UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: March 30, 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 May 02, 2001 ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ x ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 13 Form 13F Information Table Entry Total: 6353 Form 13F Information Table Value Total: $90843206 (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 1038 81367 SH DEFINED 01 81367 0 0 ABBEY NATION COM 0004455 53 3340 SH DEFINED 01 10 3340 0 0 ADC TELECOM COM 000886101 5081 597667 SH DEFINED 01 597667 0 0 ADC TELECOM COM 000886101 5623 661060 SH DEFINED 01 02 0 661060 0 ADC TELECOM COM 000886101 1639 192870 SH DEFINED 01 03 0 192870 0 ADC TELECOM COM 000886101 9160 1077541 SH DEFINED 01 05 0 1077541 0 ACTV INC COM 00088E104 1 131 SH DEFINED 01 131 0 0 ADIDAS BEARER COM 000900993 2035 38438 SH DEFINED 01 03 0 38438 0 ABM INDUSTRIES INC COM 000957100 2174 69591 SH DEFINED 01 69591 0 0 AFLAC CORP COM 001055102 7574 275004 SH DEFINED 01 275004 0 0 AFLAC CORP COM 001055102 3632 131880 SH DEFINED 01 03 0 131880 0 AFLAC CORP COM 001055102 48 1746 SH DEFINED 01 05 0 1746 0 AFLAC INC COM 001055102 140 5100 SH DEFINED 01 02 0 5100 0 AGCO CORP COM 001084102 15 1520 SH DEFINED 01 1520 0 0 AIRTOURS PLC COM 0010979 4 1124 SH DEFINED 01 10 1124 0 0 AGL RESOURCES INC COM 001204106 5514 251624 SH DEFINED 01 251624 0 0 AGL RESOURCES INC COM 001204106 7 340 SH DEFINED 01 02 0 340 0 AES CORP COM 00130H105 54266 1086197 SH DEFINED 01 1086197 0 0 AES CORP COM 00130H105 295 5900 SH DEFINED 01 02 0 5900 0 AES CORP COM 00130H105 7810 156320 SH DEFINED 01 03 0 156320 0 AES CORP COM 00130H105 554 11095 SH DEFINED 01 05 0 11095 0 CHUBB PLC COM 0015219 3 1717 SH DEFINED 01 10 1717 0 0 KIDDE PLC COM 0015402 2 1717 SH DEFINED 01 10 1717 0 0 AK STEEL COM 001547108 5 490 SH DEFINED 01 02 0 490 0 AK STEEL METALS COM 001547108 27 2690 SH DEFINED 01 2690 0 0 AMB PROPERTY CORP COM 00163T109 3 135 SH DEFINED 01 135 0 0 AMR CORP DEL COM 001765106 78894 2246399 SH DEFINED 01 2246399 0 0 AMR CORP DEL COM 001765106 19349 550935 SH DEFINED 01 02 0 550935 0 AMR CORP DEL COM 001765106 4601 131016 SH DEFINED 01 03 0 131016 0 AMR CORP DEL COM 001765106 821 23396 SH DEFINED 01 05 0 23396 0 ANC RENTAL CORPORATION COM 001813104 0 91 SH DEFINED 01 91 0 0 AOL TIME WARNER INC COM 00184A105 17618 438790 SH DEFINED 01 0 438790 0 AOL TIME WARNER INC COM 00184A105 738047 18382260 SH DEFINED 01 18382260 0 0 AOL TIME WARNER INC COM 00184A105 127603 3178224 SH DEFINED 01 02 0 3178224 0 AOL TIME WARNER INC COM 00184A105 49107 1223100 SH DEFINED 01 03 0 1223100 0 AOL TIME WARNER INC COM 00184A105 226567 5643010 SH DEFINED 01 05 0 5643010 0 AT&T COM 001957109 73056 3429829 SH DEFINED 01 3429829 0 0 AT&T COM 001957109 21426 1005911 SH DEFINED 01 03 0 1005911 0 AT&T COM 001957109 990 46506 SH DEFINED 01 05 0 46506 0 AT&T CORP COM 001957109 3 150 SH DEFINED 01 02 0 150 0 AT&T - LIBERTY MEDIA COM 001957208 8123 580220 SH DEFINED 01 0 580220 0 AT&T - LIBERTY MEDIA COM 001957208 53354 3811000 SH DEFINED 01 3811000 0 0 AT&T - LIBERTY MEDIA COM 001957208 1 52 SH DEFINED 01 02 0 52 0 AT&T - LIBERTY MEDIA COM 001957208 578 41300 SH DEFINED 01 03 0 41300 0 AT&T - LIBERTY MEDIA COM 001957208 28294 2020944 SH DEFINED 01 05 0 2020944 0 ATMI INC COM 00207R101 1689 91320 SH DEFINED 01 91320 0 0 AVT CORPORATION COM 002420107 261 92753 SH DEFINED 01 92753 0 0 AVX COM 002444107 5 268 SH DEFINED 01 268 0 0 SMALL CAP GROWTH CLY COM 00246C768 2 400 SH DEFINED 01 0 400 0 SMALL CAP GROWTH CLC COM 00246C776 81 20000 SH DEFINED 01 0 20000 0 SMALL CAP GROWTH CLB COM 00246C784 81 20000 SH DEFINED 01 0 20000 0 SMALL CAP GROWTH CLA COM 00246C792 11986 2959600 SH DEFINED 01 0 2959600 0 AXT INC COM 00246W103 2215 147692 SH DEFINED 01 147692 0 0 AXT INC COM 00246W103 42 2800 SH DEFINED 01 05 0 2800 0 AARON RENTS INC COM 002535201 965 59934 SH DEFINED 01 59934 0 0 ABBOTT LABS COM 002824100 37167 787603 SH DEFINED 01 787603 0 0 ABBOTT LABS COM 002824100 6319 133898 SH DEFINED 01 02 0 133898 0 ABBOTT LABS COM 002824100 20310 430385 SH DEFINED 01 03 0 430385 0 ABBOTT LABS COM 002824100 820 17392 SH DEFINED 01 05 0 17392 0 AMEC ORD COM 0028262 3 478 SH DEFINED 01 10 478 0 0 ABER DIAMOND CORP COM 002893105 660 80000 SH DEFINED 01 80000 0 0 ABERCROMBIE & FITCH COM 002896207 31297 957094 SH DEFINED 01 957094 0 0 ABERCROMBIE & FITCH COM 002896207 66536 2034646 SH DEFINED 01 02 0 2034646 0 ABERCROMBIE & FITCH COM 002896207 3885 118800 SH DEFINED 01 03 0 118800 0 ABERCROMBIE & FITCH COM 002896207 199 6100 SH DEFINED 01 05 0 6100 0 ABGENIX INC COM 00339B107 217 9164 SH DEFINED 01 9164 0 0 ACCELERATED NETWORKS COM 00429P107 0 243 SH DEFINED 01 243 0 0 ACCREDO HEALTH INC COM 00437V104 2662 81447 SH DEFINED 01 81447 0 0 ACCRUE SOFTWARE COM 00437W102 0 64 SH DEFINED 01 64 0 0 EMI GROUP COM 0044473 12 1800 SH DEFINED 01 10 1800 0 0 ACLARA BIOSCIENCES COM 00461P106 0 80 SH DEFINED 01 80 0 0 DIXONS GROUP PLC COM 0047245 15 3904 SH DEFINED 01 10 3904 0 0 ACTION PERFORMANCE COM 004933107 583 51799 SH DEFINED 01 51799 0 0 ACTEL CORP COM 004934105 572 28000 SH DEFINED 01 0 28000 0 ACTEL CORP COM 004934105 5140 251528 SH DEFINED 01 251528 0 0 ACTEL CORP COM 004934105 4 190 SH DEFINED 01 02 0 190 0 ACTEL CORP COM 004934105 129 6300 SH DEFINED 01 05 0 6300 0 ACTIVE POWER INC COM 00504W100 1423 70060 SH DEFINED 01 70060 0 0 ACTUATE CORPORATION COM 00508B102 1369 143236 SH DEFINED 01 143236 0 0 ACTUATE CORPORATION COM 00508B102 2 260 SH DEFINED 01 02 0 260 0 ACTUATE CORPORATION COM 00508B102 48 5000 SH DEFINED 01 05 0 5000 0 ACTUANT CORPORATION -CL A COM 00508X203 1 35 SH DEFINED 01 35 0 0 ACXIOM CORP COM 005125109 26144 1252409 SH DEFINED 01 1252409 0 0 ACXIOM CORP COM 005125109 1272 60925 SH DEFINED 01 02 0 60925 0 ACXIOM CORP COM 005125109 1797 86100 SH DEFINED 01 03 0 86100 0 ACXIOM CORP COM 005125109 10145 486000 SH DEFINED 01 05 0 486000 0 ARM HOLDING PLC COM 0059585 10 2222 SH DEFINED 01 10 2222 0 0 ADAPTIVE BROADBAND COM 00650M104 0 98 SH DEFINED 01 98 0 0 ADAPTEC INC COM 00651F108 15 1753 SH DEFINED 01 1753 0 0 ADAPTEC INC COM 00651F108 198 22805 SH DEFINED 01 03 0 22805 0 ADAPTEC INC COM 00651F108 3 325 SH DEFINED 01 05 0 325 0 ADECCO COM 006700991 22290 42370 SH DEFINED 01 42370 0 0 ADECCO COM 006700991 3618 6876 SH DEFINED 01 03 0 6876 0 BAA COM 0067340 22 2522 SH DEFINED 01 10 2522 0 0 BBA GROUP COM 0067748 3 951 SH DEFINED 01 10 951 0 0 ADELPHIA BUSINESS SOLUTIONS COM 006847107 1 209 SH DEFINED 01 209 0 0 ADELPHIA COMM - CL A COM 006848105 143 3527 SH DEFINED 01 02 0 3527 0 ADELPHIA COMMUNICATIONS CL A COM 006848105 22820 563451 SH DEFINED 01 563451 0 0 ADELPHIA COMMUNICATIONS CL A COM 006848105 21854 539600 SH DEFINED 01 05 0 539600 0 ADELPHIA COMM PFD PRF 006848303 6900 69000 SH DEFINED 01 69000 0 0 ADELPHIA COMM PFD PRF 006848303 2100 21000 SH DEFINED 01 05 0 21000 0 ADEPT TECHNOLOGY INC COM 006854103 164 11700 SH DEFINED 01 11700 0 0 ADAYTUM SOFTWARE PFD PRF 006900XX7 4200 669857 SH DEFINED 01 669857 0 0 ADAYTUM SOFTWARE PFD PRF 006900XX7 5800 925039 SH DEFINED 01 05 0 925039 0 ADMINISTAFF INC COM 007094105 3506 193174 SH DEFINED 01 193174 0 0 ADMINISTAFF INC COM 007094105 83 4600 SH DEFINED 01 05 0 4600 0 ADOBE SYSTEMS INC COM 00724F101 273 7807 SH DEFINED 01 7807 0 0 ADOBE SYSTEMS INC COM 00724F101 2069 59172 SH DEFINED 01 03 0 59172 0 ADOBE SYSTEMS INC COM 00724F101 28 791 SH DEFINED 01 05 0 791 0 ADTRAN COM 00738A106 23 952 SH DEFINED 01 952 0 0 ADV DIGITAL INFORMAT COM 007525108 2 139 SH DEFINED 01 139 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 31 2198 SH DEFINED 01 2198 0 0 ADVANCED TISSUE SCI COM 00755F103 763 193840 SH DEFINED 01 193840 0 0 ADVANTAGE LEARNING S COM 00757K100 3 121 SH DEFINED 01 121 0 0 ADVO INC COM 007585102 6398 173395 SH DEFINED 01 173395 0 0 ADVO INC COM 007585102 5 130 SH DEFINED 01 02 0 130 0 ADVO INC COM 007585102 155 4200 SH DEFINED 01 05 0 4200 0 AEROFLEX INC COM 007768104 12369 1199374 SH DEFINED 01 1199374 0 0 AEROFLEX INC COM 007768104 4 391 SH DEFINED 01 02 0 391 0 AEROFLEX INC COM 007768104 15039 1458374 SH DEFINED 01 05 0 1458374 0 BARCLAYS COM 0078201 126 4045 SH DEFINED 01 10 4045 0 0 ADVANCED MICRO DEVICES COM 007903107 11066 416969 SH DEFINED 01 416969 0 0 ADVANCED MICRO DEVICES COM 007903107 2007 75638 SH DEFINED 01 03 0 75638 0 ADVANCED MICRO DEVICES COM 007903107 16614 626039 SH DEFINED 01 05 0 626039 0 ADVANCEPCS COM 00790K109 5171 95291 SH DEFINED 01 95291 0 0 ADVANCEPCS COM 00790K109 4 70 SH DEFINED 01 02 0 70 0 ADVANTA CORP - CL A COM 007942105 2 114 SH DEFINED 01 114 0 0 ADVANCED ENERGY INDS INC COM 007973100 2457 95215 SH DEFINED 01 95215 0 0 ADVENT SOFTWARE COM 007974108 3880 87574 SH DEFINED 01 87574 0 0 ADVENT SOFTWARE COM 007974108 5 120 SH DEFINED 01 02 0 120 0 ADVENT SOFTWARE COM 007974108 120 2700 SH DEFINED 01 05 0 2700 0 AETHER SYS COM 00808V105 1 61 SH DEFINED 01 61 0 0 BARRATT DEVE COM 0081180 2 509 SH DEFINED 01 10 509 0 0 AETNA INC NEW COM 00817Y108 72806 2026892 SH DEFINED 01 2026892 0 0 AETNA INC NEW COM 00817Y108 2962 82465 SH DEFINED 01 03 0 82465 0 AETNA INC NEW COM 00817Y108 744 20704 SH DEFINED 01 05 0 20704 0 AFFILIATED COMPUTER COM 008190100 80 1242 SH DEFINED 01 1242 0 0 AFFILIATED MANAGERS COM 008252108 2768 58882 SH DEFINED 01 58882 0 0 AFFILIATED MANAGERS COM 008252108 4 75 SH DEFINED 01 02 0 75 0 AFFILIATED MANAGERS COM 008252108 80 1700 SH DEFINED 01 05 0 1700 0 AFFYMETRIX COM 00826T108 27814 1000076 SH DEFINED 01 1000076 0 0 AFFYMETRIX COM 00826T108 760 27325 SH DEFINED 01 05 0 27325 0 AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 01 02 0 460 0 AGENCY.COM LTD COM 008447104 0 96 SH DEFINED 01 96 0 0 AGERE SYSTEMS INC A COM 00845V100 21179 3427000 SH DEFINED 01 3427000 0 0 AGERE SYSTEMS INC A COM 00845V100 77 12500 SH DEFINED 01 02 0 12500 0 AGERE SYSTEMS INC A COM 00845V100 17390 2814000 SH DEFINED 01 05 0 2814000 0 AGILENT TECHNOLOGIES COM 00846U101 184 6014 SH DEFINED 01 6014 0 0 AGILENT TECHNOLOGIES COM 00846U101 2 76 SH DEFINED 01 02 0 76 0 AGILENT TECHNOLOGIES COM 00846U101 3437 111837 SH DEFINED 01 03 0 111837 0 AGILENT TECHNOLOGIES COM 00846U101 46 1502 SH DEFINED 01 05 0 1502 0 AGILE SOFTWARE CORP COM 00846X105 1 111 SH DEFINED 01 111 0 0 AGRIBRANDS INTL COM 00849R105 1600 29642 SH DEFINED 01 29642 0 0 AJINOMOTO CO INC COM 008601999 2033 195000 SH DEFINED 01 03 0 195000 0 AIR PROD & CHEM COM 009158106 395 10272 SH DEFINED 01 02 0 10272 0 AIR PRODUCTS & CHEMICALS COM 009158106 181798 4734327 SH DEFINED 01 4734327 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 4497 117098 SH DEFINED 01 03 0 117098 0 AIR PRODUCTS & CHEMICALS COM 009158106 26844 699055 SH DEFINED 01 05 0 699055 0 AIRBORNE INC COM 009269101 11 1086 SH DEFINED 01 1086 0 0 AIRGAS INC COM 009363102 13 1714 SH DEFINED 01 1714 0 0 AIRGAS INC COM 009363102 4 510 SH DEFINED 01 02 0 510 0 AIRGATE PCS INC COM 009367103 166 4400 SH DEFINED 01 4400 0 0 BERKELEY GRO COM 0094177 3 276 SH DEFINED 01 10 276 0 0 AIRNET COMMUNICATION COM 00941P106 0 49 SH DEFINED 01 49 0 0 BALFOUR BEATTY PLC COM 0096162 2 935 SH DEFINED 01 10 935 0 0 AKAMAI TECHNOLOGIES COM 00971T101 86 10000 SH DEFINED 01 0 10000 0 AKAMAI TECHNOLOGIES COM 00971T101 23143 2702880 SH DEFINED 01 2702880 0 0 AKAMAI TECHNOLOGIES COM 00971T101 4811 561980 SH DEFINED 01 02 0 561980 0 AKAMAI TECHNOLOGIES COM 00971T101 9 1000 SH DEFINED 01 03 0 1000 0 AKAMAI TECHNOLOGIES COM 00971T101 607 70865 SH DEFINED 01 05 0 70865 0 BTG PLC COM 0100159 3 246 SH DEFINED 01 10 246 0 0 BOC GROUP COM 0108120 15 1123 SH DEFINED 01 10 1123 0 0 BOOTS CO COM 0111441 19 2127 SH DEFINED 01 10 2127 0 0 ALAMOSA HOLDINGS INC COM 011589108 2 182 SH DEFINED 01 182 0 0 ALASKA AIRGROUP COM 011659109 16 649 SH DEFINED 01 649 0 0 ALBANY INTL CORP NEW COM 012348108 13 694 SH DEFINED 01 694 0 0 ALBANY MOLECULAR RES COM 012423109 1851 52899 SH DEFINED 01 52899 0 0 ALBANY MOLECULAR RES COM 012423109 5 130 SH DEFINED 01 02 0 130 0 ALBANY MOLECULAR RES COM 012423109 56 1600 SH DEFINED 01 05 0 1600 0 ALBEMARLE COM 012653101 25 1139 SH DEFINED 01 1139 0 0 AMVESCAP PLC COM 0128269 26 1799 SH DEFINED 01 10 1799 0 0 ALBERTA ENERGY COM 012873998 33738 760000 SH DEFINED 01 760000 0 0 ALBERTA ENERGY COM 012873998 22547 507900 SH DEFINED 01 05 0 507900 0 BRITISH AIRW COM 0129057 11 2538 SH DEFINED 01 10 2538 0 0 ALBERTO CULVER COM 013068101 32 790 SH DEFINED 01 790 0 0 ALBERTO CULVER COM 013068101 6 160 SH DEFINED 01 02 0 160 0 ALBERTO CULVER COM 013068101 533 13427 SH DEFINED 01 03 0 13427 0 ALBERTO CULVER COM 013068101 7 183 SH DEFINED 01 05 0 183 0 ALBERTSONS INC COM 013104104 81790 2570428 SH DEFINED 01 2570428 0 0 ALBERTSONS INC COM 013104104 225 7050 SH DEFINED 01 02 0 7050 0 ALBERTSONS INC COM 013104104 5216 163947 SH DEFINED 01 03 0 163947 0 ALBERTSONS INC COM 013104104 799 25096 SH DEFINED 01 05 0 25096 0 BRITISH LAND COM 0136701 9 1218 SH DEFINED 01 10 1218 0 0 ALCAN INC COM 013716105 38647 1073524 SH DEFINED 01 1073524 0 0 ALCAN INC COM 013716105 2887 80190 SH DEFINED 01 03 0 80190 0 ALCAN INC COM 013716105 10838 301045 SH DEFINED 01 05 0 301045 0 ALCOA COM 013817101 241035 6704713 SH DEFINED 01 6704713 0 0 ALCOA COM 013817101 9762 271543 SH DEFINED 01 03 0 271543 0 ALCOA COM 013817101 51897 1443583 SH DEFINED 01 05 0 1443583 0 ALCOA INC COM 013817101 4674 130000 SH DEFINED 01 0 130000 0 ALCOA INC COM 013817101 351 9745 SH DEFINED 01 02 0 9745 0 BRITISH TELE COM 0140843 116 15999 SH DEFINED 01 10 15999 0 0 BRITISH SKY COM 0141192 53 4461 SH DEFINED 01 10 4461 0 0 ALEXANDER & BALDWIN COM 014482103 24 1095 SH DEFINED 01 1095 0 0 ALEXANDER & BALDWIN COM 014482103 4 180 SH DEFINED 01 02 0 180 0 ALEXION PHARMACEUTIC COM 015351109 2 69 SH DEFINED 01 69 0 0 ALFA CORP COM 015385107 2 132 SH DEFINED 01 132 0 0 ALFA CORP COM 015385107 4 210 SH DEFINED 01 02 0 210 0 BUNZL COM 0154004 6 992 SH DEFINED 01 10 992 0 0 ALKERMES INC COM 01642T108 19201 875188 SH DEFINED 01 875188 0 0 ALKERMES INC COM 01642T108 137 6268 SH DEFINED 01 02 0 6268 0 ALKERMES INC COM 01642T108 17332 790060 SH DEFINED 01 05 0 790060 0 ALLEGHANY CORP COM 017175100 6 28 SH DEFINED 01 28 0 0 SEMA PLC COM 0172857 11 1409 SH DEFINED 01 10 1409 0 0 CAPITA GROUP COM 0173474 10 1500 SH DEFINED 01 10 1500 0 0 ALLEGHENY ENERGY COM 017361106 74084 1601467 SH DEFINED 01 1601467 0 0 ALLEGHENY ENERGY COM 017361106 1235 26699 SH DEFINED 01 03 0 26699 0 ALLEGHENY ENERGY COM 017361106 17 363 SH DEFINED 01 05 0 363 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 24 1355 SH DEFINED 01 1355 0 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 287 16502 SH DEFINED 01 03 0 16502 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 5 264 SH DEFINED 01 05 0 264 0 ALLEGIANCE TELECOM COM 01747T102 1537 104183 SH DEFINED 01 104183 0 0 NOVAR PLC COM 0176268 2 1018 SH DEFINED 01 10 1018 0 0 ALLEN TELECOM INC COM 018091108 1090 84526 SH DEFINED 01 84526 0 0 CELLTECH CHIRO COM 0182276 11 615 SH DEFINED 01 10 615 0 0 ALLERGAN COM 018490102 2265 30536 SH DEFINED 01 30536 0 0 ALLERGAN COM 018490102 2381 32116 SH DEFINED 01 03 0 32116 0 ALLERGAN COM 018490102 10784 145433 SH DEFINED 01 05 0 145433 0 ALLETE COM 018522102 13563 525326 SH DEFINED 01 525326 0 0 ALLETE COM 018522102 8 300 SH DEFINED 01 02 0 300 0 ALLETE COM 018522102 196 7600 SH DEFINED 01 05 0 7600 0 ALLIANCE CAPITAL MANAGEMENT HO COM 01855A101 20363 494233 SH DEFINED 01 494233 0 0 ALLIANCE PHARMACEUTI COM 018773101 486 149522 SH DEFINED 01 149522 0 0 ALLIANCE SEMI CONDUC COM 01877H100 1499 128910 SH DEFINED 01 128910 0 0 ALLIANT ENERGY CORP COM 018802108 61 1908 SH DEFINED 01 1908 0 0 ALLIANT TECHSYSTEMS COM 018804104 3870 43704 SH DEFINED 01 43704 0 0 ALLIED CAPITAL COM 01903Q108 42 2104 SH DEFINED 01 2104 0 0 ALLIED CAPITAL COM 01903Q108 6 310 SH DEFINED 01 02 0 310 0 ALLIED RISER COMMUN COM 019496108 0 114 SH DEFINED 01 114 0 0 ALLIED WASTE IND COM 019589308 40 2582 SH DEFINED 01 2582 0 0 ALLIED WASTE IND COM 019589308 700 44634 SH DEFINED 01 03 0 44634 0 ALLIED WASTE IND COM 019589308 10 647 SH DEFINED 01 05 0 647 0 ALLMERICA FINANCIAL COM 019754100 66 1283 SH DEFINED 01 1283 0 0 ALLOY ONLINE COM 019855105 88 10000 SH DEFINED 01 10000 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 1 105 SH DEFINED 01 105 0 0 ALLSTATE CORP COM 020002101 50733 1209654 SH DEFINED 01 1209654 0 0 ALLSTATE CORP COM 020002101 7681 183142 SH DEFINED 01 03 0 183142 0 ALLSTATE CORP COM 020002101 101 2408 SH DEFINED 01 05 0 2408 0 ALLTEL COM 020039103 217 4135 SH DEFINED 01 4135 0 0 ALLTEL COM 020039103 4711 89806 SH DEFINED 01 03 0 89806 0 ALLTEL COM 020039103 227 4329 SH DEFINED 01 05 0 4329 0 ALLTEL CORP COM 020039103 630 12000 SH DEFINED 01 0 12000 0 ALPHA INDUSTRIES COM 020753109 3361 213355 SH DEFINED 01 213355 0 0 ALPHA INDUSTRIES COM 020753109 43 2740 SH DEFINED 01 05 0 2740 0 ALPHARMA CL A COM 020813101 6568 200638 SH DEFINED 01 200638 0 0 ALPHARMA CL A COM 020813101 151 4600 SH DEFINED 01 05 0 4600 0 ALPHARMA INC CL A COM 020813101 5 140 SH DEFINED 01 02 0 140 0 ALSTOM COM 021212998 16666 605231 SH DEFINED 01 605231 0 0 ALSTOM COM 021212998 21064 764969 SH DEFINED 01 05 0 764969 0 ALTERA CORP COM 021441100 772 36000 SH DEFINED 01 0 36000 0 ALTERA CORPK COM 021441100 342 15988 SH DEFINED 01 15988 0 0 ALTERA CORPK COM 021441100 2100 97938 SH DEFINED 01 03 0 97938 0 ALTERA CORPK COM 021441100 28 1305 SH DEFINED 01 05 0 1305 0 CGNU PLC COM 0216238 76 5488 SH DEFINED 01 10 5488 0 0 ALZA COM 022615108 1296 32000 SH DEFINED 01 0 32000 0 ALZA COM 022615108 263376 6503113 SH DEFINED 01 6503113 0 0 ALZA COM 022615108 5835 144059 SH DEFINED 01 02 0 144059 0 ALZA COM 022615108 11142 275120 SH DEFINED 01 03 0 275120 0 ALZA COM 022615108 31318 773279 SH DEFINED 01 05 0 773279 0 IONA TECHNOLOGIES COM 0226185 2 55 SH DEFINED 01 10 55 0 0 AMAZON COM INC COM 023135106 56 5400 SH DEFINED 01 5400 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 216 3397 SH DEFINED 01 3397 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 1716 27053 SH DEFINED 01 03 0 27053 0 AMBAC FINANCIAL GROUP INC COM 023139108 22 346 SH DEFINED 01 05 0 346 0 AMCAST INDL CORP COM 023395106 235 25406 SH DEFINED 01 25406 0 0 AMERADA HESS COM 023551104 92 1174 SH DEFINED 01 1174 0 0 AMERADA HESS COM 023551104 1594 20399 SH DEFINED 01 03 0 20399 0 AMERADA HESS COM 023551104 23 291 SH DEFINED 01 05 0 291 0 AMERCO COM 023586100 2 73 SH DEFINED 01 73 0 0 AMEREN CORP COM 023608102 74 1811 SH DEFINED 01 1811 0 0 AMEREN CORP COM 023608102 1375 33572 SH DEFINED 01 03 0 33572 0 AMEREN CORP COM 023608102 18 451 SH DEFINED 01 05 0 451 0 AMERICA WEST HLDG CP COM 023657208 1 110 SH DEFINED 01 110 0 0 REUTERS GROU COM 0236913 40 3328 SH DEFINED 01 10 3328 0 0 DIAGEO COM 0237400 84 8377 SH DEFINED 01 10 8377 0 0 AMCORE FINL INC COM 023912108 2 92 SH DEFINED 01 92 0 0 SCHRODERS COM 0240549 10 699 SH DEFINED 01 10 699 0 0 AMER AXLE & MFG HDGS COM 024061103 1 144 SH DEFINED 01 144 0 0 NATIONAL GRI COM 0242824 27 3475 SH DEFINED 01 10 3475 0 0 BASS COM 0243195 20 2050 SH DEFINED 01 10 2050 0 0 AMERICAN ELEC PWR COM 025537101 200 4251 SH DEFINED 01 4251 0 0 AMERICAN ELEC PWR COM 025537101 3822 81321 SH DEFINED 01 03 0 81321 0 AMERICAN ELEC PWR COM 025537101 50 1060 SH DEFINED 01 05 0 1060 0 AMERICAN EAGLE OUTFI COM 02553E106 3519 122430 SH DEFINED 01 122430 0 0 AMERICAN EAGLE OUTFI COM 02553E106 4 150 SH DEFINED 01 02 0 150 0 AMERICAN EAGLE OUTFI COM 02553E106 131 4550 SH DEFINED 01 05 0 4550 0 AMERICAN EXPRESS COM 025816109 728 17633 SH DEFINED 01 17633 0 0 AMERICAN EXPRESS COM 025816109 181 4378 SH DEFINED 01 05 0 4378 0 GKN COM 0258304 17 1674 SH DEFINED 01 10 1674 0 0 AMERICAN FINCIAL GRP COM 025932104 43 1799 SH DEFINED 01 1799 0 0 AMERICAN FINCIAL GRP COM 025932104 9640 400000 SH DEFINED 01 05 0 400000 0 KINGFISHER COM 0262015 21 3257 SH DEFINED 01 10 3257 0 0 BAE SYSTEMS PLC COM 0263494 31 6942 SH DEFINED 01 10 6942 0 0 AMER GENERAL CORP COM 026351106 49413 1291844 SH DEFINED 01 1291844 0 0 AMER GENERAL CORP COM 026351106 5049 132006 SH DEFINED 01 03 0 132006 0 AMER GENERAL CORP COM 026351106 63 1656 SH DEFINED 01 05 0 1656 0 AM GREETINGS CL A COM 026375105 9 894 SH DEFINED 01 894 0 0 AM GREETINGS CL A COM 026375105 157 14803 SH DEFINED 01 03 0 14803 0 AM GREETINGS CL A COM 026375105 2 209 SH DEFINED 01 05 0 209 0 AMER HOME PRODUCTS COM 026609107 22410 381446 SH DEFINED 01 0 381446 0 AMER HOME PRODUCTS COM 026609107 1018 17317 SH DEFINED 01 02 0 17317 0 AMERICAN HOME PRODUCTS COM 026609107 130914 2228324 SH DEFINED 01 2228324 0 0 AMERICAN HOME PRODUCTS COM 026609107 21341 363255 SH DEFINED 01 03 0 363255 0 AMERICAN HOME PRODUCTS COM 026609107 97810 1664864 SH DEFINED 01 05 0 1664864 0 PROVIDENT FI COM 0268596 6 573 SH DEFINED 01 10 573 0 0 AMERICAN INTL GROUP COM 026874107 29650 368312 SH DEFINED 01 0 368312 0 AMERICAN INTL GROUP COM 026874107 814499 10118008 SH DEFINED 01 10118008 0 0 AMERICAN INTL GROUP COM 026874107 160427 1992854 SH DEFINED 01 02 0 1992854 0 AMERICAN INTL GROUP COM 026874107 53051 659033 SH DEFINED 01 03 0 659033 0 AMERICAN INTL GROUP COM 026874107 298622 3709602 SH DEFINED 01 05 0 3709602 0 AMER ITALIAN PASTA COM 027070101 1681 52528 SH DEFINED 01 52528 0 0 AMERICAN MANAGEMENT COM 027352103 2297 125410 SH DEFINED 01 125410 0 0 NYCOMED AMERSHAM PLC COM 0274753 10 1489 SH DEFINED 01 10 1489 0 0 AMERICAN NATL INS CO COM 028591105 5 78 SH DEFINED 01 78 0 0 BRIT AMER TO COM 0287580 38 5115 SH DEFINED 01 10 5115 0 0 AMER PWR CONVERSION COM 029066107 923 71670 SH DEFINED 01 02 0 71670 0 AMER PWR CONVERSION CORP COM 029066107 12923 1002459 SH DEFINED 01 1002459 0 0 AMER PWR CONVERSION CORP COM 029066107 2002 155293 SH DEFINED 01 03 0 155293 0 AMER PWR CONVERSION CORP COM 029066107 11610 900641 SH DEFINED 01 05 0 900641 0 AMERICAN STD CO COM 029712106 1398 23674 SH DEFINED 01 23674 0 0 AMERICAN STS WATER COM 029899101 1008 30458 SH DEFINED 01 30458 0 0 AMERICAN TOWER CORP COM 029912201 463 25000 SH DEFINED 01 0 25000 0 AMERICAN TOWER CORP COM 029912201 9443 510355 SH DEFINED 01 510355 0 0 AMERICAN TOWER CORP COM 029912201 14568 787592 SH DEFINED 01 02 0 787592 0 AMERICAN TOWER CORP COM 029912201 229 12400 SH DEFINED 01 03 0 12400 0 AMERICAN TOWER CORP COM 029912201 12525 677000 SH DEFINED 01 05 0 677000 0 AMERI SUPERCONDUCTOR COM 030111108 241 15000 SH DEFINED 01 15000 0 0 AMERICAN WATERWORKS COM 030411102 16202 502375 SH DEFINED 01 502375 0 0 AMERICREDIT CORP COM 03060R101 8375 258253 SH DEFINED 01 258253 0 0 AMERICREDIT CORP COM 03060R101 15 465 SH DEFINED 01 02 0 465 0 AMERICREDIT CORP COM 03060R101 250 7700 SH DEFINED 01 05 0 7700 0 AMERISOURCE COM 03071P102 201 4099 SH DEFINED 01 02 0 4099 0 AMERISOURCE AAS COM 03071P102 32081 654039 SH DEFINED 01 654039 0 0 AMERISOURCE AAS COM 03071P102 29342 598200 SH DEFINED 01 05 0 598200 0 AMERITRADE HLDGS COM 03072H109 5 931 SH DEFINED 01 931 0 0 AMERUS GROUP CO COM 03072M108 4 140 SH DEFINED 01 140 0 0 ELECTROCOMPO COM 0309644 8 1019 SH DEFINED 01 10 1019 0 0 AMETEK INC (NEW) COM 031100100 3277 118734 SH DEFINED 01 118734 0 0 AMETEK INC (NEW) COM 031100100 4 150 SH DEFINED 01 02 0 150 0 AMETEK INC (NEW) COM 031100100 149 5400 SH DEFINED 01 05 0 5400 0 AMGEN INC COM 031162100 8908 148000 SH DEFINED 01 0 148000 0 AMGEN INC COM 031162100 359154 5967234 SH DEFINED 01 5967234 0 0 AMGEN INC COM 031162100 48356 803466 SH DEFINED 01 02 0 803466 0 AMGEN INC COM 031162100 15519 257844 SH DEFINED 01 03 0 257844 0 AMGEN INC COM 031162100 64204 1066721 SH DEFINED 01 05 0 1066721 0 AMKOR TECHNOLOGY COM 031652100 800 49078 SH DEFINED 01 49078 0 0 AMP LTD ORD AU;AMP/A$ COM 031906993 5579 569310 SH DEFINED 01 03 0 569310 0 AMPHENOL CORP COM 032095101 2118 67267 SH DEFINED 01 67267 0 0 AMPHENOL CORP COM 032095101 57 1800 SH DEFINED 01 05 0 1800 0 AMSOUTH BANCORPORATI COM 032165102 84 4979 SH DEFINED 01 4979 0 0 AMSOUTH BANCORPORATI COM 032165102 1547 92056 SH DEFINED 01 03 0 92056 0 AMSOUTH BANCORPORATI COM 032165102 21 1235 SH DEFINED 01 05 0 1235 0 ANADARKO PETRO CORP COM 032511107 9354 149000 SH DEFINED 01 0 149000 0 ANADARKO PETRO CORP COM 032511107 158536 2525273 SH DEFINED 01 2525273 0 0 ANADARKO PETRO CORP COM 032511107 157657 2511250 SH DEFINED 01 02 0 2511250 0 ANADARKO PETRO CORP COM 032511107 6042 96243 SH DEFINED 01 03 0 96243 0 ANADARKO PETRO CORP COM 032511107 93001 1481389 SH DEFINED 01 05 0 1481389 0 ANADIGICS COM 032515108 2 183 SH DEFINED 01 183 0 0 ANADIGICS COM 032515108 5300 400000 SH DEFINED 01 05 0 400000 0 ANALOG DEVICES COM 032654105 172 4737 SH DEFINED 01 4737 0 0 ANALOG DEVICES COM 032654105 190 5250 SH DEFINED 01 02 0 5250 0 ANALOG DEVICES COM 032654105 3202 88352 SH DEFINED 01 03 0 88352 0 ANALOG DEVICES COM 032654105 43 1177 SH DEFINED 01 05 0 1177 0 ANALOGIC COM 032657207 1748 38894 SH DEFINED 01 38894 0 0 ANALYSTS INTERNATION COM 032681108 354 68316 SH DEFINED 01 68316 0 0 ANAREN MICROWAVE COM 032744104 1674 133278 SH DEFINED 01 133278 0 0 ANAREN MICROWAVE COM 032744104 2 160 SH DEFINED 01 02 0 160 0 ANAREN MICROWAVE COM 032744104 55 4400 SH DEFINED 01 05 0 4400 0 ANCHOR BANCORP COM 032839102 962 69323 SH DEFINED 01 69323 0 0 FKI COM 0329459 3 1243 SH DEFINED 01 10 1243 0 0 ANCHOR GAMING COM 033037102 6824 111438 SH DEFINED 01 111438 0 0 ANCHOR GAMING COM 033037102 4 70 SH DEFINED 01 02 0 70 0 ANCHOR GAMING COM 033037102 178 2900 SH DEFINED 01 05 0 2900 0 CARLTON COM 0341925 8 1453 SH DEFINED 01 10 1453 0 0 ANDOVER BANCORP INC COM 034258103 3 100 SH DEFINED 01 02 0 100 0 ANDREW CORP COM 034425108 20 1376 SH DEFINED 01 1376 0 0 ANDREW CORP COM 034425108 156 10800 SH DEFINED 01 02 0 10800 0 ANDREW CORP COM 034425108 282 19588 SH DEFINED 01 03 0 19588 0 ANDREW CORP COM 034425108 4 267 SH DEFINED 01 05 0 267 0 ANDRX CORP-ANDRX GROUP COM 034553107 7 145 SH DEFINED 01 145 0 0 ANGELICA CORP COM 034663104 301 25938 SH DEFINED 01 25938 0 0 ANGLO AMERICAN PLATINU COM 034670992 6327 189084 SH DEFINED 01 189084 0 0 ANGLO AMERICAN PLATINU COM 034670992 94 2799 SH DEFINED 01 05 0 2799 0 ANGLOGOLD LTD COM 035128206 1878 130000 SH DEFINED 01 130000 0 0 ANHEUSER BUSCH CO COM 035229103 37819 823395 SH DEFINED 01 02 0 823395 0 ANHEUSER-BUSCH COM 035229103 213170 4641177 SH DEFINED 01 4641177 0 0 ANHEUSER-BUSCH COM 035229103 13536 294688 SH DEFINED 01 03 0 294688 0 ANHEUSER-BUSCH COM 035229103 17128 372920 SH DEFINED 01 05 0 372920 0 ANIXTER INTL INC COM 035290105 5834 242095 SH DEFINED 01 242095 0 0 ANIXTER INTL INC COM 035290105 5 200 SH DEFINED 01 02 0 200 0 ANIXTER INTL INC COM 035290105 99 4100 SH DEFINED 01 05 0 4100 0 ANNTAYLOR STORES CO COM 036115103 5654 212959 SH DEFINED 01 212959 0 0 ANNTAYLOR STORES CO COM 036115103 117 4400 SH DEFINED 01 05 0 4400 0 ANNTAYLOR STORES COR COM 036115103 5 170 SH DEFINED 01 02 0 170 0 ANTEC COM 03664P105 7 1060 SH DEFINED 01 1060 0 0 ANSWERTHINK INC COM 036916104 1 200 SH DEFINED 01 200 0 0 MOSENERGO ADR (STRAIGHT LEVEL COM 037376308 2860 915343 SH DEFINED 01 915343 0 0 MOSENERGO ADR (STRAIGHT LEVEL COM 037376308 49 15744 SH DEFINED 01 05 0 15744 0 AON CORP COM 037389103 4012 113000 SH DEFINED 01 0 113000 0 AON CORP COM 037389103 65796 1853378 SH DEFINED 01 1853378 0 0 AON CORP COM 037389103 3927 110625 SH DEFINED 01 03 0 110625 0 AON CORP COM 037389103 680 19143 SH DEFINED 01 05 0 19143 0 APACHE CORP COM 037411105 47449 823627 SH DEFINED 01 823627 0 0 APACHE CORP COM 037411105 1738 30170 SH DEFINED 01 02 0 30170 0 APACHE CORP COM 037411105 3620 62844 SH DEFINED 01 03 0 62844 0 APACHE CORP COM 037411105 42182 732206 SH DEFINED 01 05 0 732206 0 APAM HIGH PERF CAP COM 037461993 586 1580 SH DEFINED 01 05 0 1580 0 AIMCON STOCK COM 03748R101 4 101 SH DEFINED 01 101 0 0 APOGEE ENTERPRISES COM 037598109 599 84063 SH DEFINED 01 84063 0 0 APOLLO GROUP INC -C COM 037604105 15780 480897 SH DEFINED 01 480897 0 0 APOLLO GROUP INC -C COM 037604105 94231 2871793 SH DEFINED 01 02 0 2871793 0 APOLLO GROUP INC -C COM 037604105 1442 43950 SH DEFINED 01 03 0 43950 0 APOLLO GROUP INC -C COM 037604105 16951 516600 SH DEFINED 01 05 0 516600 0 APOLLO GROUP COM 037604204 117 4000 SH DEFINED 01 4000 0 0 APOGENT TECHNOLOGIES COM 03760A101 40592 2005477 SH DEFINED 01 02 0 2005477 0 APOGENT TECHNOLOGIES INC COM 03760A101 10171 502539 SH DEFINED 01 502539 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 1729 85450 SH DEFINED 01 03 0 85450 0 APPALACHIAN PWR $100 PRF 037735842 1022 10000 SH DEFINED 01 04 0 10000 0 APPALACHIAN PWR $100 PRF 037735859 1144 11000 SH DEFINED 01 04 0 11000 0 APPLE COMPUTER COM 037833100 310 14032 SH DEFINED 01 14032 0 0 APPLE COMPUTER COM 037833100 1849 83786 SH DEFINED 01 03 0 83786 0 APPLE COMPUTER COM 037833100 25 1139 SH DEFINED 01 05 0 1139 0 APPLEBEES INTL INC COM 037899101 2831 79330 SH DEFINED 01 79330 0 0 APRIA HEALTHCARE GRO COM 037933108 4339 179446 SH DEFINED 01 179446 0 0 APRIA HEALTHCARE GRO COM 037933108 5 200 SH DEFINED 01 02 0 200 0 APRIA HEALTHCARE GRO COM 037933108 172 7100 SH DEFINED 01 05 0 7100 0 LONDON BRIDGE COM 0379829 1 386 SH DEFINED 01 10 386 0 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 438 15773 SH DEFINED 01 15773 0 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 1437 51796 SH DEFINED 01 03 0 51796 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 19 693 SH DEFINED 01 05 0 693 0 APPLERA - CELERA GNM COM 038020202 6260 202900 SH DEFINED 01 02 0 202900 0 APPLERA CORP - CELERA GENOMICS COM 038020202 30944 1003059 SH DEFINED 01 1003059 0 0 APPLERA CORP - CELERA GENOMICS COM 038020202 105 3400 SH DEFINED 01 03 0 3400 0 APPLERA CORP - CELERA GENOMICS COM 038020202 841 27246 SH DEFINED 01 05 0 27246 0 APPLICA INCORPORATED COM 03815A106 432 69613 SH DEFINED 01 69613 0 0 APPLIED IND TECHNOLO COM 03820C105 981 59802 SH DEFINED 01 59802 0 0 APPLIED IND TECHNOLO COM 03820C105 4 250 SH DEFINED 01 02 0 250 0 APPLIED MATERIALS COM 038222105 450611 10358872 SH DEFINED 01 10358872 0 0 APPLIED MATERIALS COM 038222105 56774 1304942 SH DEFINED 01 02 0 1304942 0 APPLIED MATERIALS COM 038222105 11971 275208 SH DEFINED 01 03 0 275208 0 APPLIED MATERIALS COM 038222105 63406 1457613 SH DEFINED 01 05 0 1457613 0 APPLIED MICRO CIRCUT COM 03822W109 27088 1641736 SH DEFINED 01 1641736 0 0 APPLIED MICRO CIRCUT COM 03822W109 10712 649300 SH DEFINED 01 02 0 649300 0 APPLIED MICRO CIRCUT COM 03822W109 1378 83506 SH DEFINED 01 03 0 83506 0 APPLIED MICRO CIRCUT COM 03822W109 3331 201873 SH DEFINED 01 05 0 201873 0 APTARGROUP INC COM 038336103 3278 107583 SH DEFINED 01 107583 0 0 GREAT UNIV S COM 0384704 17 2378 SH DEFINED 01 10 2378 0 0 CMG PLC -- (GBP) COM 0384737 12 1419 SH DEFINED 01 10 1419 0 0 ARADIGM CORPORATION COM 038505103 201 35000 SH DEFINED 01 35000 0 0 MISYS COM 0385785 9 1305 SH DEFINED 01 10 1305 0 0 BLUE CIRCLE COM 0386302 11 1647 SH DEFINED 01 10 1647 0 0 ARCH CHEMICALS INC COM 03937R102 1425 66887 SH DEFINED 01 66887 0 0 ARCH COAL COM 039380100 9075 302701 SH DEFINED 01 302701 0 0 ARCHER DANIELS MDLND COM 039483102 110 8358 SH DEFINED 01 8358 0 0 ARCHER DANIELS MDLND COM 039483102 2024 153885 SH DEFINED 01 03 0 153885 0 ARCHER DANIELS MDLND COM 039483102 27 2084 SH DEFINED 01 05 0 2084 0 ARCHSTONE COMM TRUST COM 039581103 1137 46217 SH DEFINED 01 46217 0 0 ARCTIC CAT INC COM 039670104 987 72097 SH DEFINED 01 72097 0 0 ARDEN REALTY INC COM 039793104 2340 99154 SH DEFINED 01 99154 0 0 ARDEN REALTY INC COM 039793104 149 6300 SH DEFINED 01 05 0 6300 0 AREA BANCSHARES CORP COM 039872106 2 114 SH DEFINED 01 114 0 0 ARENA BRANDS HLD CRP ARENA BRA COM 03999M207 3111 111111 SH DEFINED 01 111111 0 0 AREMISSOFT CORP COM 040026106 1756 135100 SH DEFINED 01 135100 0 0 AREMISSOFT CORP COM 040026106 2 150 SH DEFINED 01 02 0 150 0 AREMISSOFT CORP COM 040026106 65 5000 SH DEFINED 01 05 0 5000 0 ARGOSY GAMING COM 040228108 2010 77000 SH DEFINED 01 77000 0 0 ARGOSY GAMING COM 040228108 86 3300 SH DEFINED 01 05 0 3300 0 ARIBA COM 04033V104 41 5159 SH DEFINED 01 5159 0 0 Ariba Inc COM 04033V104 7851 992547 SH DEFINED 1 0 992547 0 HAMMERSON COM 0406501 4 629 SH DEFINED 01 10 629 0 0 ARKANSAS BEST CORP COM 040790107 3367 213708 SH DEFINED 01 213708 0 0 ARKANSAS BEST CORP COM 040790107 3 170 SH DEFINED 01 02 0 170 0 ARKANSAS BEST CORP COM 040790107 117 7450 SH DEFINED 01 05 0 7450 0 HANSON COM 0408983 11 1845 SH DEFINED 01 10 1845 0 0 STAGECOACH H COM 0414667 3 3754 SH DEFINED 01 10 3754 0 0 HAYS PLC COM 0416102 16 4052 SH DEFINED 01 10 4052 0 0 ARMOR HOLDINGS INC COM 042260109 1195 67910 SH DEFINED 01 67910 0 0 ARMSTRONG WORLD IND COM 042384107 0 88 SH DEFINED 01 88 0 0 REXAM COM 0425045 3 862 SH DEFINED 01 10 862 0 0 ARNOLD INDUSTRIES IN COM 042595108 1419 74420 SH DEFINED 01 74420 0 0 ARQULE INC COM 04269E107 869 65530 SH DEFINED 01 65530 0 0 ARROW ELECTRONICS COM 042735100 53 2369 SH DEFINED 01 2369 0 0 ARROW INTERNATIONAL COM 042764100 3 76 SH DEFINED 01 76 0 0 ART TECH GROUP COM 04289L107 400 33318 SH DEFINED 01 33318 0 0 ARTISAN COMPONENTS COM 042923102 254 35000 SH DEFINED 01 35000 0 0 ARTESYN TECHNOLOGIES COM 043127109 1246 115266 SH DEFINED 01 115266 0 0 ARTHROCARE CORP COM 043136100 936 66859 SH DEFINED 01 66859 0 0 ARVINMERITOR INC COM 043353101 23 1677 SH DEFINED 01 1677 0 0 ASAHI KASEI CORP JP;3407 COM 043389998 0 100 SH DEFINED 01 03 0 100 0 Ariba Inc COM 0433V104 70454 992547 SH DEFINED 1 0 992547 0 ASHLAND INC COM 044204105 34 887 SH DEFINED 01 887 0 0 ASHLAND INC COM 044204105 579 15073 SH DEFINED 01 03 0 15073 0 ASHLAND INC COM 044204105 9 230 SH DEFINED 01 05 0 230 0 EXEL PLC COM 0448688 8 698 SH DEFINED 01 10 698 0 0 ASHWORTH INC COM 04516H101 255 39560 SH DEFINED 01 39560 0 0 ASIA PULP & PAPER WTS EXP 03/1 COM 04516V118 1 8900 SH DEFINED 01 8900 0 0 ASIA PULP & PAPER WTS EXP 03/1 COM 04516V118 1 6600 SH DEFINED 01 05 0 6600 0 ASK JEEVES INC COM 045174109 0 128 SH DEFINED 01 128 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 684 154865 SH DEFINED 01 154865 0 0 ASPEN TECH COM 045327103 4084 171091 SH DEFINED 01 171091 0 0 ASPEN TECH COM 045327103 3 130 SH DEFINED 01 02 0 130 0 ASPEN TECH COM 045327103 70 2950 SH DEFINED 01 05 0 2950 0 ASSO BANCORP COM 045487105 57 1731 SH DEFINED 01 1731 0 0 IMI COM 0457963 3 764 SH DEFINED 01 10 764 0 0 AT HOME CORP SER A COM 045919107 29 6588 SH DEFINED 01 6588 0 0 IMPERIAL CHE COM 0459497 10 1721 SH DEFINED 01 10 1721 0 0 INDEPENDENT NEWSPAPERS COM 0461481 1 608 SH DEFINED 01 10 608 0 0 ASTEC INDS INC COM 046224101 762 58322 SH DEFINED 01 58322 0 0 ASTORIA FINL CORP COM 046265104 4906 91839 SH DEFINED 01 91839 0 0 ASTORIA FINL CORP COM 046265104 11 200 SH DEFINED 01 02 0 200 0 ASTORIA FINL CORP COM 046265104 171 3200 SH DEFINED 01 05 0 3200 0 ASTROPOWER INC COM 04644A101 1242 41415 SH DEFINED 01 41415 0 0 ASYST COM 04648X107 1 64 SH DEFINED 01 64 0 0 JARVIS PLC COM 0471350 1 303 SH DEFINED 01 10 303 0 0 JOHNSON MATT COM 0476407 7 476 SH DEFINED 01 10 476 0 0 AGILITI INC CV PFD PRF 047800XX0 6750 2250000 SH DEFINED 01 2250000 0 0 AGILITI INC CV PFD PRF 047800XX0 8250 2750000 SH DEFINED 01 05 0 2750000 0 ATLANTIC COAST AIRLI COM 048396105 2801 133388 SH DEFINED 01 133388 0 0 ATLANTIC COAST AIRLI COM 048396105 10500 500000 SH DEFINED 01 05 0 500000 0 ATLAS AIR WORLDWIDE COM 049164106 2756 97919 SH DEFINED 01 97919 0 0 ATLAS AIR WORLDWIDE COM 049164106 115 4100 SH DEFINED 01 05 0 4100 0 ATMEL CORP COM 049513104 1346 137210 SH DEFINED 01 137210 0 0 ATMOS ENERGY CORP COM 049560105 13865 582562 SH DEFINED 01 582562 0 0 ATRIX LABORATORIES INC COM 04962L101 67 4900 SH DEFINED 01 4900 0 0 HILTON GROUP COM 0500254 10 3429 SH DEFINED 01 10 3429 0 0 ATWOOD OCEANICS COM 050095108 1740 42517 SH DEFINED 01 42517 0 0 ATWOOD OCEANICS COM 050095108 4 100 SH DEFINED 01 02 0 100 0 LAND SECURIT COM 0504502 16 1277 SH DEFINED 01 10 1277 0 0 AUDIOVOX CORP COM 050757103 523 68232 SH DEFINED 01 68232 0 0 AURIGIN SYSTEMS PFD PRF 051400XX2 5623 2285975 SH DEFINED 01 2285975 0 0 AURIGIN SYSTEMS PFD PRF 051400XX2 9376 3811586 SH DEFINED 01 05 0 3811586 0 LEX SERVICE PLC COM 0514523 2 257 SH DEFINED 01 10 257 0 0 AURORA FOODS RESTRCT COM 05164B999 672 97410 SH DEFINED 01 0 97410 0 AURORA FOODS RESTRCT COM 05164B999 1791 259634 SH DEFINED 01 02 0 259634 0 AURORA FOODS RESTRCT COM 05164B999 855 123975 SH DEFINED 01 05 0 123975 0 AURORA FOODS RESTRICTED COM 05164B999 3087 447285 SH DEFINED 01 447285 0 0 AURORA FOODS RESTRICTED COM 05164B999 777 112640 SH DEFINED 01 05 0 112640 0 AURORA BIOSCIENCES C COM 051920106 2209 123577 SH DEFINED 01 123577 0 0 AURORA BIOSCIENCES C COM 051920106 2 100 SH DEFINED 01 02 0 100 0 AURORA BIOSCIENCES C COM 051920106 79 4400 SH DEFINED 01 05 0 4400 0 AUSPEX ASPX COM 052116100 722 174989 SH DEFINED 01 174989 0 0 LOGICA COM 0522708 15 1051 SH DEFINED 01 10 1051 0 0 AUSTRALIS HLDING WTS WARRANTS COM 05258A113 0 13400 SH DEFINED 01 13400 0 0 AUSTRALIS HLDING WTS WARRANTS COM 05258A113 0 1760 SH DEFINED 01 05 0 1760 0 AUTO DESK COM 052769106 25 825 SH DEFINED 01 825 0 0 AUTO DESK COM 052769106 407 13307 SH DEFINED 01 03 0 13307 0 AUTO DESK COM 052769106 6 189 SH DEFINED 01 05 0 189 0 AUTOMATIC DATA PROC. COM 053015103 435498 8008422 SH DEFINED 01 8008422 0 0 AUTOMATIC DATA PROC. COM 053015103 29586 544082 SH DEFINED 01 02 0 544082 0 AUTOMATIC DATA PROC. COM 053015103 8535 156958 SH DEFINED 01 03 0 156958 0 AUTOMATIC DATA PROC. COM 053015103 111131 2043590 SH DEFINED 01 05 0 2043590 0 LASMO COM 0531696 4 1429 SH DEFINED 01 10 1429 0 0 AUTONATION INC AN COM 05329W102 7 729 SH DEFINED 01 729 0 0 COMPASS GROUP COM 0533153 38 5266 SH DEFINED 01 10 5266 0 0 AUTOZONE COM 053332102 41 1493 SH DEFINED 01 1493 0 0 AUTOZONE COM 053332102 6334 226060 SH DEFINED 01 02 0 226060 0 AUTOZONE COM 053332102 792 28281 SH DEFINED 01 03 0 28281 0 AUTOZONE COM 053332102 10 374 SH DEFINED 01 05 0 374 0 AVALONBAY COMM COM 053484101 5 101 SH DEFINED 01 101 0 0 AVANT! CORP COM 053487104 2005 116270 SH DEFINED 01 116270 0 0 AVANEX CORP COM 05348W109 3701 350111 SH DEFINED 01 350111 0 0 AVANEX CORP COM 05348W109 27 2577 SH DEFINED 01 02 0 2577 0 AVANEX CORP COM 05348W109 3964 375000 SH DEFINED 01 05 0 375000 0 AVAYA INC COM 053499109 47 3608 SH DEFINED 01 3608 0 0 AVAYA INC COM 053499109 872 67064 SH DEFINED 01 03 0 67064 0 AVAYA INC COM 053499109 12 916 SH DEFINED 01 05 0 916 0 Advantgo COM 05349M100 314 179426 SH DEFINED 1 0 179426 0 AvantGo Inc COM 05349M100 314 179426 SH DEFINED 1 0 179426 0 AVENTIS COM 053561999 19434 250115 SH DEFINED 01 250115 0 0 AVENTIS COM 053561999 6471 83284 SH DEFINED 01 03 0 83284 0 AVERY DENNISON CORP COM 053611109 76 1459 SH DEFINED 01 1459 0 0 AVERY DENNISON CORP COM 053611109 1423 27348 SH DEFINED 01 03 0 27348 0 AVERY DENNISON CORP COM 053611109 19 363 SH DEFINED 01 05 0 363 0 AVICI SYSTEMS INC COM 05367L109 8002 1000270 SH DEFINED 01 1000270 0 0 AVICI SYSTEMS INC COM 05367L109 218 27278 SH DEFINED 01 05 0 27278 0 AVID TECH COM 05367P100 1026 76673 SH DEFINED 01 76673 0 0 AVIRON COM 053762100 936 22512 SH DEFINED 01 22512 0 0 AVIRON COM 053762100 2 50 SH DEFINED 01 02 0 50 0 AVIRON COM 053762100 6267 150800 SH DEFINED 01 05 0 150800 0 AVISTA CORP COM 05379B107 2512 142542 SH DEFINED 01 142542 0 0 AVIVA PETE INC COM 05379P304 4 11960 SH DEFINED 01 11960 0 0 AVNET INC COM 053807103 48 2329 SH DEFINED 01 2329 0 0 AVOCENT CORPORATION COM 053893103 25 1118 SH DEFINED 01 1118 0 0 AVOCENT CORPORATION COM 053893103 4 195 SH DEFINED 01 02 0 195 0 HSBC HLDGS COM 0540528 270 22526 SH DEFINED 01 10 22526 0 0 AVON PRODUCTS COM 054303102 1806 45140 SH DEFINED 01 45140 0 0 AVON PRODUCTS COM 054303102 2360 59018 SH DEFINED 01 03 0 59018 0 AVON PRODUCTS COM 054303102 31 783 SH DEFINED 01 05 0 783 0 AXA COM 054536107 1 12 SH DEFINED 01 05 0 12 0 AWARE INC COM 05453N100 658 68335 SH DEFINED 01 68335 0 0 AWARE INC COM 05453N100 1 100 SH DEFINED 01 02 0 100 0 AXCELIS TECH INC COM 054540109 8221 711018 SH DEFINED 01 711018 0 0 AXCELIS TECH INC COM 054540109 2 170 SH DEFINED 01 02 0 170 0 AXCELIS TECH INC COM 054540109 128 11078 SH DEFINED 01 05 0 11078 0 AZTAR CORP COM 054802103 4987 469998 SH DEFINED 01 469998 0 0 AZTAR CORP COM 054802103 5 470 SH DEFINED 01 02 0 470 0 AZTAR CORP COM 054802103 93 8764 SH DEFINED 01 05 0 8764 0 BB&T CORP COM 054937107 187 5296 SH DEFINED 01 5296 0 0 BB&T CORP COM 054937107 135 3834 SH DEFINED 01 02 0 3834 0 BB&T CORP COM 054937107 3492 99278 SH DEFINED 01 03 0 99278 0 BB&T CORP COM 054937107 46 1322 SH DEFINED 01 05 0 1322 0 BCE INC COM 05534B109 40518 1800000 SH DEFINED 01 1800000 0 0 BHC COMMUNICATIONS COM 055448104 4 35 SH DEFINED 01 35 0 0 BISYS GROUP COM 055472104 2586 48387 SH DEFINED 01 48387 0 0 BISYS GROUP COM 055472104 77228 1445200 SH DEFINED 01 02 0 1445200 0 BISYS GROUP COM 055472104 1213 22700 SH DEFINED 01 03 0 22700 0 BISYS GROUP COM 055472104 86 1600 SH DEFINED 01 05 0 1600 0 BJ SERVICES CO COM 055482103 12818 180028 SH DEFINED 01 180028 0 0 BJ SERVICES CO COM 055482103 75 1057 SH DEFINED 01 02 0 1057 0 BJ SERVICES CO COM 055482103 16803 236000 SH DEFINED 01 05 0 236000 0 BJ`S WHOLESALE CLUB COM 05548J106 84 1749 SH DEFINED 01 1749 0 0 BMW ORD ORD DE;BM COM 055501993 24626 800502 SH DEFINED 01 800502 0 0 BMC INDUSTRIES COM 055607105 462 82816 SH DEFINED 01 82816 0 0 BOK FINANCIAL CORP COM 05561Q201 2 96 SH DEFINED 01 96 0 0 BOK FINANCIAL CORP COM 05561Q201 4 160 SH DEFINED 01 02 0 160 0 BP AMOCO PLC ADR COM 055622104 8428 169860 SH DEFINED 01 0 169860 0 BP AMOCO PLC ADR COM 055622104 78896 1590000 SH DEFINED 01 1590000 0 0 BP AMOCO PLC ADR COM 055622104 908 18300 SH DEFINED 01 03 0 18300 0 BP AMOCO PLC ADR COM 055622104 390 7858 SH DEFINED 01 05 0 7858 0 BRE PROPERTIES COM 05564E106 1803 62175 SH DEFINED 01 62175 0 0 BRE PROPERTIES COM 05564E106 122 4200 SH DEFINED 01 05 0 4200 0 BMC SOFTWARE INC COM 055921100 30169 1403234 SH DEFINED 01 1403234 0 0 BMC SOFTWARE INC COM 055921100 1034 48060 SH DEFINED 01 02 0 48060 0 BMC SOFTWARE INC COM 055921100 2656 123505 SH DEFINED 01 03 0 123505 0 BMC SOFTWARE INC COM 055921100 22678 1054808 SH DEFINED 01 05 0 1054808 0 LEGAL & GENE COM 0560399 28 12061 SH DEFINED 01 10 12061 0 0 MARKS & SPEN COM 0565402 26 6751 SH DEFINED 01 10 6751 0 0 CANARY WHARF COM 0571272 12 1609 SH DEFINED 01 10 1609 0 0 BAKER HUGHES INC COM 057224107 1975 54382 SH DEFINED 01 54382 0 0 BAKER HUGHES INC COM 057224107 2922 80475 SH DEFINED 01 03 0 80475 0 BAKER HUGHES INC COM 057224107 40 1093 SH DEFINED 01 05 0 1093 0 CENTRICA COM 0573438 32 9396 SH DEFINED 01 10 9396 0 0 UNILEVER COM 0574873 49 6837 SH DEFINED 01 10 6837 0 0 BALDOR ELECTRIC COM 057741100 2145 101890 SH DEFINED 01 101890 0 0 BALL CORP COM 058498106 4280 93299 SH DEFINED 01 93299 0 0 BALL CORP COM 058498106 7 150 SH DEFINED 01 02 0 150 0 BALL CORP COM 058498106 279 6081 SH DEFINED 01 03 0 6081 0 BALL CORP COM 058498106 183 3993 SH DEFINED 01 05 0 3993 0 BALLY TOTAL FITNESS COM 05873K108 2309 78403 SH DEFINED 01 78403 0 0 HALIFAX GROU COM 0593395 54 5272 SH DEFINED 01 10 5272 0 0 BANCO BILBAO VIZ ARG COM 059455998 44278 3241971 SH DEFINED 01 3241971 0 0 BANCO BILBAO VIZ ARG COM 059455998 6406 469012 SH DEFINED 01 03 0 469012 0 BANCO BILBAO VIZ ARG COM 059455998 29957 2193417 SH DEFINED 01 05 0 2193417 0 BANCO SANTANDER CNTR HISP COM 059469999 18871 2062591 SH DEFINED 01 2062591 0 0 BANCO SANTANDER CNTR HISP COM 059469999 6999 765003 SH DEFINED 01 03 0 765003 0 BANCO SANTANDER CNTR HISP COM 059469999 25727 2811927 SH DEFINED 01 05 0 2811927 0 BANCO ITAU PREFERRED COM 059615997 6720 85914500 SH DEFINED 01 85914500 0 0 BANCO ITAU PREFERRED COM 059615997 134 1708000 SH DEFINED 01 05 0 1708000 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 4612 4486700 SH DEFINED 01 4486700 0 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 85 82700 SH DEFINED 01 05 0 82700 0 BANCORPSOUTH INC COM 059692103 9 605 SH DEFINED 01 605 0 0 BANCWEST CORP NEW COM 059790105 10 403 SH DEFINED 01 403 0 0 BANDAG INC. COM 059815100 1 50 SH DEFINED 01 02 0 50 0 BANDAG, INC. COM 059815100 1344 50137 SH DEFINED 01 50137 0 0 BANDAG, INC. COM 059815100 48 1800 SH DEFINED 01 05 0 1800 0 BANDWIDTH9 SER F PFD PRF 0600001A4 13000 1413043 SH DEFINED 01 1413043 0 0 BANGOR HYDRO ELEC CO COM 060077104 584 22254 SH DEFINED 01 22254 0 0 BANK OF AMERICA CORP COM 060505104 16535 302000 SH DEFINED 01 0 302000 0 BANK OF AMERICA CORP COM 060505104 153642 2806265 SH DEFINED 01 2806265 0 0 BANK OF AMERICA CORP COM 060505104 106595 1946985 SH DEFINED 01 02 0 1946985 0 BANK OF AMERICA CORP COM 060505104 26977 492711 SH DEFINED 01 03 0 492711 0 BANK OF AMERICA CORP COM 060505104 91759 1675977 SH DEFINED 01 05 0 1675977 0 CADBURY SCHW COM 0610700 30 4753 SH DEFINED 01 10 4753 0 0 INTERNATIONAL POWER COM 0632016 10 2704 SH DEFINED 01 10 2704 0 0 BANK OF NEW YORK COM 064057102 7144 145076 SH DEFINED 01 145076 0 0 BANK OF NEW YORK COM 064057102 32377 657560 SH DEFINED 01 02 0 657560 0 BANK OF NEW YORK COM 064057102 11859 240823 SH DEFINED 01 03 0 240823 0 BANK OF NEW YORK COM 064057102 824 16738 SH DEFINED 01 05 0 16738 0 BANK OF TOKYO MITSUBISHI COM 064215999 2274 254000 SH DEFINED 01 03 0 254000 0 BANK ONE CORP COM 06423A103 11252 311000 SH DEFINED 01 0 311000 0 BANK ONE CORP COM 06423A103 18645 515346 SH DEFINED 01 515346 0 0 BANK ONE CORP COM 06423A103 611 16875 SH DEFINED 01 02 0 16875 0 BANK ONE CORP COM 06423A103 10454 288939 SH DEFINED 01 03 0 288939 0 BANK ONE CORP COM 06423A103 90107 2490509 SH DEFINED 01 05 0 2490509 0 BANK ONE CORP PFD B PRF 06423A202 2449 29500 SH DEFINED 01 0 29500 0 BANK ONE CORP PFD C PRF 06423A301 1890 20000 SH DEFINED 01 0 20000 0 UTD UTILITIE COM 0646233 11 1301 SH DEFINED 01 10 1301 0 0 BANKNORTH GROUP INC COM 06646R107 72 3633 SH DEFINED 01 3633 0 0 BANKNORTH GROUP INC COM 06646R107 5 228 SH DEFINED 01 02 0 228 0 PACE MICRO 144A COM 0667278 3 528 SH DEFINED 01 10 528 0 0 BANTA CORP COM 066821109 15 640 SH DEFINED 01 640 0 0 C R BARD INC COM 067383109 30 644 SH DEFINED 01 644 0 0 C R BARD INC COM 067383109 545 12005 SH DEFINED 01 03 0 12005 0 C R BARD INC COM 067383109 8 167 SH DEFINED 01 05 0 167 0 BANK SINOPAC TW;2839/T COM 067752998 4434 8825000 SH DEFINED 01 8825000 0 0 PEARSON COM 0677608 32 1856 SH DEFINED 01 10 1856 0 0 BARNES & NOBLE COM 067774109 4530 189531 SH DEFINED 01 189531 0 0 BARNES & NOBLE COM 067774109 5 200 SH DEFINED 01 02 0 200 0 BARNES & NOBLE COM 067774109 153 6400 SH DEFINED 01 05 0 6400 0 BARNES GROUP COM 067806109 1069 56278 SH DEFINED 01 56278 0 0 BARNESANDNOBLE.COM COM 067846105 0 105 SH DEFINED 01 105 0 0 BARRICK GOLD INC COM 067901108 2207 154392 SH DEFINED 01 154392 0 0 BARRICK GOLD INC COM 067901108 1398 97855 SH DEFINED 01 03 0 97855 0 BARRICK GOLD INC COM 067901108 19 1303 SH DEFINED 01 05 0 1303 0 UNIQ PLC COM 0679024 1 526 SH DEFINED 01 10 526 0 0 P & O COM 0680048 6 1520 SH DEFINED 01 10 1520 0 0 BARON ASSET COM 068278100 77459 1706909 SH DEFINED 01 03 0 1706909 0 BARPLATS INVESTMENTS LTD COM 068299999 317 1000000 SH DEFINED 01 1000000 0 0 BARR LABORATORIES COM 068306109 2790 48802 SH DEFINED 01 48802 0 0 BARR LABORATORIES COM 068306109 6 100 SH DEFINED 01 02 0 100 0 BARR LABORATORIES COM 068306109 172 3000 SH DEFINED 01 05 0 3000 0 BARRA INC COM 068313105 7116 131788 SH DEFINED 01 131788 0 0 BARRA INC COM 068313105 5 100 SH DEFINED 01 02 0 100 0 BARRA INC COM 068313105 154 2850 SH DEFINED 01 05 0 2850 0 BARRETT RESOURCES CO COM 068480201 6061 100920 SH DEFINED 01 100920 0 0 PILKINGTON COM 0688462 4 2433 SH DEFINED 01 10 2433 0 0 SCOT POWER COM 0690070 29 4291 SH DEFINED 01 10 4291 0 0 BASF COM 069730992 2812 70688 SH DEFINED 01 03 0 70688 0 BASSETT FURN IND. COM 070203104 453 35541 SH DEFINED 01 35541 0 0 PSION PLC COM 0709545 2 1000 SH DEFINED 01 10 1000 0 0 PRUDENTIAL COM 0709954 52 4831 SH DEFINED 01 10 4831 0 0 BAUSCH & LOMB COM 071707103 457 10000 SH DEFINED 01 0 10000 0 BAUSCH & LOMB COM 071707103 31 680 SH DEFINED 01 680 0 0 BAUSCH & LOMB COM 071707103 585 12823 SH DEFINED 01 03 0 12823 0 BAUSCH & LOMB COM 071707103 8 175 SH DEFINED 01 05 0 175 0 BAXTER INTL INC COM 071813109 15815 168000 SH DEFINED 01 0 168000 0 BAXTER INTL INC COM 071813109 155115 1647709 SH DEFINED 01 1647709 0 0 BAXTER INTL INC COM 071813109 72539 770470 SH DEFINED 01 02 0 770470 0 BAXTER INTL INC COM 071813109 10144 107746 SH DEFINED 01 03 0 107746 0 BAXTER INTL INC COM 071813109 17868 189812 SH DEFINED 01 05 0 189812 0 RIO TINTO COM 0718875 43 2495 SH DEFINED 01 10 2495 0 0 VODAFONE GROUP PLC COM 0719210 433 157762 SH DEFINED 01 10 157762 0 0 RAILTRACK GR COM 0721293 12 1198 SH DEFINED 01 10 1198 0 0 RANK GROUP COM 0724076 4 1688 SH DEFINED 01 10 1688 0 0 RMC GROUP COM 0726641 5 569 SH DEFINED 01 10 569 0 0 BAYCORP HOLDINGS LTD COM 072728108 0 28 SH DEFINED 01 05 0 28 0 REED COM 0730835 28 3022 SH DEFINED 01 10 3022 0 0 RENTOKIL INI COM 0732712 14 5118 SH DEFINED 01 10 5118 0 0 BE AEROSPACE COM 073302101 1417 77111 SH DEFINED 01 77111 0 0 BE FREE INC COM 073308108 0 110 SH DEFINED 01 110 0 0 BEA SYSTEMS INC COM 073325102 61027 2077525 SH DEFINED 01 2077525 0 0 BEA SYSTEMS INC COM 073325102 2 76 SH DEFINED 01 02 0 76 0 BEA SYSTEMS INC COM 073325102 14846 505400 SH DEFINED 01 05 0 505400 0 BEAR STEARNS COM 073902108 1024 22374 SH DEFINED 01 22374 0 0 BEAR STEARNS COM 073902108 1514 33090 SH DEFINED 01 03 0 33090 0 BEAR STEARNS COM 073902108 16 351 SH DEFINED 01 05 0 351 0 ROYAL BK SCO COM 0754783 146 6402 SH DEFINED 01 10 6402 0 0 BEBE STORES INC COM 075571109 2 102 SH DEFINED 01 102 0 0 BECKMAN COULTER INC COM 075811109 61 1540 SH DEFINED 01 1540 0 0 BECTON DICKINSON COM 075887109 119 3377 SH DEFINED 01 3377 0 0 BECTON DICKINSON COM 075887109 2204 62413 SH DEFINED 01 03 0 62413 0 BECTON DICKINSON COM 075887109 30 844 SH DEFINED 01 05 0 844 0 BED BATH & BEYOND IN COM 075896100 639 26000 SH DEFINED 01 0 26000 0 BED BATH & BEYOND IN COM 075896100 18856 767619 SH DEFINED 01 767619 0 0 BED BATH & BEYOND IN COM 075896100 140 5685 SH DEFINED 01 02 0 5685 0 BED BATH & BEYOND IN COM 075896100 1728 70349 SH DEFINED 01 03 0 70349 0 BED BATH & BEYOND IN COM 075896100 25347 1031931 SH DEFINED 01 05 0 1031931 0 SAINSBURY(J) COM 0767640 25 4514 SH DEFINED 01 10 4514 0 0 BEL FUSE INC COM 077347300 748 32100 SH DEFINED 01 32100 0 0 BELDEN INC COM 077459105 4246 211787 SH DEFINED 01 211787 0 0 BELDEN INC COM 077459105 4 210 SH DEFINED 01 02 0 210 0 BELDEN INC COM 077459105 89 4450 SH DEFINED 01 05 0 4450 0 BELL & HOWELL CO NEW COM 077852101 1 61 SH DEFINED 01 61 0 0 BELL MICRPROD INC COM 078137106 1542 136290 SH DEFINED 01 136290 0 0 BELL MICRPROD INC COM 078137106 67 5900 SH DEFINED 01 05 0 5900 0 BP AMOCO COM 0798059 457 55185 SH DEFINED 01 10 55185 0 0 SSL INTERNATIONAL COM 0798112 3 402 SH DEFINED 01 10 402 0 0 BELL SOUTH COM 079860102 6759 165184 SH DEFINED 01 0 165184 0 BELL SOUTH COM 079860102 248644 6076347 SH DEFINED 01 6076347 0 0 BELL SOUTH COM 079860102 28684 700985 SH DEFINED 01 02 0 700985 0 BELL SOUTH COM 079860102 24471 598029 SH DEFINED 01 03 0 598029 0 BELL SOUTH COM 079860102 1805 44123 SH DEFINED 01 05 0 44123 0 SAGE GROUP PLC COM 0802165 11 3029 SH DEFINED 01 10 3029 0 0 BELO CORP COM 080555105 45 2754 SH DEFINED 01 2754 0 0 INVENSYS COM 0807041 16 8574 SH DEFINED 01 10 8574 0 0 SLOUGH ESTAT COM 0814104 5 897 SH DEFINED 01 10 897 0 0 BEMIS CO. COM 081437105 23 716 SH DEFINED 01 716 0 0 BEMIS CO. COM 081437105 397 12007 SH DEFINED 01 03 0 12007 0 BEMIS CO. COM 081437105 6 174 SH DEFINED 01 05 0 174 0 BENCHMARK ELECTRONIC COM 08160H101 1151 59011 SH DEFINED 01 59011 0 0 BENEDEK COM WARRANTS EXP 7-01- COM 08170W114 140 70000 SH DEFINED 01 70000 0 0 BENEDEK COMM PIK PFD 11.5 05 PRF 08170W601 1855 7000 SH DEFINED 01 7000 0 0 BENEDEK COMM PIK PFD 11.5 05 PRF 08170W601 265 1000 SH DEFINED 01 05 0 1000 0 SMITHS GROUP COM 0818270 14 1293 SH DEFINED 01 10 1293 0 0 GRANADA PLC COM 0827566 17 6739 SH DEFINED 01 10 6739 0 0 CORUS GROUP COM 0828053 7 7377 SH DEFINED 01 10 7377 0 0 BERGEN BRUNSWIG CL A COM 083739102 3431 206675 