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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 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             January 29, 2002
-------------------   ------------------          --------------------
[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:     7177
Form 13F Information Table Value Total:     $86545884 (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      716    79497 SH       DEFINED 01              79497        0        0
ABENGOA                        COM              000369991       74    12000 SH       DEFINED 01              12000        0        0
ABN AMRO HOLDING NV            COM              000770990      677    42000 SH       DEFINED 01              42000        0        0
ADC TELECOMMUNICATIONS         COM              000886101      853   185371 SH       DEFINED 01             185371        0        0
ADC TELECOMMUNICATIONS         COM              000886101      892   193838 SH       DEFINED 01 03               0   193838        0
ADC TELECOMMUNICATIONS         COM              000886101       26     5679 SH       DEFINED 01 05               0     5679        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS AG                      COM              000900993     3414    45921 SH       DEFINED 01 03               0    45921        0
ABM INDUSTRIES INC             COM              000957100     2249    71738 SH       DEFINED 01              71738        0        0
AFC ENTERPRISES                COM              00104Q107      454    16000 SH       DEFINED 01              16000        0        0
AFLAC                          COM              001055102     4014   163413 SH       DEFINED 01             163413        0        0
AFLAC                          COM              001055102     3149   128205 SH       DEFINED 01 03               0   128205        0
AFLAC                          COM              001055102     4628   188455 SH       DEFINED 01 05               0   188455        0
AFLAC INC                      COM              001055102    10845   441675 SH       DEFINED 01 02               0   441675        0
AGCO                           COM              001084102     2013   127481 SH       DEFINED 01             127481        0        0
AGCO                           COM              001084102      107     6773 SH       DEFINED 01 05               0     6773        0
AGCO CORP                      COM              001084102        5      310 SH       DEFINED 01 02               0      310        0
AIRTOURS PLC                   COM              0010979          4     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES INC              COM              001204106    13857   601983 SH       DEFINED 01             601983        0        0
AGL RESOURCES INC              COM              001204106        8      340 SH       DEFINED 01 02               0      340        0
AGGREGATE INDRUSTRIE PCL       COM              001230994     1121   872640 SH       DEFINED 01             872640        0        0
AES CORP                       COM              00130H105     3284   200898 SH       DEFINED 01             200898        0        0
AES CORP                       COM              00130H105       39     2400 SH       DEFINED 01 02               0     2400        0
AES CORP                       COM              00130H105     2361   144377 SH       DEFINED 01 03               0   144377        0
AES CORP                       COM              00130H105      148     9034 SH       DEFINED 01 05               0     9034        0
CHUBB PLC                      COM              0015219          4     1717 SH       DEFINED 01 10            1717        0        0
KIDDE PLC                      COM              0015402          2     1717 SH       DEFINED 01 10            1717        0        0
AK STEEL HOLDING               COM              001547108      835    73370 SH       DEFINED 01              73370        0        0
AMB PROPERTY CORP              COM              00163T109        4      135 SH       DEFINED 01                135        0        0
AMEY                           COM              001730993      141    26000 SH       DEFINED 01              26000        0        0
AMN HEALTHCARE SERV            COM              001744101      263     9600 SH       DEFINED 01               9600        0        0
AMR                            COM              001765106     2621   118247 SH       DEFINED 01             118247        0        0
AMR                            COM              001765106      841    37929 SH       DEFINED 01 03               0    37929        0
AMR                            COM              001765106       25     1111 SH       DEFINED 01 05               0     1111        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER                COM              00184A105   602095 18756852 SH       DEFINED 01           18756852        0        0
AOL TIME WARNER                COM              00184A105    37727  1175290 SH       DEFINED 01 03               0  1175290        0
AOL TIME WARNER                COM              00184A105   179158  5581219 SH       DEFINED 01 05               0  5581219        0
AOL TIME WARNER                COM              00184A105     2452    76400 SH       DEFINED 11 12               0    76400        0
AOL TIME WARNER                COM              00184A105       48     1500 SH       DEFINED 11 12 13            0     1500        0
AOL TIME WARNER INC            COM              00184A105    14567   453790 SH       DEFINED 01                  0   453790        0
AOL TIME WARNER INC            COM              00184A105    72234  2250400 SH       DEFINED 01 02               0  2250400        0
AOL TIME WARNER INC            COM              00184A105    17247   537300 SH       DEFINED 11 12 13            0   537300        0
AT&T                           COM              001957109   134884  7435715 SH       DEFINED 01            7435715        0        0
AT&T                           COM              001957109    17567   968368 SH       DEFINED 01 03               0   968368        0
AT&T                           COM              001957109    48400  2668067 SH       DEFINED 01 05               0  2668067        0
AT&T CORP                      COM              001957109     1152    63500 SH       DEFINED 01 02               0    63500        0
ATMI                           COM              00207R101     2536   106332 SH       DEFINED 01             106332        0        0
A T & T WIRELESS SERVICES      COM              00209A106      738    51600 SH       DEFINED 11 12               0    51600        0
AT&T WIRELESS SERVICES         COM              00209A106    55537  3864802 SH       DEFINED 01            3864802        0        0
AT&T WIRELESS SERVICES         COM              00209A106    10041   698746 SH       DEFINED 01 03               0   698746        0
AT&T WIRELESS SERVICES         COM              00209A106     1202    83610 SH       DEFINED 01 05               0    83610        0
AT&T WIRELESS SVCS             COM              00209A106      425    29600 SH       DEFINED 01 02               0    29600        0
AVX                            COM              002444107       10      404 SH       DEFINED 01                404        0        0
SMALL CAP GROWTH CLY           COM              00246C768        2      400 SH       DEFINED 01                  0      400        0
SMALL CAP GROWTH CLC           COM              00246C776       94    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLB           COM              00246C784       94    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLA           COM              00246C792    14029  2959600 SH       DEFINED 01                  0  2959600        0
AXT                            COM              00246W103     3171   219717 SH       DEFINED 01             219717        0        0
AXT                            COM              00246W103      134     9277 SH       DEFINED 01 05               0     9277        0
AXT INC                        COM              00246W103        2      150 SH       DEFINED 01 02               0      150        0
AARON RENTS INC                COM              002535201      960    58921 SH       DEFINED 01              58921        0        0
ABBOTT LABORATORIES            COM              002824100   118217  2120471 SH       DEFINED 01            2120471        0        0
ABBOTT LABORATORIES            COM              002824100    23681   424769 SH       DEFINED 01 03               0   424769        0
ABBOTT LABORATORIES            COM              002824100    46204   828763 SH       DEFINED 01 05               0   828763        0
ABBOTT LABS                    COM              002824100    28832   517145 SH       DEFINED 01 02               0   517145        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABER DIAMOND                   COM              002893105      565    45000 SH       DEFINED 01              45000        0        0
ABERCROMBIE & FITCH            COM              002896207     1415    53340 SH       DEFINED 01              53340        0        0
ABERCROMBIE & FITCH            COM              002896207       48     1800 SH       DEFINED 01 05               0     1800        0
ABERDEEN ASSET MANAGEMENT      COM              003295995       75    13200 SH       DEFINED 01              13200        0        0
ABGENIX INC                    COM              00339B107       72     2120 SH       DEFINED 01               2120        0        0
ACACIA RESEARCH CORP           COM              003881109        3      231 SH       DEFINED 01 02               0      231        0
ABITIBI-CONSOLIDATED           COM              003924107    15372  2100000 SH       DEFINED 01            2100000        0        0
ABITIBI-CONSOLIDATED           COM              003924107     1244   169950 SH       DEFINED 01 05               0   169950        0
ABITIBI-CONSOLIDATED           COM              003924990       25     3500 SH       DEFINED 01               3500        0        0
ACCELERATED NETWORKS           COM              00429P107        0      243 SH       DEFINED 01                243        0        0
ACCLAIM ENMNT INC              COM              004325205        3      630 SH       DEFINED 01 02               0      630        0
ACCLAIM ENTERTAINMENT INC      COM              004325205     1182   223000 SH       DEFINED 01             223000        0        0
ACCLAIM ENTERTAINMENT INC      COM              004325205       57    10700 SH       DEFINED 01 05               0    10700        0
ACCOR                          COM              004340998      610    16784 SH       DEFINED 01              16784        0        0
ACCOR                          COM              004347993    10051   276455 SH       DEFINED 01             276455        0        0
ACCOR                          COM              004347993    14185   390180 SH       DEFINED 01 05               0   390180        0
ACCREDO HEALTH                 COM              00437V104     3988   100437 SH       DEFINED 01             100437        0        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473          9     1800 SH       DEFINED 01 10            1800        0        0
ACERALIA CORPORACION SIDERURGI COM              004455994       14      900 SH       DEFINED 01                900        0        0
ACLARA BIOSCIENCES             COM              00461P106        0       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         17     5004 SH       DEFINED 01 10            5004        0        0
SAFEWAY                        COM              0049241          7     1480 SH       DEFINED 01 10            1480        0        0
ACTIVISION INC                 COM              004930202     1936    74450 SH       DEFINED 01              74450        0        0
ACTIVISION INC                 COM              004930202        2       75 SH       DEFINED 01 02               0       75        0
ACTIVISION INC                 COM              004930202       90     3450 SH       DEFINED 01 05               0     3450        0
ACTION PERFORMANCE             COM              004933107     1532    50037 SH       DEFINED 01              50037        0        0
ACTEL                          COM              004934105     3362   168864 SH       DEFINED 01             168864        0        0
ACTEL                          COM              004934105      126     6351 SH       DEFINED 01 05               0     6351        0
ACTEL CORP                     COM              004934105      557    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105        6      300 SH       DEFINED 01 02               0      300        0
ACTIVE POWER INC               COM              00504W100        0       60 SH       DEFINED 01                 60        0        0
ACTUATE                        COM              00508B102     1769   335790 SH       DEFINED 01             335790        0        0
ACTUATE                        COM              00508B102      118    22446 SH       DEFINED 01 05               0    22446        0
ACTUATE CORPORATION            COM              00508B102        2      430 SH       DEFINED 01 02               0      430        0
ACTUANT CORPORATION            COM              00508X203        3      100 SH       DEFINED 01 02               0      100        0
ACTUANT CORPORATION -CL A      COM              00508X203        1       35 SH       DEFINED 01                 35        0        0
ACUITIY BRANDS INC             COM              00508Y102     1472   121634 SH       DEFINED 01             121634        0        0
ACXIOM                         COM              005125109    21015  1202908 SH       DEFINED 01            1202908        0        0
ACXIOM                         COM              005125109     2807   160700 SH       DEFINED 01 03               0   160700        0
ACXIOM                         COM              005125109      348    19895 SH       DEFINED 01 05               0    19895        0
ACXIOM CORP                    COM              005125109     1259    72050 SH       DEFINED 01 02               0    72050        0
ADERANS                        COM              005320999      151     5100 SH       DEFINED 01               5100        0        0
SEVERN TRENT                   COM              0054632          4      410 SH       DEFINED 01 10             410        0        0
BILLITON A                     COM              0056650         16     3240 SH       DEFINED 01 10            3240        0        0
ARM HOLDING PLC                COM              0059585         12     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC INC                    COM              00651F108     6035   416147 SH       DEFINED 01             416147        0        0
ADAPTEC INC                    COM              00651F108        6      380 SH       DEFINED 01 02               0      380        0
ADAPTEC INC                    COM              00651F108      103     7100 SH       DEFINED 01 05               0     7100        0
ADECCO SA REG                  COM              006700991      113     2064 SH       DEFINED 01               2064        0        0
ADECCO SA REG                  COM              006700991     2290    42125 SH       DEFINED 01 03               0    42125        0
ADECCO SA REG                  COM              006700991      514     9458 SH       DEFINED 01 05               0     9458        0
BAA                            COM              0067340         20     2522 SH       DEFINED 01 10            2522        0        0
BBA GROUP                      COM              0067748          4      966 SH       DEFINED 01 10             966        0        0
ADELPHIA BUSINESS SOLUTIONS    COM              006847107        0      209 SH       DEFINED 01                209        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105      938    30072 SH       DEFINED 01              30072        0        0
ADELPHIA COMM PFD  13.00%  CM  PRF              006848303    25821   255650 SH       DEFINED 01             255650        0        0
ADELPHIA COMM PFD  13.00%  CM  PRF              006848303     6297    62350 SH       DEFINED 01 05               0    62350        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     4200   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     5800   925039 SH       DEFINED 01 05               0   925039        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      352    56179 SH       DEFINED 01              56179        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      486    77582 SH       DEFINED 01 05               0    77582        0
ADMINISTAFF                    COM              007094105    40228  1467630 SH       DEFINED 01            1467630        0        0
ADMINISTAFF INC                COM              007094105        4      140 SH       DEFINED 01 02               0      140        0
ADOBE SYSTEMS                  COM              00724F101    22338   719373 SH       DEFINED 01             719373        0        0
ADOBE SYSTEMS                  COM              00724F101     1808    58236 SH       DEFINED 01 03               0    58236        0
ADOBE SYSTEMS                  COM              00724F101    33792  1088306 SH       DEFINED 01 05               0  1088306        0
ADOBE SYSTEMS INC              COM              00724F101      264     8500 SH       DEFINED 01 02               0     8500        0
ADTRAN                         COM              00738A106       37     1450 SH       DEFINED 01               1450        0        0
ADTRAN                         COM              00738A106        3      120 SH       DEFINED 01 02               0      120        0
ADV DIGITAL INFORMAT           COM              007525108        2      139 SH       DEFINED 01                139        0        0
ADVANCED MKTG SERV             COM              00753T105     1028    56335 SH       DEFINED 01              56335        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       49     2744 SH       DEFINED 01               2744        0        0
ADVANCED TISSUE SCI            COM              00755F103     2279   522700 SH       DEFINED 01             522700        0        0
ADVANCED TISSUE SCI            COM              00755F103        2      400 SH       DEFINED 01 02               0      400        0
ADVANCED TISSUE SCI            COM              00755F103       92    21000 SH       DEFINED 01 05               0    21000        0
ADVO                           COM              007585102     6837   159002 SH       DEFINED 01             159002        0        0
ADVO                           COM              007585102      264     6151 SH       DEFINED 01 05               0     6151        0
ADVO INC                       COM              007585102        8      180 SH       DEFINED 01 02               0      180        0
ADVANCED POWER TECHNOLOGY      COM              00761E108     1389   119700 SH       DEFINED 01             119700        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108      350    30200 SH       DEFINED 01 05               0    30200        0
AEROFLEX                       COM              007768104     8866   468366 SH       DEFINED 01             468366        0        0
AEROFLEX                       COM              007768104      208    10974 SH       DEFINED 01 05               0    10974        0
AEROFLEX INC                   COM              007768104        5      270 SH       DEFINED 01 02               0      270        0
BARCLAYS                       COM              0078201        154     4636 SH       DEFINED 01 10            4636        0        0
ADVANCED MICRO DEVICES         COM              007903107      106     6661 SH       DEFINED 01               6661        0        0
ADVANCED MICRO DEVICES         COM              007903107     1323    83435 SH       DEFINED 01 03               0    83435        0
ADVANCED MICRO DEVICES         COM              007903107       39     2444 SH       DEFINED 01 05               0     2444        0
ADVANCEPCS                     COM              00790K109    21755   741229 SH       DEFINED 01             741229        0        0
ADVANCEPCS                     COM              00790K109      144     4900 SH       DEFINED 01 02               0     4900        0
ADVANCEPCS                     COM              00790K109    18126   617600 SH       DEFINED 01 05               0   617600        0
AEGON                          COM              007924103       59     2200 SH       DEFINED 01               2200        0        0
AEGON                          COM              007930993     8763   323739 SH       DEFINED 01             323739        0        0
AEGON                          COM              007930993    11427   422161 SH       DEFINED 01 05               0   422161        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS INC       COM              007973100     2501    93890 SH       DEFINED 01              93890        0        0
ADVENT SOFTWARE                COM              007974108    13470   269652 SH       DEFINED 01             269652        0        0
ADVENT SOFTWARE                COM              007974108      913    18294 SH       DEFINED 01 02               0    18294        0
ADVENT SOFTWARE                COM              007974108     1179    23600 SH       DEFINED 01 03               0    23600        0
ADVENT SOFTWARE                COM              007974108      168     3361 SH       DEFINED 01 05               0     3361        0
AEON CREDIT SERVICE            COM              008011991      263     4600 SH       DEFINED 01               4600        0        0
AETHER SYS                     COM              00808V105        1       61 SH       DEFINED 01                 61        0        0
BARRATT DEVE                   COM              0081180          3      509 SH       DEFINED 01 10             509        0        0
AETNA INC NEW                  COM              00817Y108       93     2820 SH       DEFINED 01               2820        0        0
AETNA INC NEW                  COM              00817Y108     1161    35191 SH       DEFINED 01 03               0    35191        0
AETNA INC NEW                  COM              00817Y108       34     1031 SH       DEFINED 01 05               0     1031        0
AFFILIATED COMPUTER            COM              008190100      117     1100 SH       DEFINED 01 02               0     1100        0
AFFILIATED COMPUTER SERVICES C COM              008190100    12917   121705 SH       DEFINED 01             121705        0        0
AFFILIATED COMPUTER SERVICES C COM              008190100      318     3000 SH       DEFINED 01 03               0     3000        0
AFFILIATED COMPUTER SERVICES C COM              008190100     8910    83950 SH       DEFINED 01 05               0    83950        0
AFFILIATED MANAGERS            COM              008252108    31892   452495 SH       DEFINED 01 02               0   452495        0
AFFILIATED MANAGERS GROUP      COM              008252108     4460    63282 SH       DEFINED 01              63282        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      606     8600 SH       DEFINED 01 03               0     8600        0
AFFILIATED MANAGERS GROUP      COM              008252108      218     3100 SH       DEFINED 01 05               0     3100        0
AFFYMETRIX                     COM              00826T108       10      268 SH       DEFINED 01                268        0        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH       DEFINED 01 02               0      460        0
AFTER MARKET TECH              COM              008318107      826    51000 SH       DEFINED 01              51000        0        0
AFTER MARKET TECH              COM              008318107        3      210 SH       DEFINED 01 02               0      210        0
AFTER MARKET TECH              COM              008318107       75     4600 SH       DEFINED 01 05               0     4600        0
AGGREKO                        COM              008455990      133    25100 SH       DEFINED 01              25100        0        0
AGERE SYSTEMS CL A             COM              00845V100    14249  2504315 SH       DEFINED 01            2504315        0        0
AGERE SYSTEMS INC A            COM              00845V100      423    74300 SH       DEFINED 01 02               0    74300        0
AGILENT TECHNOLOGIES           COM              00846U101    17712   621268 SH       DEFINED 01             621268        0        0
AGILENT TECHNOLOGIES           COM              00846U101     4096   143698 SH       DEFINED 01 03               0   143698        0
AGILENT TECHNOLOGIES           COM              00846U101      433    15214 SH       DEFINED 01 05               0    15214        0
AGILE SOFTWARE                 COM              00846X105      474    27511 SH       DEFINED 01              27511        0        0
AGNICO EAGLE MINES             COM              008474108      494    50000 SH       DEFINED 01              50000        0        0
KONINKLIJKE AHOLD              COM              008687980      474    16293 SH       DEFINED 01              16293        0        0
L'AIR LIQUIDE                  COM              009126103       94      673 SH       DEFINED 01                673        0        0
AIR PROD & CHEM                COM              009158106     1019    21702 SH       DEFINED 01 02               0    21702        0
AIR PRODUCTS & CHEMICALS       COM              009158106   146676  3126758 SH       DEFINED 01            3126758        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     3683    78513 SH       DEFINED 01 03               0    78513        0
AIR PRODUCTS & CHEMICALS       COM              009158106    23246   495535 SH       DEFINED 01 05               0   495535        0
AIRBORNE                       COM              009269101       21     1390 SH       DEFINED 01               1390        0        0
AIRGAS                         COM              009363102     1749   115691 SH       DEFINED 01             115691        0        0
AIRGAS                         COM              009363102      151     9994 SH       DEFINED 01 05               0     9994        0
AIRGAS INC                     COM              009363102        6      370 SH       DEFINED 01 02               0      370        0
AIRGATE PCS                    COM              009367103     2739    60126 SH       DEFINED 01              60126        0        0
AIRGATE PCS                    COM              009367103      140     3074 SH       DEFINED 01 05               0     3074        0
AIRGATE PCS INC                COM              009367103        3       70 SH       DEFINED 01 02               0       70        0
BERKELEY GRO                   COM              0094177          3      276 SH       DEFINED 01 10             276        0        0
AIRNET COMMUNICATION           COM              00941P106        0       49 SH       DEFINED 01                 49        0        0
AIRTRAN HOLDINGS               COM              00949P108     2356   357000 SH       DEFINED 01             357000        0        0
AIRTRAN HOLDINGS               COM              00949P108      125    18900 SH       DEFINED 01 05               0    18900        0
AIRTRAN HOLDINGS INC           COM              00949P108        5      790 SH       DEFINED 01 02               0      790        0
BALFOUR BEATTY PLC             COM              0096162          2      935 SH       DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101       59    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        1      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          3      246 SH       DEFINED 01 10             246        0        0
BOC GROUP                      COM              0108120         21     1364 SH       DEFINED 01 10            1364        0        0
BOOTS CO                       COM              0111441         18     2127 SH       DEFINED 01 10            2127        0        0
ALAMO GROUP                    COM              011311107      579    40600 SH       DEFINED 01              40600        0        0
ALAMO GROUP                    COM              011311107       86     6000 SH       DEFINED 01 05               0     6000        0
ALAMOSA HOLDINGS INC           COM              011589108      481    40347 SH       DEFINED 01              40347        0        0
ALAMOSA HOLDINGS INC           COM              011589108     1790   150000 SH       DEFINED 01 05               0   150000        0
ALASKA AIRGROUP                COM              011659109       24      818 SH       DEFINED 01                818        0        0
ALASKA COMM SYSTEM GROUP       COM              01167P101        6      748 SH       DEFINED 01                748        0        0
ALBANY INTL CL A               COM              012348108     1879    86543 SH       DEFINED 01              86543        0        0
ALBANY INTL CL A               COM              012348108      142     6560 SH       DEFINED 01 05               0     6560        0
ALBANY INTL CORP NEW           COM              012348108        6      260 SH       DEFINED 01 02               0      260        0
ALBANY MOLECULAR RESEARCH      COM              012423109        6      211 SH       DEFINED 01                211        0        0
ALBEMARLE                      COM              012653101     1548    64494 SH       DEFINED 01              64494        0        0
ALBEMARLE                      COM              012653101      139     5800 SH       DEFINED 01 05               0     5800        0
AMVESCAP PLC                   COM              0128269         29     2024 SH       DEFINED 01 10            2024        0        0
BRITISH AIRW                   COM              0129057          7     2538 SH       DEFINED 01 10            2538        0        0
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ALFA CORP                      COM              015385107       10      440 SH       DEFINED 01                440        0        0
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NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
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ALLETE                         COM              018522102    15189   602730 SH       DEFINED 01             602730        0        0
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CGNU PLC                       COM              0216238         77     6274 SH       DEFINED 01 10            6274        0        0
ALTRAN TECHNOLOGIES            COM              022090997       67     1488 SH       DEFINED 01               1488        0        0
IONA TECHNOLOGIES              COM              0226185          1       55 SH       DEFINED 01 10              55        0        0
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ABSA GROUP                     COM              022672992     3586  1225420 SH       DEFINED 01            1225420        0        0
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AMAZON COM INC                 COM              023135106       73     6723 SH       DEFINED 01               6723        0        0
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AMERCO                         COM              023586100        1       73 SH       DEFINED 01                 73        0        0
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DIAGEO                         COM              0237400        105     9201 SH       DEFINED 01 10            9201        0        0
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SCHRODERS                      COM              0240549          9      699 SH       DEFINED 01 10             699        0        0
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BAE SYSTEMS PLC                COM              0263494         35     7791 SH       DEFINED 01 10            7791        0        0
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PROVIDENT FI                   COM              0268596          5      573 SH       DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    27497   346312 SH       DEFINED 01                  0   346312        0
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AMERSHAM PLC                   COM              0274753         14     1489 SH       DEFINED 01 10            1489        0        0
AMERICAN NATL INS CO           COM              028591105        7       78 SH       DEFINED 01                 78        0        0
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MAN E.D & F                    COM              0294405          6      339 SH       DEFINED 01 10             339        0        0
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AMERICAN TOWER CL A            COM              029912201        3      355 SH       DEFINED 01                355        0        0
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AMERON INTL CORP               COM              030710107      900    13000 SH       DEFINED 01              13000        0        0
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AMERIPATH                      COM              03071D109     4170   130274 SH       DEFINED 01             130274        0        0
AMERIPATH                      COM              03071D109      267     8326 SH       DEFINED 01 05               0     8326        0
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AMERUS GROUP                   COM              03072M108      337     9400 SH       DEFINED 01 05               0     9400        0
AMERUS GROUP CO                COM              03072M108        4      120 SH       DEFINED 01 02               0      120        0
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ELECTROCOMPO                   COM              0309644          8     1019 SH       DEFINED 01 10            1019        0        0
AMETEK                         COM              031100100     2437    76454 SH       DEFINED 01              76454        0        0
AMETEK                         COM              031100100      140     4400 SH       DEFINED 01 05               0     4400        0
AMETEK INC (NEW)               COM              031100100        4      120 SH       DEFINED 01 02               0      120        0
AMGEN                          COM              031162100   248429  4401645 SH       DEFINED 01            4401645        0        0
AMGEN                          COM              031162100    16153   286197 SH       DEFINED 01 03               0   286197        0
AMGEN                          COM              031162100    42256   748716 SH       DEFINED 01 05               0   748716        0
AMGEN INC                      COM              031162100     8353   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100      205     3622 SH       DEFINED 01 02               0     3622        0
AMOY PROPERTIES                COM              031175995       45    44000 SH       DEFINED 01              44000        0        0
AMKOR TECHNOLOGY               COM              031652100      786    49078 SH       DEFINED 01              49078        0        0
AMPHENOL CL A                  COM              032095101      938    19527 SH       DEFINED 01              19527        0        0
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AMVESCAP                       COM              03235E993       98     6782 SH       DEFINED 01               6782        0        0
ANADARKO PETRO                 COM              032511107    61634  1084140 SH       DEFINED 01            1084140        0        0
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ANADIGICS                      COM              032515108        3      183 SH       DEFINED 01                183        0        0
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ANALYSTS INTERNATION           COM              032681108      295    71355 SH       DEFINED 01              71355        0        0
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ANCHOR BANCORP                 COM              032839102     1275    71859 SH       DEFINED 01              71859        0        0
FKI                            COM              0329459          3     1243 SH       DEFINED 01 10            1243        0        0
CARLTON                        COM              0341925          5     1453 SH       DEFINED 01 10            1453        0        0
ANDREW CORP                    COM              034425108       41     1908 SH       DEFINED 01               1908        0        0
ANDREW CORP                    COM              034425108        7      310 SH       DEFINED 01 02               0      310        0
ANDREW CORP                    COM              034425108      437    19984 SH       DEFINED 01 03               0    19984        0
ANDREW CORP                    COM              034425108       13      585 SH       DEFINED 01 05               0      585        0
ANDRX CORP-ANDRX GROUP         COM              034553107    13478   191415 SH       DEFINED 01             191415        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107    20313   288500 SH       DEFINED 01 05               0   288500        0
ANDRX CORP-ANDRX GRP           COM              034553107      162     2300 SH       DEFINED 01 02               0     2300        0
ANGELICA CORP                  COM              034663104      275    25382 SH       DEFINED 01              25382        0        0
AWG - ORD 10P                  COM              034668996       75     9600 SH       DEFINED 01               9600        0        0
ANGLO AMERICAN PLATINU         COM              034670992     2421    65000 SH       DEFINED 01              65000        0        0
ANGLO AMERICAN PLACE           COM              034671990     5744   379093 SH       DEFINED 01             379093        0        0
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ANGLO IRISH BANK CRP           COM              034675959      154    39800 SH       DEFINED 01              39800        0        0
ANGLO IRISH BANK               COM              034675991       84    22000 SH       DEFINED 01              22000        0        0
ANGLOGOLD ADR                  COM              035128206     2252   124700 SH       DEFINED 01             124700        0        0
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ANHEUSER BUSCH CO              COM              035229103    29990   663319 SH       DEFINED 01 02               0   663319        0
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ANIXTER INTL INC               COM              035290105        4      150 SH       DEFINED 01 02               0      150        0
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ANNTAYLOR STORES COR           COM              036115103        7      210 SH       DEFINED 01 02               0      210        0
ANSYS                          COM              03662Q105     1947    79000 SH       DEFINED 01              79000        0        0
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ANTHEM                         COM              03674B104       12      251 SH       DEFINED 01                251        0        0
ANSWERTHINK CONSULTING GROUP   COM              036916104      369    56500 SH       DEFINED 01              56500        0        0
ANTIGENICS                     COM              037032109       82     5000 SH       DEFINED 01               5000        0        0
AON                            COM              037389103    67905  1911760 SH       DEFINED 01            1911760        0        0
AON                            COM              037389103     3858   108600 SH       DEFINED 01 03               0   108600        0
AON                            COM              037389103     2783    78369 SH       DEFINED 01 05               0    78369        0
AON CORP                       COM              037389103     4014   113000 SH       DEFINED 01                  0   113000        0
AON CORP                       COM              037389103      959    27000 SH       DEFINED 01 02               0    27000        0
APACHE                         COM              037411105    25093   503085 SH       DEFINED 01             503085        0        0
APACHE                         COM              037411105     4087    81928 SH       DEFINED 01 03               0    81928        0
APACHE                         COM              037411105    55259  1107830 SH       DEFINED 01 05               0  1107830        0
APACHE CORP                    COM              037411105    16704   334863 SH       DEFINED 01 02               0   334863        0
APACHE CV 2.01%                PRF              037411600    12292   267800 SH       DEFINED 01             267800        0        0
AIMCO                          COM              03748R101      427     9345 SH       DEFINED 01                  0     9345        0
AIMCON STOCK                   COM              03748R101        8      168 SH       DEFINED 01                168        0        0
APOGEE ENTERPRISES             COM              037598109     1318    83338 SH       DEFINED 01              83338        0        0
APOGEE ENTERPRISES             COM              037598109        5      330 SH       DEFINED 01 02               0      330        0
APOLLO GROUP CL A              COM              037604105     1322    29378 SH       DEFINED 01              29378        0        0
APOLLO GROUP CL A              COM              037604105     1893    42050 SH       DEFINED 01 03               0    42050        0
APOLLO GROUP INC  -C           COM              037604105   111942  2486999 SH       DEFINED 01 02               0  2486999        0
UNIVERSITY OF PHOENIX ONLINE   COM              037604204      194     5950 SH       DEFINED 01               5950        0        0
APOGENT TECHNOLOGIES           COM              03760A101    26175  1014515 SH       DEFINED 01            1014515        0        0
APOGENT TECHNOLOGIES           COM              03760A101    53890  2088677 SH       DEFINED 01 02               0  2088677        0
APOGENT TECHNOLOGIES           COM              03760A101     3770   146150 SH       DEFINED 01 03               0   146150        0
APOGENT TECHNOLOGIES           COM              03760A101     6979   270509 SH       DEFINED 01 05               0   270509        0
APPALACHIAN PWR $100           PRF              037735842     1009    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1117    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100     2687   122720 SH       DEFINED 01             122720        0        0
APPLE COMPUTER                 COM              037833100     1886    86133 SH       DEFINED 01 03               0    86133        0
APPLE COMPUTER                 COM              037833100       55     2524 SH       DEFINED 01 05               0     2524        0
APPLEBEES INTL INC             COM              037899101     3742   109388 SH       DEFINED 01             109388        0        0
APRIA HEALTHCARE GRO           COM              037933108        4      180 SH       DEFINED 01 02               0      180        0
APRIA HEALTHCARE GROUP         COM              037933108     3357   134333 SH       DEFINED 01             134333        0        0
APRIA HEALTHCARE GROUP         COM              037933108      217     8700 SH       DEFINED 01 05               0     8700        0
APPLERA - APP BIOSYS           COM              038020103     1685    42900 SH       DEFINED 01 02               0    42900        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103    47806  1217370 SH       DEFINED 01            1217370        0        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103     2043    52034 SH       DEFINED 01 03               0    52034        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103    41772  1063725 SH       DEFINED 01 05               0  1063725        0
APPLERA - CELERA GENOMICS GROU COM              038020202     1040    38959 SH       DEFINED 01              38959        0        0
APPLERA - CELERA GENOMICS GROU COM              038020202       43     1600 SH       DEFINED 01 05               0     1600        0
APPLICA INCORPORATED           COM              03815A106      617    68521 SH       DEFINED 01              68521        0        0
APPLIED FILMS CORP             COM              038197109      889    28450 SH       DEFINED 01              28450        0        0
APPLIED FILMS CORP             COM              038197109        1       40 SH       DEFINED 01 02               0       40        0
APPLIED FILMS CORP             COM              038197109       55     1750 SH       DEFINED 01 05               0     1750        0
APPLIED IND TECHNOLO           COM              03820C105     1056    56648 SH       DEFINED 01              56648        0        0
APPLIED IND TECHNOLO           COM              03820C105        5      250 SH       DEFINED 01 02               0      250        0
APPLIED MATERIALS              COM              038222105   295094  7358948 SH       DEFINED 01            7358948        0        0
APPLIED MATERIALS              COM              038222105    44151  1101022 SH       DEFINED 01 02               0  1101022        0
APPLIED MATERIALS              COM              038222105     8353   208314 SH       DEFINED 01 03               0   208314        0
APPLIED MATERIALS              COM              038222105    75533  1883624 SH       DEFINED 01 05               0  1883624        0
APPLIED MICRO CIRCUITS         COM              03822W109      831    73442 SH       DEFINED 01              73442        0        0
APPLIED MICRO CIRCUITS         COM              03822W109      829    73247 SH       DEFINED 01 03               0    73247        0
APPLIED MICRO CIRCUITS         COM              03822W109       24     2145 SH       DEFINED 01 05               0     2145        0
APTARGROUP INC                 COM              038336103     3712   105973 SH       DEFINED 01             105973        0        0
AQUILA                         COM              03840J106        4      251 SH       DEFINED 01                251        0        0
GUS PLC                        COM              0384704         26     2778 SH       DEFINED 01 10            2778        0        0
CMG PLC -- (GBP)               COM              0384737          5     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     3511   193104 SH       DEFINED 01             193104        0        0
ARACRUZ CELULOSE ADR           COM              038496204       89     4894 SH       DEFINED 01 05               0     4894        0
ARADIGM                        COM              038505103      710   100000 SH       DEFINED 01             100000        0        0
ARAMARK CORP- CL B             COM              038521100     6521   242400 SH       DEFINED 01             242400        0        0
ARAMARK CORP- CL B             COM              038521100      332    12342 SH       DEFINED 01 02               0    12342        0
ARAMARK CORP- CL B             COM              038521100      746    27750 SH       DEFINED 01 03               0    27750        0
ARAMARK CORP- CL B             COM              038521100     3013   111981 SH       DEFINED 01 05               0   111981        0
MISYS                          COM              0385785          6     1305 SH       DEFINED 01 10            1305        0        0
ARBITRON INC                   COM              03875Q108     2940    86069 SH       DEFINED 01              86069        0        0
ARBITRON INC                   COM              03875Q108        7      200 SH       DEFINED 01 02               0      200        0
ARCH CHEMICALS INC             COM              03937R102     1518    65441 SH       DEFINED 01              65441        0        0
ARCH COAL                      COM              039380100       39     1714 SH       DEFINED 01               1714        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102    19101  1331113 SH       DEFINED 01            1331113        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102     2669   185965 SH       DEFINED 01 03               0   185965        0
ARCHER-DANIELS-MIDLAND         COM              039483102     1293    90086 SH       DEFINED 01 05               0    90086        0
ARCHSTONE-SMITH TRUS           COM              039583109     4299   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE-SMITH TRUST          COM              039583109      614    23333 SH       DEFINED 01              23333        0        0
ARCTIC CAT                     COM              039670104     1329    78188 SH       DEFINED 01              78188        0        0
ARDEN REALTY                   COM              039793104        6      208 SH       DEFINED 01                208        0        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     1447   120300 SH       DEFINED 01             120300        0        0
ARGONAUT GROUP                 COM              040157109     1094    55900 SH       DEFINED 01              55900        0        0
ARGONAUT GROUP                 COM              040157109       92     4700 SH       DEFINED 01 05               0     4700        0
ARGOSY GAMING                  COM              040228108     5654   173829 SH       DEFINED 01             173829        0        0
ARGOSY GAMING                  COM              040228108        4      120 SH       DEFINED 01 02               0      120        0
ARGOSY GAMING                  COM              040228108      172     5300 SH       DEFINED 01 05               0     5300        0
ARIBA                          COM              04033V104      564    91620 SH       DEFINED 01              91620        0        0
Ariba, Imc.                    COM              04033v104     1953   317068 SH       DEFINED 01             317068        0        0
HAMMERSON                      COM              0406501          4      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST                  COM              040790107     4359   151239 SH       DEFINED 01             151239        0        0
ARKANSAS BEST                  COM              040790107      160     5550 SH       DEFINED 01 05               0     5550        0
ARKANSAS BEST CORP             COM              040790107        4      150 SH       DEFINED 01 02               0      150        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         12     4052 SH       DEFINED 01 10            4052        0        0
NEXT                           COM              0421861          6      444 SH       DEFINED 01 10             444        0        0
ARMOR HOLDINGS INC             COM              042260109     2407    89169 SH       DEFINED 01              89169        0        0
ARMSTRONG WORLD IND            COM              042384107        0       88 SH       DEFINED 01                 88        0        0
REXAM                          COM              0425045          5      862 SH       DEFINED 01 10             862        0        0
ARQULE                         COM              04269E107     2837   166883 SH       DEFINED 01             166883        0        0
ARQULE                         COM              04269E107      112     6560 SH       DEFINED 01 05               0     6560        0
ARQULE INC                     COM              04269E107        5      280 SH       DEFINED 01 02               0      280        0
ARRIS GROUP                    COM              04269Q100     2124   217571 SH       DEFINED 01             217571        0        0
ARRIS GROUP                    COM              04269Q100      144    14728 SH       DEFINED 01 05               0    14728        0
ARRIS GROUP INC                COM              04269Q100        5      500 SH       DEFINED 01 02               0      500        0
ARRAY BIOPHARMA INC            COM              04269X105     1753   118000 SH       DEFINED 01             118000        0        0
ARRAY BIOPHARMA INC            COM              04269X105        2      130 SH       DEFINED 01 02               0      130        0
ARRAY BIOPHARMA INC            COM              04269X105      106     7100 SH       DEFINED 01 05               0     7100        0
ARRK CORPORATION               COM              042700997      170     4000 SH       DEFINED 01               4000        0        0
ARROW ELECTRONICS              COM              042735100       90     3030 SH       DEFINED 01               3030        0        0
ARROW FINANCIAL CORP           COM              042744102      759    26000 SH       DEFINED 01              26000        0        0
ARROW FINANCIAL CORP           COM              042744102        5      160 SH       DEFINED 01 02               0      160        0
ARROW FINANCIAL CORP           COM              042744102       70     2400 SH       DEFINED 01 05               0     2400        0
ARROW INTL                     COM              042764100      191     4776 SH       DEFINED 01               4776        0        0
ARROW INTL                     COM              042764100       40     1000 SH       DEFINED 01 05               0     1000        0
ART TECH GROUP                 COM              04289L107        1      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102     1943   123000 SH       DEFINED 01             123000        0        0
ARTESYN TECHNOLOGIES           COM              043127109     1052   113001 SH       DEFINED 01             113001        0        0
ARTHROCARE                     COM              043136100     1206    67262 SH       DEFINED 01              67262        0        0
ARVINMERITOR INC               COM              043353101     1594    81120 SH       DEFINED 01              81120        0        0
ARVINMERITOR INC               COM              043353101        8      400 SH       DEFINED 01 02               0      400        0
ARVINMERITOR INC               COM              043353101      112     5700 SH       DEFINED 01 05               0     5700        0
ASCENTIAL SOFTWARE             COM              04362P108      275    68000 SH       DEFINED 01                  0    68000        0
ASCENTIAL SOFTWARE CORPORATION COM              04362P108       33     8356 SH       DEFINED 01               8356        0        0
ASHLAND INC                    COM              044204105       61     1327 SH       DEFINED 01               1327        0        0
ASHLAND INC                    COM              044204105      781    16950 SH       DEFINED 01 03               0    16950        0
ASHLAND INC                    COM              044204105       23      496 SH       DEFINED 01 05               0      496        0
EXEL PLC                       COM              0448688          8      698 SH       DEFINED 01 10             698        0        0
ASHWORTH INC                   COM              04516H101      307    38920 SH       DEFINED 01              38920        0        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102      594   153134 SH       DEFINED 01             153134        0        0
ASPEN TECH                     COM              045327103        2      140 SH       DEFINED 01 02               0      140        0
ASPEN TECHNOLOGY               COM              045327103     3865   230077 SH       DEFINED 01             230077        0        0
ASPEN TECHNOLOGY               COM              045327103      124     7373 SH       DEFINED 01 05               0     7373        0
IMPERIAL TOBACCO GROUP PLC     COM              0454492         10      730 SH       DEFINED 01 10             730        0        0
ASSO BANCORP                   COM              045487105     1257    35619 SH       DEFINED 01              35619        0        0
ASSURANCES GENERALES DE FRANCE COM              045611993      729    15200 SH       DEFINED 01              15200        0        0
IMI                            COM              0457963          3      764 SH       DEFINED 01 10             764        0        0
AT HOME CORP - SERIES A        COM              045919107        0     1644 SH       DEFINED 01               1644        0        0
IMPERIAL CHE                   COM              0459497          9     1721 SH       DEFINED 01 10            1721        0        0
ASTEC INDS INC                 COM              046224101      836    57838 SH       DEFINED 01              57838        0        0
ASTORIA FINANCIAL              COM              046265104     9397   355094 SH       DEFINED 01             355094        0        0
ASTORIA FINANCIAL              COM              046265104      434    16400 SH       DEFINED 01 03               0    16400        0
ASTORIA FINANCIAL              COM              046265104      169     6400 SH       DEFINED 01 05               0     6400        0
ASTRAZENECA                    COM              046322996      681    15100 SH       DEFINED 01              15100        0        0
ASTROPOWER INC                 COM              04644A101     1713    42376 SH       DEFINED 01              42376        0        0
ASUSTEK COMPUTER               COM              046470993     4225   966250 SH       DEFINED 01             966250        0        0
ASUSTEK 144A GDR     GB;ASKD/U COM              04648R100      130    29000 SH       DEFINED 01 05               0    29000        0
ASYST                          COM              04648X107        1       64 SH       DEFINED 01                 64        0        0
JOHNSON MATT                   COM              0476407          7      476 SH       DEFINED 01 10             476        0        0
AGILITI SERIES C CV            PRF              047800XX0     1913  2250000 SH       DEFINED 01            2250000        0        0
AGILITI SERIES C CV            PRF              047800XX0     2337  2750000 SH       DEFINED 01 05               0  2750000        0
ATLANTIC COAST AIRLI           COM              048396105        5      200 SH       DEFINED 01 02               0      200        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     6629   284623 SH       DEFINED 01             284623        0        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105      221     9500 SH       DEFINED 01 05               0     9500        0
ATLAS AIR WORLDWIDE            COM              049164106       19     1309 SH       DEFINED 01               1309        0        0
ATMEL                          COM              049513104      806   101714 SH       DEFINED 01             101714        0        0
ATMOS ENERGY CORP              COM              049560105    13186   620523 SH       DEFINED 01             620523        0        0
ATRIX LABORATORIES             COM              04962L101      169     8200 SH       DEFINED 01               8200        0        0
HILTON GROUP                   COM              0500254         11     3429 SH       DEFINED 01 10            3429        0        0
ATWOOD OCEANICS                COM              050095108     1422    40790 SH       DEFINED 01              40790        0        0
ATWOOD OCEANICS                COM              050095108        3      100 SH       DEFINED 01 02               0      100        0
LAND SECURIT                   COM              0504502         15     1277 SH       DEFINED 01 10            1277        0        0
AUDIOVOX CORP                  COM              050757103      504    67558 SH       DEFINED 01              67558        0        0
AUGUST TECH CORP               COM              05106U105     1689   153000 SH       DEFINED 01             153000        0        0
AUGUST TECH CORP               COM              05106U105        3      250 SH       DEFINED 01 02               0      250        0
AUGUST TECH CORP               COM              05106U105      109     9900 SH       DEFINED 01 05               0     9900        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  3811586 SH       DEFINED 01 05               0  3811586        0
AURORA FOODS RESTRCT           COM              05164B999      492    97410 SH       DEFINED 01                  0    97410        0
AURORA FOODS RESTRCT           COM              05164B999      430    85034 SH       DEFINED 01 02               0    85034        0
AURORA FOODS RESTRCT           COM              05164B999      626   123975 SH       DEFINED 01 05               0   123975        0
AURORA FOODS RESTRICTED 144A   COM              05164B999      739   146435 SH       DEFINED 01             146435        0        0
AURORA FOODS RESTRICTED 144A   COM              05164B999      187    36890 SH       DEFINED 01 05               0    36890        0
AUSPEX SYSTEMS                 COM              052116100      580   322000 SH       DEFINED 01             322000        0        0
LOGICA                         COM              0522708         10     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     1078   118200 SH       DEFINED 01             118200        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     3530   387200 SH       DEFINED 01 03               0   387200        0
AUTODESK                       COM              052769106       88     2365 SH       DEFINED 01               2365        0        0
AUTODESK                       COM              052769106      502    13456 SH       DEFINED 01 03               0    13456        0
AUTODESK                       COM              052769106       15      395 SH       DEFINED 01 05               0      395        0
AUTOGRILL SPA                  COM              052775996       49     5300 SH       DEFINED 01               5300        0        0
AUTOMATIC DATA PROC.           COM              053015103      374     6339 SH       DEFINED 01 02               0     6339        0
AUTOMATIC DATA PROCESSING      COM              053015103   453251  7695261 SH       DEFINED 01            7695261        0        0
AUTOMATIC DATA PROCESSING      COM              053015103     9329   158389 SH       DEFINED 01 03               0   158389        0
AUTOMATIC DATA PROCESSING      COM              053015103   100562  1707335 SH       DEFINED 01 05               0  1707335        0
AUTONATION                     COM              05329W102     3238   262629 SH       DEFINED 01             262629        0        0
AUTONATION                     COM              05329W102      174    14100 SH       DEFINED 01 03               0    14100        0
AUTONATION                     COM              05329W102       68     5500 SH       DEFINED 01 05               0     5500        0
AUTOSTRADE SPA                 COM              053309993      212    30476 SH       DEFINED 01              30476        0        0
COMPASS GROUP                  COM              0533153         44     5815 SH       DEFINED 01 10            5815        0        0
AUTOZONE                       COM              053332102      153     2128 SH       DEFINED 01               2128        0        0
AUTOZONE                       COM              053332102     1900    26469 SH       DEFINED 01 03               0    26469        0
AUTOZONE                       COM              053332102       56      775 SH       DEFINED 01 05               0      775        0
AVALONBAY COMMUNITIES          COM              053484101      301     6361 SH       DEFINED 01               6361        0        0
AVANT! CORP                    COM              053487104     2287   111617 SH       DEFINED 01             111617        0        0
AVANEX CORP                    COM              05348W109        1      111 SH       DEFINED 01                111        0        0
AVANT IMMUNOTHERAPEU           COM              053491106        2      610 SH       DEFINED 01 02               0      610        0
AVAYA INC                      COM              053499109       67     5524 SH       DEFINED 01               5524        0        0
AVAYA INC                      COM              053499109      856    70438 SH       DEFINED 01 03               0    70438        0
AVAYA INC                      COM              053499109       25     2064 SH       DEFINED 01 05               0     2064        0
Advantgo                       COM              05349M100      314   179426 SH       DEFINED 01             179426        0        0
AVENTIS                        COM              053561999    18713   263543 SH       DEFINED 01             263543        0        0
AVENTIS                        COM              053561999     4557    64183 SH       DEFINED 01 03               0    64183        0
AVENTIS                        COM              053561999    24591   346310 SH       DEFINED 01 05               0   346310        0
AVERY DENNISON CORP            COM              053611109      122     2169 SH       DEFINED 01               2169        0        0
AVERY DENNISON CORP            COM              053611109     1525    26980 SH       DEFINED 01 03               0    26980        0
AVERY DENNISON CORP            COM              053611109       45      790 SH       DEFINED 01 05               0      790        0
AVICI SYSTEMS INC              COM              05367L109        1      270 SH       DEFINED 01                270        0        0
AVID TECH                      COM              05367P100      933    76787 SH       DEFINED 01              76787        0        0
AVIRON                         COM              053762100        8      170 SH       DEFINED 01                170        0        0
AVISTA CORP                    COM              05379B107     1861   140343 SH       DEFINED 01             140343        0        0
AVNET                          COM              053807103     2013    79051 SH       DEFINED 01              79051        0        0
AVNET                          COM              053807103      160     6300 SH       DEFINED 01 05               0     6300        0
AVOCENT CORPORATION            COM              053893103       34     1422 SH       DEFINED 01               1422        0        0
AVOCENT CORPORATION            COM              053893103        2       95 SH       DEFINED 01 02               0       95        0
HSBC HLDGS                     COM              0540528        305    26018 SH       DEFINED 01 10           26018        0        0
AVON PRODUCTS                  COM              054303102    36271   780020 SH       DEFINED 01             780020        0        0
AVON PRODUCTS                  COM              054303102      363     7800 SH       DEFINED 01 02               0     7800        0
AVON PRODUCTS                  COM              054303102     2697    58000 SH       DEFINED 01 03               0    58000        0
AVON PRODUCTS                  COM              054303102      103     2221 SH       DEFINED 01 05               0     2221        0
AXA                            COM              054536107        1       24 SH       DEFINED 01 05               0       24        0
AXA                            COM              054537998     3921   187610 SH       DEFINED 01 03               0   187610        0
AWARE INC                      COM              05453N100     2148   258845 SH       DEFINED 01             258845        0        0
AWARE INC                      COM              05453N100        2      280 SH       DEFINED 01 02               0      280        0
AWARE INC                      COM              05453N100       93    11200 SH       DEFINED 01 05               0    11200        0
AXCELIS TECHNOLOGIES           COM              054540109     5380   417330 SH       DEFINED 01             417330        0        0
AXCELIS TECHNOLOGIES           COM              054540109      101     7850 SH       DEFINED 01 05               0     7850        0
AZTAR                          COM              054802103     4007   218933 SH       DEFINED 01             218933        0        0
AZTAR                          COM              054802103      116     6364 SH       DEFINED 01 05               0     6364        0
AZTAR CORP                     COM              054802103        4      220 SH       DEFINED 01 02               0      220        0
BB&T                           COM              054937107     3004    83198 SH       DEFINED 01              83198        0        0
BB&T                           COM              054937107     4017   111236 SH       DEFINED 01 03               0   111236        0
BB&T                           COM              054937107      118     3259 SH       DEFINED 01 05               0     3259        0
BB&T CORP                      COM              054937107      515    14259 SH       DEFINED 01 02               0    14259        0
BCE                            COM              055340996      167     7400 SH       DEFINED 01               7400        0        0
BANCO ESPIRITO SANTO (BES)     COM              055349997       45     3500 SH       DEFINED 01               3500        0        0
BCE INC                        COM              05534B109    22800  1000000 SH       DEFINED 01            1000000        0        0
BEI TECHNOLOGIES INC           COM              05538P104      743    42578 SH       DEFINED 01              42578        0        0
BISYS GROUP                    COM              055472104    22403   350096 SH       DEFINED 01             350096        0        0
BISYS GROUP                    COM              055472104   100306  1567500 SH       DEFINED 01 02               0  1567500        0
BISYS GROUP                    COM              055472104     1753    27400 SH       DEFINED 01 03               0    27400        0
BISYS GROUP                    COM              055472104    22979   359100 SH       DEFINED 01 05               0   359100        0
BJ SERVICES                    COM              055482103     1953    60187 SH       DEFINED 01              60187        0        0
BJ`S WHOLESALE CLUB            COM              05548J106      895    20279 SH       DEFINED 01              20279        0        0
BAYERISCHE MOTOREN WERKE       COM              055501993     5514   156618 SH       DEFINED 01             156618        0        0
BAYERISCHE MOTOREN WERKE       COM              055501993     4548   129149 SH       DEFINED 01 03               0   129149        0
BAYERISCHE MOTOREN WERKE       COM              055501993     6005   170510 SH       DEFINED 01 05               0   170510        0
BMC INDUSTRIES                 COM              055607105      164    79786 SH       DEFINED 01              79786        0        0
BOK FINANCIAL CORP             COM              05561Q201     1996    63340 SH       DEFINED 01              63340        0        0
BOK FINANCIAL CORP             COM              05561Q201        5      144 SH       DEFINED 01 02               0      144        0
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BRE PROPERTIES CL A            COM              05564E106      152     4900 SH       DEFINED 01 05               0     4900        0
BT GROUP PLC                   COM              055885990      167    45378 SH       DEFINED 01              45378        0        0
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PACE MICRO 144A                COM              0667278          3      528 SH       DEFINED 01 10             528        0        0
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BARRA INC                      COM              068313105        2       50 SH       DEFINED 01 02               0       50        0
PILKINGTON                     COM              0688462          4     2433 SH       DEFINED 01 10            2433        0        0
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RIO TINTO                      COM              0718875         57     2964 SH       DEFINED 01 10            2964        0        0
VODAFONE GROUP PLC             COM              0719210        496   189436 SH       DEFINED 01 10          189436        0        0
RANK GROUP                     COM              0724076          6     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
BAYERISCHE HYPO-UND VEREINSBAN COM              072735996      243     8000 SH       DEFINED 01               8000        0        0
RECKITT BENCKISER PLC          COM              0727871         12      797 SH       DEFINED 01 10             797        0        0
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RENTOKIL INI                   COM              0732712         21     5118 SH       DEFINED 01 10            5118        0        0
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ROYAL BK SCO                   COM              0754783        183     7535 SH       DEFINED 01 10            7535        0        0
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SCOT & NEWCA                   COM              0783969          7      910 SH       DEFINED 01 10             910        0        0
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BP PLC                         COM              0798059        485    62431 SH       DEFINED 01 10           62431        0        0
SSL INTERNATIONAL              COM              0798112          3      402 SH       DEFINED 01 10             402        0        0
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SAGE GROUP PLC                 COM              0802165         10     3029 SH       DEFINED 01 10            3029        0        0
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BELO CORP                      COM              080555105       63     3365 SH       DEFINED 01               3365        0        0
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CORUS GROUP                    COM              0828053          8     7377 SH       DEFINED 01 10            7377        0        0
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WR BERKLEY                     COM              084423102      843    15690 SH       DEFINED 01              15690        0        0
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BERU AG                        COM              086066990      154     3500 SH       DEFINED 01               3500        0        0
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BOCA RESORTS INC               COM              09688T106        3      199 SH       DEFINED 01                199        0        0
BOEING                         COM              097023105    27164   700449 SH       DEFINED 01             700449        0        0
BOEING                         COM              097023105      155     4000 SH       DEFINED 01 02               0     4000        0
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WIMPEY (GEORGE)                COM              0971344          3      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103      892    26225 SH       DEFINED 01              26225        0        0
BOISE CASCADE                  COM              097383103      485    14248 SH       DEFINED 01 03               0    14248        0
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WPP GROUP PLC                  COM              0974042         32     2895 SH       DEFINED 01 10            2895        0        0
WOLSELEY                       COM              0976402         11     1347 SH       DEFINED 01 10            1347        0        0
LATTICE GROUP PLC              COM              0976640         19     8236 SH       DEFINED 01 10            8236        0        0
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BON APPETIT GROUP AG           COM              098900996       51      770 SH       DEFINED 01                770        0        0
ASTRAZENECA                    COM              0989529        220     4873 SH       DEFINED 01 10            4873        0        0
BOOTS & COOTS/INTL WELL CONTRO COM              099469108      150   300000 SH       DEFINED 01             300000        0        0
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BORDERS GROUP                  COM              099709107       52     2620 SH       DEFINED 01               2620        0        0
BORG WARNER INC                COM              099724106        9      180 SH       DEFINED 01 02               0      180        0
BORGWARNER                     COM              099724106     3600    68892 SH       DEFINED 01              68892        0        0
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BORLAND SOFTWARE               COM              099849101     1243    79400 SH       DEFINED 01              79400        0        0
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BOWNE & CO                     COM              103043105     1250    97658 SH       DEFINED 01              97658        0        0
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BRADY CORP - CL A              COM              104674106     2477    67698 SH       DEFINED 01              67698        0        0
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BRINKER INTL                   COM              109641100     4698   157850 SH       DEFINED 01 03               0   157850        0
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BRINKER INT'L INC              COM              109641100     2179    73235 SH       DEFINED 01 02               0    73235        0
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BRISTOL-MYERS SQUIBB           COM              110122108   325842  6389054 SH       DEFINED 01            6389054        0        0
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BRITISH AMERICAN TOBACCO       COM              110420999      770    90800 SH       DEFINED 01              90800        0        0
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BROWN & BROWN                  COM              115236101     1208    44240 SH       DEFINED 01              44240        0        0
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BROWN (TOM)                    COM              115660201      427    15800 SH       DEFINED 01 05               0    15800        0
BROWN GROUP INC                COM              115736100      837    51512 SH       DEFINED 01              51512        0        0
BROWN SHOE CO INC              COM              115736100        5      310 SH       DEFINED 01 02               0      310        0
BRUKER DALTONICS INC           COM              116795105      429    26255 SH       DEFINED 01              26255        0        0
BRUKER DALTONICS INC           COM              116795105        3      170 SH       DEFINED 01 02               0      170        0
BRUKER AXS INC                 COM              11679P101     2126   325000 SH       DEFINED 01 05               0   325000        0
BRUNSWICK CORP                 COM              117043109       38     1730 SH       DEFINED 01               1730        0        0
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BSQUARE CORP                   COM              11776U102        0      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        8      204 SH       DEFINED 01                204        0        0
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BUCKLE                         COM              118440106     1501    67300 SH       DEFINED 01              67300        0        0
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C&D TECHNOLOGY                 COM              124661109     4480   196047 SH       DEFINED 01             196047        0        0
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CBL & ASSOCIATES               COM              124830100      113     3600 SH       DEFINED 01 05               0     3600        0
CBRL GROUP INC                 COM              12489V106     2759    93735 SH       DEFINED 01              93735        0        0
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C-COR.NET CORPORATION          COM              125010108     1381    94741 SH       DEFINED 01              94741        0        0
CDI CORP                       COM              125071100     1071    56382 SH       DEFINED 01              56382        0        0
CDW COMPUTER CENTERS           COM              125129106     1283    23912 SH       DEFINED 01              23912        0        0
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CH ENERGY GROUP                COM              12541M102        8      180 SH       DEFINED 01 02               0      180        0
CH ENERGY GROUP INC            COM              12541M102     2099    48301 SH       DEFINED 01              48301        0        0
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COMPAGNIE DE SAINT-GOBAIN      COM              125500991     5753    38117 SH       DEFINED 01 03               0    38117        0
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CIGNA                          COM              125509109   101023  1090381 SH       DEFINED 01            1090381        0        0
CIGNA                          COM              125509109     6199    66909 SH       DEFINED 01 03               0    66909        0
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CKE RESTAURANTS INC.           COM              12561E105      271    29900 SH       DEFINED 01              29900        0        0
CLECO                          COM              12561W105     2716   123606 SH       DEFINED 01             123606        0        0
CLECO                          COM              12561W105      253    11500 SH       DEFINED 01 05               0    11500        0
CLECO CORP                     COM              12561W105        3      120 SH       DEFINED 01 02               0      120        0
CMGI INC                       COM              125750109        3     1954 SH       DEFINED 01               1954        0        0
CMS ENERGY CORP                COM              125896100    12078   502627 SH       DEFINED 01             502627        0        0
CMS ENERGY CORP                COM              125896100      785    32650 SH       DEFINED 01 03               0    32650        0
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CPI CORP                       COM              125902106      386    23282 SH       DEFINED 01              23282        0        0
CPI CORP                       COM              125902106     2007   120885 SH       DEFINED 01 03               0   120885        0
CSK AUTO CORP                  COM              125965103        1      102 SH       DEFINED 01                102        0        0
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CNA SURETY CORP                COM              12612L108        4      270 SH       DEFINED 01 02               0      270        0
CNF TRUST I CM CVT SERIES A 5. PRF              12612V205    23500   500000 SH       DEFINED 01             500000        0        0
CNF                            COM              12612W104       58     1737 SH       DEFINED 01               1737        0        0
CNET NETWORKS INC              COM              12613R104        5      531 SH       DEFINED 01                531        0        0
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CSC HOLDINGS  11.75%  10/01/20 PRF              126304609     6743    63314 SH       DEFINED 01 05               0    63314        0
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CSX                            COM              126408103     1445    41213 SH       DEFINED 01              41213        0        0
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CTC COMMUNICATIONS GROUP       COM              126419100       70    13600 SH       DEFINED 01              13600        0        0
CTS CORP                       COM              126501105     2135   134254 SH       DEFINED 01             134254        0        0
CTS CORP                       COM              126501105        3      200 SH       DEFINED 01 02               0      200        0
CTS CORP                       COM              126501105       57     3600 SH       DEFINED 01 05               0     3600        0
CUNO INC                       COM              126583103     1474    48329 SH       DEFINED 01              48329        0        0
CVB FINL CORP                  COM              126600105        3      110 SH       DEFINED 01                110        0        0
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CVS CORP                       COM              126650100     2840    95946 SH       DEFINED 01 03               0    95946        0
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CABLE & WIRELESS ORD           COM              126829100       64    13356 SH       DEFINED 01              13356        0        0
CABLEVISION SYSTEMS-NY GROUP-A COM              12686C109       13      277 SH       DEFINED 01                277        0        0
CABLE DESIGN TECH              COM              126924109        4      275 SH       DEFINED 01 02               0      275        0
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CACHEFLOW INC                  COM              126946102        0      159 SH       DEFINED 01                159        0        0
CABOT CORPORATION              COM              127055101       72     2018 SH       DEFINED 01               2018        0        0
CABOT CORPORATION              COM              127055101      314     8800 SH       DEFINED 01 02               0     8800        0
CABOT OIL & GAS CL A           COM              127097103     2951   122709 SH       DEFINED 01             122709        0        0
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CACI INTERNATIONAL             COM              127190304     5301   134244 SH       DEFINED 01             134244        0        0
CACI INTERNATIONAL             COM              127190304        9      220 SH       DEFINED 01 02               0      220        0
