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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: September 30, 2002

Check here if Amendment [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    American Express Financial Corporation
Address: 430 AXP Financial Center
         Minneapolis, MN  55474-0000

Form 13F File Number:  28-139

The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:     John Knight
Title:    V.P. Investment Accounting
Phone:    612-671-3618

Signature, Place, and Date of Signing:


/s/ John Knight        Minneapolis, MN             October 22, 2002
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]

Report Type (Check only one.):

[   ] 13F HOLDINGS REPORT.

[   ] 13F NOTICE.

[ x ] 13F COMBINATION REPORT.


                       FORM 13F SUMMARY PAGE


Report Summary:
Number of Other Included Managers:          13
Form 13F Information Table Entry Total:     7593
Form 13F Information Table Value Total:     $61466787 (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                            COM              000361105      475    99925 SH       DEFINED 01              99925        0        0
ABENGOA                        COM              000369991      171    37600 SH       DEFINED 01              37600        0        0
ABN AMRO HOLDING NV            COM              000770990     1551   141648 SH       DEFINED 01             141648        0        0
ADC TELECOMMUNICATIONS         COM              000886101       59    51368 SH       DEFINED 01              51368        0        0
ADC TELECOMMUNICATIONS         COM              000886101      213   185378 SH       DEFINED 01 03               0   185378        0
ADC TELECOMMUNICATIONS         COM              000886101       11     9300 SH       DEFINED 01 05               0     9300        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS AG                      COM              000900993       88     1286 SH       DEFINED 01 03               0     1286        0
ABM INDS                       COM              000957100     2170   153894 SH       DEFINED 01             153894        0        0
ADVANTECH CO LTD               COM              001009992      382   199200 SH       DEFINED 01             199200        0        0
AFC ENTERPRISES                COM              00104Q107        4      190 SH       DEFINED 01                190        0        0
AFLAC                          COM              001055102    24801   808106 SH       DEFINED 01             808106        0        0
AFLAC                          COM              001055102     3695   120385 SH       DEFINED 01 03               0   120385        0
AFLAC                          COM              001055102     4681   152524 SH       DEFINED 01 05               0   152524        0
AFLAC INC                      COM              001055102     3437   112000 SH       DEFINED 01                  0   112000        0
AFLAC INC                      COM              001055102     4976   162112 SH       DEFINED 01 02               0   162112        0
AGCO                           COM              001084102     8480   365585 SH       DEFINED 01             365585        0        0
AGCO                           COM              001084102        3      128 SH       DEFINED 01 03               0      128        0
AGCO                           COM              001084102      379    16293 SH       DEFINED 01 05               0    16293        0
AGCO CORP                      COM              001084102       52     2196 SH       DEFINED 01 02               0     2196        0
MY TRAVLE PLC                  COM              0010979          1     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES                  COM              001204106    16188   732817 SH       DEFINED 01             732817        0        0
AGL RESOURCES                  COM              001204106        5      206 SH       DEFINED 01 03               0      206        0
AGL RESOURCES INC              COM              001204106       74     3315 SH       DEFINED 01 02               0     3315        0
AES                            COM              00130H105       46    18442 SH       DEFINED 01              18442        0        0
AES                            COM              00130H105      317   126327 SH       DEFINED 01 03               0   126327        0
AES                            COM              00130H105       16     6340 SH       DEFINED 01 05               0     6340        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 HOLDINGS              COM              001547108      324    44394 SH       DEFINED 01              44394        0        0
AMB PROPERTY CORP              COM              00163T109        4      135 SH       DEFINED 01                135        0        0
AMC ENTERTAINMENT              COM              001669100      710    96000 SH       DEFINED 01              96000        0        0
AMN HEALTHCARE SERV            COM              001744101     1301    70332 SH       DEFINED 01              70332        0        0
AMR                            COM              001765106    11921  2852095 SH       DEFINED 01            2852095        0        0
AMR                            COM              001765106      424   101399 SH       DEFINED 01 03               0   101399        0
AMR                            COM              001765106     1602   383130 SH       DEFINED 01 05               0   383130        0
AMR CORP DEL                   COM              001765106       74    17600 SH       DEFINED 01 02               0    17600        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER                COM              00184A105   184853 15799508 SH       DEFINED 01           15799508        0        0
AOL TIME WARNER                COM              00184A105    13410  1146150 SH       DEFINED 01 03               0  1146150        0
AOL TIME WARNER                COM              00184A105   131919 11275140 SH       DEFINED 01 05               0 11275140        0
AOL TIME WARNER INC            COM              00184A105     1100    94000 SH       DEFINED 01                  0    94000        0
AOL TIME WARNER INC            COM              00184A105      368    31489 SH       DEFINED 01 02               0    31489        0
APAC CUSTOMER SVCS             COM              00185E106       32    10911 SH       DEFINED 01 02               0    10911        0
APAC CUSTOMER SVCS             COM              00185E106        2      666 SH       DEFINED 01 03               0      666        0
AT&T                           COM              001957109   114717  9551804 SH       DEFINED 01            9551804        0        0
AT&T                           COM              001957109    13212  1100033 SH       DEFINED 01 03               0  1100033        0
AT&T                           COM              001957109    62316  5188550 SH       DEFINED 01 05               0  5188550        0
AT&T CORP                      COM              001957109      661    55000 SH       DEFINED 01 02               0    55000        0
A S A LIMITED                  COM              002050102     4579   141900 SH       DEFINED 01             141900        0        0
A S A LIMITED                  COM              002050102      442    13700 SH       DEFINED 01 05               0    13700        0
ATMI                           COM              00207R101     2422   171757 SH       DEFINED 01             171757        0        0
A T & T WIRELESS SERVICES      COM              00209A106      115    27900 SH       DEFINED 11 12               0    27900        0
AT&T WIRELESS SERVICES         COM              00209A106     4132  1003086 SH       DEFINED 01            1003086        0        0
AT&T WIRELESS SERVICES         COM              00209A106     2607   632742 SH       DEFINED 01 03               0   632742        0
AT&T WIRELESS SERVICES         COM              00209A106      214    52126 SH       DEFINED 01 05               0    52126        0
AVX                            COM              002444107     2469   285000 SH       DEFINED 01             285000        0        0
AVX                            COM              002444107       99    11400 SH       DEFINED 01 05               0    11400        0
AXT                            COM              00246W103      340   163602 SH       DEFINED 01             163602        0        0
AXT                            COM              00246W103       26    12477 SH       DEFINED 01 05               0    12477        0
AARON RENTS                    COM              002535201     1716    74621 SH       DEFINED 01              74621        0        0
AARON RENTS INC-CL A           COM              002535300       48     2000 SH       DEFINED 01               2000        0        0
ABBOTT LABORATORIES            COM              002824100    93669  2318541 SH       DEFINED 01            2318541        0        0
ABBOTT LABORATORIES            COM              002824100    14981   370839 SH       DEFINED 01 03               0   370839        0
ABBOTT LABORATORIES            COM              002824100    67381  1667867 SH       DEFINED 01 05               0  1667867        0
ABBOTT LABS                    COM              002824100      889    22000 SH       DEFINED 01                  0    22000        0
ABBOTT LABS                    COM              002824100    32423   802628 SH       DEFINED 01 02               0   802628        0
AMEC ORD                       COM              0028262          2      478 SH       DEFINED 01 10             478        0        0
ABERCROMBIE & FITCH            COM              002896207     1420    72164 SH       DEFINED 01              72164        0        0
ABERCROMBIE & FITCH            COM              002896207      126     6400 SH       DEFINED 01 05               0     6400        0
ABGENIX                        COM              00339B107      460    70889 SH       DEFINED 01              70889        0        0
ABGENIX                        COM              00339B107        2      288 SH       DEFINED 01 03               0      288        0
ABGENIX INC                    COM              00339B107       30     4553 SH       DEFINED 01 02               0     4553        0
ABITIBI-CONSOLIDATED           COM              003924107    14890  2199350 SH       DEFINED 01            2199350        0        0
ABITIBI-CONSOLIDATED           COM              003924107     1905   281298 SH       DEFINED 01 05               0   281298        0
SIGNET GROUP PLC               COM              0040374          7     5047 SH       DEFINED 01 10            5047        0        0
ACESA INFRAESTRUCTOR           COM              004318994      189    16615 SH       DEFINED 01              16615        0        0
ACCOR                          COM              004340998      713    24398 SH       DEFINED 01              24398        0        0
ACCOR                          COM              004347993     7568   259141 SH       DEFINED 01             259141        0        0
ACCOR                          COM              004347993    11395   390180 SH       DEFINED 01 05               0   390180        0
ACCREDO HEALTH                 COM              00437V104     7492   157131 SH       DEFINED 01             157131        0        0
ACCREDO HEALTH                 COM              00437V104       81     1700 SH       DEFINED 01 05               0     1700        0
ACCREDO HEALTH INC             COM              00437V104        1       30 SH       DEFINED 01 02               0       30        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473          5     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         14     5004 SH       DEFINED 01 10            5004        0        0
ACOM                           COM              004900999      844    20000 SH       DEFINED 01              20000        0        0
SAFEWAY                        COM              0049241         10     3123 SH       DEFINED 01 10            3123        0        0
ACTIVISION                     COM              004930202      719    30059 SH       DEFINED 01              30059        0        0
ACTIVISION                     COM              004930202       73     3050 SH       DEFINED 01 05               0     3050        0
ACTIVISION INC                 COM              004930202        1       45 SH       DEFINED 01 02               0       45        0
ACTION PERFORMANCE             COM              004933107        3      100 SH       DEFINED 01 02               0      100        0
ACTION PERFORMANCE COMPANIES   COM              004933107     3028   117827 SH       DEFINED 01             117827        0        0
ACTION PERFORMANCE COMPANIES   COM              004933107      200     7800 SH       DEFINED 01 05               0     7800        0
ACTEL                          COM              004934105     1947   187136 SH       DEFINED 01             187136        0        0
ACTEL                          COM              004934105        2      175 SH       DEFINED 01 03               0      175        0
ACTEL                          COM              004934105       75     7251 SH       DEFINED 01 05               0     7251        0
ACTEL CORP                     COM              004934105      291    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105       32     3000 SH       DEFINED 01 02               0     3000        0
ACTUATE                        COM              00508B102      293   308790 SH       DEFINED 01             308790        0        0
ACTUATE                        COM              00508B102       34    36146 SH       DEFINED 01 05               0    36146        0
ACTUANT                        COM              00508X203     1219    33035 SH       DEFINED 01              33035        0        0
ACTUANT                        COM              00508X203        4      114 SH       DEFINED 01 03               0      114        0
ACTUANT                        COM              00508X203      148     4000 SH       DEFINED 01 05               0     4000        0
ACTUANT CORPORATION            COM              00508X203       68     1839 SH       DEFINED 01 02               0     1839        0
ACUITIY BRANDS                 COM              00508Y102     1677   136763 SH       DEFINED 01             136763        0        0
ACXIOM                         COM              005125109    20356  1435576 SH       DEFINED 01            1435576        0        0
ACXIOM                         COM              005125109     1930   136100 SH       DEFINED 01 03               0   136100        0
ACXIOM                         COM              005125109     1014    71495 SH       DEFINED 01 05               0    71495        0
ACXIOM CORP                    COM              005125109     1078    76050 SH       DEFINED 01 02               0    76050        0
ADERANS                        COM              005320999      270    14000 SH       DEFINED 01              14000        0        0
SEVERN TRENT                   COM              0054632         10     1019 SH       DEFINED 01 10            1019        0        0
ASSOCIATED BRITISH PORTS       COM              0056434          6      979 SH       DEFINED 01 10             979        0        0
BILLITON A                     COM              0056650         32     6918 SH       DEFINED 01 10            6918        0        0
ARM HOLDING PLC                COM              0059585          4     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC                        COM              00651F108     2366   536452 SH       DEFINED 01             536452        0        0
ADAPTEC                        COM              00651F108        1      307 SH       DEFINED 01 03               0      307        0
ADAPTEC                        COM              00651F108     3056   693000 SH       DEFINED 01 05               0   693000        0
ADAPTEC INC                    COM              00651F108       21     4688 SH       DEFINED 01 02               0     4688        0
ADECCO SA REG                  COM              006700991      240     7101 SH       DEFINED 01               7101        0        0
ADECCO SA REG                  COM              006700991      320     9458 SH       DEFINED 01 05               0     9458        0
BAA                            COM              0067340         24     2917 SH       DEFINED 01 10            2917        0        0
BBA GROUP                      COM              0067748          3      966 SH       DEFINED 01 10             966        0        0
BPB                            COM              0068707          6     1459 SH       DEFINED 01 10            1459        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     2626   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     3626   925039 SH       DEFINED 01 05               0   925039        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      220    56179 SH       DEFINED 01              56179        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      304    77582 SH       DEFINED 01 05               0    77582        0
ADMINISTAFF                    COM              007094105      336    87250 SH       DEFINED 01              87250        0        0
ADOBE SYSTEMS                  COM              00724F101      268    14006 SH       DEFINED 01              14006        0        0
ADOBE SYSTEMS                  COM              00724F101     1067    55866 SH       DEFINED 01 03               0    55866        0
ADOBE SYSTEMS                  COM              00724F101       54     2806 SH       DEFINED 01 05               0     2806        0
ADTRAN                         COM              00738A106      897    57449 SH       DEFINED 01              57449        0        0
ADTRAN                         COM              00738A106       29     1847 SH       DEFINED 01 02               0     1847        0
ADTRAN                         COM              00738A106        2      119 SH       DEFINED 01 03               0      119        0
ADTRAN                         COM              00738A106      103     6600 SH       DEFINED 01 05               0     6600        0
ADVANCE AUTO PARTS             COM              00751Y106      475     9000 SH       DEFINED 01               9000        0        0
ADVANCE AUTO PARTS             COM              00751Y106     6033   114400 SH       DEFINED 01 05               0   114400        0
ADV DIGITAL INFORMAT           COM              007525108        1      139 SH       DEFINED 01                139        0        0
ADVANCED MARKETING SERVICES    COM              00753T105      835    60526 SH       DEFINED 01              60526        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      943    71069 SH       DEFINED 01              71069        0        0
ADV SELECT ABSOL LLC           COM              007551997    12590 12500000 SH       DEFINED 01 05               0 12500000        0
ADV SELECT ABSOL LTD           COM              007552995    12568 12500000 SH       DEFINED 01 05               0 12500000        0
ADV SEL ENH OPPT LLC           COM              007553993    12526 12500000 SH       DEFINED 01 05               0 12500000        0
ADV SEL ENH OPPT LTD           COM              007554991    12510 12500000 SH       DEFINED 01 05               0 12500000        0
ADV SELECT OPPOR LLC           COM              007555998    12546 12500000 SH       DEFINED 01 05               0 12500000        0
ADV SELECT OPPOR LTD           COM              007556996    12459 12500000 SH       DEFINED 01 05               0 12500000        0
ADV CREDIT OPPORT LP           COM              007557994    19950 25000000 SH       DEFINED 01 05               0 25000000        0
ADVO                           COM              007585102     3472   109346 SH       DEFINED 01             109346        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108      857   220400 SH       DEFINED 01             220400        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108      195    50200 SH       DEFINED 01 05               0    50200        0
ADVANCED MEDICAL OPT           COM              00763M108        1       65 SH       DEFINED 01 02               0       65        0
ADVANCED MEDICAL OPTICS        COM              00763M108      858    90155 SH       DEFINED 01              90155        0        0
ADVANCED MEDICAL OPTICS        COM              00763M108        0        0 SH       DEFINED 01 03               0        0        0
AEROFLEX                       COM              007768104     2246   445520 SH       DEFINED 01             445520        0        0
AEROFLEX                       COM              007768104        1      296 SH       DEFINED 01 03               0      296        0
AEROFLEX                       COM              007768104      104    20574 SH       DEFINED 01 05               0    20574        0
AEROFLEX INC                   COM              007768104       25     4898 SH       DEFINED 01 02               0     4898        0
ADVANCED MICRO DEVICES         COM              007903107     1435   268562 SH       DEFINED 01             268562        0        0
ADVANCED MICRO DEVICES         COM              007903107      425    79675 SH       DEFINED 01 03               0    79675        0
ADVANCED MICRO DEVICES         COM              007903107     2157   403991 SH       DEFINED 01 05               0   403991        0
ADVANCEPCS                     COM              00790K109    18769   833076 SH       DEFINED 01             833076        0        0
ADVANCEPCS                     COM              00790K109     4688   208100 SH       DEFINED 01 05               0   208100        0
AEGON                          COM              007930993    11410  1215125 SH       DEFINED 01            1215125        0        0
AEGON                          COM              007930993      119    12697 SH       DEFINED 01 03               0    12697        0
AEGON                          COM              007930993     9121   971514 SH       DEFINED 01 05               0   971514        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS           COM              007973100      895   100642 SH       DEFINED 01             100642        0        0
ADVENT SOFTWARE                COM              007974108     3450   301327 SH       DEFINED 01             301327        0        0
ADVENT SOFTWARE                COM              007974108      179    15666 SH       DEFINED 01 02               0    15666        0
ADVENT SOFTWARE                COM              007974108      319    27900 SH       DEFINED 01 03               0    27900        0
ADVENT SOFTWARE                COM              007974108      176    15414 SH       DEFINED 01 05               0    15414        0
AEON CREDIT SERVICES           COM              008010993       62   200000 SH       DEFINED 01             200000        0        0
AEON CREDIT SERVICE            COM              008011991      399     7600 SH       DEFINED 01               7600        0        0
AETHER SYS                     COM              00808V105        0       61 SH       DEFINED 01                 61        0        0
BARRATT DEVE                   COM              0081180          3      509 SH       DEFINED 01 10             509        0        0
AETNA                          COM              00817Y108      181     5044 SH       DEFINED 01               5044        0        0
AETNA                          COM              00817Y108     1253    35001 SH       DEFINED 01 03               0    35001        0
AETNA                          COM              00817Y108       63     1761 SH       DEFINED 01 05               0     1761        0
AFFILIATED COMPUTER SERVICES C COM              008190100     9887   232353 SH       DEFINED 01             232353        0        0
AFFILIATED COMPUTER SERVICES C COM              008190100    13042   306500 SH       DEFINED 01 05               0   306500        0
AFFILIATED MANAGERS            COM              008252108    17255   386790 SH       DEFINED 01 02               0   386790        0
AFFILIATED MANAGERS GROUP      COM              008252108     4724   105882 SH       DEFINED 01             105882        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      484    10850 SH       DEFINED 01 03               0    10850        0
AFFILIATED MANAGERS GROUP      COM              008252108      156     3500 SH       DEFINED 01 05               0     3500        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH       DEFINED 01 02               0      460        0
AFRICAN RAINBOW MIN            COM              008279994      797   120000 SH       DEFINED 01             120000        0        0
AFTER MARKET TECH              COM              008318107      996    77000 SH       DEFINED 01              77000        0        0
AFTER MARKET TECH              COM              008318107       41     3227 SH       DEFINED 01 02               0     3227        0
AFTER MARKET TECH              COM              008318107        3      198 SH       DEFINED 01 03               0      198        0
AFTER MARKET TECH              COM              008318107      116     9000 SH       DEFINED 01 05               0     9000        0
AGFA GEVAERT NV                COM              008453995     1216    66000 SH       DEFINED 01              66000        0        0
AGERE SYSTEMS CL A             COM              00845V100     1082   982766 SH       DEFINED 01             982766        0        0
AGERE SYSTEMS INC-CL           COM              00845V209        5     5238 SH       DEFINED 01                  0     5238        0
AGILENT TECHNOLOGIES           COM              00846U101     1915   146741 SH       DEFINED 01             146741        0        0
AGILENT TECHNOLOGIES           COM              00846U101     1411   108058 SH       DEFINED 01 03               0   108058        0
AGILENT TECHNOLOGIES           COM              00846U101      985    75423 SH       DEFINED 01 05               0    75423        0
AGILENT TECH CVT               CONV BND         00846UAB7      185   230000 PRN      DEFINED 01 02               0        0   230000
AGILE SOFTWARE                 COM              00846X105     1112   173411 SH       DEFINED 01             173411        0        0
AJINOMOTO CO INC               COM              008601999      318    30000 SH       DEFINED 01              30000        0        0
AGRIUM INC                     COM              008916108      940   102700 SH       DEFINED 01             102700        0        0
L'AIR LIQUIDE                  COM              009126103      169     1371 SH       DEFINED 01               1371        0        0
AIR PROD & CHEM                COM              009158106     2773    66000 SH       DEFINED 01                  0    66000        0
AIR PROD & CHEM                COM              009158106    10734   255540 SH       DEFINED 01 02               0   255540        0
AIR PRODUCTS & CHEMICALS       COM              009158106   138273  3291434 SH       DEFINED 01            3291434        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     4121    98093 SH       DEFINED 01 03               0    98093        0
AIR PRODUCTS & CHEMICALS       COM              009158106    24404   580894 SH       DEFINED 01 05               0   580894        0
AIRBORNE                       COM              009269101     1427   125856 SH       DEFINED 01             125856        0        0
AIRBORNE                       COM              009269101        4      311 SH       DEFINED 01 03               0      311        0
AIRBORNE                       COM              009269101      179    15800 SH       DEFINED 01 05               0    15800        0
AIRBORNE INC                   COM              009269101       55     4909 SH       DEFINED 01 02               0     4909        0
AIRGAS                         COM              009363102     5441   414423 SH       DEFINED 01             414423        0        0
AIRGAS                         COM              009363102        3      266 SH       DEFINED 01 03               0      266        0
AIRGAS                         COM              009363102      404    30794 SH       DEFINED 01 05               0    30794        0
AIRGAS INC                     COM              009363102       57     4380 SH       DEFINED 01 02               0     4380        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        8    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        0      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          1      246 SH       DEFINED 01 10             246        0        0
AKZO NOBEL                     COM              010199990     4511   140000 SH       DEFINED 01             140000        0        0
AKZO NOBEL                     COM              010199990      168     5200 SH       DEFINED 01 05               0     5200        0
BOC GROUP                      COM              0108120         19     1364 SH       DEFINED 01 10            1364        0        0
BOOTS CO                       COM              0111441         21     2526 SH       DEFINED 01 10            2526        0        0
ALAMO GROUP                    COM              011311107     1435   116100 SH       DEFINED 01             116100        0        0
ALAMO GROUP                    COM              011311107      182    14700 SH       DEFINED 01 05               0    14700        0
ALAMOSA HOLDINGS INC           COM              011589108        0      347 SH       DEFINED 01                347        0        0
ALASKA AIR GROUP               COM              011659109       18     1018 SH       DEFINED 01               1018        0        0
ALASKA COMM SYSTEM GROUP       COM              01167P101        1      748 SH       DEFINED 01                748        0        0
ALBANY INTL CL A               COM              012348108     1542    81229 SH       DEFINED 01              81229        0        0
ALBANY INTL CL A               COM              012348108        3      144 SH       DEFINED 01 03               0      144        0
ALBANY INTL CL A               COM              012348108      198    10410 SH       DEFINED 01 05               0    10410        0
ALBANY INTL CORP NEW           COM              012348108       45     2441 SH       DEFINED 01 02               0     2441        0
ALBANY MOLECULAR RESEARCH      COM              012423109        4      211 SH       DEFINED 01                211        0        0
ALBEMARLE                      COM              012653101     3539   139961 SH       DEFINED 01             139961        0        0
ALBEMARLE                      COM              012653101      313    12390 SH       DEFINED 01 05               0    12390        0
AMVESCAP PLC                   COM              0128269         10     2024 SH       DEFINED 01 10            2024        0        0
BRITISH AIRW                   COM              0129057          4     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO-CULVER CL B            COM              013068101       99     2017 SH       DEFINED 01               2017        0        0
ALBERTO-CULVER CL B            COM              013068101      663    13526 SH       DEFINED 01 03               0    13526        0
ALBERTO-CULVER CL B            COM              013068101       33      683 SH       DEFINED 01 05               0      683        0
ALBERTSON'S                    COM              013104104     1789    74085 SH       DEFINED 01              74085        0        0
ALBERTSON'S                    COM              013104104     2289    94751 SH       DEFINED 01 03               0    94751        0
ALBERTSON'S                    COM              013104104      115     4752 SH       DEFINED 01 05               0     4752        0
BRITISH LAND                   COM              0136701         10     1506 SH       DEFINED 01 10            1506        0        0
ALCAN                          COM              013716105     2849   115446 SH       DEFINED 01             115446        0        0
ALCAN                          COM              013716105     2221    90000 SH       DEFINED 01 05               0    90000        0
ALCOA                          COM              013817101   154022  7980425 SH       DEFINED 01            7980425        0        0
ALCOA                          COM              013817101     5614   290892 SH       DEFINED 01 03               0   290892        0
ALCOA                          COM              013817101    26685  1382602 SH       DEFINED 01 05               0  1382602        0
ALCOA INC                      COM              013817101     4254   220395 SH       DEFINED 01                  0   220395        0
ALCOA INC                      COM              013817101     9376   485736 SH       DEFINED 01 02               0   485736        0
BRITISH SKY                    COM              0141192         31     3797 SH       DEFINED 01 10            3797        0        0
ALEXANDER & BALDWIN            COM              014482103     5976   268577 SH       DEFINED 01             268577        0        0
ALEXANDER & BALDWIN            COM              014482103       95     4290 SH       DEFINED 01 02               0     4290        0
ALEXANDER & BALDWIN            COM              014482103        6      269 SH       DEFINED 01 03               0      269        0
ALEXANDER & BALDWIN            COM              014482103      413    18560 SH       DEFINED 01 05               0    18560        0
ALEXANDRIA REAL ESTATE         COM              015271109      347     8175 SH       DEFINED 01               8175        0        0
ALEXANDRIA REAL ESTATE         COM              015271109       70     1650 SH       DEFINED 01 05               0     1650        0
ALEXION PHARMACEUTIC           COM              015351109        1       69 SH       DEFINED 01                 69        0        0
ALFA LAVAL - AB                COM              015355993      170    20472 SH       DEFINED 01 03               0    20472        0
BUNZL                          COM              0154004          9     1349 SH       DEFINED 01 10            1349        0        0
CABLE & WIRE                   COM              0162557         12     6694 SH       DEFINED 01 10            6694        0        0
ALKERMES                       COM              01642T108        1      188 SH       DEFINED 01                188        0        0
ALLEGHANY                      COM              017175100     1521     8027 SH       DEFINED 01               8027        0        0
CAPITA GROUP                   COM              0173474          5     1500 SH       DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106     4729   360982 SH       DEFINED 01             360982        0        0
ALLEGHENY ENERGY               COM              017361106      383    29253 SH       DEFINED 01 03               0    29253        0
ALLEGHENY ENERGY               COM              017361106     1742   132963 SH       DEFINED 01 05               0   132963        0
ALLEGHENY TECHNOLOGIES         COM              01741R102       21     3019 SH       DEFINED 01               3019        0        0
ALLEGHENY TECHNOLOGIES         COM              01741R102      130    18765 SH       DEFINED 01 03               0    18765        0
ALLEGHENY TECHNOLOGIES         COM              01741R102        6      939 SH       DEFINED 01 05               0      939        0
ALLEGIANT BANCORP              COM              017476102      767    47200 SH       DEFINED 01              47200        0        0
ALLEGIANT BANCORP              COM              017476102        3      173 SH       DEFINED 01 03               0      173        0
ALLEGIANT BANCORP              COM              017476102      102     6300 SH       DEFINED 01 05               0     6300        0
ALLEGIANT BANCORP IN           COM              017476102       42     2599 SH       DEFINED 01 02               0     2599        0
ALLEGIANCE TELECOM             COM              01747T102        1      604 SH       DEFINED 01                604        0        0
NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM                  COM              018091108      511    95659 SH       DEFINED 01              95659        0        0
CELLTECH CHIRO                 COM              0182276          3      615 SH       DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102     9982   183490 SH       DEFINED 01             183490        0        0
ALLERGAN                       COM              018490102     1909    35062 SH       DEFINED 01 03               0    35062        0
ALLERGAN                       COM              018490102     6082   111807 SH       DEFINED 01 05               0   111807        0
ALLERGAN INC                   COM              018490102    20718   380811 SH       DEFINED 01 02               0   380811        0
ALLERGAN INC CVT               CONV BND         018490AA0      260   410000 PRN      DEFINED 01 02               0        0   410000
ALLETE                         COM              018522102    13253   613552 SH       DEFINED 01             613552        0        0
ALLETE                         COM              018522102       44     2050 SH       DEFINED 01 05               0     2050        0
ALLIANCE CAPITAL MANAGEMENT HO COM              01855A101        5      167 SH       DEFINED 01                167        0        0
ALLIANCE DATA SYSTEMS          COM              018581108     7473   493300 SH       DEFINED 01             493300        0        0
ALLIANCE DATA SYSTEMS          COM              018581108    10127   668400 SH       DEFINED 01 05               0   668400        0
ALLIANCE GAMING                COM              01859P609      841    54390 SH       DEFINED 01              54390        0        0
ALLIANCE & LEICESTER           COM              018655993      325    26305 SH       DEFINED 01              26305        0        0
ALLIANCE SEMICONDUCTOR         COM              01877H100      446   117274 SH       DEFINED 01             117274        0        0
ALLIANT ENERGY                 COM              018802108       69     3610 SH       DEFINED 01               3610        0        0
ALLIANT TECHSYSTEMS            COM              018804104     9464   136666 SH       DEFINED 01             136666        0        0
ALLIED CAPITAL                 COM              01903Q108        4      191 SH       DEFINED 01                191        0        0
ALLIED IRISH BANKS             COM              019224880     3467   289913 SH       DEFINED 01             289913        0        0
ALLIED WASTE INDS              COM              019589308     1666   226652 SH       DEFINED 01             226652        0        0
ALLIED WASTE INDS              COM              019589308      337    45880 SH       DEFINED 01 03               0    45880        0
ALLIED WASTE INDS              COM              019589308       17     2298 SH       DEFINED 01 05               0     2298        0
ALLMERICA FINANCIAL            COM              019754100       25     2120 SH       DEFINED 01               2120        0        0
ALLOY                          COM              019855105     2630   316500 SH       DEFINED 01             316500        0        0
ALLOY                          COM              019855105      100    12000 SH       DEFINED 01 05               0    12000        0
ALLOY INC                      COM              019855105        1      180 SH       DEFINED 01 02               0      180        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108      471   164805 SH       DEFINED 01             164805        0        0
ALLIANCE UNICHEM               COM              020000998      478    60000 SH       DEFINED 01              60000        0        0
ALLSTATE                       COM              020002101    29788   837913 SH       DEFINED 01             837913        0        0
ALLSTATE                       COM              020002101     5839   164244 SH       DEFINED 01 03               0   164244        0
ALLSTATE                       COM              020002101    24149   679302 SH       DEFINED 01 05               0   679302        0
ALLSTATE CORP                  COM              020002101     2666    75000 SH       DEFINED 01                  0    75000        0
ALLTEL                         COM              020039103    30674   764380 SH       DEFINED 01             764380        0        0
ALLTEL                         COM              020039103     2918    72717 SH       DEFINED 01 03               0    72717        0
ALLTEL                         COM              020039103     7262   180961 SH       DEFINED 01 05               0   180961        0
ALLTEL CORP                    COM              020039103      482    12000 SH       DEFINED 01                  0    12000        0
ALLTEL CVT PFD CVT             PRF              020039822     7612   175000 SH       DEFINED 01             175000        0        0
ALPHARMA CL A                  COM              020813101     1546   161086 SH       DEFINED 01             161086        0        0
ALTANA                         COM              021275995     1091    30100 SH       DEFINED 01              30100        0        0
ALTADIS                        COM              021280995    13230   592319 SH       DEFINED 01             592319        0        0
ALTADIS                        COM              021280995      148     6621 SH       DEFINED 01 03               0     6621        0
ALTADIS                        COM              021280995     8371   374776 SH       DEFINED 01 05               0   374776        0
ALTERA                         COM              021441100     2116   244112 SH       DEFINED 01             244112        0        0
ALTERA                         COM              021441100      771    88900 SH       DEFINED 01 03               0    88900        0
ALTERA                         COM              021441100     4282   493860 SH       DEFINED 01 05               0   493860        0
ALTERA CORP                    COM              021441100      312    36000 SH       DEFINED 01                  0    36000        0
ALTERA CORP                    COM              021441100      970   111900 SH       DEFINED 01 02               0   111900        0
AVIVA                          COM              0216238         35     6274 SH       DEFINED 01 10            6274        0        0
ALZA (JNJ) CVT                 CONV BND         02261WAB5      236   300000 PRN      DEFINED 01 02               0        0   300000
AMADA                          COM              022631105      691   183000 SH       DEFINED 01             183000        0        0
AMADA                          COM              022631105       11     3000 SH       DEFINED 01 03               0     3000        0
AMADA                          COM              022631105     1315   348000 SH       DEFINED 01 05               0   348000        0
AMAZON COM INC                 COM              023135106     6546   410928 SH       DEFINED 01             410928        0        0
AMAZON COM INC                 COM              023135106     6930   435000 SH       DEFINED 01 05               0   435000        0
AMB GENERALI HOLDING           COM              023138993      910    18496 SH       DEFINED 01              18496        0        0
AMBAC FINANCIAL GROUP          COM              023139108      192     3554 SH       DEFINED 01               3554        0        0
AMBAC FINANCIAL GROUP          COM              023139108     1328    24640 SH       DEFINED 01 03               0    24640        0
AMBAC FINANCIAL GROUP          COM              023139108       67     1236 SH       DEFINED 01 05               0     1236        0
AMERADA HESS                   COM              023551104      824    12149 SH       DEFINED 01              12149        0        0
AMERADA HESS                   COM              023551104     1410    20775 SH       DEFINED 01 03               0    20775        0
AMERADA HESS                   COM              023551104       71     1047 SH       DEFINED 01 05               0     1047        0
AMERCO                         COM              023586100        1       73 SH       DEFINED 01                 73        0        0
AMEREN                         COM              023608102    15251   366175 SH       DEFINED 01             366175        0        0
AMEREN                         COM              023608102     1414    33965 SH       DEFINED 01 03               0    33965        0
AMEREN                         COM              023608102      121     2893 SH       DEFINED 01 05               0     2893        0
AMERICA WEST HLDG CP           COM              023657208        0      110 SH       DEFINED 01                110        0        0
REUTERS GROU                   COM              0236913         13     3710 SH       DEFINED 01 10            3710        0        0
DIAGEO                         COM              0237400        118     9522 SH       DEFINED 01 10            9522        0        0
AMCORE FINL INC                COM              023912108        2       92 SH       DEFINED 01                 92        0        0
SCHRODERS                      COM              0240549          5      699 SH       DEFINED 01 10             699        0        0
AMERICAN AXLE & MFG HOLDINGS   COM              024061103      605    24229 SH       DEFINED 01              24229        0        0
SIX CONTINENTS PLC             COM              0243195         22     2376 SH       DEFINED 01 10            2376        0        0
AMER CAP STRATEGIES            COM              024937104        4      217 SH       DEFINED 01                217        0        0
AMERICAN ELECTRIC POWER        COM              025537101     3926   137683 SH       DEFINED 01             137683        0        0
AMERICAN ELECTRIC POWER        COM              025537101     2260    79291 SH       DEFINED 01 03               0    79291        0
AMERICAN ELECTRIC POWER        COM              025537101      199     6962 SH       DEFINED 01 05               0     6962        0
AMER ELEC PFD CVT PFD          PRF              025537200     5842   150000 SH       DEFINED 01             150000        0        0
AMERICAN EAGLE OUTFITTERS      COM              02553E106       33     2767 SH       DEFINED 01               2767        0        0
AMERICAN EAGLE OUTFITTERS      COM              02553E106     3131   259600 SH       DEFINED 01 05               0   259600        0
AMERICAN EXPRESS               COM              025816109     1392    44665 SH       DEFINED 01              44665        0        0
AMERICAN EXPRESS               COM              025816109     9645   309332 SH       DEFINED 01 03               0   309332        0
AMERICAN EXPRESS               COM              025816109      484    15528 SH       DEFINED 01 05               0    15528        0
AMERICAN FINANCIAL GROUP       COM              025932104       61     2643 SH       DEFINED 01               2643        0        0
AMERICAN FINANCIAL HOLDINGS    COM              026075101     2037    66978 SH       DEFINED 01              66978        0        0
BAE SYSTEMS PLC                COM              0263494         27     9001 SH       DEFINED 01 10            9001        0        0
AMERICAN GREETINGS CL A        COM              026375105     8974   557403 SH       DEFINED 01             557403        0        0
AMERICAN GREETINGS CL A        COM              026375105      268    16586 SH       DEFINED 01 03               0    16586        0
AMERICAN GREETINGS CL A        COM              026375105      272    16921 SH       DEFINED 01 05               0    16921        0
AMER GROUP                     COM              026377994      310    11600 SH       DEFINED 01              11600        0        0
PROVIDENT FI                   COM              0268596          5      573 SH       DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    11407   208522 SH       DEFINED 01                  0   208522        0
AMERICAN INTL GROUP            COM              026874107   368000  6727560 SH       DEFINED 01            6727560        0        0
AMERICAN INTL GROUP            COM              026874107    19731   360674 SH       DEFINED 01 02               0   360674        0
AMERICAN INTL GROUP            COM              026874107    33467   611820 SH       DEFINED 01 03               0   611820        0
AMERICAN INTL GROUP            COM              026874107   114786  2098483 SH       DEFINED 01 05               0  2098483        0
AMERICAN INTL GROUP            CONV BND         026874AP2      416   670000 PRN      DEFINED 01 02               0        0   670000
AMERICAN ITALIAN PASTA CL A    COM              027070101     2748    76997 SH       DEFINED 01              76997        0        0
AMERICAN MANAGEMENT            COM              027352103       29     2219 SH       DEFINED 01 02               0     2219        0
AMERICAN MANAGEMENT SYSTEMS    COM              027352103     3909   307131 SH       DEFINED 01             307131        0        0
AMERICAN MANAGEMENT SYSTEMS    COM              027352103        2      143 SH       DEFINED 01 03               0      143        0
AMERICAN MANAGEMENT SYSTEMS    COM              027352103      132    10400 SH       DEFINED 01 05               0    10400        0
AMERICAN MEDICAL SYSTEMS HOLDI COM              02744M108     1434    69100 SH       DEFINED 01              69100        0        0
AMERICAN MEDICAL SEC           COM              02744P101      556    39300 SH       DEFINED 01              39300        0        0
AMERSHAM PLC                   COM              0274753         17     2071 SH       DEFINED 01 10            2071        0        0
AMERICAN NATL INS CO           COM              028591105        5       78 SH       DEFINED 01                 78        0        0
BRIT AMER TO                   COM              0287580         58     5655 SH       DEFINED 01 10            5655        0        0
AMER PWR CONVERSION            COM              029066107      738    77320 SH       DEFINED 01 02               0    77320        0
AMERICAN POWER CONVERSION      COM              029066107    18287  1912918 SH       DEFINED 01            1912918        0        0
AMERICAN POWER CONVERSION      COM              029066107     1771   185312 SH       DEFINED 01 03               0   185312        0
AMERICAN POWER CONVERSION      COM              029066107     1704   178234 SH       DEFINED 01 05               0   178234        0
MAN E.D & F                    COM              0294405         11      716 SH       DEFINED 01 10             716        0        0
AMERICAN STANDARD              COM              029712106     2789    43836 SH       DEFINED 01              43836        0        0
AMERICAN STANDARD              COM              029712106     1064    16720 SH       DEFINED 01 03               0    16720        0
AMERICAN STANDARD              COM              029712106       53      836 SH       DEFINED 01 05               0      836        0
AMERICAN STATES WATER          COM              029899101     1246    47510 SH       DEFINED 01              47510        0        0
AMERICAN TOWER CL A            COM              029912201        3     1612 SH       DEFINED 01               1612        0        0
AMERICAN TOWER CORP            COM              029912201       40    25000 SH       DEFINED 01                  0    25000        0
AMERICAN WATER WORKS           COM              030411102    13579   304072 SH       DEFINED 01             304072        0        0
AMERICREDIT                    COM              03060R101      512    63501 SH       DEFINED 01              63501        0        0
AMERISTAR CASINOS              COM              03070Q101     1327    70000 SH       DEFINED 01              70000        0        0
AMERISTAR CASINOS              COM              03070Q101      173     9100 SH       DEFINED 01 05               0     9100        0
AMERISTAR CASINOS IN           COM              03070Q101        1       60 SH       DEFINED 01 02               0       60        0
AMERSHAM                       COM              030719108        3       60 SH       DEFINED 01 02               0       60        0
AMERSHAM                       COM              030719991     1275   151642 SH       DEFINED 01             151642        0        0
AMERSHAM                       COM              030719991     1532   182232 SH       DEFINED 01 05               0   182232        0
AMERIPATH                      COM              03071D109     2706   181601 SH       DEFINED 01             181601        0        0
AMERIPATH                      COM              03071D109      163    10926 SH       DEFINED 01 05               0    10926        0
AMERIPATH INC                  COM              03071D109        2      140 SH       DEFINED 01 02               0      140        0
AMERUS GROUP                   COM              03072M108     7752   273363 SH       DEFINED 01             273363        0        0
AMERUS GROUP                   COM              03072M108      737    26000 SH       DEFINED 01 05               0    26000        0
AMERISOURCEBERGEN              COM              03073E105    39892   558555 SH       DEFINED 01             558555        0        0
AMERISOURCEBERGEN              COM              03073E105      978    13697 SH       DEFINED 01 02               0    13697        0
AMERISOURCEBERGEN              COM              03073E105     3554    49750 SH       DEFINED 01 03               0    49750        0
AMERISOURCEBERGEN              COM              03073E105    30078   421134 SH       DEFINED 01 05               0   421134        0
AMERIGROUP                     COM              03073T102     7369   219593 SH       DEFINED 01             219593        0        0
AMERIGROUP                     COM              03073T102      661    19700 SH       DEFINED 01 05               0    19700        0
AMERIGROUP CORP                COM              03073T102        2       70 SH       DEFINED 01 02               0       70        0
AMERITRADE HLDGS               COM              03074K100        3      931 SH       DEFINED 01                931        0        0
ELECTROCOMPO                   COM              0309644          4     1019 SH       DEFINED 01 10            1019        0        0
AMETEK                         COM              031100100      608    20870 SH       DEFINED 01              20870        0        0
AMETEK INC (NEW)               COM              031100100        2       80 SH       DEFINED 01 02               0       80        0
AMGEN                          COM              031162100   157947  3787710 SH       DEFINED 01            3787710        0        0
AMGEN                          COM              031162100    14336   343809 SH       DEFINED 01 03               0   343809        0
AMGEN                          COM              031162100    23437   562046 SH       DEFINED 01 05               0   562046        0
AMGEN INC                      COM              031162100     6964   167000 SH       DEFINED 01                  0   167000        0
AMGEN INC                      COM              031162100    24506   587648 SH       DEFINED 01 02               0   587648        0
AMGEN                          CONV BND         031162AE0      415   590000 PRN      DEFINED 01 02               0        0   590000
AMKOR TECHNOLOGY               COM              031652100        1      578 SH       DEFINED 01                578        0        0
AMPHENOL CL A                  COM              032095101     1790    57767 SH       DEFINED 01              57767        0        0
AMPHENOL CL A                  COM              032095101     2325    75000 SH       DEFINED 01 05               0    75000        0
AMSOUTH BANCORPORATION         COM              032165102      250    12052 SH       DEFINED 01              12052        0        0
AMSOUTH BANCORPORATION         COM              032165102     1731    83474 SH       DEFINED 01 03               0    83474        0
AMSOUTH BANCORPORATION         COM              032165102       87     4187 SH       DEFINED 01 05               0     4187        0
AMSURG                         COM              03232P405     2965    98270 SH       DEFINED 01              98270        0        0
AMSURG                         COM              03232P405      127     4200 SH       DEFINED 01 05               0     4200        0
AMSURG CORP                    COM              03232P405        3      110 SH       DEFINED 01 02               0      110        0
AMYLIN PHARM                   COM              032346108       54     3186 SH       DEFINED 01 02               0     3186        0
AMYLIN PHARMACEUTICALS         COM              032346108      981    59000 SH       DEFINED 01              59000        0        0
AMYLIN PHARMACEUTICALS         COM              032346108        3      199 SH       DEFINED 01 03               0      199        0
AMYLIN PHARMACEUTICALS         COM              032346108      121     7300 SH       DEFINED 01 05               0     7300        0
AMVESCAP                       COM              03235E993      288    60863 SH       DEFINED 01              60863        0        0
ANADARKO PETRO CORP            COM              032511107      579    13000 SH       DEFINED 01 02               0    13000        0
ANADARKO PETROLEUM             COM              032511107    17218   386557 SH       DEFINED 01             386557        0        0
ANADARKO PETROLEUM             COM              032511107     4160    93396 SH       DEFINED 01 03               0    93396        0
ANADARKO PETROLEUM             COM              032511107     3292    73906 SH       DEFINED 01 05               0    73906        0
ANADIGICS                      COM              032515108      426   200183 SH       DEFINED 01             200183        0        0
ANALOG DEVICES                 COM              032654105    13666   693688 SH       DEFINED 01             693688        0        0
ANALOG DEVICES                 COM              032654105     5064   257045 SH       DEFINED 01 02               0   257045        0
ANALOG DEVICES                 COM              032654105     1691    85848 SH       DEFINED 01 03               0    85848        0
ANALOG DEVICES                 COM              032654105      445    22576 SH       DEFINED 01 05               0    22576        0
ANALOGIC                       COM              032657207     3949    94269 SH       DEFINED 01              94269        0        0
ANALOGIC                       COM              032657207      314     7500 SH       DEFINED 01 05               0     7500        0
ANALYSTS INTL                  COM              032681108      220    75891 SH       DEFINED 01              75891        0        0
ANAREN MICROWAVE               COM              032744104      757    92128 SH       DEFINED 01              92128        0        0
ANAREN MICROWAVE               COM              032744104       29     3472 SH       DEFINED 01 02               0     3472        0
ANAREN MICROWAVE               COM              032744104        2      225 SH       DEFINED 01 03               0      225        0
ANAREN MICROWAVE               COM              032744104       57     6900 SH       DEFINED 01 05               0     6900        0
ANCHOR BANCORP                 COM              032839102       85     4210 SH       DEFINED 01 02               0     4210        0
ANCHOR BANCORP WISCONSIN       COM              032839102     3302   163496 SH       DEFINED 01             163496        0        0
ANCHOR BANCORP WISCONSIN       COM              032839102        5      252 SH       DEFINED 01 03               0      252        0
ANCHOR BANCORP WISCONSIN       COM              032839102      224    11100 SH       DEFINED 01 05               0    11100        0
FKI                            COM              0329459          2     1243 SH       DEFINED 01 10            1243        0        0
CARLTON                        COM              0341925          2     1453 SH       DEFINED 01 10            1453        0        0
ANDREW CORP                    COM              034425108       23     3581 SH       DEFINED 01               3581        0        0
ANDREW CORP                    COM              034425108       20     2960 SH       DEFINED 01 02               0     2960        0
ANDREW CORP                    COM              034425108      150    23010 SH       DEFINED 01 03               0    23010        0
ANDREW CORP                    COM              034425108        7     1143 SH       DEFINED 01 05               0     1143        0
BIRSTGROUP PLC                 COM              0345217          5     1259 SH       DEFINED 01 10            1259        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107      650    29359 SH       DEFINED 01              29359        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107     1079    48700 SH       DEFINED 01 05               0    48700        0
ANGELICA                       COM              034663104      582    27089 SH       DEFINED 01              27089        0        0
ANGLO AMERICAN PLC             COM              034671883     5678   448505 SH       DEFINED 01             448505        0        0
ANGLO AMERICAN PLC             COM              034671883      281    22211 SH       DEFINED 01 05               0    22211        0
ANGLO IRISH BANK CRP           COM              034675959      419    70000 SH       DEFINED 01              70000        0        0
ANGLOGOLD ADR                  COM              035128206    11318   424700 SH       DEFINED 01             424700        0        0
ANGLOGOLD ADR                  COM              035128206      416    15600 SH       DEFINED 01 05               0    15600        0
ANGLOGOLD LTD ORD              COM              035128990      984    18206 SH       DEFINED 01              18206        0        0
ANGLOGOLD LTD ORD              COM              035128990       48      890 SH       DEFINED 01 05               0      890        0
ANHEUSER BUSCH CO              COM              035229103    17455   344960 SH       DEFINED 01 02               0   344960        0
ANHEUSER-BUSCH                 COM              035229103   205075  4052859 SH       DEFINED 01            4052859        0        0
ANHEUSER-BUSCH                 COM              035229103    10265   202867 SH       DEFINED 01 03               0   202867        0
ANHEUSER-BUSCH                 COM              035229103    34502   681876 SH       DEFINED 01 05               0   681876        0
ANIXTER INTL                   COM              035290105     3457   167846 SH       DEFINED 01             167846        0        0
ANIXTER INTL                   COM              035290105        3      163 SH       DEFINED 01 03               0      163        0
ANIXTER INTL                   COM              035290105      136     6600 SH       DEFINED 01 05               0     6600        0
ANIXTER INTL INC               COM              035290105       53     2585 SH       DEFINED 01 02               0     2585        0
ANNTAYLOR STORES               COM              036115103     4434   192499 SH       DEFINED 01             192499        0        0
ANNTAYLOR STORES               COM              036115103        4      162 SH       DEFINED 01 03               0      162        0
ANNTAYLOR STORES               COM              036115103      114     4970 SH       DEFINED 01 05               0     4970        0
ANNTAYLOR STORES COR           COM              036115103       66     2902 SH       DEFINED 01 02               0     2902        0
ANSYS                          COM              03662Q105     1839   106710 SH       DEFINED 01             106710        0        0
ANSYS                          COM              03662Q105        2      100 SH       DEFINED 01 02               0      100        0
ANSYS                          COM              03662Q105      138     8000 SH       DEFINED 01 05               0     8000        0
ANTHEM                         COM              03674B104    49837   766729 SH       DEFINED 01             766729        0        0
ANTHEM                         COM              03674B104     2133    32810 SH       DEFINED 01 03               0    32810        0
ANTHEM                         COM              03674B104    22088   339823 SH       DEFINED 01 05               0   339823        0
ANTHEM INC.                    COM              03674B104       13      200 SH       DEFINED 01 02               0      200        0
ANTEON INTERNATIONAL CORP      COM              03674E108      357    13140 SH       DEFINED 01              13140        0        0
ANSWERTHINK                    COM              036916104     1281   883700 SH       DEFINED 01             883700        0        0
ANSWERTHINK                    COM              036916104      116    79900 SH       DEFINED 01 05               0    79900        0
ANTIGENICS                     COM              037032109     3206   396800 SH       DEFINED 01             396800        0        0
ANTIGENICS                     COM              037032109      298    36900 SH       DEFINED 01 05               0    36900        0
ANTOFAGASTA PLC                COM              037111994     3638   451877 SH       DEFINED 01             451877        0        0
ANTOFAGASTA PLC                COM              037111994      180    22343 SH       DEFINED 01 05               0    22343        0
ANWORTH MORTGAGE ASSET         COM              037347101      131    10725 SH       DEFINED 01              10725        0        0
ANWORTH MORTGAGE ASSET         COM              037347101       24     2000 SH       DEFINED 01 05               0     2000        0
TATNEFT ADR                    COM              03737P306     2338   150000 SH       DEFINED 01             150000        0        0
TATNEFT ADR                    COM              03737P306       98     6303 SH       DEFINED 01 05               0     6303        0
AON                            COM              037389103     3120   152283 SH       DEFINED 01             152283        0        0
AON                            COM              037389103     1301    63490 SH       DEFINED 01 03               0    63490        0
AON                            COM              037389103       65     3192 SH       DEFINED 01 05               0     3192        0
AON CORP                       COM              037389103     2315   113000 SH       DEFINED 01                  0   113000        0
APACHE                         COM              037411105    60448  1016802 SH       DEFINED 01            1016802        0        0
APACHE                         COM              037411105     3690    62073 SH       DEFINED 01 03               0    62073        0
APACHE                         COM              037411105    31663   532595 SH       DEFINED 01 05               0   532595        0
APACHE CORP                    COM              037411105    23502   395330 SH       DEFINED 01 02               0   395330        0
APARTMENT INVESTMENT & MANAGEM COM              03748R101     3145    80946 SH       DEFINED 01              80946        0        0
APARTMENT INVESTMENT & MANAGEM COM              03748R101     5245   135000 SH       DEFINED 01 05               0   135000        0
APOGEE ENTERPRISES             COM              037598109     1895   173254 SH       DEFINED 01             173254        0        0
APOGEE ENTERPRISES             COM              037598109        2      170 SH       DEFINED 01 02               0      170        0
APOGEE ENTERPRISES             COM              037598109      114    10400 SH       DEFINED 01 05               0    10400        0
APOLLO GROUP CL A              COM              037604105    18030   414233 SH       DEFINED 01             414233        0        0
APOLLO GROUP CL A              COM              037604105     4641   106610 SH       DEFINED 01 03               0   106610        0
APOLLO GROUP CL A              COM              037604105    18937   435034 SH       DEFINED 01 05               0   435034        0
APOLLO GROUP INC  -C           COM              037604105   112040  2573947 SH       DEFINED 01 02               0  2573947        0
UNIVERSITY OF PHOENIX ONLINE   COM              037604204      530    16493 SH       DEFINED 01              16493        0        0
APOGENT TECHNOLOGIES           COM              03760A101    15941   854263 SH       DEFINED 01             854263        0        0
APOGENT TECHNOLOGIES           COM              03760A101    32399  1736297 SH       DEFINED 01 02               0  1736297        0
APOGENT TECHNOLOGIES           COM              03760A101     2412   129250 SH       DEFINED 01 03               0   129250        0
APOGENT TECHNOLOGIES           COM              03760A101      811    43480 SH       DEFINED 01 05               0    43480        0
STRIKE=1.60  5/21/04           COM              03761E110       16   156250 SH       DEFINED 01             156250        0        0
APOLLO GOLD CORP               COM              03761E995      681   400000 SH       DEFINED 01             400000        0        0
APPALACHIAN PWR $100           PRF              037735842     1098    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1125    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100    46402  3200127 SH       DEFINED 01            3200127        0        0
APPLE COMPUTER                 COM              037833100     1211    83543 SH       DEFINED 01 03               0    83543        0
APPLE COMPUTER                 COM              037833100    65094  4489297 SH       DEFINED 01 05               0  4489297        0
APPLEBEE'S INTL                COM              037899101     3854   175832 SH       DEFINED 01             175832        0        0
APRIA HEALTHCARE GRO           COM              037933108        3      120 SH       DEFINED 01 02               0      120        0
APRIA HEALTHCARE GROUP         COM              037933108     1905    80856 SH       DEFINED 01              80856        0        0
APRIA HEALTHCARE GROUP         COM              037933108      240    10200 SH       DEFINED 01 05               0    10200        0
APPLERA - APP BIOSYS           COM              038020103    17154   937239 SH       DEFINED 01 02               0   937239        0
APPLERA - APPLIED BIOSYSTEMS G COM              038020103    15291   835561 SH       DEFINED 01             835561        0        0
APPLERA - APPLIED BIOSYSTEMS G COM              038020103     2428   132634 SH       DEFINED 01 03               0   132634        0
APPLERA - APPLIED BIOSYSTEMS G COM              038020103      793    43357 SH       DEFINED 01 05               0    43357        0
APPLERA - CELERA GENOMICS GROU COM              038020202     3316   417059 SH       DEFINED 01             417059        0        0
APPLERA - CELERA GENOMICS GROU COM              038020202      254    31900 SH       DEFINED 01 05               0    31900        0
APPLICA                        COM              03815A106      390    73594 SH       DEFINED 01              73594        0        0
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     1020    60176 SH       DEFINED 01              60176        0        0
APPLIED MATERIALS              COM              038222105     1051    91000 SH       DEFINED 01                  0    91000        0
APPLIED MATERIALS              COM              038222105    90675  7850648 SH       DEFINED 01            7850648        0        0
APPLIED MATERIALS              COM              038222105    14443  1250118 SH       DEFINED 01 02               0  1250118        0
APPLIED MATERIALS              COM              038222105     4570   395603 SH       DEFINED 01 03               0   395603        0
APPLIED MATERIALS              COM              038222105    15180  1314320 SH       DEFINED 01 05               0  1314320        0
APPLIED MICRO CIRCUITS         COM              03822W109       54    18770 SH       DEFINED 01              18770        0        0
APPLIED MICRO CIRCUITS         COM              03822W109      200    70087 SH       DEFINED 01 03               0    70087        0
APPLIED MICRO CIRCUITS         COM              03822W109       10     3510 SH       DEFINED 01 05               0     3510        0
APTARGROUP                     COM              038336103     3776   140518 SH       DEFINED 01             140518        0        0
AQUILA                         COM              03840P102      645   157279 SH       DEFINED 01             157279        0        0
GUS PLC                        COM              0384704         24     2778 SH       DEFINED 01 10            2778        0        0
CMG PLC -- (GBP)               COM              0384737          1     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     2315   157914 SH       DEFINED 01             157914        0        0
ARACRUZ CELULOSE ADR           COM              038496204      100     6802 SH       DEFINED 01 05               0     6802        0
ARADIGM                        COM              038505103      262   125000 SH       DEFINED 01             125000        0        0
ARAMARK CL B                   COM              038521100        5      254 SH       DEFINED 01                254        0        0
MISYS                          COM              0385785          3     1305 SH       DEFINED 01 10            1305        0        0
ARBITRON                       COM              03875Q108     4561   133736 SH       DEFINED 01             133736        0        0
ARCELOR                        COM              039366992     9830   969411 SH       DEFINED 01             969411        0        0
ARCELOR                        COM              039366992     9693   955881 SH       DEFINED 01 05               0   955881        0
ARCH CHEMICALS                 COM              03937R102     1245    70237 SH       DEFINED 01              70237        0        0
ARCH COAL                      COM              039380100      191    11584 SH       DEFINED 01              11584        0        0
ARCH COAL                      COM              039380100       31     1900 SH       DEFINED 01 05               0     1900        0
ARCHER-DANIELS-MIDLAND         COM              039483102    37341  2984944 SH       DEFINED 01            2984944        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102     1933   154555 SH       DEFINED 01 03               0   154555        0
ARCHER-DANIELS-MIDLAND         COM              039483102     2287   182771 SH       DEFINED 01 05               0   182771        0
ARCHSTONE-SMITH TRUS           COM              039583109     3904   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE-SMITH TRUST          COM              039583109       11      460 SH       DEFINED 01                460        0        0
ARCTIC CAT                     COM              039670104     3598   257729 SH       DEFINED 01             257729        0        0
ARCTIC CAT                     COM              039670104      237    17000 SH       DEFINED 01 05               0    17000        0
ARDEN REALTY                   COM              039793104      156     6608 SH       DEFINED 01               6608        0        0
ARDEN REALTY                   COM              039793104       31     1310 SH       DEFINED 01 05               0     1310        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207      889   111111 SH       DEFINED 01             111111        0        0
ARGONAUT GROUP                 COM              040157109     1588    92100 SH       DEFINED 01              92100        0        0
ARGONAUT GROUP                 COM              040157109      121     7000 SH       DEFINED 01 05               0     7000        0
ARGOSY GAMING                  COM              040228108     3109   135429 SH       DEFINED 01             135429        0        0
ARGOSY GAMING                  COM              040228108        2      100 SH       DEFINED 01 02               0      100        0
ARGOSY GAMING                  COM              040228108      150     6510 SH       DEFINED 01 05               0     6510        0
ARIBA                          COM              04033V104     2911  2156620 SH       DEFINED 01            2156620        0        0
HAMMERSON                      COM              0406501          4      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST                  COM              040790107     2647    92265 SH       DEFINED 01              92265        0        0
ARKANSAS BEST                  COM              040790107       85     2960 SH       DEFINED 01 05               0     2960        0
HANSON                         COM              0408983          9     1845 SH       DEFINED 01 10            1845        0        0
STAGECOACH                     COM              0414667          1     3754 SH       DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102          7     4052 SH       DEFINED 01 10            4052        0        0
NEXT                           COM              0421861         14      980 SH       DEFINED 01 10             980        0        0
ARMOR HOLDINGS                 COM              042260109     1383    92217 SH       DEFINED 01              92217        0        0
ARMSTRONG WORLD IND            COM              042384107        0       88 SH       DEFINED 01                 88        0        0
REXAM                          COM              0425045          8     1261 SH       DEFINED 01 10            1261        0        0
ARQULE                         COM              04269E107      343    66584 SH       DEFINED 01              66584        0        0
ARRIS GROUP                    COM              04269Q100     1059   286021 SH       DEFINED 01             286021        0        0
ARRIS GROUP                    COM              04269Q100        3      878 SH       DEFINED 01 03               0      878        0
ARRIS GROUP                    COM              04269Q100      127    34328 SH       DEFINED 01 05               0    34328        0
ARRIS GROUP INC                COM              04269Q100       59    15836 SH       DEFINED 01 02               0    15836        0
ARRAY BIOPHARMA                COM              04269X105      904   116000 SH       DEFINED 01             116000        0        0
ARRAY BIOPHARMA                COM              04269X105        2      257 SH       DEFINED 01 03               0      257        0
ARRAY BIOPHARMA                COM              04269X105      104    13300 SH       DEFINED 01 05               0    13300        0
ARRAY BIOPHARMA INC            COM              04269X105       33     4218 SH       DEFINED 01 02               0     4218        0
ARRK CORPORATION               COM              042700997      353    10000 SH       DEFINED 01              10000        0        0
ARROW ELECTRONICS              COM              042735100       51     4001 SH       DEFINED 01               4001        0        0
ARROW ELECTRONIC CVT           CONV BND         042735AY6      347   850000 PRN      DEFINED 01 02               0        0   850000
ARROW FINANCIAL CORP           COM              042744102        2       70 SH       DEFINED 01 02               0       70        0
ARROW INTL                     COM              042764100        4      112 SH       DEFINED 01                112        0        0
ART TECH GROUP                 COM              04289L107        0      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102     1990   218500 SH       DEFINED 01             218500        0        0
ARTESYN TECHNOLOGIES           COM              043127109      182   120575 SH       DEFINED 01             120575        0        0
ARTHROCARE                     COM              043136100      815    67245 SH       DEFINED 01              67245        0        0
ARVINMERITOR                   COM              043353101       53     2804 SH       DEFINED 01               2804        0        0
ASAHI GLASS                    COM              043393990     4732   770000 SH       DEFINED 01             770000        0        0
ASAHI GLASS                    COM              043393990       74    12000 SH       DEFINED 01 03               0    12000        0
ASAHI GLASS                    COM              043393990     3429   558000 SH       DEFINED 01 05               0   558000        0
ASBURY AUTOMOTIVE GROUP        COM              043436104        3      335 SH       DEFINED 01                335        0        0
ASCENTIAL SOFTWARE             COM              04362P108      126    68000 SH       DEFINED 01                  0    68000        0
ASCENTIAL SOFTWARE             COM              04362P108      419   225377 SH       DEFINED 01             225377        0        0
ASCENTIAL SOFTWARE             COM              04362P108       35    18352 SH       DEFINED 01 02               0    18352        0
ASCENTIAL SOFTWARE             COM              04362P108        2     1172 SH       DEFINED 01 03               0     1172        0
ASCENTIAL SOFTWARE             COM              04362P108       49    26500 SH       DEFINED 01 05               0    26500        0
ASHANTI GOLDFLDS-GDR           COM              043743202     1420   250000 SH       DEFINED 01             250000        0        0
ASHLAND                        COM              044204105       61     2292 SH       DEFINED 01               2292        0        0
ASHLAND                        COM              044204105      430    16050 SH       DEFINED 01 03               0    16050        0
ASHLAND                        COM              044204105       21      799 SH       DEFINED 01 05               0      799        0
EXEL PLC                       COM              0448688          7      698 SH       DEFINED 01 10             698        0        0
ASHWORTH                       COM              04516H101      206    41670 SH       DEFINED 01              41670        0        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS          COM              04523Q102        0      107 SH       DEFINED 01                107        0        0
ASPEN TECHNOLOGY               COM              045327103      334   111437 SH       DEFINED 01             111437        0        0
IMPERIAL TOBACCO GROUP PLC     COM              0454492         34     2152 SH       DEFINED 01 10            2152        0        0
ASSOCIATED BANC-CORP           COM              045487105      100     3142 SH       DEFINED 01               3142        0        0
ASSURANCES GENERALES DE FRANCE COM              045611993     2346    94000 SH       DEFINED 01              94000        0        0
IMI                            COM              0457963          3      764 SH       DEFINED 01 10             764        0        0
IMPERIAL CHE                   COM              0459497         11     3457 SH       DEFINED 01 10            3457        0        0
ASTEC INDS                     COM              046224101      666    61791 SH       DEFINED 01              61791        0        0
ASTORIA FINANCIAL              COM              046265104      346    14152 SH       DEFINED 01              14152        0        0
ASTORIA FINANCIAL              COM              046265104        5      220 SH       DEFINED 01 05               0      220        0
ASTRAZENECA                    COM              046322996     1321    43580 SH       DEFINED 01              43580        0        0
ASTRAZENECA PLC-ADR            COM              046353108       17      560 SH       DEFINED 01 02               0      560        0
ASTROPOWER                     COM              04644A101      485    68245 SH       DEFINED 01              68245        0        0
ASYST                          COM              04648X107       38     6414 SH       DEFINED 01               6414        0        0
ASYST                          COM              04648X107        8     1300 SH       DEFINED 01 05               0     1300        0
ASTRA F                        COM              046550992     1071  3602500 SH       DEFINED 01            3602500        0        0
ASTRA F                        COM              046550992       49   164500 SH       DEFINED 01 05               0   164500        0
SPIRENT                        COM              0472609          1     2418 SH       DEFINED 01 10            2418        0        0
ATHEROGENICS                   COM              047439104      651   104000 SH       DEFINED 01             104000        0        0
ATHEROGENICS                   COM              047439104       80    12800 SH       DEFINED 01 05               0    12800        0
ATHEROGENICS INC               COM              047439104        1      180 SH       DEFINED 01 02               0      180        0
JOHNSON MATT                   COM              0476407          8      636 SH       DEFINED 01 10             636        0        0
AGILITI SERIES C CV            PRF              047800XX0        0  2250000 SH       DEFINED 01            2250000        0        0
AGILITI SERIES C CV            PRF              047800XX0        0  2750000 SH       DEFINED 01 05               0  2750000        0
SABMILLER                      COM              0483548         17     2445 SH       DEFINED 01 10            2445        0        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     1312   141862 SH       DEFINED 01             141862        0        0
ATLAS AIR WORLDWIDE HOLDINGS   COM              049164106        4     1672 SH       DEFINED 01               1672        0        0
ATMEL                          COM              049513104       48    45536 SH       DEFINED 01              45536        0        0
ATMOS ENERGY                   COM              049560105    13553   630367 SH       DEFINED 01             630367        0        0
ATRIX LABORATORIES             COM              04962L101      227    15310 SH       DEFINED 01              15310        0        0
HILTON GROUP                   COM              0500254         11     4416 SH       DEFINED 01 10            4416        0        0
ATWOOD OCEANICS                COM              050095108     3426   117122 SH       DEFINED 01             117122        0        0
ATWOOD OCEANICS                COM              050095108        1       50 SH       DEFINED 01 02               0       50        0
ATWOOD OCEANICS                COM              050095108      132     4500 SH       DEFINED 01 05               0     4500        0
AUDIOVOX CL A                  COM              050757103      523    74668 SH       DEFINED 01              74668        0        0
AUGUST TECH CORP               COM              05106U105        1      210 SH       DEFINED 01 02               0      210        0
AUGUST TECHNOLOGY              COM              05106U105      907   201550 SH       DEFINED 01             201550        0        0
AUGUST TECHNOLOGY              COM              05106U105      103    22950 SH       DEFINED 01 05               0    22950        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  3811586 SH       DEFINED 01 05               0  3811586        0
AURIONGOLD LIMITED             COM              051455996     1053   600000 SH       DEFINED 01             600000        0        0
AUSPEX SYSTEMS                 COM              052116100      183   470000 SH       DEFINED 01             470000        0        0
LOGICA                         COM              0522708          2     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     2099   218900 SH       DEFINED 01             218900        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993      126    13100 SH       DEFINED 01 03               0    13100        0
AUTODESK                       COM              052769106      190    15040 SH       DEFINED 01              15040        0        0
AUTODESK                       COM              052769106      338    26692 SH       DEFINED 01 03               0    26692        0
AUTODESK                       COM              052769106       17     1337 SH       DEFINED 01 05               0     1337        0
AUTOGRILL SPA                  COM              052775996      436    55200 SH       DEFINED 01              55200        0        0
AUTOMATIC DATA PROCESSING      COM              053015103    66788  1920844 SH       DEFINED 01            1920844        0        0
AUTOMATIC DATA PROCESSING      COM              053015103     5019   144349 SH       DEFINED 01 03               0   144349        0
AUTOMATIC DATA PROCESSING      COM              053015103    13784   396451 SH       DEFINED 01 05               0   396451        0
AUTONATION                     COM              05329W102     5437   472051 SH       DEFINED 01             472051        0        0
AUTONATION                     COM              05329W102     3125   271300 SH       DEFINED 01 05               0   271300        0
AUTOLIV                        COM              053300992     1415    67300 SH       DEFINED 01              67300        0        0
AUTOSTRADE SPA                 COM              053309993      802   103699 SH       DEFINED 01             103699        0        0
COMPASS GROUP                  COM              0533153         27     6585 SH       DEFINED 01 10            6585        0        0
AUTOZONE                       COM              053332102    36245   459607 SH       DEFINED 01             459607        0        0
AUTOZONE                       COM              053332102     3273    41470 SH       DEFINED 01 02               0    41470        0
AUTOZONE                       COM              053332102     1964    24899 SH       DEFINED 01 03               0    24899        0
AUTOZONE                       COM              053332102    65043   824803 SH       DEFINED 01 05               0   824803        0
AVALONBAY COMMUNITIES          COM              053484101      153     3661 SH       DEFINED 01               3661        0        0
AVANEX CORP                    COM              05348W109        0      111 SH       DEFINED 01                111        0        0
AVAYA                          COM              053499109       18    13149 SH       DEFINED 01              13149        0        0
AVAYA                          COM              053499109      120    84238 SH       DEFINED 01 03               0    84238        0
AVAYA                          COM              053499109        6     4221 SH       DEFINED 01 05               0     4221        0
Avantgo                        COM              05349M928   142153       56 SH       DEFINED 1                   0       56        0
AVENTIS                        COM              053561106       15      290 SH       DEFINED 01 02               0      290        0
AVENTIS                        COM              053561999    12626   241057 SH       DEFINED 01             241057        0        0
AVENTIS                        COM              053561999      176     3358 SH       DEFINED 01 03               0     3358        0
AVENTIS                        COM              053561999    16275   310700 SH       DEFINED 01 05               0   310700        0
AVERY DENNISON                 COM              053611109     1003    17593 SH       DEFINED 01              17593        0        0
AVERY DENNISON                 COM              053611109     1457    25570 SH       DEFINED 01 03               0    25570        0
AVERY DENNISON                 COM              053611109       73     1281 SH       DEFINED 01 05               0     1281        0
AVICI SYSTEMS INC              COM              05367L109        0      270 SH       DEFINED 01                270        0        0
AVID TECHNOLOGY                COM              05367P100      851    82625 SH       DEFINED 01              82625        0        0
AVIRON CVT                     CONV BND         053762AD2      388   430000 PRN      DEFINED 01 02               0        0   430000
AVIVA PLC                      COM              053795993     1485   264100 SH       DEFINED 01             264100        0        0
AVISTA                         COM              05379B107     1682   150163 SH       DEFINED 01             150163        0        0
AVNET                          COM              053807103      445    41132 SH       DEFINED 01              41132        0        0
AVOCENT                        COM              053893103      618    46159 SH       DEFINED 01              46159        0        0
AVOCENT CORPORATION            COM              053893103        2      135 SH       DEFINED 01 02               0      135        0
HSBC HLDGS                     COM              0540528        279    27532 SH       DEFINED 01 10           27532        0        0
AVON PRODUCTS                  COM              054303102    10936   237219 SH       DEFINED 01             237219        0        0
AVON PRODUCTS                  COM              054303102    15145   328520 SH       DEFINED 01 02               0   328520        0
AVON PRODUCTS                  COM              054303102     2532    54920 SH       DEFINED 01 03               0    54920        0
AVON PRODUCTS                  COM              054303102    61672  1337747 SH       DEFINED 01 05               0  1337747        0
AWARE                          COM              05453N100      148    71230 SH       DEFINED 01              71230        0        0
AXCELIS TECH INC               COM              054540109        2      340 SH       DEFINED 01 02               0      340        0
AXCELIS TECHNOLOGIES           COM              054540109     2170   444602 SH       DEFINED 01             444602        0        0
AXCELIS TECHNOLOGIES           COM              054540109       84    17200 SH       DEFINED 01 05               0    17200        0
AZTAR                          COM              054802103     3264   247132 SH       DEFINED 01             247132        0        0
AZTAR                          COM              054802103        4      326 SH       DEFINED 01 03               0      326        0
AZTAR                          COM              054802103      166    12564 SH       DEFINED 01 05               0    12564        0
AZTAR CORP                     COM              054802103       75     5696 SH       DEFINED 01 02               0     5696        0
BB&T                           COM              054937107     1186    33849 SH       DEFINED 01              33849        0        0
BB&T                           COM              054937107     3944   112546 SH       DEFINED 01 03               0   112546        0
BB&T                           COM              054937107      198     5648 SH       DEFINED 01 05               0     5648        0
BACHEM AG-REG B                COM              055100994      348     6400 SH       DEFINED 01               6400        0        0
BCE                            COM              055340996     4696   265067 SH       DEFINED 01             265067        0        0
BCE                            COM              055340996       34     1900 SH       DEFINED 01 03               0     1900        0
BCE                            COM              05534B109    17700  1000000 SH       DEFINED 01            1000000        0        0
BEI TECHNOLOGIES               COM              05538P104      497    45202 SH       DEFINED 01              45202        0        0
BISYS GROUP                    COM              055472104    10532   630266 SH       DEFINED 01             630266        0        0
BISYS GROUP                    COM              055472104    29957  1792750 SH       DEFINED 01 02               0  1792750        0
BISYS GROUP                    COM              055472104      836    50000 SH       DEFINED 01 03               0    50000        0
BISYS GROUP                    COM              055472104    10862   650000 SH       DEFINED 01 05               0   650000        0
BJ SERVICES                    COM              055482103    10642   409325 SH       DEFINED 01             409325        0        0
BJ SERVICES                    COM              055482103      948    36480 SH       DEFINED 01 03               0    36480        0
BJ SERVICES                    COM              055482103    15078   579926 SH       DEFINED 01 05               0   579926        0
BKF CAPITAL GROUP              COM              05548G102      407    19300 SH       DEFINED 01              19300        0        0
BJ'S WHOLESALE CLUB            COM              05548J106     1685    88634 SH       DEFINED 01              88634        0        0
BJ'S WHOLESALE CLUB            COM              05548J106     2756   145000 SH       DEFINED 01 05               0   145000        0
BAYERISCHE MOTOREN WERKE       COM              055501993      505    15719 SH       DEFINED 01              15719        0        0
BAYERISCHE MOTOREN WERKE       COM              055501993      141     4393 SH       DEFINED 01 03               0     4393        0
BP ADR                         COM              055622104    31873   798800 SH       DEFINED 01             798800        0        0
BP ADR                         COM              055622104     1584    39700 SH       DEFINED 01 03               0    39700        0
BP ADR                         COM              055622104     5156   129217 SH       DEFINED 01 05               0   129217        0
BP PLC ADR                     COM              055622104     6777   169860 SH       DEFINED 01                  0   169860        0
BP PLC ADR                     COM              055622104      453    11350 SH       DEFINED 01 02               0    11350        0
BP                             COM              055622997    37540  5616837 SH       DEFINED 01            5616837        0        0
BP                             COM              055622997      532    79668 SH       DEFINED 01 03               0    79668        0
BP                             COM              055622997    35044  5243260 SH       DEFINED 01 05               0  5243260        0
BRE PROPERTIES CL A            COM              05564E106        4      119 SH       DEFINED 01                119        0        0
BT GROUP ADR                   COM              05577E101      336    13000 SH       DEFINED 01              13000        0        0
BT GROUP PLC                   COM              055885990      844   326100 SH       DEFINED 01             326100        0        0
BMC SOFTWARE                   COM              055921100    33755  2582677 SH       DEFINED 01            2582677        0        0
BMC SOFTWARE                   COM              055921100     3516   269013 SH       DEFINED 01 03               0   269013        0
BMC SOFTWARE                   COM              055921100    13137  1005078 SH       DEFINED 01 05               0  1005078        0
BMC SOFTWARE INC               COM              055921100     1513   115720 SH       DEFINED 01 02               0   115720        0
BWAY CORP                      COM              056039100        2      170 SH       DEFINED 01 02               0      170        0
LEGAL & GENE                   COM              0560399         20    14970 SH       DEFINED 01 10           14970        0        0
BACOU DALLOZ                   COM              056437999      231     3000 SH       DEFINED 01               3000        0        0
BAKER HUGHES                   COM              057224107    31817  1096040 SH       DEFINED 01            1096040        0        0
BAKER HUGHES                   COM              057224107      421    14500 SH       DEFINED 01 02               0    14500        0
BAKER HUGHES                   COM              057224107     3427   118045 SH       DEFINED 01 03               0   118045        0
BAKER HUGHES                   COM              057224107     2436    83944 SH       DEFINED 01 05               0    83944        0
CENTRICA                       COM              0573438         32    12454 SH       DEFINED 01 10           12454        0        0
UNILEVER                       COM              0574873         74     8105 SH       DEFINED 01 10            8105        0        0
BALDOR ELECTRIC                COM              057741100     2044   107031 SH       DEFINED 01             107031        0        0
BALL                           COM              058498106      100     1972 SH       DEFINED 01               1972        0        0
BALL                           COM              058498106      665    13204 SH       DEFINED 01 03               0    13204        0
BALL                           COM              058498106       33      662 SH       DEFINED 01 05               0      662        0
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108     1029   103870 SH       DEFINED 01             103870        0        0
INTESABCI                      COM              059422998    12286  7312895 SH       DEFINED 01            7312895        0        0
INTESABCI                      COM              059422998      145    86407 SH       DEFINED 01 03               0    86407        0
INTESABCI                      COM              059422998     8626  5134404 SH       DEFINED 01 05               0  5134404        0
BANCO POPULAR E                COM              059444992      290     7540 SH       DEFINED 01               7540        0        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999    12176  2382806 SH       DEFINED 01            2382806        0        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999      104    20369 SH       DEFINED 01 03               0    20369        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999     9760  1910084 SH       DEFINED 01 05               0  1910084        0
BANGKOK BANK PUBLIC-F/REG      COM              059688994     3104  2533600 SH       DEFINED 01            2533600        0        0
BANGKOK BANK PUBLIC-F/REG      COM              059688994      132   107400 SH       DEFINED 01 05               0   107400        0
BANDAG                         COM              059815100       25      842 SH       DEFINED 01                842        0        0
BANDWIDTH9 SERIES F            PRF              0600001A4      738  1413043 SH       DEFINED 01            1413043        0        0
BANK OF AMERICA                COM              060505104   594765  9322354 SH       DEFINED 01            9322354        0        0
BANK OF AMERICA                COM              060505104    22715   356030 SH       DEFINED 01 03               0   356030        0
BANK OF AMERICA                COM              060505104   127489  1998254 SH       DEFINED 01 05               0  1998254        0
BANK OF AMERICA CORP           COM              060505104    11881   186221 SH       DEFINED 01                  0   186221        0
BANK OF AMERICA CORP           COM              060505104    43827   686931 SH       DEFINED 01 02               0   686931        0
CADBURY SCHW                   COM              0610700         40     6056 SH       DEFINED 01 10            6056        0        0
PACIFIC CENTURY FINANCIAL      COM              062540109       79     2812 SH       DEFINED 01               2812        0        0
INTERNATIONAL POWER            COM              0632016          4     2704 SH       DEFINED 01 10            2704        0        0
BANK OF THE OZARKS INC.        COM              063904106       24     1050 SH       DEFINED 01               1050        0        0
BANK OF THE OZARKS INC.        COM              063904106        3      150 SH       DEFINED 01 05               0      150        0
BANK OF NEW YORK               COM              064057102     6105   212445 SH       DEFINED 01             212445        0        0
BANK OF NEW YORK               COM              064057102     4858   169049 SH       DEFINED 01 03               0   169049        0
BANK OF NEW YORK               COM              064057102     4555   158478 SH       DEFINED 01 05               0   158478        0
BANK OF NOVA SCOTIA            COM              064100993     5784   204799 SH       DEFINED 01             204799        0        0
BANK ONE                       COM              06423A103    34922   933762 SH       DEFINED 01             933762        0        0
BANK ONE                       COM              06423A103    10261   274361 SH       DEFINED 01 03               0   274361        0
BANK ONE                       COM              06423A103    16389   438207 SH       DEFINED 01 05               0   438207        0
BANK ONE CORP                  COM              06423A103     4329   115748 SH       DEFINED 01                  0   115748        0
BANK POLSKA KASA OPIEKI        COM              064269996     2765   135763 SH       DEFINED 01             135763        0        0
BANK POLSKA KASA OPIEKI        COM              064269996      138     6754 SH       DEFINED 01 05               0     6754        0
UTD UTILITIE                   COM              0646233         15     1613 SH       DEFINED 01 10            1613        0        0
BANKATLANTIC CL A              COM              065908501     1172   130463 SH       DEFINED 01             130463        0        0
BANKATLANTIC CL A              COM              065908501       41     4674 SH       DEFINED 01 02               0     4674        0
BANKATLANTIC CL A              COM              065908501        3      296 SH       DEFINED 01 03               0      296        0
BANKATLANTIC CL A              COM              065908501      149    16537 SH       DEFINED 01 05               0    16537        0
ROYAL&SUN                      COM              0661689          6     4262 SH       DEFINED 01 10            4262        0        0
BANK OF IRELAND                COM              066206996     4454   453365 SH       DEFINED 01             453365        0        0
BANKNORTH GROUP                COM              06646R107      144     6046 SH       DEFINED 01               6046        0        0
BANKUNITED FINANCIAL           COM              06652B103     1691   106000 SH       DEFINED 01             106000        0        0
BANKUNITED FINANCIAL           COM              06652B103       76     4806 SH       DEFINED 01 02               0     4806        0
BANKUNITED FINANCIAL           COM              06652B103        5      309 SH       DEFINED 01 03               0      309        0
BANKUNITED FINANCIAL           COM              06652B103      212    13300 SH       DEFINED 01 05               0    13300        0
BANRO CORP                     COM              066800996      883   350000 SH       DEFINED 01             350000        0        0
BANTA                          COM              066821109       37     1054 SH       DEFINED 01               1054        0        0
BANYU PHARMACEUTICAL CO LTD    COM              066907999      264    25000 SH       DEFINED 01              25000        0        0
BNP PARIBAS                    COM              067250993    24520   752282 SH       DEFINED 01             752282        0        0
BNP PARIBAS                    COM              067250993      147     4515 SH       DEFINED 01 03               0     4515        0
BNP PARIBAS                    COM              067250993    21364   655444 SH       DEFINED 01 05               0   655444        0
BARD (CR)                      COM              067383109       97     1772 SH       DEFINED 01               1772        0        0
BARD (CR)                      COM              067383109      655    11998 SH       DEFINED 01 03               0    11998        0
BARD (CR)                      COM              067383109       32      593 SH       DEFINED 01 05               0      593        0
PEARSON                        COM              0677608         17     2130 SH       DEFINED 01 10            2130        0        0
BARNES & NOBLE                 COM              067774109       55     2586 SH       DEFINED 01               2586        0        0
BARNES GROUP                   COM              067806109     1186    59047 SH       DEFINED 01              59047        0        0
BARNESANDNOBLE.COM             COM              067846105        0      105 SH       DEFINED 01                105        0        0
BARRICK GOLD                   COM              067901108    35998  2315000 SH       DEFINED 01            2315000        0        0
BARRICK GOLD                   COM              067901108      947    60894 SH       DEFINED 01 05               0    60894        0
P & O                          COM              0680048          4     1520 SH       DEFINED 01 10            1520        0        0
BARPLATS INVESTMENTS           COM              068299999      324   900000 SH       DEFINED 01             900000        0        0
BARR LABORATORIES              COM              068306109    33436   536778 SH       DEFINED 01             536778        0        0
BARR LABORATORIES              COM              068306109     1389    22300 SH       DEFINED 01 05               0    22300        0
BARRA                          COM              068313105     1746    63916 SH       DEFINED 01              63916        0        0
PILKINGTON                     COM              0688462          2     2433 SH       DEFINED 01 10            2433        0        0
SCOT POWER                     COM              0690070         29     5378 SH       DEFINED 01 10            5378        0        0
BASF                           COM              069730992     2369    66784 SH       DEFINED 01              66784        0        0
BASSETT FURNITURE INDS         COM              070203104      508    36869 SH       DEFINED 01              36869        0        0
PRUDENTIAL                     COM              0709954         30     5591 SH       DEFINED 01 10            5591        0        0
BAUSCH & LOMB                  COM              071707103       57     1714 SH       DEFINED 01               1714        0        0
BAUSCH & LOMB                  COM              071707103      416    12544 SH       DEFINED 01 03               0    12544        0
BAUSCH & LOMB                  COM              071707103       21      628 SH       DEFINED 01 05               0      628        0
BAXTER INTL                    COM              071813109    40612  1329370 SH       DEFINED 01            1329370        0        0
BAXTER INTL                    COM              071813109     4288   140374 SH       DEFINED 01 03               0   140374        0
BAXTER INTL                    COM              071813109    13123   429567 SH       DEFINED 01 05               0   429567        0
BAXTER INTL INC                COM              071813109    11307   370105 SH       DEFINED 01                  0   370105        0
BAXTER INTL INC                COM              071813109     3103   101600 SH       DEFINED 01 02               0   101600        0
RIO TINTO                      COM              0718875         50     3091 SH       DEFINED 01 10            3091        0        0
VODAFONE GROUP PLC             COM              0719210        257   200584 SH       DEFINED 01 10          200584        0        0
RANK GROUP                     COM              0724076          7     1688 SH       DEFINED 01 10            1688        0        0
RMC GROUP                      COM              0726641          4      569 SH       DEFINED 01 10             569        0        0
BAYCORP HOLDINGS LTD           COM              072728108        0       28 SH       DEFINED 01 05               0       28        0
RECKITT BENCKISER PLC          COM              0727871         30     1591 SH       DEFINED 01 10            1591        0        0
REED                           COM              0730835         30     3489 SH       DEFINED 01 10            3489        0        0
RENTOKIL INI                   COM              0732712         17     5118 SH       DEFINED 01 10            5118        0        0
BE AEROSPACE                   COM              073302101      533   111929 SH       DEFINED 01             111929        0        0
BEA SYSTEMS                    COM              073325102    10733  2072037 SH       DEFINED 01            2072037        0        0
BEA SYSTEMS                    COM              073325102    18187  3511100 SH       DEFINED 01 05               0  3511100        0
BEAR STEARNS COMPANIES         COM              073902108     4194    74368 SH       DEFINED 01              74368        0        0
BEAR STEARNS COMPANIES         COM              073902108     1295    22961 SH       DEFINED 01 03               0    22961        0
BEAR STEARNS COMPANIES         COM              073902108       65     1152 SH       DEFINED 01 05               0     1152        0
BEASLEY BROADCAST GROUP CL A   COM              074014101      377    30000 SH       DEFINED 01              30000        0        0
ROLLS ROYCE                    COM              0747761          7     4279 SH       DEFINED 01 10            4279        0        0
ROYAL BK SCO                   COM              0754783        151     8010 SH       DEFINED 01 10            8010        0        0
BEAZER HOMES USA               COM              07556Q105      269     4400 SH       DEFINED 01               4400        0        0
BEBE STORES INC                COM              075571109        1      102 SH       DEFINED 01                102        0        0
BEC WORLD PUBLIC - NVDR        COM              075677997       83    18000 SH       DEFINED 01 05               0    18000        0