SH DEFINED 01 206675 0 0 BERGEN BRUNSWIG CL A COM 083739102 6 390 SH DEFINED 01 02 0 390 0 BERGEN BRUNSWIG CL A COM 083739102 124 7500 SH DEFINED 01 05 0 7500 0 ANGLIAN WATE COM 0843443 5 594 SH DEFINED 01 10 594 0 0 WR BERKLEY COM 084423102 4 90 SH DEFINED 01 90 0 0 BERKSHIRE HATHAWAY I COM 084670108 131 2 SH DEFINED 01 2 0 0 BERKSHIRE HATHAWAY B COM 084670207 85 39 SH DEFINED 01 39 0 0 BEST BUY CO COM 086516101 324 9000 SH DEFINED 01 0 9000 0 BEST BUY CO COM 086516101 11786 327739 SH DEFINED 01 327739 0 0 BEST BUY CO COM 086516101 152 4228 SH DEFINED 01 02 0 4228 0 BEST BUY CO COM 086516101 1846 51326 SH DEFINED 01 03 0 51326 0 BEST BUY CO COM 086516101 28451 791183 SH DEFINED 01 05 0 791183 0 BESTEL WTS 5/15/05 COM 08658T112 480 4000 SH DEFINED 01 4000 0 0 BESTEL WTS 5/15/05 COM 08658T112 120 1000 SH DEFINED 01 05 0 1000 0 LLOYDS TSB G COM 0870612 130 13189 SH DEFINED 01 10 13189 0 0 BETHLEHEM STEEL COM 087509105 1 317 SH DEFINED 01 317 0 0 TATE & LYLE COM 0875413 3 996 SH DEFINED 01 10 996 0 0 BG COM 0876289 32 8236 SH DEFINED 01 10 8236 0 0 MARCONI COM 0877431 31 6498 SH DEFINED 01 10 6498 0 0 TAYLOR WOODR COM 0878230 2 879 SH DEFINED 01 10 879 0 0 BEVERLY ENTERPRISES COM 087851309 91 11416 SH DEFINED 01 11416 0 0 TESCO COM 0884709 60 16752 SH DEFINED 01 10 16752 0 0 3I GROUP PLC COM 0888693 22 1400 SH DEFINED 01 10 1400 0 0 BILLSERV.COM, INC. COM 090181108 77 35700 SH DEFINED 01 35700 0 0 BINDVIEW DEVEL CORP COM 090327107 0 150 SH DEFINED 01 150 0 0 BILLITON PLC ORD COM 090525999 5094 1124900 SH DEFINED 01 1124900 0 0 BILLITON PLC ORD COM 090525999 91 20000 SH DEFINED 01 05 0 20000 0 BILLITON PLC (UK) COM 090527995 2628 580439 SH DEFINED 01 580439 0 0 BIO TECH GENERAL COM 090578105 1035 165919 SH DEFINED 01 165919 0 0 BIOGEN INC COM 090597105 32006 505526 SH DEFINED 01 505526 0 0 BIOGEN INC COM 090597105 69600 1099353 SH DEFINED 01 02 0 1099353 0 BIOGEN INC COM 090597105 7782 122937 SH DEFINED 01 03 0 122937 0 BIOGEN INC COM 090597105 278 4387 SH DEFINED 01 05 0 4387 0 BIOMET COM 090613100 69351 1760582 SH DEFINED 01 1760582 0 0 BIOMET COM 090613100 3276 83158 SH DEFINED 01 02 0 83158 0 BIOMET COM 090613100 6420 162994 SH DEFINED 01 03 0 162994 0 BIOMET COM 090613100 23559 598087 SH DEFINED 01 05 0 598087 0 BIOMARIN PHARMACEUTI COM 09061G101 1 125 SH DEFINED 01 125 0 0 BIRCH TELECOM WTS COM 09069B112 768 14000 SH DEFINED 01 14000 0 0 BIRCH TELECOM WTS COM 09069B112 110 2000 SH DEFINED 01 05 0 2000 0 BIOSITE DIAGNOSTIC COM 090945106 4 100 SH DEFINED 01 02 0 100 0 BLACK & DECKER COM 091797100 38 1036 SH DEFINED 01 1036 0 0 BLACK & DECKER COM 091797100 672 18278 SH DEFINED 01 03 0 18278 0 BLACK & DECKER COM 091797100 10 267 SH DEFINED 01 05 0 267 0 BLACK BOX CORP COM 091826107 2586 58030 SH DEFINED 01 58030 0 0 BLACK HILLS CORP COM 092113109 1167 25518 SH DEFINED 01 25518 0 0 SMITH AND NEPHEW PLC COM 0922320 9 2150 SH DEFINED 01 10 2150 0 0 GLAXOSMITHKLINE COM 0925288 397 15177 SH DEFINED 01 10 15177 0 0 COATS VIYELLA COM 0927057 1 1562 SH DEFINED 01 10 1562 0 0 EW BLANCH COM 093210102 72 9000 SH DEFINED 01 0 9000 0 EW BLANCH COM 093210102 312 39266 SH DEFINED 01 39266 0 0 EIDOS COM 0934897 1 215 SH DEFINED 01 10 215 0 0 BLOCK H&R INC COM 093671105 59 1167 SH DEFINED 01 1167 0 0 BLOCK H&R INC COM 093671105 1400 27965 SH DEFINED 01 03 0 27965 0 BLOCK H&R INC COM 093671105 15 301 SH DEFINED 01 05 0 301 0 DE LA RUE COM 0938059 2 418 SH DEFINED 01 10 418 0 0 BLUE MARTINI SFTWARE COM 095698106 1 378 SH DEFINED 01 378 0 0 INNOGY HOLDINGS PLC COM 0959403 1 204 SH DEFINED 01 10 204 0 0 GREAT PORTLA COM 0962951 2 494 SH DEFINED 01 10 494 0 0 P&0 PRINCESS CRUISES COM 0963590 6 1520 SH DEFINED 01 10 1520 0 0 BLYTH INC COM 09643P108 33 1445 SH DEFINED 01 1445 0 0 BOB EVANS FARMS COM 096761101 16 916 SH DEFINED 01 916 0 0 BOCA RESORTS INC COM 09688T106 2 199 SH DEFINED 01 199 0 0 BOCA RESORTS INC COM 09688T106 5960 513800 SH DEFINED 01 05 0 513800 0 BOEING COM 097023105 15306 274750 SH DEFINED 01 02 0 274750 0 BOEING STOCK COM 097023105 153140 2748879 SH DEFINED 01 2748879 0 0 BOEING STOCK COM 097023105 15207 272984 SH DEFINED 01 03 0 272984 0 BOEING STOCK COM 097023105 44872 805444 SH DEFINED 01 05 0 805444 0 WIMPEY (GEORGE) COM 0971344 2 813 SH DEFINED 01 10 813 0 0 BOISE CASCADE COM 097383103 26 839 SH DEFINED 01 839 0 0 BOISE CASCADE COM 097383103 414 13193 SH DEFINED 01 03 0 13193 0 BOISE CASCADE COM 097383103 6 188 SH DEFINED 01 05 0 188 0 WPP GROUP PLC COM 0974042 31 2895 SH DEFINED 01 10 2895 0 0 WOLSELEY COM 0976402 8 1347 SH DEFINED 01 10 1347 0 0 LATTICE GROUP PLC COM 0976640 16 8236 SH DEFINED 01 10 8236 0 0 BOMBARDIER CL B SAB CA;BBD.B/ COM 097751200 41469 2995369 SH DEFINED 01 2995369 0 0 BOMBARDIER CL B SAB CA;BBD.B/ COM 097751200 7050 509194 SH DEFINED 01 03 0 509194 0 BOMBARDIER CL B SAB CA;BBD.B/ COM 097751200 27885 2014172 SH DEFINED 01 05 0 2014172 0 ASTRAZENECA COM 0989529 206 4310 SH DEFINED 01 10 4310 0 0 BOOTS & COOTS INTL W COM 099469108 48 62600 SH DEFINED 01 62600 0 0 BORDERS GROUP INC. COM 099709107 2936 174417 SH DEFINED 01 174417 0 0 BORDERS GROUP INC. COM 099709107 6 350 SH DEFINED 01 02 0 350 0 BORDERS GROUP INC. COM 099709107 173 10300 SH DEFINED 01 05 0 10300 0 BORG WARNER INC COM 099724106 29 722 SH DEFINED 01 722 0 0 BOSTON COMMUNICATION COM 100582105 376 51005 SH DEFINED 01 51005 0 0 BOSTON PRIVATE FINL COM 101119105 176 9900 SH DEFINED 01 9900 0 0 BOSTON PROPERTIES IN COM 101121101 7 182 SH DEFINED 01 182 0 0 BOSTON SCIENTIFIC COM 101137107 35727 1770377 SH DEFINED 01 1770377 0 0 BOSTON SCIENTIFIC COM 101137107 191 9500 SH DEFINED 01 02 0 9500 0 BOSTON SCIENTIFIC COM 101137107 3201 158594 SH DEFINED 01 03 0 158594 0 BOSTON SCIENTIFIC COM 101137107 17069 845834 SH DEFINED 01 05 0 845834 0 BOWATER INC COM 102183100 935 19713 SH DEFINED 01 19713 0 0 BOWNE & CO COM 103043105 1109 100378 SH DEFINED 01 100378 0 0 BOYD GAMING CORP COM 103304101 0 110 SH DEFINED 01 110 0 0 BOYD GAMING CORP COM 103304101 2 630 SH DEFINED 01 02 0 630 0 BOYDS COLLECTION LTD COM 103354106 2 158 SH DEFINED 01 158 0 0 BRADY CORP - CL A COM 104674106 2317 68749 SH DEFINED 01 68749 0 0 BRANCOTE HOLDINGS PLC COM 105210991 782 400000 SH DEFINED 01 400000 0 0 BRAUN CONSULTING INC COM 105651103 1 250 SH DEFINED 01 03 0 250 0 BREAKWAY SOLUTIONS COM 106372105 0 132 SH DEFINED 01 132 0 0 BRIGGS & STRATTON COM 109043109 10 275 SH DEFINED 01 275 0 0 BRIGGS & STRATTON COM 109043109 163 4250 SH DEFINED 01 03 0 4250 0 BRIGGS & STRATTON COM 109043109 3 71 SH DEFINED 01 05 0 71 0 BRIGHT POINT COM 109473108 405 168193 SH DEFINED 01 168193 0 0 BRINKER INT'L INC COM 109641100 2598 93085 SH DEFINED 01 02 0 93085 0 BRINKER INT`L INC COM 109641100 37524 1344475 SH DEFINED 01 1344475 0 0 BRINKER INT`L INC COM 109641100 3934 140950 SH DEFINED 01 03 0 140950 0 BRIO TECHNOLOGY COM 109704106 0 49 SH DEFINED 01 49 0 0 BRISTOL MYERS SQUIBB COM 110122108 332980 5605722 SH DEFINED 01 5605722 0 0 BRISTOL MYERS SQUIBB COM 110122108 80079 1348096 SH DEFINED 01 02 0 1348096 0 BRISTOL MYERS SQUIBB COM 110122108 29695 499928 SH DEFINED 01 03 0 499928 0 BRISTOL MYERS SQUIBB COM 110122108 54617 919480 SH DEFINED 01 05 0 919480 0 BROADBASE SOFTWARE COM 11130R100 0 112 SH DEFINED 01 112 0 0 BROADCOM CORP COM 111320107 34996 1210963 SH DEFINED 01 1210963 0 0 BROADCOM CORP COM 111320107 1674 57913 SH DEFINED 01 03 0 57913 0 BROADCOM CORP COM 111320107 969 33521 SH DEFINED 01 05 0 33521 0 BROADVISION INC COM 111412102 371 69366 SH DEFINED 01 69366 0 0 BROADVISION INC COM 111412102 353 66065 SH DEFINED 01 03 0 66065 0 BROADVISION INC COM 111412102 5 885 SH DEFINED 01 05 0 885 0 BROADWING INC COM 111620100 9352 488347 SH DEFINED 01 488347 0 0 BROCADE COMMUNICATIO COM 111621108 67167 3215286 SH DEFINED 01 3215286 0 0 BROCADE COMMUNICATIO COM 111621108 190 9099 SH DEFINED 01 02 0 9099 0 BROCADE COMMUNICATIO COM 111621108 21074 1008760 SH DEFINED 01 05 0 1008760 0 BROOKS AUTOMATION COM 11434A100 2251 56634 SH DEFINED 01 56634 0 0 BROOKTROUT INC COM 114580103 231 37294 SH DEFINED 01 37294 0 0 BROWN & BROWN INC COM 115236101 4 120 SH DEFINED 01 120 0 0 BROWN FORMAN CL B COM 115637209 54 866 SH DEFINED 01 866 0 0 BROWN FORMAN CL B COM 115637209 975 15736 SH DEFINED 01 03 0 15736 0 BROWN FORMAN CL B COM 115637209 14 225 SH DEFINED 01 05 0 225 0 BROWN (TOM) INC COM 115660201 6531 197891 SH DEFINED 01 197891 0 0 BROWN (TOM) INC COM 115660201 6 190 SH DEFINED 01 02 0 190 0 BROWN (TOM) INC COM 115660201 109 3300 SH DEFINED 01 05 0 3300 0 BROWN GROUP INC COM 115736100 1005 53333 SH DEFINED 01 53333 0 0 BROWN SHOE CO INC COM 115736100 6 310 SH DEFINED 01 02 0 310 0 BRUNSWICK CORP COM 117043109 23 1155 SH DEFINED 01 1155 0 0 BRUNSWICK CORP COM 117043109 376 19178 SH DEFINED 01 03 0 19178 0 BRUNSWICK CORP COM 117043109 6 287 SH DEFINED 01 05 0 287 0 BRUSH ENGINEERED MATERIALS COM 117421107 934 50069 SH DEFINED 01 50069 0 0 BSQUARE CORP COM 11776U102 1 100 SH DEFINED 01 100 0 0 BUCKEYE PARTNERS LP COM 118230101 7 204 SH DEFINED 01 204 0 0 BUCKEYE TECHNOLOGIE COM 118255108 1199 104257 SH DEFINED 01 104257 0 0 BUHRMANN N.V. COM 120075999 3128 121204 SH DEFINED 01 03 0 121204 0 BLDG MATERIAL HOLD BMHC COM 120113105 379 38771 SH DEFINED 01 38771 0 0 BURLINGTON COAT FACT COM 121579106 2639 133984 SH DEFINED 01 133984 0 0 BURLINGTON N SANTA COM 12189T104 123258 4057202 SH DEFINED 01 4057202 0 0 BURLINGTON N SANTA COM 12189T104 35 1153 SH DEFINED 01 02 0 1153 0 BURLINGTON N SANTA COM 12189T104 3866 127279 SH DEFINED 01 03 0 127279 0 BURLINGTON N SANTA COM 12189T104 14126 464970 SH DEFINED 01 05 0 464970 0 BURLINGTON RESOURCES COM 122014103 2551 57000 SH DEFINED 01 0 57000 0 BURLINGTON RESOURCES COM 122014103 127 2844 SH DEFINED 01 2844 0 0 BURLINGTON RESOURCES COM 122014103 2347 52454 SH DEFINED 01 03 0 52454 0 BURLINGTON RESOURCES COM 122014103 33594 750709 SH DEFINED 01 05 0 750709 0 BUSINESS OBJECTS SA-SP ADR COM 12328X107 32 1050 SH DEFINED 01 1050 0 0 BUTLER MFG CO DEL COM 123655102 444 19319 SH DEFINED 01 19319 0 0 BUY.COM INC COM 124269101 0 368 SH DEFINED 01 368 0 0 C&D TECHNOLOGY COM 124661109 2196 79564 SH DEFINED 01 79564 0 0 CBL & ASSOCIATES COM 124830100 2 87 SH DEFINED 01 87 0 0 CBRL GROUP INC COM 12489V106 26 1411 SH DEFINED 01 1411 0 0 CBRL GROUP INC COM 12489V106 5 300 SH DEFINED 01 02 0 300 0 C-BRIDGE INTERNET COM 12500B105 94 50000 SH DEFINED 01 50000 0 0 C-COR.NET CORPORATION COM 125010108 654 97719 SH DEFINED 01 97719 0 0 C-CUBE MICROSYSTEMS COM 12501N108 4 310 SH DEFINED 01 02 0 310 0 C-CUBE MICROSYSTEMS INC-NEW COM 12501N108 1839 149387 SH DEFINED 01 149387 0 0 CDI CORP COM 125071100 751 57735 SH DEFINED 01 57735 0 0 CDW COMPUTER CENTERS COM 125129106 933 30103 SH DEFINED 01 30103 0 0 CDW COMPUTER CENTERS COM 125129106 85 2750 SH DEFINED 01 02 0 2750 0 CEC ENTERTAINMENT COM 125137109 9075 204612 SH DEFINED 01 204612 0 0 CEC ENTERTAINMENT COM 125137109 200 4500 SH DEFINED 01 05 0 4500 0 CHINA EVERBRIGHT (0165) COM 12541A991 5103 5896000 SH DEFINED 01 5896000 0 0 CHINA EVERBRIGHT (0165) COM 12541A991 97 112000 SH DEFINED 01 05 0 112000 0 CH ENERGY GROUP INC COM 12541M102 2225 50289 SH DEFINED 01 50289 0 0 CH ROBINSON WORLDWID COM 12541W100 56 2054 SH DEFINED 01 2054 0 0 CIGNA CORP COM 125509109 72150 672037 SH DEFINED 01 672037 0 0 CIGNA CORP COM 125509109 5906 55013 SH DEFINED 01 03 0 55013 0 CIGNA CORP COM 125509109 773 7209 SH DEFINED 01 05 0 7209 0 C.I.T. GROUP CL A COM 125577106 100 3459 SH DEFINED 01 3459 0 0 C.I.T. GROUP CL A COM 125577106 2146 74298 SH DEFINED 01 03 0 74298 0 C.I.T. GROUP CL A COM 125577106 8545 295862 SH DEFINED 01 05 0 295862 0 CLECO CORP COM 12561W105 2935 64570 SH DEFINED 01 64570 0 0 CLECO CORP COM 12561W105 3 60 SH DEFINED 01 02 0 60 0 CLECO CORP COM 12561W105 173 3800 SH DEFINED 01 05 0 3800 0 CMGI INC COM 125750109 18 7361 SH DEFINED 01 7361 0 0 CMS ENERGY CORP COM 125896100 51 1738 SH DEFINED 01 1738 0 0 CMS ENERGY CORP COM 125896100 955 32259 SH DEFINED 01 03 0 32259 0 CMS ENERGY CORP COM 125896100 13 431 SH DEFINED 01 05 0 431 0 CPI CORP COM 125902106 453 22918 SH DEFINED 01 22918 0 0 CPI CORP COM 125902106 2640 133658 SH DEFINED 01 03 0 133658 0 CSK AUTO CORP COM 125965103 1 102 SH DEFINED 01 102 0 0 CNA FINANCIAL COM 126117100 14 386 SH DEFINED 01 386 0 0 CNA SURETY CORP COM 12612L108 4 270 SH DEFINED 01 02 0 270 0 CNF TRUST SER A CVT PRF 12612V205 26132 587220 SH DEFINED 01 587220 0 0 CNF TRUST SER A CVT PRF 12612V205 2113 47500 SH DEFINED 01 05 0 47500 0 CNF INC COM 12612W104 41 1425 SH DEFINED 01 1425 0 0 CNF INC COM 12612W104 6 200 SH DEFINED 01 02 0 200 0 CN NATLOFFSHORE OIL (CNOOC) COM 126130996 3589 4057000 SH DEFINED 01 4057000 0 0 CN NATLOFFSHORE OIL (CNOOC) COM 126130996 67 75500 SH DEFINED 01 05 0 75500 0 CNOOC LTD COM 126132109 19448 1105000 SH DEFINED 01 1105000 0 0 CNOOC LTD COM 126132109 87 4954 SH DEFINED 01 02 0 4954 0 CNOOC LTD COM 126132109 19536 1110000 SH DEFINED 01 05 0 1110000 0 CNET NETWORKS INC COM 12613R104 40 3592 SH DEFINED 01 3592 0 0 CRA-RIOTINTO LTD COM 126169994 3472 219100 SH DEFINED 01 03 0 219100 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 43493 399940 SH DEFINED 01 399940 0 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 14745 135586 SH DEFINED 01 05 0 135586 0 CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 20017 181976 SH DEFINED 01 181976 0 0 CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 4843 44034 SH DEFINED 01 05 0 44034 0 CSG SYSTEMS COM 126349109 53 1296 SH DEFINED 01 1296 0 0 CSX CORP COM 126408103 37166 1102822 SH DEFINED 01 1102822 0 0 CSX CORP COM 126408103 1739 51598 SH DEFINED 01 03 0 51598 0 CSX CORP COM 126408103 24 700 SH DEFINED 01 05 0 700 0 CTC COMMUNICATIONS G COM 126419100 30 4800 SH DEFINED 01 4800 0 0 CTS CORP COM 126501105 1741 83903 SH DEFINED 01 83903 0 0 CTS CORP COM 126501105 2 90 SH DEFINED 01 02 0 90 0 CUNO INC COM 126583103 1432 49386 SH DEFINED 01 49386 0 0 CVB FINL CORP COM 126600105 2 110 SH DEFINED 01 110 0 0 CVS CV PFD 6.00% PRF 126645209 19000 200000 SH DEFINED 01 200000 0 0 CVS CORP COM 126650100 9471 161925 SH DEFINED 01 0 161925 0 CVS CORP COM 126650100 21200 362471 SH DEFINED 01 362471 0 0 CVS CORP COM 126650100 19924 340617 SH DEFINED 01 02 0 340617 0 CVS CORP COM 126650100 7742 132361 SH DEFINED 01 03 0 132361 0 CVS CORP COM 126650100 112052 1915740 SH DEFINED 01 05 0 1915740 0 CV THERAPEUTICS INC COM 126667104 109 3288 SH DEFINED 01 3288 0 0 CABLEVISION SYSTEMS-NY GROUP-A COM 12686C109 19 277 SH DEFINED 01 277 0 0 CABLEVISION SYSTEMS CORPORATIO COM 12686C844 4 138 SH DEFINED 01 138 0 0 CABLETRON SYSTEMS COM 126920107 29 2315 SH DEFINED 01 2315 0 0 CABLETRON SYSTEMS COM 126920107 1194 92613 SH DEFINED 01 03 0 92613 0 CABLETRON SYSTEMS COM 126920107 164 12706 SH DEFINED 01 05 0 12706 0 CABLE DESIGN TECH COM 126924109 1773 132324 SH DEFINED 01 132324 0 0 CABLE DESIGN TECH COM 126924109 5 385 SH DEFINED 01 02 0 385 0 CABLE SATIFACTION INTL WT EXP COM 126934116 76 7565 SH DEFINED 01 7565 0 0 CABLE SATIFACTION INTL WT EXP COM 126934116 16 1585 SH DEFINED 01 05 0 1585 0 CACHEFLOW INC COM 126946102 1 159 SH DEFINED 01 159 0 0 CABOT CORPORATION COM 127055101 54 1707 SH DEFINED 01 1707 0 0 CABOT INDUSTRIAL TRU COM 127072106 2 105 SH DEFINED 01 105 0 0 CABOT OIL & GAS CORP COM 127097103 3464 128308 SH DEFINED 01 128308 0 0 CABOT OIL & GAS CORP COM 127097103 3 100 SH DEFINED 01 02 0 100 0 CABOT MICROELECTRONI COM 12709P103 1835 41696 SH DEFINED 01 41696 0 0 CABOT MICROELECTRONI COM 12709P103 5 110 SH DEFINED 01 02 0 110 0 CABOT MICROELECTRONI COM 12709P103 70 1600 SH DEFINED 01 05 0 1600 0 CACI INTERNATIONAL COM 127190304 921 34125 SH DEFINED 01 34125 0 0 CADENCE DESIGN SYS COM 127387108 1128 60968 SH DEFINED 01 60968 0 0 CAL DIVE INTL INC COM 127914109 2752 108448 SH DEFINED 01 108448 0 0 CALDERA SYSTEMS INC COM 128780103 0 120 SH DEFINED 01 120 0 0 CALICO COMMERCE COM 129897104 0 100 SH DEFINED 01 100 0 0 CALIENT NETWK D PFD PRF 130500XX4 15000 2076124 SH DEFINED 01 05 0 2076124 0 CALIF PIZZA KITCHEN COM 13054D109 167 5900 SH DEFINED 01 5900 0 0 CALIPER TECH CORP COM 130876105 1 61 SH DEFINED 01 61 0 0 CALLAWAY GOLF CO COM 131193104 122 5518 SH DEFINED 01 5518 0 0 CALLAWAY GOLF CO COM 131193104 4 200 SH DEFINED 01 02 0 200 0 CALPINE CORP COM 131347106 5342 97000 SH DEFINED 01 0 97000 0 CALPINE CORP COM 131347106 236579 4296008 SH DEFINED 01 4296008 0 0 CALPINE CORP COM 131347106 155683 2827042 SH DEFINED 01 02 0 2827042 0 CALPINE CORP COM 131347106 11144 202370 SH DEFINED 01 03 0 202370 0 CALPINE CORP COM 131347106 138213 2509778 SH DEFINED 01 05 0 2509778 0 CAMBREX CORP COM 132011107 7622 183451 SH DEFINED 01 183451 0 0 CAMBREX CORP COM 132011107 5 130 SH DEFINED 01 02 0 130 0 CAMBREX CORP COM 132011107 183 4400 SH DEFINED 01 05 0 4400 0 CAMBRDG TECH PRNTS COM 132524109 1 155 SH DEFINED 01 155 0 0 CAMDEN PROP TRUST COM 133131102 2479 74592 SH DEFINED 01 74592 0 0 CAMDEN PROP TRUST COM 133131102 150 4500 SH DEFINED 01 05 0 4500 0 CAMPBELL SOUP COM 134429109 165 5546 SH DEFINED 01 5546 0 0 CAMPBELL SOUP COM 134429109 3091 103494 SH DEFINED 01 03 0 103494 0 CAMPBELL SOUP COM 134429109 41 1386 SH DEFINED 01 05 0 1386 0 CANON INC ORD COM 138006408 20659 569000 SH DEFINED 01 569000 0 0 CANON INC ORD COM 138006408 2469 68000 SH DEFINED 01 03 0 68000 0 CANON INC ORD COM 138006408 36779 1013000 SH DEFINED 01 05 0 1013000 0 CAPCOM CO LTD COM 139200992 2291 80200 SH DEFINED 01 03 0 80200 0 CAP GEMINI SA COM 140179995 0 3 SH DEFINED 01 3 0 0 CAP GEMINI SA COM 140179995 2208 19212 SH DEFINED 01 03 0 19212 0 CAPITAL ONE FINL COR COM 14040H105 25411 457849 SH DEFINED 01 457849 0 0 CAPITAL ONE FINL COR COM 14040H105 26944 485460 SH DEFINED 01 02 0 485460 0 CAPITAL ONE FINL COR COM 14040H105 5206 93801 SH DEFINED 01 03 0 93801 0 CAPITAL ONE FINL COR COM 14040H105 13146 236848 SH DEFINED 01 05 0 236848 0 CAPITAL FED FINL COM 14057C106 10 619 SH DEFINED 01 619 0 0 CAPITAL FED FINL COM 14057C106 5 330 SH DEFINED 01 02 0 330 0 CAPSTONE TURBINE COM 14067D102 4318 152125 SH DEFINED 01 152125 0 0 CARAUSTAR COM 140909102 637 79281 SH DEFINED 01 79281 0 0 CARDINAL HEALTH COM 14149Y108 508359 5254358 SH DEFINED 01 5254358 0 0 CARDINAL HEALTH COM 14149Y108 1108 11454 SH DEFINED 01 02 0 11454 0 CARDINAL HEALTH COM 14149Y108 8186 84616 SH DEFINED 01 03 0 84616 0 CARDINAL HEALTH COM 14149Y108 80077 827672 SH DEFINED 01 05 0 827672 0 CAREMARK RX INC COM 141705103 7502 575298 SH DEFINED 01 575298 0 0 CAREMARK RX INC COM 141705103 49 3722 SH DEFINED 01 02 0 3722 0 CAREMARK RX INC COM 141705103 8313 637500 SH DEFINED 01 05 0 637500 0 CARLISLE COS INC. COM 142339100 27 826 SH DEFINED 01 826 0 0 CARNIVAL CORP COM 143658102 24012 867828 SH DEFINED 01 867828 0 0 CARNIVAL CORP COM 143658102 64361 2326034 SH DEFINED 01 02 0 2326034 0 CARNIVAL CORP COM 143658102 4261 154013 SH DEFINED 01 03 0 154013 0 CARNIVAL CORP COM 143658102 53 1924 SH DEFINED 01 05 0 1924 0 CARPENTER TECHNOLGY COM 144285103 16 583 SH DEFINED 01 583 0 0 CARRAMERICA REALTY COM 144418100 4 130 SH DEFINED 01 130 0 0 CARREKER CORPORATION COM 144433109 1218 64090 SH DEFINED 01 64090 0 0 CARRIER ACCESS CORP COM 144460102 0 95 SH DEFINED 01 95 0 0 CARTER-WALLACE INC COM 146285101 35 1405 SH DEFINED 01 1405 0 0 CASCADE NATURAL GAS COM 147339105 680 33406 SH DEFINED 01 33406 0 0 CASEY S GENERAL STOR COM 147528103 1786 149595 SH DEFINED 01 149595 0 0 CASH AMERICA INVESTM COM 14754D100 469 76822 SH DEFINED 01 76822 0 0 CASTLE A M CO PV10 COM 148411101 382 42455 SH DEFINED 01 42455 0 0 CASUAL MALE CORP COM 148710106 128 42507 SH DEFINED 01 42507 0 0 CATALINA MKTG COM 148867104 22849 701537 SH DEFINED 01 701537 0 0 CATALINA MKTG COM 148867104 36939 1134088 SH DEFINED 01 02 0 1134088 0 CATALINA MKTG COM 148867104 3057 93850 SH DEFINED 01 03 0 93850 0 CATELLUS DEVELOPMENT COM 149111106 2149 136468 SH DEFINED 01 136468 0 0 CATELLUS DEVELOPMENT COM 149111106 121 7700 SH DEFINED 01 05 0 7700 0 CATERPILLAR INC COM 149123101 198535 4473543 SH DEFINED 01 4473543 0 0 CATERPILLAR INC COM 149123101 27 600 SH DEFINED 01 02 0 600 0 CATERPILLAR INC COM 149123101 5275 118854 SH DEFINED 01 03 0 118854 0 CATERPILLAR INC COM 149123101 10718 241504 SH DEFINED 01 05 0 241504 0 CATO CORP -CL A COM 149205106 1133 75236 SH DEFINED 01 75236 0 0 CATO CORP -CL A COM 149205106 5 330 SH DEFINED 01 02 0 330 0 CEDAR FAIR LP COM 150185106 4 198 SH DEFINED 01 198 0 0 CELL THERAPEUTICS COM 150934107 65 3588 SH DEFINED 01 3588 0 0 CELESTICA INC COM 15101Q108 14336 519800 SH DEFINED 01 519800 0 0 CELESTICA INC COM 15101Q108 89 3240 SH DEFINED 01 02 0 3240 0 CELESTICA INC COM 15101Q108 13953 505900 SH DEFINED 01 05 0 505900 0 CELGENE CORP COM 151020104 80 3189 SH DEFINED 01 3189 0 0 CELL PATHWAYS INC COM 15114R101 0 111 SH DEFINED 01 111 0 0 CENDANT CORP COM 151313103 146 10063 SH DEFINED 01 10063 0 0 CENDANT CORP COM 151313103 2851 195408 SH DEFINED 01 03 0 195408 0 CENDANT CORP COM 151313103 16086 1102531 SH DEFINED 01 05 0 1102531 0 CENTENNIAL COMMUNICATIONS CORP COM 15133V208 5 447 SH DEFINED 01 447 0 0 CENTER POINT COM 151895109 3 61 SH DEFINED 01 61 0 0 CENTEX CORPORATION COM 152312104 5784 138870 SH DEFINED 01 138870 0 0 CENTEX CORPORATION COM 152312104 9 210 SH DEFINED 01 02 0 210 0 CENTEX CORPORATION COM 152312104 696 16702 SH DEFINED 01 03 0 16702 0 CENTEX CORPORATION COM 152312104 241 5794 SH DEFINED 01 05 0 5794 0 CENTILLIUM COMM COM 152319109 1 49 SH DEFINED 01 49 0 0 CENTEX CONSTRN PRODS INC COM 15231R109 1 53 SH DEFINED 01 53 0 0 CENTRAL ILL LT $100 PRF 153645882 6610 65000 SH DEFINED 01 04 0 65000 0 CENTRAL PARKING COM 154785109 1999 109866 SH DEFINED 01 109866 0 0 CENTRAL VT PUB SRV COM 155771108 573 34764 SH DEFINED 01 34764 0 0 CENTURA BKS INC COM 15640T100 5898 119287 SH DEFINED 01 119287 0 0 CENTURY BUSINESS SRV RESTRICTE COM 156490104 0 188 SH DEFINED 01 188 0 0 CENTURY BUSINESS SRV RESTRICTE COM 156490104 2000 800000 SH DEFINED 01 05 0 800000 0 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 15226 191524 SH DEFINED 01 191524 0 0 CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 4963 62428 SH DEFINED 01 05 0 62428 0 CENTURYTEL INC COM 156700106 7037 244777 SH DEFINED 01 244777 0 0 CENTURYTEL INC COM 156700106 984 34238 SH DEFINED 01 03 0 34238 0 CENTURYTEL INC COM 156700106 13 462 SH DEFINED 01 05 0 462 0 CEPHALON INC COM 156708109 6281 130696 SH DEFINED 01 130696 0 0 CERIDIAN CORP COM 15677T106 4 225 SH DEFINED 01 225 0 0 CERNER CORP COM 156782104 5426 158407 SH DEFINED 01 158407 0 0 CERNER CORP COM 156782104 4 130 SH DEFINED 01 02 0 130 0 CERNER CORP COM 156782104 115 3350 SH DEFINED 01 05 0 3350 0 CHAMPION ENTERPRISES COM 158496109 764 148486 SH DEFINED 01 148486 0 0 CHARLES RIV LABORATORIES COM 159864107 200 8071 SH DEFINED 01 8071 0 0 CHAPTER 2 ESERVICES COM 160000998 0 508113 SH DEFINED 01 05 0 508113 0 CHAPTER 2 SER B PFD PRF 160000XX8 6770 1234287 SH DEFINED 01 1234287 0 0 CHAPTER 2 SER B PFD PRF 160000XX8 8230 1500694 SH DEFINED 01 05 0 1500694 0 CHARTER ONE FINL INC COM 160903100 15360 542760 SH DEFINED 01 542760 0 0 CHARTER ONE FINL INC COM 160903100 108 3803 SH DEFINED 01 02 0 3803 0 CHARTER ONE FINL INC COM 160903100 1427 50437 SH DEFINED 01 03 0 50437 0 CHARTER ONE FINL INC COM 160903100 16291 575684 SH DEFINED 01 05 0 575684 0 CHARLOTTE RUSSE HOLDINGS COM 161048103 131 4400 SH DEFINED 01 4400 0 0 CHARMING SHOPPES COM 161133103 14654 2824790 SH DEFINED 01 2824790 0 0 CHARMING SHOPPES COM 161133103 4 830 SH DEFINED 01 02 0 830 0 CHARMING SHOPPES COM 161133103 285 54850 SH DEFINED 01 05 0 54850 0 CHARTER COMMUNICATIONS INC COM 16117M107 12 528 SH DEFINED 01 528 0 0 CHATEAU COMMUNITIES COM 161726104 2 79 SH DEFINED 01 79 0 0 CHECKFREE CORPORATION COM 162813109 56 1878 SH DEFINED 01 1878 0 0 CHECKPOINT SYSTEMS I COM 162825103 865 91532 SH DEFINED 01 91532 0 0 CHEESECAKE FACTORY COM 163072101 42060 1142562 SH DEFINED 01 1142562 0 0 CHEESECAKE FACTORY COM 163072101 108456 2946221 SH DEFINED 01 02 0 2946221 0 CHEESECAKE FACTORY COM 163072101 4944 134325 SH DEFINED 01 03 0 134325 0 CHEESECAKE FACTORY COM 163072101 176 4782 SH DEFINED 01 05 0 4782 0 CHELSEA PROPERTY GROUP COM 163421100 3 68 SH DEFINED 01 68 0 0 CHEMED CORP COM 163596109 1052 30287 SH DEFINED 01 30287 0 0 CHEMFIRST INC WI US;CEM COM 16361A106 1194 44800 SH DEFINED 01 44800 0 0 CHEMICAL FINANCIAL C COM 163731102 1 66 SH DEFINED 01 66 0 0 CHESAPEAKE CORP COM 165159104 1059 45722 SH DEFINED 01 45722 0 0 CHESAPEAKE ENERGY COM 165167107 67 7547 SH DEFINED 01 7547 0 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 30156 2877000 SH DEFINED 01 2877000 0 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 10901 1040000 SH DEFINED 01 03 0 1040000 0 CHEUNG KONG HOLDINGS HK;0001 COM 166400994 13763 1313000 SH DEFINED 01 05 0 1313000 0 CHEVRON COM 166751107 6076 69200 SH DEFINED 11 12 0 69200 0 CHEVRON COM 166751107 29800 339400 SH DEFINED 11 12 13 0 339400 0 CHEVRON CORP COM 166751107 689620 7854422 SH DEFINED 01 7854422 0 0 CHEVRON CORP COM 166751107 29794 339335 SH DEFINED 01 02 0 339335 0 CHEVRON CORP COM 166751107 19642 223713 SH DEFINED 01 03 0 223713 0 CHEVRON CORP COM 166751107 124871 1422217 SH DEFINED 01 05 0 1422217 0 CHICOS COM 168615102 1735 52880 SH DEFINED 01 52880 0 0 CHICOS COM 168615102 3 80 SH DEFINED 01 02 0 80 0 CHILDRENS PLACE COM 168905107 2 76 SH DEFINED 01 76 0 0 CHINA SOUTHERN AIR COM 169409992 2755 10112000 SH DEFINED 01 10112000 0 0 CHINA SOUTHERN AIR COM 169409992 51 186000 SH DEFINED 01 05 0 186000 0 CHINA MOBILE (HONG KONG) COM 169425105 8514 1936000 SH DEFINED 01 1936000 0 0 CHINA MOBILE (HONG KONG) COM 169425105 158 36000 SH DEFINED 01 05 0 36000 0 CHOICE HOTELS INTL COM 169905106 2 139 SH DEFINED 01 139 0 0 CHIRON COM 170040109 338 7707 SH DEFINED 01 7707 0 0 CHIRON COM 170040109 2039 46470 SH DEFINED 01 03 0 46470 0 CHIRON COM 170040109 28 630 SH DEFINED 01 05 0 630 0 CHITTENDEN CORP COM 170228100 2483 79580 SH DEFINED 01 79580 0 0 CHOICEPOINT INC COM 170388102 53 1540 SH DEFINED 01 1540 0 0 CHOICE ONE COMM COM 17038P104 10 1512 SH DEFINED 01 1512 0 0 CHRIS CRAFT IND COM 170520100 53 844 SH DEFINED 01 844 0 0 CHRISTOPHER & BANKS COM 171046105 1307 43400 SH DEFINED 01 43400 0 0 CHRISTOPHER & BANKS COM 171046105 2 60 SH DEFINED 01 02 0 60 0 CHRISTOPHER & BANKS COM 171046105 71 2350 SH DEFINED 01 05 0 2350 0 CHUBB CORP COM 171232101 168 2308 SH DEFINED 01 2308 0 0 CHUBB CORP COM 171232101 3244 44777 SH DEFINED 01 03 0 44777 0 CHUBB CORP COM 171232101 42 576 SH DEFINED 01 05 0 576 0 CHURCH & DWIGHT COM 171340102 24 1113 SH DEFINED 01 1113 0 0 CIA VALE DO RIO DOCE- PNA COM 171599996 4109 168000 SH DEFINED 01 168000 0 0 CIA VALE DO RIO DOCE- PNA COM 171599996 73 3000 SH DEFINED 01 05 0 3000 0 CIBER INC COM 17163B102 879 180145 SH DEFINED 01 180145 0 0 CIENA CORPORATION COM 171779101 105788 2541480 SH DEFINED 01 2541480 0 0 CIENA CORPORATION COM 171779101 19829 476342 SH DEFINED 01 02 0 476342 0 CIENA CORPORATION COM 171779101 300 7200 SH DEFINED 01 03 0 7200 0 CIENA CORPORATION COM 171779101 71413 1715600 SH DEFINED 01 05 0 1715600 0 CIMA LABS COM 171796105 81 1300 SH DEFINED 01 1300 0 0 CINCINNATI FINANCIAL COM 172062101 81 2123 SH DEFINED 01 2123 0 0 CINCINNATI FINANCIAL COM 172062101 1672 44071 SH DEFINED 01 03 0 44071 0 CINCINNATI FINANCIAL COM 172062101 20 529 SH DEFINED 01 05 0 529 0 CINERGY CORP COM 172474108 28589 852110 SH DEFINED 01 852110 0 0 CINERGY CORP COM 172474108 1282 38204 SH DEFINED 01 03 0 38204 0 CINERGY CORP COM 172474108 18 523 SH DEFINED 01 05 0 523 0 CIRCUIT CITY COM 172737108 1855 175025 SH DEFINED 01 175025 0 0 CIRCUIT CITY COM 172737108 29520 2784848 SH DEFINED 01 02 0 2784848 0 CIRCUIT CITY COM 172737108 747 70366 SH DEFINED 01 03 0 70366 0 CIRCUIT CITY COM 172737108 7 676 SH DEFINED 01 05 0 676 0 CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0 CIRRUS LOGIC COM 172755100 2747 183889 SH DEFINED 01 183889 0 0 CIRRUS LOGIC COM 172755100 4 280 SH DEFINED 01 02 0 280 0 CIRRUS LOGIC COM 172755100 111 7400 SH DEFINED 01 05 0 7400 0 CISCO SYSTEMS COM 17275R102 18447 1166634 SH DEFINED 01 0 1166634 0 CISCO SYSTEMS COM 17275R102 618926 39141614 SH DEFINED 01 39141614 0 0 CISCO SYSTEMS COM 17275R102 91632 5795370 SH DEFINED 01 02 0 5795370 0 CISCO SYSTEMS COM 17275R102 32777 2072861 SH DEFINED 01 03 0 2072861 0 CISCO SYSTEMS COM 17275R102 193542 12239868 SH DEFINED 01 05 0 12239868 0 CISCO SYSTEMS COM 17275R102 1654 104585 SH DEFINED 11 12 0 104585 0 CISCO SYSTEMS COM 17275R102 8266 522806 SH DEFINED 11 12 13 0 522806 0 CITADEL COMMUNICATIO COM 172853202 5 182 SH DEFINED 01 182 0 0 CITADEL PIK PFD PRF 17285E406 4718 42121 SH DEFINED 01 42121 0 0 CITADEL PIK PFD PRF 17285E406 2416 21575 SH DEFINED 01 05 0 21575 0 CINTAS CORP COM 172908105 35723 906203 SH DEFINED 01 906203 0 0 CINTAS CORP COM 172908105 2525 64050 SH DEFINED 01 02 0 64050 0 CINTAS CORP COM 172908105 5419 137471 SH DEFINED 01 03 0 137471 0 CINTAS CORP COM 172908105 22 555 SH DEFINED 01 05 0 555 0 CITIGROUP INC COM 172967101 26814 596134 SH DEFINED 01 0 596134 0 CITIGROUP INC COM 172967101 1667051 37062050 SH DEFINED 01 37062050 0 0 CITIGROUP INC COM 172967101 114974 2556257 SH DEFINED 01 02 0 2556257 0 CITIGROUP INC COM 172967101 63779 1417942 SH DEFINED 01 03 0 1417942 0 CITIGROUP INC COM 172967101 528436 11748217 SH DEFINED 01 05 0 11748217 0 CITIGROUP INC COM 172967101 9711 215898 SH DEFINED 11 12 0 215898 0 CITIGROUP INC COM 172967101 78322 1741265 SH DEFINED 11 12 13 0 1741265 0 CITIZENS BKG CORP MI COM 174420109 4 147 SH DEFINED 01 147 0 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 8492 671347 SH DEFINED 01 671347 0 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 827 65366 SH DEFINED 01 03 0 65366 0 CITIZENS COMMUNICATIONS COMPAN COM 17453B101 11 873 SH DEFINED 01 05 0 873 0 CITRIX COM 177376100 1219 57774 SH DEFINED 01 57774 0 0 CITRIX COM 177376100 958 45351 SH DEFINED 01 03 0 45351 0 CITRIX COM 177376100 13 609 SH DEFINED 01 05 0 609 0 CITY NATIONAL CORP COM 178566105 7115 185251 SH DEFINED 01 185251 0 0 CITY NATIONAL CORP COM 178566105 184 4800 SH DEFINED 01 05 0 4800 0 CLAIRES STORES INC COM 179584107 22 1228 SH DEFINED 01 1228 0 0 CLARCOR INC COM 179895107 1698 73525 SH DEFINED 01 73525 0 0 CLARENT CORP COM 180461105 2 194 SH DEFINED 01 194 0 0 CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0 CLAYTON HOMES INC COM 184190106 146 12145 SH DEFINED 01 12145 0 0 CLEAR CHANNEL COM 184502102 6380 117170 SH DEFINED 11 12 0 117170 0 CLEAR CHANNEL COMMUN COM 184502102 3648 67000 SH DEFINED 01 0 67000 0 CLEAR CHANNEL COMMUN COM 184502102 76688 1408423 SH DEFINED 01 1408423 0 0 CLEAR CHANNEL COMMUN COM 184502102 24036 441430 SH DEFINED 01 02 0 441430 0 CLEAR CHANNEL COMMUN COM 184502102 10232 187912 SH DEFINED 01 03 0 187912 0 CLEAR CHANNEL COMMUN COM 184502102 93062 1709125 SH DEFINED 01 05 0 1709125 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 75326 1383400 SH DEFINED 11 12 13 0 1383400 0 CLEVELAND-CLIFFS IRN COM 185896107 550 30553 SH DEFINED 01 30553 0 0 CLICK COMMERCE ING COM 18681D109 1 130 SH DEFINED 01 130 0 0 CLOROX CO. COM 189054109 1545 49108 SH DEFINED 01 49108 0 0 CLOROX CO. COM 189054109 1854 58952 SH DEFINED 01 03 0 58952 0 CLOROX CO. COM 189054109 24 775 SH DEFINED 01 05 0 775 0 CMG PLC COM 189750995 1722 202063 SH DEFINED 01 03 0 202063 0 COACH INC COM 189754104 9 300 SH DEFINED 01 300 0 0 COACHMEN INDUSTRIES COM 189873102 422 47147 SH DEFINED 01 47147 0 0 COASTAL CVT 6.63% PRIDE PRF 190441865 36784 833650 SH DEFINED 01 833650 0 0 COASTAL CVT 6.63% PRIDE PRF 190441865 2256 51150 SH DEFINED 01 05 0 51150 0 COCA-COLA BOTTLING COM 191098102 1066 26381 SH DEFINED 01 26381 0 0 COCA-COLA COM 191216100 188797 4180625 SH DEFINED 01 4180625 0 0 COCA-COLA COM 191216100 38552 853694 SH DEFINED 01 02 0 853694 0 COCA-COLA COM 191216100 31828 704801 SH DEFINED 01 03 0 704801 0 COCA-COLA COM 191216100 99688 2207430 SH DEFINED 01 05 0 2207430 0 COCA COLA ENTERPRISE COM 191219104 98 5517 SH DEFINED 01 5517 0 0 COCA COLA ENTERPRISE COM 191219104 1826 102711 SH DEFINED 01 03 0 102711 0 COCA COLA ENTERPRISE COM 191219104 24 1375 SH DEFINED 01 05 0 1375 0 COCA COLA FEMSA COM 191241108 4431 231400 SH DEFINED 01 231400 0 0 COCA COLA FEMSA COM 191241108 98 5100 SH DEFINED 01 05 0 5100 0 COGNEX CORP COM 192422103 3245 131133 SH DEFINED 01 131133 0 0 COGNIZANT TECH SOLUT COM 192446102 2726 90700 SH DEFINED 01 90700 0 0 COGNIZANT TECH SOLUT COM 192446102 2 60 SH DEFINED 01 02 0 60 0 COGNIZANT TECH SOLUT COM 192446102 78 2600 SH DEFINED 01 05 0 2600 0 COHERENT INC COM 192479103 4255 119895 SH DEFINED 01 119895 0 0 COHERENT INC COM 192479103 4 110 SH DEFINED 01 02 0 110 0 COHERENT INC COM 192479103 41 1161 SH DEFINED 01 05 0 1161 0 COHU INC COM 192576106 951 61138 SH DEFINED 01 61138 0 0 COINSTAR INC COM 19259P300 308 18400 SH DEFINED 01 18400 0 0 COLE KENNETH PRODTN COM 193294105 1749 70084 SH DEFINED 01 70084 0 0 COLE KENNETH PRODTN COM 193294105 1 60 SH DEFINED 01 02 0 60 0 COLE KENNETH PRODTN COM 193294105 107 4300 SH DEFINED 01 05 0 4300 0 COLGATE-PALMOLIVE COM 194162103 6631 120000 SH DEFINED 01 0 120000 0 COLGATE-PALMOLIVE COM 194162103 212534 3846054 SH DEFINED 01 3846054 0 0 COLGATE-PALMOLIVE COM 194162103 33776 611245 SH DEFINED 01 02 0 611245 0 COLGATE-PALMOLIVE COM 194162103 7971 144245 SH DEFINED 01 03 0 144245 0 COLGATE-PALMOLIVE COM 194162103 83480 1510684 SH DEFINED 01 05 0 1510684 0 COLONIAL BANCGROUP COM 195493309 9 727 SH DEFINED 01 727 0 0 COLONIAL PPTYS TR COM 195872106 2 80 SH DEFINED 01 80 0 0 COLTEC CAPITAL TRUST CVT PRFD PRF 196878409 2859 64800 SH DEFINED 01 64800 0 0 COLTEC CAPITAL TRUST CVT PRFD PRF 196878409 1553 35200 SH DEFINED 01 05 0 35200 0 COLT TELECOM GROUP COM 196880991 12170 1164681 SH DEFINED 01 1164681 0 0 COLT TELECOM GROUP COM 196880991 4213 403209 SH DEFINED 01 03 0 403209 0 COLT TELECOM GROUP COM 196880991 11166 1068581 SH DEFINED 01 05 0 1068581 0 COLUMBIA SPORTSWEAR COM 198516106 1768 38875 SH DEFINED 01 38875 0 0 COLUMBIA SPORTSWEAR COM 198516106 2 40 SH DEFINED 01 02 0 40 0 COLUMBIA SPORTSWEAR COM 198516106 77 1700 SH DEFINED 01 05 0 1700 0 COMCAST CORP CLA SPL COM 200300200 263419 6281231 SH DEFINED 01 6281231 0 0 COMCAST CORP CLA SPL COM 200300200 306 7280 SH DEFINED 01 02 0 7280 0 COMCAST CORP CLA SPL COM 200300200 9754 232573 SH DEFINED 01 03 0 232573 0 COMCAST CORP CLA SPL COM 200300200 152660 3640190 SH DEFINED 01 05 0 3640190 0 COMDISCO INC COM 200336105 33 4160 SH DEFINED 01 4160 0 0 COMERICA INC COM 200340107 148 2399 SH DEFINED 01 2399 0 0 COMERICA INC COM 200340107 425 6912 SH DEFINED 01 02 0 6912 0 COMERICA INC COM 200340107 2753 44771 SH DEFINED 01 03 0 44771 0 COMERICA INC COM 200340107 36 583 SH DEFINED 01 05 0 583 0 COMERICA FRAP PRF 200340503 7575 150000 SH DEFINED 01 04 0 150000 0 COMMERCE BANCORP COM 200519106 5834 97237 SH DEFINED 01 97237 0 0 COMMERCE BANCSHARES COM 200525103 2799 75121 SH DEFINED 01 75121 0 0 COMMERCE BANCSHARES COM 200525103 109 2930 SH DEFINED 01 05 0 2930 0 COMMERCE GROUP INC COM 200641108 5 162 SH DEFINED 01 162 0 0 COMMERCE GROUP INC COM 200641108 6 180 SH DEFINED 01 02 0 180 0 COMMERCE ONE INC COM 200693109 28460 3050404 SH DEFINED 01 3050404 0 0 COMMERCE ONE INC COM 200693109 776 83197 SH DEFINED 01 05 0 83197 0 COMMERCIAL FED CORP COM 201647104 3771 169082 SH DEFINED 01 169082 0 0 COMMERCIAL METALS COM 201723103 983 39144 SH DEFINED 01 39144 0 0 COMMONWEALTH IND COM 203004106 218 49933 SH DEFINED 01 49933 0 0 COMMONWEALTH TEL ENT COM 203349105 3196 92631 SH DEFINED 01 92631 0 0 COMMONWEALTH TEL ENT COM 203349105 83 2400 SH DEFINED 01 05 0 2400 0 COMMSCOPE COM 203372107 23 1401 SH DEFINED 01 1401 0 0 COMM&PWR IND COMMON COM 20338A108 35 3500 SH DEFINED 01 3500 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 11842 246718 SH DEFINED 01 246718 0 0 COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 1942 40467 SH DEFINED 01 05 0 40467 0 COMMUNITY HEALTH SYS COM 203668108 25656 900225 SH DEFINED 01 900225 0 0 COMMUNITY HEALTH SYS COM 203668108 85464 2998750 SH DEFINED 01 02 0 2998750 0 COMMUNITY HEALTH SYS COM 203668108 4234 148550 SH DEFINED 01 03 0 148550 0 COMMUNITY FIRST BANK COM 203902101 2569 127258 SH DEFINED 01 127258 0 0 ALCATEL COM 204363105 5699 188242 SH DEFINED 01 03 0 188242 0 COMPAL ELECTRON TW;2324 COM 204380992 5035 2901000 SH DEFINED 01 2901000 0 0 COMPEQ MFG CO LTD COM 204383996 1363 361000 SH DEFINED 01 361000 0 0 COPEL ADS COM 20441B407 3396 409100 SH DEFINED 01 409100 0 0 COPEL ADS COM 20441B407 68 8200 SH DEFINED 01 05 0 8200 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 8408 360100 SH DEFINED 01 360100 0 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 170 7300 SH DEFINED 01 05 0 7300 0 BUENAVENTURA ADR BVN/IN US$ COM 204448104 2222 150000 SH DEFINED 01 150000 0 0 COMPANIA DE TELECOMM CHILE SPN COM 204449300 2 127 SH DEFINED 01 127 0 0 COMPAQ COMPUTER CORP COM 204493100 3513 193000 SH DEFINED 01 0 193000 0 COMPAQ COMPUTER CORP COM 204493100 68513 3764456 SH DEFINED 01 3764456 0 0 COMPAQ COMPUTER CORP COM 204493100 57611 3165515 SH DEFINED 01 02 0 3165515 0 COMPAQ COMPUTER CORP COM 204493100 9571 525864 SH DEFINED 01 03 0 525864 0 COMPAQ COMPUTER CORP COM 204493100 674 37008 SH DEFINED 01 05 0 37008 0 COMPASS BANCSHARES COM 20449H109 62 2911 SH DEFINED 01 2911 0 0 COMPASS GROUP PLC COM 204501993 3671 514427 SH DEFINED 01 03 0 514427 0 COMPLETE BUSINESS SOLUTIONS COM 20452F107 1 139 SH DEFINED 01 139 0 0 COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0 COMPUTER ASSOC COM 204912109 28700 1055134 SH DEFINED 01 1055134 0 0 COMPUTER ASSOC COM 204912109 4556 167522 SH DEFINED 01 03 0 167522 0 COMPUTER ASSOC COM 204912109 334 12240 SH DEFINED 01 05 0 12240 0 COMPUTER NETWORK TEC COM 204925101 3059 275000 SH DEFINED 01 275000 0 0 COMPUTER NETWORK TEC COM 204925101 2 140 SH DEFINED 01 02 0 140 0 COMPUTER NETWORK TEC COM 204925101 50 4500 SH DEFINED 01 05 0 4500 0 COMPUTER SCIENCES COM 205363104 7279 225000 SH DEFINED 01 0 225000 0 COMPUTER SCIENCES COM 205363104 42549 1315272 SH DEFINED 01 1315272 0 0 COMPUTER SCIENCES COM 205363104 57860 1788530 SH DEFINED 01 02 0 1788530 0 COMPUTER SCIENCES COM 205363104 2180 67359 SH DEFINED 01 03 0 67359 0 COMPUTER SCIENCES COM 205363104 198 6106 SH DEFINED 01 05 0 6106 0 COMPUTER TASK GROUP COM 205477102 293 63095 SH DEFINED 01 63095 0 0 COMPUWARE COM 205638109 87 9067 SH DEFINED 01 9067 0 0 COMPUWARE COM 205638109 843 86475 SH DEFINED 01 03 0 86475 0 COMPUWARE COM 205638109 12 1201 SH DEFINED 01 05 0 1201 0 COMVERSE TECH INC COM 205862402 39576 672038 SH DEFINED 01 672038 0 0 COMVERSE TECH INC COM 205862402 18 298 SH DEFINED 01 02 0 298 0 COMVERSE TECH INC COM 205862402 2827 48004 SH DEFINED 01 03 0 48004 0 COMVERSE TECH INC COM 205862402 6559 111373 SH DEFINED 01 05 0 111373 0 CONAGRA FOODS INC COM 205887102 31137 1707075 SH DEFINED 01 1707075 0 0 CONAGRA FOODS INC COM 205887102 2391 131110 SH DEFINED 01 03 0 131110 0 CONAGRA FOODS INC COM 205887102 32 1756 SH DEFINED 01 05 0 1756 0 COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0 CONCORD CAMERA CORP COM 206156101 4612 652986 SH DEFINED 01 652986 0 0 CONCORD CAMERA CORP COM 206156101 2 320 SH DEFINED 01 02 0 320 0 CONCORD CAMERA CORP COM 206156101 64 9100 SH DEFINED 01 05 0 9100 0 CONCORD COMMUNICATIO COM 206186108 407 49801 SH DEFINED 01 49801 0 0 CONCORD EFS INC. COM 206197105 6225 153937 SH DEFINED 01 153937 0 0 CONCORD EFS INC. COM 206197105 1 18 SH DEFINED 01 02 0 18 0 CONCORD EFS INC. COM 206197105 5459 135000 SH DEFINED 01 05 0 135000 0 Concur Technologies Inc COM 206708109 544 1740322 SH DEFINED 1 0 1740322 0 CONCURRENT COMPT NEW COM 206710204 75 12047 SH DEFINED 01 12047 0 0 CONDUCTUS, INC. COM 206784100 72 18000 SH DEFINED 01 18000 0 0 CONE MLS CORP NC COM 206814105 243 77068 SH DEFINED 01 77068 0 0 CONECTIV INC COM 206829103 988 45195 SH DEFINED 01 45195 0 0 CONEXANT SYSTEMS INC COM 207142100 75 8454 SH DEFINED 01 8454 0 0 CONEXANT SYSTEMS INC COM 207142100 535 59910 SH DEFINED 01 03 0 59910 0 CONEXANT SYSTEMS INC COM 207142100 7 800 SH DEFINED 01 05 0 800 0 CONMED CORP COM 207410101 891 46465 SH DEFINED 01 46465 0 0 CONOCO INCCK COM 208251306 79523 2830000 SH DEFINED 01 2830000 0 0 CONOCO INCCK COM 208251306 615 21882 SH DEFINED 01 05 0 21882 0 CONOCO INC CLASS B COM 208251405 43240 1530627 SH DEFINED 01 1530627 0 0 CONOCO INC CLASS B COM 208251405 22131 783410 SH DEFINED 01 02 0 783410 0 CONOCO INC CLASS B COM 208251405 5535 195932 SH DEFINED 01 03 0 195932 0 CONOCO INC CLASS B COM 208251405 58 2052 SH DEFINED 01 05 0 2052 0 CONSECO INC COM 208464107 181 11203 SH DEFINED 01 11203 0 0 CONSECO INC COM 208464107 1379 85641 SH DEFINED 01 03 0 85641 0 CONSECO INC COM 208464107 17 1070 SH DEFINED 01 05 0 1070 0 CONSOL ENERGY INC COM 20854P109 9 247 SH DEFINED 01 247 0 0 CON EDISON $100 SR J PRF 209111863 2569 25000 SH DEFINED 01 0 25000 0 CON EDISON $100 SR J PRF 209111863 15413 150000 SH DEFINED 01 04 0 150000 0 CONSOLIDATED EDISON COM 209115104 104 2799 SH DEFINED 01 2799 0 0 CONSOLIDATED EDISON COM 209115104 1938 52243 SH DEFINED 01 03 0 52243 0 CONSOLIDATED EDISON COM 209115104 26 698 SH DEFINED 01 05 0 698 0 CONSOLIDTED GRAPHICS COM 209341106 492 39324 SH DEFINED 01 39324 0 0 CONSOLIDATED STORES COM 210149100 15 1499 SH DEFINED 01 1499 0 0 CONSOLIDATED STORES COM 210149100 274 27302 SH DEFINED 01 03 0 27302 0 CONSOLIDATED STORES COM 210149100 4 366 SH DEFINED 01 05 0 366 0 CONSTELLATION BRANDS COM 21036P108 9 130 SH DEFINED 01 02 0 130 0 CONSTELLATION BRANDS INC-A COM 21036P108 10432 146561 SH DEFINED 01 146561 0 0 CONSTELLATION BRANDS INC-A COM 21036P108 7390 103815 SH DEFINED 01 05 0 103815 0 CONSTELLATION ENERGY COM 210371100 93 2117 SH DEFINED 01 2117 0 0 CONSTELLATION ENERGY COM 210371100 1767 40071 SH DEFINED 01 03 0 40071 0 CONSTELLATION ENERGY COM 210371100 24 535 SH DEFINED 01 05 0 535 0 CONTL AIRLINES CL B COM 210795308 709 17113 SH DEFINED 01 17113 0 0 CONVERA CORP COM 211919105 3019 350000 SH DEFINED 01 05 0 350000 0 CONTINUCARE CORP REGISTER WHEN COM 212172993 284 945122 SH DEFINED 01 945122 0 0 CONTINUCARE CORP REGISTER WHEN COM 212172993 226 756098 SH DEFINED 01 05 0 756098 0 CONVERGYS CORP COM 212485106 44019 1220335 SH DEFINED 01 1220335 0 0 CONVERGYS CORP COM 212485106 21439 594298 SH DEFINED 01 02 0 594298 0 CONVERGYS CORP COM 212485106 3006 83336 SH DEFINED 01 03 0 83336 0 CONVERGYS CORP COM 212485106 20643 572307 SH DEFINED 01 05 0 572307 0 COOPER CAMERON COM 216640102 70 1300 SH DEFINED 01 1300 0 0 COOPER COS INC COM 216648402 2070 43721 SH DEFINED 01 43721 0 0 COOPER COS INC COM 216648402 5 100 SH DEFINED 01 02 0 100 0 COOPER INDUSTRIES COM 216669101 40 1182 SH DEFINED 01 1182 0 0 COOPER INDUSTRIES COM 216669101 723 21600 SH DEFINED 01 03 0 21600 0 COOPER INDUSTRIES COM 216669101 10 307 SH DEFINED 01 05 0 307 0 COOPER TIRE & RUBBER COM 216831107 10 922 SH DEFINED 01 922 0 0 COOPER TIRE & RUBBER COM 216831107 144 12692 SH DEFINED 01 03 0 12692 0 COOPER TIRE & RUBBER COM 216831107 3 238 SH DEFINED 01 05 0 238 0 COORS ADOLPH COM 217016104 4117 62915 SH DEFINED 01 62915 0 0 COORS ADOLPH COM 217016104 572 8747 SH DEFINED 01 03 0 8747 0 COORS ADOLPH COM 217016104 159 2421 SH DEFINED 01 05 0 2421 0 COORSTEK INC COM 217020106 2343 85030 SH DEFINED 01 85030 0 0 COORSTEK INC COM 217020106 3 120 SH DEFINED 01 02 0 120 0 COORSTEK INC COM 217020106 84 3050 SH DEFINED 01 05 0 3050 0 COPART COM 217204106 3384 165179 SH DEFINED 01 165179 0 0 COPPER MOUNTAIN COM 217510106 0 72 SH DEFINED 01 72 0 0 COR THERAPEUTICS INC COM 217753102 1579 70126 SH DEFINED 01 70126 0 0 COR THERAPEUTICS INC COM 217753102 49 2170 SH DEFINED 01 05 0 2170 0 INDUST. MACH. & SERV COM 218683100 97 121002 SH DEFINED 01 03 0 121002 0 CORINTHIAN COLLEGES COM 218868107 1504 37354 SH DEFINED 01 37354 0 0 CORINTHIAN COLLEGES COM 218868107 5 115 SH DEFINED 01 02 0 115 0 CORIXA CORP COM 21887F100 1 78 SH DEFINED 01 78 0 0 CORN PRODUCTS INTL COM 219023108 2728 106289 SH DEFINED 01 106289 0 0 CORNING INC COM 219350105 9870 477000 SH DEFINED 01 0 477000 0 CORNING INC COM 219350105 160125 7739211 SH DEFINED 01 7739211 0 0 CORNING INC COM 219350105 82225 3974195 SH DEFINED 01 02 0 3974195 0 CORNING INC COM 219350105 7263 351031 SH DEFINED 01 03 0 351031 0 CORNING INC COM 219350105 58260 2815807 SH DEFINED 01 05 0 2815807 0 CORP EXECUTIVE BOARD COM 21988R102 232 7702 SH DEFINED 01 7702 0 0 CORRECTIONS CORP OF AMERICA COM 22025Y100 0 339 SH DEFINED 01 339 0 0 CORRECTIONS CORP OF AMERICA SE PRF 22025Y308 0 3 SH DEFINED 01 3 0 0 CORUS BANKSARES INC COM 220873103 4 74 SH DEFINED 01 74 0 0 CORUS BANKSARES INC COM 220873103 6 120 SH DEFINED 01 02 0 120 0 CORVIS CORP COM 221009103 5 721 SH DEFINED 01 721 0 0 COSINE COMM INC COM 221222102 1 298 SH DEFINED 01 298 0 0 COST PLUS CPWM COM 221485105 1588 68836 SH DEFINED 01 68836 0 0 COSTCO WHOLESALE COR COM 22160K105 166 4229 SH DEFINED 01 02 0 4229 0 COSTCO WHOLESALE CORP COM 22160K105 353664 9010546 SH DEFINED 01 9010546 0 0 COSTCO WHOLESALE CORP COM 22160K105 4351 110849 SH DEFINED 01 03 0 110849 0 COSTCO WHOLESALE CORP COM 22160K105 62787 1599673 SH DEFINED 01 05 0 1599673 0 COUNTRYWIDE CREDIT COM 222372104 29962 607139 SH DEFINED 01 607139 0 0 COUNTRYWIDE CREDIT COM 222372104 168 3409 SH DEFINED 01 02 0 3409 0 COUNTRYWIDE CREDIT COM 222372104 1598 32372 SH DEFINED 01 03 0 32372 0 COUNTRYWIDE CREDIT COM 222372104 37293 755683 SH DEFINED 01 05 0 755683 0 COUSINS PROPERTIES I COM 222795106 8 317 SH DEFINED 01 317 0 0 COVAD COMM GROUP COM 222814204 0 226 SH DEFINED 01 226 0 0 COVANCE INC COM 222816100 20 1512 SH DEFINED 01 1512 0 0 COVANIA ENERGY CORP COM 22281N103 23 1335 SH DEFINED 01 1335 0 0 COVENTRY HEALTH CARE COM 222862104 2976 179688 SH DEFINED 01 179688 0 0 COVIA TECHNOLOGIES COM 222900XY3 4066 1622545 SH DEFINED 01 1622545 0 0 COVIA TECHNOLOGIES COM 222900XY3 5934 2367878 SH DEFINED 01 05 0 2367878 0 COX BROADCAST COM 224044107 35646 801209 SH DEFINED 01 801209 0 0 COX BROADCAST COM 224044107 1010 22700 SH DEFINED 01 02 0 22700 0 COX COMMUNICATIONS PRF 224044305 46473 777800 SH DEFINED 01 777800 0 0 COX RADIO INC COM 224051102 632 30099 SH DEFINED 01 30099 0 0 CRANE CO. COM 224399105 20734 795930 SH DEFINED 01 795930 0 0 CRANE CO. COM 224399105 354 13590 SH DEFINED 01 03 0 13590 0 CRANE CO. COM 224399105 406 15620 SH DEFINED 01 05 0 15620 0 CRAWFORD & CO COM 224633107 2 167 SH DEFINED 01 167 0 0 CREDENCE SYSTEMS COR COM 225302108 32 1551 SH DEFINED 01 1551 0 0 CREDIT SUISSE GROUP COM 225400993 45342 256173 SH DEFINED 01 256173 0 0 CREDIT SUISSE GROUP COM 225400993 61320 346439 SH DEFINED 01 05 0 346439 0 CREE INC COM 225447101 19 1288 SH DEFINED 01 1288 0 0 CRESCENT COM 225756105 45744 2015186 SH DEFINED 01 2015186 0 0 CRESCENT COM 225756105 935 41200 SH DEFINED 01 03 0 41200 0 CRESCENT COM 225756105 501 22087 SH DEFINED 01 05 0 22087 0 CRH COM 226530996 1706 110641 SH DEFINED 01 03 0 110641 0 CK WITCO CORPORATION COM 227116100 33 2915 SH DEFINED 01 2915 0 0 CROSS A T CO CL A ATX.A - B COM 227478104 380 51493 SH DEFINED 01 51493 0 0 CROSS TIMBER COM 227573102 5788 233849 SH DEFINED 01 233849 0 0 CROSS TIMBER COM 227573102 10 410 SH DEFINED 01 02 0 410 0 CROSSROADS SYSTEMS COM 22765D100 1 132 SH DEFINED 01 132 0 0 CROWN CASTLE INTL COM 228227104 7 461 SH DEFINED 01 461 0 0 CROWN CORK & SEAL COM 228255105 987 243640 SH DEFINED 01 243640 0 0 CROWN CORK & SEAL COM 228255105 1 295 SH DEFINED 01 02 0 295 0 CROWN CORK & SEAL COM 228255105 44 10900 SH DEFINED 01 05 0 10900 0 CROWN MEDIA HOLDINGS COM 228411104 255 13400 SH DEFINED 01 13400 0 0 CRYOLIFE COM 228903100 1464 56452 SH DEFINED 01 56452 0 0 CUBIST PHARMACEUTICA COM 229678107 85 3488 SH DEFINED 01 3488 0 0 CULLEN FROST BANKERS COM 229899109 12410 362312 SH DEFINED 01 362312 0 0 CULLEN FROST BANKERS COM 229899109 8 220 SH DEFINED 01 02 0 220 0 CULLEN FROST BANKERS COM 229899109 285 8312 SH DEFINED 01 05 0 8312 0 CUMMINS ENGINE COM 231021106 21 555 SH DEFINED 01 555 0 0 CUMMINS ENGINE COM 231021106 314 8375 SH DEFINED 01 03 0 8375 0 CUMMINS ENGINE COM 231021106 5 136 SH DEFINED 01 05 0 136 0 CUMULUS MEDIA COM 231082108 0 68 SH DEFINED 01 68 0 0 CURATIVE TECHNOLOGIE COM 231264102 136 23779 SH DEFINED 01 23779 0 0 CURIS INC COM 231269XX4 2777 750000 SH DEFINED 01 05 0 750000 0 CURAGEN CORP COM 23126R101 5 216 SH DEFINED 01 216 0 0 CYBEAR GROUP COM 23243C102 0 14 SH DEFINED 01 14 0 0 CYBER-CARE INC COM 23243T105 0 133 SH DEFINED 01 133 0 0 CYBERNET INTERNET WTS EXP 07/ COM 232503110 10 10250 SH DEFINED 01 10250 0 0 CYBERNET INTERNET WTS EXP 07/ COM 232503110 2 2000 SH DEFINED 01 05 0 2000 0 CYBER SOURCE COPR COM 23251J106 0 38 SH DEFINED 01 38 0 0 CYGNUS INC COM COM 232560102 610 81678 SH DEFINED 01 81678 0 0 CYMER INC COM 232572107 1992 92093 SH DEFINED 01 92093 0 0 CYMER INC COM 232572107 5 250 SH DEFINED 01 02 0 250 0 CYPRESS COMM INC COM 232743104 0 80 SH DEFINED 01 80 0 0 CYPRESS SEMICONDCTR COM 232806109 669 37736 SH DEFINED 01 37736 0 0 CYRK INC COM 232817106 97 48542 SH DEFINED 01 48542 0 0 CYSIVE INC COM 23281T108 0 76 SH DEFINED 01 76 0 0 CYTEC INDUSTRIES COM 232820100 4468 139527 SH DEFINED 01 139527 0 0 CYTEC INDUSTRIES COM 232820100 6 200 SH DEFINED 01 02 0 200 0 CYTEC INDUSTRIES COM 232820100 179 5600 SH DEFINED 01 05 0 5600 0 CYTOGEN CORP COM 232824102 1 242 SH DEFINED 01 242 0 0 CESKE ENERGETICKE ZA COM 232900993 3111 1199176 SH DEFINED 01 1199176 0 0 CESKE ENERGETICKE ZA COM 232900993 51 19713 SH DEFINED 01 05 0 19713 0 CYTYC CORP COM 232946103 15797 957396 SH DEFINED 01 957396 0 0 CYTYC CORP COM 232946103 114 6889 SH DEFINED 01 02 0 6889 0 CYTYC CORP COM 232946103 17355 1051800 SH DEFINED 01 05 0 1051800 0 DDI CORP COM 233162106 66 3924 SH DEFINED 01 3924 0 0 DMC STRATEX NETWORKS COM 23322L106 2 240 SH DEFINED 01 02 0 240 0 DMC STRATEX NETWORKS INC COM 23322L106 4082 491779 SH DEFINED 01 491779 0 0 DMC STRATEX NETWORKS INC COM 23322L106 72 8644 SH DEFINED 01 05 0 8644 0 DMI Furniture Inc COM 233230101 3 1758 SH DEFINED 1 1758 0 0 DPL INCSTOCK COM 233293109 88 3131 SH DEFINED 01 3131 0 0 DQE COM 23329J104 40 1381 SH DEFINED 01 1381 0 0 D R HORTON INC COM 23331A109 10961 518203 SH DEFINED 01 518203 0 0 D R HORTON INC COM 23331A109 7 326 SH DEFINED 01 02 0 326 0 D R HORTON INC COM 23331A109 238 11239 SH DEFINED 01 05 0 11239 0 DST SYSTEMS COM 233326107 35198 730382 SH DEFINED 01 730382 0 0 DST SYSTEMS COM 233326107 131048 2719318 SH DEFINED 01 02 0 2719318 0 DST SYSTEMS COM 233326107 3946 81870 SH DEFINED 01 03 0 81870 0 DSP GROUP COM 23332B106 10 704 SH DEFINED 01 704 0 0 DSP GROUP COM 23332B106 3 190 SH DEFINED 01 02 0 190 0 DTE ENERGY COMPANY COM 233331107 43855 1101894 SH DEFINED 01 1101894 0 0 DTE ENERGY COMPANY COM 233331107 1393 35000 SH DEFINED 01 03 0 35000 0 DTE ENERGY COMPANY COM 233331107 19 469 SH DEFINED 01 05 0 469 0 DAIRY MART WARRANTS COM 2338602*5 4 362999 SH DEFINED 01 362999 0 0 DAIRY MART WARRANTS COM 2338602*5 0 10000 SH DEFINED 01 05 0 10000 0 DAL-TILE INTERNATION COM 23426R108 2797 185830 SH DEFINED 01 185830 0 0 DAL-TILE INTERNATION COM 23426R108 5 300 SH DEFINED 01 02 0 300 0 DAL-TILE INTERNATION COM 23426R108 116 7700 SH DEFINED 01 05 0 7700 0 DALLAS SEMICONDUCTOR COM 235204104 16949 651676 SH DEFINED 01 651676 0 0 DALLAS SEMICONDUCTOR COM 235204104 1185 45577 SH DEFINED 01 02 0 45577 0 DALLAS SEMICONDUCTOR COM 235204104 1797 69100 SH DEFINED 01 03 0 69100 0 DANA CORP COM 235811106 32 1898 SH DEFINED 01 1898 0 0 DANA CORP COM 235811106 558 32508 SH DEFINED 01 03 0 32508 0 DANA CORP COM 235811106 8 486 SH DEFINED 01 05 0 486 0 DANAHER CORP COM 235851102 22892 419573 SH DEFINED 01 419573 0 0 DANAHER CORP COM 235851102 1589 29131 SH DEFINED 01 02 0 29131 0 DANAHER CORP COM 235851102 5542 101593 SH DEFINED 01 03 0 101593 0 DANAHER CORP COM 235851102 10467 191867 SH DEFINED 01 05 0 191867 0 DARDEN RESTAURANT