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CADENCE DESIGN SYSTEMS         COM              127387108     5832   266085 SH       DEFINED 01             266085        0        0
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CAL DIVE INTL INC              COM              127914109        4      160 SH       DEFINED 01 02               0      160        0
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CALICO COMMERCE                COM              129897104        0      100 SH       DEFINED 01                100        0        0
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CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
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CANON                          COM              138006408    15248   443082 SH       DEFINED 01             443082        0        0
CANON                          COM              138006408     1927    56000 SH       DEFINED 01 03               0    56000        0
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CAPITA GROUP PLC               COM              139650998       98    13691 SH       DEFINED 01              13691        0        0
CAP GEMINI SA                  COM              140179995       85     1176 SH       DEFINED 01               1176        0        0
Capital One                    COM              14040H105     3607    66853 SH       DEFINED 01              66853        0        0
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CAPITAL ONE FINANCIAL          COM              14040H105     2846    52757 SH       DEFINED 01 03               0    52757        0
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CAPITAL FED FINL               COM              14057C106        6      305 SH       DEFINED 01                305        0        0
CAPITOL TRANSAMERICA           COM              140640103       90     5500 SH       DEFINED 01               5500        0        0
CAPSTONE TURBINE               COM              14067D102      651   120413 SH       DEFINED 01             120413        0        0
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CARBO CERAMICS                 COM              140781105     1724    44035 SH       DEFINED 01              44035        0        0
CARAUSTAR                      COM              140909102      570    82230 SH       DEFINED 01              82230        0        0
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CARDIAC SCIENCE INC            COM              141410209        3      580 SH       DEFINED 01 02               0      580        0
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CARDIODYNAMICS INTL            COM              141597104        1      120 SH       DEFINED 01 02               0      120        0
CARDIODYNAMICS INTL            COM              141597104       81    12200 SH       DEFINED 01 05               0    12200        0
CAREER EDUCATION               COM              141665109      537    15684 SH       DEFINED 01              15684        0        0
CAREER EDUCATIONS              COM              141665109        4      120 SH       DEFINED 01 02               0      120        0
CAREMARK RX                    COM              141705103    18762  1150298 SH       DEFINED 01            1150298        0        0
CAREMARK RX                    COM              141705103    28905  1772200 SH       DEFINED 01 05               0  1772200        0
CAREMARK RX INC                COM              141705103      225    13800 SH       DEFINED 01 02               0    13800        0
CARLISLE COS INC.              COM              142339100       37     1016 SH       DEFINED 01               1016        0        0
CARNIVAL                       COM              143658102      328    11675 SH       DEFINED 01              11675        0        0
CARNIVAL                       COM              143658102     4041   143917 SH       DEFINED 01 03               0   143917        0
CARNIVAL                       COM              143658102      118     4217 SH       DEFINED 01 05               0     4217        0
CARPENTER TECHNOLGY            COM              144285103     2243    84276 SH       DEFINED 01              84276        0        0
CARPENTER TECHNOLGY            COM              144285103        5      170 SH       DEFINED 01 02               0      170        0
CARPENTER TECHNOLGY            COM              144285103      134     5051 SH       DEFINED 01 05               0     5051        0
CARREFOUR                      COM              144300993       42      812 SH       DEFINED 01                812        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER CORPORATION           COM              144433109      381    64534 SH       DEFINED 01              64534        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CASCADE CORP                   COM              147195101        3      240 SH       DEFINED 01 02               0      240        0
CASCADE NATURAL GAS            COM              147339105      718    32570 SH       DEFINED 01              32570        0        0
CASEY S GENERAL STOR           COM              147528103     2178   146172 SH       DEFINED 01             146172        0        0
CASH AMERICA INVESTM           COM              14754D100      618    72725 SH       DEFINED 01              72725        0        0
CASTLE A M CO PV10             COM              148411101      341    41611 SH       DEFINED 01              41611        0        0
CATALINA MARKETING             COM              148867104    24355   701875 SH       DEFINED 01             701875        0        0
CATALINA MARKETING             COM              148867104     3624   104450 SH       DEFINED 01 03               0   104450        0
CATALINA MARKETING             COM              148867104      402    11592 SH       DEFINED 01 05               0    11592        0
CATALINA MKTG                  COM              148867104    37804  1089505 SH       DEFINED 01 02               0  1089505        0
CATAPULT COMM. CORP            COM              149016107      999    38317 SH       DEFINED 01              38317        0        0
CATELLUS DEVELOPMENT           COM              149111106     2544   138268 SH       DEFINED 01             138268        0        0
CATELLUS DEVELOPMENT           COM              149111106      184    10000 SH       DEFINED 01 05               0    10000        0
CATERPILLAR                    COM              149123101   433406  8294838 SH       DEFINED 01            8294838        0        0
CATERPILLAR                    COM              149123101     6363   121778 SH       DEFINED 01 03               0   121778        0
CATERPILLAR                    COM              149123101    98807  1891040 SH       DEFINED 01 05               0  1891040        0
CATERPILLAR INC                COM              149123101    19379   370895 SH       DEFINED 01 02               0   370895        0
CATO CORP  -CL A               COM              149205106     1406    74386 SH       DEFINED 01              74386        0        0
CEDAR FAIR  LP                 COM              150185106        5      198 SH       DEFINED 01                198        0        0
CELESTICA INC                  COM              150900991      120     3000 SH       DEFINED 01               3000        0        0
CELESTICA INC                  COM              150900991     1255    31300 SH       DEFINED 01 03               0    31300        0
CELL GENESYS                   COM              150921104     2063    88732 SH       DEFINED 01              88732        0        0
CELL GENESYS                   COM              150921104      150     6468 SH       DEFINED 01 05               0     6468        0
CELL GENESYS INC               COM              150921104        4      190 SH       DEFINED 01 02               0      190        0
CELL THERAPEUTICS              COM              150934107     2810   116396 SH       DEFINED 01             116396        0        0
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CELL THERAPEUTICS              COM              150934107      138     5700 SH       DEFINED 01 05               0     5700        0
CELESTICA                      COM              15101Q108       30      754 SH       DEFINED 01                754        0        0
CELGENE CORP                   COM              151020104        6      189 SH       DEFINED 01                189        0        0
CELL PATHWAYS INC              COM              15114R101        1      111 SH       DEFINED 01                111        0        0
CENDANT                        COM              151313103     7836   399582 SH       DEFINED 01             399582        0        0
CENDANT                        COM              151313103     5250   267679 SH       DEFINED 01 03               0   267679        0
CENDANT                        COM              151313103    33757  1721460 SH       DEFINED 01 05               0  1721460        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        5      447 SH       DEFINED 01                447        0        0
CENTERPOINT PROPERTIES         COM              151895109     2275    45687 SH       DEFINED 01              45687        0        0
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CENTILLIUM COMM                COM              152319109        0       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
CENTRAL ILL LT $100            PRF              153645882     6435    65000 SH       DEFINED 01 04               0    65000        0
CENTRAL PARKING                COM              154785109     2080   105949 SH       DEFINED 01             105949        0        0
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CENTRICA PLC                   COM              155800998      100    30975 SH       DEFINED 01              30975        0        0
CENTURY ALUMINUM               COM              156431108        4      270 SH       DEFINED 01 02               0      270        0
CENTURY ALUMINUM COMPANY       COM              156431108     1984   148490 SH       DEFINED 01             148490        0        0
CENTURY ALUMINUM COMPANY       COM              156431108      108     8100 SH       DEFINED 01 05               0     8100        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104        0      188 SH       DEFINED 01                188        0        0
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CENTURYTEL INC                 COM              156700106       92     2807 SH       DEFINED 01               2807        0        0
CENTURYTEL INC                 COM              156700106     1136    34644 SH       DEFINED 01 03               0    34644        0
CENTURYTEL INC                 COM              156700106       33     1015 SH       DEFINED 01 05               0     1015        0
CEPHALON                       COM              156708109    14200   187877 SH       DEFINED 01             187877        0        0
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CERIDIAN CORPORATION           COM              156779100       83     4453 SH       DEFINED 01               4453        0        0
CERNER                         COM              156782104     5154   103220 SH       DEFINED 01             103220        0        0
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CERUS CORPORATION              COM              157085101        4       87 SH       DEFINED 01                 87        0        0
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CHARLES RIV LABORATORIES       COM              159864107        6      171 SH       DEFINED 01                171        0        0
CHARLES TAYLOR CONS            COM              159888999       57    10200 SH       DEFINED 01              10200        0        0
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CHARLOTTE RUSSE HOLDING        COM              161048103      674    36200 SH       DEFINED 01              36200        0        0
CHARMING SHOPPES               COM              161133103    15735  2963290 SH       DEFINED 01            2963290        0        0
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CHARMING SHOPPES               COM              161133103     1276   240385 SH       DEFINED 01 05               0   240385        0
CHARTER COMMUNICATIONS INC     COM              16117M107      131     7928 SH       DEFINED 01               7928        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
CHECKFREE CORPORATION          COM              162813109       49     2720 SH       DEFINED 01               2720        0        0
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CHECKPOINT SYSTEMS             COM              162825103       96     7200 SH       DEFINED 01 05               0     7200        0
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CHEESECAKE FACTORY             COM              163072101   144295  4149978 SH       DEFINED 01 02               0  4149978        0
CHEESECAKE FACTORY (THE)       COM              163072101    54154  1557484 SH       DEFINED 01            1557484        0        0
CHEESECAKE FACTORY (THE)       COM              163072101     7992   229837 SH       DEFINED 01 03               0   229837        0
CHEESECAKE FACTORY (THE)       COM              163072101      932    26810 SH       DEFINED 01 05               0    26810        0
CHELSEA PROPERTY GROUP         COM              163421100        3       68 SH       DEFINED 01                 68        0        0
CHEMED CORP                    COM              163596109      983    28996 SH       DEFINED 01              28996        0        0
CHEMFIRST INC WI     US;CEM    COM              16361A106      991    41343 SH       DEFINED 01              41343        0        0
CHEMICAL FINANCIAL C           COM              163731102        2       69 SH       DEFINED 01                 69        0        0
CHESAPEAKE CORP                COM              165159104     1245    44760 SH       DEFINED 01              44760        0        0
CHESAPEAKE ENERGY              COM              165167107     3129   473247 SH       DEFINED 01             473247        0        0
CHESAPEAKE ENERGY              COM              165167107        9     1390 SH       DEFINED 01 02               0     1390        0
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CHEUNG KONG HOLDINGS           COM              166400994    15415  1484000 SH       DEFINED 01            1484000        0        0
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CHICOS                         COM              168615102        2       60 SH       DEFINED 01 02               0       60        0
CHICO'S FAS                    COM              168615102     5992   150927 SH       DEFINED 01             150927        0        0
CHICO'S FAS                    COM              168615102      177     4450 SH       DEFINED 01 05               0     4450        0
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CLP HOLDINGS                   COM              169400108      107    28000 SH       DEFINED 01              28000        0        0
CHINA MOBILE                   COM              169425105     2728   775000 SH       DEFINED 01             775000        0        0
CHINA MOBILE                   COM              169425105       58    16500 SH       DEFINED 01 05               0    16500        0
CHINA UNICOM LTD               COM              169595998     2117  1920000 SH       DEFINED 01            1920000        0        0
CHINA UNICOM LTD               COM              169595998       57    52000 SH       DEFINED 01 05               0    52000        0
CHOICE HOTELS INTL             COM              169905106        5      241 SH       DEFINED 01                241        0        0
CHIRON                         COM              170040109      447    10181 SH       DEFINED 01              10181        0        0
CHIRON                         COM              170040109     2036    46441 SH       DEFINED 01 03               0    46441        0
CHIRON                         COM              170040109       60     1360 SH       DEFINED 01 05               0     1360        0
CHITTENDEN CORP                COM              170228100     2616    94794 SH       DEFINED 01              94794        0        0
CHOICEPOINT INC                COM              170388102      100     1980 SH       DEFINED 01               1980        0        0
CHOICE ONE COMMUNICATIONS      COM              17038P104       76    21612 SH       DEFINED 01              21612        0        0
CHORDIANT SOFTWARE             COM              170404107      481    60800 SH       DEFINED 01              60800        0        0
CHRISTOPHER & BANKS            COM              171046105     3264    95318 SH       DEFINED 01              95318        0        0
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CHURCH & DWIGHT                COM              171340102       36     1371 SH       DEFINED 01               1371        0        0
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CIBER INC                      COM              17163B102     3813   403558 SH       DEFINED 01             403558        0        0
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CIENA                          COM              171779101    22771  1591323 SH       DEFINED 01            1591323        0        0
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CIMA LABS                      COM              171796105        3       81 SH       DEFINED 01                 81        0        0
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CINERGY CORP                   COM              172474108     1306    39066 SH       DEFINED 01 03               0    39066        0
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CARMAX GROUP                   COM              172737306        4      180 SH       DEFINED 01 02               0      180        0
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CIRCOR INTERNATIONAL           COM              17273K109        1       50 SH       DEFINED 01                 50        0        0
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CIPLA LIMITED                  COM              172800997     2358    99872 SH       DEFINED 01              99872        0        0
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CITIGROUP                      COM              172967101  1601135 31718183 SH       DEFINED 01           31718183        0        0
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CITIGROUP INC                  COM              172967101    25248   500135 SH       DEFINED 01                  0   500135        0
CITIGROUP INC                  COM              172967101    63338  1254685 SH       DEFINED 01 02               0  1254685        0
CITIGROUP INC                  COM              172967101     4922    97498 SH       DEFINED 11 12               0    97498        0
CITIGROUP INC                  COM              172967101    35365   700569 SH       DEFINED 11 12 13            0   700569        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
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CLARCOR INC                    COM              179895107     1971    72599 SH       DEFINED 01              72599        0        0
CLARENT CORP                   COM              180461105        1      194 SH       DEFINED 01                194        0        0
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CLARK/BARDES INC               COM              180668105     1400    55500 SH       DEFINED 01              55500        0        0
CLARK/BARDES INC               COM              180668105       45     1800 SH       DEFINED 01 05               0     1800        0
CLARUS CORP DEL                COM              182707109        0       37 SH       DEFINED 01                 37        0        0
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CLEVELAND-CLIFFS IRN           COM              185896107      547    29921 SH       DEFINED 01              29921        0        0
CLICK COMMERCE ING             COM              18681D109        0      130 SH       DEFINED 01                130        0        0
CLICK2LEARN INC                COM              18681S106      465   155000 SH       DEFINED 01             155000        0        0
CLOROX                         COM              189054109    11623   293871 SH       DEFINED 01             293871        0        0
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CUMULUS MEDIA                  COM              231082108        1       68 SH       DEFINED 01                 68        0        0
CURATIVE TECHNOLOGIE           COM              231264102      288    21345 SH       DEFINED 01              21345        0        0
CURAGEN CORP                   COM              23126R101        5      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT                 COM              231561101      716    15000 SH       DEFINED 01              15000        0        0
CURTISS-WRIGHT                 COM              231561101       72     1500 SH       DEFINED 01 05               0     1500        0
CYBEAR GROUP                   COM              23243C201        0        3 SH       DEFINED 01                  3        0        0
CYBERCARE INC                  COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102     1703   128500 SH       DEFINED 01             128500        0        0
CYBEROPTICS CORP               COM              232517102       69     5200 SH       DEFINED 01 05               0     5200        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS INC COM                 COM              232560102      509    96883 SH       DEFINED 01              96883        0        0
CYMER INC                      COM              232572107     2422    90618 SH       DEFINED 01              90618        0        0
CYMER INC                      COM              232572107        2       60 SH       DEFINED 01 02               0       60        0
CYPRESS COMMUNICATIONS INC     COM              232743203        0        8 SH       DEFINED 01                  8        0        0
CYPRESS SEMICONDUCTOR          COM              232806109      765    38371 SH       DEFINED 01              38371        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDS                     COM              232820100     2923   108247 SH       DEFINED 01             108247        0        0
CYTEC INDS                     COM              232820100      203     7518 SH       DEFINED 01 05               0     7518        0
CYTEC INDUSTRIES               COM              232820100        7      250 SH       DEFINED 01 02               0      250        0
CYTOGEN CORP                   COM              232824102        1      242 SH       DEFINED 01                242        0        0
D & K HEALTHCARE RESOURCES     COM              232861104      843    14800 SH       DEFINED 01              14800        0        0
CYTYC                          COM              232946103      363    13914 SH       DEFINED 01              13914        0        0
DDI                            COM              233162106     1468   149134 SH       DEFINED 01             149134        0        0
DDI                            COM              233162106       81     8190 SH       DEFINED 01 05               0     8190        0
DDI CORP                       COM              233162106        2      190 SH       DEFINED 01 02               0      190        0
DMC STRATEX NETWORKS           COM              23322L106     2236   287533 SH       DEFINED 01             287533        0        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 01               1758        0        0
DPL INCSTOCK                   COM              233293109       94     3902 SH       DEFINED 01               3902        0        0
DQE                            COM              23329J104       38     1997 SH       DEFINED 01               1997        0        0
DRS TECHNOLOGIES INC           COM              23330X100      342     9600 SH       DEFINED 01               9600        0        0
D R HORTON INC                 COM              23331A109     7369   227015 SH       DEFINED 01             227015        0        0
DST SYSTEMS                    COM              233326107    35884   719842 SH       DEFINED 01             719842        0        0
DST SYSTEMS                    COM              233326107   127974  2567142 SH       DEFINED 01 02               0  2567142        0
DST SYSTEMS                    COM              233326107     4400    88270 SH       DEFINED 01 03               0    88270        0
DST SYSTEMS                    COM              233326107    19686   394894 SH       DEFINED 01 05               0   394894        0
DSP GROUP                      COM              23332B106       20      867 SH       DEFINED 01                867        0        0
DSP GROUP                      COM              23332B106        4      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY                     COM              233331107   107498  2563147 SH       DEFINED 01            2563147        0        0
DTE ENERGY                     COM              233331107     1855    44235 SH       DEFINED 01 03               0    44235        0
DTE ENERGY                     COM              233331107      152     3639 SH       DEFINED 01 05               0     3639        0
DAIICHI PHARM                  COM              233816990      389    20000 SH       DEFINED 01              20000        0        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
DAISEKI CO LTD                 COM              234025997      126     8800 SH       DEFINED 01               8800        0        0
DAISYTEK INTRNATIONA           COM              234053106     1107    84000 SH       DEFINED 01              84000        0        0
DAISYTEK INTRNATIONA           COM              234053106        3      210 SH       DEFINED 01 02               0      210        0
DAISYTEK INTRNATIONA           COM              234053106       91     6900 SH       DEFINED 01 05               0     6900        0
DAITO TRUST CONSTR             COM              234055994       41     2700 SH       DEFINED 01               2700        0        0
DAIWA HOUSE INDS               COM              234062107     1147   201000 SH       DEFINED 01             201000        0        0
DAIWA SECURITIES GROUP         COM              234064103       58    11000 SH       DEFINED 01              11000        0        0
DAL-TILE INTL                  COM              23426R108     1613    69355 SH       DEFINED 01              69355        0        0
DANA CORP                      COM              235811106       47     3393 SH       DEFINED 01               3393        0        0
DANA CORP                      COM              235811106      506    36467 SH       DEFINED 01 03               0    36467        0
DANA CORP                      COM              235811106       15     1068 SH       DEFINED 01 05               0     1068        0
DANAHER                        COM              235851102    32581   540215 SH       DEFINED 01             540215        0        0
DANAHER                        COM              235851102     5252    87091 SH       DEFINED 01 03               0    87091        0
DANAHER                        COM              235851102    14333   237653 SH       DEFINED 01 05               0   237653        0
DANAHER CORP                   COM              235851102    17356   287803 SH       DEFINED 01 02               0   287803        0
DARDEN RESTAURANTS             COM              237194105     2540    71756 SH       DEFINED 01              71756        0        0
DARDEN RESTAURANTS             COM              237194105     1013    28615 SH       DEFINED 01 03               0    28615        0
DARDEN RESTAURANTS             COM              237194105       30      838 SH       DEFINED 01 05               0      838        0
DATA RETURN CORP               COM              23785M104        0       98 SH       DEFINED 01                 98        0        0
DATASCOPE                      COM              238113104     1479    43598 SH       DEFINED 01              43598        0        0
DAVITA                         COM              23918K108     1361    55659 SH       DEFINED 01              55659        0        0
DAVOX CORP                     COM              239208101      352    36362 SH       DEFINED 01              36362        0        0
DBS GROUP HOLDINGS             COM              240100990     8640  1156000 SH       DEFINED 01            1156000        0        0
DBS GROUP HOLDINGS             COM              240100990       67     9000 SH       DEFINED 01 05               0     9000        0
DEAN FOODS COMPANY             COM              242370104     1292    18939 SH       DEFINED 01              18939        0        0
DEAN FOODS COMPANY             COM              242370104        4       65 SH       DEFINED 01 02               0       65        0
DEB SHOPS                      COM              242728103     1699    70057 SH       DEFINED 01              70057        0        0
DEB SHOPS                      COM              242728103        6      230 SH       DEFINED 01 02               0      230        0
DEB SHOPS                      COM              242728103      108     4443 SH       DEFINED 01 05               0     4443        0
DEERE & CO                     COM              244199105     3955    90608 SH       DEFINED 01              90608        0        0
DEERE & CO                     COM              244199105     2517    57653 SH       DEFINED 01 03               0    57653        0
DEERE & CO                     COM              244199105       74     1689 SH       DEFINED 01 05               0     1689        0
DEL MONTE FOODS CO             COM              24522P103        1      139 SH       DEFINED 01                139        0        0
DEL MONTE FOODS CO             COM              24522P103        5      550 SH       DEFINED 01 02               0      550        0
DELIAS CL A                    COM              24688Q101     1233   198800 SH       DEFINED 01             198800        0        0
DELL COMPUTER                  COM              247025109   137965  5075984 SH       DEFINED 01            5075984        0        0
DELL COMPUTER                  COM              247025109    20434   751815 SH       DEFINED 01 03               0   751815        0
DELL COMPUTER                  COM              247025109    51435  1892374 SH       DEFINED 01 05               0  1892374        0
DELL COMPUTER CORP             COM              247025109     3914   144000 SH       DEFINED 01                  0   144000        0
DELL COMPUTER CORP             COM              247025109    23896   879165 SH       DEFINED 01 02               0   879165        0
DELL COMPUTERS                 COM              247025109     2749   101143 SH       DEFINED 11 12               0   101143        0
DELL COMPUTERS                 COM              247025109    19252   708342 SH       DEFINED 11 12 13            0   708342        0
DELPHI AUTOMOTIVE SYSTEMS      COM              247126105     2094   153342 SH       DEFINED 01             153342        0        0
DELPHI AUTOMOTIVE SYSTEMS      COM              247126105     1879   137550 SH       DEFINED 01 03               0   137550        0
DELPHI AUTOMOTIVE SYSTEMS      COM              247126105       55     4030 SH       DEFINED 01 05               0     4030        0
DELPHI FINANCIAL GRP           COM              247131105     2004    60192 SH       DEFINED 01              60192        0        0
DELTA & PINE LAND CO           COM              247357106     2561   113157 SH       DEFINED 01             113157        0        0
DELTA AIR LINES                COM              247361108       69     2388 SH       DEFINED 01               2388        0        0
DELTA AIR LINES                COM              247361108      885    30259 SH       DEFINED 01 03               0    30259        0
DELTA AIR LINES                COM              247361108       26      887 SH       DEFINED 01 05               0      887        0
DELTIC TIMBER CORP             COM              247850100      961    35056 SH       DEFINED 01              35056        0        0
DELUXE                         COM              248019101       56     1348 SH       DEFINED 01               1348        0        0
DELUXE                         COM              248019101      677    16291 SH       DEFINED 01 03               0    16291        0
DELUXE                         COM              248019101       20      477 SH       DEFINED 01 05               0      477        0
DANSKE BANK                    COM              248205999      262    16341 SH       DEFINED 01              16341        0        0
DENDRITE                       COM              248239105      947    67555 SH       DEFINED 01 02               0    67555        0
DENDRITE INTL                  COM              248239105    17770  1266639 SH       DEFINED 01            1266639        0        0
DENDRITE INTL                  COM              248239105     2086   148650 SH       DEFINED 01 03               0   148650        0
DENDRITE INTL                  COM              248239105      268    19105 SH       DEFINED 01 05               0    19105        0
DENISON INTL ADR               COM              248335101      889    53700 SH       DEFINED 01              53700        0        0
DENISON INTL ADR               COM              248335101       91     5500 SH       DEFINED 01 05               0     5500        0
DENTSPLY INTERNATL I           COM              249030107       82     1643 SH       DEFINED 01               1643        0        0
DEPARTMENT 56                  COM              249509100      327    38029 SH       DEFINED 01              38029        0        0
DEPFA DEUTSCHE PFANDBRIEFBANK  COM              249525999      179     3150 SH       DEFINED 01               3150        0        0
DEUTSCHE BANK                  COM              251525101    29356   415759 SH       DEFINED 01             415759        0        0
DEUTSCHE BANK                  COM              251525101     5182    73392 SH       DEFINED 01 03               0    73392        0
DEUTSCHE BANK                  COM              251525101    19042   269679 SH       DEFINED 01 05               0   269679        0
DEUTSCHE BOERSE AG             COM              251549994      147     3700 SH       DEFINED 01               3700        0        0
DEUTSCHE TELEKOM               COM              251550992    11263   652000 SH       DEFINED 01             652000        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     1344    70344 SH       DEFINED 01              70344        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103      122     6400 SH       DEFINED 01 05               0     6400        0
DEVON ENERGY                   COM              25179M103     4217   109097 SH       DEFINED 01             109097        0        0
DEVON ENERGY                   COM              25179M103    34774   899700 SH       DEFINED 01 02               0   899700        0
DEVON ENERGY                   COM              25179M103     1959    50689 SH       DEFINED 01 03               0    50689        0
DEVON ENERGY                   COM              25179M103       85     2206 SH       DEFINED 01 05               0     2206        0
DEVRY                          COM              251893103    19977   702180 SH       DEFINED 01             702180        0        0
DEVRY                          COM              251893103     3713   130500 SH       DEFINED 01 03               0   130500        0
DEVRY                          COM              251893103      330    11592 SH       DEFINED 01 05               0    11592        0
DEVRY INC.                     COM              251893103    65275  2294426 SH       DEFINED 01 02               0  2294426        0
DEXIA BELGIUM                  COM              252160999       31     2162 SH       DEFINED 01               2162        0        0
DIA DEXUS CV SERIES C          COM              252425996     6167   795698 SH       DEFINED 01             795698        0        0
DIA DEXUS CV SERIES C          COM              252425996    12333  1591398 SH       DEFINED 01 05               0  1591398        0
DIAGEO PLC NEW ORDS            COM              25243A994      284    24837 SH       DEFINED 01              24837        0        0
DIAGEO ADR                     COM              25243Q205     1504    32500 SH       DEFINED 01              32500        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    40806   928495 SH       DEFINED 01             928495        0        0
DIAGNOSTIC PRODUCTS            COM              252450101     9726   221246 SH       DEFINED 01 02               0   221246        0
DIAGNOSTIC PRODUCTS            COM              252450101     4077    92750 SH       DEFINED 01 03               0    92750        0
DIAGNOSTIC PRODUCTS            COM              252450101      812    18474 SH       DEFINED 01 05               0    18474        0
DIAL CORP                      COM              25247D101       53     3100 SH       DEFINED 01               3100        0        0
DIAMOND OFFSHORE DRI           COM              25271C102        9      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       57      577 SH       DEFINED 01 02               0      577        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106     1494   114063 SH       DEFINED 01             114063        0        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106       96     7300 SH       DEFINED 01 05               0     7300        0
DIAMONDCLUSTER INTL            COM              25278P106        2      140 SH       DEFINED 01 02               0      140        0
DIANON SYSTEMS                 COM              252826102     1046    17200 SH       DEFINED 01              17200        0        0
DIEBOLD                        COM              253651103    30219   747278 SH       DEFINED 01             747278        0        0
DIEBOLD                        COM              253651103     2405    59477 SH       DEFINED 01 05               0    59477        0
DIGEX                          COM              253756100        0       39 SH       DEFINED 01                 39        0        0
DIGI INTL INC COM              COM              253798102      288    45204 SH       DEFINED 01              45204        0        0
DIGITAL LIGHTWAVE              COM              253855100      864    92080 SH       DEFINED 01              92080        0        0
DIGITAL LIGHTWAVE              COM              253855100        2      170 SH       DEFINED 01 02               0      170        0
DIGITAL LIGHTWAVE              COM              253855100        1       75 SH       DEFINED 01 03               0       75        0
DIGITAL LIGHTWAVE              COM              253855100       53     5700 SH       DEFINED 01 05               0     5700        0
DIGITAL INSIGHT                COM              25385P106        2       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104      637    40088 SH       DEFINED 01              40088        0        0
DIGITAL RIVER                  COM              25388B104        1       90 SH       DEFINED 01 02               0       90        0
DIGITAL RIVER                  COM              25388B104       49     3100 SH       DEFINED 01 05               0     3100        0
DIGITAS INC                    COM              25388K104        0      110 SH       DEFINED 01                110        0        0
DIGITAL THINK                  COM              25388M100      541    50070 SH       DEFINED 01              50070        0        0
DIME COMMUNITY                 COM              253922108        4      150 SH       DEFINED 01 02               0      150        0
DIME COMMUNITY BANCSHARES      COM              253922108     3469   123641 SH       DEFINED 01             123641        0        0
DIME COMMUNITY BANCSHARES      COM              253922108      123     4389 SH       DEFINED 01 05               0     4389        0
DILLARD'S CL A                 COM              254067101      783    48902 SH       DEFINED 01              48902        0        0
DILLARD'S CL A                 COM              254067101      329    20552 SH       DEFINED 01 03               0    20552        0
DILLARD'S CL A                 COM              254067101       10      602 SH       DEFINED 01 05               0      602        0
DIME BANCORP INC               COM              25429Q102      132     3685 SH       DEFINED 01               3685        0        0
DIMON                          COM              254394109      948   131638 SH       DEFINED 01             131638        0        0
DIONEX                         COM              254546104     1656    64901 SH       DEFINED 01              64901        0        0
DISNEY (WALT)                  COM              254687106    36314  1752595 SH       DEFINED 01            1752595        0        0
DISNEY (WALT)                  COM              254687106    11078   534625 SH       DEFINED 01 03               0   534625        0
DISNEY (WALT)                  COM              254687106    17154   827863 SH       DEFINED 01 05               0   827863        0
DISNEY WALT CO                 COM              254687106     4247   205000 SH       DEFINED 01                  0   205000        0
DIRECT FOCUS                   COM              254931108     3055    97900 SH       DEFINED 01              97900        0        0
DIRECT FOCUS                   COM              254931108      187     6000 SH       DEFINED 01 05               0     6000        0
DIRECT FOCUS INC               COM              254931108        4      127 SH       DEFINED 01 02               0      127        0
DITECH COMMU CORP              COM              25500M103        1      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107     1075    76012 SH       DEFINED 01              76012        0        0
DIVERSA CORP                   COM              255064107        2      120 SH       DEFINED 01 02               0      120        0
DIVERSA CORP                   COM              255064107       86     6100 SH       DEFINED 01 05               0     6100        0
DIVINE INC-A                   COM              255402109        0      127 SH       DEFINED 01                127        0        0
DIXONS GROUP PL                COM              255555997       75    21785 SH       DEFINED 01              21785        0        0
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THEROX SERIES H                PRF              256000XY1     6255  1359783 SH       DEFINED 01 05               0  1359783        0
DOBSON COMMUNICATIONS CL A     COM              256069105      421    49311 SH       DEFINED 01              49311        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505    12317    12317 SH       DEFINED 01              12317        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505     2496     2496 SH       DEFINED 01 05               0     2496        0
DOCENT                         COM              25608L106      272    85700 SH       DEFINED 01              85700        0        0
DOCENT INC RESTRICTED          COM              25608L999      887   279893 SH       DEFINED 01 05               0   279893        0
DOCUMENTUM INC                 COM              256159104     1024    47134 SH       DEFINED 01              47134        0        0
DOCUMENTUM INC                 COM              256159104        2       70 SH       DEFINED 01 02               0       70        0
DOCUMENTUM INC                 COM              256159104       67     3100 SH       DEFINED 01 05               0     3100        0
DOLE FOOD CO INC               COM              256605106       53     2005 SH       DEFINED 01               2005        0        0
DOLLAR GENERAL                 COM              256669102       97     6511 SH       DEFINED 01               6511        0        0
DOLLAR GENERAL                 COM              256669102     1209    81172 SH       DEFINED 01 03               0    81172        0
DOLLAR GENERAL                 COM              256669102       35     2378 SH       DEFINED 01 05               0     2378        0
DOLLAR THRIFY AUTOMOTIVE GROUP COM              256743105      653    42100 SH       DEFINED 01              42100        0        0
DOLLAR TREE STORES             COM              256747106     7729   250070 SH       DEFINED 01             250070        0        0
DOLLAR TREE STORES             COM              256747106      105     3400 SH       DEFINED 01 02               0     3400        0
DOLLAR TREE STORES             COM              256747106     7845   253800 SH       DEFINED 01 05               0   253800        0
DOMINION RES INC VA            COM              25746U109     4868    81000 SH       DEFINED 01                  0    81000        0
DOMINION RES INC VA            COM              25746U109      446     7422 SH       DEFINED 01 02               0     7422        0
DOMINION RESOURCES             COM              25746U109   439539  7313477 SH       DEFINED 01            7313477        0        0
DOMINION RESOURCES             COM              25746U109     4230    70380 SH       DEFINED 01 03               0    70380        0
DOMINION RESOURCES             COM              25746U109   124467  2070972 SH       DEFINED 01 05               0  2070972        0
DOMINION RESOURCES CV 9.50%    PRF              25746U208    36988   619350 SH       DEFINED 01             619350        0        0
DOMINION RESOURCES CV 9.50%    PRF              25746U208     2732    45750 SH       DEFINED 01 05               0    45750        0
DOMTAR INC                     COM              257561993       70     7000 SH       DEFINED 01               7000        0        0
DONALDSON CO                   COM              257651109       57     1471 SH       DEFINED 01               1471        0        0
DONALDSON CO                   COM              257651109        4       95 SH       DEFINED 01 02               0       95        0
DONNELLEY (RR) & SONS          COM              257867101    28933   974513 SH       DEFINED 01             974513        0        0
DONNELLEY (RR) & SONS          COM              257867101     1503    50613 SH       DEFINED 01 03               0    50613        0
DONNELLEY (RR) & SONS          COM              257867101     1207    40674 SH       DEFINED 01 05               0    40674        0
DONNELLEY (RR)&SONS            COM              257867101      433    14600 SH       DEFINED 01 02               0    14600        0
DORAL FINANCIAL                COM              25811P100     2545    81554 SH       DEFINED 01              81554        0        0
DORAL FINANCIAL                COM              25811P100        3      100 SH       DEFINED 01 02               0      100        0
DORAL FINANCIAL                COM              25811P100     4154   133100 SH       DEFINED 01 05               0   133100        0
DOUBLECLICK INC                COM              258609304      405    35706 SH       DEFINED 01              35706        0        0
DOVER                          COM              260003108    16614   448191 SH       DEFINED 01             448191        0        0
DOVER                          COM              260003108     1842    49698 SH       DEFINED 01 03               0    49698        0
DOVER                          COM              260003108     1228    33109 SH       DEFINED 01 05               0    33109        0
DOVER DOWNS ENTERTAI           COM              260086103        2      139 SH       DEFINED 01                139        0        0
DOW CHEMICAL                   COM              260543103     2646    78330 SH       DEFINED 01                  0    78330        0
DOW CHEMICAL                   COM              260543103    78210  2315270 SH       DEFINED 01            2315270        0        0
DOW CHEMICAL                   COM              260543103     8996   266290 SH       DEFINED 01 02               0   266290        0
DOW CHEMICAL                   COM              260543103     8519   252185 SH       DEFINED 01 03               0   252185        0
DOW CHEMICAL                   COM              260543103    22071   653394 SH       DEFINED 01 05               0   653394        0
DOW JONES                      COM              260561105      902    16485 SH       DEFINED 01              16485        0        0
DOW JONES                      COM              260561105     1141    20850 SH       DEFINED 01 03               0    20850        0
DOW JONES                      COM              260561105       33      610 SH       DEFINED 01 05               0      610        0
DOWNEY FINANCIAL               COM              261018105     5932   143790 SH       DEFINED 01             143790        0        0
DOWNEY FINANCIAL               COM              261018105      144     3500 SH       DEFINED 01 05               0     3500        0
DOWNEY FINL CORP               COM              261018105        5      115 SH       DEFINED 01 02               0      115        0
THE DRESS BARN                 COM              261570105     1348    53917 SH       DEFINED 01              53917        0        0
DREYERS GRAND ICE              COM              261878102       42     1111 SH       DEFINED 01               1111        0        0
DRIL QUIP                      COM              262037104     2031    84271 SH       DEFINED 01              84271        0        0
DRIL QUIP                      COM              262037104       29     1200 SH       DEFINED 01 05               0     1200        0
DRUG STORE.COM                 COM              262241102        0       66 SH       DEFINED 01                 66        0        0
DSL.NET INC                    COM              262506108        0      274 SH       DEFINED 01                274        0        0
DSM                            COM              262510993      661    18100 SH       DEFINED 01              18100        0        0
DU PONT(EI) DE NEMOURS         COM              263534109     4912   115565 SH       DEFINED 01             115565        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    10700   251700 SH       DEFINED 01 03               0   251700        0
DU PONT(EI) DE NEMOURS         COM              263534109      313     7373 SH       DEFINED 01 05               0     7373        0
E I DUPONT                     COM              263534109      374     8780 SH       DEFINED 01 02               0     8780        0
DUANE READE                    COM              263578106        2       80 SH       DEFINED 01 02               0       80        0
READE (DUANE)                  COM              263578106     2751    90647 SH       DEFINED 01              90647        0        0
READE (DUANE)                  COM              263578106     4702   154953 SH       DEFINED 01 05               0   154953        0
DUKE ENERGY                    COM              264399106   403409 10275328 SH       DEFINED 01           10275328        0        0
DUKE ENERGY                    COM              264399106     9389   239161 SH       DEFINED 01 03               0   239161        0
DUKE ENERGY                    COM              264399106   114116  2906683 SH       DEFINED 01 05               0  2906683        0
DUKE ENERGY CORP               COM              264399106     2042    52000 SH       DEFINED 01                  0    52000        0
DUKE ENERGY CORP               COM              264399106     1221    31083 SH       DEFINED 01 02               0    31083        0
DUKE ENERGY CV 8.25%           PRF              264399585    84982  3225100 SH       DEFINED 01            3225100        0        0
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DUKE REALTY CORP               COM              264411505        7      303 SH       DEFINED 01                303        0        0
DUN & BRADSTREET               COM              26483E100     1340    37956 SH       DEFINED 01              37956        0        0
DURA AUTOMOTIVE SYST           COM              265903104        6      540 SH       DEFINED 01 02               0      540        0
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DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104      180    16346 SH       DEFINED 01 05               0    16346        0
AMERICAN HOME PRODUCTS         COM              26609107      4093    66700 SH       DEFINED 11 12               0    66700        0
AMERICAN HOME PRODUCTS         COM              26609107     37148   605414 SH       DEFINED 11 12 13            0   605414        0
DUPONT PHOTO                   COM              26613X101     2293    52771 SH       DEFINED 01              52771        0        0
DURBAN ROODEPORT ADR           COM              266597301      483   350000 SH       DEFINED 01             350000        0        0
DYCOM INDS                     COM              267475101      154     9225 SH       DEFINED 01               9225        0        0
DYNEGY CL A                    COM              26816Q101    29922  1173366 SH       DEFINED 01            1173366        0        0
DYNEGY CL A                    COM              26816Q101     3530   138462 SH       DEFINED 01 03               0   138462        0
DYNEGY CL A                    COM              26816Q101     8428   330525 SH       DEFINED 01 05               0   330525        0
DYNEGY INC                     COM              26816Q101     2907   114000 SH       DEFINED 01                  0   114000        0
DYNEGY INC                     COM              26816Q101      734    28800 SH       DEFINED 01 02               0    28800        0
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EGL                            COM              268484102      676    48484 SH       DEFINED 01              48484        0        0
EGL                            COM              268484102       54     3900 SH       DEFINED 01 05               0     3900        0
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EMC                            COM              268648102   143034 10642383 SH       DEFINED 01           10642383        0        0
EMC                            COM              268648102     7576   563672 SH       DEFINED 01 03               0   563672        0
EMC                            COM              268648102    28274  2103763 SH       DEFINED 01 05               0  2103763        0
EMC CORPORATION                COM              268648102     7957   592000 SH       DEFINED 01                  0   592000        0
EMC CORPORATION                COM              268648102      412    30688 SH       DEFINED 01 02               0    30688        0
EMC CORPORATION                COM              268648102      200    14900 SH       DEFINED 11 12               0    14900        0
AMERICAN INTERNATIONAL GROUP   COM              26874107      3911    49261 SH       DEFINED 11 12               0    49261        0
AMERICAN INTL GROUP            COM              26874107     32407   408157 SH       DEFINED 11 12 13            0   408157        0
ENSCO INTL                     COM              26874Q100    15015   604193 SH       DEFINED 01             604193        0        0
ENSCO INTL                     COM              26874Q100     2659   107000 SH       DEFINED 01 03               0   107000        0
ENSCO INTL                     COM              26874Q100      248     9972 SH       DEFINED 01 05               0     9972        0
ENSCO INTL INC                 COM              26874Q100    38257  1539623 SH       DEFINED 01 02               0  1539623        0
ENI                            COM              26874R991    19253  1535641 SH       DEFINED 01            1535641        0        0
ENI                            COM              26874R991     4618   368431 SH       DEFINED 01 03               0   368431        0
ENI                            COM              26874R991    23725  1892417 SH       DEFINED 01 05               0  1892417        0
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EOG RESOURCES                  COM              26875P101     1109    28354 SH       DEFINED 01 03               0    28354        0
EOG RESOURCES                  COM              26875P101       32      830 SH       DEFINED 01 05               0      830        0
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E.ON                           COM              268780996    10439   200735 SH       DEFINED 01 05               0   200735        0
E.PIPHANY INC                  COM              26881V100        4      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106     2826   132933 SH       DEFINED 01             132933        0        0
ESS TECHNOLOGY                 COM              269151106        6      290 SH       DEFINED 01 02               0      290        0
E*TRADE GROUP                  COM              269246104     1681   164046 SH       DEFINED 01             164046        0        0
E*TRADE GROUP                  COM              269246104      159    15500 SH       DEFINED 01 05               0    15500        0
EARTHLINK                      COM              270321102      962    79059 SH       DEFINED 01              79059        0        0
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EASTMAN CHEMICAL               COM              277432100     8467   216979 SH       DEFINED 01             216979        0        0
EASTMAN CHEMICAL               COM              277432100      739    18931 SH       DEFINED 01 03               0    18931        0
EASTMAN CHEMICAL               COM              277432100    13413   343755 SH       DEFINED 01 05               0   343755        0
EASTMAN CHEMICAL CO            COM              277432100      113     2900 SH       DEFINED 01 02               0     2900        0
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EASTMAN KODAK                  COM              277461109      450    15300 SH       DEFINED 01 02               0    15300        0
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EATON                          COM              278058102    40224   540575 SH       DEFINED 01             540575        0        0
EATON                          COM              278058102     1266    17016 SH       DEFINED 01 03               0    17016        0
EATON                          COM              278058102     1539    20686 SH       DEFINED 01 05               0    20686        0
EATON VANCE                    COM              278265103       76     2130 SH       DEFINED 01               2130        0        0
EBAY                           COM              278642103   143791  2149332 SH       DEFINED 01            2149332        0        0
EBAY                           COM              278642103     1566    23400 SH       DEFINED 01 03               0    23400        0
EBAY                           COM              278642103    24158   361100 SH       DEFINED 01 05               0   361100        0
EBAY INC                       COM              278642103    64592   965482 SH       DEFINED 01 02               0   965482        0
ECHELON CORPORATION            COM              27874N105        1       53 SH       DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109      179     6523 SH       DEFINED 01               6523        0        0
ECLIPSYS CORP                  COM              278856109      421    25132 SH       DEFINED 01              25132        0        0
ECOLAB                         COM              278865100    16698   414828 SH       DEFINED 01             414828        0        0
ECOLAB                         COM              278865100     1263    31389 SH       DEFINED 01 03               0    31389        0
ECOLAB                         COM              278865100    18306   454820 SH       DEFINED 01 05               0   454820        0
ECOLAB  INC.                   COM              278865100      149     3700 SH       DEFINED 01 02               0     3700        0
EDEN BIOSCIENCE CORP           COM              279445100        1      155 SH       DEFINED 01                155        0        0
EDISON INTL                    COM              281020107       97     6421 SH       DEFINED 01               6421        0        0
EDISON INTL                    COM              281020107     1208    79993 SH       DEFINED 01 03               0    79993        0
EDISON INTL                    COM              281020107       35     2343 SH       DEFINED 01 05               0     2343        0
EDISON SCHOOLS INC             COM              281033100        3      176 SH       DEFINED 01                176        0        0
EDO CORP                       COM              281347104      274    10350 SH       DEFINED 01              10350        0        0
EDUCATION MGMT CORP            COM              28139T101      325     8958 SH       DEFINED 01               8958        0        0
EDWARDS (JD) & CO              COM              281667105     8198   498339 SH       DEFINED 01             498339        0        0
EDWARDS (JD) & CO              COM              281667105     5787   351800 SH       DEFINED 01 05               0   351800        0
J D EDWARDS & CO               COM              281667105       80     4900 SH       DEFINED 01 02               0     4900        0
A.G. EDWARDS INC.              COM              281760108      106     2418 SH       DEFINED 01               2418        0        0
EDWARDS LIFESCIENCES           COM              28176E108        3      100 SH       DEFINED 01 02               0      100        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      129     4677 SH       DEFINED 01               4677        0        0
EFUNDS                         COM              28224R101        3      201 SH       DEFINED 01                201        0        0
EGAIN COMMUN CORP              COM              28225C103        0       92 SH       DEFINED 01                 92        0        0
ABBOT LABORATORIES             COM              2824100      23889   428500 SH       DEFINED 11 12 13            0   428500        0
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ABBOTT LABORATORIES            COM              2824100         72     1300 SH       DEFINED 11 12 13            0     1300        0
EL PASO                        COM              28336L109   152081  3409113 SH       DEFINED 01            3409113        0        0
EL PASO                        COM              28336L109     6589   147694 SH       DEFINED 01 03               0   147694        0
EL PASO                        COM              28336L109    18133   406462 SH       DEFINED 01 05               0   406462        0
EL PASO CORPORATION            COM              28336L109     5710   128000 SH       DEFINED 01                  0   128000        0
EL PASO CORPORATION            COM              28336L109      417     9350 SH       DEFINED 01 02               0     9350        0
EL PASO ELECTRIC               COM              283677854     5473   377478 SH       DEFINED 01             377478        0        0
EL PASO ELECTRIC               COM              283677854        9      590 SH       DEFINED 01 02               0      590        0
EL PASO ELECTRIC               COM              283677854      226    15604 SH       DEFINED 01 05               0    15604        0
ELAN CORP PLC ADR              COM              284131208     3244    72000 SH       DEFINED 01                  0    72000        0
ELAN CORP PLC ADR.             COM              284131208    32060   711500 SH       DEFINED 01 05               0   711500        0
ELANTEC SEMICONDUCTO           COM              284155108        3       85 SH       DEFINED 01 02               0       85        0
ELANTEC SEMICONDUCTOR          COM              284155108     5534   144110 SH       DEFINED 01             144110        0        0
ELANTEC SEMICONDUCTOR          COM              284155108      157     4097 SH       DEFINED 01 05               0     4097        0
ELCOR CORP                     COM              284443108     1578    56811 SH       DEFINED 01              56811        0        0
ELECTRO SCIENTIFIC             COM              285229100        2       65 SH       DEFINED 01 02               0       65        0
ELECTRO SCIENTIFIC INDS        COM              285229100     6581   219332 SH       DEFINED 01             219332        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100      217     7234 SH       DEFINED 01 05               0     7234        0
ELECTROGLAS                    COM              285324109     3605   244062 SH       DEFINED 01             244062        0        0
ELECTROGLAS                    COM              285324109      236    16000 SH       DEFINED 01 05               0    16000        0
ELECTROLUX CL B                COM              285378998      470    31500 SH       DEFINED 01              31500        0        0
ELECTRONIC ARTS                COM              285512109    83572  1394012 SH       DEFINED 01            1394012        0        0
ELECTRONIC ARTS                COM              285512109      185     3080 SH       DEFINED 01 03               0     3080        0
ELECTRONIC ARTS                COM              285512109    49578   826996 SH       DEFINED 01 05               0   826996        0
ELECTRONIC ARTS INC            COM              285512109    15786   263295 SH       DEFINED 01 02               0   263295        0
ELECTRONIC DATA SYSTEMS        COM              285661104    25547   372689 SH       DEFINED 01             372689        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     9467   138092 SH       DEFINED 01 03               0   138092        0
ELECTRONIC DATA SYSTEMS        COM              285661104      817    11910 SH       DEFINED 01 05               0    11910        0
ELECTRONIC DATA SYSTEMS CV 7.6 PRF              285661203    28125   500000 SH       DEFINED 01             500000        0        0
EDP-ELECTICDADE DE PORTUGAL    COM              285670998       40    18300 SH       DEFINED 01              18300        0        0
ELECTRONIC IMAGING             COM              286082102        7      330 SH       DEFINED 01 02               0      330        0
ELECTRONICS FOR IMAGING        COM              286082102     2907   130324 SH       DEFINED 01             130324        0        0
ELECTRONICS FOR IMAGING        COM              286082102      194     8700 SH       DEFINED 01 05               0     8700        0
ELOYALTY CORPORATION           COM              290151307        0       12 SH       DEFINED 01                 12        0        0
EMACHINES INC                  COM              29076P102        0      440 SH       DEFINED 01                440        0        0
EMBRAER AIRCRAFT ADR           COM              29081M102       82     3700 SH       DEFINED 01               3700        0        0
EMCOR CORP                     COM              290846104      541    40224 SH       DEFINED 01              40224        0        0
EMCOR GROUP                    COM              29084Q100     4405    97041 SH       DEFINED 01              97041        0        0
EMCOR GROUP                    COM              29084Q100      151     3334 SH       DEFINED 01 05               0     3334        0
EMCOR GROUP INC                COM              29084Q100        5      120 SH       DEFINED 01 02               0      120        0
EMERSON ELECTRIC               COM              291011104      488     8548 SH       DEFINED 01               8548        0        0
EMERSON ELECTRIC               COM              291011104     6000   105072 SH       DEFINED 01 03               0   105072        0
EMERSON ELECTRIC               COM              291011104      176     3078 SH       DEFINED 01 05               0     3078        0
EMISPHERE                      COM              291345106     1244    39000 SH       DEFINED 01              39000        0        0
EMISPHERE                      COM              291345106        4      120 SH       DEFINED 01 02               0      120        0
EMISPHERE                      COM              291345106      115     3600 SH       DEFINED 01 05               0     3600        0
EMMIS COMMUNICATIONS           COM              291525103       12      520 SH       DEFINED 01 02               0      520        0
EMMIS COMMUNICATIONS CL A      COM              291525103     5480   231865 SH       DEFINED 01             231865        0        0
EMMIS COMMUNICATIONS CL A      COM              291525103      307    13000 SH       DEFINED 01 05               0    13000        0
EMPIRE DISTRICT ELECTRIC       COM              291641108    12373   589186 SH       DEFINED 01 03               0   589186        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101     3006   289623 SH       DEFINED 01             289623        0        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101       74     7154 SH       DEFINED 01 05               0     7154        0
EMULEX                         COM              292475209    18575   470164 SH       DEFINED 01             470164        0        0
EMULEX                         COM              292475209      190     4800 SH       DEFINED 01 02               0     4800        0
EMULEX                         COM              292475209    23868   604100 SH       DEFINED 01 05               0   604100        0
ENCOMPASS SVS CORP             COM              29255U104        9     3091 SH       DEFINED 01 02               0     3091        0
ENCORE WIRE                    COM              292562105     1056    87303 SH       DEFINED 01              87303        0        0
ENCORE WIRE                    COM              292562105      100     8297 SH       DEFINED 01 05               0     8297        0
ENCORE WIRE CORP               COM              292562105        4      290 SH       DEFINED 01 02               0      290        0
ENDO PHARMACEUTICAL            COM              29264F205      663    56789 SH       DEFINED 01              56789        0        0
ENDOCARE                       COM              29264P104      712    39700 SH       DEFINED 01              39700        0        0
ENERGEN                        COM              29265N108     5737   232769 SH       DEFINED 01             232769        0        0
ENERGEN                        COM              29265N108        6      260 SH       DEFINED 01 02               0      260        0
ENERGEN                        COM              29265N108      226     9186 SH       DEFINED 01 05               0     9186        0
ENERGY EAST CORP               COM              29266M109       67     3555 SH       DEFINED 01               3555        0        0
ENERGIZER HOLDINGS             COM              29266R108     2099   110191 SH       DEFINED 01             110191        0        0
ENERGIZER HOLDINGS             COM              29266R108      255    13400 SH       DEFINED 01 05               0    13400        0
ENERGY PARTNERS                COM              29270U105      340    45000 SH       DEFINED 01              45000        0        0
ENESERVE CORP                  COM              292799996      158     4400 SH       DEFINED 01               4400        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD                      COM              292845104      764    27600 SH       DEFINED 01              27600        0        0
ENGELHARD                      COM              292845104      882    31867 SH       DEFINED 01 03               0    31867        0
ENGELHARD                      COM              292845104       26      933 SH       DEFINED 01 05               0      933        0
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ENGINEERED SUPPORT SYSTEMS     COM              292866100     1720    50274 SH       DEFINED 01              50274        0        0
ENGINEERED SUPPORT SYSTEMS     COM              292866100      104     3026 SH       DEFINED 01 05               0     3026        0
ENDOCARDIAL SOLUTIONS          COM              292962107      132    25000 SH       DEFINED 01              25000        0        0
ENESCO GROUP INC               COM              292973104      255    40536 SH       DEFINED 01              40536        0        0
ENNIS BUSINESS FORMS           COM              293389102       64     6700 SH       DEFINED 01               6700        0        0
ENRON                          COM              293561106        1     1688 SH       DEFINED 01               1688        0        0
ENRON CORP                     COM              293561106      184   306600 SH       DEFINED 01                  0   306600        0
ENTEGRIS                       COM              29362U104     7197   656677 SH       DEFINED 01             656677        0        0
ENTEGRIS                       COM              29362U104      537    49023 SH       DEFINED 01 05               0    49023        0
ENTEGRIS INC                   COM              29362U104        9      820 SH       DEFINED 01 02               0      820        0
ENTERASYS NETWORKS INC         COM              293637104       54     6035 SH       DEFINED 01               6035        0        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100     1295    25917 SH       DEFINED 01              25917        0        0
ENTERGY                        COM              29364G103    59699  1526461 SH       DEFINED 01            1526461        0        0
ENTERGY                        COM              29364G103     2338    59771 SH       DEFINED 01 03               0    59771        0
ENTERGY                        COM              29364G103      144     3690 SH       DEFINED 01 05               0     3690        0
ENTERPRISE PRODS PAR           COM              293792107        8      167 SH       DEFINED 01                167        0        0
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ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107      868    85169 SH       DEFINED 01              85169        0        0
ENZON                          COM              293904108    13534   240470 SH       DEFINED 01             240470        0        0
ENZON                          COM              293904108      366     6500 SH       DEFINED 01 03               0     6500        0
ENZON                          COM              293904108    16868   299700 SH       DEFINED 01 05               0   299700        0
ENZON   INC                    COM              293904108    19731   350600 SH       DEFINED 01 02               0   350600        0
ENZO BIOCHEM                   COM              294100102     1879    79946 SH       DEFINED 01              79946        0        0
Epimmune Inc                   COM              29425Y101       61    20310 SH       DEFINED 01              20310        0        0
EPLUS INC                      COM              294268107        2      250 SH       DEFINED 01 02               0      250        0
ECM FUND / CORP LPI  11.918 UN COM              294300XX1     1808  2054913 SH       DEFINED 01            2054913        0        0
EPRESENCE INC                  COM              294348107      285    68095 SH       DEFINED 01              68095        0        0
EQUIFAX                        COM              294429105       70     2871 SH       DEFINED 01               2871        0        0
EQUIFAX                        COM              294429105      859    35571 SH       DEFINED 01 03               0    35571        0
EQUIFAX                        COM              294429105       25     1042 SH       DEFINED 01 05               0     1042        0
EQUIFAX INC                    COM              294429105     2285    94600 SH       DEFINED 01 02               0    94600        0
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ERICSSON LM B ADR              COM              294821400    15788  3024615 SH       DEFINED 01            3024615        0        0
ERICSSON LM B ADR              COM              294821400      538   103100 SH       DEFINED 01 05               0   103100        0
ERIE INDTY CO                  COM              29530P102        6      161 SH       DEFINED 01                161        0        0
ERSTE BANK DER OESTERRICHISCHE COM              295599997       45      850 SH       DEFINED 01                850        0        0
ESCO TECHNOLOGIES              COM              296315104        3      100 SH       DEFINED 01 02               0      100        0
ESPERION THERAPEUTICS          COM              29664R106      481    65500 SH       DEFINED 01              65500        0        0
ESSILOR INTERNATIONAL          COM              296700990       42     1400 SH       DEFINED 01               1400        0        0
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ESTERLINE TECHNOLOGIES         COM              297425100     1958   122255 SH       DEFINED 01             122255        0        0
ESTERLINE TECHNOLOGIES         COM              297425100       90     5600 SH       DEFINED 01 05               0     5600        0
ETHAN ALLEN                    COM              297602104      749    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN INTERIORS          COM              297602104     8252   198413 SH       DEFINED 01             198413        0        0
ETHAN ALLEN INTERIORS          COM              297602104       91     2200 SH       DEFINED 01 05               0     2200        0
EULER SA                       COM              298400995       42     1100 SH       DEFINED 01               1100        0        0
EURONEXT                       COM              298699992       87     4600 SH       DEFINED 01               4600        0        0
EUROMONEY INSTITUTIONAL INVEST COM              298730995       45     8700 SH       DEFINED 01               8700        0        0
EURONET WORLDWIDE INC          COM              298736109      742    41000 SH       DEFINED 01              41000        0        0
EVERGREEN RESOURCES            COM              299900308     2220    57506 SH       DEFINED 01              57506        0        0
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EXAR                           COM              300645108     5387   258347 SH       DEFINED 01             258347        0        0
EXAR                           COM              300645108      150     7200 SH       DEFINED 01 05               0     7200        0
EXAR CORP                      COM              300645108        4      170 SH       DEFINED 01 02               0      170        0
EXCHANGE APPLICATION           COM              300867108        0       90 SH       DEFINED 01                 90        0        0
EXEL PLC                       COM              301600995      112     9806 SH       DEFINED 01               9806        0        0
EXELON                         COM              30161N101    87432  1826083 SH       DEFINED 01            1826083        0        0
EXELON                         COM              30161N101     5208   108785 SH       DEFINED 01 03               0   108785        0
EXELON                         COM              30161N101     2982    62250 SH       DEFINED 01 05               0    62250        0
EXELON CORP                    COM              30161N101      694    14500 SH       DEFINED 01 02               0    14500        0
EXELIXIS INC                   COM              30161Q104        2      126 SH       DEFINED 01                126        0        0
EXELIXIS INC                   COM              30161Q104        3      200 SH       DEFINED 01 02               0      200        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
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EXODUS COMMUNICATIONS INC      COM              302088109        0     1207 SH       DEFINED 01               1207        0        0
EXPEDIA INC CL A               COM              302125109        5      135 SH       DEFINED 01                135        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109      715    12569 SH       DEFINED 01              12569        0        0
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EXPRESS SCRIPTS INC            COM              302182100    38061   813877 SH       DEFINED 01 02               0   813877        0
UTD BUSINESS                   COM              3022421          3      462 SH       DEFINED 01 10             462        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101       48     2948 SH       DEFINED 01               2948        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101    36080  2200000 SH       DEFINED 01 05               0  2200000        0
EXTREME NETWORKS               COM              30226D106    23011  1783832 SH       DEFINED 01            1783832        0        0
EXTREME NETWORKS               COM              30226D106     2122   164500 SH       DEFINED 01 05               0   164500        0
EXTREME NETWORKS INC           COM              30226D106      599    46400 SH       DEFINED 01 02               0    46400        0
EXULT                          COM              302284104        7      410 SH       DEFINED 01                410        0        0
EXXON                          COM              30231G102       71     1800 SH       DEFINED 11 12 13            0     1800        0
EXXON CORP                     COM              30231G102     3627    92300 SH       DEFINED 11 12               0    92300        0
EXXON CORP                     COM              30231G102    26752   680700 SH       DEFINED 11 12 13            0   680700        0
EXXON MOBIL                    COM              30231G102   979505 24923770 SH       DEFINED 01           24923770        0        0
EXXON MOBIL                    COM              30231G102    71416  1817200 SH       DEFINED 01 03               0  1817200        0
EXXON MOBIL                    COM              30231G102   266824  6789389 SH       DEFINED 01 05               0  6789389        0
EXXON MOBIL CORP               COM              30231G102     9511   242000 SH       DEFINED 01                  0   242000        0
EXXON MOBIL CORP               COM              30231G102     5061   128888 SH       DEFINED 01 02               0   128888        0
FEI COMPANY                    COM              30241L109       31      984 SH       DEFINED 01                984        0        0
FMC CORP                       COM              302491303        4       74 SH       DEFINED 01                 74        0        0
FNB                            COM              302520101        2       85 SH       DEFINED 01                 85        0        0
FPL GROUP INC                  COM              302571104     3572    63326 SH       DEFINED 01              63326        0        0
FPL GROUP INC                  COM              302571104     2678    47480 SH       DEFINED 01 03               0    47480        0
FPL GROUP INC                  COM              302571104      161     2865 SH       DEFINED 01 05               0     2865        0
FYI INC.                       COM              302712104     1719    51303 SH       DEFINED 01              51303        0        0
FTI CONSULTING INC             COM              302941109     2198    67000 SH       DEFINED 01              67000        0        0
FTI CONSULTING INC             COM              302941109        3      100 SH       DEFINED 01 02               0      100        0
FTI CONSULTING INC             COM              302941109      164     5000 SH       DEFINED 01 05               0     5000        0
FACTORY 2 U STORES             COM              303072102      758    37814 SH       DEFINED 01              37814        0        0
FACTSET RESEARCH               COM              303075105        3       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH SYSTEMS       COM              303075105     4375   125149 SH       DEFINED 01             125149        0        0
FACTSET RESEARCH SYSTEMS       COM              303075105       91     2600 SH       DEFINED 01 05               0     2600        0
FAIR ISAAC & CO INC            COM              303250104     1904    30212 SH       DEFINED 01 02               0    30212        0
FAIR, ISAAC & CO               COM              303250104    41978   666113 SH       DEFINED 01             666113        0        0
FAIR, ISAAC & CO               COM              303250104     4021    63800 SH       DEFINED 01 03               0    63800        0
FAIR, ISAAC & CO               COM              303250104      549     8718 SH       DEFINED 01 05               0     8718        0
UNIQ PLC                       COM              3032925          1      263 SH       DEFINED 01 10             263        0        0
WINCANTON                      COM              3032936          1      263 SH       DEFINED 01 10             263        0        0
FAIRCHILD SEMICONDUC           COM              303726103      166     5900 SH       DEFINED 01 02               0     5900        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103    16450   583319 SH       DEFINED 01             583319        0        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103    20699   734000 SH       DEFINED 01 05               0   734000        0
FAIRMONT HOTELS & RESORTS INC  COM              305204109    11198   468534 SH       DEFINED 01             468534        0        0
HBOS PLC                       COM              3058750        111     9605 SH       DEFINED 01 10            9605        0        0