BECKMAN COULTER                COM              075811109      100     2567 SH       DEFINED 01               2567        0        0
BECTON, DICKINSON & CO         COM              075887109     7444   262127 SH       DEFINED 01             262127        0        0
BECTON, DICKINSON & CO         COM              075887109     1720    60574 SH       DEFINED 01 03               0    60574        0
BECTON, DICKINSON & CO         COM              075887109      272     9592 SH       DEFINED 01 05               0     9592        0
BED BATH & BEYOND              COM              075896100    68836  2113480 SH       DEFINED 01            2113480        0        0
BED BATH & BEYOND              COM              075896100     2252    69156 SH       DEFINED 01 03               0    69156        0
BED BATH & BEYOND              COM              075896100    30674   941814 SH       DEFINED 01 05               0   941814        0
BED BATH & BEYOND IN           COM              075896100      847    26000 SH       DEFINED 01                  0    26000        0
BED BATH & BEYOND IN           COM              075896100      156     4800 SH       DEFINED 01 02               0     4800        0
CLOSE BROTHERS                 COM              0766807          3      432 SH       DEFINED 01 10             432        0        0
SAINSBURY(J)                   COM              0767640         20     4514 SH       DEFINED 01 10            4514        0        0
BEL FUSE CL B                  COM              077347300     5379   250780 SH       DEFINED 01             250780        0        0
BEL FUSE CL B                  COM              077347300      526    24500 SH       DEFINED 01 05               0    24500        0
BELDEN                         COM              077459105     1050    78207 SH       DEFINED 01              78207        0        0
BELL MICROPRODUCTS             COM              078137106      344    82294 SH       DEFINED 01              82294        0        0
SCOT & NEWCA                   COM              0783969         20     2295 SH       DEFINED 01 10            2295        0        0
SCOT & SOUTH                   COM              0790873         27     2540 SH       DEFINED 01 10            2540        0        0
SERCO GROUP                    COM              0797379          3     1306 SH       DEFINED 01 10            1306        0        0
BP PLC                         COM              0798059        460    68776 SH       DEFINED 01 10           68776        0        0
SSL INTERNATIONAL              COM              0798112          2      402 SH       DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     3033   165184 SH       DEFINED 01                  0   165184        0
BELLSOUTH                      COM              079860102    49111  2674838 SH       DEFINED 01            2674838        0        0
BELLSOUTH                      COM              079860102     8033   437544 SH       DEFINED 01 03               0   437544        0
BELLSOUTH                      COM              079860102    14802   806257 SH       DEFINED 01 05               0   806257        0
BELLSYSTEM 24 INC              COM              079869996      147      850 SH       DEFINED 01                850        0        0
SAGE GROUP PLC                 COM              0802165          5     3029 SH       DEFINED 01 10            3029        0        0
SHELL TRAN                     COM              0803414        171    28710 SH       DEFINED 01 10           28710        0        0
BELO CL A                      COM              080555105      688    31462 SH       DEFINED 01              31462        0        0
BELO CL A                      COM              080555105       53     2430 SH       DEFINED 01 05               0     2430        0
INVENSYS                       COM              0807041          8     8574 SH       DEFINED 01 10            8574        0        0
SLOUGH ESTAT                   COM              0814104          5      897 SH       DEFINED 01 10             897        0        0
BEMIS                          COM              081437105       89     1810 SH       DEFINED 01               1810        0        0
BEMIS                          COM              081437105      609    12322 SH       DEFINED 01 03               0    12322        0
BEMIS                          COM              081437105       30      617 SH       DEFINED 01 05               0      617        0
BENCHMARK ELECTRONIC           COM              08160H101       44     2090 SH       DEFINED 01 02               0     2090        0
BENCHMARK ELECTRONICS          COM              08160H101     2401   114063 SH       DEFINED 01             114063        0        0
BENCHMARK ELECTRONICS          COM              08160H101        3      135 SH       DEFINED 01 03               0      135        0
BENCHMARK ELECTRONICS          COM              08160H101       97     4600 SH       DEFINED 01 05               0     4600        0
SMITHS GROUP                   COM              0818270         16     1631 SH       DEFINED 01 10            1631        0        0
BENNETT ENVIRONMENTAL INC      COM              081906109      485   100000 SH       DEFINED 01             100000        0        0
BENTLEY PHARMACEUTICALS INC    COM              082657107      255    30000 SH       DEFINED 01              30000        0        0
GRANADA PLC                    COM              0827566          7     6738 SH       DEFINED 01 10            6738        0        0
CORUS GROUP                    COM              0828053          4     7377 SH       DEFINED 01 10            7377        0        0
ANGLIAN WATE                   COM              0843443          4      594 SH       DEFINED 01 10             594        0        0
WR BERKLEY                     COM              084423102        5      135 SH       DEFINED 01                135        0        0
BERKSHIRE HATHAWAY I           COM              084670108      147        2 SH       DEFINED 01                  2        0        0
BERKSHIRE HATHAWAY B           COM              084670207      468      190 SH       DEFINED 01 02               0      190        0
BERKSHIRE HATHAWAY CL B        COM              084670207    23899     9695 SH       DEFINED 01               9695        0        0
BERKSHIRE HATHAWAY CL B        COM              084670207     1684      683 SH       DEFINED 01 03               0      683        0
BERKSHIRE HATHAWAY CL B        COM              084670207     3463     1405 SH       DEFINED 01 05               0     1405        0
SECURICOR                      COM              0849902          3     1939 SH       DEFINED 01 10            1939        0        0
BERU AG                        COM              086066990      135     3500 SH       DEFINED 01               3500        0        0
BEST BUY                       COM              086516101    56954  2552853 SH       DEFINED 01            2552853        0        0
BEST BUY                       COM              086516101     1813    81255 SH       DEFINED 01 03               0    81255        0
BEST BUY                       COM              086516101     9938   445458 SH       DEFINED 01 05               0   445458        0
BEST BUY CO                    COM              086516101      301    13500 SH       DEFINED 01                  0    13500        0
BEST BUY CO                    COM              086516101    19099   855921 SH       DEFINED 01 02               0   855921        0
BEST BUY CVT                   CONV BND         086516AF8      265   340000 PRN      DEFINED 01 02               0        0   340000
LLOYDS TSB G                   COM              0870612        121    16383 SH       DEFINED 01 10           16383        0        0
BETHLEHEM STEEL                COM              087509105        0      317 SH       DEFINED 01                317        0        0
TATE & LYLE                    COM              0875413          6      996 SH       DEFINED 01 10             996        0        0
BG                             COM              0876289         41    10406 SH       DEFINED 01 10           10406        0        0
TAYLOR WOODR                   COM              0878230          2      879 SH       DEFINED 01 10             879        0        0
BEVERLY ENTERPRISES            COM              087851309        1      516 SH       DEFINED 01                516        0        0
TESCO                          COM              0884709         67    20614 SH       DEFINED 01 10           20614        0        0
BHP BILLITON                   COM              088606991     1821   370303 SH       DEFINED 01             370303        0        0
BHP BILLITON                   COM              088606991       64    12985 SH       DEFINED 01 03               0    12985        0
3I GROUP PLC                   COM              0888693         12     1710 SH       DEFINED 01 10            1710        0        0
BIG LOTS                       COM              089302103     3388   214025 SH       DEFINED 01             214025        0        0
BIG LOTS                       COM              089302103      427    26989 SH       DEFINED 01 03               0    26989        0
BIG LOTS                       COM              089302103      160    10151 SH       DEFINED 01 05               0    10151        0
BINDVIEW DEVEL CORP            COM              090327107        0      150 SH       DEFINED 01                150        0        0
BHP BILLITON                   COM              090525999     2288   493213 SH       DEFINED 01             493213        0        0
BHP BILLITON                   COM              090525999       96    20601 SH       DEFINED 01 05               0    20601        0
BHP BILLITON                   COM              090527995     5689  1226458 SH       DEFINED 01            1226458        0        0
BHP BILLITON                   COM              090527995       88    18899 SH       DEFINED 01 03               0    18899        0
BHP BILLITON                   COM              090527995     7893  1701443 SH       DEFINED 01 05               0  1701443        0
BIO-RAD LABS CL A              COM              090572207        4      110 SH       DEFINED 01 02               0      110        0
BIO-TECHNOLOGY GENERAL         COM              090578105     1737   586505 SH       DEFINED 01             586505        0        0
BIO-TECHNOLOGY GENERAL         COM              090578105      114    38600 SH       DEFINED 01 05               0    38600        0
BIOGEN                         COM              090597105    16750   572271 SH       DEFINED 01             572271        0        0
BIOGEN                         COM              090597105     2934   100248 SH       DEFINED 01 03               0   100248        0
BIOGEN                         COM              090597105      844    28822 SH       DEFINED 01 05               0    28822        0
BIOGEN INC                     COM              090597105    18912   646168 SH       DEFINED 01 02               0   646168        0
BIOMET                         COM              090613100    58482  2196093 SH       DEFINED 01            2196093        0        0
BIOMET                         COM              090613100     2275    85424 SH       DEFINED 01 02               0    85424        0
BIOMET                         COM              090613100     5718   214704 SH       DEFINED 01 03               0   214704        0
BIOMET                         COM              090613100    38559  1447883 SH       DEFINED 01 05               0  1447883        0
BIOMARIN PHARMACEUTI           COM              09061G101        1      125 SH       DEFINED 01                125        0        0
BIOSITE                        COM              090945106     1343    46315 SH       DEFINED 01              46315        0        0
BIOSITE INC                    COM              090945106        3      100 SH       DEFINED 01 02               0      100        0
BLACK & DECKER                 COM              091797100     8437   201200 SH       DEFINED 01             201200        0        0
BLACK & DECKER                 COM              091797100    11485   273940 SH       DEFINED 01 02               0   273940        0
BLACK & DECKER                 COM              091797100      786    18740 SH       DEFINED 01 03               0    18740        0
BLACK & DECKER                 COM              091797100    14287   340737 SH       DEFINED 01 05               0   340737        0
BLACK BOX                      COM              091826107     2681    80765 SH       DEFINED 01              80765        0        0
BLACK BOX                      COM              091826107       83     2500 SH       DEFINED 01 05               0     2500        0
BLACK BOX CORP                 COM              091826107        2       60 SH       DEFINED 01 02               0       60        0
BLACK HILLS                    COM              092113109     5765   220142 SH       DEFINED 01             220142        0        0
BLACK HILLS                    COM              092113109        6      214 SH       DEFINED 01 03               0      214        0
BLACK HILLS                    COM              092113109      236     9000 SH       DEFINED 01 05               0     9000        0
BLACK HILLS CORP               COM              092113109       88     3329 SH       DEFINED 01 02               0     3329        0
SMITH AND NEPHEW PLC           COM              0922320         16     2689 SH       DEFINED 01 10            2689        0        0
GLAXOSMITHKLINE                COM              0925288        350    18091 SH       DEFINED 01 10           18091        0        0
H&R BLOCK                      COM              093671105    13223   314772 SH       DEFINED 01             314772        0        0
H&R BLOCK                      COM              093671105     1810    43081 SH       DEFINED 01 03               0    43081        0
H&R BLOCK                      COM              093671105      425    10110 SH       DEFINED 01 05               0    10110        0
DE LA RUE                      COM              0938059          2      418 SH       DEFINED 01 10             418        0        0
DAILY MAIL A                   COM              0945736          7      906 SH       DEFINED 01 10             906        0        0
BLUE COAT SYSTEMS              COM              09534T508        0       32 SH       DEFINED 01                 32        0        0
BLUE MARTINI SFTWARE           COM              095698106        0      378 SH       DEFINED 01                378        0        0
BLUESTREAM VENTURES LP  0.00%  PRF              096120XX3     2492  5250000 SH       DEFINED 01            5250000        0        0
BLUESTREAM VENTURES LP  0.00%  PRF              096120XX3     3442  7250000 SH       DEFINED 01 05               0  7250000        0
GREAT PORTLA                   COM              0962951          2      494 SH       DEFINED 01 10             494        0        0
P&0 PRINCESS CRUISES           COM              0963590         15     2082 SH       DEFINED 01 10            2082        0        0
BLYTH                          COM              09643P108     4767   170860 SH       DEFINED 01             170860        0        0
BLYTH                          COM              09643P108        3      122 SH       DEFINED 01 03               0      122        0
BLYTH                          COM              09643P108      684    24500 SH       DEFINED 01 05               0    24500        0
BLYTH INC                      COM              09643P108       55     1963 SH       DEFINED 01 02               0     1963        0
BML INC                        COM              096472998      147     6000 SH       DEFINED 01               6000        0        0
AEGIS GROUP PLC                COM              0965756          4     3308 SH       DEFINED 01 10            3308        0        0
BOB EVANS FARMS                COM              096761101     1575    66496 SH       DEFINED 01              66496        0        0
BOB EVANS FARMS                COM              096761101       76     3184 SH       DEFINED 01 02               0     3184        0
BOB EVANS FARMS                COM              096761101        5      193 SH       DEFINED 01 03               0      193        0
BOB EVANS FARMS                COM              096761101      201     8500 SH       DEFINED 01 05               0     8500        0
BOCA RESORTS INC               COM              09688T106        2      199 SH       DEFINED 01                199        0        0
BOEING                         COM              097023105    54552  1598369 SH       DEFINED 01            1598369        0        0
BOEING                         COM              097023105     3673   107650 SH       DEFINED 01 02               0   107650        0
BOEING                         COM              097023105     8823   258501 SH       DEFINED 01 03               0   258501        0
BOEING                         COM              097023105     9813   287512 SH       DEFINED 01 05               0   287512        0
WIMPEY (GEORGE)                COM              0971344          4      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103      224     9846 SH       DEFINED 01               9846        0        0
BOISE CASCADE                  COM              097383103      309    13558 SH       DEFINED 01 03               0    13558        0
BOISE CASCADE                  COM              097383103       15      678 SH       DEFINED 01 05               0      678        0
WPP GROUP PLC                  COM              0974042         23     3406 SH       DEFINED 01 10            3406        0        0
WOLSELEY                       COM              0976402         14     1725 SH       DEFINED 01 10            1725        0        0
LATTICE GROUP PLC              COM              0976640         26     9686 SH       DEFINED 01 10            9686        0        0
KELDA GROUP                    COM              0987794          7     1174 SH       DEFINED 01 10            1174        0        0
BON APPETIT GROUP AG           COM              098900996      169     2570 SH       DEFINED 01               2570        0        0
ASTRAZENECA                    COM              0989529        156     5130 SH       DEFINED 01 10            5130        0        0
BOOTS & COOTS/INTL WELL CONTRO COM              099469108       26   375000 SH       DEFINED 01             375000        0        0
BOOTS                          COM              099555997       90    10796 SH       DEFINED 01 03               0    10796        0
BORDERS GROUP                  COM              099709107     1325    83836 SH       DEFINED 01              83836        0        0
BORG WARNER                    COM              099724106     1490    30024 SH       DEFINED 01              30024        0        0
BORG WARNER                    COM              099724106       45      900 SH       DEFINED 01 05               0      900        0
BORLAND SOFTWARE               COM              099849101      826   106000 SH       DEFINED 01             106000        0        0
BORLAND SOFTWARE               COM              099849101        2      210 SH       DEFINED 01 02               0      210        0
BORLAND SOFTWARE               COM              099849101       97    12500 SH       DEFINED 01 05               0    12500        0
BOSTON COMMUNICATION           COM              100582105       36     3457 SH       DEFINED 01 02               0     3457        0
BOSTON COMMUNICATIONS GROUP    COM              100582105     1614   156383 SH       DEFINED 01             156383        0        0
BOSTON COMMUNICATIONS GROUP    COM              100582105        2      222 SH       DEFINED 01 03               0      222        0
BOSTON COMMUNICATIONS GROUP    COM              100582105      128    12400 SH       DEFINED 01 05               0    12400        0
BOSTON EQ HEDGE LLC            COM              100600998    25179 25000000 SH       DEFINED 01 05               0 25000000        0
BOSTON PRIVATE FINANCIAL HOLDI COM              101119105     2695   126549 SH       DEFINED 01             126549        0        0
BOSTON PROPERTIES IN           COM              101121101      643    17282 SH       DEFINED 01              17282        0        0
BOSTON SCIENTIFIC              COM              101137107    12447   394375 SH       DEFINED 01             394375        0        0
BOSTON SCIENTIFIC              COM              101137107        7      220 SH       DEFINED 01 02               0      220        0
BOSTON SCIENTIFIC              COM              101137107     3028    95960 SH       DEFINED 01 03               0    95960        0
BOSTON SCIENTIFIC              COM              101137107      462    14654 SH       DEFINED 01 05               0    14654        0
BOWATER                        COM              102183100     4479   126868 SH       DEFINED 01             126868        0        0
BOWATER                        COM              102183100     3354    95000 SH       DEFINED 01 05               0    95000        0
BOWNE & CO                     COM              103043105     1052   105165 SH       DEFINED 01             105165        0        0
BOYD GAMING CORP               COM              103304101     1638    87710 SH       DEFINED 01              87710        0        0
BOYD GAMING CORP               COM              103304101       74     3946 SH       DEFINED 01 02               0     3946        0
BOYD GAMING CORP               COM              103304101        5      250 SH       DEFINED 01 03               0      250        0
BOYD GAMING CORP               COM              103304101      138     7400 SH       DEFINED 01 05               0     7400        0
BOYDS COLLECTION LTD           COM              103354106        1      158 SH       DEFINED 01                158        0        0
BRADY CL A                     COM              104674106     2332    72423 SH       DEFINED 01              72423        0        0
BRANDYWINE RLTY TR             COM              105368203      401    17800 SH       DEFINED 01              17800        0        0
BRASCAN CL A                   COM              10549P606     4837   243300 SH       DEFINED 01             243300        0        0
BRASCAN CL A                   COM              10549P606      712    35800 SH       DEFINED 01 05               0    35800        0
BRAUN CONSULTING INC           COM              105651103        0      250 SH       DEFINED 01 03               0      250        0
BRIDGESTONE CORP               COM              108050998     1356   113965 SH       DEFINED 01             113965        0        0
BRIGGS & STRATTON              COM              109043109     4125   109890 SH       DEFINED 01             109890        0        0
BRIGGS & STRATTON              COM              109043109       66     1744 SH       DEFINED 01 02               0     1744        0
BRIGGS & STRATTON              COM              109043109        4      111 SH       DEFINED 01 03               0      111        0
BRIGGS & STRATTON              COM              109043109      195     5200 SH       DEFINED 01 05               0     5200        0
BRINKER INTL                   COM              109641100    40947  1580995 SH       DEFINED 01            1580995        0        0
BRINKER INTL                   COM              109641100     3350   129350 SH       DEFINED 01 03               0   129350        0
BRINKER INTL                   COM              109641100     9569   369450 SH       DEFINED 01 05               0   369450        0
BRINKER INT'L INC              COM              109641100     1866    72035 SH       DEFINED 01 02               0    72035        0
BRINKER INTL CVT               CONV BND         109641AC4      246   390000 PRN      DEFINED 01 02               0        0   390000
BRIO SOFTWARE INC              COM              109704106        0       49 SH       DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108       24     1000 SH       DEFINED 01 02               0     1000        0
BRISTOL-MYERS SQUIBB           COM              110122108    53712  2256813 SH       DEFINED 01            2256813        0        0
BRISTOL-MYERS SQUIBB           COM              110122108    10746   451506 SH       DEFINED 01 03               0   451506        0
BRISTOL-MYERS SQUIBB           COM              110122108    17356   729232 SH       DEFINED 01 05               0   729232        0
BRITESMILE                     COM              110415106       45    60000 SH       DEFINED 01              60000        0        0
BRITISH AIRWAYS                COM              110419108     2748  1819920 SH       DEFINED 01            1819920        0        0
BRITISH AIRWAYS                COM              110419108       39    25619 SH       DEFINED 01 03               0    25619        0
BRITISH AIRWAYS                COM              110419108     3754  2486377 SH       DEFINED 01 05               0  2486377        0
BRITISH AMERICAN TOBACCO       COM              110420999     2375   232700 SH       DEFINED 01             232700        0        0
BRITISH SKY BROADCASTING GROUP COM              111014999    18929  2348614 SH       DEFINED 01            2348614        0        0
BRITISH SKY BROADCASTING GROUP COM              111014999      173    21415 SH       DEFINED 01 03               0    21415        0
BRITISH SKY BROADCASTING GROUP COM              111014999    16974  2106118 SH       DEFINED 01 05               0  2106118        0
BROADCOM CL A                  COM              111320107     1047    98114 SH       DEFINED 01              98114        0        0
BROADCOM CL A                  COM              111320107      684    64051 SH       DEFINED 01 03               0    64051        0
BROADCOM CL A                  COM              111320107       55     5201 SH       DEFINED 01 05               0     5201        0
BROADVISION INC                COM              111412607        0       63 SH       DEFINED 01                 63        0        0
BROADWING                      COM              111620100      258   129831 SH       DEFINED 01             129831        0        0
BROCADE COMMUNICATIO           COM              111621108        3      450 SH       DEFINED 01 02               0      450        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108     3467   460430 SH       DEFINED 01             460430        0        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108     3652   485000 SH       DEFINED 01 05               0   485000        0
BROOKFIELD PROPERTIES CORP     COM              112900105     4029   209300 SH       DEFINED 01             209300        0        0
BROOKFIELD PROPERTIES CORP     COM              112900105      656    34100 SH       DEFINED 01 05               0    34100        0
BROOKLINE BANCORP              COM              11373M107     1121    95408 SH       DEFINED 01              95408        0        0
BROOKS-PRI AUTOMATION          COM              11442E102     2767   241651 SH       DEFINED 01             241651        0        0
BROOKS-PRI AUTOMATION          COM              11442E102       34     2940 SH       DEFINED 01 05               0     2940        0
BROOKTROUT                     COM              114580103     1483   324303 SH       DEFINED 01             324303        0        0
BROOKTROUT                     COM              114580103      136    29800 SH       DEFINED 01 05               0    29800        0
BROWN-FORMAN CL A              COM              115637100     1841    27000 SH       DEFINED 01              27000        0        0
BROWN-FORMAN CL B              COM              115637209      155     2321 SH       DEFINED 01               2321        0        0
BROWN-FORMAN CL B              COM              115637209     1066    15923 SH       DEFINED 01 03               0    15923        0
BROWN-FORMAN CL B              COM              115637209       53      796 SH       DEFINED 01 05               0      796        0
BROWN (TOM)                    COM              115660201    12688   554002 SH       DEFINED 01             554002        0        0
BROWN (TOM)                    COM              115660201      864    37700 SH       DEFINED 01 05               0    37700        0
BROWN SHOE                     COM              115736100      989    55234 SH       DEFINED 01              55234        0        0
BRUKER DALTONICS INC           COM              116795105        1      255 SH       DEFINED 01                255        0        0
BRUKER DALTONICS INC           COM              116795105        1      170 SH       DEFINED 01 02               0      170        0
BRUNSWICK                      COM              117043109      382    18160 SH       DEFINED 01              18160        0        0
BRUNSWICK                      COM              117043109      441    20971 SH       DEFINED 01 03               0    20971        0
BRUNSWICK                      COM              117043109       86     4109 SH       DEFINED 01 05               0     4109        0
BRUNSWICK CORP                 COM              117043109     4292   204030 SH       DEFINED 01 02               0   204030        0
BRUSH ENGINEERED MATERIALS     COM              117421107      407    52180 SH       DEFINED 01              52180        0        0
BUCA                           COM              117769109     1223   152900 SH       DEFINED 01             152900        0        0
BSQUARE CORP                   COM              11776U102        0      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        4       98 SH       DEFINED 01                 98        0        0
BUCKEYE TECHNOLOGIES           COM              118255108      871   118534 SH       DEFINED 01             118534        0        0
BUCKLE                         COM              118440106     7907   393400 SH       DEFINED 01             393400        0        0
BUCKLE                         COM              118440106      677    33700 SH       DEFINED 01 05               0    33700        0
BLDG MATERIAL HOLD             COM              120113105       42     3498 SH       DEFINED 01 02               0     3498        0
BUILDING MATERIALS HOLDING     COM              120113105     1722   147141 SH       DEFINED 01             147141        0        0
BUILDING MATERIALS HOLDING     COM              120113105        3      249 SH       DEFINED 01 03               0      249        0
BUILDING MATERIALS HOLDING     COM              120113105      154    13200 SH       DEFINED 01 05               0    13200        0
BUNZL PLC                      COM              120764998      139    20000 SH       DEFINED 01              20000        0        0
BURLINGTON COAT FACTORY WAREHO COM              121579106     2510   139474 SH       DEFINED 01             139474        0        0
BURLINGTON N SANTA             COM              12189T104      852    35600 SH       DEFINED 01 02               0    35600        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104    80435  3362686 SH       DEFINED 01            3362686        0        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104     5205   217592 SH       DEFINED 01 03               0   217592        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104    11859   495764 SH       DEFINED 01 05               0   495764        0
BURLINGTON RESOURCES           COM              122014103    12461   324877 SH       DEFINED 01             324877        0        0
BURLINGTON RESOURCES           COM              122014103     1822    47487 SH       DEFINED 01 03               0    47487        0
BURLINGTON RESOURCES           COM              122014103     8506   221756 SH       DEFINED 01 05               0   221756        0
BUTLER MFG                     COM              123655102      428    19793 SH       DEFINED 01              19793        0        0
C&D TECHNOLOGIES               COM              124661109     6873   468892 SH       DEFINED 01             468892        0        0
C&D TECHNOLOGIES               COM              124661109        2      165 SH       DEFINED 01 03               0      165        0
C&D TECHNOLOGIES               COM              124661109      554    37800 SH       DEFINED 01 05               0    37800        0
C&D TECHNOLOGY                 COM              124661109       40     2707 SH       DEFINED 01 02               0     2707        0
C&S CO LTD                     COM              124665993     1242    57700 SH       DEFINED 01              57700        0        0
CBL & ASSOCIATES               COM              124830100     2173    56087 SH       DEFINED 01              56087        0        0
CBL & ASSOCIATES               COM              124830100      267     6900 SH       DEFINED 01 05               0     6900        0
CBRL GROUP                     COM              12489V106     2331   102156 SH       DEFINED 01             102156        0        0
CBRL GROUP                     COM              12489V106      283    12400 SH       DEFINED 01 03               0    12400        0
CBRL GROUP                     COM              12489V106     5234   229350 SH       DEFINED 01 05               0   229350        0
CBRL GROUP INC                 COM              12489V106      157     6900 SH       DEFINED 01 02               0     6900        0
CCBT FINANCIAL COMPA           COM              12500Q102       42     1615 SH       DEFINED 01 02               0     1615        0
CCBT FINANCIAL COMPANIES INC   COM              12500Q102      445    17000 SH       DEFINED 01              17000        0        0
CCBT FINANCIAL COMPANIES INC   COM              12500Q102        3      106 SH       DEFINED 01 03               0      106        0
CCBT FINANCIAL COMPANIES INC   COM              12500Q102       58     2200 SH       DEFINED 01 05               0     2200        0
C-COR.NET                      COM              125010108      823   221793 SH       DEFINED 01             221793        0        0
C-COR.NET                      COM              125010108        1      329 SH       DEFINED 01 03               0      329        0
C-COR.NET                      COM              125010108       49    13100 SH       DEFINED 01 05               0    13100        0
C-COR.NET CORP                 COM              125010108       19     5173 SH       DEFINED 01 02               0     5173        0
CDI                            COM              125071100     2119    81028 SH       DEFINED 01              81028        0        0
CDI                            COM              125071100       50     1920 SH       DEFINED 01 05               0     1920        0
CDW COMPUTER CENTERS           COM              125129106      237     5596 SH       DEFINED 01               5596        0        0
CDW COMPUTER CENTERS           COM              125129106     6960   164300 SH       DEFINED 01 05               0   164300        0
CEC ENTERTAINMENT              COM              125137109     3283    96236 SH       DEFINED 01              96236        0        0
CIA DE CONCES SOES             COM              125300996       46    27300 SH       DEFINED 01              27300        0        0
CH ENERGY GROUP                COM              12541M102     9779   208352 SH       DEFINED 01             208352        0        0
CH ENERGY GROUP                COM              12541M102       75     1590 SH       DEFINED 01 02               0     1590        0
CH ENERGY GROUP                COM              12541M102        5       99 SH       DEFINED 01 03               0       99        0
C.H. ROBINSON WORLDWIDE        COM              12541W100    13654   507387 SH       DEFINED 01             507387        0        0
C.H. ROBINSON WORLDWIDE        COM              12541W100    18317   680700 SH       DEFINED 01 05               0   680700        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991     2766   125300 SH       DEFINED 01             125300        0        0
CIGNA                          COM              125509109    65338   923503 SH       DEFINED 01             923503        0        0
CIGNA                          COM              125509109     5590    79009 SH       DEFINED 01 03               0    79009        0
CIGNA                          COM              125509109    11197   158249 SH       DEFINED 01 05               0   158249        0
CIGNA CORP                     COM              125509109      906    12800 SH       DEFINED 01 02               0    12800        0
CIT GROUP                      COM              125581108     3753   208804 SH       DEFINED 01             208804        0        0
CIT GROUP                      COM              125581108     2337   130000 SH       DEFINED 01 05               0   130000        0
CIT GROUP INC                  COM              125581108      120     6700 SH       DEFINED 11 12               0     6700        0
CIT GROUP INC                  COM              125581108      671    37300 SH       DEFINED 11 12 13            0    37300        0
CLECO                          COM              12561W105       24     1804 SH       DEFINED 01               1804        0        0
CMGI INC                       COM              125750109        1     1954 SH       DEFINED 01               1954        0        0
CMS ENERGY                     COM              125896100    23010  2854853 SH       DEFINED 01            2854853        0        0
CMS ENERGY                     COM              125896100      270    33490 SH       DEFINED 01 03               0    33490        0
CMS ENERGY                     COM              125896100     3534   438395 SH       DEFINED 01 05               0   438395        0
CPI                            COM              125902106      347    25232 SH       DEFINED 01              25232        0        0
CPI                            COM              125902106     1944   141391 SH       DEFINED 01 03               0   141391        0
CSK AUTO CORP                  COM              125965103      940    75377 SH       DEFINED 01              75377        0        0
CSK AUTO CORP                  COM              125965103       47     3760 SH       DEFINED 01 05               0     3760        0
CNA FINANCIAL                  COM              126117100       14      552 SH       DEFINED 01                552        0        0
CNA SURETY                     COM              12612L108     5041   381900 SH       DEFINED 01             381900        0        0
CNA SURETY                     COM              12612L108      477    36100 SH       DEFINED 01 05               0    36100        0
CNF TRUST I CM CVT SERIES A 5. PRF              12612V205    23900   500000 SH       DEFINED 01             500000        0        0
CNF                            COM              12612W104     1323    42148 SH       DEFINED 01              42148        0        0
CNOOC                          COM              126130996     4781  3436500 SH       DEFINED 01            3436500        0        0
CNOOC                          COM              126130996      227   163000 SH       DEFINED 01 05               0   163000        0
CNET NETWORKS INC              COM              12613R104        1      531 SH       DEFINED 01                531        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    12710   194040 SH       DEFINED 01             194040        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401     3263    49818 SH       DEFINED 01 05               0    49818        0
CSC HOLDINGS  11.75%  10/01/20 PRF              126304609     2504    37656 SH       DEFINED 01              37656        0        0
CSC HOLDINGS  11.75%  10/01/20 PRF              126304609      786    11825 SH       DEFINED 01 05               0    11825        0
CSG SYSTEMS                    COM              126349109        1      110 SH       DEFINED 01 02               0      110        0
CSG SYSTEMS INTL               COM              126349109      516    47306 SH       DEFINED 01              47306        0        0
CSG SYSTEMS INTL               COM              126349109       58     5300 SH       DEFINED 01 05               0     5300        0
CSX                            COM              126408103     8733   331055 SH       DEFINED 01             331055        0        0
CSX                            COM              126408103     1326    50280 SH       DEFINED 01 03               0    50280        0
CSX                            COM              126408103      214     8086 SH       DEFINED 01 05               0     8086        0
CTS                            COM              126501105      567   123344 SH       DEFINED 01             123344        0        0
CUNO                           COM              126583103     1601    51881 SH       DEFINED 01              51881        0        0
CVB FINL CORP                  COM              126600105        3      137 SH       DEFINED 01                137        0        0
CVS                            COM              126650100     3273   129096 SH       DEFINED 01             129096        0        0
CVS                            COM              126650100     2317    91386 SH       DEFINED 01 03               0    91386        0
CVS                            COM              126650100     4679   184590 SH       DEFINED 01 05               0   184590        0
CV THERAPEUTICS                COM              126667104     2545   121700 SH       DEFINED 01             121700        0        0
CV THERAPEUTICS                COM              126667104        3      127 SH       DEFINED 01 03               0      127        0
CV THERAPEUTICS                COM              126667104       90     4300 SH       DEFINED 01 05               0     4300        0
CV THERAPEUTICS INC            COM              126667104       40     1972 SH       DEFINED 01 02               0     1972        0
CABLEVISION SYSTEMS NY GROUP C COM              12686C109     5854   646099 SH       DEFINED 01             646099        0        0
CABLE DESIGN TECHNOLOGIES      COM              126924109     1582   258495 SH       DEFINED 01             258495        0        0
CABLE DESIGN TECHNOLOGIES      COM              126924109       77    12600 SH       DEFINED 01 05               0    12600        0
CABOT                          COM              127055101      122     5838 SH       DEFINED 01               5838        0        0
CABOT                          COM              127055101       14      650 SH       DEFINED 01 05               0      650        0
CABOT OIL & GAS CL A           COM              127097103     2779   129226 SH       DEFINED 01             129226        0        0
CABOT OIL & GAS CORP           COM              127097103        3      120 SH       DEFINED 01 02               0      120        0
CABOT MICROELECTRONI           COM              12709P103        2       50 SH       DEFINED 01 02               0       50        0
CABOT MICROELECTRONICS         COM              12709P103      854    22922 SH       DEFINED 01              22922        0        0
CABOT MICROELECTRONICS         COM              12709P103       48     1300 SH       DEFINED 01 05               0     1300        0
CACI INTERNATIONAL             COM              127190304        2       60 SH       DEFINED 01 02               0       60        0
CACI INTL CL A                 COM              127190304     3158    89086 SH       DEFINED 01              89086        0        0
CADENCE DESIGN SYSTEMS         COM              127387108      109    10704 SH       DEFINED 01              10704        0        0
CAL DIVE INTL                  COM              127914109     5281   261881 SH       DEFINED 01             261881        0        0
CALDERA INTL INC               COM              12877Q206        0       30 SH       DEFINED 01                 30        0        0
CALICO COMMERCE                COM              129897104        0      100 SH       DEFINED 01                100        0        0
CALIENT NETWK D PFD            PRF              130500XX4     1192  2076124 SH       DEFINED 01 05               0  2076124        0
CALIFORNIA PIZZA KITCHEN       COM              13054D109     1232    53530 SH       DEFINED 01              53530        0        0
CALIPER TECH CORP              COM              130876105        0       61 SH       DEFINED 01                 61        0        0
CALLAWAY GOLF                  COM              131193104     4000   384613 SH       DEFINED 01             384613        0        0
CALLAWAY GOLF                  COM              131193104      267    25700 SH       DEFINED 01 05               0    25700        0
CALPINE                        COM              131347106      518   209938 SH       DEFINED 01             209938        0        0
CALPINE                        COM              131347106      217    87678 SH       DEFINED 01 03               0    87678        0
CALPINE                        COM              131347106       11     4399 SH       DEFINED 01 05               0     4399        0
CAMBREX                        COM              132011107     3199    86930 SH       DEFINED 01              86930        0        0
CAMBREX                        COM              132011107       41     1110 SH       DEFINED 01 05               0     1110        0
CAMDEN PROPERTY TRUST          COM              133131102      431    13000 SH       DEFINED 01              13000        0        0
CAMPBELL SOUP                  COM              134429109     1568    70990 SH       DEFINED 01              70990        0        0
CAMPBELL SOUP                  COM              134429109     2108    95482 SH       DEFINED 01 03               0    95482        0
CAMPBELL SOUP                  COM              134429109      106     4793 SH       DEFINED 01 05               0     4793        0
CANADIAN 88 ENERGY             COM              13566G996      188   122000 SH       DEFINED 01             122000        0        0
CANADIAN NATL RAILWAY          COM              136375102      336     9001 SH       DEFINED 01               9001        0        0
CANADIAN NATL RAILWAY          COM              136377991      288     7700 SH       DEFINED 01               7700        0        0
CANADIAN PACIFIC RAILWAY LTD   COM              13645T100      196    10745 SH       DEFINED 01              10745        0        0
CANADIAN PAC RAILWAY           COM              13645T993      427    23700 SH       DEFINED 01              23700        0        0
CANON                          COM              138006408    10566   323237 SH       DEFINED 01             323237        0        0
CANON                          COM              138006408       65     2000 SH       DEFINED 01 03               0     2000        0
CANON                          COM              138006408     3368   103000 SH       DEFINED 01 05               0   103000        0
CANTEL MEDICAL CORP            COM              138098108      460    45500 SH       DEFINED 01              45500        0        0
CANTEL MEDICAL CORP            COM              138098108        1      125 SH       DEFINED 01 02               0      125        0
CANTEL MEDICAL CORP            COM              138098108       50     4950 SH       DEFINED 01 05               0     4950        0
Alcatel ADR                    COM              13904305    918800     2141 SH       DEFINED 1                   0     2141        0
CAPITAL AUTOMOTIVE REIT        COM              139733109     2185    87455 SH       DEFINED 01              87455        0        0
CAPITAL ONE FINANCIAL          COM              14040H105    13028   373048 SH       DEFINED 01             373048        0        0
CAPITAL ONE FINANCIAL          COM              14040H105     1941    55587 SH       DEFINED 01 03               0    55587        0
CAPITAL ONE FINANCIAL          COM              14040H105     3950   113094 SH       DEFINED 01 05               0   113094        0
CAPITAL ONE FINL COR           COM              14040H105     2861    81925 SH       DEFINED 01 02               0    81925        0
Capital One                    COM              1404H0105     6686      233 SH       DEFINED 1                   0      233        0
CAPSTONE TURBINE               COM              14067D102        0      413 SH       DEFINED 01                413        0        0
CAPTARIS                       COM              14071N104      230   100071 SH       DEFINED 01             100071        0        0
CARBO CERAMICS                 COM              140781105     1726    48172 SH       DEFINED 01              48172        0        0
CARAUSTAR INDS                 COM              140909102      818    87458 SH       DEFINED 01              87458        0        0
CARDINAL HEALTH                COM              14149Y108     2241    36029 SH       DEFINED 01                  0    36029        0
CARDINAL HEALTH                COM              14149Y108   357300  5744384 SH       DEFINED 01            5744384        0        0
CARDINAL HEALTH                COM              14149Y108     2582    41485 SH       DEFINED 01 02               0    41485        0
CARDINAL HEALTH                COM              14149Y108     6539   105134 SH       DEFINED 01 03               0   105134        0
CARDINAL HEALTH                COM              14149Y108   180293  2898602 SH       DEFINED 01 05               0  2898602        0
CAREER EDUCATION               COM              141665109     1110    23115 SH       DEFINED 01              23115        0        0
CAREMARK RX                    COM              141705103    65513  3853768 SH       DEFINED 01            3853768        0        0
CAREMARK RX                    COM              141705103    28650  1685300 SH       DEFINED 01 05               0  1685300        0
CARDO AB                       COM              141955997      253    13900 SH       DEFINED 01              13900        0        0
CARLISLE COMPANIES             COM              142339100     1253    34167 SH       DEFINED 01              34167        0        0
CARLISLE COMPANIES             COM              142339100        4      104 SH       DEFINED 01 03               0      104        0
CARLISLE COMPANIES             COM              142339100      147     4000 SH       DEFINED 01 05               0     4000        0
CARLISLE COS INC.              COM              142339100       59     1611 SH       DEFINED 01 02               0     1611        0
CARNIVAL                       COM              143658102    18217   725819 SH       DEFINED 01             725819        0        0
CARNIVAL                       COM              143658102     5275   210157 SH       DEFINED 01 03               0   210157        0
CARNIVAL                       COM              143658102     3812   151859 SH       DEFINED 01 05               0   151859        0
CARNIVAL CORP                  COM              143658102      507    20200 SH       DEFINED 01 02               0    20200        0
CARNIVAL CORP CVT              CONV BND         143658AN2      377   370000 PRN      DEFINED 01 02               0        0   370000
CARPENTER TECHNOLGY            COM              144285103      388    29839 SH       DEFINED 01              29839        0        0
CARRAMERICA REALTY             COM              144418100        3      130 SH       DEFINED 01                130        0        0
CARREKER                       COM              144433109      448    73088 SH       DEFINED 01              73088        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CASCADE CORP                   COM              147195101       62     4371 SH       DEFINED 01 02               0     4371        0
CASCADE CORP                   COM              147195101     1000    71150 SH       DEFINED 01              71150        0        0
CASCADE CORP                   COM              147195101        4      274 SH       DEFINED 01 03               0      274        0
CASCADE CORP                   COM              147195101      119     8500 SH       DEFINED 01 05               0     8500        0
CASCADE NATURAL GAS            COM              147339105      682    34639 SH       DEFINED 01              34639        0        0
CASELLA WASTE SYSTEMS INC-A    COM              147448104      154    23950 SH       DEFINED 01              23950        0        0
CASELLA WASTE SYSTEMS INC-A    COM              147448104       31     4790 SH       DEFINED 01 05               0     4790        0
CASEY'S GENERAL STORES         COM              147528103     1886   163271 SH       DEFINED 01             163271        0        0
CASH AMERICA INTL              COM              14754D100      629    76803 SH       DEFINED 01              76803        0        0
CASTELLUM AB                   COM              148388994      234    21400 SH       DEFINED 01              21400        0        0
CASTLE (AM)                    COM              148411101      315    46613 SH       DEFINED 01              46613        0        0
CATALINA MARKETING             COM              148867104    23930   852216 SH       DEFINED 01             852216        0        0
CATALINA MARKETING             COM              148867104     2969   105750 SH       DEFINED 01 03               0   105750        0
CATALINA MARKETING             COM              148867104     1218    43380 SH       DEFINED 01 05               0    43380        0
CATALINA MKTG                  COM              148867104    33531  1194175 SH       DEFINED 01 02               0  1194175        0
CATAPULT COMM. CORP            COM              149016107        1      130 SH       DEFINED 01 02               0      130        0
CATAPULT COMMUNICATIONS        COM              149016107     3695   379045 SH       DEFINED 01             379045        0        0
CATAPULT COMMUNICATIONS        COM              149016107      361    37100 SH       DEFINED 01 05               0    37100        0
CATELLUS DEVELOPMENT           COM              149111106     6620   358800 SH       DEFINED 01             358800        0        0
CATELLUS DEVELOPMENT           COM              149111106      554    30000 SH       DEFINED 01 05               0    30000        0
CATERPILLAR                    COM              149123101   253492  6810639 SH       DEFINED 01            6810639        0        0
CATERPILLAR                    COM              149123101     7099   190708 SH       DEFINED 01 03               0   190708        0
CATERPILLAR                    COM              149123101    46125  1239244 SH       DEFINED 01 05               0  1239244        0
CATERPILLAR INC                COM              149123101     3052    82000 SH       DEFINED 01                  0    82000        0
CATERPILLAR INC                COM              149123101    11209   301160 SH       DEFINED 01 02               0   301160        0
CATHAY BANCORP INC             COM              149150104     1373    35200 SH       DEFINED 01              35200        0        0
CATHAY BANCORP INC             COM              149150104        3       70 SH       DEFINED 01 02               0       70        0
CATHAY BANCORP INC             COM              149150104      172     4400 SH       DEFINED 01 05               0     4400        0
CATHAY PACIFIC ORD             COM              149175994     2007  1484000 SH       DEFINED 01            1484000        0        0
CATHAY PACIFIC ORD             COM              149175994       88    65000 SH       DEFINED 01 05               0    65000        0
CATO CORP - CL A               COM              149205106     3343   176101 SH       DEFINED 01             176101        0        0
CATO CORP - CL A               COM              149205106      171     9000 SH       DEFINED 01 05               0     9000        0
CEDAR FAIR  LP                 COM              150185106        5      198 SH       DEFINED 01                198        0        0
CELL GENESYS                   COM              150921104      964    80000 SH       DEFINED 01              80000        0        0
CELL GENESYS                   COM              150921104        3      245 SH       DEFINED 01 03               0      245        0
CELL GENESYS                   COM              150921104      114     9500 SH       DEFINED 01 05               0     9500        0
CELL GENESYS INC               COM              150921104       47     3918 SH       DEFINED 01 02               0     3918        0
CELL THERAPEUTICS              COM              150934107        1      296 SH       DEFINED 01                296        0        0
CELGENE CORP                   COM              151020104        3      189 SH       DEFINED 01                189        0        0
CELL PATHWAYS INC              COM              15114R101        0      111 SH       DEFINED 01                111        0        0
CEMEX ADR                      COM              151290889     8845   424200 SH       DEFINED 01             424200        0        0
CEMEX ADR                      COM              151290889      963    46200 SH       DEFINED 01 03               0    46200        0
CEMEX ADR                      COM              151290889     1914    91800 SH       DEFINED 01 05               0    91800        0
CENDANT                        COM              151313103   129227 12010091 SH       DEFINED 01           12010091        0        0
CENDANT                        COM              151313103     2605   242109 SH       DEFINED 01 03               0   242109        0
CENDANT                        COM              151313103    50374  4681543 SH       DEFINED 01 05               0  4681543        0
CENDANT CORP                   COM              151313103     6699   622600 SH       DEFINED 01 02               0   622600        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        1      447 SH       DEFINED 01                447        0        0
CENTENE CORP                   COM              15135B101     1404    52600 SH       DEFINED 01              52600        0        0
CENTENE CORP                   COM              15135B101       19      700 SH       DEFINED 01 05               0      700        0
CENTERPOINT PROPERTIES         COM              151895109     5515    99368 SH       DEFINED 01              99368        0        0
CENTEX                         COM              152312104    15218   343134 SH       DEFINED 01             343134        0        0
CENTEX                         COM              152312104      636    14339 SH       DEFINED 01 03               0    14339        0
CENTEX                         COM              152312104    33267   750103 SH       DEFINED 01 05               0   750103        0
CENTILLIUM COMM                COM              152319109        0       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
CENTRAL ILL LT $100            PRF              153645882     3464    35000 SH       DEFINED 01 04               0    35000        0
CENTRAL PARKING                COM              154785109     2272   112810 SH       DEFINED 01             112810        0        0
CENTRAL VERMONT PUBLIC SERVICE COM              155771108      646    36647 SH       DEFINED 01              36647        0        0
CENTRICA                       COM              155800998    11100  4258396 SH       DEFINED 01            4258396        0        0
CENTRICA                       COM              155800998      231    88797 SH       DEFINED 01 03               0    88797        0
CENTRICA                       COM              155800998    15399  5907596 SH       DEFINED 01 05               0  5907596        0
CENTURY ALUMINUM               COM              156431108      449    64464 SH       DEFINED 01              64464        0        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104        0      188 SH       DEFINED 01                188        0        0
CENTURY MAINTENANCE PIK SERIES PRF              156616401    17363   184960 SH       DEFINED 01             184960        0        0
CENTURY MAINTENANCE PIK SERIES PRF              156616401     6063    64586 SH       DEFINED 01 05               0    64586        0
CENTURYTEL                     COM              156700106    30075  1340830 SH       DEFINED 01            1340830        0        0
CENTURYTEL                     COM              156700106      741    33024 SH       DEFINED 01 03               0    33024        0
CENTURYTEL                     COM              156700106       37     1658 SH       DEFINED 01 05               0     1658        0
CEPHALON                       COM              156708109     8359   204790 SH       DEFINED 01             204790        0        0
CERES GROUP INC                COM              156772105       14     7500 SH       DEFINED 01               7500        0        0
CERES GROUP INC                COM              156772105        0      140 SH       DEFINED 01 05               0      140        0
CERIDIAN                       COM              156779100       86     6075 SH       DEFINED 01               6075        0        0
CERNER                         COM              156782104     4775   135611 SH       DEFINED 01             135611        0        0
CERTEGY                        COM              156880106       53     2653 SH       DEFINED 01               2653        0        0
CERUS CORPORATION              COM              157085101        1       87 SH       DEFINED 01                 87        0        0
CHAMPION ENTERPRISES           COM              158496109      454   154415 SH       DEFINED 01             154415        0        0
CHARLES RIV LABORATORIES       COM              159864107    15013   382515 SH       DEFINED 01             382515        0        0
CHARLES RIV LABORATORIES       COM              159864107    14915   380000 SH       DEFINED 01 05               0   380000        0
CHARLES TAYLOR CONS            COM              159888999      105    28000 SH       DEFINED 01              28000        0        0
AVASTA E-SERVICES WARRANTS     COM              160000998        0   508113 SH       DEFINED 01 05               0   508113        0
AVASTA SERIES B                PRF              160000XX8        0   933467 SH       DEFINED 01             933467        0        0
AVASTA SERIES B                PRF              160000XX8        0  1016226 SH       DEFINED 01 05               0  1016226        0
CHARTER ONE FINANCIAL          COM              160903100     8504   286179 SH       DEFINED 01             286179        0        0
CHARTER ONE FINANCIAL          COM              160903100     1616    54374 SH       DEFINED 01 03               0    54374        0
CHARTER ONE FINANCIAL          COM              160903100      294     9917 SH       DEFINED 01 05               0     9917        0
CHARTER MUNICIPAL MG           COM              160908109     1004    57000 SH       DEFINED 01              57000        0        0
CHARTER MUNICIPAL MG           COM              160908109       76     4303 SH       DEFINED 01 02               0     4303        0
CHARTER MUNICIPAL MG           COM              160908109        5      271 SH       DEFINED 01 03               0      271        0
CHARTER MUNICIPAL MG           COM              160908109      123     7000 SH       DEFINED 01 05               0     7000        0
CHARMING SHOPPES               COM              161133103    20008  2964165 SH       DEFINED 01            2964165        0        0
CHARMING SHOPPES               COM              161133103       39     5900 SH       DEFINED 01 02               0     5900        0
CHARMING SHOPPES               COM              161133103        3      373 SH       DEFINED 01 03               0      373        0
CHARMING SHOPPES               COM              161133103     2540   376355 SH       DEFINED 01 05               0   376355        0
CHARTER COMMUNICATIONS INC     COM              16117M107       14     7527 SH       DEFINED 01               7527        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
CHATTEM                        COM              162456107     1388    34000 SH       DEFINED 01              34000        0        0
CHATTEM                        COM              162456107      184     4500 SH       DEFINED 01 05               0     4500        0
CHATTEM INC                    COM              162456107        2       60 SH       DEFINED 01 02               0       60        0
CHECKERS DRIVEN REST           COM              162809305      624    78000 SH       DEFINED 01              78000        0        0
CHECKERS DRIVEN REST           COM              162809305        1      100 SH       DEFINED 01 02               0      100        0
CHECKERS DRIVEN REST           COM              162809305       69     8600 SH       DEFINED 01 05               0     8600        0
CHECKFREE                      COM              162813109      582    51193 SH       DEFINED 01              51193        0        0
CHECKPOINT SYSTEMS             COM              162825103     1248   101085 SH       DEFINED 01             101085        0        0
CHEESECAKE FACTORY             COM              163072101    94215  3158416 SH       DEFINED 01 02               0  3158416        0
CHEESECAKE FACTORY (THE)       COM              163072101    32871  1101942 SH       DEFINED 01            1101942        0        0
CHEESECAKE FACTORY (THE)       COM              163072101     5708   191337 SH       DEFINED 01 03               0   191337        0
CHEESECAKE FACTORY (THE)       COM              163072101     1678    56248 SH       DEFINED 01 05               0    56248        0
CHEIL COMMUNICATIONS INC       COM              163100993      386     4600 SH       DEFINED 01               4600        0        0
CHELSEA PROPERTY GROUP         COM              163421100        5      136 SH       DEFINED 01                136        0        0
CHEMED                         COM              163596109     2206    71725 SH       DEFINED 01              71725        0        0
CHEMFIRST                      COM              16361A106     1285    44679 SH       DEFINED 01              44679        0        0
CHEMICAL FINANCIAL C           COM              163731102        2       69 SH       DEFINED 01                 69        0        0
CHEMICAL FINANCIAL C           COM              163731102       71     2458 SH       DEFINED 01 02               0     2458        0
CHEMICAL FINANCIAL C           COM              163731102        4      154 SH       DEFINED 01 03               0      154        0
CHESAPEAKE                     COM              165159104      710    47562 SH       DEFINED 01              47562        0        0
CHESAPEAKE ENERGY              COM              165167107     1882   285122 SH       DEFINED 01             285122        0        0
CHESAPEAKE ENERGY              COM              165167107       82    12512 SH       DEFINED 01 02               0    12512        0
CHESAPEAKE ENERGY              COM              165167107        5      760 SH       DEFINED 01 03               0      760        0
CHESAPEAKE ENERGY              COM              165167107      252    38130 SH       DEFINED 01 05               0    38130        0
CHEVRONTEXACO                  COM              166764100   455954  6584153 SH       DEFINED 01            6584153        0        0
CHEVRONTEXACO                  COM              166764100    19065   275313 SH       DEFINED 01 03               0   275313        0
CHEVRONTEXACO                  COM              166764100   156533  2260379 SH       DEFINED 01 05               0  2260379        0
CHEVRONTEXACO CORP             COM              166764100     8127   117358 SH       DEFINED 01                  0   117358        0
CHEVRONTEXACO CORP             COM              166764100    18827   271880 SH       DEFINED 01 02               0   271880        0
CHEVRONTEXACO CORP             COM              166764100    10873   157000 SH       DEFINED 11 12 13            0   157000        0
CHEVRONTEXACO CORPORATION      COM              166764100     1849    26700 SH       DEFINED 11 12               0    26700        0
CHICAGO PIZZA BREW             COM              167889104      765   111000 SH       DEFINED 01             111000        0        0
CHICAGO PIZZA BREW             COM              167889104        2      280 SH       DEFINED 01 02               0      280        0
CHICAGO PIZZA BREW             COM              167889104      103    15000 SH       DEFINED 01 05               0    15000        0
CHICO'S FAS INC                COM              168615102    12220   767092 SH       DEFINED 01             767092        0        0
CHICO'S FAS INC                COM              168615102    17546  1101400 SH       DEFINED 01 02               0  1101400        0
CHICO'S FAS INC                COM              168615102      272    17100 SH       DEFINED 01 03               0    17100        0
CHICO'S FAS INC                COM              168615102    15302   960600 SH       DEFINED 01 05               0   960600        0
CHILDREN'S PLACE RETAIL STORES COM              168905107      839    83086 SH       DEFINED 01              83086        0        0
CHINATRUST FINANCIAL HOLDING   COM              169205994     9887 14103000 SH       DEFINED 01           14103000        0        0
CHINATRUST FINANCIAL HOLDING   COM              169205994     4593  6551000 SH       DEFINED 01 05               0  6551000        0
CLP HOLDINGS                   COM              169400108     1039   250000 SH       DEFINED 01             250000        0        0
CHINA STEEL CORP GDR 144A      COM              169417102      260    30814 SH       DEFINED 01 05               0    30814        0
CHINA MOBILE                   COM              169425105     3110  1347500 SH       DEFINED 01            1347500        0        0
CHINA MOBILE                   COM              169425105      148    64000 SH       DEFINED 01 05               0    64000        0
CHINA STEEL          TW;2002   COM              169650991     2504  5835420 SH       DEFINED 01            5835420        0        0
CHIPPAC INC.                   COM              169657103       38    17850 SH       DEFINED 01              17850        0        0
CHIPPAC INC.                   COM              169657103        6     2830 SH       DEFINED 01 05               0     2830        0
CHIQUITA BRANDS INTL.          COM              170032809      579    37500 SH       DEFINED 01              37500        0        0
CHIQUITA BRANDS INTL.          COM              170032809       54     3510 SH       DEFINED 01 05               0     3510        0
CHIRON                         COM              170040109      452    12943 SH       DEFINED 01              12943        0        0
CHIRON                         COM              170040109     1537    43981 SH       DEFINED 01 03               0    43981        0
CHIRON                         COM              170040109       77     2206 SH       DEFINED 01 05               0     2206        0
CHITTENDEN                     COM              170228100     2997   101256 SH       DEFINED 01             101256        0        0
CHOICEPOINT                    COM              170388102      726    20367 SH       DEFINED 01              20367        0        0
CHOICE ONE COMMUNICATIONS      COM              17038P104        0      112 SH       DEFINED 01                112        0        0
CHRISTOPHER & BANKS            COM              171046105     2388    95045 SH       DEFINED 01              95045        0        0
CHRISTOPHER & BANKS            COM              171046105        2       90 SH       DEFINED 01 02               0       90        0
CHRISTOPHER & BANKS            COM              171046105       50     2000 SH       DEFINED 01 05               0     2000        0
CHUBB                          COM              171232101    18104   330178 SH       DEFINED 01             330178        0        0
CHUBB                          COM              171232101     3815    69587 SH       DEFINED 01 03               0    69587        0
CHUBB                          COM              171232101     3153    57509 SH       DEFINED 01 05               0    57509        0
CHUBB CORP                     COM              171232101      428     7800 SH       DEFINED 01 02               0     7800        0
CHURCH & DWIGHT                COM              171340102     8641   260644 SH       DEFINED 01             260644        0        0
CHURCH & DWIGHT                COM              171340102     8221   248000 SH       DEFINED 01 05               0   248000        0
CHURCHILL DOWNS                COM              171484108      157     4300 SH       DEFINED 01               4300        0        0
CIBA SPECIALTY CHEMICALS       COM              171619992      149     2258 SH       DEFINED 01               2258        0        0
CIBER                          COM              17163B102     2104   362052 SH       DEFINED 01             362052        0        0
CIBER                          COM              17163B102        3      432 SH       DEFINED 01 03               0      432        0
CIBER                          COM              17163B102      113    19400 SH       DEFINED 01 05               0    19400        0
CIBER INC                      COM              17163B102       39     6783 SH       DEFINED 01 02               0     6783        0
CIENA                          COM              171779101     4553  1533104 SH       DEFINED 01            1533104        0        0
CIENA                          COM              171779101      298   100470 SH       DEFINED 01 03               0   100470        0
CIENA                          COM              171779101      381   128141 SH       DEFINED 01 05               0   128141        0
CIMA LABS                      COM              171796105     7539   299781 SH       DEFINED 01             299781        0        0
CIMA LABS                      COM              171796105      712    28300 SH       DEFINED 01 05               0    28300        0
CINCINNATI FINANCIAL           COM              172062101      194     5438 SH       DEFINED 01               5438        0        0
CINCINNATI FINANCIAL           COM              172062101     1341    37699 SH       DEFINED 01 03               0    37699        0
CINCINNATI FINANCIAL           COM              172062101       67     1882 SH       DEFINED 01 05               0     1882        0
CINERGY                        COM              172474108    21119   671938 SH       DEFINED 01             671938        0        0
CINERGY                        COM              172474108     1233    39226 SH       DEFINED 01 03               0    39226        0
CINERGY                        COM              172474108      109     3458 SH       DEFINED 01 05               0     3458        0
CIPHERGEN BIOSYSTEMS           COM              17252Y104      986   328700 SH       DEFINED 01             328700        0        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108    97906  6462428 SH       DEFINED 01            6462428        0        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108      767    50667 SH       DEFINED 01 03               0    50667        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108    37478  2473796 SH       DEFINED 01 05               0  2473796        0
CIRCOR INTERNATIONAL           COM              17273K109        1       50 SH       DEFINED 01                 50        0        0
CIRRUS LOGIC                   COM              172755100      488   191233 SH       DEFINED 01             191233        0        0
CIRRUS LOGIC                   COM              172755100       23     8853 SH       DEFINED 01 02               0     8853        0
CIRRUS LOGIC                   COM              172755100        1      547 SH       DEFINED 01 03               0      547        0
CIRRUS LOGIC                   COM              172755100       54    21300 SH       DEFINED 01 05               0    21300        0
CISCO SYSTEMS                  COM              17275R102     8877   847002 SH       DEFINED 01                  0   847002        0
CISCO SYSTEMS                  COM              17275R102   253087 24149458 SH       DEFINED 01           24149458        0        0
CISCO SYSTEMS                  COM              17275R102    33311  3178103 SH       DEFINED 01 02               0  3178103        0
CISCO SYSTEMS                  COM              17275R102    18140  1730972 SH       DEFINED 01 03               0  1730972        0
CISCO SYSTEMS                  COM              17275R102    33529  3199414 SH       DEFINED 01 05               0  3199414        0
CISCO SYSTEMS                  COM              17275R102     1198   114341 SH       DEFINED 11 12               0   114341        0
CISCO SYSTEMS                  COM              17275R102     7445   710411 SH       DEFINED 11 12 13            0   710411        0
CIPLA LIMITED                  COM              172800997     1713    87540 SH       DEFINED 01              87540        0        0
CIPLA LIMITED                  COM              172800997       72     3663 SH       DEFINED 01 05               0     3663        0
CINTAS                         COM              172908105    38178   910739 SH       DEFINED 01             910739        0        0
CINTAS                         COM              172908105     5108   121859 SH       DEFINED 01 03               0   121859        0
CINTAS                         COM              172908105     2011    47962 SH       DEFINED 01 05               0    47962        0
CINTAS CORP                    COM              172908105      838    20000 SH       DEFINED 01                  0    20000        0
CINTAS CORP                    COM              172908105     2353    56120 SH       DEFINED 01 02               0    56120        0
CITIGROUP                      COM              172967101   617598 20829653 SH       DEFINED 01           20829653        0        0
CITIGROUP                      COM              172967101    36651  1236137 SH       DEFINED 01 03               0  1236137        0
CITIGROUP                      COM              172967101   198159  6683256 SH       DEFINED 01 05               0  6683256        0
CITIGROUP INC                  COM              172967101    13937   470051 SH       DEFINED 01                  0   470051        0
CITIGROUP INC                  COM              172967101    24683   832391 SH       DEFINED 01 02               0   832391        0
CITIGROUP INC                  COM              172967101     1963    66212 SH       DEFINED 11 12               0    66212        0
CITIGROUP INC                  COM              172967101    13214   445669 SH       DEFINED 11 12 13            0   445669        0
CITIZENS BKG CORP MI           COM              174420109        4      147 SH       DEFINED 01                147        0        0
CITIZENS COMMUNICATIONS        COM              17453B101      745   109976 SH       DEFINED 01             109976        0        0
CITIZENS COMMUNICATIONS        COM              17453B101      445    65684 SH       DEFINED 01 03               0    65684        0
CITIZENS COMMUNICATIONS        COM              17453B101       22     3295 SH       DEFINED 01 05               0     3295        0
CITRIX SYSTEMS                 COM              177376100       66    11053 SH       DEFINED 01              11053        0        0
CITRIX SYSTEMS                 COM              177376100      246    40719 SH       DEFINED 01 03               0    40719        0
CITRIX SYSTEMS                 COM              177376100       12     2042 SH       DEFINED 01 05               0     2042        0
CITY NATL                      COM              178566105      940    20099 SH       DEFINED 01              20099        0        0
CLAIRE'S STORES                COM              179584107      851    38996 SH       DEFINED 01              38996        0        0
CLAIRE'S STORES                COM              179584107        4      172 SH       DEFINED 01 03               0      172        0
CLAIRE'S STORES                COM              179584107       98     4500 SH       DEFINED 01 05               0     4500        0
CLAIRES STORES INC             COM              179584107       59     2710 SH       DEFINED 01 02               0     2710        0
CLARCOR                        COM              179895107     4912   160014 SH       DEFINED 01             160014        0        0
CLARCOR                        COM              179895107      236     7700 SH       DEFINED 01 05               0     7700        0
CLARCOR INC                    COM              179895107        3      110 SH       DEFINED 01 02               0      110        0
CLARENT CORP                   COM              180461105        0      194 SH       DEFINED 01                194        0        0
CLARUS CORP DEL                COM              182707109        0       37 SH       DEFINED 01                 37        0        0
CLAYTON HOMES                  COM              184190106       58     5282 SH       DEFINED 01               5282        0        0
CLEAR CHANNEL COMMUN           COM              184502102     1922    55313 SH       DEFINED 01                  0    55313        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    12819   368883 SH       DEFINED 01             368883        0        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     4954   142555 SH       DEFINED 01 03               0   142555        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     8241   237154 SH       DEFINED 01 05               0   237154        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1122    32300 SH       DEFINED 11 12               0    32300        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     4483   129000 SH       DEFINED 11 12 13            0   129000        0
CLEVELAND-CLIFFS               COM              185896107      768    31951 SH       DEFINED 01              31951        0        0
CLICK COMMERCE INC             COM              18681D208        0       26 SH       DEFINED 01                 26        0        0
CLOROX                         COM              189054109    10654   265141 SH       DEFINED 01             265141        0        0
CLOROX                         COM              189054109     2190    54497 SH       DEFINED 01 03               0    54497        0
CLOROX                         COM              189054109      377     9396 SH       DEFINED 01 05               0     9396        0
COACH                          COM              189754104      636    24829 SH       DEFINED 01              24829        0        0
COACHMEN INDS                  COM              189873102      760    50601 SH       DEFINED 01              50601        0        0
COBHAM PLC                     COM              190902999      219    15000 SH       DEFINED 01              15000        0        0
COCA-COLA BOTTLING             COM              191098102     1302    27756 SH       DEFINED 01              27756        0        0
COCA-COLA                      COM              191216100     3693    77000 SH       DEFINED 01                  0    77000        0
COCA-COLA                      COM              191216100   116169  2422204 SH       DEFINED 01            2422204        0        0
COCA-COLA                      COM              191216100    10976   228850 SH       DEFINED 01 02               0   228850        0
COCA-COLA                      COM              191216100    27907   581900 SH       DEFINED 01 03               0   581900        0
COCA-COLA                      COM              191216100     9664   201486 SH       DEFINED 01 05               0   201486        0
COCA-COLA ENTERPRISES          COM              191219104    32944  1551068 SH       DEFINED 01            1551068        0        0
COCA-COLA ENTERPRISES          COM              191219104     2249   105864 SH       DEFINED 01 03               0   105864        0
COCA-COLA ENTERPRISES          COM              191219104     1322    62239 SH       DEFINED 01 05               0    62239        0
COGENT COMMUNICATIONS GROUP    COM              19239V104        0        4 SH       DEFINED 01                  4        0        0
COGNEX                         COM              192422103     2152   154698 SH       DEFINED 01             154698        0        0
COGNEX                         COM              192422103       18     1300 SH       DEFINED 01 05               0     1300        0
COGNIZANT TECH SOLUT           COM              192446102        1       15 SH       DEFINED 01 02               0       15        0
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102      408     7100 SH       DEFINED 01               7100        0        0
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102       46      800 SH       DEFINED 01 05               0      800        0
COGNOS                         COM              19244C109     2353   140000 SH       DEFINED 01             140000        0        0
COHERENT                       COM              192479103     5549   304060 SH       DEFINED 01             304060        0        0
COHERENT                       COM              192479103      502    27500 SH       DEFINED 01 05               0    27500        0
COHU                           COM              192576106     1035    91541 SH       DEFINED 01              91541        0        0
COINSTAR                       COM              19259P300     3830   148600 SH       DEFINED 01             148600        0        0
COINSTAR                       COM              19259P300      126     4900 SH       DEFINED 01 05               0     4900        0
COINSTAR INC                   COM              19259P300        2       90 SH       DEFINED 01 02               0       90        0
COLE KENNETH PRODTN            COM              193294105     1894    93284 SH       DEFINED 01              93284        0        0
COLE KENNETH PRODTN            COM              193294105        2      100 SH       DEFINED 01 02               0      100        0
COLE KENNETH PRODTN            COM              193294105      168     8300 SH       DEFINED 01 05               0     8300        0
COLES MYER                     COM              193870995     1192   366800 SH       DEFINED 01             366800        0        0
COLGATE-PALMOLIVE              COM              194162103     6474   120000 SH       DEFINED 01                  0   120000        0
COLGATE-PALMOLIVE              COM              194162103      984    18236 SH       DEFINED 01              18236        0        0
COLGATE-PALMOLIVE              COM              194162103      151     2813 SH       DEFINED 01 02               0     2813        0
COLGATE-PALMOLIVE              COM              194162103     6813   126288 SH       DEFINED 01 03               0   126288        0
COLGATE-PALMOLIVE              COM              194162103      342     6330 SH       DEFINED 01 05               0     6330        0
COLLINS AIKMAN                 COM              194830204        1      286 SH       DEFINED 01                286        0        0
COLONIAL BANCGROUP             COM              195493309       60     4799 SH       DEFINED 01               4799        0        0
COLONIAL PROPERTIES TRUST      COM              195872106     3638   100555 SH       DEFINED 01             100555        0        0
COLONIAL PROPERTIES TRUST      COM              195872106      181     5000 SH       DEFINED 01 05               0     5000        0
COLUMBIA SPORTSWEAR            COM              198516106      733    21113 SH       DEFINED 01              21113        0        0
COMCAST CL A                   COM              200300200    10297   493554 SH       DEFINED 01             493554        0        0
COMCAST CL A                   COM              200300200     4615   221247 SH       DEFINED 01 03               0   221247        0
COMCAST CL A                   COM              200300200    19224   921558 SH       DEFINED 01 05               0   921558        0
COMDISCO INC                   COM              200336105        0      743 SH       DEFINED 01                743        0        0
COMERICA                       COM              200340107     3856    79971 SH       DEFINED 01              79971        0        0
COMERICA                       COM              200340107     1975    40958 SH       DEFINED 01 03               0    40958        0
COMERICA                       COM              200340107      190     3935 SH       DEFINED 01 05               0     3935        0
COMERICA INC                   COM              200340107      154     3200 SH       DEFINED 01 02               0     3200        0
COMFORT GROUP LTD              COM              200383990      139   350000 SH       DEFINED 01             350000        0        0
COMMERCE BANCORP               COM              200519106     1378    33198 SH       DEFINED 01              33198        0        0
COMMERCE BANCSHARES            COM              200525103        7      172 SH       DEFINED 01                172        0        0
COMMERCE GROUP                 COM              200641108     1294    40000 SH       DEFINED 01              40000        0        0
COMMERCE GROUP                 COM              200641108      178     5500 SH       DEFINED 01 05               0     5500        0
COMMERCE ONE INC               COM              200693208        0      139 SH       DEFINED 01                139        0        0
COMMERCIAL FED CORP            COM              201647104       93     4306 SH       DEFINED 01 02               0     4306        0
COMMERCIAL FEDERAL             COM              201647104     5050   231992 SH       DEFINED 01             231992        0        0
COMMERCIAL FEDERAL             COM              201647104        6      273 SH       DEFINED 01 03               0      273        0
COMMERCIAL FEDERAL             COM              201647104      261    12000 SH       DEFINED 01 05               0    12000        0
COMMERCIAL METALS              COM              201723103     3195   178296 SH       DEFINED 01             178296        0        0
COMMERCIAL METALS              COM              201723103       84     4697 SH       DEFINED 01 02               0     4697        0
COMMERCIAL METALS              COM              201723103        5      301 SH       DEFINED 01 03               0      301        0
COMMERCIAL METALS              COM              201723103      217    12100 SH       DEFINED 01 05               0    12100        0
COMMONWLTH BK AUST   AU;CBA    COM              202779989      493    30072 SH       DEFINED 01              30072        0        0
COMMONWEALTH INDS              COM              203004106      263    50172 SH       DEFINED 01              50172        0        0
COMMONWEALTH TEL ENT           COM              203349105       57     1651 SH       DEFINED 01 02               0     1651        0
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     1881    54100 SH       DEFINED 01              54100        0        0
COMMONWEALTH TELEPHONE ENTERPR COM              203349105        3       97 SH       DEFINED 01 03               0       97        0
COMMONWEALTH TELEPHONE ENTERPR COM              203349105      233     6700 SH       DEFINED 01 05               0     6700        0
COMMSCOPE                      COM              203372107     1819   268311 SH       DEFINED 01             268311        0        0
COMMSCOPE                      COM              203372107       31     4555 SH       DEFINED 01 02               0     4555        0
COMMSCOPE                      COM              203372107        2      289 SH       DEFINED 01 03               0      289        0
COMMSCOPE                      COM              203372107      464    68400 SH       DEFINED 01 05               0    68400        0
COMMUNITY HEALTH SYS           COM              203668108    33748  1267300 SH       DEFINED 01 02               0  1267300        0
COMMUNITY HEALTH SYSTEMS       COM              203668108    11830   444225 SH       DEFINED 01             444225        0        0
COMMUNITY HEALTH SYSTEMS       COM              203668108      892    33500 SH       DEFINED 01 03               0    33500        0
COMMUNITY HEALTH SYSTEMS       COM              203668108    12756   479000 SH       DEFINED 01 05               0   479000        0
COMMUNITY FIRST BANKSHARES     COM              203902101     3460   124087 SH       DEFINED 01             124087        0        0
CVRD                           COM              204412209     3351   147300 SH       DEFINED 01             147300        0        0
CVRD                           COM              204412209      184     8100 SH       DEFINED 01 05               0     8100        0
COMPANHIA DE BEBIDAS DAS AMERI COM              20441W203     1994   185957 SH       DEFINED 01             185957        0        0
COMPANHIA DE BEBIDAS DAS AMERI COM              20441W203       83     7753 SH       DEFINED 01 05               0     7753        0
COMPANIA DE MINAS BUENAVENTURA COM              204448104     3971   185583 SH       DEFINED 01             185583        0        0
COMPANIA DE MINAS BUENAVENTURA COM              204448104      114     5345 SH       DEFINED 01 05               0     5345        0
COMPASS BANCSHARES             COM              20449H109      688    23236 SH       DEFINED 01              23236        0        0
COMPASS GROUP                  COM              204501993    10538  2528626 SH       DEFINED 01            2528626        0        0
COMPASS GROUP                  COM              204501993      690   165507 SH       DEFINED 01 03               0   165507        0
COMPASS GROUP                  COM              204501993     9678  2322294 SH       DEFINED 01 05               0  2322294        0
COMPUCOM SYSTEMS INC           COM              204780100      411    71400 SH       DEFINED 01              71400        0        0
COMPUCOM SYSTEMS INC           COM              204780100       23     4033 SH       DEFINED 01 02               0     4033        0
COMPUCOM SYSTEMS INC           COM              204780100        2      349 SH       DEFINED 01 03               0      349        0
COMPUCOM SYSTEMS INC           COM              204780100       50     8600 SH       DEFINED 01 05               0     8600        0
COMPUCREDIT CORP               COM              20478N100        1      107 SH       DEFINED 01                107        0        0
COMPUTER ASSOC                 COM              204912109      160    16700 SH       DEFINED 01 02               0    16700        0
COMPUTER ASSOCIATES INTL       COM              204912109     5912   615906 SH       DEFINED 01             615906        0        0
COMPUTER ASSOCIATES INTL       COM              204912109     1933   201367 SH       DEFINED 01 03               0   201367        0
COMPUTER ASSOCIATES INTL       COM              204912109     1265   131746 SH       DEFINED 01 05               0   131746        0
COMPUTER SCIENCES              COM              205363104     6253   225000 SH       DEFINED 01                  0   225000        0
COMPUTER SCIENCES              COM              205363104      862    30974 SH       DEFINED 01              30974        0        0
COMPUTER SCIENCES              COM              205363104        6      230 SH       DEFINED 01 02               0      230        0
COMPUTER SCIENCES              COM              205363104     1110    39940 SH       DEFINED 01 03               0    39940        0
COMPUTER SCIENCES              COM              205363104       56     2012 SH       DEFINED 01 05               0     2012        0
COMPUTER TASK GROUP            COM              205477102      213    65451 SH       DEFINED 01              65451        0        0
COMPUTERSHARE LTD              COM              205560998      195   163000 SH       DEFINED 01             163000        0        0
COMPUWARE                      COM              205638109      423   138775 SH       DEFINED 01             138775        0        0
COMPUWARE                      COM              205638109      267    87493 SH       DEFINED 01 03               0    87493        0
COMPUWARE                      COM              205638109       13     4393 SH       DEFINED 01 05               0     4393        0
COMVERSE TECHNOLOGY            COM              205862402    10362  1482614 SH       DEFINED 01            1482614        0        0
COMVERSE TECHNOLOGY            COM              205862402      304    43532 SH       DEFINED 01 03               0    43532        0
COMVERSE TECHNOLOGY            COM              205862402     3166   452978 SH       DEFINED 01 05               0   452978        0
COMVERSE TECH CVT              CONV BND         205862AJ4      284   350000 PRN      DEFINED 01 02               0        0   350000
CONAGRA FOODS                  COM              205887102    30530  1228548 SH       DEFINED 01            1228548        0        0
CONAGRA FOODS                  COM              205887102     3165   127372 SH       DEFINED 01 03               0   127372        0
CONAGRA FOODS                  COM              205887102     1060    42674 SH       DEFINED 01 05               0    42674        0
CONAGRA FOODS INC              COM              205887102     5534   222703 SH       DEFINED 01                  0   222703        0
COM21 INC                      COM              205937105        0       67 SH       DEFINED 01                 67        0        0
CONCEPTUS                      COM              206016107     1053    68800 SH       DEFINED 01              68800        0        0
CONCERTO SOFTWARE              COM              20602T106      221    37256 SH       DEFINED 01              37256        0        0
CONCORD CAMERA                 COM              206156101     1994   427890 SH       DEFINED 01             427890        0        0
CONCORD CAMERA                 COM              206156101      174    37300 SH       DEFINED 01 05               0    37300        0
CONCORD COMMUNICATIONS         COM              206186108      271    53700 SH       DEFINED 01              53700        0        0
CONCORD EFS                    COM              206197105      500    31483 SH       DEFINED 01              31483        0        0
CONCORD EFS                    COM              206197105     1896   119421 SH       DEFINED 01 03               0   119421        0
CONCORD EFS                    COM              206197105       95     5993 SH       DEFINED 01 05               0     5993        0
CONCURRENT COMPUTER            COM              206710204      185    81167 SH       DEFINED 01              81167        0        0
CONDUCTUS                      COM              206784100      117   226800 SH       DEFINED 01             226800        0        0
CONEXANT SYSTEMS               COM              207142100        9     7659 SH       DEFINED 01               7659        0        0
CONMED                         COM              207410101     2779   137953 SH       DEFINED 01             137953        0        0
CONMED                         COM              207410101        3      150 SH       DEFINED 01 03               0      150        0
CONMED CORP                    COM              207410101       47     2335 SH       DEFINED 01 02               0     2335        0
CONNETICS CORP                 COM              208192104      462    50000 SH       DEFINED 01              50000        0        0
CONNETICS CORP                 COM              208192104        2      200 SH       DEFINED 01 02               0      200        0
CONNETICS CORP                 COM              208192104       56     6100 SH       DEFINED 01 05               0     6100        0
CONOCO PHILLIPS                COM              20825C104     5632   121804 SH       DEFINED 01                  0   121804        0
CONOCO PHILLIPS                COM              20825C104    16234   351091 SH       DEFINED 01 02               0   351091        0
CONOCOPHILLIPS                 COM              20825C104   350534  7580774 SH       DEFINED 01            7580774        0        0
CONOCOPHILLIPS                 COM              20825C104    11371   245908 SH       DEFINED 01 03               0   245908        0
CONOCOPHILLIPS                 COM              20825C104   122682  2653125 SH       DEFINED 01 05               0  2653125        0
CONOCOPHILLIPS                 COM              20825C104     1892    40921 SH       DEFINED 11 12               0    40921        0
CONOCOPHILLIPS                 COM              20825C104     7515   162524 SH       DEFINED 11 12 13            0   162524        0
CONSECO                        COM              208464107        0     1930 SH       DEFINED 01               1930        0        0
CONSOL ENERGY INC              COM              20854P109        3      247 SH       DEFINED 01                247        0        0
CONSOLIDATED EDISON            COM              209115104    23603   586867 SH       DEFINED 01             586867        0        0
CONSOLIDATED EDISON            COM              209115104     2009    49944 SH       DEFINED 01 03               0    49944        0
CONSOLIDATED EDISON            COM              209115104      188     4690 SH       DEFINED 01 05               0     4690        0
CONSOLIDATED GRAPHICS          COM              209341106     2464   140428 SH       DEFINED 01             140428        0        0
CONSOLIDATED GRAPHICS          COM              209341106        5      285 SH       DEFINED 01 03               0      285        0
CONSOLIDATED GRAPHICS          COM              209341106      225    12814 SH       DEFINED 01 05               0    12814        0
CONSOLIDTED GRAPHICS           COM              209341106       78     4435 SH       DEFINED 01 02               0     4435        0
CONSORCIO ARA                  COM              210305991      185   130000 SH       DEFINED 01             130000        0        0
CONSTELLATION BRANDS           COM              21036P108      103     4469 SH       DEFINED 01               4469        0        0
CONSTELLATION ENERGY GROUP     COM              210371100    22451   905642 SH       DEFINED 01             905642        0        0
CONSTELLATION ENERGY GROUP     COM              210371100      949    38263 SH       DEFINED 01 03               0    38263        0
CONSTELLATION ENERGY GROUP     COM              210371100       48     1922 SH       DEFINED 01 05               0     1922        0
CONTIFINANCIAL                 COM              21075M107      565  7419470 SH       DEFINED 01 02               0  7419470        0
CONTINENTAL AIRLINES CL B      COM              210795308     2804   520113 SH       DEFINED 01             520113        0        0
CONTINENTAL AIRLINES CL B      COM              210795308      296    55000 SH       DEFINED 01 03               0    55000        0
CONTINENTAL AIRLINES CL B      COM              210795308      539   100000 SH       DEFINED 01 05               0   100000        0
CONTL AIRLINES CL B            COM              210795308       78    14400 SH       DEFINED 01 02               0    14400        0
CONVENIENCE RETAIL             COM              211880992       29   100000 SH       DEFINED 01             100000        0        0
CONVERGYS                      COM              212485106       89     5925 SH       DEFINED 01               5925        0        0
CONVERGYS                      COM              212485106      606    40308 SH       DEFINED 01 03               0    40308        0
CONVERGYS                      COM              212485106       30     2016 SH       DEFINED 01 05               0     2016        0
CONVERT ARBITRAGE LP           COM              212541999    20162 20000000 SH       DEFINED 01 05               0 20000000        0
COOPER CAMERON                 COM              216640102      133     3180 SH       DEFINED 01               3180        0        0
COOPER COMPANIES               COM              216648402     5363   102157 SH       DEFINED 01             102157        0        0
COOPER COMPANIES               COM              216648402      373     7103 SH       DEFINED 01 05               0     7103        0
COOPER COS INC                 COM              216648402        4       70 SH       DEFINED 01 02               0       70        0
COOPER TIRE & RUBBER           COM              216831107       40     2487 SH       DEFINED 01               2487        0        0
COOPER TIRE & RUBBER           COM              216831107      276    17108 SH       DEFINED 01 03               0    17108        0
COOPER TIRE & RUBBER           COM              216831107       14      852 SH       DEFINED 01 05               0      852        0
COORS (ADOLPH) CL B            COM              217016104     1110    19699 SH       DEFINED 01              19699        0        0
COORS (ADOLPH) CL B            COM              217016104      474     8427 SH       DEFINED 01 03               0     8427        0
COORS (ADOLPH) CL B            COM              217016104       24      420 SH       DEFINED 01 05               0      420        0
COORSTEK                       COM              217020106      553    36887 SH       DEFINED 01              36887        0        0
COORSTEK                       COM              217020106       76     5093 SH       DEFINED 01 05               0     5093        0
COORSTEK INC                   COM              217020106        1       56 SH       DEFINED 01 02               0       56        0
COPART                         COM              217204106       41     3751 SH       DEFINED 01               3751        0        0
COPPER MOUNTAIN NETWORKS INC   COM              217510205        0        7 SH       DEFINED 01                  7        0        0
CORINTHIAN COLLEGES            COM              218868107     7469   197928 SH       DEFINED 01             197928        0        0
CORINTHIAN COLLEGES            COM              218868107        2       60 SH       DEFINED 01 02               0       60        0
CORINTHIAN COLLEGES            COM              218868107      113     3000 SH       DEFINED 01 05               0     3000        0
CORIXA CORP                    COM              21887F100        0       78 SH       DEFINED 01                 78        0        0
CORN PRODUCTS INTL             COM              219023108     5654   196678 SH       DEFINED 01             196678        0        0
CORNELL COMPANIES              COM              219141108     1707   214700 SH       DEFINED 01             214700        0        0
CORNELL COMPANIES              COM              219141108      133    16700 SH       DEFINED 01 05               0    16700        0
CORNING                        COM              219350105      100    62663 SH       DEFINED 01              62663        0        0
CORNING                        COM              219350105      354   221525 SH       DEFINED 01 03               0   221525        0
CORNING                        COM              219350105       18    11109 SH       DEFINED 01 05               0    11109        0
CORNING INC                    COM              219350105      312   195000 SH       DEFINED 01                  0   195000        0
CORP EXECUTIVE BOARD           COM              21988R102        3      120 SH       DEFINED 01 02               0      120        0
CORPORATE EXECUTIVE BOARD      COM              21988R102     7416   259729 SH       DEFINED 01             259729        0        0
CORPORATE EXECUTIVE BOARD      COM              21988R102     5402   189200 SH       DEFINED 01 05               0   189200        0
CORPORATE OFFICE PROPERTIES    COM              22002T108      207    15300 SH       DEFINED 01              15300        0        0
CORPORATE OFFICE PROPERTIES    COM              22002T108       41     3060 SH       DEFINED 01 05               0     3060        0
CORRECTIONS CORP OF AMERICA SE PRF              22025Y308        0        6 SH       DEFINED 01                  6        0        0
CORRECTIONS CORP OF AMERICA    COM              22025Y407        0       33 SH       DEFINED 01                 33        0        0
CORTEFIEL SA                   COM              220500995       38    11000 SH       DEFINED 01              11000        0        0
CORUS BANKSARES INC            COM              220873103        3       74 SH       DEFINED 01                 74        0        0
CORUS ENTERTAINMENT INC        COM              220880991      383    32000 SH       DEFINED 01              32000        0        0
CORVIS CORP                    COM              221009103        1     1323 SH       DEFINED 01               1323        0        0
COSINE COMMUNICATIONS INC      COM              221222607        0       29 SH       DEFINED 01                 29        0        0
COST PLUS                      COM              221485105     2620    97571 SH       DEFINED 01              97571        0        0
COSTCO WHOLESALE               COM              22160K105   186466  5760477 SH       DEFINED 01            5760477        0        0
COSTCO WHOLESALE               COM              22160K105     3427   105861 SH       DEFINED 01 03               0   105861        0
COSTCO WHOLESALE               COM              22160K105    32807  1013515 SH       DEFINED 01 05               0  1013515        0
COSTCO WHOLESALE COR           COM              22160K105      278     8600 SH       DEFINED 01 02               0     8600        0
COSTAR GROUP                   COM              22160N109      932    51800 SH       DEFINED 01              51800        0        0
COUNTRYWIDE CREDIT INDS        COM              222372104     3396    72019 SH       DEFINED 01              72019        0        0
COUNTRYWIDE CREDIT INDS        COM              222372104     1379    29240 SH       DEFINED 01 03               0    29240        0
COUNTRYWIDE CREDIT INDS        COM              222372104       69     1471 SH       DEFINED 01 05               0     1471        0
COURIER CORP                   COM              222660102      608    16000 SH       DEFINED 01              16000        0        0
COURIER CORP                   COM              222660102        3       70 SH       DEFINED 01 02               0       70        0
COURIER CORP                   COM              222660102       84     2200 SH       DEFINED 01 05               0     2200        0
COUSINS PROPERTIES I           COM              222795106        4      158 SH       DEFINED 01                158        0        0
COVAD COMMUNICATIONS GROUP     COM              222814204      735   500226 SH       DEFINED 01             500226        0        0
COVANCE                        COM              222816100     5979   305522 SH       DEFINED 01             305522        0        0
COVANCE                        COM              222816100    11552   590300 SH       DEFINED 01 05               0   590300        0
COVANSYS CORPORATION           COM              22281W103        0      139 SH       DEFINED 01                139        0        0
COVENTRY HEALTH CARE           COM              222862104    13280   408603 SH       DEFINED 01             408603        0        0
COVENTRY HEALTH CARE           COM              222862104       28      853 SH       DEFINED 01 02               0      853        0
COVENTRY HEALTH CARE           COM              222862104       17      527 SH       DEFINED 01 03               0      527        0
COVENTRY HEALTH CARE           COM              222862104      206     6350 SH       DEFINED 01 05               0     6350        0
COX COMMUNICATIONS CL A        COM              224044107    20449   831603 SH       DEFINED 01             831603        0        0
COX COMMUNICATIONS CL A        COM              224044107    15725   639500 SH       DEFINED 01 05               0   639500        0
COX COMMUNICATIONS             CONV PRF         224044305     1230    40340 SH       DEFINED 01                  0    40340        0
COX RADIO CL A                 COM              224051102    10023   383139 SH       DEFINED 01             383139        0        0
COX RADIO CL A                 COM              224051102     9941   380000 SH       DEFINED 01 05               0   380000        0
CRANE                          COM              224399105    13781   697394 SH       DEFINED 01             697394        0        0
CRANE                          COM              224399105      275    13919 SH       DEFINED 01 03               0    13919        0
CRANE                          COM              224399105     1588    80319 SH       DEFINED 01 05               0    80319        0
CRAWFORD & CO                  COM              224633107        1      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS               COM              225302108     4772   551062 SH       DEFINED 01             551062        0        0
CREDENCE SYSTEMS               COM              225302108        1      167 SH       DEFINED 01 03               0      167        0
CREDENCE SYSTEMS               COM              225302108      629    72600 SH       DEFINED 01 05               0    72600        0
CREDENCE SYSTEMS COR           COM              225302108       22     2592 SH       DEFINED 01 02               0     2592        0
CREDIT ACCEPTANCE              COM              225310101      503    61300 SH       DEFINED 01              61300        0        0
