEFINED 01           32000000        0        0
WAYLAND INVESTMENT   0.00 03/3 PRF              944209XX8     6397  6000000 SH       DEFINED 01 05               0  6000000        0
WEATHERFORD INTL               COM              947074100    27106  1062571 SH       DEFINED 01            1062571        0        0
WEATHERFORD INTL               COM              947074100      126     4950 SH       DEFINED 01 02               0     4950        0
WEATHERFORD INTL               COM              947074100    20288   795300 SH       DEFINED 01 05               0   795300        0
WEBEX COMMUNICATIONS           COM              94767L109        2       90 SH       DEFINED 01                 90        0        0
WEBSENSE INC                   COM              947684106      358    32800 SH       DEFINED 01              32800        0        0
WEBMETHODS INC                 COM              94768C108        2      311 SH       DEFINED 01                311        0        0
WEBMETHODS INC                 COM              94768C108        1      120 SH       DEFINED 01 02               0      120        0
WEBMD CORPORATION              COM              94769M105        9     2178 SH       DEFINED 01               2178        0        0
WEBSTER FINANCIAL              COM              947890109       43     1313 SH       DEFINED 01               1313        0        0
WEBVAN GROUP INC               COM              94845V103        0      312 SH       DEFINED 01                312        0        0
WEINGARTEN REALTY IN           COM              948741103       10      209 SH       DEFINED 01                209        0        0
WEIS MARKETS INC               COM              948849104        7      239 SH       DEFINED 01                239        0        0
WELLMAN INC                    COM              949702104     3659   316728 SH       DEFINED 01             316728        0        0
WELLMAN INC                    COM              949702104        3      280 SH       DEFINED 01 02               0      280        0
WELLMAN INC                    COM              949702104      128    11100 SH       DEFINED 01 05               0    11100        0
WELLPOINT                      COM              94973H108      329     3015 SH       DEFINED 01 02               0     3015        0
WELLPOINT HEALTH NETWORKS      COM              94973H108    40535   371378 SH       DEFINED 01             371378        0        0
WELLPOINT HEALTH NETWORKS      COM              94973H108     3760    34442 SH       DEFINED 01 03               0    34442        0
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WELLS FARGO                    COM              949746101   367412  8265728 SH       DEFINED 01            8265728        0        0
WELLS FARGO                    COM              949746101    18399   413938 SH       DEFINED 01 03               0   413938        0
WELLS FARGO                    COM              949746101    88108  1982201 SH       DEFINED 01 05               0  1982201        0
WELLS FARGO CO (NEW)           COM              949746101     4089    92000 SH       DEFINED 01                  0    92000        0
WELLS FARGO CO (NEW)           COM              949746101    42961   966676 SH       DEFINED 01 02               0   966676        0
WENDYS INTL INC                COM              950590109       50     1888 SH       DEFINED 01               1888        0        0
WENDYS INTL INC                COM              950590109      719    26997 SH       DEFINED 01 03               0    26997        0
WENDYS INTL INC                COM              950590109       17      629 SH       DEFINED 01 05               0      629        0
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WERNER ENTERPRISES             COM              950755108        4      260 SH       DEFINED 01 02               0      260        0
WESTBANCO INC                  COM              950810101      935    43500 SH       DEFINED 01              43500        0        0
WESTBANCO INC                  COM              950810101        5      210 SH       DEFINED 01 02               0      210        0
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WESCAST INDUSTRIES             COM              950813105      834    29800 SH       DEFINED 01              29800        0        0
WESCAST INDUSTRIES             COM              950813105       76     2700 SH       DEFINED 01 05               0     2700        0
WESCO FINANCIAL CORP           COM              950817106        5       18 SH       DEFINED 01                 18        0        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH       DEFINED 01                146        0        0
WEST CORP                      COM              952355105        4      218 SH       DEFINED 01                218        0        0
WEST JAPAN RAILWAY             COM              953100997      619      110 SH       DEFINED 01 03               0      110        0
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WEST AMERICA BANCORP           COM              957090103        4      100 SH       DEFINED 01 02               0      100        0
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WESTERN DIGITAL                COM              958102105        2      770 SH       DEFINED 01 02               0      770        0
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WESTERN GAS RESOURCE           COM              958259103        9      340 SH       DEFINED 01 02               0      340        0
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WMC LIMITED ORD      AU;WMC    COM              958694101     5177  1327877 SH       DEFINED 01            1327877        0        0
WMC LIMITED ORD      AU;WMC    COM              958694101     9481  2432089 SH       DEFINED 01 05               0  2432089        0