BRAMBLES INDUSTRIES            COM              3061673          9     1877 SH       DEFINED 01 10            1877        0        0
GKN                            COM              3064650          6     1674 SH       DEFINED 01 10            1674        0        0
FAMILY DLR STORES              COM              307000109    15347   511850 SH       DEFINED 01 02               0   511850        0
FAMILY DOLLAR STORES           COM              307000109    34739  1158722 SH       DEFINED 01            1158722        0        0
FAMILY DOLLAR STORES           COM              307000109     1953    65126 SH       DEFINED 01 03               0    65126        0
FAMILY DOLLAR STORES           COM              307000109    31327  1044940 SH       DEFINED 01 05               0  1044940        0
BANK OF IRELAND                COM              3070732         11     1146 SH       DEFINED 01 10            1146        0        0
KINGFISHER                     COM              3073850         18     3003 SH       DEFINED 01 10            3003        0        0
BT GROUP PLC                   COM              3091357         88    23929 SH       DEFINED 01 10           23929        0        0
CANARY WHARF                   COM              3101609         10     1609 SH       DEFINED 01 10            1609        0        0
RYANAIR HLDG                   COM              3111761          6     1548 SH       DEFINED 01 10            1548        0        0
AMGEN                          COM              31162100      2478    43900 SH       DEFINED 11 12               0    43900        0
AMGEN                          COM              31162100     15905   281800 SH       DEFINED 11 12 13            0   281800        0
FASTENAL                       COM              311900104    39936   601169 SH       DEFINED 01             601169        0        0
FASTENAL                       COM              311900104     5457    82150 SH       DEFINED 01 03               0    82150        0
FASTENAL                       COM              311900104      660     9936 SH       DEFINED 01 05               0     9936        0
FASTENAL CO                    COM              311900104    36617   551186 SH       DEFINED 01 02               0   551186        0
FEDDERS USA INC.               COM              313135105      276    90803 SH       DEFINED 01              90803        0        0
FEDERAL AG MORTGAGE            COM              313148306        4      100 SH       DEFINED 01 02               0      100        0
FEDERAL AGRICULTURAL MTGE CL C COM              313148306     1771    43736 SH       DEFINED 01              43736        0        0
FEDERAL AGRICULTURAL MTGE CL C COM              313148306      161     3964 SH       DEFINED 01 05               0     3964        0
FREDDIE MAC                    COM              313400301     4513    69000 SH       DEFINED 01                  0    69000        0
FREDDIE MAC                    COM              313400301    39503   604028 SH       DEFINED 01             604028        0        0
FREDDIE MAC                    COM              313400301    17983   274985 SH       DEFINED 01 02               0   274985        0
FREDDIE MAC                    COM              313400301    12992   198653 SH       DEFINED 01 03               0   198653        0
FREDDIE MAC                    COM              313400301    10856   166000 SH       DEFINED 01 05               0   166000        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        0
FANNIE MAE                     COM              313586109   455488  5729402 SH       DEFINED 01            5729402        0        0
FANNIE MAE                     COM              313586109    21987   276576 SH       DEFINED 01 03               0   276576        0
FANNIE MAE                     COM              313586109   117830  1482157 SH       DEFINED 01 05               0  1482157        0
FEDERAL NATL MTGE              COM              313586109     8348   105000 SH       DEFINED 01                  0   105000        0
FEDERAL NATL MTGE              COM              313586109    64047   805637 SH       DEFINED 01 02               0   805637        0
FEDERAL SIGNAL CORP            COM              313855108       31     1404 SH       DEFINED 01               1404        0        0
FEDERATED DEPT STORES          COM              31410H101    44084  1077829 SH       DEFINED 01            1077829        0        0
FEDERATED DEPT STORES          COM              31410H101     2393    58506 SH       DEFINED 01 03               0    58506        0
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FEDERATED DPT STORES           COM              31410H101      290     7100 SH       DEFINED 01 02               0     7100        0
FEDERATED INVESTORS            COM              314211103      169     5300 SH       DEFINED 01 02               0     5300        0
FEDERATED INVESTORS CL B       COM              314211103    17224   540296 SH       DEFINED 01             540296        0        0
FEDERATED INVESTORS CL B       COM              314211103    21217   665500 SH       DEFINED 01 05               0   665500        0
FEDEX CORPORATION              COM              31428X106      310     5989 SH       DEFINED 01               5989        0        0
FEDEX CORPORATION              COM              31428X106     3797    73195 SH       DEFINED 01 03               0    73195        0
FEDEX CORPORATION              COM              31428X106    31239   602144 SH       DEFINED 01 05               0   602144        0
FELCOR LODGING TRUST           COM              31430F101        4      266 SH       DEFINED 01                266        0        0
FERRO CORP                     COM              315405100     1852    71730 SH       DEFINED 01              71730        0        0
FERRO CORP                     COM              315405100        6      230 SH       DEFINED 01 02               0      230        0
FERRO CORP                     COM              315405100      162     6260 SH       DEFINED 01 05               0     6260        0
FIAT                           COM              315610998       27     1700 SH       DEFINED 01               1700        0        0
F5 NETWORKS                    COM              315616102        2       88 SH       DEFINED 01                 88        0        0
FIBROGEN CV SERIES E           PRF              316000XX1     5000  1113586 SH       DEFINED 01            1113586        0        0
FIBROGEN CV SERIES E           PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NATL FINANCIAL        COM              316326107     5132   206930 SH       DEFINED 01             206930        0        0
FIDELITY NATL FINANCIAL        COM              316326107      243     9800 SH       DEFINED 01 03               0     9800        0
FIDELITY NATL FINANCIAL        COM              316326107       94     3800 SH       DEFINED 01 05               0     3800        0
FIFTH THIRD BANCORP            COM              316773100    25638   416335 SH       DEFINED 01             416335        0        0
FIFTH THIRD BANCORP            COM              316773100      404     6560 SH       DEFINED 01 02               0     6560        0
FIFTH THIRD BANCORP            COM              316773100     9734   158066 SH       DEFINED 01 03               0   158066        0
FIFTH THIRD BANCORP            COM              316773100     7412   120357 SH       DEFINED 01 05               0   120357        0
FILENET CORP                   COM              316869106     2109   103985 SH       DEFINED 01             103985        0        0
FINANCIAL FEDERAL              COM              317492106     2595    83061 SH       DEFINED 01              83061        0        0
FINANCIAL FEDERAL              COM              317492106        3      110 SH       DEFINED 01 02               0      110        0
FINANCIAL FEDERAL              COM              317492106       97     3100 SH       DEFINED 01 05               0     3100        0
FININFO                        COM              317869998       88     3000 SH       DEFINED 01               3000        0        0
FINISAR                        COM              31787A101    20490  2014672 SH       DEFINED 01            2014672        0        0
FINISAR                        COM              31787A101     1644   161700 SH       DEFINED 01 03               0   161700        0
FINISAR                        COM              31787A101     9905   973922 SH       DEFINED 01 05               0   973922        0
FINISAR CORP                   COM              31787A101      834    82000 SH       DEFINED 01 02               0    82000        0
FINOVA GROUP INC.              COM              317928109        0      293 SH       DEFINED 01                293        0        0
FIREPOND INC                   COM              318224102        0       53 SH       DEFINED 01                 53        0        0
FIRST AMERICAN                 COM              318522307     5515   294255 SH       DEFINED 01             294255        0        0
FIRST AMERICAN                 COM              318522307      369    19700 SH       DEFINED 01 05               0    19700        0
FIRST AMERICAN CORP            COM              318522307        4      205 SH       DEFINED 01 02               0      205        0
FIRST BANCORP                  COM              318672102     4181   146705 SH       DEFINED 01             146705        0        0
FIRST BANCORP                  COM              318672102      178     6260 SH       DEFINED 01 05               0     6260        0
FIRST BANCORP/PR               COM              318672102        6      200 SH       DEFINED 01 02               0      200        0
FIRST BANKS AMER INC           COM              31928N103        4      140 SH       DEFINED 01 02               0      140        0
FIRST CHOICE HOLIDAYS PLC      COM              319459996       65    35300 SH       DEFINED 01              35300        0        0
FIRST CITIZENS BANK            COM              31946M103        9       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    37865   482673 SH       DEFINED 01             482673        0        0
FIRST DATA                     COM              319963104     9654   123067 SH       DEFINED 01 03               0   123067        0
FIRST DATA                     COM              319963104     1109    14144 SH       DEFINED 01 05               0    14144        0
FIRST ESSEX BANCORP            COM              320103104     1067    37873 SH       DEFINED 01              37873        0        0
FIRST ESSEX BANCORP            COM              320103104        4      130 SH       DEFINED 01 02               0      130        0
FIRST ESSEX BANCORP            COM              320103104      111     3927 SH       DEFINED 01 05               0     3927        0
FIRST FINL BANCORP             COM              320209109        8      470 SH       DEFINED 01                470        0        0
FIRST HORIZON PHARMA           COM              32051K106        4      130 SH       DEFINED 01 02               0      130        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106     4376   148900 SH       DEFINED 01             148900        0        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      263     8950 SH       DEFINED 01 05               0     8950        0
FIRST INDUSTRIAL REL           COM              32054K103        9      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104        9      325 SH       DEFINED 01 02               0      325        0
FIRST MIDWEST BANCORP          COM              320867104     7125   244087 SH       DEFINED 01             244087        0        0
FIRST MIDWEST BANCORP          COM              320867104      167     5711 SH       DEFINED 01 05               0     5711        0
FIRST HEALTH GROUP             COM              320960107    23714   958541 SH       DEFINED 01             958541        0        0
FIRST HEALTH GROUP             COM              320960107    61367  2480479 SH       DEFINED 01 02               0  2480479        0
FIRST HEALTH GROUP             COM              320960107     3083   124600 SH       DEFINED 01 03               0   124600        0
FIRST HEALTH GROUP             COM              320960107    11484   464159 SH       DEFINED 01 05               0   464159        0
FIRST QUANTUM MINERALS         COM              335934998      846   450000 SH       DEFINED 01             450000        0        0
FIRST REPUBLIC BANK            COM              336158100     2105    87157 SH       DEFINED 01              87157        0        0
FIRST REPUBLIC BANK            COM              336158100       97     4000 SH       DEFINED 01 05               0     4000        0
FIRST TECHNOLOGY PLC           COM              336297999      109    18500 SH       DEFINED 01              18500        0        0
FIRST SOURCE                   COM              336901103      891    43001 SH       DEFINED 01              43001        0        0
FIRST SOURCE                   COM              336901103       84     4074 SH       DEFINED 01 05               0     4074        0
FIRST SOURCE CORP              COM              336901103        6      280 SH       DEFINED 01 02               0      280        0
FIRST TN NAT`L CORP            COM              337162101      380    10450 SH       DEFINED 01              10450        0        0
FIRST VIRGINIA BANKS           COM              337477103     1084    21360 SH       DEFINED 01              21360        0        0
FISERV                         COM              337738108    95223  2250049 SH       DEFINED 01            2250049        0        0
FISERV                         COM              337738108     9692   229007 SH       DEFINED 01 03               0   229007        0
FISERV                         COM              337738108    42972  1015430 SH       DEFINED 01 05               0  1015430        0
FISERV INC                     COM              337738108     1143    27000 SH       DEFINED 01                  0    27000        0
FISERV INC                     COM              337738108     3783    89371 SH       DEFINED 01 02               0    89371        0
FIRSTFED FINANCIAL             COM              337907109     2539    99050 SH       DEFINED 01              99050        0        0
FIRSTFED FINANCIAL             COM              337907109      116     4543 SH       DEFINED 01 05               0     4543        0
FIRSTFED FINL CORP             COM              337907109        4      160 SH       DEFINED 01 02               0      160        0
FIRSTMERIT CORP                COM              337915102       72     2662 SH       DEFINED 01               2662        0        0
FLAGSTAR BANCORP               COM              337930101     1801    89450 SH       DEFINED 01              89450        0        0
FLAGSTAR BANCORP               COM              337930101      169     8400 SH       DEFINED 01 05               0     8400        0
FLAGSTAR BANCORP INC           COM              337930101        4      210 SH       DEFINED 01 02               0      210        0
FIRSTENERGY                    COM              337932107    61273  1751667 SH       DEFINED 01            1751667        0        0
FIRSTENERGY                    COM              337932107     2752    78670 SH       DEFINED 01 03               0    78670        0
FIRSTENERGY                    COM              337932107      148     4241 SH       DEFINED 01 05               0     4241        0
FISHER SCIENTIFIC IN           COM              338032204        8      290 SH       DEFINED 01                290        0        0
FISHER SCIENTIFIC IN           COM              338032204        2       70 SH       DEFINED 01 02               0       70        0
FIAT                           COM              338110992        8      800 SH       DEFINED 01                800        0        0
FKI                            COM              338299993       61    22700 SH       DEFINED 01              22700        0        0
FLEETBOSTON FINANCIAL          COM              339030108    67271  1843050 SH       DEFINED 01            1843050        0        0
FLEETBOSTON FINANCIAL          COM              339030108    11437   313341 SH       DEFINED 01 03               0   313341        0
FLEETBOSTON FINANCIAL          COM              339030108     2753    75440 SH       DEFINED 01 05               0    75440        0
FLEETBOSTON FINL CO            COM              339030108    25197   690353 SH       DEFINED 01 02               0   690353        0
FLEETWOOD ENTERPRISE           COM              339099103        3      270 SH       DEFINED 01 02               0      270        0
FLEETWOOD ENTERPRISES          COM              339099103     1934   170709 SH       DEFINED 01             170709        0        0
FLEETWOOD ENTERPRISES          COM              339099103       76     6700 SH       DEFINED 01 05               0     6700        0
FLEMING CO                     COM              339130106        2      130 SH       DEFINED 01 02               0      130        0
FLEMING COMPANIES              COM              339130106     4237   229036 SH       DEFINED 01             229036        0        0
FLEMING COMPANIES              COM              339130106       83     4500 SH       DEFINED 01 05               0     4500        0
FL EAST COAST RY CO            COM              340632108        4      155 SH       DEFINED 01                155        0        0
FLORIDA ROCK INDS              COM              341140101     3364    91978 SH       DEFINED 01              91978        0        0
FLORIDA ROCK INDS              COM              341140101       26      700 SH       DEFINED 01 05               0      700        0
FLUOR                          COM              343412102    33720   901603 SH       DEFINED 01             901603        0        0
FLUOR                          COM              343412102      736    19669 SH       DEFINED 01 03               0    19669        0
FLUOR                          COM              343412102     1252    33454 SH       DEFINED 01 05               0    33454        0
FLOW SYSTEMS                   COM              343468104      556    44921 SH       DEFINED 01              44921        0        0
FLOWERS FOODS INC              COM              343498101        3       77 SH       DEFINED 01                 77        0        0
FLOWSERVE CORP                 COM              34354P105       37     1408 SH       DEFINED 01               1408        0        0
FLUGHAFEN WIEN AG              COM              343599999      102     3800 SH       DEFINED 01               3800        0        0
FOAMEX                         COM              344123104        4      480 SH       DEFINED 01 02               0      480        0
FOCAL COM                      COM              344155106        0      121 SH       DEFINED 01                121        0        0
FOOT LOCKER INC                COM              344849104      661    42267 SH       DEFINED 01              42267        0        0
FOOTSTAR INC                   COM              344912100     1843    58896 SH       DEFINED 01              58896        0        0
FORD MOTOR                     COM              345370860      569    36212 SH       DEFINED 01              36212        0        0
FORD MOTOR                     COM              345370860     6989   444611 SH       DEFINED 01 03               0   444611        0
FORD MOTOR                     COM              345370860      205    13025 SH       DEFINED 01 05               0    13025        0
FORD MOTOR CO                  COM              345370860       27     1711 SH       DEFINED 01 02               0     1711        0
FORDING INC                    COM              345426100        0        0 SH       DEFINED 01                  0        0        0
FOREST CITY ENTERPRISES CL A   COM              345550107     1832    47333 SH       DEFINED 01              47333        0        0
FOREST CITY ENTERPRISES CL A   COM              345550107      290     7500 SH       DEFINED 01 05               0     7500        0
FOREST LABORATORIES            COM              345838106    24024   293142 SH       DEFINED 01             293142        0        0
FOREST LABORATORIES            COM              345838106     3843    46894 SH       DEFINED 01 03               0    46894        0
FOREST LABORATORIES            COM              345838106    15975   194931 SH       DEFINED 01 05               0   194931        0
FOREST LABS                    COM              345838106     4307    52560 SH       DEFINED 01 02               0    52560        0
FOREST OIL CORP                COM              346091705       43     1540 SH       DEFINED 01               1540        0        0
FORRESTER                      COM              346563109        2       80 SH       DEFINED 01 02               0       80        0
GRANADA PLC                    COM              348900994       32    15173 SH       DEFINED 01              15173        0        0
GRANADA PLC                    COM              348900994      282   134840 SH       DEFINED 01 03               0   134840        0
FORTIS (NEW)                   COM              349555995       56     2174 SH       DEFINED 01               2174        0        0
FORTUNE BRANDS                 COM              349631101      117     2954 SH       DEFINED 01               2954        0        0
FORTUNE BRANDS                 COM              349631101     1444    36481 SH       DEFINED 01 03               0    36481        0
FORTUNE BRANDS                 COM              349631101       42     1068 SH       DEFINED 01 05               0     1068        0
FORWARD AIR                    COM              349853101     3652   107663 SH       DEFINED 01             107663        0        0
FORWARD AIR                    COM              349853101       85     2500 SH       DEFINED 01 05               0     2500        0
FORWARD AIR CORP               COM              349853101        3       80 SH       DEFINED 01 02               0       80        0
FOSSIL INC                     COM              349882100     1870    89040 SH       DEFINED 01              89040        0        0
FOUNDRY NETWORKS               COM              35063R100      372    45600 SH       DEFINED 01              45600        0        0
4 KIDS ENTERTAINMENT           COM              350865101     2412   120417 SH       DEFINED 01             120417        0        0
4 KIDS ENTERTAINMENT           COM              350865101      136     6800 SH       DEFINED 01 05               0     6800        0
4KIDS ENTERTAINMENT            COM              350865101        3      130 SH       DEFINED 01 02               0      130        0
FOUR SEASONS                   COM              351009998     1165    24900 SH       DEFINED 01 03               0    24900        0
FOX KIDS EUROPE NV             COM              351389994       43     4200 SH       DEFINED 01               4200        0        0
FOX ENTERTAINMENT GR           COM              35138T107       19      731 SH       DEFINED 01                731        0        0
FRANCE TELECOM                 COM              352190995     8355   208987 SH       DEFINED 01             208987        0        0
FRANCE TELECOM                 COM              352190995    11540   288665 SH       DEFINED 01 05               0   288665        0
FRANKLIN COVEY CO              COM              353469109      354    58630 SH       DEFINED 01              58630        0        0
FRANKLIN RESOURCES             COM              354613101      183     5179 SH       DEFINED 01               5179        0        0
FRANKLIN RESOURCES             COM              354613101     2258    64031 SH       DEFINED 01 03               0    64031        0
FRANKLIN RESOURCES             COM              354613101       66     1875 SH       DEFINED 01 05               0     1875        0
FREDS INC                      COM              356108100     5140   125500 SH       DEFINED 01 05               0   125500        0
FREEMARKETS INC                COM              356602102        4      182 SH       DEFINED 01                182        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857       39     2928 SH       DEFINED 01               2928        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      473    35349 SH       DEFINED 01 03               0    35349        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857       14     1035 SH       DEFINED 01 05               0     1035        0
FREMONT GENERAL CORP           COM              357288109     1631   208589 SH       DEFINED 01             208589        0        0
FRESENIUS AG PFD               PRF              358029999      116     1400 SH       DEFINED 01               1400        0        0
FRONTIER AIRLINES              COM              359065109     1641    96561 SH       DEFINED 01              96561        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTLINE CAPITAL GROUP        COM              35921N101        0      103 SH       DEFINED 01                103        0        0
FUELCELL ENERGY INC            COM              35952H106        2      118 SH       DEFINED 01                118        0        0
FUGRO NV                       COM              359539996       65     1450 SH       DEFINED 01               1450        0        0
FUJI HEAVY INDS                COM              359555992      978   228000 SH       DEFINED 01             228000        0        0
FUJI SEAL INC                  COM              359575990      174     5000 SH       DEFINED 01               5000        0        0
FULLER H B COMPANY             COM              359694106     1321    45885 SH       DEFINED 01              45885        0        0
FULLER H B COMPANY             COM              359694106        8      270 SH       DEFINED 01 02               0      270        0
FULLER H B COMPANY             COM              359694106       86     3000 SH       DEFINED 01 05               0     3000        0
FULTON FINL CORP               COM              360271100        6      265 SH       DEFINED 01                265        0        0
FULTON FINL CORP               COM              360271100       61     2800 SH       DEFINED 01 05               0     2800        0
FUNAI ELECTRIC CO LTD          COM              360700991       52      700 SH       DEFINED 01                700        0        0
FURNITURE BRAND INTL           COM              360921100       59     1835 SH       DEFINED 01               1835        0        0
FURNITURE BRAND INTL           COM              360921100        6      200 SH       DEFINED 01 02               0      200        0
G&K SERVICES CL A              COM              361268105     1968    60916 SH       DEFINED 01              60916        0        0
GATX CORP                      COM              361448103       50     1525 SH       DEFINED 01               1525        0        0
GBC BANCORP/CALIFORN           COM              361475106     1004    34037 SH       DEFINED 01              34037        0        0
GFK AG                         COM              361670995      229    13300 SH       DEFINED 01              13300        0        0
GABRIEL RES PVT 144A           COM              361970957      471   215000 SH       DEFINED 01             215000        0        0
GABRIEL RESOURCES              COM              361970999      391   178400 SH       DEFINED 01             178400        0        0
GT GROUP TELECOME INC WTS EXP  COM              362359101       20     4000 SH       DEFINED 01               4000        0        0
GT GROUP TELECOME INC WTS EXP  COM              362359101        5     1000 SH       DEFINED 01 05               0     1000        0
GABLE RESIDENTIAL TRUST        COM              362418105     1831    61883 SH       DEFINED 01              61883        0        0
GABLE RESIDENTIAL TRUST        COM              362418105      169     5700 SH       DEFINED 01 05               0     5700        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALLAGHER (ARTHUR J)           COM              363576109     1362    39504 SH       DEFINED 01              39504        0        0
GALLAHER GROUP PLC             COM              363595992     6736   984690 SH       DEFINED 01             984690        0        0
GALLAHER GROUP PLC             COM              363595992     9555  1396859 SH       DEFINED 01 05               0  1396859        0
GALYAN'S TRADING               COM              36458R101     2464   173000 SH       DEFINED 01             173000        0        0
GALYAN'S TRADING               COM              36458R101      221    15500 SH       DEFINED 01 05               0    15500        0
GANNETT                        COM              364730101   179609  2671568 SH       DEFINED 01            2671568        0        0
GANNETT                        COM              364730101     6403    95228 SH       DEFINED 01 03               0    95228        0
GANNETT                        COM              364730101    26569   395191 SH       DEFINED 01 05               0   395191        0
GANNETT CO INC                 COM              364730101     1061    15780 SH       DEFINED 01 02               0    15780        0
GAP                            COM              364760108     1015    72803 SH       DEFINED 01              72803        0        0
GAP                            COM              364760108     2952   211748 SH       DEFINED 01 03               0   211748        0
GAP                            COM              364760108       86     6204 SH       DEFINED 01 05               0     6204        0
GAP INC.  THE                  COM              364760108       16     1150 SH       DEFINED 01 02               0     1150        0
GARDNER DENVER                 COM              365558105     2581   115609 SH       DEFINED 01             115609        0        0
GARDNER DENVER                 COM              365558105      142     6340 SH       DEFINED 01 05               0     6340        0
GARDNER DENVER INC             COM              365558105        5      210 SH       DEFINED 01 02               0      210        0
GART SPORTS                    COM              366630101     2282   108640 SH       DEFINED 01             108640        0        0
GART SPORTS                    COM              366630101      144     6860 SH       DEFINED 01 05               0     6860        0
GART SPORTS COMPANY            COM              366630101        2      110 SH       DEFINED 01 02               0      110        0
GARTNER GRP INC CL B           COM              366651206       33     2951 SH       DEFINED 01               2951        0        0
GATEWAY INC                    COM              367626108       52     6422 SH       DEFINED 01               6422        0        0
GATEWAY INC                    COM              367626108      640    79540 SH       DEFINED 01 03               0    79540        0
GATEWAY INC                    COM              367626108       19     2330 SH       DEFINED 01 05               0     2330        0
GAYLORD ENTERTAINMEN           COM              367905106        4      149 SH       DEFINED 01                149        0        0
GEBERIT AG                     COM              368394995      145      650 SH       DEFINED 01                650        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      317    11451 SH       DEFINED 01              11451        0        0
GENCORP INC                    COM              368682100     1799   127496 SH       DEFINED 01             127496        0        0
GENE LOGIC INC                 COM              368689105     1847    98068 SH       DEFINED 01              98068        0        0
GENE LOGIC INC                 COM              368689105        3      140 SH       DEFINED 01 02               0      140        0
GENE LOGIC INC                 COM              368689105      113     6000 SH       DEFINED 01 05               0     6000        0
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GENENTECH                      COM              368710406    76724  1414252 SH       DEFINED 01 05               0  1414252        0
GENENTECH INC                  COM              368710406       92     1693 SH       DEFINED 01 02               0     1693        0
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GENERAL COMMUNICATION CL A     COM              369385109      105    12270 SH       DEFINED 01 05               0    12270        0
GENRL  COMMUNICATION           COM              369385109        5      570 SH       DEFINED 01 02               0      570        0
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GENERAL ELECTRIC COMPANY       COM              369604103       84     2100 SH       DEFINED 11 12 13            0     2100        0
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GENERAL MILLS                  COM              370334104    19916   382858 SH       DEFINED 01 02               0   382858        0
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GENERAL MOTORS                 COM              370442105     1401    28826 SH       DEFINED 01 05               0    28826        0
GENERAL MOTORS CL H            COM              370442832     1834   118679 SH       DEFINED 01             118679        0        0
GENESCO                        COM              371532102     2660   128167 SH       DEFINED 01             128167        0        0
GENESCO                        COM              371532102       84     4034 SH       DEFINED 01 05               0     4034        0
GENESCO INC.                   COM              371532102        3      160 SH       DEFINED 01 02               0      160        0
GENTEX                         COM              371901109       63     2353 SH       DEFINED 01               2353        0        0
GENTEX                         COM              371901109      644    24100 SH       DEFINED 01 03               0    24100        0
GENTEX CORP                    COM              371901109    35772  1338300 SH       DEFINED 01 02               0  1338300        0
GENESIS MICROCHIP              COM              371933102      357     5400 SH       DEFINED 01               5400        0        0
GENLYTE GROUP INC              COM              372302109        5      180 SH       DEFINED 01 02               0      180        0
GENTA INC                      COM              37245M207        5      385 SH       DEFINED 01                385        0        0
GENTA INC                      COM              37245M207        2      130 SH       DEFINED 01 02               0      130        0
GENUINE PARTS                  COM              372460105     5783   157562 SH       DEFINED 01                  0   157562        0
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GENUS                          COM              372461103      122    50000 SH       DEFINED 01              50000        0        0
GENTIVA HEALTH SERVICES        COM              37247A102        1       48 SH       DEFINED 01                 48        0        0
GENZYME CORP                   COM              372917104      162     2700 SH       DEFINED 01 02               0     2700        0
GENZYME-GENERAL DIVISION       COM              372917104    26073   435580 SH       DEFINED 01             435580        0        0
GENZYME-GENERAL DIVISION       COM              372917104     3933    65698 SH       DEFINED 01 03               0    65698        0
GENZYME-GENERAL DIVISION       COM              372917104    20425   341227 SH       DEFINED 01 05               0   341227        0
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GEORGIA GULF                   COM              373200203      163     8803 SH       DEFINED 01 05               0     8803        0
GEORGIA GULF CORP              COM              373200203        2      120 SH       DEFINED 01 02               0      120        0
GEORGIA-PACIFIC GROUP          COM              373298108      125     4518 SH       DEFINED 01               4518        0        0
GEORGIA-PACIFIC GROUP          COM              373298108     1558    56414 SH       DEFINED 01 03               0    56414        0
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GERBER SCIENTIFIC              COM              373730100      605    65034 SH       DEFINED 01              65034        0        0
GETTY IMAGES INC               COM              374276103        8      330 SH       DEFINED 01                330        0        0
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GILEAD SCIENCES                COM              375558103    35717   543457 SH       DEFINED 01 02               0   543457        0
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GILLETTE CO                    COM              375766102    44887  1343925 SH       DEFINED 01            1343925        0        0
GILLETTE CO                    COM              375766102    25031   749455 SH       DEFINED 01 02               0   749455        0
GILLETTE CO                    COM              375766102     8654   259108 SH       DEFINED 01 03               0   259108        0
GILLETTE CO                    COM              375766102    74569  2232591 SH       DEFINED 01 05               0  2232591        0
GJENSIDIGE NOR SPAREBANK       COM              376499992       24      800 SH       DEFINED 01                800        0        0
GLADSTONE CAPITAL              COM              376535100     1365    73800 SH       DEFINED 01              73800        0        0
GLADSTONE CAPITAL              COM              376535100       85     4600 SH       DEFINED 01 05               0     4600        0
GIVAUDAN AG                    COM              376543997      198      650 SH       DEFINED 01                650        0        0
GLATFELTER                     COM              377316104        3      210 SH       DEFINED 01 02               0      210        0
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GLATFELTER (PH)                COM              377316104      116     7460 SH       DEFINED 01 05               0     7460        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105      231     4641 SH       DEFINED 01               4641        0        0
GLAXOSMITHKLINE                COM              377555990    59163  2359315 SH       DEFINED 01            2359315        0        0
GLAXOSMITHKLINE                COM              377555990     9868   393530 SH       DEFINED 01 03               0   393530        0
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GLENAYRE TECHNOLOGIE           COM              377899109        0      212 SH       DEFINED 01                212        0        0
GLENBOROUGH REALTY T           COM              37803P105        3      139 SH       DEFINED 01                139        0        0
GLOBAL BIO-CHEM TECH           COM              379305998       73   210000 SH       DEFINED 01             210000        0        0
GLOBAL INDUSTRIES              COM              379336100        4      443 SH       DEFINED 01                443        0        0
GLOBAL PAYMENTS                COM              37940X102     7563   219858 SH       DEFINED 01             219858        0        0
GLOBAL PAYMENTS                COM              37940X102      117     3400 SH       DEFINED 01 05               0     3400        0
GLOBAL PAYMENTS INC            COM              37940X102        4      120 SH       DEFINED 01 02               0      120        0
GLOBIX CORP                    COM              37957F101        0      104 SH       DEFINED 01                104        0        0
GLOBESPAN VIRATA INC           COM              37957V106     1994   153929 SH       DEFINED 01             153929        0        0
GLOBESPAN VIRATA INC           COM              37957V106        2      140 SH       DEFINED 01 02               0      140        0
GLOBESPAN VIRATA INC           COM              37957V106       56     4300 SH       DEFINED 01 05               0     4300        0
GOAMERICA INC                  COM              38020R106        1      371 SH       DEFINED 01                371        0        0
GOLDCREST CO LTD               COM              380455998      130     3500 SH       DEFINED 01               3500        0        0
GOLD FIELDS                    COM              380570994     2962   618000 SH       DEFINED 01             618000        0        0
GOLD FIELDS                    COM              380570994       58    12000 SH       DEFINED 01 05               0    12000        0
GOLDFIELDS LTD - NEW           COM              380595991     1201   935000 SH       DEFINED 01             935000        0        0
GOLDFIELDS ADR                 COM              38059T106     2230   460800 SH       DEFINED 01             460800        0        0
GOLDFIELDS ADR                 COM              38059T106       85    17600 SH       DEFINED 01 05               0    17600        0
GOLDCORP                       COM              380956995     1209   100000 SH       DEFINED 01             100000        0        0
GOLDEN STATE BANCORP           COM              381197102     9379   358633 SH       DEFINED 01             358633        0        0
GOLDEN STATE BANCORP           COM              381197102      594    22700 SH       DEFINED 01 03               0    22700        0
GOLDEN STATE BANCORP           COM              381197102      230     8800 SH       DEFINED 01 05               0     8800        0
GOLDEN STAR RESOURCES LTD      COM              38119T104      104   180000 SH       DEFINED 01             180000        0        0
GOLDEN WEST FINANCIAL          COM              381317106    27307   464007 SH       DEFINED 01             464007        0        0
GOLDEN WEST FINANCIAL          COM              381317106     3854    65499 SH       DEFINED 01 03               0    65499        0
GOLDEN WEST FINANCIAL          COM              381317106      679    11533 SH       DEFINED 01 05               0    11533        0
GOLDMAN SACHS GP INC           COM              38141G104       25      270 SH       DEFINED 01 02               0      270        0
GOLDMAN SACHS GROUP            COM              38141G104     9088    97984 SH       DEFINED 01              97984        0        0
GOLDMAN SACHS GROUP            COM              38141G104     1169    12600 SH       DEFINED 11 12               0    12600        0
GOLDMAN SACHS GROUP            COM              38141G104     9080    97900 SH       DEFINED 11 12 13            0    97900        0
GOODRICH (BF)                  COM              382388106    20151   756965 SH       DEFINED 01             756965        0        0
GOODRICH (BF)                  COM              382388106      666    25028 SH       DEFINED 01 03               0    25028        0
GOODRICH (BF)                  COM              382388106    12962   486870 SH       DEFINED 01 05               0   486870        0
GOODRICH CORPORATION           COM              382388106     3993   150000 SH       DEFINED 01                  0   150000        0
GOODYEAR                       COM              382550101       77     3231 SH       DEFINED 01               3231        0        0
GOODYEAR                       COM              382550101      954    40055 SH       DEFINED 01 03               0    40055        0
GOODYEAR                       COM              382550101       28     1174 SH       DEFINED 01 05               0     1174        0
GOODYS FAMILY CLTHNG           COM              382588101      402    95695 SH       DEFINED 01              95695        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
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO INC.                     COM              384109104        5      130 SH       DEFINED 01 02               0      130        0
GRACO INC.                     COM              384109104     6981   178772 SH       DEFINED 01             178772        0        0
GRACO INC.                     COM              384109104      230     5900 SH       DEFINED 01 05               0     5900        0
GRAINGER (W.W.)                COM              384802104      906    18866 SH       DEFINED 01              18866        0        0
GRAINGER (W.W.)                COM              384802104     1102    22967 SH       DEFINED 01 03               0    22967        0
GRAINGER (W.W.)                COM              384802104       32      672 SH       DEFINED 01 05               0      672        0
Granite Broadcasting Corp      COM              387241102       18     8566 SH       DEFINED 01                  0        0     8566
GRANITE CONSTRUCTION           COM              387328107       32     1319 SH       DEFINED 01               1319        0        0
GRANT PRIDECO INC              COM              38821G101     1438   125000 SH       DEFINED 01                  0   125000        0
GRANT PRIDECO INC              COM              38821G101       39     3449 SH       DEFINED 01               3449        0        0
GRANT PRIDECO INC              COM              38821G101    17250  1500000 SH       DEFINED 01 05               0  1500000        0
GREAT AMERICAN FINANCIAL RESOU COM              389915109        8      410 SH       DEFINED 01                410        0        0
GREAT A. & P. TEA              COM              390064103     2691   113149 SH       DEFINED 01             113149        0        0
GREAT LAKES CHEM CO            COM              390568103       28     1165 SH       DEFINED 01               1165        0        0
GREAT LAKES CHEM CO            COM              390568103      299    12322 SH       DEFINED 01 03               0    12322        0
GREAT LAKES CHEM CO            COM              390568103        9      360 SH       DEFINED 01 05               0      360        0
GREAT UNIVERSAL STOR GB;GUS/BP COM              391091998      121    12861 SH       DEFINED 01              12861        0        0
GREAT PLAINS ENERGY INC        COM              391164100       52     2072 SH       DEFINED 01               2072        0        0
GREATER BAY BANCORP            COM              391648102     1361    47610 SH       DEFINED 01              47610        0        0
GREATER BAY BANCORP            COM              391648102        4      150 SH       DEFINED 01 02               0      150        0
GREATER BAY BANCORP            COM              391648102     3572   125000 SH       DEFINED 01 05               0   125000        0
GREEN MOUNTAIN COFFEE          COM              393122106     1528    55800 SH       DEFINED 01              55800        0        0
GREEN MOUNTAIN COFFEE          COM              393122106      101     3700 SH       DEFINED 01 05               0     3700        0
GREEN MOUNTAIN INC             COM              393122106        3      100 SH       DEFINED 01 02               0      100        0
GREEN MOUNTAIN POWER           COM              393154109      312    16750 SH       DEFINED 01              16750        0        0
GREENPOINT FINL CORP           COM              395384100     8739   244463 SH       DEFINED 01             244463        0        0
GREENPOINT FINL CORP           COM              395384100      611    17100 SH       DEFINED 01 03               0    17100        0
GREENPOINT FINL CORP           COM              395384100      236     6600 SH       DEFINED 01 05               0     6600        0
GREIF BROS CORP                COM              397624107        5      144 SH       DEFINED 01                144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
GREY WOLF                      COM              397888108     1524   512901 SH       DEFINED 01             512901        0        0
GREY WOLF                      COM              397888108      141    47600 SH       DEFINED 01 05               0    47600        0
GRIFFON                        COM              398433102     2889   192632 SH       DEFINED 01             192632        0        0
GRIFFON                        COM              398433102      138     9200 SH       DEFINED 01 05               0     9200        0
GRIFFON CORP                   COM              398433102        4      266 SH       DEFINED 01 02               0      266        0
GROUP ONE AUTOMOTIVE           COM              398905109     4164   146072 SH       DEFINED 01             146072        0        0
GROUP ONE AUTOMOTIVE           COM              398905109        4      140 SH       DEFINED 01 02               0      140        0
GROUP ONE AUTOMOTIVE           COM              398905109      143     5000 SH       DEFINED 01 05               0     5000        0
BOUYGUES                       COM              4002121         23      692 SH       DEFINED 01 10             692        0        0
GRUPO DRAGADOS                 COM              400380994      165    12300 SH       DEFINED 01              12300        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550     7240  7950049 SH       DEFINED 01            7950049        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550      200   219320 SH       DEFINED 01 05               0   219320        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987     3428  1532598 SH       DEFINED 01            1532598        0        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987       93    41713 SH       DEFINED 01 05               0    41713        0
GRUPO TELEVISA ADR             COM              40049J206       52     1205 SH       DEFINED 01               1205        0        0
UMICORE                        COM              4005001          2       58 SH       DEFINED 01 10              58        0        0
GTECH HOLDINGS                 COM              400518106     3666    80926 SH       DEFINED 01              80926        0        0
GTECH HOLDINGS                 COM              400518106      240     5300 SH       DEFINED 01 05               0     5300        0
G-TECH HOLDINGS CORP           COM              400518106        5      110 SH       DEFINED 01 02               0      110        0
GRUPO AEROPORTUARIO S-ADR      COM              40051E202       60     3900 SH       DEFINED 01               3900        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
EADS                           COM              4012250          5      447 SH       DEFINED 01 10             447        0        0
GUCCI GROUP NV                 COM              401400999     1417    16656 SH       DEFINED 01              16656        0        0
GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT                        COM              401698105    47284   949492 SH       DEFINED 01             949492        0        0
GUIDANT                        COM              401698105     5315   106717 SH       DEFINED 01 03               0   106717        0
GUIDANT                        COM              401698105    50809  1020269 SH       DEFINED 01 05               0  1020269        0
GUIDANT CORP                   COM              401698105    18380   369057 SH       DEFINED 01 02               0   369057        0
ALLIED IRISH                   COM              4020684         27     2325 SH       DEFINED 01 10            2325        0        0
ADIDAS-SALOM                   COM              4031976          8      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105     1471   123348 SH       DEFINED 01             123348        0        0
HCA                            COM              404119109   339164  8800312 SH       DEFINED 01            8800312        0        0
HCA                            COM              404119109     6295   163350 SH       DEFINED 01 03               0   163350        0
HCA                            COM              404119109    72217  1873804 SH       DEFINED 01 05               0  1873804        0
HCA INC                        COM              404119109    21333   553591 SH       DEFINED 01 02               0   553591        0
HCC INSURANCE                  COM              404132102    40280  1462045 SH       DEFINED 01 02               0  1462045        0
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HCC INSURANCE HOLDINGS         COM              404132102       69     2501 SH       DEFINED 01 05               0     2501        0
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HDFC BANK ADR                  COM              40415F101       63     4300 SH       DEFINED 01 05               0     4300        0
HEI                            COM              404160103      426    60000 SH       DEFINED 01              60000        0        0
HBOS                           COM              404200990     4237   365737 SH       DEFINED 01             365737        0        0
HBOS                           COM              404200990     5555   479542 SH       DEFINED 01 05               0   479542        0
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HNC SOFTWARE                   COM              40425P107     4755   230847 SH       DEFINED 01             230847        0        0
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HNC SOFTWARE                   COM              40425P107      148     7200 SH       DEFINED 01 05               0     7200        0
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HSBC HOLDINGS                  COM              404400996     7673   654087 SH       DEFINED 01 03               0   654087        0
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HACI OMER SABANCI HLDG         COM              404610990      117 21459265 SH       DEFINED 01 05               0 21459265        0
HAEMONETICS CORP               COM              405024100     2644    77947 SH       DEFINED 01              77947        0        0
ATLAS COPCO                    COM              4050971          7      300 SH       DEFINED 01 10             300        0        0
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HAGEMEYER                      COM              405111998      356    19050 SH       DEFINED 01              19050        0        0
HAGGAR                         COM              405173105      204    18834 SH       DEFINED 01              18834        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     2723    99182 SH       DEFINED 01              99182        0        0
ASSIC GENERALI                 COM              4056719         98     3530 SH       DEFINED 01 10            3530        0        0
L'OREAL                        COM              4057808        101     1405 SH       DEFINED 01 10            1405        0        0
BCO ESPIR SA                   COM              4058061          6      489 SH       DEFINED 01 10             489        0        0
HALL KINION & ASSOC            COM              406069104      358    38140 SH       DEFINED 01              38140        0        0
LVMH MOET                      COM              4061412         41     1018 SH       DEFINED 01 10            1018        0        0
HALLA CLIMATE CONTRO           COM              406150995      192     7000 SH       DEFINED 01               7000        0        0
HALLIBURTON                    COM              406216101      111     8497 SH       DEFINED 01               8497        0        0
HALLIBURTON                    COM              406216101     1381   105419 SH       DEFINED 01 03               0   105419        0
HALLIBURTON                    COM              406216101       40     3088 SH       DEFINED 01 05               0     3088        0
AUTOPISTAS C                   COM              4065663          7      686 SH       DEFINED 01 10             686        0        0
BCA POP DI M                   COM              4072168          2      680 SH       DEFINED 01 10             680        0        0
SAGEM(APPLIC GEN)              COM              4074432          5       84 SH       DEFINED 01 10              84        0        0
INTESABCI S.P.A.               COM              4076836         36    14463 SH       DEFINED 01 10           14463        0        0
INTESABCI SPA                  COM              4076847          4     2000 SH       DEFINED 01 10            2000        0        0
MONDADORI                      COM              4084895          3      500 SH       DEFINED 01 10             500        0        0
HANCOCK FABRICS                COM              409900107     2177   165523 SH       DEFINED 01             165523        0        0
HANCOCK FABRICS                COM              409900107      100     7600 SH       DEFINED 01 05               0     7600        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     2474    59910 SH       DEFINED 01              59910        0        0
HANCOCK JOHN FINL SV           COM              41014S106    15657   379140 SH       DEFINED 01 02               0   379140        0
HANCOCK JOHN FINL SV           COM              41014S106     3029    73330 SH       DEFINED 01 03               0    73330        0
HANCOCK JOHN FINL SV           COM              41014S106       89     2148 SH       DEFINED 01 05               0     2148        0
HANDLEMAN                      COM              410252100     3391   228305 SH       DEFINED 01             228305        0        0
HANDLEMAN                      COM              410252100      210    14137 SH       DEFINED 01 05               0    14137        0
HANDLEMAN COMPANY              COM              410252100        8      510 SH       DEFINED 01 02               0      510        0
HANDSPRING INC                 COM              410293104      276    40962 SH       DEFINED 01              40962        0        0
ELEC DE PORT                   COM              4103596         19     8755 SH       DEFINED 01 10            8755        0        0
HANNOVER RUECKVERSICHERUNGS    COM              410755995       42      700 SH       DEFINED 01                700        0        0
HANOVER COMPRESSOR             COM              410768105      282    11159 SH       DEFINED 01              11159        0        0
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON ADR                     COM              411352404    56481  1680000 SH       DEFINED 01            1680000        0        0
HANSON ADR                     COM              411352404     1284    38200 SH       DEFINED 01 03               0    38200        0
HANSON ADR                     COM              411352404     2353    69977 SH       DEFINED 01 05               0    69977        0
HANSON PLC ADR                 COM              411352404      824    24500 SH       DEFINED 01 02               0    24500        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
BANK OF PIRAEUS                COM              4122676          5      520 SH       DEFINED 01 10             520        0        0
HARLAND (JOHN H)               COM              412693103     4061   183752 SH       DEFINED 01             183752        0        0
HARLAND (JOHN H)               COM              412693103      133     6000 SH       DEFINED 01 05               0     6000        0
HARLAND JOHN H                 COM              412693103        6      280 SH       DEFINED 01 02               0      280        0
HARLEY DAVIDSON                COM              412822108      760    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108       79     1450 SH       DEFINED 01 02               0     1450        0
HARLEY-DAVIDSON                COM              412822108   132256  2435230 SH       DEFINED 01            2435230        0        0
HARLEY-DAVIDSON                COM              412822108     5129    94428 SH       DEFINED 01 03               0    94428        0
HARLEY-DAVIDSON                COM              412822108    16225   298753 SH       DEFINED 01 05               0   298753        0
HARMAN INTERNATIONAL           COM              413086109        7      150 SH       DEFINED 01 02               0      150        0
HARMAN INTL INDS               COM              413086109     8416   186577 SH       DEFINED 01             186577        0        0
HARMAN INTL INDS               COM              413086109      223     4938 SH       DEFINED 01 05               0     4938        0
HARMONY GOLD MINING            COM              413138991      818   125000 SH       DEFINED 01             125000        0        0
HARMONIC INC                   COM              413160102     2094   174208 SH       DEFINED 01             174208        0        0
HARMONY GOLD MINING WTS EXP 06 COM              413216110      100    33000 SH       DEFINED 01              33000        0        0
HARMONY GOLD MINING ADR        COM              413216300      814   125000 SH       DEFINED 01             125000        0        0
BNP PARIBAS S.A.               COM              4133667        108     1205 SH       DEFINED 01 10            1205        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     1549    41874 SH       DEFINED 01              41874        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     1020    27551 SH       DEFINED 01 03               0    27551        0
HARRAH'S ENTERTAINMENT         COM              413619107       30      807 SH       DEFINED 01 05               0      807        0
HARRIS                         COM              413875105     2109    69133 SH       DEFINED 01              69133        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       47     1351 SH       DEFINED 01               1351        0        0
HARSCO CORP                    COM              415864107        7      215 SH       DEFINED 01 02               0      215        0
HARTE-HANKS INC                COM              416196103       61     2162 SH       DEFINED 01               2162        0        0
THALES (EX THOMPSON CSF)       COM              4162791         14      400 SH       DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         22      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINL                  COM              416515104      307     4895 SH       DEFINED 01               4895        0        0
HARTFORD FINL                  COM              416515104     3782    60196 SH       DEFINED 01 03               0    60196        0
HARTFORD FINL                  COM              416515104      111     1764 SH       DEFINED 01 05               0     1764        0
HARVARD BIOSCIENCE             COM              416906105        2      200 SH       DEFINED 01 02               0      200        0
HARVARD BIOSCIENCE, INC.       COM              416906105     1680   169000 SH       DEFINED 01             169000        0        0
HARVARD BIOSCIENCE, INC.       COM              416906105      125    12600 SH       DEFINED 01 05               0    12600        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          7      392 SH       DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         15      195 SH       DEFINED 01 10             195        0        0
HASBRO INC                     COM              418056107       54     3344 SH       DEFINED 01               3344        0        0
HASBRO INC                     COM              418056107      688    42415 SH       DEFINED 01 03               0    42415        0
HASBRO INC                     COM              418056107       20     1243 SH       DEFINED 01 05               0     1243        0
CRH                            COM              4182249         24     1367 SH       DEFINED 01 10            1367        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS ADVERTISING              COM              419313101      182    25088 SH       DEFINED 01                  0    25088        0
HAVERTY FURNITURE              COM              419596101        1       78 SH       DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100     1937    48108 SH       DEFINED 01              48108        0        0
HAWAIIAN ELEC IND              COM              419870100        9      230 SH       DEFINED 01 02               0      230        0
HAWAIIAN ELEC IND              COM              419870100      173     4300 SH       DEFINED 01 05               0     4300        0
HAYS PLC                       COM              420400996     4414  1458350 SH       DEFINED 01 03               0  1458350        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 INTERNATIONAL IN COM              420781106        0       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823         10      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    29543  1993450 SH       DEFINED 01            1993450        0        0
HEALTHSOUTH CORP               COM              421924101      423    28500 SH       DEFINED 01 02               0    28500        0
HEALTHSOUTH CORP               COM              421924101     1427    96319 SH       DEFINED 01 03               0    96319        0
HEALTHSOUTH CORP               COM              421924101    41201  2780122 SH       DEFINED 01 05               0  2780122        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102    20329  1104877 SH       DEFINED 01            1104877        0        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     3421   185897 SH       DEFINED 01 03               0   185897        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102      368    20013 SH       DEFINED 01 05               0    20013        0
HEALTH MGMT ASSOC              COM              421933102     1078    58580 SH       DEFINED 01 02               0    58580        0
HEALTHCARE RLTY TR             COM              421946104     1213    43338 SH       DEFINED 01              43338        0        0
HEALTHCARE RLTY TR             COM              421946104      112     4000 SH       DEFINED 01 05               0     4000        0
HEADWATERS                     COM              42210P102     2471   215626 SH       DEFINED 01             215626        0        0
HEADWATERS                     COM              42210P102      148    12874 SH       DEFINED 01 05               0    12874        0
HEADWATERS INC                 COM              42210P102        8      670 SH       DEFINED 01 02               0      670        0
HEALTH CARE REIT INC           COM              42217K106        3      103 SH       DEFINED 01                103        0        0
HEALTH NET                     COM              42222G108       86     3947 SH       DEFINED 01               3947        0        0
HEARST-ARGYLE TELEVI           COM              422317107        5      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS              COM              422347104     5067   182406 SH       DEFINED 01             182406        0        0
HEARTLAND EXPRESS              COM              422347104      154     5550 SH       DEFINED 01 05               0     5550        0
HEARTLAND EXPRESS IN           COM              422347104        4      150 SH       DEFINED 01 02               0      150        0
HEIDRICK & STRUGGLES INTL      COM              422819102     1437    79141 SH       DEFINED 01              79141        0        0
HEIDELBERGER ZEMENT            COM              422820100       97     2100 SH       DEFINED 01               2100        0        0
HEINEKEN NV                    COM              423011998      107     2829 SH       DEFINED 01               2829        0        0
HERO HONDA MOTORS              COM              423055995     1167   224542 SH       DEFINED 01             224542        0        0
HERO HONDA MOTORS              COM              423055995       51     9769 SH       DEFINED 01 05               0     9769        0
HEINZ (HJ)                     COM              423074103     3337    81173 SH       DEFINED 01              81173        0        0
HEINZ (HJ)                     COM              423074103     3535    85968 SH       DEFINED 01 03               0    85968        0
HEINZ (HJ)                     COM              423074103    11412   277519 SH       DEFINED 01 05               0   277519        0
HEINZ H.J.                     COM              423074103     3335    81100 SH       DEFINED 01 02               0    81100        0
HIESTAND HOLDING AG            COM              423081991       77      270 SH       DEFINED 01                270        0        0
UNICREDITO                     COM              4232445         49    12250 SH       DEFINED 01 10           12250        0        0
HELIX TECHNOLOGY               COM              423319102     3616   160386 SH       DEFINED 01             160386        0        0
HELIX TECHNOLOGY               COM              423319102        3      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102       91     4034 SH       DEFINED 01 05               0     4034        0
HELMERICH & PAYNE              COM              423452101     1490    44652 SH       DEFINED 01              44652        0        0
HELMERICH & PAYNE              COM              423452101      110     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         20        3 SH       DEFINED 01 10               3        0        0
D/S SVENBORG                   COM              4253048         18        2 SH       DEFINED 01 10               2        0        0
HENNES&MAURITZ AB-B            COM              425889995       73     3517 SH       DEFINED 01               3517        0        0
DELHAIZE-LE                    COM              4262118         13      250 SH       DEFINED 01 10             250        0        0
HENRY (JACK) & ASSOC           COM              426281101      334    15300 SH       DEFINED 01 02               0    15300        0
HENRY (JACK) & ASSOCIATES      COM              426281101      353    16171 SH       DEFINED 01              16171        0        0
DNB HOLDING ASA                COM              4263304         14     3100 SH       DEFINED 01 10            3100        0        0
HERCULES INC                   COM              427056106       19     1910 SH       DEFINED 01               1910        0        0
HERCULES INC                   COM              427056106      266    26639 SH       DEFINED 01 03               0    26639        0
HERCULES INC                   COM              427056106        8      780 SH       DEFINED 01 05               0      780        0
HERSHEY FOODS                  COM              427866108     5178    76475 SH       DEFINED 01              76475        0        0
HERSHEY FOODS                  COM              427866108     2606    38496 SH       DEFINED 01 03               0    38496        0
HERSHEY FOODS                  COM              427866108    27281   402975 SH       DEFINED 01 05               0   402975        0
HEWLETT PACKARD                COM              428236103     1356    66000 SH       DEFINED 01                  0    66000        0
HEWLETT-PACKARD                COM              428236103     6597   321244 SH       DEFINED 01             321244        0        0
HEWLETT-PACKARD                COM              428236103    10063   489920 SH       DEFINED 01 03               0   489920        0
HEWLETT-PACKARD                COM              428236103      394    19154 SH       DEFINED 01 05               0    19154        0
HIBERNIA CL A                  COM              428656102      898    50482 SH       DEFINED 01              50482        0        0
HICKORY TECHNOLOGY C           COM              429060106        2      100 SH       DEFINED 01 02               0      100        0
ELECTRABEL                     COM              4294791         36      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         39      841 SH       DEFINED 01 10             841        0        0
ELKEM ASA                      COM              4310385          2      135 SH       DEFINED 01 10             135        0        0
HIGHWOOD PROPERTY              COM              431284108       10      374 SH       DEFINED 01                374        0        0
HILB ROGAL & HAMILTO           COM              431294107        4       70 SH       DEFINED 01 02               0       70        0
HILB, ROGAL & HAMILTON         COM              431294107     4769    85077 SH       DEFINED 01              85077        0        0
HILB, ROGAL & HAMILTON         COM              431294107      232     4140 SH       DEFINED 01 05               0     4140        0
HILLENBRAND IND                COM              431573104      106     1908 SH       DEFINED 01               1908        0        0
BAYER                          COM              4325419         34     1100 SH       DEFINED 01 10            1100        0        0
HILTON GROUP PLC               COM              432835999     6175  2010607 SH       DEFINED 01            2010607        0        0
HILTON GROUP PLC               COM              432835999     8435  2746933 SH       DEFINED 01 05               0  2746933        0
HILTON HOTELS                  COM              432848109       80     7289 SH       DEFINED 01               7289        0        0
HILTON HOTELS                  COM              432848109      990    90671 SH       DEFINED 01 03               0    90671        0
HILTON HOTELS                  COM              432848109       29     2656 SH       DEFINED 01 05               0     2656        0
HINDUSTAN LEVER                COM              433099991     4159   896687 SH       DEFINED 01             896687        0        0
HINDUSTAN LEVER                COM              433099991      115    24879 SH       DEFINED 01 05               0    24879        0
HITE BREWERY (00140)           COM              433567997     3471    84750 SH       DEFINED 01              84750        0        0
HITE BREWERY (00140)           COM              433567997       94     2300 SH       DEFINED 01 05               0     2300        0
HIT ENTERTAINMENT PLC          COM              433571999       70    13200 SH       DEFINED 01              13200        0        0
HITACHI                        COM              433578101    11859  1619000 SH       DEFINED 01            1619000        0        0
HITACHI                        COM              433578101     5864   800600 SH       DEFINED 01 03               0   800600        0
HITACHI                        COM              433578101    13983  1909000 SH       DEFINED 01 05               0  1909000        0
HISPANIC BROADCASTING          COM              43357B104       92     3622 SH       DEFINED 01               3622        0        0
HITACHI MAXELL                 COM              433599990       12     1000 SH       DEFINED 01               1000        0        0
HK EXCHANGES & CLEAR (0388)    COM              434150991       61    40000 SH       DEFINED 01              40000        0        0
GEORG FISCHE                   COM              4341783          2       10 SH       DEFINED 01 10              10        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    12808   179441 SH       DEFINED 01             179441        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    17593   246488 SH       DEFINED 01 05               0   246488        0
HOKUTO CORPORATION             COM              434900999      152     4400 SH       DEFINED 01               4400        0        0
HOLLINGER INTL INC             COM              435569108        7      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        6      400 SH       DEFINED 01 02               0      400        0
HOLLYWOOD ENTERTAINMENT        COM              436141105      431    30150 SH       DEFINED 01              30150        0        0
HOLMES PLACE                   COM              436269997      158    50000 SH       DEFINED 01              50000        0        0
HOLMEN CL B                    COM              436435994      200     8800 SH       DEFINED 01               8800        0        0
HOLOGIC                        COM              436440101      498    53611 SH       DEFINED 01              53611        0        0
HOME DEPOT                     COM              437076102   629356 12337889 SH       DEFINED 01           12337889        0        0
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HOME DEPOT                     COM              437076102   200033  3921441 SH       DEFINED 01 05               0  3921441        0
HOME DEPOT                     COM              437076102    22128   433800 SH       DEFINED 11 12 13            0   433800        0
HOME DEPOT                     COM              437076102     2816    55200 SH       DEFINED 12 12               0    55200        0
HOME DEPOT INC                 COM              437076102    28948   567500 SH       DEFINED 01                  0   567500        0
HOME DEPOT INC                 COM              437076102   102792  2015167 SH       DEFINED 01 02               0  2015167        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
HOMESTORE.COM                  COM              437852106        4     1054 SH       DEFINED 01               1054        0        0
PUBLICIS GROUPE SA             COM              4380429          9      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102      133    13308 SH       DEFINED 01 05               0    13308        0
HON INDUSTRIES                 COM              438092108       57     2052 SH       DEFINED 01               2052        0        0
HONDA MOTOR                    COM              438120990    16654   417323 SH       DEFINED 01             417323        0        0
HONDA MOTOR                    COM              438120990    15547   389600 SH       DEFINED 01 05               0   389600        0
HONEYWELL INTL                 COM              438516106    35386  1046294 SH       DEFINED 01            1046294        0        0
HONEYWELL INTL                 COM              438516106     7537   222857 SH       DEFINED 01 03               0   222857        0
HONEYWELL INTL                 COM              438516106     1661    49112 SH       DEFINED 01 05               0    49112        0
HONEYWELL INTL INC             COM              438516106      646    19100 SH       DEFINED 01 02               0    19100        0
HON HAI PRECISION INDS         COM              438800997     4173   912656 SH       DEFINED 01             912656        0        0
HOOPER HOLMES INC              COM              439104100     1706   190684 SH       DEFINED 01             190684        0        0
HORACE MANN EDUCATOR           COM              440327104       33     1549 SH       DEFINED 01               1549        0        0
HORIZON OFFSHORE INC           COM              44043J105        2      220 SH       DEFINED 01 02               0      220        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118     1065    26625 SH       DEFINED 01              26625        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      213     5325 SH       DEFINED 01 05               0     5325        0
HORMEL                         COM              440452100      114     4241 SH       DEFINED 01               4241        0        0
HOSIERY CORP "A" WTS           COM              441016102        1    10000 SH       DEFINED 01              10000        0        0
HOSPITALITY PROP               COM              44106M102       53     1807 SH       DEFINED 01               1807        0        0
HOST MARRIOTT                  COM              44107P104        6      612 SH       DEFINED 01                612        0        0
HOT TOPIC                      COM              441339108     4591   146255 SH       DEFINED 01             146255        0        0
HOT TOPIC                      COM              441339108        2       70 SH       DEFINED 01 02               0       70        0
HOT TOPIC                      COM              441339108      141     4500 SH       DEFINED 01 05               0     4500        0
HOTJOBS COM INC                COM              441474103        1       75 SH       DEFINED 01                 75        0        0
HOUSEHOLD INTL                 COM              441815107    26169   451655 SH       DEFINED 01             451655        0        0
HOUSEHOLD INTL                 COM              441815107     7838   135278 SH       DEFINED 01 03               0   135278        0
HOUSEHOLD INTL                 COM              441815107      707    12192 SH       DEFINED 01 05               0    12192        0
COCA-COLA HELLENIC BOT.        COM              4420723          6      420 SH       DEFINED 01 10             420        0        0
HOUSTON EXPLOR                 COM              442120101        3       98 SH       DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         35     2660 SH       DEFINED 01 10            2660        0        0
HOVNANIAN ENTERPRISE           COM              442487203     1447    68000 SH       DEFINED 01              68000        0        0
HOVNANIAN ENTERPRISE           COM              442487203        4      170 SH       DEFINED 01 02               0      170        0
HOVNANIAN ENTERPRISE           COM              442487203      132     6200 SH       DEFINED 01 05               0     6200        0
INSTUMENTAR                    COM              4434166          4      100 SH       DEFINED 01 10             100        0        0
HUBBELL INC C/B                COM              443510201       56     1900 SH       DEFINED 01               1900        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     3920   136572 SH       DEFINED 01             136572        0        0
HUFFY CORP                     COM              444356109      196    30610 SH       DEFINED 01              30610        0        0
HUGHES SUPPLY                  COM              444482103     2158    69908 SH       DEFINED 01              69908        0        0
HUGO BOSS PFD                  PRF              444600993      190     9100 SH       DEFINED 01               9100        0        0
HUMANA                         COM              444859102       40     3389 SH       DEFINED 01               3389        0        0
HUMANA                         COM              444859102      488    41419 SH       DEFINED 01 03               0    41419        0
HUMANA                         COM              444859102       14     1213 SH       DEFINED 01 05               0     1213        0
HUMAN GENOME SCIENCES          COM              444903108      113     3330 SH       DEFINED 01               3330        0        0
IRISH LIFE &                   COM              4455253          7      684 SH       DEFINED 01 10             684        0        0
HUNT (J.B) TRANSPORT SERVICES  COM              445658107     2162    93187 SH       DEFINED 01              93187        0        0
HUNT (J.B) TRANSPORT SERVICES  COM              445658107       95     4100 SH       DEFINED 01 05               0     4100        0
J.B. HUNT TRANSPORT            COM              445658107        3      130 SH       DEFINED 01 02               0      130        0
HUNTER DOUGLAS NV              COM              445666993      142     5300 SH       DEFINED 01               5300        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       86     5004 SH       DEFINED 01               5004        0        0
HUNTINGTON BANCSHARES          COM              446150104     1060    61674 SH       DEFINED 01 03               0    61674        0
HUNTINGTON BANCSHARES          COM              446150104       31     1807 SH       DEFINED 01 05               0     1807        0
JERONIMO MAR                   COM              4477235          2      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECH                COM              448407106     1725    74285 SH       DEFINED 01              74285        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUT NEW             COM              448924100       85     2522 SH       DEFINED 01               2522        0        0
IDT CORP                       COM              448947101        2       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     1920    96681 SH       DEFINED 01              96681        0        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
HYUNDAI MOTOR C                COM              449181999       67     3292 SH       DEFINED 01               3292        0        0
ICOS                           COM              449295104    19706   343060 SH       DEFINED 01             343060        0        0
ICOS                           COM              449295104    25618   446000 SH       DEFINED 01 05               0   446000        0
ICOS CORP                      COM              449295104      201     3500 SH       DEFINED 01 02               0     3500        0
IDEC PHARM                     COM              449370105   126506  1835302 SH       DEFINED 01 02               0  1835302        0
IDEC PHARMACEUTICALS           COM              449370105   128709  1867250 SH       DEFINED 01            1867250        0        0
IDEC PHARMACEUTICALS           COM              449370105     6038    87600 SH       DEFINED 01 03               0    87600        0
IDEC PHARMACEUTICALS           COM              449370105    43216   626953 SH       DEFINED 01 05               0   626953        0
IDX SYSTEMS                    COM              449491109        2      120 SH       DEFINED 01                120        0        0
IGEN INC                       COM              449536101        3       77 SH       DEFINED 01                 77        0        0
IHOP CORP NEW                  COM              449623107     1788    61019 SH       DEFINED 01              61019        0        0
IMC GLOBAL INC                 COM              449669100       47     3634 SH       DEFINED 01               3634        0        0
IMC GLOBAL INC                 COM              449669100     5655   435000 SH       DEFINED 01 05               0   435000        0