COM 237194105 45 1906 SH DEFINED 01 02 0 1906 0 DARDEN RESTAURANT BRIDGE: D COM 237194105 7659 322530 SH DEFINED 01 322530 0 0 DARDEN RESTAURANT BRIDGE: D COM 237194105 654 27523 SH DEFINED 01 03 0 27523 0 DARDEN RESTAURANT BRIDGE: D COM 237194105 6911 290993 SH DEFINED 01 05 0 290993 0 DATA RETURN CORP COM 23785M104 0 98 SH DEFINED 01 98 0 0 DATASCOPE COM 238113104 1617 44693 SH DEFINED 01 44693 0 0 DAVITA INC COM 23918K108 74 4359 SH DEFINED 01 4359 0 0 DAVITA INC COM 23918K108 3 200 SH DEFINED 01 02 0 200 0 DAVOX CORP COM 239208101 440 38668 SH DEFINED 01 38668 0 0 DEAN FOODS COM 242361103 30 897 SH DEFINED 01 897 0 0 DEERE & COMPANY COM 244199105 920 25296 SH DEFINED 01 25296 0 0 DEERE & COMPANY COM 244199105 2158 59371 SH DEFINED 01 03 0 59371 0 DEERE & COMPANY COM 244199105 28 772 SH DEFINED 01 05 0 772 0 DEL MONTE FOODS CO COM 24522P103 1 139 SH DEFINED 01 139 0 0 DELHAIZE AMERICA INC COM 246688105 9 439 SH DEFINED 01 439 0 0 DELIA*S CORPORATION-A COM 24688Q101 92 23400 SH DEFINED 01 23400 0 0 DELL COMPUTER CORP COM 247025109 5754 224000 SH DEFINED 01 0 224000 0 DELL COMPUTER CORP COM 247025109 59628 2321260 SH DEFINED 01 2321260 0 0 DELL COMPUTER CORP COM 247025109 17865 695459 SH DEFINED 01 03 0 695459 0 DELL COMPUTER CORP COM 247025109 55494 2160367 SH DEFINED 01 05 0 2160367 0 DELL COMPUTERS COM 247025109 50770 1976449 SH DEFINED 11 12 13 0 1976449 0 DELL COMPUTERS COM 247028109 3880 151051 SH DEFINED 11 12 0 151051 0 DELPHI AUTOMOTIVE SY COM 247126105 48845 3446991 SH DEFINED 01 3446991 0 0 DELPHI AUTOMOTIVE SY COM 247126105 3079 217274 SH DEFINED 01 03 0 217274 0 DELPHI AUTOMOTIVE SY COM 247126105 476 33611 SH DEFINED 01 05 0 33611 0 DELPHI FINANCIAL GRP COM 247131105 1811 61193 SH DEFINED 01 61193 0 0 DELTA & PINE LAND CO COM 247357106 6190 256829 SH DEFINED 01 256829 0 0 DELTA & PINE LAND CO COM 247357106 5 200 SH DEFINED 01 02 0 200 0 DELTA & PINE LAND CO COM 247357106 116 4800 SH DEFINED 01 05 0 4800 0 DELTA AIR LINES COM 247361108 16218 410582 SH DEFINED 01 410582 0 0 DELTA AIR LINES COM 247361108 97 2450 SH DEFINED 01 02 0 2450 0 DELTA AIR LINES COM 247361108 3089 78221 SH DEFINED 01 03 0 78221 0 DELTA AIR LINES COM 247361108 498 12604 SH DEFINED 01 05 0 12604 0 DELTA GOLD ORD AU;DGD COM 247800998 549 1000000 SH DEFINED 01 1000000 0 0 DELTIC TIMBER CORP COM 247850100 733 36221 SH DEFINED 01 36221 0 0 DELUXE CORPORATION COM 248019101 4646 196271 SH DEFINED 01 196271 0 0 DELUXE CORPORATION COM 248019101 369 15587 SH DEFINED 01 03 0 15587 0 DELUXE CORPORATION COM 248019101 6 238 SH DEFINED 01 05 0 238 0 DENDRITE COM 248239105 12892 920865 SH DEFINED 01 920865 0 0 DENDRITE COM 248239105 17707 1264705 SH DEFINED 01 02 0 1264705 0 DENDRITE COM 248239105 1490 106425 SH DEFINED 01 03 0 106425 0 DENTSPLY INTERNATL I COM 249030107 47 1307 SH DEFINED 01 1307 0 0 DEPARTMENT 56 COM 249509100 361 40541 SH DEFINED 01 40541 0 0 DEUTSCHE BANK ORDS COM 251525101 63189 825422 SH DEFINED 01 825422 0 0 DEUTSCHE BANK ORDS COM 251525101 12539 163797 SH DEFINED 01 03 0 163797 0 DEUTSCHE BANK ORDS COM 251525101 56075 732489 SH DEFINED 01 05 0 732489 0 DEVELOPERS DIV COM 251591103 1145 77844 SH DEFINED 01 77844 0 0 DEVELOPERS DIV COM 251591103 78 5300 SH DEFINED 01 05 0 5300 0 DEVON ENERGY COM 25179M103 24892 427703 SH DEFINED 01 427703 0 0 DEVON ENERGY COM 25179M103 88324 1517580 SH DEFINED 01 02 0 1517580 0 DEVON ENERGY COM 25179M103 5571 95723 SH DEFINED 01 03 0 95723 0 DEVON ENERGY COM 25179M103 25 422 SH DEFINED 01 05 0 422 0 DEVRY INC. COM 251893103 24092 801740 SH DEFINED 01 801740 0 0 DEVRY INC. COM 251893103 96942 3225950 SH DEFINED 01 02 0 3225950 0 DEVRY INC. COM 251893103 4035 134300 SH DEFINED 01 03 0 134300 0 DIAGEO COM 252350996 22053 2194021 SH DEFINED 01 2194021 0 0 DIAGEO COM 252350996 24902 2477423 SH DEFINED 01 05 0 2477423 0 DIA DEXUS INC COM 252425996 6167 795698 SH DEFINED 01 795698 0 0 DIA DEXUS INC COM 252425996 12333 1591398 SH DEFINED 01 05 0 1591398 0 DIAGEO PLC - SPON ADR COM 25243Q205 43281 1070000 SH DEFINED 01 1070000 0 0 DIAGEO PLC - SPON ADR COM 25243Q205 1019 25200 SH DEFINED 01 03 0 25200 0 DIAGEO PLC - SPON ADR COM 25243Q205 425 10527 SH DEFINED 01 05 0 10527 0 DIAGNOSTIC PRODUCTS COM 252450101 6037 115752 SH DEFINED 01 115752 0 0 DIAGNOSTIC PRODUCTS COM 252450101 6 110 SH DEFINED 01 02 0 110 0 DIAGNOSTIC PRODUCTS COM 252450101 130 2500 SH DEFINED 01 05 0 2500 0 DIAL CORP COM 25247D101 31 2505 SH DEFINED 01 2505 0 0 DIAMOND OFFSHORE DRI COM 25271C102 12 293 SH DEFINED 01 293 0 0 DIAMONDS TRUST SERIE COM 252787106 56 567 SH DEFINED 01 02 0 567 0 DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 18 1963 SH DEFINED 01 1963 0 0 DIANON SYSTEMS INC COM 252826102 233 7800 SH DEFINED 01 7800 0 0 DIEBOLD INC. COM 253651103 11995 436832 SH DEFINED 01 436832 0 0 DIEBOLD INC. COM 253651103 232 8440 SH DEFINED 01 05 0 8440 0 DIGEX COM 253756100 22 1539 SH DEFINED 01 1539 0 0 DIGI INTL INC COM COM 253798102 266 45959 SH DEFINED 01 45959 0 0 DIGITAL LIGHTWAVE COM 253855100 45 2580 SH DEFINED 01 2580 0 0 DIGITAL ISLAND COM 25385N101 1 395 SH DEFINED 01 395 0 0 DIGITAL INSIGHT COM 25385P106 1 72 SH DEFINED 01 72 0 0 DIGITAL RIVER COM 25388B104 0 88 SH DEFINED 01 88 0 0 DIGITAS INC COM 25388K104 1 110 SH DEFINED 01 110 0 0 DIGITAL THINK INC COM 25388M100 685 65570 SH DEFINED 01 65570 0 0 DIGITAL THINK INC COM 25388M100 2 170 SH DEFINED 01 02 0 170 0 DIME COMMUNITY COM 253922108 5 170 SH DEFINED 01 02 0 170 0 DILLARDS INC-CL A COM 254067101 30 1404 SH DEFINED 01 1404 0 0 DILLARDS INC-CL A COM 254067101 401 18257 SH DEFINED 01 03 0 18257 0 DILLARDS INC-CL A COM 254067101 7 302 SH DEFINED 01 05 0 302 0 DIME BANCORP INC COM 25429Q102 152 4628 SH DEFINED 01 4628 0 0 DIMON INC COM 254394109 1037 134616 SH DEFINED 01 134616 0 0 DIONEX COM 254546104 2105 66984 SH DEFINED 01 66984 0 0 DISCOUNT AUTO PARTS COM 254642101 386 50485 SH DEFINED 01 50485 0 0 DISNEY WALT CO COM 254687106 5863 205000 SH DEFINED 01 0 205000 0 DISNEY WALT CO COM 254687106 6 226 SH DEFINED 01 02 0 226 0 DISNEY WALT CO (HOLDING CO) COM 254687106 23763 830888 SH DEFINED 01 830888 0 0 DISNEY WALT CO (HOLDING CO) COM 254687106 16853 589271 SH DEFINED 01 03 0 589271 0 DISNEY WALT CO (HOLDING CO) COM 254687106 70608 2468791 SH DEFINED 01 05 0 2468791 0 DIRECT FOCUS INC COM 254931108 3073 122900 SH DEFINED 01 122900 0 0 DIRECT FOCUS INC COM 254931108 6 225 SH DEFINED 01 02 0 225 0 DIRECT FOCUS INC COM 254931108 132 5300 SH DEFINED 01 05 0 5300 0 DITECH COMMU CORP COM 25500M103 2 157 SH DEFINED 01 157 0 0 DIVERSA CORP COM 255064107 0 12 SH DEFINED 01 12 0 0 DIVERSA - RESTRICTED COM 255064990 3706 245000 SH DEFINED 01 245000 0 0 DIVERSA - RESTRICTED COM 255064990 7638 505000 SH DEFINED 01 05 0 505000 0 THEROX INC PRF 256000XY1 3745 814130 SH DEFINED 01 814130 0 0 THEROX INC PRF 256000XY1 6255 1359783 SH DEFINED 01 05 0 1359783 0 DOBSON COMM CORP A COM 256069105 817 49311 SH DEFINED 01 49311 0 0 DOBSON COMM PIK PFD PRF 256072505 10508 11179 SH DEFINED 01 11179 0 0 DOBSON COMM PIK PFD PRF 256072505 2129 2265 SH DEFINED 01 05 0 2265 0 DOCENT INC COM 25608L106 2319 700000 SH DEFINED 01 05 0 700000 0 DOCENT RESTRICTED COM 25608L981 37 13936 SH DEFINED 01 05 0 13936 0 DOCENT INC RESTRICTED COM 25608L999 881 265957 SH DEFINED 01 05 0 265957 0 DOCUMENTUM INC COM 256159104 37 3434 SH DEFINED 01 3434 0 0 DR REDDYS LABS COM 256300997 2948 110193 SH DEFINED 01 110193 0 0 DR REDDYS LABS COM 256300997 54 2003 SH DEFINED 01 05 0 2003 0 DOLE FOOD CO INC COM 256605106 22 1374 SH DEFINED 01 1374 0 0 DOLLAR GENERAL COM 256669102 4171 204062 SH DEFINED 01 0 204062 0 DOLLAR GENERAL COM 256669102 89 4347 SH DEFINED 01 4347 0 0 DOLLAR GENERAL COM 256669102 6359 311100 SH DEFINED 01 02 0 311100 0 DOLLAR GENERAL COM 256669102 1667 81551 SH DEFINED 01 03 0 81551 0 DOLLAR GENERAL COM 256669102 15393 753084 SH DEFINED 01 05 0 753084 0 DOLLAR THRIF AUTOMOT COM 256743105 4942 239900 SH DEFINED 01 239900 0 0 DOLLAR THRIF AUTOMOT COM 256743105 5 240 SH DEFINED 01 02 0 240 0 DOLLAR THRIF AUTOMOT COM 256743105 175 8500 SH DEFINED 01 05 0 8500 0 DOLLAR TREE STORES INC COM 256747106 533 27666 SH DEFINED 01 27666 0 0 DOMINION RES INC VA COM 25746U109 10380 161000 SH DEFINED 01 0 161000 0 DOMINION RES INC VA COM 25746U109 194418 3015655 SH DEFINED 01 3015655 0 0 DOMINION RES INC VA COM 25746U109 100 1550 SH DEFINED 01 02 0 1550 0 DOMINION RES INC VA COM 25746U109 5667 87899 SH DEFINED 01 03 0 87899 0 DOMINION RES INC VA COM 25746U109 21619 335323 SH DEFINED 01 05 0 335323 0 DOMINION RESOURCES PFD 5.25% PRF 25746U208 12454 200000 SH DEFINED 01 200000 0 0 DONALDSON CO COM 257651109 32 1196 SH DEFINED 01 1196 0 0 DONNELLEY (RR)&SONS COM 257867101 26787 1021652 SH DEFINED 01 1021652 0 0 DONNELLEY (RR)&SONS COM 257867101 1357 51765 SH DEFINED 01 03 0 51765 0 DONNELLEY (RR)&SONS COM 257867101 260 9924 SH DEFINED 01 05 0 9924 0 DORAL FINANCIAL COM 25811P100 2573 85754 SH DEFINED 01 85754 0 0 DORAL FINANCIAL COM 25811P100 8 270 SH DEFINED 01 02 0 270 0 DORAL FINANCIAL COM 25811P100 159 5300 SH DEFINED 01 05 0 5300 0 DOUBLECLICK INC COM 258609304 8 706 SH DEFINED 01 706 0 0 DOVER CORP COM 260003108 14074 392681 SH DEFINED 01 392681 0 0 DOVER CORP COM 260003108 1794 50042 SH DEFINED 01 03 0 50042 0 DOVER CORP COM 260003108 293 8184 SH DEFINED 01 05 0 8184 0 DOVER DOWNS ENTERTAI COM 260086103 2 139 SH DEFINED 01 139 0 0 DOW CHEMICAL COM 260543103 116404 3687131 SH DEFINED 01 3687131 0 0 DOW CHEMICAL COM 260543103 377 11950 SH DEFINED 01 02 0 11950 0 DOW CHEMICAL COM 260543103 10575 334971 SH DEFINED 01 03 0 334971 0 DOW CHEMICAL COM 260543103 1149 36377 SH DEFINED 01 05 0 36377 0 DOW JONES & CO COM 260561105 61 1162 SH DEFINED 01 1162 0 0 DOW JONES & CO COM 260561105 1135 21681 SH DEFINED 01 03 0 21681 0 DOW JONES & CO COM 260561105 15 288 SH DEFINED 01 05 0 288 0 DOWNEY FINL CORP COM 261018105 8558 188945 SH DEFINED 01 188945 0 0 DOWNEY FINL CORP COM 261018105 7 165 SH DEFINED 01 02 0 165 0 DOWNEY FINL CORP COM 261018105 168 3700 SH DEFINED 01 05 0 3700 0 THE DRESS BARN COM 261570105 2973 126853 SH DEFINED 01 126853 0 0 THE DRESS BARN COM 261570105 5 200 SH DEFINED 01 02 0 200 0 THE DRESS BARN COM 261570105 108 4600 SH DEFINED 01 05 0 4600 0 DREYERS GRAND ICE COM 261878102 20 752 SH DEFINED 01 752 0 0 DRIL QUIP INC COM 262037104 1327 55275 SH DEFINED 01 55275 0 0 DRKOOP.COM INC COM 262098106 0 140 SH DEFINED 01 140 0 0 DRUG STORE.COM COM 262241102 0 66 SH DEFINED 01 66 0 0 DSL.NET INC COM 262506108 0 274 SH DEFINED 01 274 0 0 E I DUPONT COM 263534109 114764 2819740 SH DEFINED 01 2819740 0 0 E I DUPONT COM 263534109 567 13950 SH DEFINED 01 02 0 13950 0 E I DUPONT COM 263534109 13307 326968 SH DEFINED 01 03 0 326968 0 E I DUPONT COM 263534109 864 21233 SH DEFINED 01 05 0 21233 0 DUKE ENERGY CORP COM 264399106 3761 88000 SH DEFINED 01 0 88000 0 DUKE ENERGY CORP COM 264399106 403986 9452177 SH DEFINED 01 9452177 0 0 DUKE ENERGY CORP COM 264399106 33995 795457 SH DEFINED 01 02 0 795457 0 DUKE ENERGY CORP COM 264399106 9696 226857 SH DEFINED 01 03 0 226857 0 DUKE ENERGY CORP COM 264399106 96127 2249121 SH DEFINED 01 05 0 2249121 0 DUKE ENERGY CVT PFD PRF 264399585 9296 341100 SH DEFINED 01 341100 0 0 DUKE ENERGY CVT PFD PRF 264399585 3477 127600 SH DEFINED 01 05 0 127600 0 DUKE-WEEKS REALTY CO COM 264411505 4 182 SH DEFINED 01 182 0 0 DUN & BRADSTREET CORP COM 26483E100 52 2187 SH DEFINED 01 2187 0 0 DUPONT PHOTO COM 26613X101 5102 116277 SH DEFINED 01 116277 0 0 DUPONT PHOTO COM 26613X101 3 60 SH DEFINED 01 02 0 60 0 DUPONT PHOTO COM 26613X101 105 2400 SH DEFINED 01 05 0 2400 0 DYCOM INDUSTRIES COM 267475101 18 1431 SH DEFINED 01 1431 0 0 DYNEGY INC COM 26816Q101 156014 3058494 SH DEFINED 01 3058494 0 0 DYNEGY INC COM 26816Q101 16953 332350 SH DEFINED 01 02 0 332350 0 DYNEGY INC COM 26816Q101 6136 120281 SH DEFINED 01 03 0 120281 0 DYNEGY INC COM 26816Q101 86750 1700664 SH DEFINED 01 05 0 1700664 0 EGILITY PRVT PLCMT PFD UNIT PRF 268470994 5000 1444043 SH DEFINED 01 05 0 1444043 0 EGL INC COM 268484102 31 1259 SH DEFINED 01 1259 0 0 E-LOAN COM 26861P107 0 102 SH DEFINED 01 102 0 0 EMC CORPORATION COM 268648102 14083 479000 SH DEFINED 01 0 479000 0 EMC CORPORATION COM 268648102 629701 21418368 SH DEFINED 01 21418368 0 0 EMC CORPORATION COM 268648102 21120 718389 SH DEFINED 01 02 0 718389 0 EMC CORPORATION COM 268648102 19306 656646 SH DEFINED 01 03 0 656646 0 EMC CORPORATION COM 268648102 150303 5112339 SH DEFINED 01 05 0 5112339 0 EMC CORPORATION COM 268648102 5371 182700 SH DEFINED 11 12 0 182700 0 EMC CORPORATION COM 268648102 47131 1603100 SH DEFINED 11 12 13 0 1603100 0 AMERICAN INTERNATIONAL GROUP COM 26874107 6127 76117 SH DEFINED 11 12 0 76117 0 AMERICAN INTL GROUP COM 26874107 31001 385107 SH DEFINED 11 12 13 0 385107 0 ENSCO INTL INC COM 26874Q100 31620 903429 SH DEFINED 01 903429 0 0 ENSCO INTL INC COM 26874Q100 57676 1647795 SH DEFINED 01 02 0 1647795 0 ENSCO INTL INC COM 26874Q100 4322 123500 SH DEFINED 01 03 0 123500 0 ENI SPA ORDS COM 26874R991 47025 7188683 SH DEFINED 01 7188683 0 0 ENI SPA ORDS COM 26874R991 4726 722561 SH DEFINED 01 03 0 722561 0 ENI SPA ORDS COM 26874R991 40244 6151972 SH DEFINED 01 05 0 6151972 0 EOG RESOURCES INC COM 26875P101 20678 501535 SH DEFINED 01 501535 0 0 EOG RESOURCES INC COM 26875P101 7432 180271 SH DEFINED 01 02 0 180271 0 EOG RESOURCES INC COM 26875P101 3375 81861 SH DEFINED 01 03 0 81861 0 EOG RESOURCES INC COM 26875P101 16 384 SH DEFINED 01 05 0 384 0 E.PIPHANY INC COM 26881V100 5 462 SH DEFINED 01 462 0 0 ESS TECHNOLOGY COM 269151106 765 132994 SH DEFINED 01 132994 0 0 E TRADE COM 269246104 55 7861 SH DEFINED 01 7861 0 0 EARTHGRAINS COM 270319106 5184 243914 SH DEFINED 01 243914 0 0 EARTHGRAINS COM 270319106 5 230 SH DEFINED 01 02 0 230 0 EARTHGRAINS COM 270319106 142 6700 SH DEFINED 01 05 0 6700 0 EARTHLINK INC COM 270321102 186 15359 SH DEFINED 01 15359 0 0 EARTHWATCH 144A 12% CVT PFD SE COM 270324502 807 357031 SH DEFINED 01 357031 0 0 EAST WEST BANCORP COM 27579R104 4436 230370 SH DEFINED 01 230370 0 0 EAST WEST BANCORP COM 27579R104 4 230 SH DEFINED 01 02 0 230 0 EAST WEST BANCORP COM 27579R104 131 6800 SH DEFINED 01 05 0 6800 0 EASTMAN CHEMICAL CO COM 277432100 1155 23474 SH DEFINED 01 23474 0 0 EASTMAN CHEMICAL CO COM 277432100 878 17842 SH DEFINED 01 03 0 17842 0 EASTMAN CHEMICAL CO COM 277432100 12 252 SH DEFINED 01 05 0 252 0 EASTMAN KODAK COM 277461109 41246 1033980 SH DEFINED 01 1033980 0 0 EASTMAN KODAK COM 277461109 3909 98009 SH DEFINED 01 03 0 98009 0 EASTMAN KODAK COM 277461109 442 11078 SH DEFINED 01 05 0 11078 0 EATON CORP COM 278058102 12095 176570 SH DEFINED 01 176570 0 0 EATON CORP COM 278058102 1153 16836 SH DEFINED 01 03 0 16836 0 EATON CORP COM 278058102 248 3625 SH DEFINED 01 05 0 3625 0 EATON VANCE COM 278265103 7623 245520 SH DEFINED 01 245520 0 0 EATON VANCE COM 278265103 68 2200 SH DEFINED 01 05 0 2200 0 EBAY INC COM 278642103 162 4493 SH DEFINED 01 4493 0 0 ECHELON CORPORATION COM 27874N105 1 53 SH DEFINED 01 53 0 0 ECHOSTAR COMMUN CORP COM 278762109 4991 180284 SH DEFINED 01 180284 0 0 ECHOSTAR COMMUN CORP COM 278762109 1 34 SH DEFINED 01 02 0 34 0 ECLIPSYS CORP COM 278856109 3 132 SH DEFINED 01 132 0 0 ECOLAB, INC. COM 278865100 1345 31686 SH DEFINED 01 31686 0 0 ECOLAB, INC. COM 278865100 1319 31090 SH DEFINED 01 03 0 31090 0 ECOLAB, INC. COM 278865100 18 418 SH DEFINED 01 05 0 418 0 EDEN BIOSCIENCE CORP COM 279445100 11 755 SH DEFINED 01 755 0 0 EDGEWATER TECHNOLOGY INC COM 280358102 155 37625 SH DEFINED 01 37625 0 0 EDISON INTLK COM 281020107 55 4301 SH DEFINED 01 4301 0 0 EDISON INTLK COM 281020107 1023 80920 SH DEFINED 01 03 0 80920 0 EDISON INTLK COM 281020107 14 1072 SH DEFINED 01 05 0 1072 0 EDISON SCHOOLS INC COM 281033100 111 5476 SH DEFINED 01 5476 0 0 EDISON SCHOOLS INC COM 281033100 7088 350000 SH DEFINED 01 05 0 350000 0 J D EDWARDS & CO COM 281667105 2 239 SH DEFINED 01 239 0 0 A.G. EDWARDS INC. COM 281760108 72 1960 SH DEFINED 01 1960 0 0 EDWARDS LIFESCIENCES COM 28176E108 4 200 SH DEFINED 01 02 0 200 0 EDWARDS LIFESCIENCES CORP COM 28176E108 84 4292 SH DEFINED 01 4292 0 0 EFFICIENT NETWORKS COM 282056100 2 77 SH DEFINED 01 77 0 0 EFUNDS CORP COM 28224R101 100 5201 SH DEFINED 01 5201 0 0 EGAIN COMMUN CORP COM 28225C103 0 92 SH DEFINED 01 92 0 0 ABBOT LABORATORIES COM 2824100 31150 660100 SH DEFINED 11 12 13 0 660100 0 ABBOTT LABORATORIES COM 2824100 6012 127400 SH DEFINED 11 12 0 127400 0 ABBOTT LABORATORIES COM 2824100 71 1500 SH DEFINED 11 12 13 0 1500 0 EL PASO CORPORATION COM 28336L109 4096 62730 SH DEFINED 01 0 62730 0 EL PASO CORPORATION COM 28336L109 971178 14872551 SH DEFINED 01 14872551 0 0 EL PASO CORPORATION COM 28336L109 727 11117 SH DEFINED 01 02 0 11117 0 EL PASO CORPORATION COM 28336L109 9203 140933 SH DEFINED 01 03 0 140933 0 EL PASO CORPORATION COM 28336L109 203906 3122603 SH DEFINED 01 05 0 3122603 0 EL PASO ELECTRIC COM 283677854 5361 367135 SH DEFINED 01 367135 0 0 EL PASO ELECTRIC COM 283677854 6 410 SH DEFINED 01 02 0 410 0 EL PASO ELECTRIC COM 283677854 147 10065 SH DEFINED 01 05 0 10065 0 ELAN CORP PLC ADR COM 284131208 5957 114000 SH DEFINED 01 0 114000 0 ELAN CORP PLC ADR COM 284131208 45013 861500 SH DEFINED 01 05 0 861500 0 ELANTEC SEMICONDUCTO COM 284155108 2303 86900 SH DEFINED 01 86900 0 0 ELANTEC SEMICONDUCTO COM 284155108 3 110 SH DEFINED 01 02 0 110 0 ELANTEC SEMICONDUCTO COM 284155108 83 3150 SH DEFINED 01 05 0 3150 0 ELCOR CORP COM 284443108 812 58078 SH DEFINED 01 58078 0 0 ELECTRO SCIENTIFIC COM 285229100 4665 166252 SH DEFINED 01 166252 0 0 ELECTRO SCIENTIFIC COM 285229100 4 160 SH DEFINED 01 02 0 160 0 ELECTRO SCIENTIFIC COM 285229100 81 2900 SH DEFINED 01 05 0 2900 0 ELECTROGLAS INC COM 285324109 1036 62785 SH DEFINED 01 62785 0 0 ELECTRONIC ARTS INC COM 285512109 51306 945727 SH DEFINED 01 945727 0 0 ELECTRONIC ARTS INC COM 285512109 54 1000 SH DEFINED 01 02 0 1000 0 ELECTRONIC ARTS INC COM 285512109 8154 150300 SH DEFINED 01 05 0 150300 0 ELECTRONIC DATA SYST COM 285661104 35542 636272 SH DEFINED 01 636272 0 0 ELECTRONIC DATA SYST COM 285661104 2 27 SH DEFINED 01 02 0 27 0 ELECTRONIC DATA SYST COM 285661104 7108 127246 SH DEFINED 01 03 0 127246 0 ELECTRONIC DATA SYST COM 285661104 350 6268 SH DEFINED 01 05 0 6268 0 ELECTRONIC IMAGING COM 286082102 8 324 SH DEFINED 01 324 0 0 ELOYALTY CORPORATION COM 290151109 367 150711 SH DEFINED 01 150711 0 0 EMACHINES INC COM 29076P102 0 440 SH DEFINED 01 440 0 0 EMBARCADERO TECH COM 290787100 2992 180000 SH DEFINED 01 180000 0 0 EMBARCADERO TECH COM 290787100 21 1267 SH DEFINED 01 02 0 1267 0 EMBARCADERO TECH COM 290787100 3180 191300 SH DEFINED 01 05 0 191300 0 EMCOR CORP COM 290846104 1510 60224 SH DEFINED 01 60224 0 0 EMCOR GROUP INC COM 29084Q100 6 190 SH DEFINED 01 02 0 190 0 EMERSON ELECTRIC COM 291011104 351 5657 SH DEFINED 01 5657 0 0 EMERSON ELECTRIC COM 291011104 167 2690 SH DEFINED 01 02 0 2690 0 EMERSON ELECTRIC COM 291011104 6536 105482 SH DEFINED 01 03 0 105482 0 EMERSON ELECTRIC COM 291011104 87 1412 SH DEFINED 01 05 0 1412 0 EMISPHERE COM 291345106 3 200 SH DEFINED 01 200 0 0 EMMIS COMMUNICATIONS COM 291525103 173 6853 SH DEFINED 01 6853 0 0 EMPIRE DISTRICT ELEC COM 291641108 3 150 SH DEFINED 01 02 0 150 0 EMPIRE DISTRICT ELEC COM 291641108 11132 595624 SH DEFINED 01 03 0 595624 0 EMULEX COM 292475209 20415 1085164 SH DEFINED 01 1085164 0 0 EMULEX COM 292475209 123 6556 SH DEFINED 01 02 0 6556 0 EMULEX COM 292475209 24870 1322000 SH DEFINED 01 05 0 1322000 0 ENERGEN COM 29265N108 4865 137836 SH DEFINED 01 137836 0 0 ENERGEN COM 29265N108 7 210 SH DEFINED 01 02 0 210 0 ENERGY EAST CORP COM 29266M109 49 2829 SH DEFINED 01 2829 0 0 ENERGIZER HOLDINGS INC COM 29266R108 58 2311 SH DEFINED 01 2311 0 0 ENERGY PARTNERS LTD COM 29270U105 3 300 SH DEFINED 01 300 0 0 ENERSIS SA ADR COM 29274F104 4672 278917 SH DEFINED 01 278917 0 0 ENERSIS SA ADR COM 29274F104 81 4834 SH DEFINED 01 05 0 4834 0 ENGAGE INC COM 292827102 0 641 SH DEFINED 01 641 0 0 ENGELHARD CORP COM 292845104 42 1613 SH DEFINED 01 1613 0 0 ENGELHARD CORP COM 292845104 771 29830 SH DEFINED 01 03 0 29830 0 ENGELHARD CORP COM 292845104 11 420 SH DEFINED 01 05 0 420 0 ENGINEERED SUPPORT COM 292866100 1240 64000 SH DEFINED 01 64000 0 0 ENGINEERED SUPPORT COM 292866100 1 40 SH DEFINED 01 02 0 40 0 ENGINEERED SUPPORT COM 292866100 50 2600 SH DEFINED 01 05 0 2600 0 ENESCO GROUP INC COM 292973104 271 40747 SH DEFINED 01 40747 0 0 ENRON CORP COM 293561106 27341 470600 SH DEFINED 01 0 470600 0 ENRON CORP COM 293561106 596954 10274596 SH DEFINED 01 10274596 0 0 ENRON CORP COM 293561106 641 11009 SH DEFINED 01 02 0 11009 0 ENRON CORP COM 293561106 10732 184715 SH DEFINED 01 03 0 184715 0 ENRON CORP COM 293561106 155369 2674158 SH DEFINED 01 05 0 2674158 0 ENTERCOM COMMUNICATI COM 293639100 1203 30631 SH DEFINED 01 30631 0 0 ENTERGY CORP COM 29364G103 45518 1197843 SH DEFINED 01 1197843 0 0 ENTERGY CORP COM 29364G103 2064 54315 SH DEFINED 01 03 0 54315 0 ENTERGY CORP COM 29364G103 28 734 SH DEFINED 01 05 0 734 0 ENTERPRISE PRODS PAR COM 293792107 6 167 SH DEFINED 01 167 0 0 ENTRAVISION COMMUNIC COM 29382R107 76 7700 SH DEFINED 01 7700 0 0 ENTRADA NETWORKS INC COM 29382Y102 0 8 SH DEFINED 01 8 0 0 ENTRUST TECHNOLOGIES COM 293848107 1 169 SH DEFINED 01 169 0 0 ENZON INC COM 293904108 3599 75770 SH DEFINED 01 75770 0 0 ENZON INC COM 293904108 7 150 SH DEFINED 01 02 0 150 0 ENZON INC COM 293904108 122 2570 SH DEFINED 01 05 0 2570 0 ENZO BIOCHEM COM 294100102 1369 81590 SH DEFINED 01 81590 0 0 Epimmune Inc COM 29425Y101 55 20310 SH DEFINED 1 20310 0 0 ECM FUND / CORP LPI 11.918 UN COM 294300XX1 1854 2156687 SH DEFINED 01 2156687 0 0 EPRESENCE INC COM 294348107 326 71458 SH DEFINED 01 71458 0 0 EQUANT ENT/$ COM 294409107 11688 485000 SH DEFINED 01 05 0 485000 0 EQUIFAX INC COM 294429105 2290 73295 SH DEFINED 01 73295 0 0 EQUIFAX INC COM 294429105 1228 39280 SH DEFINED 01 03 0 39280 0 EQUIFAX INC COM 294429105 6890 220466 SH DEFINED 01 05 0 220466 0 EQUINIX INC COM 29444U106 1437 1150000 SH DEFINED 01 1150000 0 0 EQUINIX INC COM 29444U106 9 6845 SH DEFINED 01 02 0 6845 0 EQUINIX INC COM 29444U106 1917 1533400 SH DEFINED 01 05 0 1533400 0 EQUINIX INC WTS EXP 12/01/2007 COM 29444U114 651 9300 SH DEFINED 01 9300 0 0 EQUINIX INC WTS EXP 12/01/2007 COM 29444U114 1449 20700 SH DEFINED 01 05 0 20700 0 EQUINIX INC RESTRICTED COM 29444U999 299 265251 SH DEFINED 01 265251 0 0 EQUINIX INC RESTRICTED COM 29444U999 447 397878 SH DEFINED 01 05 0 397878 0 EQUITABLE RESOURCES COM 294549100 88402 1281201 SH DEFINED 01 1281201 0 0 EQUITABLE RESOURCES COM 294549100 5720 82899 SH DEFINED 01 05 0 82899 0 EQUITY OFFICE COM 294741103 1278 45643 SH DEFINED 01 45643 0 0 EQUITY RESIDENTIAL COM 29476L107 30737 590777 SH DEFINED 01 590777 0 0 EQUITY RESIDENTIAL COM 29476L107 546 10500 SH DEFINED 01 03 0 10500 0 EQUITY RESIDENTIAL COM 29476L107 356 6837 SH DEFINED 01 05 0 6837 0 ERICSSON LM B ADR COM 294821400 5699 1018820 SH DEFINED 01 1018820 0 0 ERICSSON LM B ADR COM 294821400 268 48000 SH DEFINED 01 02 0 48000 0 ERICSSON LM B ADR COM 294821400 153 27400 SH DEFINED 01 05 0 27400 0 ERIE INDTY CO COM 29530P102 10 336 SH DEFINED 01 336 0 0 ESCO TECHNOLOGIES COM 296315104 4 170 SH DEFINED 01 02 0 170 0 ESPERION THERAPEUTIC COM 29664R106 200 29600 SH DEFINED 01 29600 0 0 ESSEX PROP TRUST COM 297178105 1348 28061 SH DEFINED 01 28061 0 0 ESSEX PROP TRUST COM 297178105 86 1800 SH DEFINED 01 05 0 1800 0 ESTERLINE CORP COM 297425100 4977 228784 SH DEFINED 01 228784 0 0 ESTERLINE CORP COM 297425100 5 230 SH DEFINED 01 02 0 230 0 ESTERLINE CORP COM 297425100 136 6250 SH DEFINED 01 05 0 6250 0 ETHAN ALLEN COM 297602104 608 18000 SH DEFINED 01 0 18000 0 ETHAN ALLEN COM 297602104 74438 2203609 SH DEFINED 01 2203609 0 0 ETHAN ALLEN COM 297602104 7 200 SH DEFINED 01 02 0 200 0 ETHAN ALLEN COM 297602104 1941 57461 SH DEFINED 01 05 0 57461 0 ETOYS INC COM 297862104 0 179 SH DEFINED 01 179 0 0 EVERGREEN RESOURCES COM 299900308 117 3100 SH DEFINED 01 3100 0 0 EVOICE SER D CVT PFD PRF 300200XX5 4515 4022475 SH DEFINED 01 4022475 0 0 EVOICE SER D CVT PFD PRF 300200XX5 5496 4896540 SH DEFINED 01 05 0 4896540 0 EXABYTE CORP COM 300615101 100 69891 SH DEFINED 01 69891 0 0 EXACT SCIENCES CORP COM 30063P105 2288 300000 SH DEFINED 01 05 0 300000 0 EXAR CORP COM 300645108 2837 144588 SH DEFINED 01 144588 0 0 EXAR CORP COM 300645108 4 220 SH DEFINED 01 02 0 220 0 EXAR CORP COM 300645108 109 5550 SH DEFINED 01 05 0 5550 0 EXCHANGE APPLICATION COM 300867108 0 90 SH DEFINED 01 90 0 0 EXELON CORP COM 30161N101 135293 2062391 SH DEFINED 01 2062391 0 0 EXELON CORP COM 30161N101 5190 79116 SH DEFINED 01 03 0 79116 0 EXELON CORP COM 30161N101 69 1048 SH DEFINED 01 05 0 1048 0 EXELIXIS INC COM 30161Q104 1 126 SH DEFINED 01 126 0 0 EXTENDED SYSTEMS INC COM 301973103 0 34 SH DEFINED 01 34 0 0 EXIDE CORP 144A CONV BND 302051AF4 7817 19500000 PRN DEFINED 01 02 0 0 19500000 EXODUS COMMUNICATION COM 302088109 135 12542 SH DEFINED 01 12542 0 0 EXODUS COMMUNICATION COM 302088109 2 240 SH DEFINED 01 02 0 240 0 EXPEDIA INC CL A COM 302125109 1 86 SH DEFINED 01 86 0 0 EXPEDITORS INTL WASH COM 302130109 9843 195140 SH DEFINED 01 195140 0 0 EXPEDITORS INTL WASH COM 302130109 45 900 SH DEFINED 01 02 0 900 0 EXPEDITORS INTL WASH COM 302130109 7772 154100 SH DEFINED 01 05 0 154100 0 EXPRESS SCRIPT COM 302182100 59301 684136 SH DEFINED 01 684136 0 0 EXPRESS SCRIPT COM 302182100 2031 23449 SH DEFINED 01 02 0 23449 0 EXPRESS SCRIPT COM 302182100 2696 31100 SH DEFINED 01 03 0 31100 0 EXPRESS SCRIPT COM 302182100 43253 499000 SH DEFINED 01 05 0 499000 0 EXTENDED STAY AMERIC COM 30224P101 6 430 SH DEFINED 01 02 0 430 0 EXTENDED STAY AMERIC STAY COM 30224P101 2603 173560 SH DEFINED 01 173560 0 0 EXTENDED STAY AMERIC STAY COM 30224P101 33160 2210700 SH DEFINED 01 05 0 2210700 0 EXTREME NETWORKS INC COM 30226D106 33102 2176232 SH DEFINED 01 2176232 0 0 EXTREME NETWORKS INC COM 30226D106 91 5965 SH DEFINED 01 02 0 5965 0 EXTREME NETWORKS INC COM 30226D106 19402 1275624 SH DEFINED 01 05 0 1275624 0 EXXON MOBIL CORP COM 30231G102 9801 121000 SH DEFINED 01 0 121000 0 EXXON MOBIL CORP COM 30231G102 46324 571828 SH DEFINED 01 02 0 571828 0 EXXON MOBIL CORPORATION COM 30231G102 1234635 15242405 SH DEFINED 01 15242405 0 0 EXXON MOBIL CORPORATION COM 30231G102 74132 915212 SH DEFINED 01 03 0 915212 0 EXXON MOBIL CORPORATION COM 30231G102 249636 3081929 SH DEFINED 01 05 0 3081929 0 F & M NATIONAL CORP COM 302374103 3 74 SH DEFINED 01 74 0 0 FMC CORP COM 302491303 30 412 SH DEFINED 01 412 0 0 FMC CORP COM 302491303 510 6926 SH DEFINED 01 03 0 6926 0 FMC CORP COM 302491303 7 100 SH DEFINED 01 05 0 100 0 FBN CORP COM 302520101 2 81 SH DEFINED 01 81 0 0 FPL GROUP INC. COM 302571104 143 2337 SH DEFINED 01 2337 0 0 FPL GROUP INC. COM 302571104 2799 45663 SH DEFINED 01 03 0 45663 0 FPL GROUP INC. COM 302571104 36 582 SH DEFINED 01 05 0 582 0 FYI INC. COM 302712104 1626 48629 SH DEFINED 01 48629 0 0 FACTORY 2 U STORES COM 303072102 1155 42288 SH DEFINED 01 42288 0 0 FACTSET RESEARCH COM 303075105 3828 126751 SH DEFINED 01 126751 0 0 FACTSET RESEARCH COM 303075105 2 75 SH DEFINED 01 02 0 75 0 FACTSET RESEARCH COM 303075105 42 1400 SH DEFINED 01 05 0 1400 0 FAIR ISAAC & CO INC COM 303250104 20087 343307 SH DEFINED 01 343307 0 0 FAIR ISAAC & CO INC COM 303250104 1277 21840 SH DEFINED 01 02 0 21840 0 FAIR ISAAC & CO INC COM 303250104 1972 33700 SH DEFINED 01 03 0 33700 0 FAIRCHILD SEMICONDUC COM 303726103 6 419 SH DEFINED 01 419 0 0 FAIRFIELD COMMUNITIE COM 304231301 3 170 SH DEFINED 01 170 0 0 FAMILY DLR STORES COM 307000109 106 4138 SH DEFINED 01 4138 0 0 AMGEN COM 31162100 313 5200 SH DEFINED 11 12 0 5200 0 FASTENAL CO COM 311900104 35029 642731 SH DEFINED 01 642731 0 0 FASTENAL CO COM 311900104 43206 792756 SH DEFINED 01 02 0 792756 0 FASTENAL CO COM 311900104 4177 76650 SH DEFINED 01 03 0 76650 0 FEDDERS USA INC. COM 313135105 541 96567 SH DEFINED 01 96567 0 0 FREDDIE MAC COM 313400301 5316 82000 SH DEFINED 01 0 82000 0 FREDDIE MAC COM 313400301 14932 230324 SH DEFINED 01 230324 0 0 FREDDIE MAC COM 313400301 13080 201756 SH DEFINED 01 03 0 201756 0 FREDDIE MAC COM 313400301 8703 134238 SH DEFINED 01 05 0 134238 0 FEDERAL MOGUL COM 313549107 1 230 SH DEFINED 01 230 0 0 FED. NAT.MORTGAGE COM 313586109 6160 77392 SH DEFINED 11 12 0 77392 0 FED.NAT.MORTGAGE COM 313586109 34817 437394 SH DEFINED 11 12 13 0 437394 0 FEDERAL NATL MTGE COM 313586109 8358 105000 SH DEFINED 01 0 105000 0 FEDERAL NATL MTGE COM 313586109 496572 6238349 SH DEFINED 01 6238349 0 0 FEDERAL NATL MTGE COM 313586109 109356 1373749 SH DEFINED 01 02 0 1373749 0 FEDERAL NATL MTGE COM 313586109 23864 299791 SH DEFINED 01 03 0 299791 0 FEDERAL NATL MTGE COM 313586109 154135 1936366 SH DEFINED 01 05 0 1936366 0 FEDERAL SIGNAL CORP COM 313855108 22 1128 SH DEFINED 01 1128 0 0 FEDERATED DPT STORES COM 31410H101 53631 1290741 SH DEFINED 01 1290741 0 0 FEDERATED DPT STORES COM 31410H101 2844 68453 SH DEFINED 01 03 0 68453 0 FEDERATED DPT STORES COM 31410H101 27 653 SH DEFINED 01 05 0 653 0 Federated Department Stores In COM 31410J107 2 75 SH DEFINED 1 0 75 0 FEDERATED INVESTORS COM 314211103 6 196 SH DEFINED 01 196 0 0 FEDEX CORPORATION COM 31428X106 165 3957 SH DEFINED 01 3957 0 0 FEDEX CORPORATION COM 31428X106 3042 72979 SH DEFINED 01 03 0 72979 0 FEDEX CORPORATION COM 31428X106 41 975 SH DEFINED 01 05 0 975 0 FELCOR LODGING TRUST COM 31430F101 6 266 SH DEFINED 01 266 0 0 FERRO CORP COM 315405100 18 873 SH DEFINED 01 873 0 0 FERRO CORP COM 315405100 5 230 SH DEFINED 01 02 0 230 0 F5 NETWORKS INC COM 315616102 0 88 SH DEFINED 01 88 0 0 FIBERNET TELECOM GROUP IN COM 315653105 108 40000 SH DEFINED 01 40000 0 0 FIBROGEN CVT PFD SER.E PRF 316000XX1 5000 1113586 SH DEFINED 01 1113586 0 0 FIBROGEN CVT PFD SER.E PRF 316000XX1 10000 2227171 SH DEFINED 01 05 0 2227171 0 FIDELITY NAT FINL COM 316326107 40288 1504966 SH DEFINED 01 1504966 0 0 FIDELITY NAT FINL COM 316326107 214 8010 SH DEFINED 01 02 0 8010 0 FIDELITY NAT FINL COM 316326107 31700 1184150 SH DEFINED 01 05 0 1184150 0 FIFTH THIRD BANCORP COM 316773100 9947 186142 SH DEFINED 01 186142 0 0 FIFTH THIRD BANCORP COM 316773100 262 4900 SH DEFINED 01 02 0 4900 0 FIFTH THIRD BANCORP COM 316773100 6181 115663 SH DEFINED 01 03 0 115663 0 FIFTH THIRD BANCORP COM 316773100 13442 251532 SH DEFINED 01 05 0 251532 0 FILENET CORP COM 316869106 3014 192106 SH DEFINED 01 192106 0 0 FILENET CORP COM 316869106 3 160 SH DEFINED 01 02 0 160 0 FILENET CORP COM 316869106 51 3250 SH DEFINED 01 05 0 3250 0 FINISAR CORP COM 31787A101 32238 3360177 SH DEFINED 01 3360177 0 0 FINISAR CORP COM 31787A101 14237 1483700 SH DEFINED 01 02 0 1483700 0 FINISAR CORP COM 31787A101 767 80000 SH DEFINED 01 03 0 80000 0 FINISAR CORP COM 31787A101 12423 1294900 SH DEFINED 01 05 0 1294900 0 FINOVA GROUP INC. COM 317928109 1 293 SH DEFINED 01 293 0 0 FIREPOND INC COM 318224102 0 53 SH DEFINED 01 53 0 0 FIRST AMERICAN CORP COM 318522307 3 125 SH DEFINED 01 02 0 125 0 FIRST AMERICAN CORPORATION COM 318522307 6463 248572 SH DEFINED 01 248572 0 0 FIRST AMERICAN CORPORATION COM 318522307 88 3400 SH DEFINED 01 05 0 3400 0 FIRST BANCORP/PR COM 318672102 2069 79894 SH DEFINED 01 79894 0 0 FIRST BANCORP/PR COM 318672102 5 200 SH DEFINED 01 02 0 200 0 FIRST CITIZENS BANK COM 31946M103 3 27 SH DEFINED 01 27 0 0 FIRST COMWLTH FINL P COM 319829107 2 146 SH DEFINED 01 146 0 0 FIRST DATA CORP COM 319963104 89814 1504188 SH DEFINED 01 1504188 0 0 FIRST DATA CORP COM 319963104 8167 136786 SH DEFINED 01 03 0 136786 0 FIRST DATA CORP COM 319963104 826 13831 SH DEFINED 01 05 0 13831 0 FIRST FINL BANCORP COM 320209109 2 101 SH DEFINED 01 101 0 0 FIRST INDUSTRIAL REL COM 32054K103 9 277 SH DEFINED 01 277 0 0 FIRST MIDWEST BANC COM 320867104 5883 208993 SH DEFINED 01 208993 0 0 FIRST MIDWEST BANC COM 320867104 5 190 SH DEFINED 01 02 0 190 0 FIRST MIDWEST BANC COM 320867104 70 2469 SH DEFINED 01 05 0 2469 0 FIRST HEALTH GROUP COM 320960107 189 4307 SH DEFINED 01 4307 0 0 FIRST SOURCE CORP COM 336901103 1 72 SH DEFINED 01 72 0 0 FIRST TN NAT`L CORP COM 337162101 96 3110 SH DEFINED 01 3110 0 0 UTS 1ST TR AD #041-M COM 33732A194 4 25 SH DEFINED 01 02 0 25 0 FIRST UNION CORP COM 337358105 4163 126165 SH DEFINED 01 0 126165 0 FIRST UNION CORP COM 337358105 16431 497935 SH DEFINED 01 497935 0 0 FIRST UNION CORP COM 337358105 38 1160 SH DEFINED 01 02 0 1160 0 FIRST UNION CORP COM 337358105 8827 267501 SH DEFINED 01 03 0 267501 0 FIRST UNION CORP COM 337358105 106 3225 SH DEFINED 01 05 0 3225 0 FIRST VIRGINIA BANK COM 337477103 1306 30121 SH DEFINED 01 30121 0 0 FISERV INC COM 337738108 809 18000 SH DEFINED 01 0 18000 0 FISERV INC COM 337738108 58604 1304112 SH DEFINED 01 1304112 0 0 FISERV INC COM 337738108 3064 68173 SH DEFINED 01 02 0 68173 0 FISERV INC COM 337738108 4316 96037 SH DEFINED 01 03 0 96037 0 FISERV INC COM 337738108 18955 421800 SH DEFINED 01 05 0 421800 0 FIRSTFED FINL CORP COM 337907109 3860 137820 SH DEFINED 01 137820 0 0 FIRSTFED FINL CORP COM 337907109 6 200 SH DEFINED 01 02 0 200 0 FIRSTFED FINL CORP COM 337907109 148 5300 SH DEFINED 01 05 0 5300 0 FIRSTMERIT CORP COM 337915102 57 2195 SH DEFINED 01 2195 0 0 FIRSTENERGY CORP COM 337932107 1954 69983 SH DEFINED 01 69983 0 0 FIRSTENERGY CORP COM 337932107 1521 54466 SH DEFINED 01 03 0 54466 0 FIRSTENERGY CORP COM 337932107 21 742 SH DEFINED 01 05 0 742 0 FISHER SCIENTIFIC IN COM 338032204 4 115 SH DEFINED 01 115 0 0 FLEETBOSTON FINANCIAL CORPORAT COM 339030108 304895 8076643 SH DEFINED 01 8076643 0 0 FLEETBOSTON FINANCIAL CORPORAT COM 339030108 14661 388367 SH DEFINED 01 03 0 388367 0 FLEETBOSTON FINANCIAL CORPORAT COM 339030108 9008 238590 SH DEFINED 01 05 0 238590 0 FLEETBOSTON FINL CO COM 339030108 136750 3622279 SH DEFINED 01 02 0 3622279 0 FLEETWOOD ENTERPRISE COM 339099103 896 99055 SH DEFINED 01 99055 0 0 FLEMING CO COM 339130106 3043 119578 SH DEFINED 01 119578 0 0 FL EAST COAST RY CO COM 340632108 3 82 SH DEFINED 01 82 0 0 FLORIDA ROCK COM 341140101 2217 56204 SH DEFINED 01 56204 0 0 FLUOR CORP (NEW) COM 343412102 26741 600936 SH DEFINED 01 600936 0 0 FLUOR CORP (NEW) COM 343412102 852 19157 SH DEFINED 01 03 0 19157 0 FLUOR CORP (NEW) COM 343412102 530 11903 SH DEFINED 01 05 0 11903 0 FLOW SYSTEMS COM 343468104 470 44715 SH DEFINED 01 44715 0 0 FLOWERS FOODS INC COM 343498101 2 77 SH DEFINED 01 77 0 0 FLOWSERVE CORP COM 34354P105 22 973 SH DEFINED 01 973 0 0 FOCAL COM COM 344155106 1 121 SH DEFINED 01 121 0 0 FOOTSTAR INC COM 344912100 5106 127171 SH DEFINED 01 127171 0 0 FOOTSTAR INC COM 344912100 5 120 SH DEFINED 01 02 0 120 0 FOOTSTAR INC COM 344912100 100 2500 SH DEFINED 01 05 0 2500 0 FORD MOTOR CO COM 345370860 88778 3157142 SH DEFINED 01 3157142 0 0 FORD MOTOR CO COM 345370860 48 1711 SH DEFINED 01 02 0 1711 0 FORD MOTOR CO COM 345370860 14618 519837 SH DEFINED 01 03 0 519837 0 FORD MOTOR CO COM 345370860 834 29675 SH DEFINED 01 05 0 29675 0 FOREST CITY ENTERPRI COM 345550107 4 89 SH DEFINED 01 89 0 0 FOREST LABS COM 345838106 20102 339322 SH DEFINED 01 339322 0 0 FOREST LABS COM 345838106 234 3958 SH DEFINED 01 02 0 3958 0 FOREST LABS COM 345838106 2543 42933 SH DEFINED 01 03 0 42933 0 FOREST LABS COM 345838106 28742 485177 SH DEFINED 01 05 0 485177 0 FOREST OIL CORP COM 346091705 1225 41005 SH DEFINED 01 41005 0 0 FOREST OIL CORP COM 346091705 2 70 SH DEFINED 01 02 0 70 0 FOREST OIL CORP COM 346091705 81 2700 SH DEFINED 01 05 0 2700 0 FORRESTER COM 346563109 2 80 SH DEFINED 01 02 0 80 0 FORRESTER RESEARCH INC COM 346563109 107 4500 SH DEFINED 01 4500 0 0 GRANADA PLC COM 348900994 332 134840 SH DEFINED 01 03 0 134840 0 FORTUNE BRANDS COM 349631101 71 2055 SH DEFINED 01 2055 0 0 FORTUNE BRANDS COM 349631101 1242 36106 SH DEFINED 01 03 0 36106 0 FORTUNE BRANDS COM 349631101 18 509 SH DEFINED 01 05 0 509 0 FORWARD AIR CORP COM 349853101 5365 164143 SH DEFINED 01 164143 0 0 FORWARD AIR CORP COM 349853101 4 110 SH DEFINED 01 02 0 110 0 FORWARD AIR CORP COM 349853101 127 3900 SH DEFINED 01 05 0 3900 0 FOSSIL INC COM 349882100 1608 92589 SH DEFINED 01 92589 0 0 FOSTER WHEELER COM 350244109 2213 123199 SH DEFINED 01 123199 0 0 FOSTER'S BREWING GROUP COM 350300992 2670 1062000 SH DEFINED 01 03 0 1062000 0 FOUNDRY NETWORKS INC COM 35063R100 342 45600 SH DEFINED 01 45600 0 0 4KIDS ENTERTAINMENT COM 350865101 1548 137359 SH DEFINED 01 137359 0 0 4KIDS ENTERTAINMENT COM 350865101 63 5600 SH DEFINED 01 05 0 5600 0 FOUR SEASONS HOTELS COM 35100E104 7424 150000 SH DEFINED 01 150000 0 0 FOUR SEASONS HOTELS COM 35100E104 538 10872 SH DEFINED 01 02 0 10872 0 FOUR SEASONS HOTELS COM 35100E104 762 15400 SH DEFINED 01 03 0 15400 0 FOX ENTERTAINMENT GR COM 35138T107 6 281 SH DEFINED 01 281 0 0 FRANCHISE FINANCE COM 351807102 9 375 SH DEFINED 01 375 0 0 FRANKLIN COVEY CO COM 353469109 505 62395 SH DEFINED 01 62395 0 0 FRANKLIN RESOURCES COM 354613101 126 3217 SH DEFINED 01 3217 0 0 FRANKLIN RESOURCES COM 354613101 2663 68095 SH DEFINED 01 03 0 68095 0 FRANKLIN RESOURCES COM 354613101 31 802 SH DEFINED 01 05 0 802 0 FREEMARKETS INC COM 356602102 2 182 SH DEFINED 01 182 0 0 Freemarkets Inc COM 356602102 8708 305414 SH DEFINED 1 0 305414 0 FREEPORT COPPER `B` COM 35671D857 1331 102041 SH DEFINED 01 102041 0 0 FREEPORT COPPER `B` COM 35671D857 416 31869 SH DEFINED 01 03 0 31869 0 FREEPORT COPPER `B` COM 35671D857 6 488 SH DEFINED 01 05 0 488 0 FREMONT GENERAL CORP COM 357288109 820 211439 SH DEFINED 01 211439 0 0 FRITZ COM 358846103 1215 111047 SH DEFINED 01 111047 0 0 FRONTIER AIRLINES COM 359065109 2278 186920 SH DEFINED 01 186920 0 0 FRONTIER AIRLINES COM 359065109 1 120 SH DEFINED 01 02 0 120 0 FRONTIER AIRLINES COM 359065109 62 5100 SH DEFINED 01 05 0 5100 0 FRONTIER FINL CORP W COM 35907K105 2 85 SH DEFINED 01 85 0 0 FRONTLINE CAPITAL GROUP COM 35921N101 1 103 SH DEFINED 01 103 0 0 FUELCELL ENERGY INC COM 35952H106 3 59 SH DEFINED 01 59 0 0 FUJI HEAVY INDUSTRIES (7270) COM 359555992 3927 590000 SH DEFINED 01 03 0 590000 0 FULLER H B COMPANY COM 359694106 14 353 SH DEFINED 01 353 0 0 FULTON FINL CORP COM 360271100 2146 105653 SH DEFINED 01 105653 0 0 FULTON FINL CORP COM 360271100 6 300 SH DEFINED 01 02 0 300 0 FULTON FINL CORP COM 360271100 93 4600 SH DEFINED 01 05 0 4600 0 FURNITURE BRAND INTL COM 360921100 30 1228 SH DEFINED 01 1228 0 0 FURNITURE BRAND INTL COM 360921100 5 200 SH DEFINED 01 02 0 200 0 G&K SERVICES CL A COM 361268105 1237 62059 SH DEFINED 01 62059 0 0 GATX CORP COM 361448103 51 1197 SH DEFINED 01 1197 0 0 GBC BANCORP/CALIFORN COM 361475106 2396 84079 SH DEFINED 01 84079 0 0 GBC BANCORP/CALIFORN COM 361475106 4 155 SH DEFINED 01 02 0 155 0 GBC BANCORP/CALIFORN COM 361475106 71 2500 SH DEFINED 01 05 0 2500 0 GABRIEL RESOURCES COM 361970999 1262 750000 SH DEFINED 01 750000 0 0 GPU INCSTOCK COM 36225X100 50 1541 SH DEFINED 01 1541 0 0 GPU INCSTOCK COM 36225X100 953 29347 SH DEFINED 01 03 0 29347 0 GPU INCSTOCK COM 36225X100 13 399 SH DEFINED 01 05 0 399 0 GT GROUP TELECOME INC WTS EXP COM 362359101 660 23540 SH DEFINED 01 23540 0 0 GT GROUP TELECOME INC WTS EXP COM 362359101 134 4765 SH DEFINED 01 05 0 4765 0 GABLE RESIDENTIAL COM 362418105 1995 68783 SH DEFINED 01 68783 0 0 GABLE RESIDENTIAL COM 362418105 122 4200 SH DEFINED 01 05 0 4200 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALILEO INTL COM 363547100 50 2273 SH DEFINED 01 2273 0 0 GALLAGHER ARTHUR J COM 363576109 6552 236575 SH DEFINED 01 236575 0 0 GALLAGHER ARTHUR J COM 363576109 9 320 SH DEFINED 01 02 0 320 0 GALLAGHER ARTHUR J COM 363576109 212 7660 SH DEFINED 01 05 0 7660 0 GANNETT CO INC COM 364730101 206839 3463481 SH DEFINED 01 3463481 0 0 GANNETT CO INC COM 364730101 83 1389 SH DEFINED 01 02 0 1389 0 GANNETT CO INC COM 364730101 4541 76042 SH DEFINED 01 03 0 76042 0 GANNETT CO INC COM 364730101 33861 566983 SH DEFINED 01 05 0 566983 0 GAP INC. THE COM 364760108 26515 1117820 SH DEFINED 01 1117820 0 0 GAP INC. THE COM 364760108 6955 293240 SH DEFINED 01 02 0 293240 0 GAP INC. THE COM 364760108 7302 307839 SH DEFINED 01 03 0 307839 0 GAP INC. THE COM 364760108 26149 1102397 SH DEFINED 01 05 0 1102397 0 GARDNER DENVER INC GARDNER D COM 365558105 909 46401 SH DEFINED 01 46401 0 0 GARTNER GRP INC CL B COM 366651206 15 2408 SH DEFINED 01 2408 0 0 GATEWAY INC COM 367626108 740 44036 SH DEFINED 01 44036 0 0 GATEWAY INC COM 367626108 33487 1992359 SH DEFINED 01 02 0 1992359 0 GATEWAY INC COM 367626108 1507 89649 SH DEFINED 01 03 0 89649 0 GATEWAY INC COM 367626108 18 1064 SH DEFINED 01 05 0 1064 0 GAYLORD ENTERTAINMEN COM 367905106 2 67 SH DEFINED 01 67 0 0 GAYLORD CONTAINER CLASS A COM 368145108 1160 1000000 SH DEFINED 01 1000000 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 268 9311 SH DEFINED 01 9311 0 0 GENCORP INC COM 368682100 1362 128221 SH DEFINED 01 128221 0 0 GENE LOGIC INC COM 368689105 1 68 SH DEFINED 01 68 0 0 GENENTECH INC COM 368710406 175274 3470754 SH DEFINED 01 3470754 0 0 GENENTECH INC COM 368710406 245 4850 SH DEFINED 01 02 0 4850 0 GENENTECH INC COM 368710406 44388 878968 SH DEFINED 01 05 0 878968 0 GEMINI INDS PRIV COM 368990149 1357 245278 SH DEFINED 01 245278 0 0 GEMINI INDS PRIV COM 368990149 151 27253 SH DEFINED 01 05 0 27253 0 GENRL COMMUNICATION COM 369385109 1421 157891 SH DEFINED 01 157891 0 0 GENERAL DATACOMM IND COM 369487103 2 5000 SH DEFINED 01 02 0 5000 0 GENERAL DYNAMICS COM 369550108 245 3900 SH DEFINED 01 02 0 3900 0 GENERAL DYNAMICS CORP COM 369550108 1614 25729 SH DEFINED 01 25729 0 0 GENERAL DYNAMICS CORP COM 369550108 3114 49631 SH DEFINED 01 03 0 49631 0 GENERAL DYNAMICS CORP COM 369550108 41 656 SH DEFINED 01 05 0 656 0 GENERAL ELECTRIC COM 369604103 39979 955068 SH DEFINED 01 0 955068 0 GENERAL ELECTRIC COM 369604103 1277721 30523686 SH DEFINED 01 30523686 0 0 GENERAL ELECTRIC COM 369604103 217638 5199184 SH DEFINED 01 02 0 5199184 0 GENERAL ELECTRIC COM 369604103 115768 2765623 SH DEFINED 01 03 0 2765623 0 GENERAL ELECTRIC COM 369604103 492503 11765458 SH DEFINED 01 05 0 11765458 0 GENERAL ELECTRIC COM 369604103 6375 152303 SH DEFINED 11 12 0 152303 0 GENERAL ELECTRIC COM 369604103 31142 743960 SH DEFINED 11 12 13 0 743960 0 GENERAL ELECTRIC COMPANY COM 369604103 88 2100 SH DEFINED 11 12 13 0 2100 0 GENERAL GROWTH COM 370021107 4 105 SH DEFINED 01 105 0 0 GENERAL MILLS COM 370334104 5940 138110 SH DEFINED 01 0 138110 0 GENERAL MILLS COM 370334104 56074 1303750 SH DEFINED 01 1303750 0 0 GENERAL MILLS COM 370334104 2984 69375 SH DEFINED 01 03 0 69375 0 GENERAL MILLS COM 370334104 40 930 SH DEFINED 01 05 0 930 0 ASSICURAZIONI GENERALI ORD COM 370336992 7947 251118 SH DEFINED 01 03 0 251118 0 GENERAL MOTORS COM 370442105 49844 961305 SH DEFINED 01 961305 0 0 GENERAL MOTORS COM 370442105 8257 159235 SH DEFINED 01 03 0 159235 0 GENERAL MOTORS COM 370442105 635 12253 SH DEFINED 01 05 0 12253 0 GENERAL MOTORS CL H COM 370442832 3443 176594 SH DEFINED 01 176594 0 0 GENERAL MOTORS CL H COM 370442832 1 32 SH DEFINED 01 02 0 32 0 GENERAL SEMICONDUCT COM 370787103 1082 114277 SH DEFINED 01 114277 0 0 GENESCO INC. COM 371532102 1777 64870 SH DEFINED 01 64870 0 0 GENESCO INC. COM 371532102 4 160 SH DEFINED 01 02 0 160 0 GENTEX CORP COM 371901109 2022 87395 SH DEFINED 01 87395 0 0 GENTEX CORP COM 371901109 40025 1730790 SH DEFINED 01 02 0 1730790 0 GENTEX CORP COM 371901109 550 23800 SH DEFINED 01 03 0 23800 0 GENTEX CORP COM 371901109 72 3100 SH DEFINED 01 05 0 3100 0 GENLYTE GROUP INC COM 372302109 3 120 SH DEFINED 01 02 0 120 0 GENRAD COM 372447102 1 118 SH DEFINED 01 118 0 0 GENUINE PARTS COM 372460105 4082 157562 SH DEFINED 01 0 157562 0 GENUINE PARTS COM 372460105 57 2198 SH DEFINED 01 2198 0 0 GENUINE PARTS COM 372460105 1066 41131 SH DEFINED 01 03 0 41131 0 GENUINE PARTS COM 372460105 15 569 SH DEFINED 01 05 0 569 0 GENTIVA HEALTH SERVICES COM 37247A102 1 48 SH DEFINED 01 48 0 0 GENZYME CORP COM 372917104 2482 27479 SH DEFINED 01 27479 0 0 GEORGIA GULF CORP COM 373200203 5133 294837 SH DEFINED 01 294837 0 0 GEORGIA GULF CORP COM 373200203 4 220 SH DEFINED 01 02 0 220 0 GEORGIA GULF CORP COM 373200203 134 7700 SH DEFINED 01 05 0 7700 0 GEORGIA-PACIFIC GP COM 373298108 387 13166 SH DEFINED 01 13166 0 0 GEORGIA-PACIFIC GP COM 373298108 41360 1406828 SH DEFINED 01 02 0 1406828 0 GEORGIA-PACIFIC GP COM 373298108 1762 59965 SH DEFINED 01 03 0 59965 0 GEORGIA-PACIFIC GP COM 373298108 22 739 SH DEFINED 01 05 0 739 0 GEORGIA PAC TIMBER COM 373298702 56 1946 SH DEFINED 01 1946 0 0 GEORGIA PACIFIC GROUP 7.50% PRF 373298801 39143 1118350 SH DEFINED 01 1118350 0 0 GEORGIA PACIFIC GROUP 7.50% PRF 373298801 3685 105280 SH DEFINED 01 05 0 105280 0 GERBER SCIENTIFIC COM 373730100 444 66524 SH DEFINED 01 66524 0 0 GETTY IMAGES INC COM 374276103 5 330 SH DEFINED 01 330 0 0 GILEAD SCIENCES COM 375558103 788 24257 SH DEFINED 01 24257 0 0 GILEAD SCIENCES COM 375558103 17507 538600 SH DEFINED 01 02 0 538600 0 GILEAD SCIENCES COM 375558103 286 8800 SH DEFINED 01 03 0 8800 0 GILLETTE CO COM 375766102 69958 2244386 SH DEFINED 01 2244386 0 0 GILLETTE CO COM 375766102 8024 257400 SH DEFINED 01 02 0 257400 0 GILLETTE CO COM 375766102 10791 346178 SH DEFINED 01 03 0 346178 0 GILLETTE CO COM 375766102 15597 500367 SH DEFINED 01 05 0 500367 0 GLATFELTER (P.H.) CO COM 377316104 14 1092 SH DEFINED 01 1092 0 0 GLAXOSMITHKLINE PLC COM 377555990 1467 56047 SH DEFINED 01 56047 0 0 GLAXOSMITHKLINE PLC COM 377555990 7036 268820 SH DEFINED 01 03 0 268820 0 GLENAYRE TECHNOLOGIE COM 377899109 1370 635412 SH DEFINED 01 635412 0 0 GLENAYRE TECHNOLOGIE COM 377899109 2 850 SH DEFINED 01 02 0 850 0 GLENAYRE TECHNOLOGIE COM 377899109 44 20300 SH DEFINED 01 05 0 20300 0 GLENBOROUGH REALTY T COM 37803P105 2 139 SH DEFINED 01 139 0 0 GLOBAL CROSSING HLDG PRF 37931K309 3875 41440 SH DEFINED 01 41440 0 0 GLOBAL CROSSING HLDG PRF 37931K309 969 10360 SH DEFINED 01 05 0 10360 0 GLOBAL INDUSTRIES COM 379336100 6 443 SH DEFINED 01 443 0 0 GLOBAL MARINE COM 379352404 112 4362 SH DEFINED 01 4362 0 0 GLOBAL TELESYSTEMS INC COM 37936U104 1 897 SH DEFINED 01 897 0 0 GLOBAL PAYMENTS INC COM 37940X102 1478 79886 SH DEFINED 01 79886 0 0 GLOBESPAN INC COM 379571102 8 360 SH DEFINED 01 360 0 0 GLOBIX CORP COM 37957F101 143 47316 SH DEFINED 01 47316 0 0 GLOBIX CORP COM 37957F101 17 5688 SH DEFINED 01 05 0 5688 0 GOAMERICA INC COM 38020R106 1 371 SH DEFINED 01 371 0 0 GOLDFIELDS LTD ADR COM 38059T106 1496 386000 SH DEFINED 01 386000 0 0 GOLDCORP INC COM 380956409 1763 260000 SH DEFINED 01 260000 0 0 GOLDEN STATE BANC COM 381197102 1174 42106 SH DEFINED 01 42106 0 0 GOLDEN WEST FIN COM 381317106 1791 27588 SH DEFINED 01 27588 0 0 GOLDEN WEST FIN COM 381317106 2669 41126 SH DEFINED 01 03 0 41126 0 GOLDEN WEST FIN COM 381317106 34 521 SH DEFINED 01 05 0 521 0 GOLDMAN SACHS GP INC COM 38141G104 24 282 SH DEFINED 01 282 0 0 GOODRICH B.F. COM 382388106 5756 150000 SH DEFINED 01 0 150000 0 GOODRICH B.F. COM 382388106 17989 468811 SH DEFINED 01 468811 0 0 GOODRICH B.F. COM 382388106 8455 220370 SH DEFINED 01 02 0 220370 0 GOODRICH B.F. COM 382388106 1058 27569 SH DEFINED 01 03 0 27569 0 GOODRICH B.F. COM 382388106 20530 535043 SH DEFINED 01 05 0 535043 0 GOODYEAR COM 382550101 48 2004 SH DEFINED 01 2004 0 0 GOODYEAR COM 382550101 916 38389 SH DEFINED 01 03 0 38389 0 GOODYEAR COM 382550101 12 518 SH DEFINED 01 05 0 518 0 GOODYS FAMILY CLTHNG COM 382588101 442 98288 SH DEFINED 01 98288 0 0 GORP.COM(SER B PREF). PRF 382900XX1 151 97087 SH DEFINED 01 97087 0 0 GORP.COM(SER B PREF). PRF 382900XX1 1363 873786 SH DEFINED 01 05 0 873786 0 GOTTSCHALKS INC COM 383485109 193 38144 SH DEFINED 01 38144 0 0 GOTO.COM INC COM 38348T107 2 276 SH DEFINED 01 276 0 0 W R GRACE COM 38388F108 0 124 SH DEFINED 01 124 0 0 GRACO INC. COM 384109104 5 170 SH DEFINED 01 02 0 170 0 GRACO INC. COM 384109104 6033 215479 SH DEFINED 01 215479 0 0 GRACO INC. COM 384109104 109 3900 SH DEFINED 01 05 0 3900 0 GRAINGER (W.W.) COM 384802104 40 1187 SH DEFINED 01 1187 0 0 GRAINGER (W.W.) COM 384802104 790 23351 SH DEFINED 01 03 0 23351 0 GRAINGER (W.W.) COM 384802104 10 309 SH DEFINED 01 05 0 309 0 Granite Broadcasting Corp COM 387241102 13 8566 SH DEFINED 1 0 0 8566 GRANITE CONSTRUCTION COM 387328107 2772 81604 SH DEFINED 01 81604 0 0 GRANITE CONSTRUCTION COM 387328107 5 150 SH DEFINED 01 02 0 150 0 GRANITE CONSTRUCTION COM 387328107 105 3100 SH DEFINED 01 05 0 3100 0 GRANT PRIDECO INC COM 38821G101 2150 125000 SH DEFINED 01 0 125000 0 GRANT PRIDECO INC COM 38821G101 236 13743 SH DEFINED 01 13743 0 0 GRANT PRIDECO INC COM 38821G101 27950 1625000 SH DEFINED 01 05 0 1625000 0 GREAT AMERICAN FINANCIAL RESOU COM 389915109 7 410 SH DEFINED 01 410 0 0 GREAT A. & P. TEA COM 390064103 1061 115927 SH DEFINED 01 115927 0 0 GREAT LAKES CHEM CO COM 390568103 26 839 SH DEFINED 01 839 0 0 GREAT LAKES CHEM CO COM 390568103 358 11640 SH DEFINED 01 03 0 11640 0 GREAT LAKES CHEM CO COM 390568103 5 165 SH DEFINED 01 05 0 165 0 GREAT PLAINS SFTWARE COM 39119E105 8 130 SH DEFINED 01 130 0 0 GREATER BAY BANCORP COM 391648102 4552 180725 SH DEFINED 01 180725 0 0 GREATER BAY BANCORP COM 391648102 8 300 SH DEFINED 01 02 0 300 0 GREATER BAY BANCORP COM 391648102 136 5400 SH DEFINED 01 05 0 5400 0 GREEN MOUNTAIN POWER COM 393154109 281 16768 SH DEFINED 01 16768 0 0 GREENPOINT FINL CORP COM 395384100 80 2454 SH DEFINED 01 2454 0 0 GREIF BROS CORP COM 397624107 4 144 SH DEFINED 01 144 0 0 GREY ADVERTISING INC COM 39787M108 3 5 SH DEFINED 01 5 0 0 GREY WOLF INC COM 397888108 1606 247000 SH DEFINED 01 247000 0 0 GREY WOLF INC COM 397888108 2 330 SH DEFINED 01 02 0 330 0 GREY WOLF INC COM 397888108 101 15600 SH DEFINED 01 05 0 15600 0 GRIFFON CORP COM 398433102 709 89699 SH DEFINED 01 89699 0 0 GROUP ONE AUTOMOTIVE COM 398905109 756 60263 SH DEFINED 01 60263 0 0 BOUYGUES COM 4002121 25 740 SH DEFINED 01 10 740 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401998 5648 8405669 SH DEFINED 01 8405669 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401998 100 148913 SH DEFINED 01 05 0 148913 0 G-FIN BANAMEX 'O' COM 400492955 41132 23669920 SH DEFINED 01 23669920 0 0 G-FIN BANAMEX 'O' COM 400492955 208 119520 SH DEFINED 01 05 0 119520 0 UNION MINIERE SA BEFORDS COM 4005001 2 58 SH DEFINED 01 10 58 0 0 G-TECH HOLDINGS CORP COM 400518106 24 863 SH DEFINED 01 863 0 0 G-TECH HOLDINGS CORP COM 400518106 4 140 SH DEFINED 01 02 0 140 0 GUANGDONG ALLIANCE COM 400651998 1 52309 SH DEFINED 01 0 52309 0 AIR LIQUIDE( COM 4011406 29 207 SH DEFINED 01 10 207 0 0 GUESS INC COM 401617105 1 174 SH DEFINED 01 174 0 0 GUIDANT CORP COM 401698105 181366 4031261 SH DEFINED 01 4031261 0 0 GUIDANT CORP COM 401698105 64580 1435571 SH DEFINED 01 02 0 1435571 0 GUIDANT CORP COM 401698105 5894 131012 SH DEFINED 01 03 0 131012 0 GUIDANT CORP COM 401698105 116256 2584013 SH DEFINED 01 05 0 2584013 0 ALLIED IRISH COM 4020684 24 2325 SH DEFINED 01 10 2325 0 0 AXA COM 4026927 118 1057 SH DEFINED 01 10 1057 0 0 ADIDAS-SALOM COM 4031976 5 100 SH DEFINED 01 10 100 0 0 GYMBOREE COM 403777105 921 92075 SH DEFINED 01 92075 0 0 HCA - THE HEALTHCARE COMPANY COM 404119109 375292 9319406 SH DEFINED 01 9319406 0 0 HCA - THE HEALTHCARE COMPANY COM 404119109 9156 227392 SH DEFINED 01 03 0 227392 0 HCA - THE HEALTHCARE COMPANY COM 404119109 68552 1702319 SH DEFINED 01 05 0 1702319 0 HCA-HLTHCARE CO COM 404119109 21956 545239 SH DEFINED 01 02 0 545239 0 HCC INSURANCE COM 404132102 320 12098 SH DEFINED 01 12098 0 0 HCC INSURANCE COM 404132102 15679 592800 SH DEFINED 01 02 0 592800 0 HCC INSURANCE COM 404132102 280 10600 SH DEFINED 01 03 0 10600 0 HF HOLDINGS WTS EXP 09/27/09 COM 40417K116 53 53125 SH DEFINED 01 53125 0 0 HF HOLDINGS WTS EXP 09/27/09 COM 40417K116 4 4250 SH DEFINED 01 05 0 4250 0 HK PROPERTY COM 404207995 1 52309 SH DEFINED 01 0 52309 0 HNC SOFTWARE COM 40425P107 1710 97368 SH DEFINED 01 97368 0 0 HRPT PROPERTIES TR COM 40426W101 2 205 SH DEFINED 01 205 0 0 