CREDIT ACCEPTANCE              COM              225310101        2      190 SH       DEFINED 01 02               0      190        0
CREDIT ACCEPTANCE              COM              225310101       62     7500 SH       DEFINED 01 05               0     7500        0
CREDIT SUISSE GROUP            COM              225400993     3096   157861 SH       DEFINED 01             157861        0        0
CREDIT SUISSE GROUP            COM              225400993     4328   220609 SH       DEFINED 01 05               0   220609        0
UNICREDITO ITALIANO            COM              225423995     5658  1564108 SH       DEFINED 01            1564108        0        0
UNICREDITO ITALIANO            COM              225423995      129    35739 SH       DEFINED 01 03               0    35739        0
UNICREDITO ITALIANO            COM              225423995     7819  2161883 SH       DEFINED 01 05               0  2161883        0
CREDIT LYONNAIS                COM              225444991      360    11006 SH       DEFINED 01              11006        0        0
CREE                           COM              225447101     1601   128099 SH       DEFINED 01             128099        0        0
CREE                           COM              225447101        3      232 SH       DEFINED 01 03               0      232        0
CREE                           COM              225447101      156    12500 SH       DEFINED 01 05               0    12500        0
CREE INC                       COM              225447101       45     3546 SH       DEFINED 01 02               0     3546        0
CRESCENT                       COM              225756105      394    25100 SH       DEFINED 01 02               0    25100        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105    57591  3668186 SH       DEFINED 01            3668186        0        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105     1422    90600 SH       DEFINED 01 03               0    90600        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105     8454   538458 SH       DEFINED 01 05               0   538458        0
CRH PLC                        COM              226530996      327    29327 SH       DEFINED 01              29327        0        0
CROMPTON                       COM              227116100     5142   511526 SH       DEFINED 01             511526        0        0
CROMPTON                       COM              227116100        6      575 SH       DEFINED 01 03               0      575        0
CROMPTON                       COM              227116100      392    38980 SH       DEFINED 01 05               0    38980        0
CROMPTON CORP                  COM              227116100       90     8993 SH       DEFINED 01 02               0     8993        0
CROSS (AT) CL A                COM              227478104      309    50260 SH       DEFINED 01              50260        0        0
CROSS COUNTRY                  COM              22748P105      476    34000 SH       DEFINED 01              34000        0        0
CROSS COUNTRY                  COM              22748P105       59     4200 SH       DEFINED 01 05               0     4200        0
CROSS COUNTRY INC              COM              22748P105        2      110 SH       DEFINED 01 02               0      110        0
CROSS MEDIA MKTG               COM              22754R201        0       16 SH       DEFINED 01                 16        0        0
CROSSROADS SYSTEMS             COM              22765D100        0      132 SH       DEFINED 01                132        0        0
CROWN AMERICAN REALTY TR       COM              228186102      120    13075 SH       DEFINED 01              13075        0        0
CROWN AMERICAN REALTY TR       COM              228186102       24     2640 SH       DEFINED 01 05               0     2640        0
CROWN CASTLE INTL              COM              228227104      353   162461 SH       DEFINED 01             162461        0        0
CROWN CASTLE INTL              COM              228227104       44    20200 SH       DEFINED 01 05               0    20200        0
CROWN CORK & SEAL              COM              228255105     1762   335630 SH       DEFINED 01             335630        0        0
CROWN CORK & SEAL              COM              228255105       73    13900 SH       DEFINED 01 02               0    13900        0
CROWN CORK & SEAL              COM              228255105        5      868 SH       DEFINED 01 03               0      868        0
CROWN CORK & SEAL              COM              228255105      175    33400 SH       DEFINED 01 05               0    33400        0
CROWN MEDIA HOLDINGS CL A      COM              228411104      642   183300 SH       DEFINED 01             183300        0        0
CRYOLIFE                       COM              228903100      160    61156 SH       DEFINED 01              61156        0        0
CTI MOLECULAR IMAGING          COM              22943D105      977    38600 SH       DEFINED 11 12               0    38600        0
CTI MOLECULAR IMAGING INC      COM              22943D105      691    27300 SH       DEFINED 01              27300        0        0
CUBIST PHARMACEUTICALS         COM              229678107        1      270 SH       DEFINED 01                270        0        0
CULLEN/FROST BANKERS           COM              229899109     7011   205288 SH       DEFINED 01             205288        0        0
CUMMINS                        COM              231021106       33     1399 SH       DEFINED 01               1399        0        0
CUMMINS                        COM              231021106      227     9610 SH       DEFINED 01 03               0     9610        0
CUMMINS                        COM              231021106       11      482 SH       DEFINED 01 05               0      482        0
CUMULUS MEDIA CL A             COM              231082108     1380    78200 SH       DEFINED 01              78200        0        0
CURATIVE HEALTH SERVICES       COM              231264102      397    36571 SH       DEFINED 01              36571        0        0
CURAGEN CORP                   COM              23126R101        1      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT                 COM              231561101     4047    67685 SH       DEFINED 01              67685        0        0
CURTISS-WRIGHT                 COM              231561101      161     2700 SH       DEFINED 01 05               0     2700        0
CURTISS-WRIGHT CL B            COM              231561408     1351    23000 SH       DEFINED 01              23000        0        0
CUTTER & BUCK INC              COM              232217109     1426   481900 SH       DEFINED 01             481900        0        0
CUTTER & BUCK INC              COM              232217109      130    44000 SH       DEFINED 01 05               0    44000        0
CYBERCARE INC                  COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102      534   306800 SH       DEFINED 01             306800        0        0
CYBEROPTICS CORP               COM              232517102       81    46400 SH       DEFINED 01 05               0    46400        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYMER                          COM              232572107     3197   171486 SH       DEFINED 01             171486        0        0
CYMER INC                      COM              232572107        1       60 SH       DEFINED 01 02               0       60        0
CYPRESS SEMICONDUCTOR          COM              232806109       33     5018 SH       DEFINED 01               5018        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDS                     COM              232820100     1295    59029 SH       DEFINED 01              59029        0        0
CYTEC INDS                     COM              232820100        6      277 SH       DEFINED 01 03               0      277        0
CYTEC INDUSTRIES               COM              232820100       97     4423 SH       DEFINED 01 02               0     4423        0
CYTOGEN CORP                   COM              232824102        0      242 SH       DEFINED 01                242        0        0
D & K HEALTHCARE RESOURCES     COM              232861104      313    35000 SH       DEFINED 01              35000        0        0
DNB HOLDING ASA                COM              232919993     1343   307100 SH       DEFINED 01             307100        0        0
CYTYC                          COM              232946103       89     8298 SH       DEFINED 01               8298        0        0
DDI                            COM              233162106        0      124 SH       DEFINED 01                124        0        0
DMI Furniture Inc              COM              233230101     1758        3 SH       DEFINED 1                   0        3        0
DPL                            COM              233293109       84     5098 SH       DEFINED 01               5098        0        0
DQE                            COM              23329J104     2326   155041 SH       DEFINED 01             155041        0        0
DRS TECHNOLOGIES               COM              23330X100     3026    81280 SH       DEFINED 01              81280        0        0
DRS TECHNOLOGIES INC           COM              23330X100        2       60 SH       DEFINED 01 02               0       60        0
HORTON (DR)                    COM              23331A109      111     5945 SH       DEFINED 01               5945        0        0
DST SYSTEMS                    COM              233326107    22685   769762 SH       DEFINED 01             769762        0        0
DST SYSTEMS                    COM              233326107    36032  1222634 SH       DEFINED 01 02               0  1222634        0
DST SYSTEMS                    COM              233326107     2020    68545 SH       DEFINED 01 03               0    68545        0
DST SYSTEMS                    COM              233326107    11633   394713 SH       DEFINED 01 05               0   394713        0
DSP GROUP                      COM              23332B106     3837   238967 SH       DEFINED 01             238967        0        0
DSP GROUP                      COM              23332B106        3      190 SH       DEFINED 01 02               0      190        0
DSP GROUP                      COM              23332B106       80     5000 SH       DEFINED 01 05               0     5000        0
DTE ENERGY                     COM              233331107    77860  1913005 SH       DEFINED 01            1913005        0        0
DTE ENERGY                     COM              233331107     1597    39235 SH       DEFINED 01 03               0    39235        0
DTE ENERGY                     COM              233331107      202     4963 SH       DEFINED 01 05               0     4963        0
DTE ENERGY COMPANY             COM              233331107      157     3850 SH       DEFINED 01 02               0     3850        0
DTE ENERGY CVT PFD CVT         PRF              233331206     7473   290000 SH       DEFINED 01             290000        0        0
D/S 1912 CL B                  COM              233334994      140       25 SH       DEFINED 01                 25        0        0
GROUP DANONE                   COM              233640994      539     4467 SH       DEFINED 01               4467        0        0
DAILY MAIL & GENERAL           COM              233803998      212    28683 SH       DEFINED 01              28683        0        0
DAIICHI PHARM                  COM              233816990     1915   118000 SH       DEFINED 01             118000        0        0
OMC CARD INC                   COM              233827997      276    85000 SH       DEFINED 01              85000        0        0
DAIMLERCHRYSLER                COM              233833995     6316   188512 SH       DEFINED 01             188512        0        0
DAIMLERCHRYSLER                COM              233833995     8564   255616 SH       DEFINED 01 05               0   255616        0
DAISEKI CO LTD                 COM              234025997      361    24000 SH       DEFINED 01              24000        0        0
DAITO TRUST CONSTR             COM              234055994     2133    96000 SH       DEFINED 01              96000        0        0
DAIWA HOUSE INDS               COM              234062107     1381   226000 SH       DEFINED 01             226000        0        0
DAKTRONICS                     COM              234264109        2      160 SH       DEFINED 01 02               0      160        0
DANA                           COM              235811106     2088   159643 SH       DEFINED 01             159643        0        0
DANA                           COM              235811106      452    34577 SH       DEFINED 01 03               0    34577        0
DANA                           COM              235811106       23     1732 SH       DEFINED 01 05               0     1732        0
DANAHER                        COM              235851102    31630   556383 SH       DEFINED 01             556383        0        0
DANAHER                        COM              235851102     4241    74601 SH       DEFINED 01 03               0    74601        0
DANAHER                        COM              235851102     9110   160248 SH       DEFINED 01 05               0   160248        0
DANAHER CORP                   COM              235851102    16870   296653 SH       DEFINED 01 02               0   296653        0
DANAHER CVT                    CONV BND         235851AF9      498   760000 PRN      DEFINED 01 02               0        0   760000
DARDEN RESTAURANT              COM              237194105     2960   122100 SH       DEFINED 01 02               0   122100        0
DARDEN RESTAURANTS             COM              237194105      948    39075 SH       DEFINED 01              39075        0        0
DARDEN RESTAURANTS             COM              237194105      966    39867 SH       DEFINED 01 03               0    39867        0
DARDEN RESTAURANTS             COM              237194105       48     1999 SH       DEFINED 01 05               0     1999        0
DATASCOPE                      COM              238113104     4524   167203 SH       DEFINED 01             167203        0        0
DATASCOPE                      COM              238113104      322    11900 SH       DEFINED 01 05               0    11900        0
DAVEL COMMUNICATIONS           COM              238341101       93  3711350 SH       DEFINED 01            3711350        0        0
DAVEL COMMUNICATIONS           COM              238341101       47  1888173 SH       DEFINED 01 05               0  1888173        0
DAVITA                         COM              23918K108      362    15324 SH       DEFINED 01              15324        0        0
DEAN FOODS                     COM              242370104      222     5580 SH       DEFINED 01               5580        0        0
DEAN FOODS                     COM              242370104     8752   220000 SH       DEFINED 01 05               0   220000        0
DEB SHOPS                      COM              242728103        4      150 SH       DEFINED 01 02               0      150        0
DEERE & CO                     COM              244199105    99752  2194769 SH       DEFINED 01            2194769        0        0
DEERE & CO                     COM              244199105     2784    61268 SH       DEFINED 01 03               0    61268        0
DEERE & CO                     COM              244199105    10188   224167 SH       DEFINED 01 05               0   224167        0
DEERE & COMPANY                COM              244199105    18023   396478 SH       DEFINED 01 02               0   396478        0
DEL MONTE FOODS CO             COM              24522P103     1201   147039 SH       DEFINED 01             147039        0        0
DEL MONTE FOODS CO             COM              24522P103       49     5965 SH       DEFINED 01 02               0     5965        0
DEL MONTE FOODS CO             COM              24522P103        3      366 SH       DEFINED 01 03               0      366        0
DEL MONTE FOODS CO             COM              24522P103      108    13200 SH       DEFINED 01 05               0    13200        0
DELIAS CL A                    COM              24688Q101      339   323000 SH       DEFINED 01             323000        0        0
DELL COMPUTER                  COM              247025109   175039  7442164 SH       DEFINED 01            7442164        0        0
DELL COMPUTER                  COM              247025109    14535   617985 SH       DEFINED 01 03               0   617985        0
DELL COMPUTER                  COM              247025109    24732  1051507 SH       DEFINED 01 05               0  1051507        0
DELL COMPUTER CORP             COM              247025109     3331   141620 SH       DEFINED 01                  0   141620        0
DELL COMPUTER CORP             COM              247025109    20835   885863 SH       DEFINED 01 02               0   885863        0
DELL COMPUTERS                 COM              247025109     2302    97871 SH       DEFINED 11 12               0    97871        0
DELL COMPUTERS                 COM              247025109    12640   537395 SH       DEFINED 11 12 13            0   537395        0
DELPHI                         COM              247126105     1536   179665 SH       DEFINED 01             179665        0        0
DELPHI                         COM              247126105     1113   130220 SH       DEFINED 01 03               0   130220        0
DELPHI                         COM              247126105       56     6530 SH       DEFINED 01 05               0     6530        0
DELPHI FINANCIAL GROUP CL A    COM              247131105     2346    64429 SH       DEFINED 01              64429        0        0
DELTA & PINE LAND              COM              247357106     2250   120083 SH       DEFINED 01             120083        0        0
DELTA AIR LINES                COM              247361108      457    49210 SH       DEFINED 01              49210        0        0
DELTA AIR LINES                COM              247361108      267    28689 SH       DEFINED 01 03               0    28689        0
DELTA AIR LINES                COM              247361108       13     1436 SH       DEFINED 01 05               0     1436        0
DELTIC TIMBER                  COM              247850100      824    37471 SH       DEFINED 01              37471        0        0
DELUXE                         COM              248019101       97     2160 SH       DEFINED 01               2160        0        0
DELUXE                         COM              248019101      655    14541 SH       DEFINED 01 03               0    14541        0
DELUXE                         COM              248019101       33      729 SH       DEFINED 01 05               0      729        0
DANSKE BANK                    COM              248205999     1389    91570 SH       DEFINED 01              91570        0        0
DENDRITE                       COM              248239105      466    73805 SH       DEFINED 01 02               0    73805        0
DENDRITE INTL                  COM              248239105     9623  1525167 SH       DEFINED 01            1525167        0        0
DENDRITE INTL                  COM              248239105      860   136350 SH       DEFINED 01 03               0   136350        0
DENDRITE INTL                  COM              248239105      451    71505 SH       DEFINED 01 05               0    71505        0
DENISON INTL ADR               COM              248335101     2986   199100 SH       DEFINED 01             199100        0        0
DENISON INTL ADR               COM              248335101      292    19500 SH       DEFINED 01 05               0    19500        0
DENTSPLY INTL                  COM              249030107      130     3214 SH       DEFINED 01               3214        0        0
DENTSU                         COM              249040999     1868      490 SH       DEFINED 01                490        0        0
DENTSU                         COM              249040999       34        9 SH       DEFINED 01 03               0        9        0
DENTSU                         COM              249040999     3537      928 SH       DEFINED 01 05               0      928        0
DENWAY MOTORS LTD              COM              249112996     2765  8802000 SH       DEFINED 01            8802000        0        0
DENWAY MOTORS LTD              COM              249112996      111   354000 SH       DEFINED 01 05               0   354000        0
DEPARTMENT 56                  COM              249509100       36     3458 SH       DEFINED 01 02               0     3458        0
DEPT 56                        COM              249509100     1044    99870 SH       DEFINED 01              99870        0        0
DEPT 56                        COM              249509100        2      224 SH       DEFINED 01 03               0      224        0
DEPT 56                        COM              249509100       78     7500 SH       DEFINED 01 05               0     7500        0
DEUTSCHE BANK                  COM              251525101     7963   174979 SH       DEFINED 01             174979        0        0
DEUTSCHE BANK                  COM              251525101      108     2367 SH       DEFINED 01 03               0     2367        0
DEUTSCHE BANK                  COM              251525101    10614   233199 SH       DEFINED 01 05               0   233199        0
DEUTSCHE BOERSE AG             COM              251549994      545    16305 SH       DEFINED 01              16305        0        0
DEUTSCHE TELEKOM ADR           COM              251566105      240    29000 SH       DEFINED 01              29000        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103      249    11314 SH       DEFINED 01              11314        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103       49     2220 SH       DEFINED 01 05               0     2220        0
DEVON ENERGY                   COM              25179M103    16784   347869 SH       DEFINED 01             347869        0        0
DEVON ENERGY                   COM              25179M103    35990   745900 SH       DEFINED 01 02               0   745900        0
DEVON ENERGY                   COM              25179M103     2758    57164 SH       DEFINED 01 03               0    57164        0
DEVON ENERGY                   COM              25179M103      460     9533 SH       DEFINED 01 05               0     9533        0
DEVON ENERGY CVT               CONV BND         25179MAA1      398   400000 PRN      DEFINED 01 02               0        0   400000
DEVRY                          COM              251893103    13553   727844 SH       DEFINED 01             727844        0        0
DEVRY                          COM              251893103     1839    98750 SH       DEFINED 01 03               0    98750        0
DEVRY                          COM              251893103      690    37036 SH       DEFINED 01 05               0    37036        0
DEVRY INC.                     COM              251893103    21207  1139046 SH       DEFINED 01 02               0  1139046        0
DIA DEXUS CV SERIES C          COM              252425996     3083   795698 SH       DEFINED 01             795698        0        0
DIA DEXUS CV SERIES C          COM              252425996     6167  1591398 SH       DEFINED 01 05               0  1591398        0
DIAGEO PLC NEW ORDS            COM              25243A994      978    78854 SH       DEFINED 01              78854        0        0
DIAGEO ADR                     COM              25243Q205     8654   173400 SH       DEFINED 01             173400        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    40599   882579 SH       DEFINED 01             882579        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    35646   774876 SH       DEFINED 01 02               0   774876        0
DIAGNOSTIC PRODUCTS            COM              252450101     4379    95200 SH       DEFINED 01 03               0    95200        0
DIAGNOSTIC PRODUCTS            COM              252450101     1979    43035 SH       DEFINED 01 05               0    43035        0
DIAL                           COM              25247D101       80     3722 SH       DEFINED 01               3722        0        0
DIAL CORP                      COM              25247D101        1       60 SH       DEFINED 01 02               0       60        0
DIAMOND OFFSHORE DRI           COM              25271C102        6      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       44      577 SH       DEFINED 01 02               0      577        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106      946   290363 SH       DEFINED 01             290363        0        0
DIANON SYSTEMS                 COM              252826102     5161   109100 SH       DEFINED 01             109100        0        0
DIANON SYSTEMS                 COM              252826102     4168    88100 SH       DEFINED 01 05               0    88100        0
DIANON SYSTEMS INC             COM              252826102       13      290 SH       DEFINED 01 02               0      290        0
DIEBOLD                        COM              253651103    24034   730078 SH       DEFINED 01             730078        0        0
DIEBOLD                        COM              253651103     3130    95074 SH       DEFINED 01 05               0    95074        0
DIGEX                          COM              253756100        0       39 SH       DEFINED 01                 39        0        0
DIGI INTL                      COM              253798102      136    69710 SH       DEFINED 01              69710        0        0
DIGITAL LIGHTWAVE              COM              253855100        0       80 SH       DEFINED 01                 80        0        0
DIGITAL INSIGHT                COM              25385P106      237    15072 SH       DEFINED 01              15072        0        0
DIGITAL RIVER                  COM              25388B104        1       88 SH       DEFINED 01                 88        0        0
DIGITAS INC                    COM              25388K104        0      110 SH       DEFINED 01                110        0        0
DIGITAL THINK                  COM              25388M100        0       70 SH       DEFINED 01                 70        0        0
DIME COMMUNITY                 COM              253922108       65     3047 SH       DEFINED 01 02               0     3047        0
DIME COMMUNITY BANCSHARES      COM              253922108     4513   210666 SH       DEFINED 01             210666        0        0
DIME COMMUNITY BANCSHARES      COM              253922108        4      191 SH       DEFINED 01 03               0      191        0
DIME COMMUNITY BANCSHARES      COM              253922108      287    13383 SH       DEFINED 01 05               0    13383        0
DILLARD'S CL A                 COM              254067101     3551   175933 SH       DEFINED 01             175933        0        0
DILLARD'S CL A                 COM              254067101      408    20207 SH       DEFINED 01 03               0    20207        0
DILLARD'S CL A                 COM              254067101      105     5181 SH       DEFINED 01 05               0     5181        0
DIMON                          COM              254394109      874   139995 SH       DEFINED 01             139995        0        0
DIONEX                         COM              254546104     1691    66174 SH       DEFINED 01              66174        0        0
DISNEY (WALT)                  COM              254687106    14712   971691 SH       DEFINED 01             971691        0        0
DISNEY (WALT)                  COM              254687106     7192   475055 SH       DEFINED 01 03               0   475055        0
DISNEY (WALT)                  COM              254687106     8082   533844 SH       DEFINED 01 05               0   533844        0
DISNEY WALT CO                 COM              254687106     2607   172230 SH       DEFINED 01                  0   172230        0
DITECH COMMU CORP              COM              25500M103        0      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107        0       12 SH       DEFINED 01                 12        0        0
DIVINE CL A                    COM              255402406        0      170 SH       DEFINED 01                170        0        0
THEROX CVT SERIES H            PRF              256000XY1     3257   814130 SH       DEFINED 01             814130        0        0
THEROX CVT SERIES H            PRF              256000XY1     5439  1359783 SH       DEFINED 01 05               0  1359783        0
DOBSON COMMUNICATIONS CL A     COM              256069105        0      311 SH       DEFINED 01                311        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505     3528    13571 SH       DEFINED 01              13571        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505      715     2750 SH       DEFINED 01 05               0     2750        0
DOCTOR REDDY'S LAB             COM              256135203      118     7000 SH       DEFINED 01               7000        0        0
DOCUMENTUM INC                 COM              256159104      737    63734 SH       DEFINED 01              63734        0        0
DOCUMENTUM INC                 COM              256159104        2      130 SH       DEFINED 01 02               0      130        0
DOCUMENTUM INC                 COM              256159104       70     6100 SH       DEFINED 01 05               0     6100        0
DOLE FOOD                      COM              256605106      692    23843 SH       DEFINED 01              23843        0        0
DOLLAR GENERAL                 COM              256669102    24173  1801244 SH       DEFINED 01            1801244        0        0
DOLLAR GENERAL                 COM              256669102     1041    77572 SH       DEFINED 01 03               0    77572        0
DOLLAR GENERAL                 COM              256669102    25433  1895191 SH       DEFINED 01 05               0  1895191        0
DOLLAR THRIFY AUTOMOTIVE GROUP COM              256743105        2      100 SH       DEFINED 01                100        0        0
DOLLAR TREE STORES             COM              256747106     5716   259308 SH       DEFINED 01             259308        0        0
DOLLAR TREE STORES             COM              256747106     5995   272000 SH       DEFINED 01 05               0   272000        0
DOMINION RES INC VA            COM              25746U109     4973    98035 SH       DEFINED 01                  0    98035        0
DOMINION RES INC VA            COM              25746U109    14504   285910 SH       DEFINED 01 02               0   285910        0
DOMINION RESOURCES             COM              25746U109   422655  8331444 SH       DEFINED 01            8331444        0        0
DOMINION RESOURCES             COM              25746U109     3300    65045 SH       DEFINED 01 03               0    65045        0
DOMINION RESOURCES             COM              25746U109    70797  1395559 SH       DEFINED 01 05               0  1395559        0
DOMINION RESOURCES CVT  9.50%  PRF              25746U208    27528   542000 SH       DEFINED 01             542000        0        0
DONALDSON                      COM              257651109     1452    42291 SH       DEFINED 01              42291        0        0
DONALDSON                      COM              257651109     5404   157400 SH       DEFINED 01 05               0   157400        0
DONNELLEY (RR) & SONS          COM              257867101    24134  1026497 SH       DEFINED 01            1026497        0        0
DONNELLEY (RR) & SONS          COM              257867101      620    26373 SH       DEFINED 01 03               0    26373        0
DONNELLEY (RR) & SONS          COM              257867101     3093   131599 SH       DEFINED 01 05               0   131599        0
DORAL FINANCIAL                COM              25811P100     3259   135000 SH       DEFINED 01             135000        0        0
DORAL FINANCIAL                COM              25811P100     5202   215500 SH       DEFINED 01 05               0   215500        0
DOUBLECLICK INC                COM              258609304        4      708 SH       DEFINED 01                708        0        0
DOVER                          COM              260003108    14893   586805 SH       DEFINED 01             586805        0        0
DOVER                          COM              260003108     1197    47178 SH       DEFINED 01 03               0    47178        0
DOVER                          COM              260003108     1387    54655 SH       DEFINED 01 05               0    54655        0
DOVER DOWNS GAMING & ENTERTAIN COM              260095104     4835   593997 SH       DEFINED 01             593997        0        0
DOVER DOWNS GAMING & ENTERTAIN COM              260095104      507    62300 SH       DEFINED 01 05               0    62300        0
DOVER MOTORSPORTS              COM              260174107       43    10639 SH       DEFINED 01              10639        0        0
DOW CHEMICAL                   COM              260543103     2139    78330 SH       DEFINED 01                  0    78330        0
DOW CHEMICAL                   COM              260543103    92533  3388211 SH       DEFINED 01            3388211        0        0
DOW CHEMICAL                   COM              260543103      676    24750 SH       DEFINED 01 02               0    24750        0
DOW CHEMICAL                   COM              260543103     7911   289684 SH       DEFINED 01 03               0   289684        0
DOW CHEMICAL                   COM              260543103    12571   460291 SH       DEFINED 01 05               0   460291        0
DOW JONES                      COM              260561105      109     2853 SH       DEFINED 01               2853        0        0
DOW JONES                      COM              260561105      751    19560 SH       DEFINED 01 03               0    19560        0
DOW JONES                      COM              260561105       37      972 SH       DEFINED 01 05               0      972        0
DOWNEY FINANCIAL               COM              261018105     3036    88644 SH       DEFINED 01              88644        0        0
DRESS BARN                     COM              261570105     1781   114448 SH       DEFINED 01             114448        0        0
DRESS BARN                     COM              261570105        4      287 SH       DEFINED 01 03               0      287        0
THE DRESS BARN                 COM              261570105       71     4538 SH       DEFINED 01 02               0     4538        0
DREXLER TECH CORP              COM              261876106        1       40 SH       DEFINED 01 02               0       40        0
DREYER'S GRAND ICE CREAM       COM              261878102      730    10449 SH       DEFINED 01              10449        0        0
DRIL-QUIP                      COM              262037104      915    54312 SH       DEFINED 01              54312        0        0
DRUG STORE.COM                 COM              262241102        0       66 SH       DEFINED 01                 66        0        0
DSL.NET INC                    COM              262506108        0      274 SH       DEFINED 01                274        0        0
DSM                            COM              262510993     4828   118000 SH       DEFINED 01             118000        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    26191   726114 SH       DEFINED 01             726114        0        0
DU PONT(EI) DE NEMOURS         COM              263534109     8377   232235 SH       DEFINED 01 03               0   232235        0
DU PONT(EI) DE NEMOURS         COM              263534109    18392   509911 SH       DEFINED 01 05               0   509911        0
DUANE READE                    COM              263578106     2541   158770 SH       DEFINED 01             158770        0        0
DUKE ENERGY                    COM              264399106    22381  1144840 SH       DEFINED 01            1144840        0        0
DUKE ENERGY                    COM              264399106     4081   208731 SH       DEFINED 01 03               0   208731        0
DUKE ENERGY                    COM              264399106    10024   512731 SH       DEFINED 01 05               0   512731        0
DUKE ENERGY CVT  8.25%         PRF              264399585     6400   400000 SH       DEFINED 01             400000        0        0
DUKE REALTY CORP               COM              264411505        7      303 SH       DEFINED 01                303        0        0
DUN & BRADSTREET               COM              26483E100     3399   101134 SH       DEFINED 01             101134        0        0
DURA AUTOMOTIVE SYST           COM              265903104       53     4280 SH       DEFINED 01 02               0     4280        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104     1146    93554 SH       DEFINED 01              93554        0        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104        3      257 SH       DEFINED 01 03               0      257        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104      148    12046 SH       DEFINED 01 05               0    12046        0
DUPONT PHOTOMASKS              COM              26613X101     1279    56150 SH       DEFINED 01              56150        0        0
DURBAN ROODEPORT ADR           COM              266597301     1040   250000 SH       DEFINED 01             250000        0        0
DURBAN RESTRICTED              COM              266599992      218    50000 SH       DEFINED 01              50000        0        0
DYCOM INDS                     COM              267475101      449    48918 SH       DEFINED 01              48918        0        0
DYCOM INDS                     COM              267475101       52     5700 SH       DEFINED 01 05               0     5700        0
DYNEGY CL A                    COM              26816Q101       15    12639 SH       DEFINED 01              12639        0        0
DYNEGY CL A                    COM              26816Q101      100    85962 SH       DEFINED 01 03               0    85962        0
DYNEGY CL A                    COM              26816Q101        5     4311 SH       DEFINED 01 05               0     4311        0
CBEYOND COMMUNICATIO           PRF              268470986     1887   545002 SH       DEFINED 01 05               0   545002        0
CBEYOND COMMUNICATIONS - FORMA PRF              268470994        0   899041 SH       DEFINED 01 05               0   899041        0
EGL                            COM              268484102     1765   160282 SH       DEFINED 01             160282        0        0
E-L FINANCIAL CORP LTD         COM              268575107      871     5100 SH       DEFINED 01               5100        0        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC                            COM              268648102    35538  7776380 SH       DEFINED 01            7776380        0        0
EMC                            COM              268648102     2419   529177 SH       DEFINED 01 03               0   529177        0
EMC                            COM              268648102     1328   290536 SH       DEFINED 01 05               0   290536        0
EMC CORPORATION                COM              268648102      827   181000 SH       DEFINED 01                  0   181000        0
EMC CORPORATION                COM              268648102     6576  1438393 SH       DEFINED 01 02               0  1438393        0
AMERICAN INTERNATIONAL GROUP   COM              26874107      2660    48622 SH       DEFINED 11 12               0    48622        0
AMERICAN INTL GROUP            COM              26874107     18552   339157 SH       DEFINED 11 12 13            0   339157        0
ENSCO INTL                     COM              26874Q100    13923   556009 SH       DEFINED 01             556009        0        0
ENSCO INTL                     COM              26874Q100     2222    88700 SH       DEFINED 01 03               0    88700        0
ENSCO INTL                     COM              26874Q100     4814   192262 SH       DEFINED 01 05               0   192262        0
ENSCO INTL INC                 COM              26874Q100    35964  1436203 SH       DEFINED 01 02               0  1436203        0
ENI                            COM              26874R991     7854   572493 SH       DEFINED 01             572493        0        0
ENI                            COM              26874R991      306    22293 SH       DEFINED 01 03               0    22293        0
EOG RESOURCES                  COM              26875P101     3324    92428 SH       DEFINED 01              92428        0        0
EOG RESOURCES                  COM              26875P101      973    27044 SH       DEFINED 01 03               0    27044        0
EOG RESOURCES                  COM              26875P101       49     1353 SH       DEFINED 01 05               0     1353        0
E.ON ADR                       COM              268780103    14211   300000 SH       DEFINED 01             300000        0        0
E.ON                           COM              268780996     3760    79600 SH       DEFINED 01              79600        0        0
E.PIPHANY INC                  COM              26881V100        2      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106     1431   232763 SH       DEFINED 01             232763        0        0
ESS TECHNOLOGY                 COM              269151106        1      130 SH       DEFINED 01 02               0      130        0
ESS TECHNOLOGY                 COM              269151106       79    12900 SH       DEFINED 01 05               0    12900        0
E*TRADE GROUP                  COM              269246104     3810   856092 SH       DEFINED 01             856092        0        0
E*TRADE GROUP                  COM              269246104      233    52400 SH       DEFINED 01 05               0    52400        0
EARTHLINK                      COM              270321102      552   103359 SH       DEFINED 01             103359        0        0
EARTHLINK                      COM              270321102        3      477 SH       DEFINED 01 03               0      477        0
EARTHLINK                      COM              270321102       67    12600 SH       DEFINED 01 05               0    12600        0
EARTHLINK INK                  COM              270321102       40     7512 SH       DEFINED 01 02               0     7512        0
EAST JAPAN RAILWAY             COM              275200996     7867     1686 SH       DEFINED 01               1686        0        0
EAST JAPAN RAILWAY             COM              275200996       61       13 SH       DEFINED 01 03               0       13        0
EAST JAPAN RAILWAY             COM              275200996     5052     1083 SH       DEFINED 01 05               0     1083        0
EAST WEST BANCORP              COM              27579R104     4410   130628 SH       DEFINED 01             130628        0        0
EAST WEST BANCORP              COM              27579R104       58     1704 SH       DEFINED 01 02               0     1704        0
EAST WEST BANCORP              COM              27579R104        3       97 SH       DEFINED 01 03               0       97        0
EAST WEST BANCORP              COM              27579R104      240     7100 SH       DEFINED 01 05               0     7100        0
EASTMAN CHEMICAL               COM              277432100     5029   131730 SH       DEFINED 01             131730        0        0
EASTMAN CHEMICAL               COM              277432100      924    24191 SH       DEFINED 01 03               0    24191        0
EASTMAN CHEMICAL               COM              277432100      152     4001 SH       DEFINED 01 05               0     4001        0
EASTMAN CHEMICAL CO            COM              277432100     9835   257716 SH       DEFINED 01 02               0   257716        0
EASTMAN KODAK                  COM              277461109    68971  2531957 SH       DEFINED 01            2531957        0        0
EASTMAN KODAK                  COM              277461109      572    21000 SH       DEFINED 01 02               0    21000        0
EASTMAN KODAK                  COM              277461109     3939   144585 SH       DEFINED 01 03               0   144585        0
EASTMAN KODAK                  COM              277461109     8944   328292 SH       DEFINED 01 05               0   328292        0
EATON                          COM              278058102    16831   264044 SH       DEFINED 01             264044        0        0
EATON                          COM              278058102     1046    16416 SH       DEFINED 01 03               0    16416        0
EATON                          COM              278058102     2187    34306 SH       DEFINED 01 05               0    34306        0
EATON VANCE                    COM              278265103      741    26793 SH       DEFINED 01              26793        0        0
EATON VANCE                    COM              278265103    19166   693450 SH       DEFINED 01 02               0   693450        0
EATON VANCE                    COM              278265103      533    19300 SH       DEFINED 01 03               0    19300        0
EBAY                           COM              278642103   107449  2034641 SH       DEFINED 01            2034641        0        0
EBAY                           COM              278642103     4642    87900 SH       DEFINED 01 03               0    87900        0
EBAY                           COM              278642103    19555   370297 SH       DEFINED 01 05               0   370297        0
EBAY INC                       COM              278642103    43296   819850 SH       DEFINED 01 02               0   819850        0
ECHELON CORPORATION            COM              27874N105        0       53 SH       DEFINED 01                 53        0        0
ECHO BAY MINES LTD             COM              278751102      784   700000 SH       DEFINED 01             700000        0        0
ECHO BAY MINES WTS             COM              278751169      259   700000 SH       DEFINED 01             700000        0        0
ECHOSTAR COMMUNICATIONS CL A   COM              278762109    21062  1217483 SH       DEFINED 01            1217483        0        0
ECHOSTAR COMMUNICATIONS CL A   COM              278762109     3154   182300 SH       DEFINED 01 05               0   182300        0
ECLIPSYS                       COM              278856109        1      132 SH       DEFINED 01                132        0        0
ECOLAB                         COM              278865100     2655    63635 SH       DEFINED 01              63635        0        0
ECOLAB                         COM              278865100     1256    30109 SH       DEFINED 01 03               0    30109        0
ECOLAB                         COM              278865100     6273   150314 SH       DEFINED 01 05               0   150314        0
ECOLAB  INC.                   COM              278865100    12563   301080 SH       DEFINED 01 02               0   301080        0
EDEN BIOSCIENCE CORP           COM              279445100        0      155 SH       DEFINED 01                155        0        0
EDISON INTL                    COM              281020107     3210   321020 SH       DEFINED 01             321020        0        0
EDISON INTL                    COM              281020107      758    75833 SH       DEFINED 01 03               0    75833        0
EDISON INTL                    COM              281020107       38     3799 SH       DEFINED 01 05               0     3799        0
EDISON SCHOOLS INC             COM              281033100        0      176 SH       DEFINED 01                176        0        0
EDO                            COM              281347104     1383    61725 SH       DEFINED 01              61725        0        0
EDUCATION MANAGEMENT           COM              28139T101     1104    24941 SH       DEFINED 01              24941        0        0
EDWARDS (JD) & CO              COM              281667105      282    30414 SH       DEFINED 01              30414        0        0
EDWARDS (JD) & CO              COM              281667105       17     1800 SH       DEFINED 01 05               0     1800        0
J D EDWARDS & CO               COM              281667105        1      110 SH       DEFINED 01 02               0      110        0
EDWARDS (AG)                   COM              281760108      102     3191 SH       DEFINED 01               3191        0        0
EDWARDS LIFESCIENCES           COM              28176E108      113     4387 SH       DEFINED 01               4387        0        0
EFUNDS                         COM              28224R101     6229   663931 SH       DEFINED 01             663931        0        0
EFUNDS                         COM              28224R101      509    54300 SH       DEFINED 01 05               0    54300        0
EGAIN COMMUN CORP              COM              28225C103        0       92 SH       DEFINED 01                 92        0        0
EL PASO                        COM              28336L109    29717  3593140 SH       DEFINED 01            3593140        0        0
EL PASO                        COM              28336L109     1500   181384 SH       DEFINED 01 03               0   181384        0
EL PASO                        COM              28336L109     3501   423237 SH       DEFINED 01 05               0   423237        0
EL PASO CORPORATION            COM              28336L109       94    11400 SH       DEFINED 01 02               0    11400        0
EL PASO ELECTRIC               COM              283677854     4304   362289 SH       DEFINED 01             362289        0        0
EL PASO ELECTRIC               COM              283677854       79     6671 SH       DEFINED 01 02               0     6671        0
EL PASO ELECTRIC               COM              283677854        5      428 SH       DEFINED 01 03               0      428        0
EL PASO ELECTRIC               COM              283677854      158    13304 SH       DEFINED 01 05               0    13304        0
ELECTRO SCIENTIFIC             COM              285229100        1       95 SH       DEFINED 01 02               0       95        0
ELECTRO SCIENTIFIC INDS        COM              285229100     5502   370977 SH       DEFINED 01             370977        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100      722    48734 SH       DEFINED 01 05               0    48734        0
ELECTROGLAS                    COM              285324109      526   262894 SH       DEFINED 01             262894        0        0
ELECTROGLAS                    COM              285324109       35    17400 SH       DEFINED 01 05               0    17400        0
ELECTROLUX CL B                COM              285378998     2624   173800 SH       DEFINED 01             173800        0        0
ELECTRONIC ARTS                COM              285512109    72941  1105837 SH       DEFINED 01            1105837        0        0
ELECTRONIC ARTS                COM              285512109     2138    32410 SH       DEFINED 01 03               0    32410        0
ELECTRONIC ARTS                COM              285512109    27500   416929 SH       DEFINED 01 05               0   416929        0
ELECTRONIC ARTS INC            COM              285512109     4101    62150 SH       DEFINED 01 02               0    62150        0
ELECTRONIC DATA SYST           COM              285661104      236    16900 SH       DEFINED 01 02               0    16900        0
ELECTRONIC DATA SYSTEMS        COM              285661104    12836   918141 SH       DEFINED 01             918141        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     2407   172202 SH       DEFINED 01 03               0   172202        0
ELECTRONIC DATA SYSTEMS        COM              285661104     2276   162716 SH       DEFINED 01 05               0   162716        0
ELECTRONICS BOUTIQUE HOLDINGS  COM              286045109     1455    53000 SH       DEFINED 01              53000        0        0
ELECTRONIC IMAGING             COM              286082102       46     3084 SH       DEFINED 01 02               0     3084        0
ELECTRONICS FOR IMAGING        COM              286082102        3      197 SH       DEFINED 01 03               0      197        0
ELKCORP                        COM              287456107     1039    60882 SH       DEFINED 01              60882        0        0
ELOYALTY CORPORATION           COM              290151307        0       12 SH       DEFINED 01                 12        0        0
EMAP PLC                       COM              290733997      191    17895 SH       DEFINED 01              17895        0        0
EMCORE                         COM              290846104        0      224 SH       DEFINED 01                224        0        0
EMCOR GROUP                    COM              29084Q100     4677    94110 SH       DEFINED 01              94110        0        0
EMCOR GROUP                    COM              29084Q100        6      130 SH       DEFINED 01 03               0      130        0
EMCOR GROUP                    COM              29084Q100      290     5834 SH       DEFINED 01 05               0     5834        0
EMCOR GROUP INC                COM              29084Q100      102     2075 SH       DEFINED 01 02               0     2075        0
EMERSON ELECTRIC               COM              291011104      622    14149 SH       DEFINED 01              14149        0        0
EMERSON ELECTRIC               COM              291011104       18      410 SH       DEFINED 01 02               0      410        0
EMERSON ELECTRIC               COM              291011104     4307    98012 SH       DEFINED 01 03               0    98012        0
EMERSON ELECTRIC               COM              291011104      216     4919 SH       DEFINED 01 05               0     4919        0
EMMIS COMMUNICATIONS           COM              291525103       38     1977 SH       DEFINED 01 02               0     1977        0
EMMIS COMMUNICATIONS CL A      COM              291525103     2290   120483 SH       DEFINED 01             120483        0        0
EMMIS COMMUNICATIONS CL A      COM              291525103        2      128 SH       DEFINED 01 03               0      128        0
EMMIS COMMUNICATIONS CL A      COM              291525103      196    10300 SH       DEFINED 01 05               0    10300        0
EMULEX                         COM              292475209        2      164 SH       DEFINED 01                164        0        0
EMULEX CORP CVT                CONV BND         292475AB6      241   350000 PRN      DEFINED 01 02               0        0   350000
ENDESA                         COM              292580990     7616   842168 SH       DEFINED 01             842168        0        0
ENDESA                         COM              292580990      113    12524 SH       DEFINED 01 03               0    12524        0
ENDESA                         COM              292580990    10523  1163702 SH       DEFINED 01 05               0  1163702        0
ENDO PHARMACEUTICAL            COM              29264F205     1458   171000 SH       DEFINED 01             171000        0        0
ENDO PHARMACEUTICAL            COM              29264F205        2      200 SH       DEFINED 01 02               0      200        0
ENDO PHARMACEUTICAL            COM              29264F205      121    14200 SH       DEFINED 01 05               0    14200        0
ENDOCARE                       COM              29264P104     1713   119700 SH       DEFINED 01             119700        0        0
ENERGEN                        COM              29265N108     5165   204066 SH       DEFINED 01             204066        0        0
ENERGEN                        COM              29265N108      116     4536 SH       DEFINED 01 02               0     4536        0
ENERGEN                        COM              29265N108        7      284 SH       DEFINED 01 03               0      284        0
ENERGEN                        COM              29265N108      311    12286 SH       DEFINED 01 05               0    12286        0
ENERGY EAST                    COM              29266M109     1335    67420 SH       DEFINED 01              67420        0        0
ENERGIZER HOLDINGS             COM              29266R108     7932   260917 SH       DEFINED 01             260917        0        0
ENERGIZER HOLDINGS             COM              29266R108      684    22500 SH       DEFINED 01 05               0    22500        0
ENESERVE CORP                  COM              292799996      319     9000 SH       DEFINED 01               9000        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD                      COM              292845104      105     4389 SH       DEFINED 01               4389        0        0
ENGELHARD                      COM              292845104      713    29937 SH       DEFINED 01 03               0    29937        0
ENGELHARD                      COM              292845104       36     1500 SH       DEFINED 01 05               0     1500        0
ENGINEERED SUPPORT             COM              292866100        1       20 SH       DEFINED 01 02               0       20        0
ENGINEERED SUPPORT SYSTEMS     COM              292866100     1869    32770 SH       DEFINED 01              32770        0        0
ENESCO GROUP                   COM              292973104      302    43052 SH       DEFINED 01              43052        0        0
ENPRO INDUSTRIES INC           COM              29355X107      103    30000 SH       DEFINED 01                  0    30000        0
ENRON CORP                     COM              293561106       35   306600 SH       DEFINED 01                  0   306600        0
ENTEGRIS                       COM              29362U104     5189   667702 SH       DEFINED 01             667702        0        0
ENTEGRIS                       COM              29362U104        1      177 SH       DEFINED 01 03               0      177        0
ENTEGRIS                       COM              29362U104      578    74413 SH       DEFINED 01 05               0    74413        0
ENTEGRIS INC                   COM              29362U104       23     2960 SH       DEFINED 01 02               0     2960        0
ENTERASYS NETWORKS             COM              293637104        1      433 SH       DEFINED 01                433        0        0
ENTERCOM COMMUNICATI           COM              293639100    11870   250600 SH       DEFINED 01 02               0   250600        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100       95     2018 SH       DEFINED 01               2018        0        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100      332     7000 SH       DEFINED 01 03               0     7000        0
ENTERGY                        COM              29364G103    49975  1201325 SH       DEFINED 01            1201325        0        0
ENTERGY                        COM              29364G103     2183    52466 SH       DEFINED 01 03               0    52466        0
ENTERGY                        COM              29364G103      201     4815 SH       DEFINED 01 05               0     4815        0
ENTERPRISE PRODS PAR           COM              293792107        7      334 SH       DEFINED 01                334        0        0
ENTRAVISION COMMUNICATIONS CL  COM              29382R107      845    63780 SH       DEFINED 01              63780        0        0
ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107        1      169 SH       DEFINED 01                169        0        0
ENZON                          COM              293904108     3012   156600 SH       DEFINED 01             156600        0        0
ENZON                          COM              293904108      102     5300 SH       DEFINED 01 03               0     5300        0
ENZON                          COM              293904108     5535   287700 SH       DEFINED 01 05               0   287700        0
ENZON   INC                    COM              293904108     3661   190290 SH       DEFINED 01 02               0   190290        0
ENZON INC CVT                  CONV BND         293904AB4      226   330000 PRN      DEFINED 01 02               0        0   330000
ENZO BIOCHEM                   COM              294100102     1277    89310 SH       DEFINED 01              89310        0        0
Epimmune Inc                   COM              29425Y101    20310       24 SH       DEFINED 1                   0       24        0
EQUIFAX                        COM              294429105      106     4875 SH       DEFINED 01               4875        0        0
EQUIFAX                        COM              294429105      727    33461 SH       DEFINED 01 03               0    33461        0
EQUIFAX                        COM              294429105       36     1678 SH       DEFINED 01 05               0     1678        0
EQUITABLE RESOURCES            COM              294549100    31563   913554 SH       DEFINED 01             913554        0        0
EQUITABLE RESOURCES            COM              294549100       76     2200 SH       DEFINED 01 05               0     2200        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103    21057   815486 SH       DEFINED 01             815486        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103     2528    97903 SH       DEFINED 01 03               0    97903        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103    16516   639691 SH       DEFINED 01 05               0   639691        0
EQUITY RESIDENTIAL             COM              29476L107    33247  1388811 SH       DEFINED 01            1388811        0        0
EQUITY RESIDENTIAL             COM              29476L107      294    12300 SH       DEFINED 01 02               0    12300        0
EQUITY RESIDENTIAL             COM              29476L107     2664   111288 SH       DEFINED 01 03               0   111288        0
EQUITY RESIDENTIAL             COM              29476L107     4467   186590 SH       DEFINED 01 05               0   186590        0
ERICSSON LM ADR CL B           COM              294821400        8    22114 SH       DEFINED 01              22114        0        0
ERIE INDTY CO                  COM              29530P102        7      161 SH       DEFINED 01                161        0        0
ERSTE BANK DER OESTERRICHISCHE COM              295599997      172     2760 SH       DEFINED 01               2760        0        0
ESPERION THERAPEUTICS          COM              29664R106      343    60000 SH       DEFINED 01              60000        0        0
ESSILOR INTERNATIONAL          COM              296700990      655    16142 SH       DEFINED 01              16142        0        0
ESSEX PROPERTY TRUST           COM              297178105     5129   103745 SH       DEFINED 01             103745        0        0
ESSEX PROPERTY TRUST           COM              297178105      227     4600 SH       DEFINED 01 05               0     4600        0
ESTERLINE CORP                 COM              297425100       57     3435 SH       DEFINED 01 02               0     3435        0
ESTERLINE TECHNOLOGIES         COM              297425100     2147   129035 SH       DEFINED 01             129035        0        0
ESTERLINE TECHNOLOGIES         COM              297425100        4      215 SH       DEFINED 01 03               0      215        0
ESTERLINE TECHNOLOGIES         COM              297425100      140     8400 SH       DEFINED 01 05               0     8400        0
DELHAIZE GROUP                 COM              29759W994      549    33800 SH       DEFINED 01              33800        0        0
ETHAN ALLEN                    COM              297602104      582    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN INTERIORS          COM              297602104     3931   121487 SH       DEFINED 01             121487        0        0
EURONEXT                       COM              298699992      255    13500 SH       DEFINED 01              13500        0        0
EUROMONEY INSTITUTIONAL INVEST COM              298730995       28     8700 SH       DEFINED 01               8700        0        0
EURONET WORLDWIDE INC          COM              298736109      386    76800 SH       DEFINED 01              76800        0        0
EVERGREEN RESOURCE             COM              299900308        4      100 SH       DEFINED 01 02               0      100        0
EVERGREEN RESOURCES            COM              299900308     5067   123642 SH       DEFINED 01             123642        0        0
EVERGREEN RESOURCES            COM              299900308      246     6000 SH       DEFINED 01 05               0     6000        0
EVOICE SERIES D CV             PRF              300200XX5     2255  4022475 SH       DEFINED 01            4022475        0        0
EVOICE SERIES D CV             PRF              300200XX5     2745  4896540 SH       DEFINED 01 05               0  4896540        0
EXACT SCIENCES CORP            COM              30063P105      808    60400 SH       DEFINED 01              60400        0        0
EXACT SCIENCES CORP            COM              30063P105        1      100 SH       DEFINED 01 02               0      100        0
EXACT SCIENCES CORP            COM              30063P105       98     7300 SH       DEFINED 01 05               0     7300        0
EXAR                           COM              300645108     3090   267475 SH       DEFINED 01             267475        0        0
EXAR                           COM              300645108       98     8500 SH       DEFINED 01 05               0     8500        0
EXAR CORP                      COM              300645108        2      170 SH       DEFINED 01 02               0      170        0
EXCHANGE APPLICATION           COM              300867306        0        3 SH       DEFINED 01                  3        0        0
EXEL PLC                       COM              301600995      374    37853 SH       DEFINED 01              37853        0        0
EXELON                         COM              30161N101    48698  1025221 SH       DEFINED 01            1025221        0        0
EXELON                         COM              30161N101     3575    75280 SH       DEFINED 01 03               0    75280        0
EXELON                         COM              30161N101      307     6465 SH       DEFINED 01 05               0     6465        0
EXELIXIS INC                   COM              30161Q104        1      126 SH       DEFINED 01                126        0        0
EXELIXIS INC                   COM              30161Q104        2      320 SH       DEFINED 01 02               0      320        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4       22 16500000 PRN      DEFINED 01 02               0        0 16500000
EXPEDIA CL A                   COM              302125109     7344   145000 SH       DEFINED 01             145000        0        0
EXPEDIA CL A                   COM              302125109      309     6100 SH       DEFINED 01 05               0     6100        0
EXPEDIA INC WTS EXP 02/04/2009 COM              302125125        1       25 SH       DEFINED 01                 25        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109      118     4256 SH       DEFINED 01               4256        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109     3699   132400 SH       DEFINED 01 05               0   132400        0
EXPRO INTERNATIONAL            COM              302155999      218    38500 SH       DEFINED 01              38500        0        0
EXPRESS SCRIPTS CL A           COM              302182100    37125   680927 SH       DEFINED 01             680927        0        0
EXPRESS SCRIPTS CL A           COM              302182100     2950    54100 SH       DEFINED 01 03               0    54100        0
EXPRESS SCRIPTS CL A           COM              302182100     8931   163795 SH       DEFINED 01 05               0   163795        0
EXPRESS SCRIPTS INC            COM              302182100     1733    31776 SH       DEFINED 01 02               0    31776        0
EXPRESSJET HOLDINGS            COM              30218U108       49     5176 SH       DEFINED 01 02               0     5176        0
EXPRESSJET HOLDINGS INC        COM              30218U108     1270   138000 SH       DEFINED 01             138000        0        0
EXPRESSJET HOLDINGS INC        COM              30218U108        3      330 SH       DEFINED 01 03               0      330        0
EXPRESSJET HOLDINGS INC        COM              30218U108      108    11700 SH       DEFINED 01 05               0    11700        0
UTD BUSINESS                   COM              3022421          3      999 SH       DEFINED 01 10             999        0        0
EXTENDED STAY AMERICA          COM              30224P101       49     3856 SH       DEFINED 01               3856        0        0
EXTREME NETWORKS               COM              30226D106      550   130724 SH       DEFINED 01             130724        0        0
EXTREME NETWORKS               COM              30226D106       66    15600 SH       DEFINED 01 05               0    15600        0
EXTREME NETWORKS INC           COM              30226D106        1      300 SH       DEFINED 01 02               0      300        0
EXULT                          COM              302284104        1      410 SH       DEFINED 01                410        0        0
EXXON CORP                     COM              30231G102      402    12600 SH       DEFINED 11 12               0    12600        0
EXXON CORP                     COM              30231G102     5787   181400 SH       DEFINED 11 12 13            0   181400        0
EXXON MOBIL                    COM              30231G102   464192 14551462 SH       DEFINED 01           14551462        0        0
EXXON MOBIL                    COM              30231G102    50375  1579151 SH       DEFINED 01 03               0  1579151        0
EXXON MOBIL                    COM              30231G102   161267  5055351 SH       DEFINED 01 05               0  5055351        0
EXXON MOBIL CORP               COM              30231G102     6459   202475 SH       DEFINED 01                  0   202475        0
EXXON MOBIL CORP               COM              30231G102     3613   113196 SH       DEFINED 01 02               0   113196        0
FBR ASSET INVESTMENT           COM              30241E303     1813    58000 SH       DEFINED 01              58000        0        0
FBR ASSET INVESTMENT           COM              30241E303       46     1473 SH       DEFINED 01 02               0     1473        0
FBR ASSET INVESTMENT           COM              30241E303        3       94 SH       DEFINED 01 03               0       94        0
FBR ASSET INVESTMENT           COM              30241E303      166     5300 SH       DEFINED 01 05               0     5300        0
FEI                            COM              30241L109       22     1489 SH       DEFINED 01               1489        0        0
FLIR SYSTEMS                   COM              302445101     2134    61000 SH       DEFINED 01              61000        0        0
FLIR SYSTEMS                   COM              302445101     4269   122000 SH       DEFINED 01 05               0   122000        0
FMC                            COM              302491303       35     1358 SH       DEFINED 01               1358        0        0
FMC TECHNOLOGIES               COM              30249U101      661    39456 SH       DEFINED 01              39456        0        0
FNB                            COM              302520101        4      129 SH       DEFINED 01                129        0        0
FPIC INSURANCE GROUP INC       COM              302563101       44     5050 SH       DEFINED 01               5050        0        0
FPIC INSURANCE GROUP INC       COM              302563101        6      630 SH       DEFINED 01 05               0      630        0
FPL GROUP                      COM              302571104    59327  1102718 SH       DEFINED 01            1102718        0        0
FPL GROUP                      COM              302571104     2294    42650 SH       DEFINED 01 03               0    42650        0
FPL GROUP                      COM              302571104      270     5009 SH       DEFINED 01 05               0     5009        0
FPL GROUP INC.                 COM              302571104     3228    60000 SH       DEFINED 01                  0    60000        0
FPL GROUP INC.                 COM              302571104    10648   197910 SH       DEFINED 01 02               0   197910        0
FPL GROUP CVT  8.50%           PRF              302571203    15450   300000 SH       DEFINED 01             300000        0        0
FTI CONSULTING                 COM              302941109     3391    85290 SH       DEFINED 01              85290        0        0
FTI CONSULTING                 COM              302941109      254     6400 SH       DEFINED 01 05               0     6400        0
FTI CONSULTING INC             COM              302941109        4       90 SH       DEFINED 01 02               0       90        0
FACTORY 2-U STORES             COM              303072102       79    40610 SH       DEFINED 01              40610        0        0
FACTSET RESEARCH               COM              303075105        3       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH SYSTEMS       COM              303075105     3512   132282 SH       DEFINED 01             132282        0        0
FACTSET RESEARCH SYSTEMS       COM              303075105       93     3500 SH       DEFINED 01 05               0     3500        0
FAIR ISAAC & CO INC            COM              303250104     1457    44529 SH       DEFINED 01 02               0    44529        0
FAIR, ISAAC & CO               COM              303250104    35092  1073128 SH       DEFINED 01            1073128        0        0
FAIR, ISAAC & CO               COM              303250104     3057    93500 SH       DEFINED 01 03               0    93500        0
FAIR, ISAAC & CO               COM              303250104     1503    45962 SH       DEFINED 01 05               0    45962        0
UNIQ PLC                       COM              3032925          1      263 SH       DEFINED 01 10             263        0        0
WHITBREAD PLC                  COM              3034545          7      878 SH       DEFINED 01 10             878        0        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103     6832   721517 SH       DEFINED 01             721517        0        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103       73     7700 SH       DEFINED 01 03               0     7700        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103     7540   796220 SH       DEFINED 01 05               0   796220        0
HBOS PLC                       COM              3058750        102    11016 SH       DEFINED 01 10           11016        0        0
BRAMBLES INDUSTRIES            COM              3061673          6     1877 SH       DEFINED 01 10            1877        0        0
GKN                            COM              3064650          6     1674 SH       DEFINED 01 10            1674        0        0
FAMILY DLR STORES              COM              307000109     2688   100000 SH       DEFINED 01                  0   100000        0
FAMILY DLR STORES              COM              307000109    14983   557430 SH       DEFINED 01 02               0   557430        0
FAMILY DOLLAR STORES           COM              307000109    13622   506786 SH       DEFINED 01             506786        0        0
FAMILY DOLLAR STORES           COM              307000109     1084    40336 SH       DEFINED 01 03               0    40336        0
FAMILY DOLLAR STORES           COM              307000109    17522   651828 SH       DEFINED 01 05               0   651828        0
BANK OF IRELAND                COM              3070732         32     3264 SH       DEFINED 01 10            3264        0        0
FANUC LTD                      COM              307295998      237     5301 SH       DEFINED 01               5301        0        0
KINGFISHER                     COM              3073850         23     7184 SH       DEFINED 01 10            7184        0        0
BT GROUP PLC                   COM              3091357         66    25539 SH       DEFINED 01 10           25539        0        0
CANARY WHARF                   COM              3101609          8     1609 SH       DEFINED 01 10            1609        0        0
RYANAIR HLDG                   COM              3111761          5     1548 SH       DEFINED 01 10            1548        0        0
AMGEN                          COM              31162100       246     5900 SH       DEFINED 11 12               0     5900        0
FASTENAL                       COM              311900104    39198  1241205 SH       DEFINED 01            1241205        0        0
FASTENAL                       COM              311900104     4745   150250 SH       DEFINED 01 03               0   150250        0
FASTENAL                       COM              311900104     7033   222712 SH       DEFINED 01 05               0   222712        0
FASTENAL CO                    COM              311900104    50932  1612920 SH       DEFINED 01 02               0  1612920        0
NATIONAL GRI                   COM              3122387         35     4884 SH       DEFINED 01 10            4884        0        0
MARKS & SPEN PLC               COM              3127489         34     6699 SH       DEFINED 01 10            6699        0        0
FEDDERS CORPORATION            COM              313135501      256   101555 SH       DEFINED 01             101555        0        0
FREDDIE MAC                    COM              313400301     2138    38242 SH       DEFINED 01                  0    38242        0
FREDDIE MAC                    COM              313400301    50938   911221 SH       DEFINED 01             911221        0        0
FREDDIE MAC                    COM              313400301     8764   156760 SH       DEFINED 01 02               0   156760        0
FREDDIE MAC                    COM              313400301     9119   163118 SH       DEFINED 01 03               0   163118        0
FREDDIE MAC                    COM              313400301    63952  1144056 SH       DEFINED 01 05               0  1144056        0
BARCLAYS                       COM              3134865        114    19584 SH       DEFINED 01 10           19584        0        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        0
FANNIE MAE                     COM              313586109   243762  4094093 SH       DEFINED 01            4094093        0        0
FANNIE MAE                     COM              313586109    15057   252896 SH       DEFINED 01 03               0   252896        0
FANNIE MAE                     COM              313586109    93374  1568291 SH       DEFINED 01 05               0  1568291        0
FEDERAL NATL MTGE              COM              313586109    10333   173533 SH       DEFINED 01 02               0   173533        0
FEDERAL SIGNAL                 COM              313855108       34     1842 SH       DEFINED 01               1842        0        0
FEDERATED DEPT STORES          COM              31410H101     9941   337672 SH       DEFINED 01             337672        0        0
FEDERATED DEPT STORES          COM              31410H101     2132    72406 SH       DEFINED 01 03               0    72406        0
FEDERATED DEPT STORES          COM              31410H101     4927   167355 SH       DEFINED 01 05               0   167355        0
FEDERATED DPT STORES           COM              31410H101      191     6500 SH       DEFINED 01 02               0     6500        0
FEDERATED INVESTORS CL B       COM              314211103      888    32902 SH       DEFINED 01              32902        0        0
FEDEX                          COM              31428X106     6149   122800 SH       DEFINED 01             122800        0        0
FEDEX                          COM              31428X106     3489    69675 SH       DEFINED 01 03               0    69675        0
FEDEX                          COM              31428X106      319     6370 SH       DEFINED 01 05               0     6370        0
FELCOR LODGING TRUST           COM              31430F101        3      266 SH       DEFINED 01                266        0        0
FERRO                          COM              315405100     2268    98211 SH       DEFINED 01              98211        0        0
FERRO                          COM              315405100        3      141 SH       DEFINED 01 03               0      141        0
FERRO                          COM              315405100      269    11660 SH       DEFINED 01 05               0    11660        0
FERRO CORP                     COM              315405100       55     2380 SH       DEFINED 01 02               0     2380        0
F5 NETWORKS                    COM              315616102        1       88 SH       DEFINED 01                 88        0        0
FIBROGEN CV SERIES E           PRF              316000XX1     5000  1113586 SH       DEFINED 01            1113586        0        0
FIBROGEN CV SERIES E           PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NATL INFO SOLUTIONS   COM              31620P109      294    19200 SH       DEFINED 01              19200        0        0
FIDELITY NATL FINANCIAL        COM              316326107     7884   274412 SH       DEFINED 01             274412        0        0
FIDELITY NATL FINANCIAL        COM              316326107       22      775 SH       DEFINED 01 03               0      775        0
FIDELITY NATL FINANCIAL        COM              316326107      175     6100 SH       DEFINED 01 05               0     6100        0
FIFTH THIRD BANCORP            COM              316773100     4477    73117 SH       DEFINED 01              73117        0        0
FIFTH THIRD BANCORP            COM              316773100     8272   135096 SH       DEFINED 01 03               0   135096        0
FIFTH THIRD BANCORP            COM              316773100      415     6777 SH       DEFINED 01 05               0     6777        0
FILENET                        COM              316869106     1413   136626 SH       DEFINED 01             136626        0        0
FILENET                        COM              316869106       51     4960 SH       DEFINED 01 05               0     4960        0
FILENET CORP                   COM              316869106        1       90 SH       DEFINED 01 02               0       90        0
FINANCIAL FEDERAL              COM              317492106     3097    97244 SH       DEFINED 01              97244        0        0
FINANCIAL FEDERAL              COM              317492106       65     2038 SH       DEFINED 01 02               0     2038        0
FINANCIAL FEDERAL              COM              317492106        4      124 SH       DEFINED 01 03               0      124        0
FINANCIAL FEDERAL              COM              317492106      166     5200 SH       DEFINED 01 05               0     5200        0
FINANCIAL INSTITUTIO           COM              317585404       53     1916 SH       DEFINED 01 02               0     1916        0
FINANCIAL INSTITUTIONS INC     COM              317585404     1083    39900 SH       DEFINED 01              39900        0        0
FINANCIAL INSTITUTIONS INC     COM              317585404        3      110 SH       DEFINED 01 03               0      110        0
FINANCIAL INSTITUTIONS INC     COM              317585404      144     5300 SH       DEFINED 01 05               0     5300        0
FININFO                        COM              317869998      215    16400 SH       DEFINED 01              16400        0        0
FINISAR                        COM              31787A101        0      572 SH       DEFINED 01                572        0        0
FINLAY ENTERPRISES I           COM              317884203       49     3210 SH       DEFINED 01 02               0     3210        0
FINLAY ENTERPRISES INC         COM              317884203        3      207 SH       DEFINED 01 03               0      207        0
FINOVA GROUP INC.              COM              317928109        0      293 SH       DEFINED 01                293        0        0
LAND SECURIT                   COM              3180943         16     1365 SH       DEFINED 01 10            1365        0        0
FIREPOND INC                   COM              318224201        0        5 SH       DEFINED 01                  5        0        0
FIRST AMERICAN                 COM              318522307     6990   342167 SH       DEFINED 01             342167        0        0
FIRST AMERICAN                 COM              318522307      306    15000 SH       DEFINED 01 05               0    15000        0
FIRST BANCORP                  COM              318672102     3186    83593 SH       DEFINED 01              83593        0        0
FIRST BANCORP/PR               COM              318672102        3       90 SH       DEFINED 01 02               0       90        0
FIRST CITIZENS BANK            COM              31946M103        4       36 SH       DEFINED 01                 36        0        0
FIRST COMWLTH FINL P           COM              319829107        2      146 SH       DEFINED 01                146        0        0
FIRST COMMUNITY BANCORP        COM              31983B101      475    16400 SH       DEFINED 01              16400        0        0
FIRST FEDERAL CAPITAL CORP     COM              319960100      221    11350 SH       DEFINED 01              11350        0        0
FIRST FEDERAL CAPITAL CORP     COM              319960100       44     2240 SH       DEFINED 01 05               0     2240        0
FIRST DATA                     COM              319963104    12922   462351 SH       DEFINED 01             462351        0        0
FIRST DATA                     COM              319963104     4962   177549 SH       DEFINED 01 03               0   177549        0
FIRST DATA                     COM              319963104      543    19436 SH       DEFINED 01 05               0    19436        0
LEGAL & GENERAL                COM              3200487          2     3892 SH       DEFINED 01 10            3892        0        0
FIRST FINL BANCORP             COM              320209109        4      213 SH       DEFINED 01                213        0        0
FIRST FINL BANKSHARE           COM              32020R109       64     1772 SH       DEFINED 01 02               0     1772        0
FIRST FINL BANKSHARES INC      COM              32020R109      911    25000 SH       DEFINED 01              25000        0        0
FIRST FINL BANKSHARES INC      COM              32020R109        4      116 SH       DEFINED 01 03               0      116        0
FIRST FINL BANKSHARES INC      COM              32020R109      106     2900 SH       DEFINED 01 05               0     2900        0
FIRST HORIZON PHARMA           COM              32051K106        1      150 SH       DEFINED 01 02               0      150        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      432    80000 SH       DEFINED 01              80000        0        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106       49     9050 SH       DEFINED 01 05               0     9050        0
FIRST INDUSTRIAL REL           COM              32054K103      214     6891 SH       DEFINED 01               6891        0        0
FIRST INDUSTRIAL REL           COM              32054K103       42     1360 SH       DEFINED 01 05               0     1360        0
FIRST MERCHANTS CORP           COM              320817109      792    32050 SH       DEFINED 01              32050        0        0
FIRST MERCHANTS CORP           COM              320817109       37     1503 SH       DEFINED 01 02               0     1503        0
FIRST MERCHANTS CORP           COM              320817109        2       92 SH       DEFINED 01 03               0       92        0
FIRST MERCHANTS CORP           COM              320817109       97     3940 SH       DEFINED 01 05               0     3940        0
FIRST MIDWEST BANCORP          COM              320867104     4311   160501 SH       DEFINED 01             160501        0        0
FIRST MIDWEST BANCORP          COM              320867104       56     2100 SH       DEFINED 01 05               0     2100        0
FIRST NATIONAL CORP            COM              320942105      607    22000 SH       DEFINED 01              22000        0        0
FIRST NATIONAL CORP            COM              320942105        2       90 SH       DEFINED 01 02               0       90        0
FIRST NATIONAL CORP            COM              320942105       75     2700 SH       DEFINED 01 05               0     2700        0
FIRST HEALTH GROUP             COM              320960107    26699   984507 SH       DEFINED 01             984507        0        0
FIRST HEALTH GROUP             COM              320960107    63333  2335305 SH       DEFINED 01 02               0  2335305        0
FIRST HEALTH GROUP             COM              320960107     3026   111600 SH       DEFINED 01 03               0   111600        0
FIRST HEALTH GROUP             COM              320960107    12506   461132 SH       DEFINED 01 05               0   461132        0
ANALOG DEVICES                 COM              32654105       248    12600 SH       DEFINED 11 12               0    12600        0
FIRST QUANTUM MINERALS         COM              335934998      731   400000 SH       DEFINED 01             400000        0        0
FIRST REPUBLIC BANK            COM              336158100     2117    97367 SH       DEFINED 01              97367        0        0
FIRST REPUBLIC BANK            COM              336158100       56     2583 SH       DEFINED 01 02               0     2583        0
FIRST REPUBLIC BANK            COM              336158100        4      162 SH       DEFINED 01 03               0      162        0
FIRST REPUBLIC BANK            COM              336158100      144     6600 SH       DEFINED 01 05               0     6600        0
FIRST TECHNOLOGY PLC           COM              336297999       56    13500 SH       DEFINED 01              13500        0        0
FIRST SOURCE                   COM              336901103        1       75 SH       DEFINED 01                 75        0        0
FIRST TN NAT'L CORP            COM              337162101      149     4296 SH       DEFINED 01               4296        0        0
FIRST TN NAT'L CORP            COM              337162101     1021    29435 SH       DEFINED 01 03               0    29435        0
FIRST TN NAT'L CORP            COM              337162101       51     1468 SH       DEFINED 01 05               0     1468        0
FIRST VIRGINIA BANKS           COM              337477103     1042    27940 SH       DEFINED 01              27940        0        0
FISERV                         COM              337738108   104032  3704879 SH       DEFINED 01            3704879        0        0
FISERV                         COM              337738108     5258   187232 SH       DEFINED 01 03               0   187232        0
FISERV                         COM              337738108    25880   921663 SH       DEFINED 01 05               0   921663        0
FISERV INC                     COM              337738108      758    27000 SH       DEFINED 01                  0    27000        0
FISERV INC                     COM              337738108     2402    85571 SH       DEFINED 01 02               0    85571        0
FIRSTFED FINANCIAL             COM              337907109     2890   112231 SH       DEFINED 01             112231        0        0
FIRSTFED FINANCIAL             COM              337907109        4      169 SH       DEFINED 01 03               0      169        0
FIRSTFED FINANCIAL             COM              337907109      187     7243 SH       DEFINED 01 05               0     7243        0
FIRSTFED FINL CORP             COM              337907109       70     2695 SH       DEFINED 01 02               0     2695        0
FIRSTMERIT                     COM              337915102       75     3456 SH       DEFINED 01               3456        0        0
FLAGSTAR BANCORP               COM              337930101     1877    90675 SH       DEFINED 01              90675        0        0
FLAGSTAR BANCORP               COM              337930101        5      254 SH       DEFINED 01 03               0      254        0
FLAGSTAR BANCORP               COM              337930101      238    11500 SH       DEFINED 01 05               0    11500        0
FLAGSTAR BANCORP INC           COM              337930101       81     3943 SH       DEFINED 01 02               0     3943        0
FIRSTENERGY                    COM              337932107    47020  1573102 SH       DEFINED 01            1573102        0        0
FIRSTENERGY                    COM              337932107     2084    69705 SH       DEFINED 01 03               0    69705        0
FIRSTENERGY                    COM              337932107    10046   336081 SH       DEFINED 01 05               0   336081        0
FISHER SCIENTIFIC INTL         COM              338032204     3469   114331 SH       DEFINED 01             114331        0        0
FISHER SCIENTIFIC INTL         COM              338032204       60     1970 SH       DEFINED 01 05               0     1970        0
FIVE STAR QUALITY CARE         COM              33832D106        0        9 SH       DEFINED 01                  9        0        0
FLEETBOSTON FINANCIAL          COM              339030108    52747  2594508 SH       DEFINED 01            2594508        0        0
FLEETBOSTON FINANCIAL          COM              339030108     5672   278976 SH       DEFINED 01 03               0   278976        0
FLEETBOSTON FINANCIAL          COM              339030108    16930   832807 SH       DEFINED 01 05               0   832807        0
FLEETBOSTON FINL CO            COM              339030108      249    12260 SH       DEFINED 01 02               0    12260        0
FLEETWOOD ENTERPRISES          COM              339099103     2355   349368 SH       DEFINED 01             349368        0        0
FLEETWOOD ENTERPRISES          COM              339099103     2696   400000 SH       DEFINED 01 05               0   400000        0
FLEMING COMPANIES              COM              339130106      852   170505 SH       DEFINED 01             170505        0        0
FLORIDA ROCK INDS              COM              341140101     6359   208100 SH       DEFINED 01             208100        0        0
FLORIDA ROCK INDS              COM              341140101      330    10800 SH       DEFINED 01 05               0    10800        0
FLUOR                          COM              343412102    18898   773244 SH       DEFINED 01             773244        0        0
FLUOR                          COM              343412102      490    20019 SH       DEFINED 01 03               0    20019        0
FLUOR                          COM              343412102     1566    64075 SH       DEFINED 01 05               0    64075        0
FLOW INTL                      COM              343468104      156    48176 SH       DEFINED 01              48176        0        0
FLOWERS FOODS                  COM              343498101      457    20115 SH       DEFINED 01              20115        0        0
FLOWSERVE                      COM              34354P105      522    52244 SH       DEFINED 01              52244        0        0
FLUGHAFEN WIEN AG              COM              343599999      195     6200 SH       DEFINED 01               6200        0        0
FOAMEX                         COM              344123104      720   131000 SH       DEFINED 01             131000        0        0
FOAMEX                         COM              344123104       44     7992 SH       DEFINED 01 02               0     7992        0
FOAMEX                         COM              344123104        3      555 SH       DEFINED 01 03               0      555        0
FOAMEX                         COM              344123104       96    17400 SH       DEFINED 01 05               0    17400        0
FOCAL COM                      COM              344155205        1        0 SH       DEFINED 01                  0        0        0
FOMENTO ECONOMICO MEXICANO ADR COM              344419106      292     8655 SH       DEFINED 01               8655        0        0
FOOT LOCKER                    COM              344849104     1052   105267 SH       DEFINED 01             105267        0        0
FOOTSTAR                       COM              344912100      494    63362 SH       DEFINED 01              63362        0        0
FORD MOTOR                     COM              345370860     3155   321946 SH       DEFINED 01             321946        0        0
FORD MOTOR                     COM              345370860     4158   424301 SH       DEFINED 01 03               0   424301        0
FORD MOTOR                     COM              345370860     4423   451297 SH       DEFINED 01 05               0   451297        0
FORD MOTOR CO                  COM              345370860       17     1711 SH       DEFINED 01 02               0     1711        0
FORD                           PRF              345395206     8058   200000 SH       DEFINED 01 05               0   200000        0
FOREST CITY ENTERPRISES CL A   COM              345550107    11327   348525 SH       DEFINED 01             348525        0        0
FOREST CITY ENTERPRISES CL A   COM              345550107      646    19890 SH       DEFINED 01 05               0    19890        0
FOREST LABORATORIES            COM              345838106   128684  1569138 SH       DEFINED 01            1569138        0        0
FOREST LABORATORIES            COM              345838106     3432    41844 SH       DEFINED 01 03               0    41844        0
FOREST LABORATORIES            COM              345838106    45679   557003 SH       DEFINED 01 05               0   557003        0
FOREST LABS                    COM              345838106     2378    29000 SH       DEFINED 01                  0    29000        0
FOREST LABS                    COM              345838106    14946   182240 SH       DEFINED 01 02               0   182240        0
FOREST OIL                     COM              346091705      284    11152 SH       DEFINED 01              11152        0        0
FOREST OIL                     COM              346091705       48     1900 SH       DEFINED 01 05               0     1900        0
FORRESTER RESEARCH             COM              346563109      728    48600 SH       DEFINED 01              48600        0        0
FORMOSA CHEMICAL & FIBRE CORP  COM              348001991     1616  2180940 SH       DEFINED 01            2180940        0        0
GRANADA PLC                    COM              348900994      143   134840 SH       DEFINED 01 03               0   134840        0
FORTUM OYJ                     COM              349581991     1428   250000 SH       DEFINED 01             250000        0        0
FORTUNE BRANDS                 COM              349631101     2772    58643 SH       DEFINED 01              58643        0        0
FORTUNE BRANDS                 COM              349631101     1659    35081 SH       DEFINED 01 03               0    35081        0
FORTUNE BRANDS                 COM              349631101      135     2851 SH       DEFINED 01 05               0     2851        0
FORWARD AIR                    COM              349853101     2368   130859 SH       DEFINED 01             130859        0        0
FORWARD AIR                    COM              349853101      150     8300 SH       DEFINED 01 05               0     8300        0
FORWARD AIR CORP               COM              349853101        2      110 SH       DEFINED 01 02               0      110        0
FOSSIL                         COM              349882100     2906   144939 SH       DEFINED 01             144939        0        0
FOUNDRY NETWORKS               COM              35063R100      877   160000 SH       DEFINED 01             160000        0        0
FOUNDRY NETWORKS               COM              35063R100       78    14300 SH       DEFINED 01 05               0    14300        0
FOUNDRY NETWORKS INC           COM              35063R100        1      250 SH       DEFINED 01 02               0      250        0
4 KIDS ENTERTAINMENT           COM              350865101      939    39541 SH       DEFINED 01              39541        0        0
FOX ENTERTAINMENT GROUP CL A   COM              35138T107     1884    85564 SH       DEFINED 01              85564        0        0
FRANKLIN ELECTRIC              COM              353514102        2       50 SH       DEFINED 01 02               0       50        0
FRANKLIN RESOURCES             COM              354613101      272     8738 SH       DEFINED 01               8738        0        0
FRANKLIN RESOURCES             COM              354613101     1881    60491 SH       DEFINED 01 03               0    60491        0
FRANKLIN RESOURCES             COM              354613101       94     3034 SH       DEFINED 01 05               0     3034        0
FREDS INC                      COM              356108100     4128   138230 SH       DEFINED 01             138230        0        0
FREDS INC                      COM              356108100        3      100 SH       DEFINED 01 02               0      100        0
FREDS INC                      COM              356108100     6507   217950 SH       DEFINED 01 05               0   217950        0
FREEMARKETS INC                COM              356602102        1      182 SH       DEFINED 01                182        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    22223  1651039 SH       DEFINED 01            1651039        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      454    33729 SH       DEFINED 01 03               0    33729        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    15887  1180392 SH       DEFINED 01 05               0  1180392        0
FREMONT GENERAL                COM              357288109     1153   235370 SH       DEFINED 01             235370        0        0
FRIEDMANS INC  -CL A           COM              358438109      420    54000 SH       DEFINED 01              54000        0        0
FRIEDMANS INC  -CL A           COM              358438109       37     4675 SH       DEFINED 01 02               0     4675        0
FRIEDMANS INC  -CL A           COM              358438109        2      295 SH       DEFINED 01 03               0      295        0
FRIEDMANS INC  -CL A           COM              358438109       51     6600 SH       DEFINED 01 05               0     6600        0
FRONTIER AIRLINES              COM              359065109      454    92933 SH       DEFINED 01              92933        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTIER OIL CORP              COM              35914P105     1111    89605 SH       DEFINED 01              89605        0        0
FRONTIER OIL CORP              COM              35914P105       19     1540 SH       DEFINED 01 05               0     1540        0
FUBON FINANCIAL HLDS GDR-144A  COM              359515202      243    28638 SH       DEFINED 01 05               0    28638        0
FUELCELL ENERGY INC            COM              35952H106        1      118 SH       DEFINED 01                118        0        0
FUGRO NV                       COM              359539996      259     6334 SH       DEFINED 01               6334        0        0
FUJI SEAL INC                  COM              359575990      445    10000 SH       DEFINED 01              10000        0        0
FUJISAWA PHARMACEUTICAL        COM              359588993     1581    77000 SH       DEFINED 01              77000        0        0
FUJISAWA PHARMACEUTICAL        COM              359588993       41     2000 SH       DEFINED 01 03               0     2000        0
FUJISAWA PHARMACEUTICAL        COM              359588993     2998   146000 SH       DEFINED 01 05               0   146000        0
FULLER (HB)                    COM              359694106     1946    73156 SH       DEFINED 01              73156        0        0
FULLER (HB)                    COM              359694106        5      191 SH       DEFINED 01 03               0      191        0
FULLER (HB)                    COM              359694106      200     7500 SH       DEFINED 01 05               0     7500        0
FULLER H B COMPANY             COM              359694106       79     2960 SH       DEFINED 01 02               0     2960        0
FULTON FINL CORP               COM              360271100      317    16875 SH       DEFINED 01              16875        0        0
FULTON FINL CORP               COM              360271100       64     3410 SH       DEFINED 01 05               0     3410        0
FURNITURE BRANDS INTL          COM              360921100      474    20629 SH       DEFINED 01              20629        0        0
G&K SERVICES CL A              COM              361268105     2198    64910 SH       DEFINED 01              64910        0        0
GATX                           COM              361448103     1544    77995 SH       DEFINED 01              77995        0        0
GBC BANCORP                    COM              361475106      703    36188 SH       DEFINED 01              36188        0        0
GFK AG                         COM              361670995      191    15700 SH       DEFINED 01              15700        0        0
GABRIEL RES PVT                COM              361970957      705   215000 SH       DEFINED 01             215000        0        0
GKN PLC                        COM              362001992      274    71370 SH       DEFINED 01              71370        0        0
GSI COMMERCE                   COM              36238G102        2      350 SH       DEFINED 01                350        0        0
GABLE RESIDENTIAL TRUST        COM              362418105     1955    73208 SH       DEFINED 01              73208        0        0
GABLE RESIDENTIAL TRUST        COM              362418105      282    10550 SH       DEFINED 01 05               0    10550        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALLAGHER (ARTHUR J)           COM              363576109       88     3544 SH       DEFINED 01               3544        0        0
GALLAHER GROUP ADR             COM              363595109      230     6000 SH       DEFINED 01               6000        0        0
GALLAHER GROUP PLC             COM              363595992      230    24133 SH       DEFINED 01              24133        0        0
GALYAN'S TRADING               COM              36458R101     2687   268400 SH       DEFINED 01             268400        0        0
GALYAN'S TRADING               COM              36458R101      245    24500 SH       DEFINED 01 05               0    24500        0
GAMESTOP CORP                  COM              36466R101     7024   343500 SH       DEFINED 01             343500        0        0
GAMESTOP CORP                  COM              36466R101    11425   558700 SH       DEFINED 01 05               0   558700        0
GANNETT                        COM              364730101   191514  2653268 SH       DEFINED 01            2653268        0        0
GANNETT                        COM              364730101     4495    62268 SH       DEFINED 01 03               0    62268        0
GANNETT                        COM              364730101    26629   368917 SH       DEFINED 01 05               0   368917        0
GANNETT CO INC                 COM              364730101     2598    36000 SH       DEFINED 01                  0    36000        0
GANNETT CO INC                 COM              364730101    14696   203605 SH       DEFINED 01 02               0   203605        0
GAP                            COM              364760108     4787   441030 SH       DEFINED 01             441030        0        0
GAP                            COM              364760108     2197   202468 SH       DEFINED 01 03               0   202468        0
GAP                            COM              364760108      181    16667 SH       DEFINED 01 05               0    16667        0
GAP INC.  THE                  COM              364760108      148    13650 SH       DEFINED 01 02               0    13650        0
GAP STORES CVT                 CONV BND         364760AJ7      383   390000 PRN      DEFINED 01 02               0        0   390000
GARDNER DENVER                 COM              365558105     1656   105370 SH       DEFINED 01             105370        0        0
GARDNER DENVER                 COM              365558105        2      145 SH       DEFINED 01 03               0      145        0
GARDNER DENVER                 COM              365558105      125     7940 SH       DEFINED 01 05               0     7940        0
GARDNER DENVER INC             COM              365558105       33     2089 SH       DEFINED 01 02               0     2089        0
GARTNER CL B                   COM              366651206       29     3641 SH       DEFINED 01               3641        0        0
GATEWAY                        COM              367626108       33    11000 SH       DEFINED 01              11000        0        0
GATEWAY                        COM              367626108      224    75420 SH       DEFINED 01 03               0    75420        0
GATEWAY                        COM              367626108       11     3778 SH       DEFINED 01 05               0     3778        0
GAYLORD ENTERTAINMENT          COM              367905106     1081    57149 SH       DEFINED 01              57149        0        0
OAO GAZPROM ADR                COM              368287207     2166   195142 SH       DEFINED 01             195142        0        0
OAO GAZPROM ADR                COM              368287207       99     8954 SH       DEFINED 01 05               0     8954        0
GEAC COMPUTER                  COM              368289104     3467  1531800 SH       DEFINED 01            1531800        0        0
GEBERIT AG                     COM              368394995      445     1630 SH       DEFINED 01               1630        0        0
GEN-PROBE INC                  COM              36866T103        1       86 SH       DEFINED 01 10              86        0        0
GEMSTAR-TV GUIDE INTL          COM              36866W106      329   130700 SH       DEFINED 01             130700        0        0
GENCORP                        COM              368682100     2518   250498 SH       DEFINED 01             250498        0        0
GENCORP                        COM              368682100        3      257 SH       DEFINED 01 03               0      257        0
GENCORP INC                    COM              368682100       40     4068 SH       DEFINED 01 02               0     4068        0
GENE LOGIC                     COM              368689105        1       68 SH       DEFINED 01                 68        0        0
GENENTECH                      COM              368710406       13      412 SH       DEFINED 01                412        0        0
GENERAL COMMUNICATION CL A     COM              369385109     1195   317852 SH       DEFINED 01             317852        0        0
GENERAL COMMUNICATION CL A     COM              369385109       60    15870 SH       DEFINED 01 05               0    15870        0
GENRL  COMMUNICATION           COM              369385109        1      260 SH       DEFINED 01 02               0      260        0
GENERAL DYNAMICS               COM              369550108    14972   184077 SH       DEFINED 01             184077        0        0
GENERAL DYNAMICS               COM              369550108     3824    47023 SH       DEFINED 01 03               0    47023        0
GENERAL DYNAMICS               COM              369550108     5120    62962 SH       DEFINED 01 05               0    62962        0
GENERAL ELECTRIC               COM              369604103    17761   720527 SH       DEFINED 01                  0   720527        0
GENERAL ELECTRIC               COM              369604103   588885 23889825 SH       DEFINED 01           23889825        0        0
GENERAL ELECTRIC               COM              369604103    53375  2165292 SH       DEFINED 01 02               0  2165292        0
GENERAL ELECTRIC               COM              369604103    57818  2345603 SH       DEFINED 01 03               0  2345603        0
GENERAL ELECTRIC               COM              369604103   174173  7065803 SH       DEFINED 01 05               0  7065803        0
GENERAL ELECTRIC               COM              369604103     3024   122693 SH       DEFINED 11 12               0   122693        0
GENERAL ELECTRIC COMPANY       COM              369604103    19728   800310 SH       DEFINED 11 12 13            0   800310        0
GENERAL GROWTH PROPERTIES      COM              370021107      267     5188 SH       DEFINED 01               5188        0        0
GENERAL GROWTH PROPERTIES      COM              370021107       55     1060 SH       DEFINED 01 05               0     1060        0
GENERAL MILLS                  COM              370334104     6135   138110 SH       DEFINED 01                  0   138110        0
GENERAL MILLS                  COM              370334104    43504   979364 SH       DEFINED 01             979364        0        0
GENERAL MILLS                  COM              370334104     5636   126795 SH       DEFINED 01 02               0   126795        0