IMCO RECYCLING INC             COM              449681105      311    43500 SH       DEFINED 01              43500        0        0
I-MANY                         COM              44973Q103     1346   139500 SH       DEFINED 01             139500        0        0
I-MAY INC                      COM              44973Q103        3      270 SH       DEFINED 01 02               0      270        0
KBC                            COM              4497749         22      648 SH       DEFINED 01 10             648        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      370    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115       79     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH                     COM              449934108      113     5828 SH       DEFINED 01               5828        0        0
IMS HEALTH                     COM              449934108     1416    72556 SH       DEFINED 01 03               0    72556        0
IMS HEALTH                     COM              449934108       41     2126 SH       DEFINED 01 05               0     2126        0
IMS HEALTH INC                 COM              449934108      195    10000 SH       DEFINED 01                  0    10000        0
LAFARGE                        COM              4502706         34      368 SH       DEFINED 01 10             368        0        0
ITC DELTACOM INC               COM              45031T104        0      296 SH       DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        5      185 SH       DEFINED 01                185        0        0
ITC GDR                        COM              45031U994     2879   205130 SH       DEFINED 01             205130        0        0
ITC GDR                        COM              45031U994       78     5527 SH       DEFINED 01 05               0     5527        0
ITT EDUCATIONAL SVCS           COM              45068B109     4383   118868 SH       DEFINED 01             118868        0        0
ITT EDUCATIONAL SVCS           COM              45068B109        4      120 SH       DEFINED 01 02               0      120        0
ITT EDUCATIONAL SVCS           COM              45068B109      166     4500 SH       DEFINED 01 05               0     4500        0
ITXC CORP                      COM              45069F109      627    87100 SH       DEFINED 01              87100        0        0
ITXC CORP                      COM              45069F109        5      670 SH       DEFINED 01 02               0      670        0
ITXC CORP                      COM              45069F109       58     8100 SH       DEFINED 01 05               0     8100        0
IXIA                           COM              45071R109        3      195 SH       DEFINED 01                195        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
IBERDROLA                      COM              450740105      449    34500 SH       DEFINED 01              34500        0        0
ITT INDS                       COM              450911102     1200    23761 SH       DEFINED 01              23761        0        0
ITT INDS                       COM              450911102     1096    21704 SH       DEFINED 01 03               0    21704        0
ITT INDS                       COM              450911102       32      636 SH       DEFINED 01 05               0      636        0
IAM GOLD                       COM              450913108     1202   468000 SH       DEFINED 01             468000        0        0
ICON                           COM              45103T107     1729    58000 SH       DEFINED 01              58000        0        0
IDACORP INC                    COM              451107106     1551    38194 SH       DEFINED 01              38194        0        0
IDEX CORP                      COM              45167R104     3126    90583 SH       DEFINED 01              90583        0        0
IDEXX LABS INC                 COM              45168D104      513    18000 SH       DEFINED 01                  0    18000        0
IDEXX LABS INC                 COM              45168D104     2829    99216 SH       DEFINED 01              99216        0        0
IGATE CAPITAL CORPORATION      COM              45169U105        1      162 SH       DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101       10      860 SH       DEFINED 01 02               0      860        0
IKON OFFICE SOLUTIONS          COM              451713101     5501   470579 SH       DEFINED 01             470579        0        0
IKON OFFICE SOLUTIONS          COM              451713101      352    30100 SH       DEFINED 01 05               0    30100        0
ILEX ONCOLOGY                  COM              451923106     2247    83100 SH       DEFINED 01              83100        0        0
ILEX ONCOLOGY                  COM              451923106      141     5200 SH       DEFINED 01 05               0     5200        0
ILEX ONCOLOGY INC              COM              451923106        4      130 SH       DEFINED 01 02               0      130        0
KERRY GROUP                    COM              4519579          5      406 SH       DEFINED 01 10             406        0        0
ILLINOIS TOOL WORKS            COM              452308109    17404   257000 SH       DEFINED 01                  0   257000        0
ILLINOIS TOOL WORKS            COM              452308109   329010  4858398 SH       DEFINED 01            4858398        0        0
ILLINOIS TOOL WORKS            COM              452308109    47947   707984 SH       DEFINED 01 02               0   707984        0
ILLINOIS TOOL WORKS            COM              452308109     6688    98756 SH       DEFINED 01 03               0    98756        0
ILLINOIS TOOL WORKS            COM              452308109    75175  1110087 SH       DEFINED 01 05               0  1110087        0
ILLUMINA INC                   COM              452327109        2      128 SH       DEFINED 01                128        0        0
IMATION CORP                   COM              45245A107       24     1119 SH       DEFINED 01               1119        0        0
IMATION CORP                   COM              45245A107        4      180 SH       DEFINED 01 02               0      180        0
IMCLONE SYSTEMS                COM              45245W109       92     1981 SH       DEFINED 01               1981        0        0
IMANAGE                        COM              45245Y105     1092   138400 SH       DEFINED 01             138400        0        0
IMAGISTICS INTERNATIONAL INC   COM              45247T104     1156    93569 SH       DEFINED 01              93569        0        0
IMAGISTICS INTERNATIONAL INC   COM              45247T104       36     2919 SH       DEFINED 01 05               0     2919        0
WARTSILA OY                    COM              4525189          2      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        1       85 SH       DEFINED 01                 85        0        0
IMMUNEX                        COM              452528102    39721  1433455 SH       DEFINED 01            1433455        0        0
IMMUNEX                        COM              452528102     6978   251820 SH       DEFINED 01 03               0   251820        0
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IMMUNEX CORP                   COM              452528102     1624    58588 SH       DEFINED 01 02               0    58588        0
IMMUNOGEN INC                  COM              45253H101        3      200 SH       DEFINED 01 02               0      200        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     4079    86998 SH       DEFINED 01              86998        0        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991       66     1412 SH       DEFINED 01 05               0     1412        0
IMPATH                         COM              45255G101     3562    80022 SH       DEFINED 01              80022        0        0
IMPAX LABORATORIES INC         COM              45256B101      582    43300 SH       DEFINED 01              43300        0        0
IMMUNOMEDICS INC               COM              452907108        3      166 SH       DEFINED 01                166        0        0
IMPERIAL TOBACCO               COM              453141996     7046   534369 SH       DEFINED 01             534369        0        0
IMPERIAL TOBACCO               COM              453141996    10126   767930 SH       DEFINED 01 05               0   767930        0
INAMED CORP                    COM              453235103     1782    59269 SH       DEFINED 01              59269        0        0
INCEPTA GROUP                  COM              453250995       41    60000 SH       DEFINED 01              60000        0        0
INCO LIMITED                   COM              453258402       54     3201 SH       DEFINED 01               3201        0        0
INCO LIMITED                   COM              453258402      756    44653 SH       DEFINED 01 03               0    44653        0
INCO LIMITED                   COM              453258402       22     1308 SH       DEFINED 01 05               0     1308        0
INCYTE GENOMICS INC            COM              45337C102       45     2252 SH       DEFINED 01               2252        0        0
INCYTE GENOMICS INC            COM              45337C102        3      150 SH       DEFINED 01 02               0      150        0
INDEPENDENCE COMM BK           COM              453414104     1659    72868 SH       DEFINED 01              72868        0        0
INDEPENDENCE COMM BK           COM              453414104        5      220 SH       DEFINED 01 02               0      220        0
INDEPENDENCE COMM BK           COM              453414104      143     6300 SH       DEFINED 01 05               0     6300        0
INDEPENDENT BANK CO            COM              453836108      455    21150 SH       DEFINED 01              21150        0        0
INDEPENDENT BANK CO            COM              453836108       42     1950 SH       DEFINED 01 05               0     1950        0
INDEPENDENT BANK               COM              453838104     1653    59463 SH       DEFINED 01              59463        0        0
INDEPENDENT BANK               COM              453838104      152     5482 SH       DEFINED 01 05               0     5482        0
INDEPENDENT BK CO MI           COM              453838104        5      168 SH       DEFINED 01 02               0      168        0
INDEPENDENT NEWS               COM              453900995       93    50000 SH       DEFINED 01              50000        0        0
LAGARDERE SC                   COM              4547213         13      313 SH       DEFINED 01 10             313        0        0
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INNOGY HOLDINGS                COM              455000992    11401  4080039 SH       DEFINED 01 05               0  4080039        0
INDITEX SA                     COM              455366997     5037   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
INDUSTRIE NATUZZI ADR          COM              456478106      167    11400 SH       DEFINED 01              11400        0        0
INDYMAC BANCORP INC            COM              456607100       44     1901 SH       DEFINED 01               1901        0        0
INFINEON TECH AG               COM              456625995       35     1669 SH       DEFINED 01               1669        0        0
INET TECH                      COM              45662V105        2      169 SH       DEFINED 01                169        0        0
INFOCUS CORPORATION            COM              45665B106       31     1379 SH       DEFINED 01               1379        0        0
INFORMATICA CORP               COM              45666Q102        3      218 SH       DEFINED 01                218        0        0
INFONET SERVICES               COM              45666T106        2      722 SH       DEFINED 01                722        0        0
INFORMATION HLDS INC           COM              456727106     1816    64158 SH       DEFINED 01              64158        0        0
INFORTE CORP                   COM              45677R107      769    55000 SH       DEFINED 01              55000        0        0
INFORTE CORP                   COM              45677R107        2      130 SH       DEFINED 01 02               0      130        0
INFORTE CORP                   COM              45677R107       57     4100 SH       DEFINED 01 05               0     4100        0
INFOSPACE INC                  COM              45678T102     1838   896655 SH       DEFINED 01             896655        0        0
INFOSPACE INC                  COM              45678T102        4     2164 SH       DEFINED 01               2164        0        0
INGERSOLL-RAND                 COM              456866102    84854  2029496 SH       DEFINED 01            2029496        0        0
INGERSOLL-RAND                 COM              456866102     3233    77345 SH       DEFINED 01 03               0    77345        0
INGERSOLL-RAND                 COM              456866102     4478   107098 SH       DEFINED 01 05               0   107098        0
INGERSOLL-RAND CO              COM              456866102    14932   357068 SH       DEFINED 01 02               0   357068        0
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INFORMATION RESOURCE           COM              456905108        4      490 SH       DEFINED 01 02               0      490        0
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INGRAM MICRO                   COM              457153104        5      266 SH       DEFINED 01                266        0        0
INHALE THERAPEUTIC             COM              457191104        9      459 SH       DEFINED 01                459        0        0
INKTOMI CORP                   COM              457277101        4      538 SH       DEFINED 01                538        0        0
MEDIOBANCA S                   COM              4574813         20     1750 SH       DEFINED 01 10            1750        0        0
INPUT/OUTPUT INC               COM              457652105     1243   151342 SH       DEFINED 01             151342        0        0
INSIGHT ENTERPRISES            COM              45765U103     4092   166341 SH       DEFINED 01             166341        0        0
INSITUFORM TECHNOLOGIES CL A   COM              457667103     2000    78206 SH       DEFINED 01              78206        0        0
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INSIGHT COMMUNICATIONS         COM              45768V108     2688   111254 SH       DEFINED 01             111254        0        0
INSIGHT COMMUNICATIONS         COM              45768V108      162     6700 SH       DEFINED 01 05               0     6700        0
INRANGE TECHNOLOGIES           COM              45769V206        2      130 SH       DEFINED 01 02               0      130        0
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INRANGE TECHNOLOGIES CL B      COM              45769V206       74     6030 SH       DEFINED 01 05               0     6030        0
INSPIRE PHARMACEUTICALS        COM              457733103      211    15000 SH       DEFINED 01              15000        0        0
INSURANCE AUTO AUCTS           COM              457875102      519    35782 SH       DEFINED 01              35782        0        0
PROSIEBEN SAT.1 -- (DEM)       COM              4579131          2      357 SH       DEFINED 01 10             357        0        0
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INSWEB CORPORATION             COM              45809K202        0       17 SH       DEFINED 01                 17        0        0
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INTEGRATED ELECTRICAL SERVICES COM              45811E103       71    13900 SH       DEFINED 01 05               0    13900        0
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INTEGRATED CIRCUIT SYSTEMS     COM              45811K208       63     2800 SH       DEFINED 01 05               0     2800        0
INTERGRATED CIRCUT             COM              45811K208        3      130 SH       DEFINED 01 02               0      130        0
INTEL                          COM              458140100    18306   582068 SH       DEFINED 01                  0   582068        0
INTEL                          COM              458140100   834976 26549262 SH       DEFINED 01           26549262        0        0
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INTEL                          COM              458140100    56326  1790999 SH       DEFINED 01 03               0  1790999        0
INTEL                          COM              458140100   241713  7685628 SH       DEFINED 01 05               0  7685628        0
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INTEL CORP                     COM              458140100     3582   113900 SH       DEFINED 13 12               0   113900        0
INTEGRA BANK CORPORATION       COM              45814P105        2       78 SH       DEFINED 01                 78        0        0
VALORA HOLDI                   COM              4581619          1       10 SH       DEFINED 01 10              10        0        0
INTER-TEL                      COM              458372109     3402   176982 SH       DEFINED 01             176982        0        0
INTER-TEL                      COM              458372109        6      280 SH       DEFINED 01 02               0      280        0
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INTERACTIVE DATA               COM              45840J107        6      435 SH       DEFINED 01                435        0        0
INTERCEPT GROUP                COM              45845L107      270     6600 SH       DEFINED 01               6600        0        0
INTERFACE FLRNG SYS            COM              458665106      841   149865 SH       DEFINED 01             149865        0        0
INTERDIGITAL COMM CO           COM              45866A105        2      228 SH       DEFINED 01                228        0        0
INTERGRAPH                     COM              458683109      385    28000 SH       DEFINED 01              28000        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        4      142 SH       DEFINED 01 02               0      142        0
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INTERMEDIA COMMUNICATIONS PIK  PRF              458801404    18564    17850 SH       DEFINED 01 05               0    17850        0
INTERMET CORP                  COM              45881K104      251    74946 SH       DEFINED 01              74946        0        0
MICHELIN(CGD                   COM              4588364         10      300 SH       DEFINED 01 10             300        0        0
INTERMUNE INC                  COM              45884X103     2568    52133 SH       DEFINED 01              52133        0        0
INTERMUNE INC                  COM              45884X103        5      100 SH       DEFINED 01 02               0      100        0
INTERMUNE INC                  COM              45884X103      118     2400 SH       DEFINED 01 05               0     2400        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 01                  1        0        0
INTERNATIONAL BNCSHR           COM              459044103        3       68 SH       DEFINED 01                 68        0        0
IBM                            COM              459200101     5177    42800 SH       DEFINED 11 12               0    42800        0
IBM                            COM              459200101    46908   387800 SH       DEFINED 11 12 13            0   387800        0
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IMTECH NV                      COM              459370995      285    15250 SH       DEFINED 01              15250        0        0
INTL FLAVORS & FRAG            COM              459506101       55     1834 SH       DEFINED 01               1834        0        0
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DOUGLAS HLDG                   COM              4596680          3      110 SH       DEFINED 01 10             110        0        0
CONTINENTAL                    COM              4598589          4      300 SH       DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102     5905    86453 SH       DEFINED 01              86453        0        0
INTL GAME TECHNOLOGY           COM              459902102        7      110 SH       DEFINED 01 02               0      110        0
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INTL MULTIFOODS                COM              460043102     1328    55568 SH       DEFINED 01              55568        0        0
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iPIX                           COM              46059S101       94    44426 SH       DEFINED 01              44426        0        0
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INTERSIL                       COM              46069S109    23441   726830 SH       DEFINED 01             726830        0        0
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INTERSTATE BAKERIES            COM              46072H108       40     1673 SH       DEFINED 01               1673        0        0
INTRAWEST                      COM              460915200      108     6200 SH       DEFINED 01               6200        0        0
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INTERTAN INC                   COM              461120107      167    13300 SH       DEFINED 01 05               0    13300        0
INTERTRUST TECH                COM              46113Q109        0      360 SH       DEFINED 01                360        0        0
INTERVOICE-BRITE               COM              461142101     2109   164748 SH       DEFINED 01             164748        0        0
INTERVOICE-BRITE               COM              461142101       61     4800 SH       DEFINED 01 05               0     4800        0
INTERVOICE-BRITE INC           COM              461142101        2      150 SH       DEFINED 01 02               0      150        0
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INTIMATE BRANDS                COM              461156101     3558   239433 SH       DEFINED 01             239433        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTRAWEST CORP                 COM              461190993      100     5800 SH       DEFINED 01               5800        0        0
INTUIT                         COM              461202103    28124   657702 SH       DEFINED 01             657702        0        0
INTUIT                         COM              461202103    77557  1813776 SH       DEFINED 01 02               0  1813776        0
INTUIT                         COM              461202103     5844   136667 SH       DEFINED 01 03               0   136667        0
INTUIT                         COM              461202103    27498   643097 SH       DEFINED 01 05               0   643097        0
INVACARE CORP                  COM              461203101     3057    90681 SH       DEFINED 01              90681        0        0
UNAXIS HOLDING                 COM              4612757          3       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105     4626   118390 SH       DEFINED 01             118390        0        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105      305     7800 SH       DEFINED 01 03               0     7800        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105      117     3000 SH       DEFINED 01 05               0     3000        0
INVESTORS GROUP INC            COM              46152H994      171    10700 SH       DEFINED 01              10700        0        0
DEUTSCHE POST AG               COM              4617859          7      506 SH       DEFINED 01 10             506        0        0
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INVITROGEN                     COM              46185R100     4509    72800 SH       DEFINED 01 03               0    72800        0
INVITROGEN                     COM              46185R100    46231   746506 SH       DEFINED 01 05               0   746506        0
INVITROGEN CORP                COM              46185R100    78100  1261124 SH       DEFINED 01 02               0  1261124        0
INVESTORS FINANCIAL SERVICES   COM              461915100    11460   173076 SH       DEFINED 01             173076        0        0
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INVESTORS FINANCIAL SERVICES   COM              461915100      166     2507 SH       DEFINED 01 05               0     2507        0
INVESTORS FINL SERV            COM              461915100    26986   407580 SH       DEFINED 01 02               0   407580        0
IOMEGA CORP                    COM              462030305        2      203 SH       DEFINED 01                203        0        0
IONA TECHNOLOGIES ADR          COM              46206P109      914    45000 SH       DEFINED 01              45000        0        0
IONICS                         COM              462218108     1549    51572 SH       DEFINED 01              51572        0        0
NATL BANK OF GREECE            COM              4625959         20      820 SH       DEFINED 01 10             820        0        0
IRISH LIFE & PERMANENT PLC     COM              462600990       77     7500 SH       DEFINED 01               7500        0        0
IRISH LIFE & PERMANENT         COM              462603994      244    24000 SH       DEFINED 01              24000        0        0
IRON MOUNTAIN                  COM              462846106       10      225 SH       DEFINED 01                225        0        0
IRON MOUNTAIN INC              COM              462846106      482    11000 SH       DEFINED 01                  0    11000        0
TELEKOM AUSTRIA AG             COM              4635088          3      366 SH       DEFINED 01 10             366        0        0
IRWIN FINANCIAL                COM              464119106     1507    88609 SH       DEFINED 01              88609        0        0
IRWIN FINANCIAL                COM              464119106      104     6094 SH       DEFINED 01 05               0     6094        0
IRWIN FINANCIAL CORP           COM              464119106        4      210 SH       DEFINED 01 02               0      210        0
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ISHARES MSCI SINGAPO           COM              464286673        2      302 SH       DEFINED 01 02               0      302        0
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ISHARES MSCI HONG KG           COM              464286871        3      307 SH       DEFINED 01 02               0      307        0
MSCI EAFE I-SHARES             COM              464287465     7877    66000 SH       DEFINED 01              66000        0        0
GS SEMICON INDEX FD            COM              464287523        3       39 SH       DEFINED 01 02               0       39        0
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ISHARES TRUST-S&P400           COM              464287606       20      179 SH       DEFINED 01 02               0      179        0
ISHARES TRUST-S&P              COM              464287861       74     1253 SH       DEFINED 01 02               0     1253        0
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ISIS PHAMACEUTICALS            COM              464330109        4      180 SH       DEFINED 01 02               0      180        0
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NORSK HYDRO                    COM              4645805         32      757 SH       DEFINED 01 10             757        0        0
OMV AG                         COM              4651459          5       60 SH       DEFINED 01 10              60        0        0
ISS A/S                        COM              465199990     4444    90278 SH       DEFINED 01 03               0    90278        0
ITRON INC                      COM              465741106     1422    46935 SH       DEFINED 01              46935        0        0
I2 TECHNOLOGIES                COM              465754109       95    11972 SH       DEFINED 01              11972        0        0
IVAX                           COM              465823102     2115   105000 SH       DEFINED 01                  0   105000        0
IVAX                           COM              465823102      868    43120 SH       DEFINED 01              43120        0        0
NOVOZYMES                      COM              4658535          4      175 SH       DEFINED 01 10             175        0        0
IVEX PACKAGING                 COM              465855104     1722    90650 SH       DEFINED 01              90650        0        0
IVEX PACKAGING                 COM              465855104      166     8750 SH       DEFINED 01 05               0     8750        0
IVEX PACKAGING CORP            COM              465855104        6      290 SH       DEFINED 01 02               0      290        0
JAAKKO POYRY GROUP             COM              465910990       36     2500 SH       DEFINED 01               2500        0        0
JDN REALTY                     COM              465917102    12331  1000106 SH       DEFINED 01            1000106        0        0
JDN REALTY                     COM              465917102      997    80872 SH       DEFINED 01 05               0    80872        0
IXYS CORP                      COM              46600W106      826   102000 SH       DEFINED 01             102000        0        0
IXYS CORP                      COM              46600W106        1      170 SH       DEFINED 01 02               0      170        0
IXYS CORP                      COM              46600W106       63     7800 SH       DEFINED 01 05               0     7800        0
J & J SNACK FOODS CO           COM              466032109      620    25364 SH       DEFINED 01              25364        0        0
JDS UNIPHASE CORP              COM              46612J101      419    48000 SH       DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101     1030   117967 SH       DEFINED 01             117967        0        0
JDS UNIPHASE CORP              COM              46612J101    10415  1193817 SH       DEFINED 01 02               0  1193817        0
JDS UNIPHASE CORP              COM              46612J101     2878   329680 SH       DEFINED 01 03               0   329680        0
JDS UNIPHASE CORP              COM              46612J101     5976   684550 SH       DEFINED 01 05               0   684550        0
JDA SOFTWARE GROUP I           COM              46612K108     1743    78000 SH       DEFINED 01              78000        0        0
JDA SOFTWARE GROUP I           COM              46612K108        5      210 SH       DEFINED 01 02               0      210        0
JDA SOFTWARE GROUP I           COM              46612K108       96     4300 SH       DEFINED 01 05               0     4300        0
OEST                           COM              4661607          8      110 SH       DEFINED 01 10             110        0        0
J. JILL GROUP                  COM              466189107      708    32900 SH       DEFINED 01              32900        0        0
JLG INDUSTRIES       JLG INDUS COM              466210101     1373   128904 SH       DEFINED 01             128904        0        0
JNI CORP                       COM              46622G105     1106   133168 SH       DEFINED 01             133168        0        0
JNI CORP                       COM              46622G105        1      180 SH       DEFINED 01 02               0      180        0
JNI CORP                       COM              46622G105       77     9300 SH       DEFINED 01 05               0     9300        0
J P MORGAN CHASE               COM              46625H100      742    20400 SH       DEFINED 01 02               0    20400        0
J.P. MORGAN CHASE              COM              46625H100    48451  1332927 SH       DEFINED 01            1332927        0        0
J.P. MORGAN CHASE              COM              46625H100    19030   523515 SH       DEFINED 01 03               0   523515        0
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JABIL CIRCUIT                  COM              466313103     1100    48404 SH       DEFINED 01 03               0    48404        0
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JABIL CIRCUT                   COM              466313103      591    26000 SH       DEFINED 01                  0    26000        0
JACK IN THE BOX INC            COM              466367109     3198   116126 SH       DEFINED 01             116126        0        0
OUTOKUMPU OY                   COM              4665148          5      500 SH       DEFINED 01 10             500        0        0
PERNOD-RICAR                   COM              4682329         10      125 SH       DEFINED 01 10             125        0        0
PIRELLI SPA                    COM              4689900          9     5000 SH       DEFINED 01 10            5000        0        0
ASCOM HOLDIN                   COM              4697378          1       56 SH       DEFINED 01 10              56        0        0
JACOBS ENGINEERING GROUP       COM              469814107      358     5422 SH       DEFINED 01               5422        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC                  COM              47012E106     3015   159112 SH       DEFINED 01             159112        0        0
JAKKS PACIFIC                  COM              47012E106      122     6460 SH       DEFINED 01 05               0     6460        0
JAKKS PACIFIC INC              COM              47012E106        3      140 SH       DEFINED 01 02               0      140        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
JARDINE LLOYD THOMPSON         COM              471110999      107    12000 SH       DEFINED 01              12000        0        0
RENAULT                        COM              4712798          6      166 SH       DEFINED 01 10             166        0        0
KUOMI REISEN NAMEN B           COM              4714750          4       16 SH       DEFINED 01 10              16        0        0
RAS                            COM              4718246         21     1800 SH       DEFINED 01 10            1800        0        0
JCG HOLDINGS LTD               COM              472168996       65   104000 SH       DEFINED 01             104000        0        0
JEFFERIES GROUP                COM              472319102     5535   130809 SH       DEFINED 01             130809        0        0
JEFFERIES GROUP                COM              472319102      241     5700 SH       DEFINED 01 05               0     5700        0
JEFFERIES GROUP -NEW           COM              472319102        6      150 SH       DEFINED 01 02               0      150        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          5     1186 SH       DEFINED 01 10            1186        0        0
AVENTIS                        COM              4736817        153     2153 SH       DEFINED 01 10            2153        0        0
RINASCENTE(L                   COM              4740034          3     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    21654   467973 SH       DEFINED 01             467973        0        0
JEFFERSON-PILOT                COM              475070108     1709    36939 SH       DEFINED 01 03               0    36939        0
JEFFERSON-PILOT                COM              475070108     1791    38710 SH       DEFINED 01 05               0    38710        0
INTERBREW +                    COM              4755317         11      397 SH       DEFINED 01 10             397        0        0
JENOPTIK AG                    COM              476199997      146     7800 SH       DEFINED 01               7800        0        0
SKF AB                         COM              4767066          2      100 SH       DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          2      100 SH       DEFINED 01 10             100        0        0
CIE DE ST-GO                   COM              4768371         37      242 SH       DEFINED 01 10             242        0        0
RWE AG                         COM              4768962         53     1401 SH       DEFINED 01 10            1401        0        0
RWE AG                         COM              4769147          6      200 SH       DEFINED 01 10             200        0        0
JIANGSU EXP CO LTD H           COM              477311997       29   130000 SH       DEFINED 01             130000        0        0
JO-ANN STORES CL A   JAS.A     COM              47758P109      389    54346 SH       DEFINED 01              54346        0        0
JOHN NUVEEN                    COM              478035108        6      121 SH       DEFINED 01                121        0        0
JOHNSON & JOHNSON              COM              478160104     5281    89360 SH       DEFINED 01                  0    89360        0
JOHNSON & JOHNSON              COM              478160104   588941  9965156 SH       DEFINED 01            9965156        0        0
JOHNSON & JOHNSON              COM              478160104    71364  1207518 SH       DEFINED 01 02               0  1207518        0
JOHNSON & JOHNSON              COM              478160104    48304   817327 SH       DEFINED 01 03               0   817327        0
JOHNSON & JOHNSON              COM              478160104   207056  3503484 SH       DEFINED 01 05               0  3503484        0
JOHNSON CONTROLS               COM              478366107     1350    16723 SH       DEFINED 01              16723        0        0
JOHNSON CONTROLS               COM              478366107     1730    21430 SH       DEFINED 01 03               0    21430        0
JOHNSON CONTROLS               COM              478366107       51      628 SH       DEFINED 01 05               0      628        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
JONES APPAREL GROUP            COM              480074103      978    29471 SH       DEFINED 01              29471        0        0
JONES APPAREL GROUP            COM              480074103     1022    30804 SH       DEFINED 01 03               0    30804        0
JONES APPAREL GROUP            COM              480074103       30      903 SH       DEFINED 01 05               0      903        0
JONES LANG LASALLE             COM              48020Q107     1438    79646 SH       DEFINED 01              79646        0        0
JONES LANG LASALLE             COM              48020Q107      126     7000 SH       DEFINED 01 05               0     7000        0
JOURNAL REGISTER               COM              481138105     3516   167147 SH       DEFINED 01             167147        0        0
JOURNAL REGISTER               COM              481138105      227    10800 SH       DEFINED 01 05               0    10800        0
JOURNAL REGISTER CO            COM              481138105        6      300 SH       DEFINED 01 02               0      300        0
SKAND ENSKIL                   COM              4813345         16     1720 SH       DEFINED 01 10            1720        0        0
JULIUS BAER HOLDING LTD        COM              481600997      118      351 SH       DEFINED 01                351        0        0
SMURFIT(JEFF                   COM              4816151          6     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                        COM              48203R104      102     5400 SH       DEFINED 01 02               0     5400        0
JUNIPER NETWORKS               COM              48203R104     9405   496304 SH       DEFINED 01             496304        0        0
JUNIPER NETWORKS               COM              48203R104    12048   635800 SH       DEFINED 01 05               0   635800        0
JUPITER MEDIA METRIX INC       COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
SOLVAY SA                      COM              4821100         12      200 SH       DEFINED 01 10             200        0        0
SGS SOCIETE GENERALE           COM              4824778          2       10 SH       DEFINED 01 10              10        0        0
KLA-TENCOR                     COM              482480100    21321   430201 SH       DEFINED 01             430201        0        0
KLA-TENCOR                     COM              482480100     3425    69099 SH       DEFINED 01 03               0    69099        0
KLA-TENCOR                     COM              482480100     6965   140532 SH       DEFINED 01 05               0   140532        0
KLA-TENCOR CORP                COM              482480100      139     2800 SH       DEFINED 01 02               0     2800        0
K-MART CORPORATION             COM              482584109       54     9834 SH       DEFINED 01               9834        0        0
K-MART CORPORATION             COM              482584109      668   122373 SH       DEFINED 01 03               0   122373        0
K-MART CORPORATION             COM              482584109       20     3585 SH       DEFINED 01 05               0     3585        0
KPMG CONSULTING INC            COM              48265R109        6      335 SH       DEFINED 01                335        0        0
K-SWISS                        COM              482686102      906    27257 SH       DEFINED 01              27257        0        0
K2 INC                         COM              482732104      381    52901 SH       DEFINED 01              52901        0        0
KADANT INC                     COM              48282T104        0       25 SH       DEFINED 01                 25        0        0
KABA HOLDING AG-REG B          COM              482999992      175      710 SH       DEFINED 01                710        0        0
KAISER ALUMINUM CORP           COM              483007100        0      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         23      468 SH       DEFINED 01 10             468        0        0
VIVENDI                        COM              4834777        154     2820 SH       DEFINED 01 10            2820        0        0
KAMAN CORP                     COM              483548103     1029    65957 SH       DEFINED 01              65957        0        0
KANA SOFTWARE INC              COM              483600300        1       60 SH       DEFINED 01                 60        0        0
SCHERING AG                    COM              4845757         32      600 SH       DEFINED 01 10             600        0        0
SAP AG                         COM              4846288        109      835 SH       DEFINED 01 10             835        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH       DEFINED 01 10             200        0        0
KANSAS CITY SO                 COM              485170302        7      520 SH       DEFINED 01 02               0      520        0
KANSAS CITY SOUTHERN INDS      COM              485170302     2464   174371 SH       DEFINED 01             174371        0        0
STOREBRAND A                   COM              4852832          3      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          2       10 SH       DEFINED 01 10              10        0        0
KAO                            COM              485570998    14813   712482 SH       DEFINED 01             712482        0        0
KAO                            COM              485570998     3410   164000 SH       DEFINED 01 03               0   164000        0
KAO                            COM              485570998    13661   657000 SH       DEFINED 01 05               0   657000        0
KARSTADT                       COM              485700991       76     1940 SH       DEFINED 01               1940        0        0
KAWASUMI LABS INC              COM              486524994      139    14000 SH       DEFINED 01              14000        0        0
SVENSKA CELL                   COM              4865379         14      500 SH       DEFINED 01 10             500        0        0
KAYDON CORP                    COM              486587108       22      944 SH       DEFINED 01                944        0        0
KCI KONECRANES INTERNATIONAL   COM              486663990      118     4650 SH       DEFINED 01               4650        0        0
KEANE INC                      COM              486665102       47     2621 SH       DEFINED 01               2621        0        0
KEANE INC                      COM              486665102     3967   220000 SH       DEFINED 01 05               0   220000        0
KB HOME                        COM              48666K109       47     1163 SH       DEFINED 01               1163        0        0
KB HOME                        COM              48666K109        7      180 SH       DEFINED 01 02               0      180        0
KB HOME                        COM              48666K109      495    12355 SH       DEFINED 01 03               0    12355        0
KB HOME                        COM              48666K109       15      362 SH       DEFINED 01 05               0      362        0
TECHNIP                        COM              4874160          5       34 SH       DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104      786    46533 SH       DEFINED 01              46533        0        0
T.I.M.SPA                      COM              4876746        112    20000 SH       DEFINED 01 10           20000        0        0
KELLOGG                        COM              487836108     9506   315802 SH       DEFINED 01             315802        0        0
KELLOGG                        COM              487836108     3341   110999 SH       DEFINED 01 03               0   110999        0
KELLOGG                        COM              487836108      231     7682 SH       DEFINED 01 05               0     7682        0
KELLWOOD                       COM              488044108    24902  1037153 SH       DEFINED 01            1037153        0        0
KELLWOOD                       COM              488044108     1886    78561 SH       DEFINED 01 05               0    78561        0
KELLY SERVICES                 COM              488152208       25     1108 SH       DEFINED 01               1108        0        0
KEMET                          COM              488360108     4934   277960 SH       DEFINED 01             277960        0        0
KEMET                          COM              488360108      458    25800 SH       DEFINED 01 05               0    25800        0
ITALGAS(SOC                    COM              4884073          9     1000 SH       DEFINED 01 10            1000        0        0
KENNAMETAL                     COM              489170100     2161    53665 SH       DEFINED 01              53665        0        0
KENNAMETAL                     COM              489170100      189     4700 SH       DEFINED 01 05               0     4700        0
KENNAMETAL INC                 COM              489170100        7      180 SH       DEFINED 01 02               0      180        0
USINOR                         COM              4894544          7      528 SH       DEFINED 01 10             528        0        0
TRELLEBORG SER B               COM              4902384          2      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        276     1931 SH       DEFINED 01 10            1931        0        0
UNION FENOSA                   COM              4913223         12      717 SH       DEFINED 01 10             717        0        0
KEPPEL LAND LIMITED            COM              492077995     2648  2843000 SH       DEFINED 01            2843000        0        0
KEPPEL LAND LIMITED            COM              492077995       71    76000 SH       DEFINED 01 05               0    76000        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR-MCGEE                     COM              492386107    72379  1320789 SH       DEFINED 01            1320789        0        0
KERR-MCGEE                     COM              492386107     1490    27198 SH       DEFINED 01 03               0    27198        0
KERR-MCGEE                     COM              492386107    47043   858441 SH       DEFINED 01 05               0   858441        0
KEY ENERGY SERVICES            COM              492914106     2536   275646 SH       DEFINED 01             275646        0        0
KEY ENERGY SERVICES            COM              492914106        4      400 SH       DEFINED 01 02               0      400        0
KEY ENERGY SERVICES            COM              492914106      240    26040 SH       DEFINED 01 05               0    26040        0
KEY PRODUCTION CO              COM              493138101      701    41219 SH       DEFINED 01              41219        0        0
KEY PRODUCTION CO              COM              493138101        3      150 SH       DEFINED 01 02               0      150        0
KEYCORP                        COM              493267108      203     8361 SH       DEFINED 01               8361        0        0
KEYCORP                        COM              493267108     2531   103971 SH       DEFINED 01 03               0   103971        0
KEYCORP                        COM              493267108       74     3045 SH       DEFINED 01 05               0     3045        0
KEY3MEDIA GROUP                COM              49326R104        3      581 SH       DEFINED 01                581        0        0
KEYNOTE SYSTEMS INC            COM              493308100        1       55 SH       DEFINED 01                 55        0        0
KEYSPAN CORP                   COM              49337W100    60313  1740643 SH       DEFINED 01            1740643        0        0
KEYSPAN CORP                   COM              49337W100     1183    34149 SH       DEFINED 01 03               0    34149        0
KEYSPAN CORP                   COM              49337W100       35     1001 SH       DEFINED 01 05               0     1001        0
VALEO                          COM              4937579          7      180 SH       DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          5      300 SH       DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         12      700 SH       DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          1     1594 SH       DEFINED 01 10            1594        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH       DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108     2130    81055 SH       DEFINED 01              81055        0        0
E.ON AG                        COM              4942904        109     2100 SH       DEFINED 01 10            2100        0        0
KIMBERLY CLARK                 COM              494368103     5262    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103       32      535 SH       DEFINED 01 02               0      535        0
KIMBERLY-CLARK                 COM              494368103    10426   174345 SH       DEFINED 01             174345        0        0
KIMBERLY-CLARK                 COM              494368103     8398   140436 SH       DEFINED 01 03               0   140436        0
KIMBERLY-CLARK                 COM              494368103      495     8277 SH       DEFINED 01 05               0     8277        0
PECHINEY                       COM              4943792          9      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        7      228 SH       DEFINED 01                228        0        0
KINDER MORGAN                  COM              49455P101    27801   499212 SH       DEFINED 01             499212        0        0
KINDER MORGAN                  COM              49455P101     1710    30707 SH       DEFINED 01 03               0    30707        0
KINDER MORGAN                  COM              49455P101      131     2350 SH       DEFINED 01 05               0     2350        0
KINDRED HEALTHCARE             COM              494580103        6      124 SH       DEFINED 01                124        0        0
KINGFISHER ORD                 COM              495286999       56     9575 SH       DEFINED 01               9575        0        0
KING PHARMACEUTICALS           COM              495582108     2448    58115 SH       DEFINED 01              58115        0        0
KING PHARMACEUTICALS           COM              495582108     2541    60309 SH       DEFINED 01 03               0    60309        0
KING PHARMACEUTICALS           COM              495582108       74     1767 SH       DEFINED 01 05               0     1767        0
KINGSGATE CONSOLIDATED         COM              496500992      967  1500000 SH       DEFINED 01            1500000        0        0
KINROSS GOLD                   COM              496902107      745  1000000 SH       DEFINED 01            1000000        0        0
VNU-VER NED UITGEV             COM              4970950         10      315 SH       DEFINED 01 10             315        0        0
KIRBY CORP                     COM              497266106     4153   150746 SH       DEFINED 01             150746        0        0
KIRBY CORP                     COM              497266106        6      200 SH       DEFINED 01 02               0      200        0
KIRBY CORP                     COM              497266106      141     5100 SH       DEFINED 01 05               0     5100        0
KNIGHT-RIDDER                  COM              499040103    32897   506658 SH       DEFINED 01             506658        0        0
KNIGHT-RIDDER                  COM              499040103     1341    20647 SH       DEFINED 01 03               0    20647        0
KNIGHT-RIDDER                  COM              499040103     2693    41476 SH       DEFINED 01 05               0    41476        0
KNIGHT TRADING GROUP INC       COM              499063105        6      551 SH       DEFINED 01                551        0        0
KNIGHT TRANSPORTATION          COM              499064103      259    13800 SH       DEFINED 01              13800        0        0
ZODIAC                         COM              4994693          2       11 SH       DEFINED 01 10              11        0        0
KOGER EQUITY                   COM              500228101      206    12631 SH       DEFINED 01              12631        0        0
KOHL'S                         COM              500255104   164343  2333102 SH       DEFINED 01            2333102        0        0
KOHL'S                         COM              500255104     5793    82240 SH       DEFINED 01 03               0    82240        0
KOHL'S                         COM              500255104    54341   771444 SH       DEFINED 01 05               0   771444        0
KOHLS CORP                     COM              500255104      391     5557 SH       DEFINED 01 02               0     5557        0
KONINKLIJKE KPN NA             COM              500468996     8089  1591020 SH       DEFINED 01            1591020        0        0
KONINKLIJKE KPN NA             COM              500468996     2126   418216 SH       DEFINED 01 03               0   418216        0
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PHILIPS ELECTRON NYS           COM              500472303      181     6213 SH       DEFINED 01               6213        0        0
KONAMI CORP                    COM              500485990      148     5000 SH       DEFINED 01               5000        0        0
KOOKMIN BANK NEW               COM              500497995     7658   202004 SH       DEFINED 01             202004        0        0
KOOKMIN BANK NEW               COM              500497995      205     5406 SH       DEFINED 01 05               0     5406        0
KOPIN                          COM              500600101     2896   206819 SH       DEFINED 01             206819        0        0
KOREA ELEC POWER               COM              500610993       90     5419 SH       DEFINED 01               5419        0        0
KOREA TELECOM                  COM              500637996     2104    55320 SH       DEFINED 01              55320        0        0
KOREA TELECOM                  COM              500637996       55     1450 SH       DEFINED 01 05               0     1450        0
KORN FERRY INTL                COM              500643200       13     1184 SH       DEFINED 01               1184        0        0
KOREA TOBACCO & GIN 144A       COM              50064G102     2227   287357 SH       DEFINED 01             287357        0        0
KOREA TOBACCO & GIN 144A       COM              50064G102       95    12199 SH       DEFINED 01 05               0    12199        0
KOSAN BIOSCIENCED INC          COM              50064W107        6      703 SH       DEFINED 01                703        0        0
KRAFT FOODS CL A               COM              50075N104    51761  1521041 SH       DEFINED 01            1521041        0        0
KRAFT FOODS CL A               COM              50075N104    40857  1200608 SH       DEFINED 01 05               0  1200608        0
KRAFT FOODS INC                COM              50075N104    27006   793600 SH       DEFINED 11 12 13            0   793600        0
KRAFT FOODS INC                COM              50075N104     3110    91400 SH       DEFINED 12 12               0    91400        0
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KROGER                         COM              501044101    45829  2195920 SH       DEFINED 01            2195920        0        0
KROGER                         COM              501044101     6355   304527 SH       DEFINED 01 03               0   304527        0
KROGER                         COM              501044101      529    25333 SH       DEFINED 01 05               0    25333        0
KROGER CO.                     COM              501044101      334    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101    46992  2251451 SH       DEFINED 01 02               0  2251451        0
KROLL INC                      COM              501049100     1003    66401 SH       DEFINED 01              66401        0        0
KRONOS INC                     COM              501052104     5066   104716 SH       DEFINED 01             104716        0        0
KRONOS INC                     COM              501052104        4       80 SH       DEFINED 01 02               0       80        0
KRONOS INC                     COM              501052104      150     3100 SH       DEFINED 01 05               0     3100        0
KULICKE &SOFFA IND             COM              501242101     2482   144700 SH       DEFINED 01             144700        0        0
KUONI REISEN AG REG SHARES     COM              501255996       98      370 SH       DEFINED 01                370        0        0
KYUSHU ELECTRIC POWER          COM              501588990     1705   118400 SH       DEFINED 01 03               0   118400        0
LI & FUNG LTD-NEW              COM              501918999      162   144000 SH       DEFINED 01             144000        0        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
LSI LOGIC                      COM              502161102      817    51796 SH       DEFINED 01              51796        0        0
LSI LOGIC                      COM              502161102     1421    90072 SH       DEFINED 01 03               0    90072        0
LSI LOGIC                      COM              502161102       42     2639 SH       DEFINED 01 05               0     2639        0
LTX                            COM              502392103      759    36232 SH       DEFINED 01              36232        0        0
L-3 COMMUNICATIONS             COM              502424104     1170    13000 SH       DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS             COM              502424104     8497    94416 SH       DEFINED 01              94416        0        0
L-3 COMMUNICATIONS             COM              502424104      468     5200 SH       DEFINED 01 03               0     5200        0
L-3 COMMUNICATIONS             COM              502424104      180     2000 SH       DEFINED 01 05               0     2000        0
METRO AG                       COM              5041413         25      700 SH       DEFINED 01 10             700        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         27      800 SH       DEFINED 01 10             800        0        0
OTE (HELLENIC TLCM)            COM              5051605         19     1140 SH       DEFINED 01 10            1140        0        0
LA-Z-BOY CHAIR CO              COM              505336107     3915   179409 SH       DEFINED 01             179409        0        0
LABOR READY INC                COM              505401208      611   119481 SH       DEFINED 01             119481        0        0
LAB CORP OF AMERICA            COM              50540R409      477     5900 SH       DEFINED 01 02               0     5900        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    34779   430160 SH       DEFINED 01             430160        0        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    32793   405600 SH       DEFINED 01 05               0   405600        0
LABRANCHE & CO                 COM              505447102       65     1908 SH       DEFINED 01               1908        0        0
LACLEDE GROUP INC / THE        COM              505597104     1331    55670 SH       DEFINED 01              55670        0        0
LADENBURG THALMANN FINANCIAL   COM              50575Q102        0       47 SH       DEFINED 01                 47        0        0
LAFARGE                        COM              505861989     8233    88137 SH       DEFINED 01              88137        0        0
LAFARGE                        COM              505861989     4073    43611 SH       DEFINED 01 03               0    43611        0
LAFARGE                        COM              505861989    11138   119245 SH       DEFINED 01 05               0   119245        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         13      350 SH       DEFINED 01 10             350        0        0
BAYER AG                       COM              5069211         70     2200 SH       DEFINED 01 10            2200        0        0
STORA ENSO                     COM              5072673         12      925 SH       DEFINED 01 10             925        0        0
MEDIASET                       COM              5077946         22     3000 SH       DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         63     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          3      200 SH       DEFINED 01 10             200        0        0
HEIDELBERGER                   COM              5120679          5      100 SH       DEFINED 01 10             100        0        0
LAM RESEARCH                   COM              512807108    15369   661897 SH       DEFINED 01             661897        0        0
LAM RESEARCH                   COM              512807108    19618   844900 SH       DEFINED 01 05               0   844900        0
LAM RESEARCH CORP              COM              512807108      158     6800 SH       DEFINED 01 02               0     6800        0
LAMAR ADVERTISING              COM              512815101     1151    27186 SH       DEFINED 01              27186        0        0
FRESENIUS ME                   COM              5129074         11      179 SH       DEFINED 01 10             179        0        0
LANCASTER COLONY COR           COM              513847103       50     1416 SH       DEFINED 01               1416        0        0
LANCASTER COLONY COR           COM              513847103        5      150 SH       DEFINED 01 02               0      150        0
ALITALIA LINEE                 COM              5140343          4     4000 SH       DEFINED 01 10            4000        0        0
LANDAMERICA FINL               COM              514936103     1573    54794 SH       DEFINED 01              54794        0        0
LANDS END INC                  COM              515086106       50     1008 SH       DEFINED 01               1008        0        0
LANDRY'S RESTAURANTS           COM              51508L103        5      270 SH       DEFINED 01 02               0      270        0
LANDRY'S RESTAURANTS INC       COM              51508L103     2376   127395 SH       DEFINED 01             127395        0        0
LANDRY'S RESTAURANTS INC       COM              51508L103      110     5900 SH       DEFINED 01 05               0     5900        0
LANDSTAR SYSTEM                COM              515098101     5940    81923 SH       DEFINED 01              81923        0        0
LANDSTAR SYSTEM                COM              515098101      224     3091 SH       DEFINED 01 05               0     3091        0
LANDSTAR SYSTEM INC            COM              515098101        4       60 SH       DEFINED 01 02               0       60        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
LANTRONIX                      COM              516548104      966   152900 SH       DEFINED 01             152900        0        0
FRANCE TELEC                   COM              5176177         77     1918 SH       DEFINED 01 10            1918        0        0
LATITUDE COMMUNICATIONS        COM              518292107      212    80069 SH       DEFINED 01              80069        0        0
LATTICE GROUP                  COM              518411996      149    65700 SH       DEFINED 01              65700        0        0
LATTICE SEMICONDUCTR           COM              518415104       75     3660 SH       DEFINED 01               3660        0        0
ESTE  LAUDER                   COM              518439104        9      271 SH       DEFINED 01                271        0        0
CIAB SPECIALTY                 COM              5196744          6       98 SH       DEFINED 01 10              98        0        0
ROYAL DUTCH                    COM              5202704        325     6411 SH       DEFINED 01 10            6411        0        0
VEDIOR                         COM              5205361          3      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      739    28415 SH       DEFINED 01              28415        0        0
LAWSON SOFTWARE                COM              520780107     1323    84000 SH       DEFINED 01              84000        0        0
LAWSON SOFTWARE                COM              520780107     4223   268115 SH       DEFINED 01 05               0   268115        0
HAGEMEYER                      COM              5209073          5      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL             COM              521863100     4382   208945 SH       DEFINED 01             208945        0        0
LEAP WIRELESS INTL             COM              521863100      289    13761 SH       DEFINED 01 05               0    13761        0
LEAP WIRELESS INTL I           COM              521863100        5      250 SH       DEFINED 01 02               0      250        0
LEAR                           COM              521865105      994    26061 SH       DEFINED 01              26061        0        0
LEARNING TREE INTL             COM              522015106     2589    92766 SH       DEFINED 01              92766        0        0
LEARNING TREE INTL             COM              522015106      174     6234 SH       DEFINED 01 05               0     6234        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
ALLIANZ AG                     COM              5231485        153      645 SH       DEFINED 01 10             645        0        0
UPONOR OYJ                     COM              5232671          2      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES INC            COM              523768109       55     1532 SH       DEFINED 01               1532        0        0
LEE ENTERPRISES INC            COM              523768109        5      140 SH       DEFINED 01 02               0      140        0
LEGATO                         COM              524651106      285    22000 SH       DEFINED 01                  0    22000        0
LEGATO                         COM              524651106        2      160 SH       DEFINED 01 02               0      160        0
LEGATO SYSTEMS                 COM              524651106      765    58985 SH       DEFINED 01              58985        0        0
LEGATO SYSTEMS                 COM              524651106       67     5200 SH       DEFINED 01 05               0     5200        0
LEGGETT & PLATT                COM              524660107       90     3909 SH       DEFINED 01               3909        0        0
LEGGETT & PLATT                COM              524660107     1110    48241 SH       DEFINED 01 03               0    48241        0
LEGGETT & PLATT                COM              524660107    10382   451413 SH       DEFINED 01 05               0   451413        0
LEGG MASON                     COM              524901105    30092   602084 SH       DEFINED 01             602084        0        0
LEGG MASON                     COM              524901105     6285   125732 SH       DEFINED 01 03               0   125732        0
LEGG MASON                     COM              524901105      497     9937 SH       DEFINED 01 05               0     9937        0
LEGG MASON INC                 COM              524901105   151135  3023914 SH       DEFINED 01 02               0  3023914        0
LEHMAN BROS HOLDINGS           COM              524908100     2512    37600 SH       DEFINED 01 02               0    37600        0
LEHMAN BROTHERS HOLDINGS       COM              524908100   178072  2665751 SH       DEFINED 01            2665751        0        0
LEHMAN BROTHERS HOLDINGS       COM              524908100     8634   129259 SH       DEFINED 01 03               0   129259        0
LEHMAN BROTHERS HOLDINGS       COM              524908100     8411   125923 SH       DEFINED 01 05               0   125923        0
ABN-AMRO HLD                   COM              5250769         71     4422 SH       DEFINED 01 10            4422        0        0
AHOLD (KON)                    COM              5252602         66     2256 SH       DEFINED 01 10            2256        0        0
SAPA AB                        COM              5255850          1      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206          9     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          8     1000 SH       DEFINED 01 10            1000        0        0
LENNAR                         COM              526057104    11330   241986 SH       DEFINED 01             241986        0        0
LENNAR                         COM              526057104      599    12800 SH       DEFINED 01 03               0    12800        0
LENNAR                         COM              526057104      234     5000 SH       DEFINED 01 05               0     5000        0
LENNOX INTL                    COM              526107107     1619   166938 SH       DEFINED 01             166938        0        0
LENNOX INTL                    COM              526107107        5      560 SH       DEFINED 01 02               0      560        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                   COM              527288104     1960    67901 SH       DEFINED 01              67901        0        0
LUCADIA NATL                   COM              527288104      263     9100 SH       DEFINED 01 05               0     9100        0
LEVEL 3 COMM                   COM              52729N100        4      773 SH       DEFINED 01                773        0        0
DEUTSCHE                       COM              5287488         15     1100 SH       DEFINED 01 10            1100        0        0
LEXAR MEDIA INC                COM              52886P104        1      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS               COM              528872104      603    52313 SH       DEFINED 01              52313        0        0
LEXICON GENETICS               COM              528872104       23     2000 SH       DEFINED 01 05               0     2000        0
MUNCHENER                      COM              5294121        102      374 SH       DEFINED 01 10             374        0        0
TELECOM ITAL                   COM              5297313         11     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         94    11000 SH       DEFINED 01 10           11000        0        0
LEXMARK INTL CL A              COM              529771107     3880    65765 SH       DEFINED 01              65765        0        0
LEXMARK INTL CL A              COM              529771107     1883    31916 SH       DEFINED 01 03               0    31916        0
LEXMARK INTL CL A              COM              529771107       55      935 SH       DEFINED 01 05               0      935        0
LEXMARK INTL INC               COM              529771107     1180    20000 SH       DEFINED 01                  0    20000        0
LG HOUSEHOLD & HEALTH CARE     COM              529784993     2510   114085 SH       DEFINED 01             114085        0        0
LG HOUSEHOLD & HEALTH CARE     COM              529784993       61     2753 SH       DEFINED 01 05               0     2753        0
LG ELECTRONICS                 COM              529833998       30     1610 SH       DEFINED 01               1610        0        0
BIC                            COM              5298781          4      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1476    45217 SH       DEFINED 01              45217        0        0
LIBERATE TECH                  COM              530129105        6      560 SH       DEFINED 01                560        0        0
AUTOMATIC DATA PROCESSING      COM              53015103       383     6500 SH       DEFINED 11 12               0     6500        0
LIBERTY CORP  S C              COM              530370105        8      189 SH       DEFINED 01                189        0        0
LIBERTY TX EXMPT INS           COM              530544402       28     3394 SH       DEFINED 01 02               0     3394        0
LIBERTY GROUP LTD              COM              530555994     1677   364457 SH       DEFINED 01             364457        0        0
LIBERTY GROUP LTD              COM              530555994       43     9439 SH       DEFINED 01 05               0     9439        0
LIBERTY MEDIA                  COM              530718105     8123   580220 SH       DEFINED 01                  0   580220        0
LIBERTY MEDIA CL A             COM              530718105    16863  1204508 SH       DEFINED 01            1204508        0        0
LIBERTY MEDIA CL A             COM              530718105    51501  3678644 SH       DEFINED 01 05               0  3678644        0
LIBERTY PROPERTY TRU           COM              531172104        4      130 SH       DEFINED 01                130        0        0
LIFEPOINT HOSP INC             COM              53219L109    62161  1826090 SH       DEFINED 01 02               0  1826090        0
LIFEPOINT HOSPITALS            COM              53219L109     2785    81787 SH       DEFINED 01              81787        0        0
LIFEPOINT HOSPITALS            COM              53219L109     1130    33200 SH       DEFINED 01 03               0    33200        0
LIFEPOINT HOSPITALS            COM              53219L109      158     4650 SH       DEFINED 01 05               0     4650        0
LIHIR GOLD                     COM              532300993      513   850000 SH       DEFINED 01             850000        0        0
LIHIR GOLD                     COM              532300993     1684  2789000 SH       DEFINED 01 03               0  2789000        0
ELI LILLY                      COM              532457108    44618   568106 SH       DEFINED 01             568106        0        0
ELI LILLY                      COM              532457108       71      910 SH       DEFINED 01 02               0      910        0
ELI LILLY                      COM              532457108    24475   311619 SH       DEFINED 01 03               0   311619        0
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LIMITED                        COM              532716107     5375   365154 SH       DEFINED 01             365154        0        0
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LINCARE HOLDINGS               COM              532791100    41779  1458301 SH       DEFINED 01            1458301        0        0
LINCARE HOLDINGS               COM              532791100     4358   152100 SH       DEFINED 01 03               0   152100        0
LINCARE HOLDINGS               COM              532791100    22912   799747 SH       DEFINED 01 05               0   799747        0
LINCARE HOLDINGS INC           COM              532791100    63179  2205230 SH       DEFINED 01 02               0  2205230        0
MODERN TIMES                   COM              5328127          4      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047         12      258 SH       DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          3      129 SH       DEFINED 01 10             129        0        0
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LINCOLN NAT                    COM              534187109      879    18100 SH       DEFINED 01 02               0    18100        0
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LINDSAY MFG                    COM              535555106     1457    75313 SH       DEFINED 01              75313        0        0
LINEAR TECHNOLOGY              COM              535678106      646    16538 SH       DEFINED 01              16538        0        0
LINEAR TECHNOLOGY              COM              535678106     3034    77726 SH       DEFINED 01 03               0    77726        0
LINEAR TECHNOLOGY              COM              535678106       89     2277 SH       DEFINED 01 05               0     2277        0
LINENS & THINGS                COM              535679104     3546   139077 SH       DEFINED 01             139077        0        0
LION BIOSCIENCE ORD            COM              536100993       94     5800 SH       DEFINED 01               5800        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
NORDEA                         COM              5380031         38     7199 SH       DEFINED 01 10            7199        0        0
LIZ CLAIBORNE                  COM              539320101       51     1021 SH       DEFINED 01               1021        0        0
LIZ CLAIBORNE                  COM              539320101      643    12917 SH       DEFINED 01 03               0    12917        0
LIZ CLAIBORNE                  COM              539320101       19      378 SH       DEFINED 01 05               0      378        0
LLOYDS TSB GROUP ADR           COM              539439109     1651    36700 SH       DEFINED 01              36700        0        0
LLOYDS TSB GROUP               COM              539500991    16462  1516204 SH       DEFINED 01            1516204        0        0
LLOYDS TSB GROUP               COM              539500991     7544   694829 SH       DEFINED 01 03               0   694829        0
LLOYDS TSB GROUP               COM              539500991    11904  1096410 SH       DEFINED 01 05               0  1096410        0
LOCAL FINANCIAL                COM              539553107     1834   131100 SH       DEFINED 01             131100        0        0
LOCAL FINANCIAL                COM              539553107      171    12200 SH       DEFINED 01 05               0    12200        0
LOCAL FINANCIAL CORP           COM              539553107        6      420 SH       DEFINED 01 02               0      420        0
LOCKHEED MARTIN                COM              539830109    59686  1278918 SH       DEFINED 01            1278918        0        0
LOCKHEED MARTIN                COM              539830109     6406   137258 SH       DEFINED 01 03               0   137258        0
LOCKHEED MARTIN                COM              539830109      708    15167 SH       DEFINED 01 05               0    15167        0
NUTRICIA                       COM              5402601          5      217 SH       DEFINED 01 10             217        0        0
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LOEWS                          COM              540424108     3214    58046 SH       DEFINED 01 05               0    58046        0
LOEWS CORP                     COM              540424108     1429    25800 SH       DEFINED 01 02               0    25800        0
LOGICA                         COM              541409991      680    72928 SH       DEFINED 01              72928        0        0
LOGICA                         COM              541409991      207    22304 SH       DEFINED 01 03               0    22304        0
LOGICA                         COM              541409991      993   106588 SH       DEFINED 01 05               0   106588        0
LONE STAR STEAK HS             COM              542307103     1052    70947 SH       DEFINED 01              70947        0        0
LONE STAR TECHNOLOG            COM              542312103        3      145 SH       DEFINED 01 02               0      145        0
LONE STAR TECHNOLOGIES         COM              542312103     2733   155272 SH       DEFINED 01             155272        0        0
LONE STAR TECHNOLOGIES         COM              542312103       80     4534 SH       DEFINED 01 05               0     4534        0
LONGS DRUG STORES              COM              543162101       33     1410 SH       DEFINED 01               1410        0        0
LONGVIEW FIBRE WASH            COM              543213102       18     1541 SH       DEFINED 01               1541        0        0
LOOKSMART LTD                  COM              543442107        1      427 SH       DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          2      200 SH       DEFINED 01 10             200        0        0
OM AB                          COM              5437744          3      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      128 SH       DEFINED 01 10             128        0        0
TELEPIZZA                      COM              5443365          1      505 SH       DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         15      864 SH       DEFINED 01 10             864        0        0
OCE NV                         COM              5446751          2      197 SH       DEFINED 01 10             197        0        0
OYJ HARWALL                    COM              5446944          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         39      863 SH       DEFINED 01 10             863        0        0
ORKLA ASA                      COM              5459715         14      835 SH       DEFINED 01 10             835        0        0
SKANDIA INSU                   COM              5461572         22     3000 SH       DEFINED 01 10            3000        0        0
LOUISIANA PAC.                 COM              546347105        8      940 SH       DEFINED 01 02               0      940        0
LOUISIANA-PACIFIC              COM              546347105     3991   472722 SH       DEFINED 01             472722        0        0
LOUISIANA-PACIFIC              COM              546347105      216    25646 SH       DEFINED 01 03               0    25646        0
LOUISIANA-PACIFIC              COM              546347105      280    33182 SH       DEFINED 01 05               0    33182        0
LOUISVILLE G&E PFD             PRF              546676800     1264    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         12      800 SH       DEFINED 01 10             800        0        0
PETROLEUM GE                   COM              5469372          2      200 SH       DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          5      200 SH       DEFINED 01 10             200        0        0
TPG NV                         COM              5481558         25     1147 SH       DEFINED 01 10            1147        0        0
LOWES CO                       COM              548661107    18697   402854 SH       DEFINED 01             402854        0        0
LOWES CO                       COM              548661107    10099   217613 SH       DEFINED 01 03               0   217613        0
LOWES CO                       COM              548661107    11430   246270 SH       DEFINED 01 05               0   246270        0
LOWES COMPANIES                COM              548661107      257     5550 SH       DEFINED 01 02               0     5550        0
LUBRIZOL                       COM              549271104       57     1614 SH       DEFINED 01               1614        0        0
LUBY'S INC                     COM              549282101      378    66122 SH       DEFINED 01              66122        0        0
LUCENT TECHNOLOGIES            COM              549463107      125    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107    13133  2087871 SH       DEFINED 01            2087871        0        0
LUCENT TECHNOLOGIES            COM              549463107      295    46800 SH       DEFINED 01 02               0    46800        0
LUCENT TECHNOLOGIES            COM              549463107     5727   910456 SH       DEFINED 01 03               0   910456        0
LUCENT TECHNOLOGIES            COM              549463107      154    24558 SH       DEFINED 01 05               0    24558        0
VOLKSWAGEN A                   COM              5497102         42      900 SH       DEFINED 01 10             900        0        0
VOLKSWAGEN A                   COM              5497168          6      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          5      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906        117     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         38      299 SH       DEFINED 01 10             299        0        0
LYDALL INC                     COM              550819106      469    46941 SH       DEFINED 01              46941        0        0
BUHRMANN NV                    COM              5516751          3      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL CO           COM              552078107       53     3676 SH       DEFINED 01               3676        0        0
