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 ALLEGHENY ENERGY COM 017361106 1087 29615 SH DEFINED 01 03 0 29615 0 ALLEGHENY ENERGY COM 017361106 38 1040 SH DEFINED 01 05 0 1040 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 22 1663 SH DEFINED 01 1663 0 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 254 19052 SH DEFINED 01 03 0 19052 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 6 443 SH DEFINED 01 05 0 443 0 ALLEGIANCE TELECOM COM 01747T102 124 41204 SH DEFINED 01 41204 0 0 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 ALLERGAN COM 018490102 3995 60256 SH DEFINED 01 03 0 60256 0 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 ALLIANCE CAPITAL MANAGEMENT HO COM 01855A101 27830 608967 SH DEFINED 01 608967 0 0 ALLIANCE DATA SYSTEM COM 018581108 9795 602800 SH DEFINED 01 602800 0 0 ALLIANCE DATA SYSTEM COM 018581108 76 4650 SH DEFINED 01 02 0 4650 0 ALLIANCE DATA SYSTEM COM 018581108 12520 770500 SH DEFINED 01 05 0 770500 0 ALLIANCE GAMING CORP COM 01859P609 376 26500 SH DEFINED 01 26500 0 0 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 ALLIANT TECHSYSTEMS COM 018804104 10478 122406 SH DEFINED 01 122406 0 0 ALLIANT TECHSYSTEMS COM 018804104 9 115 SH DEFINED 01 02 0 115 0 ALLIANT TECHSYSTEMS COM 018804104 240 2800 SH DEFINED 01 05 0 2800 0 ALLIANZ AG REG COM 018828996 25298 111561 SH DEFINED 01 111561 0 0 ALLIANZ AG REG COM 018828996 6481 28579 SH DEFINED 01 03 0 28579 0 ALLIANZ AG REG COM 018828996 33840 149228 SH DEFINED 01 05 0 149228 0 ALLIED CAPITAL COM 01903Q108 9 404 SH DEFINED 01 404 0 0 ALLIED RISER COMMUN COM 019496108 0 114 SH DEFINED 01 114 0 0 ALLIED WASTE IND COM 019589308 527 41348 SH DEFINED 01 41348 0 0 ALLIED WASTE IND COM 019589308 597 46854 SH DEFINED 01 03 0 46854 0 ALLIED WASTE IND COM 019589308 14 1092 SH DEFINED 01 05 0 1092 0 ALLMERICA FINANCIAL COM 019754100 67 1491 SH DEFINED 01 1491 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 0 105 SH DEFINED 01 105 0 0 ALLSTATE COM 020002101 38827 1039549 SH DEFINED 01 1039549 0 0 ALLSTATE COM 020002101 6425 172022 SH DEFINED 01 03 0 172022 0 ALLSTATE COM 020002101 171 4569 SH DEFINED 01 05 0 4569 0 ALLTEL COM 020039103 64058 1105398 SH DEFINED 01 1105398 0 0 ALLTEL COM 020039103 4308 74336 SH DEFINED 01 03 0 74336 0 ALLTEL COM 020039103 100 1734 SH DEFINED 01 05 0 1734 0 ALLTEL CORP COM 020039103 695 12000 SH DEFINED 01 0 12000 0 ALPHA INDS COM 020753109 5636 290993 SH DEFINED 01 290993 0 0 ALPHA INDS COM 020753109 144 7440 SH DEFINED 01 05 0 7440 0 ALPHA INDUSTRIES COM 020753109 4 210 SH DEFINED 01 02 0 210 0 ALPHARMA CL A COM 020813101 3527 122452 SH DEFINED 01 122452 0 0 ALTANA AG COM 021275995 25 521 SH DEFINED 01 521 0 0 ALTERA CORP COM 021441100 594 36000 SH DEFINED 01 0 36000 0 ALTERA CORP COM 021441100 16736 1014923 SH DEFINED 01 1014923 0 0 ALTERA CORP COM 021441100 146 8850 SH DEFINED 01 02 0 8850 0 ALTERA CORP COM 021441100 1515 91848 SH DEFINED 01 03 0 91848 0 ALTERA CORP COM 021441100 22362 1356142 SH DEFINED 01 05 0 1356142 0 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 AMADA CO LTD COM 022631105 8092 1662000 SH DEFINED 01 05 0 1662000 0 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 AMBAC FINANCIAL GROUP INC COM 023139108 1193 21810 SH DEFINED 01 21810 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 1374 25113 SH DEFINED 01 03 0 25113 0 AMBAC FINANCIAL GROUP INC COM 023139108 32 585 SH DEFINED 01 05 0 585 0 AMCAST INDL CORP COM 023395106 172 25526 SH DEFINED 01 25526 0 0 AMERADA HESS COM 023551104 97 1524 SH DEFINED 01 1524 0 0 AMERADA HESS COM 023551104 67 1050 SH DEFINED 01 02 0 1050 0 AMERADA HESS COM 023551104 1344 21159 SH DEFINED 01 03 0 21159 0 AMERADA HESS COM 023551104 31 493 SH DEFINED 01 05 0 493 0 AMERCO COM 023586100 1 73 SH DEFINED 01 73 0 0 AMEREN CORP COM 023608102 90 2340 SH DEFINED 01 2340 0 0 AMEREN CORP COM 023608102 1252 32592 SH DEFINED 01 03 0 32592 0 AMEREN CORP COM 023608102 29 759 SH DEFINED 01 05 0 759 0 AMERICA MOVIL SA DE CV COM 02364W105 8948 603376 SH DEFINED 01 603376 0 0 AMERICA MOVIL SA DE CV COM 02364W105 8070 544176 SH DEFINED 01 05 0 544176 0 AMERICA WEST HLDG CP COM 023657208 0 110 SH DEFINED 01 110 0 0 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 AMCORE FINL INC COM 023912108 2 92 SH DEFINED 01 92 0 0 SCHRODERS COM 0240549 7 699 SH DEFINED 01 10 699 0 0 AMER AXLE & MFG HDGS COM 024061103 3 270 SH DEFINED 01 02 0 270 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 2425 190156 SH DEFINED 01 190156 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 121 9500 SH DEFINED 01 05 0 9500 0 NATIONAL GRI COM 0242824 22 3475 SH DEFINED 01 10 3475 0 0 SIX CONTINENTS PLC COM 0243195 19 2050 SH DEFINED 01 10 2050 0 0 AMERICAN ELEC PWR COM 025537101 13209 305564 SH DEFINED 01 305564 0 0 AMERICAN ELEC PWR COM 025537101 3308 76511 SH DEFINED 01 03 0 76511 0 AMERICAN ELEC PWR COM 025537101 77 1784 SH DEFINED 01 05 0 1784 0 AMERICAN EAGLE OUTFI COM 02553E106 18155 912340 SH DEFINED 01 02 0 912340 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 2340 117613 SH DEFINED 01 117613 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 340 17100 SH DEFINED 01 03 0 17100 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 57 2850 SH DEFINED 01 05 0 2850 0 AMERICAN EXPRESS COM 025816109 664 22850 SH DEFINED 01 22850 0 0 AMERICAN EXPRESS COM 025816109 9130 314190 SH DEFINED 01 03 0 314190 0 AMERICAN EXPRESS COM 025816109 213 7325 SH DEFINED 01 05 0 7325 0 AMERICAN FINCIAL GRP COM 025932104 47 2109 SH DEFINED 01 2109 0 0 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 AMERICAN GREETINGS - A COM 026375105 16 1138 SH DEFINED 01 1138 0 0 AMERICAN GREETINGS - A COM 026375105 200 15083 SH DEFINED 01 03 0 15083 0 AMERICAN GREETINGS - A COM 026375105 5 351 SH DEFINED 01 05 0 351 0 AMER GROUP LTD COM 026377994 35 1700 SH DEFINED 01 1700 0 0 AMERICAN HEALTHWAYS INC COM 02649V104 282 8000 SH DEFINED 01 8000 0 0 AMER HOME PRODUCTS COM 026609107 20531 352446 SH DEFINED 01 0 352446 0 AMER HOME PRODUCTS COM 026609107 6338 108824 SH DEFINED 01 02 0 108824 0 AMERICAN HOME PRODUCTS COM 026609107 226923 3895668 SH DEFINED 01 3895668 0 0 AMERICAN HOME PRODUCTS COM 026609107 20914 359035 SH DEFINED 01 03 0 359035 0 AMERICAN HOME PRODUCTS COM 026609107 81794 1404185 SH DEFINED 01 05 0 1404185 0 PROVIDENT FI COM 0268596 6 573 SH DEFINED 01 10 573 0 0 AMERICAN INTL GROUP COM 026874107 27013 346312 SH DEFINED 01 0 346312 0 AMERICAN INTL GROUP COM 026874107 816460 10467430 SH DEFINED 01 10467430 0 0 AMERICAN INTL GROUP COM 026874107 104720 1342581 SH DEFINED 01 02 0 1342581 0 AMERICAN INTL GROUP COM 026874107 55265 708530 SH DEFINED 01 03 0 708530 0 AMERICAN INTL GROUP COM 026874107 282134 3617103 SH DEFINED 01 05 0 3617103 0 AMERICAN ITALIAN PASTA CL A COM 027070101 3594 83085 SH DEFINED 01 83085 0 0 AMERICAN MANAGEMENT COM 027352103 2425 201925 SH DEFINED 01 201925 0 0 AMERICAN MANAGEMENT COM 027352103 20 1700 SH DEFINED 01 05 0 1700 0 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 AMER PWR CONVERSION COM 029066107 844 72320 SH DEFINED 01 02 0 72320 0 AMERICAN POWER CONVERSION COM 029066107 16244 1390815 SH DEFINED 01 1390815 0 0 AMERICAN POWER CONVERSION COM 029066107 2334 199803 SH DEFINED 01 03 0 199803 0 AMERICAN POWER CONVERSION COM 029066107 10755 920729 SH DEFINED 01 05 0 920729 0 AMERICAN STD CO COM 029712106 7660 139268 SH DEFINED 01 139268 0 0 AMERICAN STD CO COM 029712106 69 1250 SH DEFINED 01 02 0 1250 0 AMERICAN STD CO COM 029712106 7002 127300 SH DEFINED 01 05 0 127300 0 AMERICAN STS WATER COM 029899101 1132 30582 SH DEFINED 01 30582 0 0 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 AMERICAN WATERWORKS COM 030411102 23084 584429 SH DEFINED 01 584429 0 0 AMERICAN WATERWORKS COM 030411102 5017 126980 SH DEFINED 01 02 0 126980 0 AMERICAN WATERWORKS COM 030411102 6 150 SH DEFINED 01 03 0 150 0 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 AMERISOURCEBERGEN COM 03073E105 6840 96400 SH DEFINED 01 02 0 96400 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 56898 801956 SH DEFINED 01 801956 0 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 5274 74335 SH DEFINED 01 03 0 74335 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 62789 884987 SH DEFINED 01 05 0 884987 0 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 AMGEN COM 031162100 17403 296164 SH DEFINED 01 03 0 296164 0 AMGEN COM 031162100 103179 1755937 SH DEFINED 01 05 0 1755937 0 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 AMSOUTH BANCORP COM 032165102 115 6352 SH DEFINED 01 6352 0 0 AMSOUTH BANCORP COM 032165102 1589 87956 SH DEFINED 01 03 0 87956 0 AMSOUTH BANCORP COM 032165102 37 2050 SH DEFINED 01 05 0 2050 0 AMSURG CORP COM 03232P405 248 9000 SH DEFINED 01 9000 0 0 ANADARKO PETRO COM 032511107 48287 1004310 SH DEFINED 01 1004310 0 0 ANADARKO PETRO COM 032511107 3426 71263 SH DEFINED 01 03 0 71263 0 ANADARKO PETRO COM 032511107 11257 234116 SH DEFINED 01 05 0 234116 0 ANADARKO PETRO CORP COM 032511107 7164 149000 SH DEFINED 01 0 149000 0 ANADARKO PETRO CORP COM 032511107 29779 619350 SH DEFINED 01 02 0 619350 0 ANADIGICS COM 032515108 2 183 SH DEFINED 01 183 0 0 ANALOG DEVICES COM 032654105 25863 790905 SH DEFINED 01 790905 0 0 ANALOG DEVICES COM 032654105 2751 84135 SH DEFINED 01 02 0 84135 0 ANALOG DEVICES COM 032654105 3279 100262 SH DEFINED 01 03 0 100262 0 ANALOG DEVICES COM 032654105 216 6616 SH DEFINED 01 05 0 6616 0 ANALOGIC COM 032657207 2963 73168 SH DEFINED 01 73168 0 0 ANALOGIC COM 032657207 202 5000 SH DEFINED 01 05 0 5000 0 ANALYSTS INTERNATION COM 032681108 224 73398 SH DEFINED 01 73398 0 0 ANAREN MICROWAVE COM 032744104 259 15878 SH DEFINED 01 15878 0 0 ANCHOR BANCORP COM 032839102 1156 69668 SH DEFINED 01 69668 0 0 FKI COM 0329459 3 1243 SH DEFINED 01 10 1243 0 0 ANCHOR GAMING COM 033037102 4498 108371 SH DEFINED 01 108371 0 0 ANCHOR GAMING COM 033037102 7 160 SH DEFINED 01 02 0 160 0 ANCHOR GAMING COM 033037102 141 3400 SH DEFINED 01 05 0 3400 0 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 ANDREW CORP COM 034425108 352 19338 SH DEFINED 01 03 0 19338 0 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 ANGLOGOLD LTD COM 035128206 27 1700 SH DEFINED 01 05 0 1700 0 ANHEUSER BUSCH CO COM 035229103 28791 687475 SH DEFINED 01 02 0 687475 0 ANHEUSER-BUSCH COM 035229103 203128 