HS RESOURCES COM 404297103 8586 190802 SH DEFINED 01 190802 0 0 HS RESOURCES COM 404297103 7 150 SH DEFINED 01 02 0 150 0 HS RESOURCES COM 404297103 217 4824 SH DEFINED 01 05 0 4824 0 HAEMONETICS CORP COM 405024100 2537 76634 SH DEFINED 01 76634 0 0 ATLAS COPCO COM 4050971 5 300 SH DEFINED 01 10 300 0 0 ATLAS COPCO COM 4050982 2 100 SH DEFINED 01 10 100 0 0 ASSIDOMAN AB COM 4051576 4 200 SH DEFINED 01 10 200 0 0 HAGGAR COM 405173105 252 19654 SH DEFINED 01 19654 0 0 HAIN CELESTIAL GROUP INC COM 405217100 8712 300436 SH DEFINED 01 300436 0 0 HAIN CELESTIAL GROUP INC COM 405217100 1141 39350 SH DEFINED 01 03 0 39350 0 HAIN CELESTIAL GRP COM 405217100 33296 1148100 SH DEFINED 01 02 0 1148100 0 ASSIC GENERALI COM 4056719 112 3530 SH DEFINED 01 10 3530 0 0 ASTURIANA DE ZINC COM 4057080 1 105 SH DEFINED 01 10 105 0 0 L'OREAL COM 4057808 113 1669 SH DEFINED 01 10 1669 0 0 BCO ESPIR SA COM 4058061 7 489 SH DEFINED 01 10 489 0 0 BANCO DI ROMA COM 4058351 13 12000 SH DEFINED 01 10 12000 0 0 NEDLLOYD GROUP NV COM 4060129 1 56 SH DEFINED 01 10 56 0 0 HALL KINION & ASSOC COM 406069104 230 39775 SH DEFINED 01 39775 0 0 LVMH MOET COM 4061412 59 1173 SH DEFINED 01 10 1173 0 0 HALLIBURTON COM 406216101 530993 14448748 SH DEFINED 01 14448748 0 0 HALLIBURTON COM 406216101 21971 597836 SH DEFINED 01 02 0 597836 0 HALLIBURTON COM 406216101 6360 173043 SH DEFINED 01 03 0 173043 0 HALLIBURTON COM 406216101 134780 3667468 SH DEFINED 01 05 0 3667468 0 AUTOPISTAS C COM 4065663 6 654 SH DEFINED 01 10 654 0 0 BCA POP DI M COM 4072168 2 500 SH DEFINED 01 10 500 0 0 SAGEM(APPLIC GEN) COM 4074432 7 86 SH DEFINED 01 10 86 0 0 BCA INTESA S COM 4076836 44 11463 SH DEFINED 01 10 11463 0 0 BCA INTESA S COM 4076847 5 2000 SH DEFINED 01 10 2000 0 0 SONAE ISSUE 2000 COM 4079329 4 4396 SH DEFINED 01 10 4396 0 0 MONDADORI COM 4084895 5 500 SH DEFINED 01 10 500 0 0 ERIDANIA BEG COM 4089403 5 59 SH DEFINED 01 10 59 0 0 HANCOCK FABRICS COM 409900107 394 52226 SH DEFINED 01 52226 0 0 BERGESEN DY ASA CL A COM 4100898 2 135 SH DEFINED 01 10 135 0 0 HANCOCK HLDG CO COM 410120109 2 51 SH DEFINED 01 51 0 0 HANCOCK JOHN FINL SV COM 41014S106 1299 33764 SH DEFINED 01 33764 0 0 HANDLEMAN COMPANY COM 410252100 1 142 SH DEFINED 01 142 0 0 HANDLEMAN COMPANY COM 410252100 7 680 SH DEFINED 01 02 0 680 0 HANDSPRING INC COM 410293104 3 277 SH DEFINED 01 277 0 0 ELEC DE PORT COM 4103596 23 8755 SH DEFINED 01 10 8755 0 0 HANOVER COMPRESSOR CO COM 410768105 138 4370 SH DEFINED 01 4370 0 0 HANOVER DIRECT INC COM 410783104 0 889 SH DEFINED 01 889 0 0 HANSON PLC ADR COM 411352404 48384 1680000 SH DEFINED 01 1680000 0 0 HANSON PLC ADR COM 411352404 1115 38700 SH DEFINED 01 03 0 38700 0 HANSON PLC ADR COM 411352404 484 16814 SH DEFINED 01 05 0 16814 0 HARCOURT GENERAL CRP COM 41163G101 54 972 SH DEFINED 01 972 0 0 HARCOURT GENERAL CRP COM 41163G101 1031 18519 SH DEFINED 01 03 0 18519 0 HARCOURT GENERAL CRP COM 41163G101 13 240 SH DEFINED 01 05 0 240 0 BWT COM 4119054 1 30 SH DEFINED 01 10 30 0 0 HARLAND JOHN H COM 412693103 1611 86131 SH DEFINED 01 86131 0 0 HARLAND JOHN H COM 412693103 5 250 SH DEFINED 01 02 0 250 0 HARLEY DAVIDSON COM 412822108 531 14000 SH DEFINED 01 0 14000 0 HARLEY DAVIDSON COM 412822108 140370 3698800 SH DEFINED 01 3698800 0 0 HARLEY DAVIDSON COM 412822108 4067 107160 SH DEFINED 01 02 0 107160 0 HARLEY DAVIDSON COM 412822108 4387 115605 SH DEFINED 01 03 0 115605 0 HARLEY DAVIDSON COM 412822108 11892 313373 SH DEFINED 01 05 0 313373 0 HARMAN INTERNATIONAL COM 413086109 4977 194472 SH DEFINED 01 194472 0 0 HARMAN INTERNATIONAL COM 413086109 4 150 SH DEFINED 01 02 0 150 0 HARMAN INTERNATIONAL COM 413086109 93 3638 SH DEFINED 01 05 0 3638 0 HARMONIC INC COM 413160102 983 174792 SH DEFINED 01 174792 0 0 BNP PARIBAS S.A. COM 4133667 90 1073 SH DEFINED 01 10 1073 0 0 HARRAHS' ENT COM 413619107 44 1494 SH DEFINED 01 1494 0 0 HARRAHS' ENT COM 413619107 826 28074 SH DEFINED 01 03 0 28074 0 HARRAHS' ENT COM 413619107 11 384 SH DEFINED 01 05 0 384 0 HARRIS CORP COM 413875105 40 1609 SH DEFINED 01 1609 0 0 ELSEVIER NV COM 4148810 24 1847 SH DEFINED 01 10 1847 0 0 DANISCO A/S COM 4155586 3 100 SH DEFINED 01 10 100 0 0 HARSCO CORP COM 415864107 24 977 SH DEFINED 01 977 0 0 HARSCO CORP COM 415864107 3 125 SH DEFINED 01 02 0 125 0 HARTE-HANKS INC COM 416196103 42 1859 SH DEFINED 01 1859 0 0 THALES (EX THOMPSON CSF) COM 4162791 17 400 SH DEFINED 01 10 400 0 0 CAP GEMINI COM 4163437 34 298 SH DEFINED 01 10 298 0 0 HARTFORD FINL SVCS COM 416515104 11246 190592 SH DEFINED 01 190592 0 0 HARTFORD FINL SVCS COM 416515104 4131 70022 SH DEFINED 01 03 0 70022 0 HARTFORD FINL SVCS COM 416515104 217 3678 SH DEFINED 01 05 0 3678 0 HARVARD BIOSCIENCE, INC. COM 416906105 133 22000 SH DEFINED 01 22000 0 0 CARLSBERG COM 4169208 4 100 SH DEFINED 01 10 100 0 0 CARLSBERG COM 4169219 5 100 SH DEFINED 01 10 100 0 0 HARTMARX CORP COM 417119104 286 89946 SH DEFINED 01 89946 0 0 CIMPOR CIMEN COM 4175896 12 392 SH DEFINED 01 10 392 0 0 CASINO GUICH COM 4178419 17 195 SH DEFINED 01 10 195 0 0 CASINO GUICH COM 4178431 2 38 SH DEFINED 01 10 38 0 0 HASBRO INC COM 418056107 29 2215 SH DEFINED 01 2215 0 0 HASBRO INC COM 418056107 527 40887 SH DEFINED 01 03 0 40887 0 HASBRO INC COM 418056107 7 567 SH DEFINED 01 05 0 567 0 COFLEXIP COM 4181741 6 41 SH DEFINED 01 10 41 0 0 CRH COM 4182249 21 1362 SH DEFINED 01 10 1362 0 0 DCC PLC COM 4189477 2 189 SH DEFINED 01 10 189 0 0 HAVAS ADVERTISING COM 419313101 287 24678 SH DEFINED 01 0 24678 0 HAVERTY FURNITURE COM 419596101 1 78 SH DEFINED 01 78 0 0 HAWAIIAN ELEC IND COM 419870100 32 870 SH DEFINED 01 870 0 0 HAWAIIAN ELEC IND COM 419870100 6 170 SH DEFINED 01 02 0 170 0 HAYS PLC COM 420400996 14197 3525355 SH DEFINED 01 3525355 0 0 HAYS PLC COM 420400996 6509 1616166 SH DEFINED 01 03 0 1616166 0 HAYS PLC COM 420400996 18014 4473246 SH DEFINED 01 05 0 4473246 0 CLUB MEDITER COM 4204370 3 40 SH DEFINED 01 10 40 0 0 HAYES LEMMERZ INTL COM 420781106 0 86 SH DEFINED 01 86 0 0 HCL TECHNOLOGIES COM 421789991 2893 365846 SH DEFINED 01 365846 0 0 HCL TECHNOLOGIES COM 421789991 50 6350 SH DEFINED 01 05 0 6350 0 HEALTH CARE PROP INV COM 421915109 5 153 SH DEFINED 01 153 0 0 HEALTHSOUTH CORP COM 421924101 66 5130 SH DEFINED 01 5130 0 0 HEALTHSOUTH CORP COM 421924101 1245 96573 SH DEFINED 01 03 0 96573 0 HEALTHSOUTH CORP COM 421924101 16 1271 SH DEFINED 01 05 0 1271 0 HEALTH MGMT ASSOC COM 421933102 21862 1405893 SH DEFINED 01 1405893 0 0 HEALTH MGMT ASSOC COM 421933102 1418 91230 SH DEFINED 01 02 0 91230 0 HEALTH MGMT ASSOC COM 421933102 2183 140400 SH DEFINED 01 03 0 140400 0 HEALTHCARE RLTY TR COM 421946104 3 110 SH DEFINED 01 110 0 0 HEALTH CARE REIT INC COM 42217K106 2 103 SH DEFINED 01 103 0 0 HEALTH NET INC COM 42222G108 6228 302144 SH DEFINED 01 302144 0 0 HEALTH NET INC COM 42222G108 8 400 SH DEFINED 01 02 0 400 0 HEALTH NET INC COM 42222G108 262 12700 SH DEFINED 01 05 0 12700 0 HEARST-ARGYLE TELEVI COM 422317107 5 253 SH DEFINED 01 253 0 0 HEARTLAND EXPRESS IN COM 422347104 1025 40600 SH DEFINED 01 02 0 40600 0 HEARTLAND EXPRESS IN TRANSP TR COM 422347104 1934 76610 SH DEFINED 01 76610 0 0 HEIDRICK & STRUGGLES COM 422819102 3924 135603 SH DEFINED 01 135603 0 0 HEIDRICK & STRUGGLES COM 422819102 75 2600 SH DEFINED 01 05 0 2600 0 HEINZ H.J. COM 423074103 5045 125495 SH DEFINED 01 0 125495 0 HEINZ H.J. COM 423074103 184 4581 SH DEFINED 01 4581 0 0 HEINZ H.J. COM 423074103 3433 85405 SH DEFINED 01 03 0 85405 0 HEINZ H.J. COM 423074103 46 1142 SH DEFINED 01 05 0 1142 0 UNICREDITO COM 4232445 61 14000 SH DEFINED 01 10 14000 0 0 HELIX TECHNOLOGY COM 423319102 3905 166306 SH DEFINED 01 166306 0 0 HELIX TECHNOLOGY COM 423319102 3 140 SH DEFINED 01 02 0 140 0 HELIX TECHNOLOGY COM 423319102 70 3000 SH DEFINED 01 05 0 3000 0 HELLER FINANCIAL HF COM 423328103 5 148 SH DEFINED 01 148 0 0 HELMERICH & PAYNE COM 423452101 61 1322 SH DEFINED 01 1322 0 0 CREDIT SUISS COM 4245614 136 770 SH DEFINED 01 10 770 0 0 D'IETEREN TR COM 4247494 2 13 SH DEFINED 01 10 13 0 0 D S 1912 DK1000 COM 4248754 25 3 SH DEFINED 01 10 3 0 0 D/S SVENBORG COM 4253048 23 2 SH DEFINED 01 10 2 0 0 DELHAIZE-LE COM 4262118 5 100 SH DEFINED 01 10 100 0 0 HENRY (JACK) & ASSOC COM 426281101 13034 550197 SH DEFINED 01 550197 0 0 HENRY (JACK) & ASSOC COM 426281101 105 4434 SH DEFINED 01 02 0 4434 0 HENRY (JACK) & ASSOC COM 426281101 10707 451998 SH DEFINED 01 05 0 451998 0 DNB HOLDING ASA COM 4263304 9 1900 SH DEFINED 01 10 1900 0 0 HERCULES INC COM 427056106 23 1803 SH DEFINED 01 1803 0 0 HERCULES INC COM 427056106 332 25543 SH DEFINED 01 03 0 25543 0 HERCULES INC COM 427056106 5 353 SH DEFINED 01 05 0 353 0 HERSHEY FOODS COM 427866108 125 1798 SH DEFINED 01 1798 0 0 HERSHEY FOODS COM 427866108 2312 33348 SH DEFINED 01 03 0 33348 0 HERSHEY FOODS COM 427866108 47654 687448 SH DEFINED 01 05 0 687448 0 HEWLETT PACKARD COM 428236103 2064 66000 SH DEFINED 01 0 66000 0 HEWLETT PACKARD COM 428236103 214198 6849960 SH DEFINED 01 6849960 0 0 HEWLETT PACKARD COM 428236103 182 5814 SH DEFINED 01 02 0 5814 0 HEWLETT PACKARD COM 428236103 16183 517521 SH DEFINED 01 03 0 517521 0 HEWLETT PACKARD COM 428236103 42847 1370205 SH DEFINED 01 05 0 1370205 0 HEWLETT-PACKARD COM 428236103 5707 182500 SH DEFINED 11 12 0 182500 0 HEWLETT-PACKARD COM 428236103 54448 1741200 SH DEFINED 11 12 13 0 1741200 0 HIBERNIA CORP COM 428656102 1466 104971 SH DEFINED 01 104971 0 0 HICKORY TECHNOLOGY C COM 429060106 1 100 SH DEFINED 01 02 0 100 0 ELECTRABEL COM 4294791 32 148 SH DEFINED 01 10 148 0 0 HIGH SPEED ACCESS COM 42979U102 0 86 SH DEFINED 01 86 0 0 ESSILOR INTL COM 4303761 7 23 SH DEFINED 01 10 23 0 0 ELAN CORP PLC COM 4305507 45 841 SH DEFINED 01 10 841 0 0 ELKEM ASA COM 4310385 2 135 SH DEFINED 01 10 135 0 0 HIGHWOOD PROPERTY COM 431284108 9 374 SH DEFINED 01 374 0 0 HILB ROGAL & HAMILTO COM 431294107 1402 40054 SH DEFINED 01 40054 0 0 HILLENBRAND IND COM 431573104 73 1512 SH DEFINED 01 1512 0 0 BAYER COM 4325419 43 800 SH DEFINED 01 10 800 0 0 HILTON HOTELS COM 432848109 51 4875 SH DEFINED 01 4875 0 0 HILTON HOTELS COM 432848109 925 88551 SH DEFINED 01 03 0 88551 0 HILTON HOTELS COM 432848109 13 1212 SH DEFINED 01 05 0 1212 0 KUDELSKI SA COM 4329422 9 12 SH DEFINED 01 10 12 0 0 HITACHI LTD ORD COM 433578101 25181 2941000 SH DEFINED 01 2941000 0 0 HITACHI LTD ORD COM 433578101 7086 827600 SH DEFINED 01 03 0 827600 0 HISPANIC BROADCASTING COM 43357B104 11510 602622 SH DEFINED 01 602622 0 0 HISPANIC BROADCASTING COM 43357B104 5730 300000 SH DEFINED 01 05 0 300000 0 HK EXCHANGES & CLEAR (0388) COM 434150991 3946 2452000 SH DEFINED 01 2452000 0 0 HK EXCHANGES & CLEAR (0388) COM 434150991 4507 2801195 SH DEFINED 01 03 0 2801195 0 HK EXCHANGES & CLEAR (0388) COM 434150991 74 46000 SH DEFINED 01 05 0 46000 0 GEORG FISCHE COM 4341783 2 10 SH DEFINED 01 10 10 0 0 HOLLINGER INTL INC COM 435569108 8 585 SH DEFINED 01 585 0 0 SYNGENTA AG COM 4356646 14 272 SH DEFINED 01 10 272 0 0 FLUGHAFFEN WIEN AG COM 4359690 1 27 SH DEFINED 01 10 27 0 0 HOLLYWOOD ENTERTAINM COM 436141105 0 150 SH DEFINED 01 150 0 0 HOLOGIC COM 436440101 187 46770 SH DEFINED 01 46770 0 0 HOME DEPOT COM 437076102 6999 162400 SH DEFINED 11 12 0 162400 0 HOME DEPOT COM 437076102 37014 858800 SH DEFINED 11 12 13 0 858800 0 HOME DEPOT INC COM 437076102 22735 527500 SH DEFINED 01 0 527500 0 HOME DEPOT INC COM 437076102 569857 13221702 SH DEFINED 01 13221702 0 0 HOME DEPOT INC COM 437076102 78150 1813232 SH DEFINED 01 02 0 1813232 0 HOME DEPOT INC COM 437076102 29014 673190 SH DEFINED 01 03 0 673190 0 HOME DEPOT INC COM 437076102 162288 3765375 SH DEFINED 01 05 0 3765375 0 ZELTIA SA COM 4370839 5 483 SH DEFINED 01 10 483 0 0 HOME PROPERTIES COM 437306103 2 73 SH DEFINED 01 73 0 0 GENERALI HLD COM 4373645 3 18 SH DEFINED 01 10 18 0 0 HOMESTAKE MINING COM 437614100 2521 479493 SH DEFINED 01 479493 0 0 HOMESTAKE MINING COM 437614100 333 63368 SH DEFINED 01 03 0 63368 0 HOMESTAKE MINING COM 437614100 5 866 SH DEFINED 01 05 0 866 0 HOMESTORE.COM COM 437852106 8 345 SH DEFINED 01 345 0 0 PUBLICIS GROUPE SA COM 4380429 10 321 SH DEFINED 01 10 321 0 0 HON HAI PRECISION GDR 144A COM 438090102 84 5840 SH DEFINED 01 05 0 5840 0 HON INDUSTRIES COM 438092108 39 1719 SH DEFINED 01 1719 0 0 HONDA ORD JP;7267 COM 438120990 21858 535000 SH DEFINED 01 535000 0 0 HONDA ORD JP;7267 COM 438120990 38282 937000 SH DEFINED 01 05 0 937000 0 HONEYWELL INTERNATIONAL INC COM 438516106 430 10528 SH DEFINED 01 10528 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 8062 197586 SH DEFINED 01 03 0 197586 0 HONEYWELL INTERNATIONAL INC COM 438516106 29822 730925 SH DEFINED 01 05 0 730925 0 HONEYWELL INTL INC COM 438516106 2407 59000 SH DEFINED 01 0 59000 0 HON HAI PRECISION TW;2317 COM 438800997 5131 838380 SH DEFINED 01 838380 0 0 HOOPER HOLMES INC COM 439104100 1715 199633 SH DEFINED 01 199633 0 0 GPE BRUXELLE COM 4391551 18 66 SH DEFINED 01 10 66 0 0 GECINA COM 4391807 4 44 SH DEFINED 01 10 44 0 0 HORACE MANN EDUCATOR COM 440327104 17 994 SH DEFINED 01 994 0 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 65 3353 SH DEFINED 01 3353 0 0 HOSIERY CORP "A" WTS COM 441016102 400 10000 SH DEFINED 01 10000 0 0 HOSPITALITY PROP COM 44106M102 10 368 SH DEFINED 01 368 0 0 HOST MARRIOTT COM 44107P104 4 375 SH DEFINED 01 375 0 0 HOT TOPIC COM 441339108 3288 117400 SH DEFINED 01 117400 0 0 HOT TOPIC COM 441339108 4 140 SH DEFINED 01 02 0 140 0 HOT TOPIC COM 441339108 134 4800 SH DEFINED 01 05 0 4800 0 HOTEL RESERVA CL A COM 441451101 3 100 SH DEFINED 01 02 0 100 0 HOTJOBS COM INC COM 441474103 0 75 SH DEFINED 01 75 0 0 HOUGHTON MIFFLIN CO COM 441560109 35 763 SH DEFINED 01 763 0 0 HOUSEHOLD INTL COM 441815107 368 6215 SH DEFINED 01 6215 0 0 HOUSEHOLD INTL COM 441815107 7218 121841 SH DEFINED 01 03 0 121841 0 HOUSEHOLD INTL COM 441815107 92 1550 SH DEFINED 01 05 0 1550 0 HOLDERBANK FIN GLARUS A COM 4420488 3 10 SH DEFINED 01 10 10 0 0 HOLDERBANK COM 4420499 18 18 SH DEFINED 01 10 18 0 0 HOUSTON EXPLOR COM 442120101 3 98 SH DEFINED 01 98 0 0 IBERDROLA SA COM 4424640 32 2226 SH DEFINED 01 10 2226 0 0 INSTUMENTAR COM 4434166 3 100 SH DEFINED 01 10 100 0 0 HUBBELL INC C/B COM 443510201 36 1548 SH DEFINED 01 1548 0 0 ENI COM 4436399 144 22000 SH DEFINED 01 10 22000 0 0 HUDSON CITY BANCORP COM 443683107 6 322 SH DEFINED 01 322 0 0 IHC CALAND N COM 4441155 3 65 SH DEFINED 01 10 65 0 0 HUDSON UNITED BANC COM 444165104 3657 161139 SH DEFINED 01 161139 0 0 HUFFY CORP COM 444356109 202 30854 SH DEFINED 01 30854 0 0 HUGHES SUPPLY COM 444482103 1076 73616 SH DEFINED 01 73616 0 0 HUMANA COM 444859102 24 2296 SH DEFINED 01 2296 0 0 HUMANA COM 444859102 7 700 SH DEFINED 01 02 0 700 0 HUMANA COM 444859102 441 42099 SH DEFINED 01 03 0 42099 0 HUMANA COM 444859102 6 556 SH DEFINED 01 05 0 556 0 HUMAN GENOME SCIENCE COM 444903108 122 2648 SH DEFINED 01 2648 0 0 IRISH LIFE & COM 4455253 7 684 SH DEFINED 01 10 684 0 0 J.B. HUNT TRANSPORT COM 445658107 14 942 SH DEFINED 01 942 0 0 J.B. HUNT TRANSPORT COM 445658107 3 200 SH DEFINED 01 02 0 200 0 SNIA ORDS COM 4457594 3 1300 SH DEFINED 01 10 1300 0 0 IMETAL COM 4457765 3 34 SH DEFINED 01 10 34 0 0 HUNTINGTON BANCSHARE COM 446150104 46 3176 SH DEFINED 01 3176 0 0 HUNTINGTON BANCSHARE COM 446150104 907 63641 SH DEFINED 01 03 0 63641 0 HUNTINGTON BANCSHARE COM 446150104 12 825 SH DEFINED 01 05 0 825 0 JERONIMO MAR COM 4477235 1 200 SH DEFINED 01 10 200 0 0 HUTCHINSON TECH COM 448407106 1123 75225 SH DEFINED 01 75225 0 0 HUTTIG BUILDING PRODUCTS INC COM 448451104 0 23 SH DEFINED 01 23 0 0 ICN PHARMACEUT NEW COM 448924100 50 1965 SH DEFINED 01 1965 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 1613 100055 SH DEFINED 01 100055 0 0 HYSEQ INC COM 449163302 0 38 SH DEFINED 01 38 0 0 IBP INC COM 449223106 46 2834 SH DEFINED 01 2834 0 0 ICG COMMUNICATIONS COM 449246107 0 126 SH DEFINED 01 126 0 0 ICOS CORP COM 449295104 4 91 SH DEFINED 01 91 0 0 IDEC PHARM COM 449370105 78858 1971436 SH DEFINED 01 02 0 1971436 0 IDEC PHARMACEUTICALS CORP COM 449370105 31100 777520 SH DEFINED 01 777520 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 2464 61600 SH DEFINED 01 03 0 61600 0 IDEC PHARMACEUTICALS CORP COM 449370105 19056 476400 SH DEFINED 01 05 0 476400 0 IDX SYSTEMS COM 449491109 2 120 SH DEFINED 01 120 0 0 IGEN INC COM 449536101 1 77 SH DEFINED 01 77 0 0 IHOP CORP NEW COM 449623107 1208 60402 SH DEFINED 01 60402 0 0 IMC GLOBAL INC COM 449669100 36 2909 SH DEFINED 01 2909 0 0 IMCO RECYCLING INC COM 449681105 209 46306 SH DEFINED 01 46306 0 0 I-MAY INC COM 44973Q103 182 16000 SH DEFINED 01 16000 0 0 KBC COM 4497749 32 808 SH DEFINED 01 10 808 0 0 IPCS INC WTS EXP 06/15/2010 COM 44980Y115 333 14810 SH DEFINED 01 14810 0 0 IPCS INC WTS EXP 06/15/2010 COM 44980Y115 71 3155 SH DEFINED 01 05 0 3155 0 IMS HEALTH INC COM 449934108 249 10000 SH DEFINED 01 0 10000 0 IMS HEALTH INC COM 449934108 97 3884 SH DEFINED 01 3884 0 0 IMS HEALTH INC COM 449934108 1795 72104 SH DEFINED 01 03 0 72104 0 IMS HEALTH INC COM 449934108 24 966 SH DEFINED 01 05 0 966 0 KVAERNER ASA CL A COM 4502029 2 244 SH DEFINED 01 10 244 0 0 LAFARGE COM 4502706 24 270 SH DEFINED 01 10 270 0 0 DB UK TECH BASKET COM 450315999 9 332919 SH DEFINED 01 332919 0 0 DB UK TECH BASKET COM 450315999 8 290683 SH DEFINED 01 05 0 290683 0 ITC GDR 144A COM 450318100 142 7537 SH DEFINED 01 05 0 7537 0 ITC DELTACOM INC COM 45031T104 2 296 SH DEFINED 01 296 0 0 STARWOOD FINANCIAL INC COM 45031U101 4 185 SH DEFINED 01 185 0 0 ITC LIMITED COM 45031U994 7376 422288 SH DEFINED 01 422288 0 0 ITT EDUCATIONAL SVCS COM 45068B109 3 110 SH DEFINED 01 110 0 0 ITXC CORP COM 45069F109 1 100 SH DEFINED 01 100 0 0 IXL ENTERPRISES INC COM 450718101 1 304 SH DEFINED 01 304 0 0 IXIA COM 45071R109 2 195 SH DEFINED 01 195 0 0 IBASIS INC COM 450732102 0 68 SH DEFINED 01 68 0 0 IBEAM BROADCAST CORP COM 45073P101 0 310 SH DEFINED 01 310 0 0 ITT INDUSTRIES COM 450911102 895 23112 SH DEFINED 01 23112 0 0 ITT INDUSTRIES COM 450911102 784 20243 SH DEFINED 01 03 0 20243 0 ITT INDUSTRIES COM 450911102 11 289 SH DEFINED 01 05 0 289 0 IAM GOLD ORD COM 450913108 714 500000 SH DEFINED 01 500000 0 0 IDACORP INC COM 451107106 1450 37958 SH DEFINED 01 37958 0 0 IDACORP INC COM 451107106 6 160 SH DEFINED 01 02 0 160 0 LEIF HOEGH & CO. COM 4512017 1 163 SH DEFINED 01 10 163 0 0 KEMIRA OYJ COM 4513612 3 500 SH DEFINED 01 10 500 0 0 IDEX CORP COM 45167R104 2637 90997 SH DEFINED 01 90997 0 0 IDEXX LABS INC COM 45168D104 395 18000 SH DEFINED 01 0 18000 0 IDEXX LABS INC COM 45168D104 2203 100401 SH DEFINED 01 100401 0 0 IGATE CAPITAL CORPORATION COM 45169U105 0 162 SH DEFINED 01 162 0 0 IKON OFFICE SOLUTION COM 451713101 3 579 SH DEFINED 01 579 0 0 ILEX ONCOLOGY INC COM 451923106 1397 91600 SH DEFINED 01 91600 0 0 ILEX ONCOLOGY INC COM 451923106 2 100 SH DEFINED 01 02 0 100 0 ILEX ONCOLOGY INC COM 451923106 43 2800 SH DEFINED 01 05 0 2800 0 KERRY GROUP COM 4519579 4 406 SH DEFINED 01 10 406 0 0 ILLINOIS TOOL WORKS COM 452308109 14608 257000 SH DEFINED 01 0 257000 0 ILLINOIS TOOL WORKS COM 452308109 260765 4587689 SH DEFINED 01 4587689 0 0 ILLINOIS TOOL WORKS COM 452308109 68240 1200588 SH DEFINED 01 02 0 1200588 0 ILLINOIS TOOL WORKS COM 452308109 5751 101182 SH DEFINED 01 03 0 101182 0 ILLINOIS TOOL WORKS COM 452308109 68271 1201099 SH DEFINED 01 05 0 1201099 0 ILLUMINA INC COM 452327109 1 128 SH DEFINED 01 128 0 0 ILLUMINET COM 452334105 1 50 SH DEFINED 01 50 0 0 IMATION CORP COM 45245A107 20 906 SH DEFINED 01 906 0 0 IMCLONE SYSTEMS COM 45245W109 6 172 SH DEFINED 01 172 0 0 IMCLONE SYSTEMS COM 45245W109 3 90 SH DEFINED 01 02 0 90 0 IMANAGE INC COM 45245Y105 136 69000 SH DEFINED 01 69000 0 0 WARTSILA OY COM 4525189 2 100 SH DEFINED 01 10 100 0 0 IMMERSION CORP COM 452521107 0 85 SH DEFINED 01 85 0 0 IMMUNEX CORP COM 452528102 29121 2034699 SH DEFINED 01 2034699 0 0 IMMUNEX CORP COM 452528102 511 35738 SH DEFINED 01 02 0 35738 0 IMMUNEX CORP COM 452528102 777 54300 SH DEFINED 01 03 0 54300 0 IMMUNEX CORP COM 452528102 17175 1200000 SH DEFINED 01 05 0 1200000 0 IMMUNE RESPONSE CORP COM 45252T106 231 91273 SH DEFINED 01 91273 0 0 IMMUNOGEN INC COM 45253H101 3 200 SH DEFINED 01 02 0 200 0 IMPATH COM 45255G101 3148 67875 SH DEFINED 01 67875 0 0 IMMUNOMEDICS INC COM 452907108 2 166 SH DEFINED 01 166 0 0 INCO LIMITED COM 453258402 30 2016 SH DEFINED 01 2016 0 0 INCO LIMITED COM 453258402 620 41812 SH DEFINED 01 03 0 41812 0 INCO LIMITED COM 453258402 9 598 SH DEFINED 01 05 0 598 0 INCYTE GENOMICS INC COM 45337C102 27 1784 SH DEFINED 01 1784 0 0 INDEPENDENCE COMM BK COM 453414104 3 169 SH DEFINED 01 169 0 0 SUEZ LYONN E COM 4540438 41 277 SH DEFINED 01 10 277 0 0 LAGARDERE SC COM 4547213 16 313 SH DEFINED 01 10 313 0 0 MAYR-MELWKOF KARTON COM 4563640 1 21 SH DEFINED 01 10 21 0 0 SMEDVIG ASA-A SHARES COM 4564665 3 270 SH DEFINED 01 10 270 0 0 INDYMAC BANCORP INC COM 456607100 3853 134061 SH DEFINED 01 134061 0 0 INDYMAC BANCORP INC COM 456607100 8 270 SH DEFINED 01 02 0 270 0 INDYMAC BANCORP INC COM 456607100 233 8100 SH DEFINED 01 05 0 8100 0 INFINEON TECHNOLOGIES COM 456625995 8442 223129 SH DEFINED 01 223129 0 0 INET TECH COM 45662V105 1 169 SH DEFINED 01 169 0 0 INFOCURE CORP COM 45665A108 0 101 SH DEFINED 01 101 0 0 INFOCUS CORPORATION COM 45665B106 2687 164120 SH DEFINED 01 164120 0 0 INFOCUS CORPORATION COM 45665B106 3 200 SH DEFINED 01 02 0 200 0 INFOCUS CORPORATION COM 45665B106 113 6900 SH DEFINED 01 05 0 6900 0 INFORMATICA CORP COM 45666Q102 1239 93018 SH DEFINED 01 93018 0 0 INFORMATICA CORP COM 45666Q102 3 220 SH DEFINED 01 02 0 220 0 INFORMATICA CORP COM 45666Q102 32 2400 SH DEFINED 01 05 0 2400 0 INFONET SERVICES COM 45666T106 575 86503 SH DEFINED 01 86503 0 0 INFORMATION HLDS INC COM 456727106 1397 65290 SH DEFINED 01 65290 0 0 INFORMIX CORP COM 456779107 357 68000 SH DEFINED 01 0 68000 0 INFORMIX CORP COM 456779107 38 7185 SH DEFINED 01 7185 0 0 INFORMAX INC COM 45677N205 84 18700 SH DEFINED 01 18700 0 0 INFOSYS TECHNOLOGIES ORD COM 456788991 3660 41794 SH DEFINED 01 41794 0 0 INFOSYS TECHNOLOGIES ORD COM 456788991 73 834 SH DEFINED 01 05 0 834 0 Infospace Com Inc COM 45678T102 58457 2198614 SH DEFINED 1 0 2198614 0 INFOSPACE INC COM 45678T102 1 605 SH DEFINED 01 605 0 0 INGERSOLL-RAND CO COM 456866102 65336 1645320 SH DEFINED 01 1645320 0 0 INGERSOLL-RAND CO COM 456866102 3088 77751 SH DEFINED 01 03 0 77751 0 INGERSOLL-RAND CO COM 456866102 623 15668 SH DEFINED 01 05 0 15668 0 INGERSOLL RAND CONV PRF 456867209 6437 308000 SH DEFINED 01 0 308000 0 INGERSOLL-RAND 6.75% C PRF 456867209 20900 1000000 SH DEFINED 01 1000000 0 0 INFORMATION RESOURCE COM 456905108 569 87567 SH DEFINED 01 87567 0 0 INGRAM MICRO COM 457153104 4 266 SH DEFINED 01 266 0 0 INHALE THERAPEUTIC COM 457191104 1659 77646 SH DEFINED 01 77646 0 0 INHALE THERAPEUTIC COM 457191104 3 130 SH DEFINED 01 02 0 130 0 INHALE THERAPEUTIC COM 457191104 60 2800 SH DEFINED 01 05 0 2800 0 INKINE PHARMACEUTICAL COM 457214104 152 28400 SH DEFINED 01 28400 0 0 INKTOMI CORP COM 457277101 19 2813 SH DEFINED 01 2813 0 0 MEDIOBANCA S COM 4574813 14 1500 SH DEFINED 01 10 1500 0 0 INNOVEX INC COM 457647105 224 45288 SH DEFINED 01 45288 0 0 INPUT/OUTPUT INC COM 457652105 1445 154593 SH DEFINED 01 154593 0 0 INSIGHT ENTERPRISES COM 45765U103 5646 267311 SH DEFINED 01 267311 0 0 INSIGHT ENTERPRISES COM 45765U103 3 140 SH DEFINED 01 02 0 140 0 INSIGHT ENTERPRISES COM 45765U103 120 5700 SH DEFINED 01 05 0 5700 0 INSITUFORM TECH INC COM 457667103 4204 128845 SH DEFINED 01 128845 0 0 INSITUFORM TECH INC COM 457667103 4 110 SH DEFINED 01 02 0 110 0 INSITUFORM TECH INC COM 457667103 85 2600 SH DEFINED 01 05 0 2600 0 INSMED INC COM 457669208 156 35000 SH DEFINED 01 35000 0 0 INSIGHT COMM INC COM 45768V108 1259 47504 SH DEFINED 01 47504 0 0 INSIGHT COMM INC COM 45768V108 4 160 SH DEFINED 01 02 0 160 0 INSPIRE PHARMACEUTICALS COM 457733103 3 400 SH DEFINED 01 400 0 0 INSURANCE AUTO AUCTS COM 457875102 434 35397 SH DEFINED 01 35397 0 0 PROSIEBEN SAT.1 -- (DEM) COM 4579131 6 357 SH DEFINED 01 10 357 0 0 INSUR SERV OFFICE IN COM 45806@109 247 11767 SH DEFINED 01 0 11767 0 INSWEB CORP COM 45809K103 0 103 SH DEFINED 01 103 0 0 INTEGRATED DEV TECH COM 458118106 7144 241289 SH DEFINED 01 241289 0 0 INTEGRATED DEV TECH COM 458118106 75 2525 SH DEFINED 01 02 0 2525 0 INTEGRATED DEV TECH COM 458118106 5573 188200 SH DEFINED 01 05 0 188200 0 INTEGRATED ELECTRICA COM 45811E103 0 41 SH DEFINED 01 41 0 0 INTERGRATED CIRCUT COM 45811K208 97 6036 SH DEFINED 01 6036 0 0 INTEGRATED SILICON COM 45812P107 4 290 SH DEFINED 01 02 0 290 0 INTEL COM 458140100 16579 630068 SH DEFINED 01 0 630068 0 INTEL COM 458140100 600578 22824900 SH DEFINED 01 22824900 0 0 INTEL COM 458140100 81067 3080847 SH DEFINED 01 02 0 3080847 0 INTEL COM 458140100 47199 1793778 SH DEFINED 01 03 0 1793778 0 INTEL COM 458140100 164838 6264634 SH DEFINED 01 05 0 6264634 0 INTEGRA BANK CORPORATION COM 45814P105 2 78 SH DEFINED 01 78 0 0 VALORA HOLDI COM 4581619 2 10 SH DEFINED 01 10 10 0 0 INTER-TEL COM 458372109 814 79897 SH DEFINED 01 79897 0 0 INTERCEPT GROUP COM 45845L107 179 7000 SH DEFINED 01 7000 0 0 INTERFACE FLRNG SYS COM 458665106 1964 285500 SH DEFINED 01 285500 0 0 INTERFACE FLRNG SYS COM 458665106 52 7500 SH DEFINED 01 05 0 7500 0 INTERDIGITAL COMM CO COM 45866A105 2 228 SH DEFINED 01 228 0 0 INTERGRAPH CORPORATION COM 458683109 102 10500 SH DEFINED 01 10500 0 0 INTERNET SOFTWARE COM 458742103 0 133 SH DEFINED 01 133 0 0 INTERMAGNETICS GENER COM 458771102 4642 191427 SH DEFINED 01 191427 0 0 INTERMAGNETICS GENER COM 458771102 4 170 SH DEFINED 01 02 0 170 0 INTERMAGNETICS GENER COM 458771102 158 6500 SH DEFINED 01 05 0 6500 0 INTERMEDIA COMM FL COM 458801107 5 302 SH DEFINED 01 302 0 0 INTERMEDIA COMM FL COM 458801107 5 285 SH DEFINED 01 02 0 285 0 INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 27666 28231 SH DEFINED 01 28231 0 0 INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 6675 6812 SH DEFINED 01 05 0 6812 0 INTERMEDIA COMM FL RESTRICTE COM 458801974 372 21391 SH DEFINED 01 21391 0 0 INTERMEDIA COMM FL RESTRICTE COM 458801974 198 11355 SH DEFINED 01 05 0 11355 0 INTERMET CORP COM 45881K104 211 76756 SH DEFINED 01 76756 0 0 MICHELIN(CGD COM 4588364 10 300 SH DEFINED 01 10 300 0 0 INTERNAP NETWORKS COM 45885A102 1 639 SH DEFINED 01 639 0 0 INTERMUNE PHARMACEU COM 45885B100 3 133 SH DEFINED 01 133 0 0 INTERMUNE PHARMACEU COM 45885B100 2 100 SH DEFINED 01 02 0 100 0 INTERMUNE PHARMACEU COM 45885B100 8841 421000 SH DEFINED 01 05 0 421000 0 DANSKE BANK COM 4588825 31 1960 SH DEFINED 01 10 1960 0 0 International Alum Corp COM 458884103 0 1 SH DEFINED 1 1 0 0 INTERNATIONAL BNCSHR COM 459044103 2 55 SH DEFINED 01 55 0 0 IBM COM 459200101 685888 7131296 SH DEFINED 01 7131296 0 0 IBM COM 459200101 42377 440602 SH DEFINED 01 03 0 440602 0 IBM COM 459200101 153900 1600130 SH DEFINED 01 05 0 1600130 0 INTL BUSINESS MACH COM 459200101 250 2598 SH DEFINED 01 02 0 2598 0 INTL FLAVORS & FRAG COM 459506101 28 1249 SH DEFINED 01 1249 0 0 INTL FLAVORS & FRAG COM 459506101 503 22812 SH DEFINED 01 03 0 22812 0 INTL FLAVORS & FRAG COM 459506101 7 321 SH DEFINED 01 05 0 321 0 INTL FIBERCOM INC COM 45950T101 390 100525 SH DEFINED 01 100525 0 0 DOUGLAS HLDG COM 4596680 3 100 SH DEFINED 01 10 100 0 0 CONTINENTAL COM 4598589 4 300 SH DEFINED 01 10 300 0 0 INTL GAME TECHNOLOGY COM 459902102 996 19796 SH DEFINED 01 19796 0 0 INTL MULTIFOODS COM 460043102 1089 56585 SH DEFINED 01 56585 0 0 ING GROEP NV COM 460122997 65347 998950 SH DEFINED 01 998950 0 0 ING GROEP NV COM 460122997 12992 198617 SH DEFINED 01 03 0 198617 0 ING GROEP NV COM 460122997 50835 777098 SH DEFINED 01 05 0 777098 0 INTERNATIONAL PAPER COM 460146103 3247 90000 SH DEFINED 01 0 90000 0 INTERNATIONAL PAPER COM 460146103 94698 2624660 SH DEFINED 01 2624660 0 0 INTERNATIONAL PAPER COM 460146103 5457 151242 SH DEFINED 01 03 0 151242 0 INTERNATIONAL PAPER COM 460146103 606 16807 SH DEFINED 01 05 0 16807 0 INTL RECTIFIER CORP COM 460254105 62 1522 SH DEFINED 01 1522 0 0 INTL SPEEDWAY COM 460335201 48 1284 SH DEFINED 01 1284 0 0 INTL SPECIALTY PRODS COM 460337108 2 224 SH DEFINED 01 224 0 0 INTERNET CAPITAL GP COM 46059C106 0 46 SH DEFINED 01 46 0 0 iPIX COM 46059S101 138 888516 SH DEFINED 1 0 888516 0 INTERNET SECURITY SYSTEMS COM 46060X107 62 2262 SH DEFINED 01 2262 0 0 INTERPUBLIC GROUP COM 460690100 36254 1055463 SH DEFINED 01 1055463 0 0 INTERPUBLIC GROUP COM 460690100 2613 76079 SH DEFINED 01 03 0 76079 0 INTERPUBLIC GROUP COM 460690100 35 1013 SH DEFINED 01 05 0 1013 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 6983 203300 SH DEFINED 11 12 0 203300 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 36700 1068400 SH DEFINED 11 12 13 0 1068400 0 INTERSIL HOLDING COR COM 46069S109 2819 152930 SH DEFINED 01 152930 0 0 INTERSIL HOLDING COR COM 46069S109 70477 3822461 SH DEFINED 01 02 0 3822461 0 INTERSIL HOLDING COR COM 46069S109 375 20350 SH DEFINED 01 03 0 20350 0 INTERSTATE BAKERIES COM 46072H108 19 1248 SH DEFINED 01 1248 0 0 INTRAWEST CORP COM 460915200 88 5100 SH DEFINED 01 5100 0 0 INTRANET SOLUTIONS COM 460939309 2825 118006 SH DEFINED 01 118006 0 0 INTRANET SOLUTIONS COM 460939309 3 130 SH DEFINED 01 02 0 130 0 INTRANET SOLUTIONS COM 460939309 109 4544 SH DEFINED 01 05 0 4544 0 INTERNET.COM COM 460967102 0 79 SH DEFINED 01 79 0 0 INTERTRUST TECH COM 46113Q109 2 360 SH DEFINED 01 360 0 0 INTERVOICE-BRITE INC COM 461142101 809 99558 SH DEFINED 01 99558 0 0 INTERWORLD CORP COM 46114Q108 0 49 SH DEFINED 01 49 0 0 INTERWOVEN INC COM 46114T102 1485 147604 SH DEFINED 01 147604 0 0 INTERWOVEN INC COM 46114T102 3 320 SH DEFINED 01 02 0 320 0 INTERWOVEN INC COM 46114T102 56 5600 SH DEFINED 01 05 0 5600 0 INTIMATE BRANDS COM 461156101 525 35700 SH DEFINED 01 0 35700 0 INTIMATE BRANDS COM 461156101 765 52033 SH DEFINED 01 52033 0 0 INTRAWARE INC COM 46118M103 0 67 SH DEFINED 01 67 0 0 INTUIT COM 461202103 9929 357841 SH DEFINED 01 357841 0 0 INTUIT COM 461202103 44701 1610880 SH DEFINED 01 02 0 1610880 0 INTUIT COM 461202103 3137 113033 SH DEFINED 01 03 0 113033 0 INTUIT COM 461202103 19 679 SH DEFINED 01 05 0 679 0 INVACARE CORP COM 461203101 3618 91557 SH DEFINED 01 91557 0 0 INVACARE CORP COM 461203101 8 200 SH DEFINED 01 02 0 200 0 UNAXIS HOLDING COM 4612757 5 32 SH DEFINED 01 10 32 0 0 INVESTMENT TECH GROUP COM 46145F105 42 804 SH DEFINED 01 804 0 0 INVESTMENT TECH GRP COM 46145F105 5 100 SH DEFINED 01 02 0 100 0 NESTLE SA COM 4616696 210 100 SH DEFINED 01 10 100 0 0 INVITROGEN CORP COM 46185R100 68582 1250376 SH DEFINED 01 1250376 0 0 INVITROGEN CORP COM 46185R100 75953 1384778 SH DEFINED 01 02 0 1384778 0 INVITROGEN CORP COM 46185R100 4020 73300 SH DEFINED 01 03 0 73300 0 INVITROGEN CORP COM 46185R100 39799 725600 SH DEFINED 01 05 0 725600 0 INVESTORS FINL SERV COM 461915100 11456 195433 SH DEFINED 01 195433 0 0 INVESTORS FINL SERV COM 461915100 13147 224265 SH DEFINED 01 02 0 224265 0 INVESTORS FINL SERV COM 461915100 885 15100 SH DEFINED 01 03 0 15100 0 INVESTORS FINL SERV COM 461915100 7510 128100 SH DEFINED 01 05 0 128100 0 IOMEGA CORP COM 462030107 3504 952016 SH DEFINED 01 952016 0 0 IOMEGA CORP COM 462030107 5 1270 SH DEFINED 01 02 0 1270 0 IOMEGA CORP COM 462030107 153 41700 SH DEFINED 01 05 0 41700 0 IONA TECHNOLOGIES ADR COM 46206P109 271 8200 SH DEFINED 01 8200 0 0 IONICS COM 462218108 1280 49224 SH DEFINED 01 49224 0 0 IRON MOUNTAIN INC COM 462846106 422 11000 SH DEFINED 01 0 11000 0 IRON MOUNTAIN INC COM 462846106 181 4725 SH DEFINED 01 4725 0 0 TELEKOM AUSTRIA AG COM 4635088 2 366 SH DEFINED 01 10 366 0 0 IRWIN FINL CORP COM 464119106 2 103 SH DEFINED 01 103 0 0 NORD-EST COM 4641193 1 30 SH DEFINED 01 10 30 0 0 NKT HOLDING A/S COM 4642464 3 20 SH DEFINED 01 10 20 0 0 ISHARES MSCI AUSTRAL COM 464286103 4 460 SH DEFINED 01 02 0 460 0 ISHARES MSCI CANADA COM 464286509 3 231 SH DEFINED 01 02 0 231 0 ISHARES MSCI SINGAPO COM 464286673 2 302 SH DEFINED 01 02 0 302 0 ISHARES MSCI JAPAN I COM 464286848 18 1713 SH DEFINED 01 02 0 1713 0 ISHARES MSCI HONG KG COM 464286871 3 307 SH DEFINED 01 02 0 307 0 ISHARES TRUST DJ US COM 464287580 7 112 SH DEFINED 01 02 0 112 0 ISHARES TRUST-S&P400 COM 464287606 18 173 SH DEFINED 01 02 0 173 0 ISHARES TRUST-S&P COM 464287861 95 1484 SH DEFINED 01 02 0 1484 0 NORSK HYDRO COM 4645805 29 717 SH DEFINED 01 10 717 0 0 OMV AG COM 4651459 5 60 SH DEFINED 01 10 60 0 0 ISS A/S COM 465199990 2072 38064 SH DEFINED 01 38064 0 0 ISS A/S COM 465199990 7636 140264 SH DEFINED 01 03 0 140264 0 ITO-YOKADO ORD COM 465714103 3591 74000 SH DEFINED 01 03 0 74000 0 ITRON INC COM 465741106 550 46325 SH DEFINED 01 46325 0 0 I2 TECHNOLOGIES COM 465754109 134 9234 SH DEFINED 01 9234 0 0 I2 TECHNOLOGIES COM 465754109 11009 755974 SH DEFINED 01 02 0 755974 0 I2 TECHNOLOGIES COM 465754109 179 12300 SH DEFINED 01 03 0 12300 0 IVAX COM 465823102 2646 84000 SH DEFINED 01 0 84000 0 IVAX COM 465823102 628 19932 SH DEFINED 01 19932 0 0 NOVOZYMES COM 4658535 4 175 SH DEFINED 01 10 175 0 0 JDN REALTY CORP COM 465917102 11311 1000106 SH DEFINED 01 1000106 0 0 JDN REALTY CORP COM 465917102 220 19422 SH DEFINED 01 05 0 19422 0 J & J SNACK FOODS CO COM 466032109 429 25504 SH DEFINED 01 25504 0 0 JDS UNIPHASE CORP COM 46612J101 885 48000 SH DEFINED 01 0 48000 0 JDS UNIPHASE CORP COM 46612J101 142831 7746764 SH DEFINED 01 7746764 0 0 JDS UNIPHASE CORP COM 46612J101 16822 912514 SH DEFINED 01 02 0 912514 0 JDS UNIPHASE CORP COM 46612J101 5998 325249 SH DEFINED 01 03 0 325249 0 JDS UNIPHASE CORP COM 46612J101 37943 2058017 SH DEFINED 01 05 0 2058017 0 OEST COM 4661607 12 110 SH DEFINED 01 10 110 0 0 J. JILL GROUP INC COM 466189107 166 9500 SH DEFINED 01 9500 0 0 JLG INDUSTRIES COM 466210101 5 390 SH DEFINED 01 02 0 390 0 JLG INDUSTRIES JLG INDUS COM 466210101 3197 245919 SH DEFINED 01 245919 0 0 JLG INDUSTRIES JLG INDUS COM 466210101 99 7600 SH DEFINED 01 05 0 7600 0 JNI CORP COM 46622G105 1 168 SH DEFINED 01 168 0 0 J P MORGAN CHASE COM 46625H100 52007 1158270 SH DEFINED 01 02 0 1158270 0 JP MORGAN CHASE COM 46625H100 49948 1112422 SH DEFINED 01 1112422 0 0 JP MORGAN CHASE COM 46625H100 22290 496426 SH DEFINED 01 03 0 496426 0 JP MORGAN CHASE COM 46625H100 281 6263 SH DEFINED 01 05 0 6263 0 JABIL CIRCUIT COM 466313103 42849 1981923 SH DEFINED 01 1981923 0 0 JABIL CIRCUIT COM 466313103 3141 145324 SH DEFINED 01 03 0 145324 0 JABIL CIRCUIT COM 466313103 40403 1868726 SH DEFINED 01 05 0 1868726 0 JABIL CIRCUT COM 466313103 562 26000 SH DEFINED 01 0 26000 0 JABIL CIRCUT COM 466313103 212 9810 SH DEFINED 01 02 0 9810 0 JACK IN THE BOX INC COM 466367109 3506 117064 SH DEFINED 01 117064 0 0 JACK IN THE BOX INC COM 466367109 6 190 SH DEFINED 01 02 0 190 0 OUTOKUMPU OY COM 4665148 4 500 SH DEFINED 01 10 500 0 0 PERNOD-RICAR COM 4682329 8 125 SH DEFINED 01 10 125 0 0 PEUGEOT SA COM 4683827 26 104 SH DEFINED 01 10 104 0 0 PIRELLI SPA COM 4689900 17 5000 SH DEFINED 01 10 5000 0 0 ASCOM HOLDIN COM 4697378 4 56 SH DEFINED 01 10 56 0 0 JACOBS ENGR GROUP COM 469814107 1343 23146 SH DEFINED 01 23146 0 0 INDEPENDENT COM 4699103 1 608 SH DEFINED 01 10 608 0 0 JAKKS PACIFIC INC COM 47012E106 578 54354 SH DEFINED 01 54354 0 0 NEW BARCO COM 4704096 2 28 SH DEFINED 01 10 28 0 0 PARMALAT FIN COM 4714404 4 2500 SH DEFINED 01 10 2500 0 0 KUOMI REISEN NAMEN B COM 4714750 7 16 SH DEFINED 01 10 16 0 0 RAS COM 4718246 22 1800 SH DEFINED 01 10 1800 0 0 JEFFERIES GROUP -NEW COM 472319102 4508 156240 SH DEFINED 01 156240 0 0 JEFFERIES GROUP -NEW COM 472319102 3 110 SH DEFINED 01 02 0 110 0 JEFFERIES GROUP -NEW COM 472319102 150 5200 SH DEFINED 01 05 0 5200 0 RAUTARUUKKI OYJ COM 4727662 2 500 SH DEFINED 01 10 500 0 0 NOVO-NORDISK COM 4728900 41 200 SH DEFINED 01 10 200 0 0 TOMRA SYSTEM COM 4730875 6 400 SH DEFINED 01 10 400 0 0 TELENOR AS COM 4732495 5 1186 SH DEFINED 01 10 1186 0 0 AGIV AG DEM COM 4736011 1 100 SH DEFINED 01 10 100 0 0 AVENTIS COM 4736817 151 1937 SH DEFINED 01 10 1937 0 0 RINASCENTE(L COM 4740034 5 1000 SH DEFINED 01 10 1000 0 0 MERCK KGAA COM 4741844 15 400 SH DEFINED 01 10 400 0 0 ROCHE HOLDING AG-BEARER COM 4745749 16 2 SH DEFINED 01 10 2 0 0 ROCHE HLDGS COM 4745772 145 20 SH DEFINED 01 10 20 0 0 JEFFERSON PILOT COM 475070108 22721 334660 SH DEFINED 01 334660 0 0 JEFFERSON PILOT COM 475070108 1787 26320 SH DEFINED 01 03 0 26320 0 JEFFERSON PILOT COM 475070108 429 6316 SH DEFINED 01 05 0 6316 0 INTERBREW + COM 4755317 10 397 SH DEFINED 01 10 397 0 0 SWATCH GROUP COM 4762351 9 40 SH DEFINED 01 10 40 0 0 SWATCH GROUP COM 4762403 10 10 SH DEFINED 01 10 10 0 0 SKF AB COM 4767066 1 100 SH DEFINED 01 10 100 0 0 SKF AB COM 4767099 1 100 SH DEFINED 01 10 100 0 0 CIE DE ST-GO COM 4768371 29 199 SH DEFINED 01 10 199 0 0 RWE AG COM 4768962 44 1233 SH DEFINED 01 10 1233 0 0 RWE AG COM 4769147 6 200 SH DEFINED 01 10 200 0 0 JO-ANN STORES CL A JAS.A COM 47758P109 242 54946 SH DEFINED 01 54946 0 0 JOHN NUVEEN COM 478035108 10 180 SH DEFINED 01 180 0 0 JOHNSON & JOHNSON COM 478160104 1612 18427 SH DEFINED 01 18427 0 0 JOHNSON & JOHNSON COM 478160104 108 1243 SH DEFINED 01 02 0 1243 0 JOHNSON & JOHNSON COM 478160104 30138 344547 SH DEFINED 01 03 0 344547 0 JOHNSON & JOHNSON COM 478160104 400 4571 SH DEFINED 01 05 0 4571 0 JOHNSON CONTROLS COM 478366107 821 13138 SH DEFINED 01 13138 0 0 JOHNSON CONTROLS COM 478366107 1282 20518 SH DEFINED 01 03 0 20518 0 JOHNSON CONTROLS COM 478366107 18 282 SH DEFINED 01 05 0 282 0 SCHIBSTED AS COM 4790534 2 200 SH DEFINED 01 10 200 0 0 SEB SA COM 4792132 2 34 SH DEFINED 01 10 34 0 0 JONES APPAREL GROUP COM 480074103 112 2955 SH DEFINED 01 2955 0 0 LASALLE PARTNERS COM 48020Q107 1 46 SH DEFINED 01 46 0 0 SIKA FINANZ COM 4808084 3 10 SH DEFINED 01 10 10 0 0 SIMCO COM 4809689 3 50 SH DEFINED 01 10 50 0 0 JOURNAL REGISTER CO COM 481138105 2 147 SH DEFINED 01 147 0 0 JOURNAL REGISTER CO COM 481138105 5 300 SH DEFINED 01 02 0 300 0 SIRTI SPA COM 4811899 1 500 SH DEFINED 01 10 500 0 0 SKAND ENSKIL COM 4813345 15 1720 SH DEFINED 01 10 1720 0 0 SKANSKA AB COM 4813431 11 300 SH DEFINED 01 10 300 0 0 SMURFIT(JEFF COM 4816151 4 2555 SH DEFINED 01 10 2555 0 0 VINCI COM 4818083 16 254 SH DEFINED 01 10 254 0 0 SGL CARBON AG COM 4818351 3 100 SH DEFINED 01 10 100 0 0 JUNIPER COM 48203R104 54951 1447567 SH DEFINED 01 1447567 0 0 JUNIPER COM 48203R104 599 15772 SH DEFINED 01 02 0 15772 0 JUNIPER COM 48203R104 61074 1608900 SH DEFINED 01 05 0 1608900 0 JUNO ONLINE SERVICES COM 482048105 0 131 SH DEFINED 01 131 0 0 JUPITER MEDIA METRIX INC COM 48206U104 0 40 SH DEFINED 01 40 0 0 SOLVAY SA COM 4821100 10 200 SH DEFINED 01 10 200 0 0 SGS SOCIETE GENERALE COM 4824778 3 10 SH DEFINED 01 10 10 0 0 KLA-TENCOR CORP COM 482480100 19537 496144 SH DEFINED 01 496144 0 0 KLA-TENCOR CORP COM 482480100 215 5450 SH DEFINED 01 02 0 5450 0 KLA-TENCOR CORP COM 482480100 3546 90058 SH DEFINED 01 03 0 90058 0 KLA-TENCOR CORP COM 482480100 4419 112212 SH DEFINED 01 05 0 112212 0 KMC TELECOM WTS 144A EXP 1/31/ COM 482562121 16 15000 SH DEFINED 01 15000 0 0 KMC TELECOM WTS 144A EXP 1/31/ COM 482562121 9 8000 SH DEFINED 01 05 0 8000 0 K-MART CORPORATION COM 482584109 60 6423 SH DEFINED 01 6423 0 0 K-MART CORPORATION COM 482584109 1124 119530 SH DEFINED 01 03 0 119530 0 K-MART CORPORATION COM 482584109 15 1591 SH DEFINED 01 05 0 1591 0 KPMG CONSULTING INC COM 48265R109 4 335 SH DEFINED 01 335 0 0 K-SWISS COM 482686102 776 30299 SH DEFINED 01 30299 0 0 K2 INC COM 482732104 475 54256 SH DEFINED 01 54256 0 0 KAISER ALUMINUM CORP COM 483007100 1 286 SH DEFINED 01 286 0 0 SCHNEIDER COM 4834108 21 368 SH DEFINED 01 10 368 0 0 VIVENDI COM 4834777 162 2666 SH DEFINED 01 10 2666 0 0 KAMAN CORP COM 483548103 1100 67181 SH DEFINED 01 67181 0 0 KANA COMMUN COM 483600102 1 490 SH DEFINED 01 490 0 0 SCHERING AG COM 4845757 24 500 SH DEFINED 01 10 500 0 0 SAP AG COM 4846288 50 435 SH DEFINED 01 10 435 0 0 SAP AG COM 4846868 35 300 SH DEFINED 01 10 300 0 0 SSAB(SVENSKT COM 4847195 2 200 SH DEFINED 01 10 200 0 0 SWISS REINSURANCE CO. REGD COM 4850029 79 39 SH DEFINED 01 10 39 0 0 KANSAS CITY P & L COM 485134100 1273 51782 SH DEFINED 01 51782 0 0 KANSAS CITY P & L COM 485134100 6 230 SH DEFINED 01 02 0 230 0 KANSAS CITY P & L COM 485134100 79 3200 SH DEFINED 01 05 0 3200 0 KANSAS CITY SOUTHERN INDS COM 485170302 1 86 SH DEFINED 01 86 0 0 STOREBRAND A COM 4852832 4 600 SH DEFINED 01 10 600 0 0 SULZER AG COM 4854719 6 10 SH DEFINED 01 10 10 0 0 SVENSKA CELL COM 4865379 10 500 SH DEFINED 01 10 500 0 0 KAYDON CORP COM 486587108 20 756 SH DEFINED 01 756 0 0 KEANE INC COM 486665102 21 1669 SH DEFINED 01 1669 0 0 KEANE INC COM 486665102 5200 400000 SH DEFINED 01 05 0 400000 0 KB HOME COM 48666K109 25 765 SH DEFINED 01 765 0 0 KB HOME COM 48666K109 4 130 SH DEFINED 01 02 0 130 0 KB HOME COM 48666K109 355 10867 SH DEFINED 01 03 0 10867 0 KB HOME COM 48666K109 5 141 SH DEFINED 01 05 0 141 0 TECHNIP COM 4874160 5 34 SH DEFINED 01 10 34 0 0 KEITHLEY INSTRUMENTS COM 487584104 2074 128090 SH DEFINED 01 128090 0 0 KEITHLEY INSTRUMENTS COM 487584104 2 100 SH DEFINED 01 02 0 100 0 KEITHLEY INSTRUMENTS COM 487584104 52 3200 SH DEFINED 01 05 0 3200 0 T.I.M.SPA COM 4876746 162 24000 SH DEFINED 01 10 24000 0 0 KELLOGG CO. COM 487836108 27175 1005355 SH DEFINED 01 1005355 0 0 KELLOGG CO. COM 487836108 2673 98880 SH DEFINED 01 03 0 98880 0 KELLOGG CO. COM 487836108 36 1335 SH DEFINED 01 05 0 1335 0 KELLWOOD TEXTILES COM 488044108 11486 553512 SH DEFINED 01 553512 0 0 KELLWOOD TEXTILES COM 488044108 195 9400 SH DEFINED 01 05 0 9400 0 KELLY SERVICES COM 488152208 21 880 SH DEFINED 01 880 0 0 KEMET CORP COM 488360108 533 31464 SH DEFINED 01 31464 0 0 ITALGAS(SOC COM 4884073 9 1000 SH DEFINED 01 10 1000 0 0 KENDLE INTERNATIONAL COM 48880L107 52 4100 SH DEFINED 01 4100 0 0 KENNAMETAL INC COM 489170100 2284 83056 SH DEFINED 01 83056 0 0 KENNAMETAL INC COM 489170100 2 80 SH DEFINED 01 02 0 80 0 KENNAMETAL INC COM 489170100 140 5100 SH DEFINED 01 05 0 5100 0 USINOR COM 4894544 6 528 SH DEFINED 01 10 528 0 0 TRELLEBORG SER B COM 4902384 1 200 SH DEFINED 01 10 200 0 0 TOTAL FINA ELF SA COM 4905413 249 1833 SH DEFINED 01 10 1833 0 0 KENT ELECTRONICS COM 490553104 1557 86515 SH DEFINED 01 86515 0 0 KENT ELECTRONICS COM 490553104 4 200 SH DEFINED 01 02 0 200 0 UNIBAIL SA COM 4911346 5 34 SH DEFINED 01 10 34 0 0 UNION ELEC F COM 4913223 13 717 SH DEFINED 01 10 717 0 0 VA TECHNOLOG COM 4921635 1 35 SH DEFINED 01 10 35 0 0 KERR MCGEE COM 492386107 108185 1666945 SH DEFINED 01 1666945 0 0 KERR MCGEE COM 492386107 218 3363 SH DEFINED 01 02 0 3363 0 KERR MCGEE COM 492386107 3472 53497 SH DEFINED 01 03 0 53497 0 KERR MCGEE COM 492386107 41237 635386 SH DEFINED 01 05 0 635386 0 KERR-MCGEE/DEVON 5.50% PFD PRF 492386305 4437 82780 SH DEFINED 01 82780 0 0 KERR-MCGEE/DEVON 5.50% PFD PRF 492386305 2416 45070 SH DEFINED 01 05 0 45070 0 STORK NV COM 4925701 1 74 SH DEFINED 01 10 74 0 0 KEY ENERGY SERVICES COM 492914106 1720 160686 SH DEFINED 01 160686 0 0 KEY ENERGY SERVICES COM 492914106 4 400 SH DEFINED 01 02 0 400 0 KEY ENERGY SERVICES COM 492914106 4380 409300 SH DEFINED 01 05 0 409300 0 KEY PRODUCTION CO COM 493138101 861 41500 SH DEFINED 01 41500 0 0 KEY PRODUCTION CO COM 493138101 3 150 SH DEFINED 01 02 0 150 0 KEYCORP NEW COM 493267108 145 5632 SH DEFINED 01 5632 0 0 KEYCORP NEW COM 493267108 2726 105644 SH DEFINED 01 03 0 105644 0 KEYCORP NEW COM 493267108 36 1402 SH DEFINED 01 05 0 1402 0 KEY3MEDIA GROUP COM 49326R104 7 581 SH DEFINED 01 581 0 0 KEYENCE (6861) COM 493300990 5924 32000 SH DEFINED 01 03 0 32000 0 KEYNOTE SYSTEMS INC COM 493308100 1 55 SH DEFINED 01 55 0 0 KEYSPAN CORP COM 49337W100 62982 1651787 SH DEFINED 01 1651787 0 0 KEYSPAN CORP COM 49337W100 1201 31500 SH DEFINED 01 03 0 31500 0 KEYSPAN CORP COM 49337W100 17 443 SH DEFINED 01 05 0 443 0 VALEO COM 4937579 8 180 SH DEFINED 01 10 180 0 0 VOLVO(AB) COM 4937728 5 300 SH DEFINED 01 10 300 0 0 VOLVO(AB) COM 4937739 11 700 SH DEFINED 01 10 700 0 0 WATERFORD WEDGEWOOD COM 4942636 2 1580 SH DEFINED 01 10 1580 0 0 KIMBALL INTL INC COM 494274103 2 125 SH DEFINED 01 125 0 0 KILROY REALTY COM 49427F108 5 178 SH DEFINED 01 178 0 0 E.ON AG COM 4942904 86 1800 SH DEFINED 01 10 1800 0 0 KIMBERLY CLARK COM 494368103 5969 88000 SH DEFINED 01 0 88000 0 KIMBERLY CLARK COM 494368103 166556 2455503 SH DEFINED 01 2455503 0 0 KIMBERLY CLARK COM 494368103 96849 1427825 SH DEFINED 01 02 0 1427825 0 KIMBERLY CLARK COM 494368103 9451 139347 SH DEFINED 01 03 0 139347 0 KIMBERLY CLARK COM 494368103 28987 427358 SH DEFINED 01 05 0 427358 0 PECHINEY COM 4943792 8 177 SH DEFINED 01 10 177 0 0 KIMCO REALTY CORP COM 49446R109 4 94 SH DEFINED 01 94 0 0 KINDER MORGAN INC COM 49455P101 2475 46517 SH DEFINED 01 46517 0 0 KINDER MORGAN INC COM 49455P101 1472 27674 SH DEFINED 01 03 0 27674 0 KINDER MORGAN INC COM 49455P101 20 376 SH DEFINED 01 05 0 376 0 KING FISHER ORD COM 495286999 1878 290380 SH DEFINED 01 03 0 290380 0 KING PHARMACEUTICAL COM 495582108 65706 1612460 SH DEFINED 01 1612460 0 0 KING PHARMACEUTICAL COM 495582108 20403 500708 SH DEFINED 01 02 0 500708 0 KING PHARMACEUTICAL COM 495582108 3569 87569 SH DEFINED 01 03 0 87569 0 KING PHARMACEUTICAL COM 495582108 49092 1204705 SH DEFINED 01 05 0 1204705 0 KINGSGATE AU;KCN /AUD COM 496500992 549 1500000 SH DEFINED 01 1500000 0 0 KIRBY CORP COM 497266106 1451 72558 SH DEFINED 01 72558 0 0 KNIGHT RIDDER COM 499040103 31015 577439 SH DEFINED 01 577439 0 0 KNIGHT RIDDER COM 499040103 1668 31056 SH DEFINED 01 03 0 31056 0 KNIGHT RIDDER COM 499040103 272 5068 SH DEFINED 01 05 0 5068 0 KNIGHT TRADING GROUP INC COM 499063105 8 551 SH DEFINED 01 551 0 0 KNIGHT TRANSPORTATION COM 499064103 50 2050 SH DEFINED 01 2050 0 0 KNOLOGY HLDGS WT EXP 10/15/200 COM 499183119 11 11000 SH DEFINED 01 11000 0 0 KNOLOGY HLDGS WT EXP 10/15/200 COM 499183119 2 1500 SH DEFINED 01 05 0 1500 0 ZODIAC COM 4994693 2 11 SH DEFINED 01 10 11 0 0 KOGER EQUITY INC COM 500228101 2 131 SH DEFINED 01 131 0 0 KOHLS CORP COM 500255104 40874 662575 SH DEFINED 01 662575 0 0 KOHLS CORP COM 500255104 23983 388741 SH DEFINED 01 02 0 388741 0 KOHLS CORP COM 500255104 7306 118427 SH DEFINED 01 03 0 118427 0 KOHLS CORP COM 500255104 78343 1269942 SH DEFINED 01 05 0 1269942 0 KOPIN COM 500600101 1763 306687 SH DEFINED 01 306687 0 0 KOREA ELEC POWER 1576 KS/K COM 500610993 3031 199700 SH DEFINED 01 199700 0 0 KOREA ELEC POWER 1576 KS/K COM 500610993 55 3600 SH DEFINED 01 05 0 3600 0 KOREAN TELECOM KR;3020 COM 500637996 2698 64000 SH DEFINED 01 64000 0 0 KORN FERRY INTL COM 500643200 16 943 SH DEFINED 01 943 0 0 KORN FERRY INTL COM 500643200 3 150 SH DEFINED 01 02 0 150 0 KRISPY KREME DOUGHNUTS COM 501014104 18360 510000 SH DEFINED 01 05 0 510000 0 KROGER CO. COM 501044101 413 16000 SH DEFINED 01 0 16000 0 KROGER CO. COM 501044101 139614 5413610 SH DEFINED 01 02 0 5413610 0 KROGER COMPANY COM 501044101 77299 2997214 SH DEFINED 01 2997214 0 0 KROGER COMPANY COM 501044101 10040 389283 SH DEFINED 01 03 0 389283 0 KROGER COMPANY COM 501044101 867 33646 SH DEFINED 01 05 0 33646 0 KROLL O GARA COM 501050108 362 67418 SH DEFINED 01 67418 0 0 KRONOS INC COM 501052104 1189 37843 SH DEFINED 01 37843 0 0 KULICKE &SOFFA IND COM 501242101 2002 147634 SH DEFINED 01 147634 0 0 KULICKE &SOFFA IND COM 501242101 4 290 SH DEFINED 01 02 0 290 0 LCC INTERNATIONAL COM 501810105 295 59000 SH DEFINED 01 59000 0 0 LCC INTERNATIONAL COM 501810105 1 200 SH DEFINED 01 02 0 200 0 LTV CORP NEW COM 501921100 0 471 SH DEFINED 01 471 0 0 LNR PPTY CORP COM 501940100 3 108 SH DEFINED 01 108 0 0 CHARGEURS COM 5021318 1 15 SH DEFINED 01 10 15 0 0 LSI LOGIC COM 502161102 767 48735 SH DEFINED 01 48735 0 0 LSI LOGIC COM 502161102 1234 78467 SH DEFINED 01 03 0 78467 0 LSI LOGIC COM 502161102 17 1051 SH DEFINED 01 05 0 1051 0 LTX CORP COM 502392103 2 129 SH DEFINED 01 129 0 0 L-3 COMMUNICATIONS COM 502424104 1026 13000 SH DEFINED 01 0 13000 0 L-3 COMMUNICATIONS COM 502424104 67 840 SH DEFINED 01 840 0 0 METRO AG COM 5041413 34 800 SH DEFINED 01 10 800 0 0 METRO AG COM 5041424 3 100 SH DEFINED 01 10 100 0 0 NOVARTIS AG COM 5047831 298 190 SH DEFINED 01 10 190 0 0 SWEDISH MATC COM 5048566 3 743 SH DEFINED 01 10 743 0 0 UPM-KYMMENE COM 5051252 17 600 SH DEFINED 01 10 600 0 0 LA-Z-BOY CHAIR CO COM 505336107 3244 182228 SH DEFINED 01 182228 0 0 LABOR READY INC COM 505401208 394 124977 SH DEFINED 01 124977 0 0 LAB CORP OF AMERICA COM 50540R409 217 1807 SH DEFINED 01 02 0 1807 0 LABORATORY CORP OF AMERICA HLD COM 50540R409 24081 200260 SH DEFINED 01 200260 0 0 LABORATORY CORP OF AMERICA HLD COM 50540R409 30060 249980 SH DEFINED 01 05 0 249980 0 LABRANCHE & CO COM 505447102 2870 89259 SH DEFINED 01 89259 0 0 LABRANCHE & CO COM 505447102 5 160 SH DEFINED 01 02 0 160 0 LABRANCHE & CO COM 505447102 116 3600 SH DEFINED 01 05 0 3600 0 LACLEDE GAS CO COM 505588103 1328 56993 SH DEFINED 01 56993 0 0 LAFARGE SA (BEARER) COM 505861989 11814 133646 SH DEFINED 01 133646 0 0 LAFARGE SA (BEARER) COM 505861989 5139 58133 SH DEFINED 01 03 0 58133 0 LAFARGE SA (BEARER) COM 505861989 13128 148510 SH DEFINED 01 05 0 148510 0 LAFARGE COM 505862102 6 198 SH DEFINED 01 198 0 0 ING GROEP NV COM 5058877 167 2560 SH DEFINED 01 10 2560 0 0 PUBLIGROUPE AG COM 5064744 2 6 SH DEFINED 01 10 6 0 0 TELE2 AB COM 5065060 11 350 SH DEFINED 01 10 350 0 0 SAS NORGE ASA CL A COM 5066472 1 135 SH DEFINED 01 10 135 0 0 HAFSLUND ASA CL A COM 5067550 1 270 SH DEFINED 01 10 270 0 0 HAFSLUND ASA CL B COM 5067561 1 270 SH DEFINED 01 10 270 0 0 BAYER AG COM 5069211 72 1700 SH DEFINED 01 10 1700 0 0 MEDIASET COM 5077946 28 3000 SH DEFINED 01 10 3000 0 0 BASF AG COM 5086577 59 1500 SH DEFINED 01 10 1500 0 0 SIDEL COM 5092433 3 73 SH DEFINED 01 10 73 0 0 GEHE AG COM 5105182 7 200 SH DEFINED 01 10 200 0 0 BEIERSDORF A COM 5107401 21 200 SH DEFINED 01 10 200 0 0 HOCHTIEF AG COM 5108664 5 200 SH DEFINED 01 10 200 0 0 FAG KUGELFISCHER COM 5115998 1 100 SH DEFINED 01 10 100 0 0 BILFINGER & COM 5117381 2 100 SH DEFINED 01 10 100 0 0 HEIDELBERGER COM 5120679 5 100 SH DEFINED 01 10 100 0 0 DILIGENTIA COM 5127261 2 200 SH DEFINED 01 10 200 0 0 LAM RESEARCH CORP COM 512807108 1388 58439 SH DEFINED 01 58439 0 0 LAMAR ADVERTISING COM 512815101 4 111 SH DEFINED 01 111 0 0 FRESENIUS ME COM 5129074 14 200 SH DEFINED 01 10 200 0 0 LANCASTER COLONY COR COM 513847103 744 25599 SH DEFINED 01 25599 0 0 LANCASTER COLONY COR COM 513847103 4 150 SH DEFINED 01 02 0 150 0 LANCASTER COLONY COR COM 513847103 38 1300 SH DEFINED 01 05 0 1300 0 PROSEGUR COM 5140213 2 157 SH DEFINED 01 10 157 0 0 ALITALIA LINEE COM 5140343 6 4000 SH DEFINED 01 10 4000 0 0 LANCE INC COM 514606102 7 654 SH DEFINED 01 654 0 0 LANDAMERICA FINL COM 514936103 1451 40775 SH DEFINED 01 40775 0 0 LANDS END INC COM 515086106 22 805 SH DEFINED 01 805 0 0 LANDRY'S SEAFOOD COM 51508L103 739 65074 SH DEFINED 01 65074 0 0 LANDSTAR SYSTEM INC COM 515098101 4830 71302 SH DEFINED 01 71302 0 0 LANDSTAR SYSTEM INC COM 515098101 3 50 SH DEFINED 01 02 0 50 0 LANDSTAR SYSTEM INC COM 515098101 67 991 SH DEFINED 01 05 0 991 0 LANTE CORP COM 516540101 0 84 SH DEFINED 01 84 0 0 FRANCE TELEC COM 5176177 144 2453 SH DEFINED 01 10 2453 0 0 LASON INC COM 51808R107 0 57 SH DEFINED 01 57 0 0 LATITUDE COMM INC COM 518292107 197 49569 SH DEFINED 01 49569 0 0 LATTICE SEMICONDUCTR COM 518415104 1595 87727 SH DEFINED 01 87727 0 0 ESTE LAUDER COM 518439104 10 271 SH DEFINED 01 271 0 0 ROYAL DUTCH COM 5202704 313 5615 SH DEFINED 01 10 5615 0 0 VEDIOR COM 5205361 3 230 SH DEFINED 01 10 230 0 0 LAWSON PRODUCTS COM 520776105 727 29359 SH DEFINED 01 29359 0 0 HAGEMEYER COM 5209073 5 248 SH DEFINED 01 10 248 0 0 LEAP WIRELESS INTL I COM 521863100 3208 114296 SH DEFINED 01 114296 0 0 LEAP WIRELESS INTL I COM 521863100 4 130 SH DEFINED 01 02 0 130 0 LEAP WIRELESS INTL I COM 521863100 129 4610 SH DEFINED 01 05 0 4610 0 LEAR SEATING CORP COM 521865105 8 270 SH DEFINED 01 02 0 270 0 LEAR SEATING CORP LEAR SEAT COM 521865105 4396 