M&T BANK                       COM              55261F104      577     7926 SH       DEFINED 01               7926        0        0
MAF BANCORP                    COM              55261R108     3458   117201 SH       DEFINED 01             117201        0        0
MAF BANCORP                    COM              55261R108        6      200 SH       DEFINED 01 02               0      200        0
MAF BANCORP                    COM              55261R108      140     4743 SH       DEFINED 01 05               0     4743        0
MBIA                           COM              55262C100    12234   228123 SH       DEFINED 01             228123        0        0
MBIA                           COM              55262C100     2705    50439 SH       DEFINED 01 03               0    50439        0
MBIA                           COM              55262C100      347     6468 SH       DEFINED 01 05               0     6468        0
MBNA                           COM              55262L100     5562   158000 SH       DEFINED 01                  0   158000        0
MBNA                           COM              55262L100   266166  7561526 SH       DEFINED 01            7561526        0        0
MBNA                           COM              55262L100      433    12306 SH       DEFINED 01 02               0    12306        0
MBNA                           COM              55262L100     7361   209132 SH       DEFINED 01 03               0   209132        0
MBNA                           COM              55262L100   106419  3023277 SH       DEFINED 01 05               0  3023277        0
M.D.C. HOLDINGS                COM              552676108     5245   138799 SH       DEFINED 01             138799        0        0
M.D.C. HOLDINGS                COM              552676108      179     4730 SH       DEFINED 01 05               0     4730        0
MDC HOLDINGS INC               COM              552676108        3       83 SH       DEFINED 01 02               0       83        0
MDU RESOURCES GROUP            COM              552690109    29026  1031157 SH       DEFINED 01            1031157        0        0
MCSI INC                       COM              55270M108     1609    68600 SH       DEFINED 01              68600        0        0
MCSI INC                       COM              55270M108        5      230 SH       DEFINED 01 02               0      230        0
MCSI INC                       COM              55270M108       94     4000 SH       DEFINED 01 05               0     4000        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT CORP           COM              552848103    11085   179611 SH       DEFINED 01             179611        0        0
MGIC INVESTMENT CORP           COM              552848103     2396    38817 SH       DEFINED 01 03               0    38817        0
MGIC INVESTMENT CORP           COM              552848103      350     5671 SH       DEFINED 01 05               0     5671        0
BANC NAZIO                     COM              5528604          5     2672 SH       DEFINED 01 10            2672        0        0
MGI PHARM                      COM              552880106     1084    70939 SH       DEFINED 01              70939        0        0
DAIMLERCHRYS                   COM              5529027        125     2900 SH       DEFINED 01 10            2900        0        0
MGM MIRAGE                     COM              552953101     1198    41490 SH       DEFINED 01              41490        0        0
M/I SCHOTTENSTEIN HM           COM              55305B101        3       70 SH       DEFINED 01 02               0       70        0
MKS INSTRUMENT INC             COM              55306N104        3      100 SH       DEFINED 01                100        0        0
MM02 PLC                       COM              553095993     8429  6695010 SH       DEFINED 01            6695010        0        0
MM02 PLC                       COM              553095993    11513  9144556 SH       DEFINED 01 05               0  9144556        0
SWISSCOM AG                    COM              5533976         42      150 SH       DEFINED 01 10             150        0        0
MRV COMMUNICATIONS             COM              553477100        2      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE INC               COM              55347W105     1760    75252 SH       DEFINED 01              75252        0        0
MRO SOFTWARE INC               COM              55347W105       20      850 SH       DEFINED 01 05               0      850        0
MSC.SOFTWARE CORP              COM              553531104        2      140 SH       DEFINED 01 02               0      140        0
MTR GAMING GROUP INC           COM              553769100      453    28300 SH       DEFINED 01              28300        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     1606    94722 SH       DEFINED 01              94722        0        0
MACERICH CO                    COM              554382101        3       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104        7      223 SH       DEFINED 01                223        0        0
SECURITAS                      COM              5554041         19     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         24     3448 SH       DEFINED 01 10            3448        0        0
SAN PAOLO-IM                   COM              5556575         36     3400 SH       DEFINED 01 10            3400        0        0
SONERA OYJ                     COM              5556586         10     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION                    COM              555904101     1648    46789 SH       DEFINED 01              46789        0        0
MACRO MEDIA                    COM              556100105       35     1957 SH       DEFINED 01               1957        0        0
KON VENDEX KBB                 COM              5562389          3      231 SH       DEFINED 01 10             231        0        0
STEVEN MADDEN LTD              COM              556269108     1358    96500 SH       DEFINED 01              96500        0        0
STEVEN MADDEN LTD              COM              556269108      121     8600 SH       DEFINED 01 05               0     8600        0
MAN AG ORD N                   COM              5563520          4      200 SH       DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          2      100 SH       DEFINED 01 10             100        0        0
MAGELLAN HEALTH SERVICES       COM              559079108     1944   306130 SH       DEFINED 01             306130        0        0
MAGELLAN HEALTH SERVICES       COM              559079108      116    18270 SH       DEFINED 01 05               0    18270        0
MAGELLAN HEALTH SVS            COM              559079108        5      780 SH       DEFINED 01 02               0      780        0
MAGNA INTERNATIONAL            COM              559221999      171     2700 SH       DEFINED 01               2700        0        0
MAGNETEK INC                   COM              559424106      599    66444 SH       DEFINED 01              66444        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      533 SH       DEFINED 01 10             533        0        0
MANAGEMENT NETWORK             COM              561693102      766   111000 SH       DEFINED 01             111000        0        0
MANAGEMENT NETWORK             COM              561693102        2      250 SH       DEFINED 01 02               0      250        0
MANAGEMENT NETWORK             COM              561693102       57     8300 SH       DEFINED 01 05               0     8300        0
MANDALAY RESORT GRP            COM              562567107      578    27000 SH       DEFINED 01                  0    27000        0
MANDALAY RESORT GRP            COM              562567107       52     2436 SH       DEFINED 01               2436        0        0
MANHATTAN ASS                  COM              562750109        3      105 SH       DEFINED 01 02               0      105        0
MANHATTAN ASSOCIATES           COM              562750109     5422   185965 SH       DEFINED 01             185965        0        0
MANHATTAN ASSOCIATES           COM              562750109      171     5850 SH       DEFINED 01 05               0     5850        0
MANITOWOC                      COM              563571108     5486   176379 SH       DEFINED 01             176379        0        0
MANITOWOC                      COM              563571108      195     6268 SH       DEFINED 01 05               0     6268        0
MANITOWOC CO.                  COM              563571108        4      130 SH       DEFINED 01 02               0      130        0
THYSSENKRUPP AG                COM              5636927         22     1500 SH       DEFINED 01 10            1500        0        0
MANOR CARE INC                 COM              564055101       49     2049 SH       DEFINED 01               2049        0        0
MANOR CARE INC                 COM              564055101      596    25134 SH       DEFINED 01 03               0    25134        0
MANOR CARE INC                 COM              564055101       17      736 SH       DEFINED 01 05               0      736        0
UNILEVER NV                    COM              5640898         97     1658 SH       DEFINED 01 10            1658        0        0
NAVISION                       COM              5641125          3      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         87     1675 SH       DEFINED 01 10            1675        0        0
MANPOWER INC-WIS               COM              56418H100       78     2317 SH       DEFINED 01               2317        0        0
MANUF HOME                     COM              564682102        3       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP              COM              565011103    35280  1673619 SH       DEFINED 01            1673619        0        0
MANUGISTICS GROUP              COM              565011103     2814   133500 SH       DEFINED 01 03               0   133500        0
MANUGISTICS GROUP              COM              565011103    11051   524265 SH       DEFINED 01 05               0   524265        0
MANUGISTICS GROUP IN           COM              565011103     1452    68800 SH       DEFINED 01 02               0    68800        0
GAS NATURAL                    COM              5650422         18     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      683    43532 SH       DEFINED 01              43532        0        0
EFG EUROBANK                   COM              5654316          8      600 SH       DEFINED 01 10             600        0        0
MARCUS CORP                    COM              566330106     1219    86178 SH       DEFINED 01              86178        0        0
PREUSSAG AG                    COM              5666292         12      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         53     3602 SH       DEFINED 01 10            3602        0        0
WOLTERS KLUW                   COM              5671519         15      654 SH       DEFINED 01 10             654        0        0
SANOFI-SYNTH                   COM              5671735        113     1521 SH       DEFINED 01 10            1521        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         40     1925 SH       DEFINED 01 10            1925        0        0
AGFA GEVAERT                   COM              5689051          4      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789         12      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         28     1900 SH       DEFINED 01 10            1900        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          1      100 SH       DEFINED 01 10             100        0        0
MARKEL                         COM              570535104      202     1120 SH       DEFINED 01               1120        0        0
BCO SANT CEN                   COM              5705946        112    13324 SH       DEFINED 01 10           13324        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH       DEFINED 01                 40        0        0
MARKETSOFT CV                  PRF              570620XX7     4510   924180 SH       DEFINED 01             924180        0        0
MARKETSOFT CV                  PRF              570620XX7     5490  1125000 SH       DEFINED 01 05               0  1125000        0
MARKS & SPENCER                COM              570697995    20299  3863425 SH       DEFINED 01            3863425        0        0
MARKS & SPENCER                COM              570697995    26902  5120261 SH       DEFINED 01 05               0  5120261        0
METSO OYJ                      COM              5713422          3      300 SH       DEFINED 01 10             300        0        0
MARS SERIES G                  PRF              571650993     2380  2380000 SH       DEFINED 01            2380000        0        0
MARS SERIES G                  PRF              571650993     4760  4760000 SH       DEFINED 01 05               0  4760000        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     3000  2702703 SH       DEFINED 01 05               0  2702703        0
MARS CV SERIES D               PRF              571650XY1     2143  2142857 SH       DEFINED 01            2142857        0        0
MARS CV SERIES D               PRF              571650XY1     2619  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH & MCLENNAN               COM              571748102   426093  3965500 SH       DEFINED 01            3965500        0        0
MARSH & MCLENNAN               COM              571748102     7245    67431 SH       DEFINED 01 03               0    67431        0
MARSH & MCLENNAN               COM              571748102   122705  1141975 SH       DEFINED 01 05               0  1141975        0
MARSH MCLENNAN CO              COM              571748102    28060   261153 SH       DEFINED 01 02               0   261153        0
MARSHALL & LLSLEY C            COM              571834100      207     3277 SH       DEFINED 01               3277        0        0
MARRIOTT INTL CL A             COM              571903202   249014  6125837 SH       DEFINED 01            6125837        0        0
MARRIOTT INTL CL A             COM              571903202      171     4205 SH       DEFINED 01 02               0     4205        0
MARRIOTT INTL CL A             COM              571903202     2405    59166 SH       DEFINED 01 03               0    59166        0
MARRIOTT INTL CL A             COM              571903202    55403  1362939 SH       DEFINED 01 05               0  1362939        0
MLP AG                         COM              5720273          6       84 SH       DEFINED 01 10              84        0        0
BPI SGPS                       COM              5721759          3     1462 SH       DEFINED 01 10            1462        0        0
HUGO BOSS VZ                   COM              5726709          3      149 SH       DEFINED 01 10             149        0        0
SIEMENS AG                     COM              5727973        179     2700 SH       DEFINED 01 10            2700        0        0
AGUAS DE                       COM              5729065          4      328 SH       DEFINED 01 10             328        0        0
TELEFONICA S                   COM              5732524        177    13253 SH       DEFINED 01 10           13253        0        0
QIAGEN NV                      COM              5732825          6      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      466    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106     1504    32282 SH       DEFINED 01 02               0    32282        0
MARTIN MARIETTA MATERIALS      COM              573284106    48996  1051423 SH       DEFINED 01            1051423        0        0
MARTIN MARIETTA MATERIALS      COM              573284106     2866    61500 SH       DEFINED 01 03               0    61500        0
MARTIN MARIETTA MATERIALS      COM              573284106    81754  1754367 SH       DEFINED 01 05               0  1754367        0
BUDERUS ORD                    COM              5733486          3      100 SH       DEFINED 01 10             100        0        0
MARUI CO. LTD. ORD             COM              573814100     3513   297000 SH       DEFINED 01 03               0   297000        0
MARUICHI STEEL TUBE LTD        COM              573820990      204    20000 SH       DEFINED 01              20000        0        0
SOL MELIA SA                   COM              5738298          3      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         12      300 SH       DEFINED 01 10             300        0        0
MASCO                          COM              574599106     5363   218889 SH       DEFINED 01             218889        0        0
MASCO                          COM              574599106     2761   112675 SH       DEFINED 01 03               0   112675        0
MASCO                          COM              574599106       81     3300 SH       DEFINED 01 05               0     3300        0
FIAT SPA                       COM              5748521         16     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        117     1650 SH       DEFINED 01 10            1650        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH       DEFINED 01 10             128        0        0
MASSEY ENERGY COMPANY          COM              576206106     4556   219774 SH       DEFINED 01             219774        0        0
MASTEC INC.          MTZ       COM              576323109        2      277 SH       DEFINED 01                277        0        0
MATERIAL SCIENCES              COM              576674105      440    43485 SH       DEFINED 01              43485        0        0
MATRIXONE                      COM              57685P304      878    67516 SH       DEFINED 01              67516        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     3890   303000 SH       DEFINED 01             303000        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     1631   127000 SH       DEFINED 01 03               0   127000        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     6793   529000 SH       DEFINED 01 05               0   529000        0
MATTEL                         COM              577081102    94832  5513496 SH       DEFINED 01            5513496        0        0
MATTEL                         COM              577081102     1823   105976 SH       DEFINED 01 03               0   105976        0
MATTEL                         COM              577081102    10610   616855 SH       DEFINED 01 05               0   616855        0
MATTEL INC.                    COM              577081102      133     7688 SH       DEFINED 01 02               0     7688        0
MAXTOR CORP                    COM              577729205        5      860 SH       DEFINED 01                860        0        0
MAXIM INTEGRATED               COM              57772K101   142184  2707751 SH       DEFINED 01 02               0  2707751        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   471928  8987416 SH       DEFINED 01            8987416        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    12801   243774 SH       DEFINED 01 03               0   243774        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    87462  1665634 SH       DEFINED 01 05               0  1665634        0
MAXIM PHARMACEUTICAL           COM              57772M107        1      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE CL A              COM              577766108     1269    90000 SH       DEFINED 01              90000        0        0
MAXWELL SHOE CL A              COM              577766108      120     8500 SH       DEFINED 01 05               0     8500        0
MAXWELL SHOE INC - A           COM              577766108        3      180 SH       DEFINED 01 02               0      180        0
MAXYGEN                        COM              577776107        1       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103    14090   380989 SH       DEFINED 01             380989        0        0
MAY DEPT STORES                COM              577778103      414    11200 SH       DEFINED 01 02               0    11200        0
MAY DEPT STORES                COM              577778103     3368    91062 SH       DEFINED 01 03               0    91062        0
MAY DEPT STORES                COM              577778103       80     2152 SH       DEFINED 01 05               0     2152        0
MAXIMUS INC                    COM              577933104     2846    67665 SH       DEFINED 01              67665        0        0
MAYTAG CO                      COM              578592107       46     1488 SH       DEFINED 01               1488        0        0
MAYTAG CO                      COM              578592107      585    18847 SH       DEFINED 01 03               0    18847        0
MAYTAG CO                      COM              578592107       17      552 SH       DEFINED 01 05               0      552        0
EPCOS AG                       COM              5785993          7      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          2      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565         12      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          6      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         13       20 SH       DEFINED 01 10              20        0        0
MCCLATCHY CO HOLDING           COM              579489105        7      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     2110 SH       DEFINED 01               2110        0        0
MCDATA CL B                    COM              580031102    28793  1146683 SH       DEFINED 01            1146683        0        0
MCDATA CL B                    COM              580031102     1979    78800 SH       DEFINED 01 03               0    78800        0
MCDATA CL B                    COM              580031102    15505   617483 SH       DEFINED 01 05               0   617483        0
MCDATA CORP - CL B             COM              580031102     1045    41589 SH       DEFINED 01 02               0    41589        0
MCDATA CL A                    COM              580031201      440    17923 SH       DEFINED 01              17923        0        0
MCDATA CORPORATION-A           COM              580031201       50     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109    24554  2001196 SH       DEFINED 01            2001196        0        0
MCDERMOTT INTL                 COM              580037109      186    15145 SH       DEFINED 01 03               0    15145        0
MCDERMOTT INTL                 COM              580037109     1990   162221 SH       DEFINED 01 05               0   162221        0
MCDONALD'S                     COM              580135101    13521   510792 SH       DEFINED 01             510792        0        0
MCDONALD'S                     COM              580135101     9111   344205 SH       DEFINED 01 03               0   344205        0
MCDONALD'S                     COM              580135101      539    20346 SH       DEFINED 01 05               0    20346        0
BRISA(AUTO-E                   COM              5803925          7     1750 SH       DEFINED 01 10            1750        0        0
COLRUYT SA                     COM              5806225          4       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL COMPANIES          COM              580645109    83028  1361565 SH       DEFINED 01            1361565        0        0
MCGRAW-HILL COMPANIES          COM              580645109     2894    47459 SH       DEFINED 01 03               0    47459        0
MCGRAW-HILL COMPANIES          COM              580645109      154     2521 SH       DEFINED 01 05               0     2521        0
MCGRAW-HILL COS INC            COM              580645109      103     1700 SH       DEFINED 01 02               0     1700        0
MCK COMMUNICATIONS             COM              581243102        0        4 SH       DEFINED 01                  4        0        0
BCO COM PORT                   COM              5812493         23     5594 SH       DEFINED 01 10            5594        0        0
MCKESSON CORP                  COM              58155Q103    33081   884545 SH       DEFINED 01 02               0   884545        0
MCKESSON HBOC                  COM              58155Q103     1174    31409 SH       DEFINED 01              31409        0        0
MCKESSON HBOC                  COM              58155Q103     2809    75115 SH       DEFINED 01 03               0    75115        0
MCKESSON HBOC                  COM              58155Q103       77     2057 SH       DEFINED 01 05               0     2057        0
PORTUGAL TELECOM SGPS SA       COM              5817186         23     2994 SH       DEFINED 01 10            2994        0        0
MCLEOD                         COM              582266102        1     2746 SH       DEFINED 01               2746        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEAD CORP                      COM              582834107       59     1907 SH       DEFINED 01               1907        0        0
MEAD CORP                      COM              582834107      753    24375 SH       DEFINED 01 03               0    24375        0
MEAD CORP                      COM              582834107       22      714 SH       DEFINED 01 05               0      714        0
MEADE INSTRUMENTS              COM              583062104      174    48575 SH       DEFINED 01              48575        0        0
GRUPPO ED                      COM              5836200          2      833 SH       DEFINED 01 10             833        0        0
MEDAREX                        COM              583916101      313    17418 SH       DEFINED 01              17418        0        0
MED-DESIGN                     COM              583926100      355    18000 SH       DEFINED 01              18000        0        0
MEDCATH CORP                   COM              58404W109      537    32000 SH       DEFINED 01              32000        0        0
MEDCATH CORP                   COM              58404W109        5      270 SH       DEFINED 01 02               0      270        0
MEDCATH CORP                   COM              58404W109       49     2900 SH       DEFINED 01 05               0     2900        0
DEUTSCHE TEL                   COM              5842359        131     7637 SH       DEFINED 01 10            7637        0        0
SEAT-PAGINE SPA                COM              5843642          7     8793 SH       DEFINED 01 10            8793        0        0
MEDIA GENERAL                  COM              584404107       42      843 SH       DEFINED 01                843        0        0
MEDIACOM COMM CORP             COM              58446K105        6      324 SH       DEFINED 01                324        0        0
MEDIASET SPA                   COM              584475990      108    14839 SH       DEFINED 01              14839        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTIC           COM              584690309     5776    89423 SH       DEFINED 01              89423        0        0
MEDIMMUNE                      COM              584699102   200702  4330136 SH       DEFINED 01            4330136        0        0
MEDIMMUNE                      COM              584699102     6523   140703 SH       DEFINED 01 03               0   140703        0
MEDIMMUNE                      COM              584699102    55800  1203892 SH       DEFINED 01 05               0  1203892        0
MEDIMMUNE INC                  COM              584699102   133925  2889450 SH       DEFINED 01 02               0  2889450        0
MEDQUIST INC                   COM              584949101        6      216 SH       DEFINED 01                216        0        0
MEDTRONIC                      COM              585055106    10666   208276 SH       DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   661425 12915931 SH       DEFINED 01           12915931        0        0
MEDTRONIC                      COM              585055106    32158   627961 SH       DEFINED 01 02               0   627961        0
MEDTRONIC                      COM              585055106    16134   315037 SH       DEFINED 01 03               0   315037        0
MEDTRONIC                      COM              585055106   166264  3246694 SH       DEFINED 01 05               0  3246694        0
MEDTRONIC INC                  COM              585055106     3277    64000 SH       DEFINED 11 12               0    64000        0
MEDTRONIC INC                  COM              585055106    20269   395800 SH       DEFINED 11 12 13            0   395800        0
MEITEC CORP                    COM              585110992       61     2500 SH       DEFINED 01               2500        0        0
ACCOR                          COM              5852842         21      586 SH       DEFINED 01 10             586        0        0
MELLON FINANCIAL               COM              58551A108     2845    75638 SH       DEFINED 01              75638        0        0
MELLON FINANCIAL               COM              58551A108     4321   114864 SH       DEFINED 01 03               0   114864        0
MELLON FINANCIAL               COM              58551A108      127     3365 SH       DEFINED 01 05               0     3365        0
MEMBERWORKS                    COM              586002107     2024   144450 SH       DEFINED 01             144450        0        0
MENS WEARHOUSE INC             COM              587118100     2501   121108 SH       DEFINED 01             121108        0        0
MENTOR                         COM              587188103     5367   187967 SH       DEFINED 01             187967        0        0
MENTOR                         COM              587188103      217     7600 SH       DEFINED 01 05               0     7600        0
MENTOR CORP MN                 COM              587188103        5      180 SH       DEFINED 01 02               0      180        0
MENTOR GRAPHICS                COM              587200106     1027    43590 SH       DEFINED 01              43590        0        0
MENTOR GRAPHICS                COM              587200106       57     2400 SH       DEFINED 01 05               0     2400        0
MERCANTILE BANKSHARE           COM              587405101       92     2125 SH       DEFINED 01               2125        0        0
MERCATOR SOFTWARE INC          COM              587587106        1       74 SH       DEFINED 01                 74        0        0
INFINEON TECH                  COM              5889505         11      520 SH       DEFINED 01 10             520        0        0
MERCK                          COM              589331107     3408    57964 SH       DEFINED 01                  0    57964        0
MERCK & CO                     COM              589331107    73123  1243597 SH       DEFINED 01            1243597        0        0
MERCK & CO                     COM              589331107    35556   604693 SH       DEFINED 01 03               0   604693        0
MERCK & CO                     COM              589331107    34375   584625 SH       DEFINED 01 05               0   584625        0
MERCURY COMP SYS INC           COM              589378108        4       95 SH       DEFINED 01 02               0       95        0
MERCURY COMPUTER SYSTEMS       COM              589378108     4377   111879 SH       DEFINED 01             111879        0        0
MERCURY COMPUTER SYSTEMS       COM              589378108       70     1800 SH       DEFINED 01 05               0     1800        0
MERCURY GENERAL CORP           COM              589400100        6      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109     1359    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109    40360  1187754 SH       DEFINED 01            1187754        0        0
MERCURY INTERACTIVE            COM              589405109      116     3400 SH       DEFINED 01 02               0     3400        0
MERCURY INTERACTIVE            COM              589405109      690    20310 SH       DEFINED 01 03               0    20310        0
MERCURY INTERACTIVE            COM              589405109    15202   447395 SH       DEFINED 01 05               0   447395        0
MEREDITH CORP                  COM              589433101       36     1019 SH       DEFINED 01               1019        0        0
MEREDITH CORP                  COM              589433101      432    12108 SH       DEFINED 01 03               0    12108        0
MEREDITH CORP                  COM              589433101       13      354 SH       DEFINED 01 05               0      354        0
MERISTAR HOSPITALITY           COM              58984Y103        4      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                          COM              590049102     1899   110140 SH       DEFINED 01             110140        0        0
MERIX                          COM              590049102      111     6460 SH       DEFINED 01 05               0     6460        0
MERIX CORP                     COM              590049102        2      130 SH       DEFINED 01 02               0      130        0
MERRILL LYNCH                  COM              590188108    13766   264126 SH       DEFINED 01             264126        0        0
MERRILL LYNCH                  COM              590188108    10830   207792 SH       DEFINED 01 03               0   207792        0
MERRILL LYNCH                  COM              590188108    38625   741088 SH       DEFINED 01 05               0   741088        0
NOKIA (AB) O                   COM              5902941        346    13428 SH       DEFINED 01 10           13428        0        0
MESA AIR                       COM              590479101        3      430 SH       DEFINED 01 02               0      430        0
MESA AIR GROUP                 COM              590479101     1012   134541 SH       DEFINED 01             134541        0        0
MESSAGEMEDIA INC               COM              590787107        0      163 SH       DEFINED 01                163        0        0
METASOLV INC                   COM              59139P104     1178   150069 SH       DEFINED 01             150069        0        0
METASOLV INC                   COM              59139P104        3      480 SH       DEFINED 01 02               0      480        0
METASOLV INC                   COM              59139P104       70     8900 SH       DEFINED 01 05               0     8900        0
METAWAVE COMMUNICATIONS        COM              591409107      302    96900 SH       DEFINED 01              96900        0        0
METHODE ELEC                   COM              591520200      846   105769 SH       DEFINED 01             105769        0        0
METLIFE                        COM              59156R108    12599   397685 SH       DEFINED 01             397685        0        0
METLIFE                        COM              59156R108     6277   198148 SH       DEFINED 01 03               0   198148        0
METLIFE                        COM              59156R108     8332   263013 SH       DEFINED 01 05               0   263013        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207    29760   300000 SH       DEFINED 01             300000        0        0
METRICOM INC                   COM              591596101        0       70 SH       DEFINED 01                 70        0        0
METRIS COMPANIES               COM              591598107     3204   124659 SH       DEFINED 01             124659        0        0
METRIS COMPANIES               COM              591598107      144     5600 SH       DEFINED 01 05               0     5600        0
METRO GOLDWYN MAYER            COM              591610100       11      493 SH       DEFINED 01                493        0        0
METRO ONE TELECO INC           COM              59163F105     2172    71809 SH       DEFINED 01              71809        0        0
METROMEDIA FIBER NET           COM              591689104        0     1037 SH       DEFINED 01               1037        0        0
METROMEDIA FIBER NET           COM              591689104       25    57420 SH       DEFINED 01 02               0    57420        0
METTLER-TOLEDO INTL            COM              592688105      741    14300 SH       DEFINED 01              14300        0        0
AEGON NV                       COM              5927375         90     3336 SH       DEFINED 01 10            3336        0        0
MICHAELS STORES INC            COM              594087108     6309   191473 SH       DEFINED 01             191473        0        0
MICHAELS STORES INC            COM              594087108        4      120 SH       DEFINED 01 02               0      120        0
MICREL                         COM              594793101    13195   503075 SH       DEFINED 01             503075        0        0
MICREL                         COM              594793101    18977   723482 SH       DEFINED 01 02               0   723482        0
MICREL                         COM              594793101     2114    80600 SH       DEFINED 01 03               0    80600        0
MICREL                         COM              594793101      218     8297 SH       DEFINED 01 05               0     8297        0
MICROS SYSTEMS                 COM              594901100     1297    51703 SH       DEFINED 01              51703        0        0
MICROSOFT                      COM              594918104    29954   452000 SH       DEFINED 01                  0   452000        0
MICROSOFT                      COM              594918104  1337064 20176018 SH       DEFINED 01           20176018        0        0
MICROSOFT                      COM              594918104    78564  1185510 SH       DEFINED 01 02               0  1185510        0
MICROSOFT                      COM              594918104    95527  1441476 SH       DEFINED 01 03               0  1441476        0
MICROSOFT                      COM              594918104   393954  5944713 SH       DEFINED 01 05               0  5944713        0
MICROSOFT CORPORATION          COM              594918104     6612    99770 SH       DEFINED 11 12               0    99770        0
MICROSOFT CORPORATION          COM              594918104    51951   783931 SH       DEFINED 11 12 13            0   783931        0
ASML HOLDINGS NV               COM              5949368         23     1326 SH       DEFINED 01 10            1326        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    61574  1589382 SH       DEFINED 01 02               0  1589382        0
MICROCHIP TECHNOLOGY           COM              595017104    57121  1474470 SH       DEFINED 01            1474470        0        0
MICROCHIP TECHNOLOGY           COM              595017104     5233   135075 SH       DEFINED 01 03               0   135075        0
MICROCHIP TECHNOLOGY           COM              595017104    35243   909708 SH       DEFINED 01 05               0   909708        0
MICROMUSE                      COM              595094103      608    40501 SH       DEFINED 01              40501        0        0
MICRON TECHNOLOGIES            COM              595112103     1187    38300 SH       DEFINED 11 12               0    38300        0
MICRON TECHNOLOGY              COM              595112103    14299   461232 SH       DEFINED 01             461232        0        0
MICRON TECHNOLOGY              COM              595112103    47105  1519516 SH       DEFINED 01 02               0  1519516        0
MICRON TECHNOLOGY              COM              595112103     4764   153687 SH       DEFINED 01 03               0   153687        0
MICRON TECHNOLOGY              COM              595112103    20284   654311 SH       DEFINED 01 05               0   654311        0
MICRON TECHNOLOGY              COM              595112103     7949   256400 SH       DEFINED 11 12 13            0   256400        0
MICROSEMI                      COM              595137100     5191   174768 SH       DEFINED 01             174768        0        0
MICROSEMI                      COM              595137100       84     2826 SH       DEFINED 01 05               0     2826        0
MICROSEMI CORP                 COM              595137100        4      130 SH       DEFINED 01 02               0      130        0
MICROTUNE                      COM              59514P109     3571   152230 SH       DEFINED 01             152230        0        0
MICROTUNE                      COM              59514P109      159     6770 SH       DEFINED 01 05               0     6770        0
MICROTUNE INC                  COM              59514P109        4      170 SH       DEFINED 01 02               0      170        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107        5      230 SH       DEFINED 01 02               0      230        0
MID ATLANTIC MEDICAL SERVICES  COM              59523C107     7537   332078 SH       DEFINED 01             332078        0        0
MID ATLANTIC MEDICAL SERVICES  COM              59523C107      252    11100 SH       DEFINED 01 05               0    11100        0
NORDEA AB                      COM              5952496          8     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          5      100 SH       DEFINED 01 10             100        0        0
TISCALI SPA -- (EUR)           COM              5953529          2      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078         24     4763 SH       DEFINED 01 10            4763        0        0
MIDAMERICAN ENERGY             PRF              595620204     2439    23345 SH       DEFINED 01                  0    23345        0
MIDAMERICAN ENERGY             PRF              595620204     5108    48891 SH       DEFINED 01 04               0    48891        0
MIDAS INC                      COM              595626102      505    43948 SH       DEFINED 01              43948        0        0
S&P 400 MID CAP DEP            COM              595635103    17399   187695 SH       DEFINED 01             187695        0        0
S&P 400 MID CAP DEP            COM              595635103      213     2300 SH       DEFINED 01 02               0     2300        0
S&P 400 MID CAP DEP            COM              595635103    17808   192100 SH       DEFINED 01 05               0   192100        0
ERICSSON(LM)                   COM              5959378        128    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         63     1968 SH       DEFINED 01 10            1968        0        0
SANDVIK AB                     COM              5963108         13      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651          7      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         60     1066 SH       DEFINED 01 10            1066        0        0
WM-DATA AB                     COM              5970465          3     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          3      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          4     5779 SH       DEFINED 01 10            5779        0        0
MIDLAND CO.                    COM              597486109        5      110 SH       DEFINED 01 02               0      110        0
ALCATEL "A" SHARES             COM              5975006         58     3408 SH       DEFINED 01 10            3408        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062          8     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          4      520 SH       DEFINED 01 10             520        0        0
TELIA AB                       COM              5978384         20     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      595    40787 SH       DEFINED 01              40787        0        0
GIVAUDAN                       COM              5980613          7       22 SH       DEFINED 01 10              22        0        0
SERONO                         COM              5981070          9       10 SH       DEFINED 01 10              10        0        0
MIDWAY GAMES                   COM              598148104     2039   135785 SH       DEFINED 01             135785        0        0
DANONE                         COM              5981810         48      393 SH       DEFINED 01 10             393        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         57      243 SH       DEFINED 01 10             243        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622        115     3873 SH       DEFINED 01 10            3873        0        0
MILACRON INC                   COM              598709103     1562    98800 SH       DEFINED 01              98800        0        0
TF1-TV                         COM              5997118          4      176 SH       DEFINED 01 10             176        0        0
MILLENIUM PHARMACEUTICALS      COM              599902103     1007    41053 SH       DEFINED 01              41053        0        0
MILLENIUM CHEM INC             COM              599903101        3      208 SH       DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          2     1000 SH       DEFINED 01 10            1000        0        0
HERMAN MILLER                  COM              600544100       56     2335 SH       DEFINED 01               2335        0        0
MILLIPORE                      COM              601073109    12271   202161 SH       DEFINED 01             202161        0        0
MILLIPORE                      COM              601073109      712    11723 SH       DEFINED 01 03               0    11723        0
MILLIPORE                      COM              601073109       21      344 SH       DEFINED 01 05               0      344        0
MILLIPORE CORP                 COM              601073109     3367    55467 SH       DEFINED 01 02               0    55467        0
AJINOMOTO CO                   COM              6010906         20     2000 SH       DEFINED 01 10            2000        0        0
MILLS                          COM              601148109        2       74 SH       DEFINED 01                 74        0        0
ALPS ELECTRIC                  COM              6021500          7     1000 SH       DEFINED 01 10            1000        0        0
AMADA CO                       COM              6022105          4     1000 SH       DEFINED 01 10            1000        0        0
MINEFINDERS RESTRICTED SPECIAL COM              602500993      137   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106       28      608 SH       DEFINED 01                608        0        0
MINERALS TECHNOLOGIE           COM              603158106        7      140 SH       DEFINED 01 02               0      140        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          4        1 SH       DEFINED 01 10               1        0        0
MINNESOTA MINING & MFG         COM              604059105   583200  4933608 SH       DEFINED 01            4933608        0        0
MINNESOTA MINING & MFG         COM              604059105    12854   108735 SH       DEFINED 01 03               0   108735        0
MINNESOTA MINING & MFG         COM              604059105   167615  1417942 SH       DEFINED 01 05               0  1417942        0
MN MINING & MFG CO             COM              604059105    76964   651102 SH       DEFINED 01 02               0   651102        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        9     1128 SH       DEFINED 01               1128        0        0
AOYAMA TRADI                   COM              6045878          2      200 SH       DEFINED 01 10             200        0        0
MIRANT                         COM              604675108    49351  3080607 SH       DEFINED 01            3080607        0        0
MIRANT                         COM              604675108     1711   106761 SH       DEFINED 01 03               0   106761        0
MIRANT                         COM              604675108    20073  1253082 SH       DEFINED 01 05               0  1253082        0
MIRANT CORPORATION             COM              604675108      128     8000 SH       DEFINED 01 02               0     8000        0
ACOM CO                        COM              6049784         29      400 SH       DEFINED 01 10             400        0        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      218    77061 SH       DEFINED 01              77061        0        0
WESTFIELD HOLDINGS             COM              6054142          5      557 SH       DEFINED 01 10             557        0        0
ASAHI BREWER                   COM              6054409          9     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         14     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         18     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        3       70 SH       DEFINED 01 02               0       70        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101     1304    33274 SH       DEFINED 01              33274        0        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101      119     3026 SH       DEFINED 01 05               0     3026        0
AUST GAS LIG                   COM              6064969          4      763 SH       DEFINED 01 10             763        0        0
ANZ BANK                       COM              6065586         17     1851 SH       DEFINED 01 10            1851        0        0
MISYS PLC                      COM              606574994       50    10558 SH       DEFINED 01              10558        0        0
MITCHELL ENERGY & DEVELOPMENT  COM              606592202      703    13185 SH       DEFINED 01              13185        0        0
AMCOR LIMITE                   COM              6066608          5     1428 SH       DEFINED 01 10            1428        0        0
MITSUBISHI                     COM              606755999     7019  1081000 SH       DEFINED 01            1081000        0        0
MITSUBISHI                     COM              606755999     3799   585000 SH       DEFINED 01 03               0   585000        0
MITSUBISHI                     COM              606755999     6234   960000 SH       DEFINED 01 05               0   960000        0
MITSUBISHI ELECTRIC            COM              606777993      538   139000 SH       DEFINED 01             139000        0        0
MITSUBISHI HEAVY IND LTD       COM              606793107      200    75000 SH       DEFINED 01              75000        0        0
MITSUBISHI ESTATE              COM              606796993     4720   645000 SH       DEFINED 01             645000        0        0
MITSUBISHI TOKYO FINL          COM              606819993     1965      293 SH       DEFINED 01 03               0      293        0
MITSUI CHEMICALS               COM              606822997      250    78000 SH       DEFINED 01              78000        0        0
MITSUI O.S.K. LINES            COM              606829992      699   347000 SH       DEFINED 01             347000        0        0
MITSUI FUDOSAN                 COM              606839991     3220   422000 SH       DEFINED 01             422000        0        0
MITSUI FUDOSAN                 COM              606839991     2541   333000 SH       DEFINED 01 03               0   333000        0
MITSUI FUDOSAN                 COM              606839991     5913   775000 SH       DEFINED 01 05               0   775000        0
AUTOBACS SEV                   COM              6068422          2      100 SH       DEFINED 01 10             100        0        0
MOBILE MINI INC.               COM              60740F105     1626    41561 SH       DEFINED 01              41561        0        0
BK OF EAST A                   COM              6075648          7     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          7     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         35     4378 SH       DEFINED 01 10            4378        0        0
MODINE MFG CO                  COM              607828100     1358    58229 SH       DEFINED 01              58229        0        0
MODINE MFG CO                  COM              607828100        6      270 SH       DEFINED 01 02               0      270        0
MODINE MFG CO                  COM              607828100       84     3617 SH       DEFINED 01 05               0     3617        0
MODIS PROFESSIONAL             COM              607830106        5      720 SH       DEFINED 01 02               0      720        0
MODIS PROFESSIONAL SERVICES    COM              607830106     2805   392879 SH       DEFINED 01             392879        0        0
MODIS PROFESSIONAL SERVICES    COM              607830106      179    25100 SH       DEFINED 01 05               0    25100        0
MOHAWK INDUSTRIES              COM              608190104     4848    88337 SH       DEFINED 01              88337        0        0
MOHAWK INDUSTRIES              COM              608190104      340     6200 SH       DEFINED 01 03               0     6200        0
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MOL MAGYAR GDR                 COM              608464202     2394   132989 SH       DEFINED 01             132989        0        0
MOL MAGYAR GDR                 COM              608464202       63     3498 SH       DEFINED 01 05               0     3498        0
MOLECULAR DEVICES              COM              60851C107        2      114 SH       DEFINED 01                114        0        0
MOLEX INC                      COM              608554101      193     6218 SH       DEFINED 01               6218        0        0
MOLEX INC                      COM              608554101     1487    48048 SH       DEFINED 01 03               0    48048        0
MOLEX INC                      COM              608554101       44     1408 SH       DEFINED 01 05               0     1408        0
TELSTRA CORP                   COM              6087289         36    12807 SH       DEFINED 01 10           12807        0        0
MONACO COACH                   COM              60886R103     1939    88646 SH       DEFINED 01              88646        0        0
CLP HOLDINGS                   COM              6097017         25     6600 SH       DEFINED 01 10            6600        0        0
MONOLITHIC SYS TECH            COM              609842109        6      309 SH       DEFINED 01                309        0        0
BERGESEN D Y ASA-B SHARES      COM              6100906          1       35 SH       DEFINED 01 10              35        0        0
AMP LIMITED                    COM              6115715         26     2794 SH       DEFINED 01 10            2794        0        0
BRAMBLES IND                   COM              6120009         11     1994 SH       DEFINED 01 10            1994        0        0
MONTANA POWER CO               COM              612085100       21     3652 SH       DEFINED 01               3652        0        0
BENESSE CORP                   COM              6121927          8      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          7     2273 SH       DEFINED 01 10            2273        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
NTT DATA COM                   COM              6125639          7        2 SH       DEFINED 01 10               2        0        0
MONTEREY PASTA CO              COM              612570101        4      630 SH       DEFINED 01 02               0      630        0
SEMBCORP                       COM              6128713          3     4000 SH       DEFINED 01 10            4000        0        0
NIT DOCOMO                     COM              6129277         71        6 SH       DEFINED 01 10               6        0        0
BRIDGESTONE                    COM              6132101         21     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         12     1000 SH       DEFINED 01 10            1000        0        0
BHP BILLITON LTD               COM              6144690         50     9319 SH       DEFINED 01 10            9319        0        0
MONTPELIER RE HLDS             COM              614500999    15000   150000 SH       DEFINED 01 05               0   150000        0
CONTACT ENER                   COM              6152529          2     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP                     COM              615337102     3911   113116 SH       DEFINED 01             113116        0        0
MONY GROUP                     COM              615337102      387    11200 SH       DEFINED 01 05               0    11200        0
MOODY'S                        COM              615369105     1849    46402 SH       DEFINED 01              46402        0        0
MOODY'S                        COM              615369105     1527    38301 SH       DEFINED 01 03               0    38301        0
MOODY'S                        COM              615369105     5693   142822 SH       DEFINED 01 05               0   142822        0
MOOG CL A                      COM              615394202     1694    77686 SH       DEFINED 01              77686        0        0
MOOG CL A                      COM              615394202      151     6914 SH       DEFINED 01 05               0     6914        0
MOOG INC CL A                  COM              615394202        5      220 SH       DEFINED 01 02               0      220        0
MOORE CORP LTD                 COM              615785995      133    13900 SH       DEFINED 01              13900        0        0
MIRVAC GROUP                   COM              6161978          2     1049 SH       DEFINED 01 10            1049        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007          9    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323        103     3000 SH       DEFINED 01 10            3000        0        0
MORGAN ST DEAN WITTE           COM              617446448    15182   271400 SH       DEFINED 01                  0   271400        0
MORGAN ST DEAN WITTE           COM              617446448     1824    32599 SH       DEFINED 01 02               0    32599        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448   615140 10996426 SH       DEFINED 01           10996426        0        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448    17939   320669 SH       DEFINED 01 03               0   320669        0
MORGAN STANLEY, DEAN WITTER, D COM              617446448   184379  3296040 SH       DEFINED 01 05               0  3296040        0
DBS GROUP HL                   COM              6175203         30     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          3     4053 SH       DEFINED 01 10            4053        0        0
CASIO COMPUT                   COM              6178967          4     1000 SH       DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755         10     8000 SH       DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          3      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          8     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         32        5 SH       DEFINED 01 10               5        0        0
CSL                            COM              6185495          7      281 SH       DEFINED 01 10             281        0        0
CHEUNG                         COM              6190273         21     2000 SH       DEFINED 01 10            2000        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    76055   141523 SH       DEFINED 01 03               0   141523        0
PYRAMID FIXED INCOME           COM              619465XX0    27216   102853 SH       DEFINED 01 03               0   102853        0
PYRAMID EAFE INDEX             COM              619466XX8     1214    10071 SH       DEFINED 01 03               0    10071        0
CHUBU                          COM              6195609         14      800 SH       DEFINED 01 10             800        0        0
CHUGAI PHARM                   COM              6196408         12     1000 SH       DEFINED 01 10            1000        0        0
CHUO MITSUI TRUST AND BANKING  COM              6196840          3     2900 SH       DEFINED 01 10            2900        0        0
CITIZEN WATC                   COM              6197304          5     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          7     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT                        COM              619908106        0      170 SH       DEFINED 01                170        0        0
MOTOROLA                       COM              620076109     3004   200000 SH       DEFINED 01                  0   200000        0
MOTOROLA                       COM              620076109    36038  2399384 SH       DEFINED 01            2399384        0        0
MOTOROLA                       COM              620076109     8208   546470 SH       DEFINED 01 03               0   546470        0
MOTOROLA                       COM              620076109    22799  1517918 SH       DEFINED 01 05               0  1517918        0
MOTOROLA                       CONV PRF         620076208       21      450 SH       DEFINED 01 02               0      450        0
MOTOROLA                       PRF              620076208    30890   660900 SH       DEFINED 01             660900        0        0
MOTOROLA                       PRF              620076208     4889   104600 SH       DEFINED 01 05               0   104600        0
COLES MYER                     COM              6209908         11     2656 SH       DEFINED 01 10            2656        0        0
ORIGIN ENERGY                  COM              6214861          2     1202 SH       DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         48     3144 SH       DEFINED 01 10            3144        0        0
CSK CORP                       COM              6215552          5      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         12      617 SH       DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
COMFORT GROUP                  COM              6223629          1     1500 SH       DEFINED 01 10            1500        0        0
COSMO OIL                      COM              6226338          1     1000 SH       DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          8     2208 SH       DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1006 SH       DEFINED 01 10            1006        0        0
MOVIE GALLERY                  COM              624581104     1288    52850 SH       DEFINED 01              52850        0        0
MOVIE GALLERY                  COM              624581104       91     3750 SH       DEFINED 01 05               0     3750        0
MPOWER HOLDING                 COM              62473L101        0      100 SH       DEFINED 01                100        0        0
MUELLER INDS                   COM              624756102     3286    98813 SH       DEFINED 01              98813        0        0
MUELLER INDS                   COM              624756102        5      140 SH       DEFINED 01 02               0      140        0
DAIEI INC                      COM              6249982          1     2000 SH       DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         19     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         16     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          4     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          3     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         20     2000 SH       DEFINED 01 10            2000        0        0
DAIWA HOUSE                    COM              6251363         11     2000 SH       DEFINED 01 10            2000        0        0
DAIWA SECS G                   COM              6251448         21     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          3      785 SH       DEFINED 01 10             785        0        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998    16601    61131 SH       DEFINED 01              61131        0        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998     9981    36753 SH       DEFINED 01 05               0    36753        0
MURPHY OIL                     COM              626717102   126179  1501419 SH       DEFINED 01            1501419        0        0
MURPHY OIL                     COM              626717102     2459    29283 SH       DEFINED 01 02               0    29283        0
MURPHY OIL                     COM              626717102     5320    63300 SH       DEFINED 01 03               0    63300        0
MURPHY OIL                     COM              626717102    31753   377829 SH       DEFINED 01 05               0   377829        0
MURATA MANUFACTURING           COM              626999999       52      873 SH       DEFINED 01                873        0        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939         11    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      899   123161 SH       DEFINED 01             123161        0        0
MYERS IND INC                  COM              628464109      960    70323 SH       DEFINED 01              70323        0        0
MYKROLIS                       COM              62852P103        1       92 SH       DEFINED 01                 92        0        0
MYLAN LABS                     COM              628530107      147     3921 SH       DEFINED 01               3921        0        0
MYRIAD GENETICS                COM              62855J104     3121    59278 SH       DEFINED 01              59278        0        0
MYRIAD GENETICS                COM              62855J104      132     2500 SH       DEFINED 01 05               0     2500        0
LI & FUNG                      COM              6286257          9     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280         43       21 SH       DEFINED 01 10              21        0        0
PACIFIC DUNL                   COM              6286611          1     1971 SH       DEFINED 01 10            1971        0        0
NABI                           COM              628716102     1765   171000 SH       DEFINED 01             171000        0        0
NABI                           COM              628716102      105    10200 SH       DEFINED 01 05               0    10200        0
NORTH AMERICAN BIO             COM              628716102        2      190 SH       DEFINED 01 02               0      190        0
NBTY                           COM              628782104     4245   362806 SH       DEFINED 01             362806        0        0
NBTY                           COM              628782104      122    10400 SH       DEFINED 01 05               0    10400        0
NCI BUILDING SYSTEMS           COM              628852105      690    39000 SH       DEFINED 01              39000        0        0
NCI BUILDING SYSTEMS           COM              628852105       64     3600 SH       DEFINED 01 05               0     3600        0
NCO GROUP                      COM              628858102       18      788 SH       DEFINED 01                788        0        0
NCO GROUP                      COM              628858102        3      110 SH       DEFINED 01 02               0      110        0
NCR                            COM              62886E108       71     1931 SH       DEFINED 01               1931        0        0
NCR                            COM              62886E108      879    23851 SH       DEFINED 01 03               0    23851        0
NCR                            COM              62886E108       26      699 SH       DEFINED 01 05               0      699        0
NEC CORP. ORD (6701)           COM              629050105       53     5168 SH       DEFINED 01               5168        0        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     2719    71000 SH       DEFINED 01              71000        0        0
NPS PHARMACEUTICALS            COM              62936P103        4      100 SH       DEFINED 01 02               0      100        0
NPS PHARMACEUTICALS            COM              62936P103      153     4000 SH       DEFINED 01 05               0     4000        0
ONESTEEL LTD.                  COM              6293729          1      909 SH       DEFINED 01 10             909        0        0
NRG ENERGY                     COM              629377102    31763  2049176 SH       DEFINED 01            2049176        0        0
NRG ENERGY                     COM              629377102      555    35800 SH       DEFINED 01 05               0    35800        0
NRG ENERGY CV 6.50%            PRF              629377201    35586  2023080 SH       DEFINED 01            2023080        0        0
NRG ENERGY CV 6.50%            PRF              629377201     1857   105600 SH       DEFINED 01 05               0   105600        0
NRJ GROUP                      COM              629379991       60     3200 SH       DEFINED 01               3200        0        0
NTL INCORPORATED               COM              629407107        1      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503     2491    35588 SH       DEFINED 01              35588        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503      371     5296 SH       DEFINED 01 05               0     5296        0
NTT DOCOMO                     COM              629425992    11410      971 SH       DEFINED 01                971        0        0
NTT DOCOMO                     COM              629425992     2162      184 SH       DEFINED 01 03               0      184        0
NTT DOCOMO                     COM              629425992    15193     1293 SH       DEFINED 01 05               0     1293        0
NUI CORP                       COM              629431107      961    40554 SH       DEFINED 01              40554        0        0
NUI CORP                       COM              629431107        3      130 SH       DEFINED 01 02               0      130        0
NVR                            COM              62944T105     7302    35794 SH       DEFINED 01              35794        0        0
NVR                            COM              62944T105      184      900 SH       DEFINED 01 05               0      900        0
NVR INC                        COM              62944T105        3       14 SH       DEFINED 01 02               0       14        0
NYMAGIC                        COM              629484106      137     8500 SH       DEFINED 01               8500        0        0
NABORS INDS                    COM              629568106     3217    93698 SH       DEFINED 01              93698        0        0
NABORS INDS                    COM              629568106     1187    34587 SH       DEFINED 01 03               0    34587        0
NABORS INDS                    COM              629568106       35     1013 SH       DEFINED 01 05               0     1013        0
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        0        0
NSM STEEL WARRANTS 144A  2/01/ COM              629844119        0 10129482 SH       DEFINED 01           10129482        0        0
NSM STEEL WARRANTS 144A  2/01/ COM              629844119        0  4115102 SH       DEFINED 01 05               0  4115102        0
EAST JAPAN                     COM              6298542         53       11 SH       DEFINED 01 10              11        0        0
NANOGEN INC                    COM              630075109        0       75 SH       DEFINED 01                 75        0        0
EBARA CORP                     COM              6302700          6     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         25     1000 SH       DEFINED 01 10            1000        0        0
CAPITALAND                     COM              6309303          6     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   405919 10381549 SH       DEFINED 01           10381549        0        0
NASDAQ-100 SHARES              COM              631100104      257     6583 SH       DEFINED 01 02               0     6583        0
NASDAQ-100 SHARES              COM              631100104     2737    70000 SH       DEFINED 01 03               0    70000        0
NASDAQ-100 SHARES              COM              631100104    57867  1479963 SH       DEFINED 01 05               0  1479963        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01                  0      300        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01 05               0      300        0
NASH FINCH                     COM              631158102     3111   100035 SH       DEFINED 01             100035        0        0
NASH FINCH                     COM              631158102      180     5800 SH       DEFINED 01 05               0     5800        0
NASH FINCH CO                  COM              631158102        5      170 SH       DEFINED 01 02               0      170        0
NASSDA CORP                    COM              63172M101     3078   136850 SH       DEFINED 01             136850        0        0
ESPRIT HOLDINGS LIMITED        COM              6321642          3     3000 SH       DEFINED 01 10            3000        0        0
NATCO GROUP CL A               COM              63227W203       33     4700 SH       DEFINED 01               4700        0        0
NATL AUSTRALIA BANK            COM              632996997     8208   503254 SH       DEFINED 01             503254        0        0
NATL AUSTRALIA BANK            COM              632996997    15048   922713 SH       DEFINED 01 05               0   922713        0
NIPPON UNIPAC HOLDING          COM              6334781         13        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171         87       13 SH       DEFINED 01 10              13        0        0
UFJ HOLDINGS INC               COM              6335223          7        3 SH       DEFINED 01 10               3        0        0
GOODMAN FIEL                   COM              6336549          2     2866 SH       DEFINED 01 10            2866        0        0
FOSTERS GROUP LTD              COM              6349268         10     3868 SH       DEFINED 01 10            3868        0        0
FRASER & NEA                   COM              6350602          4     1000 SH       DEFINED 01 10            1000        0        0
NATIONAL CITY CORP             COM              635405103      353    12061 SH       DEFINED 01              12061        0        0
NATIONAL CITY CORP             COM              635405103     4351   148788 SH       DEFINED 01 03               0   148788        0
NATIONAL CITY CORP             COM              635405103      127     4359 SH       DEFINED 01 05               0     4359        0
NATL COMMERCE FINL             COM              63545P104      161     6356 SH       DEFINED 01               6356        0        0
FUJI PHOTO F                   COM              6356525         36     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          1      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          4     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         21      500 SH       DEFINED 01 10             500        0        0
FUJITSU                        COM              6356945         36     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          2     2559 SH       DEFINED 01 10            2559        0        0
NATIONAL FUEL GAS CO           COM              636180101       63     2529 SH       DEFINED 01               2529        0        0
NATL INFO CONSORT              COM              636491102        0      153 SH       DEFINED 01                153        0        0
NATIONAL INSTRUMENT            COM              636518102       59     1596 SH       DEFINED 01               1596        0        0
GEN PROPERTY                   COM              6365866          5     3387 SH       DEFINED 01 10            3387        0        0
NATL-OILWELL                   COM              637071101      471    22862 SH       DEFINED 01              22862        0        0
NATL PENN BANCSHARE            COM              637138108        2       87 SH       DEFINED 01                 87        0        0
NATL PRESTO IND                COM              637215104      559    20158 SH       DEFINED 01              20158        0        0
NATIONAL PROCESSING            COM              637229105        9      262 SH       DEFINED 01                262        0        0
NATL SEMICONDUCTOR             COM              637640103     2509    81499 SH       DEFINED 01              81499        0        0
NATL SEMICONDUCTOR             COM              637640103     1330    43191 SH       DEFINED 01 03               0    43191        0
NATL SEMICONDUCTOR             COM              637640103       39     1266 SH       DEFINED 01 05               0     1266        0
NATL SERVICE INDS              COM              637657107        0       64 SH       DEFINED 01                 64        0        0
NATIONWIDE FINL                COM              638612101     2176    52503 SH       DEFINED 01              52503        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NAVIGATORS GROUP               COM              638904102      243    12300 SH       DEFINED 01              12300        0        0
NATURES SUNSHINE PRO           COM              639027101      563    47988 SH       DEFINED 01              47988        0        0
NAUTICA ENTERPRISES            COM              639089101     4880   381566 SH       DEFINED 01             381566        0        0
NAUTICA ENTERPRISES            COM              639089101        5      360 SH       DEFINED 01 02               0      360        0
NAUTICA ENTERPRISES            COM              639089101      310    24200 SH       DEFINED 01 05               0    24200        0
NAVISTAR INTL                  COM              63934E108      601    15224 SH       DEFINED 01              15224        0        0
NAVISTAR INTL                  COM              63934E108      576    14581 SH       DEFINED 01 03               0    14581        0
NAVISTAR INTL                  COM              63934E108       17      427 SH       DEFINED 01 05               0      427        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      105    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
NDCHEALTH CORP                 COM              639480102     3480   100707 SH       DEFINED 01             100707        0        0
GUNMA BANK                     COM              6398088          5     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          4     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN-MARCUS GROUP            COM              640204202       48     1533 SH       DEFINED 01               1533        0        0
NELSON (THOMAS) INC            COM              640376109      469    42295 SH       DEFINED 01              42295        0        0
NEOFORMA INC                   COM              640475505        0       10 SH       DEFINED 01                 10        0        0
NEOPOST SA                     COM              640479994       58     2000 SH       DEFINED 01               2000        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG SENG BA                   COM              6408374         43     3900 SH       DEFINED 01 10            3900        0        0
HANKYU DEPT STORES             COM              6408705          6     1000 SH       DEFINED 01 10            1000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100      115     3946 SH       DEFINED 01 03               0     3946        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      788    49188 SH       DEFINED 01 03               0    49188        0
NET.B@NK INC                   COM              640933107        1       94 SH       DEFINED 01                 94        0        0
NETWORK ASSOCIATES             COM              640938106    11784   455866 SH       DEFINED 01             455866        0        0
NETWORK ASSOCIATES             COM              640938106      605    23400 SH       DEFINED 01 03               0    23400        0
NETWORK ASSOCIATES             COM              640938106      233     9000 SH       DEFINED 01 05               0     9000        0
NESTLE                         COM              641069992    34186   160335 SH       DEFINED 01             160335        0        0
NESTLE                         COM              641069992    11069    51913 SH       DEFINED 01 03               0    51913        0
NESTLE                         COM              641069992    18984    89039 SH       DEFINED 01 05               0    89039        0
NET 2 PHONE                    COM              64108N106        0       37 SH       DEFINED 01                 37        0        0
Netcentives, Inc.              COM              64108P101        0   816471 SH       DEFINED 01             816471        0        O
NETEGRITY                      COM              64110P107     5381   277928 SH       DEFINED 01             277928        0        0
NETEGRITY                      COM              64110P107      149     7714 SH       DEFINED 01 05               0     7714        0
NETEGRITY INC                  COM              64110P107        3      130 SH       DEFINED 01 02               0      130        0
NESTOR HEALTHCARE GROUP        COM              641111992      135    17000 SH       DEFINED 01              17000        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     2690    76321 SH       DEFINED 01              76321        0        0
NET IQ                         COM              64115P102        3       95 SH       DEFINED 01 02               0       95        0
NET IQ                         COM              64115P102      123     3500 SH       DEFINED 01 05               0     3500        0
NETSCOUT SYS INC               COM              64115T104      966   122088 SH       DEFINED 01             122088        0        0
NETSCOUT SYS INC               COM              64115T104        3      340 SH       DEFINED 01 02               0      340        0
NETSCOUT SYS INC               COM              64115T104       78     9800 SH       DEFINED 01 05               0     9800        0
NETRATINGS INC                 COM              64116M108        2      157 SH       DEFINED 01                157        0        0
NETSCREEN TECH INC             COM              64117V107     1749    79050 SH       DEFINED 01              79050        0        0
NETWORK EQUIP TECH             COM              641208103      355    65218 SH       DEFINED 01              65218        0        0
NETWORK APPLIANCE              COM              64120L104    25234  1153866 SH       DEFINED 01            1153866        0        0
NETWORK APPLIANCE              COM              64120L104      265    12100 SH       DEFINED 01 02               0    12100        0
NETWORK APPLIANCE              COM              64120L104     1778    81301 SH       DEFINED 01 03               0    81301        0
NETWORK APPLIANCE              COM              64120L104    34248  1565982 SH       DEFINED 01 05               0  1565982        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
NEUBERGER BERMAN               COM              641234109      775    17669 SH       DEFINED 01              17669        0        0
NEURO CRINE                    COM              64125C109        5      100 SH       DEFINED 01 02               0      100        0
NEUROCRINE BIOSCIENCES         COM              64125C109     3083    60078 SH       DEFINED 01              60078        0        0
NEUROCRINE BIOSCIENCES         COM              64125C109      174     3400 SH       DEFINED 01 05               0     3400        0
JAMES HARDIE                   COM              6412977          3      868 SH       DEFINED 01 10             868        0        0
HENDERSON LAND                 COM              6420538         18     4000 SH       DEFINED 01 10            4000        0        0
DAIWA BANK                     COM              6421553          3     5000 SH       DEFINED 01 10            5000        0        0
HIROSE ELECT                   COM              6428725          7      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         66     9000 SH       DEFINED 01 10            9000        0        0
HITACHI ZOSEN CORP             COM              6429308          1     2000 SH       DEFINED 01 10            2000        0        0
TRANSURBAN GROUP               COM              6430430          2      955 SH       DEFINED 01 10             955        0        0
HOKURIKU BAN                   COM              6433161          2     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145         88     2200 SH       DEFINED 01 10            2200        0        0
HONG KONG ELECTRIC             COM              6435327          7     2000 SH       DEFINED 01 10            2000        0        0
WHARF (HOLDI                   COM              6435576         15     6000 SH       DEFINED 01 10            6000        0        0
HONGKONG&CHI                   COM              6436557         18    14410 SH       DEFINED 01 10           14410        0        0
NEW ENGLAND BUS SERV           COM              643872104      714    37298 SH       DEFINED 01              37298        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         18      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS                      COM              644383101        2      561 SH       DEFINED 01                561        0        0
HUTCHISON WH                   COM              6448068         96     9900 SH       DEFINED 01 10            9900        0        0
HYSAN DEVELO                   COM              6449629          2     2029 SH       DEFINED 01 10            2029        0        0
ORICA LIMITE                   COM              6458001          2      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    27564   588990 SH       DEFINED 01             588990        0        0