GENERAL MILLS                  COM              370334104     3802    85603 SH       DEFINED 01 03               0    85603        0
GENERAL MILLS                  COM              370334104    18883   425102 SH       DEFINED 01 05               0   425102        0
GENERAL MOTORS                 COM              370442105    53206  1367756 SH       DEFINED 01            1367756        0        0
GENERAL MOTORS                 COM              370442105    10098   259590 SH       DEFINED 01 02               0   259590        0
GENERAL MOTORS                 COM              370442105     7090   182250 SH       DEFINED 01 03               0   182250        0
GENERAL MOTORS                 COM              370442105    13388   344173 SH       DEFINED 01 05               0   344173        0
GENERAL MOTORS CVT SERIES B  5 PRF              370442733    13428   600000 SH       DEFINED 01             600000        0        0
GENERAL MOTORS CL H            COM              370442832      473    51638 SH       DEFINED 01              51638        0        0
GENESCO                        COM              371532102      949    68733 SH       DEFINED 01              68733        0        0
GENESEE & WYOMING              COM              371559105      876    39350 SH       DEFINED 01              39350        0        0
GENESEE & WYOMING              COM              371559105       52     2347 SH       DEFINED 01 02               0     2347        0
GENESEE & WYOMING              COM              371559105        4      163 SH       DEFINED 01 03               0      163        0
GENESEE & WYOMING              COM              371559105      100     4500 SH       DEFINED 01 05               0     4500        0
GENTEX                         COM              371901109    10669   392391 SH       DEFINED 01             392391        0        0
GENTEX                         COM              371901109     1139    41900 SH       DEFINED 01 03               0    41900        0
GENTEX                         COM              371901109    14661   539200 SH       DEFINED 01 05               0   539200        0
GENTEX CORP                    COM              371901109    44173  1624550 SH       DEFINED 01 02               0  1624550        0
GENLYTE GROUP                  COM              372302109      908    25600 SH       DEFINED 01              25600        0        0
GENLYTE GROUP                  COM              372302109        5      130 SH       DEFINED 01 03               0      130        0
GENLYTE GROUP INC              COM              372302109       71     1988 SH       DEFINED 01 02               0     1988        0
GENTA                          COM              37245M207        2      385 SH       DEFINED 01                385        0        0
GENTA INC                      COM              37245M207        2      250 SH       DEFINED 01 02               0      250        0
GENUINE PARTS                  COM              372460105     4828   157562 SH       DEFINED 01                  0   157562        0
GENUINE PARTS                  COM              372460105     1408    45943 SH       DEFINED 01              45943        0        0
GENUINE PARTS                  COM              372460105     1246    40678 SH       DEFINED 01 03               0    40678        0
GENUINE PARTS                  COM              372460105       63     2042 SH       DEFINED 01 05               0     2042        0
GENTIVA HEALTH SERVICES        COM              37247A102        0       48 SH       DEFINED 01                 48        0        0
GENZYME-GENERAL DIVISION       COM              372917104    24209  1174668 SH       DEFINED 01            1174668        0        0
GENZYME-GENERAL DIVISION       COM              372917104     1028    49878 SH       DEFINED 01 03               0    49878        0
GENZYME-GENERAL DIVISION       COM              372917104     4065   197203 SH       DEFINED 01 05               0   197203        0
GEORGIA GULF                   COM              373200203     4257   186087 SH       DEFINED 01             186087        0        0
GEORGIA GULF                   COM              373200203        3      135 SH       DEFINED 01 03               0      135        0
GEORGIA GULF                   COM              373200203      259    11343 SH       DEFINED 01 05               0    11343        0
GEORGIA GULF CORP              COM              373200203       48     2083 SH       DEFINED 01 02               0     2083        0
GEORGIA-PACIFIC                COM              373298108     6688   510908 SH       DEFINED 01             510908        0        0
GEORGIA-PACIFIC                COM              373298108      724    55269 SH       DEFINED 01 03               0    55269        0
GEORGIA-PACIFIC                COM              373298108      206    15785 SH       DEFINED 01 05               0    15785        0
GERBER SCIENTIFIC              COM              373730100      267    69310 SH       DEFINED 01              69310        0        0
GETTY IMAGES INC               COM              374276103      537    26780 SH       DEFINED 01              26780        0        0
GIBRALTAR STEEL                COM              37476F103       66     2961 SH       DEFINED 01 02               0     2961        0
GILBRALTER STEEL               COM              37476F103      815    36625 SH       DEFINED 01              36625        0        0
GILBRALTER STEEL               COM              37476F103        4      191 SH       DEFINED 01 03               0      191        0
GILBRALTER STEEL               COM              37476F103       97     4350 SH       DEFINED 01 05               0     4350        0
GILEAD SCIENCES                COM              375558103    17322   516622 SH       DEFINED 01             516622        0        0
GILEAD SCIENCES                COM              375558103    29868   890770 SH       DEFINED 01 02               0   890770        0
GILEAD SCIENCES                COM              375558103      835    24900 SH       DEFINED 01 03               0    24900        0
GILEAD SCIENCES                COM              375558103    26666   795300 SH       DEFINED 01 05               0   795300        0
GIORDANO INTL LTD              COM              375760998     1945  4974000 SH       DEFINED 01            4974000        0        0
GIORDANO INTL LTD              COM              375760998       88   226000 SH       DEFINED 01 05               0   226000        0
GILLETTE                       COM              375766102   180451  6096297 SH       DEFINED 01            6096297        0        0
GILLETTE                       COM              375766102     7327   247533 SH       DEFINED 01 03               0   247533        0
GILLETTE                       COM              375766102    26168   884037 SH       DEFINED 01 05               0   884037        0
GILLETTE CO                    COM              375766102      262     8848 SH       DEFINED 01 02               0     8848        0
GLADSTONE CAP CORP             COM              376535100       39     2331 SH       DEFINED 01 02               0     2331        0
GLADSTONE CAPITAL              COM              376535100      858    50800 SH       DEFINED 01              50800        0        0
GLADSTONE CAPITAL              COM              376535100        2      145 SH       DEFINED 01 03               0      145        0
GLADSTONE CAPITAL              COM              376535100      115     6800 SH       DEFINED 01 05               0     6800        0
GIVAUDAN AG                    COM              376543997     1291     2880 SH       DEFINED 01               2880        0        0
GLAMIS GOLD LTD                COM              376775102     1388   150000 SH       DEFINED 01             150000        0        0
GLATFELTER                     COM              377316104      829    71772 SH       DEFINED 01              71772        0        0
GLAXOSMITHKLINE ADR            COM              37733W105    14027   365000 SH       DEFINED 01             365000        0        0
GLAXOSMITHKLINE ADR            COM              37733W105      584    15200 SH       DEFINED 01 05               0    15200        0
GLAXOSMITHKLINE PLC            COM              37733W105       48     1260 SH       DEFINED 01 02               0     1260        0
GLAXOSMITHKLINE                COM              377555990    44470  2298982 SH       DEFINED 01            2298982        0        0
GLAXOSMITHKLINE                COM              377555990      351    18151 SH       DEFINED 01 03               0    18151        0
GLAXOSMITHKLINE                COM              377555990    31793  1643619 SH       DEFINED 01 05               0  1643619        0
GLENAYRE TECHNOLOGIE           COM              377899109        0      212 SH       DEFINED 01                212        0        0
GLENBOROUGH REALTY TRUST       COM              37803P105     1767    87029 SH       DEFINED 01              87029        0        0
GLIMCHER REALTY TR             COM              379302102      118     6300 SH       DEFINED 01               6300        0        0
GLIMCHER REALTY TR             COM              379302102       24     1290 SH       DEFINED 01 05               0     1290        0
GLOBAL BIO-CHEM TECH           COM              379305998      244  1100000 SH       DEFINED 01            1100000        0        0
GLOBAL INDS                    COM              379336100      359    86900 SH       DEFINED 01              86900        0        0
GLOBAL IMAGING SYS             COM              37934A100      519    27500 SH       DEFINED 01              27500        0        0
GLOBAL IMAGING SYS             COM              37934A100        2      130 SH       DEFINED 01 02               0      130        0
GLOBAL PAYMENTS                COM              37940X102     2953   115352 SH       DEFINED 01             115352        0        0
GLOBAL POWER EQUIPMENT GROUP   COM              37941P108      122    25900 SH       DEFINED 01              25900        0        0
GLOBIX CORP                    COM              37957F101        0      104 SH       DEFINED 01                104        0        0
GLOBESPAN VIRATA               COM              37957V106      458   194329 SH       DEFINED 01             194329        0        0
GOLD BANC CORP                 COM              379907108     2237   230650 SH       DEFINED 01             230650        0        0
GOLD BANC CORP                 COM              379907108       59     6026 SH       DEFINED 01 02               0     6026        0
GOLD BANC CORP                 COM              379907108        4      419 SH       DEFINED 01 03               0      419        0
GOLD BANC CORP                 COM              379907108      283    29150 SH       DEFINED 01 05               0    29150        0
GOAMERICA INC                  COM              38020R106        0      371 SH       DEFINED 01                371        0        0
GOLDCREST CO LTD               COM              380455998      103     3500 SH       DEFINED 01               3500        0        0
GOLD FIELDS                    COM              380570994     1832   142000 SH       DEFINED 01             142000        0        0
GOLD FIELDS                    COM              380570994       90     7000 SH       DEFINED 01 05               0     7000        0
GOLDFIELDS ADR                 COM              38059T106    15562  1215800 SH       DEFINED 01            1215800        0        0
GOLDFIELDS ADR                 COM              38059T106      587    45900 SH       DEFINED 01 05               0    45900        0
GOLDCORP                       COM              380956995     2497   225000 SH       DEFINED 01             225000        0        0
GOLDEN STATE BANCORP           COM              381197102     2766    85576 SH       DEFINED 01              85576        0        0
GOLDEN STAR RESOURCES LTD      COM              38119T104      688   550000 SH       DEFINED 01             550000        0        0
GOLDEN WEST FINANCIAL          COM              381317106    17814   286493 SH       DEFINED 01             286493        0        0
GOLDEN WEST FINANCIAL          COM              381317106     2270    36494 SH       DEFINED 01 03               0    36494        0
GOLDEN WEST FINANCIAL          COM              381317106      373     5996 SH       DEFINED 01 05               0     5996        0
GOLDMAN SACHS GROUP            COM              38141f104       40      600 SH       DEFINED 11 12 13            0      600        0
GOLDMAN SACHS GROUP            COM              38141G104    14716   222869 SH       DEFINED 01             222869        0        0
GOLDMAN SACHS GROUP            COM              38141G104     7401   112090 SH       DEFINED 01 03               0   112090        0
GOLDMAN SACHS GROUP            COM              38141G104      371     5626 SH       DEFINED 01 05               0     5626        0
GOLDMAN SACHS GROUP            COM              38141G104     1829    27700 SH       DEFINED 11 12               0    27700        0
GOLDMAN SACHS GROUP            COM              38141G104    11047   167300 SH       DEFINED 11 12 13            0   167300        0
GOODMAN FIELDER LTD            COM              381702992      354   400000 SH       DEFINED 01             400000        0        0
GOODRICH                       COM              382388106    27947  1480254 SH       DEFINED 01            1480254        0        0
GOODRICH                       COM              382388106      484    25633 SH       DEFINED 01 03               0    25633        0
GOODRICH                       COM              382388106     2444   129474 SH       DEFINED 01 05               0   129474        0
GOODRICH CORPORATION           COM              382388106     2832   150000 SH       DEFINED 01                  0   150000        0
GOODYEAR TIRE & RUBBER         COM              382550101     1468   165241 SH       DEFINED 01             165241        0        0
GOODYEAR TIRE & RUBBER         COM              382550101      343    38530 SH       DEFINED 01 03               0    38530        0
GOODYEAR TIRE & RUBBER         COM              382550101       52     5803 SH       DEFINED 01 05               0     5803        0
GOODY'S FAMILY CLOTHING        COM              382588101      482   102096 SH       DEFINED 01             102096        0        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO                          COM              384109104     3703   149342 SH       DEFINED 01             149342        0        0
GAMESA ORDS                    COM              38414M911      265    18300 SH       DEFINED 01              18300        0        0
GRAFTECH INTL LTD              COM              384313102      209    28658 SH       DEFINED 01              28658        0        0
GRAFTECH INTL LTD              COM              384313102       38     5300 SH       DEFINED 01 05               0     5300        0
GRAFTON GROUP PLC              COM              384326997      281    80000 SH       DEFINED 01              80000        0        0
GRAINGER (WW)                  COM              384802104     7466   175466 SH       DEFINED 01             175466        0        0
GRAINGER (WW)                  COM              384802104      946    22242 SH       DEFINED 01 03               0    22242        0
GRAINGER (WW)                  COM              384802104      229     5381 SH       DEFINED 01 05               0     5381        0
GRANDVISION                    COM              386538995      326    19000 SH       DEFINED 01              19000        0        0
Granite Broadcasting Corp      COM              387241102     8566       18 SH       DEFINED 1                   0       18        0
GRANITE CONSTRUCTION           COM              387328107     1125    68292 SH       DEFINED 01              68292        0        0
GRANITE STATE BANKSHARES       COM              387472103     1608    47600 SH       DEFINED 01              47600        0        0
GRANT PRIDECO                  COM              38821G101     6416   751426 SH       DEFINED 01             751426        0        0
GRANT PRIDECO                  COM              38821G101    10539  1234100 SH       DEFINED 01 05               0  1234100        0
GRANT PRIDECO INC              COM              38821G101     1930   225948 SH       DEFINED 01                  0   225948        0
GREAT ATLANTIC & PACIFIC TEA   COM              390064103     1015   121086 SH       DEFINED 01             121086        0        0
GREAT LAKES CHEMICAL           COM              390568103     1650    68733 SH       DEFINED 01              68733        0        0
GREAT LAKES CHEMICAL           COM              390568103      281    11682 SH       DEFINED 01 03               0    11682        0
GREAT LAKES CHEMICAL           COM              390568103       14      585 SH       DEFINED 01 05               0      585        0
GREAT LAKES REIT INC           COM              390752103      141     8075 SH       DEFINED 01               8075        0        0
GREAT LAKES REIT INC           COM              390752103       28     1610 SH       DEFINED 01 05               0     1610        0
GUS PLC                        COM              391091998      289    33941 SH       DEFINED 01              33941        0        0
GREAT PLAINS ENERGY            COM              391164100      332    17374 SH       DEFINED 01              17374        0        0
GREATER BAY BANCORP            COM              391648102      442    24305 SH       DEFINED 01              24305        0        0
GREATER BAY BANCORP            COM              391648102        2       90 SH       DEFINED 01 05               0       90        0
GREEN MOUNTAIN POWER           COM              393154109      318    17954 SH       DEFINED 01              17954        0        0
GREENPOINT FINANCIAL           COM              395384100    11177   267758 SH       DEFINED 01             267758        0        0
GREENPOINT FINANCIAL           COM              395384100       37      875 SH       DEFINED 01 03               0      875        0
GREENPOINT FINANCIAL           COM              395384100      288     6900 SH       DEFINED 01 05               0     6900        0
GREIF BROS CL A                COM              397624107      699    28500 SH       DEFINED 01              28500        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
GREY WOLF                      COM              397888108     3072   853101 SH       DEFINED 01             853101        0        0
GREY WOLF                      COM              397888108        5     1353 SH       DEFINED 01 03               0     1353        0
GREY WOLF                      COM              397888108      240    66800 SH       DEFINED 01 05               0    66800        0
GREY WOLF INC                  COM              397888108       79    22128 SH       DEFINED 01 02               0    22128        0
GRIFFON                        COM              398433102     2334   219243 SH       DEFINED 01             219243        0        0
GRIFFON                        COM              398433102        4      374 SH       DEFINED 01 03               0      374        0
GRIFFON                        COM              398433102      146    13700 SH       DEFINED 01 05               0    13700        0
GRIFFON CORP                   COM              398433102       64     6032 SH       DEFINED 01 02               0     6032        0
GROUP 1 AUTOMOTIVE             COM              398905109     2695   120594 SH       DEFINED 01             120594        0        0
GROUP 1 AUTOMOTIVE             COM              398905109      139     6200 SH       DEFINED 01 05               0     6200        0
GROUP ONE AUTOMOTIVE           COM              398905109        2      100 SH       DEFINED 01 02               0      100        0
GROUPE BOURBON                 COM              399442995       63      900 SH       DEFINED 01                900        0        0
BOUYGUES                       COM              4002121         13      524 SH       DEFINED 01 10             524        0        0
GRUPO DRAGADOS                 COM              400380994     1916   127498 SH       DEFINED 01             127498        0        0
GRUPO FERROVIAL                COM              400400990      314    12690 SH       DEFINED 01              12690        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550    17087 23976777 SH       DEFINED 01           23976777        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550       86   120323 SH       DEFINED 01 03               0   120323        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550     7673 10766687 SH       DEFINED 01 05               0 10766687        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987     6158  2463705 SH       DEFINED 01            2463705        0        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987      299   119617 SH       DEFINED 01 05               0   119617        0
GRUPO TELEVISA ADR             COM              40049J206     1479    58000 SH       DEFINED 01              58000        0        0
UMICORE                        COM              4005001          2       58 SH       DEFINED 01 10              58        0        0
GTECH HOLDINGS                 COM              400518106      236     9496 SH       DEFINED 01               9496        0        0
GRUPO AEROPORTUARIO S-ADR      COM              40051E202      275    25000 SH       DEFINED 01              25000        0        0
AIR LIQUIDE(                   COM              4011406         38      309 SH       DEFINED 01 10             309        0        0
EADS                           COM              4012250          9      864 SH       DEFINED 01 10             864        0        0
GUCCI GROUP                    COM              401566104     2105    24933 SH       DEFINED 01              24933        0        0
ALLEANZA ASSICURAZ             COM              4015970          6     1000 SH       DEFINED 01 10            1000        0        0
GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT                        COM              401698105     8935   276573 SH       DEFINED 01             276573        0        0
GUIDANT                        COM              401698105     2327    72032 SH       DEFINED 01 03               0    72032        0
GUIDANT                        COM              401698105      338    10468 SH       DEFINED 01 05               0    10468        0
GUITAR CENTER INC              COM              402040109      901    48000 SH       DEFINED 01              48000        0        0
GUITAR CENTER INC              COM              402040109        2       80 SH       DEFINED 01 02               0       80        0
GUITAR CENTER INC              COM              402040109      122     6500 SH       DEFINED 01 05               0     6500        0
ALLIED IRISH                   COM              4020684         32     2712 SH       DEFINED 01 10            2712        0        0
ADIDAS-SALOM                   COM              4031976          7      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105     2636   161603 SH       DEFINED 01             161603        0        0
GYMBOREE                       COM              403777105        2      140 SH       DEFINED 01 02               0      140        0
GYMBOREE                       COM              403777105      153     9400 SH       DEFINED 01 05               0     9400        0
HM SAMPOERNA TBK               COM              404004996     1238  3298800 SH       DEFINED 01            3298800        0        0
HM SAMPOERNA TBK               COM              404004996       57   150700 SH       DEFINED 01 05               0   150700        0
HCA                            COM              404119109   463355  9732263 SH       DEFINED 01            9732263        0        0
HCA                            COM              404119109     7369   154770 SH       DEFINED 01 03               0   154770        0
HCA                            COM              404119109    86927  1825806 SH       DEFINED 01 05               0  1825806        0
HCA INC                        COM              404119109     2238    47000 SH       DEFINED 01                  0    47000        0
HCA INC                        COM              404119109    24194   508347 SH       DEFINED 01 02               0   508347        0
HCA INC                        COM              404119109     2566    53900 SH       DEFINED 11 12               0    53900        0
HCA INC                        COM              404119109    15154   318300 SH       DEFINED 11 12 13            0   318300        0
HCC INSURANCE                  COM              404132102    28908  1203950 SH       DEFINED 01 02               0  1203950        0
HCC INSURANCE HOLDINGS         COM              404132102      230     9589 SH       DEFINED 01               9589        0        0
HCC INSURANCE HOLDINGS         COM              404132102      824    34300 SH       DEFINED 01 03               0    34300        0
HDFC BANK ADR                  COM              40415F101      355    25000 SH       DEFINED 01              25000        0        0
HEI                            COM              404160103      673   166100 SH       DEFINED 01             166100        0        0
HRPT PROPERTIES TR             COM              40426W101        4      454 SH       DEFINED 01                454        0        0
HSBC HOLDINGS                  COM              404400996    27123  2678139 SH       DEFINED 01            2678139        0        0
HSBC HOLDINGS                  COM              404400996      333    32879 SH       DEFINED 01 03               0    32879        0
HSBC HOLDINGS                  COM              404400996    19258  1901507 SH       DEFINED 01 05               0  1901507        0
HAEMONETICS                    COM              405024100     4170   175700 SH       DEFINED 01             175700        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
HAGEMEYER                      COM              405111998      559    73841 SH       DEFINED 01              73841        0        0
HAGGAR                         COM              405173105      221    20136 SH       DEFINED 01              20136        0        0
HAIN CELESTIAL GROUP           COM              405217100     1558   106312 SH       DEFINED 01             106312        0        0
ASSIC GENERALI                 COM              4056719         52     3530 SH       DEFINED 01 10            3530        0        0
L'OREAL                        COM              4057808         74     1031 SH       DEFINED 01 10            1031        0        0
BCO ESPIR SA                   COM              4058061          5      481 SH       DEFINED 01 10             481        0        0
HALL, KINION & ASSOCIATES      COM              406069104      232    38714 SH       DEFINED 01              38714        0        0
LVMH MOET                      COM              4061412         25      672 SH       DEFINED 01 10             672        0        0
HALLIBURTON                    COM              406216101     2016   156168 SH       DEFINED 01             156168        0        0
HALLIBURTON                    COM              406216101     1315   101894 SH       DEFINED 01 03               0   101894        0
HALLIBURTON                    COM              406216101       97     7500 SH       DEFINED 01 05               0     7500        0
ACESA                          COM              4065663          8      686 SH       DEFINED 01 10             686        0        0
BCA POP DI M                   COM              4072168          2      680 SH       DEFINED 01 10             680        0        0
SAGEM(APPLIC GEN)              COM              4074432          5       84 SH       DEFINED 01 10              84        0        0
INTESABCI S.P.A.               COM              4076836         20    11963 SH       DEFINED 01 10           11963        0        0
INTESABCI SPA                  COM              4076847          2     2000 SH       DEFINED 01 10            2000        0        0
MONDADORI                      COM              4084895          2      500 SH       DEFINED 01 10             500        0        0
HANCOCK FABRICS                COM              409900107     2285   141488 SH       DEFINED 01             141488        0        0
HANCOCK FABRICS                COM              409900107       41     2566 SH       DEFINED 01 02               0     2566        0
HANCOCK FABRICS                COM              409900107        3      159 SH       DEFINED 01 03               0      159        0
HANCOCK FABRICS                COM              409900107      163    10100 SH       DEFINED 01 05               0    10100        0
BERGESEN DY ASA CL A           COM              4100898          2      135 SH       DEFINED 01 10             135        0        0
HANCOCK HLDG CO                COM              410120109        4       76 SH       DEFINED 01                 76        0        0
HANCOCK HLDG CO                COM              410120109       52     1114 SH       DEFINED 01 02               0     1114        0
HANCOCK HLDG CO                COM              410120109        3       71 SH       DEFINED 01 03               0       71        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     7615   273958 SH       DEFINED 01             273958        0        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     1895    68195 SH       DEFINED 01 03               0    68195        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     1890    67984 SH       DEFINED 01 05               0    67984        0
HANDLEMAN                      COM              410252100        1      142 SH       DEFINED 01                142        0        0
HANDSPRING INC                 COM              410293104        1      962 SH       DEFINED 01                962        0        0
ELEC DE PORT                   COM              4103596         13     8755 SH       DEFINED 01 10            8755        0        0
HANG LUNG PROPERTIES LTD       COM              410435994      134   150000 SH       DEFINED 01             150000        0        0
HANMI FINANCIAL CORP           COM              410495105      591    39400 SH       DEFINED 01              39400        0        0
HANMI FINANCIAL CORP           COM              410495105       43     2900 SH       DEFINED 01 02               0     2900        0
HANMI FINANCIAL CORP           COM              410495105        3      174 SH       DEFINED 01 03               0      174        0
HANMI FINANCIAL CORP           COM              410495105       86     5700 SH       DEFINED 01 05               0     5700        0
HANNOVER RUECKVERSICHERUNGS    COM              410755995      272    16500 SH       DEFINED 01              16500        0        0
HANOVER COMPRESSOR             COM              410768105       23     2752 SH       DEFINED 01               2752        0        0
HANOVER COMPRESSOR             COM              410768105       15     1800 SH       DEFINED 01 02               0     1800        0
HANOVER COMPRESSOR             COM              410768105     1046   126000 SH       DEFINED 01 05               0   126000        0
HANOVER COMPRESS CVT           CONV BND         410768AC9     2153  3000000 PRN      DEFINED 01 02               0        0  3000000
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON ADR                     COM              411352404    40684  1581800 SH       DEFINED 01            1581800        0        0
HANSON ADR                     COM              411352404     1600    62200 SH       DEFINED 01 03               0    62200        0
HANSON ADR                     COM              411352404     6527   253741 SH       DEFINED 01 05               0   253741        0
HANSON PLC ADR                 COM              411352404      514    20000 SH       DEFINED 01 02               0    20000        0
BOHLER-UDDEHOLM                COM              4121305          1       18 SH       DEFINED 01 10              18        0        0
BANK OF PIRAEUS                COM              4122676          3      520 SH       DEFINED 01 10             520        0        0
HARLAND (JOHN H)               COM              412693103     4383   161440 SH       DEFINED 01             161440        0        0
HARLAND (JOHN H)               COM              412693103        3      127 SH       DEFINED 01 03               0      127        0
HARLAND (JOHN H)               COM              412693103      236     8700 SH       DEFINED 01 05               0     8700        0
HARLAND JOHN H                 COM              412693103       58     2142 SH       DEFINED 01 02               0     2142        0
HARLEY DAVIDSON                COM              412822108      650    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108     9592   206470 SH       DEFINED 01 02               0   206470        0
HARLEY-DAVIDSON                COM              412822108     4228    91051 SH       DEFINED 01              91051        0        0
HARLEY-DAVIDSON                COM              412822108     3420    73638 SH       DEFINED 01 03               0    73638        0
HARLEY-DAVIDSON                COM              412822108      164     3529 SH       DEFINED 01 05               0     3529        0
HARLEYSVILLE GROUP             COM              412824104      222     8475 SH       DEFINED 01               8475        0        0
HARLEYSVILLE GROUP             COM              412824104       44     1690 SH       DEFINED 01 05               0     1690        0
HARMAN INTL INDS               COM              413086109     6488   125384 SH       DEFINED 01             125384        0        0
HARMONY GOLD MINING            COM              413138991      269    17000 SH       DEFINED 01              17000        0        0
HARMONIC                       COM              413160102      327   187033 SH       DEFINED 01             187033        0        0
HARMONY GOLD MINING WTS EXP 06 COM              413216110      379    33000 SH       DEFINED 01              33000        0        0
HARMONY GOLD MINING            COM              413216300    13459   860000 SH       DEFINED 01             860000        0        0
HARMONY GOLD MINING            COM              413216300      366    23400 SH       DEFINED 01 05               0    23400        0
HARRAH'S ENTERTAINMENT         COM              413619107     8053   167025 SH       DEFINED 01             167025        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     1276    26451 SH       DEFINED 01 03               0    26451        0
HARRAH'S ENTERTAINMENT         COM              413619107      261     5397 SH       DEFINED 01 05               0     5397        0
HARRIS                         COM              413875105     1070    31969 SH       DEFINED 01              31969        0        0
REED ELSEVIER                  COM              4148810         24     2009 SH       DEFINED 01 10            2009        0        0
KOBENGAVNS LUFTHAVNE           COM              4155285          1       25 SH       DEFINED 01 10              25        0        0
DANISCO A/S                    COM              4155586          7      200 SH       DEFINED 01 10             200        0        0
HARSCO                         COM              415864107       47     1750 SH       DEFINED 01               1750        0        0
HARTE-HANKS                    COM              416196103       69     3711 SH       DEFINED 01               3711        0        0
THALES (EX THOMPSON CSF)       COM              4162791          5      205 SH       DEFINED 01 10             205        0        0
CAP GEMINI                     COM              4163437          5      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104    21164   516199 SH       DEFINED 01             516199        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     2982    72746 SH       DEFINED 01 03               0    72746        0
HARTFORD FINANCIAL SERVICES GR COM              416515104    10203   248845 SH       DEFINED 01 05               0   248845        0
HARTFORD FINL SVCS             COM              416515104      168     4100 SH       DEFINED 01 02               0     4100        0
HARVARD BIOSCIENCE             COM              416906105      421   139000 SH       DEFINED 01             139000        0        0
HARVARD BIOSCIENCE             COM              416906105        1      350 SH       DEFINED 01 02               0      350        0
HARVARD BIOSCIENCE             COM              416906105       49    16300 SH       DEFINED 01 05               0    16300        0
CARLSBERG                      COM              4169219          5      100 SH       DEFINED 01 10             100        0        0
CIMPOR CIMEN                   COM              4175896          3      148 SH       DEFINED 01 10             148        0        0
CASINO GUICH                   COM              4178419          6       85 SH       DEFINED 01 10              85        0        0
HASBRO                         COM              418056107     1199   107790 SH       DEFINED 01             107790        0        0
HASBRO                         COM              418056107      448    40295 SH       DEFINED 01 03               0    40295        0
HASBRO                         COM              418056107       22     2018 SH       DEFINED 01 05               0     2018        0
CRH                            COM              4182249         19     1695 SH       DEFINED 01 10            1695        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS                          COM              419313101       95    25088 SH       DEFINED 01                  0    25088        0
HAVERTY FURNITURE              COM              419596101      924    73983 SH       DEFINED 01              73983        0        0
HAVERTY FURNITURE              COM              419596101       15     1190 SH       DEFINED 01 05               0     1190        0
HAWAIIAN ELECTRIC INDS         COM              419870100     1022    23696 SH       DEFINED 01              23696        0        0
HAWAIIAN ELECTRIC INDS         COM              419870100       61     1410 SH       DEFINED 01 05               0     1410        0
HAYS PLC                       COM              420400996      133    73878 SH       DEFINED 01              73878        0        0
CLUB MEDITER                   COM              4204370          1       40 SH       DEFINED 01 10              40        0        0
HELLENIC TECHNODOM             COM              4205351          1      190 SH       DEFINED 01 10             190        0        0
HAYES LEMMERZ INTERNATIONAL IN COM              420781106        0       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823          6      300 SH       DEFINED 01 10             300        0        0
HEALTH CARE PROP INV           COM              421915109        7      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH                    COM              421924101       56    13422 SH       DEFINED 01              13422        0        0
HEALTHSOUTH                    COM              421924101      383    92259 SH       DEFINED 01 03               0    92259        0
HEALTHSOUTH                    COM              421924101       19     4628 SH       DEFINED 01 05               0     4628        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102    40604  2008120 SH       DEFINED 01            2008120        0        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     5016   248077 SH       DEFINED 01 03               0   248077        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     2121   104933 SH       DEFINED 01 05               0   104933        0
HEALTH MGMT ASSOC              COM              421933102     2182   107930 SH       DEFINED 01 02               0   107930        0
HEALTHCARE RLTY TR             COM              421946104     1030    33121 SH       DEFINED 01              33121        0        0
HEALTHCARE RLTY TR             COM              421946104      134     4300 SH       DEFINED 01 05               0     4300        0
HEADWATERS                     COM              42210P102     2272   164426 SH       DEFINED 01             164426        0        0
HEADWATERS                     COM              42210P102      287    20774 SH       DEFINED 01 05               0    20774        0
HEADWATERS INC                 COM              42210P102        3      240 SH       DEFINED 01 02               0      240        0
HEALTH CARE REIT INC           COM              42217K106        3      103 SH       DEFINED 01                103        0        0
CMB                            COM              4221948          1       13 SH       DEFINED 01 10              13        0        0
HEALTH NET                     COM              42222G108      364    16974 SH       DEFINED 01              16974        0        0
HEALTH NET                     COM              42222G108       51     2380 SH       DEFINED 01 05               0     2380        0
HEARST-ARGYLE TELEVI           COM              422317107        6      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS              COM              422347104     4387   234079 SH       DEFINED 01             234079        0        0
HEARTLAND EXPRESS              COM              422347104        4      197 SH       DEFINED 01 03               0      197        0
HEARTLAND EXPRESS              COM              422347104      189    10112 SH       DEFINED 01 05               0    10112        0
HEARTLAND EXPRESS IN           COM              422347104       53     2850 SH       DEFINED 01 02               0     2850        0
HEIDRICK & STRUGGLES INTL      COM              422819102     1527   100561 SH       DEFINED 01             100561        0        0
HEIDELBERGCEMENT AG            COM              422820100     1888    51900 SH       DEFINED 01              51900        0        0
HEINEKEN NV                    COM              423011998      540    13768 SH       DEFINED 01              13768        0        0
HERO HONDA MOTORS              COM              423055995     1953   363314 SH       DEFINED 01             363314        0        0
HERO HONDA MOTORS              COM              423055995       93    17241 SH       DEFINED 01 05               0    17241        0
HEINZ (HJ)                     COM              423074103     2230    66795 SH       DEFINED 01              66795        0        0
HEINZ (HJ)                     COM              423074103     2726    81688 SH       DEFINED 01 03               0    81688        0
HEINZ (HJ)                     COM              423074103      137     4105 SH       DEFINED 01 05               0     4105        0
UNICREDITO                     COM              4232445         36    10000 SH       DEFINED 01 10           10000        0        0
HELIX TECHNOLOGY               COM              423319102     1463   151579 SH       DEFINED 01             151579        0        0
HELIX TECHNOLOGY               COM              423319102        1      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102       75     7734 SH       DEFINED 01 05               0     7734        0
HELMERICH & PAYNE              COM              423452101     5056   147692 SH       DEFINED 01             147692        0        0
HELMERICH & PAYNE              COM              423452101      289     8430 SH       DEFINED 01 05               0     8430        0
ALPHA BANK                     COM              4235864          5      430 SH       DEFINED 01 10             430        0        0
D'IETEREN TR                   COM              4247494          2       13 SH       DEFINED 01 10              13        0        0
D S 1912 DK1000                COM              4248754          6        1 SH       DEFINED 01 10               1        0        0
HENKEL KGAA VORZUG PREF SHARES PRF              425303997      206     3250 SH       DEFINED 01               3250        0        0
D/S SVENBORG                   COM              4253048          7        1 SH       DEFINED 01 10               1        0        0
DELHAIZE GROUP                 COM              4262118          4      250 SH       DEFINED 01 10             250        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101      493    39672 SH       DEFINED 01              39672        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101     3236   260300 SH       DEFINED 01 05               0   260300        0
DNB HOLDING ASA                COM              4263304          7     1500 SH       DEFINED 01 10            1500        0        0
HERCULES                       COM              427056106     1064   115465 SH       DEFINED 01             115465        0        0
HERCULES                       COM              427056106      234    25409 SH       DEFINED 01 03               0    25409        0
HERCULES                       COM              427056106       12     1271 SH       DEFINED 01 05               0     1271        0
HERITAGE PROPERTY INVESTMENT   COM              42725M107      280    11200 SH       DEFINED 01              11200        0        0
HERITAGE PROPERTY INVESTMENT   COM              42725M107       56     2230 SH       DEFINED 01 05               0     2230        0
HERLEY INDUST INC              COM              427398102     1341    72200 SH       DEFINED 01              72200        0        0
HERLEY INDUST INC              COM              427398102        1       50 SH       DEFINED 01 02               0       50        0
HERLEY INDUST INC              COM              427398102       37     2000 SH       DEFINED 01 05               0     2000        0
HERSHEY FOODS                  COM              427866108     5093    82095 SH       DEFINED 01              82095        0        0
HERSHEY FOODS                  COM              427866108     1974    31806 SH       DEFINED 01 03               0    31806        0
HERSHEY FOODS                  COM              427866108       99     1602 SH       DEFINED 01 05               0     1602        0
HEWITT ASSOCIATES INC          COM              42822Q100     6685   226300 SH       DEFINED 01             226300        0        0
HEWITT ASSOCIATES INC          COM              42822Q100     7220   244400 SH       DEFINED 01 05               0   244400        0
HEWLETT-PACKARD                COM              428236103   113689  9742017 SH       DEFINED 01            9742017        0        0
HEWLETT-PACKARD                COM              428236103     9688   830146 SH       DEFINED 01 03               0   830146        0
HEWLETT-PACKARD                COM              428236103    43185  3700574 SH       DEFINED 01 05               0  3700574        0
HEWLETT-PACKARD CO             COM              428236103     2195   188072 SH       DEFINED 01                  0   188072        0
HEWLETT-PACKARD CO             COM              428236103      378    32400 SH       DEFINED 01 02               0    32400        0
HIBERNIA CL A                  COM              428656102     1039    51949 SH       DEFINED 01              51949        0        0
ELECTRABEL                     COM              4294791         25      104 SH       DEFINED 01 10             104        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH       DEFINED 01                 86        0        0
ELAN CORP PLC                  COM              4305507          2     1030 SH       DEFINED 01 10            1030        0        0
ELKEM ASA                      COM              4310385          3      135 SH       DEFINED 01 10             135        0        0
HIGHWOOD PROPERTY              COM              431284108      225     9584 SH       DEFINED 01               9584        0        0
HIGHWOOD PROPERTY              COM              431284108       45     1920 SH       DEFINED 01 05               0     1920        0
HILB ROGAL & HAMILTO           COM              431294107        4       90 SH       DEFINED 01 02               0       90        0
HILB, ROGAL & HAMILTON         COM              431294107     5617   136166 SH       DEFINED 01             136166        0        0
HILB, ROGAL & HAMILTON         COM              431294107      223     5400 SH       DEFINED 01 05               0     5400        0
HILLENBRAND INDS               COM              431573104      137     2525 SH       DEFINED 01               2525        0        0
BAYER                          COM              4325419          9      700 SH       DEFINED 01 10             700        0        0
HILTON GROUP                   COM              432835999      962   382407 SH       DEFINED 01             382407        0        0
HILTON HOTELS                  COM              432848109     5596   491729 SH       DEFINED 01             491729        0        0
HILTON HOTELS                  COM              432848109      996    87531 SH       DEFINED 01 03               0    87531        0
HILTON HOTELS                  COM              432848109     8872   779700 SH       DEFINED 01 05               0   779700        0
HINDUSTAN LEVER                COM              433099991     1427   399695 SH       DEFINED 01             399695        0        0
HINDUSTAN LEVER                COM              433099991       68    18966 SH       DEFINED 01 05               0    18966        0
HIT ENTERTAINMENT PLC          COM              433571999      313    90000 SH       DEFINED 01              90000        0        0
HITACHI                        COM              433578101     6122  1222000 SH       DEFINED 01            1222000        0        0
HITACHI                        COM              433578101       60    12000 SH       DEFINED 01 03               0    12000        0
HITACHI                        COM              433578101     3257   650000 SH       DEFINED 01 05               0   650000        0
HISPANIC BROADCASTING          COM              43357B104       82     4371 SH       DEFINED 01               4371        0        0
HITACHI SOFTWARE ENGINEERING   COM              433602992       92     3700 SH       DEFINED 01 03               0     3700        0
HK EXCHANGES & CLEAR (0388)    COM              434150991      374   310000 SH       DEFINED 01             310000        0        0
GEORG FISCHE                   COM              4341783          1       10 SH       DEFINED 01 10              10        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996      552     8160 SH       DEFINED 01               8160        0        0
HOKUTO CORPORATION             COM              434900999      280    13280 SH       DEFINED 01              13280        0        0
FORBO HOLDINGS                 COM              4350035          1        4 SH       DEFINED 01 10               4        0        0
SYNGENTA AG                    COM              4356646         19      347 SH       DEFINED 01 10             347        0        0
HOLLY CORP                     COM              435758305     1053    62000 SH       DEFINED 01              62000        0        0
HOLLY CORP                     COM              435758305        1       60 SH       DEFINED 01 02               0       60        0
HOLLY CORP                     COM              435758305      127     7500 SH       DEFINED 01 05               0     7500        0
FLUGHAFFEN WIEN AG             COM              4359690          1       27 SH       DEFINED 01 10              27        0        0
HOLLYWOOD ENTERTAINM           COM              436141105       71     4842 SH       DEFINED 01 02               0     4842        0
HOLLYWOOD ENTERTAINMENT        COM              436141105     2033   140000 SH       DEFINED 01             140000        0        0
HOLLYWOOD ENTERTAINMENT        COM              436141105        4      286 SH       DEFINED 01 03               0      286        0
HOLLYWOOD ENTERTAINMENT        COM              436141105      227    15600 SH       DEFINED 01 05               0    15600        0
HOLMES PLACE                   COM              436269997      205    70000 SH       DEFINED 01              70000        0        0
HOLOGIC                        COM              436440101      598    60991 SH       DEFINED 01              60991        0        0
HOME DEPOT                     COM              437076102   219771  8420306 SH       DEFINED 01            8420306        0        0
HOME DEPOT                     COM              437076102    14583   558733 SH       DEFINED 01 03               0   558733        0
HOME DEPOT                     COM              437076102    34282  1313465 SH       DEFINED 01 05               0  1313465        0
HOME DEPOT INC                 COM              437076102     7791   298493 SH       DEFINED 01                  0   298493        0
HOME DEPOT INC                 COM              437076102    16038   614643 SH       DEFINED 01 02               0   614643        0
ZELTIA SA                      COM              4370839          2      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES OF NEW YORK    COM              437306103        2       73 SH       DEFINED 01                 73        0        0
HOMESTORE                      COM              437852106        0     1054 SH       DEFINED 01               1054        0        0
HOMESTYLE GROUP PLC            COM              437857998      160    40000 SH       DEFINED 01              40000        0        0
PUBLICIS GROUPE SA             COM              4380429          6      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102      137    21054 SH       DEFINED 01 05               0    21054        0
HON INDS                       COM              438092108       62     2404 SH       DEFINED 01               2404        0        0
HONDA MOTOR                    COM              438120990     6212   153384 SH       DEFINED 01             153384        0        0
HONEYWELL INTERNATIONAL        COM              438516106     1157    53400 SH       DEFINED 11 12               0    53400        0
HONEYWELL INTERNATIONAL        COM              438516106     5560   256700 SH       DEFINED 11 12 13            0   256700        0
HONEYWELL INTL                 COM              438516106    67540  3118181 SH       DEFINED 01            3118181        0        0
HONEYWELL INTL                 COM              438516106     5808   268132 SH       DEFINED 01 03               0   268132        0
HONEYWELL INTL                 COM              438516106    28587  1319859 SH       DEFINED 01 05               0  1319859        0
HONEYWELL INTL INC             COM              438516106      470    21700 SH       DEFINED 01 02               0    21700        0
HONG KONG& CHINA GAS           COM              438556995      142   105619 SH       DEFINED 01             105619        0        0
HSBC HOLDINGS PLC              COM              438560104      499    48502 SH       DEFINED 01              48502        0        0
HOOPER HOLMES                  COM              439104100     2636   425240 SH       DEFINED 01             425240        0        0
HORACE MANN EDUCATORS          COM              440327104       23     1566 SH       DEFINED 01               1566        0        0
HORIZON HEALTH CORP            COM              44041Y104     2485   234400 SH       DEFINED 01             234400        0        0
HORIZON HEALTH CORP            COM              44041Y104      261    24600 SH       DEFINED 01 05               0    24600        0
HORIZON OFFSHORE, INC.         COM              44043J105      421   100000 SH       DEFINED 01             100000        0        0
HORMEL FOODS                   COM              440452100      124     5674 SH       DEFINED 01               5674        0        0
HOSPITALITY PROPERTIES TRUST   COM              44106M102       86     2613 SH       DEFINED 01               2613        0        0
HOST MARRIOTT                  COM              44107P104      193    20812 SH       DEFINED 01              20812        0        0
HOT TOPIC                      COM              441339108     2862   158734 SH       DEFINED 01             158734        0        0
HOTELS.COM CL A                COM              44147T108    25730   508700 SH       DEFINED 01             508700        0        0
HOTELS.COM CL A                COM              44147T108     1067    21100 SH       DEFINED 01 05               0    21100        0
HOUSEHOLD INTL                 COM              441815107    22231   785294 SH       DEFINED 01             785294        0        0
HOUSEHOLD INTL                 COM              441815107     3033   107123 SH       DEFINED 01 03               0   107123        0
HOUSEHOLD INTL                 COM              441815107     4824   170403 SH       DEFINED 01 05               0   170403        0
COCA-COLA HELLENIC BOT.        COM              4420723          4      270 SH       DEFINED 01 10             270        0        0
HOUSTON EXPLORATION            COM              442120101     1340    43025 SH       DEFINED 01              43025        0        0
HOUSTON EXPLORATION            COM              442120101      140     4500 SH       DEFINED 01 05               0     4500        0
IBERDROLA SA                   COM              4424640         34     2660 SH       DEFINED 01 10            2660        0        0
HOVNANIAN ENTERPRISE           COM              442487203        3       80 SH       DEFINED 01 02               0       80        0
HOYA CORP                      COM              443302997      326     5251 SH       DEFINED 01               5251        0        0
HUB INTERNATIONAL LIMITED      COM              44332P101     1089    68900 SH       DEFINED 01              68900        0        0
INSTUMENTAR                    COM              4434166          5      200 SH       DEFINED 01 10             200        0        0
HUBBELL CL B                   COM              443510201       72     2473 SH       DEFINED 01               2473        0        0
HUDSON CITY BANCORP            COM              443683107        8      486 SH       DEFINED 01                486        0        0
IHC CALAND N                   COM              4441155          4       96 SH       DEFINED 01 10              96        0        0
HUDSON UNITED BANCORP          COM              444165104     3768   141652 SH       DEFINED 01             141652        0        0
HUFFY                          COM              444356109      392    50784 SH       DEFINED 01              50784        0        0
HUGHES SUPPLY                  COM              444482103     3586   123032 SH       DEFINED 01             123032        0        0
HUGHES SUPPLY                  COM              444482103       90     3085 SH       DEFINED 01 02               0     3085        0
HUGHES SUPPLY                  COM              444482103        6      200 SH       DEFINED 01 03               0      200        0
HUGHES SUPPLY                  COM              444482103      169     5800 SH       DEFINED 01 05               0     5800        0
HUGO BOSS PFD                  PRF              444600993      205    23900 SH       DEFINED 01              23900        0        0
HUMANA                         COM              444859102    14759  1190202 SH       DEFINED 01            1190202        0        0
HUMANA                         COM              444859102      489    39449 SH       DEFINED 01 03               0    39449        0
HUMANA                         COM              444859102      436    35173 SH       DEFINED 01 05               0    35173        0
HUMAN GENOME SCIENCES          COM              444903108      991    82203 SH       DEFINED 01              82203        0        0
HUMAN GENOME SCIENCES          COM              444903108      101     8400 SH       DEFINED 01 05               0     8400        0
IRISH LIFE &                   COM              4455253          8      684 SH       DEFINED 01 10             684        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107     9839   417804 SH       DEFINED 01             417804        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107        6      236 SH       DEFINED 01 03               0      236        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107     8828   374900 SH       DEFINED 01 05               0   374900        0
J.B. HUNT TRANSPORT            COM              445658107       90     3808 SH       DEFINED 01 02               0     3808        0
HUNTER DOUGLAS NV              COM              445666993      404    15140 SH       DEFINED 01              15140        0        0
SNIA ORDS                      COM              4457594          2     1300 SH       DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          4       34 SH       DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARES          COM              446150104      150     8213 SH       DEFINED 01               8213        0        0
HUNTINGTON BANCSHARES          COM              446150104     1019    55994 SH       DEFINED 01 03               0    55994        0
HUNTINGTON BANCSHARES          COM              446150104       51     2803 SH       DEFINED 01 05               0     2803        0
JERONIMO MAR                   COM              4477235          1      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECHNOLOGY          COM              448407106     1285    79567 SH       DEFINED 01              79567        0        0
HUTTIG BUILDING PRODUCTS       COM              448451104        0       23 SH       DEFINED 01                 23        0        0
HYDRIL COMPANY                 COM              448774109        3      130 SH       DEFINED 01 02               0      130        0
ICN PHARMACEUTICALS            COM              448924100       30     3337 SH       DEFINED 01               3337        0        0
IDT                            COM              448947101        1       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERCOM CORP                  COM              44913M105      375   131000 SH       DEFINED 01             131000        0        0
HYPERCOM CORP                  COM              44913M105       22     7858 SH       DEFINED 01 02               0     7858        0
HYPERCOM CORP                  COM              44913M105        1      491 SH       DEFINED 01 03               0      491        0
HYPERCOM CORP                  COM              44913M105       44    15300 SH       DEFINED 01 05               0    15300        0
HYPERION SOLUTIONS             COM              44914M104     3501   190778 SH       DEFINED 01             190778        0        0
HYPERION SOLUTIONS             COM              44914M104        2      120 SH       DEFINED 01 02               0      120        0
HYPERION SOLUTIONS             COM              44914M104      126     6850 SH       DEFINED 01 05               0     6850        0
HYSEQ                          COM              449163302        0       38 SH       DEFINED 01                 38        0        0
HYUNDAI MOTOR C                COM              449181999     2384   104899 SH       DEFINED 01             104899        0        0
HYUNDAI MOTOR C                COM              449181999       98     4310 SH       DEFINED 01 05               0     4310        0
HYUNDAI MOBIS                  COM              449185990      411    21000 SH       DEFINED 01              21000        0        0
ICOS                           COM              449295104       31     1480 SH       DEFINED 01               1480        0        0
ICU MEDICAL                    COM              44930G107     1589    43505 SH       DEFINED 01              43505        0        0
IDEC PHARM                     COM              449370105     2782    67000 SH       DEFINED 01                  0    67000        0
IDEC PHARM                     COM              449370105    46003  1107937 SH       DEFINED 01 02               0  1107937        0
IDEC PHARMACEUTICALS           COM              449370105    63426  1527601 SH       DEFINED 01            1527601        0        0
IDEC PHARMACEUTICALS           COM              449370105     2894    69700 SH       DEFINED 01 03               0    69700        0
IDEC PHARMACEUTICALS           COM              449370105    27071   652014 SH       DEFINED 01 05               0   652014        0
IDX SYSTEMS                    COM              449491109        1      120 SH       DEFINED 01                120        0        0
IGEN INTL                      COM              449536101        2       77 SH       DEFINED 01                 77        0        0
IHOP                           COM              449623107     1580    65565 SH       DEFINED 01              65565        0        0
IMC GLOBAL                     COM              449669100     1714   142223 SH       DEFINED 01             142223        0        0
IMCO RECYCLING                 COM              449681105      275    45402 SH       DEFINED 01              45402        0        0
IMCO RECYCLING                 COM              449681105        3      521 SH       DEFINED 01 03               0      521        0
IMCO RECYCLING INC             COM              449681105       50     8135 SH       DEFINED 01 02               0     8135        0
KBC                            COM              4497749         10      313 SH       DEFINED 01 10             313        0        0
IMS HEALTH                     COM              449934108     1026    68522 SH       DEFINED 01              68522        0        0
IMS HEALTH                     COM              449934108      989    66036 SH       DEFINED 01 03               0    66036        0
IMS HEALTH                     COM              449934108       49     3306 SH       DEFINED 01 05               0     3306        0
IMS HEALTH INC                 COM              449934108      150    10000 SH       DEFINED 01                  0    10000        0
GN STORE NORD                  COM              4501093          2      800 SH       DEFINED 01 10             800        0        0
LAFARGE                        COM              4502706         30      375 SH       DEFINED 01 10             375        0        0
ISTAR FINANCIAL                COM              45031U101        5      185 SH       DEFINED 01                185        0        0
ITLA CAPITAL CORP              COM              450565106      845    28000 SH       DEFINED 01              28000        0        0
ITLA CAPITAL CORP              COM              450565106       69     2270 SH       DEFINED 01 02               0     2270        0
ITLA CAPITAL CORP              COM              450565106        4      143 SH       DEFINED 01 03               0      143        0
ITLA CAPITAL CORP              COM              450565106      103     3400 SH       DEFINED 01 05               0     3400        0
ITT EDUCATIONAL SERVICES       COM              45068B109     2712   144502 SH       DEFINED 01             144502        0        0
ITXC                           COM              45069F109        0      100 SH       DEFINED 01                100        0        0
IXIA                           COM              45071R109        1      195 SH       DEFINED 01                195        0        0
IBASIS                         COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBERDROLA                      COM              450740105     3392   262000 SH       DEFINED 01             262000        0        0
IBERIABANK CORP                COM              450828108       79     2090 SH       DEFINED 01 02               0     2090        0
IBERIABANK CORP                COM              450828108        5      132 SH       DEFINED 01 03               0      132        0
ITT INDS                       COM              450911102     1442    23121 SH       DEFINED 01              23121        0        0
ITT INDS                       COM              450911102     1330    21344 SH       DEFINED 01 03               0    21344        0
ITT INDS                       COM              450911102       67     1078 SH       DEFINED 01 05               0     1078        0
IAM GOLD                       COM              450913884     1725   450000 SH       DEFINED 01             450000        0        0
IDACORP                        COM              451107106       38     1558 SH       DEFINED 01               1558        0        0
IDEX                           COM              45167R104     2908   101849 SH       DEFINED 01             101849        0        0
IDINE REWARDS NETWORKS INC     COM              45168A100      312    33700 SH       DEFINED 01              33700        0        0
IDEXX LABORATORIES             COM              45168D104     3230   104368 SH       DEFINED 01             104368        0        0
IDEXX LABS INC                 COM              45168D104      557    18000 SH       DEFINED 01                  0    18000        0
IGATE CORPORATION              COM              45169U105        0      162 SH       DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101       57     7319 SH       DEFINED 01 02               0     7319        0
IKON OFFICE SOLUTIONS          COM              451713101     1035   131400 SH       DEFINED 01             131400        0        0
IKON OFFICE SOLUTIONS          COM              451713101        3      428 SH       DEFINED 01 03               0      428        0
IKON OFFICE SOLUTIONS          COM              451713101      133    16900 SH       DEFINED 01 05               0    16900        0
KERRY GROUP                    COM              4519579          5      406 SH       DEFINED 01 10             406        0        0
ILLINOIS TOOL WORKERS          COM              452308109     9543   163600 SH       DEFINED 11 12 13            0   163600        0
ILLINOIS TOOL WORKS            COM              452308109     7850   134579 SH       DEFINED 01                  0   134579        0
ILLINOIS TOOL WORKS            COM              452308109   234352  4017702 SH       DEFINED 01            4017702        0        0
ILLINOIS TOOL WORKS            COM              452308109    17022   291896 SH       DEFINED 01 02               0   291896        0
ILLINOIS TOOL WORKS            COM              452308109     6685   114596 SH       DEFINED 01 03               0   114596        0
ILLINOIS TOOL WORKS            COM              452308109    39465   676583 SH       DEFINED 01 05               0   676583        0
ILLINOIS TOOL WORKS            COM              452308109     1896    32500 SH       DEFINED 11 12               0    32500        0
ILLUMINA INC                   COM              452327109        0      128 SH       DEFINED 01                128        0        0
IMATION                        COM              45245A107      836    29518 SH       DEFINED 01              29518        0        0
IMATION                        COM              45245A107        4      128 SH       DEFINED 01 03               0      128        0
IMATION                        COM              45245A107      108     3800 SH       DEFINED 01 05               0     3800        0
IMATION CORP                   COM              45245A107       55     1973 SH       DEFINED 01 02               0     1973        0
IMCLONE SYSTEMS                COM              45245W109       15     2024 SH       DEFINED 01               2024        0        0
IMANAGE                        COM              45245Y105      902   440000 SH       DEFINED 01             440000        0        0
IMAGISTICS INTL                COM              45247T104     1020    58757 SH       DEFINED 01              58757        0        0
WARTSILA OY                    COM              4525189          1      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        0       85 SH       DEFINED 01                 85        0        0
IMMUCOR INC                    COM              452526106      622    38300 SH       DEFINED 01              38300        0        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102      914    82000 SH       DEFINED 01              82000        0        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102      113    10100 SH       DEFINED 01 05               0    10100        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     2948    55468 SH       DEFINED 01              55468        0        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991       92     1734 SH       DEFINED 01 05               0     1734        0
IMPATH                         COM              45255G101      661    51213 SH       DEFINED 01              51213        0        0
IMPERIAL CHEMICAL INDS ADR     COM              452704505     5484   417700 SH       DEFINED 01             417700        0        0
IMPERIAL CHEMICAL INDS ADR     COM              452704505      679    51750 SH       DEFINED 01 05               0    51750        0
INAMED                         COM              453235103     1508    65547 SH       DEFINED 01              65547        0        0
SYNTHES-STRA                   COM              4532673          7       14 SH       DEFINED 01 10              14        0        0
INCYTE GENOMICS                COM              45337C102      633   136324 SH       DEFINED 01             136324        0        0
INCYTE GENOMICS INC            COM              45337C102        1      150 SH       DEFINED 01 02               0      150        0
INDEPENDENCE COMMUNITY BANK    COM              453414104       58     2362 SH       DEFINED 01               2362        0        0
INDEPENDENT BANK               COM              453838104     1372    41463 SH       DEFINED 01              41463        0        0
INDEPENDENT BANK               COM              453838104        4      106 SH       DEFINED 01 03               0      106        0
INDEPENDENT BANK               COM              453838104      172     5182 SH       DEFINED 01 05               0     5182        0
INDEPENDENT BK CO MI           COM              453838104       53     1609 SH       DEFINED 01 02               0     1609        0
LAGARDERE SC                   COM              4547213         16      406 SH       DEFINED 01 10             406        0        0
MAYR-MELWKOF KARTON            COM              4563640          1       21 SH       DEFINED 01 10              21        0        0
SMEDVIG ASA-A SHARES           COM              4564665          1      270 SH       DEFINED 01 10             270        0        0
INDYMAC BANCORP                COM              456607100       45     2338 SH       DEFINED 01               2338        0        0
INET TECH                      COM              45662V105        1      169 SH       DEFINED 01                169        0        0
INFOCUS                        COM              45665B106       11     1508 SH       DEFINED 01               1508        0        0
INFORMATICA CORP               COM              45666Q102      373   120218 SH       DEFINED 01             120218        0        0
INFONET SERVICES               COM              45666T106        2      722 SH       DEFINED 01                722        0        0
INFORMATION HOLDINGS           COM              456727106     1481    68395 SH       DEFINED 01              68395        0        0
INFOSYS TECHNOLOGIES ORD       COM              456788991     2286    32500 SH       DEFINED 01              32500        0        0
INFOSYS TECHNOLOGIES ORD       COM              456788991      105     1500 SH       DEFINED 01 05               0     1500        0
Infospace (2)                  COM              45678T102    63636    27745 SH       DEFINED 1                   0    27745        0
INFOSPACE INC                  COM              45678T201        1      216 SH       DEFINED 01                216        0        0
INFORMATION RESOURCE           COM              456905108       19     5175 SH       DEFINED 01 02               0     5175        0
INFORMATION RESOURCES          COM              456905108      908   244789 SH       DEFINED 01             244789        0        0
INFORMATION RESOURCES          COM              456905108        1      330 SH       DEFINED 01 03               0      330        0
INFORMATION RESOURCES          COM              456905108       65    17500 SH       DEFINED 01 05               0    17500        0
INGRAM MICRO CL A              COM              457153104     1156    86900 SH       DEFINED 01              86900        0        0
NH HOTELS                      COM              4571784          3      325 SH       DEFINED 01 10             325        0        0
INHALE THERAPEUTIC             COM              457191104        2      459 SH       DEFINED 01                459        0        0
INKTOMI CORP                   COM              457277101        0      538 SH       DEFINED 01                538        0        0
MEDIOBANCA S                   COM              4574813         12     1750 SH       DEFINED 01 10            1750        0        0
INPUT/OUTPUT                   COM              457652105      767   160141 SH       DEFINED 01             160141        0        0
INSIGHT ENTERPRISES            COM              45765U103     1469   144798 SH       DEFINED 01             144798        0        0
INSITUFORM TECHNOLOGIES CL A   COM              457667103     1193    83184 SH       DEFINED 01              83184        0        0
INSIGHT COMMUNICATIONS         COM              45768V108        2      254 SH       DEFINED 01                254        0        0
INSTINET GROUP                 COM              457750107     4890  1577400 SH       DEFINED 01            1577400        0        0
INSTINET GROUP                 COM              457750107      511   164700 SH       DEFINED 01 05               0   164700        0
INSTRUMENTARIUM OYJ            COM              457783991      215     8800 SH       DEFINED 01               8800        0        0
INSURANCE AUTO AUCTIONS        COM              457875102      580    38392 SH       DEFINED 01              38392        0        0
PROSIEBEN SAT.1 -- (DEM)       COM              4579131          2      357 SH       DEFINED 01 10             357        0        0
INTEGRA LIFESCIENCES           COM              457985208        2      140 SH       DEFINED 01 02               0      140        0
INTEGRA LIFESCIENCES HOLDINGS  COM              457985208      703    44266 SH       DEFINED 01              44266        0        0
INTEGRA LIFESCIENCES HOLDINGS  COM              457985208       99     6234 SH       DEFINED 01 05               0     6234        0
METRO AG                       COM              4580241          9      500 SH       DEFINED 01 10             500        0        0
INSUR SERV OFFICE IN           COM              45806@109      282    11767 SH       DEFINED 01                  0    11767        0
INSWEB CORPORATION             COM              45809K202        0       17 SH       DEFINED 01                 17        0        0
INTEGRATED DEVICE TECHNOLOGY   COM              458118106       68     6555 SH       DEFINED 01               6555        0        0
INTEGRATED ELECTRICA           COM              45811E103       43    11287 SH       DEFINED 01 02               0    11287        0
INTEGRATED ELECTRICAL SERVICES COM              45811E103      704   188341 SH       DEFINED 01             188341        0        0
INTEGRATED ELECTRICAL SERVICES COM              45811E103        3      808 SH       DEFINED 01 03               0      808        0
INTEGRATED ELECTRICAL SERVICES COM              45811E103       92    24600 SH       DEFINED 01 05               0    24600        0
INTEGRATED CIRCUIT SYSTEMS     COM              45811K208     2221   141436 SH       DEFINED 01             141436        0        0
INTEGRATED CIRCUIT SYSTEMS     COM              45811K208     6605   420700 SH       DEFINED 01 05               0   420700        0
INTERGRATED CIRCUT             COM              45811K208        1       80 SH       DEFINED 01 02               0       80        0
INTEGRATED PROC CVT            CONV BND         45812KAD0      258   280000 PRN      DEFINED 01 02               0        0   280000
INTEL                          COM              458140100     8061   580368 SH       DEFINED 01                  0   580368        0
INTEL                          COM              458140100   249252 17944666 SH       DEFINED 01           17944666        0        0
INTEL                          COM              458140100    18992  1367161 SH       DEFINED 01 02               0  1367161        0
INTEL                          COM              458140100    21884  1575609 SH       DEFINED 01 03               0  1575609        0
INTEL                          COM              458140100    54655  3934741 SH       DEFINED 01 05               0  3934741        0
INTEL CORP                     COM              458140100     1356    97600 SH       DEFINED 11 12               0    97600        0
INTEL CORP                     COM              458140100     8070   581000 SH       DEFINED 11 12 13            0   581000        0
INTEGRA BANK CORPORATION       COM              45814P105        1       78 SH       DEFINED 01                 78        0        0
VALORA HOLDI                   COM              4581619          2       10 SH       DEFINED 01 10              10        0        0
INTER-TEL                      COM              458372109     2204   108322 SH       DEFINED 01             108322        0        0
INTER-TEL                      COM              458372109       30     1457 SH       DEFINED 01 02               0     1457        0
INTER-TEL                      COM              458372109        2       87 SH       DEFINED 01 03               0       87        0
INTER-TEL                      COM              458372109       88     4300 SH       DEFINED 01 05               0     4300        0
INTERFACE                      COM              458665106      636   160540 SH       DEFINED 01             160540        0        0
INTERDIGITAL COMM CO           COM              45866A105        2      228 SH       DEFINED 01                228        0        0
INTERGRAPH                     COM              458683109     1862   109000 SH       DEFINED 01             109000        0        0
INTERGRAPH                     COM              458683109      123     7200 SH       DEFINED 01 05               0     7200        0
INTERGRAPH CORP                COM              458683109        3      190 SH       DEFINED 01 02               0      190        0
INTERLAND INC                  COM              458727104     1077   525505 SH       DEFINED 01             525505        0        0
INTERLIANT                     COM              458742103        0      133 SH       DEFINED 01                133        0        0
INTERMAGNETICS GENERAL         COM              458771102      893    52310 SH       DEFINED 01              52310        0        0
INTERMEDIA COMMUNICATIONS PIK  PRF              458801404        0        1 SH       DEFINED 01                  1        0        0
INTERMEDIA COMMUNICATIONS PIK  PRF              458801404        0        2 SH       DEFINED 01 05               0        2        0
INTERMET                       COM              45881K104      384    79863 SH       DEFINED 01              79863        0        0
MICHELIN(CGD                   COM              4588364          8      300 SH       DEFINED 01 10             300        0        0
INTERMUNE INC                  COM              45884X103      920    28033 SH       DEFINED 01              28033        0        0
INTERMUNE INC                  COM              45884X103        1       40 SH       DEFINED 01 02               0       40        0
INTERNAP NETWORKS              COM              45885A102        0      639 SH       DEFINED 01                639        0        0
DANSKE BANK                    COM              4588825         28     1860 SH       DEFINED 01 10            1860        0        0
International Aluminum Corp    COM              458884103        1        0 SH       DEFINED 1                   0        0        0
INTERNATIONAL BNCSHR           COM              459044103        4       96 SH       DEFINED 01                 96        0        0
INTL BUSINESS MACH             COM              459200101     1460    25000 SH       DEFINED 01                  0    25000        0
INTL BUSINESS MACH             COM              459200101      635    10883 SH       DEFINED 01 02               0    10883        0
INTL BUSINESS MACHINES         COM              459200101   182947  3133166 SH       DEFINED 01            3133166        0        0
INTL BUSINESS MACHINES         COM              459200101    23129   396118 SH       DEFINED 01 03               0   396118        0
INTL BUSINESS MACHINES         COM              459200101    29188   499882 SH       DEFINED 01 05               0   499882        0
IMTECH NV                      COM              459370995      286    20650 SH       DEFINED 01              20650        0        0
INTL FLAVORS/FRAGRANCES        COM              459506101     2349    73721 SH       DEFINED 01              73721        0        0
INTL FLAVORS/FRAGRANCES        COM              459506101      702    22051 SH       DEFINED 01 03               0    22051        0
INTL FLAVORS/FRAGRANCES        COM              459506101     3379   106108 SH       DEFINED 01 05               0   106108        0
DOUGLAS HLDG                   COM              4596680          2      110 SH       DEFINED 01 10             110        0        0
CONTINENTAL                    COM              4598589          4      300 SH       DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102    69344  1002949 SH       DEFINED 01            1002949        0        0
INTL GAME TECHNOLOGY           COM              459902102      256     3700 SH       DEFINED 01 02               0     3700        0
INTL GAME TECHNOLOGY           COM              459902102     1394    20163 SH       DEFINED 01 03               0    20163        0
INTL GAME TECHNOLOGY           COM              459902102    12785   184910 SH       DEFINED 01 05               0   184910        0
INTL MULTIFOODS                COM              460043102     1173    59853 SH       DEFINED 01              59853        0        0
ING GROEP                      COM              460122997     5102   368490 SH       DEFINED 01             368490        0        0
ING GROEP                      COM              460122997     6508   470068 SH       DEFINED 01 05               0   470068        0
INTERNATIONAL PAPER            COM              460146103     8019   240145 SH       DEFINED 01                  0   240145        0
INTERNATIONAL PAPER            COM              460146103    34222  1024619 SH       DEFINED 01 02               0  1024619        0
INTL PAPER                     COM              460146103   179684  5381378 SH       DEFINED 01            5381378        0        0
INTL PAPER                     COM              460146103     7711   230932 SH       DEFINED 01 03               0   230932        0
INTL PAPER                     COM              460146103    28293   847328 SH       DEFINED 01 05               0   847328        0
INTERNATIONAL PAPER            CONV BND         460146BM4      390   770000 PRN      DEFINED 01 02               0        0   770000
INTL RECTIFIER                 COM              460254105       40     2551 SH       DEFINED 01               2551        0        0
INTL RECTIFIER CVT             CONV BND         460254AE5      321   410000 PRN      DEFINED 01 02               0        0   410000
INTL SPEEDWAY CL A             COM              460335201       84     2122 SH       DEFINED 01               2122        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              46059S200    44426       60 SH       DEFINED 1                   0       60        0
INTERNET SECURITY SYSTEMS      COM              46060X107      263    21352 SH       DEFINED 01              21352        0        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100      493    31109 SH       DEFINED 01              31109        0        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100     1416    89319 SH       DEFINED 01 03               0    89319        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100       71     4485 SH       DEFINED 01 05               0     4485        0
INTERSIL                       COM              46069S109      361    27833 SH       DEFINED 01              27833        0        0
INTERSTATE BAKERIES            COM              46072H108     1877    70641 SH       DEFINED 01              70641        0        0
INTERSTATE BAKERIES            COM              46072H108       71     2686 SH       DEFINED 01 02               0     2686        0
INTERSTATE BAKERIES            COM              46072H108        6      214 SH       DEFINED 01 03               0      214        0
INTERSTATE BAKERIES            COM              46072H108      258     9720 SH       DEFINED 01 05               0     9720        0
INTRAWEST                      COM              460915200     1263    89330 SH       DEFINED 01              89330        0        0
INTERTAN INC                   COM              461120107     5576   798900 SH       DEFINED 01             798900        0        0
INTERTAN INC                   COM              461120107      571    81800 SH       DEFINED 01 05               0    81800        0
INTERTRUST TECH                COM              46113Q109        1      360 SH       DEFINED 01                360        0        0
INTERVOICE INC                 COM              461142101        0      131 SH       DEFINED 01                131        0        0
INTERWOVEN                     COM              46114T102        1      665 SH       DEFINED 01                665        0        0
INTRADO INC                    COM              46117A100      561    58100 SH       DEFINED 01              58100        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTRAWEST CORP                 COM              461190993       82     5800 SH       DEFINED 01               5800        0        0
INTRUM JUSTITIA AB             COM              461201998      133    30700 SH       DEFINED 01              30700        0        0
INTUIT                         COM              461202103     2185    48000 SH       DEFINED 01                  0    48000        0
INTUIT                         COM              461202103   101721  2234177 SH       DEFINED 01            2234177        0        0
INTUIT                         COM              461202103    85323  1874045 SH       DEFINED 01 02               0  1874045        0
INTUIT                         COM              461202103     7069   155257 SH       DEFINED 01 03               0   155257        0
INTUIT                         COM              461202103    30820   676940 SH       DEFINED 01 05               0   676940        0
INVACARE                       COM              461203101     3323    97030 SH       DEFINED 01              97030        0        0
INVERESK RESEARCH GROUP        COM              461238107     1323    70000 SH       DEFINED 01 05               0    70000        0
UNAXIS HOLDING                 COM              4612757          2       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105     1133    38732 SH       DEFINED 01              38732        0        0
DEUTSCHE POST AG               COM              4617859         11     1306 SH       DEFINED 01 10            1306        0        0
INVITROGEN                     COM              46185R100    13864   406926 SH       DEFINED 01             406926        0        0
INVITROGEN                     COM              46185R100     1366    40100 SH       DEFINED 01 03               0    40100        0
INVITROGEN                     COM              46185R100      734    21535 SH       DEFINED 01 05               0    21535        0
INVITROGEN CORP                COM              46185R100      744    21842 SH       DEFINED 01 02               0    21842        0
INVESTORS FINANCIAL SERVICES   COM              461915100    22741   840095 SH       DEFINED 01             840095        0        0
INVESTORS FINANCIAL SERVICES   COM              461915100     2756   101800 SH       DEFINED 01 03               0   101800        0
INVESTORS FINANCIAL SERVICES   COM              461915100     1106    40845 SH       DEFINED 01 05               0    40845        0
INVESTORS FINL SERV            COM              461915100    21760   803800 SH       DEFINED 01 02               0   803800        0
IOMEGA CORP                    COM              462030305        2      203 SH       DEFINED 01                203        0        0
IONICS                         COM              462218108     1312    55094 SH       DEFINED 01              55094        0        0
NATL BANK OF GREECE            COM              4625959          8      530 SH       DEFINED 01 10             530        0        0
IRISH LIFE & PERMANENT PLC     COM              462600990       85     7500 SH       DEFINED 01               7500        0        0
IRISH LIFE & PERMANENT         COM              462603994      313    27500 SH       DEFINED 01              27500        0        0
IPSOS                          COM              462650995      150     3000 SH       DEFINED 01               3000        0        0
IRON MOUNTAIN                  COM              462846106        4      158 SH       DEFINED 01                158        0        0
IRON MOUNTAIN INC              COM              462846106      412    16500 SH       DEFINED 01                  0    16500        0
TELEKOM AUSTRIA AG             COM              4635088          3      366 SH       DEFINED 01 10             366        0        0
IRWIN FINANCIAL                COM              464119106     1471    86484 SH       DEFINED 01              86484        0        0
IRWIN FINANCIAL                COM              464119106        3      197 SH       DEFINED 01 03               0      197        0
IRWIN FINANCIAL                COM              464119106      197    11564 SH       DEFINED 01 05               0    11564        0
IRWIN FINANCIAL CORP           COM              464119106       51     2970 SH       DEFINED 01 02               0     2970        0
ISHARES MSCI JAPAN I EWJ       COM              464286848      293    40000 SH       DEFINED 01              40000        0        0
MSCI EAFE I-SHARES             COM              464287465    16707   176088 SH       DEFINED 01             176088        0        0
GS SEMICON INDEX FD            COM              464287523        1       39 SH       DEFINED 01 02               0       39        0
ISHARES TRUST DJ US            COM              464287580        8      173 SH       DEFINED 01 02               0      173        0
ISHARES TRUST-S&P400           COM              464287606       16      179 SH       DEFINED 01 02               0      179        0
ISHARES S&P SMALLCAP 600 INDEX COM              464287804      744     8000 SH       DEFINED 01               8000        0        0
ISHARES TRUST-S&P              COM              464287861       16      363 SH       DEFINED 01 02               0      363        0
ISIS PHAMACEUTICALS            COM              464330109        3      266 SH       DEFINED 01                266        0        0
NORSK HYDRO                    COM              4645805         20      537 SH       DEFINED 01 10             537        0        0
OMV AG                         COM              4651459          4       45 SH       DEFINED 01 10              45        0        0
ITALGAS                        COM              465285997      170    17015 SH       DEFINED 01              17015        0        0
ITO-YOKADO                     COM              465714103     6988   177991 SH       DEFINED 01             177991        0        0
ITO-YOKADO                     COM              465714103       79     2000 SH       DEFINED 01 03               0     2000        0
ITO-YOKADO                     COM              465714103     7892   201000 SH       DEFINED 01 05               0   201000        0
ITRON                          COM              465741106     2055   111725 SH       DEFINED 01             111725        0        0
ITRON                          COM              465741106      106     5750 SH       DEFINED 01 05               0     5750        0
ITRON INC                      COM              465741106        2      100 SH       DEFINED 01 02               0      100        0
I2 TECHNOLOGIES                COM              465754109        7    12427 SH       DEFINED 01              12427        0        0
IVAX                           COM              465823102     1288   105000 SH       DEFINED 01                  0   105000        0
IVAX                           COM              465823102     1238   100877 SH       DEFINED 01             100877        0        0
NOVOZYMES                      COM              4658535          3      175 SH       DEFINED 01 10             175        0        0
JAAKKO POYRY GROUP             COM              465910990      166    12900 SH       DEFINED 01              12900        0        0
JDN REALTY                     COM              465917102    12081  1000116 SH       DEFINED 01            1000116        0        0
JDN REALTY                     COM              465917102     1621   134144 SH       DEFINED 01 05               0   134144        0
IXYS CORP                      COM              46600W106        1      170 SH       DEFINED 01 02               0      170        0
J & J SNACK FOODS              COM              466032109     1579    42831 SH       DEFINED 01              42831        0        0
J & J SNACK FOODS              COM              466032109        2       42 SH       DEFINED 01 03               0       42        0
J & J SNACK FOODS              COM              466032109       70     1900 SH       DEFINED 01 05               0     1900        0
J & J SNACK FOODS CO           COM              466032109       27      752 SH       DEFINED 01 02               0      752        0
JDS UNIPHASE                   COM              46612J101      966   495772 SH       DEFINED 01             495772        0        0
JDS UNIPHASE                   COM              46612J101      621   318820 SH       DEFINED 01 03               0   318820        0
JDS UNIPHASE                   COM              46612J101       60    30696 SH       DEFINED 01 05               0    30696        0
JDS UNIPHASE CORP              COM              46612J101       94    48000 SH       DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101        2     1310 SH       DEFINED 01 02               0     1310        0
JDA SOFTWARE GROUP             COM              46612K108     2732   390980 SH       DEFINED 01             390980        0        0
JDA SOFTWARE GROUP             COM              46612K108        2      283 SH       DEFINED 01 03               0      283        0
JDA SOFTWARE GROUP             COM              46612K108      212    30400 SH       DEFINED 01 05               0    30400        0
JDA SOFTWARE GROUP I           COM              46612K108       33     4672 SH       DEFINED 01 02               0     4672        0
OEST                           COM              4661607          1       15 SH       DEFINED 01 10              15        0        0
J. JILL GROUP                  COM              466189107     3197   183595 SH       DEFINED 01             183595        0        0
J. JILL GROUP                  COM              466189107      110     6300 SH       DEFINED 01 05               0     6300        0
J. JILL GROUP INC              COM              466189107        2      110 SH       DEFINED 01 02               0      110        0
JLG INDS                       COM              466210101     1079   134026 SH       DEFINED 01             134026        0        0
JNI CORP                       COM              46622G105        0      168 SH       DEFINED 01                168        0        0
J P MORGAN CHASE               COM              46625H100      180     9500 SH       DEFINED 01 02               0     9500        0
J.P. MORGAN CHASE              COM              46625H100    41011  2159597 SH       DEFINED 01            2159597        0        0
J.P. MORGAN CHASE              COM              46625H100     9466   498435 SH       DEFINED 01 03               0   498435        0
J.P. MORGAN CHASE              COM              46625H100    20519  1080487 SH       DEFINED 01 05               0  1080487        0
JABIL CIRCUIT                  COM              466313103     3945   266880 SH       DEFINED 01             266880        0        0
JABIL CIRCUIT                  COM              466313103      694    46954 SH       DEFINED 01 03               0    46954        0
JABIL CIRCUIT                  COM              466313103      140     9503 SH       DEFINED 01 05               0     9503        0
JABIL CIRCUT                   COM              466313103      384    26000 SH       DEFINED 01                  0    26000        0
JACK IN THE BOX                COM              466367109     2796   122626 SH       DEFINED 01             122626        0        0
JACK IN THE BOX                COM              466367109        3      137 SH       DEFINED 01 03               0      137        0
JACK IN THE BOX INC            COM              466367109       49     2111 SH       DEFINED 01 02               0     2111        0
OUTOKUMPU OY                   COM              4665148          5      500 SH       DEFINED 01 10             500        0        0
PERNOD-RICAR                   COM              4682329         11      125 SH       DEFINED 01 10             125        0        0
PIRELLI SPA                    COM              4689900          4     5000 SH       DEFINED 01 10            5000        0        0
JACOBS ENGINEERING GROUP       COM              469814107      354    11498 SH       DEFINED 01              11498        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC                  COM              47012E106     6684   601101 SH       DEFINED 01             601101        0        0
JAKKS PACIFIC                  COM              47012E106        2      197 SH       DEFINED 01 03               0      197        0
JAKKS PACIFIC                  COM              47012E106      553    49760 SH       DEFINED 01 05               0    49760        0
JAKKS PACIFIC INC              COM              47012E106       35     3090 SH       DEFINED 01 02               0     3090        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
RENAULT                        COM              4712798         20      470 SH       DEFINED 01 10             470        0        0
KUOMI REISEN NAMEN B           COM              4714750          3       16 SH       DEFINED 01 10              16        0        0
RAS                            COM              4718246         14     1150 SH       DEFINED 01 10            1150        0        0
JCG HOLDINGS LTD               COM              472168996      173   390000 SH       DEFINED 01             390000        0        0
JEFFERIES GROUP                COM              472319102     4673   122459 SH       DEFINED 01             122459        0        0
JEFFERIES GROUP                COM              472319102        2       49 SH       DEFINED 01 03               0       49        0
JEFFERIES GROUP                COM              472319102      172     4500 SH       DEFINED 01 05               0     4500        0
JEFFERIES GROUP -NEW           COM              472319102       32      795 SH       DEFINED 01 02               0      795        0
RAUTARUUKKI OYJ                COM              4727662          2      500 SH       DEFINED 01 10             500        0        0
TOMRA SYSTEM                   COM              4730875          2      400 SH       DEFINED 01 10             400        0        0
TELENOR AS                     COM              4732495          4     1186 SH       DEFINED 01 10            1186        0        0
AVENTIS                        COM              4736817        108     2063 SH       DEFINED 01 10            2063        0        0
RINASCENTE(L                   COM              4740034          3     1000 SH       DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844          2      100 SH       DEFINED 01 10             100        0        0
JEFFERSON-PILOT                COM              475070108    43567  1086466 SH       DEFINED 01            1086466        0        0
JEFFERSON-PILOT                COM              475070108     1379    34399 SH       DEFINED 01 03               0    34399        0
JEFFERSON-PILOT                COM              475070108     2618    65282 SH       DEFINED 01 05               0    65282        0
INTERBREW +                    COM              4755317         12      527 SH       DEFINED 01 10             527        0        0
JENOPTIK AG                    COM              476199997      257    27400 SH       DEFINED 01              27400        0        0
SKF AB                         COM              4767066          2      100 SH       DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          2      100 SH       DEFINED 01 10             100        0        0
RWE AG                         COM              4768962         35     1201 SH       DEFINED 01 10            1201        0        0
RWE AG                         COM              4769147          5      200 SH       DEFINED 01 10             200        0        0
JETBLUE AIRWAYS CORP           COM              477143101        5      135 SH       DEFINED 01                135        0        0
JIANGSU EXP CO LTD H           COM              477311997      162   600000 SH       DEFINED 01             600000        0        0
JO-ANN STORES CL A             COM              47758P109     3021   107751 SH       DEFINED 01             107751        0        0
JO-ANN STORES CL A             COM              47758P109       66     2342 SH       DEFINED 01 02               0     2342        0
JO-ANN STORES CL A             COM              47758P109        4      150 SH       DEFINED 01 03               0      150        0
JO-ANN STORES CL A             COM              47758P109      174     6200 SH       DEFINED 01 05               0     6200        0
JOHN NUVEEN                    COM              478035108        6      242 SH       DEFINED 01                242        0        0
JOHNSON & JOHNSON              COM              478160104    11703   216396 SH       DEFINED 01                  0   216396        0
JOHNSON & JOHNSON              COM              478160104   549618 10163050 SH       DEFINED 01           10163050        0        0
JOHNSON & JOHNSON              COM              478160104    54081   999984 SH       DEFINED 01 02               0   999984        0
JOHNSON & JOHNSON              COM              478160104    37752   698072 SH       DEFINED 01 03               0   698072        0
JOHNSON & JOHNSON              COM              478160104    83413  1542407 SH       DEFINED 01 05               0  1542407        0
JOHNSON CONTROLS               COM              478366107     9461   123134 SH       DEFINED 01             123134        0        0
JOHNSON CONTROLS               COM              478366107     9396   122271 SH       DEFINED 01 02               0   122271        0
JOHNSON CONTROLS               COM              478366107     1777    23135 SH       DEFINED 01 03               0    23135        0
JOHNSON CONTROLS               COM              478366107      264     3443 SH       DEFINED 01 05               0     3443        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
JOHNSON MATTHEY                COM              479100992      167    12689 SH       DEFINED 01              12689        0        0
LUXOTTICA GROUP SPA            COM              4800659          5      400 SH       DEFINED 01 10             400        0        0
JONES APPAREL GROUP            COM              480074103    12161   396144 SH       DEFINED 01             396144        0        0
JONES APPAREL GROUP            COM              480074103      960    31269 SH       DEFINED 01 03               0    31269        0
JONES APPAREL GROUP            COM              480074103      359    11701 SH       DEFINED 01 05               0    11701        0
JONES LANG LASALLE             COM              48020Q107     1637    79600 SH       DEFINED 01              79600        0        0
JONES LANG LASALLE             COM              48020Q107      144     7000 SH       DEFINED 01 05               0     7000        0
JOURNAL REGISTER               COM              481138105     2898   153747 SH       DEFINED 01             153747        0        0
JOURNAL REGISTER               COM              481138105        5      248 SH       DEFINED 01 03               0      248        0
JOURNAL REGISTER               COM              481138105      241    12800 SH       DEFINED 01 05               0    12800        0
JOURNAL REGISTER CO            COM              481138105       72     3837 SH       DEFINED 01 02               0     3837        0
JOY GLOBAL INC                 COM              481165108       76     9100 SH       DEFINED 01               9100        0        0
JOY GLOBAL INC                 COM              481165108       17     2050 SH       DEFINED 01 05               0     2050        0
SIRTI SPA                      COM              4811899          1      500 SH       DEFINED 01 10             500        0        0
KUALA LUMPUR KEPONG BHD        COM              481230993     1976  1241000 SH       DEFINED 01            1241000        0        0
KUALA LUMPUR KEPONG BHD        COM              481230993       81    51000 SH       DEFINED 01 05               0    51000        0
SKAND ENSKIL                   COM              4813345         15     1720 SH       DEFINED 01 10            1720        0        0
JULIUS BAER HOLDING LTD        COM              481600997      401     2075 SH       DEFINED 01               2075        0        0
VINCI                          COM              4818083         15      254 SH       DEFINED 01 10             254        0        0
SGL CARBON AG                  COM              4818351          1      100 SH       DEFINED 01 10             100        0        0
JUNIPER NETWORKS               COM              48203R104       32     6653 SH       DEFINED 01               6653        0        0
JUNIPER NETWORKS               CONV BND         48203RAA2     1020  1500000 PRN      DEFINED 01 02               0        0  1500000
JUPITER MEDIA METRIX           COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
JUPITERMEDIA CORP              COM              48207D101        0       79 SH       DEFINED 01                 79        0        0
SOLVAY SA                      COM              4821100          9      148 SH       DEFINED 01 10             148        0        0
K&S AG NPV                     COM              482255999      267    15000 SH       DEFINED 01              15000        0        0
KBC BANKVERZEKE                COM              482300993     1929    61300 SH       DEFINED 01              61300        0        0
SGS SOCIETE GENERALE           COM              4824778          4       15 SH       DEFINED 01 10              15        0        0
KLA-TENCOR                     COM              482480100    26340   942709 SH       DEFINED 01             942709        0        0
KLA-TENCOR                     COM              482480100     1248    44669 SH       DEFINED 01 03               0    44669        0
KLA-TENCOR                     COM              482480100     7770   278080 SH       DEFINED 01 05               0   278080        0
K-MART                         COM              482584109        1     1060 SH       DEFINED 01               1060        0        0
KPMG CONSULTING                COM              48265R109        2      335 SH       DEFINED 01                335        0        0
K-SWISS                        COM              482686102        3      150 SH       DEFINED 01 02               0      150        0
K-SWISS CL A                   COM              482686102     1235    57782 SH       DEFINED 01              57782        0        0
KT CORP                        COM              48268K101     5557   250536 SH       DEFINED 01             250536        0        0
KT CORP                        COM              48268K101     5534   249521 SH       DEFINED 01 05               0   249521        0
K2                             COM              482732104      444    56264 SH       DEFINED 01              56264        0        0
KADANT                         COM              48282T104      144    10675 SH       DEFINED 01              10675        0        0
KADANT                         COM              48282T104       29     2150 SH       DEFINED 01 05               0     2150        0
KABA HOLDING AG-REG B          COM              482999992      565     2870 SH       DEFINED 01               2870        0        0
KAISER ALUMINUM                COM              483007100        0      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         28      623 SH       DEFINED 01 10             623        0        0
VIVENDI                        COM              4834777         32     2820 SH       DEFINED 01 10            2820        0        0