4850247 SH DEFINED 01 4850247 0 0 ANHEUSER-BUSCH COM 035229103 11719 279838 SH DEFINED 01 03 0 279838 0 ANHEUSER-BUSCH COM 035229103 16211 387088 SH DEFINED 01 05 0 387088 0 ANIXTER INTL COM 035290105 4618 186416 SH DEFINED 01 186416 0 0 ANIXTER INTL COM 035290105 107 4300 SH DEFINED 01 05 0 4300 0 ANIXTER INTL INC COM 035290105 4 150 SH DEFINED 01 02 0 150 0 ANNTAYLOR STORES COM 036115103 4482 204469 SH DEFINED 01 204469 0 0 ANNTAYLOR STORES COM 036115103 85 3900 SH DEFINED 01 05 0 3900 0 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 MOSENERGO ADR (STRAIGHT LEVEL COM 037376308 1683 580382 SH DEFINED 01 580382 0 0 MOSENERGO ADR (STRAIGHT LEVEL COM 037376308 38 13001 SH DEFINED 01 05 0 13001 0 AON CORP COM 037389103 4746 113000 SH DEFINED 01 0 113000 0 AON CORP COM 037389103 78554 1870336 SH DEFINED 01 1870336 0 0 AON CORP COM 037389103 4396 104675 SH DEFINED 01 03 0 104675 0 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 APACHE CORP CVT PFD PRF 037411600 15554 417650 SH DEFINED 01 417650 0 0 APACHE CORP CVT PFD PRF 037411600 3037 81550 SH DEFINED 01 05 0 81550 0 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 APOLLO GROUP - UNIVERSITY OF P COM 037604204 1732 55950 SH DEFINED 01 55950 0 0 APOGENT TECHNOLOGIES COM 03760A101 19191 802977 SH DEFINED 01 802977 0 0 APOGENT TECHNOLOGIES COM 03760A101 48090 2012177 SH DEFINED 01 02 0 2012177 0 APOGENT TECHNOLOGIES COM 03760A101 3395 142050 SH DEFINED 01 03 0 142050 0 APOGENT TECHNOLOGIES COM 03760A101 187 7809 SH DEFINED 01 05 0 7809 0 APPALACHIAN PWR $100 PRF 037735842 1048 10000 SH DEFINED 01 04 0 10000 0 APPALACHIAN PWR $100 PRF 037735859 1141 11000 SH DEFINED 01 04 0 11000 0 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 APPLE COMPUTER COM 037833100 30 1932 SH DEFINED 01 05 0 1932 0 APPLEBEES INTL INC COM 037899101 3309 112157 SH DEFINED 01 112157 0 0 APRIA HEALTHCARE GRO COM 037933108 5 180 SH DEFINED 01 02 0 180 0 APRIA HEALTHCARE GROUP COM 037933108 3808 146991 SH DEFINED 01 146991 0 0 APRIA HEALTHCARE GROUP COM 037933108 202 7800 SH DEFINED 01 05 0 7800 0 LONDON BRIDGE COM 0379829 1 386 SH DEFINED 01 10 386 0 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 405 16595 SH DEFINED 01 16595 0 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 1224 50146 SH DEFINED 01 03 0 50146 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 28 1168 SH DEFINED 01 05 0 1168 0 APPLERA CORP - CELERA GENOMICS COM 038020202 842 34959 SH DEFINED 01 34959 0 0 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 AURORA FOODS RESTRCT COM 05164B999 495 123975 SH DEFINED 01 05 0 123975 0 AURORA FOODS RESTRICTED COM 05164B999 1785 447285 SH DEFINED 01 447285 0 0 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 BANCA INTESA SPA IT;BIN/EU COM 059422998 8345 3375217 SH DEFINED 01 05 0 3375217 0 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 BANK OF NEW YORK COM 064057102 7775 222163 SH DEFINED 01 03 0 222163 0 BANK OF NEW YORK COM 064057102 626 17872 SH DEFINED 01 05 0 17872 0 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 BANK ONE CORP COM 06423A103 1710 54327 SH DEFINED 01 54327 0 0 BANK ONE CORP COM 06423A103 531 16875 SH DEFINED 01 02 0 16875 0 BANK ONE CORP COM 06423A103 8709 276729 SH DEFINED 01 03 0 276729 0 BANK ONE CORP COM 06423A103 20659 656452 SH DEFINED 01 05 0 656452 0 BANK ONE CORP PFD B PRF 06423A202 2670 29500 SH DEFINED 01 0 29500 0 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 BED BATH & BEYOND IN COM 075896100 662 26000 SH DEFINED 01 0 26000 0 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 BEIJING DATANG P."H" 0991 COM 076840990 58 162000 SH DEFINED 01 05 0 162000 0 BEIJING ENTERPRISES (0392) COM 076900992 2234 2248000 SH DEFINED 01 2248000 0 0 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 BENCHMARK ELECTRONIC COM 08160H101 983 59479 SH DEFINED 01 59479 0 0 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 BERKSHIRE HATHAWAY B COM 084670207 23028 9883 SH DEFINED 01 9883 0 0 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 BURLINGTON/SANTA FE COM 12189T104 2224 83139 SH DEFINED 01 05 0 83139 0 BURLINGTON RESOURCES COM 122014103 1950 57000 SH DEFINED 01 0 57000 0 BURLINGTON RESOURCES COM 122014103 124 3616 SH DEFINED 01 3616 0 0 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 CNF TRUST SER A CM CVT 5.00 PRF 12612V205 1521 39000 SH DEFINED 01 05 0 39000 0 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 CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 18744 181976 SH DEFINED 01 181976 0 0 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 CVS CORP COM 126650100 46 1200 SH DEFINED 11 12 13 0 1200 0 CVS CORP COM 126650100 3318 99925 SH DEFINED 01 0 99925 0 CVS CORP COM 126650100 224 6767 SH DEFINED 01 6767 0 0 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 CVS CORP COM 126650100 6712 202178 SH DEFINED 01 05 0 202178 0 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 CABOT INDUSTRIAL TRU COM 127072106 207 10105 SH DEFINED 01 10105 0 0 CABOT INDUSTRIAL TRU COM 127072106 154 7500 SH DEFINED 01 05 0 7500 0 CABOT OIL & GAS CORP COM 127097103 2702 135456 SH DEFINED 01 135456 0 0 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 CALIENT NETWK D PFD PRF 130500XX4 15000 2076124 SH DEFINED 01 05 0 2076124 0 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 CAMDEN PROP TRUST COM 133131102 2099 56592 SH DEFINED 01 56592 0 0 CAMDEN PROP TRUST COM 133131102 156 4200 SH DEFINED 01 05 0 4200 0 CAMPBELL SOUP COM 134429109 196 6992 SH DEFINED 01 6992 0 0 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 CANARY WHARF GR COM 135100998 24 3538 SH DEFINED 01 3538 0 0 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 CARDINAL HEALTH COM 14149Y108 7829 105869 SH DEFINED 01 03 0 105869 0 CARDINAL HEALTH COM 14149Y108 95632 1293194 SH DEFINED 01 05 0 1293194 0 CAREER EDUCATIONS COM 141665109 313 5692 SH DEFINED 01 5692 0 0 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 CARNIVAL CORP COM 143658102 3225 146463 SH DEFINED 01 03 0 146463 0 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 CELL THERAPEUTICS COM 150934107 4094 170196 SH DEFINED 01 170196 0 0 CELL THERAPEUTICS COM 150934107 4 180 SH DEFINED 01 02 0 180 0 CELL THERAPEUTICS COM 150934107 180 7500 SH DEFINED 01 05 0 7500 0 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 CENTEX CORPORATION COM 152312104 742 22001 SH DEFINED 01 22001 0 0 CENTEX CORPORATION COM 152312104 475 14092 SH DEFINED 01 03 0 14092 0 CENTEX CORPORATION COM 152312104 11 328 SH DEFINED 01 05 0 328 0 CENTILLIUM COMM COM 152319109 0 49 SH DEFINED 01 49 0 0 CENTEX CONSTRN PRODS INC COM 15231R109 2 53 SH DEFINED 01 53 0 0 CENTRAL ILL LT $100 PRF 153645882 6821 65000 SH DEFINED 01 04 0 65000 0 CENTRAL PARKING COM 154785109 1525 108976 SH DEFINED 01 108976 0 0 CENTRAL VT PUB SRV COM 155771108 613 35022 SH DEFINED 01 35022 0 0 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 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 16337 204212 SH DEFINED 01 204212 0 0 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 5325 66562 SH DEFINED 01 05 0 66562 0 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 CEPHALON COM 156708109 90 1800 SH DEFINED 01 05 0 1800 0 CERIDIAN CORPORATION COM 156779100 59 4114 SH DEFINED 01 4114 0 0 CERNER CORP COM 156782104 8317 167996 SH DEFINED 01 167996 0 0 CERNER CORP COM 156782104 2 40 SH DEFINED 01 02 0 40 0 CERNER CORP COM 156782104 186 3750 SH DEFINED 01 05 0 3750 0 CERTEGY COM 156880106 3585 138069 SH DEFINED 01 138069 0 0 CERTEGY COM 156880106 5690 219200 SH DEFINED 01 05 0 219200 0 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 AVASTA ESERVICES FORMALLY CHAP COM 160000998 0 508113 SH DEFINED 01 05 0 508113 0 AVASTA SER B PFD - FORMALLY CH PRF 160000XX8 1654 1234287 SH DEFINED 01 1234287 0 0 AVASTA SER B PFD - FORMALLY CH PRF 160000XX8 2011 1500694 SH DEFINED 01 05 0 1500694 0 CHARTER ONE FINL COM 160903100 105 3721 SH DEFINED 01 3721 0 0 CHARTER ONE FINL COM 160903100 1454 51537 SH DEFINED 01 03 0 51537 0 CHARTER ONE FINL COM 160903100 34 1201 SH DEFINED 01 05 0 1201 0 CHARLOTTE RUSSE HOLDING COM 161048103 255 19600 SH DEFINED 01 19600 0 0 CHARMING SHOPPES COM 161133103 14116 2874990 SH DEFINED 01 2874990 0 0 CHARMING SHOPPES COM 161133103 4 830 SH DEFINED 01 02 0 830 0 CHARMING SHOPPES COM 161133103 823 167685 SH DEFINED 01 05 0 167685 0 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 CHECKFREE CORPORATION COM 162813109 43 2535 SH DEFINED 01 2535 0 0 CHECKPOINT SYSTEMS COM 162825103 1638 149861 SH DEFINED 01 149861 0 0 CHECKPOINT SYSTEMS COM 162825103 31 2800 SH DEFINED 01 05 0 2800 0 CHEESECAKE FACTORY COM 163072101 95329 3980395 SH DEFINED 01 02 0 3980395 0 CHEESECAKE FACTORY (THE) COM 163072101 37480 1564920 SH DEFINED 01 1564920 0 0 CHEESECAKE FACTORY (THE) COM 163072101 5416 226137 SH DEFINED 01 03 0 226137 0 CHEESECAKE FACTORY (THE) COM 163072101 410 17121 SH DEFINED 01 05 0 17121 0 CHELSEA PROPERTY GROUP COM 163421100 3 68 SH DEFINED 01 68 0 0 CHEMED CORP COM 163596109 859 29812 SH DEFINED 01 29812 0 0 CHEMFIRST INC WI US;CEM COM 16361A106 868 43010 SH DEFINED 01 43010 0 0 CHEMICAL FINANCIAL C COM 163731102 2 66 SH DEFINED 01 66 0 0 CHESAPEAKE CORP COM 165159104 1188 45943 SH DEFINED 01 45943 0 0 CHESAPEAKE ENERGY COM 165167107 3312 586247 SH DEFINED 01 586247 0 0 CHESAPEAKE ENERGY COM 165167107 8 1390 SH DEFINED 01 02 0 1390 0 CHESAPEAKE ENERGY COM 165167107 166 29300 SH DEFINED 01 05 0 29300 0 CHEUNG KONG HOLDINGS LTD COM 166400994 8544 1097000 SH DEFINED 01 1097000 0 0 CHEUNG KONG HOLDINGS LTD COM 166400994 3147 404000 SH DEFINED 01 03 0 404000 0 CHEVRON COM 166751107 2796 30900 SH DEFINED 11 12 0 30900 0 CHEVRON COM 166751107 471 5200 SH DEFINED 11 12 13 0 5200 0 CHEVRON COM 166751107 63 700 SH DEFINED 12 12 13 1 699 0 CHEVRON COM 166751107 707212 8344680 SH DEFINED 01 8344680 0 0 CHEVRON COM 166751107 18639 219933 SH DEFINED 01 03 0 219933 0 CHEVRON COM 166751107 129193 1524412 SH DEFINED 01 05 0 1524412 0 CHEVRON CORP COM 166751107 26374 311202 SH DEFINED 01 02 0 311202 0 CHICOS COM 168615102 3 120 SH DEFINED 01 02 0 120 0 CHICOS FAS COM 168615102 4307 182912 SH DEFINED 01 182912 0 0 CHICOS FAS COM 168615102 117 4950 SH DEFINED 01 05 0 4950 0 CHILDRENS PLACE COM 168905107 562 31376 SH DEFINED 01 31376 0 0 CHILDRENS PLACE COM 168905107 39 2200 