NEW JERSEY RESOURCES           COM              646025106        7      160 SH       DEFINED 01 02               0      160        0
NEW JERSEY RESOURCES           COM              646025106      165     3526 SH       DEFINED 01 05               0     3526        0
ISETAN                         COM              6466844         10     1000 SH       DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          1     1000 SH       DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          5     3000 SH       DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803          9     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         45     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SHOKUBAI                COM              6470588          4     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871         10     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         25        4 SH       DEFINED 01 10               4        0        0
JOYO BANK                      COM              6479767          6     2000 SH       DEFINED 01 10            2000        0        0
AEON CO. LTD                   COM              6480048         23     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALT           COM              648053106       59     3102 SH       DEFINED 01               3102        0        0
KAJIMA CORP                    COM              6481320          5     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         39     2700 SH       DEFINED 01 10            2700        0        0
KAO CORP                       COM              6483809         42     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
KEIO ELECTRIC                  COM              6487362          5     1000 SH       DEFINED 01 10            1000        0        0
KEPPEL CORP                    COM              6490263          3     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          5     1000 SH       DEFINED 01 10            1000        0        0
NEW WORLD RESTAURANT GROUP     COM              649271103       35   130000 SH       DEFINED 01             130000        0        0
KINDEN                         COM              6492924          5     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         13     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         21     3000 SH       DEFINED 01 10            3000        0        0
NEW YORK COM BANCORP           COM              649445103        4      180 SH       DEFINED 01 02               0      180        0
NEW YORK COMMUNITY BANCORP     COM              649445103     2066    90285 SH       DEFINED 01              90285        0        0
NEW YORK COMMUNITY BANCORP     COM              649445103     4757   208000 SH       DEFINED 01 05               0   208000        0
KOMATSU                        COM              6496584          7     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681          9      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          6     1000 SH       DEFINED 01 10            1000        0        0
KOYO SEIKO CO                  COM              6497082          4     1000 SH       DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         10     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          4     7000 SH       DEFINED 01 10            7000        0        0
KYOWA HAKKO                    COM              6499550          5     1000 SH       DEFINED 01 10            1000        0        0
KYUSHU                         COM              6499806          7      500 SH       DEFINED 01 10             500        0        0
NEW YORK TIMES CL A            COM              650111107     8936   206620 SH       DEFINED 01             206620        0        0
NEW YORK TIMES CL A            COM              650111107     2159    49920 SH       DEFINED 01 03               0    49920        0
NEW YORK TIMES CL A            COM              650111107      259     5990 SH       DEFINED 01 05               0     5990        0
TELECOM CORP OF NEW ZEALAND    COM              650200991      356   170900 SH       DEFINED 01             170900        0        0
NEWCREST MINING                COM              650902992      848   400000 SH       DEFINED 01             400000        0        0
LEIGHTON HOL                   COM              6511227          3      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          7     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106    16180   586873 SH       DEFINED 01             586873        0        0
NEWELL RUBBERMAID              COM              651229106     2731    99074 SH       DEFINED 01 03               0    99074        0
NEWELL RUBBERMAID              COM              651229106      414    15018 SH       DEFINED 01 05               0    15018        0
NEWFIELD EXPLORATION           COM              651290108    22898   644834 SH       DEFINED 01             644834        0        0
NEWFIELD EXPLORATION           COM              651290108    38955  1096984 SH       DEFINED 01 02               0  1096984        0
NEWFIELD EXPLORATION           COM              651290108     2844    80100 SH       DEFINED 01 03               0    80100        0
NEWFIELD EXPLORATION           COM              651290108      294     8282 SH       DEFINED 01 05               0     8282        0
NEWHALL LAND & FARMG           COM              651426108        3       85 SH       DEFINED 01                 85        0        0
NEWMONT MINING                 COM              651639106     1985   103871 SH       DEFINED 01             103871        0        0
NEWMONT MINING                 COM              651639106      920    48131 SH       DEFINED 01 03               0    48131        0
NEWMONT MINING                 COM              651639106       27     1410 SH       DEFINED 01 05               0     1410        0
NEWPARK RESOURCES              COM              651718504      279    35330 SH       DEFINED 01              35330        0        0
NEWPORT                        COM              651824104     1958   101569 SH       DEFINED 01             101569        0        0
NEWPORT                        COM              651824104      128     6650 SH       DEFINED 01 05               0     6650        0
NEWPORT CORP                   COM              651824104        3      130 SH       DEFINED 01 02               0      130        0
NEWPORT NEWS SHIPBLG           COM              652228107        9      122 SH       DEFINED 01                122        0        0
NEWPOWER HOLDINGS INC          COM              652463100        0      667 SH       DEFINED 01                667        0        0
NEWS CORP LTD ADR              COM              652487703      108     3384 SH       DEFINED 01               3384        0        0
NEXT                           COM              652500992      125     9564 SH       DEFINED 01               9564        0        0
NEXT                           COM              652500992     3388   260137 SH       DEFINED 01 03               0   260137        0
NEXTCARD                       COM              65332K107        0      222 SH       DEFINED 01                222        0        0
NEXTEL COMMUNICATION           COM              65332V103      432    39424 SH       DEFINED 01              39424        0        0
NEXTEL COMMUNICATION           COM              65332V103     2148   196003 SH       DEFINED 01 03               0   196003        0
NEXTEL COMMUNICATION           COM              65332V103       63     5743 SH       DEFINED 01 05               0     5743        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    26236    44468 SH       DEFINED 01              44468        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     5577     9452 SH       DEFINED 01 05               0     9452        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707     8768    17537 SH       DEFINED 01              17537        0        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707     1432     2865 SH       DEFINED 01 05               0     2865        0
NEXTEL COM CVT                 CONV BND         65332VAY9     7245 12000000 PRN      DEFINED 01 02               0        0 12000000
NEXTEL PARTNERS INC            COM              65333F107       10      870 SH       DEFINED 01                870        0        0
NET LEVEL COMM                 COM              65333U104        0      121 SH       DEFINED 01                121        0        0
NIAGARA MOHAWK HOLDINGS        COM              653520106     5358   302211 SH       DEFINED 01             302211        0        0
NIAGARA MOHAWK HOLDINGS        COM              653520106      698    39342 SH       DEFINED 01 03               0    39342        0
NIAGARA MOHAWK HOLDINGS        COM              653520106       20     1152 SH       DEFINED 01 05               0     1152        0
NICHICON                       COM              654078997       14     1300 SH       DEFINED 01               1300        0        0
NICOR                          COM              654086107    10452   251009 SH       DEFINED 01             251009        0        0
NICOR                          COM              654086107      458    10994 SH       DEFINED 01 03               0    10994        0
NICOR                          COM              654086107       13      322 SH       DEFINED 01 05               0      322        0
NIKE CL B                      COM              654106103     2040    36260 SH       DEFINED 01              36260        0        0
NIKE CL B                      COM              654106103     3709    65953 SH       DEFINED 01 03               0    65953        0
NIKE CL B                      COM              654106103      109     1932 SH       DEFINED 01 05               0     1932        0
99 CENTS ONLY STORE            COM              65440K106    53908  1414970 SH       DEFINED 01 02               0  1414970        0
99 CENTS ONLY STORES           COM              65440K106    34405   903012 SH       DEFINED 01             903012        0        0
99 CENTS ONLY STORES           COM              65440K106     4469   117300 SH       DEFINED 01 03               0   117300        0
99 CENTS ONLY STORES           COM              65440K106      475    12465 SH       DEFINED 01 05               0    12465        0
NINTENDO                       COM              654450998    14691    83891 SH       DEFINED 01              83891        0        0
NINTENDO                       COM              654450998     2014    11500 SH       DEFINED 01 03               0    11500        0
NINTENDO                       COM              654450998    19560   111700 SH       DEFINED 01 05               0   111700        0
NIPPON MEAT PACKERS INC        COM              654460997      668    63000 SH       DEFINED 01              63000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962       46       14 SH       DEFINED 01                 14        0        0
NISOURCE INC                   COM              65473P105    41602  1804085 SH       DEFINED 01            1804085        0        0
NISOURCE INC                   COM              65473P105     1171    50773 SH       DEFINED 01 03               0    50773        0
NISOURCE INC                   COM              65473P105       34     1488 SH       DEFINED 01 05               0     1488        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR                   COM              654744994     4418   833000 SH       DEFINED 01             833000        0        0
NISSAN MOTOR                   COM              654744994     2444   461000 SH       DEFINED 01 03               0   461000        0
NISSAN MOTOR                   COM              654744994     8108  1529000 SH       DEFINED 01 05               0  1529000        0
NKK CORP                       COM              654870997     2408  3394000 SH       DEFINED 01 03               0  3394000        0
NISSIN HEALTHCARE              COM              654885995      211     6000 SH       DEFINED 01               6000        0        0
NOBLE AFFILIATES               COM              654894104      665    18839 SH       DEFINED 01              18839        0        0
NOKIA ADR A                    COM              654902204    24579  1002000 SH       DEFINED 01                  0  1002000        0
NOKIA ADR A                    COM              654902204    29493  1202098 SH       DEFINED 01 02               0  1202098        0
NOKIA ADR CL A                 COM              654902204   211926  8639478 SH       DEFINED 01            8639478        0        0
NOKIA ADR CL A                 COM              654902204      367    14950 SH       DEFINED 01 03               0    14950        0
NOKIA ADR CL A                 COM              654902204   132651  5407714 SH       DEFINED 01 05               0  5407714        0
MIM HOLDINGS                   COM              6550167          2     3659 SH       DEFINED 01 10            3659        0        0
NOBLE DRILLING                 COM              655042109     1485    43618 SH       DEFINED 01              43618        0        0
NOBLE DRILLING                 COM              655042109     1105    32470 SH       DEFINED 01 03               0    32470        0
NOBLE DRILLING                 COM              655042109       32      951 SH       DEFINED 01 05               0      951        0
NOMURA RESEARCH INST (4307)    COM              655360998     2570    21900 SH       DEFINED 01 03               0    21900        0
NOMURA HOLDINGS                COM              655361103    10896   850020 SH       DEFINED 01             850020        0        0
NOMURA HOLDINGS                COM              655361103     3602   281000 SH       DEFINED 01 03               0   281000        0
NOMURA HOLDINGS                COM              655361103    14139  1103000 SH       DEFINED 01 05               0  1103000        0
NORDEA                         COM              655499994      464    87700 SH       DEFINED 01              87700        0        0
NORDSON                        COM              655663102      117     4443 SH       DEFINED 01               4443        0        0
NORDSON CORP                   COM              655663102        4      170 SH       DEFINED 01 02               0      170        0
NORDSTROM INC                  COM              655664100       52     2584 SH       DEFINED 01               2584        0        0
NORDSTROM INC                  COM              655664100      668    33001 SH       DEFINED 01 03               0    33001        0
NORDSTROM INC                  COM              655664100       20      967 SH       DEFINED 01 05               0      967        0
NORFOLK SOUTHERN               COM              655844108     1294    70595 SH       DEFINED 01              70595        0        0
NORFOLK SOUTHERN               COM              655844108     1735    94656 SH       DEFINED 01 03               0    94656        0
NORFOLK SOUTHERN               COM              655844108       51     2773 SH       DEFINED 01 05               0     2773        0
NORMANDY MINING LTD            COM              656100997      927  1000000 SH       DEFINED 01            1000000        0        0
NORSK HYDRO                    COM              656531993       17      400 SH       DEFINED 01                400        0        0
NORSKE SKOGSINDUSTRIER         COM              656533999       11      600 SH       DEFINED 01                600        0        0
NORTEK INC                     COM              656559101        7      260 SH       DEFINED 01 02               0      260        0
NORTEL NETWORKS                COM              656568102    25443  3392343 SH       DEFINED 01            3392343        0        0
NORTEL NETWORKS                COM              656568102     6477   863668 SH       DEFINED 01 03               0   863668        0
NORTEL NETWORKS                COM              656568102      173    23023 SH       DEFINED 01 05               0    23023        0
NORTEL NETWORKS CORP           COM              656568102    12433  1655648 SH       DEFINED 01 02               0  1655648        0
NORTEL NETWORKS                COM              656568995      353    47300 SH       DEFINED 01              47300        0        0
NORTH AMERICAN PALLADIUM       COM              656912102      702   120000 SH       DEFINED 01             120000        0        0
MARUBENI COR                   COM              6569464          2     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         12     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA E                   COM              6572707         77     6000 SH       DEFINED 01 10            6000        0        0
MATSUSHITA                     COM              6572729          8     1000 SH       DEFINED 01 10            1000        0        0
MAYNE NICKLESS                 COM              6574606          5     1528 SH       DEFINED 01 10            1528        0        0
MEIJI DAIRIES CORP             COM              6576088          2     1000 SH       DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          4     1000 SH       DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          2      100 SH       DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          7      955 SH       DEFINED 01 10             955        0        0
NOKIA                          COM              659002FR5    55640  2157755 SH       DEFINED 01            2157755        0        0
NOKIA                          COM              659002FR5     5556   215466 SH       DEFINED 01 03               0   215466        0
NOKIA                          COM              659002FR5    53839  2087918 SH       DEFINED 01 05               0  2087918        0
CREDIT SAISO                   COM              6591809          8      400 SH       DEFINED 01 10             400        0        0
NORTH FORK BANCORPORATION      COM              659424105     1887    59011 SH       DEFINED 01              59011        0        0
MITSUBISHI E                   COM              6596729         22     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         26     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI G                   COM              6596923          1     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         23     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         24     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          4     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          1     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          5     2000 SH       DEFINED 01 10            2000        0        0
MITSUI & CO                    COM              6597302         20     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          2     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         15     2000 SH       DEFINED 01 10            2000        0        0
MURATA MFG C                   COM              6610403         42      700 SH       DEFINED 01 10             700        0        0
NGK INSULATO                   COM              6619507          7     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         38     5726 SH       DEFINED 01 10            5726        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         63     3870 SH       DEFINED 01 10            3870        0        0
NEPTUNE ORIE                   COM              6628859          2     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          4     5000 SH       DEFINED 01 10            5000        0        0
NINTENDO CO                    COM              6639550         70      400 SH       DEFINED 01 10             400        0        0
NIKKO SECURITIES               COM              6640284          9     2000 SH       DEFINED 01 10            2000        0        0
DENSO CORP                     COM              6640381         33     2500 SH       DEFINED 01 10            2500        0        0
NEC CORP                       COM              6640400         51     5000 SH       DEFINED 01 10            5000        0        0
NIDEC CORPOR                   COM              6640682         11      200 SH       DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767         11     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          2     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          1     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN SEIFUN GROUP INC       COM              6640961          6     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          3     1000 SH       DEFINED 01 10            1000        0        0
JAPAN ENERGY                   COM              6641209          2     2000 SH       DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373         75       23 SH       DEFINED 01 10              23        0        0
NIPPON MITSU                   COM              6641403         15     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          3     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          9      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         10     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321          8     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         25    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         48     9000 SH       DEFINED 01 10            9000        0        0
NISSHINBO IN                   COM              6642923          4     1000 SH       DEFINED 01 10            1000        0        0
NOMURA HOLDINGS                COM              6643108         64     5000 SH       DEFINED 01 10            5000        0        0
NIPPON YUSEN                   COM              6643960          9     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106       75     4253 SH       DEFINED 01               4253        0        0
NORMANDY MIN                   COM              6645201          3     3762 SH       DEFINED 01 10            3762        0        0
ORIENTAL LAN                   COM              6648891         21      300 SH       DEFINED 01 10             300        0        0
NTN CORP                       COM              6651189          2     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          6     2000 SH       DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         12     3000 SH       DEFINED 01 10            3000        0        0
OKUMURA CORP                   COM              6657808          2     1000 SH       DEFINED 01 10            1000        0        0
NORTHERN TRUST CORP            COM              665859104      266     4428 SH       DEFINED 01               4428        0        0
NORTHERN TRUST CORP            COM              665859104      111     1850 SH       DEFINED 01 02               0     1850        0
NORTHERN TRUST CORP            COM              665859104     3284    54534 SH       DEFINED 01 03               0    54534        0
NORTHERN TRUST CORP            COM              665859104       96     1597 SH       DEFINED 01 05               0     1597        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          3     2000 SH       DEFINED 01 10            2000        0        0
ORIX CORP                      COM              6661144         20      220 SH       DEFINED 01 10             220        0        0
OSAKA GAS CO                   COM              6661768         14     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         24     4000 SH       DEFINED 01 10            4000        0        0
NORTHROP GRUMMAN               COM              666807102    41787   414513 SH       DEFINED 01             414513        0        0
NORTHROP GRUMMAN               COM              666807102     2733    27114 SH       DEFINED 01 03               0    27114        0
NORTHROP GRUMMAN               COM              666807102      115     1145 SH       DEFINED 01 05               0     1145        0
NORTHROP GRUMMAN COR           COM              666807102      310     3065 SH       DEFINED 01 02               0     3065        0
NWA                            COM              667280101       11      690 SH       DEFINED 01                690        0        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104     1895    74309 SH       DEFINED 01              74309        0        0
NW NATURAL GAS CO              COM              667655104        5      190 SH       DEFINED 01 02               0      190        0
NORTHWEST NAT GA 100           PRF              667655708    17361   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1701    80790 SH       DEFINED 01              80790        0        0
PIONEER CORP                   COM              6688745         11      500 SH       DEFINED 01 10             500        0        0
NU HORIZONS ELEC COR           COM              669908105      774    75300 SH       DEFINED 01              75300        0        0
NU HORIZONS ELEC COR           COM              669908105       51     5000 SH       DEFINED 01 05               0     5000        0
NUANCE COMMUNICATION           COM              669967101        1       82 SH       DEFINED 01                 82        0        0
NOVAVAX                        COM              670002104      564    40000 SH       DEFINED 01              40000        0        0
NOVELL                         COM              670006105     2480   540341 SH       DEFINED 01             540341        0        0
NOVELL                         COM              670006105      408    88924 SH       DEFINED 01 03               0    88924        0
NOVELL                         COM              670006105      172    37505 SH       DEFINED 01 05               0    37505        0
NOVELL INC                     COM              670006105        7     1520 SH       DEFINED 01 02               0     1520        0
NOVELLUS SYSTEMS               COM              670008101    33471   848450 SH       DEFINED 01             848450        0        0
NOVELLUS SYSTEMS               COM              670008101     4723   119737 SH       DEFINED 01 03               0   119737        0
NOVELLUS SYSTEMS               COM              670008101    25266   640426 SH       DEFINED 01 05               0   640426        0
NOVELLUS SYSTEMS INC           COM              670008101    44006  1115497 SH       DEFINED 01 02               0  1115497        0
NOVEN PHARMACEUTICAL           COM              670009109        4      210 SH       DEFINED 01 02               0      210        0
NOVEN PHARMACEUTICALS          COM              670009109     4082   230024 SH       DEFINED 01             230024        0        0
NOVEN PHARMACEUTICALS          COM              670009109      178    10000 SH       DEFINED 01 05               0    10000        0
NOVO NORDISK CL B              COM              670100999      432    10571 SH       DEFINED 01              10571        0        0
NOVO NORDISK CL B              COM              670100999     5310   129850 SH       DEFINED 01 03               0   129850        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       73     1630 SH       DEFINED 01               1630        0        0
PROMISE CO                     COM              6703295         16      300 SH       DEFINED 01 10             300        0        0
NUCOR                          COM              670346105    18776   354540 SH       DEFINED 01             354540        0        0
NUCOR                          COM              670346105     1858    35098 SH       DEFINED 01 03               0    35098        0
NUCOR                          COM              670346105    42398   800560 SH       DEFINED 01 05               0   800560        0
NUCOR CORP                     COM              670346105      545    10300 SH       DEFINED 01 02               0    10300        0
NUEVO ENERGY CO                COM              670509108      752    50120 SH       DEFINED 01              50120        0        0
NUMERICAL TECHNOLOG            COM              67053T101        6      159 SH       DEFINED 01                159        0        0
NUTRECO HOLDING N.V.           COM              670610997       61     1900 SH       DEFINED 01               1900        0        0
NVIDIA                         COM              67066G104    30916   462125 SH       DEFINED 01             462125        0        0
NVIDIA                         COM              67066G104     2375    35496 SH       DEFINED 01 03               0    35496        0
NVIDIA                         COM              67066G104    37842   565640 SH       DEFINED 01 05               0   565640        0
NVIDIA CORP                    COM              67066G104      302     4516 SH       DEFINED 01 02               0     4516        0
NYFIX INC                      COM              670712108     1622    81029 SH       DEFINED 01              81029        0        0
SUEZ LYONNAISE DES EAUX        COM              670800994      370    12222 SH       DEFINED 01              12222        0        0
O`CHARLEY`S                    COM              670823103     1017    54926 SH       DEFINED 01              54926        0        0
OKLAHOMA GAS & ELEC            COM              670837103       57     2474 SH       DEFINED 01               2474        0        0
OM GROUP                       COM              670872100     9342   141139 SH       DEFINED 01             141139        0        0
OM GROUP                       COM              670872100      212     3200 SH       DEFINED 01 05               0     3200        0
NOVARTIS                       COM              670889997    30212   835976 SH       DEFINED 01             835976        0        0
NOVARTIS                       COM              670889997     4792   132602 SH       DEFINED 01 03               0   132602        0
NOVARTIS                       COM              670889997    21160   585540 SH       DEFINED 01 05               0   585540        0
OMV                            COM              671039998       71      850 SH       DEFINED 01                850        0        0
OSI PHARMACEUTICALS            COM              671040103      635    13894 SH       DEFINED 01              13894        0        0
OTG SOFTWARE INC               COM              671059103        1       70 SH       DEFINED 01                 70        0        0
OTP BANK ADR                   COM              67106E101     1316    22197 SH       DEFINED 01              22197        0        0
OTP BANK ADR                   COM              67106E101       36      612 SH       DEFINED 01 05               0      612        0
QBE INS GROU                   COM              6715740          4     1062 SH       DEFINED 01 10            1062        0        0
OAK TECHNOLOGY                 COM              671802106     3210   233416 SH       DEFINED 01             233416        0        0
OAK TECHNOLOGY                 COM              671802106        3      250 SH       DEFINED 01 02               0      250        0
OAK TECHNOLOGY                 COM              671802106      157    11400 SH       DEFINED 01 05               0    11400        0
OAKLEY                         COM              673662102     2044   125717 SH       DEFINED 01             125717        0        0
OAKLEY                         COM              673662102      104     6400 SH       DEFINED 01 05               0     6400        0
RICOH                          COM              6738220         19     1000 SH       DEFINED 01 10            1000        0        0
OBSERVER AB                    COM              674499991      253    38500 SH       DEFINED 01              38500        0        0
OCCIDENTAL PETROLEUM           COM              674599105     3368   126972 SH       DEFINED 01             126972        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2659   100225 SH       DEFINED 01 03               0   100225        0
OCCIDENTAL PETROLEUM           COM              674599105      159     5988 SH       DEFINED 01 05               0     5988        0
OCE NV                         COM              674625991      100     9950 SH       DEFINED 01               9950        0        0
ROHM CO                        COM              6747204         39      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY                   COM              67481E106    11624   605425 SH       DEFINED 01             605425        0        0
OCEAN ENERGY                   COM              67481E106      931    48514 SH       DEFINED 01 05               0    48514        0
OCEANEERING INT L              COM              675232102     1542    69695 SH       DEFINED 01              69695        0        0
OCEANFIRST FINANCIAL           COM              675234108        4      165 SH       DEFINED 01 02               0      165        0
OCULAR SCIENCES                COM              675744106     1990    85400 SH       DEFINED 01              85400        0        0
OCULAR SCIENCES                COM              675744106      177     7600 SH       DEFINED 01 05               0     7600        0
ODYSSEY RE HOLDINGS            COM              67612W108        7      395 SH       DEFINED 01                395        0        0
OFFICE DEPOT INC               COM              676220106      111     5987 SH       DEFINED 01               5987        0        0
OFFICE DEPOT INC               COM              676220106     1397    75370 SH       DEFINED 01 03               0    75370        0
OFFICE DEPOT INC               COM              676220106       41     2209 SH       DEFINED 01 05               0     2209        0
OFFICE MAX                     COM              67622M108        2      432 SH       DEFINED 01                432        0        0
OFFSHORE LOGISTICS             COM              676255102     1148    64614 SH       DEFINED 01              64614        0        0
SMC CORP                       COM              6763965         20      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         15      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          3     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY CORP             COM              677240103       30     1867 SH       DEFINED 01               1867        0        0
OHIO POWER CO $100             PRF              677415796     3594    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812     1005    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      525     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         17     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          2      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          3      872 SH       DEFINED 01 10             872        0        0
SANYO ELECTR                   COM              6776769         24     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
OIL SERVICE HLDR DEP           COM              678002106     8638   141600 SH       DEFINED 01             141600        0        0
OIL SERVICE HLDR DEP           COM              678002106      110     1800 SH       DEFINED 01 02               0     1800        0
OIL SERVICE HLDR DEP           COM              678002106    13719   224900 SH       DEFINED 01 05               0   224900        0
OJI PAPER                      COM              678118993      481   121000 SH       DEFINED 01             121000        0        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         25      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          6      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         14     2000 SH       DEFINED 01 10            2000        0        0
SEVEN ELEVEN                   COM              6797179         36     1000 SH       DEFINED 01 10            1000        0        0
OLD NATL BANCORP               COM              680033107        6      248 SH       DEFINED 01                248        0        0
SHARP CORP                     COM              6800602         35     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTL              COM              680223104     1316    46991 SH       DEFINED 01              46991        0        0
SHIMAMURA CO                   COM              6804035          6      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          4     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          7     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          1      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         43     1200 SH       DEFINED 01 10            1200        0        0
SHIONOGI & C                   COM              6804682         17     1000 SH       DEFINED 01 10            1000        0        0
SHIMANO INC                    COM              6804820          3      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
SHOWA SHELL                    COM              6805544          5     1000 SH       DEFINED 01 10            1000        0        0
OLIN                           COM              680665205       23     1412 SH       DEFINED 01               1412        0        0
SINO LAND CO                   COM              6810429          3     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         14    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         18     3000 SH       DEFINED 01 10            3000        0        0
SNOW BRAND M                   COM              6818401          2     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE                       COM              681904108     8782   352978 SH       DEFINED 01             352978        0        0
OMNICARE                       COM              681904108    14229   571900 SH       DEFINED 01 05               0   571900        0
OMNICARE  INC.                 COM              681904108      114     4600 SH       DEFINED 01 02               0     4600        0
OMNICOM GROUP                  COM              681919106    89680  1003696 SH       DEFINED 01            1003696        0        0
OMNICOM GROUP                  COM              681919106      170     1900 SH       DEFINED 01 02               0     1900        0
OMNICOM GROUP                  COM              681919106     4077    45631 SH       DEFINED 01 03               0    45631        0
OMNICOM GROUP                  COM              681919106     3188    35683 SH       DEFINED 01 05               0    35683        0
OMNOVA SOLUTIONS W/I           COM              682129101      794   116740 SH       DEFINED 01             116740        0        0
SONY CORP                      COM              6821506        114     2500 SH       DEFINED 01 10            2500        0        0
ON ASSIGNMENT INC              COM              682159108     1516    66007 SH       DEFINED 01              66007        0        0
ON COMMAND CORP                COM              682160106        0      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        0      233 SH       DEFINED 01                233        0        0
SCMP GROUP LTD                 COM              6824657          3     4000 SH       DEFINED 01 10            4000        0        0
ONEOK                          COM              682680103     2538   142250 SH       DEFINED 01             142250        0        0
ONEOK                          COM              682680103      237    13300 SH       DEFINED 01 05               0    13300        0
ONI SYSTEMS CORP               COM              68273F103        7     1071 SH       DEFINED 01               1071        0        0
ONYX SOFTWARE CP               COM              683402101        0       56 SH       DEFINED 01                 56        0        0
OPENWAVE SYSTEMS               COM              683718100        3      341 SH       DEFINED 01                341        0        0
OPG GROEP                      COM              683735997      324     9380 SH       DEFINED 01               9380        0        0
OPNET TECHNOLOGIES             COM              683757108      774    53700 SH       DEFINED 01              53700        0        0
OPLINK COMM INC                COM              68375Q106        1      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827109        0      138 SH       DEFINED 01                138        0        0
OPTICAL COMM PROD              COM              68382T101      764   194000 SH       DEFINED 01             194000        0        0
OPTICAL COMM PROD              COM              68382T101        2      450 SH       DEFINED 01 02               0      450        0
OPTICAL COMM PROD              COM              68382T101       58    14700 SH       DEFINED 01 05               0    14700        0
ORACLE                         COM              68389X105   100690  7291177 SH       DEFINED 01            7291177        0        0
ORACLE                         COM              68389X105    20620  1493117 SH       DEFINED 01 03               0  1493117        0
ORACLE                         COM              68389X105    34230  2478571 SH       DEFINED 01 05               0  2478571        0
ORACLE                         COM              68389X105     1625   117700 SH       DEFINED 11 12               0   117700        0
ORACLE                         COM              68389X105    10482   759000 SH       DEFINED 11 12 13            0   759000        0
ORACLE CORP COM                COM              68389X105    12153   880000 SH       DEFINED 01                  0   880000        0
ORACLE CORP COM                COM              68389X105      392    28490 SH       DEFINED 01 02               0    28490        0
ORACLE INC.                    COM              68389X105       33     2400 SH       DEFINED 11 12 13            0     2400        0
OPTION CARE INC                COM              683948103      342    17500 SH       DEFINED 01              17500        0        0
OPTION CARE INC                COM              683948103        4      210 SH       DEFINED 01 02               0      210        0
STOCKLAND TRUST                COM              6850856          2      832 SH       DEFINED 01 10             832        0        0
ORANGE                         COM              685444994       25     2800 SH       DEFINED 01               2800        0        0
ORBITAL SCIENCES COR           COM              685564106        4      950 SH       DEFINED 01 02               0      950        0
ORBITAL SCIENCES COR ORB       COM              685564106      942   228000 SH       DEFINED 01             228000        0        0
ORBITAL SCIENCES COR ORB       COM              685564106       62    15000 SH       DEFINED 01 05               0    15000        0
ORCHID BIOSCIENCE              COM              68571P100        1      133 SH       DEFINED 01                133        0        0
SUMITOMO MITSUI BANK CORP      COM              6858526         55    13000 SH       DEFINED 01 10           13000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          1     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         14     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO MET                   COM              6858827          3     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          7     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO COR                   COM              6858946         14     3000 SH       DEFINED 01 10            3000        0        0
SUMITOMO                       COM              6859002          4     1000 SH       DEFINED 01 10            1000        0        0
ORGANOGENISIS                  COM              685906109      638   132901 SH       DEFINED 01             132901        0        0
SUN HUNG KAI                   COM              6859927         48     6000 SH       DEFINED 01 10            6000        0        0
OREGON STEEL MILLS             COM              686079104      594   120000 SH       DEFINED 01             120000        0        0
O REILLY AUTOMOTIVE            COM              686091109     5661   155208 SH       DEFINED 01             155208        0        0
ORGANIC INC                    COM              68617E101        0      183 SH       DEFINED 01                183        0        0
ORIENTAL LAND CO LTD           COM              686223991      735    10700 SH       DEFINED 01 03               0    10700        0
ORION POWER HOLDINGS           COM              686286105        8      318 SH       DEFINED 01                318        0        0
ORIX                           COM              686475997    12273   137000 SH       DEFINED 01             137000        0        0
ORIX                           COM              686475997     3520    39300 SH       DEFINED 01 03               0    39300        0
ORIX                           COM              686475997    14323   159900 SH       DEFINED 01 05               0   159900        0
SWIRE PACIFI                   COM              6867748         22     4000 SH       DEFINED 01 10            4000        0        0
TDK CORP                       COM              6869302          9      200 SH       DEFINED 01 10             200        0        0
TAISEI CORP                    COM              6870100          4     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         20     4180 SH       DEFINED 01 10            4180        0        0
TAISHO PHARM                   COM              6870144         16     1000 SH       DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382          8     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          6     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445         90     2000 SH       DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         17      300 SH       DEFINED 01 10             300        0        0
TABCORP HLDG                   COM              6873262          3      649 SH       DEFINED 01 10             649        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     7286   238844 SH       DEFINED 01             238844        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103      159     5200 SH       DEFINED 01 05               0     5200        0
TAKEFUJI COR                   COM              6876067         29      400 SH       DEFINED 01 10             400        0        0
TEIJIN                         COM              6880507          8     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          6     2949 SH       DEFINED 01 10            2949        0        0
TELEVISION                     COM              6881674          4     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207     1481    35301 SH       DEFINED 01              35301        0        0
OSHKOSH TRUCK CORP             COM              688239201     2399    49209 SH       DEFINED 01              49209        0        0
OSMONICS                       COM              688350107      315    22500 SH       DEFINED 01              22500        0        0
TERUMO CORP                    COM              6885074          6      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      230    41512 SH       DEFINED 01              41512        0        0
NEWS CORPORA                   COM              6886925         42     5292 SH       DEFINED 01 10            5292        0        0
TODA CORP                      COM              6893884          3     1000 SH       DEFINED 01 10            1000        0        0
TOKIO MARINE                   COM              6894768         29     4000 SH       DEFINED 01 10            4000        0        0
TOBU RAILWAY                   COM              6895169          5     2000 SH       DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         18     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         81     3800 SH       DEFINED 01 10            3800        0        0
TOKYO GAS CO                   COM              6895448         19     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         25      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548          9     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         18     2000 SH       DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         10     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         27     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          5     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       89     2591 SH       DEFINED 01               2591        0        0
TOYO SEIKAN KAISHA             COM              6900267         13     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        215     8500 SH       DEFINED 01 10            8500        0        0
TRANS COSMOS                   COM              6900955          3      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPHOLD GR           COM              690368105       26     1170 SH       DEFINED 01               1170        0        0
OVERTURE SERVICES INC          COM              69039R100       10      276 SH       DEFINED 01                276        0        0
OWENS & MINOR                  COM              690732102     1848    99868 SH       DEFINED 01              99868        0        0
OWENS & MINOR INC              COM              690732102        3      180 SH       DEFINED 01 02               0      180        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403        5      499 SH       DEFINED 01                499        0        0
OWENS ILLINOIS INC             COM              690768403        3      260 SH       DEFINED 01 02               0      260        0
UBE INDUSTRI                   COM              6910705          2     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          4      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH PLANS            COM              691471106      900    29845 SH       DEFINED 01              29845        0        0
OXFORD INDUSTRIES              COM              691497309      523    22150 SH       DEFINED 01              22150        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         21     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          7     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL                         COM              69325Q105     2419   249130 SH       DEFINED 01             249130        0        0
PC-TEL                         COM              69325Q105      149    15300 SH       DEFINED 01 05               0    15300        0
P-COM INC                      COM              693262107        0      209 SH       DEFINED 01                209        0        0
PDI INC                        COM              69329V100        1       39 SH       DEFINED 01                 39        0        0
PG&E                           COM              69331C108    19089   992130 SH       DEFINED 01             992130        0        0
PG&E                           COM              69331C108     2019   104981 SH       DEFINED 01 03               0   104981        0
PG&E                           COM              69331C108      127     6585 SH       DEFINED 01 05               0     6585        0
PFF BANCORP INC                COM              69331W104        6      210 SH       DEFINED 01 02               0      210        0
P.F. CHANGS CHINA B            COM              69333Y108    49473  1045970 SH       DEFINED 01 02               0  1045970        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     4882   103221 SH       DEFINED 01             103221        0        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108      894    18900 SH       DEFINED 01 03               0    18900        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108      199     4200 SH       DEFINED 01 05               0     4200        0
PIMCO TOTAL RETURN FUND        COM              693390726     5723   547116 SH       DEFINED 01 03               0   547116        0
PMA CAPITAL CORP A             COM              693419202     1397    72400 SH       DEFINED 01              72400        0        0
PMA CAPITAL CORP A             COM              693419202      116     6000 SH       DEFINED 01 05               0     6000        0
PMC-SIERRA                     COM              69344F106     7854   369427 SH       DEFINED 01             369427        0        0
PMC-SIERRA                     COM              69344F106     1890    88831 SH       DEFINED 01 03               0    88831        0
PMC-SIERRA                     COM              69344F106     4933   232029 SH       DEFINED 01 05               0   232029        0
PMC-SIERRA INC                 COM              69344F106    14152   665620 SH       DEFINED 01 02               0   665620        0
PMI GROUP                      COM              69344M101    10646   158875 SH       DEFINED 01             158875        0        0
PMI GROUP                      COM              69344M101      610     9100 SH       DEFINED 01 03               0     9100        0
PMI GROUP                      COM              69344M101      241     3600 SH       DEFINED 01 05               0     3600        0
PNC FINL                       COM              693475105      318     5655 SH       DEFINED 01               5655        0        0
PNC FINL                       COM              693475105     3920    69744 SH       DEFINED 01 03               0    69744        0
PNC FINL                       COM              693475105      115     2043 SH       DEFINED 01 05               0     2043        0
PNM RESOURCES INC              COM              69349H107     4947   176971 SH       DEFINED 01             176971        0        0
PNM RESOURCES INC              COM              69349H107        9      325 SH       DEFINED 01 02               0      325        0
PNM RESOURCES INC              COM              69349H107      226     8100 SH       DEFINED 01 05               0     8100        0
PPG INDS                       COM              693506107      896    17329 SH       DEFINED 01              17329        0        0
PPG INDS                       COM              693506107     2205    42639 SH       DEFINED 01 03               0    42639        0
PPG INDS                       COM              693506107       63     1211 SH       DEFINED 01 05               0     1211        0
PPG INDUSTRIES INC             COM              693506107     5365   103708 SH       DEFINED 01 02               0   103708        0
PPL                            COM              69351T106    18114   519795 SH       DEFINED 01             519795        0        0
PPL                            COM              69351T106     1396    40057 SH       DEFINED 01 03               0    40057        0
PPL                            COM              69351T106       89     2554 SH       DEFINED 01 05               0     2554        0
PRI AUTOMATION INC             COM              69357H106        1       56 SH       DEFINED 01                 56        0        0
PS BUSINESS PARKS              COM              69360J107        3       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100        2      296 SH       DEFINED 01                296        0        0
PACCAR INC                     COM              693718108      238     3611 SH       DEFINED 01               3611        0        0
PACCAR INC                     COM              693718108     1236    18843 SH       DEFINED 01 03               0    18843        0
PACCAR INC                     COM              693718108       36      552 SH       DEFINED 01 05               0      552        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       62     2420 SH       DEFINED 01               2420        0        0
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PACIFIC SUNWEAR                COM              694873100        2       80 SH       DEFINED 01 02               0       80        0
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PACKAGING CORP OF AMERICA      COM              695156109      573    31587 SH       DEFINED 01              31587        0        0
PACKETER                       COM              695210104        0       63 SH       DEFINED 01                 63        0        0
PACTIV                         COM              695257105      944    53160 SH       DEFINED 01              53160        0        0
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WMC                            COM              6954985         12     2441 SH       DEFINED 01 10            2441        0        0
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PALL CORP                      COM              696429307       57     2343 SH       DEFINED 01               2343        0        0
PALL CORP                      COM              696429307      722    29989 SH       DEFINED 01 03               0    29989        0
PALL CORP                      COM              696429307       21      878 SH       DEFINED 01 05               0      878        0
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WORLD CO                       COM              6977971          5      150 SH       DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109     1727    78906 SH       DEFINED 01              78906        0        0
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PANCANADIAN ENERGY CORPORATION COM              69831A107        0        1 SH       DEFINED 01                  1        0        0
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YAMAZAKI BAKING                COM              6985509          5     1000 SH       DEFINED 01 10            1000        0        0
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YASUDA                         COM              6986063          6     1000 SH       DEFINED 01 10            1000        0        0
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PAPA JOHN                      COM              698813102       19      703 SH       DEFINED 01                703        0        0
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PAREXEL                        COM              699462107     1050    73174 SH       DEFINED 01              73174        0        0
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PARK ELECTROCHEMICAL           COM              700416209     6259   237079 SH       DEFINED 01             237079        0        0
PARK ELECTROCHEMICAL           COM              700416209        4      170 SH       DEFINED 01 02               0      170        0
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PARK PLACE ENT COR             COM              700690100       84     9176 SH       DEFINED 01               9176        0        0
PARKER DRILLING                COM              701081101        3      840 SH       DEFINED 01 02               0      840        0
PARKER-HANNIFIN                COM              701094104    52348  1140218 SH       DEFINED 01            1140218        0        0
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PARMALAT FINANZIARIA           COM              701799991      226    83600 SH       DEFINED 01              83600        0        0
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PATHMARK STORES INC            COM              70322A101        6      250 SH       DEFINED 01 02               0      250        0
PATTERSON DENTAL               COM              703412106       87     2122 SH       DEFINED 01               2122        0        0
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PAXAR CORPORATION              COM              704227107     1754   123487 SH       DEFINED 01             123487        0        0
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PAYCHEX INC                    COM              704326107   117438  3351514 SH       DEFINED 01 02               0  3351514        0
PAYLESS SHOESOURCE             COM              704379106       40      720 SH       DEFINED 01                720        0        0
PEABODY ENERGY CORP            COM              704549104        7      247 SH       DEFINED 01                247        0        0
PEARSON PLC                    COM              705010999       47     4068 SH       DEFINED 01               4068        0        0
PEC SOLUTIONS                  COM              705107100      440    11700 SH       DEFINED 01              11700        0        0
PECO II                        COM              705221109     1283   215200 SH       DEFINED 01             215200        0        0
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PEDIATRIX MEDICAL GROUP        COM              705324101     5058   149107 SH       DEFINED 01             149107        0        0
PEDIATRIX MEDICAL GROUP        COM              705324101      173     5100 SH       DEFINED 01 05               0     5100        0
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PEGASUS COMM CORP              COM              705904100        4      337 SH       DEFINED 01                337        0        0
PEGASUS SOLUTIONS              COM              705906105        2      140 SH       DEFINED 01 02               0      140        0
PEGASUS SOLUTIONS INC          COM              705906105     1727   121602 SH       DEFINED 01             121602        0        0
PEGASUS SOLUTIONS INC          COM              705906105       64     4500 SH       DEFINED 01 05               0     4500        0
SODEXHO ALLI                   COM              7062713         15      340 SH       DEFINED 01 10             340        0        0
PEMSTAR                        COM              706552106     2328   194000 SH       DEFINED 01             194000        0        0
PENAUILLE POLYSERVICES         COM              706589991      106     3000 SH       DEFINED 01               3000        0        0
NORSKE                         COM              7070396          5      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      277    22212 SH       DEFINED 01              22212        0        0
PENN NATIONAL GAMING           COM              707569109        2       80 SH       DEFINED 01 02               0       80        0
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PENN NATL GAMING               COM              707569109       73     2400 SH       DEFINED 01 05               0     2400        0
UNIBAIL SA                     COM              7076242          5      102 SH       DEFINED 01 10             102        0        0
NOVO-NORDISK                   COM              7077524         41     1000 SH       DEFINED 01 10            1000        0        0
PENNEY (JC)                    COM              708160106    21118   785028 SH       DEFINED 01             785028        0        0
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AXA                            COM              7088429         89     4280 SH       DEFINED 01 10            4280        0        0
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PENTAIR INC                    COM              709631105      753    20614 SH       DEFINED 01              20614        0        0
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GPE BRUXELLE                   COM              7097328         17      330 SH       DEFINED 01 10             330        0        0
PEOPLES BANK                   COM              710198102        8      393 SH       DEFINED 01                393        0        0
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NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         33      865 SH       DEFINED 01 10             865        0        0
ABB LTD                        COM              7108899         35     3640 SH       DEFINED 01 10            3640        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         29      357 SH       DEFINED 01 10             357        0        0
PEOPLES ENERGY CORP            COM              711030106       32      825 SH       DEFINED 01                825        0        0
PEOPLES ENERGY CORP            COM              711030106      330     8691 SH       DEFINED 01 03               0     8691        0
PEOPLES ENERGY CORP            COM              711030106       10      254 SH       DEFINED 01 05               0      254        0
ROCHE HLDGS                    COM              7110388        148     2073 SH       DEFINED 01 10            2073        0        0
ADECCO SA                      COM              7110720         27      500 SH       DEFINED 01 10             500        0        0
HOLCIM LTD                     COM              7110764         22      100 SH       DEFINED 01 10             100        0        0
INDITEX +                      COM              7111314         12      632 SH       DEFINED 01 10             632        0        0
SUEZ                           COM              7118047         51     1682 SH       DEFINED 01 10            1682        0        0
KUDELSKI SA                    COM              7121250          7      116 SH       DEFINED 01 10             116        0        0
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UBS AG                         COM              7126114        203     4016 SH       DEFINED 01 10            4016        0        0
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PARMALAT FIN                   COM              7128369          4     1300 SH       DEFINED 01 10            1300        0        0
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STATOIL ASA                    COM              7133608         12     1702 SH       DEFINED 01 10            1702        0        0
PEPSI BOTTLING GROUP           COM              713409100     7238   308039 SH       DEFINED 01             308039        0        0
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PEPSI BOTTLING GROUP           COM              713409100      212     9041 SH       DEFINED 01 05               0     9041        0
PEPSIAMERICAS INC              COM              71343P200       67     4840 SH       DEFINED 01               4840        0        0
PEPSICO                        COM              713448108    37608   772369 SH       DEFINED 01             772369        0        0
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PERFORMANCE FOOD GROUP         COM              713755106      823    23400 SH       DEFINED 01 03               0    23400        0
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PERICOM SEMICOND               COM              713831105       62     4340 SH       DEFINED 01 02               0     4340        0
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SKANSKA AB                     COM              7142091          8     1200 SH       DEFINED 01 10            1200        0        0
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PEROT SYSTEMS CL A             COM              714265105       53     2600 SH       DEFINED 01 05               0     2600        0
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PERRIGO COMPANY                COM              714290103       28     2386 SH       DEFINED 01               2386        0        0
PERRIGO COMPANY                COM              714290103        4      340 SH       DEFINED 01 02               0      340        0
ENEL SPA                       COM              7144569         52     9251 SH       DEFINED 01 10            9251        0        0
ENI                            COM              7145056        130    10350 SH       DEFINED 01 10           10350        0        0
CEREOL                         COM              7147319          1       59 SH       DEFINED 01 10              59        0        0
DEXIA                          COM              7147610         17     1152 SH       DEFINED 01 10            1152        0        0
RICHEMONT                      COM              7151116         11      615 SH       DEFINED 01 10             615        0        0
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ING GROEP NV                   COM              7154182        144     5631 SH       DEFINED 01 10            5631        0        0
BANCO DI ROMA                  COM              7154609          6     3000 SH       DEFINED 01 10            3000        0        0
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PETROLEO BRASILEIRO ADR        COM              71654V408      531    22800 SH       DEFINED 01 03               0    22800        0
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PHOTRONICS                     COM              719405102      143     4568 SH       DEFINED 01 05               0     4568        0
PHOTRONICS CORP                COM              719405102        4      120 SH       DEFINED 01 02               0      120        0
PIEDMONT NATURAL GAS           COM              720186105     3423    95613 SH       DEFINED 01              95613        0        0
PIER 1 IMPORTS                 COM              720279108    10045   579290 SH       DEFINED 01             579290        0        0
PIER 1 IMPORTS                 COM              720279108      474    27300 SH       DEFINED 01 05               0    27300        0
PIER ONE IMPORTS INC           COM              720279108        4      240 SH       DEFINED 01 02               0      240        0
FAG KUGELFISCHER               COM              7212121          1      100 SH       DEFINED 01 10             100        0        0
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PILGRIMS PRIDE                 COM              721467108        4      320 SH       DEFINED 01 02               0      320        0
PINKROCCADE NV                 COM              723435996      137     6450 SH       DEFINED 01               6450        0        0
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PINNACLE ENTERTAINMENT INC     COM              723456109      453    75146 SH       DEFINED 01              75146        0        0
PINNACLE HLDGS INC             COM              72346N101        0      105 SH       DEFINED 01                105        0        0
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BILLERUD AB                    COM              7240371          1       92 SH       DEFINED 01 10              92        0        0
PITNEY BOWES                   COM              724479100    27500   731230 SH       DEFINED 01             731230        0        0
PITNEY BOWES                   COM              724479100     2982    79270 SH       DEFINED 01 03               0    79270        0
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PITTSTON BRINKS GRP            COM              725701106       43     1938 SH       DEFINED 01               1938        0        0
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PIXELWORKS                     COM              72581M107        1       79 SH       DEFINED 01                 79        0        0
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PLACER DOME                    COM              725906101      880    80617 SH       DEFINED 01 03               0    80617        0
PLACER DOME                    COM              725906101       26     2362 SH       DEFINED 01 05               0     2362        0
PLAINS RESOURCES INC           COM              726540503     1692    68751 SH       DEFINED 01              68751        0        0
FORTIS GROUP                   COM              7266139         54     2082 SH       DEFINED 01 10            2082        0        0
PLANAR SYSTEMS                 COM              726900103     2398   113640 SH       DEFINED 01             113640        0        0
PLANAR SYSTEMS                 COM              726900103      155     7360 SH       DEFINED 01 05               0     7360        0
PLANAR SYSTEMS INC             COM              726900103        3      120 SH       DEFINED 01 02               0      120        0
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PLATO LEARNING                 COM              72764Y100     1262    76000 SH       DEFINED 01              76000        0        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS               COM              72813P100       54     5523 SH       DEFINED 01               5523        0        0
PLEXUS                         COM              729132100     3980   149860 SH       DEFINED 01             149860        0        0
PLEXUS                         COM              729132100      169     6380 SH       DEFINED 01 05               0     6380        0
PLEXUS CORP                    COM              729132100        6      210 SH       DEFINED 01 02               0      210        0
PLUG PWR INC                   COM              72919P103        3      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER              COM              729251108      941    33218 SH       DEFINED 01              33218        0        0
POGO PRODUCING                 COM              730448107    27892  1061759 SH       DEFINED 01            1061759        0        0
POGO PRODUCING                 COM              730448107     3389   129000 SH       DEFINED 01 03               0   129000        0
POGO PRODUCING                 COM              730448107      449    17092 SH       DEFINED 01 05               0    17092        0
POGO PRODUCING CO              COM              730448107    41891  1594557 SH       DEFINED 01 02               0  1594557        0
POHANG IRON &  STEEL           COM              730455995     4785    51520 SH       DEFINED 01              51520        0        0
POHANG IRON &  STEEL           COM              730455995      130     1400 SH       DEFINED 01 05               0     1400        0
POLARIS INDS INC               COM              731068102     4383    75887 SH       DEFINED 01              75887        0        0
POLARIS INDS INC               COM              731068102        3       50 SH       DEFINED 01 02               0       50        0
POLAROID CORP                  COM              731095105        0       96 SH       DEFINED 01                 96        0        0
POLO RALPH LAUREN              COM              731572103       10      384 SH       DEFINED 01                384        0        0
POLYCOM                        COM              73172K104      496    14417 SH       DEFINED 01              14417        0        0
POLYMEDICA                     COM              731738100      603    36303 SH       DEFINED 01              36303        0        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     2716   277135 SH       DEFINED 01             277135        0        0
POMEROY COMPUTER RES           COM              731822102      756    56000 SH       DEFINED 01              56000        0        0
POMEROY COMPUTER RES           COM              731822102        4      260 SH       DEFINED 01 02               0      260        0
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POPE & TALBOT                  COM              732827100      656    46052 SH       DEFINED 01              46052        0        0
POPULAR INC                    COM              733174106        9      312 SH       DEFINED 01                312        0        0
PORTAL SOFTWARE                COM              736126103      646   310413 SH       DEFINED 01             310413        0        0
PORTAL SOFTWARE                COM              736126103    12375  5949570 SH       DEFINED 01 02               0  5949570        0
PORTAL SOFTWARE                COM              736126103      165    79250 SH       DEFINED 01 03               0    79250        0
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PORTERA SERIES G               PRF              736400XX5     1239  2382091 SH       DEFINED 01 05               0  2382091        0
PORTUGAL TELECOM SGPS          COM              737260992     7630   979384 SH       DEFINED 01             979384        0        0
PORTUGAL TELECOM SGPS          COM              737260992    10207  1310013 SH       DEFINED 01 05               0  1310013        0
POST PROPERTIES                COM              737464107        3       89 SH       DEFINED 01                 89        0        0
POTLATCH CORP                  COM              737628107       31     1064 SH       DEFINED 01               1064        0        0
POTOMAC ELEC POWER             COM              737679100       74     3288 SH       DEFINED 01               3288        0        0
POWELL IND INC                 COM              739128106     1239    66000 SH       DEFINED 01              66000        0        0
POWELL IND INC                 COM              739128106        2      100 SH       DEFINED 01 02               0      100        0
POWELL IND INC                 COM              739128106       69     3700 SH       DEFINED 01 05               0     3700        0
POWER INTEGRATIONS             COM              739276103     1883    82440 SH       DEFINED 01              82440        0        0
POWER-ONE                      COM              739308104     2436   234111 SH       DEFINED 01             234111        0        0
POWER-ONE                      COM              739308104      202    19359 SH       DEFINED 01 03               0    19359        0
POWER-ONE                      COM              739308104     6634   637267 SH       DEFINED 01 05               0   637267        0
POWERWAVE                      COM              739363109        4      210 SH       DEFINED 01 02               0      210        0
POWERWAVE TECHNOLOGIES         COM              739363109     2630   152208 SH       DEFINED 01             152208        0        0
POWERWAVE TECHNOLOGIES         COM              739363109      142     8200 SH       DEFINED 01 05               0     8200        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    19466   352325 SH       DEFINED 01             352325        0        0
PRAXAIR                        COM              74005P104     3298    59692 SH       DEFINED 01 03               0    59692        0
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PRE PAID LEGAL SVCS            COM              740065107     1380    63026 SH       DEFINED 01              63026        0        0
PRECISION CASTPARTS            COM              740189105       46     1622 SH       DEFINED 01               1622        0        0
PRECISION DRILLING CORP        COM              740220991       39     1500 SH       DEFINED 01               1500        0        0
PRECISION DRILLING             COM              74022D100     2672   103500 SH       DEFINED 01             103500        0        0
PRECISION DRILLING             COM              74022D100      395    15300 SH       DEFINED 01 05               0    15300        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PRENTISS                       COM              740706106        3       95 SH       DEFINED 01                 95        0        0
PRESIDENTIAL LIFE CO           COM              740884101     1778    86461 SH       DEFINED 01              86461        0        0
PRICE COMMUNICATIONS           COM              741437305     3068   160702 SH       DEFINED 01             160702        0        0
PRICE COMMUNICATIONS           COM              741437305        4      200 SH       DEFINED 01 02               0      200        0
PRICE COMMUNICATIONS           COM              741437305      174     9100 SH       DEFINED 01 05               0     9100        0
T ROWE PRICE                   COM              74144T108       86     2448 SH       DEFINED 01               2448        0        0
T ROWE PRICE                   COM              74144T108     1053    30312 SH       DEFINED 01 03               0    30312        0
T ROWE PRICE                   COM              74144T108       31      888 SH       DEFINED 01 05               0      888        0
PRICELINE.COM                  COM              741503106     1426   245014 SH       DEFINED 01             245014        0        0
PRICELINE.COM                  COM              741503106        2      260 SH       DEFINED 01 02               0      260        0
PRICELINE.COM                  COM              741503106       51     8700 SH       DEFINED 01 05               0     8700        0
PRIDE INTL                     COM              74153Q102      605    40116 SH       DEFINED 01              40116        0        0
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PRIME SUCCESSION               COM              741572101      533   381361 SH       DEFINED 01 05               0   381361        0
PRIMEDIA INC                   COM              74157K101        3      764 SH       DEFINED 01                764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIMA ENERGY                   COM              741901201      816    37512 SH       DEFINED 01              37512        0        0
PRIME HOSPITALITY CO           COM              741917108     1459   132006 SH       DEFINED 01             132006        0        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       62    95299 SH       DEFINED 01              95299        0        0
PRINCETON REVIEW INC           COM              742352107      184    24000 SH       DEFINED 01              24000        0        0
PRINCETON REVIEW INC           COM              742352107        5      550 SH       DEFINED 01 02               0      550        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102    26743  1114271 SH       DEFINED 01            1114271        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102       23      958 SH       DEFINED 01 05               0      958        0
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PRIORITY HEALTHCARE CL B       COM              74264T102      113     3200 SH       DEFINED 01 05               0     3200        0
PROASSURANCE                   COM              74267C106      829    47184 SH       DEFINED 01              47184        0        0
PROASSURANCE                   COM              74267C106       63     3600 SH       DEFINED 01 05               0     3600        0
PROCTER & GAMBLE               COM              742718109   227605  2876337 SH       DEFINED 01            2876337        0        0
PROCTER & GAMBLE               COM              742718109    36341   459252 SH       DEFINED 01 02               0   459252        0
PROCTER & GAMBLE               COM              742718109    27403   346306 SH       DEFINED 01 03               0   346306        0
PROCTER & GAMBLE               COM              742718109    49040   619755 SH       DEFINED 01 05               0   619755        0
PROCTER & GAMBLE               COM              742718109     2216    28000 SH       DEFINED 11 12               0    28000        0
PROCTER & GAMBLE               COM              742718109    18516   234000 SH       DEFINED 11 12 13            0   234000        0
PROFIT RECOVERY                COM              743168106     1175   144126 SH       DEFINED 01             144126        0        0
PROGRESS ENERGY INC            COM              743263105    30551   678457 SH       DEFINED 01             678457        0        0
PROGRESS ENERGY INC            COM              743263105     2657    59005 SH       DEFINED 01 03               0    59005        0
PROGRESS ENERGY INC            COM              743263105      161     3574 SH       DEFINED 01 05               0     3574        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1812   104895 SH       DEFINED 01             104895        0        0
PROGRESSIVE CORP               COM              743315103     3564    23865 SH       DEFINED 01              23865        0        0
PROGRESSIVE CORP               COM              743315103     7637    51155 SH       DEFINED 01 03               0    51155        0
PROGRESSIVE CORP               COM              743315103    13516    90527 SH       DEFINED 01 05               0    90527        0
PROMISE                        COM              743400996     2931    54200 SH       DEFINED 01              54200        0        0
PROMISE                        COM              743400996      693    12800 SH       DEFINED 01 03               0    12800        0
PROMISE                        COM              743400996     3657    67600 SH       DEFINED 01 05               0    67600        0
PROLOGIS TRUST                 COM              743410102        9      399 SH       DEFINED 01                399        0        0
PROQUEST CO                    COM              74346P102      917    27061 SH       DEFINED 01              27061        0        0
PROQUEST CO                    COM              74346P102       58     1700 SH       DEFINED 01 05               0     1700        0
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PROTECTIVE LIFE                COM              743674103     1018    35173 SH       DEFINED 01              35173        0        0
PROTECTIVE LIFE                COM              743674103    27111   937108 SH       DEFINED 01 03               0   937108        0
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NOBEX SERIES E 2.50%           PRF              743690XX2    10000  4000000 SH       DEFINED 01 05               0  4000000        0
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PROVELL CL A                   COM              74372Y100       73    44400 SH       DEFINED 01              44400        0        0
PROVIDENT BANKSHARES           COM              743859100     1834    75469 SH       DEFINED 01              75469        0        0
PROVIDENT FINL                 COM              743866105       41     1589 SH       DEFINED 01               1589        0        0
PRUDENTIAL ORDS                COM              743900995       70     6077 SH       DEFINED 01               6077        0        0
PROVINCE HEALTHCARE            COM              743977100     4717   152837 SH       DEFINED 01             152837        0        0