KAMAN CL A                     COM              483548103      862    70384 SH       DEFINED 01              70384        0        0
KANA SOFTWARE                  COM              483600300        0       60 SH       DEFINED 01                 60        0        0
SCHERING AG                    COM              4845757         29      600 SH       DEFINED 01 10             600        0        0
SAP AG                         COM              4846288         29      635 SH       DEFINED 01 10             635        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH       DEFINED 01 10             200        0        0
KANSAS CITY SO                 COM              485170302    13317  1073870 SH       DEFINED 01 02               0  1073870        0
KANSAS CITY SOUTHERN           COM              485170302     6403   516414 SH       DEFINED 01             516414        0        0
KANSAS CITY SOUTHERN           COM              485170302      376    30248 SH       DEFINED 01 03               0    30248        0
KANSAS CITY SOUTHERN           COM              485170302     3658   295000 SH       DEFINED 01 05               0   295000        0
STOREBRAND A                   COM              4852832          2      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          1       10 SH       DEFINED 01 10              10        0        0
KAO                            COM              485570998     4960   224869 SH       DEFINED 01             224869        0        0
KAO                            COM              485570998       88     4000 SH       DEFINED 01 03               0     4000        0
KAO                            COM              485570998     8403   381000 SH       DEFINED 01 05               0   381000        0
KARSTADT                       COM              485700991      717    43700 SH       DEFINED 01              43700        0        0
KAWASUMI LABS INC              COM              486524994      177    24000 SH       DEFINED 01              24000        0        0
SVENSKA CELL                   COM              4865379         15      500 SH       DEFINED 01 10             500        0        0
KAYDON                         COM              486587108       25     1249 SH       DEFINED 01               1249        0        0
KCI KONECRANES INTERNATIONAL   COM              486663990      184     7750 SH       DEFINED 01               7750        0        0
KEANE                          COM              486665102       23     3337 SH       DEFINED 01               3337        0        0
KB HOME                        COM              48666K109    13617   278809 SH       DEFINED 01             278809        0        0
KB HOME                        COM              48666K109      609    12470 SH       DEFINED 01 03               0    12470        0
KB HOME                        COM              48666K109      370     7578 SH       DEFINED 01 05               0     7578        0
TECHNIP                        COM              4874160          2       34 SH       DEFINED 01 10              34        0        0
KEITH COMPANIES INC            COM              487539108     2667   254000 SH       DEFINED 01             254000        0        0
KEITH COMPANIES INC            COM              487539108      259    24700 SH       DEFINED 01 05               0    24700        0
KEITHLEY INSTRUMENTS           COM              487584104      606    49905 SH       DEFINED 01              49905        0        0
T.I.M.SPA                      COM              4876746         48    12250 SH       DEFINED 01 10           12250        0        0
KELLOGG                        COM              487836108    17439   524483 SH       DEFINED 01             524483        0        0
KELLOGG                        COM              487836108     3196    96109 SH       DEFINED 01 03               0    96109        0
KELLOGG                        COM              487836108      644    19391 SH       DEFINED 01 05               0    19391        0
KELLWOOD                       COM              488044108    25615  1120544 SH       DEFINED 01            1120544        0        0
KELLWOOD                       COM              488044108       76     3320 SH       DEFINED 01 02               0     3320        0
KELLWOOD                       COM              488044108        5      208 SH       DEFINED 01 03               0      208        0
KELLWOOD                       COM              488044108     3174   138835 SH       DEFINED 01 05               0   138835        0
KELLY SERVICES CL A            COM              488152208       29     1360 SH       DEFINED 01               1360        0        0
KEMET                          COM              488360108     8929  1044304 SH       DEFINED 01            1044304        0        0
KEMET                          COM              488360108      753    88100 SH       DEFINED 01 05               0    88100        0
ITALGAS(SOC                    COM              4884073         10     1000 SH       DEFINED 01 10            1000        0        0
TITAN CEMENT CO                COM              4888280          3       80 SH       DEFINED 01 10              80        0        0
KENNAMETAL                     COM              489170100     3633   113158 SH       DEFINED 01             113158        0        0
KENNAMETAL                     COM              489170100     3854   120000 SH       DEFINED 01 05               0   120000        0
KENSEY NASH                    COM              490057106      985    65500 SH       DEFINED 01              65500        0        0
TRELLEBORG SER B               COM              4902384          2      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        258     1960 SH       DEFINED 01 10            1960        0        0
ALTRAN TECH                    COM              4907732          1      198 SH       DEFINED 01 10             198        0        0
UNION FENOSA                   COM              4913223          9      717 SH       DEFINED 01 10             717        0        0
AIR FRANCE +                   COM              4916039          2      240 SH       DEFINED 01 10             240        0        0
KEPPEL CORP ORD                COM              492051990     3543  1451000 SH       DEFINED 01            1451000        0        0
KEPPEL CORP ORD                COM              492051990       32    13000 SH       DEFINED 01 03               0    13000        0
KEPPEL CORP ORD                COM              492051990     2666  1092000 SH       DEFINED 01 05               0  1092000        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107      153     3530 SH       DEFINED 01 02               0     3530        0
KERR-MCGEE                     COM              492386107    43226   995066 SH       DEFINED 01             995066        0        0
KERR-MCGEE                     COM              492386107     1015    23368 SH       DEFINED 01 03               0    23368        0
KERR-MCGEE                     COM              492386107     4125    94964 SH       DEFINED 01 05               0    94964        0
KERR MCGEE CORP                CONV BND         492386AP2      246   230000 PRN      DEFINED 01 02               0        0   230000
KERRY GROUP PLC CL A           COM              492400999      453    35000 SH       DEFINED 01              35000        0        0
KEY ENERGY SERVICES            COM              492914106     2388   303060 SH       DEFINED 01             303060        0        0
KEY ENERGY SERVICES            COM              492914106        2      200 SH       DEFINED 01 02               0      200        0
KEY ENERGY SERVICES            COM              492914106      239    30340 SH       DEFINED 01 05               0    30340        0
KEY PRODUCTION                 COM              493138101     5217   322062 SH       DEFINED 01             322062        0        0
KEY PRODUCTION                 COM              493138101      407    25100 SH       DEFINED 01 05               0    25100        0
KEYCORP                        COM              493267108     5326   213282 SH       DEFINED 01             213282        0        0
KEYCORP                        COM              493267108     2495    99906 SH       DEFINED 01 03               0    99906        0
KEYCORP                        COM              493267108      240     9587 SH       DEFINED 01 05               0     9587        0
KEYENCE                        COM              493300990     6632    39500 SH       DEFINED 01              39500        0        0
KEYENCE                        COM              493300990       67      400 SH       DEFINED 01 03               0      400        0
KEYENCE                        COM              493300990     5456    32500 SH       DEFINED 01 05               0    32500        0
KEYNOTE SYSTEMS INC            COM              493308100        0       55 SH       DEFINED 01                 55        0        0
KEYSPAN                        COM              49337W100    48648  1452184 SH       DEFINED 01            1452184        0        0
KEYSPAN                        COM              49337W100     1110    33119 SH       DEFINED 01 03               0    33119        0
KEYSPAN                        COM              49337W100       92     2751 SH       DEFINED 01 05               0     2751        0
VIOHALCO                       COM              4934611          1      280 SH       DEFINED 01 10             280        0        0
VALEO                          COM              4937579          5      180 SH       DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          4      300 SH       DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         10      700 SH       DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          1     1594 SH       DEFINED 01 10            1594        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH       DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108     2076    87577 SH       DEFINED 01              87577        0        0
E.ON AG                        COM              4942904         90     1900 SH       DEFINED 01 10            1900        0        0
VOEST-ALPINE                   COM              4943402          1       59 SH       DEFINED 01 10              59        0        0
KIMBERLY CLARK                 COM              494368103     4984    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY-CLARK                 COM              494368103    15189   268160 SH       DEFINED 01             268160        0        0
KIMBERLY-CLARK                 COM              494368103     6841   120771 SH       DEFINED 01 03               0   120771        0
KIMBERLY-CLARK                 COM              494368103     9625   169931 SH       DEFINED 01 05               0   169931        0
PECHINEY                       COM              4943792          5      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        7      228 SH       DEFINED 01                228        0        0
KINDER MORGAN                  COM              49455P101    42458  1197680 SH       DEFINED 01            1197680        0        0
KINDER MORGAN                  COM              49455P101     1009    28472 SH       DEFINED 01 03               0    28472        0
KINDER MORGAN                  COM              49455P101     1729    48788 SH       DEFINED 01 05               0    48788        0
KINDER MORGAN MANAGEMENT LLC   COM              49455U100    15470   520004 SH       DEFINED 01             520004        0        0
KINDER MORGAN MANAGEMENT LLC   COM              49455U100      149     5000 SH       DEFINED 01 05               0     5000        0
KINDRED HEALTHCARE             COM              494580103     1034    27924 SH       DEFINED 01              27924        0        0
KING PHARMACEUTICALS           COM              495582108      632    34770 SH       DEFINED 01              34770        0        0
KING PHARMACEUTICALS           COM              495582108     1031    56719 SH       DEFINED 01 03               0    56719        0
KING PHARMACEUTICALS           COM              495582108     8163   449241 SH       DEFINED 01 05               0   449241        0
KINGSGATE CONSOLIDATED         COM              496500992     1793  1100000 SH       DEFINED 01            1100000        0        0
KINROSS GOLD                   COM              496902107     1870   850000 SH       DEFINED 01             850000        0        0
VNU-VER NED UITGEV             COM              4970950         16      704 SH       DEFINED 01 10             704        0        0
KIRBY                          COM              497266106     1702    75231 SH       DEFINED 01              75231        0        0
KNIGHT-RIDDER                  COM              499040103    14938   264822 SH       DEFINED 01             264822        0        0
KNIGHT-RIDDER                  COM              499040103     1093    19377 SH       DEFINED 01 03               0    19377        0
KNIGHT-RIDDER                  COM              499040103     1926    34123 SH       DEFINED 01 05               0    34123        0
KNIGHT TRADING GROUP INC       COM              499063105        2      551 SH       DEFINED 01                551        0        0
KNOWLEDGE MECHANICS            COM              49925M993        0  1175160 SH       DEFINED 01            1175160        0        0
KNOWLEDGE MECHANICS            COM              49925M993        0  1436310 SH       DEFINED 01 05               0  1436310        0
KOBENHAVNS LUFTHAVNE           COM              500000997      192     3200 SH       DEFINED 01               3200        0        0
KOC HOLDINGS AS                COM              500055991     2530 271175000 SH      DEFINED 01                 0 271175000        0
KOC HOLDINGS AS                COM              500055991      112 12020000 SH       DEFINED 01 05               0 12020000        0
KOGER EQUITY                   COM              500228101      213    12631 SH       DEFINED 01              12631        0        0
KOHL'S                         COM              500255104    58256   958016 SH       DEFINED 01             958016        0        0
KOHL'S                         COM              500255104     4975    81800 SH       DEFINED 01 03               0    81800        0
KOHL'S                         COM              500255104    20064   329939 SH       DEFINED 01 05               0   329939        0
KOHLS CORP                     COM              500255104      669    11000 SH       DEFINED 01                  0    11000        0
KOHLS CORP                     COM              500255104     9216   151559 SH       DEFINED 01 02               0   151559        0
KOHLS CORP CVT                 CONV BND         500255AJ3      248   400000 PRN      DEFINED 01 02               0        0   400000
KONINKLIJKE (ROYAL)            COM              500468996     4680   902030 SH       DEFINED 01             902030        0        0
KONINKLIJKE (ROYAL)            COM              500468996      181    34866 SH       DEFINED 01 03               0    34866        0
KONINKLIJKE (ROYAL)            COM              500468996     6252  1204984 SH       DEFINED 01 05               0  1204984        0
KOOKMIN BANK NEW               COM              500497995     1890    51853 SH       DEFINED 01              51853        0        0
KOOKMIN BANK NEW               COM              500497995       92     2516 SH       DEFINED 01 05               0     2516        0
KOOKMIN BANK ADR               COM              50049M109       35     1000 SH       DEFINED 01               1000        0        0
KOPIN                          COM              500600101     1211   348063 SH       DEFINED 01             348063        0        0
KOPIN                          COM              500600101        1      300 SH       DEFINED 01 02               0      300        0
KOPIN                          COM              500600101       54    15600 SH       DEFINED 01 05               0    15600        0
KOREA ELEC POWER               COM              500610993      269    16021 SH       DEFINED 01              16021        0        0
KOREA ELECTRIC POWER ADR       COM              500631106       82     8800 SH       DEFINED 01               8800        0        0
KORN/FERRY INTL                COM              500643200       12     1543 SH       DEFINED 01               1543        0        0
KOSAN BIOSCIENCED INC          COM              50064W107        5      703 SH       DEFINED 01                703        0        0
KRAFT FOODS CL A               COM              50075N104    40047  1098419 SH       DEFINED 01            1098419        0        0
KRAFT FOODS CL A               COM              50075N104        7      200 SH       DEFINED 01 03               0      200        0
KRAFT FOODS CL A               COM              50075N104     5316   145806 SH       DEFINED 01 05               0   145806        0
KRISPY KREME DOUGHNUTS         COM              501014104    13481   431260 SH       DEFINED 01             431260        0        0
KRISPY KREME DOUGHNUTS         COM              501014104    14411   461000 SH       DEFINED 01 05               0   461000        0
KROGER                         COM              501044101    21007  1489809 SH       DEFINED 01            1489809        0        0
KROGER                         COM              501044101     3631   257462 SH       DEFINED 01 03               0   257462        0
KROGER                         COM              501044101     2394   169810 SH       DEFINED 01 05               0   169810        0
KROGER CO.                     COM              501044101      226    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101     1149    81699 SH       DEFINED 01 02               0    81699        0
KROLL                          COM              501049100     2765   139446 SH       DEFINED 01             139446        0        0
KROLL INC                      COM              501049100        3      130 SH       DEFINED 01 02               0      130        0
KRONOS                         COM              501052104     2353    95544 SH       DEFINED 01              95544        0        0
KRONOS                         COM              501052104      118     4800 SH       DEFINED 01 05               0     4800        0
KRONOS INC                     COM              501052104        3      105 SH       DEFINED 01 02               0      105        0
KULICKE & SOFFA INDS           COM              501242101      464   154877 SH       DEFINED 01             154877        0        0
KUONI REISEN AG REG SHARES     COM              501255996      238     1350 SH       DEFINED 01               1350        0        0
KYUSHU ELECTRIC POWER          COM              501588990     1792   132200 SH       DEFINED 01             132200        0        0
LI & FUNG LTD-NEW              COM              501918999      237   250000 SH       DEFINED 01             250000        0        0
LNR PPTY CORP                  COM              501940100    11340   340008 SH       DEFINED 01             340008        0        0
LNR PPTY CORP                  COM              501940100     1104    33100 SH       DEFINED 01 05               0    33100        0
LSI LOGIC                      COM              502161102      588    92642 SH       DEFINED 01              92642        0        0
LSI LOGIC                      COM              502161102      550    86552 SH       DEFINED 01 03               0    86552        0
LSI LOGIC                      COM              502161102       28     4343 SH       DEFINED 01 05               0     4343        0
LTX                            COM              502392103       11     2305 SH       DEFINED 01               2305        0        0
L-3 COMMUNICATIONS             COM              502424104     1370    26000 SH       DEFINED 01                  0    26000        0
L-3 COMMUNICATIONS HOLDINGS    COM              502424104      199     3778 SH       DEFINED 01               3778        0        0
SWEDISH MATC                   COM              5048566          6      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         22      800 SH       DEFINED 01 10             800        0        0
OTE (HELLENIC TLCM)            COM              5051605         11      950 SH       DEFINED 01 10             950        0        0
LA-Z-BOY                       COM              505336107     4248   183120 SH       DEFINED 01             183120        0        0
LABOR READY                    COM              505401208     1843   291585 SH       DEFINED 01             291585        0        0
LABOR READY                    COM              505401208        3      452 SH       DEFINED 01 03               0      452        0
LABOR READY                    COM              505401208      119    18800 SH       DEFINED 01 05               0    18800        0
LABOR READY INC                COM              505401208       47     7395 SH       DEFINED 01 02               0     7395        0
LAB CORP OF AMERICA            COM              50540R409     4297   127222 SH       DEFINED 01 02               0   127222        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409    52041  1540570 SH       DEFINED 01            1540570        0        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409       84     2450 SH       DEFINED 01 03               0     2450        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409     8974   265651 SH       DEFINED 01 05               0   265651        0
LAB CORP CVT                   CONV BND         50540RAC6      237   340000 PRN      DEFINED 01 02               0        0   340000
LABRANCHE                      COM              505447102       50     2473 SH       DEFINED 01               2473        0        0
LACLEDE GROUP                  COM              505597104     1382    59325 SH       DEFINED 01              59325        0        0
LAFARGE NORTH AMERICA INC      COM              505862102      180     6198 SH       DEFINED 01               6198        0        0
LAFARGE NORTH AMERICA INC      COM              505862102       34     1190 SH       DEFINED 01 05               0     1190        0
PUBLIGROUPE AG                 COM              5064744          1        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060          5      350 SH       DEFINED 01 10             350        0        0
BAYER AG                       COM              5069211         38     2200 SH       DEFINED 01 10            2200        0        0
STORA ENSO                     COM              5072673         22     2225 SH       DEFINED 01 10            2225        0        0
HENKEL KGAA                    COM              5076705         12      192 SH       DEFINED 01 10             192        0        0
MEDIASET                       COM              5077946         12     1900 SH       DEFINED 01 10            1900        0        0
BASF AG                        COM              5086577         60     1700 SH       DEFINED 01 10            1700        0        0
GEHE AG                        COM              5105182         10      233 SH       DEFINED 01 10             233        0        0
BEIERSDORF A                   COM              5107401         10      100 SH       DEFINED 01 10             100        0        0
LAKELAND FINANCIAL C           COM              511656100       38     1595 SH       DEFINED 01 02               0     1595        0
LAKELAND FINANCIAL CORP        COM              511656100        2      100 SH       DEFINED 01 03               0      100        0
HEIDELBERGCMENT AG             COM              5120679          4      100 SH       DEFINED 01 10             100        0        0
LAM RESEARCH                   COM              512807108      622    70056 SH       DEFINED 01              70056        0        0
LAM RESEARCH                   COM              512807108     2297   258100 SH       DEFINED 01 05               0   258100        0
LAMAR ADVERTISING              COM              512815101        6      186 SH       DEFINED 01                186        0        0
FRESENIUS ME                   COM              5129074          4      179 SH       DEFINED 01 10             179        0        0
LANCASTER COLONY               COM              513847103     1276    30303 SH       DEFINED 01              30303        0        0
LANCASTER COLONY               COM              513847103      126     3000 SH       DEFINED 01 05               0     3000        0
ALITALIA LINEE                 COM              5140343          1     4000 SH       DEFINED 01 10            4000        0        0
LANCE                          COM              514606102     1163    91253 SH       DEFINED 01              91253        0        0
LANDAMERICA FINANCIAL GROUP    COM              514936103     1901    57800 SH       DEFINED 01              57800        0        0
LANDRY'S RESTAURANTS           COM              51508L103     5161   228489 SH       DEFINED 01             228489        0        0
LANDRY'S RESTAURANTS           COM              51508L103       97     4312 SH       DEFINED 01 02               0     4312        0
LANDRY'S RESTAURANTS           COM              51508L103        6      278 SH       DEFINED 01 03               0      278        0
LANDRY'S RESTAURANTS           COM              51508L103      322    14250 SH       DEFINED 01 05               0    14250        0
LANDSTAR SYSTEM                COM              515098101     5210   106286 SH       DEFINED 01             106286        0        0
LANDSTAR SYSTEM                COM              515098101      215     4382 SH       DEFINED 01 05               0     4382        0
LANDSTAR SYSTEM INC            COM              515098101        3       70 SH       DEFINED 01 02               0       70        0
FRANCE TELEC                   COM              5176177          8     1232 SH       DEFINED 01 10            1232        0        0
LATITUDE COMMUNICATIONS        COM              518292107        0       69 SH       DEFINED 01                 69        0        0
LATTICE SEMICONDUCTR           COM              518415104       29     4706 SH       DEFINED 01               4706        0        0
ESTEE LAUDER                   COM              518439104     9135   317871 SH       DEFINED 01             317871        0        0
ESTEE LAUDER COMPANIES         COM              518439104     1543    53700 SH       DEFINED 11 12               0    53700        0
ESTEE LAUDER COMPANIES         COM              518439104     7234   251700 SH       DEFINED 11 12 13            0   251700        0
CIAB SPECIALTY                 COM              5196744         14      214 SH       DEFINED 01 10             214        0        0
ROYAL DUTCH                    COM              5202704        275     6814 SH       DEFINED 01 10            6814        0        0
VEDIOR                         COM              5205361          1      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      878    30111 SH       DEFINED 01              30111        0        0
LAWSON SOFTWARE                COM              520780107       86    24350 SH       DEFINED 01              24350        0        0
LAWSON SOFTWARE                COM              520780107       17     4890 SH       DEFINED 01 05               0     4890        0
HAGEMEYER                      COM              5209073          2      253 SH       DEFINED 01 10             253        0        0
LEAP WIRELESS INTL             COM              521863100        7    30096 SH       DEFINED 01              30096        0        0
LEAR CORP                      COM              521865105     1088    26110 SH       DEFINED 01              26110        0        0
LEAR CORP                      COM              521865105       48     1150 SH       DEFINED 01 05               0     1150        0
LEAPFROG ENTERPRISES           COM              52186N106      374    19800 SH       DEFINED 01              19800        0        0
SAMPO-LEONIA PLC               COM              5226038          7     1000 SH       DEFINED 01 10            1000        0        0
ALLIANZ AG                     COM              5231485         55      645 SH       DEFINED 01 10             645        0        0
UPONOR OYJ                     COM              5232671          2      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES                COM              523768109       60     1808 SH       DEFINED 01               1808        0        0
LEGATO                         COM              524651106       61    22000 SH       DEFINED 01                  0    22000        0
LEGATO SYSTEMS                 COM              524651106       13     4854 SH       DEFINED 01               4854        0        0
LEGGETT & PLATT                COM              524660107     1828    92389 SH       DEFINED 01              92389        0        0
LEGGETT & PLATT                COM              524660107      902    45571 SH       DEFINED 01 03               0    45571        0
LEGGETT & PLATT                COM              524660107     2915   147285 SH       DEFINED 01 05               0   147285        0
LEGG MASON                     COM              524901105    25649   602646 SH       DEFINED 01             602646        0        0
LEGG MASON                     COM              524901105     5007   117632 SH       DEFINED 01 03               0   117632        0
LEGG MASON                     COM              524901105     1304    30649 SH       DEFINED 01 05               0    30649        0
LEGG MASON INC                 COM              524901105   102090  2398794 SH       DEFINED 01 02               0  2398794        0
LEHMAN BROS HOLDINGS           COM              524908100    18194   370875 SH       DEFINED 01 02               0   370875        0
LEHMAN BROTHERS HOLDINGS       COM              524908100   124089  2529864 SH       DEFINED 01            2529864        0        0
LEHMAN BROTHERS HOLDINGS       COM              524908100     8274   168679 SH       DEFINED 01 03               0   168679        0
LEHMAN BROTHERS HOLDINGS       COM              524908100    29836   608304 SH       DEFINED 01 05               0   608304        0
LEHMAN BROS CVT                CONV BND         524908EC0      390   400000 PRN      DEFINED 01 02               0        0   400000
ABN-AMRO HLD                   COM              5250769         48     4422 SH       DEFINED 01 10            4422        0        0
AHOLD (KON)                    COM              5252602         30     2524 SH       DEFINED 01 10            2524        0        0
SAPA AB                        COM              5255850          2      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206          8     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          3     1000 SH       DEFINED 01 10            1000        0        0
LENNAR                         COM              526057104      146     2619 SH       DEFINED 01               2619        0        0
LENNAR CORP CVT                CONV BND         526057AF1      280   600000 PRN      DEFINED 01 02               0        0   600000
LENNOX INTL                    COM              526107107     2391   180752 SH       DEFINED 01             180752        0        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
LERADO GROUP CO                COM              526534995       69   500000 SH       DEFINED 01             500000        0        0
CENTERPULSE                    COM              5268319          4       29 SH       DEFINED 01 10              29        0        0
ENDESA SA                      COM              5271782         28     3103 SH       DEFINED 01 10            3103        0        0
LEUCADIA NATL                  COM              527288104     3714   109233 SH       DEFINED 01             109233        0        0
LEUCADIA NATL                  COM              527288104      473    13900 SH       DEFINED 01 05               0    13900        0
LEVEL 3 COMM                   COM              52729N100      285    73200 SH       DEFINED 01              73200        0        0
ALTANA AG                      COM              5273131          4      100 SH       DEFINED 01 10             100        0        0
DEUTSCHE                       COM              5287488         10     1100 SH       DEFINED 01 10            1100        0        0
LEXICON GENETICS               COM              528872104     1232   307413 SH       DEFINED 01             307413        0        0
LEXICON GENETICS               COM              528872104      113    28200 SH       DEFINED 01 05               0    28200        0
ERSTE BK SPARK                 COM              5289837          6       90 SH       DEFINED 01 10              90        0        0
MUNCHENER                      COM              5294121         39      374 SH       DEFINED 01 10             374        0        0
TELECOM ITAL                   COM              5297313         10     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         78    11000 SH       DEFINED 01 10           11000        0        0
LEXMARK INTL CL A              COM              529771107    10186   216740 SH       DEFINED 01             216740        0        0
LEXMARK INTL CL A              COM              529771107     1380    29356 SH       DEFINED 01 03               0    29356        0
LEXMARK INTL CL A              COM              529771107     6179   131473 SH       DEFINED 01 05               0   131473        0
LEXMARK INTL INC               COM              529771107      940    20000 SH       DEFINED 01                  0    20000        0
LG CHEMICAL LTD                COM              529781999      135     5110 SH       DEFINED 01               5110        0        0
LG ELECTRONICS INC             COM              529844995      143     5278 SH       DEFINED 01               5278        0        0
BIC                            COM              5298781          4      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1552    48718 SH       DEFINED 01              48718        0        0
LIBERATE TECH                  COM              530129105        1      560 SH       DEFINED 01                560        0        0
AUTOMATIC DATA PROCESSING      COM              53015103       129     3700 SH       DEFINED 11 12               0     3700        0
LIBERTY                        COM              530370105      286     8000 SH       DEFINED 01               8000        0        0
LIBERTY TX EXMPT INS           COM              530544402       32     3549 SH       DEFINED 01 02               0     3549        0
LIBERTY MEDIA (VIA.B           CONV BND         530715AR2      234   250000 PRN      DEFINED 01 02               0        0   250000
LIBERTY MEDIA CL A             COM              530718105     7928  1104200 SH       DEFINED 01            1104200        0        0
LIBERTY MEDIA CL A             COM              530718105     6749   940000 SH       DEFINED 01 05               0   940000        0
LIBERTY PROPERTY TRU           COM              531172104        4      130 SH       DEFINED 01                130        0        0
LIFEPOINT HOSP INC             COM              53219L109    33710  1080890 SH       DEFINED 01 02               0  1080890        0
LIFEPOINT HOSPITALS            COM              53219L109    11980   384124 SH       DEFINED 01             384124        0        0
LIFEPOINT HOSPITALS            COM              53219L109      942    30200 SH       DEFINED 01 03               0    30200        0
LIFEPOINT HOSPITALS            COM              53219L109    13356   428250 SH       DEFINED 01 05               0   428250        0
LIGAND PHARM                   COM              53220K207      517    76000 SH       DEFINED 01              76000        0        0
LIGAND PHARM                   COM              53220K207        1       90 SH       DEFINED 01 02               0       90        0
LIGAND PHARM                   COM              53220K207       56     8300 SH       DEFINED 01 05               0     8300        0
LIGHTBRIDGE INC                COM              532226107     4720   705600 SH       DEFINED 01             705600        0        0
LIGHTBRIDGE INC                COM              532226107      430    64300 SH       DEFINED 01 05               0    64300        0
LIHIR GOLD                     COM              532300993     1043  1500000 SH       DEFINED 01            1500000        0        0
ELI LILLY                      COM              532457108       24      430 SH       DEFINED 01 02               0      430        0
ELI LILLY & CO                 COM              532457108      343     6200 SH       DEFINED 11 12               0     6200        0
LILLY (ELI)                    COM              532457108    26687   482258 SH       DEFINED 01             482258        0        0
LILLY (ELI)                    COM              532457108    14530   262559 SH       DEFINED 01 03               0   262559        0
LILLY (ELI)                    COM              532457108     1186    21429 SH       DEFINED 01 05               0    21429        0
LIMITED BRANDS                 COM              532716107     2775   193514 SH       DEFINED 01             193514        0        0
LIMITED BRANDS                 COM              532716107     1740   121322 SH       DEFINED 01 03               0   121322        0
LIMITED BRANDS                 COM              532716107       87     6090 SH       DEFINED 01 05               0     6090        0
LIMITED BRANDS INC             COM              532716107      563    39270 SH       DEFINED 01                  0    39270        0
LIN TV                         COM              532774106    10400   420200 SH       DEFINED 01             420200        0        0
LIN TV                         COM              532774106     9017   364350 SH       DEFINED 01 05               0   364350        0
LIN TV CORP                    COM              532774106        2      100 SH       DEFINED 01 02               0      100        0
LINCARE HOLDINGS               COM              532791100    39107  1259888 SH       DEFINED 01            1259888        0        0
LINCARE HOLDINGS               COM              532791100     4193   135100 SH       DEFINED 01 03               0   135100        0
LINCARE HOLDINGS               COM              532791100    13192   424996 SH       DEFINED 01 05               0   424996        0
LINCARE HOLDINGS INC           COM              532791100    60931  1962980 SH       DEFINED 01 02               0  1962980        0
MODERN TIMES                   COM              5328127          1      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047          2      122 SH       DEFINED 01 10             122        0        0
ACS ACTIVIDA                   COM              5333381          4      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106     4614   208497 SH       DEFINED 01             208497        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106      438    19800 SH       DEFINED 01 05               0    19800        0
LINCOLN NAT                    COM              534187109      463    15140 SH       DEFINED 01 02               0    15140        0
LINCOLN NATL                   COM              534187109    30047   983537 SH       DEFINED 01             983537        0        0
LINCOLN NATL                   COM              534187109     2746    89865 SH       DEFINED 01 03               0    89865        0
LINCOLN NATL                   COM              534187109     4719   154447 SH       DEFINED 01 05               0   154447        0
LINDSAY MFG                    COM              535555106     1955    80701 SH       DEFINED 01              80701        0        0
LINMARK GROUP LTD              COM              535600993      182   750000 SH       DEFINED 01             750000        0        0
LINEAR TECHNOLOGY              COM              535678106      437    21109 SH       DEFINED 01              21109        0        0
LINEAR TECHNOLOGY              COM              535678106     1531    73876 SH       DEFINED 01 03               0    73876        0
LINEAR TECHNOLOGY              COM              535678106       77     3711 SH       DEFINED 01 05               0     3711        0
LINENS 'N THINGS               COM              535679104     2810   153012 SH       DEFINED 01             153012        0        0
LION BIOSCIENCE ORD            COM              536100993       17     5800 SH       DEFINED 01               5800        0        0
LION NATHAN LTD NPV            COM              536200991      295   105000 SH       DEFINED 01             105000        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
NORDEA                         COM              5380031         19     4699 SH       DEFINED 01 10            4699        0        0
LIZ CLAIBORNE                  COM              539320101     3250   130245 SH       DEFINED 01             130245        0        0
LIZ CLAIBORNE                  COM              539320101      619    24824 SH       DEFINED 01 03               0    24824        0
LIZ CLAIBORNE                  COM              539320101     4023   161243 SH       DEFINED 01 05               0   161243        0
LLOYDS TSB GROUP ADR           COM              539439109     2958    97800 SH       DEFINED 01              97800        0        0
LLOYDS TSB GROUP               COM              539500991    22693  3073569 SH       DEFINED 01            3073569        0        0
LLOYDS TSB GROUP               COM              539500991      219    29676 SH       DEFINED 01 03               0    29676        0
LLOYDS TSB GROUP               COM              539500991    18730  2536773 SH       DEFINED 01 05               0  2536773        0
LOCAL FINANCIAL                COM              539553107     2004   145100 SH       DEFINED 01             145100        0        0
LOCAL FINANCIAL                COM              539553107        5      360 SH       DEFINED 01 03               0      360        0
LOCAL FINANCIAL                COM              539553107      260    18800 SH       DEFINED 01 05               0    18800        0
LOCAL FINANCIAL CORP           COM              539553107       82     5947 SH       DEFINED 01 02               0     5947        0
LOCKHEED MARTIN                COM              539830109   133060  2057530 SH       DEFINED 01            2057530        0        0
LOCKHEED MARTIN                COM              539830109     6848   105888 SH       DEFINED 01 03               0   105888        0
LOCKHEED MARTIN                COM              539830109    14970   231493 SH       DEFINED 01 05               0   231493        0
LOCKHEED MARTIN CORP           COM              539830109      168     2600 SH       DEFINED 01 02               0     2600        0
LOCKHEED MARTIN CORPORATION    COM              539830109     1701    26300 SH       DEFINED 11 12               0    26300        0
LOCKHEED MARTIN CORPORATION    COM              539830109     7993   123600 SH       DEFINED 11 12 13            0   123600        0
LODGENET ENTERTAINMENT         COM              540211109       90    11700 SH       DEFINED 01              11700        0        0
NUTRICIA                       COM              5402601          5      468 SH       DEFINED 01 10             468        0        0
LOEWS                          COM              540424108    70599  1646059 SH       DEFINED 01            1646059        0        0
LOEWS                          COM              540424108     5547   129315 SH       DEFINED 01 03               0   129315        0
LOEWS                          COM              540424108    11619   270887 SH       DEFINED 01 05               0   270887        0
LOEWS CORP                     COM              540424108     1025    23900 SH       DEFINED 01 02               0    23900        0
LONE STAR STEAKHOUSE & SALOON  COM              542307103     1445    68855 SH       DEFINED 01              68855        0        0
LONE STAR TECHNOLOG            COM              542312103        2      155 SH       DEFINED 01 02               0      155        0
LONE STAR TECHNOLOGIES         COM              542312103     2228   188034 SH       DEFINED 01             188034        0        0
LONE STAR TECHNOLOGIES         COM              542312103      151    12734 SH       DEFINED 01 05               0    12734        0
LONGS DRUG STORES              COM              543162101       34     1469 SH       DEFINED 01               1469        0        0
LONGVIEW FIBRE                 COM              543213102       14     2023 SH       DEFINED 01               2023        0        0
LOOKSMART LTD                  COM              543442107        0      427 SH       DEFINED 01                427        0        0
OM AB                          COM              5437744          1      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      128 SH       DEFINED 01 10             128        0        0
ALTADIS SA                     COM              5444012         19      864 SH       DEFINED 01 10             864        0        0
OCE NV                         COM              5446751          1      197 SH       DEFINED 01 10             197        0        0
GAMBRO AB                      COM              5450031          2      500 SH       DEFINED 01 10             500        0        0
GAMBRO AB                      COM              5450053          1      200 SH       DEFINED 01 10             200        0        0
LOUDEYE CORPORATION            COM              545754103        0       80 SH       DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         30      917 SH       DEFINED 01 10             917        0        0
ORKLA ASA                      COM              5459715         13      835 SH       DEFINED 01 10             835        0        0
SKANDIA INSU                   COM              5461572          4     3000 SH       DEFINED 01 10            3000        0        0
LOUISIANA PAC.                 COM              546347105       71    10914 SH       DEFINED 01 02               0    10914        0
LOUISIANA-PACIFIC              COM              546347105     1543   238495 SH       DEFINED 01             238495        0        0
LOUISIANA-PACIFIC              COM              546347105      161    25002 SH       DEFINED 01 03               0    25002        0
LOUISIANA-PACIFIC              COM              546347105      228    35230 SH       DEFINED 01 05               0    35230        0
LOUISVILLE G&E PFD             PRF              546676800     1285    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         12      800 SH       DEFINED 01 10             800        0        0
ALSTOM                         COM              5474978          2      591 SH       DEFINED 01 10             591        0        0
HELLENIC PETROLEUM             COM              5475658          2      260 SH       DEFINED 01 10             260        0        0
TIETOENATOR                    COM              5479702          2      200 SH       DEFINED 01 10             200        0        0
TPG NV                         COM              5481558         19     1147 SH       DEFINED 01 10            1147        0        0
INTRACOM SA                    COM              5482023          1      220 SH       DEFINED 01 10             220        0        0
LOWES COMPANIES                COM              548661107      150     3620 SH       DEFINED 01 02               0     3620        0
LOWE'S COMPANIES               COM              548661107    26743   645957 SH       DEFINED 01             645957        0        0
LOWE'S COMPANIES               COM              548661107     7553   182428 SH       DEFINED 01 03               0   182428        0
LOWE'S COMPANIES               COM              548661107     1155    27898 SH       DEFINED 01 05               0    27898        0
LOWES CORP CVT                 CONV BND         548661CF2      264   340000 PRN      DEFINED 01 02               0        0   340000
LUBRIZOL                       COM              549271104       60     2110 SH       DEFINED 01               2110        0        0
LUBY'S CAFETERIAS              COM              549282101      346    70353 SH       DEFINED 01              70353        0        0
LUCENT TECHNOLOGIES            COM              549463107       15    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107     1543  2029051 SH       DEFINED 01            2029051        0        0
LUCENT TECHNOLOGIES            COM              549463107      610   803381 SH       DEFINED 01 03               0   803381        0
LUCENT TECHNOLOGIES            COM              549463107      647   850795 SH       DEFINED 01 05               0   850795        0
VOLKSWAGEN A                   COM              5497102         32      900 SH       DEFINED 01 10             900        0        0
VOLKSWAGEN A                   COM              5497168          5      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          4      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906         74     9860 SH       DEFINED 01 10            9860        0        0
VALLEHERMOSO                   COM              5504789          2      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         13      205 SH       DEFINED 01 10             205        0        0
LYDALL                         COM              550819106     2028   171901 SH       DEFINED 01             171901        0        0
LYDALL                         COM              550819106        4      378 SH       DEFINED 01 03               0      378        0
LYDALL                         COM              550819106      182    15400 SH       DEFINED 01 05               0    15400        0
LYDALL INC                     COM              550819106       70     5904 SH       DEFINED 01 02               0     5904        0
BUHRMANN NV                    COM              5516751          1      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL              COM              552078107     5479   458909 SH       DEFINED 01             458909        0        0
LYONDELL CHEMICAL              COM              552078107      199    16700 SH       DEFINED 01 05               0    16700        0
M&T BANK                       COM              55261F104     1394    17694 SH       DEFINED 01              17694        0        0
MAF BANCORP                    COM              55261R108     3465   112116 SH       DEFINED 01             112116        0        0
MAF BANCORP                    COM              55261R108      162     5233 SH       DEFINED 01 05               0     5233        0
MBIA                           COM              55262C100     6609   165435 SH       DEFINED 01             165435        0        0
MBIA                           COM              55262C100     1390    34789 SH       DEFINED 01 03               0    34789        0
MBIA                           COM              55262C100      236     5912 SH       DEFINED 01 05               0     5912        0
MBNA                           COM              55262L100     2074   112849 SH       DEFINED 01                  0   112849        0
MBNA                           COM              55262L100   219885 11963201 SH       DEFINED 01           11963201        0        0
MBNA                           COM              55262L100    13769   749200 SH       DEFINED 01 02               0   749200        0
MBNA                           COM              55262L100     5606   304973 SH       DEFINED 01 03               0   304973        0
MBNA                           COM              55262L100    66929  3641454 SH       DEFINED 01 05               0  3641454        0
M.D.C. HOLDINGS                COM              552676108     4803   136052 SH       DEFINED 01             136052        0        0
M.D.C. HOLDINGS                COM              552676108        4      121 SH       DEFINED 01 03               0      121        0
M.D.C. HOLDINGS                COM              552676108      227     6430 SH       DEFINED 01 05               0     6430        0
MDC HOLDINGS INC               COM              552676108       65     1853 SH       DEFINED 01 02               0     1853        0
MDU RESOURCES GROUP            COM              552690109    10341   452898 SH       DEFINED 01             452898        0        0
MDU RESOURCES GROUP            COM              552690109     3728   163300 SH       DEFINED 01 05               0   163300        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
AMERICA FIRST MORTGAGE INVESTM COM              55272X102      742    91600 SH       DEFINED 01              91600        0        0
MADISON GAS & ELECTRIC         COM              55277P104      275    10700 SH       DEFINED 01              10700        0        0
MGIC INVESTMENT                COM              552848103      144     3530 SH       DEFINED 01               3530        0        0
MGIC INVESTMENT                COM              552848103      976    23897 SH       DEFINED 01 03               0    23897        0
MGIC INVESTMENT                COM              552848103       49     1192 SH       DEFINED 01 05               0     1192        0
BANC NAZIO                     COM              5528604          3     2672 SH       DEFINED 01 10            2672        0        0
MGI PHARMA                     COM              552880106      552    78916 SH       DEFINED 01              78916        0        0
DAIMLERCHRYS                   COM              5529027         94     2800 SH       DEFINED 01 10            2800        0        0
MGM MIRAGE                     COM              552953101     2984    80000 SH       DEFINED 01                  0    80000        0
MGM MIRAGE                     COM              552953101    22395   600390 SH       DEFINED 01             600390        0        0
MGM MIRAGE                     COM              552953101     4594   123170 SH       DEFINED 01 05               0   123170        0
MIM                            COM              553044108      406    43000 SH       DEFINED 01              43000        0        0
MIM                            COM              553044108       49     5200 SH       DEFINED 01 05               0     5200        0
MIM CORP                       COM              553044108        1      130 SH       DEFINED 01 02               0      130        0
M/I SCHOTTENSTEIN HM           COM              55305B101     1638    52000 SH       DEFINED 01              52000        0        0
M/I SCHOTTENSTEIN HM           COM              55305B101       70     2207 SH       DEFINED 01 02               0     2207        0
M/I SCHOTTENSTEIN HM           COM              55305B101        5      146 SH       DEFINED 01 03               0      146        0
M/I SCHOTTENSTEIN HM           COM              55305B101      202     6400 SH       DEFINED 01 05               0     6400        0
MKS INSTRUMENT INC             COM              55306N104      550    50345 SH       DEFINED 01              50345        0        0
MMO2 PLC ADR                   COM              55309W101      459    74000 SH       DEFINED 01              74000        0        0
SWISSCOM AG                    COM              5533976         24       86 SH       DEFINED 01 10              86        0        0
MPS GROUP                      COM              553409103     2002   345026 SH       DEFINED 01             345026        0        0
MPS GROUP                      COM              553409103        4      633 SH       DEFINED 01 03               0      633        0
MPS GROUP                      COM              553409103      230    39610 SH       DEFINED 01 05               0    39610        0
MPS GROUP INC                  COM              553409103       58    10078 SH       DEFINED 01 02               0    10078        0
MRV COMMUNICATIONS             COM              553477100        0      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE                   COM              55347W105      852    97868 SH       DEFINED 01              97868        0        0
MRO SOFTWARE                   COM              55347W105       38     4370 SH       DEFINED 01 05               0     4370        0
MTR GAMING GROUP INC           COM              553769100      162    17600 SH       DEFINED 01              17600        0        0
MTR GAMING GROUP INC           COM              553769100       32     3510 SH       DEFINED 01 05               0     3510        0
MTS SYSTEMS CORP               COM              553777103      369    39000 SH       DEFINED 01              39000        0        0
MTS SYSTEMS CORP               COM              553777103       21     2201 SH       DEFINED 01 02               0     2201        0
MTS SYSTEMS CORP               COM              553777103        1      138 SH       DEFINED 01 03               0      138        0
MTS SYSTEMS CORP               COM              553777103       44     4600 SH       DEFINED 01 05               0     4600        0
MTC TECHNOLOGIES INC           COM              55377A106     1329    61400 SH       DEFINED 01              61400        0        0
MTC TECHNOLOGIES INC           COM              55377A106      175     8100 SH       DEFINED 01 05               0     8100        0
MTI TECHOLOGY CORP             COM              553903105        0      136 SH       DEFINED 01                136        0        0
DROTT AB-B SHS                 COM              5541087          2      300 SH       DEFINED 01 10             300        0        0
MACDERMID                      COM              554273102     2018   101132 SH       DEFINED 01             101132        0        0
MACDERMID                      COM              554273102        4      189 SH       DEFINED 01 03               0      189        0
MACDERMID INC                  COM              554273102       59     2958 SH       DEFINED 01 02               0     2958        0
MACERICH CO                    COM              554382101        3       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104      511    15900 SH       DEFINED 01              15900        0        0
SECURITAS                      COM              5554041         12     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         27     3448 SH       DEFINED 01 10            3448        0        0
SAN PAOLO-IM                   COM              5556575         19     3400 SH       DEFINED 01 10            3400        0        0
SONERA OYJ                     COM              5556586          7     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION                    COM              555904101     3456   282580 SH       DEFINED 01             282580        0        0
MACROVISION                    COM              555904101      343    28000 SH       DEFINED 01 05               0    28000        0
MACROVISION CORP               COM              555904101        1       70 SH       DEFINED 01 02               0       70        0
PANAFON                        COM              5560349          2      470 SH       DEFINED 01 10             470        0        0
MACROMEDIA                     COM              556100105     3576   462572 SH       DEFINED 01             462572        0        0
KON VENDEX KBB                 COM              5562389          2      231 SH       DEFINED 01 10             231        0        0
STEVEN MADDEN LTD              COM              556269108     3194   221800 SH       DEFINED 01             221800        0        0
STEVEN MADDEN LTD              COM              556269108      298    20700 SH       DEFINED 01 05               0    20700        0
MAN AG ORD N                   COM              5563520          3      200 SH       DEFINED 01 10             200        0        0
ACCIONA SA                     COM              5579107          4       91 SH       DEFINED 01 10              91        0        0
FORTUM CORP.                   COM              5579550          6     1000 SH       DEFINED 01 10            1000        0        0
MAGNA ENTERTAINMENT CL A       COM              559211107      136    25000 SH       DEFINED 01              25000        0        0
MAGNA INTERNATIONAL            COM              559221999     2500    43900 SH       DEFINED 01              43900        0        0
MAGNETEK                       COM              559424106      232    72651 SH       DEFINED 01              72651        0        0
UCB                            COM              5596991          9      304 SH       DEFINED 01 10             304        0        0
MAIL WELL INC                  COM              560321200        0      153 SH       DEFINED 01                153        0        0
WCM                            COM              5604816          1      533 SH       DEFINED 01 10             533        0        0
MALAYAN BANKING BHD            COM              560801995     3669  1742800 SH       DEFINED 01            1742800        0        0
MALAYAN BANKING BHD            COM              560801995      167    79200 SH       DEFINED 01 05               0    79200        0
MAKITA CORP-SPONS ADR          COM              560877300     2900   512200 SH       DEFINED 01             512200        0        0
MAN AG                         COM              561500992      115     8738 SH       DEFINED 01               8738        0        0
MANDALAY RESORT GROUP          COM              562567107      614    18309 SH       DEFINED 01              18309        0        0
MANDALAY RESORT GRP            COM              562567107      906    27000 SH       DEFINED 01                  0    27000        0
MANHATTAN ASS                  COM              562750109        2      115 SH       DEFINED 01 02               0      115        0
MANHATTAN ASSOCIATES           COM              562750109     2250   166466 SH       DEFINED 01             166466        0        0
MANHATTAN ASSOCIATES           COM              562750109      101     7450 SH       DEFINED 01 05               0     7450        0
MANITOWOC                      COM              563571108     2263    82735 SH       DEFINED 01              82735        0        0
THYSSENKRUPP AG                COM              5636927         17     1500 SH       DEFINED 01 10            1500        0        0
MANOR CARE                     COM              564055101     1414    62860 SH       DEFINED 01              62860        0        0
MANOR CARE                     COM              564055101      514    22884 SH       DEFINED 01 03               0    22884        0
MANOR CARE                     COM              564055101       26     1139 SH       DEFINED 01 05               0     1139        0
UNILEVER NV                    COM              5640898        111     1878 SH       DEFINED 01 10            1878        0        0
CARREFOUR                      COM              5641567         67     1675 SH       DEFINED 01 10            1675        0        0
MANPOWER                       COM              56418H100    11476   391136 SH       DEFINED 01             391136        0        0
MANPOWER                       COM              56418H100    12029   410000 SH       DEFINED 01 05               0   410000        0
MANTECH INTL CORP-A            COM              564563104     1197    51000 SH       DEFINED 01              51000        0        0
MANTECH INTL CORP-A            COM              564563104       55     2334 SH       DEFINED 01 02               0     2334        0
MANTECH INTL CORP-A            COM              564563104        3      145 SH       DEFINED 01 03               0      145        0
MANTECH INTL CORP-A            COM              564563104      157     6700 SH       DEFINED 01 05               0     6700        0
MANUF HOME                     COM              564682102        3       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP              COM              565011103     2791  1000319 SH       DEFINED 01            1000319        0        0
MANUGISTICS GROUP              COM              565011103      288   103100 SH       DEFINED 01 03               0   103100        0
MANUGISTICS GROUP              COM              565011103      147    52765 SH       DEFINED 01 05               0    52765        0
MANUGISTICS GROUP IN           COM              565011103      171    61200 SH       DEFINED 01 02               0    61200        0
GAS NATURAL                    COM              5650422         18     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      188    47476 SH       DEFINED 01              47476        0        0
EFG EUROBANK                   COM              5654316          7      600 SH       DEFINED 01 10             600        0        0
MARATHON OIL                   COM              565849106    37520  1654309 SH       DEFINED 01            1654309        0        0
MARATHON OIL                   COM              565849106     1660    73163 SH       DEFINED 01 03               0    73163        0
MARATHON OIL                   COM              565849106     4319   190448 SH       DEFINED 01 05               0   190448        0
MARATHON OIL CORP              COM              565849106       29     1300 SH       DEFINED 01 02               0     1300        0
MARCUS                         COM              566330106     1205    92017 SH       DEFINED 01              92017        0        0
TUI AGAG AG                    COM              5666292          8      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         43     3602 SH       DEFINED 01 10            3602        0        0
WOLTERS KLUW                   COM              5671519         16      865 SH       DEFINED 01 10             865        0        0
SANOFI-SYNTH                   COM              5671735         69     1228 SH       DEFINED 01 10            1228        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
GRUPO FERROVIAL SA             COM              5678822          5      193 SH       DEFINED 01 10             193        0        0
MARINEMAX INC                  COM              567908108      326    36200 SH       DEFINED 01              36200        0        0
MARINEMAX INC                  COM              567908108       34     3800 SH       DEFINED 01 05               0     3800        0
GRUPO DRAGAD                   COM              5687000          6      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         24     1375 SH       DEFINED 01 10            1375        0        0
AGFA GEVAERT                   COM              5689051          6      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789          8      800 SH       DEFINED 01 10             800        0        0
TDC A/S                        COM              5698790         10      450 SH       DEFINED 01 10             450        0        0
WIENERBERGER AG                COM              5699373          2      109 SH       DEFINED 01 10             109        0        0
SVENSKA                        COM              5703661         24     1900 SH       DEFINED 01 10            1900        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          1      100 SH       DEFINED 01 10             100        0        0
MARKEL                         COM              570535104      223     1120 SH       DEFINED 01               1120        0        0
NEG MICON                      COM              5705593          1       50 SH       DEFINED 01 10              50        0        0
BCO SANT CEN                   COM              5705946         68    13324 SH       DEFINED 01 10           13324        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH       DEFINED 01                 40        0        0
MARKETSOFT CV                  PRF              570620XX7      462   924180 SH       DEFINED 01             924180        0        0
MARKETSOFT CV                  PRF              570620XX7      562  1125000 SH       DEFINED 01 05               0  1125000        0
MARKS & SPENCER GROUP PLC      COM              570697508      817   161821 SH       DEFINED 01             161821        0        0
METSO OYJ                      COM              5713422          3      300 SH       DEFINED 01 10             300        0        0
MARS CVT SERIES G              PRF              571650993        0  2380000 SH       DEFINED 01            2380000        0        0
MARS CVT SERIES G              PRF              571650993        0  4760000 SH       DEFINED 01 05               0  4760000        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3        0  2702703 SH       DEFINED 01 05               0  2702703        0
MARS CV SERIES D               PRF              571650XY1        0  2142857 SH       DEFINED 01            2142857        0        0
MARS CV SERIES D               PRF              571650XY1        0  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH & MCLENNAN               COM              571748102   292848  7032820 SH       DEFINED 01            7032820        0        0
MARSH & MCLENNAN               COM              571748102     5216   125267 SH       DEFINED 01 03               0   125267        0
MARSH & MCLENNAN               COM              571748102    52477  1260256 SH       DEFINED 01 05               0  1260256        0
MARSH MCLENNAN CO              COM              571748102    21711   521350 SH       DEFINED 01 02               0   521350        0
MARSHALL & ILSLEY              COM              571834100      197     7068 SH       DEFINED 01               7068        0        0
MARSHALL & ILSLEY              COM              571834100     1365    48930 SH       DEFINED 01 03               0    48930        0
MARSHALL & ILSLEY              COM              571834100       68     2454 SH       DEFINED 01 05               0     2454        0
MARRIOTT INTL CL A             COM              571903202   148980  5139025 SH       DEFINED 01            5139025        0        0
MARRIOTT INTL CL A             COM              571903202      533    18400 SH       DEFINED 01 02               0    18400        0
MARRIOTT INTL CL A             COM              571903202     1631    56276 SH       DEFINED 01 03               0    56276        0
MARRIOTT INTL CL A             COM              571903202    27991   965522 SH       DEFINED 01 05               0   965522        0
MLP AG                         COM              5720273          1       84 SH       DEFINED 01 10              84        0        0
BPI SGPS                       COM              5721759          3     1720 SH       DEFINED 01 10            1720        0        0
BAKER HUGHES                   COM              57224107      2604    89700 SH       DEFINED 11 12               0    89700        0
BAKER HUGHES                   COM              57224107     15754   542700 SH       DEFINED 11 12 13            0   542700        0
HUGO BOSS VZ                   COM              5726709          1      149 SH       DEFINED 01 10             149        0        0
SIEMENS AG                     COM              5727973         87     2600 SH       DEFINED 01 10            2600        0        0
MARTEK BIOSCIENCES             COM              572901106     2696   164600 SH       DEFINED 01             164600        0        0
MARTEK BIOSCIENCES             COM              572901106        2      110 SH       DEFINED 01 02               0      110        0
MARTEK BIOSCIENCES             COM              572901106      136     8300 SH       DEFINED 01 05               0     8300        0
AGUAS DE                       COM              5729065          3      331 SH       DEFINED 01 10             331        0        0
TELEFONICA S                   COM              5732524        110    14771 SH       DEFINED 01 10           14771        0        0
QIAGEN NV                      COM              5732825          1      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      326    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106      929    28513 SH       DEFINED 01 02               0    28513        0
MARTIN MARIETTA MATERIALS      COM              573284106    28821   884874 SH       DEFINED 01             884874        0        0
MARTIN MARIETTA MATERIALS      COM              573284106     1521    46700 SH       DEFINED 01 03               0    46700        0
MARTIN MARIETTA MATERIALS      COM              573284106     2092    64211 SH       DEFINED 01 05               0    64211        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
MARUICHI STEEL TUBE LTD        COM              573820990      374    33000 SH       DEFINED 01              33000        0        0
SOL MELIA SA                   COM              5738298          2      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         11      300 SH       DEFINED 01 10             300        0        0
MASCO                          COM              574599106    25826  1320965 SH       DEFINED 01            1320965        0        0
MASCO                          COM              574599106     2286   116910 SH       DEFINED 01 03               0   116910        0
MASCO                          COM              574599106     9209   471103 SH       DEFINED 01 05               0   471103        0
MASCO CVT                      CONV BND         574599AW6      386   930000 PRN      DEFINED 01 02               0        0   930000
FIAT SPA                       COM              5748521         10     1000 SH       DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          1      210 SH       DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355         80     1750 SH       DEFINED 01 10            1750        0        0
MASSEY ENERGY                  COM              576206106     1516   235146 SH       DEFINED 01             235146        0        0
MASTEC INC.          MTZ       COM              576323109        1      277 SH       DEFINED 01                277        0        0
MATERIAL SCIENCES              COM              576674105      558    45847 SH       DEFINED 01              45847        0        0
MATRIA HEALTHCARE              COM              576817209      304    35400 SH       DEFINED 01              35400        0        0
MATRIXONE INC                  COM              57685P304        1      116 SH       DEFINED 01                116        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100    14234  1372000 SH       DEFINED 01            1372000        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100       73     7000 SH       DEFINED 01 03               0     7000        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     5830   562000 SH       DEFINED 01 05               0   562000        0
MATTEL                         COM              577081102   105602  5863482 SH       DEFINED 01            5863482        0        0
MATTEL                         COM              577081102     1865   103551 SH       DEFINED 01 03               0   103551        0
MATTEL                         COM              577081102    10765   597706 SH       DEFINED 01 05               0   597706        0
MATTEL INC.                    COM              577081102      191    10600 SH       DEFINED 01 02               0    10600        0
MATTHEWS INTL CORP             COM              577128101        2      100 SH       DEFINED 01 02               0      100        0
MAXIS COMMUNICATIONS BHD       COM              577600984     2470  1722000 SH       DEFINED 01            1722000        0        0
MAXIS COMMUNICATIONS BHD       COM              577600984      116    81000 SH       DEFINED 01 05               0    81000        0
MAXTOR                         COM              577729205     1506   577160 SH       DEFINED 01             577160        0        0
MAXTOR                         COM              577729205        3      963 SH       DEFINED 01 03               0      963        0
MAXTOR                         COM              577729205       89    33760 SH       DEFINED 01 05               0    33760        0
MAXTOR CORP                    COM              577729205       40    15418 SH       DEFINED 01 02               0    15418        0
MAXIM INTEGRATED               COM              57772K101    63078  2547525 SH       DEFINED 01 02               0  2547525        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   124625  5033285 SH       DEFINED 01            5033285        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101     5515   222769 SH       DEFINED 01 03               0   222769        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    28206  1139199 SH       DEFINED 01 05               0  1139199        0
MAXIM PHARMACEUTICAL           COM              57772M107        0      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE CL A              COM              577766108     8541   752500 SH       DEFINED 01             752500        0        0
MAXWELL SHOE CL A              COM              577766108        4      391 SH       DEFINED 01 03               0      391        0
MAXWELL SHOE CL A              COM              577766108      876    77125 SH       DEFINED 01 05               0    77125        0
MAXWELL SHOE INC - A           COM              577766108       72     6307 SH       DEFINED 01 02               0     6307        0
MAXYGEN                        COM              577776107        0       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103    19542   858281 SH       DEFINED 01             858281        0        0
MAY DEPT STORES                COM              577778103      239    10500 SH       DEFINED 01 02               0    10500        0
MAY DEPT STORES                COM              577778103     2460   108072 SH       DEFINED 01 03               0   108072        0
MAY DEPT STORES                COM              577778103     2054    90168 SH       DEFINED 01 05               0    90168        0
MAVERICK TUBE                  COM              577914104     1829   206210 SH       DEFINED 01             206210        0        0
MAXIMUS                        COM              577933104     1966    87778 SH       DEFINED 01              87778        0        0
MAXIMUS                        COM              577933104       47     2100 SH       DEFINED 01 05               0     2100        0
MAYTAG                         COM              578592107     2630   113488 SH       DEFINED 01             113488        0        0
MAYTAG                         COM              578592107      420    18137 SH       DEFINED 01 03               0    18137        0
MAYTAG                         COM              578592107     4077   175914 SH       DEFINED 01 05               0   175914        0
EPCOS AG                       COM              5785993          1      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          1      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565          5      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          6      283 SH       DEFINED 01 10             283        0        0
AMADEUS GLOBAL +               COM              5788130          3      755 SH       DEFINED 01 10             755        0        0
MCCLATCHY CO HOLDING           COM              579489105     2029    33285 SH       DEFINED 01              33285        0        0
TOP DANMARK AS                 COM              5797147          2      100 SH       DEFINED 01 10             100        0        0
MCCORMICK                      COM              579780206      130     5718 SH       DEFINED 01               5718        0        0
MCDATA CL B                    COM              580031102     5490  1000000 SH       DEFINED 01            1000000        0        0
MCDATA CL B                    COM              580031102      568   103500 SH       DEFINED 01 03               0   103500        0
MCDATA CL B                    COM              580031102      280    51034 SH       DEFINED 01 05               0    51034        0
MCDATA CORP - CL B             COM              580031102      314    57479 SH       DEFINED 01 02               0    57479        0
MCDATA CL A                    COM              580031201       25     4624 SH       DEFINED 01               4624        0        0
MCDATA CORPORATION-A           COM              580031201       11     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109    16022  2613748 SH       DEFINED 01            2613748        0        0
MCDERMOTT INTL                 COM              580037109       90    14735 SH       DEFINED 01 03               0    14735        0
MCDERMOTT INTL                 COM              580037109     2056   335535 SH       DEFINED 01 05               0   335535        0
MCDONALDS                      COM              580135101     2049   116000 SH       DEFINED 01                  0   116000        0
MCDONALD'S                     COM              580135101    55260  3129078 SH       DEFINED 01            3129078        0        0
MCDONALD'S                     COM              580135101     5242   296845 SH       DEFINED 01 03               0   296845        0
MCDONALD'S                     COM              580135101    54553  3089044 SH       DEFINED 01 05               0  3089044        0
BRISA(AUTO-E                   COM              5803925          7     1375 SH       DEFINED 01 10            1375        0        0
COLRUYT SA                     COM              5806225          4       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL COMPANIES          COM              580645109    43673   713380 SH       DEFINED 01             713380        0        0
MCGRAW-HILL COMPANIES          COM              580645109     2797    45684 SH       DEFINED 01 03               0    45684        0
MCGRAW-HILL COMPANIES          COM              580645109     3522    57532 SH       DEFINED 01 05               0    57532        0
MCGRAW-HILL COS INC            COM              580645109     4775    78000 SH       DEFINED 01                  0    78000        0
MCGRAW-HILL COS INC            COM              580645109      104     1700 SH       DEFINED 01 02               0     1700        0
MCK COMMUNICATIONS             COM              581243102        0        4 SH       DEFINED 01                  4        0        0
BCO COM PORT                   COM              5812493         15     6930 SH       DEFINED 01 10            6930        0        0
TERRA NETWORKS                 COM              5813720          5     1292 SH       DEFINED 01 10            1292        0        0
MCKESSON                       COM              58155Q103    57747  2038381 SH       DEFINED 01            2038381        0        0
MCKESSON                       COM              58155Q103     2126    75065 SH       DEFINED 01 03               0    75065        0
MCKESSON                       COM              58155Q103   136556  4820192 SH       DEFINED 01 05               0  4820192        0
MCKESSON CORP                  COM              58155Q103    17044   601593 SH       DEFINED 01 02               0   601593        0
MCKESSON CORP                  COM              58155Q103     1552    54800 SH       DEFINED 11 12               0    54800        0
MCKESSON CORP                  COM              58155Q103     9783   345300 SH       DEFINED 11 12 13            0   345300        0
PORTUGAL TELECOM SGPS SA       COM              5817186         19     4139 SH       DEFINED 01 10            4139        0        0
MCLEODUSA INC CL A             COM              582266706        0      161 SH       DEFINED 01                161        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEADE INSTRUMENTS              COM              583062104      161    51691 SH       DEFINED 01              51691        0        0
MEADWESTVACO                   COM              583334107      132     6851 SH       DEFINED 01               6851        0        0
MEADWESTVACO                   COM              583334107      894    46538 SH       DEFINED 01 03               0    46538        0
MEADWESTVACO                   COM              583334107       45     2330 SH       DEFINED 01 05               0     2330        0
GRUPPO ED                      COM              5836200          2      833 SH       DEFINED 01 10             833        0        0
MEDAREX                        COM              583916101        1      418 SH       DEFINED 01                418        0        0
MEDCATH CORP                   COM              58404W109      520    46000 SH       DEFINED 01              46000        0        0
MEDCATH CORP                   COM              58404W109       30     2634 SH       DEFINED 01 02               0     2634        0
MEDCATH CORP                   COM              58404W109        2      162 SH       DEFINED 01 03               0      162        0
MEDCATH CORP                   COM              58404W109       59     5200 SH       DEFINED 01 05               0     5200        0
DEUTSCHE TEL                   COM              5842359         57     6837 SH       DEFINED 01 10            6837        0        0
SEAT-PAGINE SPA                COM              5843642          5     8793 SH       DEFINED 01 10            8793        0        0
MEDIA GENERAL CL A             COM              584404107     2791    54889 SH       DEFINED 01              54889        0        0
MEDIACOM COMMUNICATIONS        COM              58446K105      549   102224 SH       DEFINED 01             102224        0        0
MEDIASET SPA                   COM              584475990      148    23753 SH       DEFINED 01              23753        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTICAL CL A    COM              584690309     3943    96474 SH       DEFINED 01              96474        0        0
MEDIMMUNE                      COM              584699102    60630  2905028 SH       DEFINED 01            2905028        0        0
MEDIMMUNE                      COM              584699102     3416   163678 SH       DEFINED 01 03               0   163678        0
MEDIMMUNE                      COM              584699102    20785   995904 SH       DEFINED 01 05               0   995904        0
MEDIMMUNE INC                  COM              584699102     2797   134000 SH       DEFINED 01                  0   134000        0
MEDIMMUNE INC                  COM              584699102    45955  2201962 SH       DEFINED 01 02               0  2201962        0
MEDTRONIC                      COM              585055106    12985   308276 SH       DEFINED 01                  0   308276        0
MEDTRONIC                      COM              585055106   363056  8619581 SH       DEFINED 01            8619581        0        0
MEDTRONIC                      COM              585055106    23832   565825 SH       DEFINED 01 02               0   565825        0
MEDTRONIC                      COM              585055106    11932   283277 SH       DEFINED 01 03               0   283277        0
MEDTRONIC                      COM              585055106    55147  1309298 SH       DEFINED 01 05               0  1309298        0
MEDTRONIC INC                  COM              585055106      442    10500 SH       DEFINED 11 12               0    10500        0
MEDTRONIC INC                  COM              585055106     4406   104600 SH       DEFINED 11 12 13            0   104600        0
MEDTRONIC CVT                  CONV BND         585055AB2      412   400000 PRN      DEFINED 01 02               0        0   400000
MEGGITT PLC                    COM              585086994      113    40000 SH       DEFINED 01              40000        0        0
ACCOR                          COM              5852842         17      586 SH       DEFINED 01 10             586        0        0
MELLON FINANCIAL               COM              58551A108    14294   551244 SH       DEFINED 01             551244        0        0
MELLON FINANCIAL               COM              58551A108     2626   101279 SH       DEFINED 01 03               0   101279        0
MELLON FINANCIAL               COM              58551A108    12449   480073 SH       DEFINED 01 05               0   480073        0
MEMBERWORKS                    COM              586002107     1083    62138 SH       DEFINED 01              62138        0        0
COLOPLAST B                    COM              5867653          4       50 SH       DEFINED 01 10              50        0        0
MEN'S WEARHOUSE                COM              587118100     3305   224779 SH       DEFINED 01             224779        0        0
MENTOR                         COM              587188103     4576   143499 SH       DEFINED 01             143499        0        0
MENTOR                         COM              587188103      290     9100 SH       DEFINED 01 05               0     9100        0
MENTOR CORP MN                 COM              587188103        4      140 SH       DEFINED 01 02               0      140        0
MENTOR GRAPHIC                 COM              587200106        1      200 SH       DEFINED 01 02               0      200        0
MENTOR GRAPHICS                COM              587200106       13     2759 SH       DEFINED 01               2759        0        0
DSV                            COM              5872969          2       75 SH       DEFINED 01 10              75        0        0
MERCANTILE BANKSHARES          COM              587405101      109     2855 SH       DEFINED 01               2855        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
BUSINESS OBJECTS               COM              5876507          2      190 SH       DEFINED 01 10             190        0        0
INFINEON TECH                  COM              5889505          6     1120 SH       DEFINED 01 10            1120        0        0
MERCK                          COM              589331107      777    17000 SH       DEFINED 01                  0    17000        0
MERCK                          COM              589331107    18008   394045 SH       DEFINED 01 02               0   394045        0
MERCK & CO                     COM              589331107   137042  2998063 SH       DEFINED 01            2998063        0        0
MERCK & CO                     COM              589331107    24168   528713 SH       DEFINED 01 03               0   528713        0
MERCK & CO                     COM              589331107    20641   451556 SH       DEFINED 01 05               0   451556        0
MERCK KGAA                     COM              589359991     1073    58700 SH       DEFINED 01              58700        0        0
MERCURY COMP SYS INC           COM              589378108        1       45 SH       DEFINED 01 02               0       45        0
MERCURY COMPUTER SYSTEMS       COM              589378108     1910    80939 SH       DEFINED 01              80939        0        0
MERCURY COMPUTER SYSTEMS       COM              589378108       31     1300 SH       DEFINED 01 05               0     1300        0
MERCURY GENERAL CORP           COM              589400100        6      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109      686    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109     3553   207044 SH       DEFINED 01             207044        0        0
MERCURY INTERACTIVE            COM              589405109     5893   343350 SH       DEFINED 01 02               0   343350        0
MERCURY INTERACTIVE            COM              589405109      502    29260 SH       DEFINED 01 03               0    29260        0
MERCURY INTERACTIVE            COM              589405109     4616   268985 SH       DEFINED 01 05               0   268985        0
MEREDITH                       COM              589433101       75     1724 SH       DEFINED 01               1724        0        0
MEREDITH                       COM              589433101      497    11538 SH       DEFINED 01 03               0    11538        0
MEREDITH                       COM              589433101       25      578 SH       DEFINED 01 05               0      578        0
MERISTAR HOSPITALITY           COM              58984Y103        3      309 SH       DEFINED 01                309        0        0
MERIDIAN GOLD                  COM              589975101     1559    85191 SH       DEFINED 01              85191        0        0
MERIDIAN GOLD INC CA;MNG/CAD   COM              589975952     2414   132020 SH       DEFINED 01             132020        0        0
MERIX                          COM              590049102      555    68000 SH       DEFINED 01              68000        0        0
MERIX CORP                     COM              590049102        1      130 SH       DEFINED 01 02               0      130        0
MERRILL LYNCH                  COM              590188108    15182   460761 SH       DEFINED 01             460761        0        0
MERRILL LYNCH                  COM              590188108     6637   201422 SH       DEFINED 01 03               0   201422        0
MERRILL LYNCH                  COM              590188108    13183   400109 SH       DEFINED 01 05               0   400109        0
NOKIA (AB) O                   COM              5902941        203    15278 SH       DEFINED 01 10           15278        0        0
MESA AIR GROUP                 COM              590479101      372   101858 SH       DEFINED 01             101858        0        0
METASOLV INC                   COM              59139P104        0       69 SH       DEFINED 01                 69        0        0
METHODE ELECTRONICS CL A       COM              591520200     1042   113525 SH       DEFINED 01             113525        0        0
METLIFE                        COM              59156R108    32631  1433655 SH       DEFINED 01            1433655        0        0
METLIFE                        COM              59156R108     4622   203093 SH       DEFINED 01 03               0   203093        0
METLIFE                        COM              59156R108    15229   669096 SH       DEFINED 01 05               0   669096        0
METLIFE INC                    COM              59156R108      289    12700 SH       DEFINED 01 02               0    12700        0
METLIFE CAPITAL TRUST CM CVT   PRF              59156R207    21180   300000 SH       DEFINED 01             300000        0        0
METRIS COMPANIES               COM              591598107        5     2389 SH       DEFINED 01               2389        0        0
METRIS COMPANIES               COM              591598107     2117   916600 SH       DEFINED 01 05               0   916600        0
METRO-GOLDWYN-MAYER            COM              591610100     2755   230493 SH       DEFINED 01             230493        0        0
METRO ONE TELECOMMUNICATIONS   COM              59163F105     2837   333816 SH       DEFINED 01             333816        0        0
METRO ONE TELECOMMUNICATIONS   COM              59163F105      231    27200 SH       DEFINED 01 05               0    27200        0
METROMEDIA FIBER NET           COM              591689104        0     1037 SH       DEFINED 01               1037        0        0
AEGON NV                       COM              5927375         28     2942 SH       DEFINED 01 10            2942        0        0
MICHAELS STORES                COM              594087108      122     2669 SH       DEFINED 01               2669        0        0
MICREL                         COM              594793101       24     3944 SH       DEFINED 01               3944        0        0
MICROS SYSTEMS                 COM              594901100     1276    55048 SH       DEFINED 01              55048        0        0
MICROSOFT                      COM              594918104    15362   351608 SH       DEFINED 01                  0   351608        0
MICROSOFT                      COM              594918104   650269 14883684 SH       DEFINED 01           14883684        0        0
MICROSOFT                      COM              594918104    72181  1652033 SH       DEFINED 01 02               0  1652033        0
MICROSOFT                      COM              594918104    55638  1273476 SH       DEFINED 01 03               0  1273476        0
MICROSOFT                      COM              594918104   124755  2855465 SH       DEFINED 01 05               0  2855465        0
MICROSOFT CORPORATION          COM              594918104     2252    51541 SH       DEFINED 11 12               0    51541        0
MICROSOFT CORPORATION          COM              594918104    12042   275620 SH       DEFINED 11 12 13            0   275620        0
ASML HOLDINGS NV               COM              5949368          8     1326 SH       DEFINED 01 10            1326        0        0
MICROSTRATEGY CL A             COM              594972408     2033   250000 SH       DEFINED 01             250000        0        0
MICRO-CHIP                     COM              595017104    42814  2093518 SH       DEFINED 01 02               0  2093518        0
MICROCHIP TECHNOLOGY           COM              595017104    47450  2320303 SH       DEFINED 01            2320303        0        0
MICROCHIP TECHNOLOGY           COM              595017104     4145   202712 SH       DEFINED 01 03               0   202712        0
MICROCHIP TECHNOLOGY           COM              595017104    25428  1243437 SH       DEFINED 01 05               0  1243437        0
MICROMUSE                      COM              595094103        1      501 SH       DEFINED 01                501        0        0
MICRON TECHNOLOGIES            COM              595112103       79     6400 SH       DEFINED 11 12               0     6400        0
MICRON TECHNOLOGY              COM              595112103     8928   721799 SH       DEFINED 01             721799        0        0
MICRON TECHNOLOGY              COM              595112103        2      160 SH       DEFINED 01 02               0      160        0
MICRON TECHNOLOGY              COM              595112103     1779   143832 SH       DEFINED 01 03               0   143832        0
MICRON TECHNOLOGY              COM              595112103    18607  1504254 SH       DEFINED 01 05               0  1504254        0
MICROSEMI                      COM              595137100      749   133569 SH       DEFINED 01             133569        0        0
MICROTUNE                      COM              59514P109      134    55471 SH       DEFINED 01              55471        0        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107        5      140 SH       DEFINED 01 02               0      140        0
MID ATLANTIC MEDICAL SERVICES  COM              59523C107     6801   187896 SH       DEFINED 01             187896        0        0
MID ATLANTIC MEDICAL SERVICES  COM              59523C107      116     3200 SH       DEFINED 01 05               0     3200        0
NORDEA AB                      COM              5952496          6     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          5      150 SH       DEFINED 01 10             150        0        0
TISCALI SPA -- (EUR)           COM              5953529          1      204 SH       DEFINED 01 10             204        0        0
OMEGA PHARMA SA                COM              5955279          3       66 SH       DEFINED 01 10              66        0        0
KON KPN NV                     COM              5956078         30     5728 SH       DEFINED 01 10            5728        0        0
MIDAS                          COM              595626102      235    46971 SH       DEFINED 01              46971        0        0
S&P MID-CAP 400 DEPOSITARY REC COM              595635103      440     5919 SH       DEFINED 01               5919        0        0
ERICSSON(LM)                   COM              5959378         26    70400 SH       DEFINED 01 10           70400        0        0
WILLIAM DEMANT                 COM              5961544          2      100 SH       DEFINED 01 10             100        0        0
STM MICROELECTRONICS           COM              5962332         24     1782 SH       DEFINED 01 10            1782        0        0
SANDVIK AB                     COM              5963108         14      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651          4      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         38      906 SH       DEFINED 01 10             906        0        0
MIDDLESEX WATER                COM              596680108      225    10000 SH       DEFINED 01              10000        0        0
WM-DATA AB                     COM              5970465          1     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          1      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          2     5779 SH       DEFINED 01 10            5779        0        0
MIDLAND CO.                    COM              597486109       42     2506 SH       DEFINED 01 02               0     2506        0
MIDLAND CO.                    COM              597486109        3      181 SH       DEFINED 01 03               0      181        0
ALCATEL "A" SHARES             COM              5975006          8     3408 SH       DEFINED 01 10            3408        0        0
FINECO SPA                     COM              5975062          2     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          5      520 SH       DEFINED 01 10             520        0        0
TELIA AB                       COM              5978384         11     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      195    48639 SH       DEFINED 01              48639        0        0
GIVAUDAN                       COM              5980613         10       22 SH       DEFINED 01 10              22        0        0
SERONO                         COM              5981070         11       23 SH       DEFINED 01 10              23        0        0
MIDWAY GAMES                   COM              598148104      800   145850 SH       DEFINED 01             145850        0        0
DANONE                         COM              5981810         47      393 SH       DEFINED 01 10             393        0        0
MIDWEST BANC HOLDING           COM              598251106        4      190 SH       DEFINED 01 02               0      190        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         25      272 SH       DEFINED 01 10             272        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622         61     4188 SH       DEFINED 01 10            4188        0        0
MILACRON                       COM              598709103     1183   262271 SH       DEFINED 01             262271        0        0
MILACRON                       COM              598709103     1150   255000 SH       DEFINED 01 05               0   255000        0
THOMSON MULT                   COM              5988930          7      471 SH       DEFINED 01 10             471        0        0
TF1-TV                         COM              5997118          8      389 SH       DEFINED 01 10             389        0        0
MILLENIUM PHARMACEUTICALS      COM              599902103      179    19110 SH       DEFINED 01              19110        0        0
MILLENIUM CHEM INC             COM              599903101        2      208 SH       DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          2     1000 SH       DEFINED 01 10            1000        0        0
MILLEA HOLDINGS                COM              600333991     2661      332 SH       DEFINED 01                332        0        0
MILLEA HOLDINGS                COM              600333991       64        8 SH       DEFINED 01 03               0        8        0
MILLEA HOLDINGS                COM              600333991     5179      646 SH       DEFINED 01 05               0      646        0
MILLER (HERMAN)                COM              600544100     2747   154675 SH       DEFINED 01             154675        0        0
MILLER (HERMAN)                COM              600544100     4440   250000 SH       DEFINED 01 05               0   250000        0
MILLIPORE                      COM              601073109       49     1535 SH       DEFINED 01               1535        0        0
MILLIPORE                      COM              601073109      358    11253 SH       DEFINED 01 03               0    11253        0
MILLIPORE                      COM              601073109       18      563 SH       DEFINED 01 05               0      563        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
AIFUL CORP.                    COM              6019419          9      150 SH       DEFINED 01 10             150        0        0
AMADA CO                       COM              6022105          4     1000 SH       DEFINED 01 10            1000        0        0
MINEFINDERS RESTRICTED SPECIAL COM              602500993      449   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIES          COM              603158106     1274    34347 SH       DEFINED 01              34347        0        0
MINERALS TECHNOLOGIES          COM              603158106       60     1610 SH       DEFINED 01 05               0     1610        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          4        1 SH       DEFINED 01 10               1        0        0
SINGAPORE TE                   COM              6043214          4     4000 SH       DEFINED 01 10            4000        0        0
MIPS TECH INC                  COM              604567107        0      173 SH       DEFINED 01                173        0        0
AOYAMA TRADI                   COM              6045878          3      200 SH       DEFINED 01 10             200        0        0
MIRANT                         COM              604675108      273   123744 SH       DEFINED 01             123744        0        0
MIRANT                         COM              604675108      207    93561 SH       DEFINED 01 03               0    93561        0
MIRANT                         COM              604675108       10     4687 SH       DEFINED 01 05               0     4687        0
ACOM CO                        COM              6049784         10      230 SH       DEFINED 01 10             230        0        0
WESTFIELD HOLDINGS             COM              6054142          8     1100 SH       DEFINED 01 10            1100        0        0
ASAHI BREWER                   COM              6054409          6     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         11     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         18     3000 SH       DEFINED 01 10            3000        0        0
ASATSU DK                      COM              6056052          2      100 SH       DEFINED 01 10             100        0        0
ASHIKAGA BAN                   COM              6056977          1     1000 SH       DEFINED 01 10            1000        0        0
AUST GAS LIG                   COM              6064969          4      784 SH       DEFINED 01 10             784        0        0
ANZ BANK                       COM              6065586         37     3904 SH       DEFINED 01 10            3904        0        0
AMCOR LIMITE                   COM              6066608          9     1974 SH       DEFINED 01 10            1974        0        0
MITSUBISHI                     COM              606755999     6168   918000 SH       DEFINED 01             918000        0        0
MITSUBISHI                     COM              606755999       67    10000 SH       DEFINED 01 03               0    10000        0
MITSUBISHI                     COM              606755999     5584   831000 SH       DEFINED 01 05               0   831000        0
MITSUBISHI ELECTRIC            COM              606777993      523   162000 SH       DEFINED 01             162000        0        0
MITSUBISHI ESTATE              COM              606796993       86    10727 SH       DEFINED 01              10727        0        0
MITSUBISHI ESTATES.            COM              606797X29      192    24068 SH       DEFINED 01              24068        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              606819993     8855     1199 SH       DEFINED 01               1199        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              606819993      103       14 SH       DEFINED 01 03               0       14        0
MITSUBISHI TOKYO FINANCIAL GRO COM              606819993     8397     1137 SH       DEFINED 01 05               0     1137        0
MITSUI CHEMICALS               COM              606822997     1856   432000 SH       DEFINED 01             432000        0        0
MITSUI & CO LTD                COM              606827996     1354   258000 SH       DEFINED 01             258000        0        0
MITSUI O.S.K. LINES            COM              606829992     1915  1009000 SH       DEFINED 01            1009000        0        0
MITSUI FUDOSAN                 COM              606839991     6026   741000 SH       DEFINED 01             741000        0        0
MITSUI FUDOSAN                 COM              606839991      130    16000 SH       DEFINED 01 03               0    16000        0
MITSUI FUDOSAN                 COM              606839991    11678  1436000 SH       DEFINED 01 05               0  1436000        0
AUTOBACS SEV                   COM              6068422          3      100 SH       DEFINED 01 10             100        0        0
BRL HARDY                      COM              6070041          2      378 SH       DEFINED 01 10             378        0        0
MOBILE MINI                    COM              60740F105      579    44702 SH       DEFINED 01              44702        0        0
BK OF EAST A                   COM              6075648          6     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          8     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         33     4378 SH       DEFINED 01 10            4378        0        0
BANYU PHARMACEUTICAL CO.       COM              6077309          4      400 SH       DEFINED 01 10             400        0        0
MODINE MFG                     COM              607828100     1261    66290 SH       DEFINED 01              66290        0        0
MODINE MFG                     COM              607828100        4      230 SH       DEFINED 01 03               0      230        0
MODINE MFG CO                  COM              607828100       68     3580 SH       DEFINED 01 02               0     3580        0
MODTECH HOLDINGS INC           COM              60783C100      463    46293 SH       DEFINED 01              46293        0        0
MODTECH HOLDINGS INC           COM              60783C100       30     2942 SH       DEFINED 01 02               0     2942        0
MODTECH HOLDINGS INC           COM              60783C100        2      184 SH       DEFINED 01 03               0      184        0
MODTECH HOLDINGS INC           COM              60783C100       64     6350 SH       DEFINED 01 05               0     6350        0
MOHAWK INDS                    COM              608190104    11801   237687 SH       DEFINED 01             237687        0        0
MOHAWK INDS                    COM              608190104      486     9784 SH       DEFINED 01 05               0     9784        0
MOLECULAR DEVICES              COM              60851C107        1      114 SH       DEFINED 01                114        0        0
MOLEX                          COM              608554101      213     9055 SH       DEFINED 01               9055        0        0
MOLEX                          COM              608554101     1060    45048 SH       DEFINED 01 03               0    45048        0
MOLEX                          COM              608554101       53     2256 SH       DEFINED 01 05               0     2256        0
TELSTRA CORP                   COM              6087289         14     5251 SH       DEFINED 01 10            5251        0        0
MONACO COACH                   COM              60886R103     1811    90404 SH       DEFINED 01              90404        0        0
CLP HOLDINGS                   COM              6097017         27     6600 SH       DEFINED 01 10            6600        0        0
MONOLITHIC SYS TECH            COM              609842109        3      309 SH       DEFINED 01                309        0        0
AMP LIMITED                    COM              6115715         18     2794 SH       DEFINED 01 10            2794        0        0
MONSANTO                       COM              61166W101    26639  1742194 SH       DEFINED 01            1742194        0        0
MONSANTO                       COM              61166W101      930    60809 SH       DEFINED 01 03               0    60809        0
MONSANTO                       COM              61166W101     6014   393322 SH       DEFINED 01 05               0   393322        0
MONSANTO CO NEW                COM              61166W101        2      143 SH       DEFINED 01 02               0      143        0
MONSANTO COMPANY               COM              61166W101      168    11002 SH       DEFINED 11 12               0    11002        0
MONSANTO COMPANY               COM              61166W101     1152    75332 SH       DEFINED 11 12 13            0    75332        0
BRAMBLES IND                   COM              6120009          7     1994 SH       DEFINED 01 10            1994        0        0
TAB LIMITED                    COM              6120496          2     1083 SH       DEFINED 01 10            1083        0        0
BENESSE CORP                   COM              6121927          5      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          7     2301 SH       DEFINED 01 10            2301        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