SH DEFINED 01 05 0 2200 0 CLP HOLDINGS LTD COM 169400108 15 4000 SH DEFINED 01 4000 0 0 CHINA MOBILE (HONG KONG) COM 169425105 2232 702000 SH DEFINED 01 702000 0 0 CHINA MOBILE (HONG KONG) COM 169425105 52 16500 SH DEFINED 01 05 0 16500 0 CHOICE HOTELS INTL COM 169905106 4 241 SH DEFINED 01 241 0 0 CHIRON COM 170040109 420 9466 SH DEFINED 01 9466 0 0 CHIRON COM 170040109 2003 45080 SH DEFINED 01 03 0 45080 0 CHIRON COM 170040109 47 1051 SH DEFINED 01 05 0 1051 0 CHITTENDEN CORP COM 170228100 2477 97540 SH DEFINED 01 97540 0 0 CHOICEPOINT INC COM 170388102 76 1819 SH DEFINED 01 1819 0 0 CHOICE ONE COMM COM 17038P104 35 21612 SH DEFINED 01 21612 0 0 CHRISTOPHER & BANKS COM 171046105 1929 64038 SH DEFINED 01 64038 0 0 CHUBB CORP COM 171232101 57795 809336 SH DEFINED 01 809336 0 0 CHUBB CORP COM 171232101 4649 65107 SH DEFINED 01 03 0 65107 0 CHUBB CORP COM 171232101 768 10757 SH DEFINED 01 05 0 10757 0 CHURCH & DWIGHT COM 171340102 33 1276 SH DEFINED 01 1276 0 0 CIA VALE RIO DOCE- PNA PRF 171599558 3256 164700 SH DEFINED 01 164700 0 0 CIA VALE RIO DOCE- PNA PRF 171599558 81 4100 SH DEFINED 01 05 0 4100 0 CIBER INC COM 17163B102 1091 173164 SH DEFINED 01 173164 0 0 CIENA COM 171779101 150 14594 SH DEFINED 01 14594 0 0 CIENA COM 171779101 800 77705 SH DEFINED 01 03 0 77705 0 CIENA COM 171779101 19 1811 SH DEFINED 01 05 0 1811 0 CIMA LABS COM 171796105 5 81 SH DEFINED 01 81 0 0 CINCINNATI FINANCIAL COM 172062101 114 2741 SH DEFINED 01 2741 0 0 CINCINNATI FINANCIAL COM 172062101 1589 38171 SH DEFINED 01 03 0 38171 0 CINCINNATI FINANCIAL COM 172062101 37 889 SH DEFINED 01 05 0 889 0 CINERGY CORP COM 172474108 84 2724 SH DEFINED 01 2724 0 0 CINERGY CORP COM 172474108 1166 37764 SH DEFINED 01 03 0 37764 0 CINERGY CORP COM 172474108 27 880 SH DEFINED 01 05 0 880 0 CIRCUIT CITY COM 172737108 490 40856 SH DEFINED 01 40856 0 0 CIRCUIT CITY COM 172737108 13727 1143905 SH DEFINED 01 02 0 1143905 0 CIRCUIT CITY COM 172737108 708 59006 SH DEFINED 01 03 0 59006 0 CIRCUIT CITY COM 172737108 14 1151 SH DEFINED 01 05 0 1151 0 CARMAX GROUP COM 172737306 4 350 SH DEFINED 01 02 0 350 0 CIRCUIT CITY STORES - CARMAX G COM 172737306 2276 202300 SH DEFINED 01 202300 0 0 CIRCUIT CITY STORES - CARMAX G COM 172737306 86 7600 SH DEFINED 01 05 0 7600 0 CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0 CIRRUS LOGIC COM 172755100 869 116973 SH DEFINED 01 116973 0 0 CIRRUS LOGIC COM 172755100 1 120 SH DEFINED 01 02 0 120 0 CIRRUS LOGIC COM 172755100 29 3900 SH DEFINED 01 05 0 3900 0 CISCO SYSTEMS COM 17275R102 6347 348712 SH DEFINED 11 12 0 348712 0 CISCO SYSTEMS COM 17275R102 64754 3557941 SH DEFINED 11 12 13 0 3557941 0 CISCO SYSTEMS COM 17275R102 11713 961634 SH DEFINED 01 0 961634 0 CISCO SYSTEMS COM 17275R102 385788 31673887 SH DEFINED 01 31673887 0 0 CISCO SYSTEMS COM 17275R102 61399 5040501 SH DEFINED 01 02 0 5040501 0 CISCO SYSTEMS COM 17275R102 24393 2002781 SH DEFINED 01 03 0 2002781 0 CISCO SYSTEMS COM 17275R102 132793 10902454 SH DEFINED 01 05 0 10902454 0 CINTAS COM 172908105 36577 907616 SH DEFINED 01 907616 0 0 CINTAS COM 172908105 5965 148031 SH DEFINED 01 03 0 148031 0 CINTAS COM 172908105 390 9676 SH DEFINED 01 05 0 9676 0 CINTAS CORP COM 172908105 2031 50400 SH DEFINED 01 02 0 50400 0 CITIGROUP INC COM 172967101 9617 181998 SH DEFINED 11 12 0 181998 0 CITIGROUP INC COM 172967101 111463 2109365 SH DEFINED 11 12 13 0 2109365 0 CITIGROUP COM 172967101 1301935 32146528 SH DEFINED 01 32146528 0 0 CITIGROUP COM 172967101 54263 1339822 SH DEFINED 01 03 0 1339822 0 CITIGROUP COM 172967101 380715 9400354 SH DEFINED 01 05 0 9400354 0 CITIGROUP INC COM 172967101 20256 500135 SH DEFINED 01 0 500135 0 CITIGROUP INC COM 172967101 69074 1705456 SH DEFINED 01 02 0 1705456 0 CITIZENS BKG CORP MI COM 174420109 5 147 SH DEFINED 01 147 0 0 CITIZENS BKG CORP MI COM 174420109 5 150 SH DEFINED 01 02 0 150 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 685 72928 SH DEFINED 01 72928 0 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 637 67766 SH DEFINED 01 03 0 67766 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 15 1579 SH DEFINED 01 05 0 1579 0 CITRIX COM 177376100 19640 991830 SH DEFINED 01 02 0 991830 0 CITRIX SYSTEMS COM 177376100 21062 1063723 SH DEFINED 01 1063723 0 0 CITRIX SYSTEMS COM 177376100 1834 92651 SH DEFINED 01 03 0 92651 0 CITRIX SYSTEMS COM 177376100 9865 498222 SH DEFINED 01 05 0 498222 0 CITY NATIONAL CORP COM 178566105 834 19304 SH DEFINED 01 19304 0 0 CLAIRES STORES INC COM 179584107 18 1422 SH DEFINED 01 1422 0 0 CLARCOR INC COM 179895107 1774 74225 SH DEFINED 01 74225 0 0 CLARENT CORP COM 180461105 1 194 SH DEFINED 01 194 0 0 CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0 CLAYTON HOMES INC COM 184190106 270 22109 SH DEFINED 01 22109 0 0 CLEAR CHANNEL COMMUN COM 184502102 2663 67000 SH DEFINED 01 0 67000 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 12360 310947 SH DEFINED 01 310947 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 6313 158812 SH DEFINED 01 03 0 158812 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 24198 608753 SH DEFINED 01 05 0 608753 0 CLEVELAND-CLIFFS IRN COM 185896107 443 30806 SH DEFINED 01 30806 0 0 CLICK COMMERCE ING COM 18681D109 0 130 SH DEFINED 01 130 0 0 CLOROX CO COM 189054109 926 25030 SH DEFINED 01 25030 0 0 CLOROX CO COM 189054109 2078 56172 SH DEFINED 01 03 0 56172 0 CLOROX CO COM 189054109 48 1309 SH DEFINED 01 05 0 1309 0 COACH INC COM 189754104 953 35960 SH DEFINED 01 35960 0 0 COACHMEN INDUSTRIES COM 189873102 431 47866 SH DEFINED 01 47866 0 0 COASTAL BANCORP COM 19041P105 920 26070 SH DEFINED 01 26070 0 0 COASTAL BANCORP COM 19041P105 6 160 SH DEFINED 01 02 0 160 0 COASTAL BANCORP COM 19041P105 61 1730 SH DEFINED 01 05 0 1730 0 COCA-COLA BOTTLING COM 191098102 1003 26589 SH DEFINED 01 26589 0 0 COCA-COLA COM 191216100 245877 5248185 SH DEFINED 01 5248185 0 0 COCA-COLA COM 191216100 38270 816902 SH DEFINED 01 02 0 816902 0 COCA-COLA COM 191216100 31796 678671 SH DEFINED 01 03 0 678671 0 COCA-COLA COM 191216100 107796 2300871 SH DEFINED 01 05 0 2300871 0 COCA-COLA ENTERPRISE COM 191219104 116 7537 SH DEFINED 01 7537 0 0 COCA-COLA ENTERPRISE COM 191219104 1622 105742 SH DEFINED 01 03 0 105742 0 COCA-COLA ENTERPRISE COM 191219104 38 2464 SH DEFINED 01 05 0 2464 0 COCA COLA FEMSA COM 191241108 3316 167914 SH DEFINED 01 167914 0 0 COCA COLA FEMSA COM 191241108 80 4044 SH DEFINED 01 05 0 4044 0 COGNEX CORP COM 192422103 2648 134930 SH DEFINED 01 134930 0 0 COGNIZANT TECH SOLUT COM 192446102 1 60 SH DEFINED 01 02 0 60 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 2061 92000 SH DEFINED 01 92000 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 92 4100 SH DEFINED 01 05 0 4100 0 COHERENT COM 192479103 2894 101915 SH DEFINED 01 101915 0 0 COHU INC COM 192576106 924 61752 SH DEFINED 01 61752 0 0 COINSTAR INC COM 19259P300 1256 63700 SH DEFINED 01 63700 0 0 COLE KENNETH PRODTN COM 193294105 1 84 SH DEFINED 01 84 0 0 COLGATE-PALMOLIVE COM 194162103 6990 120000 SH DEFINED 01 0 120000 0 COLGATE-PALMOLIVE COM 194162103 26778 459719 SH DEFINED 01 459719 0 0 COLGATE-PALMOLIVE COM 194162103 635 10917 SH DEFINED 01 02 0 10917 0 COLGATE-PALMOLIVE COM 194162103 7760 133225 SH DEFINED 01 03 0 133225 0 COLGATE-PALMOLIVE COM 194162103 23500 403430 SH DEFINED 01 05 0 403430 0 COLONIAL BANCGROUP COM 195493309 47 3678 SH DEFINED 01 3678 0 0 COLONIAL BANCGROUP COM 195493309 7 530 SH DEFINED 01 02 0 530 0 COLONIAL PPTYS TR COM 195872106 2 80 SH DEFINED 01 80 0 0 COLUMBIA SPORTSWEAR COM 198516106 1276 57413 SH DEFINED 01 57413 0 0 COLUMBIA SPORTSWEAR COM 198516106 1 60 SH DEFINED 01 02 0 60 0 COLUMBIA SPORTSWEAR COM 198516106 57 2550 SH DEFINED 01 05 0 2550 0 COMCAST CL A COM 200300200 151613 4226730 SH DEFINED 01 4226730 0 0 COMCAST CL A COM 200300200 8203 228703 SH DEFINED 01 03 0 228703 0 COMCAST CL A COM 200300200 38589 1075802 SH DEFINED 01 05 0 1075802 0 COMCAST CORP CLA SPL COM 200300200 9535 265840 SH DEFINED 01 02 0 265840 0 COMDISCO INC COM 200336105 0 743 SH DEFINED 01 743 0 0 COMERICA INC COM 200340107 172 3102 SH DEFINED 01 3102 0 0 COMERICA INC COM 200340107 319 5772 SH DEFINED 01 02 0 5772 0 COMERICA INC COM 200340107 2348 42391 SH DEFINED 01 03 0 42391 0 COMERICA INC COM 200340107 55 989 SH DEFINED 01 05 0 989 0 COMMERCE BANCORP COM 200519106 7206 105968 SH DEFINED 01 105968 0 0 COMMERCE BANCORP COM 200519106 4352 64000 SH DEFINED 01 05 0 64000 0 COMMERCE BANCSHARES COM 200525103 4 101 SH DEFINED 01 101 0 0 COMMERCE ASSET HLDG- BHD COM 200568996 2629 1417000 SH DEFINED 01 1417000 0 0 COMMERCE ASSET HLDG- BHD COM 200568996 63 34000 SH DEFINED 01 05 0 34000 0 COMMERCE GROUP INC COM 200641108 2480 65262 SH DEFINED 01 65262 0 0 COMMERCE GROUP INC COM 200641108 8 210 SH DEFINED 01 02 0 210 0 COMMERCE GROUP INC COM 200641108 175 4600 SH DEFINED 01 05 0 4600 0 COMMERCE ONE INC COM 200693109 3 1387 SH DEFINED 01 1387 0 0 COMMERCIAL FED CORP COM 201647104 3791 156186 SH DEFINED 01 156186 0 0 COMMERCIAL METALS COM 201723103 1096 39413 SH DEFINED 01 39413 0 0 COMMONWEALTH IND COM 203004106 212 49926 SH DEFINED 01 49926 0 0 COMMONWEALTH TEL ENT COM 203349105 3453 93931 SH DEFINED 01 93931 0 0 COMMONWEALTH TEL ENT COM 203349105 151 4100 SH DEFINED 01 05 0 4100 0 COMMSCOPE COM 203372107 28 1612 SH DEFINED 01 1612 0 0 COMM&PWR IND COMMON COM 20338A108 18 3500 SH DEFINED 01 3500 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 6431 257231 SH DEFINED 01 257231 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 1084 43350 SH DEFINED 01 05 0 43350 0 COMMUNITY HEALTH SYS COM 203668108 83762 2816450 SH DEFINED 01 02 0 2816450 0 COMMUNITY HEALTH SYSTEMS COM 203668108 25286 850225 SH DEFINED 01 850225 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 4559 153300 SH DEFINED 01 03 0 153300 0 COMMUNITY HEALTH SYSTEMS COM 203668108 245 8238 SH DEFINED 01 05 0 8238 0 COMMUNITY FIRST BANK COM 203902101 5231 217778 SH DEFINED 01 217778 0 0 COMMUNITY FIRST BANK COM 203902101 7 290 SH DEFINED 01 02 0 290 0 COMMUNITY FIRST BANK COM 203902101 166 6900 SH DEFINED 01 05 0 6900 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 2932 183147 SH DEFINED 01 183147 0 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 71 4416 SH DEFINED 01 05 0 4416 0 BUENAVENTURA ADR BVN/IN US$ COM 204448104 3380 156132 SH DEFINED 01 156132 0 0 BUENAVENTURA ADR BVN/IN