150042 SH DEFINED 01 150042 0 0 LEAR SEATING CORP LEAR SEAT COM 521865105 173 5900 SH DEFINED 01 05 0 5900 0 LEARNING TREE INTL COM 522015106 1628 78600 SH DEFINED 01 78600 0 0 LEARNING TREE INTL COM 522015106 1 70 SH DEFINED 01 02 0 70 0 LEARNING TREE INTL COM 522015106 52 2500 SH DEFINED 01 05 0 2500 0 GROUP 4 FALCK A/S COM 5223459 6 53 SH DEFINED 01 10 53 0 0 SAMPO-LEONIA INS. COM 5226038 10 200 SH DEFINED 01 10 200 0 0 HOLLANDSCHE BETON GROEP COM 5227804 1 83 SH DEFINED 01 10 83 0 0 ALLIANZ AG COM 5231485 188 645 SH DEFINED 01 10 645 0 0 UPONOR OYJ COM 5232671 1 100 SH DEFINED 01 10 100 0 0 LEE ENTERPRISES INC COM 523768109 38 1244 SH DEFINED 01 1244 0 0 LEE ENTERPRISES INC COM 523768109 4 140 SH DEFINED 01 02 0 140 0 LEGATO COM 524651106 265 22000 SH DEFINED 01 0 22000 0 LEGATO COM 524651106 29 2374 SH DEFINED 01 2374 0 0 LEGGETT & PLATT COM 524660107 48 2482 SH DEFINED 01 2482 0 0 LEGGETT & PLATT COM 524660107 872 45364 SH DEFINED 01 03 0 45364 0 LEGGETT & PLATT COM 524660107 21203 1102645 SH DEFINED 01 05 0 1102645 0 LEGG MASON INC COM 524901105 25323 601495 SH DEFINED 01 601495 0 0 LEGG MASON INC COM 524901105 137737 3271649 SH DEFINED 01 02 0 3271649 0 LEGG MASON INC COM 524901105 4658 110632 SH DEFINED 01 03 0 110632 0 LEHMAN BROS HOLDINGS COM 524908100 213603 3406735 SH DEFINED 01 3406735 0 0 LEHMAN BROS HOLDINGS COM 524908100 17793 283790 SH DEFINED 01 02 0 283790 0 LEHMAN BROS HOLDINGS COM 524908100 10411 166025 SH DEFINED 01 03 0 166025 0 LEHMAN BROS HOLDINGS COM 524908100 2288 36482 SH DEFINED 01 05 0 36482 0 ABN-AMRO HLD COM 5250769 70 3798 SH DEFINED 01 10 3798 0 0 AHOLD (KON) COM 5252602 67 2139 SH DEFINED 01 10 2139 0 0 SAPA AB COM 5255850 1 100 SH DEFINED 01 10 100 0 0 AUTOGRILL SP COM 5256206 11 1000 SH DEFINED 01 10 1000 0 0 BULGARI SPA COM 5256477 11 1000 SH DEFINED 01 10 1000 0 0 LENNAR CORP COM 526057104 4579 114863 SH DEFINED 01 114863 0 0 LENNAR CORP COM 526057104 8 190 SH DEFINED 01 02 0 190 0 LENNAR CORP COM 526057104 175 4400 SH DEFINED 01 05 0 4400 0 LENNOX INTL COM 526107107 1728 167799 SH DEFINED 01 167799 0 0 LENNOX INTL COM 526107107 4 420 SH DEFINED 01 02 0 420 0 FLS INDUSTRI COM 5263574 1 100 SH DEFINED 01 10 100 0 0 ENDESA SA COM 5271782 47 2812 SH DEFINED 01 10 2812 0 0 LUCADIA NATL CORP COM 527288104 50 1553 SH DEFINED 01 1553 0 0 LEVEL 3 COMM COM 52729N100 100 5788 SH DEFINED 01 5788 0 0 SUEZ LYINNAISE DES EAUX COM 5286764 30 200 SH DEFINED 01 10 200 0 0 DEUTSCHE COM 5287488 15 800 SH DEFINED 01 10 800 0 0 LEXAR MEDIA INC COM 52886P104 1 467 SH DEFINED 01 467 0 0 LEXICON GENETICS INC COM 528872104 1 113 SH DEFINED 01 113 0 0 AUSTRIAN AIRLINES COM 5288726 1 65 SH DEFINED 01 10 65 0 0 MUNCHENER COM 5294121 142 474 SH DEFINED 01 10 474 0 0 TELECOM ITAL COM 5297313 11 2000 SH DEFINED 01 10 2000 0 0 TELECOM ITAL COM 5297506 91 9000 SH DEFINED 01 10 9000 0 0 LEXMARK INTL INC COM 529771107 910 20000 SH DEFINED 01 0 20000 0 LEXMARK INTL INC COM 529771107 77 1686 SH DEFINED 01 1686 0 0 LEXMARK INTL INC COM 529771107 1413 31038 SH DEFINED 01 03 0 31038 0 LEXMARK INTL INC COM 529771107 19 418 SH DEFINED 01 05 0 418 0 LG HOME SHOPPING(28150) COM 529782997 66 2376 SH DEFINED 01 2376 0 0 BIC COM 5298781 5 120 SH DEFINED 01 10 120 0 0 LIBBEY COM 529898108 1379 46181 SH DEFINED 01 46181 0 0 LIBERATE TECH COM 530129105 5 560 SH DEFINED 01 560 0 0 LIBERTY CORP S C COM 530370105 1 44 SH DEFINED 01 44 0 0 LIBERTY FINL COS INC COM 530512102 4 97 SH DEFINED 01 97 0 0 COL TX EXEMPT INS A COM 530544402 28 3298 SH DEFINED 01 02 0 3298 0 LIBERTY PROPERTY TRU COM 531172104 1184 41930 SH DEFINED 01 41930 0 0 LIBERTY PROPERTY TRU COM 531172104 71 2500 SH DEFINED 01 05 0 2500 0 LIFEPOINT HOSP INC COM 53219L109 11889 332552 SH DEFINED 01 332552 0 0 LIFEPOINT HOSP INC COM 53219L109 72834 2037365 SH DEFINED 01 02 0 2037365 0 LIFEPOINT HOSP INC COM 53219L109 1934 54100 SH DEFINED 01 03 0 54100 0 LIFEPOINT HOSP INC COM 53219L109 181 5050 SH DEFINED 01 05 0 5050 0 LIFEMINDERS INC COM 53220Q105 0 62 SH DEFINED 01 62 0 0 LIGHTBRIDGE INC COM 532226107 109 9500 SH DEFINED 01 9500 0 0 LIHIR GOLD ORD COM 532300993 651 2300000 SH DEFINED 01 2300000 0 0 LILLIAN VERNON CO COM 532430105 192 26263 SH DEFINED 01 26263 0 0 ELI LILLY COM 532457108 11917 155444 SH DEFINED 01 155444 0 0 ELI LILLY COM 532457108 29544 385449 SH DEFINED 01 02 0 385449 0 ELI LILLY COM 532457108 22167 289167 SH DEFINED 01 03 0 289167 0 ELI LILLY COM 532457108 460 6007 SH DEFINED 01 05 0 6007 0 THE LIMITED INC COM 532716107 596 37931 SH DEFINED 01 37931 0 0 THE LIMITED INC COM 532716107 39825 2533737 SH DEFINED 01 02 0 2533737 0 THE LIMITED INC COM 532716107 1787 113675 SH DEFINED 01 03 0 113675 0 THE LIMITED INC COM 532716107 22 1401 SH DEFINED 01 05 0 1401 0 LINCARE HOLDINGS INC COM 532791100 38185 721319 SH DEFINED 01 721319 0 0 LINCARE HOLDINGS INC COM 532791100 74799 1412970 SH DEFINED 01 02 0 1412970 0 LINCARE HOLDINGS INC COM 532791100 3994 75450 SH DEFINED 01 03 0 75450 0 LINCARE HOLDINGS INC COM 532791100 5939 112200 SH DEFINED 01 05 0 112200 0 MODERN TIMES COM 5328127 4 159 SH DEFINED 01 10 159 0 0 DASSAULT SYS COM 5330047 11 258 SH DEFINED 01 10 258 0 0 ACS ACTIVIDA COM 5333381 4 129 SH DEFINED 01 10 129 0 0 LINCOLN ELECTRIC HLD COM 533900106 2 97 SH DEFINED 01 97 0 0 LINCOLN NAT COM 534187109 3026 71260 SH DEFINED 01 02 0 71260 0 LINCOLN NATK COM 534187109 39180 922527 SH DEFINED 01 922527 0 0 LINCOLN NATK COM 534187109 2980 70185 SH DEFINED 01 03 0 70185 0 LINCOLN NATK COM 534187109 408 9599 SH DEFINED 01 05 0 9599 0 EM TV COM 5352353 1 300 SH DEFINED 01 10 300 0 0 LINDSAY MANUFACTURIN COM 535555106 654 35368 SH DEFINED 01 35368 0 0 AUSTRIA TABA COM 5355921 3 51 SH DEFINED 01 10 51 0 0 LINEAR TECHNOLOGY COM 535678106 22255 541974 SH DEFINED 01 541974 0 0 LINEAR TECHNOLOGY COM 535678106 9538 232272 SH DEFINED 01 02 0 232272 0 LINEAR TECHNOLOGY COM 535678106 3211 78198 SH DEFINED 01 03 0 78198 0 LINEAR TECHNOLOGY COM 535678106 43 1043 SH DEFINED 01 05 0 1043 0 LINEN & THINGS COM 535679104 3434 124905 SH DEFINED 01 124905 0 0 LIQUID AUDIO COM 53631T102 0 62 SH DEFINED 01 62 0 0 LITTELFUSE INC COM 537008104 1974 78600 SH DEFINED 01 78600 0 0 LITTELFUSE INC COM 537008104 4 150 SH DEFINED 01 02 0 150 0 LITTELFUSE INC COM 537008104 85 3400 SH DEFINED 01 05 0 3400 0 NORDEA COM 5380031 38 6199 SH DEFINED 01 10 6199 0 0 LITTON INDUSTRIES COM 538021106 95 1179 SH DEFINED 01 1179 0 0 CORTEFIEL SA COM 5385564 1 92 SH DEFINED 01 10 92 0 0 CORP MAPFRE COM 5387559 3 142 SH DEFINED 01 10 142 0 0 LIZ CLAIBORNE COM 539320101 31 669 SH DEFINED 01 669 0 0 LIZ CLAIBORNE COM 539320101 606 12888 SH DEFINED 01 03 0 12888 0 LIZ CLAIBORNE COM 539320101 8 170 SH DEFINED 01 05 0 170 0 LOCKHEED MARTIN CORP COM 539830109 29586 829915 SH DEFINED 01 829915 0 0 LOCKHEED MARTIN CORP COM 539830109 3827 107351 SH DEFINED 01 03 0 107351 0 LOCKHEED MARTIN CORP COM 539830109 51 1418 SH DEFINED 01 05 0 1418 0 LOEWS CORP COM 540424108 191242 3219006 SH DEFINED 01 3219006 0 0 LOEWS CORP COM 540424108 7557 127204 SH DEFINED 01 03 0 127204 0 LOEWS CORP COM 540424108 1830 30806 SH DEFINED 01 05 0 30806 0 LONE STAR STEAK HS COM 542307103 5 564 SH DEFINED 01 564 0 0 LONE STAR TECHNOLOG COM 542312103 6686 156404 SH DEFINED 01 156404 0 0 LONE STAR TECHNOLOG COM 542312103 6 145 SH DEFINED 01 02 0 145 0 LONE STAR TECHNOLOG COM 542312103 128 3000 SH DEFINED 01 05 0 3000 0 LONGS DRUG STORES COM 543162101 14 490 SH DEFINED 01 490 0 0 LONGS DRUG STORES COM 543162101 256 8676 SH DEFINED 01 03 0 8676 0 LONGS DRUG STORES COM 543162101 4 123 SH DEFINED 01 05 0 123 0 LONGVIEW FIBRE WASH COM 543213102 16 1233 SH DEFINED 01 1233 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 GRUPPEN A COM 5437744 4 200 SH DEFINED 01 10 200 0 0 METROVACESA COM 5442685 2 122 SH DEFINED 01 10 122 0 0 TELEPIZZA COM 5443365 1 505 SH DEFINED 01 10 505 0 0 ALTADIS SA COM 5444012 11 864 SH DEFINED 01 10 864 0 0 RAISIO YHTYM COM 5446632 1 400 SH DEFINED 01 10 400 0 0 OCE NV COM 5446751 3 197 SH DEFINED 01 10 197 0 0 OYJ HARWALL COM 5446944 2 150 SH DEFINED 01 10 150 0 0 GAMBRO AB COM 5450031 3 500 SH DEFINED 01 10 500 0 0 GAMBRO AB COM 5450053 1 200 SH DEFINED 01 10 200 0 0 HEINEKEN NV COM 5455821 43 821 SH DEFINED 01 10 821 0 0 MERKANTILDAT COM 5457162 1 300 SH DEFINED 01 10 300 0 0 LOUDEYE TECHNOLOGIES COM 545754103 0 80 SH DEFINED 01 80 0 0 AKZO NOBEL N COM 5458314 31 749 SH DEFINED 01 10 749 0 0 ORKLA ASA COM 5459715 9 535 SH DEFINED 01 10 535 0 0 LOUIS DREYFUS NAT GA COM 546011107 8786 237444 SH DEFINED 01 237444 0 0 LOUIS DREYFUS NAT GA COM 546011107 178 4800 SH DEFINED 01 05 0 4800 0 SKANDIA INSU COM 5461572 22 2400 SH DEFINED 01 10 2400 0 0 STOCKMANN AB COM 5462371 1 50 SH DEFINED 01 10 50 0 0 SAIRGROUP COM 5463471 3 30 SH DEFINED 01 10 30 0 0 LOUISIANA PAC. COM 546347105 2318 241270 SH DEFINED 01 241270 0 0 LOUISIANA PAC. COM 546347105 4 410 SH DEFINED 01 02 0 410 0 LOUISIANA PAC. COM 546347105 229 23834 SH DEFINED 01 03 0 23834 0 LOUISIANA PAC. COM 546347105 98 10242 SH DEFINED 01 05 0 10242 0 LOUISVILLE G&E PFD PRF 546676800 1228 12000 SH DEFINED 01 04 0 12000 0 ELECTROLUX A COM 5466782 11 800 SH DEFINED 01 10 800 0 0 EBRO PULEVA SA COM 5468324 3 255 SH DEFINED 01 10 255 0 0 PETROLEUM GE COM 5469372 2 200 SH DEFINED 01 10 200 0 0 TIETOENATOR COM 5479702 5 200 SH DEFINED 01 10 200 0 0 TNT POST GRO COM 5481558 24 1147 SH DEFINED 01 10 1147 0 0 LOWE`S CO`S COM 548661107 295 5050 SH DEFINED 01 5050 0 0 LOWE`S CO`S COM 548661107 5579 95451 SH DEFINED 01 03 0 95451 0 LOWE`S CO`S COM 548661107 10595 181261 SH DEFINED 01 05 0 181261 0 BENETTON GRO COM 5486672 6 4000 SH DEFINED 01 10 4000 0 0 LUBRIZOL CORP COM 549271104 2146 70814 SH DEFINED 01 70814 0 0 LUBRIZOL CORP COM 549271104 6 190 SH DEFINED 01 02 0 190 0 LUBRIZOL CORP COM 549271104 130 4300 SH DEFINED 01 05 0 4300 0 LUBY S INC COM 549282101 515 67763 SH DEFINED 01 67763 0 0 LUCENT TECHNOLOGIES COM 549463107 197 19800 SH DEFINED 01 0 19800 0 LUCENT TECHNOLOGIES COM 549463107 10101 1013153 SH DEFINED 01 1013153 0 0 LUCENT TECHNOLOGIES COM 549463107 4 400 SH DEFINED 01 02 0 400 0 LUCENT TECHNOLOGIES COM 549463107 8412 843731 SH DEFINED 01 03 0 843731 0 LUCENT TECHNOLOGIES COM 549463107 112 11195 SH DEFINED 01 05 0 11195 0 VOLKSWAGEN A COM 5497102 32 700 SH DEFINED 01 10 700 0 0 VOLKSWAGEN A COM 5497168 6 200 SH DEFINED 01 10 200 0 0 ACERINOX SA COM 5500118 4 138 SH DEFINED 01 10 138 0 0 BCO BILBAO ARGENTARIA COM 5501906 116 8487 SH DEFINED 01 10 8487 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 47 272 SH DEFINED 01 10 272 0 0 PORTLAND VALDERRIVAS COM 5505878 1 57 SH DEFINED 01 10 57 0 0 LYDALL INC COM 550819106 498 47883 SH DEFINED 01 47883 0 0 BUHRMANN NV COM 5516751 6 232 SH DEFINED 01 10 232 0 0 LYONDELL CHEMICAL CO COM 552078107 99 6937 SH DEFINED 01 6937 0 0 M&T BK CORP COM 55261F104 167 2379 SH DEFINED 01 2379 0 0 MAF BANCORP COM 55261R108 3443 125779 SH DEFINED 01 125779 0 0 MAF BANCORP COM 55261R108 7 240 SH DEFINED 01 02 0 240 0 MAF BANCORP COM 55261R108 66 2400 SH DEFINED 01 05 0 2400 0 MBIA INC COM 55262C100 105 1298 SH DEFINED 01 1298 0 0 MBIA INC COM 55262C100 2016 24982 SH DEFINED 01 03 0 24982 0 MBIA INC COM 55262C100 26 324 SH DEFINED 01 05 0 324 0 MBNA COM 55262L100 5230 158000 SH DEFINED 01 0 158000 0 MBNA COM 55262L100 380766 11503546 SH DEFINED 01 11503546 0 0 MBNA COM 55262L100 23599 712984 SH DEFINED 01 02 0 712984 0 MBNA COM 55262L100 10123 305834 SH DEFINED 01 03 0 305834 0 MBNA COM 55262L100 119902 3622414 SH DEFINED 01 05 0 3622414 0 MDC HOLDINGS INC COM 552676108 2775 70512 SH DEFINED 01 70512 0 0 MDC HOLDINGS INC COM 552676108 6 158 SH DEFINED 01 02 0 158 0 MCN ENERGY GROUP COM 55267J100 56 2173 SH DEFINED 01 2173 0 0 MDU RESOURCES GROUP COM 552690109 5 130 SH DEFINED 01 02 0 130 0 MDU RESOURCES GROUP INC COM 552690109 28635 801642 SH DEFINED 01 801642 0 0 MCSI INC COM 55270M108 1852 125000 SH DEFINED 01 125000 0 0 MEMC ELECTRONIC MAT COM 552715104 1 164 SH DEFINED 01 164 0 0 MGIC INVESTMENT CORP COM 552848103 96 1408 SH DEFINED 01 1408 0 0 MGIC INVESTMENT CORP COM 552848103 1847 27001 SH DEFINED 01 03 0 27001 0 MGIC INVESTMENT CORP COM 552848103 24 351 SH DEFINED 01 05 0 351 0 MGI PHARM COM 552880106 545 49785 SH DEFINED 01 49785 0 0 DAIMLERCHRYS COM 5529027 106 2400 SH DEFINED 01 10 2400 0 0 MGM MIRAGE COM 552953101 1387 55271 SH DEFINED 01 55271 0 0 MKS INSTRUMENT INC COM 55306N104 2 100 SH DEFINED 01 100 0 0 SWISSCOM AG COM 5533976 41 180 SH DEFINED 01 10 180 0 0 MRV COMMUNICATIONS COM 553477100 3 424 SH DEFINED 01 424 0 0 MRO SOFTWARE INC COM 55347W105 539 66755 SH DEFINED 01 66755 0 0 M.S. CARRIERS COM 553533100 1033 33728 SH DEFINED 01 33728 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 1701 94064 SH DEFINED 01 94064 0 0 MACERICH CO COM 554382101 2 99 SH DEFINED 01 99 0 0 MACK-CALI REALTY COM 554489104 6 223 SH DEFINED 01 223 0 0 SECURITAS COM 5554041 17 1000 SH DEFINED 01 10 1000 0 0 AUTOSTRADE SPA COM 5554654 18 2862 SH DEFINED 01 10 2862 0 0 SAN PAOLO-IM COM 5556575 51 3750 SH DEFINED 01 10 3750 0 0 SONERA OYJ COM 5556586 14 1900 SH DEFINED 01 10 1900 0 0 MACROVISION CORP COM 555904101 1608 36908 SH DEFINED 01 36908 0 0 MACRO MEDIA COM 556100105 26 1648 SH DEFINED 01 1648 0 0 MACRONIX INTL ADR COM 556103109 29 1800 SH DEFINED 01 05 0 1800 0 VENDEX KBB COM 5562389 4 231 SH DEFINED 01 10 231 0 0 MAN AG ORD N COM 5563520 5 200 SH DEFINED 01 10 200 0 0 MAN AG NON V COM 5563531 2 100 SH DEFINED 01 10 100 0 0 MAGNETEK INC COM 559424106 638 67645 SH DEFINED 01 67645 0 0 FORTIS B COM 5596593 52 1996 SH DEFINED 01 10 1996 0 0 UCB COM 5596991 11 340 SH DEFINED 01 10 340 0 0 MAIL WELL INC COM 560321200 1 153 SH DEFINED 01 153 0 0 WCM COM 5604816 7 400 SH DEFINED 01 10 400 0 0 MANDALAY RESORT GRP COM 562567107 539 27000 SH DEFINED 01 0 27000 0 MANDALAY RESORT GRP COM 562567107 42 2113 SH DEFINED 01 2113 0 0 MANHATTAN ASS COM 562750109 1819 116894 SH DEFINED 01 116894 0 0 MANHATTAN ASS COM 562750109 2 125 SH DEFINED 01 02 0 125 0 MANHATTAN ASS COM 562750109 78 5000 SH DEFINED 01 05 0 5000 0 MANITOWOC CO. COM 563571108 1847 74467 SH DEFINED 01 74467 0 0 THYSSENKRUPP AG COM 5636927 16 1100 SH DEFINED 01 10 1100 0 0 MANOR CARE INC COM 564055101 17244 845284 SH DEFINED 01 845284 0 0 MANOR CARE INC COM 564055101 20 1010 SH DEFINED 01 02 0 1010 0 MANOR CARE INC COM 564055101 517 25352 SH DEFINED 01 03 0 25352 0 MANOR CARE INC COM 564055101 23347 1144437 SH DEFINED 01 05 0 1144437 0 UNILEVER NV COM 5640898 76 1436 SH DEFINED 01 10 1436 0 0 NAVISIONDAMGAARD A/S COM 5641125 2 100 SH DEFINED 01 10 100 0 0 CARREFOUR COM 5641567 96 1755 SH DEFINED 01 10 1755 0 0 MANPOWER INC-WIS COM 56418H100 52 1832 SH DEFINED 01 1832 0 0 MANUF HOME COM 564682102 2 88 SH DEFINED 01 88 0 0 MANUGISTICS GROUP IN COM 565011103 7868 429706 SH DEFINED 01 429706 0 0 MANUGISTICS GROUP IN COM 565011103 202 11000 SH DEFINED 01 02 0 11000 0 MANUGISTICS GROUP IN COM 565011103 309 16900 SH DEFINED 01 03 0 16900 0 MANUGISTICS GROUP IN COM 565011103 106 5800 SH DEFINED 01 05 0 5800 0 GAS NATURAL COM 5650422 17 1054 SH DEFINED 01 10 1054 0 0 MAP INFO COM 565105103 776 43740 SH DEFINED 01 43740 0 0 ABB LTD COM 5661190 59 810 SH DEFINED 01 10 810 0 0 MARCONI PLC COM 566255998 39967 8268256 SH DEFINED 01 8268256 0 0 MARCONI PLC COM 566255998 7228 1495317 SH DEFINED 01 03 0 1495317 0 MARCONI PLC COM 566255998 30456 6300522 SH DEFINED 01 05 0 6300522 0 MARCUS CORP COM 566330106 1215 88051 SH DEFINED 01 88051 0 0 PREUSSAG AG COM 5666292 16 500 SH DEFINED 01 10 500 0 0 REPSOL SA (R COM 5669354 58 3242 SH DEFINED 01 10 3242 0 0 WOLTERS KLUW COM 5671519 16 654 SH DEFINED 01 10 654 0 0 SANOFI-SYNTH COM 5671735 101 1805 SH DEFINED 01 10 1805 0 0 MARIMBA COM 56781Q109 0 65 SH DEFINED 01 65 0 0 MARINE DRILLING CO COM 568240204 152 5704 SH DEFINED 01 5704 0 0 CHARLES VOEGELE HOLDING AG COM 5682577 2 21 SH DEFINED 01 10 21 0 0 ADECCO SA COM 5683097 26 50 SH DEFINED 01 10 50 0 0 GRUPO DRAGAD COM 5687000 5 405 SH DEFINED 01 10 405 0 0 HENNES & MAU COM 5687431 29 2075 SH DEFINED 01 10 2075 0 0 AGFA GEVAERT COM 5689051 6 325 SH DEFINED 01 10 325 0 0 ASSA ABLOY COM 5698789 11 800 SH DEFINED 01 10 800 0 0 TELE DANMARK COM 5698790 18 500 SH DEFINED 01 10 500 0 0 WIENERBERGER COM 5699373 3 162 SH DEFINED 01 10 162 0 0 SVENSKA COM 5703661 20 1400 SH DEFINED 01 10 1400 0 0 SVENSKA HANDELSBANKEN-B SHS COM 5703672 1 100 SH DEFINED 01 10 100 0 0 MARKEL CORP COM 570535104 116 620 SH DEFINED 01 620 0 0 BCO SANT CEN COM 5705946 110 11991 SH DEFINED 01 10 11991 0 0 MARKETWATCH.COM INC COM 570619106 0 40 SH DEFINED 01 40 0 0 MARKETSOFT CVT PFD PRF 570620XX7 4510 924180 SH DEFINED 01 924180 0 0 MARKETSOFT CVT PFD PRF 570620XX7 5490 1125000 SH DEFINED 01 05 0 1125000 0 METSO OYJ COM 5713422 3 300 SH DEFINED 01 10 300 0 0 MARS INC. CVT PFD CVT PFD PRF 571650XX3 5000 2702703 SH DEFINED 01 05 0 2702703 0 MARS INC 0% CVT PFD SERIES D PRF 571650XY1 4500 2142857 SH DEFINED 01 2142857 0 0 MARS INC 0% CVT PFD SERIES D PRF 571650XY1 5500 2619048 SH DEFINED 01 05 0 2619048 0 MARSH MCLENNAN CO COM 571748102 413698 4353350 SH DEFINED 01 4353350 0 0 MARSH MCLENNAN CO COM 571748102 34169 359540 SH DEFINED 01 02 0 359540 0 MARSH MCLENNAN CO COM 571748102 9179 96589 SH DEFINED 01 03 0 96589 0 MARSH MCLENNAN CO COM 571748102 97090 1021683 SH DEFINED 01 05 0 1021683 0 MARSHALL & LLSLEY C COM 571834100 135 2547 SH DEFINED 01 2547 0 0 CANAL PLUS COM 5718988 1 286 SH DEFINED 01 10 286 0 0 MARRIOTT INTL CL A COM 571903202 340484 8268168 SH DEFINED 01 8268168 0 0 MARRIOTT INTL CL A COM 571903202 98 2390 SH DEFINED 01 02 0 2390 0 MARRIOTT INTL CL A COM 571903202 3856 93645 SH DEFINED 01 03 0 93645 0 MARRIOTT INTL CL A COM 571903202 54540 1324396 SH DEFINED 01 05 0 1324396 0 BPI SGPS COM 5721759 4 1462 SH DEFINED 01 10 1462 0 0 HUGO BOSS VZ COM 5726709 5 16 SH DEFINED 01 10 16 0 0 SIEMENS AG COM 5727973 145 1400 SH DEFINED 01 10 1400 0 0 EIRCOM COM 5728415 11 5212 SH DEFINED 01 10 5212 0 0 AGUAS DE COM 5729065 5 325 SH DEFINED 01 10 325 0 0 TELEFONICA S COM 5732524 197 12230 SH DEFINED 01 10 12230 0 0 QIAGEN NV COM 5732825 7 307 SH DEFINED 01 10 307 0 0 MARTIN MARIETTA MATE COM 573284106 427 10000 SH DEFINED 01 0 10000 0 MARTIN MARIETTA MATE COM 573284106 55389 1297177 SH DEFINED 01 1297177 0 0 MARTIN MARIETTA MATE COM 573284106 1275 29858 SH DEFINED 01 02 0 29858 0 MARTIN MARIETTA MATE COM 573284106 2683 62850 SH DEFINED 01 03 0 62850 0 MARTIN MARIETTA MATE COM 573284106 22047 516334 SH DEFINED 01 05 0 516334 0 BUDERUS ORD COM 5733486 2 100 SH DEFINED 01 10 100 0 0 SOL MELIA SA COM 5738298 4 404 SH DEFINED 01 10 404 0 0 LINDE AG COM 5740817 13 300 SH DEFINED 01 10 300 0 0 MASCO CORP COM 574599106 5779 239415 SH DEFINED 01 239415 0 0 MASCO CORP COM 574599106 2745 113720 SH DEFINED 01 03 0 113720 0 MASCO CORP COM 574599106 35 1469 SH DEFINED 01 05 0 1469 0 FIAT SPA COM 5748521 21 1000 SH DEFINED 01 10 1000 0 0 FIAT SPA-PRIV COM 5748554 3 210 SH DEFINED 01 10 210 0 0 DEUTSCHE BAN COM 5750355 111 1450 SH DEFINED 01 10 1450 0 0 DYCKERHOFF A COM 5761573 2 128 SH DEFINED 01 10 128 0 0 MASSEY ENERGY COMPANY COM 576206106 5476 228916 SH DEFINED 01 228916 0 0 MASTEC INC. COM 576323109 198 14625 SH DEFINED 01 02 0 14625 0 MASTEC INC. MTZ COM 576323109 19 1353 SH DEFINED 01 1353 0 0 MATERIAL SCIENCES COM 576674105 348 43177 SH DEFINED 01 43177 0 0 MATRIXONE INC COM 57685P304 144 8416 SH DEFINED 01 8416 0 0 MATSUSHITA ELECTRIC COM 576879100 4139 229000 SH DEFINED 01 03 0 229000 0 MATTEL INC. COM 577081102 42055 2370633 SH DEFINED 01 2370633 0 0 MATTEL INC. COM 577081102 2841 160126 SH DEFINED 01 03 0 160126 0 MATTEL INC. COM 577081102 499 28105 SH DEFINED 01 05 0 28105 0 ZARDOYA-OTIS COM 5770900 3 353 SH DEFINED 01 10 353 0 0 MAXTOR CORP COM 577729205 2 348 SH DEFINED 01 348 0 0 MAXIM INTEGRATED COM 57772K101 146719 3527707 SH DEFINED 01 02 0 3527707 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 434748 10453134 SH DEFINED 01 10453134 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 9864 237181 SH DEFINED 01 03 0 237181 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 97338 2340414 SH DEFINED 01 05 0 2340414 0 MAXIM PHARMACEUTICAL COM 57772M107 1 134 SH DEFINED 01 134 0 0 MAXYGEN COM 577776107 32 2669 SH DEFINED 01 2669 0 0 MAY DEPT STORES COM 577778103 16669 469832 SH DEFINED 01 469832 0 0 MAY DEPT STORES COM 577778103 3197 90096 SH DEFINED 01 03 0 90096 0 MAY DEPT STORES COM 577778103 35 980 SH DEFINED 01 05 0 980 0 MAXXAM INC COM 577913106 2 152 SH DEFINED 01 152 0 0 MAXIMUS INC COM 577933104 1899 64159 SH DEFINED 01 64159 0 0 MAYOR'S JEWELERS INC COM 578462103 231 57639 SH DEFINED 01 57639 0 0 MAYTAG CO COM 578592107 32 989 SH DEFINED 01 989 0 0 MAYTAG CO COM 578592107 568 17623 SH DEFINED 01 03 0 17623 0 MAYTAG CO COM 578592107 8 253 SH DEFINED 01 05 0 253 0 EPCOS AG COM 5785993 8 142 SH DEFINED 01 10 142 0 0 KLM COM 5786491 2 131 SH DEFINED 01 10 131 0 0 KARSTADT AG COM 5786565 9 300 SH DEFINED 01 10 300 0 0 FOM CONST Y COM 5787115 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 11 20 SH DEFINED 01 10 20 0 0 MCCLATCHY CO HOLDING COM 579489105 2369 58652 SH DEFINED 01 58652 0 0 MCCLATCHY CO HOLDING COM 579489105 4 100 SH DEFINED 01 02 0 100 0 MCCLATCHY CO HOLDING COM 579489105 105 2600 SH DEFINED 01 05 0 2600 0 TOP DANMARK AS COM 5797147 2 100 SH DEFINED 01 10 100 0 0 MCCORMICK & CO COM 579780206 70 1658 SH DEFINED 01 1658 0 0 ENEL SPA COM 5798021 63 19213 SH DEFINED 01 10 19213 0 0 MCDATA CORPORATION COM 580031102 10202 450000 SH DEFINED 01 450000 0 0 MCDATA CORPORATION COM 580031102 732 32250 SH DEFINED 01 02 0 32250 0 MCDATA CORPORATION COM 580031102 1077 47500 SH DEFINED 01 03 0 47500 0 MCDATA CORPORATION COM 580031102 2267 100000 SH DEFINED 01 05 0 100000 0 MCDATA CORPORATION COM 580031201 39 2061 SH DEFINED 01 0 2061 0 MCDATA CORPORATION COM 580031201 3 174 SH DEFINED 01 174 0 0 MCDATA CORPORATION COM 580031201 86 4541 SH DEFINED 01 02 0 4541 0 MCDATA CORPORATION COM 580031201 170 9017 SH DEFINED 01 05 0 9017 0 MCDERMOTT INTL COM 580037109 25377 2006180 SH DEFINED 01 2006180 0 0 MCDERMOTT INTL COM 580037109 141 11134 SH DEFINED 01 03 0 11134 0 MCDERMOTT INTL COM 580037109 493 38898 SH DEFINED 01 05 0 38898 0 MCDONALDS COM 580135101 460 17321 SH DEFINED 01 17321 0 0 MCDONALDS COM 580135101 8673 326672 SH DEFINED 01 03 0 326672 0 MCDONALDS COM 580135101 115 4317 SH DEFINED 01 05 0 4317 0 DRESDNER BAN COM 5801628 57 1250 SH DEFINED 01 10 1250 0 0 BRISA(AUTO-E COM 5803925 8 875 SH DEFINED 01 10 875 0 0 COLRUYT SA COM 5806225 4 93 SH DEFINED 01 10 93 0 0 MCGRAW-HILL COS INC COM 580645109 71721 1202379 SH DEFINED 01 1202379 0 0 MCGRAW-HILL COS INC COM 580645109 2917 48897 SH DEFINED 01 03 0 48897 0 MCGRAW-HILL COS INC COM 580645109 38 643 SH DEFINED 01 05 0 643 0 BENI STABILI SPA COM 5808135 1 3000 SH DEFINED 01 10 3000 0 0 KONINKLIJKE VOPAK NV COM 5809428 3 130 SH DEFINED 01 10 130 0 0 MCK COMMUNICATIONS COM 581243102 32 15004 SH DEFINED 01 15004 0 0 BCO COM PORT COM 5812493 23 5053 SH DEFINED 01 10 5053 0 0 MCKESSON HBOC INC COM 58155Q103 1711 63948 SH DEFINED 01 63948 0 0 MCKESSON HBOC INC COM 58155Q103 28741 1074242 SH DEFINED 01 02 0 1074242 0 MCKESSON HBOC INC COM 58155Q103 1983 74107 SH DEFINED 01 03 0 74107 0 MCKESSON HBOC INC COM 58155Q103 25 935 SH DEFINED 01 05 0 935 0 PORTUGAL TELECOM SGPS SA COM 5817186 25 2936 SH DEFINED 01 10 2936 0 0 MCLEOD COM 582266102 92 10581 SH DEFINED 01 10581 0 0 BEKAERT SA COM 5827431 2 51 SH DEFINED 01 10 51 0 0 MEAD CORP COM 582834107 32 1257 SH DEFINED 01 1257 0 0 MEAD CORP COM 582834107 616 24567 SH DEFINED 01 03 0 24567 0 MEAD CORP COM 582834107 8 331 SH DEFINED 01 05 0 331 0 MEADE INSTRUMENTS COM 583062104 205 49705 SH DEFINED 01 49705 0 0 GRUPPO ED COM 5836200 5 833 SH DEFINED 01 10 833 0 0 MEDAREX INC COM 583916101 104 6230 SH DEFINED 01 6230 0 0 DEUTSCHE TEL COM 5842359 170 7209 SH DEFINED 01 10 7209 0 0 SEAT-PAGINE SPA COM 5843642 1 616 SH DEFINED 01 10 616 0 0 MEDIA GENERAL COM 584404107 32 695 SH DEFINED 01 695 0 0 AT&T 7.00% PRF 58440J500 20594 675000 SH DEFINED 01 675000 0 0 MEDIAPLEX INC COM 58446B105 0 105 SH DEFINED 01 105 0 0 MEDIACOM COMM CORP COM 58446K105 6 324 SH DEFINED 01 324 0 0 MEDICAL ASSURN INC COM 58449U100 1 84 SH DEFINED 01 84 0 0 MEDICALOGIC/MEDSCAPE INC COM 584642102 0 126 SH DEFINED 01 126 0 0 MEDICIS PHARMACEUTIC COM 584690309 7605 169668 SH DEFINED 01 169668 0 0 MEDICIS PHARMACEUTIC COM 584690309 5 110 SH DEFINED 01 02 0 110 0 MEDICIS PHARMACEUTIC COM 584690309 121 2700 SH DEFINED 01 05 0 2700 0 MEDIMMUNE INC COM 584699102 12339 343955 SH DEFINED 01 343955 0 0 MEDIMMUNE INC COM 584699102 83555 2328956 SH DEFINED 01 02 0 2328956 0 MEDIMMUNE INC COM 584699102 5935 165474 SH DEFINED 01 03 0 165474 0 MEDIMMUNE INC COM 584699102 509 14193 SH DEFINED 01 05 0 14193 0 MEDQUIST INC COM 584949101 5 216 SH DEFINED 01 216 0 0 MEDITRUST CORP COM 58501T306 1 250 SH DEFINED 01 250 0 0 MEDTRONIC COM 585055106 9527 208276 SH DEFINED 01 0 208276 0 MEDTRONIC COM 585055106 593445 12974328 SH DEFINED 01 12974328 0 0 MEDTRONIC COM 585055106 1831 39948 SH DEFINED 01 02 0 39948 0 MEDTRONIC COM 585055106 15530 339516 SH DEFINED 01 03 0 339516 0 MEDTRONIC COM 585055106 168504 3683966 SH DEFINED 01 05 0 3683966 0 MEDTRONIC INC COM 585055106 7363 160980 SH DEFINED 11 12 0 160980 0 MEDTRONIC INC COM 585055106 39798 870100 SH DEFINED 11 12 13 0 870100 0 ACCOR COM 5852842 16 415 SH DEFINED 01 10 415 0 0 MELLON FINANCIAL COR COM 58551A108 20067 495245 SH DEFINED 01 02 0 495245 0 MELLON FINANCIAL CORP COM 58551A108 30384 749843 SH DEFINED 01 749843 0 0 MELLON FINANCIAL CORP COM 58551A108 7244 178766 SH DEFINED 01 03 0 178766 0 MELLON FINANCIAL CORP COM 58551A108 40585 1001607 SH DEFINED 01 05 0 1001607 0 MEMBER WORKS COM 586002107 1348 57358 SH DEFINED 01 57358 0 0 MENS WEARHOUSE INC COM 587118100 2735 126726 SH DEFINED 01 126726 0 0 MENTOR CORP MN COM 587188103 1612 71623 SH DEFINED 01 71623 0 0 MENTOR GRAPHIC COM 587200106 35 1686 SH DEFINED 01 1686 0 0 MENTOR GRAPHIC COM 587200106 5 225 SH DEFINED 01 02 0 225 0 MERCANTILE BANKSHARE COM 587405101 1564 42289 SH DEFINED 01 42289 0 0 MERCATOR SOFTWARE INC COM 587587106 0 74 SH DEFINED 01 74 0 0 MERCK COM 589331107 8119 106964 SH DEFINED 01 0 106964 0 MERCK COM 589331107 65 850 SH DEFINED 01 02 0 850 0 MERCK AND CO INC COM 589331107 48931 644672 SH DEFINED 01 644672 0 0 MERCK AND CO INC COM 589331107 45009 593008 SH DEFINED 01 03 0 593008 0 MERCK AND CO INC COM 589331107 50697 667934 SH DEFINED 01 05 0 667934 0 MERCURY COMP SYS INC COM 589378108 5552 144688 SH DEFINED 01 144688 0 0 MERCURY COMP SYS INC COM 589378108 5 120 SH DEFINED 01 02 0 120 0 MERCURY COMP SYS INC COM 589378108 123 3200 SH DEFINED 01 05 0 3200 0 MERCURY GENERAL CORP COM 589400100 4 129 SH DEFINED 01 129 0 0 MERCURY INTERACTIVE COM 589405109 1675 40000 SH DEFINED 01 0 40000 0 MERCURY INTERACTIVE COM 589405109 69282 1654459 SH DEFINED 01 1654459 0 0 MERCURY INTERACTIVE COM 589405109 19985 477270 SH DEFINED 01 02 0 477270 0 MERCURY INTERACTIVE COM 589405109 1149 27454 SH DEFINED 01 03 0 27454 0 MERCURY INTERACTIVE COM 589405109 33645 803466 SH DEFINED 01 05 0 803466 0 MEREDITH CORP COM 589433101 24 706 SH DEFINED 01 706 0 0 MEREDITH CORP COM 589433101 398 11391 SH DEFINED 01 03 0 11391 0 MEREDITH CORP COM 589433101 6 164 SH DEFINED 01 05 0 164 0 MERISTAR HOSPITALITY COM 58984Y103 6 309 SH DEFINED 01 309 0 0 IMMSI COM 5898619 1 1000 SH DEFINED 01 10 1000 0 0 MERIDIAN GOLD COM 589975101 2 294 SH DEFINED 01 294 0 0 MERIDIAN GOLD INC CA;MNG/CAD COM 589975952 1113 175000 SH DEFINED 01 175000 0 0 MERRILL LYNCH COM 590188108 5343 96444 SH DEFINED 11 12 0 96444 0 MERRILL LYNCH COM 590188108 29647 535156 SH DEFINED 11 12 13 0 535156 0 MERRILL LYNCH & CO COM 590188108 196564 3548091 SH DEFINED 01 3548091 0 0 MERRILL LYNCH & CO COM 590188108 1266 22830 SH DEFINED 01 02 0 22830 0 MERRILL LYNCH & CO COM 590188108 11562 208704 SH DEFINED 01 03 0 208704 0 MERRILL LYNCH & CO COM 590188108 51797 934984 SH DEFINED 01 05 0 934984 0 NOKIA (AB) O COM 5902941 300 12480 SH DEFINED 01 10 12480 0 0 MESA AIR COM 590479101 817 97573 SH DEFINED 01 97573 0 0 MESA AIR COM 590479101 3 350 SH DEFINED 01 02 0 350 0 MESSAGEMEDIA INC COM 590787107 0 163 SH DEFINED 01 163 0 0 METASOLV INC COM 59139P104 55 3869 SH DEFINED 01 3869 0 0 METAWAVE COMM CORP COM 591409107 62 10000 SH DEFINED 01 10000 0 0 RYANAIR HLDG COM 5914452 7 774 SH DEFINED 01 10 774 0 0 METHODE ELEC COM 591520200 1939 108081 SH DEFINED 01 108081 0 0 METLIFE INC COM 59156R108 3494 116294 SH DEFINED 01 116294 0 0 METLIFE INC COM 59156R108 6655 221479 SH DEFINED 01 03 0 221479 0 METLIFE INC COM 59156R108 29516 982217 SH DEFINED 01 05 0 982217 0 METLIFE CAPITAL 8.00% CM PRF 59156R207 32147 340180 SH DEFINED 01 340180 0 0 METLIFE CAPITAL 8.00% CM PRF 59156R207 2067 21880 SH DEFINED 01 05 0 21880 0 METRICOM INC COM 591596101 0 70 SH DEFINED 01 70 0 0 METRIS COMPANIES INC COM 591598107 25006 1203367 SH DEFINED 01 1203367 0 0 METRIS COMPANIES INC COM 591598107 142 6806 SH DEFINED 01 02 0 6806 0 METRIS COMPANIES INC COM 591598107 26611 1280600 SH DEFINED 01 05 0 1280600 0 METRO GOLDWYN MAYER COM 591610100 6 339 SH DEFINED 01 339 0 0 METROMEDIA FIBER NET COM 591689104 11545 2106725 SH DEFINED 01 2106725 0 0 METROMEDIA FIBER NET COM 591689104 316 57578 SH DEFINED 01 02 0 57578 0 METROMEDIA FIBER NET COM 591689104 9068 1654700 SH DEFINED 01 05 0 1654700 0 METTLER TOLEDO COM 592688105 11141 270700 SH DEFINED 01 270700 0 0 METTLER TOLEDO COM 592688105 555 13460 SH DEFINED 01 02 0 13460 0 METTLER TOLEDO COM 592688105 840 20400 SH DEFINED 01 03 0 20400 0 METTLER TOLEDO COM 592688105 5446 132300 SH DEFINED 01 05 0 132300 0 AEGON NV COM 5927375 104 3537 SH DEFINED 01 10 3537 0 0 MICHAEL FOODS COM 594079105 1651 55275 SH DEFINED 01 55275 0 0 MICHAELS STORES INC COM 594087108 2945 98373 SH DEFINED 01 98373 0 0 MICHAELS STORES INC COM 594087108 4 120 SH DEFINED 01 02 0 120 0 MICREL COM 594793101 20816 745054 SH DEFINED 01 745054 0 0 MICREL COM 594793101 22183 794090 SH DEFINED 01 02 0 794090 0 MICREL COM 594793101 1137 40700 SH DEFINED 01 03 0 40700 0 MICREL COM 594793101 9415 337000 SH DEFINED 01 05 0 337000 0 MICROS SYSTEMS COM 594901100 1064 52534 SH DEFINED 01 52534 0 0 MICROSOFT COM 594918104 19469 356000 SH DEFINED 01 0 356000 0 MICROSOFT COM 594918104 892455 16319159 SH DEFINED 01 16319159 0 0 MICROSOFT COM 594918104 112126 2050242 SH DEFINED 01 02 0 2050242 0 MICROSOFT COM 594918104 72575 1327074 SH DEFINED 01 03 0 1327074 0 MICROSOFT COM 594918104 261481 4781370 SH DEFINED 01 05 0 4781370 0 MICROSOFT CORPORATION COM 594918104 6301 115216 SH DEFINED 11 12 0 115216 0 MICROSOFT CORPORATION COM 594918104 31679 579280 SH DEFINED 11 12 13 0 579280 0 ASM LITHOGRAPHY COM 5949368 22 997 SH DEFINED 01 10 997 0 0 MICRO STRATEGY COM 594972101 0 52 SH DEFINED 01 52 0 0 MICRO-CHIP COM 595017104 21535 850809 SH DEFINED 01 850809 0 0 MICRO-CHIP COM 595017104 30762 1215294 SH DEFINED 01 02 0 1215294 0 MICRO-CHIP COM 595017104 2579 101875 SH DEFINED 01 03 0 101875 0 MICRO MUSE COM 595094103 48225 1276120 SH DEFINED 01 1276120 0 0 MICRO MUSE COM 595094103 204 5376 SH DEFINED 01 02 0 5376 0 MICRO MUSE COM 595094103 36032 953500 SH DEFINED 01 05 0 953500 0 MICRON ELECTRONICS COM 595100108 1 505 SH DEFINED 01 505 0 0 MICRON TECHNOLOGIES COM 595112103 4386 105600 SH DEFINED 11 12 0 105600 0 MICRON TECHNOLOGY COM 595112103 27945 672880 SH DEFINED 01 672880 0 0 MICRON TECHNOLOGY COM 595112103 33624 809578 SH DEFINED 01 02 0 809578 0 MICRON TECHNOLOGY COM 595112103 6303 151759 SH DEFINED 01 03 0 151759 0 MICRON TECHNOLOGY COM 595112103 25826 621852 SH DEFINED 01 05 0 621852 0 MICRON TECHNOLOGY COM 595112103 71510 1721900 SH DEFINED 11 12 13 0 1721900 0 MID-AMERICA APT COM 59522J103 2 87 SH DEFINED 01 87 0 0 MID ATLANTIC MEDICAL COM 59523C107 7114 350424 SH DEFINED 01 350424 0 0 MID ATLANTIC MEDICAL COM 59523C107 5 230 SH DEFINED 01 02 0 230 0 MID ATLANTIC MEDICAL COM 59523C107 158 7800 SH DEFINED 01 05 0 7800 0 NORDEA AB COM 5952496 9 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 3 204 SH DEFINED 01 10 204 0 0 KON KPN NV COM 5956078 31 3152 SH DEFINED 01 10 3152 0 0 MIDAMERICAN ENERGY PRF 595620204 3735 35000 SH DEFINED 01 0 35000 0 MIDAMERICAN ENERGY PRF 595620204 7822 73300 SH DEFINED 01 04 0 73300 0 MIDAS INC COM 595626102 600 45810 SH DEFINED 01 45810 0 0 S&P 400 MID CAP DEP COM 595635103 738 8750 SH DEFINED 01 8750 0 0 ERICSSON(LM) COM 5959378 110 20100 SH DEFINED 01 10 20100 0 0 WILLIAM DEMANT COM 5961544 7 200 SH DEFINED 01 10 200 0 0 STM MICROELECTRONICS COM 5962332 73 2080 SH DEFINED 01 10 2080 0 0 UBS AG COM 5962354 165 1140 SH DEFINED 01 10 1140 0 0 SANDVIK AB COM 5963108 11 600 SH DEFINED 01 10 600 0 0 VESTAS WIND COM 5964651 12 270 SH DEFINED 01 10 270 0 0 SOC GENERALE COM 5966516 61 990 SH DEFINED 01 10 990 0 0 WM-DATA AB COM 5970465 4 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 1 1383 SH DEFINED 01 10 1383 0 0 ALCATEL "A" SHARES COM 5975006 88 2901 SH DEFINED 01 10 2901 0 0 BANCA POPOLARE-CARIRE SPA COM 5975062 24 5099 SH DEFINED 01 10 5099 0 0 ITALCEMENT SPA COM 5975932 4 520 SH DEFINED 01 10 520 0 0 SAI COM 5975987 4 250 SH DEFINED 01 10 250 0 0 TELIA AB COM 5978384 19 3400 SH DEFINED 01 10 3400 0 0 MIDWEST EXPRESS COM 597911106 662 41883 SH DEFINED 01 41883 0 0 GIVAUDAN COM 5980613 6 22 SH DEFINED 01 10 22 0 0 MIDWAY GAMES INC COM 598148104 833 114074 SH DEFINED 01 114074 0 0 DANONE COM 5981810 45 351 SH DEFINED 01 10 351 0 0 ZURICH FINANCIAL SERVICES GRP COM 5983816 71 216 SH DEFINED 01 10 216 0 0 KON PHILIPS ELECTRONICS NV COM 5986622 92 3362 SH DEFINED 01 10 3362 0 0 MILACRON INC COM 598709103 1843 101796 SH DEFINED 01 101796 0 0 MILACRON INC COM 598709103 5 300 SH DEFINED 01 02 0 300 0 MILLENIUM PHARM COM 599902103 1158 38012 SH DEFINED 01 38012 0 0 MILLENIUM PHARM COM 599902103 11397 374130 SH DEFINED 01 02 0 374130 0 MILLENIUM PHARM COM 599902103 186 6100 SH DEFINED 01 03 0 6100 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 43 1876 SH DEFINED 01 1876 0 0 MILLIPORE CORP COM 601073109 154 3333 SH DEFINED 01 3333 0 0 MILLIPORE CORP COM 601073109 520 11244 SH DEFINED 01 03 0 11244 0 MILLIPORE CORP COM 601073109 7 152 SH DEFINED 01 05 0 152 0 AJINOMOTO CO COM 6010906 21 2000 SH DEFINED 01 10 2000 0 0 MILLS COM 601148109 2 74 SH DEFINED 01 74 0 0 AMADA CO COM 6022105 6 1000 SH DEFINED 01 10 1000 0 0 MINEFIND (RESTRCTD) CA;MFL/C$ COM 602500993 86 125000 SH DEFINED 01 125000 0 0 MINERALS TECHNOLOGIE COM 603158106 18 501 SH DEFINED 01 501 0 0 FUJI TELEVISION NETWORK, INC. COM 6036582 7 1 SH DEFINED 01 10 1 0 0 MINIMED INC COM 60365K108 7956 273752 SH DEFINED 01 273752 0 0 MINIMED INC COM 60365K108 84 2880 SH DEFINED 01 02 0 2880 0 MINIMED INC COM 60365K108 10895 374900 SH DEFINED 01 05 0 374900 0 MN MINING & MFG CO COM 604059105 490205 4718053 SH DEFINED 01 4718053 0 0 MN MINING & MFG CO COM 604059105 19626 188896 SH DEFINED 01 02 0 188896 0 MN MINING & MFG CO COM 604059105 12993 125050 SH DEFINED 01 03 0 125050 0 MN MINING & MFG CO COM 604059105 118207 1137703 SH DEFINED 01 05 0 1137703 0 SINGAPORE TE COM 6043214 10 7000 SH DEFINED 01 10 7000 0 0 MIPS TECH INC COM 604567107 4 173 SH DEFINED 01 173 0 0 MIPS TECH INC COM 604567107 2 90 SH DEFINED 01 02 0 90 0 MIPS TECHNOLOGIES INC - CL B COM 604567206 20 874 SH DEFINED 01 874 0 0 AOYAMA TRADI COM 6045878 2 200 SH DEFINED 01 10 200 0 0 MIRANT CORPORATION COM 604675108 61187 1723585 SH DEFINED 01 1723585 0 0 MIRANT CORPORATION COM 604675108 21 600 SH DEFINED 01 02 0 600 0 MIRANT CORPORATION COM 604675108 8669 244200 SH DEFINED 01 05 0 244200 0 ACOM CO COM 6049784 32 400 SH DEFINED 01 10 400 0 0 MISSISSIPPI CHEMICAL GRO COM 605288208 265 78948 SH DEFINED 01 78948 0 0 ASAHI BREWER COM 6054409 10 1000 SH DEFINED 01 10 1000 0 0 ASAHI KASEI CO COM 6054603 17 4000 SH DEFINED 01 10 4000 0 0 ASAHI GLASS COM 6055208 21 3000 SH DEFINED 01 10 3000 0 0 ASATSU DK COM 6056052 2 100 SH DEFINED 01 10 100 0 0 ASHIKAGA BAN COM 6056977 2 1000 SH DEFINED 01 10 1000 0 0 AUST GAS LIG COM 6064969 4 722 SH DEFINED 01 10 722 0 0 MITCHELL ENERGY CL A COM 606592202 4063 77385 SH DEFINED 01 77385 0 0 MITCHELL ENERGY CL A COM 606592202 5 100 SH DEFINED 01 02 0 100 0 MITCHELL ENERGY CL A COM 606592202 236 4500 SH DEFINED 01 05 0 4500 0 AMCOR LIMITE COM 6066608 4 1360 SH DEFINED 01 10 1360 0 0 MITSUBISHI CORP COM 606755999 4666 702000 SH DEFINED 01 03 0 702000 0 AUTOBACS SEV COM 6068422 2 100 SH DEFINED 01 10 100 0 0 MIZUHO HOLDINGS INC COM 606890994 1986 353 SH DEFINED 01 03 0 353 0 BK OF TOKYO - MITSUBISHI COM 6070364 107 12000 SH DEFINED 01 10 12000 0 0 MOBILE TELESYSTEMS ADR COM 607409109 2856 109844 SH DEFINED 01 109844 0 0 MOBILE TELESYSTEMS ADR COM 607409109 49 1889 SH DEFINED 01 05 0 1889 0 BK OF EAST A COM 6075648 7 3200 SH DEFINED 01 10 3200 0 0 FUKUOKA BANK COM 6075693 9 2000 SH DEFINED 01 10 2000 0 0 WESTPAC BKG COM 6076146 23 3707 SH DEFINED 01 10 3707 0 0 MODINE MFG CO COM 607828100 19 747 SH DEFINED 01 747 0 0 MODIS PROFESSIONAL COM 607830106 1010 219523 SH DEFINED 01 219523 0 0 MODIS PROFESSIONAL COM 607830106 2 460 SH DEFINED 01 02 0 460 0 MODIS PROFESSIONAL COM 607830106 36 7900 SH DEFINED 01 05 0 7900 0 MOHAWK INDUSTRIES COM 608190104 39 1398 SH DEFINED 01 1398 0 0 MOLDFLOW CORP COM 608507109 2905 154700 SH DEFINED 01 154700 0 0 MOLDFLOW CORP COM 608507109 1 27 SH DEFINED 01 02 0 27 0 MOLECULAR DEVICES COM 60851C107 141 3114 SH DEFINED 01 3114 0 0 MOLEX INC COM 608554101 159 4490 SH DEFINED 01 4490 0 0 MOLEX INC COM 608554101 1695 48044 SH DEFINED 01 03 0 48044 0 MOLEX INC COM 608554101 23 644 SH DEFINED 01 05 0 644 0 TELSTRA CORP COM 6087289 50 16049 SH DEFINED 01 10 16049 0 0 MONACO COACH CORP COM 60886R103 1132 63045 SH DEFINED 01 63045 0 0 CLP HOLDINGS COM 6097017 29 5500 SH DEFINED 01 10 5500 0 0 BERGESEN D Y ASA-B SHARES COM 6100906 1 35 SH DEFINED 01 10 35 0 0 AMP LIMITED COM 6115715 22 2202 SH DEFINED 01 10 2202 0 0 BRAMBLES IND COM 6120009 10 483 SH DEFINED 01 10 483 0 0 MONTANA POWER CO COM 612085100 36 2560 SH DEFINED 01 2560 0 0 BENESSE CORP COM 6121927 11 300 SH DEFINED 01 10 300 0 0 COCA-COLA AM COM 6123451 5 2242 SH DEFINED 01 10 2242 0 0 AUCKLAND INTL AIRPORT CO COM 6123707 1 691 SH DEFINED 01 10 691 0 0 SEMBCORP COM 6128713 4 4000 SH DEFINED 01 10 4000 0 0 BRIDGESTONE COM 6132101 20 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE PR COM 6133966 11 1000 SH DEFINED 01 10 1000 0 0 HOPEWELL HOLDINGS COM 6140290 1 2000 SH DEFINED 01 10 2000 0 0 BHP LTD COM 6144690 35 3637 SH DEFINED 01 10 3637 0 0 CONTACT ENER COM 6152529 2 1411 SH DEFINED 01 10 1411 0 0 MONY GROUP INC COM 615337102 43 1272 SH DEFINED 01 1272 0 0 MOODY'S CORPORATION COM 615369105 4933 179000 SH DEFINED 01 0 179000 0 MOODY'S CORPORATION COM 615369105 60 2159 SH DEFINED 01 2159 0 0 MOODY'S CORPORATION COM 615369105 1092 39634 SH DEFINED 01 03 0 39634 0 MOODY'S CORPORATION COM 615369105 15 534 SH DEFINED 01 05 0 534 0 MOOG INC CL A COM 615394202 3 80 SH DEFINED 01 02 0 80 0 MIRVAC GROUP COM 6161978 2 1014 SH DEFINED 01 10 1014 0 0 PACIFIC CENTURY CYBERWORKS COM 6164007 14 34355 SH DEFINED 01 10 34355 0 0 CANON INC COM 6172323 73 2000 SH DEFINED 01 10 2000 0 0 MORGAN KEEGAN COM 617410105 3 119 SH DEFINED 01 119 0 0 MORGAN ST DEAN WITTE COM 617446448 15194 284000 SH DEFINED 01 0 284000 0 MORGAN ST DEAN WITTE COM 617446448 571057 10673964 SH DEFINED 01 10673964 0 0 MORGAN ST DEAN WITTE COM 617446448 20742 387710 SH DEFINED 01 02 0 387710 0 MORGAN ST DEAN WITTE COM 617446448 16939 316635 SH DEFINED 01 03 0 316635 0 MORGAN ST DEAN WITTE COM 617446448 167131 3123955 SH DEFINED 01 05 0 3123955 0 DBS GROUP HL COM 6175203 36 4000 SH DEFINED 01 10 4000 0 0 CARTER HOLT COM 6178406 3 4053 SH DEFINED 01 10 4053 0 0 CASIO COMPUT COM 6178967 6 1000 SH DEFINED 01 10 1000 0 0 CATHAY PACIF COM 6179755 12 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 7 3000 SH DEFINED 01 10 3000 0 0 CENTRAL JAPA COM 6183552 37 6 SH DEFINED 01 10 6 0 0 CSL COM 6185495 5 281 SH DEFINED 01 10 281 0 0 PYRAMID RUSSELL 2000 COM 619464XX3 40807 83446 SH DEFINED 01 03 0 83446 0 PYRAMID FIXED INCOME COM 619465XX0 20167 80422 SH DEFINED 01 03 0 80422 0 PYRAMID EAFE INDEX COM 619466XX8 947 7105 SH DEFINED 01 03 0 7105 0 CITIC PACIFIC LTD. COM 6196152 14 5000 SH DEFINED 01 10 5000 0 0 CHUGAI PHARM COM 6196408 15 1000 SH DEFINED 01 10 1000 0 0 CHUO MITSUI TRUST AND BANKING COM 6196840 6 2900 SH DEFINED 01 10 2900 0 0 CITIZEN WATC COM 6197304 7 1000 SH DEFINED 01 10 1000 0 0 CITY DEVELOP COM 6197928 7 2000 SH DEFINED 01 10 2000 0 0 MOTIENT CORP COM 619908106 55 41970 SH DEFINED 01 41970 0 0 MOTOROLA COM 620076109 1283 90000 SH DEFINED 01 0 90000 0 MOTOROLA COM 620076109 413 28958 SH DEFINED 01 28958 0 0 MOTOROLA COM 620076109 7704 540267 SH DEFINED 01 03 0 540267 0 MOTOROLA COM 620076109 103 7191 SH DEFINED 01 05 0 7191 0 TRANSURBAN GROUP COM 6200882 2 955 SH DEFINED 01 10 955 0 0 COLES MYER COM 6209908 8 2561 SH DEFINED 01 10 2561 0 0 ORIGIN ENERGY COM 6214861 1 1202 SH DEFINED 01 10 1202 0 0 CMNWLTH BK OF AUST COM 6215035 39 2819 SH DEFINED 01 10 2819 0 0 CSK CORP COM 6215552 5 200 SH DEFINED 01 10 200 0 0 BORAL LIMITE COM 6218670 1 1202 SH DEFINED 01 10 1202 0 0 RIO TINTO LI COM 6220103 10 617 SH DEFINED 01 10 617 0 0 PAPERLINX LTD COM 6222206 1 453 SH DEFINED 01 10 453 0 0 COSMO OIL COM 6226338 2 1000 SH DEFINED 01 10 1000 0 0 CSR LIMITED COM 6238645 6 2208 SH DEFINED 01 10 2208 0 0 CYCLE & CARR COM 6242260 2 1000 SH DEFINED 01 10 1000 0 0 MPOWER COMMUNICATIONS CORP COM 62473J106 44 17600 SH DEFINED 01 17600 0 0 MP3.COM INC COM 62473M109 0 106 SH DEFINED 01 106 0 0 MUELLER INDS COM 624756102 3037 101093 SH DEFINED 01 101093 0 0 MUELLER INDS COM 624756102 6 190 SH DEFINED 01 02 0 190 0 DAIEI INC COM 6249982 3 2000 SH DEFINED 01 10 2000 0 0 DAIICHI PHAR COM 6250218 23 1000 SH DEFINED 01 10 1000 0 0 DAITO TRUST COM 6250508 5 300 SH DEFINED 01 10 300 0 0 DAICEL CHEM COM 6250542 3 1000 SH DEFINED 01 10 1000 0 0 DAIKIN INDUS COM 6250724 16 1000 SH DEFINED 01 10 1000 0 0 DAIMARU INC COM 6250768 3 1000 SH DEFINED 01 10 1000 0 0 DAINIPPON COM 6250821 5 2000 SH DEFINED 01 10 2000 0 0 DAI NIPPON COM 6250906 24 2000 SH DEFINED 01 10 2000 0 0 DAIWA BANK COM 6251341 7 5000 SH DEFINED 01 10 5000 0 0 DAIWA HOUSE COM 6251363 6 1000 SH DEFINED 01 10 1000 0 0 DAIWA SECS G COM 6251448 28 3000 SH DEFINED 01 10 3000 0 0 ARISTOCRAT LEISURE LTD AUD COM 6253983 3 785 SH DEFINED 01 10 785 0 0 MURPHY OIL COM 626717102 51673 776086 SH DEFINED 01 776086 0 0 MURPHY OIL COM 626717102 2031 30518 SH DEFINED 01 02 0 30518 0 MURPHY OIL COM 626717102 3009 45200 SH DEFINED 01 03 0 45200 0 MURPHY OIL COM 626717102 28749 431800 SH DEFINED 01 05 0 431800 0 MURATA MANUFACTURING COM 626999999 14487 174400 SH DEFINED 01 174400 0 0 MURATA MANUFACTURING COM 626999999 25784 310400 SH DEFINED 01 05 0 310400 0 JOHNSON ELECTRIC HOLDINGS ORD COM 6281939 16 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 903 124514 SH DEFINED 01 124514 0 0 MYERS IND INC COM 628464109 881 65261 SH DEFINED 01 65261 0 0 MYLAN LABS COM 628530107 78 3023 SH DEFINED 01 3023 0 0 MYRIAD GENETICS COM 62855J104 1621 39978 SH DEFINED 01 39978 0 0 MYRIAD GENETICS COM 62855J104 2 50 SH DEFINED 01 02 0 50 0 MYRIAD GENETICS COM 62855J104 57 1400 SH DEFINED 01 05 0 1400 0 MYPOINTS.COM INC COM 62855T102 0 150 SH DEFINED 01 150 0 0 LI & FUNG COM 6286257 12 8000 SH DEFINED 01 10 8000 0 0 MIZUHO HOLDINGS, INC. COM 6286280 129 23 SH DEFINED 01 10 23 0 0 PACIFIC DUNL COM 6286611 1 1971 SH DEFINED 01 10 1971 0 0 NBTY INC COM 628782104 1694 199345 SH DEFINED 01 199345 0 0 NCH CORP COM 628850109 6 119 SH DEFINED 01 119 0 0 NCI BUILDING SYSTEMS COM 628852105 1291 76400 SH DEFINED 01 76400 0 0 NCI BUILDING SYSTEMS COM 628852105 4 220 SH DEFINED 01 02 0 220 0 NCI BUILDING SYSTEMS COM 628852105 79 4700 SH DEFINED 01 05 0 4700 0 NCO GROUP COM 628858102 16 621 SH DEFINED 01 621 0 0 NCO GROUP COM 628858102 3 110 SH DEFINED 01 02 0 110 0 NCR CORPORATION COM 62886E108 47 1215 SH DEFINED 01 1215 0 0 NCR CORPORATION COM 62886E108 870 22293 SH DEFINED 01 03 0 22293 0 NCR CORPORATION COM 62886E108 12 317 SH DEFINED 01 05 0 317 0 NEC CORP. ORD (6701) COM 629050105 16135 1012000 SH DEFINED 01 1012000 0 0 NEC CORP. ORD (6701) COM 629050105 3890 244000 SH DEFINED 01 03 0 244000 0 NEC CORP. ORD (6701) COM 629050105 28729 1802000 SH DEFINED 01 05 0 1802000 0 NL INDUSTRIES INC COM 629156407 3 200 SH DEFINED 01 200 0 0 NL INDUSTRIES INC COM 629156407 3 200 SH DEFINED 01 02 0 200 0 NPS PHARMACEUTICALS COM 62936P103 10 500 SH DEFINED 01 500 0 0 NRG ENERGY INC COM 629377102 82191 2258000 SH DEFINED 01 2258000 0 0 NRG ENERGY INC COM 629377102 126 3450 SH DEFINED 01 02 0 3450 0 NRG ENERGY INC COM 629377102 15725 432000 SH DEFINED 01 05 0 432000 0 NTL INCORPORATED COM 629407107 14 570 SH DEFINED 01 570 0 0 NTL INC PIK PFD 13 2/15/ PRF 629407503 25381 32333 SH DEFINED 01 32333 0 0 NTL INC PIK PFD 13 2/15/ PRF 629407503 3777 4812 SH DEFINED 01 05 0 4812 0 NTT DOCOMO INC COM 629425992 80853 4648 SH DEFINED 01 4648 0 0 NTT DOCOMO INC COM 629425992 3862 222 SH DEFINED 01 03 0 222 0 NTT DOCOMO INC COM 629425992 51300 2949 SH DEFINED 01 05 0 2949 0 NUI CORP COM 629431107 1055 39057 SH DEFINED 01 39057 0 0 NUI CORP COM 629431107 4 130 SH DEFINED 01 02 0 130 0 NVR INC COM 62944T105 4122 25285 SH DEFINED 01 25285 0 0 NVR INC COM 62944T105 8 50 SH DEFINED 01 02 0 50 0 NABORS INDUSTRIES IN COM 629568106 1501 28949 SH DEFINED 01 28949 0 0 NABORS INDUSTRIES IN COM 629568106 9613 185440 SH DEFINED 01 02 0 185440 0 NABORS INDUSTRIES IN COM 629568106 1867 36015 SH DEFINED 01 03 0 36015 0 NABORS INDUSTRIES IN COM 629568106 25 484 SH DEFINED 01 05 0 484 0 NACCO IND CL A COM 629579103 2 31 SH DEFINED 01 31 0 0 ERG LTD. COM 6296870 1 1188 SH DEFINED 01 10 1188 0 0 NAKORNTHAI STRIP WTS 2/01/98 COM 629844119 0 10129482 SH DEFINED 01 10129482 0 0 NAKORNTHAI STRIP WTS 2/01/98 COM 629844119 0 4115102 SH DEFINED 01 05 0 4115102 0 EAST JAPAN COM 6298542 54 10 SH DEFINED 01 10 10 0 0 NANOGEN INC COM 630075109 1 75 SH DEFINED 01 75 0 0 NANOMETRICS INC COM 630077105 1058 67200 SH DEFINED 01 67200 0 0 NANOMETRICS INC COM 630077105 4 280 SH DEFINED 01 02 0 280 0 NANOMETRICS INC COM 630077105 41 2600 SH DEFINED 01 05 0 2600 0 EBARA CORP COM 6302700 9 1000 SH DEFINED 01 10 1000 0 0 EISAI CO COM 6307200 25 1000 SH DEFINED 01 10 1000 0 0 CAPITALAND COM 6309303 7 6000 SH DEFINED 01 10 6000 0 0 DENKI KAGAKU COM 6309820 3 1000 SH DEFINED 01 10 1000 0 0 NASDAQ 100 SHARES COM 631100104 1687 43100 SH DEFINED 11 12 0 43100 0 NASDAQ 100 SHARES COM 631100104 13013 332400 SH DEFINED 11 12 13 0 332400 0 NASDAQ-100 SHARES COM 631100104 269153 6874912 SH DEFINED 01 6874912 0 0 NASDAQ-100 SHARES COM 631100104 86 2207 SH DEFINED 01 02 0 2207 0 NASDAQ-100 SHARES COM 631100104 35377 903620 SH DEFINED 01 05 0 903620 0 NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 0 300 0 NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 05 0 300 0 NASH FINCH CO COM 631158102 603 34714 SH DEFINED 01 34714 0 0 ESPRIT HOLDINGS LIMITED COM 6321642 3 3000 SH DEFINED 01 10 3000 0 0 FAULDING(FH) COM 6332600 2 340 SH DEFINED 01 10 340 0 0 NIPPON UNIPAC HOLDING COM 6334781 10 2 SH DEFINED 01 10 2 0 0 GOODMAN FIEL COM 6336549 2 2792 SH DEFINED 01 10 2792 0 0 FOSTERS BREW COM 6349268 10 3802 SH DEFINED 01 10 3802 0 0 FRASER & NEA COM 6350602 4 1000 SH DEFINED 01 10 1000 0 0 NATIONAL CITY CORP COM 635405103 215 8031 SH DEFINED 01 8031 0 0 NATIONAL CITY CORP COM 635405103 4043 151124 SH DEFINED 01 03 0 151124 0 NATIONAL CITY CORP COM 635405103 54 2003 SH DEFINED 01 05 0 2003 0 NATL COMMERCE BANCOR COM 635449101 124 4983 SH DEFINED 01 4983 0 0 NATL DATA CORP COM 635621105 2332 99848 SH DEFINED 01 99848 0 0 FUJI PHOTO F COM 6356525 37 1000 SH DEFINED 01 10 1000 0 0 FUJI MACHINE COM 6356592 3 100 SH DEFINED 01 10 100 0 0 FUJIKURA COM 6356707 7 1000 SH DEFINED 01 10 1000 0 0 FANUC COM 6356934 34 600 SH DEFINED 01 10 600 0 0 FUJITSU COM 6356945 67 5000 SH DEFINED 01 10 5000 0 0 FUJI SOFT AB COM 6357001 5 100 SH DEFINED 01 10 100 0 0 FURUKAWA ELE COM 6357562 21 2000 SH DEFINED 01 10 2000 0 0 GANDEL RETAIL TRUST COM 6361370 1 2559 SH DEFINED 01 10 2559 0 0 NATIONAL FUEL GAS CO COM 636180101 54 1010 SH DEFINED 01 1010 0 0 NATL INFO CONSORT COM 636491102 1 153 SH DEFINED 01 153 0 0 NATIONAL INSTRUMENT COM 636518102 41 1261 SH DEFINED 01 1261 0 0 GEN PROPERTY COM 6365866 4 3268 SH DEFINED 01 10 3268 0 0 NATIONAL OILWELL INC COM 637071101 400 11571 SH DEFINED 01 11571 0 0 NATL PENN BANCSHARE COM 637138108 2 84 SH DEFINED 01 84 0 0 NATL PRESTO IND COM 637215104 628 20963 SH DEFINED 01 20963 0 0 NATL SEMICONDUCTOR COM 637640103 46511 1738732 SH DEFINED 01 1738732 0 0 NATL SEMICONDUCTOR COM 637640103 2241 83771 SH DEFINED 01 03 0 83771 0 NATL SEMICONDUCTOR COM 637640103 482 18016 SH DEFINED 01 05 0 18016 0 NATL SERVICES IND COM 637657107 13 517 SH DEFINED 01 517 0 0 NATL SERVICES IND COM 637657107 180 7675 SH DEFINED 01 03 0 7675 0 NATL SERVICES IND COM 637657107 3 134 SH DEFINED 01 05 0 134 0 NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 0 500 0 NATIONWIDE FINL COM 638612101 8 203 SH DEFINED 01 203 0 0 NATIONWIDE HEALTH COM 638620104 2 120 SH DEFINED 01 120 0 0 NATURAL MICROSYSTEMS COM 638882100 1 88 SH DEFINED 01 88 0 0 NATURES SUNSHINE PRO COM 639027101 347 50041 SH DEFINED 01 50041 0 0 NAUTICA ENTERPRISES COM 639089101 1719 95861 SH DEFINED 01 95861 0 0 NAUTICA ENTERPRISES COM 639089101 5 260 SH DEFINED 01 02 0 260 0 NAVISTAR INTL CORP COM 63934E108 19 836 SH DEFINED 01 836 0 0 NAVISTAR INTL CORP COM 63934E108 356 15599 SH DEFINED 01 03 0 15599 0 NAVISTAR INTL CORP COM 63934E108 4 194 SH DEFINED 01 05 0 194 0 NAVISITE INC COM 63935M109 0 279 SH DEFINED 01 279 0 0 NAVIGANT CONSULTING COM 63935N107 127 19000 SH DEFINED 01 0 19000 0 NAVIGANT CONSULTING COM 63935N107 0 66 SH DEFINED 01 66 0 0 GUNMA BANK COM 6398088 4 1000 SH DEFINED 01 10 1000 0 0 GUNZE COM 6398709 3 1000 SH DEFINED 01 10 1000 0 0 NEIMAN-MARCUS GROUP COM 640204202 3023 92728 SH DEFINED 01 92728 0 0 NEIMAN-MARCUS GROUP COM 640204202 8 250 SH DEFINED 01 02 0 250 0 NEIMAN-MARCUS GROUP COM 640204202 134 4100 SH DEFINED 01 05 0 4100 0 NELSON (THOMAS) INC COM 640376109 281 43355 SH DEFINED 01 43355 0 0 NEOFORMA.COM INC COM 640475109 0 100 SH DEFINED 01 100 0 0 NEON COMMUNICATIONS INC COM 640506101 0 61 SH DEFINED 01 61 0 0 HANG LUNG DE COM 6408352 3 3000 SH DEFINED 01 10 3000 0 0 HANG SENG BA COM 6408374 58 5000 SH DEFINED 01 10 5000 0 0 NEUBERGER BERMAN G COM 640917100 27 1009 SH DEFINED 01 03 0 1009 0 NEUBERGER BERMAN COM 640917407 244 15469 SH DEFINED 01 03 0 15469 0 NET.B@NK INC COM 640933107 1 94 SH DEFINED 01 94 0 0 NETWORK ASSOCIATES COM 640938106 8696 1053930 SH DEFINED 01 02 0 1053930 0 NETWORKS ASSOCIATES COM 640938106 493 59765 SH DEFINED 01 59765 0 0 NETWORKS ASSOCIATES COM 640938106 28 3450 SH DEFINED 01 03 0 3450 0 JAMES HARDIE COM 6409407 2 868 SH DEFINED 01 10 868 0 0 NET 2 PHONE COM 64108N106 0 37 SH DEFINED 01 37 0 0 NETCENTIVES INC COM 64108P101 0 83 SH DEFINED 01 83 0 0 Netcentives Inc COM 64108P101 1632 1632942 SH DEFINED 1 0 1632942 0 NETEGRITY INC COM 64110P107 2277 92499 SH DEFINED 01 92499 0 0 NETEGRITY INC COM 64110P107 3 130 SH DEFINED 01 02 0 130 0 NETEGRITY INC COM 64110P107 84 3400 SH DEFINED 01 05 0 3400 0 NETOPIA INC COM 64114K104 0 48 SH DEFINED 01 48 0 0 NETRO CORP COM 64114R109 1 102 SH DEFINED 01 102 0 0 NETPLIANCE INC COM 64115K103 0 200 SH DEFINED 01 200 0 0 NET IQ COM 64115P102 1277 67663 SH DEFINED 01 67663 0 0 NET IQ COM 64115P102 3192 169138 SH DEFINED 01 02 0 169138 0 NET IQ COM 64115P102 47 2500 SH DEFINED 01 05 0 2500 0 NETSCOUT SYS INC COM 64115T104 0 88 SH DEFINED 01 88 0 0 NETRATINGS INC COM 64116M108 2 157 SH DEFINED 01 157 0 0 NETWORK EQUIP