TREND MICRO INC                COM              6125286         13      500 SH       DEFINED 01 10             500        0        0
NTT DATA COM                   COM              6125639         14        4 SH       DEFINED 01 10               4        0        0
MONTEREY PASTA                 COM              612570101      309    66600 SH       DEFINED 01              66600        0        0
MONTEREY PASTA CO              COM              612570101        2      410 SH       DEFINED 01 02               0      410        0
SEMBCORP                       COM              6128713          2     4000 SH       DEFINED 01 10            4000        0        0
NIT DOCOMO                     COM              6129277         94       55 SH       DEFINED 01 10              55        0        0
BRIDGESTONE                    COM              6132101         24     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         11     1000 SH       DEFINED 01 10            1000        0        0
DEUTSCHE OFFICE TRUST          COM              6137504          2     2756 SH       DEFINED 01 10            2756        0        0
BHP BILLITON LTD               COM              6144690         46     9319 SH       DEFINED 01 10            9319        0        0
MONTPELIER RE HOLDINGS         COM              614500999    15754   900000 SH       DEFINED 01 05               0   900000        0
CONTACT ENER                   COM              6152529          1      565 SH       DEFINED 01 10             565        0        0
MONY GROUP                     COM              615337102     3418   138570 SH       DEFINED 01             138570        0        0
MONY GROUP                     COM              615337102      424    17200 SH       DEFINED 01 05               0    17200        0
MOODY'S                        COM              615369105     3729    76892 SH       DEFINED 01              76892        0        0
MOODY'S                        COM              615369105     1754    36171 SH       DEFINED 01 03               0    36171        0
MOODY'S                        COM              615369105       88     1819 SH       DEFINED 01 05               0     1819        0
MOOG CL A                      COM              615394202     1706    60386 SH       DEFINED 01              60386        0        0
MOOG CL A                      COM              615394202        4      126 SH       DEFINED 01 03               0      126        0
MOOG CL A                      COM              615394202      145     5114 SH       DEFINED 01 05               0     5114        0
MOOG INC CL A                  COM              615394202       52     1878 SH       DEFINED 01 02               0     1878        0
MOORE CORP LTD                 COM              615785102      253    25825 SH       DEFINED 01              25825        0        0
MOORE CORP LTD                 COM              615785102       51     5180 SH       DEFINED 01 05               0     5180        0
MOORE CORP LTD                 COM              615785995      254    26200 SH       DEFINED 01              26200        0        0
MIRVAC GROUP                   COM              6161978          2     1102 SH       DEFINED 01 10            1102        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007          5    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323         98     3000 SH       DEFINED 01 10            3000        0        0
HARVEY NORMAN HOLDINGS LTD     COM              6173508          2     1267 SH       DEFINED 01 10            1267        0        0
MORGAN STANLEY                 COM              617446448     1437    42400 SH       DEFINED 01                  0    42400        0
MORGAN STANLEY                 COM              617446448   186917  5517061 SH       DEFINED 01            5517061        0        0
MORGAN STANLEY                 COM              617446448      325     9600 SH       DEFINED 01 02               0     9600        0
MORGAN STANLEY                 COM              617446448     9862   291104 SH       DEFINED 01 03               0   291104        0
MORGAN STANLEY                 COM              617446448    44846  1323629 SH       DEFINED 01 05               0  1323629        0
DBS GROUP HL                   COM              6175203         25     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          1     1708 SH       DEFINED 01 10            1708        0        0
CASIO COMPUT                   COM              6178967          5     1000 SH       DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755          4     3000 SH       DEFINED 01 10            3000        0        0
COMPUTERSHARE LTD              COM              6180412          1      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          2     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         19        3 SH       DEFINED 01 10               3        0        0
CSL                            COM              6185495          3      281 SH       DEFINED 01 10             281        0        0
CHEUNG                         COM              6190273         32     5000 SH       DEFINED 01 10            5000        0        0
CHIBA BANK                     COM              6190563          7     2000 SH       DEFINED 01 10            2000        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    69566   172441 SH       DEFINED 01 03               0   172441        0
PYRAMID FIXED INCOME           COM              619465XX0    60262   209372 SH       DEFINED 01 03               0   209372        0
PYRAMID EAFE INDEX             COM              619466XX8     1390    14697 SH       DEFINED 01 03               0    14697        0
CHUBU                          COM              6195609         34     2000 SH       DEFINED 01 10            2000        0        0
CHUGAI PHARM                   COM              6196408          8      900 SH       DEFINED 01 10             900        0        0
MOSSIMO                        COM              619696107      459    78000 SH       DEFINED 01              78000        0        0
MOSSIMO                        COM              619696107       56     9724 SH       DEFINED 01 02               0     9724        0
MOSSIMO                        COM              619696107        4      617 SH       DEFINED 01 03               0      617        0
MOSSIMO                        COM              619696107       56     9500 SH       DEFINED 01 05               0     9500        0
CITIZEN WATC                   COM              6197304          5     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          5     2000 SH       DEFINED 01 10            2000        0        0
MOTOROLA                       COM              620076109     4500   442000 SH       DEFINED 01                  0   442000        0
MOTOROLA                       COM              620076109   131652 12932407 SH       DEFINED 01           12932407        0        0
MOTOROLA                       COM              620076109     1404   138101 SH       DEFINED 01 02               0   138101        0
MOTOROLA                       COM              620076109     5502   540430 SH       DEFINED 01 03               0   540430        0
MOTOROLA                       COM              620076109    22158  2176717 SH       DEFINED 01 05               0  2176717        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
SENBCIRO NARINE                COM              6205133          1     2000 SH       DEFINED 01 10            2000        0        0
CREATIVE TECHNOLOGY LIMITED    COM              6207582          1      200 SH       DEFINED 01 10             200        0        0
COLES MYER                     COM              6209908          9     2701 SH       DEFINED 01 10            2701        0        0
COCHLEAR LTD                   COM              6211798          2      126 SH       DEFINED 01 10             126        0        0
ORIGIN ENERGY                  COM              6214861          2     1202 SH       DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         51     3144 SH       DEFINED 01 10            3144        0        0
CSK CORP                       COM              6215552          6      200 SH       DEFINED 01 10             200        0        0
BORAL LIMITE                   COM              6218670          3     1202 SH       DEFINED 01 10            1202        0        0
RIO TINTO LI                   COM              6220103         13      818 SH       DEFINED 01 10             818        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
CSR LIMITED                    COM              6238645          7     2208 SH       DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1006 SH       DEFINED 01 10            1006        0        0
MUELLER INDS                   COM              624756102     2791   107782 SH       DEFINED 01             107782        0        0
DAIEI INC                      COM              6249982          1     1000 SH       DEFINED 01 10            1000        0        0
DAIICHI PHAR                   COM              6250218         16     1000 SH       DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          7      300 SH       DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          5     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          3     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         22     2000 SH       DEFINED 01 10            2000        0        0
DAIWA HOUSE                    COM              6251363         12     2000 SH       DEFINED 01 10            2000        0        0
DAIWA SECS G                   COM              6251448         22     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          2      793 SH       DEFINED 01 10             793        0        0
MULTIMEDIA GAMES INC           COM              625453105     1221    62000 SH       DEFINED 01              62000        0        0
MULTIMEDIA GAMES INC           COM              625453105      128     6500 SH       DEFINED 01 05               0     6500        0
LAWSON                         COM              6266914          6      200 SH       DEFINED 01 10             200        0        0
MURPHY OIL                     COM              626717102    82223  1001866 SH       DEFINED 01            1001866        0        0
MURPHY OIL                     COM              626717102     2185    26622 SH       DEFINED 01 02               0    26622        0
MURPHY OIL                     COM              626717102     3947    48095 SH       DEFINED 01 03               0    48095        0
MURPHY OIL                     COM              626717102    10300   125501 SH       DEFINED 01 05               0   125501        0
HONG KONG E&C                  COM              6267359          5     4000 SH       DEFINED 01 10            4000        0        0
NRMA INSURANCE                 COM              6271026          6     3660 SH       DEFINED 01 10            3660        0        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939          5     5000 SH       DEFINED 01 10            5000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH       DEFINED 01 10            4000        0        0
MYERS IND                      COM              628464109     1181    94265 SH       DEFINED 01              94265        0        0
MYERS IND                      COM              628464109        5      363 SH       DEFINED 01 03               0      363        0
MYERS IND INC                  COM              628464109       72     5738 SH       DEFINED 01 02               0     5738        0
MYKROLIS                       COM              62852P103      616   100214 SH       DEFINED 01             100214        0        0
MYKROLIS                       COM              62852P103       31     5060 SH       DEFINED 01 05               0     5060        0
MYLAN LABORATORIES             COM              628530107     6552   200096 SH       DEFINED 01             200096        0        0
MYLAN LABORATORIES             COM              628530107       20      625 SH       DEFINED 01 03               0      625        0
MYLAN LABORATORIES             COM              628530107      157     4800 SH       DEFINED 01 05               0     4800        0
MYRIAD GENETICS                COM              62855J104      745    47078 SH       DEFINED 01              47078        0        0
MYRIAD GENETICS                COM              62855J104        2      100 SH       DEFINED 01 02               0      100        0
MYRIAD GENETICS                COM              62855J104       92     5800 SH       DEFINED 01 05               0     5800        0
LI & FUNG                      COM              6286257          8     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280         40       17 SH       DEFINED 01 10              17        0        0
ANSELL                         COM              6286611          1      394 SH       DEFINED 01 10             394        0        0
NBTY                           COM              628782104     4866   374877 SH       DEFINED 01             374877        0        0
NBTY                           COM              628782104        4      317 SH       DEFINED 01 03               0      317        0
NBTY                           COM              628782104      265    20400 SH       DEFINED 01 05               0    20400        0
NBTY INC                       COM              628782104       68     5305 SH       DEFINED 01 02               0     5305        0
NCI BUILDING SYSTEMS           COM              628852105     1598    85000 SH       DEFINED 01              85000        0        0
NCI BUILDING SYSTEMS           COM              628852105       63     3333 SH       DEFINED 01 02               0     3333        0
NCI BUILDING SYSTEMS           COM              628852105        4      214 SH       DEFINED 01 03               0      214        0
NCI BUILDING SYSTEMS           COM              628852105      199    10600 SH       DEFINED 01 05               0    10600        0
NCO GROUP                      COM              628858102        0       42 SH       DEFINED 01                 42        0        0
NCR                            COM              62886E108       66     3331 SH       DEFINED 01               3331        0        0
NCR                            COM              62886E108      452    22811 SH       DEFINED 01 03               0    22811        0
NCR                            COM              62886E108       23     1138 SH       DEFINED 01 05               0     1138        0
MTR CORP                       COM              6290054          5     4500 SH       DEFINED 01 10            4500        0        0
NIC INC                        COM              62914B100        0      153 SH       DEFINED 01                153        0        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NMS COMM CORP                  COM              629248105        0       88 SH       DEFINED 01                 88        0        0
NPS PHARMACEUTICALS            COM              62936P103      160     7780 SH       DEFINED 01               7780        0        0
ONESTEEL LTD.                  COM              6293729          1      909 SH       DEFINED 01 10             909        0        0
NRJ GROUP                      COM              629379991      291    20600 SH       DEFINED 01              20600        0        0
NTL INCORPORATED               COM              629407107        0      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503       89    35592 SH       DEFINED 01              35592        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503       13     5296 SH       DEFINED 01 05               0     5296        0
NTT DOCOMO                     COM              629425992     8372     4900 SH       DEFINED 01               4900        0        0
NTT DOCOMO                     COM              629425992       68       40 SH       DEFINED 01 03               0       40        0
NTT DOCOMO                     COM              629425992     8837     5172 SH       DEFINED 01 05               0     5172        0
NUI                            COM              629431107     1067    49421 SH       DEFINED 01              49421        0        0
NVR                            COM              62944T105     7136    23799 SH       DEFINED 01              23799        0        0
NABI BIOPHARMACEUTIC           COM              629519109       32     5922 SH       DEFINED 01 02               0     5922        0
NABI BIOPHARMACEUTICALS        COM              629519109        2      380 SH       DEFINED 01 03               0      380        0
NABORS INDS CVT                CONV BND         629568AD8      381   590000 PRN      DEFINED 01 02               0        0   590000
NACCO IND CL A                 COM              629579103        1       31 SH       DEFINED 01                 31        0        0
EAST JAPAN                     COM              6298542         47       10 SH       DEFINED 01 10              10        0        0
NANOGEN INC                    COM              630075109        0       75 SH       DEFINED 01                 75        0        0
EBARA CORP                     COM              6302700          4     1000 SH       DEFINED 01 10            1000        0        0
SINGAPORE EXCHANGE LTD         COM              6303866          1     2000 SH       DEFINED 01 10            2000        0        0
EISAI CO                       COM              6307200         16      700 SH       DEFINED 01 10             700        0        0
CAPITALAND                     COM              6309303          2     3000 SH       DEFINED 01 10            3000        0        0
DENKI KAGAKU                   COM              6309820          2     1000 SH       DEFINED 01 10            1000        0        0
NASDAQ-100 INDEX TRACKING      COM              631100104   165920  8015442 SH       DEFINED 01            8015442        0        0
NASDAQ-100 INDEX TRACKING      COM              631100104    42398  2048200 SH       DEFINED 01 05               0  2048200        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01                  0      300        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01 05               0      300        0
NASH FINCH                     COM              631158102     1670   122800 SH       DEFINED 01             122800        0        0
NASH FINCH                     COM              631158102        3      197 SH       DEFINED 01 03               0      197        0
NASH FINCH                     COM              631158102      152    11200 SH       DEFINED 01 05               0    11200        0
NASH FINCH CO                  COM              631158102       42     3200 SH       DEFINED 01 02               0     3200        0
NASSDA CORP                    COM              63172M101      679   130000 SH       DEFINED 01             130000        0        0
ESPRIT HOLDINGS LIMITED        COM              6321642          5     3040 SH       DEFINED 01 10            3040        0        0
NATL AUSTRALIA BANK            COM              632993994     1524    83751 SH       DEFINED 01              83751        0        0
FAMILYMART CO.                 COM              6331276          5      200 SH       DEFINED 01 10             200        0        0
FAST RETAILING COMPANY LTD.    COM              6332439          5      200 SH       DEFINED 01 10             200        0        0
NIPPON UNIPAC HOLDING          COM              6334781         15        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171         81       11 SH       DEFINED 01 10              11        0        0
UFJ HOLDINGS INC               COM              6335223         27       10 SH       DEFINED 01 10              10        0        0
GOODMAN FIEL                   COM              6336549          3     2933 SH       DEFINED 01 10            2933        0        0
FLETCHER BUILDING LTD.         COM              6341606          1      680 SH       DEFINED 01 10             680        0        0
FOSTERS GROUP LTD              COM              6349268         13     5384 SH       DEFINED 01 10            5384        0        0
NATL CITY                      COM              635405103     5429   190331 SH       DEFINED 01             190331        0        0
NATL CITY                      COM              635405103     4074   142813 SH       DEFINED 01 03               0   142813        0
NATL CITY                      COM              635405103      324    11341 SH       DEFINED 01 05               0    11341        0
NATL COMMERCE FINANCIAL        COM              63545P104      210     8383 SH       DEFINED 01               8383        0        0
FUJI PHOTO F                   COM              6356525         30     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          1      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          2     1000 SH       DEFINED 01 10            1000        0        0
FUJISAWA PHARMACEUTICAL CO     COM              6356804         21     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         13      300 SH       DEFINED 01 10             300        0        0
FUJITSU                        COM              6356945         22     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          2      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562          5     2000 SH       DEFINED 01 10            2000        0        0
SEMBCORP LOGISTICS LIMITED     COM              6359320          1     1000 SH       DEFINED 01 10            1000        0        0
GANDEL RETAIL TRUST            COM              6361370          3     2559 SH       DEFINED 01 10            2559        0        0
NATL FUEL GAS                  COM              636180101       61     3074 SH       DEFINED 01               3074        0        0
NATL INSTRUMENT                COM              636518102       46     2095 SH       DEFINED 01               2095        0        0
GEN PROPERTY                   COM              6365866          5     3578 SH       DEFINED 01 10            3578        0        0
GENERAL SEKIYU KK              COM              6366007          6     1000 SH       DEFINED 01 10            1000        0        0
NATL-OILWELL                   COM              637071101     1032    53247 SH       DEFINED 01              53247        0        0
NATL PENN BANCSHARE            COM              637138108        2       86 SH       DEFINED 01                 86        0        0
NATL PRESTO IND                COM              637215104      620    21459 SH       DEFINED 01              21459        0        0
NATIONAL PROCESSING            COM              637229105     1825   107400 SH       DEFINED 01             107400        0        0
NATIONAL PROCESSING            COM              637229105      190    11200 SH       DEFINED 01 05               0    11200        0
NATL SEMICONDUCTOR             COM              637640103     1024    85731 SH       DEFINED 01              85731        0        0
NATL SEMICONDUCTOR             COM              637640103      502    42081 SH       DEFINED 01 03               0    42081        0
NATL SEMICONDUCTOR             COM              637640103      861    72109 SH       DEFINED 01 05               0    72109        0
NATIONAL SERVICE INDUSTRIES IN COM              637657206        0       16 SH       DEFINED 01                 16        0        0
NATIONAL VISION INC            COM              63845P101      204   292419 SH       DEFINED 01 02               0   292419        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NAVIGATORS GROUP               COM              638904102      466    23000 SH       DEFINED 01              23000        0        0
NAVIGATORS GROUP               COM              638904102        2      108 SH       DEFINED 01 03               0      108        0
NAVIGATORS GROUP               COM              638904102       51     2500 SH       DEFINED 01 05               0     2500        0
NAVIGATORS GROUP INC           COM              638904102       37     1830 SH       DEFINED 01 02               0     1830        0
NATURES SUNSHINE PRO           COM              639027101      537    49571 SH       DEFINED 01              49571        0        0
NATUZZI SPA-SP ADR             COM              63905A101     4153   380300 SH       DEFINED 01             380300        0        0
NATUZZI SPA-SP ADR             COM              63905A101      347    31800 SH       DEFINED 01 05               0    31800        0
NAUTICA ENTERPRISES            COM              639089101     7476   718955 SH       DEFINED 01             718955        0        0
NAUTICA ENTERPRISES            COM              639089101      609    58600 SH       DEFINED 01 05               0    58600        0
NAUTILUS GROUP INC             COM              63910B102     1219    62500 SH       DEFINED 01              62500        0        0
NAUTILUS GROUP INC             COM              63910B102        2      117 SH       DEFINED 01 02               0      117        0
NAUTILUS GROUP INC             COM              63910B102      148     7600 SH       DEFINED 01 05               0     7600        0
BT OFFICE TRUST                COM              6392466          2     2239 SH       DEFINED 01 10            2239        0        0
NAVISTAR INTL                  COM              63934E108     8353   385293 SH       DEFINED 01             385293        0        0
NAVISTAR INTL                  COM              63934E108      305    14071 SH       DEFINED 01 03               0    14071        0
NAVISTAR INTL                  COM              63934E108    21175   976705 SH       DEFINED 01 05               0   976705        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      105    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
NDCHEALTH                      COM              639480102     1696   109056 SH       DEFINED 01             109056        0        0
GUNMA BANK                     COM              6398088          4     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          4     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN MARCUS GROUP CL A       COM              640204202      704    26839 SH       DEFINED 01              26839        0        0
THOMAS NELSON                  COM              640376109      450    51062 SH       DEFINED 01              51062        0        0
NEOFORMA INC                   COM              640475505        0       10 SH       DEFINED 01                 10        0        0
NEOPOST SA                     COM              640479994      482    14300 SH       DEFINED 01              14300        0        0
HANG SENG BA                   COM              6408374         26     2500 SH       DEFINED 01 10            2500        0        0
HANKYU DEPT STORES             COM              6408705          6     1000 SH       DEFINED 01 10            1000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100      111     4095 SH       DEFINED 01 03               0     4095        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      601    53152 SH       DEFINED 01 03               0    53152        0
NET.B@NK INC                   COM              640933107      808    77594 SH       DEFINED 01              77594        0        0
NETWORK ASSOCIATES             COM              640938106    28141  2647257 SH       DEFINED 01            2647257        0        0
NETWORK ASSOCIATES             COM              640938106     6284   591200 SH       DEFINED 01 05               0   591200        0
NESTLE                         COM              641069992    30164   138002 SH       DEFINED 01             138002        0        0
NESTLE                         COM              641069992      399     1827 SH       DEFINED 01 03               0     1827        0
NESTLE                         COM              641069992    19652    89914 SH       DEFINED 01 05               0    89914        0
NET 2 PHONE                    COM              64108N106        0       37 SH       DEFINED 01                 37        0        0
NETFLIX.COM INC                COM              64110L106     1196   123300 SH       DEFINED 01             123300        0        0
NETEGRITY                      COM              64110P107      221   107305 SH       DEFINED 01             107305        0        0
NESTOR HEALTHCARE GROUP        COM              641111992      203    56000 SH       DEFINED 01              56000        0        0
NETOPIA INC                    COM              64114K104        0       48 SH       DEFINED 01                 48        0        0
NETRO CORP                     COM              64114R109        0      102 SH       DEFINED 01                102        0        0
NET IQ                         COM              64115P102      377    26000 SH       DEFINED 01              26000        0        0
NET IQ                         COM              64115P102        2      110 SH       DEFINED 01 02               0      110        0
NET IQ                         COM              64115P102       44     3000 SH       DEFINED 01 05               0     3000        0
NETSCOUT SYS INC               COM              64115T104      388   106088 SH       DEFINED 01             106088        0        0
NETSCOUT SYS INC               COM              64115T104       47    12900 SH       DEFINED 01 05               0    12900        0
NETRATINGS INC                 COM              64116M108        1      157 SH       DEFINED 01                157        0        0
NETSCREEN TECH INC             COM              64117V107      282    26000 SH       DEFINED 01              26000        0        0
NETWORK EQUIP TECH             COM              641208103      263    70047 SH       DEFINED 01              70047        0        0
NETWORK APPLIANCE              COM              64120L104     4215   575160 SH       DEFINED 01             575160        0        0
NETWORK APPLIANCE              COM              64120L104      574    78331 SH       DEFINED 01 03               0    78331        0
NETWORK APPLIANCE              COM              64120L104     8852  1207632 SH       DEFINED 01 05               0  1207632        0
NEUBERGER BERMAN               COM              641234109       77     2865 SH       DEFINED 01               2865        0        0
NEURO CRINE                    COM              64125C109        3       80 SH       DEFINED 01 02               0       80        0
NEUROCRINE BIOSCIENCES         COM              64125C109     1901    46370 SH       DEFINED 01              46370        0        0
NEUROCRINE BIOSCIENCES         COM              64125C109      213     5200 SH       DEFINED 01 05               0     5200        0
JAMES HARDIE                   COM              6412977          3      868 SH       DEFINED 01 10             868        0        0
NEVSUN RESOURCES LTD CA;NSU/C$ COM              64156L994      454   600000 SH       DEFINED 01             600000        0        0
HENDERSON LAND                 COM              6420538          6     2000 SH       DEFINED 01 10            2000        0        0
DAIWA BANK                     COM              6421553          9    12000 SH       DEFINED 01 10           12000        0        0
HIROSE ELECT                   COM              6428725          7      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         45     9000 SH       DEFINED 01 10            9000        0        0
HITACHI ZOSEN CORP             COM              6429308          1     2000 SH       DEFINED 01 10            2000        0        0
MITSUI TRUST HOLDINGS          COM              6431897          7     2900 SH       DEFINED 01 10            2900        0        0
HOKURIKU BAN                   COM              6433161          3     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145         81     2000 SH       DEFINED 01 10            2000        0        0
HONG KONG ELECTRIC             COM              6435327         19     4500 SH       DEFINED 01 10            4500        0        0
WHARF (HOLDI                   COM              6435576         11     6000 SH       DEFINED 01 10            6000        0        0
HONGKONG&CHI                   COM              6436557         21    15851 SH       DEFINED 01 10           15851        0        0
NEW ENGLAND BUS SERV           COM              643872104      863    40792 SH       DEFINED 01              40792        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         19      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS                      COM              644383101        2      561 SH       DEFINED 01                561        0        0
HUTCHISON WH                   COM              6448068         40     6900 SH       DEFINED 01 10            6900        0        0
HYSAN DEVELO                   COM              6449629          2     2029 SH       DEFINED 01 10            2029        0        0
MACQUARIE INFRASTRUCTURE       COM              6456942          8     4923 SH       DEFINED 01 10            4923        0        0
ORICA LIMITE                   COM              6458001          3      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    28807   875587 SH       DEFINED 01             875587        0        0
NEW JERSEY RESOURCES           COM              646025106      106     3210 SH       DEFINED 01 02               0     3210        0
NEW JERSEY RESOURCES           COM              646025106        7      208 SH       DEFINED 01 03               0      208        0
NEW JERSEY RESOURCES           COM              646025106      186     5639 SH       DEFINED 01 05               0     5639        0
ISETAN                         COM              6466844         10     1000 SH       DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          1     1000 SH       DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          4     3000 SH       DEFINED 01 10            3000        0        0
JOHN FAIRFAX                   COM              6467074          3     1942 SH       DEFINED 01 10            1942        0        0
ITOCHU CORP                    COM              6467803         11     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         39     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SHOKUBAI                COM              6470588          5     1000 SH       DEFINED 01 10            1000        0        0
JAPAN SYNTH RUBBER             COM              6470986          8     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871          5     2000 SH       DEFINED 01 10            2000        0        0
JGC CORP                       COM              6473468          6     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         13        2 SH       DEFINED 01 10               2        0        0
JOYO BANK                      COM              6479767          6     2000 SH       DEFINED 01 10            2000        0        0
AEON CO. LTD                   COM              6480048         26     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALTY TRUST    COM              648053106       69     3715 SH       DEFINED 01               3715        0        0
KAJIMA CORP                    COM              6481320          6     2000 SH       DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          5     1000 SH       DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          2     1000 SH       DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360          6     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         29     2100 SH       DEFINED 01 10            2100        0        0
KAO CORP                       COM              6483809         44     2000 SH       DEFINED 01 10            2000        0        0
KATOKICHI CO                   COM              6484244          2      100 SH       DEFINED 01 10             100        0        0
KAWASAKI HEA                   COM              6484620          3     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI KIS                   COM              6484686          1     1000 SH       DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          5     1000 SH       DEFINED 01 10            1000        0        0
KEIO ELECTRIC                  COM              6487362          5     1000 SH       DEFINED 01 10            1000        0        0
KEPPEL CORP                    COM              6490263          5     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          6     1000 SH       DEFINED 01 10            1000        0        0
KEYENCE CORP                   COM              6490995         17      100 SH       DEFINED 01 10             100        0        0
NEW WORLD RESTAURANT GROUP     COM              649271103       17   130000 SH       DEFINED 01             130000        0        0
KINDEN                         COM              6492924          4     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         11     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         12     2000 SH       DEFINED 01 10            2000        0        0
NEW YORK COMMUNITY BANCORP     COM              649445103     6454   229153 SH       DEFINED 01             229153        0        0
NEW YORK COMMUNITY BANCORP     COM              649445103    10091   358200 SH       DEFINED 01 05               0   358200        0
KOMATSU                        COM              6496584          7     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681          8      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          7     1000 SH       DEFINED 01 10            1000        0        0
KOYO SEIKO CO                  COM              6497082          5     1000 SH       DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         11     4000 SH       DEFINED 01 10            4000        0        0
KURARAY CO                     COM              6497662          6     1000 SH       DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         33      500 SH       DEFINED 01 10             500        0        0
KYOWA HAKKO                    COM              6499550          5     1000 SH       DEFINED 01 10            1000        0        0
KYUSHU                         COM              6499806         16     1200 SH       DEFINED 01 10            1200        0        0
NEW YORK TIMES CL A            COM              650111107      870    19156 SH       DEFINED 01              19156        0        0
NEW YORK TIMES CL A            COM              650111107     1603    35280 SH       DEFINED 01 03               0    35280        0
NEW YORK TIMES CL A            COM              650111107       80     1767 SH       DEFINED 01 05               0     1767        0
PATRICK CORP                   COM              6505048          3      392 SH       DEFINED 01 10             392        0        0
NEWCREST MINING                COM              650902992     2934   800000 SH       DEFINED 01             800000        0        0
NEWCREST MINING                COM              650902992       71    19436 SH       DEFINED 01 03               0    19436        0
LEIGHTON HOL                   COM              6511227          3      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          6     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106    37616  1218532 SH       DEFINED 01            1218532        0        0
NEWELL RUBBERMAID              COM              651229106     1959    63444 SH       DEFINED 01 03               0    63444        0
NEWELL RUBBERMAID              COM              651229106     5176   167693 SH       DEFINED 01 05               0   167693        0
NEWFIELD EXPLORATION           COM              651290108    21699   645979 SH       DEFINED 01             645979        0        0
NEWFIELD EXPLORATION           COM              651290108    54529  1623370 SH       DEFINED 01 02               0  1623370        0
NEWFIELD EXPLORATION           COM              651290108     3037    90400 SH       DEFINED 01 03               0    90400        0
NEWFIELD EXPLORATION           COM              651290108      903    26869 SH       DEFINED 01 05               0    26869        0
MILLEA HOLDING                 COM              6513126         32        4 SH       DEFINED 01 10               4        0        0
NEWMONT MINING                 COM              651639106    89710  3260956 SH       DEFINED 01            3260956        0        0
NEWMONT MINING                 COM              651639106      143     5200 SH       DEFINED 01 02               0     5200        0
NEWMONT MINING                 COM              651639106     2582    93851 SH       DEFINED 01 03               0    93851        0
NEWMONT MINING                 COM              651639106    21124   767875 SH       DEFINED 01 05               0   767875        0
                               COM              651639999      528   192500 SH       DEFINED 01             192500        0        0
NEWPARK RESOURCES              COM              651718504      179    45330 SH       DEFINED 01              45330        0        0
NEWPORT                        COM              651824104      343    30375 SH       DEFINED 01              30375        0        0
NEWPORT                        COM              651824104       46     4050 SH       DEFINED 01 05               0     4050        0
NEWPORT CORP                   COM              651824104        1       50 SH       DEFINED 01 02               0       50        0
FRASER & NEA                   COM              6521312          4      900 SH       DEFINED 01 10             900        0        0
NEWPOWER HOLDINGS INC          COM              652463100        0      667 SH       DEFINED 01                667        0        0
NEWS CORP LTD ADR              COM              652487703      121     6300 SH       DEFINED 01               6300        0        0
NEWS CORP ADR                  COM              652487802      913    55000 SH       DEFINED 01              55000        0        0
NEXT                           COM              652500992    12514   856576 SH       DEFINED 01             856576        0        0
NEXT                           COM              652500992      212    14520 SH       DEFINED 01 03               0    14520        0
NEXT                           COM              652500992     8674   593681 SH       DEFINED 01 05               0   593681        0
NEWTEK CAPITAL                 COM              652526997       12     5000 SH       DEFINED 01 05               0     5000        0
BHP STEEL                      COM              6533232          3     1863 SH       DEFINED 01 10            1863        0        0
NEXTCARD                       COM              65332K107        0      222 SH       DEFINED 01                222        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103     5735   759639 SH       DEFINED 01             759639        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103     1600   211973 SH       DEFINED 01 03               0   211973        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103      254    33739 SH       DEFINED 01 05               0    33739        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    12124    17829 SH       DEFINED 01              17829        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400      590      867 SH       DEFINED 01 05               0      867        0
NEXTEL COM CVT                 CONV BND         65332VAY9     8101 12000000 PRN      DEFINED 01 02               0        0 12000000
NEXTEL PARTNERS CL A           COM              65333F107     3275   608600 SH       DEFINED 01             608600        0        0
NEXTEL PARTNERS CL A           COM              65333F107        1      272 SH       DEFINED 01 03               0      272        0
NEXTEL PARTNERS CL A           COM              65333F107       94    17500 SH       DEFINED 01 05               0    17500        0
NEXTEL PARTNERS INC            COM              65333F107       24     4503 SH       DEFINED 01 02               0     4503        0
NEXPRISE                       COM              65333Q202        0        3 SH       DEFINED 01                  3        0        0
NET LEVEL COMM                 COM              65333U104        0      121 SH       DEFINED 01                121        0        0
NH HOTELES S.A.                COM              653400994      391    44400 SH       DEFINED 01              44400        0        0
BOC HONG KONG HOLDINGS LTD     COM              6536112          8     8000 SH       DEFINED 01 10            8000        0        0
NICOR                          COM              654086107       39     1395 SH       DEFINED 01               1395        0        0
NICOR                          COM              654086107      289    10234 SH       DEFINED 01 03               0    10234        0
NICOR                          COM              654086107       14      506 SH       DEFINED 01 05               0      506        0
NIFCO INC                      COM              654092998      310    30000 SH       DEFINED 01              30000        0        0
NIKE CL B                      COM              654106103     4088    94665 SH       DEFINED 01              94665        0        0
NIKE CL B                      COM              654106103     2682    62113 SH       DEFINED 01 03               0    62113        0
NIKE CL B                      COM              654106103      134     3110 SH       DEFINED 01 05               0     3110        0
NIKKEI 225 ETF                 COM              654107994      470     6130 SH       DEFINED 01               6130        0        0
NIPPON MINING HOLDINGS         COM              6543770          2     1000 SH       DEFINED 01 10            1000        0        0
JFE HOLDINGS NPV               COM              6543792         15     1375 SH       DEFINED 01 10            1375        0        0
99 CENTS ONLY STORE            COM              65440K106    28953  1398714 SH       DEFINED 01 02               0  1398714        0
99 CENTS ONLY STORES           COM              65440K106    20760  1002870 SH       DEFINED 01            1002870        0        0
99 CENTS ONLY STORES           COM              65440K106     2700   130399 SH       DEFINED 01 03               0   130399        0
99 CENTS ONLY STORES           COM              65440K106     1058    51120 SH       DEFINED 01 05               0    51120        0
NINTENDO                       COM              654450998      431     3700 SH       DEFINED 01               3700        0        0
NIPPON MEAT PACKERS INC        COM              654460997     1834   229000 SH       DEFINED 01             229000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     4361     1311 SH       DEFINED 01               1311        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962       43       13 SH       DEFINED 01 03               0       13        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     3696     1111 SH       DEFINED 01 05               0     1111        0
YAMADA DENKI CO., LTD - W/I    COM              6546519          5      200 SH       DEFINED 01 10             200        0        0
NISOURCE                       COM              65473P105     2130   123534 SH       DEFINED 01             123534        0        0
NISOURCE                       COM              65473P105      838    48608 SH       DEFINED 01 03               0    48608        0
NISOURCE                       COM              65473P105       75     4319 SH       DEFINED 01 05               0     4319        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR                   COM              654744994    13846  1864816 SH       DEFINED 01            1864816        0        0
NISSAN MOTOR                   COM              654744994       89    12000 SH       DEFINED 01 03               0    12000        0
NISSAN MOTOR                   COM              654744994     7307   984000 SH       DEFINED 01 05               0   984000        0
NISSIN HEALTHCARE              COM              654885995      258    12000 SH       DEFINED 01              12000        0        0
NOKIA ADR A                    COM              654902204     4507   340179 SH       DEFINED 01                  0   340179        0
NOKIA ADR A                    COM              654902204      729    54895 SH       DEFINED 01 02               0    54895        0
NOKIA ADR CL A                 COM              654902204    41320  3118452 SH       DEFINED 01            3118452        0        0
NOKIA ADR CL A                 COM              654902204     1120    84500 SH       DEFINED 01 03               0    84500        0
NOKIA ADR CL A                 COM              654902204     7342   554100 SH       DEFINED 01 05               0   554100        0
MIM HOLDINGS                   COM              6550167          2     3659 SH       DEFINED 01 10            3659        0        0
NOBLE ENERGY INC               COM              655044105      585    17197 SH       DEFINED 01              17197        0        0
MABUCHI MOTOR                  COM              6551030          9      100 SH       DEFINED 01 10             100        0        0
MACQUARIE BANK LTD             COM              6551353          6      517 SH       DEFINED 01 10             517        0        0
NOMURA RESEARCH INSTITUTE      COM              655360998     9353    82100 SH       DEFINED 01              82100        0        0
NOMURA RESEARCH INSTITUTE      COM              655360998     8921    78300 SH       DEFINED 01 05               0    78300        0
NOMURA HOLDINGS                COM              655361103    37839  2879000 SH       DEFINED 01            2879000        0        0
NOMURA HOLDINGS                COM              655361103      171    13000 SH       DEFINED 01 03               0    13000        0
NOMURA HOLDINGS                COM              655361103    12421   945000 SH       DEFINED 01 05               0   945000        0
NORDEA                         COM              655499994     1066   268796 SH       DEFINED 01             268796        0        0
NORDDEUTSCHE AFFINER           COM              655558997       86     8000 SH       DEFINED 01               8000        0        0
NORDSON                        COM              655663102      173     7274 SH       DEFINED 01               7274        0        0
NORDSON                        COM              655663102       28     1190 SH       DEFINED 01 05               0     1190        0
NORDSTROM                      COM              655664100       83     4636 SH       DEFINED 01               4636        0        0
NORDSTROM                      COM              655664100      564    31441 SH       DEFINED 01 03               0    31441        0
NORDSTROM                      COM              655664100       28     1579 SH       DEFINED 01 05               0     1579        0
NORFOLK SOUTHERN               COM              655844108     5580   276358 SH       DEFINED 01             276358        0        0
NORFOLK SOUTHERN               COM              655844108     1825    90416 SH       DEFINED 01 03               0    90416        0
NORFOLK SOUTHERN               COM              655844108       92     4535 SH       DEFINED 01 05               0     4535        0
NORFOLK SOUTHERN CO            COM              655844108     4753   235500 SH       DEFINED 01 02               0   235500        0
NORSKE SKOGSINDUSTRIER         COM              656533999     1534   132200 SH       DEFINED 01             132200        0        0
NORTEK                         COM              656559101      649    15000 SH       DEFINED 01              15000        0        0
NORTEL NETWORKS CORP           COM              656568102        1     1300 SH       DEFINED 01 02               0     1300        0
NORTEL NETWORKS                COM              656568995       82   164400 SH       DEFINED 01             164400        0        0
MARUBENI COR                   COM              6569464          4     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         11     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA COMM                COM              6572666          9      300 SH       DEFINED 01 10             300        0        0
MATSUSHITA E                   COM              6572707         62     6000 SH       DEFINED 01 10            6000        0        0
MATSUSHITA                     COM              6572729          6     1000 SH       DEFINED 01 10            1000        0        0
MAYNE GROUP                    COM              6574606          3     1528 SH       DEFINED 01 10            1528        0        0
MEIJI DAIRIES CORP             COM              6576088          3     1000 SH       DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          3     1000 SH       DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          2      100 SH       DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          8     1261 SH       DEFINED 01 10            1261        0        0
NOKIA                          COM              659002FR5    15418  1159861 SH       DEFINED 01            1159861        0        0
NOKIA                          COM              659002FR5      143    10779 SH       DEFINED 01 03               0    10779        0
NOKIA                          COM              659002FR5    16044  1207011 SH       DEFINED 01 05               0  1207011        0
CREDIT SAISO                   COM              6591809          9      400 SH       DEFINED 01 10             400        0        0
NORTH FORK BANCORPORATION      COM              659424105     8420   222486 SH       DEFINED 01             222486        0        0
NORTH FORK BANCORPORATION      COM              659424105     1439    38035 SH       DEFINED 01 03               0    38035        0
NORTH FORK BANCORPORATION      COM              659424105     8283   218901 SH       DEFINED 01 05               0   218901        0
MITSUBISHI E                   COM              6596729         24     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         20     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI G                   COM              6596923          1     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001          9     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         19     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         25     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          4     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          1     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          5     2000 SH       DEFINED 01 10            2000        0        0
MITSUI & CO                    COM              6597302         21     4000 SH       DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUI CHEM                    COM              6597368          9     2000 SH       DEFINED 01 10            2000        0        0
MITSUI ENG & SHIP              COM              6597380          2     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI OSK LINES               COM              6597584          4     2000 SH       DEFINED 01 10            2000        0        0
MITSUI FUDOS                   COM              6597603         16     2000 SH       DEFINED 01 10            2000        0        0
MURATA MFG C                   COM              6610403         36      700 SH       DEFINED 01 10             700        0        0
NGK INSULATO                   COM              6619507          7     1000 SH       DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604          7     1000 SH       DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         24     5747 SH       DEFINED 01 10            5747        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         68     3714 SH       DEFINED 01 10            3714        0        0
NEPTUNE ORIE                   COM              6628859          1     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          3     5000 SH       DEFINED 01 10            5000        0        0
NEWCREST MINING                COM              6637103          3      683 SH       DEFINED 01 10             683        0        0
NINTENDO CO                    COM              6639550         35      300 SH       DEFINED 01 10             300        0        0
NIKKO SECURITIES               COM              6640284         19     4000 SH       DEFINED 01 10            4000        0        0
DENSO CORP                     COM              6640381         24     1500 SH       DEFINED 01 10            1500        0        0
NEC CORP                       COM              6640400         24     5000 SH       DEFINED 01 10            5000        0        0
NIDEC CORPOR                   COM              6640682          5      100 SH       DEFINED 01 10             100        0        0
NIPPON MEAT                    COM              6640767          8     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          3     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN SEIFUN GROUP INC       COM              6640961          7     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          3     1000 SH       DEFINED 01 10            1000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373         57       17 SH       DEFINED 01 10              17        0        0
NIPPON OIL                     COM              6641403         17     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          3     1000 SH       DEFINED 01 10            1000        0        0
NSK                            COM              6641544          3     1000 SH       DEFINED 01 10            1000        0        0
NISSIN FOOD                    COM              6641760          6      300 SH       DEFINED 01 10             300        0        0
NITTO DENKO CORP               COM              6641801         10      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         14     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321          8     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387          9     1000 SH       DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406          5     1000 SH       DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         22    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         52     7000 SH       DEFINED 01 10            7000        0        0
NISSHINBO IN                   COM              6642923          5     1000 SH       DEFINED 01 10            1000        0        0
NOMURA HOLDINGS                COM              6643108         66     5000 SH       DEFINED 01 10            5000        0        0
NIPPON YUSEN                   COM              6643960         10     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106     2461   145607 SH       DEFINED 01             145607        0        0
ORIENTAL LAN                   COM              6648891          6      100 SH       DEFINED 01 10             100        0        0
NTN CORP                       COM              6651189          4     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          5     2000 SH       DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         14     3000 SH       DEFINED 01 10            3000        0        0
OKUMURA CORP                   COM              6657808          3     1000 SH       DEFINED 01 10            1000        0        0
NORTHERN TRUST                 COM              665859104      508    13455 SH       DEFINED 01              13455        0        0
NORTHERN TRUST                 COM              665859104     1946    51594 SH       DEFINED 01 03               0    51594        0
NORTHERN TRUST                 COM              665859104       98     2585 SH       DEFINED 01 05               0     2585        0
OLYMPUS OPTI                   COM              6658801         15     1000 SH       DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         13     1000 SH       DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          4     2000 SH       DEFINED 01 10            2000        0        0
ORIX CORP                      COM              6661144         13      220 SH       DEFINED 01 10             220        0        0
OSAKA GAS CO                   COM              6661768         15     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         16     3000 SH       DEFINED 01 10            3000        0        0
NORTHROP GRUMMAN               COM              666807102    50893   410299 SH       DEFINED 01             410299        0        0
NORTHROP GRUMMAN               COM              666807102     3262    26294 SH       DEFINED 01 03               0    26294        0
NORTHROP GRUMMAN               COM              666807102      271     2189 SH       DEFINED 01 05               0     2189        0
NORTHROP GRUMMAN COR           COM              666807102     3225    26000 SH       DEFINED 01                  0    26000        0
NORTHROP GRUMMAN COR           COM              666807102       34      280 SH       DEFINED 01 02               0      280        0
NORTHWEST AIRLINES CL A        COM              667280101      474    70932 SH       DEFINED 01              70932        0        0
NORTHWEST AIRLINES CL A        COM              667280101      802   120000 SH       DEFINED 01 05               0   120000        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104     2347    79961 SH       DEFINED 01              79961        0        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104        8      274 SH       DEFINED 01 03               0      274        0
NW NATURAL GAS CO              COM              667655104      130     4430 SH       DEFINED 01 02               0     4430        0
NORTHWEST NAT GA 100           PRF              667655708    17266   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN                   COM              668074107      839    85919 SH       DEFINED 01              85919        0        0
PIONEER CORP                   COM              6688745          8      500 SH       DEFINED 01 10             500        0        0
BROWN CAP MGMT SM CO           COM              66976M409    27166  1421578 SH       DEFINED 01 03               0  1421578        0
NOVARTIS AG-ADR                COM              66987V109       38      950 SH       DEFINED 01 02               0      950        0
NU HORIZONS ELEC COR           COM              669908105     3904   650600 SH       DEFINED 01             650600        0        0
NU HORIZONS ELEC COR           COM              669908105      382    63600 SH       DEFINED 01 05               0    63600        0
NUANCE COMMUNICATION           COM              669967101        0       82 SH       DEFINED 01                 82        0        0
NOVAVAX                        COM              670002104      844   195000 SH       DEFINED 01             195000        0        0
NOVELL                         COM              670006105      818   389555 SH       DEFINED 01             389555        0        0
NOVELL                         COM              670006105      180    85817 SH       DEFINED 01 03               0    85817        0
NOVELL                         COM              670006105      114    54047 SH       DEFINED 01 05               0    54047        0
NOVELL INC                     COM              670006105       35    16207 SH       DEFINED 01 02               0    16207        0
NOVELLUS SYSTEMS               COM              670008101    16869   810570 SH       DEFINED 01             810570        0        0
NOVELLUS SYSTEMS               COM              670008101     2459   118117 SH       DEFINED 01 03               0   118117        0
NOVELLUS SYSTEMS               COM              670008101     5136   246818 SH       DEFINED 01 05               0   246818        0
NOVELLUS SYSTEMS INC           COM              670008101    23057  1107978 SH       DEFINED 01 02               0  1107978        0
NOVEN PHARMACEUTICALS          COM              670009109      865    70706 SH       DEFINED 01              70706        0        0
NOVO NORDISK CL B              COM              670100999      380    13921 SH       DEFINED 01              13921        0        0
NU SKIN ENTERPRISES            COM              67018T105     3412   279700 SH       DEFINED 01             279700        0        0
NU SKIN ENTERPRISES            COM              67018T105       60     4928 SH       DEFINED 01 02               0     4928        0
NU SKIN ENTERPRISES            COM              67018T105        4      314 SH       DEFINED 01 03               0      314        0
NU SKIN ENTERPRISES            COM              67018T105      363    29700 SH       DEFINED 01 05               0    29700        0
NUCENTRIX BROADBAND            COM              670198100        0      119 SH       DEFINED 01                119        0        0
NSTAR                          COM              67019E107       84     2131 SH       DEFINED 01               2131        0        0
PROMISE CO                     COM              6703295         12      300 SH       DEFINED 01 10             300        0        0
NUCOR                          COM              670346105    71375  1883249 SH       DEFINED 01            1883249        0        0
NUCOR                          COM              670346105     1939    51123 SH       DEFINED 01 03               0    51123        0
NUCOR                          COM              670346105    12128   320009 SH       DEFINED 01 05               0   320009        0
NUCOR CORP                     COM              670346105     9957   262738 SH       DEFINED 01 02               0   262738        0
NUEVO ENERGY CO                COM              670509108      588    53911 SH       DEFINED 01              53911        0        0
NUMERICAL TECHNOLOG            COM              67053T101        0      159 SH       DEFINED 01                159        0        0
NUTRECO HOLDING N.V.           COM              670610997       67     4877 SH       DEFINED 01               4877        0        0
NVIDIA                         COM              67066G104     3707   433012 SH       DEFINED 01             433012        0        0
NVIDIA                         COM              67066G104      317    37076 SH       DEFINED 01 03               0    37076        0
NVIDIA                         COM              67066G104      109    12793 SH       DEFINED 01 05               0    12793        0
NYFIX                          COM              670712108      375    96484 SH       DEFINED 01              96484        0        0
O'CHARLEY'S                    COM              670823103     1102    58795 SH       DEFINED 01              58795        0        0
OKLAHOMA GAS & ELEC            COM              670837103       51     2997 SH       DEFINED 01               2997        0        0
OM GROUP                       COM              670872100     4360   101870 SH       DEFINED 01             101870        0        0
NOVARTIS                       COM              670889997    39757  1005507 SH       DEFINED 01            1005507        0        0
NOVARTIS                       COM              670889997      259     6548 SH       DEFINED 01 03               0     6548        0
NOVARTIS                       COM              670889997    25339   640849 SH       DEFINED 01 05               0   640849        0
OMV                            COM              671039998     1718    20350 SH       DEFINED 01              20350        0        0
OSI PHARMACEUTICALS            COM              671040103        2       94 SH       DEFINED 01                 94        0        0
OSI SYSTEMS INC                COM              671044105      594    34340 SH       DEFINED 01              34340        0        0
OSI SYSTEMS INC                COM              671044105        2       90 SH       DEFINED 01 02               0       90        0
QBE INS GROU                   COM              6715740          4     1082 SH       DEFINED 01 10            1082        0        0
OAK TECHNOLOGY                 COM              671802106      700   220016 SH       DEFINED 01             220016        0        0
OAK TECHNOLOGY                 COM              671802106        1      430 SH       DEFINED 01 02               0      430        0
OAK TECHNOLOGY                 COM              671802106       63    19900 SH       DEFINED 01 05               0    19900        0
OAKLEY                         COM              673662102      493    49117 SH       DEFINED 01              49117        0        0
OAKLEY                         COM              673662102       48     4800 SH       DEFINED 01 05               0     4800        0
RICOH                          COM              6738220         35     2000 SH       DEFINED 01 10            2000        0        0
OCCAM NETWORKS                 COM              67457P101        0      243 SH       DEFINED 01                243        0        0
OCCIDENTAL PETROLEUM           COM              674599105     9091   320352 SH       DEFINED 01             320352        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2516    88640 SH       DEFINED 01 03               0    88640        0
OCCIDENTAL PETROLEUM           COM              674599105      352    12402 SH       DEFINED 01 05               0    12402        0
OCE NV                         COM              674625991      140    19950 SH       DEFINED 01              19950        0        0
ROHM CO                        COM              6747204         35      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY                   COM              67481E106    19894   997205 SH       DEFINED 01             997205        0        0
OCEAN ENERGY                   COM              67481E106    12735   638356 SH       DEFINED 01 05               0   638356        0
OCEAN ENERGY INC TEX           COM              67481E106     5087   255000 SH       DEFINED 01                  0   255000        0
OCEAN ENERGY INC TEX           COM              67481E106       32     1600 SH       DEFINED 01 02               0     1600        0
OCEANEERING INTL               COM              675232102     1976    77654 SH       DEFINED 01              77654        0        0
OCEANEERING INTL               COM              675232102        4      155 SH       DEFINED 01 03               0      155        0
OCEANEERING INT'L              COM              675232102       65     2550 SH       DEFINED 01 02               0     2550        0
OCULAR SCIENCES                COM              675744106     3025   129500 SH       DEFINED 01             129500        0        0
OCULAR SCIENCES                COM              675744106      290    12400 SH       DEFINED 01 05               0    12400        0
OCWEN FINANCIAL                COM              675746101       68    23400 SH       DEFINED 01              23400        0        0
ODYSSEY RE HOLDINGS            COM              67612W108     1298    78175 SH       DEFINED 01              78175        0        0
ODYSSEY RE HOLDINGS            COM              67612W108       45     2710 SH       DEFINED 01 05               0     2710        0
OFFICE DEPOT                   COM              676220106     5561   450671 SH       DEFINED 01             450671        0        0
OFFICE DEPOT                   COM              676220106      888    71970 SH       DEFINED 01 03               0    71970        0
OFFICE DEPOT                   COM              676220106       45     3615 SH       DEFINED 01 05               0     3615        0
OFFICE DEPOT INC               COM              676220106     1265   102500 SH       DEFINED 11 12               0   102500        0
OFFICE DEPOT INC               COM              676220106     5461   442500 SH       DEFINED 11 12 13            0   442500        0
OFFICE MAX                     COM              67622M108      944   231432 SH       DEFINED 01             231432        0        0
OFFICE MAX                     COM              67622M108       54    13300 SH       DEFINED 01 02               0    13300        0
OFFICE MAX                     COM              67622M108        3      845 SH       DEFINED 01 03               0      845        0
OFFICE MAX                     COM              67622M108      118    28800 SH       DEFINED 01 05               0    28800        0
OFFSHORE LOGISTICS             COM              676255102     1260    70139 SH       DEFINED 01              70139        0        0
SMC CORP                       COM              6763965         18      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          9      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          2     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY                  COM              677240103     6063   372346 SH       DEFINED 01             372346        0        0
OHIO CASUALTY                  COM              677240103        7      417 SH       DEFINED 01 03               0      417        0
OHIO CASUALTY                  COM              677240103      687    42200 SH       DEFINED 01 05               0    42200        0
OHIO CASUALTY CORP             COM              677240103      106     6520 SH       DEFINED 01 02               0     6520        0
OHIO POWER CO $100             PRF              677415796     3936    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812     1103    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      542     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         13     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          1      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          4     1191 SH       DEFINED 01 10            1191        0        0
SANYO ELECTR                   COM              6776769         17     5000 SH       DEFINED 01 10            5000        0        0
SAPPORO BREW                   COM              6776907          2     1000 SH       DEFINED 01 10            1000        0        0
LUKOIL HOLDING ADR             COM              677862104     7386   121681 SH       DEFINED 01             121681        0        0
LUKOIL HOLDING ADR             COM              677862104      316     5206 SH       DEFINED 01 05               0     5206        0
OIL SERVICE HLDR DEP           COM              678002106      528    10550 SH       DEFINED 01              10550        0        0
OJI PAPER                      COM              678118993     2208   467389 SH       DEFINED 01             467389        0        0
SECOM CO                       COM              6791591         20      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          6      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         15     2000 SH       DEFINED 01 10            2000        0        0
SEVEN ELEVEN                   COM              6797179         34     1000 SH       DEFINED 01 10            1000        0        0
SHARP CORP                     COM              6800602         29     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTL              COM              680223104      138     4873 SH       DEFINED 01               4873        0        0
SHIMAMURA CO                   COM              6804035          6      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          3     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          6     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          2      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         40     1200 SH       DEFINED 01 10            1200        0        0
SHIONOGI & C                   COM              6804682         11     1000 SH       DEFINED 01 10            1000        0        0
SHIMANO INC                    COM              6804820          4      300 SH       DEFINED 01 10             300        0        0
SHISEIDO CO                    COM              6805265         12     1000 SH       DEFINED 01 10            1000        0        0
SHIZUOKA BAN                   COM              6805328         14     2000 SH       DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          3     2000 SH       DEFINED 01 10            2000        0        0
SHOWA SHELL                    COM              6805544          6     1000 SH       DEFINED 01 10            1000        0        0
OLIN                           COM              680665205      338    20620 SH       DEFINED 01              20620        0        0
OLIN                           COM              680665205       60     3690 SH       DEFINED 01 05               0     3690        0
SINO LAND CO                   COM              6810429          2     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         16    21000 SH       DEFINED 01 10           21000        0        0
PARKWAY HOLDINGS               COM              6811143          1     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE AIRLINES             COM              6811734         11     2000 SH       DEFINED 01 10            2000        0        0
SKYLARK                        COM              6813161          7      300 SH       DEFINED 01 10             300        0        0
SNOW BRAND M                   COM              6818401          1      500 SH       DEFINED 01 10             500        0        0
OMNICARE                       COM              681904108       82     3891 SH       DEFINED 01               3891        0        0
OMNICOM GROUP                  COM              681919106      352     6323 SH       DEFINED 01               6323        0        0
OMNICOM GROUP                  COM              681919106     2437    43761 SH       DEFINED 01 03               0    43761        0
OMNICOM GROUP                  COM              681919106      123     2202 SH       DEFINED 01 05               0     2202        0
OMNICOM GROUP                  COM              681919106      234     4200 SH       DEFINED 11 12               0     4200        0
SONIC HEALTHCARE               COM              6821120          2      525 SH       DEFINED 01 10             525        0        0
OMNIVISION TECHNOLOG           COM              682128103      441    66900 SH       DEFINED 01              66900        0        0
OMNOVA SOLUTIONS W/I           COM              682129101     1076   234414 SH       DEFINED 01             234414        0        0
SONY CORP                      COM              6821506        113     2700 SH       DEFINED 01 10            2700        0        0
ON ASSIGNMENT                  COM              682159108     1745   211026 SH       DEFINED 01             211026        0        0
ON ASSIGNMENT                  COM              682159108      102    12300 SH       DEFINED 01 05               0    12300        0
ON COMMAND CORP                COM              682160106        0      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        0      233 SH       DEFINED 01                233        0        0
SKY CITY ENTERTAIN GRP LTD.    COM              6823193          1      407 SH       DEFINED 01 10             407        0        0
SCMP GROUP LTD                 COM              6824657          2     4000 SH       DEFINED 01 10            4000        0        0
ONEOK                          COM              682680103     3452   182618 SH       DEFINED 01             182618        0        0
ONEOK                          COM              682680103        5      263 SH       DEFINED 01 03               0      263        0
ONEOK                          COM              682680103      338    17900 SH       DEFINED 01 05               0    17900        0
ONEOK INC                      COM              682680103       79     4179 SH       DEFINED 01 02               0     4179        0
ONYX SOFTWARE CP               COM              683402101        0       56 SH       DEFINED 01                 56        0        0
VIMPEL COMMUNICATIONS ADR      COM              68370R109      969    40897 SH       DEFINED 01              40897        0        0
VIMPEL COMMUNICATIONS ADR      COM              68370R109       43     1813 SH       DEFINED 01 05               0     1813        0
OPENWAVE SYSTEMS               COM              683718100        1     1285 SH       DEFINED 01               1285        0        0
OPG GROEP                      COM              683735997      450    12580 SH       DEFINED 01              12580        0        0
OPNET TECHNOLOGIES             COM              683757108      633   100000 SH       DEFINED 01             100000        0        0
OPLINK COMM INC                COM              68375Q106        0      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827208        0       17 SH       DEFINED 01                 17        0        0
ORACLE                         COM              68389X105    17905  2277925 SH       DEFINED 01            2277925        0        0
ORACLE                         COM              68389X105    10103  1285447 SH       DEFINED 01 03               0  1285447        0
ORACLE                         COM              68389X105      911   115860 SH       DEFINED 01 05               0   115860        0
ORACLE CORP COM                COM              68389X105     1792   228000 SH       DEFINED 01                  0   228000        0
ORACLE CORP COM                COM              68389X105     6157   783360 SH       DEFINED 01 02               0   783360        0
OPTION CARE INC                COM              683948103        2      202 SH       DEFINED 01 02               0      202        0
STOCKLAND TRUST                COM              6850856          5     1958 SH       DEFINED 01 10            1958        0        0
ORBITAL SCIENCES COR           COM              685564106       27     8387 SH       DEFINED 01 02               0     8387        0
ORBITAL SCIENCES COR ORB       COM              685564106      855   251600 SH       DEFINED 01             251600        0        0
ORBITAL SCIENCES COR ORB       COM              685564106        1      430 SH       DEFINED 01 03               0      430        0
ORBITAL SCIENCES COR ORB       COM              685564106      114    33600 SH       DEFINED 01 05               0    33600        0
ORBITAL SCIENCES WTS           COM              685564130        4     5220 SH       DEFINED 01               5220        0        0
ORCHID BIOSCIENCE              COM              68571P100        0      133 SH       DEFINED 01                133        0        0
SUMITOMO MITSUI BANK CORP      COM              6858526         67    12000 SH       DEFINED 01 10           12000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         15     4000 SH       DEFINED 01 10            4000        0        0
SUMITOMO ELE                   COM              6858708         11     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO MET                   COM              6858827          3     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          8     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO RLTY+DEV              COM              6858902          6     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO COR                   COM              6858946         10     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO                       COM              6859002         16     3000 SH       DEFINED 01 10            3000        0        0
SUN HUNG KAI                   COM              6859927         23     4000 SH       DEFINED 01 10            4000        0        0
OREGON STEEL MILLS             COM              686079104     1738   284000 SH       DEFINED 01             284000        0        0
OREGON STEEL MILLS             COM              686079104        3      428 SH       DEFINED 01 03               0      428        0
OREGON STEEL MILLS             COM              686079104      131    21400 SH       DEFINED 01 05               0    21400        0
OREGON STEEL MLS INC           COM              686079104       43     7017 SH       DEFINED 01 02               0     7017        0
O REILLY AUTOMOTIVE            COM              686091109     5495   192013 SH       DEFINED 01             192013        0        0
ORIENTAL LAND CO LTD           COM              686223991       45      700 SH       DEFINED 01 03               0      700        0
ORKLA ASA                      COM              686480997      372    23250 SH       DEFINED 01              23250        0        0
SWIRE PACIFI                   COM              6867748         16     4000 SH       DEFINED 01 10            4000        0        0
THK CO                         COM              6869131          4      300 SH       DEFINED 01 10             300        0        0
TDK CORP                       COM              6869302         16      400 SH       DEFINED 01 10             400        0        0
TAISEI CORP                    COM              6870100          4     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         20     4180 SH       DEFINED 01 10            4180        0        0
TAISHO PHARM                   COM              6870144         16     1000 SH       DEFINED 01 10            1000        0        0
TAKARA HOLDINGS                COM              6870382          5     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          6     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445        101     2500 SH       DEFINED 01 10            2500        0        0
ADVANTEST                      COM              6870490          8      200 SH       DEFINED 01 10             200        0        0
TABCORP HLDG                   COM              6873262          4      649 SH       DEFINED 01 10             649        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     3174   296584 SH       DEFINED 01             296584        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103      141    13200 SH       DEFINED 01 05               0    13200        0
TAKEFUJI COR                   COM              6876067         13      230 SH       DEFINED 01 10             230        0        0
TEIJIN                         COM              6880507          5     2000 SH       DEFINED 01 10            2000        0        0
TEIKOKU OIL                    COM              6880905          4     1000 SH       DEFINED 01 10            1000        0        0
TELECOM CORP                   COM              6881436          7     3053 SH       DEFINED 01 10            3053        0        0
TELEVISION                     COM              6881674          3     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207     1365    39716 SH       DEFINED 01              39716        0        0
OSHKOSH TRUCK CORP             COM              688239201     6031   106940 SH       DEFINED 01             106940        0        0
OSHKOSH TRUCK CORP             COM              688239201       66     1162 SH       DEFINED 01 02               0     1162        0
OSHKOSH TRUCK CORP             COM              688239201        4       69 SH       DEFINED 01 03               0       69        0
OSHKOSH TRUCK CORP             COM              688239201      299     5300 SH       DEFINED 01 05               0     5300        0
TERUMO CORP                    COM              6885074          7      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH                      COM              688582105      274    53190 SH       DEFINED 01              53190        0        0
NEWS CORPORA                   COM              6886925         22     4534 SH       DEFINED 01 10            4534        0        0
OTP BANK                       COM              688857994     2451   298800 SH       DEFINED 01             298800        0        0
OTP BANK                       COM              688857994      124    15100 SH       DEFINED 01 05               0    15100        0
TODA CORP                      COM              6893884          2     1000 SH       DEFINED 01 10            1000        0        0
TOBU RAILWAY                   COM              6895169          5     2000 SH       DEFINED 01 10            2000        0        0
TOHO CO.                       COM              6895200          4      400 SH       DEFINED 01 10             400        0        0
TOHOKU ELEC                    COM              6895266         17     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         69     3800 SH       DEFINED 01 10            3800        0        0
TOKYO GAS CO                   COM              6895448         20     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         19      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548         11     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         18     2000 SH       DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         10     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         24     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          4     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       86     3130 SH       DEFINED 01               3130        0        0
TOSTEM CORP.                   COM              6900212         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          3     2000 SH       DEFINED 01 10            2000        0        0
TOYODA INSUSTRIES              COM              6900546          6      400 SH       DEFINED 01 10             400        0        0
TOYOTA MOTOR                   COM              6900643        190     7400 SH       DEFINED 01 10            7400        0        0
TRANS COSMOS                   COM              6900955          2      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPBUILDING GROUP    COM              690368105       23     1500 SH       DEFINED 01               1500        0        0
OVERTURE SERVICES INC          COM              69039R100     1991    84450 SH       DEFINED 01              84450        0        0
OVERTURE SERVICES INC          COM              69039R100      125     5300 SH       DEFINED 01 05               0     5300        0
OVERTURE SVCS INC              COM              69039R100        4      150 SH       DEFINED 01 02               0      150        0
OWENS & MINOR                  COM              690732102     1531   107153 SH       DEFINED 01             107153        0        0
OWENS & MINOR                  COM              690732102        1       50 SH       DEFINED 01 05               0       50        0
OWENS & MINOR INC              COM              690732102        1       90 SH       DEFINED 01 02               0       90        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
UBE INDUSTRI                   COM              6910705          3     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          8      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH PLANS            COM              691471106    17087   438767 SH       DEFINED 01             438767        0        0
OXFORD HEALTH PLANS            COM              691471106       39     1000 SH       DEFINED 01 03               0     1000        0
OXFORD HEALTH PLANS            COM              691471106     6375   163700 SH       DEFINED 01 05               0   163700        0
OXFORD INDUSTRIES              COM              691497309      516    23574 SH       DEFINED 01              23574        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         28     4112 SH       DEFINED 01 10            4112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
VENTURE CORP                   COM              6927374          6     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL                         COM              69325Q105     2582   495685 SH       DEFINED 01             495685        0        0
PC-TEL                         COM              69325Q105      162    31100 SH       DEFINED 01 05               0    31100        0
P-COM INC                      COM              693262206        0       42 SH       DEFINED 01                 42        0        0
PDF SOLUTIONS INC              COM              693282105      202    38200 SH       DEFINED 01              38200        0        0
PDF SOLUTIONS INC              COM              693282105       20     3800 SH       DEFINED 01 05               0     3800        0
PDI INC                        COM              69329V100        0       39 SH       DEFINED 01                 39        0        0
PG&E                           COM              69331C108      602    53462 SH       DEFINED 01              53462        0        0
PG&E                           COM              69331C108     1031    91521 SH       DEFINED 01 03               0    91521        0
PG&E                           COM              69331C108       52     4600 SH       DEFINED 01 05               0     4600        0
PFF BANCORP INC                COM              69331W104      951    34300 SH       DEFINED 01              34300        0        0
PFF BANCORP INC                COM              69331W104       37     1362 SH       DEFINED 01 02               0     1362        0
PFF BANCORP INC                COM              69331W104        2       87 SH       DEFINED 01 03               0       87        0
PFF BANCORP INC                COM              69331W104      135     4870 SH       DEFINED 01 05               0     4870        0
P.F. CHANGS CHINA B            COM              69333Y108    33789  1163990 SH       DEFINED 01 02               0  1163990        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     2729    93990 SH       DEFINED 01              93990        0        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108      943    32500 SH       DEFINED 01 03               0    32500        0
PIMCO TOTAL RETURN FUND        COM              693390726     5197   477696 SH       DEFINED 01 03               0   477696        0
PLX TECHNOLOGY                 COM              693417107      114   100800 SH       DEFINED 01             100800        0        0
PMA CAPITAL CORP A             COM              693419202     3063   204200 SH       DEFINED 01             204200        0        0
PMA CAPITAL CORP A             COM              693419202      240    16000 SH       DEFINED 01 05               0    16000        0
PMC-SIERRA                     COM              69344F106       39     9848 SH       DEFINED 01               9848        0        0
PMC-SIERRA                     COM              69344F106      151    38931 SH       DEFINED 01 03               0    38931        0
PMC-SIERRA                     COM              69344F106        8     1949 SH       DEFINED 01 05               0     1949        0
PMC-SIERRA INC                 COM              69344F106        8     2100 SH       DEFINED 01 02               0     2100        0
PMI GROUP                      COM              69344M101       99     3635 SH       DEFINED 01               3635        0        0
PMI GROUP CVT                  CONV BND         69344MAE1      277   270000 PRN      DEFINED 01 02               0        0   270000
PNC FINANCIAL SERVICES GROUP   COM              693475105    15351   364005 SH       DEFINED 01             364005        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105     2804    66479 SH       DEFINED 01 03               0    66479        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    15443   366222 SH       DEFINED 01 05               0   366222        0
POSCO                          COM              693483109       41     1900 SH       DEFINED 01               1900        0        0
PNM RESOURCES                  COM              69349H107     2842   143500 SH       DEFINED 01             143500        0        0
PNM RESOURCES                  COM              69349H107        5      271 SH       DEFINED 01 03               0      271        0
PNM RESOURCES                  COM              69349H107     5780   291900 SH       DEFINED 01 05               0   291900        0
PNM RESOURCES INC              COM              69349H107       82     4188 SH       DEFINED 01 02               0     4188        0
PPG INDS                       COM              693506107     5884   131640 SH       DEFINED 01             131640        0        0
PPG INDS                       COM              693506107     1777    39744 SH       DEFINED 01 03               0    39744        0
PPG INDS                       COM              693506107      204     4578 SH       DEFINED 01 05               0     4578        0
PPG INDUSTRIES INC             COM              693506107     1542    34511 SH       DEFINED 01 02               0    34511        0
PPL                            COM              69351T106    34679  1065748 SH       DEFINED 01            1065748        0        0
PPL                            COM              69351T106     1233    37917 SH       DEFINED 01 03               0    37917        0
PPL                            COM              69351T106      113     3486 SH       DEFINED 01 05               0     3486        0
PRG-SCHULTZ INTL               COM              69357C107     4223   341017 SH       DEFINED 01             341017        0        0
PS BUSINESS PARKS              COM              69360J107        3       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100     1680   252696 SH       DEFINED 01             252696        0        0
PSS WORLD MEDICAL              COM              69366A100       75    11339 SH       DEFINED 01 02               0    11339        0
PSS WORLD MEDICAL              COM              69366A100        5      730 SH       DEFINED 01 03               0      730        0
PSS WORLD MEDICAL              COM              69366A100      203    30500 SH       DEFINED 01 05               0    30500        0
PTEK HOLDINGS INC              COM              69366M104      981   210600 SH       DEFINED 01             210600        0        0
PTEK HOLDINGS INC              COM              69366M104       35     7532 SH       DEFINED 01 02               0     7532        0
PTEK HOLDINGS INC              COM              69366M104        2      482 SH       DEFINED 01 03               0      482        0
PTEK HOLDINGS INC              COM              69366M104       94    20200 SH       DEFINED 01 05               0    20200        0
PACCAR                         COM              693718108      410    12138 SH       DEFINED 01              12138        0        0
PACCAR                         COM              693718108      911    26969 SH       DEFINED 01 03               0    26969        0
PACCAR                         COM              693718108       46     1350 SH       DEFINED 01 05               0     1350        0
PAC-WEST TELECOMM              COM              69371Y101        0      132 SH       DEFINED 01                132        0        0
PACER INTERNATIONAL INC        COM              69373H106     2293   202000 SH       DEFINED 01             202000        0        0
PACER INTERNATIONAL INC        COM              69373H106     2463   217000 SH       DEFINED 01 05               0   217000        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          2      474 SH       DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       80 SH       DEFINED 01                 80        0        0
PACIFIC NORTHWEST BA           COM              69466M103       47     1710 SH       DEFINED 01 02               0     1710        0
PACIFIC NORTHWEST BANCORP      COM              69466M103     2558    93950 SH       DEFINED 01              93950        0        0
PACIFIC NORTHWEST BANCORP      COM              69466M103        3      106 SH       DEFINED 01 03               0      106        0
PACIFIC NORTHWEST BANCORP      COM              69466M103      214     7850 SH       DEFINED 01 05               0     7850        0
PACIFIC SUNWEAR                COM              694873100        2       90 SH       DEFINED 01 02               0       90        0
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100     3150   154734 SH       DEFINED 01             154734        0        0
WESFARMERS                     COM              6948836         13      894 SH       DEFINED 01 10             894        0        0
PACIFICARE HEALTH SYSTEMS      COM              695112102    37467  1622663 SH       DEFINED 01            1622663        0        0
PACIFICARE HEALTH SYSTEMS      COM              695112102        3      129 SH       DEFINED 01 03               0      129        0
PACIFICARE HEALTH SYSTEMS      COM              695112102     4437   192187 SH       DEFINED 01 05               0   192187        0
PACIFICARE HLTH SYS            COM              695112102       46     1985 SH       DEFINED 01 02               0     1985        0
PACKAGING CORP OF AMERICA      COM              695156109      365    20827 SH       DEFINED 01              20827        0        0
PACKAGING CORP OF AMERICA      COM              695156109       60     3400 SH       DEFINED 01 05               0     3400        0
PACKETER                       COM              695210104        0       63 SH       DEFINED 01                 63        0        0
PACTIV                         COM              695257105       89     5389 SH       DEFINED 01               5389        0        0
PACTIV                         COM              695257105      607    36893 SH       DEFINED 01 03               0    36893        0
PACTIV                         COM              695257105       30     1853 SH       DEFINED 01 05               0     1853        0
WMC                            COM              6954985          9     2441 SH       DEFINED 01 10            2441        0        0
PAIN THERAPRUTICS IN           COM              69562K100        1      170 SH       DEFINED 01 02               0      170        0
WESTFIELD TR                   COM              6956312          7     3913 SH       DEFINED 01 10            3913        0        0
WEST JAPAN RAILWAY             COM              6957995         11        3 SH       DEFINED 01 10               3        0        0
PALL                           COM              696429307       64     4087 SH       DEFINED 01               4087        0        0
PALL                           COM              696429307      451    28559 SH       DEFINED 01 03               0    28559        0
PALL                           COM              696429307       23     1431 SH       DEFINED 01 05               0     1431        0
PALM                           COM              696642107      426   576188 SH       DEFINED 01             576188        0        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       92     5293 SH       DEFINED 01               5293        0        0
WOODSIDE PETROLEUM LTD         COM              6979728          8     1220 SH       DEFINED 01 10            1220        0        0
PAN PACIFIC RETAIL PROPERTIES  COM              69806L104     1912    55457 SH       DEFINED 01              55457        0        0
PAN PACIFIC RETAIL PROPERTIES  COM              69806L104      234     6800 SH       DEFINED 01 05               0     6800        0
WOOLWORTHS L                   COM              6981239         17     2610 SH       DEFINED 01 10            2610        0        0
PANERA BREAD CL A              COM              69840W108     3338   123638 SH       DEFINED 01             123638        0        0
PANERA BREAD CL A              COM              69840W108      373    13800 SH       DEFINED 01 03               0    13800        0
PANERA BREAD CO                COM              69840W108    14410   533754 SH       DEFINED 01 02               0   533754        0
YAMADA DENKI CO LTD            COM              6985026          3      100 SH       DEFINED 01 10             100        0        0
YAMANOUCHI P                   COM              6985383         22     1000 SH       DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          6     1000 SH       DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         15     1000 SH       DEFINED 01 10            1000        0        0
SOMPO                          COM              6986063         12     2000 SH       DEFINED 01 10            2000        0        0
YOKOGAWA ELE                   COM              6986427          6     1000 SH       DEFINED 01 10            1000        0        0
BK OF YOKOHA                   COM              6986449         13     3000 SH       DEFINED 01 10            3000        0        0
PAPA JOHN'S INTL               COM              698813102       23      795 SH       DEFINED 01                795        0        0
PARADYNE NETWORKS              COM              69911G107      286   215069 SH       DEFINED 01             215069        0        0
PARADYNE NETWORKS              COM              69911G107       34    25300 SH       DEFINED 01 05               0    25300        0
PARAMETRIC TECH CORP           COM              699173100        1      520 SH       DEFINED 01 02               0      520        0
PARAMETRIC TECHNOLOGY          COM              699173100      377   209552 SH       DEFINED 01             209552        0        0
PARAMETRIC TECHNOLOGY          COM              699173100      109    60790 SH       DEFINED 01 03               0    60790        0
PARAMETRIC TECHNOLOGY          COM              699173100       50    28041 SH       DEFINED 01 05               0    28041        0
PAREXEL                        COM              699462107     1382   162572 SH       DEFINED 01             162572        0        0
PAREXEL                        COM              699462107      287    33800 SH       DEFINED 01 05               0    33800        0
PARGESA HOLDING AG             COM              699470993      267      179 SH       DEFINED 01                179        0        0
PARK ELECTROCHEMICAL           COM              700416209     5034   301439 SH       DEFINED 01             301439        0        0
PARK ELECTROCHEMICAL           COM              700416209       40     2460 SH       DEFINED 01 02               0     2460        0
PARK ELECTROCHEMICAL           COM              700416209        3      154 SH       DEFINED 01 03               0      154        0
PARK ELECTROCHEMICAL           COM              700416209      879    52651 SH       DEFINED 01 05               0    52651        0
PARK NATIONAL CORP             COM              700658107        5       57 SH       DEFINED 01                 57        0        0
PARK-OHIO HOLDINGS             COM              700666100       10     2600 SH       DEFINED 01               2600        0        0
PARK PLACE ENT COR             COM              700690100       98    12359 SH       DEFINED 01              12359        0        0
PARKER-HANNIFIN                COM              701094104    48963  1281441 SH       DEFINED 01            1281441        0        0
PARKER-HANNIFIN                COM              701094104      512    13400 SH       DEFINED 01 02               0    13400        0
PARKER-HANNIFIN                COM              701094104     2915    76274 SH       DEFINED 01 03               0    76274        0
PARKER-HANNIFIN                COM              701094104    10183   266496 SH       DEFINED 01 05               0   266496        0
PARMALAT FINANZIARIA           COM              701799991     1261   460800 SH       DEFINED 01             460800        0        0
DEUTSCHE BOERSE AG             COM              7021963          7      200 SH       DEFINED 01 10             200        0        0
BAYERISCHE HYPO VEREINSBANK    COM              7023011          5      410 SH       DEFINED 01 10             410        0        0
PATINA OIL AND GAS             COM              703224105     2462    86381 SH       DEFINED 01              86381        0        0
PATINA OIL AND GAS             COM              703224105        3      112 SH       DEFINED 01 02               0      112        0
PATHMARK STORES                COM              70322A101        4      369 SH       DEFINED 01                369        0        0
PATHMARK STORES                COM              70322A101        0       20 SH       DEFINED 01 05               0       20        0
PATTERSON DENTAL               COM              703412106      143     2782 SH       DEFINED 01               2782        0        0
PATTERSON-UTI ENERGY           COM              703481101     4660   182676 SH       DEFINED 01             182676        0        0
PATTERSON-UTI ENERGY           COM              703481101      212     8300 SH       DEFINED 01 05               0     8300        0
PAXONET COMMUNICATIONS         PRF              704200XX7        0   861064 SH       DEFINED 01             861064        0        0
PAXONET COMMUNICATIONS         PRF              704200XX7        0   921985 SH       DEFINED 01 05               0   921985        0
PAXAR CORPORATION              COM              704227107     1808   124327 SH       DEFINED 01             124327        0        0
PAXSON COMMUNICATIONS CL A     COM              704231109      110    50168 SH       DEFINED 01              50168        0        0
PAXSON COMMUNICATION           PRF              704231505        5        9 SH       DEFINED 01 05               0        9        0
PAYCHEX                        COM              704326107    85228  3504417 SH       DEFINED 01            3504417        0        0
PAYCHEX                        COM              704326107     5948   244586 SH       DEFINED 01 03               0   244586        0
PAYCHEX                        COM              704326107    18163   746849 SH       DEFINED 01 05               0   746849        0
PAYCHEX INC                    COM              704326107    45939  1888865 SH       DEFINED 01 02               0  1888865        0
PAYLESS SHOESOURCE             COM              704379106       51      944 SH       DEFINED 01                944        0        0
PAYLESS SHOESOURCE             COM              704379106       47      864 SH       DEFINED 01 02               0      864        0
PAYLESS SHOESOURCE             COM              704379106        3       54 SH       DEFINED 01 03               0       54        0
PEABODY ENERGY CORP            COM              704549104      284    11150 SH       DEFINED 01              11150        0        0
PEABODY ENERGY CORP            COM              704549104       57     2220 SH       DEFINED 01 05               0     2220        0
PEC SOLUTIONS                  COM              705107100      571    25660 SH       DEFINED 01              25660        0        0
PECO II                        COM              705221109      954   585300 SH       DEFINED 01             585300        0        0
PECO II                        COM              705221109      107    65900 SH       DEFINED 01 05               0    65900        0
PEDIATRIX                      COM              705324101       45     1475 SH       DEFINED 01 02               0     1475        0
PEDIATRIX MEDICAL GROUP        COM              705324101     4343   140141 SH       DEFINED 01             140141        0        0
PEDIATRIX MEDICAL GROUP        COM              705324101        3       92 SH       DEFINED 01 03               0       92        0
PEDIATRIX MEDICAL GROUP        COM              705324101      226     7300 SH       DEFINED 01 05               0     7300        0
PEGASUS SATELLITE SERIES B  12 PRF              70558A502        0        1 SH       DEFINED 01                  1        0        0
PEGASUS SATELLITE SERIES B  12 PRF              70558A502        0        2 SH       DEFINED 01 05               0        2        0
PEGASUS COMMUNICATIONS         COM              705904100        0      337 SH       DEFINED 01                337        0        0
PEGASUS SOLUTIONS              COM              705906105     1182   112037 SH       DEFINED 01             112037        0        0
PEGASUS SOLUTIONS              COM              705906105       44     4200 SH       DEFINED 01 05               0     4200        0
SODEXHO ALLI                   COM              7062713          7      340 SH       DEFINED 01 10             340        0        0
PENAUILLE POLYSERVICES         COM              706589991       35     8000 SH       DEFINED 01               8000        0        0
NORSKE                         COM              7070396          3      250 SH       DEFINED 01 10             250        0        0
PENFORD                        COM              707051108      324    24018 SH       DEFINED 01              24018        0        0
PENN NATIONAL GAMING           COM              707569109        3      160 SH       DEFINED 01 02               0      160        0
PENN NATL GAMING               COM              707569109      982    52000 SH       DEFINED 01              52000        0        0
PENN NATL GAMING               COM              707569109      121     6400 SH       DEFINED 01 05               0     6400        0
UNIBAIL SA                     COM              7076242          6      102 SH       DEFINED 01 10             102        0        0
NOVO-NORDISK                   COM              7077524         25      900 SH       DEFINED 01 10             900        0        0
PENNEY (JC)                    COM              708160106      618    38869 SH       DEFINED 01              38869        0        0
PENNEY (JC)                    COM              708160106      991    62222 SH       DEFINED 01 03               0    62222        0
PENNEY (JC)                    COM              708160106       50     3117 SH       DEFINED 01 05               0     3117        0