US$ COM 204448104 63 2920 SH DEFINED 01 05 0 2920 0 COMPAQ COMPUTER COM 204493100 18895 2273816 SH DEFINED 01 2273816 0 0 COMPAQ COMPUTER COM 204493100 3751 451394 SH DEFINED 01 03 0 451394 0 COMPAQ COMPUTER COM 204493100 196 23551 SH DEFINED 01 05 0 23551 0 COMPAQ COMPUTER CORP COM 204493100 1604 193000 SH DEFINED 01 0 193000 0 COMPAQ COMPUTER CORP COM 204493100 8 1060 SH DEFINED 01 02 0 1060 0 COMPASS BANCSHARES COM 20449H109 1138 43711 SH DEFINED 01 43711 0 0 COMPASS GROUP PLC COM 204501993 68 9730 SH DEFINED 01 9730 0 0 COMPASS GROUP PLC COM 204501993 3672 526642 SH DEFINED 01 03 0 526642 0 COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0 COMPUTER ASSOC COM 204912109 29081 1129853 SH DEFINED 01 1129853 0 0 COMPUTER ASSOC COM 204912109 4147 161142 SH DEFINED 01 03 0 161142 0 COMPUTER ASSOC COM 204912109 869 33786 SH DEFINED 01 05 0 33786 0 COMPUTER SCIENCES COM 205363104 7463 225000 SH DEFINED 01 0 225000 0 COMPUTER SCIENCES COM 205363104 23453 707024 SH DEFINED 01 707024 0 0 COMPUTER SCIENCES COM 205363104 32615 983176 SH DEFINED 01 02 0 983176 0 COMPUTER SCIENCES COM 205363104 2078 62629 SH DEFINED 01 03 0 62629 0 COMPUTER SCIENCES COM 205363104 582 17524 SH DEFINED 01 05 0 17524 0 COMPUTER TASK GROUP COM 205477102 127 63315 SH DEFINED 01 63315 0 0 COMPUTERSHARE LTD COM 205560998 39 17600 SH DEFINED 01 17600 0 0 COMPUWARE COM 205638109 915 109869 SH DEFINED 01 109869 0 0 COMPUWARE COM 205638109 728 87345 SH DEFINED 01 03 0 87345 0 COMPUWARE COM 205638109 17 2036 SH DEFINED 01 05 0 2036 0 COMVERSE TECH INC COM 205862402 6078 296769 SH DEFINED 01 296769 0 0 COMVERSE TECH INC COM 205862402 57 2800 SH DEFINED 01 02 0 2800 0 COMVERSE TECH INC COM 205862402 902 44036 SH DEFINED 01 03 0 44036 0 COMVERSE TECH INC COM 205862402 9478 462826 SH DEFINED 01 05 0 462826 0 CONAGRA FOODS COM 205887102 95734 4264304 SH DEFINED 01 4264304 0 0 CONAGRA FOODS COM 205887102 3900 173750 SH DEFINED 01 03 0 173750 0 CONAGRA FOODS COM 205887102 30669 1366087 SH DEFINED 01 05 0 1366087 0 CONAGRA FOODS INC COM 205887102 5455 243000 SH DEFINED 01 0 243000 0 CONAGRA FOODS INC COM 205887102 20437 910375 SH DEFINED 01 02 0 910375 0 COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0 CONCEPTUS COM 206016107 104 6000 SH DEFINED 01 6000 0 0 CONCORD CAMERA CORP COM 206156101 363 82871 SH DEFINED 01 82871 0 0 CONCORD COMMUNICATIO COM 206186108 449 50476 SH DEFINED 01 50476 0 0 CONCORD EFS INC COM 206197105 1671 34156 SH DEFINED 01 34156 0 0 CONCORD EFS INC COM 206197105 2800 57210 SH DEFINED 01 03 0 57210 0 CONCORD EFS INC COM 206197105 65 1334 SH DEFINED 01 05 0 1334 0 Concur Technologies Inc COM 206708109 1288 870161 SH DEFINED 1 870161 0 0 CONCURRENT COMPT NEW COM 206710204 953 105047 SH DEFINED 01 105047 0 0 CONCURRENT COMPT NEW COM 206710204 27 3000 SH DEFINED 01 05 0 3000 0 CONDUCTUS, INC. COM 206784100 293 85000 SH DEFINED 01 85000 0 0 CONECTIV INC COM 206829103 1071 45557 SH DEFINED 01 45557 0 0 CONEXANT SYSTEMS INC COM 207142100 6915 833055 SH DEFINED 01 833055 0 0 CONEXANT SYSTEMS INC COM 207142100 57 6850 SH DEFINED 01 02 0 6850 0 CONEXANT SYSTEMS INC COM 207142100 487 58680 SH DEFINED 01 03 0 58680 0 CONEXANT SYSTEMS INC COM 207142100 9226 1111667 SH DEFINED 01 05 0 1111667 0 CONMED CORP COM 207410101 1350 76249 SH DEFINED 01 76249 0 0 CONMED CORP COM 207410101 3 180 SH DEFINED 01 02 0 180 0 CONOCO INCCK COM 208251306 84300 3315000 SH DEFINED 01 3315000 0 0 CONOCO INCCK COM 208251306 2396 94232 SH DEFINED 01 05 0 94232 0 CONOCO INC - B COM 208251405 89776 3542872 SH DEFINED 01 3542872 0 0 CONOCO INC - B COM 208251405 6473 255442 SH DEFINED 01 03 0 255442 0 CONOCO INC - B COM 208251405 88 3459 SH DEFINED 01 05 0 3459 0 CONOCO INC CLASS B COM 208251405 21439 846015 SH DEFINED 01 02 0 846015 0 CONSECO INC COM 208464107 41 5644 SH DEFINED 01 5644 0 0 CONSECO INC COM 208464107 582 80221 SH DEFINED 01 03 0 80221 0 CONSECO INC COM 208464107 14 1870 SH DEFINED 01 05 0 1870 0 CONSOL ENERGY INC COM 20854P109 5 247 SH DEFINED 01 247 0 0 CON EDISON $100 SR J PRF 209111863 2590 25000 SH DEFINED 01 0 25000 0 CON EDISON $100 SR J PRF 209111863 15539 150000 SH DEFINED 01 04 0 150000 0 CONSOLIDATED EDISON COM 209115104 2997 73618 SH DEFINED 01 73618 0 0 CONSOLIDATED EDISON COM 209115104 2051 50373 SH DEFINED 01 03 0 50373 0 CONSOLIDATED EDISON COM 209115104 48 1174 SH DEFINED 01 05 0 1174 0 CONSOLIDTED GRAPHICS COM 209341106 2121 124200 SH DEFINED 01 124200 0 0 CONSOLIDTED GRAPHICS COM 209341106 3 190 SH DEFINED 01 02 0 190 0 CONSOLIDTED GRAPHICS COM 209341106 114 6650 SH DEFINED 01 05 0 6650 0 CONSORCIO ARA COM 210305991 34 28000 SH DEFINED 01 28000 0 0 CONSTELLATION BRANDS COM 21036P108 3 80 SH DEFINED 01 02 0 80 0 CONSTELLATION BRANDS INC-A COM 21036P108 10644 255490 SH DEFINED 01 255490 0 0 CONSTELLATION BRANDS INC-A COM 21036P108 164 3930 SH DEFINED 01 05 0 3930 0 CONSTELLATION ENERGY COM 210371100 67 2763 SH DEFINED 01 2763 0 0 CONSTELLATION ENERGY COM 210371100 941 38891 SH DEFINED 01 03 0 38891 0 CONSTELLATION ENERGY COM 210371100 22 906 SH DEFINED 01 05 0 906 0 CONTIFINANCIAL COM 21075M107 594 7419470 SH DEFINED 01 02 0 7419470 0 CONTL AIRLINES CL B COM 210795308 257 17113 SH DEFINED 01 17113 0 0 CONVERA CORP COM 211919105 858 350000 SH DEFINED 01 05 0 350000 0 CONVERGYS COM 212485106 33266 1198778 SH DEFINED 01 1198778 0 0 CONVERGYS COM 212485106 2516 90681 SH DEFINED 01 03 0 90681 0 CONVERGYS COM 212485106 14894 536745 SH DEFINED 01 05 0 536745 0 CONVERGYS CORP COM 212485106 14766 532075 SH DEFINED 01 02 0 532075 0 COOPER CAMERON COM 216640102 476 14526 SH DEFINED 01 14526 0 0 COOPER COS INC COM 216648402 5732 122216 SH DEFINED 01 122216 0 0 COOPER COS INC COM 216648402 5 100 SH DEFINED 01 02 0 100 0 COOPER COS INC COM 216648402 192 4100 SH DEFINED 01 05 0 4100 0 COOPER INDUSTRIES COM 216669101 67 1617 SH DEFINED 01 1617 0 0 COOPER INDUSTRIES COM 216669101 921 22220 SH DEFINED 01 03 0 22220 0 COOPER INDUSTRIES COM 216669101 21 518 SH DEFINED 01 05 0 518 0 COOPER TIRE & RUBBER COM 216831107 17 1235 SH DEFINED 01 1235 0 0 COOPER TIRE & RUBBER COM 216831107 245 17232 SH DEFINED 01 03 0 17232 0 COOPER TIRE & RUBBER COM 216831107 6 401 SH DEFINED 01 05 0 401 0 COORS (ADOLPH) COM 217016104 502 11163 SH DEFINED 01 11163 0 0 COORS (ADOLPH) COM 217016104 399 8857 SH DEFINED 01 03 0 8857 0 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 COORSTEK INC COM 217020106 3 105 SH DEFINED 01 02 0 105 0 COORSTEK INC COM 217020106 99 3950 SH DEFINED 01 05 0 3950 0 COPART COM 217204106 4704 167944 SH DEFINED 01 167944 0 0 COPART COM 217204106 3 110 SH DEFINED 01 02 0 110 0 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 CORINTHIAN COLLEGES COM 218868107 5584 165675 SH DEFINED 01 165675 0 0 CORINTHIAN COLLEGES COM 218868107 3 95 SH DEFINED 01 02 0 95 0 CORINTHIAN COLLEGES COM 218868107 172 5100 SH DEFINED 01 05 0 5100 0 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 CORNING INC COM 219350105 777 88002 SH DEFINED 01 88002 0 0 CORNING INC COM 219350105 21702 2461233 SH DEFINED 01 02 0 2461233 0 CORNING INC COM 219350105 2147 243471 SH DEFINED 01 03 0 243471 0 CORNING INC COM 219350105 45 5150 SH DEFINED 01 05 0 5150 0 CORP EXECUTIVE BOARD COM 21988R102 180 6902 SH DEFINED 01 6902 0 0 CORP EXECUTIVE BOARD COM 21988R102 4 140 SH DEFINED 01 02 0 140 0 CORRECTIONS CORP OF AMERICA SE PRF 22025Y308 0 5 SH DEFINED 01 5 0 0 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 COST PLUS CPWM COM 221485105 1456 79293 SH DEFINED 01 79293 0 0 COSTCO WHOLESALE COM 22160K105 300979 8463985 SH DEFINED 01 8463985 0 0 COSTCO WHOLESALE COM 22160K105 3800 106859 SH DEFINED 01 03 0 106859 0 COSTCO WHOLESALE COM 22160K105 50360 1416192 SH DEFINED 01 05 0 1416192 0 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 COUNTRYWIDE CREDIT COM 222372104 1236 28132 SH DEFINED 01 03 0 28132 0 COUNTRYWIDE CREDIT COM 222372104 29 655 SH DEFINED 01 05 0 655 0 COUSINS PROPERTIES I COM 222795106 8 317 SH DEFINED 01 317 0 0 COVAD COMMUNICATIONS GROUP COM 222814204 0 226 SH DEFINED 01 226 0 0 COVANCE INC COM 222816100 32 1755 SH DEFINED 01 1755 0 0 COVANIA ENERGY CORP COM 22281N103 1901 162839 SH DEFINED 01 162839 0 0 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 COVIA TECHNOLOGIES COM 222900XY3 2543 2367878 SH DEFINED 01 05 0 2367878 0 COX COMMUNICATIONS CL A COM 224044107 41804 1001294 SH DEFINED 01 1001294 0 0 COX COMMUNICATIONS CL A COM 224044107 23 558 SH DEFINED 01 05 0 558 0 COX COMMUNICATIONS CONV PRF 224044305 2209 40340 SH DEFINED 01 0 40340 0 COX COMMUNICATIONS CM CVT 7 PRF 224044305 42584 777800 SH DEFINED 01 777800 0 0 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 CRESCENT COM 225756105 1411 65787 SH DEFINED 01 05 0 65787 0 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 CUMMINS INC COM 231021106 8 228 SH DEFINED 01 05 0 228 0 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 CYTYC CORP COM 232946103 67 2520 SH DEFINED 01 02 0 2520 0 CYTYC CORP COM 232946103 11842 441700 SH DEFINED 01 05 0 441700 0 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 DST SYSTEMS COM 233326107 37641 870334 SH DEFINED 01 870334 0 0 DST SYSTEMS COM 233326107 106558 2463818 SH DEFINED 01 02 0 2463818 0 DST SYSTEMS COM 233326107 3775 87270 SH DEFINED 01 03 0 87270 0 DST SYSTEMS COM 233326107 27680 640008 SH DEFINED 01 05 0 640008 0 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 DAIRY MART WARRANTS COM 2338602*5 4 362999 SH DEFINED 01 362999 0 0 DAIRY MART WARRANTS COM 2338602*5 0 10000 SH DEFINED 01 05 0 10000 0 DAIWA HOUSE INDS COM 234062107 161 22000 SH DEFINED 01 22000 0 0 DAL-TILE INTERNATION COM 23426R108 3868 251385 SH DEFINED 01 251385 0 0 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 DANAHER COM 235851102 53231 1128230 SH DEFINED 01 1128230 0 0 DANAHER COM 235851102 5154 109253 SH DEFINED 01 03 0 109253 0 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 DARDEN RESTAURANT COM 237194105 1804 68770 SH DEFINED 01 68770 0 0 DARDEN RESTAURANT COM 237194105 736 28043 SH DEFINED 01 03 0 28043 0 DARDEN RESTAURANT COM 237194105 17 653 SH DEFINED 01 05 0 653 0 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 DEAN FOODS COM 242361103 48 1043 SH DEFINED 01 1043 0 0 DEB SHOPS COM 242728103 1577 76600 SH DEFINED 01 76600 0 0 DEB SHOPS COM 242728103 2 120 SH DEFINED 01 02 0 120 0 DEB SHOPS COM 242728103 