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WESTERN WIRELESS               COM              95988E204     5853   173249 SH       DEFINED 01             173249        0        0
WESTERN WIRELESS               COM              95988E204       51     1500 SH       DEFINED 01 02               0     1500        0
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WESTFIELD AMER INC             COM              959910100        8      521 SH       DEFINED 01                521        0        0
WESTFIELD HOLDINGS             COM              960077998      570    70071 SH       DEFINED 01              70071        0        0
WESTFIELD HOLDINGS             COM              960077998       94    11528 SH       DEFINED 01 03               0    11528        0
WESTFIELD HOLDINGS             COM              960077998      390    47917 SH       DEFINED 01 05               0    47917        0
WESTPAC BANKING ORD            COM              961214103     1712   261000 SH       DEFINED 01 03               0   261000        0
WESTPOINT STEVENS IN           COM              961238102        0      100 SH       DEFINED 01                100        0        0
WESTVACO CORP                  COM              961548104       43     1662 SH       DEFINED 01               1662        0        0
WESTVACO CORP                  COM              961548104      615    23934 SH       DEFINED 01 03               0    23934        0
WESTVACO CORP                  COM              961548104       14      557 SH       DEFINED 01 05               0      557        0
WESTWOOD ONE CORP              COM              961815107    20033   900343 SH       DEFINED 01             900343        0        0
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WESTWOOD ONE CORP              COM              961815107    11549   519082 SH       DEFINED 01 05               0   519082        0
WET SEAL INC                   COM              961840105     2636   143102 SH       DEFINED 01             143102        0        0
WET SEAL INC                   COM              961840105        1       45 SH       DEFINED 01 02               0       45        0
WET SEAL INC                   COM              961840105       66     3600 SH       DEFINED 01 05               0     3600        0
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WEYERHAUESER                   COM              962166104     2489    51103 SH       DEFINED 01 03               0    51103        0
WEYERHAUESER                   COM              962166104       58     1192 SH       DEFINED 01 05               0     1192        0
WHIRLPOOL CORP                 COM              963320106    41905   757112 SH       DEFINED 01             757112        0        0
WHIRLPOOL CORP                 COM              963320106     1900    34322 SH       DEFINED 01 03               0    34322        0
WHIRLPOOL CORP                 COM              963320106     1141    20613 SH       DEFINED 01 05               0    20613        0
WHITNEY HOLDING CORP           COM              966612103     3437    79940 SH       DEFINED 01              79940        0        0
WHITNEY HOLDING CORP           COM              966612103        6      150 SH       DEFINED 01 02               0      150        0
WHOLE FOODS MARKET             COM              966837106    67928  2162620 SH       DEFINED 01            2162620        0        0
WHOLE FOODS MARKET             COM              966837106   126267  4019970 SH       DEFINED 01 02               0  4019970        0
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WILD OATS MARKETS              COM              96808B107        1       75 SH       DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        5      262 SH       DEFINED 01                262        0        0
WILLAMETTE INDUSTRIES          COM              969133107       85     1878 SH       DEFINED 01               1878        0        0
WILLAMETTE INDUSTRIES          COM              969133107     1171    26038 SH       DEFINED 01 03               0    26038        0
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WILLIAMS COMMUNICATIONS        COM              969455104        3     2599 SH       DEFINED 01               2599        0        0
WILLIAM COMPANIES              COM              969457100    82009  3003974 SH       DEFINED 01            3003974        0        0
WILLIAM COMPANIES              COM              969457100      235     8615 SH       DEFINED 01 02               0     8615        0
WILLIAM COMPANIES              COM              969457100     4097   150095 SH       DEFINED 01 03               0   150095        0
WILLIAM COMPANIES              COM              969457100     1180    43218 SH       DEFINED 01 05               0    43218        0
WILLIAMS SONOMA                COM              969904101      357    15000 SH       DEFINED 01                  0    15000        0
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WILLIAMS-SONOMA                COM              969904101    32689  1372867 SH       DEFINED 01            1372867        0        0
WILLIAMS-SONOMA                COM              969904101     4615   193850 SH       DEFINED 01 03               0   193850        0
WILLIAMS-SONOMA                COM              969904101      314    13178 SH       DEFINED 01 05               0    13178        0
WILMINGTON TRUST COR           COM              971807102       54      973 SH       DEFINED 01                973        0        0
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WILSHIRE FINL SVCS             COM              971867205      389   209127 SH       DEFINED 01 02               0   209127        0
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WILSONS THE LEATHER            COM              972463103      197    21800 SH       DEFINED 01              21800        0        0
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WIND RIVER                     COM              973149107       26     2433 SH       DEFINED 01               2433        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