TECH COM 641208103 280 65993 SH DEFINED 01 65993 0 0 NETWORK APPLIANCE COM 64120L104 5451 324213 SH DEFINED 01 324213 0 0 NETWORK APPLIANCE COM 64120L104 8315 494579 SH DEFINED 01 02 0 494579 0 NETWORK APPLIANCE COM 64120L104 1877 111651 SH DEFINED 01 03 0 111651 0 NETWORK APPLIANCE COM 64120L104 118 7006 SH DEFINED 01 05 0 7006 0 NETWORK ACCESS SOLUT COM 64120S109 0 154 SH DEFINED 01 154 0 0 NETWORK PLUS COM 64122D506 1 167 SH DEFINED 01 167 0 0 NET2000 COMM INC COM 64122G103 0 110 SH DEFINED 01 110 0 0 NETZERO INC COM 64122R109 0 160 SH DEFINED 01 160 0 0 NEUBERGER BERMAN COM 641234109 1351 21724 SH DEFINED 01 21724 0 0 HENDERSON LAND COM 6420538 20 4000 SH DEFINED 01 10 4000 0 0 HIROSE ELECT COM 6428725 9 100 SH DEFINED 01 10 100 0 0 HITACHI COM 6429104 68 8000 SH DEFINED 01 10 8000 0 0 HITACHI ZOSEN CORP COM 6429308 1 2000 SH DEFINED 01 10 2000 0 0 HOKURIKU BAN COM 6433161 4 2000 SH DEFINED 01 10 2000 0 0 HONDA MOTOR COM 6435145 82 2000 SH DEFINED 01 10 2000 0 0 WHARF (HOLDI COM 6435576 16 6000 SH DEFINED 01 10 6000 0 0 H.K. & SHANGHAI HOTELS COM 6436386 1 2500 SH DEFINED 01 10 2500 0 0 HONGKONG&CHI COM 6436557 18 13100 SH DEFINED 01 10 13100 0 0 NEW ENGLAND BUS SERV COM 643872104 720 38934 SH DEFINED 01 38934 0 0 HOTEL PROPERTIES COM 6440183 1 1000 SH DEFINED 01 10 1000 0 0 HOYA CORP. COM 6441506 20 300 SH DEFINED 01 10 300 0 0 NEW ERA NETWORKS COM 644312100 0 84 SH DEFINED 01 84 0 0 NEW FOCUS INC COM 644383101 106 8461 SH DEFINED 01 8461 0 0 HUTCHISON WH COM 6448068 114 10900 SH DEFINED 01 10 10900 0 0 HYSAN DEVELO COM 6449629 3 2000 SH DEFINED 01 10 2000 0 0 ORICA LIMITE COM 6458001 1 577 SH DEFINED 01 10 577 0 0 NEW JERSEY RESOURCES COM 646025106 24438 593851 SH DEFINED 01 593851 0 0 NEW JERSEY RESOURCES COM 646025106 82 2000 SH DEFINED 01 05 0 2000 0 INAX CORPORA COM 6461504 5 1000 SH DEFINED 01 10 1000 0 0 ISETAN COM 6466844 11 1000 SH DEFINED 01 10 1000 0 0 ISHIHARA SANGYO Y50 COM 6466866 2 1000 SH DEFINED 01 10 1000 0 0 ISHIKAWAJIMA COM 6466985 6 3000 SH DEFINED 01 10 3000 0 0 ITOCHU CORP COM 6467803 14 4000 SH DEFINED 01 10 4000 0 0 ITO-YOKADO C COM 6467944 49 1000 SH DEFINED 01 10 1000 0 0 JAPAN STEEL WORKS COM 6470685 1 1000 SH DEFINED 01 10 1000 0 0 JAPAN AIR LI COM 6471871 15 4000 SH DEFINED 01 10 4000 0 0 JGC CORP COM 6473468 8 1000 SH DEFINED 01 10 1000 0 0 JAPAN TOBACCO COM 6474535 33 5 SH DEFINED 01 10 5 0 0 JOYO BANK COM 6479767 7 2000 SH DEFINED 01 10 2000 0 0 JUSCO CO COM 6480048 21 1000 SH DEFINED 01 10 1000 0 0 NEW PLAN EXCEL REALT COM 648053106 9 579 SH DEFINED 01 579 0 0 KAJIMA CORP COM 6481320 5 2000 SH DEFINED 01 10 2000 0 0 KAMIGUMI CO COM 6482668 4 1000 SH DEFINED 01 10 1000 0 0 KANEBO COM 6483241 3 1000 SH DEFINED 01 10 1000 0 0 KANEKA CORP COM 6483360 8 1000 SH DEFINED 01 10 1000 0 0 KANSAI ELEC COM 6483489 36 2500 SH DEFINED 01 10 2500 0 0 KAO CORP COM 6483809 50 2000 SH DEFINED 01 10 2000 0 0 KATOKICHI CO COM 6484244 2 100 SH DEFINED 01 10 100 0 0 KAWASAKI HEA COM 6484620 4 3000 SH DEFINED 01 10 3000 0 0 KAWASAKI STE COM 6484664 7 7000 SH DEFINED 01 10 7000 0 0 KAWASAKI KIS COM 6484686 1 1000 SH DEFINED 01 10 1000 0 0 KEIHIN ELEC COM 6487306 4 1000 SH DEFINED 01 10 1000 0 0 NEW WORLD COFFEE, INC. COM 648904209 72 72500 SH DEFINED 01 72500 0 0 KEPPEL CORP COM 6490263 3 2000 SH DEFINED 01 10 2000 0 0 KINDEN COM 6492924 5 1000 SH DEFINED 01 10 1000 0 0 KINKI NIPPON COM 6492968 15 4120 SH DEFINED 01 10 4120 0 0 KIRIN BREWER COM 6493745 18 2000 SH DEFINED 01 10 2000 0 0 NEW YORK COMMUNITY BANCORP INC COM 649445103 9547 329230 SH DEFINED 01 329230 0 0 NEW YORK COMMUNITY BANCORP INC COM 649445103 239 8250 SH DEFINED 01 05 0 8250 0 KOMATSU COM 6496584 9 2000 SH DEFINED 01 10 2000 0 0 KONAMI CORP. COM 6496681 14 300 SH DEFINED 01 10 300 0 0 KONICA COM 6496700 6 1000 SH DEFINED 01 10 1000 0 0 KUBOTA CORP COM 6497509 10 3000 SH DEFINED 01 10 3000 0 0 KURARAY CO COM 6497662 6 1000 SH DEFINED 01 10 1000 0 0 KYOCERA CORP. COM 6499260 45 500 SH DEFINED 01 10 500 0 0 ASAHI BANK COM 6499367 18 7000 SH DEFINED 01 10 7000 0 0 KYOWA HAKKO COM 6499550 6 1000 SH DEFINED 01 10 1000 0 0 NEW YORK TIMES CLA COM 650111107 1973 48156 SH DEFINED 01 48156 0 0 NEW YORK TIMES CLA COM 650111107 1662 40563 SH DEFINED 01 03 0 40563 0 NEW YORK TIMES CLA COM 650111107 22 535 SH DEFINED 01 05 0 535 0 NEWCREST MINING COM 650902992 348 200000 SH DEFINED 01 200000 0 0 LEIGHTON HOL COM 6511227 2 558 SH DEFINED 01 10 558 0 0 LEND LEASE C COM 6512004 7 1072 SH DEFINED 01 10 1072 0 0 NEWELL RUBBERMAID COM 651229106 2767 104430 SH DEFINED 01 02 0 104430 0 NEWELL RUBBERMAID INC COM 651229106 48853 1843536 SH DEFINED 01 1843536 0 0 NEWELL RUBBERMAID INC COM 651229106 2867 108203 SH DEFINED 01 03 0 108203 0 NEWELL RUBBERMAID INC COM 651229106 506 19100 SH DEFINED 01 05 0 19100 0 NEWFIELD EXPLORATION COM 651290108 32277 924846 SH DEFINED 01 924846 0 0 NEWFIELD EXPLORATION COM 651290108 51426 1473515 SH DEFINED 01 02 0 1473515 0 NEWFIELD EXPLORATION COM 651290108 2397 68700 SH DEFINED 01 03 0 68700 0 NEWFIELD EXPLORATION COM 651290108 14767 423100 SH DEFINED 01 05 0 423100 0 NEWHALL LAND & FARMG COM 651426108 2 83 SH DEFINED 01 83 0 0 NEWMONT MINING COM 651639106 3749 232554 SH DEFINED 01 232554 0 0 NEWMONT MINING COM 651639106 774 47993 SH DEFINED 01 03 0 47993 0 NEWMONT MINING COM 651639106 10 633 SH DEFINED 01 05 0 633 0 NEWPARK RESOURCES COM 651718504 3 330 SH DEFINED 01 330 0 0 NEWPORT CORP COM 651824104 41 1367 SH DEFINED 01 1367 0 0 NEWPORT NEWS SHIPBLG COM 652228107 2202 45020 SH DEFINED 01 45020 0 0 NEWPORT NEWS SHIPBLG COM 652228107 7 150 SH DEFINED 01 02 0 150 0 NEWPORT NEWS SHIPBLG COM 652228107 132 2700 SH DEFINED 01 05 0 2700 0 NEWPOWER HOLDINGS INC COM 652463100 4 667 SH DEFINED 01 667 0 0 NEXT PLC ORD COM 652500992 31351 2488897 SH DEFINED 01 2488897 0 0 NEXT PLC ORD COM 652500992 7124 565597 SH DEFINED 01 03 0 565597 0 NEXT PLC ORD COM 652500992 27527 2185312 SH DEFINED 01 05 0 2185312 0 NEXT CARD COM 65332K107 80 7822 SH DEFINED 01 7822 0 0 NEXTEL COMMUNICATION COM 65332V103 409 28445 SH DEFINED 01 28445 0 0 NEXTEL COMMUNICATION COM 65332V103 2716 188919 SH DEFINED 01 03 0 188919 0 NEXTEL COMMUNICATION COM 65332V103 36 2508 SH DEFINED 01 05 0 2508 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 27798 33093 SH DEFINED 01 33093 0 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 6748 8032 SH DEFINED 01 05 0 8032 0 NEXTEL PIK PFD 11.125 2/ PRF 65332V707 11792 16153 SH DEFINED 01 16153 0 0 NEXTEL PIK PFD 11.125 2/ PRF 65332V707 1927 2640 SH DEFINED 01 05 0 2640 0 NEXTEL PARTNERS INC COM 65333F107 4 282 SH DEFINED 01 282 0 0 NET LEVEL COMM COM 65333U104 1 121 SH DEFINED 01 121 0 0 NIAGARA MOHAWK POWER COM 653520106 35 2068 SH DEFINED 01 2068 0 0 NIAGARA MOHAWK POWER COM 653520106 659 38997 SH DEFINED 01 03 0 38997 0 NIAGARA MOHAWK POWER COM 653520106 9 527 SH DEFINED 01 05 0 527 0 NICOR COM 654086107 18662 500727 SH DEFINED 01 500727 0 0 NICOR COM 654086107 343 9215 SH DEFINED 01 03 0 9215 0 NICOR COM 654086107 6 150 SH DEFINED 01 05 0 150 0 NIKE INC CL B COM 654106103 145 3565 SH DEFINED 01 3565 0 0 NIKE INC CL B COM 654106103 2723 67154 SH DEFINED 01 03 0 67154 0 NIKE INC CL B COM 654106103 36 889 SH DEFINED 01 05 0 889 0 99 CENTS ONLY STORE COM 65440K106 33194 1436263 SH DEFINED 01 02 0 1436263 0 99 CENTS ONLY STORES COM 65440K106 19763 855185 SH DEFINED 01 855185 0 0 99 CENTS ONLY STORES COM 65440K106 2240 96900 SH DEFINED 01 03 0 96900 0 NIPPON COMSYS CORP JP;1947/JP COM 654499995 1694 112000 SH DEFINED 01 112000 0 0 NIPPON COMSYS CORP JP;1947/JP COM 654499995 2691 178000 SH DEFINED 01 03 0 178000 0 NIPPON COMSYS CORP JP;1947/JP COM 654499995 2918 193000 SH DEFINED 01 05 0 193000 0 NIPPON TELEGRAPH & T ORD JP;94 COM 654620962 1730 271 SH DEFINED 01 03 0 271 0 NIPSCO STOCK COM 65473P105 110560 3552706 SH DEFINED 01 3552706 0 0 NIPSCO STOCK COM 65473P105 1567 50357 SH DEFINED 01 03 0 50357 0 NIPSCO STOCK COM 65473P105 21 671 SH DEFINED 01 05 0 671 0 NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0 NOBLE AFFILIATES COM 654894104 1481 35469 SH DEFINED 01 35469 0 0 NOKIA ADR A COM 654902204 17856 744000 SH DEFINED 01 0 744000 0 NOKIA ADR A COM 654902204 131427 5476100 SH DEFINED 01 5476100 0 0 NOKIA ADR A COM 654902204 39421 1642721 SH DEFINED 01 02 0 1642721 0 NOKIA ADR A COM 654902204 253 10500 SH DEFINED 01 03 0 10500 0 NOKIA ADR A COM 654902204 81665 3402714 SH DEFINED 01 05 0 3402714 0 MIM HOLDINGS COM 6550167 2 3659 SH DEFINED 01 10 3659 0 0 NOBLE DRILLING CORP COM 655042109 1975 42781 SH DEFINED 01 42781 0 0 NOBLE DRILLING CORP COM 655042109 1528 33111 SH DEFINED 01 03 0 33111 0 NOBLE DRILLING CORP COM 655042109 20 442 SH DEFINED 01 05 0 442 0 NOMURA SECURITIES COM 655361103 20234 1127000 SH DEFINED 01 1127000 0 0 NOMURA SECURITIES COM 655361103 3788 211000 SH DEFINED 01 03 0 211000 0 NOMURA SECURITIES COM 655361103 35872 1998000 SH DEFINED 01 05 0 1998000 0 NORDSON CORP COM 655663102 21 817 SH DEFINED 01 817 0 0 NORDSON CORP COM 655663102 5 190 SH DEFINED 01 02 0 190 0 NORDSTROM INC COM 655664100 28 1704 SH DEFINED 01 1704 0 0 NORDSTROM INC COM 655664100 541 33243 SH DEFINED 01 03 0 33243 0 NORDSTROM INC COM 655664100 7 441 SH DEFINED 01 05 0 441 0 NORFOLK SOUTHERN CO COM 655844108 85 5064 SH DEFINED 01 5064 0 0 NORFOLK SOUTHERN CO COM 655844108 1536 91762 SH DEFINED 01 03 0 91762 0 NORFOLK SOUTHERN CO COM 655844108 21 1262 SH DEFINED 01 05 0 1262 0 NORMANDY MINING LTD COM 656100997 344 800000 SH DEFINED 01 800000 0 0 NORTEK INC COM 656559101 4 150 SH DEFINED 01 02 0 150 0 NORTEL NETWORKS CORP COM 656568102 14477 1030375 SH DEFINED 01 1030375 0 0 NORTEL NETWORKS CORP COM 656568102 14539 1034720 SH DEFINED 01 02 0 1034720 0 NORTEL NETWORKS CORP COM 656568102 10696 761275 SH DEFINED 01 03 0 761275 0 NORTEL NETWORKS CORP COM 656568102 8917 634657 SH DEFINED 01 05 0 634657 0 NORTH AMER PALLADIUM COM 656912102 642 85000 SH DEFINED 01 85000 0 0 MARUBENI COR COM 6569464 5 3000 SH DEFINED 01 10 3000 0 0 MARUI CO COM 6569527 14 1000 SH DEFINED 01 10 1000 0 0 MATSUSHITA E COM 6572707 90 5000 SH DEFINED 01 10 5000 0 0 MAYNE NICKLE COM 6574606 2 732 SH DEFINED 01 10 732 0 0 MEIJI MILK COM 6576088 4 1000 SH DEFINED 01 10 1000 0 0 MEIJI SEIKA COM 6576185 5 1000 SH DEFINED 01 10 1000 0 0 MEITEC COM 6576356 4 100 SH DEFINED 01 10 100 0 0 SUNCORP-METW COM 6585084 2 437 SH DEFINED 01 10 437 0 0 NOKIA (DB) OYJ COM 659002FR5 60774 2526603 SH DEFINED 01 2526603 0 0 NOKIA (DB) OYJ COM 659002FR5 4479 186198 SH DEFINED 01 03 0 186198 0 NOKIA (DB) OYJ COM 659002FR5 57916 2407803 SH DEFINED 01 05 0 2407803 0 CREDIT SAISO COM 6591809 8 400 SH DEFINED 01 10 400 0 0 NORTH FOLK BANCORP COM 659424105 104 4015 SH DEFINED 01 4015 0 0 MITSUBISHI E COM 6596729 28 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI C COM 6596785 27 4000 SH DEFINED 01 10 4000 0 0 MITSUBISHI T COM 6596826 18 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI G COM 6596923 3 1000 SH DEFINED 01 10 1000 0 0 MITSUBISHI C COM 6597001 14 5000 SH DEFINED 01 10 5000 0 0 MITSUBISHI E COM 6597045 28 5000 SH DEFINED 01 10 5000 0 0 MITSUBISHI H COM 6597067 33 9000 SH DEFINED 01 10 9000 0 0 MITSUBISHI COM 6597089 7 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI PAPER MILL COM 6597142 2 1000 SH DEFINED 01 10 1000 0 0 MITSUBISHI R COM 6597164 3 1000 SH DEFINED 01 10 1000 0 0 MITSUI & CO COM 6597302 21 4000 SH DEFINED 01 10 4000 0 0 MITSUI MININ COM 6597346 6 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 4 1000 SH DEFINED 01 10 1000 0 0 MITSUI FUDOS COM 6597603 19 2000 SH DEFINED 01 10 2000 0 0 SAKURA BANK COM 6598714 46 10000 SH DEFINED 01 10 10000 0 0 MURATA MFG C COM 6610403 50 600 SH DEFINED 01 10 600 0 0 NGK INSULATO COM 6619507 11 1000 SH DEFINED 01 10 1000 0 0 NGK SPARK PL COM 6619604 12 1000 SH DEFINED 01 10 1000 0 0 NEWS CORPORA COM 6620758 29 4554 SH DEFINED 01 10 4554 0 0 NAMCO COM 6620941 2 100 SH DEFINED 01 10 100 0 0 NATL AUSTRAL COM 6624608 43 3085 SH DEFINED 01 10 3085 0 0 NEPTUNE ORIE COM 6628859 2 3000 SH DEFINED 01 10 3000 0 0 NEW WORLD DE COM 6633767 6 5000 SH DEFINED 01 10 5000 0 0 MYCAL CORPOR COM 6638449 1 1000 SH DEFINED 01 10 1000 0 0 NICHIEI CO COM 6638892 1 100 SH DEFINED 01 10 100 0 0 NINTENDO CO COM 6639550 65 400 SH DEFINED 01 10 400 0 0 DENSO CORP COM 6640381 38 2000 SH DEFINED 01 10 2000 0 0 NEC CORP COM 6640400 64 4000 SH DEFINED 01 10 4000 0 0 NIDEC CORPOR COM 6640682 9 200 SH DEFINED 01 10 200 0 0 NIPPON MEAT COM 6640767 11 1000 SH DEFINED 01 10 1000 0 0 NICHIREI COR COM 6640864 4 1000 SH DEFINED 01 10 1000 0 0 NIPPON SUISA COM 6640927 2 1000 SH DEFINED 01 10 1000 0 0 NISSHIN FLOU COM 6640961 8 1000 SH DEFINED 01 10 1000 0 0 NISHIMATSU COM 6640983 4 1000 SH DEFINED 01 10 1000 0 0 NIPPON LIGHT METAL COM 6641124 1 1000 SH DEFINED 01 10 1000 0 0 JAPAN ENERGY COM 6641209 4 2000 SH DEFINED 01 10 2000 0 0 NIPPON TELEGRAPH & TELEPHONE COM 6641373 211 33 SH DEFINED 01 10 33 0 0 NIPPON MITSU COM 6641403 20 4000 SH DEFINED 01 10 4000 0 0 NIPPON SHEET COM 6641447 10 1000 SH DEFINED 01 10 1000 0 0 NSK COM 6641544 5 1000 SH DEFINED 01 10 1000 0 0 NISSIN FOOD COM 6641760 7 300 SH DEFINED 01 10 300 0 0 NITTO DENKO CORP COM 6641801 10 400 SH DEFINED 01 10 400 0 0 NIPPON EXPRE COM 6642127 13 3000 SH DEFINED 01 10 3000 0 0 NIKON CORP COM 6642321 11 1000 SH DEFINED 01 10 1000 0 0 YAMAHA COM 6642387 11 1000 SH DEFINED 01 10 1000 0 0 MINEBEA CO COM 6642406 7 1000 SH DEFINED 01 10 1000 0 0 NIPPON STEEL COM 6642569 28 17000 SH DEFINED 01 10 17000 0 0 NISSAN MOTOR COM 6642860 63 10000 SH DEFINED 01 10 10000 0 0 NISSHINBO IN COM 6642923 4 1000 SH DEFINED 01 10 1000 0 0 NOMURA SECUR COM 6643108 90 5000 SH DEFINED 01 10 5000 0 0 NIPPON SHINP COM 6643528 2 1000 SH DEFINED 01 10 1000 0 0 NIPPON YUSEN COM 6643960 12 3000 SH DEFINED 01 10 3000 0 0 NORTHEAST UTILITIES COM 664397106 60 3452 SH DEFINED 01 3452 0 0 NORMANDY MIN COM 6645201 2 3762 SH DEFINED 01 10 3762 0 0 ORIENTAL LAN COM 6648891 19 300 SH DEFINED 01 10 300 0 0 NTN CORP COM 6651189 3 1000 SH DEFINED 01 10 1000 0 0 OMNI INDUSTRIES LTD. COM 6654865 1 1000 SH DEFINED 01 10 1000 0 0 OBAYASHI COR COM 6656407 8 2000 SH DEFINED 01 10 2000 0 0 OJI PAPER CO COM 6657701 13 3000 SH DEFINED 01 10 3000 0 0 OKUMURA CORP COM 6657808 4 1000 SH DEFINED 01 10 1000 0 0 NORTHERN TRUST CORP COM 665859104 183 2928 SH DEFINED 01 2928 0 0 NORTHERN TRUST CORP COM 665859104 3516 56259 SH DEFINED 01 03 0 56259 0 NORTHERN TRUST CORP COM 665859104 46 730 SH DEFINED 01 05 0 730 0 OLYMPUS OPTI COM 6658801 14 1000 SH DEFINED 01 10 1000 0 0 OMRON CORP COM 6659428 17 1000 SH DEFINED 01 10 1000 0 0 TAIHEIYO CEM COM 6660204 4 2000 SH DEFINED 01 10 2000 0 0 ORIENT CORP COM 6661122 2 1000 SH DEFINED 01 10 1000 0 0 ORIX CORP COM 6661144 18 220 SH DEFINED 01 10 220 0 0 ORIENTAL PRESS COM 6661490 1 4800 SH DEFINED 01 10 4800 0 0 OSAKA GAS CO COM 6661768 16 6000 SH DEFINED 01 10 6000 0 0 O/SEAS CHINE COM 6663689 26 4000 SH DEFINED 01 10 4000 0 0 OYO CORPORATION COM 6665061 1 100 SH DEFINED 01 10 100 0 0 NORTHPOINT COM 666610100 0 317 SH DEFINED 01 317 0 0 NORTHROP GRUMMAN COR COM 666807102 1675 19251 SH DEFINED 01 19251 0 0 NORTHROP GRUMMAN COR COM 666807102 6854 78810 SH DEFINED 01 02 0 78810 0 NORTHROP GRUMMAN COR COM 666807102 1520 17469 SH DEFINED 01 03 0 17469 0 NORTHROP GRUMMAN COR COM 666807102 21 236 SH DEFINED 01 05 0 236 0 NWA COM 667280101 19009 840197 SH DEFINED 01 840197 0 0 NWA COM 667280101 223 9879 SH DEFINED 01 02 0 9879 0 NWA COM 667280101 30734 1358400 SH DEFINED 01 05 0 1358400 0 NORTHWEST NATURAL GA COM 667655104 1827 76100 SH DEFINED 01 76100 0 0 NORTHWEST NATURAL GA COM 667655104 3 140 SH DEFINED 01 02 0 140 0 NORTHWEST NAT GA 100 PRF 667655708 17404 170000 SH DEFINED 01 04 0 170000 0 NORTHWESTERN CORP COM 668074107 1710 69795 SH DEFINED 01 69795 0 0 PENTA-OCEAN CONTSRUCTION CO COM 6680804 1 1000 SH DEFINED 01 10 1000 0 0 NOVA COM 669784100 35 1921 SH DEFINED 01 1921 0 0 NUANCE COMMUNICATION COM 669967101 1 82 SH DEFINED 01 82 0 0 NUANCE COMMUNICATION COM 669967101 1 60 SH DEFINED 01 02 0 60 0 NOVAVAX INC COM 670002104 120 15400 SH DEFINED 01 15400 0 0 NOVELL INC COM 670006105 58 11529 SH DEFINED 01 11529 0 0 NOVELL INC COM 670006105 396 79231 SH DEFINED 01 03 0 79231 0 NOVELL INC COM 670006105 5 1080 SH DEFINED 01 05 0 1080 0 NOVELLUS SYSTEMS INC COM 670008101 42012 1035774 SH DEFINED 01 1035774 0 0 NOVELLUS SYSTEMS INC COM 670008101 39533 974600 SH DEFINED 01 02 0 974600 0 NOVELLUS SYSTEMS INC COM 670008101 5807 143178 SH DEFINED 01 03 0 143178 0 NOVELLUS SYSTEMS INC COM 670008101 477 11763 SH DEFINED 01 05 0 11763 0 NOVEN PHARMACEUTICAL COM 670009109 5156 182132 SH DEFINED 01 182132 0 0 NOVEN PHARMACEUTICAL COM 670009109 5 160 SH DEFINED 01 02 0 160 0 NOVEN PHARMACEUTICAL COM 670009109 110 3900 SH DEFINED 01 05 0 3900 0 NOVOSTE COM 67010C100 2195 125000 SH DEFINED 01 05 0 125000 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 50 1297 SH DEFINED 01 1297 0 0 PROMISE CO COM 6703295 23 300 SH DEFINED 01 10 300 0 0 NUCOR CORP COM 670346105 23411 584235 SH DEFINED 01 584235 0 0 NUCOR CORP COM 670346105 1691 42192 SH DEFINED 01 03 0 42192 0 NUCOR CORP COM 670346105 10 256 SH DEFINED 01 05 0 256 0 NUEVO ENERGY CO COM 670509108 942 53156 SH DEFINED 01 53156 0 0 NUMERICAL TECHNOLOG COM 67053T101 2 159 SH DEFINED 01 159 0 0 NVIDIA CORP COM 67066G104 1473 22682 SH DEFINED 01 22682 0 0 NYFIX INC COM 670712108 1732 75520 SH DEFINED 01 75520 0 0 O`CHARLEY`S COM 670823103 1010 48240 SH DEFINED 01 48240 0 0 OKLAHOMA GAS & ELEC COM 670837103 45 1983 SH DEFINED 01 1983 0 0 OM GROUP INC COM 670872100 8548 160527 SH DEFINED 01 160527 0 0 OM GROUP INC COM 670872100 7 130 SH DEFINED 01 02 0 130 0 OM GROUP INC COM 670872100 192 3600 SH DEFINED 01 05 0 3600 0 OSI PHARMACEUTICALS COM 671040103 178 4494 SH DEFINED 01 4494 0 0 OTG SOFTWARE INC COM 671059103 723 114370 SH DEFINED 01 114370 0 0 OTG SOFTWARE INC COM 671059103 1 120 SH DEFINED 01 02 0 120 0 OTG SOFTWARE INC COM 671059103 30 4800 SH DEFINED 01 05 0 4800 0 OTP BANK GDR GB;OTPD/U COM 67106E101 2884 61651 SH DEFINED 01 61651 0 0 OTP BANK GDR GB;OTPD/U COM 67106E101 50 1060 SH DEFINED 01 05 0 1060 0 QBE INS GROU COM 6715740 5 858 SH DEFINED 01 10 858 0 0 OAK TECHNOLOGY COM 671802106 2886 488616 SH DEFINED 01 488616 0 0 OAK TECHNOLOGY COM 671802106 4 670 SH DEFINED 01 02 0 670 0 OAK TECHNOLOGY COM 671802106 120 20300 SH DEFINED 01 05 0 20300 0 OAKLEY INC COM 673662102 90 5017 SH DEFINED 01 5017 0 0 OCCIDENTAL PETROLEUM COM 674599105 120 4875 SH DEFINED 01 4875 0 0 OCCIDENTAL PETROLEUM COM 674599105 2121 85689 SH DEFINED 01 03 0 85689 0 OCCIDENTAL PETROLEUM COM 674599105 30 1216 SH DEFINED 01 05 0 1216 0 ROHM CO COM 6747204 50 300 SH DEFINED 01 10 300 0 0 OCEAN ENERGY INC TEX COM 67481E106 700 42247 SH DEFINED 01 42247 0 0 BRIT AMER TO COM 6752134 3 321 SH DEFINED 01 10 321 0 0 OCEANEERING INT L COM 675232102 1494 69482 SH DEFINED 01 69482 0 0 OCEANFIRST FINANCIAL COM 675234108 5 220 SH DEFINED 01 02 0 220 0 OFFICE DEPOT INC COM 676220106 34 3888 SH DEFINED 01 3888 0 0 OFFICE DEPOT INC COM 676220106 650 74331 SH DEFINED 01 03 0 74331 0 OFFICE DEPOT INC COM 676220106 9 980 SH DEFINED 01 05 0 980 0 OFFICE MAX COM 67622M108 2 432 SH DEFINED 01 432 0 0 OFFSHORE LOGISTICS COM 676255102 1605 64668 SH DEFINED 01 64668 0 0 SMC CORP COM 6763965 23 200 SH DEFINED 01 10 200 0 0 SOUTHCORP LT COM 6764689 4 1317 SH DEFINED 01 10 1317 0 0 SOFTBANK COR COM 6770620 34 900 SH DEFINED 01 10 900 0 0 SHANGRI-LA A COM 6771032 4 4000 SH DEFINED 01 10 4000 0 0 OHIO CASUALTY CORP COM 677240103 14 1489 SH DEFINED 01 1489 0 0 OHIO POWER CO $100 PRF 677415796 3637 36000 SH DEFINED 01 04 0 36000 0 OHI PWR CO $100 PRF 677415812 1018 10000 SH DEFINED 01 04 0 10000 0 OHIO PWR CO $100 PRF 677415820 518 5000 SH DEFINED 01 04 0 5000 0 SANKYO CO COM 6775283 20 1000 SH DEFINED 01 10 1000 0 0 SANRIO COM 6776349 3 200 SH DEFINED 01 10 200 0 0 SANTOS LIMIT COM 6776703 4 1291 SH DEFINED 01 10 1291 0 0 SANYO ELECTR COM 6776769 30 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 FIRST CAPITAL COM 6786735 1 1000 SH DEFINED 01 10 1000 0 0 SECOM CO COM 6791591 28 500 SH DEFINED 01 10 500 0 0 SEGA CORPORATION COM 6791955 5 300 SH DEFINED 01 10 300 0 0 SEIYU COM 6793780 3 1000 SH DEFINED 01 10 1000 0 0 SEKISUI CHEM COM 6793821 3 1000 SH DEFINED 01 10 1000 0 0 SEKISUI HOUS COM 6793906 16 2000 SH DEFINED 01 10 2000 0 0 OLD KENT FINL CORP COM 679833103 69 1824 SH DEFINED 01 1824 0 0 OLD KENT FINL CORP COM 679833103 1304 34311 SH DEFINED 01 03 0 34311 0 OLD KENT FINL CORP COM 679833103 17 455 SH DEFINED 01 05 0 455 0 OLD NATL BANCORP COM 680033107 5 248 SH DEFINED 01 248 0 0 SHARP CORP COM 6800602 38 3000 SH DEFINED 01 10 3000 0 0 OLD REPUBLIC INTER COM 680223104 5095 179416 SH DEFINED 01 179416 0 0 OLD REPUBLIC INTER COM 680223104 128 4500 SH DEFINED 01 05 0 4500 0 SHIMAMURA CO COM 6804035 6 100 SH DEFINED 01 10 100 0 0 77TH BANK COM 6804165 5 1000 SH DEFINED 01 10 1000 0 0 SHIMIZU CORP COM 6804400 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 34 1000 SH DEFINED 01 10 1000 0 0 SHIONOGI & C COM 6804682 15 1000 SH DEFINED 01 10 1000 0 0 SHIMANO INC COM 6804820 5 300 SH DEFINED 01 10 300 0 0 SHISEIDO CO COM 6805265 10 1000 SH DEFINED 01 10 1000 0 0 SHIZUOKA BAN COM 6805328 16 2000 SH DEFINED 01 10 2000 0 0 SHOWA DENKO COM 6805469 4 2000 SH DEFINED 01 10 2000 0 0 SHO-BOND COR COM 6805511 1 100 SH DEFINED 01 10 100 0 0 SHOWA SHELL COM 6805544 5 1000 SH DEFINED 01 10 1000 0 0 OLIN COM 680665205 23 1149 SH DEFINED 01 1149 0 0 OLIVETTI WTS EXP 12/15/2002 COM 680667110 109 309540 SH DEFINED 01 309540 0 0 OLIVETTI SPA COM 680667995 14849 7740727 SH DEFINED 01 7740727 0 0 SINO LAND CO COM 6810429 4 8099 SH DEFINED 01 10 8099 0 0 SINGAPORE COM 6810753 16 15000 SH DEFINED 01 10 15000 0 0 PARKWAY HOLDINGS COM 6811143 1 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE COM 6811734 23 3000 SH DEFINED 01 10 3000 0 0 HOWARD SMITH COM 6816308 2 408 SH DEFINED 01 10 408 0 0 SNOW BRAND M COM 6818401 3 1000 SH DEFINED 01 10 1000 0 0 OMNICARE, INC. COM 681904108 51 2361 SH DEFINED 01 2361 0 0 OMNICOM GROUP COM 681919106 194 2339 SH DEFINED 01 2339 0 0 OMNICOM GROUP COM 681919106 3637 43880 SH DEFINED 01 03 0 43880 0 OMNICOM GROUP COM 681919106 48 583 SH DEFINED 01 05 0 583 0 OMNOVA SOLUTIONS W/I COM 682129101 794 119641 SH DEFINED 01 119641 0 0 SONY CORP COM 6821506 163 2300 SH DEFINED 01 10 2300 0 0 ON ASSIGNMENT INC COM 682159108 1456 69733 SH DEFINED 01 69733 0 0 ON COMMAND CORP COM 682160106 1 113 SH DEFINED 01 113 0 0 ON SEMICONDUCTOR CORP COM 682189105 1 233 SH DEFINED 01 233 0 0 STH CHINA MO COM 6824657 3 4000 SH DEFINED 01 10 4000 0 0 ONEOK INC COM 682680103 3232 79035 SH DEFINED 01 79035 0 0 ONEOK INC COM 682680103 7 180 SH DEFINED 01 02 0 180 0 ONEOK INC COM 682680103 236 5781 SH DEFINED 01 03 0 5781 0 ONEOK INC COM 682680103 200 4896 SH DEFINED 01 05 0 4896 0 ONI SYSTEMS CORP COM 68273F103 6 286 SH DEFINED 01 286 0 0 ONYX SOFTWARE CP COM 683402101 12 1556 SH DEFINED 01 1556 0 0 OPEN MARKET COM 68370M100 0 152 SH DEFINED 01 152 0 0 OPENWAVE SYSTEMS INC COM 683718100 7 341 SH DEFINED 01 341 0 0 OPNET TECHNOLOGIES, INC. COM 683757108 151 9600 SH DEFINED 01 9600 0 0 OPLINK COMM INC COM 68375Q106 499 133062 SH DEFINED 01 133062 0 0 OPTICAL CABLE CORP COM 683827109 2 138 SH DEFINED 01 138 0 0 ORACLE COM 68389X105 298 19900 SH DEFINED 11 12 0 19900 0 ORACLE COM 68389X105 11160 745000 SH DEFINED 11 12 13 0 745000 0 ORACLE CORP COM COM 68389X105 12478 833000 SH DEFINED 01 0 833000 0 ORACLE CORP COM COM 68389X105 191347 12773471 SH DEFINED 01 12773471 0 0 ORACLE CORP COM COM 68389X105 7372 492475 SH DEFINED 01 02 0 492475 0 ORACLE CORP COM COM 68389X105 21925 1463624 SH DEFINED 01 03 0 1463624 0 ORACLE CORP COM COM 68389X105 43031 2872571 SH DEFINED 01 05 0 2872571 0 STOCKLAND TRUST COM 6850856 2 804 SH DEFINED 01 10 804 0 0 STRAITS TRADING CO COM 6853521 1 1200 SH DEFINED 01 10 1200 0 0 ORBITAL SCIENCES COR ORB COM 685564106 681 113458 SH DEFINED 01 113458 0 0 ORCHID BIOSCIENCES COM 68571P100 1 133 SH DEFINED 01 133 0 0 SUMITOMO BAN COM 6858526 71 8000 SH DEFINED 01 10 8000 0 0 SUMITOMO OSAKA CEMENT COM 6858548 3 1000 SH DEFINED 01 10 1000 0 0 SUMITOMO CHE COM 6858560 19 4000 SH DEFINED 01 10 4000 0 0 SUMITOMO ELE COM 6858708 23 2000 SH DEFINED 01 10 2000 0 0 SUMITOMO HEA COM 6858731 1 1000 SH DEFINED 01 10 1000 0 0 SUMITOMO MAR COM 6858786 12 2000 SH DEFINED 01 10 2000 0 0 SUMITOMO MET COM 6858827 5 8000 SH DEFINED 01 10 8000 0 0 SUMITOMO MET COM 6858849 4 1000 SH DEFINED 01 10 1000 0 0 SUMITOMO COR COM 6858946 19 3000 SH DEFINED 01 10 3000 0 0 ORGANOGENISIS INC COM 685906109 849 104219 SH DEFINED 01 104219 0 0 SUN HUNG KAI COM 6859927 57 6000 SH DEFINED 01 10 6000 0 0 OREGON STEEL MLS INC COM 686079104 148 29000 SH DEFINED 01 29000 0 0 O REILLY AUTOMOTIVE COM 686091109 3089 154918 SH DEFINED 01 154918 0 0 ORGANIC INC COM 68617E101 0 183 SH DEFINED 01 183 0 0 ORIENTAL LAND (4661) COM 686223991 2118 33800 SH DEFINED 01 03 0 33800 0 ORION PWR HLDG INC COM 686286105 170 5518 SH DEFINED 01 5518 0 0 SWIRE PACIFI COM 6867748 25 4000 SH DEFINED 01 10 4000 0 0 TAISEI CORP COM 6870100 4 2000 SH DEFINED 01 10 2000 0 0 MITSUI COM 6870122 11 2000 SH DEFINED 01 10 2000 0 0 TAISHO PHARM COM 6870144 21 1000 SH DEFINED 01 10 1000 0 0 TAKARA SMUZO COM 6870382 14 1000 SH DEFINED 01 10 1000 0 0 TAKASHIMAYA COM 6870401 7 1000 SH DEFINED 01 10 1000 0 0 TAKEDA CHEM COM 6870445 97 2000 SH DEFINED 01 10 2000 0 0 ADVANTEST COM 6870490 30 300 SH DEFINED 01 10 300 0 0 TABCORP HLDG COM 6873262 3 649 SH DEFINED 01 10 649 0 0 ORTHOLOGIC CORP COM 68750J107 2 660 SH DEFINED 01 02 0 660 0 ORTHODONTIC CENTER COM 68750P103 5371 262006 SH DEFINED 01 262006 0 0 ORTHODONTIC CENTER COM 68750P103 3 150 SH DEFINED 01 02 0 150 0 ORTHODONTIC CENTER COM 68750P103 80 3900 SH DEFINED 01 05 0 3900 0 TAKEFUJI COR COM 6876067 30 400 SH DEFINED 01 10 400 0 0 TEIJIN COM 6880507 9 2000 SH DEFINED 01 10 2000 0 0 TEIKOKU OIL COM 6880905 5 1000 SH DEFINED 01 10 1000 0 0 TELECOM CORP COM 6881436 7 2886 SH DEFINED 01 10 2886 0 0 TELEVISION COM 6881674 5 1000 SH DEFINED 01 10 1000 0 0 OSHKOSH B-GOSH CLA COM 688222207 939 36805 SH DEFINED 01 36805 0 0 OSHKOSH B-GOSH CLA COM 688222207 5 200 SH DEFINED 01 02 0 200 0 OSHKOSH TRUCK CORP COM 688239201 2901 81701 SH DEFINED 01 81701 0 0 OSHKOSH TRUCK CORP COM 688239201 2 60 SH DEFINED 01 02 0 60 0 OSHKOSH TRUCK CORP COM 688239201 57 1600 SH DEFINED 01 05 0 1600 0 TERUMO CORP COM 6885074 8 500 SH DEFINED 01 10 500 0 0 OSTEOTECH INC COM 688582105 227 42224 SH DEFINED 01 42224 0 0 NEWS CORPORA COM 6886925 32 4160 SH DEFINED 01 10 4160 0 0 TODA CORP COM 6893884 4 1000 SH DEFINED 01 10 1000 0 0 TOKIO MARINE COM 6894768 40 4000 SH DEFINED 01 10 4000 0 0 TOBU RAILWAY COM 6895169 6 2000 SH DEFINED 01 10 2000 0 0 TOHOKU ELEC COM 6895266 17 1300 SH DEFINED 01 10 1300 0 0 TOKAI BANK COM 6895341 21 6000 SH DEFINED 01 10 6000 0 0 TOKYO ELEC P COM 6895404 76 3400 SH DEFINED 01 10 3400 0 0 TOKYO GAS CO COM 6895448 19 7000 SH DEFINED 01 10 7000 0 0 TOKYO ELECTRON LTD COM 6895675 26 400 SH DEFINED 01 10 400 0 0 TOKYU CORP COM 6896548 13 3000 SH DEFINED 01 10 3000 0 0 TOPPAN PRINT COM 6897024 15 2000 SH DEFINED 01 10 2000 0 0 TORAY INDS I COM 6897143 16 4000 SH DEFINED 01 10 4000 0 0 TOSHIBA CORP COM 6897217 47 8000 SH DEFINED 01 10 8000 0 0 TOTO COM 6897466 6 1000 SH DEFINED 01 10 1000 0 0 OUTBACK STEAKHOUSE COM 689899102 54 2113 SH DEFINED 01 2113 0 0 TOSTEM CO. COM 6900212 12 1000 SH DEFINED 01 10 1000 0 0 TOYO SEIKAN KAISHA COM 6900267 15 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 4 2000 SH DEFINED 01 10 2000 0 0 TOYOTA MOTOR COM 6900643 323 9300 SH DEFINED 01 10 9300 0 0 TRANS COSMOS COM 6900955 5 100 SH DEFINED 01 10 100 0 0 OVERSEAS SHIPHOLD GR COM 690368105 21 768 SH DEFINED 01 768 0 0 OVERSEAS UNION BANK ORD SG;OU COM 690370994 5372 1539665 SH DEFINED 01 1539665 0 0 OVERSEAS UNION BANK ORD SG;OU COM 690370994 2216 635140 SH DEFINED 01 03 0 635140 0 OVERSEAS UNION BANK ORD SG;OU COM 690370994 10430 2989175 SH DEFINED 01 05 0 2989175 0 OWENS & MINOR INC COM 690732102 1653 99998 SH DEFINED 01 99998 0 0 OWENS & MINOR INC COM 690732102 6 370 SH DEFINED 01 02 0 370 0 OWENS-CORNING COM 69073F103 0 102 SH DEFINED 01 102 0 0 OWENS ILLINOIS INC COM 690768403 2 242 SH DEFINED 01 242 0 0 UBE INDUSTRI COM 6910705 4 2000 SH DEFINED 01 10 2000 0 0 UNI-CHARM CORP. COM 6911485 9 200 SH DEFINED 01 10 200 0 0 OXFORD HEALTH COM 691471106 706 26409 SH DEFINED 01 26409 0 0 OXFORD INDUSTRIES COM 691497309 403 22240 SH DEFINED 01 22240 0 0 UNITED INDUSTRIAL CORP COM 6916532 1 3000 SH DEFINED 01 10 3000 0 0 UNITED O/SEAS BK (LOCAL SHR'S) COM 6916781 22 3112 SH DEFINED 01 10 3112 0 0 UNITED OVERSEAS LAND COM 6916844 1 1000 SH DEFINED 01 10 1000 0 0 VARITRONIX I COM 6926854 1 1000 SH DEFINED 01 10 1000 0 0 VENTURE MFG COM 6927374 7 1000 SH DEFINED 01 10 1000 0 0 PC-TEL INC COM 69325Q105 421 56115 SH DEFINED 01 56115 0 0 P-COM INC COM 693262107 627 489757 SH DEFINED 01 489757 0 0 P-COM INC COM 693262107 11 8900 SH DEFINED 01 05 0 8900 0 P G & E CORP COM 69331C108 623 50108 SH DEFINED 01 50108 0 0 P G & E CORP COM 69331C108 1209 97121 SH DEFINED 01 03 0 97121 0 P G & E CORP COM 69331C108 16 1274 SH DEFINED 01 05 0 1274 0 P.F. CHANGS CHINA B COM 69333Y108 3055 87300 SH DEFINED 01 87300 0 0 P.F. CHANGS CHINA B COM 69333Y108 15076 430650 SH DEFINED 01 02 0 430650 0 P.F. CHANGS CHINA B COM 69333Y108 262 7500 SH DEFINED 01 03 0 7500 0 PIMCO TOTAL RETURN FUND COM 693390726 5183 492696 SH DEFINED 01 03 0 492696 0 PLD TELEKOM WTS EXP 6/01/04 COM 69340T118 0 7000 SH DEFINED 01 7000 0 0 PLD TELEKOM WTS EXP 6/01/04 COM 69340T118 0 5100 SH DEFINED 01 05 0 5100 0 PLD TELEKOM WTS EXP 03-31-03 COM 69340T142 0 7000 SH DEFINED 01 7000 0 0 PLD TELEKOM WTS EXP 03-31-03 COM 69340T142 0 5100 SH DEFINED 01 05 0 5100 0 PMC-SIERRA INC COM 69344F106 88 3469 SH DEFINED 01 3469 0 0 PMC-SIERRA INC COM 69344F106 5 200 SH DEFINED 01 02 0 200 0 PMC-SIERRA INC COM 69344F106 3683 145000 SH DEFINED 01 05 0 145000 0 PMI GROUP INC COM 69344M101 71 1088 SH DEFINED 01 1088 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 258 3816 SH DEFINED 01 3816 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 4945 72993 SH DEFINED 01 03 0 72993 0 PNC FINANCIAL SERVICES GROUP COM 693475105 64 952 SH DEFINED 01 05 0 952 0 PPG INDUSTRIES INC COM 693506107 14160 307231 SH DEFINED 01 307231 0 0 PPG INDUSTRIES INC COM 693506107 2564 55638 SH DEFINED 01 03 0 55638 0 PPG INDUSTRIES INC COM 693506107 26 555 SH DEFINED 01 05 0 555 0 PPL CORPORATION COM 69351T106 76751 1745925 SH DEFINED 01 1745925 0 0 PPL CORPORATION COM 69351T106 1560 35476 SH DEFINED 01 03 0 35476 0 PPL CORPORATION COM 69351T106 21 477 SH DEFINED 01 05 0 477 0 PRI AUTOMATION INC COM 69357H106 1 56 SH DEFINED 01 56 0 0 PS BUSINESS PARKS COM 69360J107 2 88 SH DEFINED 01 88 0 0 PSS WORLD MEDICAL COM 69366A100 1 296 SH DEFINED 01 296 0 0 PACCAR INC COM 693718108 119 2656 SH DEFINED 01 2656 0 0 PACCAR INC COM 693718108 901 20106 SH DEFINED 01 03 0 20106 0 PACCAR INC COM 693718108 11 251 SH DEFINED 01 05 0 251 0 PAC-WEST TELECOMM COM 69371Y101 380 108692 SH DEFINED 01 108692 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 38 1999 SH DEFINED 01 1999 0 0 PACIFIC GAS & ELEC PRF 694308651 1382 120200 SH DEFINED 01 04 0 120200 0 PACIFIC GAS & ELEC PRF 694308693 9328 717500 SH DEFINED 01 04 0 717500 0 PACIFIC GULF PROPERT COM 694396102 1 98 SH DEFINED 01 98 0 0 PACIFIC SUNWEAR COM 694873100 2678 97369 SH DEFINED 01 97369 0 0 PACIFIC SUNWEAR COM 694873100 2 80 SH DEFINED 01 02 0 80 0 WESFARMERS COM 6948836 6 568 SH DEFINED 01 10 568 0 0 PACIFICARE HLTH SYS COM 695112102 23655 950988 SH DEFINED 01 950988 0 0 PACIFICARE HLTH SYS COM 695112102 459 18434 SH DEFINED 01 05 0 18434 0 PACIFICORP $100 PAR PRF 695114678 1028 10000 SH DEFINED 01 0 10000 0 PACIFICORP $100 PAR PRF 695114678 15417 150000 SH DEFINED 01 04 0 150000 0 PACKAGING CP OF AMER COM 695156109 3190 241637 SH DEFINED 01 241637 0 0 PACKAGING CP OF AMER COM 695156109 4 280 SH DEFINED 01 02 0 280 0 PACKAGING CP OF AMER COM 695156109 129 9800 SH DEFINED 01 05 0 9800 0 PACKARD BIOSCIENCE INC COM 695172205 2 295 SH DEFINED 01 295 0 0 PACKETER COM 695210104 0 63 SH DEFINED 01 63 0 0 PACTIV CORPORATION COM 695257105 4157 343309 SH DEFINED 01 343309 0 0 PACTIV CORPORATION COM 695257105 8 640 SH DEFINED 01 02 0 640 0 PACTIV CORPORATION COM 695257105 461 38080 SH DEFINED 01 03 0 38080 0 PACTIV CORPORATION COM 695257105 197 16320 SH DEFINED 01 05 0 16320 0 WMC COM 6954985 10 2441 SH DEFINED 01 10 2441 0 0 WESTFIELD TR COM 6956312 5 3518 SH DEFINED 01 10 3518 0 0 PALL CORP COM 696429307 34 1559 SH DEFINED 01 1559 0 0 PALL CORP COM 696429307 607 27712 SH DEFINED 01 03 0 27712 0 PALL CORP COM 696429307 9 405 SH DEFINED 01 05 0 405 0 PALM INC COM 696642107 14988 1782908 SH DEFINED 01 1782908 0 0 PALM INC COM 696642107 282 33500 SH DEFINED 01 02 0 33500 0 PALM INC COM 696642107 1172 139456 SH DEFINED 01 03 0 139456 0 PALM INC COM 696642107 3337 396863 SH DEFINED 01 05 0 396863 0 WING TAI HLDGS COM 6972385 1 2000 SH DEFINED 01 10 2000 0 0 WORLD CO COM 6977971 4 150 SH DEFINED 01 10 150 0 0 PANAMSAT CORP COM 697933109 157 4021 SH DEFINED 01 4021 0 0 PAN PACIFIC RETAIL COM 69806L104 1353 61100 SH DEFINED 01 61100 0 0 PAN PACIFIC RETAIL COM 69806L104 78 3500 SH DEFINED 01 05 0 3500 0 WOOLWORTHS L COM 6981239 10 2508 SH DEFINED 01 10 2508 0 0 PANERA BREAD CO COM 69840W108 3325 124314 SH DEFINED 01 124314 0 0 PANERA BREAD CO COM 69840W108 5 180 SH DEFINED 01 02 0 180 0 PANERA BREAD CO COM 69840W108 120 4500 SH DEFINED 01 05 0 4500 0 YAMANOUCHI P COM 6985383 34 1000 SH DEFINED 01 10 1000 0 0 YAMAZAKI BAKING COM 6985509 7 1000 SH DEFINED 01 10 1000 0 0 YAMATO TRANS COM 6985565 20 1000 SH DEFINED 01 10 1000 0 0 YOKOGAWA ELE COM 6986427 9 1000 SH DEFINED 01 10 1000 0 0 BK OF YOKOHA COM 6986449 12 3000 SH DEFINED 01 10 3000 0 0 PAPA JOHN COM 698813102 13 565 SH DEFINED 01 565 0 0 PARADYNE NETWORKS COM 69911G107 0 69 SH DEFINED 01 69 0 0 PARAMETRIC TECH CORP COM 699173100 95 10464 SH DEFINED 01 10464 0 0 PARAMETRIC TECH CORP COM 699173100 182 20000 SH DEFINED 01 02 0 20000 0 PARAMETRIC TECH CORP COM 699173100 602 66481 SH DEFINED 01 03 0 66481 0 PARAMETRIC TECH CORP COM 699173100 8 896 SH DEFINED 01 05 0 896 0 PAREXEL COM 699462107 925 74360 SH DEFINED 01 74360 0 0 PARK ELECTROCHEMICAL COM 700416209 3341 147797 SH DEFINED 01 147797 0 0 PARK ELECTROCHEMICAL COM 700416209 4 190 SH DEFINED 01 02 0 190 0 PARK ELECTROCHEMICAL COM 700416209 97 4300 SH DEFINED 01 05 0 4300 0 PARK NATIONAL CORP COM 700658107 2 21 SH DEFINED 01 21 0 0 PARK PLACE ENT COR COM 700690100 74 7194 SH DEFINED 01 7194 0 0 PARKER DRILLING COM 701081101 5 840 SH DEFINED 01 02 0 840 0 PARKER-HANNIFIN COM 701094104 48520 1221545 SH DEFINED 01 1221545 0 0 PARKER-HANNIFIN COM 701094104 95 2400 SH DEFINED 01 02 0 2400 0 PARKER-HANNIFIN COM 701094104 2229 56117 SH DEFINED 01 03 0 56117 0 PARKER-HANNIFIN COM 701094104 502 12636 SH DEFINED 01 05 0 12636 0 PORTUCEL EMPRESA PRODUCTORA COM 7018556 1 965 SH DEFINED 01 10 965 0 0 BAYERISCHE HYPO VEREINSBANK COM 7023011 22 410 SH DEFINED 01 10 410 0 0 PATINA OIL AND GAS COM 703224105 1633 61165 SH DEFINED 01 61165 0 0 PATINA OIL AND GAS COM 703224105 6 210 SH DEFINED 01 02 0 210 0 PATHMARK STORES INC COM 70322A101 2294 133367 SH DEFINED 01 0 133367 0 PATHMARK STORES INC COM 70322A101 8258 480119 SH DEFINED 01 05 0 480119 0 PATTERSON DENTAL COM 703412106 7816 254175 SH DEFINED 01 254175 0 0 PATTERSON DENTAL COM 703412106 101 3300 SH DEFINED 01 05 0 3300 0 PATTERSON ENERGY COM 703414102 3855 121935 SH DEFINED 01 121935 0 0 PATTERSON ENERGY COM 703414102 5 160 SH DEFINED 01 02 0 160 0 PATTERSON ENERGY COM 703414102 149 4700 SH DEFINED 01 05 0 4700 0 PAXAR CORPORATION COM 704227107 1593 127445 SH DEFINED 01 127445 0 0 PAXAR CORPORATION COM 704227107 4 280 SH DEFINED 01 02 0 280 0 PAXSON COMMUNICATION COM 704231109 2 168 SH DEFINED 01 168 0 0 PAXSON COMM PFD 12.5 PIK EXCH PRF 704231208 29781 29633 SH DEFINED 01 29633 0 0 PAXSON COMM PFD 12.5 PIK EXCH PRF 704231208 6153 6122 SH DEFINED 01 05 0 6122 0 PAXSON COMMUNICATION PRF 704231505 6 7 SH DEFINED 01 05 0 7 0 EURAFRANCE COM 7042395 6 100 SH DEFINED 01 10 100 0 0 PAYCHEX INC COM 704326107 47324 1276870 SH DEFINED 01 1276870 0 0 PAYCHEX INC COM 704326107 147000 3966292 SH DEFINED 01 02 0 3966292 0 PAYCHEX INC COM 704326107 10463 282294 SH DEFINED 01 03 0 282294 0 PAYCHEX INC COM 704326107 45 1226 SH DEFINED 01 05 0 1226 0 PAYLESS SHOESOURCE COM 704379106 36 570 SH DEFINED 01 570 0 0 PAYLESS SHOESOURCE COM 704379106 6 100 SH DEFINED 01 02 0 100 0 PEDIATRIX COM 705324101 1064 47932 SH DEFINED 01 47932 0 0 PEGASUS SATELLITE PIF PFD 12.7 PRF 70558A304 16123 16452 SH DEFINED 01 16452 0 0 PEGASUS SATELLITE PIF PFD 12.7 PRF 70558A304 4890 4990 SH DEFINED 01 05 0 4990 0 PEGASUS COMM CORP COM 705904100 123 5337 SH DEFINED 01 5337 0 0 PEGASUS SOLUTIONS INC COM 705906105 664 74556 SH DEFINED 01 74556 0 0 SODEXHO ALLI COM 7062713 14 292 SH DEFINED 01 10 292 0 0 NORSKE COM 7070396 4 250 SH DEFINED 01 10 250 0 0 PENFORD CORP COM 707051108 199 22558 SH DEFINED 01 22558 0 0 PENNEY J C COM 708160106 53 3317 SH DEFINED 01 3317 0 0 PENNEY J C COM 708160106 1009 63089 SH DEFINED 01 03 0 63089 0 PENNEY J C COM 708160106 14 862 SH DEFINED 01 05 0 862 0 PENNZOIL-QUAKER STAT COM 709323109 27 1941 SH DEFINED 01 1941 0 0 Administaff COM 7094105 25160 1386252 SH DEFINED 1 0 1386252 0 Administaff Inc COM 7094105 25160 1386252 SH DEFINED 1 0 1386252 0 PENTAIR INC COM 709631105 33 1297 SH DEFINED 01 1297 0 0 PENTON MEDIA INC COM 709668107 1399 96161 SH DEFINED 01 96161 0 0 PEOPLES BANK COM 710198102 10 393 SH DEFINED 01 393 0 0 PEOPLES ENERGY CORP COM 711030106 23 593 SH DEFINED 01 593 0 0 PEOPLES ENERGY CORP COM 711030106 260 6695 SH DEFINED 01 03 0 6695 0 PEOPLES ENERGY CORP COM 711030106 5 116 SH DEFINED 01 05 0 116 0 PEOPLE SOFT COM 712713106 1071 45685 SH DEFINED 01 45685 0 0 PEOPLE SOFT COM 712713106 1641 70035 SH DEFINED 01 03 0 70035 0 PEOPLE SOFT COM 712713106 22 940 SH DEFINED 01 05 0 940 0 PEP BOYS COM 713278109 1020 167471 SH DEFINED 01 167471 0 0 PEPSI-COLA BOTTLING COM 713409100 1722 45321 SH DEFINED 01 45321 0 0 PEPSIAMERICAS INC COM 71343P200 61 3935 SH DEFINED 01 3935 0 0 PEPSICO COM 713448108 4221 96037 SH DEFINED 01 96037 0 0 PEPSICO COM 713448108 195 4450 SH DEFINED 01 02 0 4450 0 PEPSICO COM 713448108 15727 357838 SH DEFINED 01 03 0 357838 0 PEPSICO COM 713448108 209 4752 SH DEFINED 01 05 0 4752 0 PEREGRINE SYSTEMS COM 71366Q101 32713 1677532 SH DEFINED 01 1677532 0 0 PEREGRINE SYSTEMS COM 71366Q101 6533 335015 SH DEFINED 01 02 0 335015 0 PEREGRINE SYSTEMS COM 71366Q101 115 5900 SH DEFINED 01 03 0 5900 0 PEREGRINE SYSTEMS COM 71366Q101 12000 615350 SH DEFINED 01 05 0 615350 0 PERFORMANCE FOOD COM 713755106 7042 134165 SH DEFINED 01 134165 0 0 PERFORMANCE FOOD COM 713755106 4 70 SH DEFINED 01 02 0 70 0 PERFORMANCE FOOD COM 713755106 15914 303125 SH DEFINED 01 05 0 303125 0 PERICOM SEMICOND COM 713831105 9268 719870 SH DEFINED 01 719870 0 0 PERICOM SEMICOND COM 713831105 48 3712 SH DEFINED 01 02 0 3712 0 PERICOM SEMICOND COM 713831105 12347 959000 SH DEFINED 01 05 0 959000 0 PERKINELMER INC COM 714046109 522 9957 SH DEFINED 01 9957 0 0 PERKINELMER INC COM 714046109 643 12264 SH DEFINED 01 03 0 12264 0 PERKINELMER INC COM 714046109 9 164 SH DEFINED 01 05 0 164 0 PEROT SYSTEMS CP CLA COM 714265105 5 413 SH DEFINED 01 413 0 0 PERRIGO COMPANY COM 714290103 19 1922 SH DEFINED 01 1922 0 0 PERVASIVE SOFTWARE COM 715710109 0 55 SH DEFINED 01 55 0 0 PETROBRAS LOCAL COM 716530993 7768 332023 SH DEFINED 01 332023 0 0 PETROBRAS LOCAL COM 716530993 145 6200 SH DEFINED 01 05 0 6200 0 PHARMACYCLICS INC COM 716933106 113 5057 SH DEFINED 01 5057 0 0 PHARMACYCLICS INC COM 716933106 7875 350000 SH DEFINED 01 05 0 350000 0 PFIZER COM 717081103 14824 362000 SH DEFINED 01 0 362000 0 PFIZER COM 717081103 1328740 32447866 SH DEFINED 01 32447866 0 0 PFIZER COM 717081103 166803 4073388 SH DEFINED 01 02 0 4073388 0 PFIZER COM 717081103 72000 1758244 SH DEFINED 01 03 0 1758244 0 PFIZER COM 717081103 407878 9960410 SH DEFINED 01 05 0 9960410 0 PFIZER INC COM 717081103 8088 197520 SH DEFINED 11 12 0 197520 0 PFIZER INC COM 717081103 41009 1001430 SH DEFINED 11 12 13 0 1001430 0 PHARMACEUTICAL PROD COM 717124101 3198 75930 SH DEFINED 01 75930 0 0 PHARMACOPEIA COM 71713B104 1 63 SH DEFINED 01 63 0 0 PHARMACOPEIA COM 71713B104 2 100 SH DEFINED 01 02 0 100 0 PHARMACIA CORP COM 71713U102 6397 127000 SH DEFINED 01 0 127000 0 PHARMACIA CORP COM 71713U102 23493 466396 SH DEFINED 01 466396 0 0 PHARMACIA CORP COM 71713U102 16068 319006 SH DEFINED 01 03 0 319006 0 PHARMACIA CORP COM 71713U102 45184 897037 SH DEFINED 01 05 0 897037 0 PHARMACIA CORPORATION COM 71713U102 23401 464600 SH DEFINED 11 12 13 0 464600 0 PHARMACIA CORPORATION COM 71713U103 4523 89800 SH DEFINED 11 12 0 89800 0 PHARMACIA CORP - ACES 6.50% C PRF 71713U201 22924 487740 SH DEFINED 01 487740 0 0 PHARMACIA CORP - ACES 6.50% C PRF 71713U201 2246 47770 SH DEFINED 01 05 0 47770 0 PHELPS DODGE COM 717265102 548 13643 SH DEFINED 01 13643 0 0 PHELPS DODGE COM 717265102 6350 158105 SH DEFINED 01 02 0 158105 0 PHELPS DODGE COM 717265102 788 19613 SH DEFINED 01 03 0 19613 0 PHELPS DODGE COM 717265102 10 259 SH DEFINED 01 05 0 259 0 PHILADELPHIA SUBN COM 718009608 3786 160705 SH DEFINED 01 160705 0 0 PHILIPS ELECTRONICS NL;PHI/EU COM 718040991 51429 1870637 SH DEFINED 01 1870637 0 0 PHILIPS ELECTRONICS NL;PHI/EU COM 718040991 6496 236284 SH DEFINED 01 03 0 236284 0 PHILIPS ELECTRONICS NL;PHI/EU COM 718040991 29018 1055487 SH DEFINED 01 05 0 1055487 0 PHILIP MORRIS COM 718154107 456307 9616577 SH DEFINED 01 9616577 0 0 PHILIP MORRIS COM 718154107 38452 810363 SH DEFINED 01 02 0 810363 0 PHILIP MORRIS COM 718154107 32164 677847 SH DEFINED 01 03 0 677847 0 PHILIP MORRIS COM 718154107 56603 1192889 SH DEFINED 01 05 0 1192889 0 PHILLIPS PETROLEUM COM 718507106 4624 84000 SH DEFINED 01 0 84000 0 PHILLIPS PETROLEUM COM 718507106 186 3370 SH DEFINED 01 3370 0 0 PHILLIPS PETROLEUM COM 718507106 3392 61620 SH DEFINED 01 03 0 61620 0 PHILLIPS PETROLEUM COM 718507106 29498 535840 SH DEFINED 01 05 0 535840 0 PHILLIPS-VAN HEUSEN COM 718592108 4503 298660 SH DEFINED 01 298660 0 0 PHILLIPS-VAN HEUSEN COM 718592108 6 420 SH DEFINED 01 02 0 420 0 PHILLIPS-VAN HEUSEN COM 718592108 128 8500 SH DEFINED 01 05 0 8500 0 PHOENIXTEC POWER CO COM 719080996 4641 4097000 SH DEFINED 01 4097000 0 0 PHOENIX TECHNOLOGY COM 719153108 1053 75922 SH DEFINED 01 75922 0 0 PHONETEL TECHNOLOGIES INC COM 71921H505 463 2204000 SH DEFINED 01 2204000 0 0 PHONETEL TECHNOLOGIES INC COM 71921H505 236 1121380 SH DEFINED 01 05 0 1121380 0 PHOTON DYNAMICS COM 719364101 2432 115130 SH DEFINED 01 115130 0 0 PHOTON DYNAMICS COM 719364101 2 80 SH DEFINED 01 02 0 80 0 PHOTON DYNAMICS COM 719364101 61 2900 SH DEFINED 01 05 0 2900 0 PHOTRONICS CORP COM 719405102 5342 216386 SH DEFINED 01 216386 0 0 PHOTRONICS CORP COM 719405102 4 180 SH DEFINED 01 02 0 180 0 PHOTRONICS CORP COM 719405102 123 5000 SH DEFINED 01 05 0 5000 0 PIEDMONT NATURAL GAS COM 720186105 3426 96518 SH DEFINED 01 96518 0 0 PIER ONE IMPORTS INC COM 720279108 6156 473584 SH DEFINED 01 473584 0 0 PIER ONE IMPORTS INC COM 720279108 6 490 SH DEFINED 01 02 0 490 0 PIER ONE IMPORTS INC COM 720279108 148 11400 SH DEFINED 01 05 0 11400 0 PINNACLE ENTERTAIN COM 723456109 2 200 SH DEFINED 01 02 0 200 0 PINNACLE ENTERTAINMENT INC COM 723456109 839 79936 SH DEFINED 01 79936 0 0 PINNACLE HLDGS INC COM 72346N101 1 105 SH DEFINED 01 105 0 0 PINNACLE COM 723481107 1302 154353 SH DEFINED 01 154353 0 0 PINNACLE WEST CAPITA COM 723484101 24360 531071 SH DEFINED 01 531071 0 0 PINNACLE WEST CAPITA COM 723484101 950 20700 SH DEFINED 01 03 0 20700 0 PINNACLE WEST CAPITA COM 723484101 13 278 SH DEFINED 01 05 0 278 0 PIONEER NATURAL RES COM 723787107 27893 1776553 SH DEFINED 01 1776553 0 0 PIONEER NATURAL RES COM 723787107 6 380 SH DEFINED 01 02 0 380 0 PIONEER NATURAL RES COM 723787107 601 38300 SH DEFINED 01 03 0 38300 0 PIONEER NATURAL RES COM 723787107 328 20854 SH DEFINED 01 05 0 20854 0 PIONEER STANDARD ELE PIOS COM 723877106 1019 83204 SH DEFINED 01 83204 0 0 PITNEY BOWES COM 724479100 15754 453335 SH DEFINED 01 453335 0 0 PITNEY BOWES COM 724479100 2108 60668 SH DEFINED 01 03 0 60668 0 PITNEY BOWES COM 724479100 330 9489 SH DEFINED 01 05 0 9489 0 PITTSTON BRINKS GRP COM 725701106 27 1273 SH DEFINED 01 1273 0 0 PIXAR COM 725811103 7 223 SH DEFINED 01 223 0 0 PIXELWORKS INC COM 72581M107 1 79 SH DEFINED 01 79 0 0 PLACER DOME INC COM 725906101 1804 208634 SH DEFINED 01 208634 0 0 PLACER DOME INC COM 725906101 726 83950 SH DEFINED 01 03 0 83950 0 PLACER DOME INC COM 725906101 9 1078 SH DEFINED 01 05 0 1078 0 PLAINS RESOURCES INC COM 726540503 1111 52888 SH DEFINED 01 52888 0 0 PLANTRONICS COM 727493108 2540 142921 SH DEFINED 01 142921 0 0 PLANTRONICS COM 727493108 4 240 SH DEFINED 01 02 0 240 0 PLANTRONICS COM 727493108 101 5700 SH DEFINED 01 05 0 5700 0 PLAYBOY ENTERPRISES COM 728117300 1 86 SH DEFINED 01 86 0 0 PLAYTEX PRODUCTS INC COM 72813P100 43 4623 SH DEFINED 01 4623 0 0 PLEXUS CORP COM 729132100 3635 141867 SH DEFINED 01 141867 0 0 PLEXUS CORP COM 729132100 5 190 SH DEFINED 01 02 0 190 0 PLEXUS CORP COM 729132100 126 4900 SH DEFINED 01 05 0 4900 0 PLUG PWR INC COM 72919P103 5 325 SH DEFINED 01 325 0 0 PLUM CREEK TIMBER CO COM 729251108 3 117 SH DEFINED 01 117 0 0 POGO PRODUCING CO COM 730448107 31624 1071660 SH DEFINED 01 1071660 0 0 POGO PRODUCING CO COM 730448107 48940 1658379 SH DEFINED 01 02 0 1658379 0 POGO PRODUCING CO COM 730448107 3331 112900 SH DEFINED 01 03 0 112900 0 POGO PRODUCING CO COM 730448107 83 2800 SH DEFINED 01 05 0 2800 0 POLARIS INDS INC COM 731068102 3606 79756 SH DEFINED 01 79756 0 0 POLARIS INDS INC COM 731068102 2 50 SH DEFINED 01 02 0 50 0 POLAROID COM 731095105 582 136636 SH DEFINED 01 136636 0 0 POLO RALPH LAUREN COM 731572103 3177 115514 SH DEFINED 01 115514 0 0 POLO RALPH LAUREN COM 731572103 8 300 SH DEFINED 01 02 0 300 0 POLO RALPH LAUREN COM 731572103 121 4400 SH DEFINED 01 05 0 4400 0 POLY COM COM 73172K104 43 3464 SH DEFINED 01 3464 0 0 POLYMEDICA CORP COM 731738100 1095 48159 SH DEFINED 01 48159 0 0 POLYMER COM 731745105 0 116 SH DEFINED 01 116 0 0 POLYONE CORP COM 73179P106 2653 291499 SH DEFINED 01 291499 0 0 POPE & TALBOT COM 732827100 519 41847 SH DEFINED 01 41847 0 0 POPULAR INC COM 733174106 6 211 SH DEFINED 01 211 0 0 PORTAL SOFTWARE COM 736126103 4219 500013 SH DEFINED 01 500013 0 0 PORTAL SOFTWARE COM 736126103 31100 3685455 SH DEFINED 01 02 0 3685455 0 PORTAL SOFTWARE COM 736126103 164 19400 SH DEFINED 01 03 0 19400 0 PORTERA SER G PFD PRF 736400XX5 6270 1871644 SH DEFINED 01 1871644 0 0 PORTERA SER G PFD PRF 736400XX5 7980 2382091 SH DEFINED 01 05 0 2382091 0 POST PROPERTIES COM 737464107 3 89 SH DEFINED 01 89 0 0 POTLATCH CORP COM 737628107 18 562 SH DEFINED 01 562 0 0 POTLATCH CORP COM 737628107 178 5562 SH DEFINED 01 03 0 5562 0 POTLATCH CORP COM 737628107 3 93 SH DEFINED 01 05 0 93 0 POTOMAC ELEC POWER COM 737679100 63 2702 SH DEFINED 01 2702 0 0 POWER INTEGRATIONS COM 739276103 1437 83350 SH DEFINED 01 83350 0 0 POWER-ONE INC COM 739308104 153 10484 SH DEFINED 01 10484 0 0 POWER-ONE INC COM 739308104 279 19241 SH DEFINED 01 03 0 19241 0 POWER-ONE INC COM 739308104 4 258 SH DEFINED 01 05 0 258 0 POWERWAVE COM 739363109 18829 1382028 SH DEFINED 01 1382028 0 0 POWERWAVE COM 739363109 100 7332 SH DEFINED 01 02 0 7332 0 POWERWAVE COM 739363109 13590 997400 SH DEFINED 01 05 0 997400 0 POWERTEL INC COM 73936C109 8 148 SH DEFINED 01 148 0 0 PRACTICWORKS INC COM 739419109 0 25 SH DEFINED 01 25 0 0 PRAECIS PHARMACEUTIC COM 739421105 2111 105835 SH DEFINED 01 105835 0 0 PRAECIS PHARMACEUTIC COM 739421105 10021 502600 SH DEFINED 01 05 0 502600 0 PRAXAIR COM 74005P104 94 2092 SH DEFINED 01 2092 0 0 PRAXAIR COM 74005P104 1739 38958 SH DEFINED 01 03 0 38958 0 PRAXAIR COM 74005P104 23 522 SH DEFINED 01 05 0 522 0 PRE PAID LEGAL SVCS COM 740065107 709 68352 SH DEFINED 01 68352 0 0 PRECISION CASTPARTS COM 740189105 3152 95389 SH DEFINED 01 95389 0 0 PRECISION CASTPARTS COM 740189105 119 3600 SH DEFINED 01 05 0 3600 0 PRECISION DRILLING COM 74022D100 350 9800 SH DEFINED 01 9800 0 0 PREDICTIVE SYSTEMS COM 74036W102 0 76 SH DEFINED 01 76 0 0 PREMIER HOLDINGS LTD RESTRICTE COM 740499**1 8 814645 SH DEFINED 01 814645 0 0 PREMIER HOLDINGS LTD RESTRICTE COM 740499**1 1 148117 SH DEFINED 01 05 0 148117 0 PRENTISS COM 740706106 2 95 SH DEFINED 01 95 0 0 PRICE COMMUNICATIONS COM 741437305 2953 171558 SH DEFINED 01 171558 0 0 PRICE COMMUNICATIONS COM 741437305 3 200 SH DEFINED 01 02 0 200 0 PRICE COMMUNICATIONS COM 741437305 122 7100 SH DEFINED 01 05 0 7100 0 T ROWE PRICE GROUP INC COM 74144T108 48 1535 SH DEFINED 01 1535 0 0 T ROWE PRICE GROUP INC COM 74144T108 1223 39066 SH DEFINED 01 03 0 39066 0 T ROWE PRICE GROUP INC COM 74144T108 12 399 SH DEFINED 01 05 0 399 0 PRICELINE.COM COM 741503106 1 287 SH DEFINED 01 287 0 0 PRIMEDIA INC COM 74157K101 5 764 SH DEFINED 01 764 0 0 PRIMUS KNOWLEDGE COM 74163Q100 0 44 SH DEFINED 01 44 0 0 PRIME HOSPITALITY CO COM 741917108 1469 135989 SH DEFINED 01 135989 0 0 PRIMUS TELE GROUP COM 741929103 166 50099 SH DEFINED 01 50099 0 0 PRIMUS TELECOM WTS EXP 8-1-04 COM 741929111 12 11550 SH DEFINED 01 11550 0 0 PRIMUS TELECOM WTS EXP 8-1-04 COM 741929111 3 3675 SH DEFINED 01 05 0 3675 0 PRIDE INTL COM 741932107 9905 416820 SH DEFINED 01 416820 0 0 PRIDE INTL COM 741932107 192 8099 SH DEFINED 01 05 0 8099 0 PRIORITY HEALTHCARE COM 74264T102 9495 251556 SH DEFINED 01 251556 0 0 PRIORITY HEALTHCARE COM 74264T102 5 120 SH DEFINED 01 02 0 120 0 PRIORITY HEALTHCARE COM 74264T102 166 4400 SH DEFINED 01 05 0 4400 0 PROCTER & GAMBLE COM 742718109 2350 37541 SH DEFINED 01 37541 0 0 PROCTER & GAMBLE COM 742718109 46 725 SH DEFINED 01 02 0 725 0 PROCTER & GAMBLE COM 742718109 20302 324311 SH DEFINED 01 03 0 324311 0 PROCTER & GAMBLE COM 742718109 23430 374275 SH DEFINED 01 05 0 374275 0 PRODIGY COMMUNICATIONS CORP - COM 74283P206 1 290 SH DEFINED 01 290 0 0 PROFESSIONAL DETAIL COM 74312N107 2 39 SH DEFINED 01 39 0 0 PROFIT RECOVERY COM 743168106 907 145213 SH DEFINED 01 145213 0 0 PROGRESS ENERGY INC COM 743263105 47494 1102714 SH DEFINED 01 1102714 0 0 PROGRESS ENERGY INC COM 743263105 2209 51290 SH DEFINED 01 03 0 51290 0 PROGRESS ENERGY INC COM 743263105 29 676 SH DEFINED 01 05 0 676 0 PROGRESS ENERGY INC-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0 PROGRESS SOFTWARE CO COM 743312100 1548 106773 SH DEFINED 01 106773 0 0 PROGRESSIVE CORP OH COM 743315103 94 969 SH DEFINED 01 969 0 0 PROGRESSIVE CORP OH COM 743315103 5371 55347 SH DEFINED 01 03 0 55347 0 PROGRESSIVE CORP OH COM 743315103 17007 175242 SH DEFINED 01 05 0 175242 0 PROLOGIS TRUST COM 743410102 5 251 SH DEFINED 01 251 0 0 PROSOFT I NET SOL COM 743477101 187 23700 SH DEFINED 01 23700 0 0 PROTECTIVE LIFE CORP COM 743674103 51 1652 SH DEFINED 01 1652 0 0 PROTECTIVE LIFE CORP COM 743674103 30310 988271 SH DEFINED 01 03 0 988271 0 PROTEIN DELIVERY INC PFD PRF 743690XX2 5000 2000000 SH DEFINED 01 2000000 0 0 PROTEIN DELIVERY INC PFD PRF 743690XX2 10000 4000000 SH DEFINED 01 05 0 4000000 0 PROTEIN DESIGN COM 74369L103 285 6400 SH DEFINED 01 02 0 6400 0 PROTEIN DESIGN LABS COM 74369L103 836 18773 SH DEFINED 01 18773 0 0 PROVIDENT BANK COM 743859100 1793 80123 SH DEFINED 01 80123 0 0 PROVIDENT FINL COM 743866105 36 1270 SH DEFINED 01 1270 0 0 PROVINCE HEALTHCARE COM 743977100 2990 98237 SH DEFINED 01 98237 0 0 PROVINCE HEALTHCARE COM 743977100 5 150 SH DEFINED 01 02 0 150 0 PROVIDIAN FIN COM 74406A102 18094 368886 SH DEFINED 01 0 368886 0 PROVIDIAN FIN COM 74406A102 250538 5107774 