78 3800 SH DEFINED 01 05 0 3800 0 DEERE & COMPANY COM 244199105 2028 53905 SH DEFINED 01 53905 0 0 DEERE & COMPANY COM 244199105 2096 55741 SH DEFINED 01 03 0 55741 0 DEERE & COMPANY COM 244199105 49 1300 SH DEFINED 01 05 0 1300 0 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 DELIA*S CORPORATION-A COM 24688Q101 583 109200 SH DEFINED 01 109200 0 0 DELL COMPUTERS COM 247025109 7444 284652 SH DEFINED 11 12 0 284652 0 DELL COMPUTERS COM 247025109 34365 1314143 SH DEFINED 11 12 13 0 1314143 0 DELL COMPUTER CORP COM 247025109 2668 144000 SH DEFINED 01 0 144000 0 DELL COMPUTER CORP COM 247025109 78472 4234861 SH DEFINED 01 4234861 0 0 DELL COMPUTER CORP COM 247025109 14132 762649 SH DEFINED 01 03 0 762649 0 DELL COMPUTER CORP COM 247025109 29729 1604400 SH DEFINED 01 05 0 1604400 0 DELPHI AUTO COM 247126105 1471 125251 SH DEFINED 01 125251 0 0 DELPHI AUTO COM 247126105 1562 132964 SH DEFINED 01 03 0 132964 0 DELPHI AUTO COM 247126105 36 3099 SH DEFINED 01 05 0 3099 0 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 DELTA AIR LINES COM 247361108 16391 622057 SH DEFINED 01 622057 0 0 DELTA AIR LINES COM 247361108 1684 63921 SH DEFINED 01 03 0 63921 0 DELTA AIR LINES COM 247361108 289 10981 SH DEFINED 01 05 0 10981 0 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 DENDRITE INTL COM 248239105 6910 870278 SH DEFINED 01 870278 0 0 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 DEUTSCHE BANK AG REG COM 251525101 7898 146012 SH DEFINED 01 146012 0 0 DEUTSCHE BANK AG REG COM 251525101 3970 73392 SH DEFINED 01 03 0 73392 0 DEUTSCHE BOERSE AG COM 251549994 69 2000 SH DEFINED 01 2000 0 0 DEUTSCHE TELECOM ORD COM 251550992 11739 756027 SH DEFINED 01 756027 0 0 DEUTSCHE TELECOM ORD COM 251550992 15995 1030099 SH DEFINED 01 05 0 1030099 0 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 DIAGNOSTIC PRODUCTS COM 252450101 34297 812352 SH DEFINED 01 812352 0 0 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 FLORIDA ROCK COM 341140101 2739 86832 SH DEFINED 01 86832 0 0 FLUOR CORP (NEW) COM 343412102 50101 1301303 SH DEFINED 01 1301303 0 0 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 FORMENTO ECONOMICO MEXICANO AD COM 344419106 2786 97866 SH DEFINED 01 97866 0 0 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 FORD MOTOR CO COM 345370860 8036 463167 SH DEFINED 01 03 0 463167 0 FORD MOTOR CO COM 345370860 836 48207 SH DEFINED 01 05 0 48207 0 FOREST CITY ENTERPRI COM 345550107 1444 30089 SH DEFINED 01 30089 0 0 FOREST CITY ENTERPRI COM 345550107 240 5000 SH DEFINED 01 05 0 5000 0 FOREST LABS COM 345838106 32568 451444 SH DEFINED 01 451444 0 0 FOREST LABS COM 345838106 3341 46310 SH DEFINED 01 02 0 46310 0 FOREST LABS COM 345838106 3624 50233 SH DEFINED 01 03 0 50233 0 FOREST LABS COM 345838106 14127 195826 SH DEFINED 01 05 0 195826 0 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 FORTIS COM 349548990 3356 137435 SH DEFINED 01 05 0 137435 0 FORTUNE BRANDS COM 349631101 3957 118124 SH DEFINED 01 118124 0 0 FORTUNE BRANDS COM 349631101 1216 36306 SH DEFINED 01 03 0 36306 0 FORTUNE BRANDS COM 349631101 802 23961 SH DEFINED 01 05 0 23961 0 FORWARD AIR CORP COM 349853101 4358 185131 SH DEFINED 01 185131 0 0 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 4KIDS ENTERTAINMENT COM 350865101 167 8400 SH DEFINED 01 05 0 8400 0 FOX ENTERTAINMENT GR COM 35138T107 8 404 SH DEFINED 01 404 0 0 FRANCO NEVADA ORD CA;FN/C$ R= COM 351860101 1094 75000 SH DEFINED 01 75000 0 0 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 FRANKLIN RESOURCES COM 354613101 157 4544 SH DEFINED 01 4544 0 0 FRANKLIN RESOURCES COM 354613101 2178 62825 SH DEFINED 01 03 0 62825 0 FRANKLIN RESOURCES COM 354613101 51 1465 SH DEFINED 01 05 0 1465 0 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 FREEPORT COPPER - B COM 35671D857 1896 172545 SH DEFINED 01 172545 0 0 FREEPORT COPPER - B COM 35671D857 376 34189 SH DEFINED 01 03 0 34189 0 FREEPORT COPPER - B COM 35671D857 9 796 SH DEFINED 01 05 0 796 0 FREEPORT COPPER 'B' COM 35671D857 92 8400 SH DEFINED 01 02 0 8400 0 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 GANNETT COM 364730101 5021 83532 SH DEFINED 01 03 0 83532 0 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 GENERAL ELECTRIC COM 369604103 6089 124903 SH DEFINED 11 12 0 124903 0 GENERAL ELECTRIC COM 369604103 31140 638760 SH DEFINED 11 12 13 0 638760 0 GENERAL ELECTRIC COMPANY COM 369604103 78 1600 SH DEFINED 11 12 13 0 1600 0 GENERAL ELECTRIC COM 369604103 28201 758068 SH DEFINED 01 0 758068 0 GENERAL ELECTRIC COM 369604103 1372129 36885165 SH DEFINED 01 36885165 0 0 GENERAL ELECTRIC COM 369604103 124812 3355106 SH DEFINED 01 02 0 3355106 0 GENERAL ELECTRIC COM 369604103 99127 2664743 SH DEFINED 01 03 0 2664743 0 GENERAL ELECTRIC COM 369604103 358832 9646004 SH DEFINED 01 05 0 9646004 0 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 GENERAL MILLS COM 370334104 4326 95075 SH DEFINED 01 03 0 95075 0 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 ASSICURAZIONI GENERALI COM 370336992 18315 681750 SH DEFINED 01 05 0 681750 0 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 GENUINE PARTS COM 372460105 5020 157562 SH DEFINED 01 0 157562 0 GENUINE PARTS COM 372460105 94 2962 SH DEFINED 01 2962 0 0 GENUINE PARTS COM 372460105 1302 40851 SH DEFINED 01 03 0 40851 0 GENUINE PARTS COM 372460105 9588 300952 SH DEFINED 01 05 0 300952 0 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 GENZYME CORP COM 372917104 27180 598414 SH DEFINED 01 598414 0 0 GENZYME CORP COM 372917104 216 4750 SH DEFINED 01 02 0 4750 0 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 GEORGIA GULF CORP COM 373200203 82 5100 SH DEFINED 01 05 0 5100 0 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 GILEAD SCIENCES COM 375558103 550 9800 SH DEFINED 01 03 0 9800 0 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 GLAXOSMITHKLINE PLC COM 377555990 54605 1935089 SH DEFINED 01 05 0 1935089 0 GLENAYRE TECHNOLOGIE COM 377899109 0 212 SH DEFINED 01 212 0 0 GLENBOROUGH REALTY T COM 37803P105 3 139 SH DEFINED 01 139 0 0 GLOBAL 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 GOODYEAR COM 382550101 695 37709 SH DEFINED 01 03 0 37709 0 GOODYEAR COM 382550101 16 878 SH DEFINED 01 05 0 878 0 GOODYS FAMILY CLTHNG COM 382588101 300 98358 SH DEFINED 01 98358 0 0 GORP.COM(SER B PREF). PRF 382900XX1 151 97087 SH DEFINED 01 97087 0 0 GORP.COM(SER B PREF). PRF 382900XX1 1363 873786 SH DEFINED 01 05 0 873786 0 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 'REAT UNIVERSAL STOR GB;GUS/BP COM 391091998 31 3926 SH DEFINED 01 3926 0 0 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 HOUSEHOLD INTL COM 441815107 145 2568 SH DEFINED 01 05 0 2568 0 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 ILLINOIS TOOL WORKS COM 452308109 5236 96772 SH DEFINED 01 03 0 96772 0 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 INRANGE TECHNOLOGIES COM 45769V206 34 5800 SH DEFINED 01 05 0 5800 0 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 INTEGRA LIFESCIENCES COM 457985208 2 90 SH DEFINED 01 02 0 90 0 INTEGRA LIFESCIENCES HLDS COM 457985208 2169 78500 SH DEFINED 01 78500 0 0 INTEGRA LIFESCIENCES HLDS COM 457985208 94 3400 SH DEFINED 01 05 0 3400 0 INSUR SERV OFFICE IN COM 45806@109 247 11767 SH DEFINED 01 0 11767 0 INSWEB CORP COM 45809K103 0 103 SH DEFINED 01 103 0 0 INTEGRATED DEV TECH COM 458118106 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 INTERGRATED CIRCUT COM 45811K208 2 130 SH DEFINED 01 02 0 130 0 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 INTEL COM 458140100 46617 2286287 SH DEFINED 01 02 0 2286287 0 INTEL COM 458140100 35873 1759428 SH DEFINED 01 03 0 1759428 0 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 INTERMAGNETICS GENER COM 458771102 111 4774 SH DEFINED 01 05 0 4774 0 INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 29156 26996 SH DEFINED 01 26996 0 0 INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 7004 6485 SH DEFINED 01 05 0 6485 0 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 INTL GAME TECHNOLOGY COM 459902102 747 17570 SH DEFINED 01 03 0 17570 0 INTL GAME TECHNOLOGY COM 459902102 11611 273209 SH DEFINED 01 05 0 273209 0 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 INTERNATIONAL PAPER COM 460146103 135666 3898429 SH DEFINED 01 3898429 0 0 INTERNATIONAL PAPER COM 460146103 38710 1112586 SH DEFINED 01 02 0 1112586 0 INTERNATIONAL PAPER COM 460146103 6179 177542 SH DEFINED 01 03 0 177542 0 INTERNATIONAL PAPER COM 460146103 1920 55176 SH DEFINED 01 05 0 55176 0 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 INTERNET SECURITY SYSTEMS COM 46060X107 2 196 SH DEFINED 01 196 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 5213 177600 SH DEFINED 11 12 0 177600 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 30718 1046600 SH DEFINED 11 12 13 0 1046600 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 73 2500 SH DEFINED 12 12 13 0 2500 0 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 PATTERSON DENTAL COM 703412106 1889 51267 SH DEFINED 01 51267 0 0 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 PAXSON COMM PFD 12.5 PIK EXCH PRF 704231208 6356 7005 SH DEFINED 01 05 0 7005 0 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 PEDIATRIX COM 705324101 188 4600 SH DEFINED 01 05 0 4600 0 PEGASUS SATELLITE SERIES B PIK PRF 70558A502 13301 17501 SH DEFINED 01 17501 0 0 PEGASUS SATELLITE SERIES B PIK PRF 70558A502 4034 5309 SH DEFINED 01 05 0 5309 0 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 NOVO-NORDISK COM 7077524 42 1000 SH DEFINED 01 10 1000 0 0 PENNEY J C COM 708160106 1135 51816 SH DEFINED 01 51816 0 0 PENNEY J C COM 708160106 1368 62469 SH DEFINED 01 03 0 62469 0 PENNEY J C COM 708160106 32 1456 SH DEFINED 01 05 0 1456 0 AXA COM 7088429 89 4516 SH DEFINED 01 10 4516 0 0 PENNZOIL-QUAKER STAT COM 709323109 31 2702 SH DEFINED 01 2702 0 0 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 SUEZ LYINNAISE DES EAUX COM 7121391 33 1000 SH DEFINED 01 10 1000 0 0 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 PEOPLE SOFT COM 712713106 2377 131814 SH DEFINED 01 131814 0 0 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 PEPSICO COM 713448108 340 7005 SH DEFINED 01 02 0 7005 0 PEPSICO COM 713448108 22373 461297 SH DEFINED 01 03 0 461297 0 PEPSICO COM 713448108 1067 