PROVINCE HEALTHCARE            COM              743977100        3       90 SH       DEFINED 01 02               0       90        0
PROVIDIAN FIN                  COM              74406A102      540   152000 SH       DEFINED 01                  0   152000        0
PROVIDIAN FIN                  COM              74406A102     7570  2131620 SH       DEFINED 01 02               0  2131620        0
PROVIDIAN FINANCIAL            COM              74406A102    11437  3221804 SH       DEFINED 01            3221804        0        0
PROVIDIAN FINANCIAL            COM              74406A102      285    80231 SH       DEFINED 01 03               0    80231        0
PROVIDIAN FINANCIAL            COM              74406A102        7     2044 SH       DEFINED 01 05               0     2044        0
PROXIM                         COM              744284100     3369   339608 SH       DEFINED 01             339608        0        0
PROXIM                         COM              744284100      158    15954 SH       DEFINED 01 05               0    15954        0
PROXIM  INC                    COM              744284100        3      270 SH       DEFINED 01 02               0      270        0
PRUDENTIAL FINANCIAL           PRF              744320201     5482    94200 SH       DEFINED 01              94200        0        0
PRUDENTIAL FINANCIAL           PRF              744320201     3247    55800 SH       DEFINED 01 05               0    55800        0
PTT EXPLORATION                COM              744445990     3031  1197000 SH       DEFINED 01            1197000        0        0
PTT EXPLORATION                COM              744445990       80    31400 SH       DEFINED 01 05               0    31400        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    59876  1419204 SH       DEFINED 01            1419204        0        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     2368    56138 SH       DEFINED 01 03               0    56138        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      147     3492 SH       DEFINED 01 05               0     3492        0
PUBLIC STORAGE                 COM              74460D109        7      201 SH       DEFINED 01                201        0        0
PUGET ENERGY INC               COM              745310102       64     2901 SH       DEFINED 01               2901        0        0
PULTE HOMES                    COM              745867101       50     1136 SH       DEFINED 01               1136        0        0
PULTE HOMES                    COM              745867101      646    14467 SH       DEFINED 01 03               0    14467        0
PULTE HOMES                    COM              745867101       19      424 SH       DEFINED 01 05               0      424        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        6      281 SH       DEFINED 01                281        0        0
QANTAS AIRLINES LTD  AU;QAN    COM              747269991     1162   617000 SH       DEFINED 01 03               0   617000        0
QRS CORP                       COM              74726X105      649    46037 SH       DEFINED 01              46037        0        0
QLOGIC                         COM              747277101      998    22406 SH       DEFINED 01              22406        0        0
QLOGIC                         COM              747277101     1013    22749 SH       DEFINED 01 03               0    22749        0
QLOGIC                         COM              747277101       30      667 SH       DEFINED 01 05               0      667        0
QUAKER CHEMICAL CORP           COM              747316107      555    26921 SH       DEFINED 01              26921        0        0
QUAKER CITY BANCORP            COM              74731K106      627    21000 SH       DEFINED 01              21000        0        0
QUAKER CITY BANCORP            COM              74731K106        5      170 SH       DEFINED 01 02               0      170        0
QUAKER CITY BANCORP            COM              74731K106       57     1900 SH       DEFINED 01 05               0     1900        0
QUALCOMM                       COM              747525103    27228   539165 SH       DEFINED 01             539165        0        0
QUALCOMM                       COM              747525103      337     6669 SH       DEFINED 01 02               0     6669        0
QUALCOMM                       COM              747525103     9877   195582 SH       DEFINED 01 03               0   195582        0
QUALCOMM                       COM              747525103      435     8599 SH       DEFINED 01 05               0     8599        0
QUALCOMM                       COM              747525103      273     5400 SH       DEFINED 11 12               0     5400        0
QUANTA COMPUTER                COM              747610996     4760  1461000 SH       DEFINED 01            1461000        0        0
QUANEX CORP                    COM              747620102     1117    39470 SH       DEFINED 01              39470        0        0
QUANTA SERVICES INC            COM              74762E102       33     2152 SH       DEFINED 01               2152        0        0
QUANTUM CORP                   COM              747906204       48     4914 SH       DEFINED 01               4914        0        0
QUEBECOR WORLD                 COM              748203999       21      950 SH       DEFINED 01                950        0        0
QUEST DIAGNOSTICS              COM              74834L100    31442   438477 SH       DEFINED 01             438477        0        0
QUEST DIAGNOSTICS              COM              74834L100    26968   376113 SH       DEFINED 01 02               0   376113        0
QUEST DIAGNOSTICS              COM              74834L100      176     2450 SH       DEFINED 01 03               0     2450        0
QUEST DIAGNOSTICS              COM              74834L100    36508   509100 SH       DEFINED 01 05               0   509100        0
QUEST SOFTWARE                 COM              74834T103      353    15966 SH       DEFINED 01              15966        0        0
QUESTAR                        COM              748356102    31024  1238488 SH       DEFINED 01            1238488        0        0
QUICKSILVER INC                COM              74838C106     1175    68309 SH       DEFINED 01              68309        0        0
QUINTILES TRANSNATIO           COM              748767100       38     2373 SH       DEFINED 01               2373        0        0
QUINTILES TRANSNATIO           COM              748767100      472    29367 SH       DEFINED 01 03               0    29367        0
QUINTILES TRANSNATIO           COM              748767100       14      861 SH       DEFINED 01 05               0      861        0
QUIXOTE                        COM              749056107     1164    61289 SH       DEFINED 01              61289        0        0
QUIXOTE                        COM              749056107       69     3611 SH       DEFINED 01 05               0     3611        0
QUIXOTE CORP                   COM              749056107        3      160 SH       DEFINED 01 02               0      160        0
QWEST COMM INTL INC            COM              749121109     7280   515222 SH       DEFINED 01             515222        0        0
QWEST COMM INTL INC            COM              749121109     6258   442883 SH       DEFINED 01 03               0   442883        0
QWEST COMM INTL INC            COM              749121109      356    25176 SH       DEFINED 01 05               0    25176        0
R & G FINANCIAL CL B           COM              749136107     2235   130419 SH       DEFINED 01             130419        0        0
R & G FINANCIAL CL B           COM              749136107      155     9031 SH       DEFINED 01 05               0     9031        0
R & G FINANCIAL CORP           COM              749136107        7      410 SH       DEFINED 01 02               0      410        0
QUOVADX INC                    COM              74913K106       31     3458 SH       DEFINED 01               3458        0        0
RCN CORP                       COM              749361101        1      357 SH       DEFINED 01                357        0        0
DONNELLEY (RH)                 COM              74955W307     4178   143809 SH       DEFINED 01             143809        0        0
DONNELLEY (RH)                 COM              74955W307      267     9200 SH       DEFINED 01 05               0     9200        0
RH DONNELLEY CORP              COM              74955W307        5      180 SH       DEFINED 01 02               0      180        0
RGS ENERGY GROUP INC           COM              74956K104     3852   102448 SH       DEFINED 01             102448        0        0
RLI CORP                       COM              749607107     1302    28943 SH       DEFINED 01              28943        0        0
RLI CORP                       COM              749607107        5      110 SH       DEFINED 01 02               0      110        0
RPM INC OHIO                   COM              749685103       52     3581 SH       DEFINED 01               3581        0        0
RSA SECURITY                   COM              749719100     1437    82339 SH       DEFINED 01              82339        0        0
RTL GROUP                      COM              749735999      147     3750 SH       DEFINED 01               3750        0        0
RTI INTL METALS                COM              74973W107     2339   235113 SH       DEFINED 01             235113        0        0
RTI INTL METALS                COM              74973W107        3      280 SH       DEFINED 01 02               0      280        0
RTI INTL METALS                COM              74973W107      108    10811 SH       DEFINED 01 05               0    10811        0
RWE                            COM              749750998     5964   157770 SH       DEFINED 01             157770        0        0
RWE                            COM              749750998     8099   214282 SH       DEFINED 01 05               0   214282        0
RMH TELESERVICES               COM              749938106      764    40000 SH       DEFINED 01              40000        0        0
RF MICRO DEVICES               COM              749941100    37419  1945867 SH       DEFINED 01            1945867        0        0
RF MICRO DEVICES               COM              749941100      638    33200 SH       DEFINED 01 03               0    33200        0
RF MICRO DEVICES               COM              749941100    13374   695500 SH       DEFINED 01 05               0   695500        0
RF MICRO DEVICES INC           COM              749941100    33874  1761450 SH       DEFINED 01 02               0  1761450        0
RADIAN GROUP                   COM              750236101     9382   218445 SH       DEFINED 01             218445        0        0
RADIAN GROUP                   COM              750236101      490    11400 SH       DEFINED 01 03               0    11400        0
RADIAN GROUP                   COM              750236101      189     4400 SH       DEFINED 01 05               0     4400        0
RADIANT SYSTEMS                COM              75025N102      929    80796 SH       DEFINED 01              80796        0        0
RADIANT SYSTEMS                COM              75025N102        3      230 SH       DEFINED 01 02               0      230        0
RADIO ONE CL A                 COM              75040P108        1       44 SH       DEFINED 01                 44        0        0
RADIO ONE CL A                 COM              75040P108     3694   200000 SH       DEFINED 01 05               0   200000        0
RADIO ONE CL D                 COM              75040P405      612    34000 SH       DEFINED 01              34000        0        0
RADIOSHACK                     COM              750438103     8694   288846 SH       DEFINED 01             288846        0        0
RADIOSHACK                     COM              750438103     1789    59407 SH       DEFINED 01 03               0    59407        0
RADIOSHACK                     COM              750438103      220     7289 SH       DEFINED 01 05               0     7289        0
RADISYS                        COM              750459109     1007    51196 SH       DEFINED 01              51196        0        0
RAILAMERICA                    COM              750753105     1459   101000 SH       DEFINED 01             101000        0        0
RAINBOW TECHNOLOGIES           COM              750862104     1508   203902 SH       DEFINED 01             203902        0        0
RAINBOW TECHNOLOGIES           COM              750862104        3      450 SH       DEFINED 01 02               0      450        0
RAINBOW TECHNOLOGIES           COM              750862104       62     8400 SH       DEFINED 01 05               0     8400        0
RAINDANCE COMMUNICATIONS       COM              75086X106      628   110000 SH       DEFINED 01             110000        0        0
RAMBUS INC                     COM              750917106        4      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS INC           COM              751028101     2004    88311 SH       DEFINED 01              88311        0        0
RALCORP HOLDINGS INC           COM              751028101        6      250 SH       DEFINED 01 02               0      250        0
RANGE RESOURCES                COM              75281A109      596   131000 SH       DEFINED 01             131000        0        0
RANGE RESOURCES                COM              75281A109        5     1140 SH       DEFINED 01 02               0     1140        0
RANGE RESOURCES                COM              75281A109       56    12300 SH       DEFINED 01 05               0    12300        0
LONGHORN STEAK                 COM              753820109        4      170 SH       DEFINED 01 02               0      170        0
RARE HOSPITALITY INTL          COM              753820109     3504   155435 SH       DEFINED 01             155435        0        0
RARE HOSPITALITY INTL          COM              753820109      127     5634 SH       DEFINED 01 05               0     5634        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RIUNIONE ADRIATICA DI SICURTA  COM              754050995      776    65838 SH       DEFINED 01              65838        0        0
RATIONAL SOFTWARE              COM              75409P202    12038   617328 SH       DEFINED 01             617328        0        0
RATIONAL SOFTWARE              COM              75409P202      142     7300 SH       DEFINED 01 02               0     7300        0
RATIONAL SOFTWARE              COM              75409P202    17562   900600 SH       DEFINED 01 05               0   900600        0
RAYMOND JAMES FIN              COM              754730109        8      230 SH       DEFINED 01 02               0      230        0
RAYMOND JAMES FINANCIAL        COM              754730109    10778   303428 SH       DEFINED 01             303428        0        0
RAYMOND JAMES FINANCIAL        COM              754730109      337     9500 SH       DEFINED 01 05               0     9500        0
RAYONIER                       COM              754907103       45      878 SH       DEFINED 01                878        0        0
RAYONIER                       COM              754907103        9      180 SH       DEFINED 01 02               0      180        0
RAYOVAC CORP                   COM              755081106        2       90 SH       DEFINED 01                 90        0        0
RAYTHEON                       COM              755111507    20514   631811 SH       DEFINED 01             631811        0        0
RAYTHEON                       COM              755111507     3117    95981 SH       DEFINED 01 03               0    95981        0
RAYTHEON                       COM              755111507      108     3334 SH       DEFINED 01 05               0     3334        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105      225    34000 SH       DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     2327   352082 SH       DEFINED 01             352082        0        0
READERS DIGEST ASSN            COM              755267101       79     3418 SH       DEFINED 01               3418        0        0
REALNETWORKS INC               COM              75605L104        4      702 SH       DEFINED 01                702        0        0
REALITY INCOME CORP            COM              756109104        3       89 SH       DEFINED 01                 89        0        0
RECKSON ASSOCIATES REALTY      COM              75621K106     1173    50212 SH       DEFINED 01              50212        0        0
RECKSON ASSOCIATES REALTY      COM              75621K106      103     4400 SH       DEFINED 01 05               0     4400        0
RECKITT BENCKIS                COM              756220992      143     9797 SH       DEFINED 01               9797        0        0
RED ELECTRICA DE ESPANA        COM              756499992      183    19700 SH       DEFINED 01              19700        0        0
RED HAT                        COM              756577102      362    50958 SH       DEFINED 01              50958        0        0
REALTEK SEMI                   COM              756600995     4628   947000 SH       DEFINED 01             947000        0        0
REDBACK NETWORKS               COM              757209101        1      308 SH       DEFINED 01                308        0        0
REEBOK INTERNATIONAL           COM              758110100    10289   388261 SH       DEFINED 01             388261        0        0
REEBOK INTERNATIONAL           COM              758110100      383    14462 SH       DEFINED 01 03               0    14462        0
REEBOK INTERNATIONAL           COM              758110100       11      424 SH       DEFINED 01 05               0      424        0
REED INTERNATIO                COM              758212708      564    68029 SH       DEFINED 01              68029        0        0
REGAL BELOIT                   COM              758750103     1344    61656 SH       DEFINED 01              61656        0        0
REGENCY CENTERS CORP           COM              758849103       10      373 SH       DEFINED 01                373        0        0
REGENERON PHARMACEUT           COM              75886F107        3      100 SH       DEFINED 01 02               0      100        0
REGENERON PHARMACEUTICALS      COM              75886F107     5699   202376 SH       DEFINED 01             202376        0        0
REGENERON PHARMACEUTICALS      COM              75886F107      121     4300 SH       DEFINED 01 05               0     4300        0
REGENERATION TECHNOLOGIES      COM              75886N100      935    91800 SH       DEFINED 01              91800        0        0
REGIS CORP MINN                COM              758932107     3194   123894 SH       DEFINED 01             123894        0        0
REGIS CORP MINN                COM              758932107        5      190 SH       DEFINED 01 02               0      190        0
REGIONS FINL CORP              COM              758940100      138     4598 SH       DEFINED 01               4598        0        0
REGIONS FINL CORP              COM              758940100     1677    55838 SH       DEFINED 01 03               0    55838        0
REGIONS FINL CORP              COM              758940100       49     1635 SH       DEFINED 01 05               0     1635        0
REHABCARE GROUP INC            COM              759148109     1512    51078 SH       DEFINED 01              51078        0        0
REGISTER.COM                   COM              75914G101     1702   148000 SH       DEFINED 01             148000        0        0
REGISTER.COM                   COM              75914G101        3      250 SH       DEFINED 01 02               0      250        0
REGISTER.COM                   COM              75914G101       99     8600 SH       DEFINED 01 05               0     8600        0
REINSURANCE GROUP OF AMERICA   COM              759351109     3426   102942 SH       DEFINED 01             102942        0        0
REINSURANCE GROUP OF AMERICA   COM              759351109      270     8100 SH       DEFINED 01 05               0     8100        0
RELIANCE INDS GDR 144A         COM              759470107     2466   181338 SH       DEFINED 01             181338        0        0
RELIANCE INDS GDR 144A         COM              759470107       73     5370 SH       DEFINED 01 05               0     5370        0
RELIANCE STEEL & ALU           COM              759509102        6      230 SH       DEFINED 01 02               0      230        0
RELIANCE STEEL & ALUMINUM      COM              759509102     5068   193056 SH       DEFINED 01             193056        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102      244     9290 SH       DEFINED 01 05               0     9290        0
RELIANT RESOURCES              COM              75952B105        4      251 SH       DEFINED 01                251        0        0
RELIANT ENERGY                 COM              75952J108     3446   129968 SH       DEFINED 01             129968        0        0
RELIANT ENERGY                 COM              75952J108     2137    80603 SH       DEFINED 01 03               0    80603        0
RELIANT ENERGY                 COM              75952J108      131     4945 SH       DEFINED 01 05               0     4945        0
REMEC                          COM              759543101     3392   339512 SH       DEFINED 01             339512        0        0
REMEC                          COM              759543101      208    20783 SH       DEFINED 01 05               0    20783        0
REMEC INC                      COM              759543101        7      670 SH       DEFINED 01 02               0      670        0
REMINGTON OIL & GAS            COM              759594302     3830   221375 SH       DEFINED 01             221375        0        0
REMINGTON OIL & GAS            COM              759594302        3      170 SH       DEFINED 01 02               0      170        0
REMINGTON OIL & GAS            COM              759594302      190    10993 SH       DEFINED 01 05               0    10993        0
RENAISSANCE LEARNING           COM              75968L105      156     5121 SH       DEFINED 01               5121        0        0
SAMSUNG E MECHANICS            COM              759800998     2479    74340 SH       DEFINED 01              74340        0        0
SAMSUNG E MECHANICS            COM              759800998       65     1960 SH       DEFINED 01 05               0     1960        0
RENAL CARE GROUP               COM              759930100     4982   155230 SH       DEFINED 01             155230        0        0
RENAL CARE GROUP               COM              759930100        5      160 SH       DEFINED 01 02               0      160        0
RENT-A-CENTER                  COM              76009N100      608    18112 SH       DEFINED 01              18112        0        0
RENT-A-CENTER INC              COM              76009N100        2       50 SH       DEFINED 01 02               0       50        0
RENTOKIL INITIAL               COM              760101998     8861  2205919 SH       DEFINED 01            2205919        0        0
RENTOKIL INITIAL               COM              760101998     3498   870738 SH       DEFINED 01 03               0   870738        0
RENTOKIL INITIAL               COM              760101998    11510  2865412 SH       DEFINED 01 05               0  2865412        0
REPSOL-YPF                     COM              760260992      220    15100 SH       DEFINED 01              15100        0        0
REPUBLIC BANCORP               COM              760282103     1801   130015 SH       DEFINED 01             130015        0        0
REPUBLIC BANCORP               COM              760282103        7      506 SH       DEFINED 01 02               0      506        0
REPUBLIC BANCORP               COM              760282103      174    12540 SH       DEFINED 01 05               0    12540        0
REPUBLIC SERVICES              COM              760759100     8862   443759 SH       DEFINED 01             443759        0        0
REPUBLIC SERVICES              COM              760759100      561    28100 SH       DEFINED 01 03               0    28100        0
REPUBLIC SERVICES              COM              760759100      218    10900 SH       DEFINED 01 05               0    10900        0
RANBAXY LABORATORIES           COM              760990994     2293   160167 SH       DEFINED 01             160167        0        0
RANBAXY LABORATORIES           COM              760990994       61     4257 SH       DEFINED 01 05               0     4257        0
RESMED INC                     COM              761152107     5083    94266 SH       DEFINED 01              94266        0        0
RESPIRONICS                    COM              761230101     7622   220054 SH       DEFINED 01             220054        0        0
RESPIRONICS                    COM              761230101      298     8600 SH       DEFINED 01 05               0     8600        0
RESPIRONICS INC                COM              761230101        6      170 SH       DEFINED 01 02               0      170        0
RETAIL EXCHANGE.COM            PRF              761270XX0        0  1257143 SH       DEFINED 01 05               0  1257143        0
RETEK                          COM              76128Q109      924    30934 SH       DEFINED 01              30934        0        0
REYNOLDS & REYNOLDS            COM              761695105       61     2508 SH       DEFINED 01               2508        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     2421    42995 SH       DEFINED 01              42995        0        0
RHOEN-KLINIKUM AG VORZUG       COM              762420990      193     3757 SH       DEFINED 01               3757        0        0
RHOEN-KLINIKUM AG              COM              762421998      104     2000 SH       DEFINED 01               2000        0        0
RIGGS NATL CORP WASH           COM              766570105     1176    84154 SH       DEFINED 01              84154        0        0
RIGHT MANAGEMENT CON           COM              766573109     1730   100000 SH       DEFINED 01             100000        0        0
RIGHT MANAGEMENT CON           COM              766573109        2      130 SH       DEFINED 01 02               0      130        0
RIGHT MANAGEMENT CON           COM              766573109      161     9300 SH       DEFINED 01 05               0     9300        0
RIGHTCHOICE MANAGED CARE       COM              76657T102        9      125 SH       DEFINED 01                125        0        0
RIO TINTO                      COM              767208994    16383   855363 SH       DEFINED 01             855363        0        0
RIO TINTO                      COM              767208994    23668  1235724 SH       DEFINED 01 05               0  1235724        0
RITE AID                       COM              767754104      121    24000 SH       DEFINED 01                  0    24000        0
RITE AID                       COM              767754104        6     1124 SH       DEFINED 01               1124        0        0
RIVERSTONE NETWORKS            COM              769320102     2409   145153 SH       DEFINED 01             145153        0        0
ROADWAY CORPORATION            COM              769742107     2476    67489 SH       DEFINED 01              67489        0        0
ROBBINS & MYERS INC  RBN       COM              770196103      812    34688 SH       DEFINED 01              34688        0        0
ROBERT HALF INTL               COM              770323103   117712  4408683 SH       DEFINED 01            4408683        0        0
ROBERT HALF INTL               COM              770323103     4429   165860 SH       DEFINED 01 03               0   165860        0
ROBERT HALF INTL               COM              770323103    31955  1196830 SH       DEFINED 01 05               0  1196830        0
ROBERT HALF INTL INC           COM              770323103    20074   751819 SH       DEFINED 01 02               0   751819        0
ROCKWELL INT CORP              COM              773903109       65     3626 SH       DEFINED 01               3626        0        0
ROCKWELL INT CORP              COM              773903109      806    45126 SH       DEFINED 01 03               0    45126        0
ROCKWELL INT CORP              COM              773903109       24     1322 SH       DEFINED 01 05               0     1322        0
ROCKWELL COLLINS               COM              774341101       71     3623 SH       DEFINED 01               3623        0        0
ROCKWELL COLLINS               COM              774341101      879    45087 SH       DEFINED 01 03               0    45087        0
ROCKWELL COLLINS               COM              774341101       26     1321 SH       DEFINED 01 05               0     1321        0
ROGERS CORP                    COM              775133101     1402    46286 SH       DEFINED 01              46286        0        0
ROHM & HAAS CO                 COM              775371107      150     4336 SH       DEFINED 01               4336        0        0
ROHM & HAAS CO                 COM              775371107     1874    54110 SH       DEFINED 01 03               0    54110        0
ROHM & HAAS CO                 COM              775371107       55     1585 SH       DEFINED 01 05               0     1585        0
ROLLINS                        COM              775711104       17      868 SH       DEFINED 01                868        0        0
ROPER INC NEW                  COM              776696106        3       60 SH       DEFINED 01 02               0       60        0
ROPER INDS                     COM              776696106     4516    91228 SH       DEFINED 01              91228        0        0
ROSLYN BANCORP INC             COM              778162107       50     2898 SH       DEFINED 01               2898        0        0
ROSS STORES                    COM              778296103      594    18517 SH       DEFINED 01              18517        0        0
ROUSE CO                       COM              779273101        6      221 SH       DEFINED 01                221        0        0
ROWAN COMPANIES INC            COM              779382100       36     1856 SH       DEFINED 01               1856        0        0
ROWAN COMPANIES INC            COM              779382100      446    23014 SH       DEFINED 01 03               0    23014        0
ROWAN COMPANIES INC            COM              779382100       13      674 SH       DEFINED 01 05               0      674        0
ROXIO INC                      COM              780008108      825    49839 SH       DEFINED 01              49839        0        0
ROYAL APPLIANCE                COM              780076105      203    40645 SH       DEFINED 01              40645        0        0
ROYAL BANK OF CANADA           COM              780087995     2319    71430 SH       DEFINED 01 03               0    71430        0
ROYAL DUTCH PETRO NYS          COM              780257804    31564   643888 SH       DEFINED 01             643888        0        0
ROYAL DUTCH PETRO NYS          COM              780257804    27666   564388 SH       DEFINED 01 03               0   564388        0
ROYAL DUTCH PETRO NYS          COM              780257804     1563    31877 SH       DEFINED 01 05               0    31877        0
ROYAL DUTCH PETROLEUM          COM              780257994     8765   173010 SH       DEFINED 01             173010        0        0
ROYAL DUTCH PETROLEUM          COM              780257994    10906   215262 SH       DEFINED 01 05               0   215262        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    21293   875018 SH       DEFINED 01             875018        0        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996     7967   327410 SH       DEFINED 01 03               0   327410        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    28626  1176345 SH       DEFINED 01 05               0  1176345        0
ROYAL & SUN ALLIANCE INSURANCE COM              780490991      802   139611 SH       DEFINED 01             139611        0        0
RUBY TUESDAY INC COM           COM              781182100     3869   187555 SH       DEFINED 01             187555        0        0
RUDDICK CORP                   COM              781258108       21     1338 SH       DEFINED 01               1338        0        0
RUDOLPH TECHNOLOGIES           COM              781270103     3285    95721 SH       DEFINED 01              95721        0        0
RUDOLPH TECHNOLOGIES           COM              781270103        2       60 SH       DEFINED 01 02               0       60        0
RUDOLPH TECHNOLOGIES           COM              781270103       97     2826 SH       DEFINED 01 05               0     2826        0
RURAL CELLULAR                 COM              781904107        2       80 SH       DEFINED 01 02               0       80        0
RURAL CELLULAR PIK  12.25%     PRF              781904404    20753    24706 SH       DEFINED 01              24706        0        0
RURAL CELLULAR PIK  12.25%     PRF              781904404     4591     5466 SH       DEFINED 01 05               0     5466        0
RUSS BERRIE & CO               COM              782233100     1783    59438 SH       DEFINED 01              59438        0        0
RUSSELL CORP                   COM              782352108     1418    94481 SH       DEFINED 01              94481        0        0
RYANAIR HOLDINGS ADR           COM              783513104     5961   186000 SH       DEFINED 01 05               0   186000        0
RYANS FAMILY STEAK             COM              783519101     1947    89945 SH       DEFINED 01              89945        0        0
RYANS FAMILY STEAK             COM              783519101        7      330 SH       DEFINED 01 02               0      330        0
RYDER SYSTEM                   COM              783549108       31     1374 SH       DEFINED 01               1374        0        0
RYDER SYSTEM                   COM              783549108      330    14895 SH       DEFINED 01 03               0    14895        0
RYDER SYSTEM                   COM              783549108       10      436 SH       DEFINED 01 05               0      436        0
RYERSON TULL INC               COM              78375P107      805    73187 SH       DEFINED 01              73187        0        0
RYLAND GROUP                   COM              783764103     6565    89699 SH       DEFINED 01              89699        0        0
RYLAND GROUP                   COM              783764103      212     2900 SH       DEFINED 01 05               0     2900        0
RYLAND GROUP INC               COM              783764103        7      100 SH       DEFINED 01 02               0      100        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103     7834   200000 SH       DEFINED 01                  0   200000        0
SBC COMMUNICATIONS             COM              78387G103   187901  4797050 SH       DEFINED 01            4797050        0        0
SBC COMMUNICATIONS             COM              78387G103     1202    30693 SH       DEFINED 01 02               0    30693        0
SBC COMMUNICATIONS             COM              78387G103    35287   900857 SH       DEFINED 01 03               0   900857        0
SBC COMMUNICATIONS             COM              78387G103    80185  2047118 SH       DEFINED 01 05               0  2047118        0
SBS TECH INC                   COM              78387P103        1       90 SH       DEFINED 01 02               0       90        0
SBS TECHNOLOGIES               COM              78387P103     2504   171886 SH       DEFINED 01             171886        0        0
SBS TECHNOLOGIES               COM              78387P103      119     8200 SH       DEFINED 01 05               0     8200        0
SBA COMMUNICATIONS             COM              78388J106        1       73 SH       DEFINED 01                 73        0        0
SWISSCOM AG                    COM              783901994      102      369 SH       DEFINED 01                369        0        0
SCM MICROSYSTEMS INC           COM              784018103      662    45222 SH       DEFINED 01              45222        0        0
SCP POOL CORP                  COM              784028102     2021    73616 SH       DEFINED 01              73616        0        0
SCP POOL CORP                  COM              784028102        4      150 SH       DEFINED 01 02               0      150        0
SCPIE HOLDINGS INC             COM              78402P104      803    27465 SH       DEFINED 01              27465        0        0
SEI INVESTMENTS CO             COM              784117103    14561   322800 SH       DEFINED 01 02               0   322800        0
SEI INVESTMENTS COMPANY        COM              784117103     4018    89066 SH       DEFINED 01              89066        0        0
SEI INVESTMENTS COMPANY        COM              784117103      262     5800 SH       DEFINED 01 03               0     5800        0
STMICROELECTRONICS             COM              784214991    13793   429705 SH       DEFINED 01             429705        0        0
STMICROELECTRONICS             COM              784214991     3612   112520 SH       DEFINED 01 03               0   112520        0
STMICROELECTRONICS             COM              784214991    18608   579732 SH       DEFINED 01 05               0   579732        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        0     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 PFD PIK SERIES B  PRF              78422P209      925   184923 SH       DEFINED 01             184923        0        0
SGW HOLDINGS PFD PIK SERIES B  PRF              78422P209       84    16802 SH       DEFINED 01 05               0    16802        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993      174    87091 SH       DEFINED 01              87091        0        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993       19     9677 SH       DEFINED 01 05               0     9677        0
SK TELECOM ADR                 COM              78440P108       62     2880 SH       DEFINED 01               2880        0        0
SL GREEN REALTY                COM              78440X101     1882    61304 SH       DEFINED 01              61304        0        0
SL GREEN REALTY                COM              78440X101      172     5600 SH       DEFINED 01 05               0     5600        0
SLI INC                        COM              78442T108      257    98515 SH       DEFINED 01              98515        0        0
SMC CORP                       COM              784619991     5822    57200 SH       DEFINED 01              57200        0        0
SMC CORP                       COM              784619991     1750    17200 SH       DEFINED 01 03               0    17200        0
SPS TECHNOLOGIES               COM              784626103     1350    38662 SH       DEFINED 01              38662        0        0
S&P 500 DEP RECPT              COM              78462F103      739     6465 SH       DEFINED 01               6465        0        0
S&P 500 DEP RECPT              COM              78462F103     2596    22710 SH       DEFINED 01 02               0    22710        0
S&P 500 DEP RECPT              COM              78462F103     2656    23233 SH       DEFINED 01 05               0    23233        0
SPSS                           COM              78462K102     1693    95378 SH       DEFINED 01              95378        0        0
SPSS                           COM              78462K102      114     6400 SH       DEFINED 01 05               0     6400        0
SPX                            COM              784635104     1199     8762 SH       DEFINED 01               8762        0        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
SRI/SURGICAL EXPRESS           COM              78464W104     1259    78690 SH       DEFINED 01              78690        0        0
SRI/SURGICAL EXPRESS           COM              78464W104        1       90 SH       DEFINED 01 02               0       90        0
SRI/SURGICAL EXPRESS           COM              78464W104       87     5410 SH       DEFINED 01 05               0     5410        0
SWS GROUP INC                  COM              78503N107     2975   116902 SH       DEFINED 01             116902        0        0
SWS GROUP INC                  COM              78503N107      102     4000 SH       DEFINED 01 05               0     4000        0
SABRE HOLDINGS CORP            COM              785905100      112     2639 SH       DEFINED 01               2639        0        0
SABRE HOLDINGS CORP            COM              785905100     1388    32773 SH       DEFINED 01 03               0    32773        0
SABRE HOLDINGS CORP            COM              785905100       41      960 SH       DEFINED 01 05               0      960        0
SAFECO                         COM              786429100    32787  1052552 SH       DEFINED 01            1052552        0        0
SAFECO                         COM              786429100      977    31370 SH       DEFINED 01 03               0    31370        0
SAFECO                         COM              786429100     2678    85941 SH       DEFINED 01 05               0    85941        0
SAFEGUARD SCIENTIFIC           COM              786449108        2      555 SH       DEFINED 01                555        0        0
SAFEWAY                        COM              786500991      607   130300 SH       DEFINED 01             130300        0        0
SAFEWAY                        COM              786514208   293781  7036656 SH       DEFINED 01            7036656        0        0
SAFEWAY                        COM              786514208     5456   130678 SH       DEFINED 01 03               0   130678        0
SAFEWAY                        COM              786514208    84499  2023910 SH       DEFINED 01 05               0  2023910        0
SAFEWAY INC.                   COM              786514208    21127   506000 SH       DEFINED 01                  0   506000        0
SAFEWAY INC.                   COM              786514208    43270  1036264 SH       DEFINED 01 02               0  1036264        0
SAGA COMMUNICATIONS            COM              786598102        3      150 SH       DEFINED 01 02               0      150        0
SAIPEM                         COM              786801993      119    24200 SH       DEFINED 01              24200        0        0
SANKYO   JP;4501               COM              786900993      394    23000 SH       DEFINED 01              23000        0        0
ST FRANCIS CAP CORP            COM              789374105        5      200 SH       DEFINED 01 02               0      200        0
ST. JAME'S PLACE CAPITAL       COM              790105993       81    15800 SH       DEFINED 01              15800        0        0
ST JOE PAPER CORP              COM              790148100      300    10811 SH       DEFINED 01              10811        0        0
ST JUDE MEDICAL                COM              790849103      203     2613 SH       DEFINED 01 02               0     2613        0
ST. JUDE MEDICAL               COM              790849103    23956   308519 SH       DEFINED 01             308519        0        0
ST. JUDE MEDICAL               COM              790849103     1660    21374 SH       DEFINED 01 03               0    21374        0
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ST. MARY LAND & EXPLORATION    COM              792228108     4246   200384 SH       DEFINED 01             200384        0        0
ST. MARY LAND & EXPLORATION    COM              792228108      214    10100 SH       DEFINED 01 05               0    10100        0
ST PAUL COMPANIES              COM              792860108    14120   321140 SH       DEFINED 01 02               0   321140        0
ST. PAUL COMPANIES             COM              792860108     6642   151070 SH       DEFINED 01             151070        0        0
ST. PAUL COMPANIES             COM              792860108     2239    50923 SH       DEFINED 01 03               0    50923        0
ST. PAUL COMPANIES             COM              792860108       66     1491 SH       DEFINED 01 05               0     1491        0
SAKS INC                       COM              79377W108       51     5469 SH       DEFINED 01               5469        0        0
SALTON INC                     COM              795757103      611    32387 SH       DEFINED 01              32387        0        0
SAMSUNG ELECTRONICS            COM              796611994    24212   113990 SH       DEFINED 01             113990        0        0
SAMSUNG ELECTRONICS            COM              796611994      198      930 SH       DEFINED 01 05               0      930        0
SAMSUNG ELEC PFD NV            COM              796700995     3628    41990 SH       DEFINED 01              41990        0        0
SAMSUNG ELEC PFD NV            COM              796700995      143     1650 SH       DEFINED 01 05               0     1650        0
SAN DIEGO G&E $25              PRF              797440831     1478    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI                  COM              798200994      400    37300 SH       DEFINED 01              37300        0        0
SANCHEZ COMP ASS INC           COM              799702105        1       70 SH       DEFINED 01                 70        0        0
SANDERSON FARMS INC            COM              800013104        4      200 SH       DEFINED 01 02               0      200        0
SAN-DISK                       COM              80004C101       33     2337 SH       DEFINED 01               2337        0        0
SANDVIK AB-A SHS               COM              800200990       39     1834 SH       DEFINED 01               1834        0        0
SANDY SPRINGS & SVNG           COM              800363103        4      130 SH       DEFINED 01 02               0      130        0
SANDY SPRINGS BANCORP          COM              800363103     1419    44535 SH       DEFINED 01              44535        0        0
SANDY SPRINGS BANCORP          COM              800363103      134     4215 SH       DEFINED 01 05               0     4215        0
SANMINA-SCI CORP               COM              800907107     3980   200000 SH       DEFINED 01                  0   200000        0
SANMINA-SCI CORP               COM              800907107    47213  2372588 SH       DEFINED 01            2372588        0        0
SANMINA-SCI CORP               COM              800907107    33451  1680833 SH       DEFINED 01 02               0  1680833        0
SANMINA-SCI CORP               COM              800907107     2656   133444 SH       DEFINED 01 03               0   133444        0
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SANOF SYNTHELABO               COM              800955999      225     3020 SH       DEFINED 01               3020        0        0
SANGSTAT MEDICAL CP            COM              801003104     1848    94083 SH       DEFINED 01              94083        0        0
SANGSTAT MEDICAL CP            COM              801003104        2      110 SH       DEFINED 01 02               0      110        0
SANGSTAT MEDICAL CP            COM              801003104      108     5500 SH       DEFINED 01 05               0     5500        0
BANCO SANTANDER ADR            COM              802809103        3      129 SH       DEFINED 01                129        0        0
SAP                            COM              803053990     7364    56183 SH       DEFINED 01              56183        0        0
SAP                            COM              803053990     3951    30142 SH       DEFINED 01 03               0    30142        0
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SANYO ELECTRIC CO LTD          COM              803071992       71    15026 SH       DEFINED 01              15026        0        0
SARA LEE CORP                  COM              803111103     9689   435820 SH       DEFINED 01             435820        0        0
SARA LEE CORP                  COM              803111103     4933   221923 SH       DEFINED 01 03               0   221923        0
SARA LEE CORP                  COM              803111103      381    17134 SH       DEFINED 01 05               0    17134        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SAXON CAPITAL AQUISITION       COM              80556P104     5062   500000 SH       DEFINED 01             500000        0        0
SCANA CORP                     COM              80589M102       91     3263 SH       DEFINED 01               3263        0        0
HENRY SCHEIN INC               COM              806407102       54     1437 SH       DEFINED 01               1437        0        0
SCHERING                       COM              806584991     2260    42235 SH       DEFINED 01              42235        0        0
SCHERING PLOUGH                COM              806605101     2149    60000 SH       DEFINED 01                  0    60000        0
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SCHERING-PLOUGH                COM              806605101    13578   379167 SH       DEFINED 01 03               0   379167        0
SCHERING-PLOUGH                COM              806605101      678    18931 SH       DEFINED 01 05               0    18931        0
SCHLUMBERGER                   COM              806857108   289341  5265520 SH       DEFINED 01            5265520        0        0
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SCHLUMBERGER LTD               COM              806857108    38295   696862 SH       DEFINED 01 02               0   696862        0
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SCHOLASTIC                     COM              807066105    13081   259904 SH       DEFINED 01 05               0   259904        0
SCHOLASTIC CORP                COM              807066105       96     1900 SH       DEFINED 01 02               0     1900        0
SCHOOL SPECIALTY INC           COM              807863105     1203    52597 SH       DEFINED 01              52597        0        0
SCHULMAN (A.) INC              COM              808194104       12      844 SH       DEFINED 01                844        0        0
UBS                            COM              808411995    41606   824317 SH       DEFINED 01             824317        0        0
UBS                            COM              808411995     7685   152254 SH       DEFINED 01 03               0   152254        0
UBS                            COM              808411995    34267   678929 SH       DEFINED 01 05               0   678929        0
SCHWAB (CHARLES)               COM              808513105     4064   262705 SH       DEFINED 01             262705        0        0
SCHWAB (CHARLES)               COM              808513105     5575   360345 SH       DEFINED 01 03               0   360345        0
SCHWAB (CHARLES)               COM              808513105    14461   934830 SH       DEFINED 01 05               0   934830        0
SCHWAB CHARLES CORP            COM              808513105      232    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    57982  3748433 SH       DEFINED 01 02               0  3748433        0
SCHWEITZER MAUDUIT             COM              808541106     1039    43746 SH       DEFINED 01              43746        0        0
SCIENT INC                     COM              808649107        0      440 SH       DEFINED 01                440        0        0
SCIENTIFIC-ATLANTA             COM              808655104       74     3085 SH       DEFINED 01               3085        0        0
SCIENTIFIC-ATLANTA             COM              808655104      919    38368 SH       DEFINED 01 03               0    38368        0
SCIENTIFIC-ATLANTA             COM              808655104       27     1124 SH       DEFINED 01 05               0     1124        0
SCIENTIFIC GAMES               COM              80874P109      480    54800 SH       DEFINED 01              54800        0        0
SCIOS INC                      COM              808905103        4      170 SH       DEFINED 01 02               0      170        0
SCIOS-NOVA INC                 COM              808905103     2605   109609 SH       DEFINED 01             109609        0        0
SCIOS-NOVA INC                 COM              808905103      151     6350 SH       DEFINED 01 05               0     6350        0
SCIQUEST INC                   COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTS CO CLA                  COM              810186106     4056    85209 SH       DEFINED 01              85209        0        0
SCRIPPS CO (E.W) CLA           COM              811054204       11      172 SH       DEFINED 01                172        0        0
SEACHANGE INTL                 COM              811699107     2513    73627 SH       DEFINED 01              73627        0        0
SEACHANGE INTL                 COM              811699107      196     5751 SH       DEFINED 01 05               0     5751        0
SEACHANGE INTL INC             COM              811699107        5      140 SH       DEFINED 01 02               0      140        0
SEACOAST BANKING OF FLORIDA    COM              811707108     1107    23859 SH       DEFINED 01              23859        0        0
SEACOAST BANKING OF FLORIDA    COM              811707108      104     2241 SH       DEFINED 01 05               0     2241        0
SEACOAST FINL SERV             COM              81170Q106        5      310 SH       DEFINED 01 02               0      310        0
SEACOR SMIT INC                COM              811904101     4375    94282 SH       DEFINED 01              94282        0        0
SEACOR SMIT INC                COM              811904101        7      160 SH       DEFINED 01 02               0      160        0
SEACOR SMIT INC                COM              811904101      148     3200 SH       DEFINED 01 05               0     3200        0
SEALED AIR                     COM              81211K100     4542   111276 SH       DEFINED 01             111276        0        0
SEALED AIR                     COM              81211K100      839    20556 SH       DEFINED 01 03               0    20556        0
SEALED AIR                     COM              81211K100       25      602 SH       DEFINED 01 05               0      602        0
SEARS ROEBUCK & CO             COM              812387108      538    11300 SH       DEFINED 01 02               0    11300        0
SEARS, ROEBUCK                 COM              812387108    44504   934181 SH       DEFINED 01             934181        0        0
SEARS, ROEBUCK                 COM              812387108     5345   112204 SH       DEFINED 01 03               0   112204        0
SEARS, ROEBUCK                 COM              812387108     1548    32470 SH       DEFINED 01 05               0    32470        0
SECOM                          COM              813113990     4167    83000 SH       DEFINED 01              83000        0        0
SECOM                          COM              813113990     1857    37000 SH       DEFINED 01 03               0    37000        0
AMEX CONSUMER STAPLE           COM              81369Y308       24      957 SH       DEFINED 01 02               0      957        0
AMEX ENERGY SELECT S           COM              81369Y506        9      370 SH       DEFINED 01 02               0      370        0
AMEX FINANCIAL SELEC           COM              81369Y605       14      546 SH       DEFINED 01 02               0      546        0
AMEX TECH SEL SPDR             COM              81369Y803       16      660 SH       DEFINED 01 02               0      660        0
SECURITAS                      COM              813701992      114     6014 SH       DEFINED 01               6014        0        0
SECURE CO                      COM              813705100        6      300 SH       DEFINED 01 02               0      300        0
SECURE COMPUTING               COM              813705100     5206   253300 SH       DEFINED 01             253300        0        0
SECURE COMPUTING               COM              813705100      125     6100 SH       DEFINED 01 05               0     6100        0
SECURITY CAPITAL GROUP-B       COM              81413P204       11      437 SH       DEFINED 01                437        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        2      172 SH       DEFINED 01                172        0        0
SEITEL INC                     COM              816074306     1005    73875 SH       DEFINED 01              73875        0        0
SELECT MEDICAL                 COM              816196109      609    37900 SH       DEFINED 01              37900        0        0
SELECTIVE INSURANCE GROUP      COM              816300107     1680    77306 SH       DEFINED 01              77306        0        0
SEMBCORP LOGISTICS LIMITED     COM              816625990       63    65000 SH       DEFINED 01              65000        0        0
SEMICONDUCTOR HLD TR           COM              816636203    16062   383800 SH       DEFINED 01             383800        0        0
SEMICONDUCTOR HLD TR           COM              816636203      201     4800 SH       DEFINED 01 02               0     4800        0
SEMICONDUCTOR HLD TR           COM              816636203    26407   631000 SH       DEFINED 01 05               0   631000        0
SEMTECH                        COM              816850101     1330    37217 SH       DEFINED 01              37217        0        0
SEMPRA ENERGY                  COM              816851109    42500  1731136 SH       DEFINED 01            1731136        0        0
SEMPRA ENERGY                  COM              816851109      210     8550 SH       DEFINED 01 02               0     8550        0
SEMPRA ENERGY                  COM              816851109     1249    50872 SH       DEFINED 01 03               0    50872        0
SEMPRA ENERGY                  COM              816851109       37     1491 SH       DEFINED 01 05               0     1491        0
SENSIENT TECH                  COM              81725T100       36     1751 SH       DEFINED 01               1751        0        0
SERCO GROUP                    COM              817314990      105    20000 SH       DEFINED 01              20000        0        0
SEPRACOR INC                   COM              817315104      247     4340 SH       DEFINED 01               4340        0        0
SEQUA CORP  -CL A              COM              817320104       14      300 SH       DEFINED 01                300        0        0
SEQUENOM INC                   COM              817337108        1       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101        3      128 SH       DEFINED 01                128        0        0
SEROLOGICALS                   COM              817523103     2594   120640 SH       DEFINED 01             120640        0        0
SEROLOGICALS                   COM              817523103      139     6460 SH       DEFINED 01 05               0     6460        0
SEROLOGICALS CORP              COM              817523103        7      320 SH       DEFINED 01 02               0      320        0
SERVICE CORP INTL              COM              817565104        7     1466 SH       DEFINED 01               1466        0        0
SERVICEMASTER CO               COM              81760N109        7      485 SH       DEFINED 01                485        0        0
7-ELEVEN INC                   COM              817826209       10      812 SH       DEFINED 01                812        0        0
SHARP                          COM              819882101      672    57509 SH       DEFINED 01              57509        0        0
SHAW GROUP                     COM              820280105     5151   219204 SH       DEFINED 01             219204        0        0
SHAW GROUP                     COM              820280105      132     5600 SH       DEFINED 01 05               0     5600        0
SHAW GROUP INC                 COM              820280105        1       60 SH       DEFINED 01 02               0       60        0
SHELL TRANSPORT & TRADING      COM              822703997     5749   836964 SH       DEFINED 01             836964        0        0
SHELL TRANSPORT & TRADING      COM              822703997     7379  1074215 SH       DEFINED 01 05               0  1074215        0
SHERWIN WILLIAMS               COM              824348106       86     3101 SH       DEFINED 01               3101        0        0
SHERWIN WILLIAMS               COM              824348106     1043    37919 SH       DEFINED 01 03               0    37919        0
SHERWIN WILLIAMS               COM              824348106       31     1110 SH       DEFINED 01 05               0     1110        0
SHINHAN FINANCIAL GROUP        COM              824777999     2570   192340 SH       DEFINED 01             192340        0        0
SHINHAN FINANCIAL GROUP        COM              824777999       70     5240 SH       DEFINED 01 05               0     5240        0
SHOPKO STORES                  COM              824911101     2812   296044 SH       DEFINED 01             296044        0        0
SHOPKO STORES                  COM              824911101      114    12011 SH       DEFINED 01 05               0    12011        0
SHIONOGI                       COM              824930994       92     5367 SH       DEFINED 01               5367        0        0
SHUFFLE MASTER                 COM              825549108     2078   132640 SH       DEFINED 01             132640        0        0
SHUFFLE MASTER                 COM              825549108      101     6460 SH       DEFINED 01 05               0     6460        0
SHUFFLE MASTER INC             COM              825549108        1       50 SH       DEFINED 01 02               0       50        0
SHURGARD STORAGE CTR           COM              82567D104     3071    95949 SH       DEFINED 01              95949        0        0
GENSIA PHARMACEUTICS INC       COM              825846108        7      444 SH       DEFINED 01                444        0        0
SIDERCA S.A.I.C                COM              825863103       29     2000 SH       DEFINED 01               2000        0        0
INVENSYS PLC                   COM              825995996    13755  7925694 SH       DEFINED 01            7925694        0        0
INVENSYS PLC                   COM              825995996    17779 10244040 SH       DEFINED 01 05               0 10244040        0
SIEBEL SYSTEMS                 COM              826170102    28903  1032981 SH       DEFINED 01            1032981        0        0
SIEBEL SYSTEMS                 COM              826170102    19820   708276 SH       DEFINED 01 02               0   708276        0
SIEBEL SYSTEMS                 COM              826170102     3337   119271 SH       DEFINED 01 03               0   119271        0
SIEBEL SYSTEMS                 COM              826170102    26316   940537 SH       DEFINED 01 05               0   940537        0
SIEBEL SYSTEMS INC             COM              826170102      339    12100 SH       DEFINED 11 12               0    12100        0
SIEMENS                        COM              826197105    10887   163334 SH       DEFINED 01             163334        0        0
SIEMENS                        COM              826197105    13167   197567 SH       DEFINED 01 05               0   197567        0
SIERRA HEALTH SERVIC           COM              826322109      666    82215 SH       DEFINED 01              82215        0        0
SIERRA PACIFIC RESOURCES - NEW COM              826428104       50     3341 SH       DEFINED 01               3341        0        0
SIGMA-ALDRICH                  COM              826552101    45379  1151448 SH       DEFINED 01            1151448        0        0
SIGMA-ALDRICH                  COM              826552101     2568    65152 SH       DEFINED 01 02               0    65152        0
SIGMA-ALDRICH                  COM              826552101     6294   159711 SH       DEFINED 01 03               0   159711        0
SIGMA-ALDRICH                  COM              826552101      773    19613 SH       DEFINED 01 05               0    19613        0
SIGNALSOFT RESTRICTED          COM              82668M979     3060   760624 SH       DEFINED 01             760624        0        0
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SIGNALSOFT RESTRICTED          COM              82668M987      375    83970 SH       DEFINED 01              83970        0        0
SIGNALSOFT RESTRICTED          COM              82668M987      750   167940 SH       DEFINED 01 05               0   167940        0
SILICON LABORATORIES           COM              826919102      241     7146 SH       DEFINED 01               7146        0        0
SILGAN HOLDINGS                COM              827048109      994    38000 SH       DEFINED 01              38000        0        0
SILGAN HOLDINGS                COM              827048109        6      230 SH       DEFINED 01 02               0      230        0
SILGAN HOLDINGS                COM              827048109       63     2400 SH       DEFINED 01 05               0     2400        0
SILICON GRAPHICS INC           COM              827056102        2     1043 SH       DEFINED 01               1043        0        0
SILICON STORAGE TECH           COM              827057100        3      303 SH       DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        0      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106     2310    86375 SH       DEFINED 01              86375        0        0
SILICON VALLEY BANCSHARES      COM              827064106      117     4366 SH       DEFINED 01 05               0     4366        0
SILICON VALLEY BKSHR           COM              827064106        5      180 SH       DEFINED 01 02               0      180        0
SILICONIX INC                  COM              827079203        5      173 SH       DEFINED 01                173        0        0
SILVERSTREAM SOFTWA            COM              827907106        0       62 SH       DEFINED 01                 62        0        0
SIME DARBY                     COM              828620997     2277  1766000 SH       DEFINED 01            1766000        0        0
SIME DARBY                     COM              828620997       61    47000 SH       DEFINED 01 05               0    47000        0
SIMON PROPERTY GROUP           COM              828806109       11      377 SH       DEFINED 01                377        0        0
SIMPLEX SOLUTIONS              COM              828854109      128     7500 SH       DEFINED 01               7500        0        0
SIMPSON MFG                    COM              829073105     2381    41561 SH       DEFINED 01              41561        0        0
SIMPSON MFG                    COM              829073105       29      500 SH       DEFINED 01 05               0      500        0
SINCLAIR BROADCASTIN           COM              829226109        2      190 SH       DEFINED 01                190        0        0
SINGAPORE TECH ENGINEERING LTD COM              829298991       76    60000 SH       DEFINED 01              60000        0        0
SIRENZA MICRODEVICES           COM              82966T106        1      101 SH       DEFINED 01                101        0        0
SIRIUS SATELLITE RADIO INC     COM              82966U103        3      274 SH       DEFINED 01                274        0        0
SIX CONTINENTS                 COM              829900992      368    37200 SH       DEFINED 01              37200        0        0
SIG FLAGS INC                  COM              83001P109       45     2923 SH       DEFINED 01               2923        0        0
SIG FLAGS INC                  COM              83001P109     5383   350000 SH       DEFINED 01 05               0   350000        0
SK TELECOM                     COM              830530994     4338    21260 SH       DEFINED 01              21260        0        0
SK TELECOM                     COM              830530994      114      560 SH       DEFINED 01 05               0      560        0
SKILLSOFT                      COM              83066P101      910    35100 SH       DEFINED 01              35100        0        0
SKY FINL GROUP INC             COM              83080P103        8      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      798    24745 SH       DEFINED 01              24745        0        0
SKYWEST                        COM              830879102    19534   767548 SH       DEFINED 01             767548        0        0
SKYWEST                        COM              830879102     3477   136600 SH       DEFINED 01 03               0   136600        0
SKYWEST                        COM              830879102      253     9950 SH       DEFINED 01 05               0     9950        0
SKYWEST INC                    COM              830879102    71014  2790277 SH       DEFINED 01 02               0  2790277        0
SMARTFORCE ADR                 COM              83170A206     1641    66300 SH       DEFINED 01              66300        0        0
SMITH (A O) CORP               COM              831865209     1983   101680 SH       DEFINED 01             101680        0        0
SMITH (A O) CORP               COM              831865209        3      170 SH       DEFINED 01 02               0      170        0
SMITH (A O) CORP               COM              831865209       41     2100 SH       DEFINED 01 05               0     2100        0
SMITH & NEPHEW                 COM              831911995      295    48799 SH       DEFINED 01              48799        0        0
SMITH INTL                     COM              832110100      546    10161 SH       DEFINED 01              10161        0        0
SMITHFIELD FOODS               COM              832248108     6098   276714 SH       DEFINED 01             276714        0        0
SMITHFIELD FOODS               COM              832248108      388    17600 SH       DEFINED 01 03               0    17600        0
SMITHFIELD FOODS               COM              832248108      150     6800 SH       DEFINED 01 05               0     6800        0
SMUCKER J.M. CO                COM              832696306       29      807 SH       DEFINED 01                807        0        0
SMURFIT-STONE CONTAINER        COM              832727101      804    50337 SH       DEFINED 01              50337        0        0
SNAM RETE GAS 144              COM              833029556     2463   931386 SH       DEFINED 01             931386        0        0
SNAM RETE GAS 144              COM              833029556     3257  1231693 SH       DEFINED 01 03               0  1231693        0
SNAP-ON                        COM              833034101       41     1215 SH       DEFINED 01               1215        0        0
SNAP-ON                        COM              833034101      479    14216 SH       DEFINED 01 03               0    14216        0
SNAP-ON                        COM              833034101       14      416 SH       DEFINED 01 05               0      416        0
SOC GEN DE AGUSA DE BARCELONA  COM              833637994      116     9300 SH       DEFINED 01               9300        0        0
SOCIETE GENERALE CL A          COM              833639990     9133   163185 SH       DEFINED 01             163185        0        0
SOCIETE GENERALE CL A          COM              833639990    11620   207642 SH       DEFINED 01 05               0   207642        0
SOLA INTL                      COM              834092108     1379    71057 SH       DEFINED 01              71057        0        0
SOLECTRON                      COM              834182107    40242  3567473 SH       DEFINED 01            3567473        0        0
SOLECTRON                      COM              834182107     3546   314328 SH       DEFINED 01 03               0   314328        0
SOLECTRON                      COM              834182107    31738  2813594 SH       DEFINED 01 05               0  2813594        0
SOLECTRON CORP                 COM              834182107     1579   140000 SH       DEFINED 01                  0   140000        0
SOLECTRON CORP                 COM              834182107    66998  5939389 SH       DEFINED 01 02               0  5939389        0
SOLUTIA INC                    COM              834376105       48     3456 SH       DEFINED 01               3456        0        0
SOLUTIA INC                    COM              834376105       87     6200 SH       DEFINED 01 02               0     6200        0
SOMERA COMMUNICATION           COM              834458101        4      500 SH       DEFINED 01 02               0      500        0
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SONERA OYJ                     COM              835420993       32     6317 SH       DEFINED 01               6317        0        0
SONIC CORP                     COM              835451105     2827    78552 SH       DEFINED 01              78552        0        0
S3 INCORPORATED                COM              83546Q109        1      185 SH       DEFINED 01                185        0        0
SONICWALL                      COM              835470105     1304    67073 SH       DEFINED 01              67073        0        0
SONICWALL INC                  COM              835470105        2      110 SH       DEFINED 01 02               0      110        0
SONOCO PRODUCTS                COM              835495102       80     3022 SH       DEFINED 01               3022        0        0
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SONY                           COM              835699109     3341    73100 SH       DEFINED 01 03               0    73100        0
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SOTHEBYS HLD CL-A              COM              835898107       37     2235 SH       DEFINED 01               2235        0        0
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SOUTH CHINA MORNING POST HLDGS COM              837400993       74   118000 SH       DEFINED 01             118000        0        0
SOUTH FINANCIAL GROUP          COM              837841105     2165   121933 SH       DEFINED 01             121933        0        0
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SOUTH AFRICAN BREWERIES        COM              839900958       61     9194 SH       DEFINED 01 05               0     9194        0
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SOUTHERN CO                    COM              842587107     4717   186071 SH       DEFINED 01 03               0   186071        0
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SOUTHERN UNION CO              COM              844030106     2906   154084 SH       DEFINED 01             154084        0        0
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SW BANCORP OF TX               COM              84476R109        5      180 SH       DEFINED 01 02               0      180        0
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SPACELABS                      COM              846247104      349    28714 SH       DEFINED 01              28714        0        0
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SPARTAN STORES INC             COM              846822104        3      260 SH       DEFINED 01 02               0      260        0
SPARTECH CORP                  COM              847220209        1       71 SH       DEFINED 01                 71        0        0
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SPECTRALINK CORP               COM              847580107      437    25500 SH       DEFINED 01              25500        0        0
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SPEECHWORKS INTL INC           COM              84764M101        3      311 SH       DEFINED 01                311        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        8      318 SH       DEFINED 01                318        0        0
SPHERION                       COM              848420105     3847   394128 SH       DEFINED 01             394128        0        0
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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   145070  7224546 SH       DEFINED 01            7224546        0        0
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SPRINT CORP FON GRP            COM              852061100    56700  2823289 SH       DEFINED 01 02               0  2823289        0
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SPRINT CORP PCS GRP            COM              852061506      100     4100 SH       DEFINED 01 02               0     4100        0
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STAMPS.COM                     COM              852857101        1      196 SH       DEFINED 01                196        0        0
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STANDARD COMMERCIAL            COM              853258101        4      260 SH       DEFINED 01 02               0      260        0
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STANDARD MOTOR PRO             COM              853666105      511    36772 SH       DEFINED 01              36772        0        0
STANDARD PAC CORP              COM              85375C101     2105    86573 SH       DEFINED 01              86573        0        0
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STANDEX INTL                   COM              854231107      778    35785 SH       DEFINED 01              35785        0        0
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STARTEK INC                    COM              85569C107      787    41530 SH       DEFINED 01              41530        0        0
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STATE STREET CORP              COM              857477103    21130   404369 SH       DEFINED 01 02               0   404369        0
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STATION CASINO                 COM              857689103      454    40508 SH       DEFINED 01              40508        0        0
THE STEAK N SHAKE COMPANY      COM              857873103      935    84721 SH       DEFINED 01              84721        0        0
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STELLENT                       COM              85856W105      169     5704 SH       DEFINED 01 05               0     5704        0
STELLENT INC                   COM              85856W105        4      125 SH       DEFINED 01 02               0      125        0
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STERLING BANCSHARES            COM              858907108        4      320 SH       DEFINED 01 02               0      320        0
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STERICYCLE                     COM              858912108     1930    31700 SH       DEFINED 01              31700        0        0
STERICYCLE                     COM              858912108       85     1400 SH       DEFINED 01 05               0     1400        0
STERICYCLE INC                 COM              858912108        3       55 SH       DEFINED 01 02               0       55        0
STERIS                         COM              859152100     2800   153237 SH       DEFINED 01             153237        0        0
STERIS                         COM              859152100      104     5700 SH       DEFINED 01 05               0     5700        0
STERIS CORP                    COM              859152100        4      220 SH       DEFINED 01 02               0      220        0
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STERLING BANCORP               COM              859158107      164     5600 SH       DEFINED 01 05               0     5600        0
STEWART & STEVENSON            COM              860342104        6      310 SH       DEFINED 01 02               0      310        0
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STEWART & STEVENSON SERVICES   COM              860342104      155     8231 SH       DEFINED 01 05               0     8231        0
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STILLWATER MINING              COM              86074Q102     3967   214457 SH       DEFINED 01             214457        0        0
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STORAGE USA                    COM              861907103        9      216 SH       DEFINED 01                216        0        0
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STORAGENETWORKS INC            COM              86211E103        0       55 SH       DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103     1162   189001 SH       DEFINED 01             189001        0        0
STRATTEC SECURITY              COM              863111100      296     8400 SH       DEFINED 01               8400        0        0
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STRYKER                        COM              863667101     2818    48273 SH       DEFINED 01 03               0    48273        0
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STRYKER CORP                   COM              863667101     4090    70050 SH       DEFINED 01 02               0    70050        0
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STURM RUGER & CO INC           COM              864159108      951    79357 SH       DEFINED 01              79357        0        0
SUEZ LYONNAISE DES EAUX        COM              864700992     4898   161815 SH       DEFINED 01 03               0   161815        0
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SUN LIFE FINANCIAL SERVICES OF COM              866796105      372    17200 SH       DEFINED 01              17200        0        0
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TEXAS INSTRUMENTS INC          COM              866810104     2682    95800 SH       DEFINED 11 12               0    95800        0
SUNBEAM WTS                    COM              867071128        0       83 SH       DEFINED 01                 83        0        0
SUNCOR ENERGY INC              COM              867229999      122     3719 SH       DEFINED 01               3719        0        0
SUNCOR ENERGY INC              COM              867229999     2018    61473 SH       DEFINED 01 03               0    61473        0
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SUNOCO INC                     COM              86764P109      721    19297 SH       DEFINED 01 03               0    19297        0
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SUPERTEX INC                   COM              868532102      641    36626 SH       DEFINED 01              36626        0        0
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SUPPORT.COM                    COM              868587106     1725   275176 SH       DEFINED 01             275176        0        0
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SURMODICS INC                  COM              868873100     1801    49386 SH       DEFINED 01              49386        0        0
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SWATCH GROUP AG                COM              869999557       43     2161 SH       DEFINED 01               2161        0        0
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SWIFT ENERGY CO                COM              870738101        4      190 SH       DEFINED 01 02               0      190        0
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SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE INC                     COM              871130100      938    59476 SH       DEFINED 01              59476        0        0
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SYMMETRICOM INC                COM              871543104      504    66202 SH       DEFINED 01              66202        0        0
SYMYX TECHNOLOGIES             COM              87155S108     2763   130088 SH       DEFINED 01             130088        0        0
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SYNTHES-STRATEC INC            COM              871655999      118      170 SH       DEFINED 01                170        0        0
SYSCO CORPORATION              COM              871829107      348    13260 SH       DEFINED 01              13260        0        0
SYSCO CORPORATION              COM              871829107      121     4600 SH       DEFINED 01 02               0     4600        0
SYSCO CORPORATION              COM              871829107     4291   163646 SH       DEFINED 01 03               0   163646        0
SYSCO CORPORATION              COM              871829107      126     4794 SH       DEFINED 01 05               0     4794        0
SYSTEMS &COMP TECH             COM              871873105     1698   164177 SH       DEFINED 01             164177        0        0
SYSTEMS &COMP TECH             COM              871873105        2      160 SH       DEFINED 01 02               0      160        0
SYSTEMS &COMP TECH             COM              871873105       52     5000 SH       DEFINED 01 05               0     5000        0
TBC CORP                       COM              872180104      828    61858 SH       DEFINED 01              61858        0        0
TCF FINANCIAL                  COM              872275102    22324   465263 SH       DEFINED 01             465263        0        0
TCF FINANCIAL                  COM              872275102    31993   666800 SH       DEFINED 01 05               0   666800        0
TCF FINL CORP MPLS             COM              872275102     1008    21000 SH       DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102      264     5500 SH       DEFINED 01 02               0     5500        0
TECO ENERGY                    COM              872375100    15816   602768 SH       DEFINED 01             602768        0        0