PENNFED FINL SVCS              COM              708167101       47     1720 SH       DEFINED 01 02               0     1720        0
PENNFED FINL SVCS              COM              708167101        3      110 SH       DEFINED 01 03               0      110        0
H. LUNDBECK                    COM              7085259          4      200 SH       DEFINED 01 10             200        0        0
AXA                            COM              7088429         42     4280 SH       DEFINED 01 10            4280        0        0
PENNZOIL-QUAKER STATE          COM              709323109     2704   123095 SH       DEFINED 01             123095        0        0
Administaff                    COM              7094105    1286252     4952 SH       DEFINED 1                   0     4952        0
PENTAIR                        COM              709631105     5910   158988 SH       DEFINED 01             158988        0        0
PENTAIR                        COM              709631105       17      450 SH       DEFINED 01 03               0      450        0
PENTAIR                        COM              709631105      138     3700 SH       DEFINED 01 05               0     3700        0
GPE BRUXELLE                   COM              7097328          9      242 SH       DEFINED 01 10             242        0        0
PEOPLES BANCORP INC            COM              709789101       40     1616 SH       DEFINED 01 02               0     1616        0
PEOPLES BANCORP INC OH         COM              709789101        3      107 SH       DEFINED 01 03               0      107        0
PORSCHE AG-PFD                 COM              7101069         11       26 SH       DEFINED 01 10              26        0        0
PEOPLES BANK                   COM              710198102        4      171 SH       DEFINED 01                171        0        0
NOVARTIS AG                    COM              7103065        351     8883 SH       DEFINED 01 10            8883        0        0
PEUGEOT SA                     COM              7103526         18      474 SH       DEFINED 01 10             474        0        0
NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         34      865 SH       DEFINED 01 10             865        0        0
ABB LTD                        COM              7108899         12     3640 SH       DEFINED 01 10            3640        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         40      357 SH       DEFINED 01 10             357        0        0
PEOPLES ENERGY                 COM              711030106       38     1118 SH       DEFINED 01               1118        0        0
PEOPLES ENERGY                 COM              711030106      278     8251 SH       DEFINED 01 03               0     8251        0
PEOPLES ENERGY                 COM              711030106       14      413 SH       DEFINED 01 05               0      413        0
ROCHE HLDGS                    COM              7110388        140     2073 SH       DEFINED 01 10            2073        0        0
ADECCO SA                      COM              7110720         14      423 SH       DEFINED 01 10             423        0        0
HOLCIM LTD                     COM              7110764         16      100 SH       DEFINED 01 10             100        0        0
TECAN                          COM              7110902          1       42 SH       DEFINED 01 10              42        0        0
INDITEX +                      COM              7111314         13      632 SH       DEFINED 01 10             632        0        0
CLARIANT AG                    COM              7113990          8      449 SH       DEFINED 01 10             449        0        0
SUEZ                           COM              7118047         23     1493 SH       DEFINED 01 10            1493        0        0
KUDELSKI SA                    COM              7121250          2      116 SH       DEFINED 01 10             116        0        0
SUEZ LYINNAISE DES EAUX        COM              7121391         16     1000 SH       DEFINED 01 10            1000        0        0
NESTLE SA                      COM              7123870        281     1285 SH       DEFINED 01 10            1285        0        0
UBS AG                         COM              7126114        170     4074 SH       DEFINED 01 10            4074        0        0
PEOPLESOFT                     COM              712713106     5082   410741 SH       DEFINED 01             410741        0        0
PEOPLESOFT                     COM              712713106      899    72664 SH       DEFINED 01 03               0    72664        0
PEOPLESOFT                     COM              712713106     8489   686251 SH       DEFINED 01 05               0   686251        0
PARMALAT FIN                   COM              7128369          4     1300 SH       DEFINED 01 10            1300        0        0
BANCA MONTE                    COM              7128541          5     2500 SH       DEFINED 01 10            2500        0        0
BENETTON GRO                   COM              7128563          4      400 SH       DEFINED 01 10             400        0        0
SAS NORGE ASA CL A             COM              7130728          1      135 SH       DEFINED 01 10             135        0        0
PEP BOYS                       COM              713278109     2297   187484 SH       DEFINED 01             187484        0        0
PEP BOYS                       COM              713278109       71     5788 SH       DEFINED 01 02               0     5788        0
PEP BOYS                       COM              713278109        5      372 SH       DEFINED 01 03               0      372        0
PEP BOYS                       COM              713278109       64     5220 SH       DEFINED 01 05               0     5220        0
POTOMAC ELECTRIC POWER         COM              713291102      131     6566 SH       DEFINED 01               6566        0        0
STATOIL ASA                    COM              7133608         13     1702 SH       DEFINED 01 10            1702        0        0
PEPSI BOTTLING GROUP           COM              713409100    13033   556975 SH       DEFINED 01             556975        0        0
PEPSI BOTTLING GROUP           COM              713409100     1595    68169 SH       DEFINED 01 03               0    68169        0
PEPSI BOTTLING GROUP           COM              713409100      406    17335 SH       DEFINED 01 05               0    17335        0
PEPSIAMERICAS                  COM              71343P200     1410    99234 SH       DEFINED 01              99234        0        0
PEPSICO                        COM              713448108      739    20000 SH       DEFINED 01                  0    20000        0
PEPSICO                        COM              713448108   182085  4927901 SH       DEFINED 01            4927901        0        0
PEPSICO                        COM              713448108    10342   279866 SH       DEFINED 01 02               0   279866        0
PEPSICO                        COM              713448108    15367   415905 SH       DEFINED 01 03               0   415905        0
PEPSICO                        COM              713448108    88201  2387074 SH       DEFINED 01 05               0  2387074        0
PEREGRINE SYSTEMS              COM              71366Q101        0     1314 SH       DEFINED 01               1314        0        0
PERFORMANCE FOOD               COM              713755106      433    12756 SH       DEFINED 01 02               0    12756        0
PERFORMANCE FOOD GROUP         COM              713755106    14170   417248 SH       DEFINED 01             417248        0        0
PERFORMANCE FOOD GROUP         COM              713755106      784    23100 SH       DEFINED 01 03               0    23100        0
PERFORMANCE FOOD GROUP         COM              713755106      464    13662 SH       DEFINED 01 05               0    13662        0
PERICOM SEMICONDUCTOR          COM              713831105      689    79889 SH       DEFINED 01              79889        0        0
PERKINELMER                    COM              714046109       24     4258 SH       DEFINED 01               4258        0        0
PERKINELMER                    COM              714046109      159    29096 SH       DEFINED 01 03               0    29096        0
PERKINELMER                    COM              714046109        8     1455 SH       DEFINED 01 05               0     1455        0
PERMASTEELISA SPA              COM              714134996       84     5800 SH       DEFINED 01               5800        0        0
SKANSKA AB                     COM              7142091          6     1200 SH       DEFINED 01 10            1200        0        0
PEROT SYSTEMS CL A             COM              714265105      723    77700 SH       DEFINED 01              77700        0        0
PEROT SYSTEMS CL A             COM              714265105       65     7000 SH       DEFINED 01 05               0     7000        0
PERPETUAL TRUSTEES AUSTRALIA   COM              714279999      306    15000 SH       DEFINED 01              15000        0        0
PERRIGO                        COM              714290103     1705   160339 SH       DEFINED 01             160339        0        0
PERRIGO                        COM              714290103        3      261 SH       DEFINED 01 03               0      261        0
PERRIGO                        COM              714290103      190    17800 SH       DEFINED 01 05               0    17800        0
PERRIGO COMPANY                COM              714290103       48     4514 SH       DEFINED 01 02               0     4514        0
ENEL SPA                       COM              7144569         33     6876 SH       DEFINED 01 10            6876        0        0
ENI                            COM              7145056        125     9100 SH       DEFINED 01 10            9100        0        0
DEXIA                          COM              7147610         20     2231 SH       DEFINED 01 10            2231        0        0
RICHEMONT                      COM              7151116         25     1694 SH       DEFINED 01 10            1694        0        0
LOGITECH INTL. +               COM              7151149          4      127 SH       DEFINED 01 10             127        0        0
ING GROEP NV                   COM              7154182         77     5564 SH       DEFINED 01 10            5564        0        0
CAPITALIA SPA                  COM              7154609          5     4759 SH       DEFINED 01 10            4759        0        0
CASTORAMA DUBOIS               COM              7155613         14      217 SH       DEFINED 01 10             217        0        0
PHONAK HOLDING AG              COM              7156036          1      116 SH       DEFINED 01 10             116        0        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH       DEFINED 01                 55        0        0
PETCO ANIMAL SUP INC           COM              716016209      737    34000 SH       DEFINED 01              34000        0        0
PETCO ANIMAL SUP INC           COM              716016209        1       60 SH       DEFINED 01 02               0       60        0
PETCO ANIMAL SUP INC           COM              716016209      102     4700 SH       DEFINED 01 05               0     4700        0
CORP MAPFRE                    COM              7160628          2      426 SH       DEFINED 01 10             426        0        0
PETROLEO BRASILEIRO            COM              71654V408       24     2200 SH       DEFINED 01 02               0     2200        0
PETROLEO BRASILEIRO ADR        COM              71654V408    18009  1678400 SH       DEFINED 01            1678400        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408      797    74300 SH       DEFINED 01 03               0    74300        0
PETROLEO BRASILEIRO ADR        COM              71654V408     2956   275515 SH       DEFINED 01 05               0   275515        0
PETSMART                       COM              716768106      671    37648 SH       DEFINED 01              37648        0        0
PSA PEUGEOT CITROEN            COM              716826995     4329   117100 SH       DEFINED 01             117100        0        0
PHARMACYCLICS                  COM              716933106        0       57 SH       DEFINED 01                 57        0        0
PFIZER                         COM              717081103    12774   440150 SH       DEFINED 01                  0   440150        0
PFIZER                         COM              717081103   597900 20603005 SH       DEFINED 01           20603005        0        0
PFIZER                         COM              717081103    63173  2176721 SH       DEFINED 01 02               0  2176721        0
PFIZER                         COM              717081103    42528  1465473 SH       DEFINED 01 03               0  1465473        0
PFIZER                         COM              717081103   279646  9636265 SH       DEFINED 01 05               0  9636265        0
PFIZER INC                     COM              717081103     1297    44680 SH       DEFINED 11 12               0    44680        0
PFIZER INC                     COM              717081103     7216   248660 SH       DEFINED 11 12 13            0   248660        0
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     3353   173351 SH       DEFINED 01             173351        0        0
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     5841   302000 SH       DEFINED 01 05               0   302000        0
PHARMACEUTICAL RES.            COM              717125108        4      150 SH       DEFINED 01 02               0      150        0
PHARMACEUTICAL RESOURCES       COM              717125108     1539    55000 SH       DEFINED 01              55000        0        0
PHARMACEUTICAL RESOURCES       COM              717125108      185     6600 SH       DEFINED 01 05               0     6600        0
PHARMACOPEIA                   COM              71713B104        1       63 SH       DEFINED 01                 63        0        0
PHARMACIA                      COM              71713U102    98098  2523023 SH       DEFINED 01            2523023        0        0
PHARMACIA                      COM              71713U102    11724   301535 SH       DEFINED 01 03               0   301535        0
PHARMACIA                      COM              71713U102    61198  1574028 SH       DEFINED 01 05               0  1574028        0
PHARMACIA CORP                 COM              71713U102     2699    69435 SH       DEFINED 01 02               0    69435        0
PHARMACIA CORPORATION          COM              71713U102     2282    58700 SH       DEFINED 11 12               0    58700        0
PHARMACIA CORPORATION          COM              71713U102    17170   441600 SH       DEFINED 11 12 13            0   441600        0
CREDIT SUISS                   COM              7171589         68     3450 SH       DEFINED 01 10            3450        0        0
PHELPS DODGE                   COM              717265102     4115   160550 SH       DEFINED 01             160550        0        0
PHELPS DODGE                   COM              717265102    10071   392820 SH       DEFINED 01 02               0   392820        0
PHELPS DODGE                   COM              717265102      650    25347 SH       DEFINED 01 03               0    25347        0
PHELPS DODGE                   COM              717265102     4384   171034 SH       DEFINED 01 05               0   171034        0
PHILADELPHIA CONS HD           COM              717528103       62     2090 SH       DEFINED 01 02               0     2090        0
PHILADELPHIA CONSOLIDATED HOLD COM              717528103     3239   109808 SH       DEFINED 01             109808        0        0
PHILADELPHIA CONSOLIDATED HOLD COM              717528103        4      132 SH       DEFINED 01 03               0      132        0
PHILADELPHIA CONSOLIDATED HOLD COM              717528103      150     5100 SH       DEFINED 01 05               0     5100        0
PHILADELPHIA SUBURBAN          COM              718009608    11148   549143 SH       DEFINED 01             549143        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    14366   988810 SH       DEFINED 01             988810        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991      153    10558 SH       DEFINED 01 03               0    10558        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    13944   959801 SH       DEFINED 01 05               0   959801        0
PHILIP MORRIS                  COM              718154107   505506 13028524 SH       DEFINED 01           13028524        0        0
PHILIP MORRIS                  COM              718154107    32055   826264 SH       DEFINED 01 02               0   826264        0
PHILIP MORRIS                  COM              718154107    20341   524248 SH       DEFINED 01 03               0   524248        0
PHILIP MORRIS                  COM              718154107   166090  4280689 SH       DEFINED 01 05               0  4280689        0
SWATCH GROUP                   COM              7184725          7      100 SH       DEFINED 01 10             100        0        0
SWATCH GROUP                   COM              7184736          6      400 SH       DEFINED 01 10             400        0        0
PHILLIPS-VAN HEUSEN            COM              718592108     2307   183072 SH       DEFINED 01             183072        0        0
PHILLIPS-VAN HEUSEN            COM              718592108       49     3811 SH       DEFINED 01 02               0     3811        0
PHILLIPS-VAN HEUSEN            COM              718592108        3      242 SH       DEFINED 01 03               0      242        0
PHILLIPS-VAN HEUSEN            COM              718592108      116     9200 SH       DEFINED 01 05               0     9200        0
SWISS REINSURANCE CO. REGD     COM              7189816         55      977 SH       DEFINED 01 10             977        0        0
PHOENIX COMPANIES              COM              71902E109     5833   428275 SH       DEFINED 01             428275        0        0
PHOENIX COMPANIES              COM              71902E109      473    34710 SH       DEFINED 01 05               0    34710        0
PHOENIXTEC POWER CO            COM              719080996     1041  1725000 SH       DEFINED 01            1725000        0        0
PHOENIX TECHNOLOGY             COM              719153108      596    82245 SH       DEFINED 01              82245        0        0
PHOTON DYNAMICS                COM              719364101     2795   150039 SH       DEFINED 01             150039        0        0
PHOTON DYNAMICS                COM              719364101        2      120 SH       DEFINED 01 02               0      120        0
PHOTON DYNAMICS                COM              719364101      126     6750 SH       DEFINED 01 05               0     6750        0
PHOTRONICS                     COM              719405102     2888   287013 SH       DEFINED 01             287013        0        0
PHOTRONICS                     COM              719405102      102    10188 SH       DEFINED 01 05               0    10188        0
PHOTRONICS CORP                COM              719405102        1      110 SH       DEFINED 01 02               0      110        0
PIEDMONT NATURAL GAS           COM              720186105     3647   102829 SH       DEFINED 01             102829        0        0
PIER 1 IMPORTS                 COM              720279108     3349   175664 SH       DEFINED 01             175664        0        0
ESSILOR INTL                   COM              7212477          9      230 SH       DEFINED 01 10             230        0        0
PINNACLE ENTERTAINMENT         COM              723456109      598    81376 SH       DEFINED 01              81376        0        0
PINNACLE                       COM              723481107        4      360 SH       DEFINED 01 02               0      360        0
PINNACLE SYSTEMS               COM              723481107     3069   284232 SH       DEFINED 01             284232        0        0
PINNACLE SYSTEMS               COM              723481107      126    11700 SH       DEFINED 01 05               0    11700        0
PINNACLE WEST CAPITAL          COM              723484101    13961   502889 SH       DEFINED 01             502889        0        0
PINNACLE WEST CAPITAL          COM              723484101      548    19731 SH       DEFINED 01 03               0    19731        0
PINNACLE WEST CAPITAL          COM              723484101       27      988 SH       DEFINED 01 05               0      988        0
PIONEER NATURAL RES            COM              723787107      723    29800 SH       DEFINED 01 02               0    29800        0
PIONEER NATURAL RESOURCES      COM              723787107    53540  2207860 SH       DEFINED 01            2207860        0        0
PIONEER NATURAL RESOURCES      COM              723787107     1688    69600 SH       DEFINED 01 03               0    69600        0
PIONEER NATURAL RESOURCES      COM              723787107     7378   304240 SH       DEFINED 01 05               0   304240        0
PIONEER STANDARD               COM              723877106     1395   192787 SH       DEFINED 01             192787        0        0
PIONEER STANDARD               COM              723877106        2      222 SH       DEFINED 01 03               0      222        0
PIONEER STANDARD               COM              723877106       83    11550 SH       DEFINED 01 05               0    11550        0
PIONEER STANDARD ELE           COM              723877106       26     3667 SH       DEFINED 01 02               0     3667        0
PITNEY BOWES                   COM              724479100    26933   883358 SH       DEFINED 01             883358        0        0
PITNEY BOWES                   COM              724479100      121     4000 SH       DEFINED 01 02               0     4000        0
PITNEY BOWES                   COM              724479100     1731    56755 SH       DEFINED 01 03               0    56755        0
PITNEY BOWES                   COM              724479100     2127    69743 SH       DEFINED 01 05               0    69743        0
SNAM RETE GAS                  COM              7251470          7     2394 SH       DEFINED 01 10            2394        0        0
PITTSTON BRINK'S GROUP         COM              725701106       51     2241 SH       DEFINED 01               2241        0        0
PIXAR                          COM              725811103     1063    22093 SH       DEFINED 01              22093        0        0
PIXELWORKS                     COM              72581M107        0       79 SH       DEFINED 01                 79        0        0
PLACER DOME                    COM              725906101    18991  2080000 SH       DEFINED 01            2080000        0        0
PLACER DOME                    COM              725906101      612    67000 SH       DEFINED 01 05               0    67000        0
PLAINS RESOURCES               COM              726540503     1935    75060 SH       DEFINED 01              75060        0        0
FORTIS GROUP                   COM              7266139         48     3382 SH       DEFINED 01 10            3382        0        0
PUBLIC POWER CORP              COM              7268298          2      134 SH       DEFINED 01 10             134        0        0
PLANAR SYSTEMS                 COM              726900103     1677   105255 SH       DEFINED 01             105255        0        0
PLANAR SYSTEMS                 COM              726900103      125     7860 SH       DEFINED 01 05               0     7860        0
PLANAR SYSTEMS INC             COM              726900103        2      120 SH       DEFINED 01 02               0      120        0
PLANTRONICS                    COM              727493108     1059    64970 SH       DEFINED 01              64970        0        0
PLANTRONICS                    COM              727493108        3      190 SH       DEFINED 01 02               0      190        0
PLANTRONICS                    COM              727493108      138     8490 SH       DEFINED 01 05               0     8490        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS               COM              72813P100     2552   299976 SH       DEFINED 01             299976        0        0
PLAYTEX PRODUCTS               COM              72813P100        2      200 SH       DEFINED 01 03               0      200        0
PLAYTEX PRODUCTS               COM              72813P100       72     8500 SH       DEFINED 01 05               0     8500        0
PLAYTEX PRODUCTS INC           COM              72813P100       26     3088 SH       DEFINED 01 02               0     3088        0
ARCELOR                        COM              7281875         11     1037 SH       DEFINED 01 10            1037        0        0
TANDBERG ASA                   COM              7283440          4      442 SH       DEFINED 01 10             442        0        0
PLEXUS                         COM              729132100      266    28788 SH       DEFINED 01              28788        0        0
PLEXUS                         COM              729132100        3      290 SH       DEFINED 01 03               0      290        0
PLEXUS CORP                    COM              729132100       42     4653 SH       DEFINED 01 02               0     4653        0
PLUG PWR INC                   COM              72919P103        2      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER              COM              729251108      143     6301 SH       DEFINED 01               6301        0        0
PLUM CREEK TIMBER              COM              729251108      973    43030 SH       DEFINED 01 03               0    43030        0
PLUM CREEK TIMBER              COM              729251108       49     2163 SH       DEFINED 01 05               0     2163        0
ZODIAC                         COM              7294334          2      110 SH       DEFINED 01 10             110        0        0
POGO PRODUCING                 COM              730448107    33739   990578 SH       DEFINED 01             990578        0        0
POGO PRODUCING                 COM              730448107     3941   115700 SH       DEFINED 01 03               0   115700        0
POGO PRODUCING                 COM              730448107     1393    40893 SH       DEFINED 01 05               0    40893        0
POGO PRODUCING CO              COM              730448107    50488  1482377 SH       DEFINED 01 02               0  1482377        0
POSCO                          COM              730455995     3112    35880 SH       DEFINED 01              35880        0        0
POSCO                          COM              730455995      139     1600 SH       DEFINED 01 05               0     1600        0
BNP PARIBAS S.A.               COM              7309681         79     2410 SH       DEFINED 01 10            2410        0        0
POLARIS INDS                   COM              731068102     4494    72486 SH       DEFINED 01              72486        0        0
POLARIS INDS INC               COM              731068102        1       20 SH       DEFINED 01 02               0       20        0
POLO RALPH LAUREN              COM              731572103      716    34461 SH       DEFINED 01              34461        0        0
POLO RALPH LAUREN              COM              731572103       75     3600 SH       DEFINED 01 05               0     3600        0
POLYCOM                        COM              73172K104       56     8333 SH       DEFINED 01               8333        0        0
POLYMEDICA                     COM              731738100     1007    38126 SH       DEFINED 01              38126        0        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE                        COM              73179P106     2468   287262 SH       DEFINED 01             287262        0        0
POMEROY COMPUTER RES           COM              731822102      565    57279 SH       DEFINED 01              57279        0        0
POMEROY COMPUTER RES           COM              731822102       25     2571 SH       DEFINED 01 02               0     2571        0
POMEROY COMPUTER RES           COM              731822102        2      156 SH       DEFINED 01 03               0      156        0
POMEROY COMPUTER RES           COM              731822102       70     7050 SH       DEFINED 01 05               0     7050        0
AUTOROUTES ASF +               COM              7327274          7      247 SH       DEFINED 01 10             247        0        0
POPE & TALBOT                  COM              732827100     1928   150033 SH       DEFINED 01             150033        0        0
POPE & TALBOT                  COM              732827100       51     3959 SH       DEFINED 01 02               0     3959        0
POPE & TALBOT                  COM              732827100        3      250 SH       DEFINED 01 03               0      250        0
POPE & TALBOT                  COM              732827100      158    12300 SH       DEFINED 01 05               0    12300        0
POPULAR INC                    COM              733174106       10      312 SH       DEFINED 01                312        0        0
LONZA GROUP AG                 COM              7333378         11      200 SH       DEFINED 01 10             200        0        0
SCHINDLER                      COM              7337507          3       18 SH       DEFINED 01 10              18        0        0
KONE CORP                      COM              7347573          3      120 SH       DEFINED 01 10             120        0        0
PORTAL SOFTWARE                COM              736126103        0      913 SH       DEFINED 01                913        0        0
PORTERA SERIES G               PRF              736400XX5        0  1446270 SH       DEFINED 01            1446270        0        0
PORTERA SERIES G               PRF              736400XX5        0  2382091 SH       DEFINED 01 05               0  2382091        0
GROUP 4 FALCK A/S              COM              7370115          5      212 SH       DEFINED 01 10             212        0        0
PORTUGAL TELECOM               COM              737260992    14903  3314510 SH       DEFINED 01            3314510        0        0
PORTUGAL TELECOM               COM              737260992       56    12556 SH       DEFINED 01 03               0    12556        0
PORTUGAL TELECOM               COM              737260992    12866  2861121 SH       DEFINED 01 05               0  2861121        0
POST PROPERTIES                COM              737464107        3      131 SH       DEFINED 01                131        0        0
POTASH CORP SASK INC           COM              73755L107     1418    22800 SH       DEFINED 01              22800        0        0
POTLATCH                       COM              737628107     1694    59092 SH       DEFINED 01              59092        0        0
POTLATCH                       COM              737628107        6      193 SH       DEFINED 01 03               0      193        0
POTLATCH                       COM              737628107      201     7000 SH       DEFINED 01 05               0     7000        0
POTLATCH CORP                  COM              737628107       89     3067 SH       DEFINED 01 02               0     3067        0
CIE DE ST-GO                   COM              7380482         21      968 SH       DEFINED 01 10             968        0        0
POWELL IND INC                 COM              739128106      564    30000 SH       DEFINED 01              30000        0        0
POWELL IND INC                 COM              739128106        1       30 SH       DEFINED 01 02               0       30        0
POWELL IND INC                 COM              739128106       66     3500 SH       DEFINED 01 05               0     3500        0
POWER FINANCIAL CORP           COM              739270999      658    30000 SH       DEFINED 01              30000        0        0
POWER INTEGRATIONS             COM              739276103     1089    89353 SH       DEFINED 01              89353        0        0
POWER-ONE                      COM              739308104      199    66856 SH       DEFINED 01              66856        0        0
POWER-ONE                      COM              739308104       55    18579 SH       DEFINED 01 03               0    18579        0
POWER-ONE                      COM              739308104        3      932 SH       DEFINED 01 05               0      932        0
POWERWAVE TECHNOLOGIES         COM              739363109       11     2952 SH       DEFINED 01               2952        0        0
PRACTICWORKS INC               COM              739419109     1000    57825 SH       DEFINED 01              57825        0        0
PRAECIS PHARMACEUTIC           COM              739421105        0      135 SH       DEFINED 01                135        0        0
PRAXAIR                        COM              74005P104     2556    50000 SH       DEFINED 01                  0    50000        0
PRAXAIR                        COM              74005P104    27467   537380 SH       DEFINED 01             537380        0        0
PRAXAIR                        COM              74005P104    12681   248100 SH       DEFINED 01 02               0   248100        0
PRAXAIR                        COM              74005P104     1937    37887 SH       DEFINED 01 03               0    37887        0
PRAXAIR                        COM              74005P104     6640   129909 SH       DEFINED 01 05               0   129909        0
PRE PAID LEGAL SVCS            COM              740065107     1209    60836 SH       DEFINED 01              60836        0        0
PRECISION CASTPARTS            COM              740189105     4609   212539 SH       DEFINED 01             212539        0        0
PRECISION CASTPARTS            COM              740189105       14      650 SH       DEFINED 01 03               0      650        0
PRECISION CASTPARTS            COM              740189105      106     4900 SH       DEFINED 01 05               0     4900        0
PRECISION DRILLING             COM              74022D100     5627   186940 SH       DEFINED 01             186940        0        0
PRECISION DRILLING             COM              74022D100      611    20300 SH       DEFINED 01 05               0    20300        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PREMCOR                        COM              74045Q104      416    26511 SH       DEFINED 01              26511        0        0
PREMCOR                        COM              74045Q104       32     2040 SH       DEFINED 01 05               0     2040        0
PRENTISS                       COM              740706106        4      127 SH       DEFINED 01                127        0        0
PRESIDENTIAL LIFE CO           COM              740884101     1325    91997 SH       DEFINED 01              91997        0        0
PRESIDENT CHAIN STORE CORP     COM              740910997     2443  1552635 SH       DEFINED 01            1552635        0        0
PRICE COMMUNICATIONS           COM              741437305      407    35906 SH       DEFINED 01              35906        0        0
PRICE COMMUNICATIONS           COM              741437305       43     3800 SH       DEFINED 01 05               0     3800        0
T ROWE PRICE                   COM              74144T108     1227    49156 SH       DEFINED 01              49156        0        0
T ROWE PRICE                   COM              74144T108      711    28502 SH       DEFINED 01 03               0    28502        0
T ROWE PRICE                   COM              74144T108       35     1422 SH       DEFINED 01 05               0     1422        0
PRICELINE.COM                  COM              741503106        1     1014 SH       DEFINED 01               1014        0        0
PRICESMART INC                 COM              741511109      240    12000 SH       DEFINED 01              12000        0        0
PRIDE INTL                     COM              74153Q102      840    64609 SH       DEFINED 01              64609        0        0
PRIME SUCCESSION HOLDINGS      COM              741572101        0  1197838 SH       DEFINED 01            1197838        0        0
PRIMEDIA                       COM              74157K101      152   109764 SH       DEFINED 01             109764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIMA ENERGY                   COM              741901201      840    40052 SH       DEFINED 01              40052        0        0
PRIME HOSPITALITY CO           COM              741917108     1158   141232 SH       DEFINED 01             141232        0        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       43    55099 SH       DEFINED 01              55099        0        0
PRINCETON REVIEW INC           COM              742352107      868   144700 SH       DEFINED 01             144700        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102     4256   162569 SH       DEFINED 01             162569        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102     2123    81090 SH       DEFINED 01 03               0    81090        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102      175     6667 SH       DEFINED 01 05               0     6667        0
GJENSIDIGE NOR SPAREBANK       COM              7426212          5      164 SH       DEFINED 01 10             164        0        0
PRIORITY HEALTHCARE CL B       COM              74264T102     3482   138173 SH       DEFINED 01             138173        0        0
PROASSURANCE                   COM              74267C106     1283    75900 SH       DEFINED 01              75900        0        0
PROASSURANCE                   COM              74267C106      125     7400 SH       DEFINED 01 05               0     7400        0
PROCTER & GAMBLE               COM              742718109    10279   115000 SH       DEFINED 01                  0   115000        0
PROCTER & GAMBLE               COM              742718109   428053  4789134 SH       DEFINED 01            4789134        0        0
PROCTER & GAMBLE               COM              742718109    46188   516746 SH       DEFINED 01 02               0   516746        0
PROCTER & GAMBLE               COM              742718109    27244   304806 SH       DEFINED 01 03               0   304806        0
PROCTER & GAMBLE               COM              742718109    70813   792261 SH       DEFINED 01 05               0   792261        0
PROCTER & GAMBLE               COM              742718109     2275    25450 SH       DEFINED 11 12               0    25450        0
PROCTER & GAMBLE               COM              742718109    14167   158500 SH       DEFINED 11 12 13            0   158500        0
PRIVATEBANCORP, INC.           COM              742962103        3       90 SH       DEFINED 01 02               0       90        0
PROGRESS ENERGY                COM              743263105    24156   591035 SH       DEFINED 01             591035        0        0
PROGRESS ENERGY                COM              743263105     2118    51820 SH       DEFINED 01 03               0    51820        0
PROGRESS ENERGY                COM              743263105      195     4780 SH       DEFINED 01 05               0     4780        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1373   113522 SH       DEFINED 01             113522        0        0
PROGRESSIVE                    COM              743315103     5257   103819 SH       DEFINED 01             103819        0        0
PROGRESSIVE                    COM              743315103     7432   146776 SH       DEFINED 01 03               0   146776        0
PROGRESSIVE                    COM              743315103      128     2535 SH       DEFINED 01 05               0     2535        0
PROMISE                        COM              743400996     1306    33900 SH       DEFINED 01              33900        0        0
PROLOGIS TRUST                 COM              743410102        8      332 SH       DEFINED 01                332        0        0
PROQUEST CO                    COM              74346P102      361    11900 SH       DEFINED 01              11900        0        0
PROSEGUR DE SEGURIDAD          COM              743555997      266    25600 SH       DEFINED 01              25600        0        0
PROSPERITY BANCSHARE           COM              743606105      988    58000 SH       DEFINED 01              58000        0        0
PROSPERITY BANCSHARE           COM              743606105       50     2904 SH       DEFINED 01 02               0     2904        0
PROSPERITY BANCSHARE           COM              743606105        3      171 SH       DEFINED 01 03               0      171        0
PROSPERITY BANCSHARE           COM              743606105      140     8200 SH       DEFINED 01 05               0     8200        0
PROTECTIVE LIFE                COM              743674103     3302   107325 SH       DEFINED 01             107325        0        0
PROTECTIVE LIFE                COM              743674103    30572   993553 SH       DEFINED 01 03               0   993553        0
PROTECTIVE LIFE                COM              743674103      308    10000 SH       DEFINED 01 05               0    10000        0
NOBEX SERIES E 2.50%           PRF              743690XX2     4000  2000000 SH       DEFINED 01            2000000        0        0
NOBEX SERIES E 2.50%           PRF              743690XX2     8000  4000000 SH       DEFINED 01 05               0  4000000        0
PROTEIN DESIGN                 COM              74369L103       72     8637 SH       DEFINED 01 02               0     8637        0
PROTEIN DESIGN LABS            COM              74369L103     1265   152519 SH       DEFINED 01             152519        0        0
PROTEIN DESIGN LABS            COM              74369L103        5      553 SH       DEFINED 01 03               0      553        0
PROTEIN DESIGN LABS            COM              74369L103      159    19100 SH       DEFINED 01 05               0    19100        0
PROVIDENT BANKSHARES           COM              743859100     1685    78077 SH       DEFINED 01              78077        0        0
PROVIDENT FINANCIAL GROUP      COM              743866105      285    11360 SH       DEFINED 01              11360        0        0
PROVIDENT FINANCIAL GROUP      COM              743866105       48     1910 SH       DEFINED 01 05               0     1910        0
PROVINCE HEALTHCARE            COM              743977100     5091   296849 SH       DEFINED 01             296849        0        0
PROVINCE HEALTHCARE            COM              743977100        2      135 SH       DEFINED 01 02               0      135        0
PROVINCE HEALTHCARE            COM              743977100      134     7800 SH       DEFINED 01 05               0     7800        0
PROVIDIAN FIN                  COM              74406A102      745   152000 SH       DEFINED 01                  0   152000        0
PROVIDIAN FINANCIAL            COM              74406A102     1158   236099 SH       DEFINED 01             236099        0        0
PROVIDIAN FINANCIAL            COM              74406A102      330    67261 SH       DEFINED 01 03               0    67261        0
PROVIDIAN FINANCIAL            COM              74406A102       16     3366 SH       DEFINED 01 05               0     3366        0
PROXIM CORP - CL A             COM              744283102        0      170 SH       DEFINED 01                170        0        0
PRUDENTIAL FINANCIAL           COM              744320102    15807   553450 SH       DEFINED 01             553450        0        0
PRUDENTIAL FINANCIAL           COM              744320102     3873   135595 SH       DEFINED 01 03               0   135595        0
PRUDENTIAL FINANCIAL           COM              744320102      737    25819 SH       DEFINED 01 05               0    25819        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    26328   863246 SH       DEFINED 01             863246        0        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     1474    48323 SH       DEFINED 01 03               0    48323        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      141     4615 SH       DEFINED 01 05               0     4615        0
PUBLIC SERVICE ENERTERPRISE GR PRF              744573304    18724   390500 SH       DEFINED 01             390500        0        0
PUBLIC SERVICE ENERTERPRISE GR PRF              744573304     5274   110000 SH       DEFINED 01 05               0   110000        0
PUBLIC STORAGE                 COM              74460D109        9      287 SH       DEFINED 01                287        0        0
PUGET ENERGY                   COM              745310102      273    13311 SH       DEFINED 01              13311        0        0
PUGET ENERGY                   COM              745310102       40     1980 SH       DEFINED 01 05               0     1980        0
PULITZER                       COM              745769109     1832    44000 SH       DEFINED 01              44000        0        0
PULTE HOMES                    COM              745867101       90     2109 SH       DEFINED 01               2109        0        0
PULTE HOMES                    COM              745867101      607    14247 SH       DEFINED 01 03               0    14247        0
PULTE HOMES                    COM              745867101       31      719 SH       DEFINED 01 05               0      719        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM                COM              746144302        0       70 SH       DEFINED 01                 70        0        0
QANTAS AIRLINES LTD  AU;QAN    COM              747269991       56    28840 SH       DEFINED 01 03               0    28840        0
QRS                            COM              74726X105      328    49436 SH       DEFINED 01              49436        0        0
QLOGIC                         COM              747277101     5494   210993 SH       DEFINED 01             210993        0        0
QLOGIC                         COM              747277101      630    24164 SH       DEFINED 01 03               0    24164        0
QLOGIC                         COM              747277101     4919   188893 SH       DEFINED 01 05               0   188893        0
QLOGIC CORP                    COM              747277101      990    38000 SH       DEFINED 01                  0    38000        0
QLOGIC CORP                    COM              747277101     6017   231025 SH       DEFINED 01 02               0   231025        0
QUAKER CHEMICAL                COM              747316107      562    29203 SH       DEFINED 01              29203        0        0
QUAKER CITY BANCORP            COM              74731K106     1700    51250 SH       DEFINED 01              51250        0        0
QUAKER CITY BANCORP            COM              74731K106       64     1914 SH       DEFINED 01 02               0     1914        0
QUAKER CITY BANCORP            COM              74731K106        4      124 SH       DEFINED 01 03               0      124        0
QUAKER CITY BANCORP            COM              74731K106      206     6225 SH       DEFINED 01 05               0     6225        0
QUALCOMM                       COM              747525103     1358    49174 SH       DEFINED 01              49174        0        0
QUALCOMM                       COM              747525103     4996   180892 SH       DEFINED 01 03               0   180892        0
QUALCOMM                       COM              747525103      251     9085 SH       DEFINED 01 05               0     9085        0
QUANEX CORP                    COM              747620102     2335    67294 SH       DEFINED 01              67294        0        0
QUANEX CORP                    COM              747620102       76     2217 SH       DEFINED 01 02               0     2217        0
QUANEX CORP                    COM              747620102        5      143 SH       DEFINED 01 03               0      143        0
QUANTA SERVICES                COM              74762E102        6     2730 SH       DEFINED 01               2730        0        0
QUANTUM                        COM              747906204       16     7324 SH       DEFINED 01               7324        0        0
QUEST DIAGNOSTICS              COM              74834L100    21838   354918 SH       DEFINED 01             354918        0        0
QUEST DIAGNOSTICS              COM              74834L100       49      805 SH       DEFINED 01 02               0      805        0
QUEST DIAGNOSTICS              COM              74834L100    18508   300800 SH       DEFINED 01 05               0   300800        0
QUEST SOFTWARE                 COM              74834T103        3      266 SH       DEFINED 01                266        0        0
QUEST SOFTWARE INC             COM              74834T103        1      150 SH       DEFINED 01 02               0      150        0
QUESTAR                        COM              748356102    13779   603273 SH       DEFINED 01             603273        0        0
QUESTAR                        COM              748356102     2661   116500 SH       DEFINED 01 05               0   116500        0
QUICKLOGIC CORP                COM              74837P108      421   168500 SH       DEFINED 01             168500        0        0
QUICKLOGIC CORP                COM              74837P108        1      350 SH       DEFINED 01 02               0      350        0
QUICKLOGIC CORP                COM              74837P108       42    16800 SH       DEFINED 01 05               0    16800        0
QUICKSILVER                    COM              74838C106     2624   116157 SH       DEFINED 01             116157        0        0
QUICKSILVER                    COM              74838C106      120     5300 SH       DEFINED 01 05               0     5300        0
QUIKSILVER INC                 COM              74838C106        2       90 SH       DEFINED 01 02               0       90        0
QUINTILES TRANSNATIONAL        COM              748767100       38     3992 SH       DEFINED 01               3992        0        0
QUINTILES TRANSNATIONAL        COM              748767100      260    27367 SH       DEFINED 01 03               0    27367        0
QUINTILES TRANSNATIONAL        COM              748767100       13     1364 SH       DEFINED 01 05               0     1364        0
QWEST COMMUNICATIONS INTL      COM              749121109     1794   787236 SH       DEFINED 01             787236        0        0
QWEST COMMUNICATIONS INTL      COM              749121109      890   390323 SH       DEFINED 01 03               0   390323        0
QWEST COMMUNICATIONS INTL      COM              749121109       45    19583 SH       DEFINED 01 05               0    19583        0
R & G FINANCIAL CL B           COM              749136107     2278   104419 SH       DEFINED 01             104419        0        0
R & G FINANCIAL CL B           COM              749136107        4      186 SH       DEFINED 01 03               0      186        0
R & G FINANCIAL CL B           COM              749136107      252    11531 SH       DEFINED 01 05               0    11531        0
R & G FINANCIAL CORP           COM              749136107       63     2852 SH       DEFINED 01 02               0     2852        0
QUOVADX                        COM              74913K106        1      458 SH       DEFINED 01                458        0        0
RCN                            COM              749361101        0      357 SH       DEFINED 01                357        0        0
RFS HOTEL                      COM              74955J108      967    88000 SH       DEFINED 01              88000        0        0
RFS HOTEL                      COM              74955J108      132    12000 SH       DEFINED 01 05               0    12000        0
DONNELLEY (RH)                 COM              74955W307     2331    91309 SH       DEFINED 01              91309        0        0
DONNELLEY (RH)                 COM              74955W307      301    11800 SH       DEFINED 01 05               0    11800        0
RH DONNELLEY CORP              COM              74955W307        4      140 SH       DEFINED 01 02               0      140        0
RLI                            COM              749607107     2423    45161 SH       DEFINED 01              45161        0        0
RLI                            COM              749607107        5       93 SH       DEFINED 01 03               0       93        0
RLI                            COM              749607107       86     1600 SH       DEFINED 01 05               0     1600        0
RLI CORP                       COM              749607107       86     1589 SH       DEFINED 01 02               0     1589        0
RPC INC                        COM              749660106      703    71000 SH       DEFINED 01              71000        0        0
RPC INC                        COM              749660106       68     6900 SH       DEFINED 01 05               0     6900        0
RPM/OHIO                       COM              749685103      558    39674 SH       DEFINED 01              39674        0        0
RSA SECURITY                   COM              749719100        8     2476 SH       DEFINED 01               2476        0        0
RTL GROUP                      COM              749735999       93     3429 SH       DEFINED 01               3429        0        0
RTI INTL METALS                COM              74973W107     1150   109533 SH       DEFINED 01             109533        0        0
RWE                            COM              749750998     4610   156531 SH       DEFINED 01             156531        0        0
RWE                            COM              749750998     6311   214282 SH       DEFINED 01 05               0   214282        0
RMH TELESERVICES               COM              749938106     1673   205000 SH       DEFINED 01             205000        0        0
RF MICRO DEVICES               COM              749941100      555    92550 SH       DEFINED 01              92550        0        0
RF MICRO DEVICES               COM              749941100       58     9600 SH       DEFINED 01 05               0     9600        0
RF MICRO DEVICES INC           COM              749941100        1      130 SH       DEFINED 01 02               0      130        0
RACING CHAMPION                COM              750069106     1155    70700 SH       DEFINED 01              70700        0        0
RADIAN GROUP                   COM              750236101     7002   214371 SH       DEFINED 01             214371        0        0
RADIAN GROUP                   COM              750236101       24      725 SH       DEFINED 01 03               0      725        0
RADIAN GROUP                   COM              750236101      180     5500 SH       DEFINED 01 05               0     5500        0
RADIANT SYSTEMS                COM              75025N102      694    86735 SH       DEFINED 01              86735        0        0
RADIOLOGIX INC                 COM              75040K109        1      200 SH       DEFINED 01 02               0      200        0
RADIO ONE CL A                 COM              75040P108        1       44 SH       DEFINED 01                 44        0        0
RADIO ONE CL D                 COM              75040P405     1957   118690 SH       DEFINED 01             118690        0        0
RADIOSHACK                     COM              750438103     2528   126030 SH       DEFINED 01             126030        0        0
RADIOSHACK                     COM              750438103      801    39927 SH       DEFINED 01 03               0    39927        0
RADIOSHACK                     COM              750438103       40     1997 SH       DEFINED 01 05               0     1997        0
RADISYS                        COM              750459109      218    54971 SH       DEFINED 01              54971        0        0
RAINBOW TECHNOLOGIES           COM              750862104      614   216252 SH       DEFINED 01             216252        0        0
RAINBOW TECHNOLOGIES           COM              750862104       23     8369 SH       DEFINED 01 02               0     8369        0
RAINBOW TECHNOLOGIES           COM              750862104        2      533 SH       DEFINED 01 03               0      533        0
RAINBOW TECHNOLOGIES           COM              750862104       45    15950 SH       DEFINED 01 05               0    15950        0
RAINDANCE COMMUN INC           COM              75086X106       35    11418 SH       DEFINED 01 02               0    11418        0
RAINDANCE COMMUNICATIONS       COM              75086X106     1426   461350 SH       DEFINED 01             461350        0        0
RAINDANCE COMMUNICATIONS       COM              75086X106        2      513 SH       DEFINED 01 03               0      513        0
RAINDANCE COMMUNICATIONS       COM              75086X106       44    14300 SH       DEFINED 01 05               0    14300        0
RAMBUS INC                     COM              750917106        2      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS               COM              751028101     3706   174276 SH       DEFINED 01             174276        0        0
RALCORP HOLDINGS               COM              751028101        6      296 SH       DEFINED 01 03               0      296        0
RALCORP HOLDINGS               COM              751028101      183     8600 SH       DEFINED 01 05               0     8600        0
RALCORP HOLDINGS INC           COM              751028101       97     4560 SH       DEFINED 01 02               0     4560        0
RAMCO-GERSHENSON PROPERTIES    COM              751452202      126     6400 SH       DEFINED 01               6400        0        0
RAMCO-GERSHENSON PROPERTIES    COM              751452202       26     1310 SH       DEFINED 01 05               0     1310        0
RANGE RESOURCES                COM              75281A109     1133   242000 SH       DEFINED 01             242000        0        0
RANGE RESOURCES                COM              75281A109       69    14783 SH       DEFINED 01 02               0    14783        0
RANGE RESOURCES                COM              75281A109        4      941 SH       DEFINED 01 03               0      941        0
RANGE RESOURCES                COM              75281A109      150    32000 SH       DEFINED 01 05               0    32000        0
RANDGOLD & EXPLORATION-ADR     COM              753009307      943   175000 SH       DEFINED 01             175000        0        0
LONGHORN STEAK                 COM              753820109        3      135 SH       DEFINED 01 02               0      135        0
RARE HOSPITALITY INTL          COM              753820109     8876   378926 SH       DEFINED 01             378926        0        0
RARE HOSPITALITY INTL          COM              753820109      836    35714 SH       DEFINED 01 05               0    35714        0
RARE MEDIUM GROUP INC          COM              75382N208        0        1 SH       DEFINED 01                  1        0        0
RIUNIONE ADRIATICA DI SICURTA  COM              754050995      999    85000 SH       DEFINED 01              85000        0        0
RATIONAL SOFTWARE              COM              75409P202    11216  2596500 SH       DEFINED 01            2596500        0        0
RATIONAL SOFTWARE              COM              75409P202      194    44955 SH       DEFINED 01 03               0    44955        0
RATIONAL SOFTWARE              COM              75409P202      273    63056 SH       DEFINED 01 05               0    63056        0
RAYMOND JAMES FINANCIAL        COM              754730109     4640   171435 SH       DEFINED 01             171435        0        0
RAYONIER                       COM              754907103      359     8565 SH       DEFINED 01               8565        0        0
RAYONIER                       COM              754907103       63     1510 SH       DEFINED 01 05               0     1510        0
RAYOVAC                        COM              755081106       25     2090 SH       DEFINED 01               2090        0        0
RAYTECH                        COM              755103108       19     3100 SH       DEFINED 01               3100        0        0
RAYTHEON                       COM              755111507    35820  1222530 SH       DEFINED 01            1222530        0        0
RAYTHEON                       COM              755111507     2748    93781 SH       DEFINED 01 03               0    93781        0
RAYTHEON                       COM              755111507      586    20004 SH       DEFINED 01 05               0    20004        0
RAZORFISH INC - CL A           COM              755236205        0       14 SH       DEFINED 01                 14        0        0
READ RITE                      COM              755246105       18    34000 SH       DEFINED 01                  0    34000        0
READER'S DIGEST ASSN CL A      COM              755267101     3585   229049 SH       DEFINED 01             229049        0        0
READER'S DIGEST ASSN CL A      COM              755267101      147     9400 SH       DEFINED 01 05               0     9400        0
READERS DIGEST ASSN CL B       COM              755267200      182     9800 SH       DEFINED 01               9800        0        0
REALNETWORKS INC               COM              75605L104        3      702 SH       DEFINED 01                702        0        0
REALTEK SEMI144A GDR           COM              756063103      163    15230 SH       DEFINED 01 05               0    15230        0
REALITY INCOME CORP            COM              756109104     1063    31111 SH       DEFINED 01              31111        0        0
REALITY INCOME CORP            COM              756109104      171     5000 SH       DEFINED 01 05               0     5000        0
RECKSON ASSOCIATES REALTY      COM              75621K106        5      212 SH       DEFINED 01                212        0        0
RECKITT BENCKIS                COM              756220992      644    34124 SH       DEFINED 01              34124        0        0
RED ELECTRICA DE ESPANA        COM              756499992      384    41000 SH       DEFINED 01              41000        0        0
REDBACK NETWORKS               COM              757209101        0      308 SH       DEFINED 01                308        0        0
REDWOOD TRUST                  COM              758075402        3      117 SH       DEFINED 01 03               0      117        0
REDWOOD TRUST INC              COM              758075402       51     1844 SH       DEFINED 01 02               0     1844        0
REEBOK INTL                    COM              758110100    11798   471046 SH       DEFINED 01             471046        0        0
REEBOK INTL                    COM              758110100      371    14802 SH       DEFINED 01 03               0    14802        0
REEBOK INTL                    COM              758110100      384    15353 SH       DEFINED 01 05               0    15353        0
REED ELSEVIER PLC              COM              758212708      958   111489 SH       DEFINED 01             111489        0        0
REGAL BELOIT                   COM              758750103     1344    78543 SH       DEFINED 01              78543        0        0
REGAL ENTERTAINMENT GROUP      COM              758766109        5      270 SH       DEFINED 01                270        0        0
REGENT COMMUNICATION           COM              758865109     1677   329970 SH       DEFINED 01             329970        0        0
REGENT COMMUNICATION           COM              758865109       51     9963 SH       DEFINED 01 02               0     9963        0
REGENT COMMUNICATION           COM              758865109        3      630 SH       DEFINED 01 03               0      630        0
REGENT COMMUNICATION           COM              758865109      104    20550 SH       DEFINED 01 05               0    20550        0
REGENERON PHARMACEUT           COM              75886F107        1      100 SH       DEFINED 01 02               0      100        0
REGENERON PHARMACEUTICALS      COM              75886F107     2512   186054 SH       DEFINED 01             186054        0        0
REGENERON PHARMACEUTICALS      COM              75886F107       77     5700 SH       DEFINED 01 05               0     5700        0
REGENERATION TECHNOLOGIES      COM              75886N100     1800   225000 SH       DEFINED 01             225000        0        0
REGIS CORP MINN                COM              758932107     5229   184824 SH       DEFINED 01             184824        0        0
REGIS CORP MINN                COM              758932107       73     2589 SH       DEFINED 01 02               0     2589        0
REGIS CORP MINN                COM              758932107        4      158 SH       DEFINED 01 03               0      158        0
REGIS CORP MINN                COM              758932107      181     6400 SH       DEFINED 01 05               0     6400        0
REGIONS FINANCIAL              COM              758940100      243     7443 SH       DEFINED 01               7443        0        0
REGIONS FINANCIAL              COM              758940100     1682    51478 SH       DEFINED 01 03               0    51478        0
REGIONS FINANCIAL              COM              758940100       84     2574 SH       DEFINED 01 05               0     2574        0
REHABCARE GROUP                COM              759148109     2743   118631 SH       DEFINED 01             118631        0        0
REHABCARE GROUP                COM              759148109      143     6200 SH       DEFINED 01 05               0     6200        0
REINSURANCE GROUP OF AMERICA   COM              759351109     9703   375442 SH       DEFINED 01             375442        0        0
REINSURANCE GROUP OF AMERICA   COM              759351109      904    35000 SH       DEFINED 01 05               0    35000        0
RELIANCE STEEL & ALU           COM              759509102       75     3458 SH       DEFINED 01 02               0     3458        0
RELIANCE STEEL & ALUMINUM      COM              759509102     3415   156331 SH       DEFINED 01             156331        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102        5      221 SH       DEFINED 01 03               0      221        0
RELIANCE STEEL & ALUMINUM      COM              759509102      151     6890 SH       DEFINED 01 05               0     6890        0
RELIANT ENERGY                 COM              75952J108      105    10399 SH       DEFINED 01              10399        0        0
RELIANT ENERGY                 COM              75952J108      709    70783 SH       DEFINED 01 03               0    70783        0
RELIANT ENERGY                 COM              75952J108       36     3549 SH       DEFINED 01 05               0     3549        0
REMEC                          COM              759543101     1784   523212 SH       DEFINED 01             523212        0        0
REMEC                          COM              759543101        2      591 SH       DEFINED 01 03               0      591        0
REMEC                          COM              759543101      192    56233 SH       DEFINED 01 05               0    56233        0
REMEC INC                      COM              759543101       32     9251 SH       DEFINED 01 02               0     9251        0
REMINGTON OIL & GAS            COM              759594302     2483   176145 SH       DEFINED 01             176145        0        0
REMINGTON OIL & GAS            COM              759594302      162    11493 SH       DEFINED 01 05               0    11493        0
RENAISSANCE LEARNING           COM              75968L105        2      121 SH       DEFINED 01                121        0        0
RENAL CARE GROUP               COM              759930100     5531   168190 SH       DEFINED 01             168190        0        0
RENTOKIL INITIAL               COM              760101998     9430  2879679 SH       DEFINED 01            2879679        0        0
RENTOKIL INITIAL               COM              760101998      110    33474 SH       DEFINED 01 03               0    33474        0
RENTOKIL INITIAL               COM              760101998    12561  3835426 SH       DEFINED 01 05               0  3835426        0
REPADRE CAPITAL CORP           COM              76026J108      852   160000 SH       DEFINED 01             160000        0        0
REPUBLIC BANCORP               COM              760282103        3      215 SH       DEFINED 01                215        0        0
REPUBLIC BANCORP               COM              760282103       68     5158 SH       DEFINED 01 02               0     5158        0
REPUBLIC BANCORP               COM              760282103        4      326 SH       DEFINED 01 03               0      326        0
REPUBLIC SERVICES              COM              760759100      709    37719 SH       DEFINED 01              37719        0        0
MAJESCOR RESOURCE              COM              760960997       57   250000 SH       DEFINED 01             250000        0        0
RESTORATION HARDWARE           COM              760981100      439    97550 SH       DEFINED 01              97550        0        0
RESTORATION HARDWARE           COM              760981100       12     2471 SH       DEFINED 01 02               0     2471        0
RESTORATION HARDWARE           COM              760981100        2      488 SH       DEFINED 01 03               0      488        0
RESTORATION HARDWARE           COM              760981100       54    11900 SH       DEFINED 01 05               0    11900        0
RANBAXY LABORATORIES           COM              760990994     2019   106541 SH       DEFINED 01             106541        0        0
RANBAXY LABORATORIES           COM              760990994       87     4615 SH       DEFINED 01 05               0     4615        0
RESMED                         COM              761152107     2895   101217 SH       DEFINED 01             101217        0        0
RESORTS WORLD BHD              COM              761200997     4396  1856000 SH       DEFINED 01            1856000        0        0
RESORTS WORLD BHD              COM              761200997      206    87000 SH       DEFINED 01 05               0    87000        0
RESPIRONICS                    COM              761230101     5489   171496 SH       DEFINED 01             171496        0        0
RESPIRONICS                    COM              761230101      267     8350 SH       DEFINED 01 05               0     8350        0
RESPIRONICS INC                COM              761230101        4      130 SH       DEFINED 01 02               0      130        0
RETAIL EXCHANGE.COM            PRF              761270XX0        0  1257143 SH       DEFINED 01 05               0  1257143        0
RETEK                          COM              76128Q109        8     2282 SH       DEFINED 01               2282        0        0
REYNOLDS & REYNOLDS            COM              761695105       60     2663 SH       DEFINED 01               2663        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     1145    28409 SH       DEFINED 01              28409        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105      840    20840 SH       DEFINED 01 03               0    20840        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105       42     1041 SH       DEFINED 01 05               0     1041        0
RHOEN-KLINIKUM AG VORZUG       COM              762420990      771    20000 SH       DEFINED 01              20000        0        0
RHOEN-KLINIKUM AG              COM              762421998      311     7000 SH       DEFINED 01               7000        0        0
RIGGS NATL CORP WASH           COM              766570105     1279    89506 SH       DEFINED 01              89506        0        0
RIGHT MANAGEMENT CON           COM              766573109     1503    61000 SH       DEFINED 01              61000        0        0
RIGHT MANAGEMENT CON           COM              766573109       81     3304 SH       DEFINED 01 02               0     3304        0
RIGHT MANAGEMENT CON           COM              766573109        5      209 SH       DEFINED 01 03               0      209        0
RIGHT MANAGEMENT CON           COM              766573109      185     7500 SH       DEFINED 01 05               0     7500        0
RIO TINTO                      COM              767208994     6853   426399 SH       DEFINED 01             426399        0        0
RIO TINTO                      COM              767208994    10164   632373 SH       DEFINED 01 05               0   632373        0
RITE AID                       COM              767754104       50    24000 SH       DEFINED 01                  0    24000        0
RITE AID                       COM              767754104        4     1675 SH       DEFINED 01               1675        0        0
RIVERSTONE NETWORKS            COM              769320102        0      553 SH       DEFINED 01                553        0        0
ROADWAY CORPORATION            COM              769742107     2224    60629 SH       DEFINED 01              60629        0        0
ROBBINS & MYERS                COM              770196103      815    43724 SH       DEFINED 01              43724        0        0
ROBERT HALF INTL               COM              770323103    61400  3868945 SH       DEFINED 01            3868945        0        0
ROBERT HALF INTL               COM              770323103     2126   133960 SH       DEFINED 01 03               0   133960        0
ROBERT HALF INTL               COM              770323103    13761   867172 SH       DEFINED 01 05               0   867172        0
ROBERT HALF INTL INC           COM              770323103      874    55100 SH       DEFINED 01 02               0    55100        0
ROCHE HOLDINGS ADR             COM              771195104       11      160 SH       DEFINED 01 02               0      160        0
ROCK TENN CO                   COM              772739207     1659   107570 SH       DEFINED 01             107570        0        0
ROCKWELL AUTOMATION            COM              773903109    12331   757890 SH       DEFINED 01             757890        0        0
ROCKWELL AUTOMATION            COM              773903109      704    43246 SH       DEFINED 01 03               0    43246        0
ROCKWELL AUTOMATION            COM              773903109     1517    93271 SH       DEFINED 01 05               0    93271        0
ROCKWELL COLLINS               COM              774341101      136     6199 SH       DEFINED 01               6199        0        0
ROCKWELL COLLINS               COM              774341101      934    42577 SH       DEFINED 01 03               0    42577        0
ROCKWELL COLLINS               COM              774341101       47     2131 SH       DEFINED 01 05               0     2131        0
ROGERS COMM INC CLB            COM              775109200      201    32000 SH       DEFINED 01              32000        0        0
ROGERS CORP                    COM              775133101     1159    49652 SH       DEFINED 01              49652        0        0
ROHM                           COM              775300999     3029    25800 SH       DEFINED 01              25800        0        0
ROHM                           COM              775300999       70      600 SH       DEFINED 01 03               0      600        0
ROHM                           COM              775300999     5811    49500 SH       DEFINED 01 05               0    49500        0
ROHM & HAAS                    COM              775371107    12727   410533 SH       DEFINED 01             410533        0        0
ROHM & HAAS                    COM              775371107     1614    52085 SH       DEFINED 01 03               0    52085        0
ROHM & HAAS                    COM              775371107     5269   169986 SH       DEFINED 01 05               0   169986        0
ROHM & HAAS CO                 COM              775371107     5441   175490 SH       DEFINED 01 02               0   175490        0
ROLLINS                        COM              775711104      537    27660 SH       DEFINED 01              27660        0        0
ROPER INDS                     COM              776696106     3384    98089 SH       DEFINED 01              98089        0        0
ROSLYN BANCORP                 COM              778162107       56     3209 SH       DEFINED 01               3209        0        0
ROSS STORES                    COM              778296103      538    15119 SH       DEFINED 01              15119        0        0
ROUND ONE CORP                 COM              779125996      230      150 SH       DEFINED 01                150        0        0
ROUSE                          COM              779273101      224     7021 SH       DEFINED 01               7021        0        0
ROWAN COMPANIES                COM              779382100       59     3176 SH       DEFINED 01               3176        0        0
ROWAN COMPANIES                COM              779382100      407    21824 SH       DEFINED 01 03               0    21824        0
ROWAN COMPANIES                COM              779382100       20     1095 SH       DEFINED 01 05               0     1095        0
ROXIO                          COM              780008108      993   327881 SH       DEFINED 01             327881        0        0
ROXIO                          COM              780008108       75    24900 SH       DEFINED 01 05               0    24900        0
ROYAL APPLIANCE                COM              780076105      160    40194 SH       DEFINED 01              40194        0        0
ROYAL DUTCH PETRO              COM              780257804       32      800 SH       DEFINED 01 02               0      800        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804     2969    73906 SH       DEFINED 01              73906        0        0
ROYAL DUTCH PETROLEUM          COM              780257994    17418   431438 SH       DEFINED 01             431438        0        0
ROYAL DUTCH PETROLEUM          COM              780257994    22265   551492 SH       DEFINED 01 05               0   551492        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    16366   867237 SH       DEFINED 01             867237        0        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996      282    14955 SH       DEFINED 01 03               0    14955        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    22632  1199245 SH       DEFINED 01 05               0  1199245        0
ROYAL & SUN ALLIANCE INSURANCE COM              780490991     3830  2530300 SH       DEFINED 01            2530300        0        0
ROYCE LOW-PRICE STK            COM              780905808    39154  4350407 SH       DEFINED 01 03               0  4350407        0
RUBY TUESDAY                   COM              781182100     4047   215511 SH       DEFINED 01             215511        0        0
RUBY TUESDAY                   COM              781182100       52     2790 SH       DEFINED 01 05               0     2790        0
RUDDICK                        COM              781258108       27     1780 SH       DEFINED 01               1780        0        0
RUDOLPH TECHNOLOGIES           COM              781270103      956    92955 SH       DEFINED 01              92955        0        0
RUDOLPH TECHNOLOGIES           COM              781270103       19     1914 SH       DEFINED 01 02               0     1914        0
RUDOLPH TECHNOLOGIES           COM              781270103        1      113 SH       DEFINED 01 03               0      113        0
RUDOLPH TECHNOLOGIES           COM              781270103       60     5826 SH       DEFINED 01 05               0     5826        0
RURAL CELLULAR PIK  12.25%     PRF              781904404     2705    27045 SH       DEFINED 01              27045        0        0
RURAL CELLULAR PIK  12.25%     PRF              781904404      598     5982 SH       DEFINED 01 05               0     5982        0
RUSS BERRIE & CO               COM              782233100     1927    64197 SH       DEFINED 01              64197        0        0
RUSSELL CORP                   COM              782352108     1513   100964 SH       DEFINED 01             100964        0        0
RYANS FAMILY STEAK             COM              783519101     5136   421952 SH       DEFINED 01             421952        0        0
RYANS FAMILY STEAK             COM              783519101       49     3936 SH       DEFINED 01 02               0     3936        0
RYANS FAMILY STEAK             COM              783519101        3      245 SH       DEFINED 01 03               0      245        0
RYANS FAMILY STEAK             COM              783519101      403    33150 SH       DEFINED 01 05               0    33150        0
RYDER SYSTEM                   COM              783549108      261    10446 SH       DEFINED 01              10446        0        0
RYDER SYSTEM                   COM              783549108      361    14475 SH       DEFINED 01 03               0    14475        0
RYDER SYSTEM                   COM              783549108       60     2391 SH       DEFINED 01 05               0     2391        0
RYERSON TULL                   COM              78375P107      500    77823 SH       DEFINED 01              77823        0        0
RYLAND GROUP                   COM              783764103     4235   113940 SH       DEFINED 01             113940        0        0
S1 CORP                        COM              783770993      146     9000 SH       DEFINED 01               9000        0        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103    73321  3647849 SH       DEFINED 01            3647849        0        0
SBC COMMUNICATIONS             COM              78387G103      261    13000 SH       DEFINED 01 02               0    13000        0
SBC COMMUNICATIONS             COM              78387G103    16637   827737 SH       DEFINED 01 03               0   827737        0
SBC COMMUNICATIONS             COM              78387G103    19271   958695 SH       DEFINED 01 05               0   958695        0
SBC COMMUNICATIONS             COM              78387G103       86     4300 SH       DEFINED 11 12               0     4300        0
SBS TECHNOLOGIES               COM              78387P103      327    45733 SH       DEFINED 01              45733        0        0
SBA COMMUNICATIONS             COM              78388J106        0       73 SH       DEFINED 01                 73        0        0
SWISSCOM AG                    COM              783901994      386     1388 SH       DEFINED 01               1388        0        0
SCM MICROSYSTEMS               COM              784018103      194    49062 SH       DEFINED 01              49062        0        0
SCP POOL                       COM              784028102     3791   138309 SH       DEFINED 01             138309        0        0
SCP POOL                       COM              784028102      228     8300 SH       DEFINED 01 05               0     8300        0
SCP POOL CORP                  COM              784028102        3      110 SH       DEFINED 01 02               0      110        0
SCPIE HOLDINGS                 COM              78402P104      157    30820 SH       DEFINED 01              30820        0        0
SEI INVESTMENTS                COM              784117103      105     4392 SH       DEFINED 01               4392        0        0
SEI INVESTMENTS                COM              784117103      248    10400 SH       DEFINED 01 03               0    10400        0
SEI INVESTMENTS CO             COM              784117103     8690   363850 SH       DEFINED 01 02               0   363850        0
SJW                            COM              784305104      273     3500 SH       DEFINED 01               3500        0        0
SK TELECOM ADR                 COM              78440P108    10419   490769 SH       DEFINED 01             490769        0        0
SK TELECOM ADR                 COM              78440P108       85     4001 SH       DEFINED 01 03               0     4001        0
SK TELECOM ADR                 COM              78440P108     8216   387000 SH       DEFINED 01 05               0   387000        0
SL GREEN REALTY                COM              78440X101     1546    50304 SH       DEFINED 01              50304        0        0
SL GREEN REALTY                COM              78440X101      200     6500 SH       DEFINED 01 05               0     6500        0
SL INDS                        COM              784413106       16     3000 SH       DEFINED 01               3000        0        0
SLM                            COM              78442P106   311367  3342994 SH       DEFINED 01            3342994        0        0
SLM                            COM              78442P106     3376    36250 SH       DEFINED 01 03               0    36250        0
SLM                            COM              78442P106    60897   653836 SH       DEFINED 01 05               0   653836        0
SLM CORP                       COM              78442P106     1025    11000 SH       DEFINED 01 02               0    11000        0
SMC                            COM              784619991     3852    42787 SH       DEFINED 01              42787        0        0
SMC                            COM              784619991       36      400 SH       DEFINED 01 03               0      400        0
SMC                            COM              784619991     2962    32900 SH       DEFINED 01 05               0    32900        0
SPS TECHNOLOGIES               COM              784626103     2226    89258 SH       DEFINED 01              89258        0        0
S&P 500 DEP RECPT              COM              78462F103     1492    18237 SH       DEFINED 01 02               0    18237        0
S&P DEPOSITARY RECEIPTS        COM              78462F103    22333   272948 SH       DEFINED 01             272948        0        0
S&P DEPOSITARY RECEIPTS        COM              78462F103    32319   395000 SH       DEFINED 01 05               0   395000        0
SYSCO CORP                     COM              78462F103     2004    70600 SH       DEFINED 11 12               0    70600        0
SPSS                           COM              78462K102     1476   127618 SH       DEFINED 01             127618        0        0
SPSS                           COM              78462K102       94     8100 SH       DEFINED 01 05               0     8100        0
SPX                            COM              784635104      168     1663 SH       DEFINED 01               1663        0        0
S1                             COM              78463B101      831   155076 SH       DEFINED 01             155076        0        0
S1                             COM              78463B101      100    18600 SH       DEFINED 01 05               0    18600        0
S1 CORPORATION                 COM              78463B101        2      450 SH       DEFINED 01 02               0      450        0
SRA INTERNATIONAL INC          COM              78464R105      565    19720 SH       DEFINED 01              19720        0        0
SSL INTERNATIONAL              COM              784730996      326    82000 SH       DEFINED 01              82000        0        0
SWS GROUP                      COM              78503N107     4979   406456 SH       DEFINED 01             406456        0        0
SWS GROUP                      COM              78503N107      345    28200 SH       DEFINED 01 05               0    28200        0
SABRE HOLDINGS CL A            COM              785905100      245    12674 SH       DEFINED 01              12674        0        0
SABRE HOLDINGS CL A            COM              785905100      653    33723 SH       DEFINED 01 03               0    33723        0
SABRE HOLDINGS CL A            COM              785905100       33     1694 SH       DEFINED 01 05               0     1694        0
SAFECO                         COM              786429100    26357   829358 SH       DEFINED 01             829358        0        0
SAFECO                         COM              786429100      945    29740 SH       DEFINED 01 03               0    29740        0
SAFECO                         COM              786429100     3648   114812 SH       DEFINED 01 05               0   114812        0
SAFECO CORP                    COM              786429100      528    16650 SH       DEFINED 01 02               0    16650        0
SAFEGUARD SCIENTIFICS          COM              786449108        1      555 SH       DEFINED 01                555        0        0
SAFENET INC                    COM              78645R107       27     1685 SH       DEFINED 01 02               0     1685        0
SAFENET INC                    COM              78645R107        2      104 SH       DEFINED 01 03               0      104        0
SAFEWAY                        COM              786500991     4347  1325800 SH       DEFINED 01            1325800        0        0
SAFEWAY                        COM              786514208    26362  1182211 SH       DEFINED 01            1182211        0        0
SAFEWAY                        COM              786514208     2511   112603 SH       DEFINED 01 03               0   112603        0
SAFEWAY                        COM              786514208    30737  1378346 SH       DEFINED 01 05               0  1378346        0
SAFEWAY INC.                   COM              786514208     5708   255931 SH       DEFINED 01                  0   255931        0
SAFEWAY INC.                   COM              786514208     7482   335663 SH       DEFINED 01 02               0   335663        0
SAGA COMMUNICATIONS            COM              786598102        2      127 SH       DEFINED 01 02               0      127        0
SAGE PLC                       COM              786639997     5329  3012694 SH       DEFINED 01            3012694        0        0
SAGE PLC                       COM              786639997      100    56258 SH       DEFINED 01 03               0    56258        0
SAIPEM                         COM              786801993      531    98201 SH       DEFINED 01              98201        0        0
SANKYO   JP;4501               COM              786900993     1903   147000 SH       DEFINED 01             147000        0        0
ST FRANCIS CAP CORP            COM              789374105       43     1840 SH       DEFINED 01 02               0     1840        0
ST. FRANCIS CAPITAL            COM              789374105        3      121 SH       DEFINED 01 03               0      121        0
ST JOE                         COM              790148100     3475   125911 SH       DEFINED 01             125911        0        0
ST JUDE MEDICAL                COM              790849103        6      170 SH       DEFINED 01 02               0      170        0
ST. JUDE MEDICAL               COM              790849103    11030   308947 SH       DEFINED 01             308947        0        0
ST. JUDE MEDICAL               COM              790849103     1470    41178 SH       DEFINED 01 03               0    41178        0
ST. JUDE MEDICAL               COM              790849103    17014   476565 SH       DEFINED 01 05               0   476565        0
ST MARY LD & EXPL              COM              792228108      120     5035 SH       DEFINED 01 02               0     5035        0
ST. MARY LAND & EXPLORATION    COM              792228108     9466   396065 SH       DEFINED 01             396065        0        0
ST. MARY LAND & EXPLORATION    COM              792228108        8      317 SH       DEFINED 01 03               0      317        0
ST. MARY LAND & EXPLORATION    COM              792228108      757    31700 SH       DEFINED 01 05               0    31700        0
ST PAUL COMPANIES              COM              792860108     1022    35600 SH       DEFINED 01 02               0    35600        0
ST. PAUL COMPANIES             COM              792860108    29194  1016508 SH       DEFINED 01            1016508        0        0
ST. PAUL COMPANIES             COM              792860108     1513    52678 SH       DEFINED 01 03               0    52678        0
ST. PAUL COMPANIES             COM              792860108     3732   129965 SH       DEFINED 01 05               0   129965        0
ST. PAUL COMPANIES CVT  9.00%  PRF              792860306    28367   491200 SH       DEFINED 01             491200        0        0
SAKS                           COM              79377W108       61     5788 SH       DEFINED 01               5788        0        0
SALEM COMMUNICATIONS CL A      COM              794093104       67     3000 SH       DEFINED 01               3000        0        0
SALIX PHARMACEUTICALS LTD      COM              795435106      452    53600 SH       DEFINED 01              53600        0        0
SALTON                         COM              795757103      293    34472 SH       DEFINED 01              34472        0        0
SAMYOUNG CORP                  COM              796081990      161    15000 SH       DEFINED 01              15000        0        0
SAMSUNG SDI CO LTD             COM              796600997      201     3000 SH       DEFINED 01               3000        0        0
SAMSUNG ELECTRONICS            COM              796611994    63124   259634 SH       DEFINED 01             259634        0        0
SAMSUNG ELECTRONICS            COM              796611994    10163    41800 SH       DEFINED 01 05               0    41800        0
SAMSUNG ELECTRONICS            COM              796700995     2308    19280 SH       DEFINED 01              19280        0        0
SAMSUNG ELECTRONICS            COM              796700995      103      860 SH       DEFINED 01 05               0      860        0
SAMSUNG FIRE & MARIN           COM              796722999     2311    39730 SH       DEFINED 01              39730        0        0
SAMSUNG FIRE & MARIN           COM              796722999       87     1490 SH       DEFINED 01 05               0     1490        0
SAN DIEGO G&E $25              PRF              797440831     1558    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI                  COM              798200994      210    37300 SH       DEFINED 01              37300        0        0
SANCHEZ COMPUTER ASSOCIATES    COM              799702105      324   132770 SH       DEFINED 01             132770        0        0
TARGET CORP                    COM              8.76E+110       18      600 SH       DEFINED 11 12 13            0      600        0
TARGET CORP                    COM              8.76E+114     1027    34800 SH       DEFINED 11 12               0    34800        0
TARGET CORP                    COM              8.76E+114     5021   170100 SH       DEFINED 11 12 13            0   170100        0
SANDERSON FARMS INC            COM              800013104       53     3330 SH       DEFINED 01 02               0     3330        0
SANDERSON FARMS INC            COM              800013104        3      208 SH       DEFINED 01 03               0      208        0
SANDISK                        COM              80004C101      966    73636 SH       DEFINED 01              73636        0        0
SANDISK                        COM              80004C101      110     8400 SH       DEFINED 01 05               0     8400        0
SAN-DISK                       COM              80004C101        2      170 SH       DEFINED 01 02               0      170        0
SANDVIK AB-A SHS               COM              800200990      177     7531 SH       DEFINED 01               7531        0        0
SANDY SPRINGS & SVNG           COM              800363103       50     1599 SH       DEFINED 01 02               0     1599        0
SANDY SPRINGS BANCORP          COM              800363103     1609    52235 SH       DEFINED 01              52235        0        0
SANDY SPRINGS BANCORP          COM              800363103        5      173 SH       DEFINED 01 03               0      173        0
SANDY SPRINGS BANCORP          COM              800363103      198     6415 SH       DEFINED 01 05               0     6415        0
SANLAM                         COM              800800997     3969  5577539 SH       DEFINED 01            5577539        0        0
SANLAM                         COM              800800997      183   256867 SH       DEFINED 01 05               0   256867        0
SANMINA-SCI                    COM              800907107       88    31717 SH       DEFINED 01              31717        0        0
SANMINA-SCI                    COM              800907107      338   122104 SH       DEFINED 01 03               0   122104        0
SANMINA-SCI                    COM              800907107       17     6120 SH       DEFINED 01 05               0     6120        0
SANGSTAT MEDICAL               COM              801003104     1504    72083 SH       DEFINED 01              72083        0        0
SANGSTAT MEDICAL               COM              801003104      204     9800 SH       DEFINED 01 05               0     9800        0
SANGSTAT MEDICAL CP            COM              801003104        3      120 SH       DEFINED 01 02               0      120        0
SANTANDER BANCORP              COM              802809103        2      141 SH       DEFINED 01                141        0        0
SAP ADR                        COM              803054204     1125   100000 SH       DEFINED 01             100000        0        0
SAPIENT                        COM              803062108        1      588 SH       DEFINED 01                588        0        0
SAPPI LTD SPONSORED ADR        COM              803069202      186    16250 SH       DEFINED 01              16250        0        0
SAPPI LTD SPONSORED ADR        COM              803069202       38     3290 SH       DEFINED 01 05               0     3290        0
SARA LEE                       COM              803111103    21009  1148660 SH       DEFINED 01            1148660        0        0
SARA LEE                       COM              803111103     4735   258878 SH       DEFINED 01 03               0   258878        0
SARA LEE                       COM              803111103     3151   172268 SH       DEFINED 01 05               0   172268        0
SARA LEE CORP                  COM              803111103      375    20500 SH       DEFINED 01 02               0    20500        0
SASOL                          COM              803900992     2647   234852 SH       DEFINED 01             234852        0        0
SASOL                          COM              803900992      141    12551 SH       DEFINED 01 05               0    12551        0
SAVVIS COMMUNICATIONS          COM              805423100        0      229 SH       DEFINED 01                229        0        0
SCANA                          COM              80589M102      110     4253 SH       DEFINED 01               4253        0        0
SCANSOURCE INC                 COM              806037107      697    12000 SH       DEFINED 01              12000        0        0
SCANSOURCE INC                 COM              806037107        1       20 SH       DEFINED 01 02               0       20        0
SCANSOURCE INC                 COM              806037107       87     1500 SH       DEFINED 01 05               0     1500        0
SCANSOFT INC                   COM              80603P107      436   132000 SH       DEFINED 01             132000        0        0
SCANSOFT INC                   COM              80603P107       36    10672 SH       DEFINED 01 02               0    10672        0
SCANSOFT INC                   COM              80603P107        2      668 SH       DEFINED 01 03               0      668        0
SCANSOFT INC                   COM              80603P107       51    15600 SH       DEFINED 01 05               0    15600        0
SCHEIN (HENRY)                 COM              806407102       93     1761 SH       DEFINED 01               1761        0        0
SCHERING                       COM              806584991    15269   318548 SH       DEFINED 01             318548        0        0
SCHERING                       COM              806584991      206     4302 SH       DEFINED 01 03               0     4302        0
SCHERING                       COM              806584991    21319   444770 SH       DEFINED 01 05               0   444770        0
SCHERING AG - ADR              COM              806585204        8      160 SH       DEFINED 01 02               0      160        0
SCHERING PLOUGH                COM              806605101     1279    60000 SH       DEFINED 01                  0    60000        0
SCHERING PLOUGH                COM              806605101      247    11600 SH       DEFINED 01 02               0    11600        0
SCHERING-PLOUGH                COM              806605101    60225  2824807 SH       DEFINED 01            2824807        0        0
SCHERING-PLOUGH                COM              806605101     8253   387102 SH       DEFINED 01 03               0   387102        0
SCHERING-PLOUGH                COM              806605101    15625   732886 SH       DEFINED 01 05               0   732886        0
SCHLUMBERGER                   COM              806857108   200263  5207084 SH       DEFINED 01            5207084        0        0
SCHLUMBERGER                   COM              806857108     5334   138688 SH       DEFINED 01 03               0   138688        0
SCHLUMBERGER                   COM              806857108    70806  1841024 SH       DEFINED 01 05               0  1841024        0
SCHLUMBERGER LTD               COM              806857108    13604   353766 SH       DEFINED 01 02               0   353766        0
SCHOLASTIC                     COM              807066105      958    21459 SH       DEFINED 01              21459        0        0
SCHOLASTIC                     COM              807066105     5187   116100 SH       DEFINED 01 05               0   116100        0
SCHOOL SPECIALTY               COM              807863105     1431    57214 SH       DEFINED 01              57214        0        0
SCHULMAN (A)                   COM              808194104     1736   100128 SH       DEFINED 01             100128        0        0
SCHULMAN (A)                   COM              808194104        4      259 SH       DEFINED 01 03               0      259        0
SCHULMAN (A)                   COM              808194104      213    12300 SH       DEFINED 01 05               0    12300        0
SCHULMAN (A.) INC              COM              808194104       75     4284 SH       DEFINED 01 02               0     4284        0
UBS                            COM              808411995    23507   564906 SH       DEFINED 01             564906        0        0
UBS                            COM              808411995      257     6171 SH       DEFINED 01 03               0     6171        0
UBS                            COM              808411995    11933   286782 SH       DEFINED 01 05               0   286782        0
SCHWAB (CHARLES)               COM              808513105     1101   126570 SH       DEFINED 01             126570        0        0
SCHWAB (CHARLES)               COM              808513105     3035   348885 SH       DEFINED 01 03               0   348885        0
SCHWAB (CHARLES)               COM              808513105      139    15940 SH       DEFINED 01 05               0    15940        0
SCHWAB CHARLES CORP            COM              808513105      131    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    16937  1946574 SH       DEFINED 01 02               0  1946574        0
SCHWEITZER MAUDUIT             COM              808541106     1000    46856 SH       DEFINED 01              46856        0        0
SCIENTIFIC-ATLANTA             COM              808655104     3320   265401 SH       DEFINED 01             265401        0        0
SCIENTIFIC-ATLANTA             COM              808655104      456    36448 SH       DEFINED 01 03               0    36448        0
SCIENTIFIC-ATLANTA             COM              808655104      197    15726 SH       DEFINED 01 05               0    15726        0
SCIENTIFIC GAMES               COM              80874P109     1461   218000 SH       DEFINED 01             218000        0        0
SCIOS                          COM              808905103     1912    75100 SH       DEFINED 01              75100        0        0
SCIOS                          COM              808905103      113     4450 SH       DEFINED 01 05               0     4450        0
SCIOS INC                      COM              808905103        3      100 SH       DEFINED 01 02               0      100        0
SCIQUEST INC                   COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTS CO CLA                  COM              810186106     3888    93268 SH       DEFINED 01              93268        0        0
SCRIPPS (EW) CL A              COM              811054204     2922    42172 SH       DEFINED 01              42172        0        0
SEACHANGE INTL                 COM              811699107        1       78 SH       DEFINED 01                 78        0        0
SEACOAST BANK COR FL           COM              811707306       44     2324 SH       DEFINED 01 02               0     2324        0
SEACOAST BANKING OF FLORIDA    COM              811707306     1315    68577 SH       DEFINED 01              68577        0        0
SEACOAST BANKING OF FLORIDA    COM              811707306        3      138 SH       DEFINED 01 03               0      138        0
SEACOAST BANKING OF FLORIDA    COM              811707306      154     8023 SH       DEFINED 01 05               0     8023        0
SEACOAST FINL SERV             COM              81170Q106     3460   172412 SH       DEFINED 01             172412        0        0
SEACOAST FINL SERV             COM              81170Q106       91     4563 SH       DEFINED 01 02               0     4563        0
SEACOAST FINL SERV             COM              81170Q106        6      289 SH       DEFINED 01 03               0      289        0
SEACOAST FINL SERV             COM              81170Q106      242    12050 SH       DEFINED 01 05               0    12050        0
SEACOR SMIT                    COM              811904101     2597    63361 SH       DEFINED 01              63361        0        0
SEALED AIR                     COM              81211K100     3308   195858 SH       DEFINED 01             195858        0        0
SEALED AIR                     COM              81211K100      330    19536 SH       DEFINED 01 03               0    19536        0
SEALED AIR                     COM              81211K100       17      978 SH       DEFINED 01 05               0      978        0
SEARS, ROEBUCK & CO            COM              812387108     4935   126532 SH       DEFINED 01             126532        0        0
SEARS, ROEBUCK & CO            COM              812387108     2868    73544 SH       DEFINED 01 03               0    73544        0
SEARS, ROEBUCK & CO            COM              812387108     7164   183697 SH       DEFINED 01 05               0   183697        0
SECOM                          COM              813113990     7800   195000 SH       DEFINED 01             195000        0        0
SECOM                          COM              813113990       80     2000 SH       DEFINED 01 03               0     2000        0
SECOM                          COM              813113990     4840   121000 SH       DEFINED 01 05               0   121000        0
SECOND BANCORP INC             COM              813114105       39     1489 SH       DEFINED 01 02               0     1489        0
SECOND BANCORP INC             COM              813114105        2       93 SH       DEFINED 01 03               0       93        0
AMEX CONSUMER STAPLE           COM              81369Y308       19      957 SH       DEFINED 01 02               0      957        0
AMEX ENERGY SELECT S           COM              81369Y506        7      370 SH       DEFINED 01 02               0      370        0
AMEX FINANCIAL SELEC           COM              81369Y605       12      546 SH       DEFINED 01 02               0      546        0
AMEX TECH SEL SPDR             COM              81369Y803        7      660 SH       DEFINED 01 02               0      660        0
SECURE COMPUTING               COM              813705100      922   288000 SH       DEFINED 01             288000        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        0      172 SH       DEFINED 01                172        0        0
SELECT MEDICAL                 COM              816196109     2562   179200 SH       DEFINED 01             179200        0        0
SELECT MEDICAL                 COM              816196109      126     8800 SH       DEFINED 01 05               0     8800        0
SELECT MEDICAL CORP            COM              816196109        2      170 SH       DEFINED 01 02               0      170        0
SELECTIVE INSURANCE GROUP      COM              816300107     1845    84897 SH       DEFINED 01              84897        0        0
SEMBCORP LOGISTICS LIMITED     COM              816625990      331   350000 SH       DEFINED 01             350000        0        0
SEMTECH                        COM              816850101     6658   686384 SH       DEFINED 01             686384        0        0
SEMTECH                        COM              816850101      193    19900 SH       DEFINED 01 05               0    19900        0
SEMPRA ENERGY                  COM              816851109    40934  2083080 SH       DEFINED 01            2083080        0        0
SEMPRA ENERGY                  COM              816851109      941    47897 SH       DEFINED 01 03               0    47897        0
SEMPRA ENERGY                  COM              816851109       82     4184 SH       DEFINED 01 05               0     4184        0
SEMPRA ENERGY CVT PFD CVT      PRF              816851208     8484   400000 SH       DEFINED 01             400000        0        0
SEMI TOOL                      COM              816909105     2574   499800 SH       DEFINED 01             499800        0        0
SEMI TOOL                      COM              816909105      273    53100 SH       DEFINED 01 05               0    53100        0
SENSIENT TECH                  COM              81725T100       93     4433 SH       DEFINED 01 02               0     4433        0
SENSIENT TECHNOLOGIES          COM              81725T100     3289   155687 SH       DEFINED 01             155687        0        0
SENSIENT TECHNOLOGIES          COM              81725T100        6      282 SH       DEFINED 01 03               0      282        0
SENSIENT TECHNOLOGIES          COM              81725T100      270    12800 SH       DEFINED 01 05               0    12800        0
SERCO GROUP                    COM              817314990       99    45000 SH       DEFINED 01              45000        0        0
SEPRACOR                       COM              817315104       29     5500 SH       DEFINED 01               5500        0        0
SEQUA CL A                     COM              817320104       21      400 SH       DEFINED 01                400        0        0
SEQUA CL B                     COM              817320203      345     6000 SH       DEFINED 01               6000        0        0
SEQUENOM INC                   COM              817337108        0       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE                COM              817492101     1522   126798 SH       DEFINED 01             126798        0        0
SEROLOGICALS                   COM              817523103     2578   192540 SH       DEFINED 01             192540        0        0
SEROLOGICALS                   COM              817523103      140    10460 SH       DEFINED 01 05               0    10460        0
SEROLOGICALS CORP              COM              817523103        2      180 SH       DEFINED 01 02               0      180        0
SERVICE CORP INTL              COM              817565104        5     1466 SH       DEFINED 01               1466        0        0
SERVICEMASTER CO               COM              81760N109        8      741 SH       DEFINED 01                741        0        0
SES GLOBAL-FDR                 COM              817711997      211    42700 SH       DEFINED 01              42700        0        0
7-ELEVEN                       COM              817826209      643    75000 SH       DEFINED 01              75000        0        0
7-ELEVEN                       COM              817826209       79     9200 SH       DEFINED 01 05               0     9200        0
7-ELEVEN INC                   COM              817826209        2      280 SH       DEFINED 01 02               0      280        0
SEVEN-ELEVEN JAPAN             COM              818500993    13570   401000 SH       DEFINED 01             401000        0        0
SEVEN-ELEVEN JAPAN             COM              818500993      102     3000 SH       DEFINED 01 03               0     3000        0
SEVEN-ELEVEN JAPAN             COM              818500993     7140   211000 SH       DEFINED 01 05               0   211000        0
SINOPAC HOLDINGS COMPANY       COM              819433996     2112  5161042 SH       DEFINED 01            5161042        0        0
SHARPER IMAGE THE              COM              820013100     1090    57000 SH       DEFINED 01              57000        0        0
SHARPER IMAGE THE              COM              820013100      132     6900 SH       DEFINED 01 05               0     6900        0