21987 SH DEFINED 01 05 0 21987 0 PEREGRINE SYSTEMS COM 71366Q101 6477 512822 SH DEFINED 01 512822 0 0 PEREGRINE SYSTEMS COM 71366Q101 18655 1477103 SH DEFINED 01 02 0 1477103 0 PEREGRINE SYSTEMS COM 71366Q101 1134 89800 SH DEFINED 01 03 0 89800 0 PEREGRINE SYSTEMS COM 71366Q101 334 26490 SH DEFINED 01 05 0 26490 0 PERFORMANCE FOOD COM 713755106 7572 265418 SH DEFINED 01 265418 0 0 PERFORMANCE FOOD COM 713755106 5 170 SH DEFINED 01 02 0 170 0 PERFORMANCE FOOD COM 713755106 213 7450 SH DEFINED 01 05 0 7450 0 PERICOM SEMICOND COM 713831105 9775 703215 SH DEFINED 01 703215 0 0 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 PFIZER COM 717081103 139484 3478344 SH DEFINED 01 02 0 3478344 0 PFIZER COM 717081103 67900 1693304 SH DEFINED 01 03 0 1693304 0 PFIZER COM 717081103 366775 9146509 SH DEFINED 01 05 0 9146509 0 PHARMACEUTICAL PROD COM 717124101 4985 170208 SH DEFINED 01 170208 0 0 PHARMACEUTICAL RES. COM 717125108 220 6158 SH DEFINED 01 6158 0 0 PHARMACOPEIA COM 71713B104 1 63 SH DEFINED 01 63 0 0 PHARMACOPEIA COM 71713B104 1 100 SH DEFINED 01 02 0 100 0 PHARMACIA COM 71713U102 106800 2633135 SH DEFINED 01 2633135 0 0 PHARMACIA COM 71713U102 15292 377036 SH DEFINED 01 03 0 377036 0 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 PHELPS DODGE COM 717265102 8806 320122 SH DEFINED 01 02 0 320122 0 PHELPS DODGE COM 717265102 536 19493 SH DEFINED 01 03 0 19493 0 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 PHILIP MORRIS COM 718154107 519746 10763001 SH DEFINED 01 10763001 0 0 PHILIP MORRIS COM 718154107 48084 995740 SH DEFINED 01 02 0 995740 0 PHILIP MORRIS COM 718154107 30309 627647 SH DEFINED 01 03 0 627647 0 PHILIP MORRIS COM 718154107 69155 1432105 SH DEFINED 01 05 0 1432105 0 SWATCH GROUP COM 7184725 7 100 SH DEFINED 01 10 100 0 0 SWATCH GROUP COM 7184736 6 400 SH DEFINED 01 10 400 0 0 PHILLIPS PETROLEUM COM 718507106 4531 84000 SH DEFINED 01 0 84000 0 PHILLIPS PETROLEUM COM 718507106 1589 29469 SH DEFINED 01 29469 0 0 PHILLIPS PETROLEUM COM 718507106 4858 90055 SH DEFINED 01 03 0 90055 0 PHILLIPS PETROLEUM COM 718507106 18183 337099 SH DEFINED 01 05 0 337099 0 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 PINNACLE WEST CAPITAL COM 723484101 1249 31467 SH DEFINED 01 31467 0 0 PINNACLE WEST CAPITAL COM 723484101 799 20130 SH DEFINED 01 03 0 20130 0 PINNACLE WEST CAPITAL COM 723484101 19 469 SH DEFINED 01 05 0 469 0 PIONEER NATURAL COM 723787107 29363 2063451 SH DEFINED 01 2063451 0 0 PIONEER NATURAL COM 723787107 541 38000 SH DEFINED 01 03 0 38000 0 PIONEER NATURAL COM 723787107 1027 72204 SH DEFINED 01 05 0 72204 0 PIONEER NATURAL RES COM 723787107 2 150 SH DEFINED 01 02 0 150 0 PIONEER STANDARD COM 723877106 754 83600 SH DEFINED 01 83600 0 0 PITNEY BOWES COM 724479100 36622 957428 SH DEFINED 01 957428 0 0 PITNEY BOWES COM 724479100 2872 75098 SH DEFINED 01 03 0 75098 0 PITNEY BOWES COM 724479100 1502 39272 SH DEFINED 01 05 0 39272 0 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 UNISOURCE ENERGY CRP COM 909205106 87 6200 SH DEFINED 01 05 0 6200 0 UNISYS CORP COM 909214108 217 25000 SH DEFINED 01 0 25000 0 UNISYS CORP COM 909214108 711 82114 SH DEFINED 01 82114 0 0 UNISYS CORP COM 909214108 651 75210 SH DEFINED 01 03 0 75210 0 UNISYS CORP COM 909214108 15 1753 SH DEFINED 01 05 0 1753 0 UNIT CORP COM 909218109 969 109070 SH DEFINED 01 109070 0 0 UNITED CMNTY FINL CO COM 909839102 1 134 SH DEFINED 01 134 0 0 UNITED BANCSHARES COM 909907107 3410 126291 SH DEFINED 01 126291 0 0 UNITED DOMINION REAL COM 910197102 2778 194500 SH DEFINED 01 194500 0 0 UNITED DOMINION REAL COM 910197102 210 14700 SH DEFINED 01 05 0 14700 0 UNITED NATURAL FOOD COM 911163103 1298 71368 SH DEFINED 01 71368 0 0 UNITED ONLINE INC COM 911268100 0 79 SH DEFINED 01 79 0 0 UNITED OVERSEAS BANK ORD COM 911271104 4902 902000 SH DEFINED 01 902000 0 0 UNITED PARCEL SERVIC COM 911312106 2725 52436 SH DEFINED 01 52436 0 0 UNITED RENTALS INC COM 911363109 36 2093 SH DEFINED 01 2093 0 0 US CELLULAR CORP COM 911684108 9 187 SH DEFINED 01 187 0 0 UNY CO COM 911689990 31 3000 SH DEFINED 01 3000 0 0 US AIR GROUP COM 911905107 7 1389 SH DEFINED 01 1389 0 0 US AIR GROUP COM 911905107 74 15938 SH DEFINED 01 03 0 15938 0 US AIR GROUP COM 911905107 2 371 SH DEFINED 01 05 0 371 0 US INDUSTRIES INC COM 912080108 0 140 SH DEFINED 01 140 0 0 UNITED SERVICES GROUP NV COM 913000998 36 2500 SH DEFINED 01 2500 0 0 UNITED STATIONERS COM 913004107 3023 101206 SH DEFINED 01 101206 0 0 UNITED SURGICAL PAR COM 913016309 185 9043 SH DEFINED 01 9043 0 0 UNITED TECHNOLOGIES COM 913017109 5224 112336 SH DEFINED 01 0 112336 0 UNITED TECHNOLOGIES COM 913017109 57981 1246917 SH DEFINED 01 1246917 0 0 UNITED TECHNOLOGIES COM 913017109 11801 253775 SH DEFINED 01 02 0 253775 0 UNITED TECHNOLOGIES COM 913017109 6541 140681 SH DEFINED 01 03 0 140681 0 UNITED TECHNOLOGIES COM 913017109 18377 395206 SH DEFINED 01 05 0 395206 0 UNITED THERAPEUTICS COM 91307C102 0 36 SH DEFINED 01 36 0 0 UNITEDGLOBALCOM INC. COM 913247508 1 489 SH DEFINED 01 489 0 0 UNITEDHEALTH GROUP COM 91324P102 4921 74000 SH DEFINED 01 0 74000 0 UNITEDHEALTH GROUP COM 91324P102 341150 5130070 SH DEFINED 01 5130070 0 0 UNITEDHEALTH GROUP COM 91324P102 27058 406847 SH DEFINED 01 02 0 406847 0 UNITEDHEALTH GROUP COM 91324P102 7531 113231 SH DEFINED 01 03 0 113231 0 UNITEDHEALTH GROUP COM 91324P102 90750 1364656 SH DEFINED 01 05 0 1364656 0 UNITRIN INC COM 913275103 73 1913 SH DEFINED 01 1913 0 0 UNIVERSAL CORP COM 913456109 29 870 SH DEFINED 01 870 0 0 UNIVERSAL CORP COM 913456109 6 190 SH DEFINED 01 02 0 190 0 UNIVERSAL FST PRO COM 913543104 1143 60072 SH DEFINED 01 60072 0 0 UNIVERSAL HLTH CR-B COM 913903100 35708 731717 SH DEFINED 01 731717 0 0 UNIVERSAL HLTH CR-B COM 913903100 198 4050 SH DEFINED 01 02 0 4050 0 UNIVERSAL HLTH CR-B COM 913903100 28781 589776 SH DEFINED 01 05 0 589776 0 UNIVISION COM 914906102 46423 2022842 SH DEFINED 01 02 0 2022842 0 UNIVISION COMMUNICATIONS COM 914906102 34671 1510749 SH DEFINED 01 1510749 0 0 UNIVISION COMMUNICATIONS COM 914906102 4206 183242 SH DEFINED 01 03 0 183242 0 UNIVISION COMMUNICATIONS COM 914906102 16837 733678 SH DEFINED 01 05 0 733678 0 UNOCAL CORP COM 915289102 135 4150 SH DEFINED 01 4150 0 0 UNOCAL CORP COM 915289102 1879 57803 SH DEFINED 01 03 0 57803 0 UNOCAL CORP COM 915289102 44 1347 SH DEFINED 01 05 0 1347 0 UNOVA INC COM 91529B106 1 157 SH DEFINED 01 157 0 0 UNUMPROVIDENT CORP COM 91529Y106 1306 51715 SH DEFINED 01 51715 0 0 UNUMPROVIDENT CORP COM 91529Y106 1448 57330 SH DEFINED 01 03 0 57330 0 UNUMPROVIDENT CORP COM 91529Y106 34 1336 SH DEFINED 01 05 0 1336 0 USFREIGHTWAYS COM 916906100 2488 79733 SH DEFINED 01 79733 0 0 UROLOGIX INC COM 917273104 355 26100 SH DEFINED 01 26100 0 0 US INTERNETWORKING COM 917311805 0 420 SH DEFINED 01 420 0 0 UTILICORP UNITED INC COM 918005109 20565 734225 SH DEFINED 01 734225 0 0 UTSTARCOM INC COM 918076100 0 30 SH DEFINED 01 30 0 0 VA LINUX SYSTEMS INC COM 91819B105 0 179 SH DEFINED 01 179 0 0 V. F. CORP COM 918204108 54 1859 SH DEFINED 01 1859 0 0 V. F. CORP COM 918204108 779 26598 SH DEFINED 01 03 0 26598 0 V. F. CORP COM 918204108 18 619 SH DEFINED 01 05 0 619 0 VALERO CVT PF PRF 91821D107 3846 129700 SH DEFINED 01 129700 0 0 VALERO CVT PF PRF 91821D107 2084 70300 SH DEFINED 01 05 0 70300 0 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 VALERO ENERGY CORP COM 91913Y100 14040 400000 SH DEFINED 01 05 0 400000 0 VALLEY NATL BANCORP COM 919794107 10 322 SH DEFINED 01 322 0 0 VALMONT INDUSTRIES COM 920253101 1044 74547 SH DEFINED 01 74547 0 0 VALSPAR CORP COM 920355104 48 1435 SH DEFINED 01 1435 0 0 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 VCOMMERCE CORP PFD PRF 922100XX5 1010 834335 SH DEFINED 01 834335 0 0 VCOMMERCE CORP PFD PRF 922100XX5 1587 1311588 SH DEFINED 01 05 0 1311588 0 VARCO INTERNATIONAL INC COM 922122106 36 2954 SH DEFINED 01 2954 0 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 27404 25000000 SH DEFINED 01 25000000 0 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 5481 5000000 SH DEFINED 01 05 0 5000000 0 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 VARIAN SEMICONDUCTOR COM 922207105 4197 162337 SH DEFINED 01 162337 0 0 VARIAN SEMICONDUCTOR COM 922207105 2 90 SH DEFINED 01 02 0 90 0 VARIAN SEMICONDUCTOR COM 922207105 83 3200 SH DEFINED 01 05 0 3200 0 VARIAN MEDICAL SYST. COM 92220P105 10678 166453 SH DEFINED 01 166453 0 0 VARIAN MEDICAL SYST. COM 92220P105 3 40 SH DEFINED 01 02 0 40 0 VARIAN MEDICAL SYST. COM 92220P105 173 2704 SH DEFINED 01 05 0 2704 0 VAUGHN BASSETT FURN COM 922272117 48 1587 SH DEFINED 01 02 0 1587 0 VECTREN CORPORATION COM 92240G101 45 2006 SH DEFINED 01 2006 0 0 VECTOR GROUP LTD COM 92240M108 202 4721 SH DEFINED 01 4721 0 0 VEECO COM 922417100 2202 83121 SH DEFINED 01 83121 0 0 VEECO COM 922417100 3 120 SH DEFINED 01 02 0 120 0 VEECO COM 922417100 106 4000 SH DEFINED 01 05 0 4000 0 VENTIV HEALTH INC COM 922793104 24 6000 SH DEFINED 01 0 6000 0 VENTRO CORPORATION COM 922815105 0 54 SH DEFINED 01 54 0 0 VENATOR GROUP INC COM 922944103 1986 130267 SH DEFINED 01 130267 0 0 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 VERITAS SOFTWARE COM 923436109 41876 2270877 SH DEFINED 01 2270877 0 0 VERITAS SOFTWARE COM 923436109 1740 94369 SH DEFINED 01 03 0 94369 0 VERITAS SOFTWARE COM 923436109 12957 702642 SH DEFINED 01 05 0 702642 0 VERITY SOFTWARE COM 92343C106 1381 136722 SH DEFINED 01 136722 0 0 VERISIGN INC COM 92343E102 62486 1491317 SH DEFINED 01 1491317 0 0 VERISIGN INC COM 92343E102 1862 44450 SH DEFINED 01 02 0 44450 0 VERISIGN INC COM 92343E102 29513 704371 SH DEFINED 01 05 0 704371 0 VERITAS DGC COM 92343P107 1076 96518 SH DEFINED 01 96518 0 0 VERITAS DGC COM 92343P107 1 130 SH DEFINED 01 02 0 130 0 VERIZON COMM COM 92343V104 5411 100000 SH DEFINED 01 0 100000 0 VERIZON COMM COM 92343V104 90638 1674979 SH DEFINED 01 02 0 1674979 0 VERIZON COMMUNICATIONS COM 92343V104 795157 14695203 SH DEFINED 01 14695203 0 0 VERIZON COMMUNICATIONS COM 92343V104 41722 771071 SH DEFINED 01 03 0 771071 0 VERIZON COMMUNICATIONS COM 92343V104 139923 2585897 SH DEFINED 01 05 0 2585897 0 VERTEX PHARM COM 92532F100 490 27159 SH DEFINED 01 27159 0 0 VERTICALNET INC COM 92532L107 0 106 SH DEFINED 01 106 0 0 VESTA INSURANCE COM 925391104 2175 166000 SH DEFINED 01 166000 0 0 VESTA INSURANCE COM 925391104 5 400 SH