TECO ENERGY                    COM              872375100      899    34263 SH       DEFINED 01 03               0    34263        0
TECO ENERGY                    COM              872375100       26     1004 SH       DEFINED 01 05               0     1004        0
TEPPCO PARTNERS LP             COM              872384102        8      280 SH       DEFINED 01                280        0        0
THQ                            COM              872443403     5774   119114 SH       DEFINED 01             119114        0        0
THQ                            COM              872443403      332     6850 SH       DEFINED 01 03               0     6850        0
THQ                            COM              872443403      136     2800 SH       DEFINED 01 05               0     2800        0
THQ INC                        COM              872443403    17697   365150 SH       DEFINED 01 02               0   365150        0
TJX COMPANIES                  COM              872540109     4202   105416 SH       DEFINED 01             105416        0        0
TJX COMPANIES                  COM              872540109     2669    66963 SH       DEFINED 01 03               0    66963        0
TJX COMPANIES                  COM              872540109       78     1961 SH       DEFINED 01 05               0     1961        0
TJX COS                        COM              872540109      598    15000 SH       DEFINED 01                  0    15000        0
TPG NV                         COM              872600994      117     5409 SH       DEFINED 01               5409        0        0
TPG NV                         COM              872600994     4094   189189 SH       DEFINED 01 03               0   189189        0
TRW                            COM              872649108     2074    56000 SH       DEFINED 01                  0    56000        0
TRW INC                        COM              872649108       92     2495 SH       DEFINED 01               2495        0        0
TRW INC                        COM              872649108     1148    31006 SH       DEFINED 01 03               0    31006        0
TRW INC                        COM              872649108       34      909 SH       DEFINED 01 05               0      909        0
TMP WORLDWIDE INC              COM              872941109      216     5054 SH       DEFINED 01               5054        0        0
TMP WORLDWIDE INC              COM              872941109     1164    27144 SH       DEFINED 01 03               0    27144        0
TMP WORLDWIDE INC              COM              872941109       34      796 SH       DEFINED 01 05               0      796        0
TTM TECHNOLOGIES               COM              87305R109     1436   142000 SH       DEFINED 01             142000        0        0
TTM TECHNOLOGIES               COM              87305R109        5      430 SH       DEFINED 01 02               0      430        0
TTM TECHNOLOGIES               COM              87305R109      109    10700 SH       DEFINED 01 05               0    10700        0
TXU                            COM              873168108    43401   920488 SH       DEFINED 01             920488        0        0
TXU                            COM              873168108     3352    71089 SH       DEFINED 01 03               0    71089        0
TXU                            COM              873168108      198     4207 SH       DEFINED 01 05               0     4207        0
TEXAS UTILITIES                CONV PRF         873168504       41      800 SH       DEFINED 01 02               0      800        0
TEXAS UTILITIES                PRF              873168504    62709  1212000 SH       DEFINED 01            1212000        0        0
TEXAS UTILITIES                PRF              873168504     9158   177000 SH       DEFINED 01 05               0   177000        0
TXU ELECTRIC CO                PRF              87316T607     5532    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5117    50000 SH       DEFINED 01 04               0    50000        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100    13968   813506 SH       DEFINED 01 05               0   813506        0
TAKE-TWO INTERACTIVE SOFTWRE   COM              874054109     1747   108020 SH       DEFINED 01             108020        0        0
TAKEDA CHEMICAL INDS           COM              874058100    12111   267654 SH       DEFINED 01             267654        0        0
TAKEDA CHEMICAL INDS           COM              874058100     1855    41000 SH       DEFINED 01 03               0    41000        0
TAKEDA CHEMICAL INDS           COM              874058100    22307   493000 SH       DEFINED 01 05               0   493000        0
TAKEFUJI                       COM              874110992      890    12300 SH       DEFINED 01              12300        0        0
TAKKT AG                       COM              874113996      115    22300 SH       DEFINED 01              22300        0        0
TALBOTS                        COM              874161102      802    22116 SH       DEFINED 01              22116        0        0
TALISMAN ENERGY                COM              87425E996      606    15971 SH       DEFINED 01              15971        0        0
TALK AMERICA HOLDINGS INC      COM              87426R103        0      150 SH       DEFINED 01                150        0        0
TALX                           COM              874918105      685    27440 SH       DEFINED 01              27440        0        0
TANABE SEIYAKU ORD             COM              875333999      312    35000 SH       DEFINED 01              35000        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
TARGET                         COM              87612E106   548350 13358090 SH       DEFINED 01           13358090        0        0
TARGET                         COM              87612E106     9890   240906 SH       DEFINED 01 03               0   240906        0
TARGET                         COM              87612E106   134784  3283394 SH       DEFINED 01 05               0  3283394        0
TARGET CORP                    COM              87612E106     3731    90900 SH       DEFINED 11 12               0    90900        0
TARGET CORP                    COM              87612E106    27413   667800 SH       DEFINED 11 12 13            0   667800        0
TARGET CORPORATION             COM              87612E106     9195   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106    31741   773014 SH       DEFINED 01 02               0   773014        0
TAUBMAN CENTERS INC            COM              876664103        3      182 SH       DEFINED 01                182        0        0
TAYLOR NELSON SOFRES           COM              877300996       52    18600 SH       DEFINED 01              18600        0        0
TECH DATA                      COM              878237106    12442   287475 SH       DEFINED 01             287475        0        0
TECH DATA                      COM              878237106      775    17900 SH       DEFINED 01 03               0    17900        0
TECH DATA                      COM              878237106      303     7000 SH       DEFINED 01 05               0     7000        0
TECHNE                         COM              878377100    26795   727100 SH       DEFINED 01             727100        0        0
TECHNE                         COM              878377100     2439    66200 SH       DEFINED 01 03               0    66200        0
TECHNE                         COM              878377100      425    11546 SH       DEFINED 01 05               0    11546        0
TECHNE CORP                    COM              878377100     1111    30143 SH       DEFINED 01 02               0    30143        0
TECHNIP                        COM              878554997      115      860 SH       DEFINED 01                860        0        0
TECHNITROL                     COM              878555101     5839   211387 SH       DEFINED 01             211387        0        0
TECHNITROL                     COM              878555101      184     6641 SH       DEFINED 01 05               0     6641        0
TECHNITROL INC                 COM              878555101        3      125 SH       DEFINED 01 02               0      125        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECUMSEH PRODUCT CLA           COM              878895200       29      579 SH       DEFINED 01                579        0        0
TELEFONICA                     COM              878950997    44074  3293514 SH       DEFINED 01            3293514        0        0
TELEFONICA                     COM              878950997     5576   416616 SH       DEFINED 01 03               0   416616        0
TELEFONICA                     COM              878950997    24862  1857741 SH       DEFINED 01 05               0  1857741        0
TELECOM ITALIA                 COM              878960996      169    31631 SH       DEFINED 01              31631        0        0
TELECOM ITALIA                 COM              878985993      401    46900 SH       DEFINED 01              46900        0        0
TEIJIN                         COM              879000990     1796   468000 SH       DEFINED 01 03               0   468000        0
TEKELEC                        COM              879101103     1991   109942 SH       DEFINED 01             109942        0        0
TEKTRONIX                      COM              879131100    10574   410164 SH       DEFINED 01             410164        0        0
TEKTRONIX                      COM              879131100      979    37988 SH       DEFINED 01 03               0    37988        0
TEKTRONIX                      COM              879131100      360    13961 SH       DEFINED 01 05               0    13961        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECOM ITALIA MOBILE          COM              879277994      242    43400 SH       DEFINED 01              43400        0        0
TELECORP PCS INC-CL A          COM              879300101        6      520 SH       DEFINED 01                520        0        0
TELEDYNE TECH                  COM              879360105     1530    93906 SH       DEFINED 01              93906        0        0
TELEFLEX                       COM              879369106       63     1336 SH       DEFINED 01               1336        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780     7723   220533 SH       DEFINED 01             220533        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780      207     5914 SH       DEFINED 01 05               0     5914        0
TELINDUS GROUP NV              COM              879409993       48     6800 SH       DEFINED 01               6800        0        0
TELEMAR NORTE LESTE SA         COM              879426997       75  2873000 SH       DEFINED 01 05               0  2873000        0
TELEPHONE & DATA SYSTEMS       COM              879433100     7603    84720 SH       DEFINED 01              84720        0        0
TELEPHONE & DATA SYSTEMS       COM              879433100      332     3700 SH       DEFINED 01 03               0     3700        0
TELEPHONE & DATA SYSTEMS       COM              879433100      126     1400 SH       DEFINED 01 05               0     1400        0
TELEPLAN INTERNATIONAL NV      COM              879461994       29     2000 SH       DEFINED 01               2000        0        0
TELEVISION BROADCASTS LTD      COM              879500999      186    43000 SH       DEFINED 01              43000        0        0
TELIK INC                      COM              87959M109     1591   117900 SH       DEFINED 01             117900        0        0
TELIK INC                      COM              87959M109        2      140 SH       DEFINED 01 02               0      140        0
TELIK INC                      COM              87959M109       77     5700 SH       DEFINED 01 05               0     5700        0
TELLABS                        COM              879664100     2129   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100    15684  1043536 SH       DEFINED 01            1043536        0        0
TELLABS                        COM              879664100      399    26500 SH       DEFINED 01 02               0    26500        0
TELLABS                        COM              879664100     1976   131461 SH       DEFINED 01 03               0   131461        0
TELLABS                        COM              879664100    15074  1002949 SH       DEFINED 01 05               0  1002949        0
TELLIUM                        COM              87967E107        2      351 SH       DEFINED 01                351        0        0
TELULAR CORP                   COM              87970T208      826    90000 SH       DEFINED 01              90000        0        0
TELULAR CORP                   COM              87970T208        2      210 SH       DEFINED 01 02               0      210        0
TELULAR CORP                   COM              87970T208       62     6800 SH       DEFINED 01 05               0     6800        0
TEMPLE INLAND                  COM              879868107       54      956 SH       DEFINED 01                956        0        0
TEMPLE INLAND                  COM              879868107      687    12116 SH       DEFINED 01 03               0    12116        0
TEMPLE INLAND                  COM              879868107       20      355 SH       DEFINED 01 05               0      355        0
TELETECH HLDGS INC             COM              879939106      575    40152 SH       DEFINED 01              40152        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    33281  2300072 SH       DEFINED 01 03               0  2300072        0
TENFOLD CORPORATION            COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100    15688   267173 SH       DEFINED 01             267173        0        0
TENET HEALTHCARE               COM              88033G100     5473    93213 SH       DEFINED 01 03               0    93213        0
TENET HEALTHCARE               COM              88033G100      443     7542 SH       DEFINED 01 05               0     7542        0
TENET HEALTHCARE COR           COM              88033G100      384     6545 SH       DEFINED 01 02               0     6545        0
TENNECO AUTOMOTIVE INC         COM              880349105        0       53 SH       DEFINED 01                 53        0        0
TERADYNE                       COM              880770102    29570   981069 SH       DEFINED 01             981069        0        0
TERADYNE                       COM              880770102     1338    44402 SH       DEFINED 01 03               0    44402        0
TERADYNE                       COM              880770102    14974   496801 SH       DEFINED 01 05               0   496801        0
TERADYNE INC                   COM              880770102      784    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102      234     7750 SH       DEFINED 01 02               0     7750        0
TERAYON COMM. SYSTEM           COM              880775101     2863   346098 SH       DEFINED 01             346098        0        0
TERAYON COMM. SYSTEM           COM              880775101        8      940 SH       DEFINED 01 02               0      940        0
TERAYON COMM. SYSTEM           COM              880775101      159    19200 SH       DEFINED 01 05               0    19200        0
TEREX                          COM              880779103     2711   154573 SH       DEFINED 01             154573        0        0
TEREX                          COM              880779103      175     9994 SH       DEFINED 01 05               0     9994        0
TEREX CORP NEW                 COM              880779103        6      330 SH       DEFINED 01 02               0      330        0
TESCO                          COM              881575104    16725  4614922 SH       DEFINED 01            4614922        0        0
TESCO                          COM              881575104     6024  1662504 SH       DEFINED 01 03               0  1662504        0
TESCO                          COM              881575104    23904  6596011 SH       DEFINED 01 05               0  6596011        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209     3230    52409 SH       DEFINED 01              52409        0        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209       84     1359 SH       DEFINED 01 05               0     1359        0
TETRA TECHNOLOGIES             COM              88162F105      870    41527 SH       DEFINED 01              41527        0        0
TETRA TECH                     COM              88162G103     3404   170999 SH       DEFINED 01             170999        0        0
TEXAS INDS                     COM              882491103     2519    68260 SH       DEFINED 01              68260        0        0
TEXAS INSTRUMENTS              COM              882508104     3192   114000 SH       DEFINED 01                  0   114000        0
TEXAS INSTRUMENTS              COM              882508104   576533 20590435 SH       DEFINED 01           20590435        0        0
TEXAS INSTRUMENTS              COM              882508104    27557   984018 SH       DEFINED 01 02               0   984018        0
TEXAS INSTRUMENTS              COM              882508104    12668   452494 SH       DEFINED 01 03               0   452494        0
TEXAS INSTRUMENTS              COM              882508104   122896  4389089 SH       DEFINED 01 05               0  4389089        0
TEXAS INSTRUMENTS INC          COM              882508104    17321   618600 SH       DEFINED 11 12 13            0   618600        0
TEXTRON                        COM              883203101    22090   532789 SH       DEFINED 01             532789        0        0
TEXTRON                        COM              883203101     1438    34681 SH       DEFINED 01 03               0    34681        0
TEXTRON                        COM              883203101     1821    43918 SH       DEFINED 01 05               0    43918        0
THERAGENICS                    COM              883375107     3814   386865 SH       DEFINED 01             386865        0        0
THERAGENICS                    COM              883375107      252    25500 SH       DEFINED 01 05               0    25500        0
THERAGENICS CORP               COM              883375107        2      220 SH       DEFINED 01 02               0      220        0
THERASENSE                     COM              883381105        7      275 SH       DEFINED 01                275        0        0
THERMA-WAVE                    COM              88343A108     3454   231552 SH       DEFINED 01             231552        0        0
THERMA-WAVE                    COM              88343A108      130     8686 SH       DEFINED 01 05               0     8686        0
THERMA-WAVE INC                COM              88343A108        3      170 SH       DEFINED 01 02               0      170        0
THERMO-ELECTRON                COM              883556102       85     3547 SH       DEFINED 01               3547        0        0
THERMO-ELECTRON                COM              883556102     1042    43651 SH       DEFINED 01 03               0    43651        0
THERMO-ELECTRON                COM              883556102       30     1278 SH       DEFINED 01 05               0     1278        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102    20214   955701 SH       DEFINED 01             955701        0        0
THOMAS & BETTS                 COM              884315102        3      130 SH       DEFINED 01 02               0      130        0
THOMAS & BETTS                 COM              884315102      302    14276 SH       DEFINED 01 03               0    14276        0
THOMAS & BETTS                 COM              884315102     1641    77589 SH       DEFINED 01 05               0    77589        0
THOMAS INDS INC                COM              884425109     1120    44818 SH       DEFINED 01              44818        0        0
THOR INDS                      COM              885160101     2134    57589 SH       DEFINED 01              57589        0        0
THOR INDS                      COM              885160101       11      300 SH       DEFINED 01 05               0      300        0
THORATEC                       COM              885175307      430    25299 SH       DEFINED 01              25299        0        0
EMI GROUP                      COM              885250993     4119   792675 SH       DEFINED 01             792675        0        0
EMI GROUP                      COM              885250993     5902  1135812 SH       DEFINED 01 05               0  1135812        0
3 COM CORP                     COM              885535104      121    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104    17520  2746161 SH       DEFINED 01 02               0  2746161        0
3COM CORP                      COM              885535104      831   130226 SH       DEFINED 01             130226        0        0
3COM CORP                      COM              885535104       48     7500 SH       DEFINED 01 03               0     7500        0
THREE-FIVE SYS IN              COM              88554L108        3      170 SH       DEFINED 01 02               0      170        0
THREE-FIVE SYSTEMS             COM              88554L108     3373   212038 SH       DEFINED 01             212038        0        0
THREE-FIVE SYSTEMS             COM              88554L108      143     8986 SH       DEFINED 01 05               0     8986        0
TIBCO SOFTWARE INC             COM              88632Q103        6      410 SH       DEFINED 01                410        0        0
TICKETMASTER CL B              COM              88633P203        6      354 SH       DEFINED 01                354        0        0
TIDEWATER                      COM              886423102    48541  1431899 SH       DEFINED 01            1431899        0        0
TIDEWATER                      COM              886423102     2234    65900 SH       DEFINED 01 03               0    65900        0
TIDEWATER                      COM              886423102     3052    90026 SH       DEFINED 01 05               0    90026        0
TIDEWATER INC                  COM              886423102    28568   842731 SH       DEFINED 01 02               0   842731        0
TIER TECHNOLOGIES              COM              88650Q100      423    19600 SH       DEFINED 01              19600        0        0
TIETOENATOR OYJ                COM              886539998      175     6600 SH       DEFINED 01               6600        0        0
TIFFANY                        COM              886547108       91     2888 SH       DEFINED 01               2888        0        0
TIFFANY                        COM              886547108     1129    35864 SH       DEFINED 01 03               0    35864        0
TIFFANY                        COM              886547108       33     1051 SH       DEFINED 01 05               0     1051        0
TIFFANY & CO-NEW               COM              886547108     1385    44000 SH       DEFINED 01                  0    44000        0
TIMBERLAND CO  -CL A           COM              887100105       46     1225 SH       DEFINED 01               1225        0        0
TIMBERWEST FOREST              COM              887147205      534    65000 SH       DEFINED 01              65000        0        0
TIMBERWEST FOREST              COM              887147205      144    17500 SH       DEFINED 01 05               0    17500        0
TIME WARNER TELECOM CL A       COM              887319101      232    13087 SH       DEFINED 01              13087        0        0
TIMKEN CO                      COM              887389104     2857   176584 SH       DEFINED 01             176584        0        0
TINGYI HOLDINGS CO             COM              887400992       35   210000 SH       DEFINED 01             210000        0        0
TIPPINGPOINT TECHNOLOGIES INC  COM              888011103        0       14 SH       DEFINED 01                 14        0        0
TITAN CORPORATION              COM              888266103     1633    65441 SH       DEFINED 01              65441        0        0
TITAN CORPORATION              COM              888266103        4      150 SH       DEFINED 01 02               0      150        0
TITAN CORPORATION              COM              888266103       92     3700 SH       DEFINED 01 05               0     3700        0
TITAN INTL INC                 COM              88830M102      289    61013 SH       DEFINED 01              61013        0        0
TITAN PHARMACEUTICAL           COM              888314101     1610   164123 SH       DEFINED 01             164123        0        0
TITAN PHARMACEUTICAL           COM              888314101        2      240 SH       DEFINED 01 02               0      240        0
TITAN PHARMACEUTICAL           COM              888314101      120    12200 SH       DEFINED 01 05               0    12200        0
TITANIUM METAL                 COM              888339108      949   238000 SH       DEFINED 01             238000        0        0
TITANIUM METAL                 COM              888339108        3      840 SH       DEFINED 01 02               0      840        0
TITANIUM METAL                 COM              888339108       63    15700 SH       DEFINED 01 05               0    15700        0
TIVO INC                       COM              888706108      524    80068 SH       DEFINED 01              80068        0        0
TOHOKU ELECTRIC POWER          COM              889070991      776    56600 SH       DEFINED 01              56600        0        0
TOKYO STYLE                    COM              889125993      206    24000 SH       DEFINED 01              24000        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     4512   102769 SH       DEFINED 01             102769        0        0
TOLLGRADE COMMUNICAT           COM              889542106     2692    80725 SH       DEFINED 01              80725        0        0
TOLLGRADE COMMUNICAT           COM              889542106        2       50 SH       DEFINED 01 02               0       50        0
TOLLGRADE COMMUNICAT           COM              889542106       87     2600 SH       DEFINED 01 05               0     2600        0
TOMKINS ADR                    COM              890030208    17710  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS ADR                    COM              890030208     1434   113397 SH       DEFINED 01 05               0   113397        0
TOO                            COM              890333107     5437   197699 SH       DEFINED 01             197699        0        0
TOO                            COM              890333107      179     6500 SH       DEFINED 01 05               0     6500        0
TOO INC                        COM              890333107        4      130 SH       DEFINED 01 02               0      130        0
TANJONG                        COM              890400997     2387  1067000 SH       DEFINED 01            1067000        0        0
TANJONG                        COM              890400997       63    28000 SH       DEFINED 01 05               0    28000        0
TOOTSIE ROLL INDS              COM              890516107       66     1690 SH       DEFINED 01               1690        0        0
TOPPAN PRINTING                COM              890746993      452    49000 SH       DEFINED 01              49000        0        0
TOPPAN FORMS CO LTD            COM              890780992      201    12000 SH       DEFINED 01              12000        0        0
TOPPS                          COM              890786106     4444   365719 SH       DEFINED 01             365719        0        0
TOPPS                          COM              890786106      232    19081 SH       DEFINED 01 05               0    19081        0
TOPPS INC                      COM              890786106        4      300 SH       DEFINED 01 02               0      300        0
TORCHMARK                      COM              891027104    24285   617472 SH       DEFINED 01             617472        0        0
TORCHMARK                      COM              891027104     1199    30488 SH       DEFINED 01 03               0    30488        0
TORCHMARK                      COM              891027104     1993    50671 SH       DEFINED 01 05               0    50671        0
TOREX PLC                      COM              891030991      177    16600 SH       DEFINED 01              16600        0        0
TORO CO                        COM              891092108     1660    36906 SH       DEFINED 01              36906        0        0
TORO CO                        COM              891092108        8      170 SH       DEFINED 01 02               0      170        0
TOTAL FINA ELF                 COM              891508996    47051   329442 SH       DEFINED 01             329442        0        0
TOTAL FINA ELF                 COM              891508996     7284    50998 SH       DEFINED 01 03               0    50998        0
TOTAL FINA ELF                 COM              891508996    39856   279067 SH       DEFINED 01 05               0   279067        0
TOTALFINAELF ADR               COM              89151E109     1236    17600 SH       DEFINED 01              17600        0        0
TOWER AUTO                     COM              891707101     4849   537000 SH       DEFINED 01                  0   537000        0
TOWER AUTOMOTIVE               COM              891707101     1281   141888 SH       DEFINED 01             141888        0        0
TOWER AUTOMOTIVE               COM              891707101    16766  1856700 SH       DEFINED 01 05               0  1856700        0
TOWER AUTOMOTIVE CVT           CONV BND         891707AE1      828  1000000 PRN      DEFINED 01 02               0        0  1000000
TOTAL SYS SVCS INC             COM              891906109        9      427 SH       DEFINED 01                427        0        0
TOTAL SYS SVCS INC             COM              891906109      659    31100 SH       DEFINED 01 02               0    31100        0
TOYOTA MOTOR                   COM              892331992    14819   585000 SH       DEFINED 01             585000        0        0
TOYOTA MOTOR                   COM              892331992     4889   193000 SH       DEFINED 01 03               0   193000        0
TOYOTA MOTOR                   COM              892331992    13097   517000 SH       DEFINED 01 05               0   517000        0
TOYS R US                      COM              892335100       80     3880 SH       DEFINED 01               3880        0        0
TOYS R US                      COM              892335100     1011    48743 SH       DEFINED 01 03               0    48743        0
TOYS R US                      COM              892335100       30     1428 SH       DEFINED 01 05               0     1428        0
TRAMMELL CROW                  COM              89288R106      841    71900 SH       DEFINED 01              71900        0        0
TRAMMELL CROW                  COM              89288R106      118    10100 SH       DEFINED 01 05               0    10100        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
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TRANSACTION SYSTEM             COM              893416107        3      250 SH       DEFINED 01 02               0      250        0
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TRANSATLANTIC HLDS             COM              893521104     3451    37920 SH       DEFINED 01              37920        0        0
TRANSGENOMIC INC               COM              89365K206      706    64150 SH       DEFINED 01              64150        0        0
TRANSGENOMIC INC               COM              89365K206       52     4750 SH       DEFINED 01 05               0     4750        0
TRANSKARYOTIC THERAPIES        COM              893735100     1493    34889 SH       DEFINED 01              34889        0        0
TRANSMETA CORP                 COM              89376R109        2      726 SH       DEFINED 01                726        0        0
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TRANSWITCH                     COM              894065101      260    57753 SH       DEFINED 01              57753        0        0
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TRIAD HOSPITALS                COM              89579K109      873    29751 SH       DEFINED 01              29751        0        0
TRIANGLE PHARMACEUTI           COM              89589H104        0      121 SH       DEFINED 01                121        0        0
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TRIAD GUARANTY INC             COM              895925105        5      120 SH       DEFINED 01 02               0      120        0
TRIARC COS INC CL A            COM              895927101     1462    60191 SH       DEFINED 01              60191        0        0
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TRIGON HEALTHCARE              COM              89618L100      982    14137 SH       DEFINED 01              14137        0        0
TRIMBLE NAVIGATION L           COM              896239100     1199    73941 SH       DEFINED 01              73941        0        0
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TRIMERIS                       COM              896263100       94     2100 SH       DEFINED 01 05               0     2100        0
TRIMERIS INC                   COM              896263100        2       40 SH       DEFINED 01 02               0       40        0
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TRITON PCS HOLDINGS CL A       COM              89677M106        4      135 SH       DEFINED 01                135        0        0
TRIUMPH GROUP INC              COM              896818101     1515    46607 SH       DEFINED 01              46607        0        0
TRIZEC HAHN CORP               COM              896938990      130     8200 SH       DEFINED 01               8200        0        0
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TULARIK INC                    COM              899165104        8      322 SH       DEFINED 01                322        0        0
TULLOW OIL PLC                 COM              899255996       61    55600 SH       DEFINED 01              55600        0        0
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Tumbleweed Communications      COM              899691011      189    31818 SH       DEFINED 01              31818        0        0
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TUPPERWARE CORP                COM              899896104      275    14270 SH       DEFINED 01 03               0    14270        0
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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
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21ST CENTURY INSURANCE GROUP   COM              90130N103        8      386 SH       DEFINED 01                386        0        0
24/7 Media                     COM              901314104      151   655321 SH       DEFINED 01             655321        0        0
24-7 REAL MEDIA INC            COM              901314104        0       49 SH       DEFINED 01                 49        0        0
TYCO INTERNATIONAL             COM              902124106    21736   369030 SH       DEFINED 01                  0   369030        0
TYCO INTERNATIONAL             COM              902124106   131930  2239891 SH       DEFINED 01 02               0  2239891        0
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TYCO INTL                      COM              902124106   313245  5318270 SH       DEFINED 01 05               0  5318270        0
TYSON FOODS INC  -CL           COM              902494103      127    10939 SH       DEFINED 01              10939        0        0
UAL CORP                       COM              902549500        3      250 SH       DEFINED 01                250        0        0
UCAR INTERNATIONAL             COM              90262K109     1184   110705 SH       DEFINED 01             110705        0        0
UCAR INTERNATIONAL             COM              90262K109        4      370 SH       DEFINED 01 02               0      370        0
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UCBH HOLDINGS                  COM              90262T308     4555   160179 SH       DEFINED 01             160179        0        0
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UCBH HOLDINGS INC              COM              90262T308       11      380 SH       DEFINED 01 02               0      380        0
UGI                            COM              902681105     5492   181821 SH       DEFINED 01             181821        0        0
UGI                            COM              902681105      297     9826 SH       DEFINED 01 05               0     9826        0
UGI CORP                       COM              902681105        6      200 SH       DEFINED 01 02               0      200        0
UICI                           COM              902737105        1       86 SH       DEFINED 01                 86        0        0
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USX MARATHON GROUP             COM              902905827      135     4500 SH       DEFINED 01 02               0     4500        0
USX-MARATHON GROUP             COM              902905827    43257  1441904 SH       DEFINED 01            1441904        0        0
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UST                            COM              902911106     1761    50314 SH       DEFINED 01 03               0    50314        0
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UST INC                        COM              902911106    22066   630355 SH       DEFINED 01 02               0   630355        0
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USA NETWORKS INC               COM              902984103     4861   178000 SH       DEFINED 01                  0   178000        0
USA NETWORKS INC               COM              902984103      290    10634 SH       DEFINED 01 02               0    10634        0
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URS CORP                       COM              903236107     1446    52747 SH       DEFINED 01              52747        0        0
USG CORP                       COM              903293405        1      104 SH       DEFINED 01                104        0        0
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USEC INC                       COM              90333E108        4      520 SH       DEFINED 01 02               0      520        0
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US ONCOLOGY INC                COM              90338W103     2113   280150 SH       DEFINED 01             280150        0        0
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UBIQUITEL                      COM              903474302      123    16563 SH       DEFINED 01 05               0    16563        0
UBIQUITEL INC                  COM              903474302        3      370 SH       DEFINED 01 02               0      370        0
ULTICOM INC                    COM              903844108        1      135 SH       DEFINED 01                135        0        0
ULTIMATE ELECTRONICS           COM              903849107      979    32633 SH       DEFINED 01              32633        0        0
USA EDUCATION                  COM              90390U102   310381  3694132 SH       DEFINED 01            3694132        0        0
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USA EDUCATION INC              COM              90390U102      871    10361 SH       DEFINED 01 02               0    10361        0
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ULTRATECH STEPPER              COM              904034105     1093    66168 SH       DEFINED 01              66168        0        0
UNICREDITO ITALIANO            COM              904660990      569   141602 SH       DEFINED 01             141602        0        0
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UNILEVER                       COM              904700994      127    15500 SH       DEFINED 01              15500        0        0
UNIFIRST CORP                  COM              904708104      834    37000 SH       DEFINED 01              37000        0        0
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UNION PACIFIC                  COM              907818108    43033   754961 SH       DEFINED 01             754961        0        0
UNION PACIFIC                  COM              907818108     3476    60990 SH       DEFINED 01 03               0    60990        0
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UNION PLANTERS CORP            COM              908068109      123     2723 SH       DEFINED 01               2723        0        0
UNION PLANTERS CORP            COM              908068109     1522    33729 SH       DEFINED 01 03               0    33729        0
UNION PLANTERS CORP            COM              908068109       45      988 SH       DEFINED 01 05               0      988        0
UNIONBANCAL CORP               COM              908906100      608    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       13      354 SH       DEFINED 01                354        0        0
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UNISYS CORP                    COM              909214108      982    78348 SH       DEFINED 01 03               0    78348        0
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UNIT CORP                      COM              909218109     1369   106115 SH       DEFINED 01             106115        0        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
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UNITED MICROELECTRONICS ADR    COM              910873207      196    20400 SH       DEFINED 01 05               0    20400        0
UNITED MICROELECTRONICS  TW230 COM              910875996     4322  2965000 SH       DEFINED 01            2965000        0        0
UNITED NATURAL FOODS           COM              911163103     1688    67543 SH       DEFINED 01              67543        0        0
UNITED ONLINE INC              COM              911268100        0       79 SH       DEFINED 01                 79        0        0
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UNITED RENTALS INC             COM              911363109       53     2343 SH       DEFINED 01               2343        0        0
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UNITED SERVICES GROUP NV       COM              913000998      319    16400 SH       DEFINED 01              16400        0        0
UNITED STATIONERS              COM              913004107     3370   100141 SH       DEFINED 01             100141        0        0
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UNITED TECHNOLOGIES            COM              913017109    85465  1322384 SH       DEFINED 01            1322384        0        0
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UNITED THERAPEUTICS            COM              91307C102        0       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        2      489 SH       DEFINED 01                489        0        0
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UNITEDHEALTH GROUP             COM              91324P102    58878   831942 SH       DEFINED 01 05               0   831942        0
UNITEDNETWORKS LIMITED         COM              913257994       92    26800 SH       DEFINED 01              26800        0        0
UNITRIN INC                    COM              913275103       81     2057 SH       DEFINED 01               2057        0        0
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UNIVERSAL CORP                 COM              913456109        7      190 SH       DEFINED 01 02               0      190        0
UNIVERSAL FST PRO              COM              913543104     1221    58352 SH       DEFINED 01              58352        0        0
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UNIVISION                      COM              914906102    85025  2101470 SH       DEFINED 01 02               0  2101470        0
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UTILICORP UNITED               COM              918005109       89     3539 SH       DEFINED 01               3539        0        0
UTSTARCOM INC                  COM              918076100        1       30 SH       DEFINED 01                 30        0        0
VCA ANTECH INC                 COM              918194101     4848   400000 SH       DEFINED 01 05               0   400000        0
VA SOFTWARE CORP               COM              91819B105        0      179 SH       DEFINED 01                179        0        0
VF                             COM              918204108     6668   170927 SH       DEFINED 01             170927        0        0
VF                             COM              918204108     1519    38945 SH       DEFINED 01 03               0    38945        0
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VOEST-ALPINE                   COM              918445990       23      800 SH       DEFINED 01                800        0        0
VAIL RESORTS INC               COM              91879Q109        2       98 SH       DEFINED 01                 98        0        0
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VALHI INC NEW                  COM              918905100        4      311 SH       DEFINED 01                311        0        0
VALENCE TECHNOLOGY             COM              918914102      454   134491 SH       DEFINED 01             134491        0        0
VALERO ENERGY CORP             COM              91913Y100      121     3177 SH       DEFINED 01               3177        0        0
VALERO ENERGY CORP             COM              91913Y100    15248   400000 SH       DEFINED 01 05               0   400000        0
VALLEY NATL BANCORP            COM              919794107       11      322 SH       DEFINED 01                322        0        0
VALMONT INDUSTRIES             COM              920253101     1044    72165 SH       DEFINED 01              72165        0        0
VALSPAR CORP                   COM              920355104       63     1571 SH       DEFINED 01               1571        0        0
VALUE CITY DEPT STOR           COM              920387107        1      129 SH       DEFINED 01                129        0        0
VALUECLICK INC                 COM              92046N102        0       43 SH       DEFINED 01                 43        0        0
VALUEVISION INTL INC           COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
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VCOMMERCE CV SERIES C          PRF              922100XX5     1587  1311588 SH       DEFINED 01 05               0  1311588        0
VARCO INTERNATIONAL INC        COM              922122106       48     3178 SH       DEFINED 01               3178        0        0
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VARIAN                         COM              922206107     2758    85015 SH       DEFINED 01              85015        0        0
VARIAN                         COM              922206107      120     3700 SH       DEFINED 01 05               0     3700        0
VARIAN INC                     COM              922206107        5      150 SH       DEFINED 01 02               0      150        0
VARIAN SEMICONDUCTOR           COM              922207105        3       90 SH       DEFINED 01 02               0       90        0
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105     3317    95898 SH       DEFINED 01              95898        0        0
VARIAN MEDICAL SYSTEMS         COM              92220P105    10263   144021 SH       DEFINED 01             144021        0        0
VARIAN MEDICAL SYSTEMS         COM              92220P105      107     1504 SH       DEFINED 01 05               0     1504        0
VECTREN CORPORATION            COM              92240G101       52     2157 SH       DEFINED 01               2157        0        0
VECTOR GROUP LTD               COM              92240M108      927    28221 SH       DEFINED 01              28221        0        0
VEECO                          COM              922417100        4      120 SH       DEFINED 01 02               0      120        0
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VEECO INSTRUMENTS              COM              922417100      162     4500 SH       DEFINED 01 05               0     4500        0
VENTIV HEALTH INC              COM              922793104       22     6000 SH       DEFINED 01                  0     6000        0
VENTRO CORPORATION             COM              922815105        0       54 SH       DEFINED 01                 54        0        0
VENTURE MFG(SINGAPORE) LTD     COM              923269997      189    26200 SH       DEFINED 01              26200        0        0
VERITAS SOFTWARE               COM              923436109    62205  1387895 SH       DEFINED 01            1387895        0        0
VERITAS SOFTWARE               COM              923436109     4411    98425 SH       DEFINED 01 03               0    98425        0
VERITAS SOFTWARE               COM              923436109    29541   659125 SH       DEFINED 01 05               0   659125        0
VERITY                         COM              92343C106     2622   129488 SH       DEFINED 01             129488        0        0
VERISIGN                       COM              92343E102    94176  2475728 SH       DEFINED 01            2475728        0        0
VERISIGN                       COM              92343E102    54211  1425105 SH       DEFINED 01 05               0  1425105        0
VERISIGN INC                   COM              92343E102      692    18200 SH       DEFINED 01 02               0    18200        0
VERITAS DGC                    COM              92343P107     1683    90990 SH       DEFINED 01              90990        0        0
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VERIZON COMM                   COM              92343V104    56525  1191237 SH       DEFINED 01 02               0  1191237        0
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VERIZON COMMUNICATIONS         COM              92343v104       38      800 SH       DEFINED 11 12 13            0      800        0
VERSICOR INC                   COM              925314106      895    44000 SH       DEFINED 01              44000        0        0
VERSICOR INC                   COM              925314106        2      110 SH       DEFINED 01 02               0      110        0
VERSICOR INC                   COM              925314106       55     2700 SH       DEFINED 01 05               0     2700        0
VERTEX PHARMACEUTICALS         COM              92532F100      672    27344 SH       DEFINED 01              27344        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
VIACOM CL B                    COM              925524308   591365 13394454 SH       DEFINED 01           13394454        0        0
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VIACOM INC CL B                COM              925524308     8050   182340 SH       DEFINED 01                  0   182340        0
VIACOM INC CL B                COM              925524308      902    20431 SH       DEFINED 01 02               0    20431        0
VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD CORP                      COM              92552R109       65     2711 SH       DEFINED 01               2711        0        0
VIASAT                         COM              92552V100     1263    80919 SH       DEFINED 01              80919        0        0
VIASYSTEMS GRP INC             COM              92553H100        0      377 SH       DEFINED 01                377        0        0
VIANT CORP                     COM              92553N107        0      217 SH       DEFINED 01                217        0        0
VIASYS HEALTHCARE INC          COM              92553Q209     1551    76732 SH       DEFINED 01              76732        0        0
VIALTA INC - CL A              COM              92554D108        0        1 SH       DEFINED 01                  1        0        0
VICINITY CORP                  COM              925653107        0      103 SH       DEFINED 01                103        0        0
VICOR CORP                     COM              925815102     2029   125217 SH       DEFINED 01             125217        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIEWPOINT                      COM              92672P108     1028   150900 SH       DEFINED 01             150900        0        0
VIGNETTE CORP                  COM              926734104        6     1142 SH       DEFINED 01               1142        0        0
VINCI                          COM              927299990      132     2253 SH       DEFINED 01               2253        0        0
VINTAGE PETE INC               COM              927460105        4      250 SH       DEFINED 01 02               0      250        0
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VINTAGE PETROLEUM              COM              927460105      127     8786 SH       DEFINED 01 05               0     8786        0
VIROPHARMA INC                 COM              928241108        1       41 SH       DEFINED 01                 41        0        0
VISHAY INTERTECHNOLOGY         COM              928298108     7912   405691 SH       DEFINED 01             405691        0        0
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VISTEON CORP                   COM              92839U107       14      937 SH       DEFINED 01 05               0      937        0
VISUAL NETWORKS INC            COM              928444108      434    94055 SH       DEFINED 01              94055        0        0
VISX                           COM              92844S105     1235    93235 SH       DEFINED 01              93235        0        0
VISX                           COM              92844S105      101     7600 SH       DEFINED 01 05               0     7600        0
VITAL SIGNS INC                COM              928469105     1329    38084 SH       DEFINED 01              38084        0        0
VITALWORKS INC                 COM              928483106        1      101 SH       DEFINED 01                101        0        0
VITESSE SEMICONDUCTOR          COM              928497106      495    39726 SH       DEFINED 01              39726        0        0
VITESSE SEMICONDUCTOR          COM              928497106      583    46773 SH       DEFINED 01 03               0    46773        0
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VITRIA TECHNOLOGY              COM              92849Q104      643   100701 SH       DEFINED 01             100701        0        0
VIVENDI ENVNMT WTS             COM              928510957        0      857 SH       DEFINED 01                857        0        0
VIVENDI UNIVERSAL SA           COM              928516996     9236   168658 SH       DEFINED 01             168658        0        0
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VNU NV                         COM              928563998     3634   118292 SH       DEFINED 01 03               0   118292        0
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VODAFONE GROUP PLC             COM              92857W100     2883   112250 SH       DEFINED 01                  0   112250        0
VODAFONE GROUP PLC             COM              92857W100    25680  1000000 SH       DEFINED 01            1000000        0        0
VODAFONE GROUP PLC             COM              92857W100     9630   375000 SH       DEFINED 01 05               0   375000        0
VOLKSWAGEN                     COM              928600998     1062    22800 SH       DEFINED 01              22800        0        0
VOLKSWAGEN                     COM              928663988      324    10500 SH       DEFINED 01              10500        0        0
VOLT INFO SCIENCES             COM              928703107      767    44871 SH       DEFINED 01              44871        0        0
VOPAK                          COM              928875996      183    11300 SH       DEFINED 01              11300        0        0
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WD-40 CO                       COM              929236107     1236    46366 SH       DEFINED 01              46366        0        0
WFS FINANCIAL INC              COM              92923B106        2       98 SH       DEFINED 01                 98        0        0
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WGL HOLDINGS INC               COM              92924F106        3      120 SH       DEFINED 01 02               0      120        0
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WJ COMMUNICATIONS              COM              929284107        1      202 SH       DEFINED 01                202        0        0
WM-DATA AB CL B                COM              929295996       63    25000 SH       DEFINED 01              25000        0        0
WMS INDS                       COM              929297109     1898    94925 SH       DEFINED 01              94925        0        0
WPP GROUP PLC ADR              COM              929309300      566    10500 SH       DEFINED 01              10500        0        0
W.P. CAREY & CO LLC            COM              92930Y107        3      118 SH       DEFINED 01                118        0        0
WPP GROUP                      COM              929310993     6750   610193 SH       DEFINED 01             610193        0        0
WPP GROUP                      COM              929310993     3988   360610 SH       DEFINED 01 03               0   360610        0
WRC MEDIA INC 144A             COM              92931A108        0    13543 SH       DEFINED 01              13543        0        0
WRC MEDIA INC 144A             COM              92931A108        0     2692 SH       DEFINED 01 05               0     2692        0
WPS RESOURES CORP              COM              92931B106        3       71 SH       DEFINED 01                 71        0        0
WABASH NATL                    COM              929566107      529    67853 SH       DEFINED 01              67853        0        0
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WACHOVIA CORPORATION           COM              929903102     3957   126165 SH       DEFINED 01                  0   126165        0
WACHOVIA CORPORATION           COM              929903102      437    13960 SH       DEFINED 01 02               0    13960        0
WADDELL & REED FINANCIAL CL A  COM              930059100      611    18998 SH       DEFINED 01              18998        0        0
WAL-MART DE MEXICO             COM              931141998     2349   861514 SH       DEFINED 01             861514        0        0
WAL-MART DE MEXICO             COM              931141998       59    21534 SH       DEFINED 01 05               0    21534        0
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WAL MART STORES                COM              931142103   123259  2141731 SH       DEFINED 01 02               0  2141731        0
WAL-MART STORES                COM              931142103   968330 16825887 SH       DEFINED 01           16825887        0        0
WAL-MART STORES                COM              931142103    68928  1197716 SH       DEFINED 01 03               0  1197716        0
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WAL-MART STORES INC            COM              931142103    23292   404200 SH       DEFINED 11 12 13            0   404200        0
WAL-MART STORES INC.           COM              931142103     2411    41900 SH       DEFINED 11 12               0    41900        0
WALGREEN                       COM              931422109   103560  3076669 SH       DEFINED 01            3076669        0        0
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WALGREEN CO.                   COM              931422109    13914   413372 SH       DEFINED 01 02               0   413372        0
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WALTER INDS                    COM              93317Q105        2      153 SH       DEFINED 01                153        0        0
WANT-WANT HOLDINGS IN USD      COM              933697997       57    30000 SH       DEFINED 01              30000        0        0
WASHINGTON FED INC             COM              938824109     4405   170898 SH       DEFINED 01             170898        0        0
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Washington Mut Inc             COM              939322103     4052   123910 SH       DEFINED 01             123910        0        0
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WATSCO                         COM              942622200     1116    78614 SH       DEFINED 01              78614        0        0
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WEBMETHODS INC                 COM              94768C108     1262    75311 SH       DEFINED 01              75311        0        0
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WELLMAN                        COM              949702104     3768   243254 SH       DEFINED 01             243254        0        0
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WHARF HOLDINGS                 COM              962257101      471   193000 SH       DEFINED 01             193000        0        0
WHIRLPOOL                      COM              963320106    68739   937395 SH       DEFINED 01             937395        0        0
WHIRLPOOL                      COM              963320106     3105    42331 SH       DEFINED 01 03               0    42331        0
WHIRLPOOL                      COM              963320106     2769    37750 SH       DEFINED 01 05               0    37750        0
WHIRLPOOL CORP                 COM              963320106      873    11900 SH       DEFINED 01 02               0    11900        0
WHITBREAD PLC                  COM              963367990      703    88000 SH       DEFINED 01              88000        0        0
WHITNEY HOLDING CORP           COM              966612103     3424    78091 SH       DEFINED 01              78091        0        0
WHOLE FOODS MARKET             COM              966837106    89704  2059301 SH       DEFINED 01            2059301        0        0
WHOLE FOODS MARKET             COM              966837106   174128  3997450 SH       DEFINED 01 02               0  3997450        0
WHOLE FOODS MARKET             COM              966837106    13238   303900 SH       DEFINED 01 03               0   303900        0
WHOLE FOODS MARKET             COM              966837106     1370    31450 SH       DEFINED 01 05               0    31450        0
WILD OATS MARKETS              COM              96808B107        1       75 SH       DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        6      262 SH       DEFINED 01                262        0        0
WILLAMETTE INDUSTRIES          COM              969133107      113     2173 SH       DEFINED 01               2173        0        0
WILLAMETTE INDUSTRIES          COM              969133107     1406    26978 SH       DEFINED 01 03               0    26978        0
WILLAMETTE INDUSTRIES          COM              969133107       41      791 SH       DEFINED 01 05               0      791        0
WILLIAMS COMMUNICATIONS        COM              969455104        6     2599 SH       DEFINED 01               2599        0        0
WILLIAM COMPANIES              COM              969457100      758    29700 SH       DEFINED 01 02               0    29700        0
WILLIAMS COMPANIES             COM              969457100    97392  3816258 SH       DEFINED 01            3816258        0        0
WILLIAMS COMPANIES             COM              969457100     4625   181234 SH       DEFINED 01 03               0   181234        0
WILLIAMS COMPANIES             COM              969457100     3580   140277 SH       DEFINED 01 05               0   140277        0
WILLIAMS SONOMA                COM              969904101      644    15000 SH       DEFINED 01                  0    15000        0
WILLIAMS SONOMA                COM              969904101   104836  2443705 SH       DEFINED 01 02               0  2443705        0
WILLIAMS-SONOMA                COM              969904101    58358  1360307 SH       DEFINED 01            1360307        0        0
WILLIAMS-SONOMA                COM              969904101     8827   205750 SH       DEFINED 01 03               0   205750        0
WILLIAMS-SONOMA                COM              969904101      957    22313 SH       DEFINED 01 05               0    22313        0
WILMINGTON TRUST COR           COM              971807102       67     1051 SH       DEFINED 01               1051        0        0
WILSHIRE WI ADVISOR            WT               97187@117       49       12 SH       DEFINED 01 05               0       12        0
WILSHIRE LA ADVISERS           WT               97188#AA4       47       12 SH       DEFINED 01 05               0       12        0
WILSHIRE NY ADVIS WT           WT               971880117      148       20 SH       DEFINED 01                  0       20        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01                  0        3        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01 05               0        3        0
WILSHIRE NY ADVISOR            WT               971993118       68       60 SH       DEFINED 01                  0       60        0
WILSON GREATBATCH              COM              972232102     1336    37000 SH       DEFINED 01              37000        0        0
WILSON GREATBATCH              COM              972232102        7      180 SH       DEFINED 01 02               0      180        0
WILSON GREATBATCH              COM              972232102      123     3400 SH       DEFINED 01 05               0     3400        0
WIND RIVER                     COM              973149107       46     2588 SH       DEFINED 01               2588        0        0
WING HANG BANK LTD             COM              973855992       35    11000 SH       DEFINED 01              11000        0        0
WING LUNG BANK                 COM              974000994       74    19900 SH       DEFINED 01              19900        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
WINN-DIXIE                     COM              974280109       46     3217 SH       DEFINED 01               3217        0        0
WINN-DIXIE                     COM              974280109      492    34510 SH       DEFINED 01 03               0    34510        0
WINN-DIXIE                     COM              974280109       14     1011 SH       DEFINED 01 05               0     1011        0
WINNEBAGO IND INC              COM              974637100     2246    60807 SH       DEFINED 01              60807        0        0
WINTRUST FINANCIAL             COM              97650W108     1559    51000 SH       DEFINED 01              51000        0        0
WINTRUST FINANCIAL             COM              97650W108        8      260 SH       DEFINED 01 02               0      260        0
WINTRUST FINANCIAL             COM              97650W108       92     3000 SH       DEFINED 01 05               0     3000        0
WIRELESS FACILITIES            COM              97653A103        1       89 SH       DEFINED 01                 89        0        0
WISCONSIN ENERGY               COM              976657106       80     3548 SH       DEFINED 01               3548        0        0
WITNESS SYSTEMS  INC           COM              977424100     1456   109300 SH       DEFINED 01             109300        0        0
WITNESS SYSTEMS  INC           COM              977424100        2      170 SH       DEFINED 01 02               0      170        0
WITNESS SYSTEMS  INC           COM              977424100       60     4500 SH       DEFINED 01 05               0     4500        0
WOLTERS KLUWER                 COM              977874999      386    16937 SH       DEFINED 01              16937        0        0
WOLSELEY                       COM              977989995     8434  1007767 SH       DEFINED 01            1007767        0        0
WOLSELEY                       COM              977989995    11223  1341054 SH       DEFINED 01 05               0  1341054        0
WOLVERINE TUBE INC             COM              978093102      405    35673 SH       DEFINED 01              35673        0        0
WOLVERINE                      COM              978097103     1849   122886 SH       DEFINED 01             122886        0        0
WOODWARD GOVERNOR CO           COM              980745103     1945    33393 SH       DEFINED 01              33393        0        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLDCOM INC/GROUP             COM              98157D106     2830   201000 SH       DEFINED 01                  0   201000        0
WORLDCOM INC/GROUP             COM              98157D106    17471  1240768 SH       DEFINED 01 02               0  1240768        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106    30407  2159556 SH       DEFINED 01            2159556        0        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106    10951   777746 SH       DEFINED 01 03               0   777746        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106      299    21215 SH       DEFINED 01 05               0    21215        0
WORLDCOM INC (MCI)             COM              98157D304        3      267 SH       DEFINED 01                267        0        0
WORLDCOM INC-MCI GRP           COM              98157D304      102     8040 SH       DEFINED 01                  0     8040        0
WORTHINGTON IND                COM              981811102        6      400 SH       DEFINED 01 02               0      400        0
WORTHINGTON INDS               COM              981811102     2325   163764 SH       DEFINED 01             163764        0        0
WORTHINGTON INDS               COM              981811102      298    20965 SH       DEFINED 01 03               0    20965        0
WORTHINGTON INDS               COM              981811102      148    10408 SH       DEFINED 01 05               0    10408        0
WRIGHT MEDICAL GROUP           COM              98235T107      589    32900 SH       DEFINED 01              32900        0        0
WRIGLEY (WM.) JR               COM              982526105      231     4499 SH       DEFINED 01               4499        0        0
WRIGLEY (WM.) JR               COM              982526105     2841    55295 SH       DEFINED 01 03               0    55295        0
WRIGLEY (WM.) JR               COM              982526105       83     1619 SH       DEFINED 01 05               0     1619        0
WYNDHAM                        COM              983101106        0      727 SH       DEFINED 01                727        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114      322    10750 SH       DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       57     1900 SH       DEFINED 01 05               0     1900        0
XO COMMUNICATIONS              COM              983764101        0      561 SH       DEFINED 01                561        0        0
XO COMM PIK PFD 14%            PRF              983764408        0      879 SH       DEFINED 01 05               0      879        0
X-RITE INC                     COM              983857103      535    62811 SH       DEFINED 01              62811        0        0
XTO ENERGY                     COM              98385X106     8730   498870 SH       DEFINED 01             498870        0        0
XTO ENERGY                     COM              98385X106      119     6800 SH       DEFINED 01 05               0     6800        0
XCEL ENERGY                    COM              98389B100   112425  4052796 SH       DEFINED 01            4052796        0        0
XCEL ENERGY                    COM              98389B100     2580    93036 SH       DEFINED 01 03               0    93036        0
XCEL ENERGY                    COM              98389B100      194     6990 SH       DEFINED 01 05               0     6990        0
XCEL ENERGY INC                COM              98389B100     6180   222800 SH       DEFINED 01                  0   222800        0
XCEL ENERGY INC                COM              98389B100      215     7750 SH       DEFINED 01 02               0     7750        0
XILINX                         COM              983919101     1874    48000 SH       DEFINED 01                  0    48000        0
XILINX                         COM              983919101    82761  2119343 SH       DEFINED 01            2119343        0        0
XILINX                         COM              983919101    65114  1667471 SH       DEFINED 01 02               0  1667471        0
XILINX                         COM              983919101     3975   101762 SH       DEFINED 01 03               0   101762        0
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XEROX CVT PFD 144A             PRF              98411F202    16910   240700 SH       DEFINED 01             240700        0        0
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XEROX                          COM              984121103    19865  1906423 SH       DEFINED 01            1906423        0        0
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XSTRATA AG                     COM              984134999      124     1010 SH       DEFINED 01               1010        0        0
YAHOO INC                      COM              984332106     3383   190638 SH       DEFINED 01             190638        0        0
YAHOO INC                      COM              984332106     3335   188050 SH       DEFINED 01 02               0   188050        0
YAHOO INC                      COM              984332106     2481   139854 SH       DEFINED 01 03               0   139854        0
YAHOO INC                      COM              984332106       73     4098 SH       DEFINED 01 05               0     4098        0
YAMAHA                         COM              984599993      296    40000 SH       DEFINED 01              40000        0        0
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YANKEE CANDLE                  COM              984757104       10      437 SH       DEFINED 01                437        0        0
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YAPI KREDIT FINANCE            COM              984960997      114 37143996 SH       DEFINED 01 05               0 37143996        0
YELLOW CORP                    COM              985509108     4938   196729 SH       DEFINED 01             196729        0        0
YELLOW CORP                    COM              985509108      216     8590 SH       DEFINED 01 05               0     8590        0
YELLOW CORPORATION             COM              985509108        7      260 SH       DEFINED 01 02               0      260        0
YORK INTL                      COM              986670107    31624   829389 SH       DEFINED 01             829389        0        0
YORK INTL                      COM              986670107     2532    66398 SH       DEFINED 01 05               0    66398        0
YORK INTL CORP NEW             COM              986670107        9      240 SH       DEFINED 01 02               0      240        0
YOUNG BROADCASTING             COM              987434107        1       42 SH       DEFINED 01                 42        0        0
XBOX SERIES B CV               COM              987780XX6       16   347938 SH       DEFINED 01             347938        0        0
XBOX SERIES B CV               COM              987780XX6       19   425258 SH       DEFINED 01 05               0   425258        0
YUKOS ADR                      COM              98849W108     5390    69100 SH       DEFINED 01              69100        0        0
YUKOS ADR                      COM              98849W108      140     1800 SH       DEFINED 01 05               0     1800        0
ZALE                           COM              988858106     7268   173544 SH       DEFINED 01             173544        0        0
ZALE                           COM              988858106      168     4004 SH       DEFINED 01 05               0     4004        0
ZALE CORP                      COM              988858106        9      220 SH       DEFINED 01 02               0      220        0
ZARDDOYA OTIS SA               COM              989099999       74     8000 SH       DEFINED 01               8000        0        0
ZEBRA TECH                     COM              989207105     5172    93165 SH       DEFINED 01              93165        0        0
ZENITH NATIONAL                COM              989390109     1444    51699 SH       DEFINED 01              51699        0        0
ZHEJIANG EXP CO H              COM              989486998       30   122000 SH       DEFINED 01             122000        0        0
ZIMMER HOLDINGS INC            COM              98956P102      118     3861 SH       DEFINED 01               3861        0        0
ZIMMER HOLDINGS INC            COM              98956P102     1453    47585 SH       DEFINED 01 03               0    47585        0
ZIMMER HOLDINGS INC            COM              98956P102       43     1394 SH       DEFINED 01 05               0     1394        0
ZIONS BANCORP                  COM              989701107   106070  2017297 SH       DEFINED 01            2017297        0        0
ZIONS BANCORP                  COM              989701107     1184    22525 SH       DEFINED 01 03               0    22525        0
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ZIXIT CORPORATION              COM              98974P100      255    50514 SH       DEFINED 01              50514        0        0
ZORAN                          COM              98975F101      294     9000 SH       DEFINED 01               9000        0        0
ZORAN CORP                     COM              98975F101        4      130 SH       DEFINED 01 02               0      130        0
ZOLL MEDICAL                   COM              989922109     1636    42000 SH       DEFINED 01              42000        0        0
ZOLL MEDICAL                   COM              989922109       86     2200 SH       DEFINED 01 05               0     2200        0
ZOMAX                          COM              989929104        1      114 SH       DEFINED 01                114        0        0
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CHICAGO TRUST STATED VALUE     COM              990020992     8626  4101939 SH       DEFINED 01 03               0  4101939        0
WAHOO FUND LP                  COM              9999Z4438       62      169 SH       DEFINED 01 02               0      169        0
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AUD@GOLDMAN (FUT)              COM              AUDF00002       52   102343 SH       DEFINED 01 10          102343        0        0
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ACE                            COM              G0070K103   110938  2763100 SH       DEFINED 01            2763100        0        0
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ACE LIMITED                    COM              G0070K103     2891    72000 SH       DEFINED 01                  0    72000        0
ACE LIMITED                    COM              G0070K103     4787   119421 SH       DEFINED 01 02               0   119421        0
AMDOCS                         COM              G02602103      231     6800 SH       DEFINED 01               6800        0        0
APW LIMITED                    COM              G04397108        0      173 SH       DEFINED 01                173        0        0
ARCH CAPITAL GROUP             COM              G0450A105      453    17600 SH       DEFINED 01              17600        0        0
BUNGE LIMITED                  COM              G16962105        7      297 SH       DEFINED 01                297        0        0
EVEREST RE GROUP               COM              G3223R108    14299   202237 SH       DEFINED 01             202237        0        0
EVEREST RE GROUP               COM              G3223R108    53139   751600 SH       DEFINED 01 05               0   751600        0
EVEREST RE GROUP LTD           COM              G3223R108      148     2100 SH       DEFINED 01 02               0     2100        0
FOSTER WHEELER LTD             COM              G36535105      614   120405 SH       DEFINED 01             120405        0        0
FRESH DEL MONTE PROD           COM              G36738105        6      420 SH       DEFINED 01 02               0      420        0
FRESH DEL MONTE PRODUCE        COM              G36738105     2460   163439 SH       DEFINED 01             163439        0        0
FRESH DEL MONTE PRODUCE        COM              G36738105      237    15770 SH       DEFINED 01 05               0    15770        0
GLOBALSANTAFE CORP             COM              G3930E101    16964   594804 SH       DEFINED 01             594804        0        0
IPC HOLDINGS LTD               COM              G4933P101        4      120 SH       DEFINED 01 02               0      120        0
LORAL SPACE & COMMUNICATIONS   COM              G56462107      205    68317 SH       DEFINED 01              68317        0        0
MIH LTD                        COM              G6116R101      176    24050 SH       DEFINED 01              24050        0        0
02MICRO INTERNATIONA           COM              G6797E106     3006   125000 SH       DEFINED 01             125000        0        0
PARTNERRE                      COM              G6852T105     6210   115000 SH       DEFINED 01             115000        0        0
PARTNERRE                      COM              G6852T105       86     1600 SH       DEFINED 01 02               0     1600        0
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SCOTTISH ANN & LIFE            COM              G7885T104        4      220 SH       DEFINED 01 02               0      220        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104     2224   114923 SH       DEFINED 01             114923        0        0
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W.P. STEWART                   COM              G84922106     1189    45366 SH       DEFINED 01              45366        0        0
W.P. STEWART                   COM              G84922106      111     4234 SH       DEFINED 01 05               0     4234        0
TOMMY HILFIGER                 COM              G8915Z102      344    25000 SH       DEFINED 01              25000        0        0
TRANSOCEAN SEDCO FOR           COM              G90078109     9047   267500 SH       DEFINED 01                  0   267500        0
TRANSOCEAN SEDCO FOR           COM              G90078109    57607  1703359 SH       DEFINED 01 02               0  1703359        0
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TRENWICK GROUP                 COM              G9032C109     1915   188297 SH       DEFINED 01             188297        0        0
TRENWICK GROUP                 COM              G9032C109       41     4000 SH       DEFINED 01 05               0     4000        0
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XOMA                           COM              G9825R107     2211   224364 SH       DEFINED 01             224364        0        0
XOMA                           COM              G9825R107    10158  1031300 SH       DEFINED 01 05               0  1031300        0
XOMA LTD                       COM              G9825R107        2      250 SH       DEFINED 01 02               0      250        0
UK POUND STERLING              COM              GBP000001      150   103257 SH       DEFINED 01 10          103257        0        0
GBP@GOLDMAN (FUT)              COM              GBPF00002       82    56493 SH       DEFINED 01 10           56493        0        0
HONG KONG DOLLAR               COM              HKD000001       31   238442 SH       DEFINED 01 10          238442        0        0
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LUMENIS                        COM              M6778Q105     1831    92960 SH       DEFINED 01              92960        0        0
LUMENIS                        COM              M6778Q105       87     4440 SH       DEFINED 01 05               0     4440        0
LUMENIS LTD                    COM              M6778Q105        3      130 SH       DEFINED 01 02               0      130        0
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TECNOMATIX TECHNOLOG           COM              M8743P105      784    55000 SH       DEFINED 01              55000        0        0
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NEW ZEALAND DOLLAR             COM              NZD000001        5    12243 SH       DEFINED 01 10           12243        0        0
SUN INTL                       COM              P8797T133        3      130 SH       DEFINED 01 02               0      130        0
SWEDISH KRONA                  COM              SEK000001       48   501548 SH       DEFINED 01 10          501548        0        0
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ROYAL CARIBBEAN                COM              V7780T103        6      392 SH       DEFINED 01                392        0        0
ASE TEST LTD                   COM              Y02516105      146    10500 SH       DEFINED 01              10500        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102    13766   573778 SH       DEFINED 01             573778        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102     1451    60450 SH       DEFINED 01 05               0    60450        0
OMI CORP                       COM              Y6476W104      209    52600 SH       DEFINED 01              52600        0        0