SH DEFINED 01 5107774 0 0 PROVIDIAN FIN COM 74406A102 179726 3664104 SH DEFINED 01 02 0 3664104 0 PROVIDIAN FIN COM 74406A102 7425 151391 SH DEFINED 01 03 0 151391 0 PROVIDIAN FIN COM 74406A102 19423 396004 SH DEFINED 01 05 0 396004 0 PROXICOM INC COM 744282104 0 106 SH DEFINED 01 106 0 0 PROXIM INC COM 744284100 2151 213684 SH DEFINED 01 213684 0 0 PROXIM INC COM 744284100 2 200 SH DEFINED 01 02 0 200 0 PROXIM INC COM 744284100 54 5370 SH DEFINED 01 05 0 5370 0 PSINET, INC COM 74437C101 0 338 SH DEFINED 01 338 0 0 PUBLIC SER CO N MEX COM 744499104 4779 164696 SH DEFINED 01 164696 0 0 PUBLIC SER CO N MEX COM 744499104 8 280 SH DEFINED 01 02 0 280 0 PUBLIC SER CO N MEX COM 744499104 157 5400 SH DEFINED 01 05 0 5400 0 PUB SERV ENTERPRISE COM 744573106 52821 1223831 SH DEFINED 01 1223831 0 0 PUB SERV ENTERPRISE COM 744573106 2267 52536 SH DEFINED 01 03 0 52536 0 PUB SERV ENTERPRISE COM 744573106 30 706 SH DEFINED 01 05 0 706 0 PUBLIC STORAGE COM 74460D109 5 201 SH DEFINED 01 201 0 0 PUGET ENERGY INC COM 745310102 53 2331 SH DEFINED 01 2331 0 0 PULTE CORP. COM 745867101 2907 71950 SH DEFINED 01 71950 0 0 PULTE CORP. COM 745867101 8 200 SH DEFINED 01 02 0 200 0 PULTE CORP. COM 745867101 429 10619 SH DEFINED 01 03 0 10619 0 PULTE CORP. COM 745867101 179 4433 SH DEFINED 01 05 0 4433 0 PUMATECH INC COM 745887109 0 92 SH DEFINED 01 92 0 0 PURCHASEPRO.COM INC COM 746144104 3 348 SH DEFINED 01 348 0 0 PURE RES INC COM 74622E102 5 281 SH DEFINED 01 281 0 0 QRS CORP COM 74726X105 376 44257 SH DEFINED 01 44257 0 0 QLOGIC CORP COM 747277101 69 3052 SH DEFINED 01 3052 0 0 QLOGIC CORP COM 747277101 508 22573 SH DEFINED 01 03 0 22573 0 QLOGIC CORP COM 747277101 7 301 SH DEFINED 01 05 0 301 0 QUAKER CHEMICAL CORP COM 747316107 472 26693 SH DEFINED 01 26693 0 0 QUAKER OATS COM 747402105 1405 14342 SH DEFINED 01 14342 0 0 QUAKER OATS COM 747402105 3153 32169 SH DEFINED 01 03 0 32169 0 QUAKER OATS COM 747402105 42 432 SH DEFINED 01 05 0 432 0 QUALCOMM COM 747525103 34085 601943 SH DEFINED 01 601943 0 0 QUALCOMM COM 747525103 10547 186269 SH DEFINED 01 03 0 186269 0 QUALCOMM COM 747525103 140 2478 SH DEFINED 01 05 0 2478 0 QUALCOMM COM 747525103 7135 126000 SH DEFINED 11 12 0 126000 0 QUALCOMM COM 747525103 33652 594300 SH DEFINED 11 12 13 0 594300 0 QUANEX CORP COM 747620102 735 40955 SH DEFINED 01 40955 0 0 QUANTA SERVICES INC COM 74762E102 2254 101003 SH DEFINED 01 101003 0 0 QUANTA SERVICES INC COM 74762E102 80 3600 SH DEFINED 01 05 0 3600 0 QUANTUM CORP COM 747906204 45 3834 SH DEFINED 01 3834 0 0 QUANTUM CORP COM 747906303 4 337 SH DEFINED 01 337 0 0 QUEST DIAGNOSTICS COM 74834L100 989 11126 SH DEFINED 01 11126 0 0 QUEST DIAGNOSTICS COM 74834L100 7998 90000 SH DEFINED 01 05 0 90000 0 QUEST SOFTWARE INC COM 74834T103 8 433 SH DEFINED 01 433 0 0 QUESTAR COM 748356102 33619 1226955 SH DEFINED 01 1226955 0 0 QUICKSILVER INC COM 74838C106 1873 70551 SH DEFINED 01 70551 0 0 QUINTILES TRANSNATIO COM 748767100 279 14826 SH DEFINED 01 14826 0 0 QUINTILES TRANSNATIO COM 748767100 521 27619 SH DEFINED 01 03 0 27619 0 QUINTILES TRANSNATIO COM 748767100 7 379 SH DEFINED 01 05 0 379 0 QUINTUS CORPORATION COM 748798105 0 85 SH DEFINED 01 85 0 0 QUORUM HEALTH COM 749084109 30 1921 SH DEFINED 01 1921 0 0 QUORUM HEALTH COM 749084109 6 380 SH DEFINED 01 02 0 380 0 QWEST COMM INTL INC COM 749121109 77718 2217355 SH DEFINED 01 2217355 0 0 QWEST COMM INTL INC COM 749121109 14324 408677 SH DEFINED 01 03 0 408677 0 QWEST COMM INTL INC COM 749121109 25477 726879 SH DEFINED 01 05 0 726879 0 QWEST COMMUNICATIONS COM 749121109 6390 182300 SH DEFINED 11 12 0 182300 0 QWEST COMMUNICATIONS INTL COM 749121109 32453 925900 SH DEFINED 11 12 13 0 925900 0 RCN CORP COM 749361101 2 357 SH DEFINED 01 357 0 0 RH DONNELLEY CORP COM 74955W307 3814 131509 SH DEFINED 01 131509 0 0 RH DONNELLEY CORP COM 74955W307 5 180 SH DEFINED 01 02 0 180 0 RH DONNELLEY CORP COM 74955W307 168 5800 SH DEFINED 01 05 0 5800 0 RGS ENERGY GROUP INC COM 74956K104 3871 104643 SH DEFINED 01 104643 0 0 RGS ENERGY GROUP INC COM 74956K104 6 170 SH DEFINED 01 02 0 170 0 RLI CORP COM 749607107 1211 29663 SH DEFINED 01 29663 0 0 RLI CORP COM 749607107 6 140 SH DEFINED 01 02 0 140 0 RPM INC OHIO COM 749685103 26 2477 SH DEFINED 01 2477 0 0 RSA SECURITY INC. COM 749719100 8724 353402 SH DEFINED 01 353402 0 0 RSA SECURITY INC. COM 749719100 121 4904 SH DEFINED 01 05 0 4904 0 RTI INTL METALS COM 74973W107 848 63032 SH DEFINED 01 63032 0 0 RF MICRO DEVICES INC COM 749941100 720 61577 SH DEFINED 01 61577 0 0 RADIAN GROUP INC COM 750236101 26435 390161 SH DEFINED 01 390161 0 0 RADIAN GROUP INC COM 750236101 132 1955 SH DEFINED 01 02 0 1955 0 RADIAN GROUP INC COM 750236101 19762 291700 SH DEFINED 01 05 0 291700 0 RADIANT SYSTEMS COM 75025N102 1156 83725 SH DEFINED 01 83725 0 0 RADIO ONE INC COM 75040P108 3689 210044 SH DEFINED 01 210044 0 0 RADIO ONE INC COM 75040P108 7903 450000 SH DEFINED 01 05 0 450000 0 RADIOSHACK CORP COM 750438103 292 7950 SH DEFINED 01 02 0 7950 0 RADIOSHACK CORPORATION COM 750438103 4543 123803 SH DEFINED 01 123803 0 0 RADIOSHACK CORPORATION COM 750438103 2927 79782 SH DEFINED 01 03 0 79782 0 RADIOSHACK CORPORATION COM 750438103 363 9912 SH DEFINED 01 05 0 9912 0 RADISYS COM 750459109 888 52247 SH DEFINED 01 52247 0 0 RAINBOW TECHNOLOGIES COM 750862104 386 77235 SH DEFINED 01 77235 0 0 RAMBUS INC COM 750917106 3 148 SH DEFINED 01 148 0 0 RALCORP HOLDINGS INC COM 751028101 1616 90287 SH DEFINED 01 90287 0 0 RALCORP HOLDINGS INC COM 751028101 4 200 SH DEFINED 01 02 0 200 0 RALSTON PURINA GP COM 751277302 127 4079 SH DEFINED 01 4079 0 0 RALSTON PURINA GP COM 751277302 196 6300 SH DEFINED 01 02 0 6300 0 RALSTON PURINA GP COM 751277302 2368 76008 SH DEFINED 01 03 0 76008 0 RALSTON PURINA GP COM 751277302 31 1010 SH DEFINED 01 05 0 1010 0 LONGHORN STEAK COM 753820109 7 300 SH DEFINED 01 02 0 300 0 RARE HOSPITALITY INT COM 753820109 5642 226815 SH DEFINED 01 226815 0 0 RARE HOSPITALITY INT COM 753820109 4502 181000 SH DEFINED 01 05 0 181000 0 RARE MEDIUM GROUP IN COM 75382N109 0 77 SH DEFINED 01 77 0 0 RATIONAL SOFTWARE COM 75409P202 35937 2024707 SH DEFINED 01 2024707 0 0 RATIONAL SOFTWARE COM 75409P202 62 3512 SH DEFINED 01 02 0 3512 0 RATIONAL SOFTWARE COM 75409P202 10057 566598 SH DEFINED 01 05 0 566598 0 RAYMOND JAMES FIN COM 754730109 7316 263204 SH DEFINED 01 263204 0 0 RAYMOND JAMES FIN COM 754730109 8 300 SH DEFINED 01 02 0 300 0 RAYMOND JAMES FIN COM 754730109 117 4200 SH DEFINED 01 05 0 4200 0 RAYONIER COM 754907103 29 702 SH DEFINED 01 702 0 0 RAYONIER COM 754907103 6 150 SH DEFINED 01 02 0 150 0 RAYOVAC CORP COM 755081106 2 90 SH DEFINED 01 90 0 0 RAYTHEON CO CL B COM 755111408 132 4488 SH DEFINED 01 4488 0 0 RAYTHEON CO CL B COM 755111408 2496 84954 SH DEFINED 01 03 0 84954 0 RAYTHEON CO CL B COM 755111408 33 1119 SH DEFINED 01 05 0 1119 0 RAZORFISH INC COM 755236106 0 421 SH DEFINED 01 421 0 0 READ RITE COM 755246105 282 34000 SH DEFINED 01 0 34000 0 READ RITE COM 755246105 2955 356440 SH DEFINED 01 356440 0 0 READERS DIGEST ASSN COM 755267101 1113 40489 SH DEFINED 01 40489 0 0 REALNETWORKS INC COM 75605L104 26 3621 SH DEFINED 01 3621 0 0 REALITY INCOME CORP COM 756109104 2 89 SH DEFINED 01 89 0 0 RECKSON COM 75621K106 1230 55112 SH DEFINED 01 55112 0 0 RECKSON COM 75621K106 80 3600 SH DEFINED 01 05 0 3600 0 RED HAT COM 756577102 6 958 SH DEFINED 01 958 0 0 REDBACK NETWORKS COM 757209101 14051 1074308 SH DEFINED 01 1074308 0 0 REDBACK NETWORKS COM 757209101 939 71787 SH DEFINED 01 05 0 71787 0 REEBOK INTERNATIONAL COM 758110100 22 858 SH DEFINED 01 858 0 0 REEBOK INTERNATIONAL COM 758110100 7 300 SH DEFINED 01 02 0 300 0 REEBOK INTERNATIONAL COM 758110100 345 13868 SH DEFINED 01 03 0 13868 0 REEBOK INTERNATIONAL COM 758110100 5 188 SH DEFINED 01 05 0 188 0 REGAL BELOIT COM 758750103 1059 63551 SH DEFINED 01 63551 0 0 REGENCY CENTERS CORP COM 758849103 9 373 SH DEFINED 01 373 0 0 REGENERON PHARMACEUT COM 75886F107 5078 228822 SH DEFINED 01 228822 0 0 REGENERON PHARMACEUT COM 75886F107 5 210 SH DEFINED 01 02 0 210 0 REGENERON PHARMACEUT COM 75886F107 111 5000 SH DEFINED 01 05 0 5000 0 REGENERATION TECHNOLOGIES COM 75886N100 77 7200 SH DEFINED 01 7200 0 0 REGIS CORP MINN COM 758932107 1808 123582 SH DEFINED 01 123582 0 0 REGIONS FINL CORP COM 758940100 91 3191 SH DEFINED 01 3191 0 0 REGIONS FINL CORP COM 758940100 1695 59600 SH DEFINED 01 03 0 59600 0 REGIONS FINL CORP COM 758940100 23 804 SH DEFINED 01 05 0 804 0 REGUS ORD COM 759180995 1696 435417 SH DEFINED 01 435417 0 0 REINSURANCE GP OF AM COM 759351109 2371 61542 SH DEFINED 01 61542 0 0 REINSURANCE GP OF AM COM 759351109 146 3800 SH DEFINED 01 05 0 3800 0 RELIANCE 144A GDR COM 759470107 5857 332338 SH DEFINED 01 332338 0 0 RELIANCE 144A GDR COM 759470107 108 6137 SH DEFINED 01 05 0 6137 0 RELIANCE STEEL & ALU COM 759509102 3068 130862 SH DEFINED 01 130862 0 0 RELIANCE STEEL & ALU COM 759509102 4 180 SH DEFINED 01 02 0 180 0 RELIANCE STEEL & ALU COM 759509102 73 3100 SH DEFINED 01 05 0 3100 0 RELIANT ENERGY INC COM 75952J108 2230 49290 SH DEFINED 01 49290 0 0 RELIANT ENERGY INC COM 75952J108 3143 69466 SH DEFINED 01 03 0 69466 0 RELIANT ENERGY INC COM 75952J108 44 970 SH DEFINED 01 05 0 970 0 REMEC INC COM 759543101 2483 248270 SH DEFINED 01 248270 0 0 REMEC INC COM 759543101 4 375 SH DEFINED 01 02 0 375 0 REMEC INC COM 759543101 95 9525 SH DEFINED 01 05 0 9525 0 REMEDY CORP COM 759548100 1789 92948 SH DEFINED 01 92948 0 0 REMINGTON OIL & GAS COM 759594302 897 64914 SH DEFINED 01 64914 0 0 SAMSUNG E MECHANICS COM 759800998 4149 138590 SH DEFINED 01 138590 0 0 SAMSUNG E MECHANICS COM 759800998 77 2560 SH DEFINED 01 05 0 2560 0 RENAL CARE GROUP COM 759930100 3877 144595 SH DEFINED 01 144595 0 0 RENAL CARE GROUP COM 759930100 3 120 SH DEFINED 01 02 0 120 0 RENT-A-CENTER INC COM 76009N100 5 112 SH DEFINED 01 112 0 0 REPUBLIC BANCORP COM 760282103 2 196 SH DEFINED 01 196 0 0 REPUBLIC SRVS CL-A COM 760759100 1205 64273 SH DEFINED 01 64273 0 0 RESMED INC COM 761152107 3809 94281 SH DEFINED 01 94281 0 0 RESMED INC COM 761152107 8 200 SH DEFINED 01 02 0 200 0 RESPIRONICS INC COM 761230101 2842 93189 SH DEFINED 01 93189 0 0 RETAIL EXCHANGE.COM PRF 761270XX0 1100 314286 SH DEFINED 01 314286 0 0 RETAIL EXCHANGE.COM PRF 761270XX0 4400 1257143 SH DEFINED 01 05 0 1257143 0 RETEK INC COM 76128Q109 80 4243 SH DEFINED 01 4243 0 0 REYNOLDS & REYNOLDS COM 761695105 48 2508 SH DEFINED 01 2508 0 0 RJ REYNOLDS TOBACCO COM 76182K105 2386 42528 SH DEFINED 01 42528 0 0 RHYTHMS NETCONNECT COM 762430205 0 344 SH DEFINED 01 344 0 0 RICHMOND CNTY FINAN COM 764556106 3 109 SH DEFINED 01 109 0 0 RICHMOND CNTY FINAN COM 764556106 8 270 SH DEFINED 01 02 0 270 0 RIGGS NATL CORP WASH COM 766570105 1363 85887 SH DEFINED 01 85887 0 0 RIGHTCHOICE MANAGED COM 76657T102 3 80 SH DEFINED 01 02 0 80 0 RIO TINTO PLC REG COM 767208994 20043 1150844 SH DEFINED 01 1150844 0 0 RIO TINTO PLC REG COM 767208994 23846 1369212 SH DEFINED 01 05 0 1369212 0 RITE AID COM 767754104 161 24000 SH DEFINED 01 0 24000 0 RITE AID COM 767754104 8 1124 SH DEFINED 01 1124 0 0 RIVERSTONE NETWORKS COM 769320102 23 2500 SH DEFINED 01 2500 0 0 ROADWAY EXPRESS COM 769742107 1286 58439 SH DEFINED 01 58439 0 0 ROADWAY EXPRESS COM 769742107 3 150 SH DEFINED 01 02 0 150 0 ROBBINS & MYERS INC RBN COM 770196103 851 33228 SH DEFINED 01 33228 0 0 ROBERT HALF INTL INC COM 770323103 117270 5246955 SH DEFINED 01 5246955 0 0 ROBERT HALF INTL INC COM 770323103 20375 911756 SH DEFINED 01 02 0 911756 0 ROBERT HALF INTL INC COM 770323103 4922 220233 SH DEFINED 01 03 0 220233 0 ROBERT HALF INTL INC COM 770323103 22904 1024784 SH DEFINED 01 05 0 1024784 0 ROBOTIC VISION SERV COM 771074101 260 106576 SH DEFINED 01 106576 0 0 ROCKWELL INT CORP COM 773903109 3544 97510 SH DEFINED 01 97510 0 0 ROCKWELL INT CORP COM 773903109 1616 44455 SH DEFINED 01 03 0 44455 0 ROCKWELL INT CORP COM 773903109 22 604 SH DEFINED 01 05 0 604 0 ROGERS CORP COM 775133101 1617 45530 SH DEFINED 01 45530 0 0 ROHM COMPANY COM 775300999 22070 131700 SH DEFINED 01 131700 0 0 ROHM COMPANY COM 775300999 1793 10700 SH DEFINED 01 03 0 10700 0 ROHM COMPANY COM 775300999 27298 162900 SH DEFINED 01 05 0 162900 0 ROHM & HAAS CO COM 775371107 89 2893 SH DEFINED 01 2893 0 0 ROHM & HAAS CO COM 775371107 1658 53802 SH DEFINED 01 03 0 53802 0 ROHM & HAAS CO COM 775371107 22 723 SH DEFINED 01 05 0 723 0 ROLLINS COM 775711104 13 679 SH DEFINED 01 679 0 0 ROPER INC NEW COM 776696106 5681 158674 SH DEFINED 01 158674 0 0 ROPER INC NEW COM 776696106 88 2450 SH DEFINED 01 05 0 2450 0 ROSLYN BANCORP INC COM 778162107 36 1630 SH DEFINED 01 1630 0 0 ROSLYN BANCORP INC COM 778162107 7 300 SH DEFINED 01 02 0 300 0 ROSS STORES COM 778296103 42 2252 SH DEFINED 01 2252 0 0 ROUSE CO COM 779273101 6 221 SH DEFINED 01 221 0 0 ROWAN COMPANIES INC COM 779382100 35 1253 SH DEFINED 01 1253 0 0 ROWAN COMPANIES INC COM 779382100 596 21677 SH DEFINED 01 03 0 21677 0 ROWAN COMPANIES INC COM 779382100 9 310 SH DEFINED 01 05 0 310 0 ROYAL APPLIANCE COM 780076105 167 42850 SH DEFINED 01 42850 0 0 ROYAL BANK OF CANADA COM 780087995 5809 193870 SH DEFINED 01 193870 0 0 ROYAL BANK OF CANADA COM 780087995 9756 325600 SH DEFINED 01 05 0 325600 0 ROYAL DUTCH PETROLEUM ADR COM 780257804 1312 23671 SH DEFINED 01 23671 0 0 ROYAL DUTCH PETROLEUM ADR COM 780257804 29463 531443 SH DEFINED 01 03 0 531443 0 ROYAL DUTCH PETROLEUM ADR COM 780257804 389 7022 SH DEFINED 01 05 0 7022 0 ROYAL DUTCH PET (BR) COM 780257994 19103 343067 SH DEFINED 01 343067 0 0 ROYAL DUTCH PET (BR) COM 780257994 12520 224842 SH DEFINED 01 03 0 224842 0 ROYAL DUTCH PET (BR) COM 780257994 24777 444962 SH DEFINED 01 05 0 444962 0 ROYCE VALUE TRUST COM 780910105 38 2675 SH DEFINED 01 02 0 2675 0 RSL COMM WT 11/15/06 COM 781076112 1 9500 SH DEFINED 01 9500 0 0 RSL COMM WT 11/15/06 COM 781076112 0 1250 SH DEFINED 01 05 0 1250 0 RUBY TUESDAY INC COM COM 781182100 3747 191076 SH DEFINED 01 191076 0 0 RUDDICK CORP COM 781258108 14 1044 SH DEFINED 01 1044 0 0 RUDOLPH TECHNOLOGIES COM 781270103 80 2300 SH DEFINED 01 2300 0 0 RURAL CELLULAR COM 781904107 2 80 SH DEFINED 01 02 0 80 0 RURAL CELLULAR CORP PRF 781904404 17379 22570 SH DEFINED 01 22570 0 0 RURAL CELLULAR CORP PRF 781904404 420 546 SH DEFINED 01 02 0 546 0 RURAL CELLULAR CORP PRF 781904404 3846 4995 SH DEFINED 01 05 0 4995 0 RUSS BERRIE & CO COM 782233100 1517 60119 SH DEFINED 01 60119 0 0 RUSSELL CORP COM 782352108 1803 96410 SH DEFINED 01 96410 0 0 RYANAIR HOLDINGS ADR COM 783513104 14462 325000 SH DEFINED 01 05 0 325000 0 RYANS FAMILY STEAK COM 783519101 1024 96386 SH DEFINED 01 96386 0 0 RYANS FAMILY STEAK COM 783519101 4 390 SH DEFINED 01 02 0 390 0 RYDER SYSTEM COM 783549108 12 663 SH DEFINED 01 663 0 0 RYDER SYSTEM COM 783549108 254 14116 SH DEFINED 01 03 0 14116 0 RYDER SYSTEM COM 783549108 4 196 SH DEFINED 01 05 0 196 0 RYERSON TULL INC COM 78375P107 7 649 SH DEFINED 01 649 0 0 RYLAND GROUP INC COM 783764103 1658 39950 SH DEFINED 01 39950 0 0 RYLAND GROUP INC COM 783764103 5 110 SH DEFINED 01 02 0 110 0 SAP PREFERRED COM 783769987 41617 363119 SH DEFINED 01 363119 0 0 SAP PREFERRED COM 783769987 20834 181781 SH DEFINED 01 05 0 181781 0 S&T BANCORP INC COM 783859101 2 87 SH DEFINED 01 87 0 0 SBC COMMUNICATIONS COM 78387G103 283988 6363156 SH DEFINED 01 6363156 0 0 SBC COMMUNICATIONS COM 78387G103 40368 904538 SH DEFINED 01 02 0 904538 0 SBC COMMUNICATIONS COM 78387G103 43918 984047 SH DEFINED 01 03 0 984047 0 SBC COMMUNICATIONS COM 78387G103 73926 1656416 SH DEFINED 01 05 0 1656416 0 SBS TECH INC COM 78387P103 2421 162700 SH DEFINED 01 162700 0 0 SBS TECH INC COM 78387P103 4 290 SH DEFINED 01 02 0 290 0 SBS TECH INC COM 78387P103 95 6400 SH DEFINED 01 05 0 6400 0 SBA COMMUNICATIONS COM 78388J106 1 73 SH DEFINED 01 73 0 0 SBA COMMUNICATIONS COM 78388J106 2 100 SH DEFINED 01 02 0 100 0 SCI SYSTEMS INC COM 783890106 64 3523 SH DEFINED 01 3523 0 0 SCM MICROSYSTEMS INC COM 784018103 708 45832 SH DEFINED 01 45832 0 0 SCP POOL CORP COM 784028102 1666 51268 SH DEFINED 01 51268 0 0 SCP POOL CORP COM 784028102 3 100 SH DEFINED 01 02 0 100 0 SCPIE HOLDINGS INC COM 78402P104 573 28251 SH DEFINED 01 28251 0 0 SEI INVESTMENTS CO COM 784117103 81 2600 SH DEFINED 01 02 0 2600 0 SEI INVESTMENTS COMPANY COM 784117103 81 2619 SH DEFINED 01 2619 0 0 STMICROELECTRONICS ORD FR;SG COM 784214991 25957 743364 SH DEFINED 01 743364 0 0 STMICROELECTRONICS ORD FR;SG COM 784214991 9116 261076 SH DEFINED 01 03 0 261076 0 STMICROELECTRONICS ORD FR;SG COM 784214991 25724 736705 SH DEFINED 01 05 0 736705 0 SGW HOLDINGS WARRANT 2/1/07 COM 78422P118 3 2750 SH DEFINED 01 2750 0 0 SGW HOLDINGS WARRANT 2/1/07 COM 78422P118 0 250 SH DEFINED 01 05 0 250 0 SGW HOLDINGS 12.50% 8-1-0 PRF 78422P209 1635 163509 SH DEFINED 01 163509 0 0 SGW HOLDINGS 12.50% 8-1-0 PRF 78422P209 149 14858 SH DEFINED 01 05 0 14858 0 SGW HOLDINGS 0.00% PFDCVT SE PRF 78422P993 435 87091 SH DEFINED 01 87091 0 0 SGW HOLDINGS 0.00% PFDCVT SE PRF 78422P993 48 9677 SH DEFINED 01 05 0 9677 0 SI FINANCING TRUST 06 30 20 PRF 784252207 18648 740000 SH DEFINED 01 740000 0 0 SL GREEN REALTY COM 78440X101 1864 67904 SH DEFINED 01 67904 0 0 SL GREEN REALTY COM 78440X101 115 4200 SH DEFINED 01 05 0 4200 0 SLI INC COM 78442T108 877 105101 SH DEFINED 01 105101 0 0 SPS TECHNOLOGIES COM 784626103 1738 38569 SH DEFINED 01 38569 0 0 S&P 500 DEP RECPT COM 78462F103 47593 407852 SH DEFINED 01 407852 0 0 S&P 500 DEP RECPT COM 78462F103 2304 19748 SH DEFINED 01 05 0 19748 0 STANDARD & POORS 500 INDEX COM 78462F103 3641 31200 SH DEFINED 11 12 0 31200 0 STANDARD & POORS 500 INDEX COM 78462F103 45357 388700 SH DEFINED 11 12 13 0 388700 0 SPSS INC COM 78462K102 696 41100 SH DEFINED 01 41100 0 0 SPX CORP COM 784635104 883 9735 SH DEFINED 01 9735 0 0 S1 CORPORATION COM 78463B101 1 76 SH DEFINED 01 76 0 0 SABRE HOLDINGS CORP COM 785905100 80 1750 SH DEFINED 01 1750 0 0 SABRE HOLDINGS CORP COM 785905100 1415 30657 SH DEFINED 01 03 0 30657 0 SABRE HOLDINGS CORP COM 785905100 20 434 SH DEFINED 01 05 0 434 0 SAFECO CORP COM 786429100 58112 2061620 SH DEFINED 01 2061620 0 0 SAFECO CORP COM 786429100 2279 80857 SH DEFINED 01 03 0 80857 0 SAFECO CORP COM 786429100 585 20742 SH DEFINED 01 05 0 20742 0 SAFEGUARD SCIENTIFIC COM 786449108 3 555 SH DEFINED 01 555 0 0 SAFEWAY INC. COM 786514208 31104 564000 SH DEFINED 01 0 564000 0 SAFEWAY INC. COM 786514208 990319 17956803 SH DEFINED 01 17956803 0 0 SAFEWAY INC. COM 786514208 163243 2959813 SH DEFINED 01 02 0 2959813 0 SAFEWAY INC. COM 786514208 10819 196160 SH DEFINED 01 03 0 196160 0 SAFEWAY INC. COM 786514208 282883 5129335 SH DEFINED 01 05 0 5129335 0 ST JOE PAPER CORP COM 790148100 10 430 SH DEFINED 01 430 0 0 ADVANCED MICRO DEVICES COM 7903107 25394 956818 SH DEFINED 11 12 13 0 956818 0 ST JUDE MEDICAL COM 790849103 61 1129 SH DEFINED 01 1129 0 0 ST JUDE MEDICAL COM 790849103 1123 20848 SH DEFINED 01 03 0 20848 0 ST JUDE MEDICAL COM 790849103 8631 160279 SH DEFINED 01 05 0 160279 0 ST MARY LD & EXPL COM 792228108 1588 68292 SH DEFINED 01 68292 0 0 ST PAUL COMPANIES COM 792860108 1986 45085 SH DEFINED 01 45085 0 0 ST PAUL COMPANIES COM 792860108 2512 57030 SH DEFINED 01 03 0 57030 0 ST PAUL COMPANIES COM 792860108 32 717 SH DEFINED 01 05 0 717 0 SAKS INC COM 79377W108 47 3571 SH DEFINED 01 3571 0 0 SALTON INC COM 795757103 3093 203490 SH DEFINED 01 203490 0 0 SALTON INC COM 795757103 2 100 SH DEFINED 01 02 0 100 0 SALTON INC COM 795757103 88 5800 SH DEFINED 01 05 0 5800 0 SAMSUNG DISP. DEVICE COM 796600997 2422 59700 SH DEFINED 01 59700 0 0 SAMSUNG DISP. DEVICE COM 796600997 45 1100 SH DEFINED 01 05 0 1100 0 SAMSUNG ELECTRONICS COM 796611994 59950 383630 SH DEFINED 01 383630 0 0 SAMSUNG ELECTRONICS COM 796611994 59651 381710 SH DEFINED 01 05 0 381710 0 SAN DIEGO G&E $25 PRF 797440831 1432 59500 SH DEFINED 01 04 0 59500 0 SAN PAOLO-IMI SPA IT;SPI/EU COM 798200994 5673 419698 SH DEFINED 01 03 0 419698 0 SANCHEZ COMP ASS INC COM 799702105 1 70 SH DEFINED 01 70 0 0 SAN-DISK COM 80004C101 462 22685 SH DEFINED 01 22685 0 0 SANDVIK AB-A SHS COM 800200990 3156 172303 SH DEFINED 01 03 0 172303 0 SANMINA CORP COM 800907107 91389 4671635 SH DEFINED 01 4671635 0 0 SANMINA CORP COM 800907107 26963 1378166 SH DEFINED 01 02 0 1378166 0 SANMINA CORP COM 800907107 3193 163205 SH DEFINED 01 03 0 163205 0 SANMINA CORP COM 800907107 44972 2298897 SH DEFINED 01 05 0 2298897 0 SANGSTAT MEDICAL CP COM 801003104 1 83 SH DEFINED 01 83 0 0 BANCO SANTANDER ADR COM 802809103 2 129 SH DEFINED 01 129 0 0 SAPIENT COM 803062108 14 1934 SH DEFINED 01 1934 0 0 SAPIENT COM 803062108 211 29301 SH DEFINED 01 03 0 29301 0 SAPIENT COM 803062108 3 399 SH DEFINED 01 05 0 399 0 SAPPI LTD ORD ZA;SAP/SA COM 803110998 3445 438000 SH DEFINED 01 438000 0 0 SAPPI LTD ORD ZA;SAP/SA COM 803110998 62 7900 SH DEFINED 01 05 0 7900 0 SARA LEE CORP COM 803111103 238 11001 SH DEFINED 01 11001 0 0 SARA LEE CORP COM 803111103 4474 207300 SH DEFINED 01 03 0 207300 0 SARA LEE CORP COM 803111103 59 2720 SH DEFINED 01 05 0 2720 0 SASOL LTD ADR COM 803866300 2762 329790 SH DEFINED 01 02 0 329790 0 SASOL ORD COM 803900992 4146 504000 SH DEFINED 01 504000 0 0 SASOL ORD COM 803900992 79 9600 SH DEFINED 01 05 0 9600 0 SAVVIS COMM CORP COM 805423100 0 229 SH DEFINED 01 229 0 0 SAWTEK INC COM 805468105 22 1236 SH DEFINED 01 1236 0 0 SCANA CORP COM 80589M102 70 2605 SH DEFINED 01 2605 0 0 HENRY SCHEIN INC COM 806407102 7 204 SH DEFINED 01 204 0 0 SCHERING PLOUGH COM 806605101 9535 261000 SH DEFINED 01 0 261000 0 SCHERING PLOUGH COM 806605101 297026 8131012 SH DEFINED 01 8131012 0 0 SCHERING PLOUGH COM 806605101 65080 1781413 SH DEFINED 01 02 0 1781413 0 SCHERING PLOUGH COM 806605101 13412 367155 SH DEFINED 01 03 0 367155 0 SCHERING PLOUGH COM 806605101 114035 3121660 SH DEFINED 01 05 0 3121660 0 SCHLUMBERGER LTD COM 806857108 162162 2814797 SH DEFINED 01 2814797 0 0 SCHLUMBERGER LTD COM 806857108 51378 891799 SH DEFINED 01 02 0 891799 0 SCHLUMBERGER LTD COM 806857108 10852 188359 SH DEFINED 01 03 0 188359 0 SCHLUMBERGER LTD COM 806857108 102566 1780324 SH DEFINED 01 05 0 1780324 0 SCHOLASTIC CORP COM 807066105 3496 96968 SH DEFINED 01 96968 0 0 SCHOLASTIC CORP COM 807066105 7 200 SH DEFINED 01 02 0 200 0 SCHOLASTIC CORP COM 807066105 141 3904 SH DEFINED 01 05 0 3904 0 SCHOOL SPECIALTY INC COM 807863105 1139 52811 SH DEFINED 01 52811 0 0 SCHULMAN (A.) INC COM 808194104 8 666 SH DEFINED 01 666 0 0 UBS AG REGISTERED CH;UBS.N/ COM 808411995 64567 446664 SH DEFINED 01 446664 0 0 UBS AG REGISTERED CH;UBS.N/ COM 808411995 15175 104973 SH DEFINED 01 03 0 104973 0 UBS AG REGISTERED CH;UBS.N/ COM 808411995 51006 352849 SH DEFINED 01 05 0 352849 0 SCHWAB CHARLES CORP COM 808513105 231 15000 SH DEFINED 01 0 15000 0 SCHWAB CHARLES CORP COM 808513105 42243 2739461 SH DEFINED 01 2739461 0 0 SCHWAB CHARLES CORP COM 808513105 74862 4854778 SH DEFINED 01 02 0 4854778 0 SCHWAB CHARLES CORP COM 808513105 5750 372914 SH DEFINED 01 03 0 372914 0 SCHWAB CHARLES CORP COM 808513105 17326 1123655 SH DEFINED 01 05 0 1123655 0 SCHWEITZER MAUDUIT COM 808541106 798 45216 SH DEFINED 01 45216 0 0 SCIENT COM 80864H109 0 110 SH DEFINED 01 110 0 0 SCIENTIFIC ATLANTA COM 808655104 712 17122 SH DEFINED 01 17122 0 0 SCIENTIFIC ATLANTA COM 808655104 1658 39857 SH DEFINED 01 03 0 39857 0 SCIENTIFIC ATLANTA COM 808655104 22 530 SH DEFINED 01 05 0 530 0 SCIQUEST.COM INC COM 80908Q107 0 82 SH DEFINED 01 82 0 0 SCOTT TECHNOLOGIES COM 810022301 1133 51221 SH DEFINED 01 51221 0 0 SCOTTS CO CLA COM 810186106 3280 86195 SH DEFINED 01 86195 0 0 SCRIPPS CO (E.W) CLA COM 811054204 10 172 SH DEFINED 01 172 0 0 SEACHANGE INTL INC COM 811699107 1 78 SH DEFINED 01 78 0 0 SEACOR SMIT INC COM 811904101 2322 51374 SH DEFINED 01 51374 0 0 SEACOR SMIT INC COM 811904101 5 100 SH DEFINED 01 02 0 100 0 SEALED AIR CORP COM 81211K100 775 23258 SH DEFINED 01 23258 0 0 SEALED AIR CORP COM 81211K100 682 20466 SH DEFINED 01 03 0 20466 0 SEALED AIR CORP COM 81211K100 9 275 SH DEFINED 01 05 0 275 0 SEARS ROEBUCK & CO COM 812387108 12853 364431 SH DEFINED 01 364431 0 0 SEARS ROEBUCK & CO COM 812387108 3565 101077 SH DEFINED 01 03 0 101077 0 SEARS ROEBUCK & CO COM 812387108 39 1100 SH DEFINED 01 05 0 1100 0 AMEX CONSUMER STAPLE COM 81369Y308 25 1017 SH DEFINED 01 02 0 1017 0 AMEX ENERGY SELECT S COM 81369Y506 11 355 SH DEFINED 01 02 0 355 0 AMEX FINANCIAL SELEC COM 81369Y605 23 860 SH DEFINED 01 02 0 860 0 AMEX TECHNOOGY SELEC COM 81369Y803 2 100 SH DEFINED 01 02 0 100 0 SECURE CO COM 813705100 991 103000 SH DEFINED 01 103000 0 0 SECURE CO COM 813705100 3 300 SH DEFINED 01 02 0 300 0 SECURITY CAPITAL GROUP-B COM 81413P204 3 142 SH DEFINED 01 142 0 0 SEEBEYOND TECHNOLOGY CORP COM 815704101 2 172 SH DEFINED 01 172 0 0 SEITEL INC COM 816074306 1368 73547 SH DEFINED 01 73547 0 0 SELECTIVE INS GROUP COM 816300107 1816 78144 SH DEFINED 01 78144 0 0 SEMICONDUCTOR HLD TR COM 816636203 1 33 SH DEFINED 01 02 0 33 0 SEMTECH CORP COM 816850101 153 5202 SH DEFINED 01 5202 0 0 SEMPRA ENERGY COM 816851109 62 2643 SH DEFINED 01 2643 0 0 SEMPRA ENERGY COM 816851109 1175 50470 SH DEFINED 01 03 0 50470 0 SEMPRA ENERGY COM 816851109 16 673 SH DEFINED 01 05 0 673 0 SENSIENT TECH COM 81725T100 34 1487 SH DEFINED 01 1487 0 0 SENSIENT TECH COM 81725T100 4 170 SH DEFINED 01 02 0 170 0 SENSORMATIC ELECT COM 817265101 4981 262202 SH DEFINED 01 262202 0 0 SENSORMATIC ELECT COM 817265101 7 360 SH DEFINED 01 02 0 360 0 SENSORMATIC ELECT COM 817265101 190 10000 SH DEFINED 01 05 0 10000 0 SEPRACOR INC COM 817315104 3676 114878 SH DEFINED 01 114878 0 0 SEPRACOR INC COM 817315104 35 1108 SH DEFINED 01 02 0 1108 0 SEPRACOR INC COM 817315104 2407 75200 SH DEFINED 01 05 0 75200 0 SEQUA CORP -CL A COM 817320104 9 234 SH DEFINED 01 234 0 0 SEQUENOM INC COM 817337108 1 61 SH DEFINED 01 61 0 0 SERENA SOFTWARE INC COM 817492101 1 128 SH DEFINED 01 128 0 0 SERVICE CORP INTL COM 817565104 144 30266 SH DEFINED 01 30266 0 0 SERVICEMASTER CO COM 81760N109 5 485 SH DEFINED 01 485 0 0 7-ELEVEN INC COM 817826209 2 183 SH DEFINED 01 183 0 0 SHAW GROUP INC COM 820280105 44659 956088 SH DEFINED 01 956088 0 0 SHAW GROUP INC COM 820280105 253 5411 SH DEFINED 01 02 0 5411 0 SHAW GROUP INC COM 820280105 37984 813200 SH DEFINED 01 05 0 813200 0 SHERWIN WILLIAMS COM 824348106 52 2044 SH DEFINED 01 2044 0 0 SHERWIN WILLIAMS COM 824348106 993 38990 SH DEFINED 01 03 0 38990 0 SHERWIN WILLIAMS COM 824348106 13 528 SH DEFINED 01 05 0 528 0 SHOPKO STORES COM 824911101 3056 381901 SH DEFINED 01 381901 0 0 SHOPKO STORES COM 824911101 3 410 SH DEFINED 01 02 0 410 0 SHOPKO STORES COM 824911101 91 11400 SH DEFINED 01 05 0 11400 0 SHURGARD STORAGE CTR COM 82567D104 2 84 SH DEFINED 01 84 0 0 GENSIA PHARMACEUTICS INC COM 825846108 6 444 SH DEFINED 01 444 0 0 SIEBEL SYSTEMS COM 826170102 91114 3349791 SH DEFINED 01 3349791 0 0 SIEBEL SYSTEMS COM 826170102 13 464 SH DEFINED 01 02 0 464 0 SIEBEL SYSTEMS COM 826170102 3700 136058 SH DEFINED 01 03 0 136058 0 SIEBEL SYSTEMS COM 826170102 27648 1016481 SH DEFINED 01 05 0 1016481 0 SIEMENS COM 826197105 3151 30651 SH DEFINED 01 30651 0 0 SIEMENS COM 826197105 3572 34742 SH DEFINED 01 03 0 34742 0 SIERRA HEALTH SERVIC COM 826322109 376 82480 SH DEFINED 01 82480 0 0 SIERRA PACIFIC RESOURCES - NEW COM 826428104 32 2163 SH DEFINED 01 2163 0 0 SIGMA-ALDRICH COM 826552101 57499 1201013 SH DEFINED 01 1201013 0 0 SIGMA-ALDRICH COM 826552101 9228 192752 SH DEFINED 01 02 0 192752 0 SIGMA-ALDRICH COM 826552101 6964 145458 SH DEFINED 01 03 0 145458 0 SIGMA-ALDRICH COM 826552101 12 254 SH DEFINED 01 05 0 254 0 SIGNALSOFT CORP COM 82668M102 1181 150000 SH DEFINED 01 150000 0 0 SIGNALSOFT RESTRICTED COM 82668M961 494 78347 SH DEFINED 01 78347 0 0 SIGNALSOFT RESTRICTED COM 82668M961 987 156693 SH DEFINED 01 05 0 156693 0 SIGNALSOFT RESTRICTED COM 82668M979 555 78347 SH DEFINED 01 78347 0 0 SIGNALSOFT RESTRICTED COM 82668M979 1110 156693 SH DEFINED 01 05 0 156693 0 SIGNALSOFT RESTRICTED COM 82668M987 617 78347 SH DEFINED 01 78347 0 0 SIGNALSOFT RESTRICTED COM 82668M987 1234 156693 SH DEFINED 01 05 0 156693 0 SIGNALSOFT RESTRICTED COM 82668M995 3360 609553 SH DEFINED 01 609553 0 0 SIGNALSOFT RESTRICTED COM 82668M995 6720 1219110 SH DEFINED 01 05 0 1219110 0 SILICON GRAPHICS INC COM 827056102 94 23843 SH DEFINED 01 23843 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 3840 163370 SH DEFINED 01 163370 0 0 SILICON VALLEY BANCSHARES COM 827064106 128 5467 SH DEFINED 01 05 0 5467 0 SILICON VALLEY BKSHR COM 827064106 5 200 SH DEFINED 01 02 0 200 0 SILICON VALLEY GROUP COM 827066101 5515 200533 SH DEFINED 01 200533 0 0 SILICON VALLEY GROUP COM 827066101 8 260 SH DEFINED 01 02 0 260 0 SILICON VALLEY GROUP COM 827066101 110 4000 SH DEFINED 01 05 0 4000 0 SILICONIX INC COM 827079203 5 173 SH DEFINED 01 173 0 0 SILOCONWARE PRECISION -ADR COM 827084864 32 8000 SH DEFINED 01 05 0 8000 0 SILVERSTREAM SOFTWA COM 827907106 1 62 SH DEFINED 01 62 0 0 SIMON PROPERTY GROUP COM 828806109 10 377 SH DEFINED 01 377 0 0 SIMPSON MANUFAC COM 829073105 1904 38624 SH DEFINED 01 38624 0 0 SINCLAIR BROADCASTIN COM 829226109 1 190 SH DEFINED 01 190 0 0 SINCLAIR CAP PFD 11.625 3/ PRF 829230408 11760 140000 SH DEFINED 01 140000 0 0 SINCLAIR CAP PFD 11.625 3/ PRF 829230408 4200 50000 SH DEFINED 01 05 0 50000 0 SINGAPORE TECH ENGINEERING LTD COM 829298991 4864 3326441 SH DEFINED 01 03 0 3326441 0 SIRIUS SATELLITE RADIO INC COM 82966U103 1558 125274 SH DEFINED 01 125274 0 0 SITEL CORP COM 82980K107 501 179000 SH DEFINED 01 179000 0 0 SITEL CORP COM 82980K107 1 300 SH DEFINED 01 02 0 300 0 SITEL CORP COM 82980K107 18 6600 SH DEFINED 01 05 0 6600 0 SIG FLAGS INC COM 83001P109 39 2031 SH DEFINED 01 2031 0 0 SK TELECOM COM 830530994 2468 17950 SH DEFINED 01 17950 0 0 SK TELECOM COM 830530994 45 330 SH DEFINED 01 05 0 330 0 SKETCHERS USA COM 830566105 3036 126500 SH DEFINED 01 126500 0 0 SKETCHERS USA COM 830566105 4 150 SH DEFINED 01 02 0 150 0 SKETCHERS USA COM 830566105 106 4400 SH DEFINED 01 05 0 4400 0 SKILLSOFT CORPORATION COM 83066P101 82 3500 SH DEFINED 01 3500 0 0 SKY FINL GROUP INC COM 83080P103 7 394 SH DEFINED 01 394 0 0 SKYLINE COM 830830105 546 25308 SH DEFINED 01 25308 0 0 SKYMALL, INC. COM 830859104 64 34300 SH DEFINED 01 34300 0 0 SKYWEST INC COM 830879102 22565 970534 SH DEFINED 01 970534 0 0 SKYWEST INC COM 830879102 78964 3396360 SH DEFINED 01 02 0 3396360 0 SKYWEST INC COM 830879102 3009 129400 SH DEFINED 01 03 0 129400 0 SKYWEST INC COM 830879102 5917 254504 SH DEFINED 01 05 0 254504 0 SMARTFORCE PLC ADR COM 83170A206 100 4500 SH DEFINED 01 4500 0 0 SMITH (A O) CORP COM 831865209 1391 71242 SH DEFINED 01 71242 0 0 SMITH INTL COM 832110100 85 1214 SH DEFINED 01 1214 0 0 SMITH CHARLES & RESD COM 832197107 2532 55659 SH DEFINED 01 55659 0 0 SMITH CHARLES & RESD COM 832197107 155 3400 SH DEFINED 01 05 0 3400 0 SMITHFIELD FOODS INC COM 832248108 9712 298814 SH DEFINED 01 298814 0 0 SMITHFIELD FOODS INC COM 832248108 9 270 SH DEFINED 01 02 0 270 0 SMITHFIELD FOODS INC COM 832248108 181 5579 SH DEFINED 01 05 0 5579 0 SMTC CORP COM 832682108 66 22000 SH DEFINED 01 22000 0 0 SMUCKER J.M. CO COM 832696306 17 645 SH DEFINED 01 645 0 0 SMURFIT STONE CONTNR COM 832727101 733 55033 SH DEFINED 01 55033 0 0 CIRCLE.COM COM 832914204 4 4500 SH DEFINED 01 0 4500 0 CIRCLE.COM COM 832914204 0 38 SH DEFINED 01 38 0 0 SNAP ON INC COM 833034101 2768 95041 SH DEFINED 01 95041 0 0 SNAP ON INC COM 833034101 7 230 SH DEFINED 01 02 0 230 0 SNAP ON INC COM 833034101 386 13257 SH DEFINED 01 03 0 13257 0 SNAP ON INC COM 833034101 140 4791 SH DEFINED 01 05 0 4791 0 SODEXHO MARRIOTT COM 833793102 3 114 SH DEFINED 01 114 0 0 SOLA INTL COM 834092108 645 71586 SH DEFINED 01 71586 0 0 SOLECTRON CORP COM 834182107 9754 513100 SH DEFINED 01 0 513100 0 SOLECTRON CORP COM 834182107 202158 10634398 SH DEFINED 01 10634398 0 0 SOLECTRON CORP COM 834182107 24547 1291391 SH DEFINED 01 02 0 1291391 0 SOLECTRON CORP COM 834182107 5691 299342 SH DEFINED 01 03 0 299342 0 SOLECTRON CORP COM 834182107 90865 4779895 SH DEFINED 01 05 0 4779895 0 SOLUTIA INC COM 834376105 85 6889 SH DEFINED 01 6889 0 0 SOLUTIA INC COM 834376105 76 6200 SH DEFINED 01 02 0 6200 0 SONIC CORP COM 835451105 2000 79816 SH DEFINED 01 79816 0 0 S3 INCORPORATED COM 83546Q109 1328 279625 SH DEFINED 01 279625 0 0 SONICWALL INC COM 835470105 2485 203956 SH DEFINED 01 203956 0 0 SONICWALL INC COM 835470105 3 220 SH DEFINED 01 02 0 220 0 SONICWALL INC COM 835470105 85 7000 SH DEFINED 01 05 0 7000 0 SONOCO PRODUCTS COM 835495102 54 2510 SH DEFINED 01 2510 0 0 SONY CORP ORD JP;6758 COM 835699109 44714 629600 SH DEFINED 01 629600 0 0 SONY CORP ORD JP;6758 COM 835699109 3658 51500 SH DEFINED 01 03 0 51500 0 SONY CORP ORD JP;6758 COM 835699109 33670 474100 SH DEFINED 01 05 0 474100 0 SONY CORP ADRS COM 835699307 245650 3400000 SH DEFINED 01 3400000 0 0 SONY CORP ADRS COM 835699307 34 464 SH DEFINED 01 02 0 464 0 SONY CORP ADRS COM 835699307 16795 232455 SH DEFINED 01 05 0 232455 0 SORRENTO NETWORKS CORPORATION COM 83586Q100 64 10332 SH DEFINED 01 10332 0 0 SOTHEBYS HLD CL-A COM 835898107 27 1473 SH DEFINED 01 1473 0 0 SONUS NETWORKS INC COM 835916107 3799 190400 SH DEFINED 01 190400 0 0 SONUS NETWORKS INC COM 835916107 23 1128 SH DEFINED 01 02 0 1128 0 SONUS NETWORKS INC COM 835916107 3438 172300 SH DEFINED 01 05 0 172300 0 SOUTH FINANCIAL GROUP COM 837841105 1861 130639 SH DEFINED 01 130639 0 0 SOUTH AFRICA BREW COM 839900990 3080 470000 SH DEFINED 01 470000 0 0 SOUTH AFRICA BREW COM 839900990 61 9300 SH DEFINED 01 05 0 9300 0 SO CA EDISON $100 PRF 842400780 1661 25000 SH DEFINED 01 0 25000 0 SO CA EDISON $100 PRF 842400780 11283 169750 SH DEFINED 01 04 0 169750 0 SOUTHERN CO. COM 842587107 35405 1008976 SH DEFINED 01 1008976 0 0 SOUTHERN CO. COM 842587107 5960 169843 SH DEFINED 01 03 0 169843 0 SOUTHERN CO. COM 842587107 78 2225 SH DEFINED 01 05 0 2225 0 SO INDIANA G&E 100 PRF 8431634@2 7463 75000 SH DEFINED 01 04 0 75000 0 SOUTHERN UNION CO COM 844030106 3239 154229 SH DEFINED 01 154229 0 0 SOUTHTRUST CORP COM 844730101 26797 585731 SH DEFINED 01 585731 0 0 SOUTHTRUST CORP COM 844730101 174 3806 SH DEFINED 01 02 0 3806 0 SOUTHTRUST CORP COM 844730101 1879 41067 SH DEFINED 01 03 0 41067 0 SOUTHTRUST CORP COM 844730101 26560 580554 SH DEFINED 01 05 0 580554 0 SOUTHWEST AIRLINES COM 844741108 476867 26865728 SH DEFINED 01 26865728 0 0 SOUTHWEST AIRLINES COM 844741108 1003 56435 SH DEFINED 01 02 0 56435 0 SOUTHWEST AIRLINES COM 844741108 3363 189487 SH DEFINED 01 03 0 189487 0 SOUTHWEST AIRLINES COM 844741108 123421 6953269 SH DEFINED 01 05 0 6953269 0 SW BANCORP OF TX COM 84476R109 6399 203948 SH DEFINED 01 203948 0 0 SW BANCORP OF TX COM 84476R109 7 220 SH DEFINED 01 02 0 220 0 SW BANCORP OF TX COM 84476R109 163 5200 SH DEFINED 01 05 0 5200 0 SOUTHWEST GAS CORP COM 844895102 1990 95443 SH DEFINED 01 95443 0 0 SOUTHWEST SECURITIES COM 845224104 897 48041 SH DEFINED 01 48041 0 0 SOUTHWESTERN ENERGY COM 845467109 749 75653 SH DEFINED 01 75653 0 0 SOVEREIGN BANCORP IN COM 845905108 54 6397 SH DEFINED 01 6397 0 0 SOVEREIGN INV TRUST 144A PRF 84610XAA1 4968 5400 SH DEFINED 01 5400 0 0 SOVEREIGN INV TRUST 144A PRF 84610XAA1 1472 1600 SH DEFINED 01 05 0 1600 0 SPACELABS COM 846247104 324 28843 SH DEFINED 01 28843 0 0 SPANISH BRDCAST CL A COM 846425882 1 200 SH DEFINED 01 02 0 200 0 SPARTECH CORP COM 847220209 1 71 SH DEFINED 01 71 0 0 SPECIALTY LAB COM 84749R100 20 800 SH DEFINED 01 800 0 0 SPECIALTY LAB COM 84749R100 12535 511650 SH DEFINED 01 02 0 511650 0 SPECIALTY LAB COM 84749R100 186 7600 SH DEFINED 01 03 0 7600 0 SPECTRA-PHYSICS LASE COM 847568102 1 56 SH DEFINED 01 56 0 0 SPECTRASITE HOLDINGS COM 84760T100 3 646 SH DEFINED 01 646 0 0 SPEECHWORKS INTL INC COM 84764M101 2 311 SH DEFINED 01 311 0 0 SPEEDFAM - IPEC INC COM 847705100 585 90369 SH DEFINED 01 90369 0 0 SPEEDWAY MOTOR SPORT COM 847788106 138 5318 SH DEFINED 01 5318 0 0 SPERION CORPORATION COM 848420105 1306 188141 SH DEFINED 01 188141 0 0 SPIEGEL INC -CL A COM 848457107 6 833 SH DEFINED 01 833 0 0 SPIEKER PROPERTIES I COM 848497103 5 99 SH DEFINED 01 99 0 0 SPINNAKER EXPLORATION COM 84855W109 149 3400 SH DEFINED 01 3400 0 0 SPORTSLINE.COM INC COM 848934105 0 77 SH DEFINED 01 77 0 0 SPRINGS INDS INC COM 851783100 2320 54205 SH DEFINED 01 54205 0 0 SPRINT CORP FON GRP COM 852061100 43421 1974577 SH DEFINED 01 1974577 0 0 SPRINT CORP FON GRP COM 852061100 55 2500 SH DEFINED 01 02 0 2500 0 SPRINT CORP FON GRP COM 852061100 6770 307907 SH DEFINED 01 03 0 307907 0 SPRINT CORP FON GRP COM 852061100 709 32261 SH DEFINED 01 05 0 32261 0 SPRINT CORP PCS GRP COM 852061506 38234 2012300 SH DEFINED 01 2012300 0 0 SPRINT CORP PCS GRP COM 852061506 4386 230852 SH DEFINED 01 03 0 230852 0 SPRINT CORP PCS GRP COM 852061506 9929 522569 SH DEFINED 01 05 0 522569 0 STAMPS.COM COM 852857101 119 39596 SH DEFINED 01 39596 0 0 STANCORP FINL GROUP COM 852891100 6066 144093 SH DEFINED 01 144093 0 0 STANCORP FINL GROUP COM 852891100 8 190 SH DEFINED 01 02 0 190 0 STANCORP FINL GROUP COM 852891100 219 5200 SH DEFINED 01 05 0 5200 0 STANDARD BANK INVESTMENT COM 853000990 3155 856600 SH DEFINED 01 856600 0 0 STANDARD BANK INVESTMENT COM 853000990 63 17177 SH DEFINED 01 05 0 17177 0 STANDARD CHARTER PLC GB;STAN COM 853201994 31760 2621994 SH DEFINED 01 2621994 0 0 STANDARD CHARTER PLC GB;STAN COM 853201994 7141 589520 SH DEFINED 01 03 0 589520 0 STANDARD CHARTER PLC GB;STAN COM 853201994 40253 3323163 SH DEFINED 01 05 0 3323163 0 STANDARD MICROSYSTEM COM 853626109 728 48341 SH DEFINED 01 48341 0 0 STANDARD MOTOR PRO COM 853666105 399 37626 SH DEFINED 01 37626 0 0 STANDARD PAC CORP COM 85375C101 1910 90512 SH DEFINED 01 90512 0 0 STANDARD REGISTER COM 853887107 1348 82700 SH DEFINED 01 82700 0 0 STANDEX INTERNATIONA COM 854231107 842 36706 SH DEFINED 01 36706 0 0 STANDEX INTERNATIONA COM 854231107 26995 1176231 SH DEFINED 01 03 0 1176231 0 STANFORD MICRODEVICE COM 854399102 1 101 SH DEFINED 01 101 0 0 STANLEY WORKS THE COM 854616109 36 1091 SH DEFINED 01 1091 0 0 STANLEY WORKS THE COM 854616109 625 18967 SH DEFINED 01 03 0 18967 0 STANLEY WORKS THE COM 854616109 9 282 SH DEFINED 01 05 0 282 0 STAPLES INC COM 855030102 893 60007 SH DEFINED 01 60007 0 0 STAPLES INC COM 855030102 1682 113098 SH DEFINED 01 03 0 113098 0 STAPLES INC COM 855030102 22 1495 SH DEFINED 01 05 0 1495 0 STARBUCKS COM 855244109 57616 1357670 SH DEFINED 01 1357670 0 0 STARBUCKS COM 855244109 2381 56110 SH DEFINED 01 02 0 56110 0 STARBUCKS COM 855244109 5316 125259 SH DEFINED 01 03 0 125259 0 STARBUCKS COM 855244109 30135 710123 SH DEFINED 01 05 0 710123 0 STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0 STARTEK INC COM 85569C107 600 42402 SH DEFINED 01 42402 0 0 STARTEC GLOBAL COMM COM 85569E103 34 60000 SH DEFINED 01 60000 0 0 STARWOOD HOTELS & RE COM 85590A203 35994 1058349 SH DEFINED 01 1058349 0 0 STARWOOD HOTELS & RE COM 85590A203 31383 922750 SH DEFINED 01 02 0 922750 0 STARWOOD HOTELS & RE COM 85590A203 4024 118332 SH DEFINED 01 03 0 118332 0 STARWOOD HOTELS & RE COM 85590A203 11585 340635 SH DEFINED 01 05 0 340635 0 STATE STREET CORP COM 857477103 289739 3102132 SH DEFINED 01 3102132 0 0 STATE STREET CORP COM 857477103 341 3646 SH DEFINED 01 02 0 3646 0 STATE STREET CORP COM 857477103 3787 40543 SH DEFINED 01 03 0 40543 0 STATE STREET CORP COM 857477103 80561 862532 SH DEFINED 01 05 0 862532 0 STATEN BANCORP IN COM 857550107 2655 106604 SH DEFINED 01 106604 0 0 STATEN BANCORP IN COM 857550107 4 170 SH DEFINED 01 02 0 170 0 STATION CASINO COM 857689103 2 118 SH DEFINED 01 118 0 0 THE STEAK N SHAKE COMPANY COM 857873103 740 86078 SH DEFINED 01 86078 0 0 STEAKHOUSE PARTNERS, INC COM 857875108 42 15100 SH DEFINED 01 15100 0 0 STEEL DYNAMICS COM 858119100 1530 137566 SH DEFINED 01 137566 0 0 STEEL TECHNOLOGIES COM 858147101 196 30906 SH DEFINED 01 30906 0 0 STEIN MART INC COM 858375108 1402 128216 SH DEFINED 01 128216 0 0 STERLING BANC COM 858907108 1385 79170 SH DEFINED 01 79170 0 0 STERLING BANC COM 858907108 5 300 SH DEFINED 01 02 0 300 0 STERICYCLE INC COM 858912108 134 3000 SH DEFINED 01 3000 0 0 STERIS CORP COM 859152100 25 1782 SH DEFINED 01 1782 0 0 STEWART & STEVENSON COM 860342104 1634 75133 SH DEFINED 01 75133 0 0 STEWART & STEVENSON COM 860342104 4 200 SH DEFINED 01 02 0 200 0 STEWART & STEVENSON COM 860342104 88 4050 SH DEFINED 01 05 0 4050 0 STEWART ENTERPRISES COM 860370105 1003 201898 SH DEFINED 01 201898 0 0 STEWART ENTERPRISES COM 860370105 4 850 SH DEFINED 01 02 0 850 0 STEWART ENTERPRISES COM 860370105 36 7300 SH DEFINED 01 05 0 7300 0 STILLWATER MINING CO COM 86074Q102 6703 247825 SH DEFINED 01 247825 0 0 STILLWATER MINING CO COM 86074Q102 4 130 SH DEFINED 01 02 0 130 0 STILLWATER MINING CO COM 86074Q102 122 4500 SH DEFINED 01 05 0 4500 0 STILWELL FINANCIAL INC COM 860831106 30921 1152940 SH DEFINED 01 1152940 0 0 STILWELL FINANCIAL INC COM 860831106 2582 96261 SH DEFINED 01 03 0 96261 0 STILWELL FINANCIAL INC COM 860831106 239 8926 SH DEFINED 01 05 0 8926 0 STMICROELECTRONICS COM 861012102 61506 1800000 SH DEFINED 01 1800000 0 0 STMICROELECTRONICS COM 861012102 1787 52309 SH DEFINED 01 05 0 52309 0 STONE ENERGY CORP COM 861642106 6018 122147 SH DEFINED 01 122147 0 0 STORAGE USA COM 861907103 2 72 SH DEFINED 01 72 0 0 STORAGE TECHNOLOGY COM 862111200 30 2704 SH DEFINED 01 2704 0 0 STORAGE TECHNOLOGY COM 862111200 4 400 SH DEFINED 01 02 0 400 0 STORAGENETWORKS INC COM 86211E103 1 55 SH DEFINED 01 55 0 0 STRATOS LIGHTWAVE IN COM 863100103 4 429 SH DEFINED 01 429 0 0 STRATOS LIGHTWAVE IN COM 863100103 2 240 SH DEFINED 01 02 0 240 0 STRIDE RITE CORP COM 863314100 943 125671 SH DEFINED 01 125671 0 0 STRUCTURAL DYNAMICS COM 863555108 11 802 SH DEFINED 01 802 0 0 STRYKER CORP SYK COM 863667101 135 2583 SH DEFINED 01 2583 0 0 STRYKER CORP SYK COM 863667101 2505 47936 SH DEFINED 01 03 0 47936 0 STRYKER CORP SYK COM 863667101 34 644 SH DEFINED 01 05 0 644 0 STUDENT ADVANTAGE IN COM 86386Q105 0 158 SH DEFINED 01 158 0 0 STUDENT LOAN CORP COM 863902102 3 50 SH DEFINED 01 50 0 0 STURM RUGER & CO INC COM 864159108 799 81325 SH DEFINED 01 81325 0 0 STURM RUGER & CO INC COM 864159108 3 300 SH DEFINED 01 02 0 300 0 SUIZA FOODS CORP COM 865077101 7068 146960 SH DEFINED 01 146960 0 0 SUIZA FOODS CORP COM 865077101 8 170 SH DEFINED 01 02 0 170 0 SUIZA FOODS CORP COM 865077101 245 5100 SH DEFINED 01 05 0 5100 0 BESTS BUY COMPANY INC COM 86516101 302 8400 SH DEFINED 11 12 0 8400 0 SUMITOMO CHEMICAL JP;4005 COM 865601504 10070 2079000 SH DEFINED 01 2079000 0 0 SUMITOMO CHEMICAL JP;4005 COM 865601504 1904 393000 SH DEFINED 01 03 0 393000 0 SUMITOMO CHEMICAL JP;4005 COM 865601504 17621 3638000 SH DEFINED 01 05 0 3638000 0 SUMITOMO TRUST & BANK COM 865603997 2121 368000 SH DEFINED 01 03 0 368000 0 SUMMIT PROPERTIES COM 866239106 3 108 SH DEFINED 01 108 0 0 SUN COMMUNITIES INC COM 866674104 2 63 SH DEFINED 01 63 0 0 SUN HUNG KAI PRP ORD COM 86676H104 5483 574000 SH DEFINED 01 574000 0 0 SUN HUNG KAI PRP ORD COM 86676H104 105 11000 SH DEFINED 01 05 0 11000 0 SUN MICROSYSTEMS INC COM 866810104 4058 264000 SH DEFINED 01 0 264000 0 SUN MICROSYSTEMS INC COM 866810104 69761 4538831 SH DEFINED 01 4538831 0 0 SUN MICROSYSTEMS INC COM 866810104 940 61145 SH DEFINED 01 02 0 61145 0 SUN MICROSYSTEMS INC COM 866810104 12886 838410 SH DEFINED 01 03 0 838410 0 SUN MICROSYSTEMS INC COM 866810104 28114 1829122 SH DEFINED 01 05 0 1829122 0 TEXAS INSTRUMENTS INC COM 866810104 6382 206000 SH DEFINED 11 12 0 206000 0 SUNBEAM CORP COM 867071102 0 495 SH DEFINED 01 495 0 0 SUNBEAM WTS COM 867071128 0 83 SH DEFINED 01 83 0 0 SUNCOR ENERGY INC COM 867229106 6734 260000 SH DEFINED 01 05 0 260000 0 SUNCOR ENERGY INC COM 867229999 14821 575692 SH DEFINED 01 575692 0 0 SUNCOR ENERGY INC COM 867229999 4132 160500 SH DEFINED 01 03 0 160500 0 SUNCOR ENERGY INC COM 867229999 26014 1010400 SH DEFINED 01 05 0 1010400 0 SUNGARD DATA COM 867363103 56191 1141378 SH DEFINED 01 1141378 0 0 SUNGARD DATA COM 867363103 2997 60862 SH DEFINED 01 02 0 60862 0 SUNGARD DATA COM 867363103 4268 86700 SH DEFINED 01 03 0 86700 0 SUNGARD DATA COM 867363103 23694 481300 SH DEFINED 01 05 0 481300 0 SUNGLASS HUT COM 86736F106 2 171 SH DEFINED 01 171 0 0 SUMPLUS TECH GDR 144A COM 86764M106 65 6000 SH DEFINED 01 05 0 6000 0 SUNOCO INCCK COM 86764P109 36 1084 SH DEFINED 01 1084 0 0 SUNOCO INCCK COM 86764P109 633 19532 SH DEFINED 01 03 0 19532 0 SUNOCO INCCK COM 86764P109 9 279 SH DEFINED 01 05 0 279 0 SUNPLUS TECHNOLOGY COM 867650996 2739 517000 SH DEFINED 01 517000 0 0 SUNRISE TELECOM INC COM 86769Y105 1 137 SH DEFINED 01 137 0 0 SUNTRUST BANKS INC COM 867914103 254 3915 SH DEFINED 01 3915 0 0 SUNTRUST BANKS INC COM 867914103 4838 74665 SH DEFINED 01 03 0 74665 0 SUNTRUST BANKS INC COM 867914103 63 975 SH DEFINED 01 05 0 975 0 SUPERGEN INC COM 868059106 1 82 SH DEFINED 01 82 0 0 SUPERIOR IND INTL COM 868168105 2438 70556 SH DEFINED 01 70556 0 0 SUPERIOR IND INTL COM 868168105 5 140 SH DEFINED 01 02 0 140 0 SUPERIOR IND INTL COM 868168105 107 3100 SH DEFINED 01 05 0 3100 0 SUPERTEX INC COM 868532102 472 37415 SH DEFINED 01 37415 0 0 SUPERVALU INC COM 868536103 24163 1812655 SH DEFINED 01 1812655 0 0 SUPERVALU INC COM 868536103 28 2120 SH DEFINED 01 02 0 2120 0 SUPERVALU INC COM 868536103 365 27383 SH DEFINED 01 03 0 27383 0 SUPERVALU INC COM 868536103 342 25620 SH DEFINED 01 05 0 25620 0 SUPPORT.COM INC COM 868587106 1 176 SH DEFINED 01 176 0 0 SUREBEAM CORP COM 86866R102 113 12100 SH DEFINED 01 12100 0 0 SURGUTNEFTEGAZ ADR COM 868861204 3463 329365 SH DEFINED 01 329365 0 0 SURGUTNEFTEGAZ ADR COM 868861204 68 6438 SH DEFINED 01 05 0 6438 0 SUSQUEHANNA BANC COM 869099101 2135 118618 SH DEFINED 01 118618 0 0 SWIFT ENERGY CO COM 870738101 5721 178550 SH DEFINED 01 178550 0 0 SWIFT ENERGY CO COM 870738101 5 150 SH DEFINED 01 02 0 150 0 SWIFT ENERGY CO COM 870738101 119 3700 SH DEFINED 01 05 0 3700 0 SWIFT TRANSPORTATION COM 870756103 333 18000 SH DEFINED 01 0 18000 0 SWIFT TRANSPORTATION COM 870756103 43302 2340624 SH DEFINED 01 02 0 2340624 0 SWIFT TRANSPORTATION CO INC COM 870756103 35 1903 SH DEFINED 01 1903 0 0 SWIFT TRANSPORTATION CO INC COM 870756103 684 36950 SH DEFINED 01 03 0 36950 0 SWIRE PACIFIC 'A' ORD COM 870794104 9494 1533000 SH DEFINED 01 1533000 0 0 SWIRE PACIFIC 'A' ORD COM 870794104 11587 1871000 SH DEFINED 01 05 0 1871000 0 SWITCHBOARD INC COM 871045100 0 90 SH DEFINED 01 90 0 0 SYBASE SOFTWARE COM 871130100 905 58364 SH DEFINED 01 58364 0 0 SYBRON DENTAL SPEC COM 871142105 2227 106069 SH DEFINED 01 106069 0 0 SYCAMORE NETWORKS COM 871206108 25006 2500575 SH DEFINED 01 2500575 0 0 SYCAMORE NETWORKS COM 871206108 683 68311 SH DEFINED 01 05 0 68311 0 SYKES ENTERPRISES COM 871237103 6 1160 SH DEFINED 01 1160 0 0 SYLVAN LEARNING SYS COM 871399101 144 6965 SH DEFINED 01 6965 0 0 SYLVAN LEARNING SYS COM 871399101 4 170 SH DEFINED 01 02 0 170 0 SYLVAN LEARNING SYS COM 871399101 2062 100000 SH DEFINED 01 05 0 100000 0 TAIWAN SEMICONDUCTOR TW;2330 COM 871456992 9083 3370827 SH DEFINED 01 3370827 0 0 SYMANTEC CORP COM 871503108 78 1871 SH DEFINED 01 1871 0 0 SYMBOL TECHNOLOGIES COM 871508107 105606 3025932 SH DEFINED 01 3025932 0 0 SYMBOL TECHNOLOGIES COM 871508107 1233 35326 SH DEFINED 01 03 0 35326 0 SYMBOL TECHNOLOGIES COM 871508107 2874 82332 SH DEFINED 01 05 0 82332 0 SYMMETRICOM INC COM 871543104 861 70970 SH DEFINED 01 70970 0 0 SYMYX TECHNOLOGIES COM 87155S108 1516 120088 SH DEFINED 01 120088 0 0 SYMYX TECHNOLOGIES COM 87155S108 1 100 SH DEFINED 01 02 0 100 0 SYMYX TECHNOLOGIES COM 87155S108 3156 250000 SH DEFINED 01 05 0 250000 0 SYNCOR INTL CORP COM 87157J106 2353 72956 SH DEFINED 01 72956 0 0 SYNOPSYS INC COM 871607107 24711 526481 SH DEFINED 01 526481 0 0 SYNOPSYS INC COM 871607107 134 2848 SH DEFINED 01 02 0 2848 0 SYNOPSYS INC COM 871607107 34330 731400 SH DEFINED 01 05 0 731400 0 SYNNEX TECHNOLOGY GDR COM 87161A109 110 12805 SH DEFINED 01 05 0 12805 0 SYNOVUS COM 87161C105 1600 59287 SH DEFINED 01 59287 0 0 SYNOVUS COM 87161C105 1913 70850 SH DEFINED 01 03 0 70850 0 SYNOVUS COM 87161C105 25 936 SH DEFINED 01 05 0 936 0 SYSCO CORPORATION COM 871829107 236 8898 SH DEFINED 01 8898 0 0 SYSCO CORPORATION COM 871829107 10928 412212 SH DEFINED 01 02 0 412212 0 SYSCO CORPORATION COM 871829107 4397 165849 SH DEFINED 01 03 0 165849 0 SYSCO CORPORATION COM 871829107 59 2224 SH DEFINED 01 05 0 2224 0 SYSTEMS &COMP TECH COM 871873105 905 98504 SH DEFINED 01 98504 0 0 TBC CORP COM 872180104 389 64135 SH DEFINED 01 64135 0 0 TCF FINL CORP MPLS COM 872275102 794 21000 SH DEFINED 01 0 21000 0 TCF FINL CORP MPLS COM 872275102 34334 908559 SH DEFINED 01 908559 0 0 TCF FINL CORP MPLS COM 872275102 234 6204 SH DEFINED 01 02 0 6204 0 TCF FINL CORP MPLS COM 872275102 47030 1244500 SH DEFINED 01 05 0 1244500 0 TECO ENERGY COM 872375100 52526 1753222 SH DEFINED 01 1753222 0 0 TEPPCO PARTNERS LP COM 872384102 2 87 SH DEFINED 01 87 0 0 T & HQ INC COM 872443403 2315 60933 SH DEFINED 01 60933 0 0 TJX COS COM 872540109 480 15000 SH DEFINED 01 0 15000 0 TJX COS COM 872540109 3425 107015 SH DEFINED 01 107015 0 0 TJX COS COM 872540109 2273 71016 SH DEFINED 01 03 0 71016 0 TJX COS COM 872540109 30 926 SH DEFINED 01 05 0 926 0 TNT POST COM 872600994 3853 183908 SH DEFINED 01 03 0 183908 0 TRW COM 872649108 1904 56000 SH DEFINED 01 0 56000 0 TRW INC COM 872649108 15621 459451 SH DEFINED 01 459451 0 0 TRW INC COM 872649108 1768 52000 SH DEFINED 01 03 0 52000 0 TRW INC COM 872649108 14 409 SH DEFINED 01 05 0 409 0 TMP WORLDWIDE INC COM 872941109 83 2203 SH DEFINED 01 2203 0 0 TTM TECHNOLOGIES COM 87305R109 9 1700 SH DEFINED 01 1700 0 0 TXU CORPORATION COM 873168108 1422 34421 SH DEFINED 01 34421 0 0 TXU CORPORATION COM 873168108 2616 63303 SH DEFINED 01 03 0 63303 0 TXU CORPORATION COM 873168108 35 850 SH DEFINED 01 05 0 850 0 TXU ELECTRIC CO PRF 87316T607 5614 54000 SH DEFINED 01 04 0 54000 0 TXU ELECTRIC CO PRF 87316T805 5261 50000 SH DEFINED 01 04 0 50000 0 TAIWAN SEMI ADR COM 874039100 160 8197 SH DEFINED 01 05 0 8197 0 TAKEDA CHEMICAL ORD COM 874058100 15207 315000 SH DEFINED 01 315000 0 0 TAKEDA CHEMICAL ORD COM 874058100 2703 56000 SH DEFINED 01 03 0 56000 0 TAKEDA CHEMICAL ORD COM 874058100 26649 552000 SH DEFINED 01 05 0 552000 0 TALBOTS COM 874161102 17677 416116 SH DEFINED 01 416116 0 0 TALBOTS COM 874161102 172 4056 SH DEFINED 01 02 0 4056 0 TALBOTS COM 874161102 18266 430000 SH DEFINED 01 05 0 430000 0 TALK.COM INC COM 874264104 0 150 SH DEFINED 01 150 0 0 TANNING TECHNOLOGY COM 87588P101 0 63 SH DEFINED 01 63 0 0 TANOX INC COM 87588Q109 2 122 SH DEFINED 01 122 0 0 TANOX INC COM 87588Q109 2 100 SH DEFINED 01 02 0 100 0 TARGET CORPORATION COM 87612E106 8082 224000 SH DEFINED 01 0 224000 0 TARGET CORPORATION COM 87612E106 405512 11239247 SH DEFINED 01 11239247 0 0 TARGET CORPORATION COM 87612E106 85212 2361835 SH DEFINED 01 02 0 2361835 0 TARGET CORPORATION COM 87612E106 9757 270467 SH DEFINED 01 03 0 270467 0 TARGET CORPORATION COM 87612E106 85533 2370649 SH DEFINED 01 05 0 2370649 0 TAUBMAN CENTERS INC COM 876664103 2 182 SH DEFINED 01 182 0 0 TECH DATA CORP COM 878237106 926 31395 SH DEFINED 01 31395 0 0 TECHNE CORP COM 878377100 28399 1087054 SH DEFINED 01 1087054 0 0 TECHNE CORP COM 878377100 824 31577 SH DEFINED 01 02 0 31577 0 TECHNE CORP COM 878377100 1147 43900 SH DEFINED 01 03 0 43900 0 TECHNE CORP COM 878377100 13137 502864 SH DEFINED 01 05 0 502864 0 TECHNITROL INC COM 878555101 4991 200526 SH DEFINED 01 200526 0 0 TECHNITROL INC COM 878555101 3 125 SH DEFINED 01 02 0 125 0 TECHNITROL INC COM 878555101 87 3490 SH DEFINED 01 05 0 3490 0 TECH SOLUTIONS COM 87872T108 0 121 SH DEFINED 01 121 0 0 TECUMSEH PRODUCT CLA COM 878895200 23 471 SH DEFINED 01 471 0 0 TECUMSEH PRODUCT CLA COM 878895200 5 100 SH DEFINED 01 02 0 100 0 TELEFONICA SA;TEF/EUR COM 878950997 53217 3307749 SH DEFINED 01 3307749 0 0 