WINN-DIXIE                     COM              974280109       27     2331 SH       DEFINED 01               2331        0        0
WINN-DIXIE                     COM              974280109      382    33364 SH       DEFINED 01 03               0    33364        0
WINN-DIXIE                     COM              974280109        9      777 SH       DEFINED 01 05               0      777        0
WINNEBAGO IND INC              COM              974637100     1336    62274 SH       DEFINED 01              62274        0        0
WIRELESS FACILITIES            COM              97653A103        0       89 SH       DEFINED 01                 89        0        0
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WISCONSIN ENERGY               COM              976657106       75     3323 SH       DEFINED 01               3323        0        0
WOLTERS KLUWER                 COM              977874999       16      702 SH       DEFINED 01                702        0        0
WOLSELEY                       COM              977989995       12     1900 SH       DEFINED 01               1900        0        0
WOLVERINE TUBE INC             COM              978093102      369    36572 SH       DEFINED 01              36572        0        0
WOLVERINE                      COM              978097103     1690   125724 SH       DEFINED 01             125724        0        0
WOODWARD GOVERNOR CO           COM              980745103     1663    34330 SH       DEFINED 01              34330        0        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLDCOM INC (WOR)             COM              98157D106    17426  1158759 SH       DEFINED 01            1158759        0        0
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WORLDCOM INC (MCI)             COM              98157D304    27418  1800267 SH       DEFINED 01            1800267        0        0
WORLDCOM INC-MCI GRP           COM              98157D304      123     8040 SH       DEFINED 01                  0     8040        0
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WORTHINGTON INDUSTRIES         COM              981811102      228    20274 SH       DEFINED 01 03               0    20274        0
WORTHINGTON INDUSTRIES         COM              981811102       71     6372 SH       DEFINED 01 05               0     6372        0
WRIGHT MEDICAL GROUP           COM              98235T107      219    12900 SH       DEFINED 01              12900        0        0
WRIGLEY (WM.) JR               COM              982526105      200     3913 SH       DEFINED 01               3913        0        0
WRIGLEY (WM.) JR               COM              982526105     2751    53632 SH       DEFINED 01 03               0    53632        0
WRIGLEY (WM.) JR               COM              982526105       64     1251 SH       DEFINED 01 05               0     1251        0
WYNDHAM                        COM              983101106        0      727 SH       DEFINED 01                727        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114      161    10750 SH       DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       28     1900 SH       DEFINED 01 05               0     1900        0
XO COMMUNICATIONS              COM              983764101        4     9102 SH       DEFINED 01               9102        0        0
XO COMM PIK PFD 14%            PRF              983764408        6      850 SH       DEFINED 01 05               0      850        0
XO COMMUNICATIONS PIK PFD 13.5 PRF              983764705        0        1 SH       DEFINED 01 05               0        1        0
X-RITE INC                     COM              983857103      513    64927 SH       DEFINED 01              64927        0        0
XTO ENERGY INC                 COM              98385X106     8978   643517 SH       DEFINED 01             643517        0        0
XTO ENERGY INC                 COM              98385X106        4      315 SH       DEFINED 01 02               0      315        0
XTO ENERGY INC                 COM              98385X106      198    14200 SH       DEFINED 01 05               0    14200        0
XCARE.NET INC                  COM              98388Y101      255    20458 SH       DEFINED 01              20458        0        0
XCEL ENERGY INC                COM              98389B100     6272   222800 SH       DEFINED 01                  0   222800        0
XCEL ENERGY INC                COM              98389B100   110796  3935944 SH       DEFINED 01            3935944        0        0
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XILINX                         COM              983919101     1718    73000 SH       DEFINED 01                  0    73000        0
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XEROX                          COM              984121103    14462  1866129 SH       DEFINED 01            1866129        0        0
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YAHOO INC                      COM              984332106      141    16039 SH       DEFINED 01              16039        0        0
YAHOO INC                      COM              984332106     1186   134613 SH       DEFINED 01 03               0   134613        0
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YANKEE CANDLE                  COM              984757104        7      437 SH       DEFINED 01                437        0        0
XICOR                          COM              984903104      274    34500 SH       DEFINED 01              34500        0        0
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YELLOW CORPORATION             COM              985509108        4      210 SH       DEFINED 01 02               0      210        0
YELLOW CORPORATION             COM              985509108      128     6290 SH       DEFINED 01 05               0     6290        0