DEFINED 01 02 0 400 0 VESTA INSURANCE COM 925391104 151 11500 SH DEFINED 01 05 0 11500 0 VESTAS WIND SYSTEMS COM 925392995 10 349 SH DEFINED 01 349 0 0 VIACOM CL B COM 925524308 471647 13670923 SH DEFINED 01 13670923 0 0 VIACOM CL B COM 925524308 17574 509391 SH DEFINED 01 03 0 509391 0 VIACOM CL B COM 925524308 130106 3771198 SH DEFINED 01 05 0 3771198 0 VIACOM INC CL B COM 925524308 6290 182340 SH DEFINED 01 0 182340 0 VIACOM INC CL B COM 925524308 14996 434710 SH DEFINED 01 02 0 434710 0 VIATEL INC COM 925529208 0 208 SH DEFINED 01 208 0 0 VIAD CORP COM 92552R109 48 2498 SH DEFINED 01 2498 0 0 VIASAT INC COM 92552V100 1353 75868 SH DEFINED 01 75868 0 0 VIASYSTEMS GRP INC COM 92553H100 0 377 SH DEFINED 01 377 0 0 VIANT CORP COM 92553N107 0 217 SH DEFINED 01 217 0 0 VICINITY CORP COM 925653107 0 103 SH DEFINED 01 103 0 0 VICOR CORP COM 925815102 1814 128556 SH DEFINED 01 128556 0 0 VIA NET.WORKS INC COM 925912107 0 119 SH DEFINED 01 119 0 0 VIDESH SANCHAR NI LT COM 926599994 1998 450697 SH DEFINED 01 450697 0 0 VIDESH SANCHAR NI LT COM 926599994 48 10763 SH DEFINED 01 05 0 10763 0 VIEWPOINT CORPORATION COM 92672P108 468 137600 SH DEFINED 01 137600 0 0 VIGNETTE CORP COM 926734104 4 1142 SH DEFINED 01 1142 0 0 VINCI COM 927299990 43 737 SH DEFINED 01 737 0 0 VINTAGE PETE INC COM 927460105 6840 431538 SH DEFINED 01 431538 0 0 VINTAGE PETE INC COM 927460105 5 320 SH DEFINED 01 02 0 320 0 VINTAGE PETE INC COM 927460105 147 9300 SH DEFINED 01 05 0 9300 0 VIRATA CORP COM 927646109 1 68 SH DEFINED 01 68 0 0 VIROPHARMA INC COM 928241108 1 41 SH DEFINED 01 41 0 0 VISHAY INTRTECHNOLOG COM 928298108 858 46575 SH DEFINED 01 46575 0 0 VISHAY INTRTECHNOLOG COM 928298108 361 19600 SH DEFINED 01 02 0 19600 0 VISTEON CORP COM 92839U107 30 2314 SH DEFINED 01 2314 0 0 VISTEON CORP COM 92839U107 2 128 SH DEFINED 01 02 0 128 0 VISTEON CORP COM 92839U107 397 31099 SH DEFINED 01 03 0 31099 0 VISTEON CORP COM 92839U107 9 724 SH DEFINED 01 05 0 724 0 VISUAL NETWORKS INC COM 928444108 217 95465 SH DEFINED 01 95465 0 0 VISX INC/DEL COM 92844S105 360 27256 SH DEFINED 01 27256 0 0 VISX INC/DEL COM 92844S105 24 1800 SH DEFINED 01 05 0 1800 0 VITAL SIGNS INC COM 928469105 1199 39182 SH DEFINED 01 39182 0 0 VITALWORKS INC COM 928483106 0 101 SH DEFINED 01 101 0 0 VITESSE CORP COM 928497106 301 38921 SH DEFINED 01 38921 0 0 VITESSE CORP COM 928497106 337 43541 SH DEFINED 01 03 0 43541 0 VITESSE CORP COM 928497106 8 1015 SH DEFINED 01 05 0 1015 0 VITRIA TECHNOLOGY COM 92849Q104 1 701 SH DEFINED 01 701 0 0 VIVENDI UNIVERSAL SA COM 928516996 12 258 SH DEFINED 01 258 0 0 VNU NV COM 928563998 4521 160406 SH DEFINED 01 03 0 160406 0 VODAFONE GROUP PLC COM 92857TXX0 58205 26401882 SH DEFINED 01 26401882 0 0 VODAFONE GROUP PLC COM 92857TXX0 6367 2888276 SH DEFINED 01 03 0 2888276 0 VODAFONE GROUP PLC COM 92857TXX0 47652 21615415 SH DEFINED 01 05 0 21615415 0 VODAFONE GROUP PLC COM 92857W100 2465 112250 SH DEFINED 01 0 112250 0 VODAFONE GROUP PLC COM 92857W100 8235 375000 SH DEFINED 01 05 0 375000 0 VOLKSWAGEN DE;VOW/EU COM 928600998 66 1900 SH DEFINED 01 1900 0 0 VOLKSWAGEN AG COM 928663988 28 1200 SH DEFINED 01 1200 0 0 VOLT INFO SCIENCES COM 928703107 553 46136 SH DEFINED 01 46136 0 0 VOPAK COM 928875996 38 2400 SH DEFINED 01 2400 0 0 VORNADO COM 929042109 33753 850210 SH DEFINED 01 850210 0 0 VORNADO COM 929042109 1947 49064 SH DEFINED 01 05 0 49064 0 VULCAN MATERIALS COM 929160109 2307 53400 SH DEFINED 01 0 53400 0 VULCAN MATERIALS COM 929160109 537 12432 SH DEFINED 01 12432 0 0 VULCAN MATERIALS COM 929160109 12273 284100 SH DEFINED 01 02 0 284100 0 VULCAN MATERIALS COM 929160109 1037 24011 SH DEFINED 01 03 0 24011 0 VULCAN MATERIALS COM 929160109 24 559 SH DEFINED 01 05 0 559 0 WD-40 CO COM 929236107 962 46834 SH DEFINED 01 46834 0 0 WFS FINANCIAL INC COM 92923B106 2 98 SH DEFINED 01 98 0 0 WGL HOLDINGS INC COM 92924F106 41 1538 SH DEFINED 01 1538 0 0 WGL HOLDINGS INC COM 92924F106 3 120 SH DEFINED 01 02 0 120 0 W HOLDING COMPANY INC COM 929251106 2 142 SH DEFINED 01 142 0 0 WJ COMMUNICATIONS COM 929284107 546 143652 SH DEFINED 01 143652 0 0 WJ COMMUNICATIONS COM 929284107 1 160 SH DEFINED 01 02 0 160 0 WJ COMMUNICATIONS COM 929284107 29 7650 SH DEFINED 01 05 0 7650 0 WMS INDUSTRIES INC COM 929297109 1762 100720 SH DEFINED 01 100720 0 0 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 WPP GROUP PLC COM 929310993 2623 360610 SH DEFINED 01 03 0 360610 0 WPP GROUP PLC COM 929310993 9585 1317540 SH DEFINED 01 05 0 1317540 0 WRC MEDIA INC 144A COM 92931A108 0 13543 SH DEFINED 01 13543 0 0 WRC MEDIA INC 144A COM 92931A108 0 2692 SH DEFINED 01 05 0 2692 0 WPS RESOURES CORP COM 92931B106 2 71 SH DEFINED 01 71 0 0 WABASH NATL COM 929566107 482 69791 SH DEFINED 01 69791 0 0 WESTINGHOUSE AIR BRA COM 929740108 1 121 SH DEFINED 01 121 0 0 WACKENHUT CORP COM 929794105 5 200 SH DEFINED 01 02 0 200 0 WACHOVIA CORPORATION COM 929903102 3911 126165 SH DEFINED 01 0 126165 0 WACHOVIA CORPORATION COM 929903102 17258 556685 SH DEFINED 01 556685 0 0 WACHOVIA CORPORATION COM 929903102 36 1160 SH DEFINED 01 02 0 1160 0 WACHOVIA CORPORATION COM 929903102 11028 355745 SH DEFINED 01 03 0 355745 0 WACHOVIA CORPORATION COM 929903102 241 7762 SH DEFINED 01 05 0 7762 0 WADDELL & REED FIN COM 930059100 307 11810 SH DEFINED 01 11810 0 0 WAL-MART DE MEXICO COM 931141998 21835 10437569 SH DEFINED 01 10437569 0 0 WAL-MART DE MEXICO COM 931141998 7083 3386091 SH DEFINED 01 05 0 3386091 0 WAL-MART STORES INC COM 931142103 39092 801062 SH DEFINED 11 12 13 0 801062 0 WAL-MART STORES INC. COM 931142103 6543 134083 SH DEFINED 11 12 0 134083 0 WAL MART STORES COM 931142103 28430 574326 SH DEFINED 01 0 574326 0 WAL MART STORES COM 931142103 67115 1355848 SH DEFINED 01 02 0 1355848 0 WAL-MART STORES COM 931142103 766327 15481344 SH DEFINED 01 15481344 0 0 WAL-MART STORES COM 931142103 57886 1169408 SH DEFINED 01 03 0 1169408 0 WAL-MART STORES COM 931142103 230930 4665266 SH DEFINED 01 05 0 4665266 0 WALGREEN COM 931422109 164180 4768531 SH DEFINED 01 4768531 0 0 WALGREEN COM 931422109 8322 241718 SH DEFINED 01 03 0 241718 0 WALGREEN COM 931422109 18561 539086 SH DEFINED 01 05 0 539086 0 WALGREEN CO. COM 931422109 7650 222146 SH DEFINED 01 02 0 222146 0 WALLACE COMPUTER SVC COM 932270101 17 1092 SH DEFINED 01 1092 0 0 WALTER INDUSTRIES COM 93317Q105 119 13353 SH DEFINED 01 13353 0 0 WARNACO COM 934390105 0 121 SH DEFINED 01 121 0 0 WASHINGTON FED INC COM 938824109 4391 175292 SH DEFINED 01 175292 0 0 Washington Mut Inc COM 939322103 4653 123910 SH DEFINED 1 123910 0 0 WASHINGTON MUT INC COM 939322103 6234 162000 SH DEFINED 01 0 162000 0 WASHINGTON MUT INC COM 939322103 16394 426060 SH DEFINED 01 02 0 426060 0 WASHINGTON MUTUAL COM 939322103 110830 2880183 SH DEFINED 01 2880183 0 0 WASHINGTON MUTUAL COM 939322103 12464 323908 SH DEFINED 01 03 0 323908 0 WASHINGTON MUTUAL COM 939322103 34138 887163 SH DEFINED 01 05 0 887163 0 WASHINGTON POST CI B COM 939640108 143 274 SH DEFINED 01 274 0 0 WASH POST RESTRICT COM 939640XX1 9876 20000 SH DEFINED 01 05 0 20000 0 WASH REAL ESTATE INC COM 939653101 3 130 SH DEFINED 01 130 0 0 WASTE CONNECTION COM 941053100 4 140 SH DEFINED 01 02 0 140 0 WASTE CONNECTIONS COM 941053100 3836 142050 SH DEFINED 01 142050 0 0 WASTE CONNECTIONS COM 941053100 171 6350 SH DEFINED 01 05 0 6350 0 WASTE MANAGEMENT COM 94106L109 136900 5119686 SH DEFINED 01 5119686 0 0 WASTE MANAGEMENT COM 94106L109 4825 180429 SH DEFINED 01 03 0 180429 0 WASTE MANAGEMENT COM 94106L109 26685 997913 SH DEFINED 01 05 0 997913 0 WASTE MANAGEMENT INC COM 94106L109 4810 179862 SH DEFINED 01 02 0 179862 0 WATCHGUARD TECH COM 941105108 175 22853 SH DEFINED 01 22853 0 0 WATER PIK TECH COM 94113U100 0 14 SH DEFINED 01 14 0 0 WATERS COM 941848103 24530 685748 SH DEFINED 01 685748 0 0 WATERS COM 941848103 1878 52500 SH DEFINED 01 03 0 52500 0 WATERS COM 941848103 20604 576001 SH DEFINED 01 05 0 576001 0 WATERS CORPORATION COM 941848103 35639 996353 SH DEFINED 01 02 0 996353 0 WATSCO COM 942622200 1059 80907 SH DEFINED 01 80907 0 0 WATSON PHARMACEUTICA COM 942683103 88 1600 SH DEFINED 01 02 0 1600 0 WATSON PHARMACEUTICAL COM 942683103 8853 161805 SH DEFINED 01 161805 0 0 WATSON PHARMACEUTICAL COM 942683103 1376 25145 SH DEFINED 01 03 0 25145 0 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 WELLPOINT HEALTH NETWORKS COM 94973H108 24236 222050 SH DEFINED 01 05 0 222050 0 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 WERNER ENTERPRISES COM 950755108 2652 158628 SH DEFINED 01 158628 0 0 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 WESTBANCO INC COM 950810101 62 2900 SH DEFINED 01 05 0 2900 0 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 WEST PHARMACEUTICAL COM 955306105 1 54 SH DEFINED 01 54 0 0 WEST AMERICA BANCORP COM 957090103 42 1184 SH DEFINED 01 1184 0 0 WEST AMERICA BANCORP COM 957090103 4 100 SH DEFINED 01 02 0 100 0 WESTCORP COM 957907108 2 128 SH DEFINED 01 128 0 0 WESTERN DIGITAL COM 958102105 65 30000 SH DEFINED 01 0 30000 0 WESTERN DIGITAL COM 958102105 2 770 SH DEFINED 01 02 0 770 0 WESTERN GAS RESOURCE COM 958259103 2676 102780 SH DEFINED 01 102780 0 0 WESTERN GAS RESOURCE COM 958259103 9 340 SH DEFINED 01 02 0 340 0 WESTERN GAS RESOURCE COM 958259103 133 5100 SH DEFINED 01 05 0 5100 0 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 WESTERN RES COM 959425109 37 2250 SH DEFINED 01 2250 0 0 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 WESTERN WIRELESS COM 95988E204 5520 163400 SH DEFINED 01 05 0 163400 0 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 WESTWOOD ONE CORP COM 961815107 36621 1645850 SH DEFINED 01 02 0 1645850 0 WESTWOOD ONE CORP COM 961815107 1827 82100 SH DEFINED 01 03 0 82100 0 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 WEYERHAUESER COM 962166104 180 3681 SH DEFINED 01 3681 0 0 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 WHOLE FOODS MARKET COM 966837106 9718 309400 SH DEFINED 01 03 0 309400 0 WHOLE FOODS MARKET COM 966837106 611 19450 SH DEFINED 01 05 0 19450 0 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 WILLAMETTE INDUSTRIES COM 969133107 27 606 SH DEFINED 01 05 0 606 0 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 WILLIAMS SONOMA COM 969904101 52396 2200605 SH DEFINED 01 02 0 2200605 0 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 WILSHIRE FINL SVCS COM 