TELEFONICA SA;TEF/EUR COM 878950997 4556 283231 SH DEFINED 01 03 0 283231 0 TELEFONICA SA;TEF/EUR COM 878950997 47957 2980794 SH DEFINED 01 05 0 2980794 0 TELECOM ITALIA SPA DI RISP COM 878960996 4997 923558 SH DEFINED 01 923558 0 0 TELECOM ITALIA (NEW) IT;TI/EUR COM 878985993 18540 1839738 SH DEFINED 01 1839738 0 0 TELECOM ITALIA (NEW) IT;TI/EUR COM 878985993 32458 3220844 SH DEFINED 01 05 0 3220844 0 TEKELEC TKLC COM 879101103 63 3532 SH DEFINED 01 3532 0 0 TEKTRONIX COM 879131100 33 1195 SH DEFINED 01 1195 0 0 TEKTRONIX COM 879131100 634 23219 SH DEFINED 01 03 0 23219 0 TEKTRONIX COM 879131100 8 311 SH DEFINED 01 05 0 311 0 TELAXIS COMM CORP COM 879202109 0 52 SH DEFINED 01 52 0 0 TELECENTRO OESTE CELLULAR ADR COM 87923P105 4722 583700 SH DEFINED 01 583700 0 0 TELECENTRO OESTE CELLULAR ADR COM 87923P105 87 10800 SH DEFINED 01 05 0 10800 0 TELECOM ITALIA MOBIL COM 879277994 4175 618214 SH DEFINED 01 03 0 618214 0 TELECORP PCS INC-CL A COM 879300101 8 520 SH DEFINED 01 520 0 0 TELEDYNE TECH COM 879360105 1336 95412 SH DEFINED 01 95412 0 0 TELEFLEX INC COM 879369106 1628 39777 SH DEFINED 01 39777 0 0 TELEFLEX INC COM 879369106 8 200 SH DEFINED 01 02 0 200 0 TELEFLEX INC COM 879369106 98 2400 SH DEFINED 01 05 0 2400 0 TELEFONICA SA - SPON ADR COM 879382208 45715 954394 SH DEFINED 01 954394 0 0 TELEFONOS DE MEXICO ADR COM 879403780 8878 281475 SH DEFINED 01 281475 0 0 TELEFONOS DE MEXICO ADR COM 879403780 164 5192 SH DEFINED 01 05 0 5192 0 TELEKOMUNIKACJA PO COM 879423994 2963 553177 SH DEFINED 01 553177 0 0 TELEKOMUNIKACJA PO COM 879423994 51 9514 SH DEFINED 01 05 0 9514 0 TELEPHONE & DATA COM 879433100 1632 17454 SH DEFINED 01 17454 0 0 TELIGENT INC CL A COM 87959Y103 0 21 SH DEFINED 01 21 0 0 TELLABS COM 879664100 5765 141676 SH DEFINED 01 0 141676 0 TELLABS COM 879664100 4045 99421 SH DEFINED 01 99421 0 0 TELLABS COM 879664100 80115 1969037 SH DEFINED 01 02 0 1969037 0 TELLABS COM 879664100 5093 125176 SH DEFINED 01 03 0 125176 0 TELLABS COM 879664100 9708 238602 SH DEFINED 01 05 0 238602 0 TELLIUM INC PFD PRF 879700XX5 3150 105000 SH DEFINED 01 105000 0 0 TELLIUM INC PFD PRF 879700XX5 4350 145000 SH DEFINED 01 05 0 145000 0 TEMPLE INLAND COM 879868107 28 632 SH DEFINED 01 632 0 0 TEMPLE INLAND COM 879868107 648 14641 SH DEFINED 01 03 0 14641 0 TEMPLE INLAND COM 879868107 7 161 SH DEFINED 01 05 0 161 0 TELETECH HLDGS INC COM 879939106 159 20152 SH DEFINED 01 20152 0 0 TEMP INST FOREIGN EQUITY COM 880210505 30160 1984233 SH DEFINED 01 03 0 1984233 0 TEN FOLD COM 88033A103 0 82 SH DEFINED 01 82 0 0 TENET HEALTHCARE COR COM 88033G100 25327 575621 SH DEFINED 01 575621 0 0 TENET HEALTHCARE COR COM 88033G100 257 5850 SH DEFINED 01 02 0 5850 0 TENET HEALTHCARE COR COM 88033G100 3530 80225 SH DEFINED 01 03 0 80225 0 TENET HEALTHCARE COR COM 88033G100 20128 457456 SH DEFINED 01 05 0 457456 0 TENNECO AUTOMOTIVE INC COM 880349105 302 107776 SH DEFINED 01 107776 0 0 TERADYNE INC COM 880770102 858 26000 SH DEFINED 01 0 26000 0 TERADYNE INC COM 880770102 1145 34700 SH DEFINED 01 34700 0 0 TERADYNE INC COM 880770102 90 2750 SH DEFINED 01 02 0 2750 0 TERADYNE INC COM 880770102 1424 43145 SH DEFINED 01 03 0 43145 0 TERADYNE INC COM 880770102 19 574 SH DEFINED 01 05 0 574 0 TERAYON COMM. SYSTEM COM 880775101 0 98 SH DEFINED 01 98 0 0 TEREX CORP NEW COM 880779103 2375 136867 SH DEFINED 01 136867 0 0 TEREX CORP NEW COM 880779103 5 280 SH DEFINED 01 02 0 280 0 TEREX CORP NEW COM 880779103 111 6400 SH DEFINED 01 05 0 6400 0 TESCO PLC COM 881575104 6037 1691794 SH DEFINED 01 1691794 0 0 TESCO PLC COM 881575104 2792 782586 SH DEFINED 01 03 0 782586 0 TESCO PLC COM 881575104 8171 2289810 SH DEFINED 01 05 0 2289810 0 TEVA PHARM INDS -AD COM 881624209 1397 25561 SH DEFINED 01 02 0 25561 0 TEVA PHARM INDS ADR COM 881624209 44613 816700 SH DEFINED 01 816700 0 0 TEVA PHARM INDS ADR COM 881624209 1699 31100 SH DEFINED 01 03 0 31100 0 TEVA PHARM INDS ADR COM 881624209 91852 1681500 SH DEFINED 01 05 0 1681500 0 TETRA TECHNOLOGIES COM 88162F105 834 41184 SH DEFINED 01 41184 0 0 TETRA TECH INC COM 88162G103 2472 122051 SH DEFINED 01 122051 0 0 TEXACO STOCK COM 881694103 485 7305 SH DEFINED 01 7305 0 0 TEXACO STOCK COM 881694103 9114 137260 SH DEFINED 01 03 0 137260 0 TEXACO STOCK COM 881694103 82914 1248711 SH DEFINED 01 05 0 1248711 0 TEXAS INDUSTRIES COM 882491103 1821 62729 SH DEFINED 01 62729 0 0 TEXAS INSTRUMENTS COM 882508104 4244 137000 SH DEFINED 01 0 137000 0 TEXAS INSTRUMENTS COM 882508104 773985 24983382 SH DEFINED 01 24983382 0 0 TEXAS INSTRUMENTS COM 882508104 50563 1632074 SH DEFINED 01 02 0 1632074 0 TEXAS INSTRUMENTS COM 882508104 16392 529113 SH DEFINED 01 03 0 529113 0 TEXAS INSTRUMENTS COM 882508104 146253 4720842 SH DEFINED 01 05 0 4720842 0 TEXAS INSTRUMENTS INC COM 882508104 28434 917800 SH DEFINED 11 12 13 0 917800 0 TEXTRON INC COM 883203101 96821 1703380 SH DEFINED 01 1703380 0 0 TEXTRON INC COM 883203101 4213 74116 SH DEFINED 01 03 0 74116 0 TEXTRON INC COM 883203101 811 14247 SH DEFINED 01 05 0 14247 0 THERAGENICS CORP COM 883375107 570 89270 SH DEFINED 01 89270 0 0 THERMA-WAVE INC COM 88343A108 1869 148000 SH DEFINED 01 148000 0 0 THERMA-WAVE INC COM 88343A108 2 140 SH DEFINED 01 02 0 140 0 THERMA-WAVE INC COM 88343A108 67 5300 SH DEFINED 01 05 0 5300 0 THERMO-ELECTRON COM 883556102 54 2415 SH DEFINED 01 2415 0 0 THERMO-ELECTRON COM 883556102 985 43828 SH DEFINED 01 03 0 43828 0 THERMO-ELECTRON COM 883556102 13 592 SH DEFINED 01 05 0 592 0 THESTREET.COM INC COM 88368Q103 0 100 SH DEFINED 01 100 0 0 THIRD WAVE TECH INC COM 88428W108 3518 502500 SH DEFINED 01 05 0 502500 0 THOMAS & BETTS COM 884315102 197 11366 SH DEFINED 01 0 11366 0 THOMAS & BETTS COM 884315102 16584 955321 SH DEFINED 01 955321 0 0 THOMAS & BETTS COM 884315102 216 12431 SH DEFINED 01 03 0 12431 0 THOMAS & BETTS COM 884315102 325 18740 SH DEFINED 01 05 0 18740 0 THOMAS INDS INC COM 884425109 944 45582 SH DEFINED 01 45582 0 0 THOR INDS INC COM 885160101 788 36251 SH DEFINED 01 36251 0 0 THORATEC CORPORATION COM 885175307 20 2300 SH DEFINED 01 2300 0 0 EMI GROUP ORD COM 885250993 12575 1946012 SH DEFINED 01 1946012 0 0 EMI GROUP ORD COM 885250993 5500 851085 SH DEFINED 01 03 0 851085 0 EMI GROUP ORD COM 885250993 17399 2692786 SH DEFINED 01 05 0 2692786 0 3 COM CORP COM 885535104 109 19000 SH DEFINED 01 0 19000 0 3 COM CORP COM 885535104 1976 345632 SH DEFINED 01 345632 0 0 3 COM CORP COM 885535104 11643 2036135 SH DEFINED 01 02 0 2036135 0 3 COM CORP COM 885535104 30 5200 SH DEFINED 01 03 0 5200 0 3D SYSTEMS CORPORATION COM 88554D205 77 7500 SH DEFINED 01 7500 0 0 THREE-FIVE SYS IN COM 88554L108 794 65100 SH DEFINED 01 65100 0 0 TIBCO SOFTWARE INC COM 88632Q103 88 10410 SH DEFINED 01 10410 0 0 Ticketmaster Online-Citysearch COM 88633P203 10340 1140987 SH DEFINED 1 0 1140987 0 TIDEWATER INC COM 886423102 22664 501412 SH DEFINED 01 501412 0 0 TIDEWATER INC COM 886423102 56794 1256495 SH DEFINED 01 02 0 1256495 0 TIDEWATER INC COM 886423102 3118 69000 SH DEFINED 01 03 0 69000 0 TIFFANY & CO-NEW COM 886547108 1199 44000 SH DEFINED 01 0 44000 0 TIFFANY & CO-NEW COM 886547108 6282 230535 SH DEFINED 01 230535 0 0 TIFFANY & CO-NEW COM 886547108 396 14521 SH DEFINED 01 02 0 14521 0 TIFFANY & CO-NEW COM 886547108 1614 59221 SH DEFINED 01 03 0 59221 0 TIFFANY & CO-NEW COM 886547108 13 480 SH DEFINED 01 05 0 480 0 TIMBERLAND CO -CL A COM 887100105 9063 178399 SH DEFINED 01 178399 0 0 TIMBERLAND CO -CL A COM 887100105 4 70 SH DEFINED 01 02 0 70 0 TIMBERLAND CO -CL A COM 887100105 97 1900 SH DEFINED 01 05 0 1900 0 TIME WARNER TELECOM COM 887319101 23573 648087 SH DEFINED 01 648087 0 0 TIME WARNER TELECOM COM 887319101 847 23305 SH DEFINED 01 02 0 23305 0 TIME WARNER TELECOM COM 887319101 1153 31700 SH DEFINED 01 03 0 31700 0 TIME WARNER TELECOM COM 887319101 16289 447800 SH DEFINED 01 05 0 447800 0 TIMKEN CO. COM 887389104 12 779 SH DEFINED 01 779 0 0 TIMKEN CO. COM 887389104 3 220 SH DEFINED 01 02 0 220 0 TIMKEN CO. COM 887389104 183 11702 SH DEFINED 01 03 0 11702 0 TIMKEN CO. COM 887389104 3 197 SH DEFINED 01 05 0 197 0 TITAN CORPORATION COM 888266103 192 10650 SH DEFINED 01 10650 0 0 TITAN INTL INC COM 88830M102 222 62653 SH DEFINED 01 62653 0 0 TITAN PHARMACEUTICAL COM 888314101 3 123 SH DEFINED 01 123 0 0 TOKYO ELECTRON ORD JP;8035/Y COM 888696994 27618 418000 SH DEFINED 01 418000 0 0 TOKYO ELECTRON ORD JP;8035/Y COM 888696994 1341 20300 SH DEFINED 01 03 0 20300 0 TIVO INC COM 888706108 0 68 SH DEFINED 01 68 0 0 TOLL BROTHERS TOLL BROT COM 889478103 7523 195439 SH DEFINED 01 195439 0 0 TOLL BROTHERS TOLL BROT COM 889478103 131 3400 SH DEFINED 01 05 0 3400 0 TOLLGRADE COMMUNICAT COM 889542106 1925 74745 SH DEFINED 01 74745 0 0 TOLLGRADE COMMUNICAT COM 889542106 3 110 SH DEFINED 01 02 0 110 0 TOLLGRADE COMMUNICAT COM 889542106 70 2700 SH DEFINED 01 05 0 2700 0 TOO INC COM 890333107 1 60 SH DEFINED 01 60 0 0 TANJONG COM 890400997 2947 1821000 SH DEFINED 01 1821000 0 0 TANJONG COM 890400997 74 46000 SH DEFINED 01 05 0 46000 0 TOOTSIE ROLL INDS COM 890516107 54 1182 SH DEFINED 01 1182 0 0 TOPPS INC COM 890786106 3632 358700 SH DEFINED 01 358700 0 0 TOPPS INC COM 890786106 4 370 SH DEFINED 01 02 0 370 0 TOPPS INC COM 890786106 102 10100 SH DEFINED 01 05 0 10100 0 TORCHMARK CORP COM 891027104 23942 616607 SH DEFINED 01 616607 0 0 TORCHMARK CORP COM 891027104 1194 30740 SH DEFINED 01 03 0 30740 0 TORCHMARK CORP COM 891027104 479 12331 SH DEFINED 01 05 0 12331 0 TORO CO COM 891092108 1753 38114 SH DEFINED 01 38114 0 0 TORO CO COM 891092108 6 140 SH DEFINED 01 02 0 140 0 TOSCO CORP COM 891490302 16332 381921 SH DEFINED 01 381921 0 0 TOSCO CORP COM 891490302 2301 53802 SH DEFINED 01 03 0 53802 0 TOSCO CORP COM 891490302 20 476 SH DEFINED 01 05 0 476 0 TOTAL FINA ELF SA-SERIES B ORD COM 891508996 19187 141398 SH DEFINED 01 141398 0 0 TOTAL FINA ELF SA-SERIES B ORD COM 891508996 14649 107956 SH DEFINED 01 03 0 107956 0 TOTAL FINA ELF SA-SERIES B ORD COM 891508996 24886 183395 SH DEFINED 01 05 0 183395 0 TOWER AUTO COM 891707101 9442 880000 SH DEFINED 01 0 880000 0 TOWER AUTO COM 891707101 1459 135983 SH DEFINED 01 135983 0 0 TOWER AUTO COM 891707101 20995 1956700 SH DEFINED 01 05 0 1956700 0 TOTAL SYS SVCS INC COM 891906109 11 427 SH DEFINED 01 427 0 0 TOYOTA MOTOR ORD JP;7203 COM 892331992 2048 59000 SH DEFINED 01 03 0 59000 0 TOYS R US COM 892335100 1119 44573 SH DEFINED 01 44573 0 0 TOYS R US COM 892335100 1224 48780 SH DEFINED 01 03 0 48780 0 TOYS R US COM 892335100 16 649 SH DEFINED 01 05 0 649 0 TRANS WORLD ENTMT CP COM 89336Q100 1 170 SH DEFINED 01 170 0 0 TRANSACTION SYSTEM COM 893416107 7 899 SH DEFINED 01 899 0 0 TRANSATLANTIC HLDS COM 893521104 6 54 SH DEFINED 01 54 0 0 TRANSKARYOTIC THERAP COM 893735100 133 7544 SH DEFINED 01 7544 0 0 TRANSMETA CORP COM 89376R109 4 221 SH DEFINED 01 221 0 0 TRANSTEXAS GAS CL A COM 893895201 17 1233 SH DEFINED 01 02 0 1233 0 TRANSWITCH CORP COM 894065101 485 36977 SH DEFINED 01 36977 0 0 TREDEGAR COM 894650100 2025 115018 SH DEFINED 01 115018 0 0 TRIAD HOSPITAL INC COM 89579K109 3721 131726 SH DEFINED 01 131726 0 0 TRIAD HOSPITAL INC COM 89579K109 6 220 SH DEFINED 01 02 0 220 0 TRIAD HOSPITAL INC COM 89579K109 144 5100 SH DEFINED 01 05 0 5100 0 TRIANGLE PHARMACEUTI COM 89589H104 1 121 SH DEFINED 01 121 0 0 TRIAD GUARANTY INC COM 895925105 5 160 SH DEFINED 01 02 0 160 0 TRIARC COS INC CL A COM 895927101 1660 67457 SH DEFINED 01 67457 0 0 TRICON GLOBAL REST COM 895953107 74 1941 SH DEFINED 01 1941 0 0 TRICON GLOBAL REST COM 895953107 92 2400 SH DEFINED 01 02 0 2400 0 TRICON GLOBAL REST COM 895953107 1343 35169 SH DEFINED 01 03 0 35169 0 TRICON GLOBAL REST COM 895953107 18 481 SH DEFINED 01 05 0 481 0 TRIBUNE CO COM 896047107 161 3956 SH DEFINED 01 3956 0 0 TRIBUNE CO COM 896047107 3055 74985 SH DEFINED 01 03 0 74985 0 TRIBUNE CO COM 896047107 41 995 SH DEFINED 01 05 0 995 0 TRIGON HEALTHCARE COM 89618L100 719 13952 SH DEFINED 01 13952 0 0 TRIMBLE NAVIGATION L COM 896239100 1349 71210 SH DEFINED 01 71210 0 0 TRIMERIS INC COM 896263100 83 2777 SH DEFINED 01 2777 0 0 TRINITY INDUSTRIES COM 896522109 17 902 SH DEFINED 01 902 0 0 TRI QUINT COM 89674K103 481 32496 SH DEFINED 01 32496 0 0 TRITON PCS HLDS CL A COM 89677M106 4 135 SH DEFINED 01 135 0 0 TRUE NORTH COMMUNICATIONS COM 897844106 52 1377 SH DEFINED 01 1377 0 0 TRUST CO NJ JERSEY C COM 898304100 2 90 SH DEFINED 01 90 0 0 TRUSTCO BANK CORP COM 898349105 2390 185650 SH DEFINED 01 185650 0 0 TRUSTMARK CORP COM 898402102 8 368 SH DEFINED 01 368 0 0 TRUSTMARK CORP COM 898402102 4 200 SH DEFINED 01 02 0 200 0 TUCKER ANTHONY SUTRO COM 898647102 1371 72341 SH DEFINED 01 72341 0 0 TUESDAY MORNING COR COM 899035505 97 9888 SH DEFINED 01 9888 0 0 TULARIK INC COM 899165104 6 322 SH DEFINED 01 322 0 0 TUMBLEWEED COMMUNICA COM 899690101 0 63 SH DEFINED 01 63 0 0 Tumbleweed Communications COM 899690101 61 31734 SH DEFINED 1 0 31734 0 Tumbleweed Communications Inc. COM 899690101 61 31734 SH DEFINED 1 0 31734 0 TUPPERWARE CORP COM 899896104 60 2526 SH DEFINED 01 2526 0 0 TUPPERWARE CORP COM 899896104 293 12292 SH DEFINED 01 03 0 12292 0 TUPPERWARE CORP COM 899896104 5 189 SH DEFINED 01 05 0 189 0 TURNSTONE SYSTEMS COM 900423104 0 10 SH DEFINED 01 10 0 0 TUT SYSTEMS INC COM 901103101 0 65 SH DEFINED 01 65 0 0 21ST CENTURY INSURANCE GROUP COM 90130N103 6 386 SH DEFINED 01 386 0 0 24-7 MEDIA INC COM 901314104 0 49 SH DEFINED 01 49 0 0 24/7 media COM 901314104 450 1310642 SH DEFINED 1 0 1310642 0 TYCO INTERNATIONAL COM 902124106 17811 412030 SH DEFINED 01 0 412030 0 TYCO INTERNATIONAL COM 902124106 673940 15589627 SH DEFINED 01 15589627 0 0 TYCO INTERNATIONAL COM 902124106 180974 4186202 SH DEFINED 01 02 0 4186202 0 TYCO INTERNATIONAL COM 902124106 23102 534366 SH DEFINED 01 03 0 534366 0 TYCO INTERNATIONAL COM 902124106 352675 8158102 SH DEFINED 01 05 0 8158102 0 TYCO INTERNATIONAL COM 902124106 8082 186950 SH DEFINED 11 12 0 186950 0 TYCO INTERNATIONAL COM 902124106 81506 1885400 SH DEFINED 11 12 13 0 1885400 0 TYSON FOODS INC -CL COM 902494103 73 5375 SH DEFINED 01 5375 0 0 UAL CORP COM 902549500 8 250 SH DEFINED 01 250 0 0 UCAR INTERNATIONAL COM 90262K109 13 1113 SH DEFINED 01 1113 0 0 UCBH HOLDINGS INC COM 90262T308 3597 73875 SH DEFINED 01 73875 0 0 UCBH HOLDINGS INC COM 90262T308 5 100 SH DEFINED 01 02 0 100 0 UCBH HOLDINGS INC COM 90262T308 127 2600 SH DEFINED 01 05 0 2600 0 UGI CORP COM 902681105 4598 187767 SH DEFINED 01 187767 0 0 UGI CORP COM 902681105 5 200 SH DEFINED 01 02 0 200 0 UGI CORP COM 902681105 115 4700 SH DEFINED 01 05 0 4700 0 UICI COM 902737105 1 86 SH DEFINED 01 86 0 0 UIL HOLDING CORPORATION COM 902748102 3807 80142 SH DEFINED 01 80142 0 0 UIL HOLDING CORPORATION COM 902748102 113 2376 SH DEFINED 01 05 0 2376 0 UMB FINL CORP COM 902788108 2 53 SH DEFINED 01 53 0 0 USX MARATHON GROUP COM 902905827 111 4101 SH DEFINED 01 4101 0 0 USX MARATHON GROUP COM 902905827 121 4500 SH DEFINED 01 02 0 4500 0 USX MARATHON GROUP COM 902905827 2028 75232 SH DEFINED 01 03 0 75232 0 USX MARATHON GROUP COM 902905827 28 1022 SH DEFINED 01 05 0 1022 0 UST INC COM 902911106 21675 721278 SH DEFINED 01 721278 0 0 UST INC COM 902911106 19267 641200 SH DEFINED 01 02 0 641200 0 UST INC COM 902911106 2521 83920 SH DEFINED 01 03 0 83920 0 UST INC COM 902911106 443 14736 SH DEFINED 01 05 0 14736 0 US BANCORP COM 902973304 3898 168000 SH DEFINED 01 0 168000 0 US BANCORP COM 902973304 158788 6844324 SH DEFINED 01 6844324 0 0 US BANCORP COM 902973304 20847 898523 SH DEFINED 01 02 0 898523 0 US BANCORP COM 902973304 13701 590550 SH DEFINED 01 03 0 590550 0 US BANCORP COM 902973304 113152 4877265 SH DEFINED 01 05 0 4877265 0 USA NETWORKS INC COM 902984103 2513 105000 SH DEFINED 01 0 105000 0 USA NETWORKS INC COM 902984103 101076 4222476 SH DEFINED 01 4222476 0 0 USA NETWORKS INC COM 902984103 88113 3680999 SH DEFINED 01 05 0 3680999 0 URS CORP COM 903236107 964 50736 SH DEFINED 01 50736 0 0 USG CORP COM 903293405 17 1084 SH DEFINED 01 1084 0 0 USEC INC COM 90333E108 2 212 SH DEFINED 01 212 0 0 USINOR COM 903368207 3527 287063 SH DEFINED 01 287063 0 0 USX-US STEEL GROUP COM 90337T101 16 1121 SH DEFINED 01 1121 0 0 USX-US STEEL GROUP COM 90337T101 259 17641 SH DEFINED 01 03 0 17641 0 USX-US STEEL GROUP COM 90337T101 4 292 SH DEFINED 01 05 0 292 0 UTI ENERGY CORP COM 903387108 3438 113646 SH DEFINED 01 113646 0 0 UTI ENERGY CORP COM 903387108 4 130 SH DEFINED 01 02 0 130 0 UTI ENERGY CORP COM 903387108 133 4400 SH DEFINED 01 05 0 4400 0 US UNWIRED CLASS A COM 90338R104 84 12500 SH DEFINED 01 12500 0 0 US ONCOLOGY INC COM 90338W103 2258 277902 SH DEFINED 01 277902 0 0 UBIQUITEL OPERATING CO WTS EXP COM 903474112 653 21940 SH DEFINED 01 21940 0 0 UBIQUITEL OPERATING CO WTS EXP COM 903474112 146 4900 SH DEFINED 01 05 0 4900 0 UBIQUITEL INC COM 903474302 109 19000 SH DEFINED 01 19000 0 0 ULTICOM INC COM 903844108 2 135 SH DEFINED 01 135 0 0 ULTIMATE ELECTRONICS COM 903849107 825 32990 SH DEFINED 01 32990 0 0 USA EDUCATION INC COM 90390U102 203576 2802148 SH DEFINED 01 2802148 0 0 USA EDUCATION INC COM 90390U102 29796 410106 SH DEFINED 01 02 0 410106 0 USA EDUCATION INC COM 90390U102 3150 43364 SH DEFINED 01 03 0 43364 0 USA EDUCATION INC COM 90390U102 35158 483940 SH DEFINED 01 05 0 483940 0 ULTRAMAR DIAMOND SHA COM 904000106 76 2101 SH DEFINED 01 2101 0 0 ULTRATECH STEPPER COM 904034105 1581 64215 SH DEFINED 01 64215 0 0 UNIFI, INC. COM 904677101 10 1391 SH DEFINED 01 1391 0 0 UNIFIED ENERGY ADR COM 904688108 3193 319292 SH DEFINED 01 319292 0 0 UNIFIED ENERGY ADR COM 904688108 63 6331 SH DEFINED 01 05 0 6331 0 UNILEVER NV NEW COM 904784709 334 6336 SH DEFINED 01 6336 0 0 UNILEVER NV NEW COM 904784709 7489 142272 SH DEFINED 01 03 0 142272 0 UNILEVER NV NEW COM 904784709 99 1882 SH DEFINED 01 05 0 1882 0 UNION PACIFIC CORP COM 907818108 184 3272 SH DEFINED 01 3272 0 0 UNION PACIFIC CORP COM 907818108 3429 60965 SH DEFINED 01 03 0 60965 0 UNION PACIFIC CORP COM 907818108 46 816 SH DEFINED 01 05 0 816 0 VIEW PACIFIC CORP CONVERTABLE PRF 907824205 26509 541000 SH DEFINED 01 541000 0 0 UNION PAC CAP TR PFD 6.25 CVT PRF 907824403 13254 270500 SH DEFINED 01 270500 0 0 UNION PLANTERS CORP COM 908068109 71 1847 SH DEFINED 01 1847 0 0 UNION PLANTERS CORP COM 908068109 1289 33483 SH DEFINED 01 03 0 33483 0 UNION PLANTERS CORP COM 908068109 18 458 SH DEFINED 01 05 0 458 0 UNIONBANCAL CORP COM 908906100 465 16000 SH DEFINED 01 0 16000 0 UNIONBANCAL CORP COM 908906100 10 354 SH DEFINED 01 354 0 0 UNISOURCE ENERGY CRP COM 909205106 2056 97884 SH DEFINED 01 97884 0 0 UNISOURCE ENERGY CRP COM 909205106 5 220 SH DEFINED 01 02 0 220 0 UNISYS CORP COM 909214108 350 25000 SH DEFINED 01 0 25000 0 UNISYS CORP COM 909214108 26772 1912276 SH DEFINED 01 1912276 0 0 UNISYS CORP COM 909214108 91 6500 SH DEFINED 01 02 0 6500 0 UNISYS CORP COM 909214108 2809 200660 SH DEFINED 01 03 0 200660 0 UNISYS CORP COM 909214108 491 35130 SH DEFINED 01 05 0 35130 0 UNIT CORP COM 909218109 43 2600 SH DEFINED 01 2600 0 0 UNITED CMNTY FINL CO COM 909839102 1 134 SH DEFINED 01 134 0 0 UNITED BANCSHARES COM 909907107 2793 126241 SH DEFINED 01 126241 0 0 UTD DOMINION IND LTD COM 909914103 2 94 SH DEFINED 01 94 0 0 UNITED DOMINION REAL COM 910197102 1901 149653 SH DEFINED 01 149653 0 0 UNITED DOMINION REAL COM 910197102 114 9000 SH DEFINED 01 05 0 9000 0 UNITED MICROELECTRONICS ADR COM 910873207 152 16200 SH DEFINED 01 05 0 16200 0 UNITED MICROELECTRONICS TW230 COM 910875996 4846 3003000 SH DEFINED 01 3003000 0 0 UNITED NATURAL FOOD COM 911163103 894 63605 SH DEFINED 01 63605 0 0 UNITED PARCEL SERVIC COM 911312106 13 230 SH DEFINED 01 230 0 0 UNITED RENTALS INC COM 911363109 30 1813 SH DEFINED 01 1813 0 0 US CELLULAR CORP COM 911684108 12 187 SH DEFINED 01 187 0 0 US AIR GROUP INC. COM 911905107 30 867 SH DEFINED 01 867 0 0 US AIR GROUP INC. COM 911905107 591 16678 SH DEFINED 01 03 0 16678 0 US AIR GROUP INC. COM 911905107 8 220 SH DEFINED 01 05 0 220 0 US INDUSTRIES INC COM 912080108 1 140 SH DEFINED 01 140 0 0 UNITED STATIONERS COM 913004107 2509 103485 SH DEFINED 01 103485 0 0 UNITED TECHNOLOGIES COM 913017109 8234 112336 SH DEFINED 01 0 112336 0 UNITED TECHNOLOGIES COM 913017109 152930 2086351 SH DEFINED 01 2086351 0 0 UNITED TECHNOLOGIES COM 913017109 17854 243538 SH DEFINED 01 02 0 243538 0 UNITED TECHNOLOGIES COM 913017109 10263 140011 SH DEFINED 01 03 0 140011 0 UNITED TECHNOLOGIES COM 913017109 32893 448749 SH DEFINED 01 05 0 448749 0 UNITED TELEVISION IN COM 913066106 6 56 SH DEFINED 01 56 0 0 UNITED THERAPEUTICS COM 91307C102 1 36 SH DEFINED 01 36 0 0 UNITEDGLOBALCOM INC. COM 913247508 6 489 SH DEFINED 01 489 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2680 45222 SH DEFINED 01 45222 0 0 UNITEDHEALTH GROUP INC COM 91324P102 4697 79261 SH DEFINED 01 03 0 79261 0 UNITEDHEALTH GROUP INC COM 91324P102 62 1050 SH DEFINED 01 05 0 1050 0 UNITRIN INC COM 913275103 60 1639 SH DEFINED 01 1639 0 0 UNIVERSAL CORP COM 913456109 30 755 SH DEFINED 01 755 0 0 UNIVERSAL CORP COM 913456109 7 190 SH DEFINED 01 02 0 190 0 UNIVERSAL FST PRO COM 913543104 913 60392 SH DEFINED 01 60392 0 0 UNIVERSAL HLTH CR-B COM 913903100 22175 251145 SH DEFINED 01 251145 0 0 UNIVERSAL HLTH CR-B COM 913903100 22 250 SH DEFINED 01 02 0 250 0 UNIVERSAL HLTH CR-B COM 913903100 7527 85238 SH DEFINED 01 05 0 85238 0 UNIVISION COM 914906102 109138 2860024 SH DEFINED 01 2860024 0 0 UNIVISION COM 914906102 81792 2143343 SH DEFINED 01 02 0 2143343 0 UNIVISION COM 914906102 8599 225342 SH DEFINED 01 03 0 225342 0 UNIVISION COM 914906102 77684 2035729 SH DEFINED 01 05 0 2035729 0 UNOCAL CORP COM 915289102 111 3207 SH DEFINED 01 3207 0 0 UNOCAL CORP COM 915289102 2024 58543 SH DEFINED 01 03 0 58543 0 UNOCAL CORP COM 915289102 28 800 SH DEFINED 01 05 0 800 0 UNOVA INC COM 91529B106 0 157 SH DEFINED 01 157 0 0 UNUMPROVIDENT CORP COM 91529Y106 93 3179 SH DEFINED 01 3179 0 0 UNUMPROVIDENT CORP COM 91529Y106 1718 58800 SH DEFINED 01 03 0 58800 0 UNUMPROVIDENT CORP COM 91529Y106 23 792 SH DEFINED 01 05 0 792 0 USFREIGHTWAYS COM 916906100 2462 78145 SH DEFINED 01 78145 0 0 URBAN OUTFITTERS, INC. COM 917047102 171 16000 SH DEFINED 01 16000 0 0 UROLOGIX INC COM 917273104 103 4800 SH DEFINED 01 4800 0 0 US INTERNETWORKING COM 917311805 0 420 SH DEFINED 01 420 0 0 UTILICORP UNITED INC COM 918005109 19503 602686 SH DEFINED 01 602686 0 0 UTSTARCOM INC COM 918076100 155 9330 SH DEFINED 01 9330 0 0 VA LINUX SYSTEMS INC COM 91819B105 1 179 SH DEFINED 01 179 0 0 V. F. CORP COM 918204108 50 1447 SH DEFINED 01 1447 0 0 V. F. CORP COM 918204108 949 27118 SH DEFINED 01 03 0 27118 0 V. F. CORP COM 918204108 13 374 SH DEFINED 01 05 0 374 0 VALERO CVT PF PRF 91821D107 3838 129600 SH DEFINED 01 129600 0 0 VALERO CVT PF PRF 91821D107 2085 70400 SH DEFINED 01 05 0 70400 0 VAIL RESORTS INC COM 91879Q109 2 98 SH DEFINED 01 98 0 0 VALASSIS COMMUNICATI COM 918866104 43 1472 SH DEFINED 01 1472 0 0 VALHI INC NEW COM 918905100 3 311 SH DEFINED 01 311 0 0 VALENCE TECH COM 918914102 3736 819028 SH DEFINED 01 819028 0 0 VALENCE TECH COM 918914102 3 630 SH DEFINED 01 02 0 630 0 VALENCE TECH COM 918914102 56 12200 SH DEFINED 01 05 0 12200 0 VALERO ENERGY CORP COM 91913Y100 2342 65982 SH DEFINED 01 65982 0 0 VALERO ENERGY CORP COM 91913Y100 21403 602900 SH DEFINED 01 05 0 602900 0 VALLEY NATL BANCORP COM 919794107 8 307 SH DEFINED 01 307 0 0 VALMONT INDUSTRIES COM 920253101 1190 70245 SH DEFINED 01 70245 0 0 VALSPAR CORP COM 920355104 32 1102 SH DEFINED 01 1102 0 0 VALUE CITY DEPT STOR COM 920387107 1 129 SH DEFINED 01 129 0 0 VALUEVISION INTL INC COM 92047K107 1 71 SH DEFINED 01 71 0 0 VANGUARD TOTAL INTL COM 921909602 293 28490 SH DEFINED 01 02 0 28490 0 VCOMMERCE CORP PFD PRF 922100XX5 3888 834335 SH DEFINED 01 834335 0 0 VCOMMERCE CORP PFD PRF 922100XX5 6112 1311588 SH DEFINED 01 05 0 1311588 0 VARCO INTERNATIONAL INC COM 922122106 2317 112239 SH DEFINED 01 112239 0 0 VARCO INTERNATIONAL INC COM 922122106 142 6900 SH DEFINED 01 05 0 6900 0 VARIAN INC COM 922206107 3193 124915 SH DEFINED 01 124915 0 0 VARIAN INC COM 922206107 4 150 SH DEFINED 01 02 0 150 0 VARIAN INC COM 922206107 112 4400 SH DEFINED 01 05 0 4400 0 VARIAN SEMICONDUCTOR COM 922207105 6607 206842 SH DEFINED 01 206842 0 0 VARIAN SEMICONDUCTOR COM 922207105 5 170 SH DEFINED 01 02 0 170 0 VARIAN SEMICONDUCTOR COM 922207105 144 4500 SH DEFINED 01 05 0 4500 0 VARIAN MEDICAL SYST. COM 92220P105 9583 157598 SH DEFINED 01 157598 0 0 VARIAN MEDICAL SYST. COM 92220P105 6 100 SH DEFINED 01 02 0 100 0 VARIAN MEDICAL SYST. COM 92220P105 11075 182154 SH DEFINED 01 05 0 182154 0 VAUGHN BASSETT FURN COM 922272117 48 1587 SH DEFINED 01 02 0 1587 0 VASTERA INC COM 92239N109 1162 150000 SH DEFINED 01 150000 0 0 VECTREN CORPORATION COM 92240G101 2934 137113 SH DEFINED 01 137113 0 0 VECTREN CORPORATION COM 92240G101 6 290 SH DEFINED 01 02 0 290 0 VECTREN CORPORATION COM 92240G101 111 5200 SH DEFINED 01 05 0 5200 0 VECTOR GROUP LTD COM 92240M108 3 130 SH DEFINED 01 130 0 0 VEECO COM 922417100 3510 84461 SH DEFINED 01 84461 0 0 VEECO COM 922417100 5 120 SH DEFINED 01 02 0 120 0 VEECO COM 922417100 137 3300 SH DEFINED 01 05 0 3300 0 VENTIV HEALTH INC COM 922793104 92 6000 SH DEFINED 01 0 6000 0 VENTIV HEALTH INC COM 922793104 46 3000 SH DEFINED 01 3000 0 0 VENTRO CORPORATION COM 922815105 0 54 SH DEFINED 01 54 0 0 VANGUARD S/C GROWTH COM 922908827 218 23214 SH DEFINED 01 02 0 23214 0 VENATOR GROUP INC COM 922944103 2948 213567 SH DEFINED 01 213567 0 0 VENATOR GROUP INC COM 922944103 7 500 SH DEFINED 01 02 0 500 0 VENATOR GROUP INC COM 922944103 175 12700 SH DEFINED 01 05 0 12700 0 VERITAS SOFTWARE COM 923436109 118989 2573256 SH DEFINED 01 2573256 0 0 VERITAS SOFTWARE COM 923436109 23 498 SH DEFINED 01 02 0 498 0 VERITAS SOFTWARE COM 923436109 4660 100789 SH DEFINED 01 03 0 100789 0 VERITAS SOFTWARE COM 923436109 25626 554185 SH DEFINED 01 05 0 554185 0 VERITY SOFTWARE COM 92343C106 4644 204748 SH DEFINED 01 204748 0 0 VERITY SOFTWARE COM 92343C106 4 160 SH DEFINED 01 02 0 160 0 VERITY SOFTWARE COM 92343C106 95 4200 SH DEFINED 01 05 0 4200 0 VERISIGN INC COM 92343E102 35582 1004066 SH DEFINED 01 1004066 0 0 VERISIGN INC COM 92343E102 966 27271 SH DEFINED 01 05 0 27271 0 VERITAS DGC COM 92343P107 2950 92328 SH DEFINED 01 92328 0 0 VERIZON COMM COM 92343V104 4930 100000 SH DEFINED 01 0 100000 0 VERIZON COMM COM 92343V104 567564 11512434 SH DEFINED 01 11512434 0 0 VERIZON COMM COM 92343V104 92596 1878100 SH DEFINED 01 02 0 1878100 0 VERIZON COMM COM 92343V104 39572 802651 SH DEFINED 01 03 0 802651 0 VERIZON COMM COM 92343V104 89148 1808254 SH DEFINED 01 05 0 1808254 0 VERTEX PHARM COM 92532F100 603 16465 SH DEFINED 01 16465 0 0 VERTICALNET INC COM 92532L107 0 106 SH DEFINED 01 106 0 0 VIACOM INC CL B COM 925524308 10216 232340 SH DEFINED 01 0 232340 0 VIACOM INC CL B COM 925524308 646435 14701748 SH DEFINED 01 14701748 0 0 VIACOM INC CL B COM 925524308 32901 748220 SH DEFINED 01 02 0 748220 0 VIACOM INC CL B COM 925524308 22361 508551 SH DEFINED 01 03 0 508551 0 VIACOM INC CL B COM 925524308 226379 5148484 SH DEFINED 01 05 0 5148484 0 VIATEL INC COM 925529208 0 208 SH DEFINED 01 208 0 0 VIAD CORP COM 92552R109 54 2237 SH DEFINED 01 2237 0 0 VIASAT INC COM 92552V100 1053 69624 SH DEFINED 01 69624 0 0 VIALOG CORP RESTRICTED COM 92552X999 1132 228002 SH DEFINED 01 228002 0 0 VIALOG CORP RESTRICTED COM 92552X999 240 48374 SH DEFINED 01 05 0 48374 0 VIASYSTEMS GRP INC COM 92553H100 1 377 SH DEFINED 01 377 0 0 VIASYSTEMS GRP INC COM 92553H100 1 260 SH DEFINED 01 02 0 260 0 VIANT CORP COM 92553N107 1 217 SH DEFINED 01 217 0 0 VICINITY CORP COM 925653107 0 103 SH DEFINED 01 103 0 0 VICOR CORP COM 925815102 2625 128052 SH DEFINED 01 128052 0 0 VIA NET.WORKS INC COM 925912107 0 119 SH DEFINED 01 119 0 0 VIDESH SANCHAR NI LT COM 926599994 2823 450697 SH DEFINED 01 450697 0 0 VIDESH SANCHAR NI LT COM 926599994 52 8224 SH DEFINED 01 05 0 8224 0 VIEWPOINT CORPORATION COM 92672P108 147 32800 SH DEFINED 01 32800 0 0 VIGNETTE CORP COM 926734104 7 1142 SH DEFINED 01 1142 0 0 VINTAGE PETE INC COM 927460105 8639 424529 SH DEFINED 01 424529 0 0 VINTAGE PETE INC COM 927460105 7 320 SH DEFINED 01 02 0 320 0 VINTAGE PETE INC COM 927460105 155 7600 SH DEFINED 01 05 0 7600 0 VIRAGE LOGIC CORP COM 92763R104 60 5000 SH DEFINED 01 5000 0 0 VIRATA CORP COM 927646109 1 68 SH DEFINED 01 68 0 0 VIROPHARMA INC COM 928241108 1 41 SH DEFINED 01 41 0 0 VISHAY INTRTECHNOLOG COM 928298108 1101 55316 SH DEFINED 01 55316 0 0 VISTEON CORP COM 92839U107 12209 811809 SH DEFINED 01 811809 0 0 VISTEON CORP COM 92839U107 2 128 SH DEFINED 01 02 0 128 0 VISTEON CORP COM 92839U107 399 26499 SH DEFINED 01 03 0 26499 0 VISTEON CORP COM 92839U107 265 17630 SH DEFINED 01 05 0 17630 0 VISUAL NETWORKS INC COM 928444108 334 93928 SH DEFINED 01 93928 0 0 VISX INC/DEL COM 92844S105 28 1622 SH DEFINED 01 1622 0 0 VITAL SIGNS INC COM 928469105 1404 43719 SH DEFINED 01 43719 0 0 VITESSE CORP COM 928497106 560 23532 SH DEFINED 01 23532 0 0 VITESSE CORP COM 928497106 795 33400 SH DEFINED 01 02 0 33400 0 VITESSE CORP COM 928497106 1115 46841 SH DEFINED 01 03 0 46841 0 VITESSE CORP COM 928497106 15 625 SH DEFINED 01 05 0 625 0 VITRIA TECHNOLOGY COM 92849Q104 3 701 SH DEFINED 01 701 0 0 VIVENDI UNIVERSAL COM 928516996 44700 734437 SH DEFINED 01 734437 0 0 VIVENDI UNIVERSAL COM 928516996 7301 119947 SH DEFINED 01 03 0 119947 0 VIVENDI UNIVERSAL COM 928516996 40680 668375 SH DEFINED 01 05 0 668375 0 VNU-VER NED VITGEV VER BEZIT COM 928563998 14395 389097 SH DEFINED 01 389097 0 0 VNU-VER NED VITGEV VER BEZIT COM 928563998 5811 157078 SH DEFINED 01 03 0 157078 0 VNU-VER NED VITGEV VER BEZIT COM 928563998 18880 510348 SH DEFINED 01 05 0 510348 0 VODAFONE GROUP PLC ORD GB;VO COM 92857TXX0 78328 28546383 SH DEFINED 01 28546383 0 0 VODAFONE GROUP PLC ORD GB;VO COM 92857TXX0 13908 5068718 SH DEFINED 01 03 0 5068718 0 VODAFONE GROUP PLC ORD GB;VO COM 92857TXX0 69493 25326312 SH DEFINED 01 05 0 25326312 0 VODAFONE GROUP PLC COM 92857W100 3753 138250 SH DEFINED 01 0 138250 0 VODAFONE GROUP PLC COM 92857W100 19005 700000 SH DEFINED 01 05 0 700000 0 VOICESTREAM WIRELESS COM 928615103 536 5797 SH DEFINED 01 5797 0 0 VOLT INFO SCIENCES COM 928703107 827 45987 SH DEFINED 01 45987 0 0 VOYAGEUR MN MUNI COM 928922103 37 2600 SH DEFINED 01 02 0 2600 0 VORNADO COM 929042109 47121 1315134 SH DEFINED 01 1315134 0 0 VORNADO COM 929042109 917 25600 SH DEFINED 01 03 0 25600 0 VORNADO COM 929042109 538 15014 SH DEFINED 01 05 0 15014 0 VULCAN MATERIALS COM 929160109 1237 26441 SH DEFINED 01 26441 0 0 VULCAN MATERIALS COM 929160109 1144 24421 SH DEFINED 01 03 0 24421 0 VULCAN MATERIALS COM 929160109 5167 110332 SH DEFINED 01 05 0 110332 0 WD-40 CO COM 929236107 932 46584 SH DEFINED 01 46584 0 0 WFS FINANCIAL INC COM 92923B106 2 98 SH DEFINED 01 98 0 0 WFS FINANCIAL INC COM 92923B106 6609 375000 SH DEFINED 01 05 0 375000 0 WGL HOLDINGS INC COM 92924F106 37 1348 SH DEFINED 01 1348 0 0 WGL HOLDINGS INC COM 92924F106 3 120 SH DEFINED 01 02 0 120 0 W HOLDING COMPANY INC COM 929251106 2 142 SH DEFINED 01 142 0 0 WJ COMMUNICATIONS COM 929284107 1 202 SH DEFINED 01 202 0 0 WMS INDUSTRIES INC COM 929297109 1716 95350 SH DEFINED 01 95350 0 0 W.P. CAREY & CO LLC COM 92930Y107 2 118 SH DEFINED 01 118 0 0 WPP COM 929310993 48607 4576946 SH DEFINED 01 4576946 0 0 WPP COM 929310993 6439 606280 SH DEFINED 01 03 0 606280 0 WPP COM 929310993 22767 2143850 SH DEFINED 01 05 0 2143850 0 WRC MEDIA INC 144A COM 92931A108 14 13543 SH DEFINED 01 13543 0 0 WRC MEDIA INC 144A COM 92931A108 14 12988 SH DEFINED 01 02 0 12988 0 WRC MEDIA INC 144A COM 92931A108 3 2692 SH DEFINED 01 05 0 2692 0 WPS RESOURES CORP COM 92931B106 2 71 SH DEFINED 01 71 0 0 WABASH NATL COM 929566107 711 69411 SH DEFINED 01 69411 0 0 WESTINGHOUSE AIR BRA COM 929740108 2 121 SH DEFINED 01 121 0 0 WACHOVIA CORP COM 929771103 168 2780 SH DEFINED 01 2780 0 0 WACHOVIA CORP COM 929771103 3214 53347 SH DEFINED 01 03 0 53347 0 WACHOVIA CORP COM 929771103 42 690 SH DEFINED 01 05 0 690 0 WADDELL & REED FIN COM 930059100 198 6978 SH DEFINED 01 6978 0 0 WAL MART STORES COM 931142103 31024 614326 SH DEFINED 01 0 614326 0 WAL MART STORES COM 931142103 737075 14595545 SH DEFINED 01 14595545 0 0 WAL MART STORES COM 931142103 37841 749229 SH DEFINED 01 02 0 749229 0 WAL MART STORES COM 931142103 60713 1202248 SH DEFINED 01 03 0 1202248 0 WAL MART STORES COM 931142103 252672 5003390 SH DEFINED 01 05 0 5003390 0 WAL-MART STORES INC COM 931142103 40378 799562 SH DEFINED 11 12 13 0 799562 0 WAL-MART STORES INC. COM 931142103 6862 135883 SH DEFINED 11 12 0 135883 0 WALGREEN CO. COM 931422109 140334 3439574 SH DEFINED 01 3439574 0 0 WALGREEN CO. COM 931422109 573 14029 SH DEFINED 01 02 0 14029 0 WALGREEN CO. COM 931422109 12030 294858 SH DEFINED 01 03 0 294858 0 WALGREEN CO. COM 931422109 17961 440235 SH DEFINED 01 05 0 440235 0 WALLACE COMPUTER SVC COM 932270101 15 919 SH DEFINED 01 919 0 0 WALTER INDUSTRIES COM 93317Q105 1 153 SH DEFINED 01 153 0 0 WARNACO COM 934390105 0 121 SH DEFINED 01 121 0 0 WASHINGTON FED INC COM 938824109 4277 174133 SH DEFINED 01 174133 0 0 WASHINGTON GROUP INTL INC COM 938862109 0 198 SH DEFINED 01 198 0 0 WASHINGTON MUT INC COM 939322103 5913 108000 SH DEFINED 01 0 108000 0 WASHINGTON MUT INC COM 939322103 96192 1756931 SH DEFINED 01 1756931 0 0 WASHINGTON MUT INC COM 939322103 12034 219802 SH DEFINED 01 03 0 219802 0 WASHINGTON MUT INC COM 939322103 68684 1254536 SH DEFINED 01 05 0 1254536 0 Washington Mut Inc COM 939322103 6784 123910 SH DEFINED 1 123910 0 0 WASHINGTON POST CI B COM 939640108 132 229 SH DEFINED 01 229 0 0 WASH REAL ESTATE INC COM 939653101 3 130 SH DEFINED 01 130 0 0 WASTE CONNECTION COM 941053100 3 110 SH DEFINED 01 02 0 110 0 WASTE CONNECTIONS COM 941053100 3270 113450 SH DEFINED 01 113450 0 0 WASTE CONNECTIONS COM 941053100 102 3550 SH DEFINED 01 05 0 3550 0 WASTE MANAGEMENT INC NEW COM 94106L109 721 29207 SH DEFINED 01 29207 0 0 WASTE MANAGEMENT INC NEW COM 94106L109 3753 151959 SH DEFINED 01 03 0 151959 0 WASTE MANAGEMENT INC NEW COM 94106L109 51 2046 SH DEFINED 01 05 0 2046 0 WATCHGUARD TECH COM 941105108 0 53 SH DEFINED 01 53 0 0 WATER PIK TECH COM 94113U100 0 14 SH DEFINED 01 14 0 0 WATERS CORPORATION COM 941848103 51447 1107587 SH DEFINED 01 1107587 0 0 WATERS CORPORATION COM 941848103 101182 2178294 SH DEFINED 01 02 0 2178294 0 WATERS CORPORATION COM 941848103 3548 76400 SH DEFINED 01 03 0 76400 0 WATERS CORPORATION COM 941848103 40253 866600 SH DEFINED 01 05 0 866600 0 WATSCO COM 942622200 929 80224 SH DEFINED 01 80224 0 0 WATSON PHARMACEUTICA COM 942683103 40385 767763 SH DEFINED 01 767763 0 0 WATSON PHARMACEUTICA COM 942683103 2234 42465 SH DEFINED 01 03 0 42465 0 WATSON PHARMACEUTICA COM 942683103 421 8009 SH DEFINED 01 05 0 8009 0 WATTS INDUSTRIES INC COM 942749102 1336 79997 SH DEFINED 01 79997 0 0 WAUSAU MOSINEE PAPER COM 943315101 17 1333 SH DEFINED 01 1333 0 0 WAVE SYS CORP COM 943526103 1 127 SH DEFINED 01 127 0 0 WEATHERFORD INTL COM 947074100 42560 862419 SH DEFINED 01 862419 0 0 WEATHERFORD INTL COM 947074100 108 2194 SH DEFINED 01 02 0 2194 0 WEATHERFORD INTL COM 947074100 15762 319400 SH DEFINED 01 05 0 319400 0 WEBEX COMMUNICATIONS COM 94767L109 1 90 SH DEFINED 01 90 0 0 WEBMETHODS INC COM 94768C108 2 86 SH DEFINED 01 86 0 0 WEBMD CORPORATION COM 94769M105 4 649 SH DEFINED 01 649 0 0 WEBSTER FINANCIAL COM 947890109 2276 77642 SH DEFINED 01 77642 0 0 WEBSTER FINANCIAL COM 947890109 129 4400 SH DEFINED 01 05 0 4400 0 WEBTRENDS CORP COM 94844D104 1 122 SH DEFINED 01 122 0 0 WEBVAN GROUP INC COM 94845V103 0 312 SH DEFINED 01 312 0 0 WEINGARTEN REALTY IN COM 948741103 9 209 SH DEFINED 01 209 0 0 WEIS MARKETS INC COM 948849104 8 239 SH DEFINED 01 239 0 0 WELLMAN INC COM 949702104 5609 291380 SH DEFINED 01 291380 0 0 WELLMAN INC COM 949702104 5 250 SH DEFINED 01 02 0 250 0 WELLMAN INC COM 949702104 148 7700 SH DEFINED 01 05 0 7700 0 WELLPOINT COM 94973H108 1509 15826 SH DEFINED 01 15826 0 0 WELLPOINT COM 94973H108 1527 16022 SH DEFINED 01 03 0 16022 0 WELLPOINT COM 94973H108 20 206 SH DEFINED 01 05 0 206 0 WELLS FARGO CO (NEW) COM 949746101 7767 157000 SH DEFINED 01 0 157000 0 WELLS FARGO CO (NEW) COM 949746101 763624 15436109 SH DEFINED 01 15436109 0 0 WELLS FARGO CO (NEW) COM 949746101 93097 1882043 SH DEFINED 01 02 0 1882043 0 WELLS FARGO CO (NEW) COM 949746101 25195 509298 SH DEFINED 01 03 0 509298 0 WELLS FARGO CO (NEW) COM 949746101 161762 3269917 SH DEFINED 01 05 0 3269917 0 WENDYS FINANCING 5.00% CM PRF 950588202 21973 455880 SH DEFINED 01 455880 0 0 WENDYS FINANCING 5.00% CM PRF 950588202 3041 63090 SH DEFINED 01 05 0 63090 0 WENDYS INTL INC COM 950590109 983 44051 SH DEFINED 01 44051 0 0 WENDYS INTL INC COM 950590109 593 26547 SH DEFINED 01 03 0 26547 0 WENDYS INTL INC COM 950590109 8 374 SH DEFINED 01 05 0 374 0 WERNER ENTERPRISES COM 950755108 2501 146095 SH DEFINED 01 146095 0 0 WESCO FINANCIAL CORP COM 950817106 6 18 SH DEFINED 01 18 0 0 WESCO INTERNATIONAL COM 95082P105 1 146 SH DEFINED 01 146 0 0 WEST CORP COM 952355105 5 218 SH DEFINED 01 218 0 0 WEST JAPAN RAILWAY COM 953100997 2275 532 SH DEFINED 01 03 0 532 0 WEST PHARMACEUTICAL COM 955306105 1 54 SH DEFINED 01 54 0 0 WEST AMERICA BANCORP COM 957090103 40 1059 SH DEFINED 01 1059 0 0 WEST AMERICA BANCORP COM 957090103 4 100 SH DEFINED 01 02 0 100 0 WESTCORP COM 957907108 2 128 SH DEFINED 01 128 0 0 WESTERN DIGITAL COM 958102105 143 30000 SH DEFINED 01 0 30000 0 WESTERN GAS RESOURCE COM 958259103 3964 122914 SH DEFINED 01 122914 0 0 WESTERN GAS RESOURCE COM 958259103 7 220 SH DEFINED 01 02 0 220 0 WESTERN GAS RESOURCE COM 958259103 161 5000 SH DEFINED 01 05 0 5000 0 WMC LIMITED ORD AU;WMC COM 958694101 13840 3529728 SH DEFINED 01 3529728 0 0 WMC LIMITED ORD AU;WMC COM 958694101 22256 5676000 SH DEFINED 01 05 0 5676000 0 WESTERN RES COM 959425109 47 1952 SH DEFINED 01 1952 0 0 WESTERN WIRELESS COM 95988E204 981 24149 SH DEFINED 01 24149 0 0 WESTFIELD AMER INC COM 959910100 2 145 SH DEFINED 01 145 0 0 WESTPOINT STEVENS IN COM 961238102 11 1218 SH DEFINED 01 1218 0 0 WESTVACO CORP COM 961548104 976 40272 SH DEFINED 01 40272 0 0 WESTVACO CORP COM 961548104 570 23514 SH DEFINED 01 03 0 23514 0 WESTVACO CORP COM 961548104 8 331 SH DEFINED 01 05 0 331 0 WESTWOOD ONE CORP COM 961815107 20586 894241 SH DEFINED 01 894241 0 0 WESTWOOD ONE CORP COM 961815107 139 6024 SH DEFINED 01 02 0 6024 0 WESTWOOD ONE CORP COM 961815107 21273 924100 SH DEFINED 01 05 0 924100 0 WET SEAL INC COM 961840105 1071 41787 SH DEFINED 01 41787 0 0 WEYERHAUESER COM 962166104 1974 38871 SH DEFINED 01 38871 0 0 WEYERHAUESER COM 962166104 2846 56043 SH DEFINED 01 03 0 56043 0 WEYERHAUESER COM 962166104 36 714 SH DEFINED 01 05 0 714 0 WHIRLPOOL CORP COM 963320106 43219 864555 SH DEFINED 01 864555 0 0 WHIRLPOOL CORP COM 963320106 1809 36182 SH DEFINED 01 03 0 36182 0 WHIRLPOOL CORP COM 963320106 383 7667 SH DEFINED 01 05 0 7667 0 WHITNEY HOLDING CORP COM 966612103 2717 68683 SH DEFINED 01 68683 0 0 WHITNEY HOLDING CORP COM 966612103 4 100 SH DEFINED 01 02 0 100 0 WHOLE FOODS MARKET COM 966837106 45527 1080769 SH DEFINED 01 1080769 0 0 WHOLE FOODS MARKET COM 966837106 92261 2190160 SH DEFINED 01 02 0 2190160 0 WHOLE FOODS MARKET COM 966837106 5866 139250 SH DEFINED 01 03 0 139250 0 WILD OATS MARKETS COM 96808B107 1 75 SH DEFINED 01 75 0 0 WILEY JOHN &SONS INC COM 968223206 5 262 SH DEFINED 01 262 0 0 WILLAMETTE IND INC WLL COM 969133107 67 1450 SH DEFINED 01 1450 0 0 WILLAMETTE IND INC WLL COM 969133107 1247 27098 SH DEFINED 01 03 0 27098 0 WILLAMETTE IND INC WLL COM 969133107 17 359 SH DEFINED 01 05 0 359 0 WILLIAMS COMM GRP COM 969455104 3 302 SH DEFINED 01 302 0 0 WILLIAM COMPANIES COM 969457100 150138 3503786 SH DEFINED 01 3503786 0 0 WILLIAM COMPANIES COM 969457100 351 8200 SH DEFINED 01 02 0 8200 0 WILLIAM COMPANIES COM 969457100 5003 116750 SH DEFINED 01 03 0 116750 0 WILLIAM COMPANIES COM 969457100 68 1590 SH DEFINED 01 05 0 1590 0 WILLIAMS SONOMA COM 969904101 394 15000 SH DEFINED 01 0 15000 0 WILLIAMS SONOMA COM 969904101 28918 1101625 SH DEFINED 01 1101625 0 0 WILLIAMS SONOMA COM 969904101 63643 2424405 SH DEFINED 01 02 0 2424405 0 WILLIAMS SONOMA COM 969904101 4123 157050 SH DEFINED 01 03 0 157050 0 WILMINGTON TRUST COR COM 971807102 138 2339 SH DEFINED 01 2339 0 0 WILSHIRE FINL SVCS COM 971867205 4942 2823726 SH DEFINED 01 2823726 0 0 WILSHIRE FINL SVCS COM 971867205 395 225934 SH DEFINED 01 02 0 225934 0 WILSHIRE FINL SVCS COM 971867205 1988 1136001 SH DEFINED 01 05 0 1136001 0 WILSHIRE WI ADVISOR WT 97187@117 49 12 SH DEFINED 01 05 0 12 0 WILSHIRE LA ADVISERS WT 97188#AA4 47 12 SH DEFINED 01 05 0 12 0 WILSHIRE NY ADVIS WT WT 971880117 148 20 SH DEFINED 01 0 20 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 0 3 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 05 0 3 0 WILSHIRE NY ADVISOR WT 971993118 68 60 SH DEFINED 01 0 60 0 WILSONS THE LEATHER COM 972463103 5 250 SH DEFINED 01 02 0 250 0 WIND RIVER COM 973149107 47 2022 SH DEFINED 01 2022 0 0 WINK COMMUNICATIONS COM 974168106 0 90 SH DEFINED 01 90 0 0 WINN-DIXIE COM 974280109 51 1779 SH DEFINED 01 1779 0 0 WINN-DIXIE COM 974280109 855 30154 SH DEFINED 01 03 0 30154 0 WINN-DIXIE COM 974280109 13 459 SH DEFINED 01 05 0 459 0 WINNEBAGO IND INC COM 974637100 1204 68018 SH DEFINED 01 68018 0 0 WINSTAR COM 975515107 1 298 SH DEFINED 01 298 0 0 WIRELESS FACILITIES COM 97653A103 0 89 SH DEFINED 01 89 0 0 WISCONSIN CENTRAL TR COM 976592105 19 1200 SH DEFINED 01 1200 0 0 WISCONSIN ENERGY COM 976657106 63 2918 SH DEFINED 01 2918 0 0 WOLVERINE TUBE INC COM 978093102 460 36396 SH DEFINED 01 36396 0 0 WOLVERINE COM 978097103 1830 125507 SH DEFINED 01 125507 0 0 WORLD ACCESS INC COM 98141A101 0 162 SH DEFINED 01 162 0 0 WORLDGATE COMM COM 98156L307 0 87 SH DEFINED 01 87 0 0 WORLDCOM INC COM 98157D106 3979 212941 SH DEFINED 01 0 212941 0 WORLDCOM INC COM 98157D106 48331 2586230 SH DEFINED 01 2586230 0 0 WORLDCOM INC COM 98157D106 8894 476055 SH DEFINED 01 02 0 476055 0 WORLDCOM INC COM 98157D106 14014 749924 SH DEFINED 01 03 0 749924 0 WORLDCOM INC COM 98157D106 11857 634477 SH DEFINED 01 05 0 634477 0 WORTHINGTON IND COM 981811102 11 1206 SH DEFINED 01 1206 0 0 WORTHINGTON IND COM 981811102 126 13554 SH DEFINED 01 03 0 13554 0 WORTHINGTON IND COM 981811102 3 282 SH DEFINED 01 05 0 282 0 WRIGLEY WM JR CO COM 982526105 144 2984 SH DEFINED 01 2984 0 0 WRIGLEY WM JR CO COM 982526105 2689 55722 SH DEFINED 01 03 0 55722 0 WRIGLEY WM JR CO COM 982526105 36 744 SH DEFINED 01 05 0 744 0 WYNDHAM COM 983101106 2 727 SH DEFINED 01 727 0 0 XM SATELLITE RADIO - WTS EXP COM 98375Y114 32 10750 SH DEFINED 01 10750 0 0 XM SATELLITE RADIO - WTS EXP COM 98375Y114 6 1900 SH DEFINED 01 05 0 1900 0 XO COMMUNICATIONS COM 983764101 45 6352 SH DEFINED 01 6352 0 0 XO COMM PIK PFD 14% PRF 983764408 540 23500 SH DEFINED 01 05 0 23500 0 XO COMMUNICATIONS PIK PFD 13.5 PRF 983764705 5369 16520 SH DEFINED 01 16520 0 0 XO COMMUNICATIONS PIK PFD 13.5 PRF 983764705 1166 3588 SH DEFINED 01 05 0 3588 0 X-RITE INC COM 983857103 633 64490 SH DEFINED 01 64490 0 0 XCEL ENERGY INC COM 98389B100 6709 222800 SH DEFINED 01 0 222800 0 XCEL ENERGY INC COM 98389B100 97391 3234494 SH DEFINED 01 3234494 0 0 XCEL ENERGY INC COM 98389B100 265 8800 SH DEFINED 01 02 0 8800 0 XCEL ENERGY INC COM 98389B100 2542 84427 SH DEFINED 01 03 0 84427 0 XCEL ENERGY INC COM 98389B100 34 1121 SH DEFINED 01 05 0 1121 0 XILINX COM 983919101 3196 91000 SH DEFINED 01 0 91000 0 XILINX COM 983919101 50346 1433359 SH DEFINED 01 1433359 0 0 XILINX COM 983919101 81723 2326597 SH DEFINED 01 02 0 2326597 0 XILINX COM 983919101 5320 151475 SH DEFINED 01 03 0 151475 0 XILINX COM 983919101 31589 899335 SH DEFINED 01 05 0 899335 0 XEROX COM 984121103 53 8854 SH DEFINED 01 8854 0 0 XEROX COM 984121103 961 160491 SH DEFINED 01 03 0 160491 0 XEROX COM 984121103 13 2197 SH DEFINED 01 05 0 2197 0 XTRA INC COM 984138107 2 49 SH DEFINED 01 49 0 0 YAHOO INC COM 984332106 199 12631 SH DEFINED 01 12631 0 0 YAHOO INC COM 984332106 2172 137883 SH DEFINED 01 03 0 137883 0 YAHOO INC COM 984332106 29 1838 SH DEFINED 01 05 0 1838 0 YANKEE CANDLE COM 984757104 1021 77515 SH DEFINED 01 77515 0 0 YANKEE CANDLE COM 984757104 2 150 SH DEFINED 01 02 0 150 0 YANKEE CANDLE COM 984757104 37 2800 SH DEFINED 01 05 0 2800 0 YELLOW CORPORATION COM 985509108 4306 251425 SH DEFINED 01 251425 0 0 YELLOW CORPORATION COM 985509108 4 220 SH DEFINED 01 02 0 220 0 YELLOW CORPORATION COM 985509108 111 6500 SH DEFINED 01 05 0 6500 0 YORK INTL CORP NEW COM 986670107 21345 771125 SH DEFINED 01 771125 0 0 YORK INTL CORP NEW COM 986670107 4 150 SH DEFINED 01 02 0 150 0 YORK INTL CORP NEW COM 986670107 413 14937 SH DEFINED 01 05 0 14937 0 YOUNG BROADCASTING COM 987434107 1 42 SH DEFINED 01 42 0 0 YOUPOWER 0% CVT PFD SERIES B COM 987780XX6 202 347938 SH DEFINED 01 347938 0 0 YOUPOWER 0% CVT PFD SERIES B COM 987780XX6 247 425258 SH DEFINED 01 05 0 425258 0 ZALE CORP COM 988858106 7228 249246 SH DEFINED 01 249246 0 0 ZALE CORP COM 988858106 5 180 SH DEFINED 01 02 0 180 0 ZALE CORP COM 988858106 181 6235 SH DEFINED 01 05 0 6235 0 ZEBRA TECH COM 989207105 3637 95402 SH DEFINED 01 95402 0 0 ZENITH NATIONAL COM 989390109 1226 51931 SH DEFINED 01 51931 0 0 ZIONS BANCORPORATION COM 989701107 5834 112000 SH DEFINED 01 0 112000 0 ZIONS BANCORPORATION COM 989701107 193892 3722246 SH DEFINED 01 3722246 0 0 ZIONS BANCORPORATION COM 989701107 184 3541 SH DEFINED 01 02 0 3541 0 ZIONS BANCORPORATION COM 989701107 49421 948772 SH DEFINED 01 05 0 948772 0 ZIXIT CORPORATION COM 98974P100 353 50206 SH DEFINED 01 50206 0 0 ZYGO CORP COM 989855101 40 2100 SH DEFINED 01 2100 0 0 ZOLL MEDICAL COM 989922109 2515 72100 SH DEFINED 01 72100 0 0 ZOLL MEDICAL COM 989922109 4 110 SH DEFINED 01 02 0 110 0 ZOLL MEDICAL COM 989922109 105 3000 SH DEFINED 01 05 0 3000 0 ZOMAX OPTICAL MEDIA COM 989929104 3117 608014 SH DEFINED 01 608014 0 0 ZOMAX OPTICAL MEDIA COM 989929104 2 480 SH DEFINED 01 02 0 480 0 ZOMAX OPTICAL MEDIA COM 989929104 100 19600 SH DEFINED 01 05 0 19600 0 AET INCOME III (HV) COM 990007213 155710 9985842 SH DEFINED 01 03 0 9985842 0 AET STABLE CAPITAL II (HV) COM 990007940 47082 3102036 SH DEFINED 01 03 0 3102036 0 AET BLUE CHIP ADVANTAGE II (HV COM 990008393 164723 4107335 SH DEFINED 01 03 0 4107335 0 AET INCOME II (HV) COM 990008419 65130 3104530 SH DEFINED 01 03 0 3104530 0 AET FEDERAL INCOME (HV) COM 990008443 44498 2429094 SH DEFINED 01 03 0 2429094 0 AET EQUITY INDEX BASE (HV) COM 990008450 2376097 68602739 SH DEFINED 01 03 0 68602739 0 AET STABLE CAPITAL I (HV) COM 990008492 1202626 73601017 SH DEFINED 01 03 0 73601017 0 L15 STABLE (HV) COM 9900084E1 426253 42038466 SH DEFINED 01 03 0 42038466 0 AET COMMON STOCK (HV) COM 990009078 1741 8405 SH DEFINED 01 03 0 8405 0 AET BOND (HV) COM 990009086 43388 675559 SH DEFINED 01 03 0 675559 0 AET INCOME I (HV) COM 990009102 2608765 47126032 SH DEFINED 01 03 0 47126032 0 AET INTERNATIONAL (HV) COM 990009136 5357 47123 SH DEFINED 01 03 0 47123 0 AET EMERGING GROWTH (HV) COM 990009300 26228 190869 SH DEFINED 01 03 0 190869 0 AET MIDCAP GROWTH (HV) COM 990009318 181220 959701 SH DEFINED 01 03 0 959701 0 AET EQUITY INDEX III (HV) COM 990018509 47194 1591564 SH DEFINED 01 03 0 1591564 0 WAHOO FUND LP COM 9999Z4438 58 159 SH DEFINED 01 02 0 159 0 AUSTRALIAN DOLLAR COM AUD000001 41 83875 SH DEFINED 01 10 83875 0 0 AUD@GOLDMAN (FUT) COM AUDF00002 2 4979 SH DEFINED 01 10 4979 0 0 SWISS FRANCS COM CHF000001 36 61954 SH DEFINED 01 10 61954 0 0 DANISH KRONE COM DKK000001 9 75341 SH DEFINED 01 10 75341 0 0 EURO CURRENCY COM EUR000001 290 328017 SH DEFINED 01 10 328017 0 0 ACE LIMITED COM G0070K103 38330 1042700 SH DEFINED 01 1042700 0 0 ACE LIMITED COM G0070K103 4044 110000 SH DEFINED 01 05 0 110000 0 ACE LIMITED COM G0070K103 31751 920600 SH DEFINED 11 12 13 0 920600 0 ACE LTD COM G0070K103 5515 159900 SH DEFINED 11 12 0 159900 0 ACE LTD COM G0070K103 62 1800 SH DEFINED 11 12 13 0 1800 0 APW LIMITED COM G04397108 1017 118626 SH DEFINED 01 118626 0 0 EVEREST RE GROUP LTD COM G3223R108 29804 448034 SH DEFINED 01 448034 0 0 EVEREST RE GROUP LTD COM G3223R108 202 3030 SH DEFINED 01 02 0 3030 0 EVEREST RE GROUP LTD COM G3223R108 46305 696100 SH DEFINED 01 05 0 696100 0 FRESH DEL MONTE PROD COM G36738105 1 209 SH DEFINED 01 209 0 0 GARMIN LTD COM G37260109 9938 500000 SH DEFINED 01 05 0 500000 0 GLOBAL CROSSING LTD COM G3921A100 133 9828 SH DEFINED 01 9828 0 0 GLOBAL CROSSING LTD COM G3921A100 2944 218204 SH DEFINED 01 03 0 218204 0 GLOBAL CROSSING LTD COM G3921A100 39 2915 SH DEFINED 01 05 0 2915 0 GLOBAL CROSSING 6.375% CP PRF G3921A126 15604 288290 SH DEFINED 01 288290 0 0 GLOBAL CROSSING 6.375% CP PRF G3921A126 2602 48070 SH DEFINED 01 05 0 48070 0 LORAL SPACE & COMM LOR COM G56462107 3 1217 SH DEFINED 01 1217 0 0 NORDIC AMERICAN TANKER COM G65773106 100 5000 SH DEFINED 01 5000 0 0 RENAISSANCE RE HLDGS COM G7496G103 4694 67050 SH DEFINED 01 67050 0 0 RENAISSANCE RE HLDGS COM G7496G103 4058 57950 SH DEFINED 01 05 0 57950 0 SALIX PHARMACEUTICALS LTD COM G77770108 100 6700 SH DEFINED 01 6700 0 0 SANTA FE INTL CORP COM G7805C108 17706 544778 SH DEFINED 01 544778 0 0 SANTA FE INTL CORP COM G7805C108 124 3803 SH DEFINED 01 02 0 3803 0 SANTA FE INTL CORP COM G7805C108 18688 575000 SH DEFINED 01 05 0 575000 0 W.P. STEWART & CO COM G84922106 2133 98300 SH DEFINED 01 98300 0 0 W.P. STEWART & CO COM G84922106 124 5700 SH DEFINED 01 05 0 5700 0 TOMMY HILFIGER COM G8915Z102 2567 199800 SH DEFINED 01 199800 0 0 TOMMY HILFIGER COM G8915Z102 2 150 SH DEFINED 01 02 0 150 0 TOMMY HILFIGER COM G8915Z102 2991 232800 SH DEFINED 01 05 0 232800 0 TRANSOCEAN SEDCO FOR COM G90078109 11596 267500 SH DEFINED 01 0 267500 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 56891 1312386 SH DEFINED 01 1312386 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 5618 129604 SH DEFINED 01 03 0 129604 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 59731 1377892 SH DEFINED 01 05 0 1377892 0 TRENWICK GROUP LTD COM G9032C109 2185 110724 SH DEFINED 01 110724 0 0 TRITON ENERGY COM G90751101 450 24000 SH DEFINED 01 24000 0 0 WHITE MOUNTAINS INSURANCE GROU COM G9618E107 5 16 SH DEFINED 01 16 0 0 XL CAPITAL LTD CL A COM G98255105 20813 273600 SH DEFINED 01 273600 0 0 XL CAPITAL LTD CL A COM G98255105 171 2245 SH DEFINED 01 02 0 2245 0 XL CAPITAL LTD CL A COM G98255105 33440 439600 SH DEFINED 01 05 0 439600 0 UK POUND STERLING COM GBP000001 99 69370 SH DEFINED 01 10 69370 0 0 GBP@GOLDMAN (FUT) COM GBPF00002 1 519 SH DEFINED 01 10 519 0 0 HONG KONG DOLLAR COM HKD000001 11 84448 SH DEFINED 01 10 84448 0 0 JAPANESE YEN COM JPY000001 36 4543708 SH DEFINED 01 10 4543708 0 0 JPY@GOLDMAN (FUT) COM JPYF00002 4 527377 SH DEFINED 01 10 527377 0 0 CHECKPOINT SOFTWARE COM M22465104 23036 484947 SH DEFINED 01 484947 0 0 CHECKPOINT SOFTWARE COM M22465104 119 2496 SH DEFINED 01 05 0 2496 0 PRECISE SOFTWARE SOL COM M41450103 65 4300 SH DEFINED 01 4300 0 0 M SYSTEMS FLSH DISK COM M7061C100 1061 150300 SH DEFINED 01 150300 0 0 M SYSTEMS FLSH DISK COM M7061C100 1 180 SH DEFINED 01 02 0 180 0 M SYSTEMS FLSH DISK COM M7061C100 36 5100 SH DEFINED 01 05 0 5100 0 TARO PHARMACEUTICAL COM M8737E108 131 3000 SH DEFINED 01 3000 0 0 NORWEGIAN KRONER COM NOK000001 6 52686 SH DEFINED 01 10 52686 0 0 NEW ZEALAND DOLLAR COM NZD000001 4 11107 SH DEFINED 01 10 11107 0 0 STEINER LEISURE LTD COM P8744Y102 23 1400 SH DEFINED 01 1400 0 0 SWEDISH KRONA COM SEK000001 18 181142 SH DEFINED 01 10 181142 0 0 SINGAPORE DOLLAR COM SGD000001 17 30919 SH DEFINED 01 10 30919 0 0 BANCO COMERCIAL PORTUGUESE COM V1198647 2 404 SH DEFINED 01 10 404 0 0 TELEFONICA NEW SHRS COM V1201302 4 232 SH DEFINED 01 10 232 0 0 ROYAL CARIBBEAN COM V7780T103 9 392 SH DEFINED 01 392 0 0 FLEXTRONICS INTL LTD COM Y2573F102 149 9949 SH DEFINED 01 9949 0 0