YORK INTL CORP NEW             COM              986670107    24705   862589 SH       DEFINED 01             862589        0        0
YORK INTL CORP NEW             COM              986670107        7      240 SH       DEFINED 01 02               0      240        0
YORK INTL CORP NEW             COM              986670107     1411    49304 SH       DEFINED 01 05               0    49304        0
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XBOX TECH SER B CVT PFD        COM              987780XX6      122   347938 SH       DEFINED 01             347938        0        0
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YUKOS ADR                      COM              98849W108     1971    40800 SH       DEFINED 01              40800        0        0
YUKOS ADR                      COM              98849W108       48     1000 SH       DEFINED 01 05               0     1000        0
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ZALE CORP                      COM              988858106      157     5935 SH       DEFINED 01 05               0     5935        0
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ZEBRA TECH                     COM              989207105     3661    97749 SH       DEFINED 01              97749        0        0
ZENITH NATIONAL                COM              989390109     1306    53077 SH       DEFINED 01              53077        0        0
ZIMMER HOLDINGS INC            COM              98956P102      129     4665 SH       DEFINED 01               4665        0        0
ZIMMER HOLDINGS INC            COM              98956P102        1       37 SH       DEFINED 01 02               0       37        0
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AMDOCS                         COM              G02602103       67     2500 SH       DEFINED 01               2500        0        0
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ARCH CAPITAL GROUP LTD         COM              G0450A105       70     4200 SH       DEFINED 01               4200        0        0
BUNGE LIMITED                  COM              G16962105        5      297 SH       DEFINED 01                297        0        0
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FRESH DEL MONTE PROD           COM              G36738105      181    13970 SH       DEFINED 01 05               0    13970        0
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GLOBAL CROSSING LTD            COM              G3921A100      379   210514 SH       DEFINED 01 03               0   210514        0
GLOBAL CROSSING LTD            COM              G3921A100        9     4907 SH       DEFINED 01 05               0     4907        0
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IPC HOLDINGS LTD               COM              G4933P101        3      130 SH       DEFINED 01 02               0      130        0
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MARVELL TECH GP LTD            COM              G5876H105      410    28600 SH       DEFINED 01              28600        0        0
MIH LTD                        COM              G6116R101        8     1000 SH       DEFINED 01               1000        0        0
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SANTA FE INTL CORP             COM              G7805C108        7      349 SH       DEFINED 01                349        0        0
SCOTTISH ANN & LIFE            COM              G7885T104     2510   165700 SH       DEFINED 01             165700        0        0
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W.P. STEWART & CO              COM              G84922106      138     7100 SH       DEFINED 01 05               0     7100        0
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TYCOM LTD                      COM              G9144B106       86    10900 SH       DEFINED 01              10900        0        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107       38      116 SH       DEFINED 01                116        0        0
XL CAPITAL LTD CL A            COM              G98255105    63942   809380 SH       DEFINED 01             809380        0        0
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XOMA LTD                       COM              G9825R107     1299   154164 SH       DEFINED 01             154164        0        0
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GBP@GOLDMAN (FUT)              COM              GBPF00002       61    41492 SH       DEFINED 01 10           41492        0        0
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ACLN LIMITED                   COM              M01764105     1028    26200 SH       DEFINED 01              26200        0        0
CHECKPOINT SOFTWARE            COM              M22465104    18217   827312 SH       DEFINED 01             827312        0        0
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LUMENIS LTD                    COM              M6778Q105     2951   146960 SH       DEFINED 01             146960        0        0
LUMENIS LTD                    COM              M6778Q105        2       90 SH       DEFINED 01 02               0       90        0
LUMENIS LTD                    COM              M6778Q105      145     7240 SH       DEFINED 01 05               0     7240        0
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CARLISLE HOLDINGS              COM              P21277101       48    16200 SH       DEFINED 01              16200        0        0
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ROYAL CARIBBEAN                COM              V7780T103        4      392 SH       DEFINED 01                392        0        0
ASE TEST LTD                   COM              Y02516105       14     2000 SH       DEFINED 01               2000        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102      202    12186 SH       DEFINED 01              12186        0        0