971867205 5252 2823726 SH DEFINED 01 2823726 0 0 WILSHIRE FINL SVCS COM 971867205 389 209127 SH DEFINED 01 02 0 209127 0 WILSHIRE FINL SVCS COM 971867205 2113 1136001 SH DEFINED 01 05 0 1136001 0 WILSHIRE WI ADVISOR WT 97187@117 49 12 SH DEFINED 01 05 0 12 0 WILSHIRE LA ADVISERS WT 97188#AA4 47 12 SH DEFINED 01 05 0 12 0 WILSHIRE NY ADVIS WT WT 971880117 148 20 SH DEFINED 01 0 20 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 0 3 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 05 0 3 0 WILSHIRE NY ADVISOR WT 971993118 68 60 SH DEFINED 01 0 60 0 WILSONS THE LEATHER COM 972463103 197 21800 SH DEFINED 01 21800 0 0 WILSONS THE LEATHER COM 972463103 1 130 SH DEFINED 01 02 0 130 0 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 WISCONSIN CENTRAL TR COM 976592105 24 1389 SH DEFINED 01 1389 0 0 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 WORLDCOM INC (WOR) COM 98157D106 11006 731784 SH DEFINED 01 03 0 731784 0 WORLDCOM INC (WOR) COM 98157D106 240 15989 SH DEFINED 01 05 0 15989 0 WORLDCOM INC/GROUP COM 98157D106 3023 201000 SH DEFINED 01 0 201000 0 WORLDCOM INC/GROUP COM 98157D106 17362 1154308 SH DEFINED 01 02 0 1154308 0 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 WORTHINGTON IND COM 981811102 5 400 SH DEFINED 01 02 0 400 0 WORTHINGTON INDUSTRIES COM 981811102 1258 111831 SH DEFINED 01 111831 0 0 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 XCEL ENERGY INC COM 98389B100 218 7750 SH DEFINED 01 02 0 7750 0 XCEL ENERGY INC COM 98389B100 2294 81507 SH DEFINED 01 03 0 81507 0 XCEL ENERGY INC COM 98389B100 77 2749 SH DEFINED 01 05 0 2749 0 XILINX COM 983919101 1718 73000 SH DEFINED 01 0 73000 0 XILINX COM 983919101 22123 940210 SH DEFINED 01 940210 0 0 XILINX COM 983919101 41332 1756560 SH DEFINED 01 02 0 1756560 0 XILINX COM 983919101 3534 150225 SH DEFINED 01 03 0 150225 0 XILINX COM 983919101 22350 949892 SH DEFINED 01 05 0 949892 0 XEROX COM 984121103 14462 1866129 SH DEFINED 01 1866129 0 0 XEROX COM 984121103 1278 164871 SH DEFINED 01 03 0 164871 0 XEROX COM 984121103 791 102043 SH DEFINED 01 05 0 102043 0 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 YAHOO INC COM 984332106 28 3138 SH DEFINED 01 05 0 3138 0 YAMANOUCHI PHARM ORD JP;4503/J COM 984530998 3653 136000 SH DEFINED 01 03 0 136000 0 YAMAHA CORP COM 984599993 36 5000 SH DEFINED 01 5000 0 0 YAMATO TRANSPORT COM 984630996 20 988 SH DEFINED 01 988 0 0 YANKEE CANDLE COM 984757104 7 437 SH DEFINED 01 437 0 0 XICOR COM 984903104 274 34500 SH DEFINED 01 34500 0 0 YELLOW CORPORATION COM 985509108 3790 186334 SH DEFINED 01 186334 0 0 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 YOUNG BROADCASTING COM 987434107 1 42 SH DEFINED 01 42 0 0 XBOX TECH SER B CVT PFD COM 987780XX6 122 347938 SH DEFINED 01 347938 0 0 XBOX TECH SER B CVT PFD COM 987780XX6 149 425258 SH DEFINED 01 05 0 425258 0 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 ZALE CORP COM 988858106 5845 220752 SH DEFINED 01 220752 0 0 ZALE CORP COM 988858106 5 180 SH DEFINED 01 02 0 180 0 ZALE CORP COM 988858106 157 5935 SH DEFINED 01 05 0 5935 0 ZARDDOYA OTIS SA COM 989099999 37 4400 SH DEFINED 01 4400 0 0 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 ZIMMER HOLDINGS INC COM 98956P102 1280 46143 SH DEFINED 01 03 0 46143 0 ZIMMER HOLDINGS INC COM 98956P102 30 1075 SH DEFINED 01 05 0 1075 0 ZIONS COM 989701107 138124 2574060 SH DEFINED 01 2574060 0 0 ZIONS COM 989701107 1174 21870 SH DEFINED 01 03 0 21870 0 ZIONS COM 989701107 36203 674682 SH DEFINED 01 05 0 674682 0 ZIONS BANCORPORATION COM 989701107 6010 112000 SH DEFINED 01 0 112000 0 ZIONS BANCORPORATION COM 989701107 344 6405 SH DEFINED 01 02 0 6405 0 ZIXIT CORPORATION COM 98974P100 249 51760 SH DEFINED 01 51760 0 0 ZORAN CORP COM 98975F101 162 6700 SH DEFINED 01 6700 0 0 ZOLL MEDICAL COM 989922109 2349 66000 SH DEFINED 01 66000 0 0 ZOLL MEDICAL COM 989922109 4 100 SH DEFINED 01 02 0 100 0 ZOLL MEDICAL COM 989922109 128 3600 SH DEFINED 01 05 0 3600 0 ZOMAX OPTICAL MEDIA COM 989929104 1187 218414 SH DEFINED 01 218414 0 0 ZOMAX OPTICAL MEDIA COM 989929104 66 12200 SH DEFINED 01 05 0 12200 0 AET INCOME III (HV) COM 990007213 142097 8851034 SH DEFINED 01 03 0 8851034 0 AET STABLE CAPITAL II (HV) COM 990007940 66667 4268207 SH DEFINED 01 03 0 4268207 0 AET BLUE CHIP ADVANTAGE II (HV COM 990008393 152982 4291803 SH DEFINED 01 03 0 4291803 0 AET INCOME II (HV) COM 990008419 12001 556031 SH DEFINED 01 03 0 556031 0 AET FEDERAL INCOME (HV) COM 990008443 66748 3460205 SH DEFINED 01 03 0 3460205 0 AET EQUITY INDEX BASE (HV) COM 990008450 2080196 66461439 SH DEFINED 01 03 0 66461439 0 AET STABLE CAPITAL I (HV) COM 990008492 1261264 74895151 SH DEFINED 01 03 0 74895151 0 L15 STABLE (HV) COM 9900084E1 396675 38122071 SH DEFINED 01 03 0 38122071 0 AET COMMON STOCK (HV) COM 990009078 1487 8348 SH DEFINED 01 03 0 8348 0 AET BOND (HV) COM 990009086 51049 760557 SH DEFINED 01 03 0 760557 0 AET INCOME I (HV) COM 990009102 2750299 48183491 SH DEFINED 01 03 0 48183491 0 AET INTERNATIONAL (HV) COM 990009136 11313 119458 SH DEFINED 01 03 0 119458 0 AET EMERGING GROWTH (HV) COM 990009300 30879 259321 SH DEFINED 01 03 0 259321 0 AET MIDCAP GROWTH (HV) COM 990009318 177468 1036397 SH DEFINED 01 03 0 1036397 0 AET EQUITY INDEX III (HV) COM 990018509 45764 1708732 SH DEFINED 01 03 0 1708732 0 CHICAGO TRUST STATED VALUE COM 990020992 10011 4827453 SH DEFINED 01 03 0 4827453 0 WAHOO FUND LP COM 9999Z4438 58 159 SH DEFINED 01 02 0 159 0 AUSTRALIAN DOLLAR COM AUD000001 60 121843 SH DEFINED 01 10 121843 0 0 AUD@GOLDMAN (FUT) COM AUDF00002 37 74211 SH DEFINED 01 10 74211 0 0 SWISS FRANCS COM CHF000001 35 56248 SH DEFINED 01 10 56248 0 0 DANISH KRONE COM DKK000001 12 99224 SH DEFINED 01 10 99224 0 0 EURO CURRENCY COM EUR000001 177 193961 SH DEFINED 01 10 193961 0 0 ACE LIMITED COM G0070K103 35763 914900 SH DEFINED 11 12 13 0 914900 0 ACE LTD COM G0070K103 6372 163000 SH DEFINED 11 12 0 163000 0 ACE LTD COM G0070K103 70 1800 SH DEFINED 11 12 13 0 1800 0 ACE COM G0070K103 27690 959100 SH DEFINED 01 959100 0 0 ACE COM G0070K103 34067 1180000 SH DEFINED 01 05 0 1180000 0 AMDOCS COM G02602103 67 2500 SH DEFINED 01 2500 0 0 AMDOCS COM G02602103 2467 92572 SH DEFINED 01 02 0 92572 0 APW LIMITED COM G04397108 518 123923 SH DEFINED 01 123923 0 0 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 EVEREST RE GROUP LTD COM G3223R108 9811 151630 SH DEFINED 01 151630 0 0 EVEREST RE GROUP LTD COM G3223R108 91 1400 SH DEFINED 01 02 0 1400 0 EVEREST RE GROUP LTD COM G3223R108 14557 225000 SH DEFINED 01 05 0 225000 0 FOSTER WHEELER LTD COM G36535105 620 123888 SH DEFINED 01 123888 0 0 FRESH DEL MONTE PROD COM G36738105 2424 187039 SH DEFINED 01 187039 0 0 FRESH DEL MONTE PROD COM G36738105 5 420 SH DEFINED 01 02 0 420 0 FRESH DEL MONTE PROD COM G36738105 181 13970 SH DEFINED 01 05 0 13970 0 GLOBAL CROSSING LTD COM G3921A100 24 13253 SH DEFINED 01 13253 0 0 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 IPC HOLDINGS LTD COM G4933P101 1040 45620 SH DEFINED 01 45620 0 0 IPC HOLDINGS LTD COM G4933P101 3 130 SH DEFINED 01 02 0 130 0 IPC HOLDINGS LTD COM G4933P101 68 2980 SH DEFINED 01 05 0 2980 0 LORAL SPACE & COMM LOR COM G56462107 2 1417 SH DEFINED 01 1417 0 0 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 NORDIC AMERICAN TANKER COM G65773106 262 17500 SH DEFINED 01 17500 0 0 PARTNERRE COM G6852T105 2708 57500 SH DEFINED 01 57500 0 0 PARTNERRE COM G6852T105 19 400 SH DEFINED 01 02 0 400 0 PARTNERRE COM G6852T105 4357 92500 SH DEFINED 01 05 0 92500 0 PXRE GROUP LTD COM G73018106 15 1300 SH DEFINED 01 1300 0 0 RENAISSANCE RE HLDGS COM G7496G103 3063 34450 SH DEFINED 01 34450 0 0 RENAISSANCE RE HLDGS COM G7496G103 4 40 SH DEFINED 01 02 0 40 0 RENAISSANCE RE HLDGS COM G7496G103 156 1750 SH DEFINED 01 05 0 1750 0 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 SCOTTISH ANN & LIFE COM G7885T104 2 150 SH DEFINED 01 02 0 150 0 SCOTTISH ANN & LIFE COM G7885T104 136 9000 SH DEFINED 01 05 0 9000 0 W.P. STEWART & CO COM G84922106 1954 100800 SH DEFINED 01 100800 0 0 W.P. STEWART & CO COM G84922106 138 7100 SH DEFINED 01 05 0 7100 0 TRANSOCEAN SEDCO FOR COM G90078109 7062 267500 SH DEFINED 01 0 267500 0 TRANSOCEAN SEDCO FOR COM G90078109 27948 1058718 SH DEFINED 01 02 0 1058718 0 TRANSOCEAN SEDCO FOREX COM G90078109 62700 2374927 SH DEFINED 01 2374927 0 0 TRANSOCEAN SEDCO FOREX COM G90078109 3449 130654 SH DEFINED 01 03 0 130654 0 TRANSOCEAN SEDCO FOREX COM G90078109 36876 1396860 SH DEFINED 01 05 0 1396860 0 TRENWICK GROUP LTD COM G9032C109 1723 212203 SH DEFINED 01 212203 0 0 TRENWICK GROUP LTD COM G9032C109 50 6200 SH DEFINED 01 05 0 6200 0 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 XL CAPITAL LTD CL A COM G98255105 107 1350 SH DEFINED 01 02 0 1350 0 XL CAPITAL LTD CL A COM G98255105 4848 61355 SH DEFINED 01 03 0 61355 0 XL CAPITAL LTD CL A COM G98255105 42549 538596 SH DEFINED 01 05 0 538596 0 XOMA LTD COM G9825R107 1299 154164 SH DEFINED 01 154164 0 0 XOMA LTD COM G9825R107 2 250 SH DEFINED 01 02 0 250 0 XOMA LTD COM G9825R107 7339 870600 SH DEFINED 01 05 0 870600 0 UK POUND STERLING COM GBP000001 189 128905 SH DEFINED 01 10 128905 0 0 GBP@GOLDMAN (FUT) COM GBPF00002 61 41492 SH DEFINED 01 10 41492 0 0 HONG KONG DOLLAR COM HKD000001 19 149365 SH DEFINED 01 10 149365 0 0 JAPANESE YEN COM JPY000001 60 7194784 SH DEFINED 01 10 7194784 0 0 ACLN LIMITED COM M01764105 1028 26200 SH DEFINED 01 26200 0 0 CHECKPOINT SOFTWARE COM M22465104 18217 827312 SH DEFINED 01 827312 0 0 CHECKPOINT SOFTWARE COM M22465104 472 21435 SH DEFINED 01 05 0 21435 0 PRECISE SOFTWARE SOL COM M41450103 420 38000 SH DEFINED 01 38000 0 0 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 M SYSTEMS FLSH DISK COM M7061C100 816 193100 SH DEFINED 01 193100 0 0 M SYSTEMS FLSH DISK COM M7061C100 1 180 SH DEFINED 01 02 0 180 0 M SYSTEMS FLSH DISK COM M7061C100 30 7000 SH DEFINED 01 05 0 7000 0 NORWEGIAN KRONER COM NOK000001 1 7602 SH DEFINED 01 10 7602 0 0 NEW ZEALAND DOLLAR COM NZD000001 5 12026 SH DEFINED 01 10 12026 0 0 CARLISLE HOLDINGS COM P21277101 48 16200 SH DEFINED 01 16200 0 0 SWEDISH KRONA COM SEK000001 32 339758 SH DEFINED 01 10 339758 0 0 SEK@GOLDMAN (FUT) COM SEKF00002 7 71027 SH DEFINED 01 10 71027 0 0 SINGAPORE DOLLAR COM SGD000001 20 36093 SH DEFINED 01 10 36093 0 0 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