SHARPER IMAGE,THE              COM              820013100        2      110 SH       DEFINED 01 02               0      110        0
SHAW GROUP                     COM              820280105    11871   836019 SH       DEFINED 01             836019        0        0
SHAW GROUP                     COM              820280105       33     2350 SH       DEFINED 01 03               0     2350        0
SHAW GROUP                     COM              820280105      260    18300 SH       DEFINED 01 05               0    18300        0
SHERWIN-WILLIAMS               COM              824348106      122     5152 SH       DEFINED 01               5152        0        0
SHERWIN-WILLIAMS               COM              824348106      829    35029 SH       DEFINED 01 03               0    35029        0
SHERWIN-WILLIAMS               COM              824348106       41     1749 SH       DEFINED 01 05               0     1749        0
SHINSEGAE CO LTD               COM              824555999     1388     9210 SH       DEFINED 01               9210        0        0
SHINSEGAE CO LTD               COM              824555999       68      450 SH       DEFINED 01 05               0      450        0
SHINHAN FINANCIAL GROUP        COM              824777999     1732   153520 SH       DEFINED 01             153520        0        0
SHINHAN FINANCIAL GROUP        COM              824777999       77     6810 SH       DEFINED 01 05               0     6810        0
SHOPKO STORES                  COM              824911101     1181    90443 SH       DEFINED 01              90443        0        0
SHOPKO STORES                  COM              824911101       57     4432 SH       DEFINED 01 02               0     4432        0
SHOPKO STORES                  COM              824911101        4      282 SH       DEFINED 01 03               0      282        0
SHIMIZU CORP                   COM              824924997       22     7000 SH       DEFINED 01 03               0     7000        0
SHIN-ETSU CHEMICAL             COM              824925994     3293    99468 SH       DEFINED 01              99468        0        0
SHIN-ETSU CHEMICAL             COM              824925994       70     2100 SH       DEFINED 01 03               0     2100        0
SHIN-ETSU CHEMICAL             COM              824925994     5684   171700 SH       DEFINED 01 05               0   171700        0
SHUFFLE MASTER INC             COM              825549108     1048    56305 SH       DEFINED 01              56305        0        0
SIAM CEMENT-PCL-NVDR           COM              825566995     2731   157100 SH       DEFINED 01             157100        0        0
SIAM CEMENT-PCL-NVDR           COM              825566995      110     6300 SH       DEFINED 01 05               0     6300        0
SHURGARD STORAGE CTR           COM              82567D104     3552   112316 SH       DEFINED 01             112316        0        0
SICOR                          COM              825846108     1491    97954 SH       DEFINED 01              97954        0        0
SIDERCA S.A.I.C                COM              825863103      171    11000 SH       DEFINED 01              11000        0        0
INVENSYS                       COM              825995996     6346  6642983 SH       DEFINED 01            6642983        0        0
INVENSYS                       COM              825995996       70    73293 SH       DEFINED 01 03               0    73293        0
INVENSYS                       COM              825995996     8765  9174800 SH       DEFINED 01 05               0  9174800        0
SIEBEL SYSTEMS                 COM              826170102    29252  5087319 SH       DEFINED 01            5087319        0        0
SIEBEL SYSTEMS                 COM              826170102      640   111241 SH       DEFINED 01 03               0   111241        0
SIEBEL SYSTEMS                 COM              826170102     5576   969682 SH       DEFINED 01 05               0   969682        0
SIEBEL SYSTEMS CVT             CONV BND         826170AC6      231   260000 PRN      DEFINED 01 02               0        0   260000
SIEMENS                        COM              826197105     3659   108900 SH       DEFINED 01             108900        0        0
SIERRA HEALTH SERVIC           COM              826322109     2553   142305 SH       DEFINED 01             142305        0        0
SIERRA HEALTH SERVIC           COM              826322109        2      100 SH       DEFINED 01 02               0      100        0
SIERRA HEALTH SERVIC           COM              826322109      115     6400 SH       DEFINED 01 05               0     6400        0
SIERRA PACIFIC RESOURCES       COM              826428104       26     4306 SH       DEFINED 01               4306        0        0
SIGMA-ALDRICH                  COM              826552101    68299  1386212 SH       DEFINED 01            1386212        0        0
SIGMA-ALDRICH                  COM              826552101     3155    64052 SH       DEFINED 01 02               0    64052        0
SIGMA-ALDRICH                  COM              826552101     6348   128851 SH       DEFINED 01 03               0   128851        0
SIGMA-ALDRICH                  COM              826552101    15403   312639 SH       DEFINED 01 05               0   312639        0
SIGNET GROUP                   COM              826680993     3940  3037215 SH       DEFINED 01            3037215        0        0
SIGNET GROUP                   COM              826680993     5017  3866446 SH       DEFINED 01 05               0  3866446        0
SILICON LABORATORIES           COM              826919102      578    31530 SH       DEFINED 01              31530        0        0
SILGAN HOLDINGS                COM              827048109     1735    61000 SH       DEFINED 01              61000        0        0
SILGAN HOLDINGS                COM              827048109       77     2708 SH       DEFINED 01 02               0     2708        0
SILGAN HOLDINGS                COM              827048109        5      172 SH       DEFINED 01 03               0      172        0
SILGAN HOLDINGS                COM              827048109      213     7500 SH       DEFINED 01 05               0     7500        0
SILICON GRAPHICS INC           COM              827056102        1     1043 SH       DEFINED 01               1043        0        0
SILICON STORAGE TECHNOLOGY     COM              827057100     1059   271003 SH       DEFINED 01             271003        0        0
SILICON IMAGE                  COM              82705T102        0      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106      584    34485 SH       DEFINED 01              34485        0        0
SILICONIX INC                  COM              827079203        3      173 SH       DEFINED 01                173        0        0
SIMON PROPERTY GROUP           COM              828806109    13414   375440 SH       DEFINED 01             375440        0        0
SIMON PROPERTY GROUP           COM              828806109     1550    43390 SH       DEFINED 01 03               0    43390        0
SIMON PROPERTY GROUP           COM              828806109      595    16668 SH       DEFINED 01 05               0    16668        0
SIMPSON MFG                    COM              829073105     5264   167684 SH       DEFINED 01             167684        0        0
SIMPSON MFG                    COM              829073105      201     6400 SH       DEFINED 01 05               0     6400        0
SINCLAIR BROADCAST GROUP CL A  COM              829226109     1602   116890 SH       DEFINED 01             116890        0        0
SINCLAIR BROADCAST GROUP CL A  COM              829226109       73     5340 SH       DEFINED 01 05               0     5340        0
SINGAPORE AIR FGN RG           COM              829295104       49     9000 SH       DEFINED 01 03               0     9000        0
SINGAPORE AIRLINES             COM              829295997      130    24059 SH       DEFINED 01              24059        0        0
SINGAPORE TECH ENGINEERING LTD COM              829298991      141   150000 SH       DEFINED 01             150000        0        0
SINGAPORE TELECOM              COM              829300995      758   976000 SH       DEFINED 01             976000        0        0
SIRENZA MICRODEVICES           COM              82966T106        0      101 SH       DEFINED 01                101        0        0
SIRIUS SATELLITE RADIO INC     COM              82966U103        0      274 SH       DEFINED 01                274        0        0
SIX CONTINENTS                 COM              829900992     2800   300200 SH       DEFINED 01             300200        0        0
SIX FLAGS                      COM              83001P109      531   151197 SH       DEFINED 01             151197        0        0
SIX FLAGS                      COM              83001P109        7     1960 SH       DEFINED 01 05               0     1960        0
SK TELECOM                     COM              830530994     5530    28650 SH       DEFINED 01              28650        0        0
SK TELECOM                     COM              830530994      246     1275 SH       DEFINED 01 05               0     1275        0
SKY FINL GROUP INC             COM              83080P103      349    17519 SH       DEFINED 01              17519        0        0
SKY FINL GROUP INC             COM              83080P103       69     3450 SH       DEFINED 01 05               0     3450        0
SKYLINE                        COM              830830105      716    26318 SH       DEFINED 01              26318        0        0
SKYWEST                        COM              830879102     8257   630304 SH       DEFINED 01             630304        0        0
SKYWEST                        COM              830879102     1073    81900 SH       DEFINED 01 03               0    81900        0
SKYWEST                        COM              830879102      359    27427 SH       DEFINED 01 05               0    27427        0
SKYWEST INC                    COM              830879102    19102  1458197 SH       DEFINED 01 02               0  1458197        0
SKYWORKS SOLUTIONS             COM              83088M102     3220   710984 SH       DEFINED 01             710984        0        0
SKYWORKS SOLUTIONS             COM              83088M102       44     9695 SH       DEFINED 01 02               0     9695        0
SKYWORKS SOLUTIONS             COM              83088M102        3      589 SH       DEFINED 01 03               0      589        0
SKYWORKS SOLUTIONS             COM              83088M102      171    37840 SH       DEFINED 01 05               0    37840        0
SMARTFORCE ADR                 COM              83170A206      412   125000 SH       DEFINED 01             125000        0        0
SMITH (A O) CORP               COM              831865209       78     2730 SH       DEFINED 01 02               0     2730        0
SMITH (AO)                     COM              831865209     4161   146419 SH       DEFINED 01             146419        0        0
SMITH (AO)                     COM              831865209        5      188 SH       DEFINED 01 03               0      188        0
SMITH (AO)                     COM              831865209      206     7260 SH       DEFINED 01 05               0     7260        0
SMITH & NEPHEW                 COM              831911995      540    89349 SH       DEFINED 01              89349        0        0
SMITH INTL                     COM              832110100      684    23340 SH       DEFINED 01              23340        0        0
SMITHFIELD FOODS               COM              832248108       71     4485 SH       DEFINED 01               4485        0        0
JM SMUCKER CO                  COM              832696405       76     2064 SH       DEFINED 01               2064        0        0
SMURFIT                        COM              832727101        2      160 SH       DEFINED 01 10             160        0        0
SMURFIT STONE CONTNR           COM              832727101     5212   414890 SH       DEFINED 01 02               0   414890        0
SMURFIT-STONE CONTAINER        COM              832727101     5266   419252 SH       DEFINED 01             419252        0        0
SMURFIT-STONE CONTAINER        COM              832727101       89     7050 SH       DEFINED 01 03               0     7050        0
SMURFIT-STONE CONTAINER        COM              832727101     8792   700000 SH       DEFINED 01 05               0   700000        0
SNAM RETE GAS 144              COM              833029556      358   120200 SH       DEFINED 01             120200        0        0
SNAM RETE GAS 144              COM              833029556      143    48191 SH       DEFINED 01 03               0    48191        0
SNAP-ON                        COM              833034101       47     2039 SH       DEFINED 01               2039        0        0
SNAP-ON                        COM              833034101      312    13576 SH       DEFINED 01 03               0    13576        0
SNAP-ON                        COM              833034101       16      678 SH       DEFINED 01 05               0      678        0
SOCIETE GENERALE CL A          COM              833639990     3533    83800 SH       DEFINED 01              83800        0        0
SOFTWARE AG                    COM              834024994      145    16900 SH       DEFINED 01              16900        0        0
SOLA INTL                      COM              834092108      814    80977 SH       DEFINED 01              80977        0        0
SOLECTRON                      COM              834182107       55    26139 SH       DEFINED 01              26139        0        0
SOLECTRON                      COM              834182107      405   191758 SH       DEFINED 01 03               0   191758        0
SOLECTRON                      COM              834182107       20     9615 SH       DEFINED 01 05               0     9615        0
SOLECTRON CORP                 COM              834182107      295   140000 SH       DEFINED 01                  0   140000        0
SOLECTRON CORP                 COM              834182107       29    13890 SH       DEFINED 01 02               0    13890        0
SOLUTIA                        COM              834376105     1524   291933 SH       DEFINED 01             291933        0        0
SOLUTIA                        COM              834376105     2506   480000 SH       DEFINED 01 05               0   480000        0
SOLUTIA INC                    COM              834376105       31     5900 SH       DEFINED 01 02               0     5900        0
SOMERA COMMUNICATIONS          COM              834458101     2037   993500 SH       DEFINED 01             993500        0        0
SOMERA COMMUNICATIONS          COM              834458101      189    92400 SH       DEFINED 01 05               0    92400        0
SONIC                          COM              835451105     2930   126852 SH       DEFINED 01             126852        0        0
SONIC                          COM              835451105      575    24900 SH       DEFINED 01 03               0    24900        0
SONIC CORP                     COM              835451105    21474   929650 SH       DEFINED 01 02               0   929650        0
SONIC AUTOMOTIVE               COM              83545G102     7363   416029 SH       DEFINED 01             416029        0        0
SONIC AUTOMOTIVE               COM              83545G102     3234   182700 SH       DEFINED 01 05               0   182700        0
SONIC AUTO CVT                 CONV BND         83545GAE2      378   500000 PRN      DEFINED 01 02               0        0   500000
S3 INCORPORATED                COM              83546Q109        0      185 SH       DEFINED 01                185        0        0
SONICWALL                      COM              835470105        1      473 SH       DEFINED 01                473        0        0
SONOCO PRODUCTS                COM              835495102       85     3961 SH       DEFINED 01               3961        0        0
SONY                           COM              835699109     4921   117253 SH       DEFINED 01             117253        0        0
SONY                           COM              835699109       76     1800 SH       DEFINED 01 03               0     1800        0
SONY                           COM              835699109     4496   107100 SH       DEFINED 01 05               0   107100        0
SONY ADR                       COM              835699307     1480    36000 SH       DEFINED 01              36000        0        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100        0       32 SH       DEFINED 01                 32        0        0
SOTHEBY'S HOLDINGS CL A        COM              835898107       19     2821 SH       DEFINED 01               2821        0        0
SONUS NETWORKS                 COM              835916107        0     1219 SH       DEFINED 01               1219        0        0
SOURCECORP                     COM              836167106     1112    54510 SH       DEFINED 01              54510        0        0
SCMP GROUP LTD                 COM              837400993      195   450000 SH       DEFINED 01             450000        0        0
SOUTH FINANCIAL GROUP          COM              837841105     4465   211703 SH       DEFINED 01             211703        0        0
SOUTH FINANCIAL GROUP          COM              837841105        5      235 SH       DEFINED 01 03               0      235        0
SOUTH FINANCIAL GROUP          COM              837841105      194     9200 SH       DEFINED 01 05               0     9200        0
SOUTH FINANCIAL GRP            COM              837841105       79     3751 SH       DEFINED 01 02               0     3751        0
SOUTH JERSEY IND INC           COM              838518108       97     2956 SH       DEFINED 01 02               0     2956        0
SOUTH JERSEY IND INC           COM              838518108        6      186 SH       DEFINED 01 03               0      186        0
SOUTHERN CO                    COM              842587107    56209  1953062 SH       DEFINED 01            1953062        0        0
SOUTHERN CO                    COM              842587107     4768   165676 SH       DEFINED 01 03               0   165676        0
SOUTHERN CO                    COM              842587107      438    15244 SH       DEFINED 01 05               0    15244        0
SOUTHERNA RESOURCES LTD        COM              843901992     1092   275000 SH       DEFINED 01             275000        0        0
SOUTHERN UNION CO              COM              844030106     1949   172453 SH       DEFINED 01             172453        0        0
SOUTHTRUST                     COM              844730101      283    11655 SH       DEFINED 01              11655        0        0
SOUTHTRUST                     COM              844730101     1957    80717 SH       DEFINED 01 03               0    80717        0
SOUTHTRUST                     COM              844730101       98     4053 SH       DEFINED 01 05               0     4053        0
SOUTHWEST AIRLINES             COM              844741108   258372 19783471 SH       DEFINED 01           19783471        0        0
SOUTHWEST AIRLINES             COM              844741108      488    37300 SH       DEFINED 01 02               0    37300        0
SOUTHWEST AIRLINES             COM              844741108     2350   179910 SH       DEFINED 01 03               0   179910        0
SOUTHWEST AIRLINES             COM              844741108    44558  3411799 SH       DEFINED 01 05               0  3411799        0
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     4723   129712 SH       DEFINED 01             129712        0        0
SOUTHWEST GAS                  COM              844895102     2973   133588 SH       DEFINED 01             133588        0        0
SOUTHWESTERN ENERGY            COM              845467109      968    80671 SH       DEFINED 01              80671        0        0
SOVEREIGN BANCORP              COM              845905108     2280   176843 SH       DEFINED 01             176843        0        0
SOVEREIGN BANCORP              COM              845905108     3354   260000 SH       DEFINED 01 05               0   260000        0
SPANISH BRDCAST CL A           COM              846425882        2      240 SH       DEFINED 01 02               0      240        0
SPARTAN MOTORS INC             COM              846819100      610    54000 SH       DEFINED 01              54000        0        0
SPARTAN MOTORS INC             COM              846819100       37     3309 SH       DEFINED 01 02               0     3309        0
SPARTAN MOTORS INC             COM              846819100        2      212 SH       DEFINED 01 03               0      212        0
SPARTAN MOTORS INC             COM              846819100       73     6500 SH       DEFINED 01 05               0     6500        0
SPARTECH CORP                  COM              847220209     2200   103921 SH       DEFINED 01             103921        0        0
SPARTECH CORP                  COM              847220209        2      100 SH       DEFINED 01 02               0      100        0
SPARTECH CORP                  COM              847220209      229    10820 SH       DEFINED 01 05               0    10820        0
SPECTRASITE HOLDINGS           COM              84760T100        0      646 SH       DEFINED 01                646        0        0
SPECTRIS PLC                   COM              847610995      395    87500 SH       DEFINED 01              87500        0        0
SPEECHWORKS INTL INC           COM              84764M101        1      311 SH       DEFINED 01                311        0        0
SPHERION                       COM              848420105     3285   465915 SH       DEFINED 01             465915        0        0
SPHERION                       COM              848420105      208    29460 SH       DEFINED 01 05               0    29460        0
SPINNAKER EXPLORAT             COM              84855W109       41     1487 SH       DEFINED 01 02               0     1487        0
SPINNAKER EXPLORATION          COM              84855W109     1279    44555 SH       DEFINED 01              44555        0        0
SPINNAKER EXPLORATION          COM              84855W109        3       96 SH       DEFINED 01 03               0       96        0
SPINNAKER EXPLORATION          COM              84855W109      113     3930 SH       DEFINED 01 05               0     3930        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPORTS AUTHORITY               COM              849176102      848   142000 SH       DEFINED 01             142000        0        0
SPORTS AUTHORITY               COM              849176102       39     6575 SH       DEFINED 01 02               0     6575        0
SPORTS AUTHORITY               COM              849176102        2      398 SH       DEFINED 01 03               0      398        0
SPORTS AUTHORITY               COM              849176102      102    17100 SH       DEFINED 01 05               0    17100        0
SPRINT (FON GROUP)             COM              852061100    46385  5086105 SH       DEFINED 01            5086105        0        0
SPRINT (FON GROUP)             COM              852061100     3278   359439 SH       DEFINED 01 03               0   359439        0
SPRINT (FON GROUP)             COM              852061100     6846   750714 SH       DEFINED 01 05               0   750714        0
SPRINT CORP FON GRP            COM              852061100      404    44300 SH       DEFINED 01 02               0    44300        0
SPRINT (PCS GROUP)             COM              852061506      758   386980 SH       DEFINED 01             386980        0        0
SPRINT (PCS GROUP)             COM              852061506      457   233146 SH       DEFINED 01 03               0   233146        0
SPRINT (PCS GROUP)             COM              852061506       39    19943 SH       DEFINED 01 05               0    19943        0
STAMPS.COM                     COM              852857101        1      196 SH       DEFINED 01                196        0        0
STANCORP FINANCIAL GROUP       COM              852891100     2921    55228 SH       DEFINED 01              55228        0        0
STANCORP FINANCIAL GROUP       COM              852891100        4       69 SH       DEFINED 01 03               0       69        0
STANCORP FINANCIAL GROUP       COM              852891100      190     3600 SH       DEFINED 01 05               0     3600        0
STANCORP FINL GROUP            COM              852891100       53     1021 SH       DEFINED 01 02               0     1021        0
STANDARD COMMERCIAL            COM              853258101     2362   141100 SH       DEFINED 01             141100        0        0
STANDARD COMMERCIAL            COM              853258101       67     3986 SH       DEFINED 01 02               0     3986        0
STANDARD COMMERCIAL            COM              853258101        4      244 SH       DEFINED 01 03               0      244        0
STANDARD COMMERCIAL            COM              853258101      289    17250 SH       DEFINED 01 05               0    17250        0
STANDARD MICROSYSTEM           COM              853626109      902    58932 SH       DEFINED 01              58932        0        0
STANDARD MICROSYSTEM           COM              853626109       25     1610 SH       DEFINED 01 05               0     1610        0
STANDARD MOTOR PRO             COM              853666105      426    39375 SH       DEFINED 01              39375        0        0
STANDARD PAC CORP              COM              85375C101       46     1970 SH       DEFINED 01 02               0     1970        0
STANDARD PACIFIC               COM              85375C101     3135   134102 SH       DEFINED 01             134102        0        0
STANDARD PACIFIC               COM              85375C101        3      126 SH       DEFINED 01 03               0      126        0
STANDARD REGISTER              COM              853887107     2117    88229 SH       DEFINED 01              88229        0        0
STANDEX INTL                   COM              854231107      775    38225 SH       DEFINED 01              38225        0        0
STANDEX INTL                   COM              854231107    21808  1075350 SH       DEFINED 01 03               0  1075350        0
STANLEY WORKS                  COM              854616109       96     2929 SH       DEFINED 01               2929        0        0
STANLEY WORKS                  COM              854616109      651    19936 SH       DEFINED 01 03               0    19936        0
STANLEY WORKS                  COM              854616109       33     1004 SH       DEFINED 01 05               0     1004        0
STAR CRUISES LTD               COM              854922994      244   800000 SH       DEFINED 01             800000        0        0
STAPLES                        COM              855030102    30167  2358699 SH       DEFINED 01            2358699        0        0
STAPLES                        COM              855030102     1425   111427 SH       DEFINED 01 03               0   111427        0
STAPLES                        COM              855030102     2292   179161 SH       DEFINED 01 05               0   179161        0
STARBUCKS                      COM              855244109    36810  1784335 SH       DEFINED 01            1784335        0        0
STARBUCKS                      COM              855244109     1072    51910 SH       DEFINED 01 02               0    51910        0
STARBUCKS                      COM              855244109     3654   177093 SH       DEFINED 01 03               0   177093        0
STARBUCKS                      COM              855244109    29963  1452394 SH       DEFINED 01 05               0  1452394        0
STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK                        COM              85569C107      978    44418 SH       DEFINED 01              44418        0        0
STARWOOD HOTELS & RE           COM              85590A203      127     5700 SH       DEFINED 01 02               0     5700        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    12803   574129 SH       DEFINED 01             574129        0        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203     1035    46421 SH       DEFINED 01 03               0    46421        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    21146   948244 SH       DEFINED 01 05               0   948244        0
STATE BANK OF INDIA  GB;SBID/U COM              856552104     1736   163797 SH       DEFINED 01             163797        0        0
STATE BANK OF INDIA  GB;SBID/U COM              856552104       77     7254 SH       DEFINED 01 05               0     7254        0
STATE STREET                   COM              857477103   277898  7191986 SH       DEFINED 01            7191986        0        0
STATE STREET                   COM              857477103     2914    75425 SH       DEFINED 01 03               0    75425        0
STATE STREET                   COM              857477103    49868  1290583 SH       DEFINED 01 05               0  1290583        0
STATE STREET CORP              COM              857477103    12804   331380 SH       DEFINED 01 02               0   331380        0
STATEN ISLAND BANCORP          COM              857550107     3298   189537 SH       DEFINED 01             189537        0        0
STATION CASINOS                COM              857689103     2681   157600 SH       DEFINED 01             157600        0        0
THE STEAK N SHAKE CO           COM              857873103        2      170 SH       DEFINED 01 02               0      170        0
THE STEAK N SHAKE COMPANY      COM              857873103      948    86198 SH       DEFINED 01              86198        0        0
STEEL DYNAMICS                 COM              858119100     1954   149252 SH       DEFINED 01             149252        0        0
STEEL TECHNOLOGIES             COM              858147101      509    30023 SH       DEFINED 01              30023        0        0
STEIN MART                     COM              858375108     3504   600000 SH       DEFINED 01             600000        0        0
STEIN MART                     COM              858375108      245    41900 SH       DEFINED 01 05               0    41900        0
STEINWAY MUSICAL INS           COM              858495104       72     4680 SH       DEFINED 01 02               0     4680        0
STEINWAY MUSICAL INSTRUMENTS I COM              858495104        5      296 SH       DEFINED 01 03               0      296        0
STERLING BANCSHARES            COM              858907108     3093   236625 SH       DEFINED 01             236625        0        0
STERLING BANCSHARES            COM              858907108       65     4943 SH       DEFINED 01 02               0     4943        0
STERLING BANCSHARES            COM              858907108        4      301 SH       DEFINED 01 03               0      301        0
STERLING BANCSHARES            COM              858907108      163    12500 SH       DEFINED 01 05               0    12500        0
STERICYCLE                     COM              858912108     2850    84000 SH       DEFINED 01              84000        0        0
STERICYCLE                     COM              858912108      282     8300 SH       DEFINED 01 05               0     8300        0
STERICYCLE INC                 COM              858912108        4      110 SH       DEFINED 01 02               0      110        0
STERIS                         COM              859152100     1740    69841 SH       DEFINED 01              69841        0        0
STERIS                         COM              859152100     6930   278200 SH       DEFINED 01 05               0   278200        0
STERIS CORP                    COM              859152100        1       55 SH       DEFINED 01 02               0       55        0
STERLING BANCORP               COM              859158107     1531    57700 SH       DEFINED 01              57700        0        0
STERLING BANCORP               COM              859158107       59     2220 SH       DEFINED 01 02               0     2220        0
STERLING BANCORP               COM              859158107        4      143 SH       DEFINED 01 03               0      143        0
STERLING BANCORP               COM              859158107      186     7000 SH       DEFINED 01 05               0     7000        0
STERLING FINL CORP             COM              859319105     2172   119800 SH       DEFINED 01             119800        0        0
STERLING FINL CORP             COM              859319105       96     5328 SH       DEFINED 01 02               0     5328        0
STERLING FINL CORP             COM              859319105        6      324 SH       DEFINED 01 03               0      324        0
STERLING FINL CORP             COM              859319105      270    14880 SH       DEFINED 01 05               0    14880        0
STEWART ENTERPRISES CL A       COM              860370105        2      398 SH       DEFINED 01                398        0        0
STEWART INFO SVCS              COM              860372101       39     1849 SH       DEFINED 01 02               0     1849        0
STEWART INFORMATION SERVICES   COM              860372101     2813   131732 SH       DEFINED 01             131732        0        0
STEWART INFORMATION SERVICES   COM              860372101        3      120 SH       DEFINED 01 03               0      120        0
STEWART INFORMATION SERVICES   COM              860372101       46     2150 SH       DEFINED 01 05               0     2150        0
STILLWATER MINING              COM              86074Q102     1199   199866 SH       DEFINED 01             199866        0        0
STILWELL FINANCIAL             COM              860831106     1146    94926 SH       DEFINED 01              94926        0        0
STILWELL FINANCIAL             COM              860831106      625    51763 SH       DEFINED 01 03               0    51763        0
STILWELL FINANCIAL             COM              860831106       31     2592 SH       DEFINED 01 05               0     2592        0
STINNES ORD                    COM              861100998      644    20000 SH       DEFINED 01              20000        0        0
STONE ENERGY                   COM              861642106     4570   140614 SH       DEFINED 01             140614        0        0
STONE ENERGY                   COM              861642106       78     2400 SH       DEFINED 01 05               0     2400        0
STONE ENERGY CORP              COM              861642106       26      800 SH       DEFINED 01 02               0      800        0
STONERIDGE                     COM              86183P102       65     3815 SH       DEFINED 01 02               0     3815        0
STONERIDGE INC                 COM              86183P102        4      243 SH       DEFINED 01 03               0      243        0
STORAGE TECHNOLOGY             COM              862111200       43     4061 SH       DEFINED 01               4061        0        0
STORAGENETWORKS INC            COM              86211E103      338   270055 SH       DEFINED 01             270055        0        0
STORAGENETWORKS INC            COM              86211E103        1      760 SH       DEFINED 01 02               0      760        0
STORAGENETWORKS INC            COM              86211E103       44    35000 SH       DEFINED 01 05               0    35000        0
STRATEX NETWORKS INC           COM              86279T109        1      438 SH       DEFINED 01                438        0        0
STRATTEC SECURITY              COM              863111100     2821    55300 SH       DEFINED 01              55300        0        0
STRATTEC SECURITY              COM              863111100      276     5400 SH       DEFINED 01 05               0     5400        0
STRAYER EDUCATION              COM              863236105        4       60 SH       DEFINED 01 02               0       60        0
STRIDE RITE                    COM              863314100     1035   130835 SH       DEFINED 01             130835        0        0
STRYKER                        COM              863667101    49400   857643 SH       DEFINED 01             857643        0        0
STRYKER                        COM              863667101     2650    46013 SH       DEFINED 01 03               0    46013        0
STRYKER                        COM              863667101    26485   459811 SH       DEFINED 01 05               0   459811        0
STRYKER CORP                   COM              863667101      147     2550 SH       DEFINED 01 02               0     2550        0
STUDENT ADVANTAGE IN           COM              86386Q204        0        1 SH       DEFINED 01                  1        0        0
STORA ENSO                     COM              863901997     9857  1017840 SH       DEFINED 01            1017840        0        0
STORA ENSO                     COM              863901997    10640  1098567 SH       DEFINED 01 05               0  1098567        0
STUDENT LOAN CORP              COM              863902102        5       50 SH       DEFINED 01                 50        0        0
STURM RUGER & CO               COM              864159108     1030    84394 SH       DEFINED 01              84394        0        0
SUEZ SA                        COM              864700992     4974   316189 SH       DEFINED 01             316189        0        0
SUEZ SA                        COM              864700992      103     6554 SH       DEFINED 01 03               0     6554        0
SUMITOMO CHEMICAL              COM              865601504     8735  2277000 SH       DEFINED 01            2277000        0        0
SUMITOMO CHEMICAL              COM              865601504       65    17000 SH       DEFINED 01 03               0    17000        0
SUMITOMO CHEMICAL              COM              865601504    11408  2974000 SH       DEFINED 01 05               0  2974000        0
SUMITOMO CORP                  COM              865601991     1817   354000 SH       DEFINED 01             354000        0        0
SUMITOMO TRUST & BANKING       COM              865603997     3575   681000 SH       DEFINED 01             681000        0        0
SUMITOMO TRUST & BANKING       COM              865603997       37     7000 SH       DEFINED 01 03               0     7000        0
SUMITOMO TRUST & BANKING       COM              865603997     2756   525000 SH       DEFINED 01 05               0   525000        0
SUMMIT PROPERTIES              COM              866239106      201    10383 SH       DEFINED 01              10383        0        0
SUMMIT PROPERTIES              COM              866239106       40     2080 SH       DEFINED 01 05               0     2080        0
SUN COMMUNITIES INC            COM              866674104        2       63 SH       DEFINED 01                 63        0        0
SUN HUNG KAI PRP ORD           COM              86676H104       53     9000 SH       DEFINED 01 03               0     9000        0
SUN LIFE FINANCIAL SERVICES OF COM              866796105      423    26700 SH       DEFINED 01              26700        0        0
SUN LIFE FINANCIAL SERVICES OF COM              866796998     7114   435342 SH       DEFINED 01             435342        0        0
SUN LIFE FINANCIAL SERVICES OF COM              866796998       55     3388 SH       DEFINED 01 03               0     3388        0
SUN MICROSYSTEMS               COM              866810104    66509 25679377 SH       DEFINED 01           25679377        0        0
SUN MICROSYSTEMS               COM              866810104     1957   755616 SH       DEFINED 01 03               0   755616        0
SUN MICROSYSTEMS               COM              866810104    74779 28872423 SH       DEFINED 01 05               0 28872423        0
SUN MICROSYSTEMS INC           COM              866810104       15     5530 SH       DEFINED 01 02               0     5530        0
SUNBEAM WTS                    COM              867071128        0       83 SH       DEFINED 01                 83        0        0
SUNCOR ENERGY INC              COM              867229999     4815   279677 SH       DEFINED 01             279677        0        0
SUNCOR ENERGY INC              COM              867229999       42     2458 SH       DEFINED 01 03               0     2458        0
SUNGARD DATA                   COM              867363103     5376   276462 SH       DEFINED 01 02               0   276462        0
SUNGARD DATA SYSTEMS           COM              867363103    86229  4433396 SH       DEFINED 01            4433396        0        0
SUNGARD DATA SYSTEMS           COM              867363103     4398   226105 SH       DEFINED 01 03               0   226105        0
SUNGARD DATA SYSTEMS           COM              867363103    25499  1310999 SH       DEFINED 01 05               0  1310999        0
SUNOCO                         COM              86764P109     2075    68791 SH       DEFINED 01              68791        0        0
SUNOCO                         COM              86764P109      536    17757 SH       DEFINED 01 03               0    17757        0
SUNOCO                         COM              86764P109     6059   200889 SH       DEFINED 01 05               0   200889        0
SUNRISE ASSISTED               COM              86768K106     1535    71543 SH       DEFINED 01              71543        0        0
SUNRISE TELECOM INC            COM              86769Y105        0      137 SH       DEFINED 01                137        0        0
SUNTRUST BANKS                 COM              867914103      620    10079 SH       DEFINED 01              10079        0        0
SUNTRUST BANKS                 COM              867914103     4078    66330 SH       DEFINED 01 03               0    66330        0
SUNTRUST BANKS                 COM              867914103      205     3328 SH       DEFINED 01 05               0     3328        0
SUPERGEN INC                   COM              868059106        0       82 SH       DEFINED 01                 82        0        0
SUPERIOR ENERGY SERVICES       COM              868157108      401    61700 SH       DEFINED 01              61700        0        0
SUPERIOR IND INTL              COM              868168105    28030   595350 SH       DEFINED 01 02               0   595350        0
SUPERIOR INDS INTL             COM              868168105       48     1020 SH       DEFINED 01               1020        0        0
SUPERIOR INDS INTL             COM              868168105      777    16500 SH       DEFINED 01 03               0    16500        0
SUPERTEX                       COM              868532102      411    39505 SH       DEFINED 01              39505        0        0
SUPERVALU                      COM              868536103    21593  1337001 SH       DEFINED 01            1337001        0        0
SUPERVALU                      COM              868536103      503    31129 SH       DEFINED 01 03               0    31129        0
SUPERVALU                      COM              868536103     2783   172347 SH       DEFINED 01 05               0   172347        0
SUPERVALU INC                  COM              868536103     2923   181000 SH       DEFINED 01                  0   181000        0
SUPPORTSOFT INC                COM              868587106     1374   670176 SH       DEFINED 01             670176        0        0
SUREBEAM CORP                  COM              86866R102        0       12 SH       DEFINED 01                 12        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     4726   289060 SH       DEFINED 01             289060        0        0
SURGUTNEFTEGAZ ADR             COM              868861204      217    13269 SH       DEFINED 01 05               0    13269        0
SURMODICS                      COM              868873100     2699    84931 SH       DEFINED 01              84931        0        0
SURMODICS                      COM              868873100      210     6600 SH       DEFINED 01 05               0     6600        0
SURMODICS INC                  COM              868873100        2       60 SH       DEFINED 01 02               0       60        0
SUSQUEHANNA BANC               COM              869099101     2693   124387 SH       DEFINED 01             124387        0        0
SVENSKA CELLULOSA B            COM              869587998     2439    78800 SH       DEFINED 01              78800        0        0
SWIFT ENERGY                   COM              870738101      878    84395 SH       DEFINED 01              84395        0        0
SWIFT TRANSPORTATION           COM              870756103      281    18000 SH       DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103       54     3504 SH       DEFINED 01               3504        0        0
SWIFT TRANSPORTATION           COM              870756103    24451  1567349 SH       DEFINED 01 02               0  1567349        0
SWIFT TRANSPORTATION           COM              870756103      685    43900 SH       DEFINED 01 03               0    43900        0
SWISS REINSURANCE              COM              870855996    11756   209015 SH       DEFINED 01             209015        0        0
SWISS REINSURANCE              COM              870855996      190     3379 SH       DEFINED 01 03               0     3379        0
SWISS REINSURANCE              COM              870855996    15241   271005 SH       DEFINED 01 05               0   271005        0
SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE                         COM              871130100       43     3723 SH       DEFINED 01               3723        0        0
SYBRON DENTAL                  COM              871142105     1667   119135 SH       DEFINED 01             119135        0        0
SYBRON DENTAL SPEC             COM              871142105        3      230 SH       DEFINED 01 02               0      230        0
SYCAMORE NETWORKS              COM              871206108     1456   619500 SH       DEFINED 01             619500        0        0
SYKES ENTERPRISES              COM              871237103        8     1796 SH       DEFINED 01               1796        0        0
SYLVAN LEARNING SYSTEMS        COM              871399101       21     1547 SH       DEFINED 01               1547        0        0
TAIWAN SEMICONDUCTOR MFG       COM              871456992     1678  1427092 SH       DEFINED 01            1427092        0        0
SYMANTEC                       COM              871503108     6709   199264 SH       DEFINED 01             199264        0        0
SYMANTEC                       COM              871503108       77     2275 SH       DEFINED 01 03               0     2275        0
SYMANTEC                       COM              871503108      148     4400 SH       DEFINED 01 05               0     4400        0
SYMANTEC CORP                  COM              871503108     6435   191090 SH       DEFINED 01 02               0   191090        0
SYMBOL TECHNOLOGIES            COM              871508107     1136   148039 SH       DEFINED 01             148039        0        0
SYMBOL TECHNOLOGIES            COM              871508107      410    53404 SH       DEFINED 01 03               0    53404        0
SYMBOL TECHNOLOGIES            COM              871508107       21     2673 SH       DEFINED 01 05               0     2673        0
SYMMETRICOM                    COM              871543104      177    69024 SH       DEFINED 01              69024        0        0
SYMYX TECHNOLOGIES             COM              87155S108        1       88 SH       DEFINED 01                 88        0        0
SYNAPTICS INC                  COM              87157D109      847   176100 SH       DEFINED 01             176100        0        0
SYNAPTICS INC                  COM              87157D109       90    18800 SH       DEFINED 01 05               0    18800        0
SYNCOR INTL                    COM              87157J106     2558    79672 SH       DEFINED 01              79672        0        0
SYNTHES-STRATEC INC            COM              871580999      407      800 SH       DEFINED 01                800        0        0
SYNGENTA                       COM              871600995     9310   170594 SH       DEFINED 01             170594        0        0
SYNGENTA                       COM              871600995    12799   234534 SH       DEFINED 01 05               0   234534        0
SYNOPSYS                       COM              871607107      184     4820 SH       DEFINED 01               4820        0        0
SYNOVUS FINANCIAL              COM              87161C105      205     9959 SH       DEFINED 01               9959        0        0
SYNOVUS FINANCIAL              COM              87161C105     1423    69000 SH       DEFINED 01 03               0    69000        0
SYNOVUS FINANCIAL              COM              87161C105       71     3463 SH       DEFINED 01 05               0     3463        0
SYNTE                          COM              87162H103     1219   103600 SH       DEFINED 01             103600        0        0
SYNTE                          COM              87162H103      137    11600 SH       DEFINED 01 05               0    11600        0
SYPRIS SOLUTIONS INC           COM              871655106        1       75 SH       DEFINED 01                 75        0        0
SYPRIS SOLUTIONS INC           COM              871655106        0       20 SH       DEFINED 01 05               0       20        0
SYSCO                          COM              871829107    14488   510294 SH       DEFINED 01             510294        0        0
SYSCO                          COM              871829107     4384   154406 SH       DEFINED 01 03               0   154406        0
SYSCO                          COM              871829107      220     7755 SH       DEFINED 01 05               0     7755        0
SYSCO CORP                     COM              871829107    13020   458600 SH       DEFINED 11 12 13            0   458600        0
SYSCO CORPORATION              COM              871829107      125     4400 SH       DEFINED 01 02               0     4400        0
SYSTEMS &COMP TECH             COM              871873105     1420   202843 SH       DEFINED 01             202843        0        0
SYSTEMS &COMP TECH             COM              871873105        1      200 SH       DEFINED 01 02               0      200        0
SYSTEMS &COMP TECH             COM              871873105       81    11600 SH       DEFINED 01 05               0    11600        0
TBC                            COM              872180104      690    66533 SH       DEFINED 01              66533        0        0
TCF FINANCIAL                  COM              872275102     8678   205008 SH       DEFINED 01             205008        0        0
TCF FINANCIAL                  COM              872275102    16010   378200 SH       DEFINED 01 05               0   378200        0
TCF FINL CORP MPLS             COM              872275102      889    21000 SH       DEFINED 01                  0    21000        0
TECO ENERGY                    COM              872375100     6833   430270 SH       DEFINED 01             430270        0        0
TECO ENERGY                    COM              872375100      577    36328 SH       DEFINED 01 03               0    36328        0
TECO ENERGY                    COM              872375100       29     1824 SH       DEFINED 01 05               0     1824        0
TEPPCO PARTNERS LP             COM              872384102        4      128 SH       DEFINED 01                128        0        0
THQ                            COM              872443403     4354   209319 SH       DEFINED 01             209319        0        0
THQ                            COM              872443403      536    25775 SH       DEFINED 01 03               0    25775        0
THQ INC                        COM              872443403    19218   923974 SH       DEFINED 01 02               0   923974        0
TJX COMPANIES                  COM              872540109     4655   273851 SH       DEFINED 01             273851        0        0
TJX COMPANIES                  COM              872540109     2136   125636 SH       DEFINED 01 03               0   125636        0
TJX COMPANIES                  COM              872540109    19589  1152304 SH       DEFINED 01 05               0  1152304        0
TJX COS                        COM              872540109      510    30000 SH       DEFINED 01                  0    30000        0
TPG                            COM              872600994     5467   326187 SH       DEFINED 01             326187        0        0
TPG                            COM              872600994      128     7624 SH       DEFINED 01 03               0     7624        0
TPG                            COM              872600994     7164   427403 SH       DEFINED 01 05               0   427403        0
TRW                            COM              872649108     3279    56000 SH       DEFINED 01                  0    56000        0
TRW                            COM              872649108     4351    74321 SH       DEFINED 01              74321        0        0
TRW                            COM              872649108     1753    29946 SH       DEFINED 01 03               0    29946        0
TRW                            COM              872649108       88     1506 SH       DEFINED 01 05               0     1506        0
TMP WORLDWIDE                  COM              872941109       61     6730 SH       DEFINED 01               6730        0        0
TMP WORLDWIDE                  COM              872941109      234    25994 SH       DEFINED 01 03               0    25994        0
TMP WORLDWIDE                  COM              872941109       12     1298 SH       DEFINED 01 05               0     1298        0
TTM TECHNOLOGIES               COM              87305R109     1646  1048500 SH       DEFINED 01            1048500        0        0
TTM TECHNOLOGIES               COM              87305R109      159   101500 SH       DEFINED 01 05               0   101500        0
TVX GOLD INC                   COM              87308K309      699    49300 SH       DEFINED 01              49300        0        0
TVX GOLD INC                   COM              87308K309       98     6900 SH       DEFINED 01 05               0     6900        0
TXU                            COM              873168108    68608  1644859 SH       DEFINED 01            1644859        0        0
TXU                            COM              873168108     2718    65149 SH       DEFINED 01 03               0    65149        0
TXU                            COM              873168108    14227   341090 SH       DEFINED 01 05               0   341090        0
TXU CORPORATION                COM              873168108     2711    65000 SH       DEFINED 01                  0    65000        0
TXU CORPORATION                COM              873168108     7871   188710 SH       DEFINED 01 02               0   188710        0
TXU CV  8.75%                  PRF              873168504   115401  2512000 SH       DEFINED 01            2512000        0        0
TXU CV  8.75%                  PRF              873168504    19295   420000 SH       DEFINED 01 05               0   420000        0
TXU ELECTRIC CO                PRF              87316T607     5523    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5136    50000 SH       DEFINED 01 04               0    50000        0
TAIPEI BANK                    COM              873222558     4079  4483000 SH       DEFINED 01            4483000        0        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100     6985  1100000 SH       DEFINED 01            1100000        0        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100      106    16663 SH       DEFINED 01 05               0    16663        0
TAKE-TWO INTERACTIVE SOFTWRE   COM              874054109     3995   137749 SH       DEFINED 01             137749        0        0
TAKEDA CHEMICAL INDS           COM              874058100    11318   280607 SH       DEFINED 01             280607        0        0
TAKEDA CHEMICAL INDS           COM              874058100      121     3000 SH       DEFINED 01 03               0     3000        0
TAKEDA CHEMICAL INDS           COM              874058100     8953   222000 SH       DEFINED 01 05               0   222000        0
TAKEFUJI                       COM              874110992     3289    58200 SH       DEFINED 01              58200        0        0
TAKKT AG                       COM              874113996      121    30300 SH       DEFINED 01              30300        0        0
TALBOTS                        COM              874161102     5659   202116 SH       DEFINED 01             202116        0        0
TALBOTS                        COM              874161102     6076   217000 SH       DEFINED 01 05               0   217000        0
TALISMAN ENERGY                COM              87425E996     2141    53393 SH       DEFINED 01              53393        0        0
TALK AMERICA HOLDINGS INC      COM              87426R103        0      150 SH       DEFINED 01                150        0        0
TALX                           COM              874918105      571    43350 SH       DEFINED 01              43350        0        0
TANABE SEIYAKU ORD             COM              875333999     1670   210000 SH       DEFINED 01             210000        0        0
TANGER FACTORY                 COM              875465106     1147    41000 SH       DEFINED 01              41000        0        0
TANGER FACTORY                 COM              875465106      143     5100 SH       DEFINED 01 05               0     5100        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        1      122 SH       DEFINED 01                122        0        0
TANOX INC                      COM              87588Q109       44     4185 SH       DEFINED 01 02               0     4185        0
TANOX INC                      COM              87588Q109        3      268 SH       DEFINED 01 03               0      268        0
TARGET                         COM              87612E106   334432 11328983 SH       DEFINED 01           11328983        0        0
TARGET                         COM              87612E106     6297   213326 SH       DEFINED 01 03               0   213326        0
TARGET                         COM              87612E106    67459  2285203 SH       DEFINED 01 05               0  2285203        0
TARGET CORPORATION             COM              87612E106     6612   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106    25749   872312 SH       DEFINED 01 02               0   872312        0
TAUBMAN CENTERS INC            COM              876664103        3      182 SH       DEFINED 01                182        0        0
TELSTRA CORP LTD               COM              878000991     7470  2900000 SH       DEFINED 01            2900000        0        0
TECH DATA                      COM              878237106       57     2163 SH       DEFINED 01               2163        0        0
TECHNE                         COM              878377100    28243   861359 SH       DEFINED 01             861359        0        0
TECHNE                         COM              878377100     2384    72700 SH       DEFINED 01 03               0    72700        0
TECHNE                         COM              878377100     1293    39455 SH       DEFINED 01 05               0    39455        0
TECHNE CORP                    COM              878377100     1301    39653 SH       DEFINED 01 02               0    39653        0
TECHNIP-COFLEXIP               COM              878554997     5980    91000 SH       DEFINED 01              91000        0        0
TECHNIP-COFLEXIP               COM              878554997      210     3200 SH       DEFINED 01 05               0     3200        0
TECHNITROL                     COM              878555101     1880   125764 SH       DEFINED 01             125764        0        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECUMSEH PRODUCTS CL A         COM              878895200      254     6054 SH       DEFINED 01               6054        0        0
TECUMSEH PRODUCTS CL A         COM              878895200       39      930 SH       DEFINED 01 05               0      930        0
TELEFONICA                     COM              878950997     7531  1010620 SH       DEFINED 01            1010620        0        0
TELECOM ITALIA                 COM              878960996      717   144312 SH       DEFINED 01             144312        0        0
TELECOM ITALIA                 COM              878985993     1425   200000 SH       DEFINED 01             200000        0        0
TEKELEC                        COM              879101103     1211   140272 SH       DEFINED 01             140272        0        0
TEKELEC                        COM              879101103        1      100 SH       DEFINED 01 02               0      100        0
TEKELEC                        COM              879101103       36     4200 SH       DEFINED 01 05               0     4200        0
TEKTRONIX                      COM              879131100     5080   309230 SH       DEFINED 01             309230        0        0
TEKTRONIX                      COM              879131100      341    20778 SH       DEFINED 01 03               0    20778        0
TEKTRONIX                      COM              879131100      508    30933 SH       DEFINED 01 05               0    30933        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECOM ITALIA MOBILE          COM              879277994      701   180000 SH       DEFINED 01             180000        0        0
TELEDYNE TECH                  COM              879360105     1825   100476 SH       DEFINED 01             100476        0        0
TELEDYNE TECH                  COM              879360105        2      120 SH       DEFINED 01 02               0      120        0
TELEFLEX                       COM              879369106       73     1589 SH       DEFINED 01               1589        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780     5916   210166 SH       DEFINED 01             210166        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780      269     9559 SH       DEFINED 01 05               0     9559        0
TELEPHONE & DATA SYSTEMS       COM              879433100     1533    30378 SH       DEFINED 01              30378        0        0
TELEVISION BROADCASTS LTD      COM              879500999      492   160000 SH       DEFINED 01             160000        0        0
TELIK INC                      COM              87959M109     1422   114900 SH       DEFINED 01             114900        0        0
TELIK INC                      COM              87959M109        2      170 SH       DEFINED 01 02               0      170        0
TELIK INC                      COM              87959M109      144    11600 SH       DEFINED 01 05               0    11600        0
TELLABS                        COM              879664100      577   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100     5905  1451021 SH       DEFINED 01            1451021        0        0
TELLABS                        COM              879664100       74    18100 SH       DEFINED 01 02               0    18100        0
TELLABS                        COM              879664100      709   174151 SH       DEFINED 01 03               0   174151        0
TELLABS                        COM              879664100      569   139800 SH       DEFINED 01 05               0   139800        0
TELLIUM                        COM              87967E107        0      351 SH       DEFINED 01                351        0        0
TEMPLE-INLAND                  COM              879868107     3491    90387 SH       DEFINED 01              90387        0        0
TEMPLE-INLAND                  COM              879868107      482    12481 SH       DEFINED 01 03               0    12481        0
TEMPLE-INLAND                  COM              879868107     4273   110627 SH       DEFINED 01 05               0   110627        0
TELETECH HOLDINGS              COM              879939106     1202   192161 SH       DEFINED 01             192161        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    71312  6217195 SH       DEFINED 01 03               0  6217195        0
TENMA CORP                     COM              880337993      293    29000 SH       DEFINED 01              29000        0        0
TENFOLD CORPORATION            COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100    29661   599232 SH       DEFINED 01             599232        0        0
TENET HEALTHCARE               COM              88033G100     5695   115049 SH       DEFINED 01 03               0   115049        0
TENET HEALTHCARE               COM              88033G100     1195    24134 SH       DEFINED 01 05               0    24134        0
TENET HEALTHCARE COR           COM              88033G100       17      350 SH       DEFINED 01 02               0      350        0
TENNECO AUTOMOTIVE INC         COM              880349105        0       53 SH       DEFINED 01                 53        0        0
TERADYNE                       COM              880770102     2796   291239 SH       DEFINED 01             291239        0        0
TERADYNE                       COM              880770102      409    42602 SH       DEFINED 01 03               0    42602        0
TERADYNE                       COM              880770102     2084   217132 SH       DEFINED 01 05               0   217132        0
TERADYNE INC                   COM              880770102      250    26000 SH       DEFINED 01                  0    26000        0
TERAYON COMM. SYSTEM           COM              880775101        0       98 SH       DEFINED 01                 98        0        0
TEREX                          COM              880779103        1       67 SH       DEFINED 01                 67        0        0
TEREX                          COM              880779103        3      176 SH       DEFINED 01 03               0      176        0
TEREX CORP NEW                 COM              880779103       46     2716 SH       DEFINED 01 02               0     2716        0
TESCO                          COM              881575104    12367  3822070 SH       DEFINED 01            3822070        0        0
TESCO                          COM              881575104      210    65054 SH       DEFINED 01 03               0    65054        0
TESCO                          COM              881575104    21542  6657511 SH       DEFINED 01 05               0  6657511        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209     2070    30892 SH       DEFINED 01              30892        0        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209       92     1369 SH       DEFINED 01 05               0     1369        0
TETRA TECHNOLOGIES             COM              88162F105     8484   420995 SH       DEFINED 01             420995        0        0
TETRA TECHNOLOGIES             COM              88162F105      604    30000 SH       DEFINED 01 05               0    30000        0
TETRA TECH                     COM              88162G103     1999   250229 SH       DEFINED 01             250229        0        0
TETRA TECH                     COM              88162G103        3      348 SH       DEFINED 01 03               0      348        0
TETRA TECH                     COM              88162G103       81    10100 SH       DEFINED 01 05               0    10100        0
TETRA TECH INC                 COM              88162G103       43     5427 SH       DEFINED 01 02               0     5427        0
TEXAS INDS                     COM              882491103     1602    66011 SH       DEFINED 01              66011        0        0
TEXAS INSTRUMENTS              COM              882508104     1555   105289 SH       DEFINED 01                  0   105289        0
TEXAS INSTRUMENTS              COM              882508104   193958 13131966 SH       DEFINED 01           13131966        0        0
TEXAS INSTRUMENTS              COM              882508104     3402   230589 SH       DEFINED 01 02               0   230589        0
TEXAS INSTRUMENTS              COM              882508104     5983   405109 SH       DEFINED 01 03               0   405109        0
TEXAS INSTRUMENTS              COM              882508104    28436  1925270 SH       DEFINED 01 05               0  1925270        0
TEXAS INSTRUMENTS INC          COM              882508104     1053    71300 SH       DEFINED 11 12               0    71300        0
TEXAS INSTRUMENTS INC          COM              882508104     4723   319800 SH       DEFINED 11 12 13            0   319800        0
TEXAS REGIONAL BANKSHARES CL A COM              882673106        5      164 SH       DEFINED 01                164        0        0
TEXTRON                        COM              883203101    33132   971641 SH       DEFINED 01             971641        0        0
TEXTRON                        COM              883203101     1096    32141 SH       DEFINED 01 03               0    32141        0
TEXTRON                        COM              883203101    11994   351747 SH       DEFINED 01 05               0   351747        0
THERAGENICS                    COM              883375107     4936  1121812 SH       DEFINED 01            1121812        0        0
THERAGENICS                    COM              883375107      417    94800 SH       DEFINED 01 05               0    94800        0
THERAGENICS CORP               COM              883375107        1      220 SH       DEFINED 01 02               0      220        0
THERASENSE                     COM              883381105      388    27775 SH       DEFINED 01              27775        0        0
THERMO-ELECTRON                COM              883556102      818    50693 SH       DEFINED 01              50693        0        0
THERMO-ELECTRON                COM              883556102      625    38751 SH       DEFINED 01 03               0    38751        0
THERMO-ELECTRON                COM              883556102       31     1939 SH       DEFINED 01 05               0     1939        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102      748    53027 SH       DEFINED 01              53027        0        0
THOMAS & BETTS                 COM              884315102      191    13566 SH       DEFINED 01 03               0    13566        0
THOMAS & BETTS                 COM              884315102       10      679 SH       DEFINED 01 05               0      679        0
THOMAS INDS                    COM              884425109     8263   333170 SH       DEFINED 01             333170        0        0
THOMAS INDS                    COM              884425109        4      169 SH       DEFINED 01 03               0      169        0
THOMAS INDS                    COM              884425109      702    28300 SH       DEFINED 01 05               0    28300        0
THOMAS INDS INC                COM              884425109       64     2591 SH       DEFINED 01 02               0     2591        0
THOMSON CORP                   COM              884903998     3284   132423 SH       DEFINED 01             132423        0        0
THOR INDS                      COM              885160101     3730   107294 SH       DEFINED 01             107294        0        0
THORATEC                       COM              885175307      943   120299 SH       DEFINED 01             120299        0        0
THORNBURG MORTGAGE             COM              885218107     2180   116000 SH       DEFINED 01             116000        0        0
THORNBURG MORTGAGE             COM              885218107       76     4060 SH       DEFINED 01 02               0     4060        0
THORNBURG MORTGAGE             COM              885218107        5      252 SH       DEFINED 01 03               0      252        0
THORNBURG MORTGAGE             COM              885218107      272    14500 SH       DEFINED 01 05               0    14500        0
3 COM CORP                     COM              885535104       75    19000 SH       DEFINED 01                  0    19000        0
3COM                           COM              885535104     1183   300350 SH       DEFINED 01             300350        0        0
THREE-FIVE SYSTEMS             COM              88554L108      628   135518 SH       DEFINED 01             135518        0        0
THREE-FIVE SYSTEMS             COM              88554L108       34     7386 SH       DEFINED 01 05               0     7386        0
3M                             COM              88579Y101   546612  4970561 SH       DEFINED 01            4970561        0        0
3M                             COM              88579Y101    10343    94055 SH       DEFINED 01 03               0    94055        0
3M                             COM              88579Y101    81857   744361 SH       DEFINED 01 05               0   744361        0
3M COMPANY                     COM              88579Y101     3849    35000 SH       DEFINED 01                  0    35000        0
3M COMPANY                     COM              88579Y101    44116   401156 SH       DEFINED 01 02               0   401156        0
TIBCO SOFTWARE                 COM              88632Q103     1925   513410 SH       DEFINED 01             513410        0        0
TIBCO SOFTWARE                 COM              88632Q103       75    19900 SH       DEFINED 01 05               0    19900        0
TIBCO SOFTWARE INC             COM              88632Q103        1      320 SH       DEFINED 01 02               0      320        0
TICKETMASTER CL B              COM              88633P203     5636   369600 SH       DEFINED 01             369600        0        0
TICKETMASTER CL B              COM              88633P203      230    15100 SH       DEFINED 01 05               0    15100        0
TIDEWATER                      COM              886423102    42080  1559073 SH       DEFINED 01            1559073        0        0
TIDEWATER                      COM              886423102     1215    45025 SH       DEFINED 01 03               0    45025        0
TIDEWATER                      COM              886423102     8337   308927 SH       DEFINED 01 05               0   308927        0
TIDEWATER INC                  COM              886423102    16821   623253 SH       DEFINED 01 02               0   623253        0
TIER TECHNOLOGIES              COM              88650Q100     1136    60040 SH       DEFINED 01              60040        0        0
TIETOENATOR OYJ                COM              886539998      181    15400 SH       DEFINED 01              15400        0        0
TIFFANY                        COM              886547108      106     4933 SH       DEFINED 01               4933        0        0
TIFFANY                        COM              886547108      727    33904 SH       DEFINED 01 03               0    33904        0
TIFFANY                        COM              886547108       36     1698 SH       DEFINED 01 05               0     1698        0
TIFFANY & CO-NEW               COM              886547108      943    44000 SH       DEFINED 01                  0    44000        0
TIMBERLAND CL A                COM              887100105       49     1542 SH       DEFINED 01               1542        0        0
TIMBERWEST FOREST              COM              887147205     1884   230000 SH       DEFINED 01             230000        0        0
TIMBERWEST FOREST              COM              887147205      282    34400 SH       DEFINED 01 05               0    34400        0
TIME WARNER TELECOM CL A       COM              887319101        0       87 SH       DEFINED 01                 87        0        0
TIMKEN CO                      COM              887389104     3353   200181 SH       DEFINED 01             200181        0        0
TIMKEN CO                      COM              887389104       37     2220 SH       DEFINED 01 05               0     2220        0
TINGYI HOLDINGS CO             COM              887400992      191   700000 SH       DEFINED 01             700000        0        0
TIPPINGPOINT TECHNOLOGIES INC  COM              888011103        0       14 SH       DEFINED 01                 14        0        0
TITAN                          COM              888266103       29     3007 SH       DEFINED 01               3007        0        0
TITAN INTL                     COM              88830M102      169    65278 SH       DEFINED 01              65278        0        0
TITAN PHARMACEUTICAL           COM              888314101        0      123 SH       DEFINED 01                123        0        0
TOKYO ELECTRON                 COM              888696994     3165    82700 SH       DEFINED 01              82700        0        0
TOKYO ELECTRON                 COM              888696994       34      900 SH       DEFINED 01 03               0      900        0
TOKYO ELECTRON                 COM              888696994     2855    74600 SH       DEFINED 01 05               0    74600        0
TIVO INC                       COM              888706108      332    92268 SH       DEFINED 01              92268        0        0
TOHOKU ELECTRIC POWER          COM              889070991     1679   125200 SH       DEFINED 01             125200        0        0
TOKYO ELECTRIC POWER           COM              889107108     1443    79885 SH       DEFINED 01              79885        0        0
TOKYO ELECTRIC POWER           COM              889107108       31     1700 SH       DEFINED 01 03               0     1700        0
TOKYO ELECTRIC POWER           COM              889107108     2556   141400 SH       DEFINED 01 05               0   141400        0
TOLL BROTHERS                  COM              889478103     4833   222290 SH       DEFINED 01             222290        0        0
TOLLGRADE COMMUNICAT           COM              889542106      332    42553 SH       DEFINED 01              42553        0        0
TOMKINS ADR                    COM              890030208    19754  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS ADR                    COM              890030208     2646   187512 SH       DEFINED 01 05               0   187512        0
TOO                            COM              890333107     5158   221579 SH       DEFINED 01             221579        0        0
TOO                            COM              890333107      203     8700 SH       DEFINED 01 05               0     8700        0
TOO INC                        COM              890333107        3      130 SH       DEFINED 01 02               0      130        0
TOOTSIE ROLL INDS              COM              890516107       59     1980 SH       DEFINED 01               1980        0        0
TOPPAN PRINTING                COM              890746993      433    49000 SH       DEFINED 01              49000        0        0
TOPPAN FORMS CO LTD            COM              890780992      278    24000 SH       DEFINED 01              24000        0        0
TOPPS                          COM              890786106     4519   524200 SH       DEFINED 01             524200        0        0
TOPPS                          COM              890786106      370    42900 SH       DEFINED 01 05               0    42900        0
TORCHMARK                      COM              891027104    22503   656819 SH       DEFINED 01             656819        0        0
TORCHMARK                      COM              891027104      950    27738 SH       DEFINED 01 03               0    27738        0
TORCHMARK                      COM              891027104     2867    83713 SH       DEFINED 01 05               0    83713        0
TOREX PLC                      COM              891030991      236    65000 SH       DEFINED 01              65000        0        0
TORO                           COM              891092108     4178    74264 SH       DEFINED 01              74264        0        0
TORO                           COM              891092108        4       77 SH       DEFINED 01 03               0       77        0
TORO                           COM              891092108      259     4600 SH       DEFINED 01 05               0     4600        0
TORO CO                        COM              891092108       69     1230 SH       DEFINED 01 02               0     1230        0
TOTALFINAELF                   COM              891508996    44301   336522 SH       DEFINED 01             336522        0        0
TOTALFINAELF                   COM              891508996      314     2384 SH       DEFINED 01 03               0     2384        0
TOTALFINAELF                   COM              891508996    39300   298533 SH       DEFINED 01 05               0   298533        0
TOTAL ENTERTNT REST            COM              89150E100      538    66000 SH       DEFINED 01              66000        0        0
TOTAL FINA ELF                 COM              89151E109       56      850 SH       DEFINED 01 02               0      850        0
TOTALFINAELF ADR               COM              89151E109     1396    21200 SH       DEFINED 01              21200        0        0
TOWER AUTO                     COM              891707101     3150   470147 SH       DEFINED 01                  0   470147        0
TOWER AUTOMOTIVE               COM              891707101     3389   505792 SH       DEFINED 01             505792        0        0
TOWER AUTOMOTIVE               COM              891707101     3198   477380 SH       DEFINED 01 05               0   477380        0
TOWER AUTOMOTIVE CVT           CONV BND         891707AE1      880  1000000 PRN      DEFINED 01 02               0        0  1000000
TOTAL SYS SVCS INC             COM              891906109        6      427 SH       DEFINED 01                427        0        0
TOWN & COUNTRY                 COM              892081100     1220    58000 SH       DEFINED 01              58000        0        0
TOWN & COUNTRY                 COM              892081100      149     7100 SH       DEFINED 01 05               0     7100        0
TOYO CORP   JP;8151            COM              892266990      217    19000 SH       DEFINED 01              19000        0        0
TOYOTA MOTOR                   COM              892331992     7091   275800 SH       DEFINED 01             275800        0        0
TOYOTA MOTOR                   COM              892331992       77     3000 SH       DEFINED 01 03               0     3000        0
TOYOTA MOTOR                   COM              892331992     6710   261000 SH       DEFINED 01 05               0   261000        0
TOYS "R" US                    COM              892335100      481    47227 SH       DEFINED 01              47227        0        0
TOYS "R" US                    COM              892335100      503    49433 SH       DEFINED 01 03               0    49433        0
TOYS "R" US                    COM              892335100       25     2483 SH       DEFINED 01 05               0     2483        0
TRACTOR SUPPLY COMPA           COM              892356106       48     1496 SH       DEFINED 01 02               0     1496        0
TRACTOR SUPPLY COMPANY         COM              892356106        3      100 SH       DEFINED 01 03               0      100        0
TRAMMELL CROW                  COM              89288R106     5502   558000 SH       DEFINED 01             558000        0        0
TRAMMELL CROW                  COM              89288R106      381    38600 SH       DEFINED 01 05               0    38600        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEMS ARCHITECTS COM              893416107        8     1435 SH       DEFINED 01               1435        0        0
TRANSATLANTIC HOLDINGS         COM              893521104     5238    78820 SH       DEFINED 01              78820        0        0
TRANSKARYOTIC THERAP           COM              893735100        2       60 SH       DEFINED 01 02               0       60        0
TRANSKARYOTIC THERAPIES        COM              893735100      718    22000 SH       DEFINED 01              22000        0        0
TRANSKARYOTIC THERAPIES        COM              893735100       85     2600 SH       DEFINED 01 05               0     2600        0
TRANSMETA CORP                 COM              89376R109        1      726 SH       DEFINED 01                726        0        0
TRANSWITCH                     COM              894065101        0      410 SH       DEFINED 01                410        0        0
TRAVELERS PROPERTY C           COM              89420G109      737    55849 SH       DEFINED 01 02               0    55849        0
TRAVELERS PROPERTY CASUALTY    COM              89420G109     1822   138059 SH       DEFINED 11 12               0   138059        0
TRAVELERS PROPERTY CASUALTY    COM              89420G109     9836   745153 SH       DEFINED 11 12 13            0   745153        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109    90089  6824886 SH       DEFINED 01            6824886        0        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109     2709   205256 SH       DEFINED 01 03               0   205256        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109    16519  1251478 SH       DEFINED 01 05               0  1251478        0
TRAVELERS PROP CASUA           COM              89420G406       21     1590 SH       DEFINED 01 02               0     1590        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G406     8648   639245 SH       DEFINED 01             639245        0        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G406     3284   242786 SH       DEFINED 01 03               0   242786        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G406     4493   332126 SH       DEFINED 01 05               0   332126        0
TRAVELSKY TECH H(0696)         COM              894255991      189   315000 SH       DEFINED 01             315000        0        0
TREDEGAR                       COM              894650100     2017   120406 SH       DEFINED 01             120406        0        0
TRIAD HOSPITALS                COM              89579K109     2270    59816 SH       DEFINED 01              59816        0        0
TRIANGLE PHARMACEUTI           COM              89589H104        0      121 SH       DEFINED 01                121        0        0
TRIAD GUARANTY                 COM              895925105     1221    35083 SH       DEFINED 01              35083        0        0
TRIAD GUARANTY                 COM              895925105        3       83 SH       DEFINED 01 03               0       83        0
TRIAD GUARANTY                 COM              895925105      162     4657 SH       DEFINED 01 05               0     4657        0
TRIAD GUARANTY INC             COM              895925105       44     1262 SH       DEFINED 01 02               0     1262        0
TRIARC COS INC CL A            COM              895927101     1461    64417 SH       DEFINED 01              64417        0        0
TRIBUNE                        COM              896047107    22505   538268 SH       DEFINED 01             538268        0        0
TRIBUNE                        COM              896047107     2940    70329 SH       DEFINED 01 03               0    70329        0
TRIBUNE                        COM              896047107     3330    79631 SH       DEFINED 01 05               0    79631        0
TRIMBLE NAVIGATION L           COM              896239100      894    90303 SH       DEFINED 01              90303        0        0
TRIMERIS                       COM              896263100     1513    34077 SH       DEFINED 01              34077        0        0
TRIMERIS                       COM              896263100      195     4400 SH       DEFINED 01 05               0     4400        0
TRIMERIS INC                   COM              896263100        2       50 SH       DEFINED 01 02               0       50        0
TRINITY INDS                   COM              896522109     1413    85856 SH       DEFINED 01              85856        0        0
TRINITY INDS                   COM              896522109      576    35000 SH       DEFINED 01 05               0    35000        0
TRI QUINT                      COM              89674K103        1      400 SH       DEFINED 01 02               0      400        0
TRIQUINT SEMICONDUCTOR         COM              89674K103     6686  1894235 SH       DEFINED 01            1894235        0        0
TRIQUINT SEMICONDUCTOR         COM              89674K103      547   155100 SH       DEFINED 01 05               0   155100        0
TRITON PCS HOLDINGS CL A       COM              89677M106        1      570 SH       DEFINED 01                570        0        0
TRIUMPH GROUP                  COM              896818101     1542    55071 SH       DEFINED 01              55071        0        0
TRIUMPH GROUP                  COM              896818101       31     1100 SH       DEFINED 01 05               0     1100        0
TRIZEC PROPERTIES              COM              89687P107        4      393 SH       DEFINED 01                393        0        0
TROPICAL SPORTSWEAR            COM              89708P102        2      130 SH       DEFINED 01 02               0      130        0
TROPICAL SPORTSWEAR INTL       COM              89708P102      299    23050 SH       DEFINED 01              23050        0        0
TROPICAL SPORTSWEAR INTL       COM              89708P102       36     2750 SH       DEFINED 01 05               0     2750        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK                   COM              898349105     2400   226842 SH       DEFINED 01             226842        0        0
TRUSTMARK CORP                 COM              898402102      231    10150 SH       DEFINED 01              10150        0        0
TRUSTMARK CORP                 COM              898402102       44     1960 SH       DEFINED 01 02               0     1960        0
TRUSTMARK CORP                 COM              898402102        3      121 SH       DEFINED 01 03               0      121        0
TRUSTMARK CORP                 COM              898402102       34     1500 SH       DEFINED 01 05               0     1500        0
TUESDAY MORNING                COM              899035505     1756    96420 SH       DEFINED 01              96420        0        0
TUESDAY MORNING                COM              899035505      133     7300 SH       DEFINED 01 05               0     7300        0
TUESDAY MORNING CORP           COM              899035505        2       90 SH       DEFINED 01 02               0       90        0
TULARIK INC                    COM              899165104        0       14 SH       DEFINED 01                 14        0        0
TULLOW OIL PLC                 COM              899255996      346   228000 SH       DEFINED 01             228000        0        0
TUMBLEWEED COMMUNICA           COM              899690101        0       63 SH       DEFINED 01                 63        0        0
Tumbleweed Comm                COM              899690986    31818       29 SH       DEFINED 1                   0       29        0
TUPPERWARE                     COM              899896104       31     1848 SH       DEFINED 01               1848        0        0
TUPPERWARE                     COM              899896104      226    13570 SH       DEFINED 01 03               0    13570        0
TUPPERWARE                     COM              899896104       11      679 SH       DEFINED 01 05               0      679        0
TURKCELL ILETISIM HIZMETLERI A COM              900113994       37  7892098 SH       DEFINED 01 05               0  7892098        0
TURKCELL ILETISIM HIZMETLERI A COM              900113994      807 174059266 SH      DEFINED 01 05              0 174059266        0
TURNSTONE SYSTEMS              COM              900423104        0       10 SH       DEFINED 01                 10        0        0
TUT SYSTEMS INC                COM              901103101        0       65 SH       DEFINED 01                 65        0        0
TWEETER HOME ENTERTAINMENT GRO COM              901167106      848   122900 SH       DEFINED 01             122900        0        0
21ST CENTURY INSURANCE GROUP   COM              90130N103        4      386 SH       DEFINED 01                386        0        0
24-7 REAL MEDIA INC            COM              901314104        0       49 SH       DEFINED 01                 49        0        0
TYCO INTERNATIONAL             COM              902124106      254    18000 SH       DEFINED 01                  0    18000        0
TYCO INTERNATIONAL             COM              902124106      284    20120 SH       DEFINED 01 02               0    20120        0
TYCO INTERNATIONAL             COM              902124106     1404    99541 SH       DEFINED 11 12               0    99541        0
TYCO INTERNATIONAL             COM              902124106     4399   312000 SH       DEFINED 11 12 13            0   312000        0
TYCO INTL                      COM              902124106    24071  1707195 SH       DEFINED 01            1707195        0        0
TYCO INTL                      COM              902124106     7459   529024 SH       DEFINED 01 03               0   529024        0
TYCO INTL                      COM              902124106     5391   382305 SH       DEFINED 01 05               0   382305        0
TYLER TECHNOLOGIES             COM              902252105      629   143000 SH       DEFINED 01             143000        0        0
TYLER TECHNOLOGIES             COM              902252105       51    11383 SH       DEFINED 01 02               0    11383        0
TYLER TECHNOLOGIES             COM              902252105        3      695 SH       DEFINED 01 03               0      695        0
TYLER TECHNOLOGIES             COM              902252105       76    17300 SH       DEFINED 01 05               0    17300        0
TYSON FOODS CL A               COM              902494103    30835  2651390 SH       DEFINED 01            2651390        0        0
TYSON FOODS CL A               COM              902494103       62     5318 SH       DEFINED 01 05               0     5318        0
UAL CORP                       COM              902549500        1      250 SH       DEFINED 01                250        0        0
UCBH HOLDINGS                  COM              90262T308     2974    75699 SH       DEFINED 01              75699        0        0
UGI                            COM              902681105     6863   188799 SH       DEFINED 01             188799        0        0
UGI                            COM              902681105        8      224 SH       DEFINED 01 03               0      224        0
UGI                            COM              902681105      415    11426 SH       DEFINED 01 05               0    11426        0
UGI CORP                       COM              902681105      127     3514 SH       DEFINED 01 02               0     3514        0
UICI                           COM              902737105     2425   149115 SH       DEFINED 01             149115        0        0
UIL HOLDINGS                   COM              902748102     1938    54702 SH       DEFINED 01              54702        0        0
UIL HOLDINGS                   COM              902748102       47     1317 SH       DEFINED 01 05               0     1317        0
UMB FINL CORP                  COM              902788108        4       95 SH       DEFINED 01                 95        0        0
UMB FINL CORP                  COM              902788108       75     1954 SH       DEFINED 01 02               0     1954        0
UMB FINL CORP                  COM              902788108        5      123 SH       DEFINED 01 03               0      123        0
USB HOLDING CO INC             COM              902910108        2      130 SH       DEFINED 01 02               0      130        0
UST                            COM              902911106     2149    76153 SH       DEFINED 01              76153        0        0
UST                            COM              902911106     1111    39394 SH       DEFINED 01 03               0    39394        0
UST                            COM              902911106       56     1979 SH       DEFINED 01 05               0     1979        0
UST INC                        COM              902911106    14796   524530 SH       DEFINED 01 02               0   524530        0
U.S. BANCORP                   COM              902973304    57970  3120083 SH       DEFINED 01            3120083        0        0
U.S. BANCORP                   COM              902973304     8319   447693 SH       DEFINED 01 03               0   447693        0
U.S. BANCORP                   COM              902973304    21575  1161140 SH       DEFINED 01 05               0  1161140        0
US BANCORP                     COM              902973304     3633   195553 SH       DEFINED 01                  0   195553        0
US BANCORP                     COM              902973304      291    15690 SH       DEFINED 01 02               0    15690        0
US BANCORP CVT P/C             CONV BND         902973AE6      520   700000 PRN      DEFINED 01 02               0        0   700000
USA INTERACTIVE                COM              902984103     4738   244474 SH       DEFINED 01                  0   244474        0
USA INTERACTIVE                COM              902984103   208060 10735804 SH       DEFINED 01           10735804        0        0
USA INTERACTIVE                COM              902984103      277    14300 SH       DEFINED 01 02               0    14300        0
USA INTERACTIVE                COM              902984103    41186  2125185 SH       DEFINED 01 05               0  2125185        0
USA NETWORKS                   COM              902984996    42636  2200000 SH       DEFINED 01            2200000        0        0
USA NETWORKS                   COM              902984996     7171   370000 SH       DEFINED 01 05               0   370000        0
URS CORP                       COM              903236107     1559    94083 SH       DEFINED 01              94083        0        0
USG CORP                       COM              903293405        0      104 SH       DEFINED 01                104        0        0
USEC INC                       COM              90333E108        1      212 SH       DEFINED 01                212        0        0
U.S. PHYSICAL THERAPY          COM              90337L108     1067   101100 SH       DEFINED 01             101100        0        0
U.S. PHYSICAL THERAPY          COM              90337L108      133    12600 SH       DEFINED 01 05               0    12600        0
US PHYSICAL THERAPY            COM              90337L108        1      125 SH       DEFINED 01 02               0      125        0
US ONCOLOGY                    COM              90338W103     2908   358588 SH       DEFINED 01             358588        0        0
US ONCOLOGY                    COM              90338W103        4      537 SH       DEFINED 01 03               0      537        0
US ONCOLOGY                    COM              90338W103       77     9500 SH       DEFINED 01 05               0     9500        0
US ONCOLOGY INC                COM              90338W103       71     8710 SH       DEFINED 01 02               0     8710        0
ULTICOM INC                    COM              903844108     2913   526635 SH       DEFINED 01             526635        0        0
ULTICOM INC                    COM              903844108      112    20200 SH       DEFINED 01 05               0    20200        0
ULTIMATE ELECTRONICS           COM              903849107      708    55483 SH       DEFINED 01              55483        0        0
ULTRA PETROLEUM CORP           COM              903914109     1637   196000 SH       DEFINED 01             196000        0        0
ULTRA PETROLEUM CORP           COM              903914109       69     8244 SH       DEFINED 01 02               0     8244        0
ULTRA PETROLEUM CORP           COM              903914109        4      522 SH       DEFINED 01 03               0      522        0
ULTRA PETROLEUM CORP           COM              903914109      205    24600 SH       DEFINED 01 05               0    24600        0
ULTRATECH STEPPER              COM              904034105      633    78213 SH       DEFINED 01              78213        0        0
ULTRATECH STEPPER              COM              904034105        8     1000 SH       DEFINED 01 05               0     1000        0
UNICREDITO ITALIANO            COM              904660990     1613   445942 SH       DEFINED 01             445942        0        0
UNIFI                          COM              904677101       14     2239 SH       DEFINED 01               2239        0        0
UNIFIRST CORP                  COM              904708104     1860    78000 SH       DEFINED 01              78000        0        0
UNIFIRST CORP                  COM              904708104       94     3954 SH       DEFINED 01 02               0     3954        0
UNIFIRST CORP                  COM              904708104        6      257 SH       DEFINED 01 03               0      257        0
UNIFIRST CORP                  COM              904708104      226     9500 SH       DEFINED 01 05               0     9500        0
UNILEVER                       COM              904760998     7923   133823 SH       DEFINED 01             133823        0        0
UNILEVER                       COM              904760998      194     3275 SH       DEFINED 01 03               0     3275        0
UNILEVER                       COM              904760998    10210   172467 SH       DEFINED 01 05               0   172467        0
UNION PACIFIC                  COM              907818108   190029  3283738 SH       DEFINED 01            3283738        0        0
UNION PACIFIC                  COM              907818108     3405    58840 SH       DEFINED 01 03               0    58840        0
UNION PACIFIC                  COM              907818108    29002   501162 SH       DEFINED 01 05               0   501162        0
UNION PACIFIC CORP             COM              907818108      148     2550 SH       DEFINED 01 02               0     2550        0
UNION PACIFIC CAPITAL CM CV 6. PRF              907824205    27523   541000 SH       DEFINED 01             541000        0        0
UNION PACIFIC CAPITAL CM CV 6. PRF              907824403    13762   270500 SH       DEFINED 01             270500        0        0
UNION PLANTERS                 COM              908068109      187     6798 SH       DEFINED 01               6798        0        0
UNION PLANTERS                 COM              908068109     1278    46528 SH       DEFINED 01 03               0    46528        0
UNION PLANTERS                 COM              908068109       64     2334 SH       DEFINED 01 05               0     2334        0
UNI-CHARM CORPORATION          COM              908500994      156     4000 SH       DEFINED 01               4000        0        0
UNIONBANCAL CORP               COM              908906100      672    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       15      354 SH       DEFINED 01                354        0        0
UNISOURCE ENERGY               COM              909205106     3339   218997 SH       DEFINED 01             218997        0        0
UNISOURCE ENERGY               COM              909205106        5      349 SH       DEFINED 01 03               0      349        0
UNISOURCE ENERGY               COM              909205106      215    14068 SH       DEFINED 01 05               0    14068        0
UNISOURCE ENERGY CRP           COM              909205106       82     5431 SH       DEFINED 01 02               0     5431        0
UNISYS                         COM              909214108    11207  1600936 SH       DEFINED 01            1600936        0        0
UNISYS                         COM              909214108      527    75228 SH       DEFINED 01 03               0    75228        0
UNISYS                         COM              909214108      489    69972 SH       DEFINED 01 05               0    69972        0
UNISYS CORP                    COM              909214108      175    25000 SH       DEFINED 01                  0    25000        0
UNIT                           COM              909218109     8043   419986 SH       DEFINED 01             419986        0        0
UNIT                           COM              909218109      523    27300 SH       DEFINED 01 05               0    27300        0
UNIT CORP                      COM              909218109        2      110 SH       DEFINED 01 02               0      110        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
UNITED BANCSHARES              COM              909907107     3867   133290 SH       DEFINED 01             133290        0        0
UNITED DEFENSE INDS            COM              91018B104     2613   110750 SH       DEFINED 01             110750        0        0
UNITED DEFENSE INDS            COM              91018B104       76     3217 SH       DEFINED 01 02               0     3217        0
UNITED DEFENSE INDS            COM              91018B104        5      210 SH       DEFINED 01 03               0      210        0
UNITED DEFENSE INDS            COM              91018B104      322    13650 SH       DEFINED 01 05               0    13650        0
UNITED FIRE & CASUAL           COM              910331107      476    14000 SH       DEFINED 01              14000        0        0
UNITED FIRE & CASUAL           COM              910331107       45     1349 SH       DEFINED 01 02               0     1349        0
UNITED FIRE & CASUAL           COM              910331107        3       86 SH       DEFINED 01 03               0       86        0
UNITED FIRE & CASUAL           COM              910331107       58     1700 SH       DEFINED 01 05               0     1700        0
UNITED FIRE CVT PFD CVT        PRF              910331305     1305    50500 SH       DEFINED 01              50500        0        0
UNITED FIRE CVT PFD CVT        PRF              910331305      116     4500 SH       DEFINED 01 05               0     4500        0
UNITED MICROELECTRONICS ADR    COM              910873207      783   221750 SH       DEFINED 01             221750        0        0
UNITED NATURAL FOODS           COM              911163103     2218    96316 SH       DEFINED 01              96316        0        0
UNITED ONLINE INC              COM              911268100     1487   155078 SH       DEFINED 01             155078        0        0
UNITED OVERSEAS BANK           COM              911271104    10212  1525000 SH       DEFINED 01            1525000        0        0
UNITED OVERSEAS BANK           COM              911271104       94    14000 SH       DEFINED 01 03               0    14000        0
UNITED OVERSEAS BANK           COM              911271104     5913   883000 SH       DEFINED 01 05               0   883000        0
UNITED PARCEL SERVIC           COM              911312106      228     3650 SH       DEFINED 01 02               0     3650        0
UNITED PARCEL SERVICE CL B     COM              911312106    51388   821820 SH       DEFINED 01             821820        0        0
UNITED PARCEL SERVICE CL B     COM              911312106    16249   259860 SH       DEFINED 01 03               0   259860        0
UNITED PARCEL SERVICE CL B     COM              911312106     8851   141545 SH       DEFINED 01 05               0   141545        0
UNITED RENTALS                 COM              911363109       27     3160 SH       DEFINED 01               3160        0        0
US CELLULAR CORP               COM              911684108        6      187 SH       DEFINED 01                187        0        0
UNY                            COM              911689990     1449   147000 SH       DEFINED 01             147000        0        0
US AIRWAYS GROUP INC           COM              911905107        0      386 SH       DEFINED 01                386        0        0
US INDUSTRIES INC              COM              912080108        0      140 SH       DEFINED 01                140        0        0
UNITED STATES STEEL CORP       COM              912909108      693    59634 SH       DEFINED 01              59634        0        0
UNITED STATES STEEL CORP       COM              912909108      275    23705 SH       DEFINED 01 03               0    23705        0
UNITED STATES STEEL CORP       COM              912909108       14     1190 SH       DEFINED 01 05               0     1190        0
UNITED SERVICES GROUP NV       COM              913000998      159    22015 SH       DEFINED 01              22015        0        0
UNITED STATIONERS              COM              913004107     2725   103602 SH       DEFINED 01             103602        0        0
UNITED SURGICAL PARTNERS INTL  COM              913016309      422    19160 SH       DEFINED 01              19160        0        0
UNITED TECHNOLOGIES            COM              913017109      847    15000 SH       DEFINED 01                  0    15000        0
UNITED TECHNOLOGIES            COM              913017109   102104  1807445 SH       DEFINED 01            1807445        0        0
UNITED TECHNOLOGIES            COM              913017109    19505   345330 SH       DEFINED 01 02               0   345330        0
UNITED TECHNOLOGIES            COM              913017109     7252   128396 SH       DEFINED 01 03               0   128396        0
UNITED TECHNOLOGIES            COM              913017109    20732   367015 SH       DEFINED 01 05               0   367015        0
UNITED THERAPEUTICS            COM              91307C102        1       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        1      489 SH       DEFINED 01                489        0        0
UNITEDHEALTH GROUP             COM              91324P102     6978    80000 SH       DEFINED 01                  0    80000        0
UNITEDHEALTH GROUP             COM              91324P102   495331  5679102 SH       DEFINED 01            5679102        0        0
UNITEDHEALTH GROUP             COM              91324P102    22538   258453 SH       DEFINED 01 02               0   258453        0
UNITEDHEALTH GROUP             COM              91324P102     6159    70619 SH       DEFINED 01 03               0    70619        0
UNITEDHEALTH GROUP             COM              91324P102    81297   932085 SH       DEFINED 01 05               0   932085        0
UNITRIN                        COM              913275103      451    14714 SH       DEFINED 01              14714        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107     2813   574000 SH       DEFINED 01             574000        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      300    61200 SH       DEFINED 01 05               0    61200        0
UNIVERSAL COMPRESSION HOLDINGS COM              913431102      311    19200 SH       DEFINED 01              19200        0        0
UNIVERSAL                      COM              913456109       35     1003 SH       DEFINED 01               1003        0        0
UNIVERSAL                      COM              913456109        3       98 SH       DEFINED 01 03               0       98        0
UNIVERSAL CORP                 COM              913456109       56     1592 SH       DEFINED 01 02               0     1592        0
UNIVERSAL FST PRO              COM              913543104     1057    56154 SH       DEFINED 01              56154        0        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105      934    36000 SH       DEFINED 01              36000        0        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105      114     4400 SH       DEFINED 01 05               0     4400        0
UNIVERSAL HEALTH SERVICES CL B COM              913903100     3994    78095 SH       DEFINED 01              78095        0        0
UNIVERSAL HEALTH SERVICES CL B COM              913903100     6138   120000 SH       DEFINED 01 05               0   120000        0
UNIVERSAL HLTH CR-B            COM              913903100        8      160 SH       DEFINED 01 02               0      160        0
UNIVISION                      COM              914906102    27319  1198140 SH       DEFINED 01 02               0  1198140        0
UNIVISION COMMUNICATIONS CL A  COM              914906102    28790  1262697 SH       DEFINED 01            1262697        0        0
UNIVISION COMMUNICATIONS CL A  COM              914906102     3618   158682 SH       DEFINED 01 03               0   158682        0
UNIVISION COMMUNICATIONS CL A  COM              914906102    19585   858945 SH       DEFINED 01 05               0   858945        0
UNOCAL                         COM              915289102    21615   688618 SH       DEFINED 01             688618        0        0
UNOCAL                         COM              915289102     1788    56946 SH       DEFINED 01 03               0    56946        0
UNOCAL                         COM              915289102     2869    91402 SH       DEFINED 01 05               0    91402        0
UNOVA INC                      COM              91529B106      778   158157 SH       DEFINED 01             158157        0        0
UNOVA INC                      COM              91529B106       37     7389 SH       DEFINED 01 02               0     7389        0
UNOVA INC                      COM              91529B106        2      469 SH       DEFINED 01 03               0      469        0
UNOVA INC                      COM              91529B106       95    19490 SH       DEFINED 01 05               0    19490        0
UNUMPROVIDENT                  COM              91529Y106    12904   634077 SH       DEFINED 01             634077        0        0
UNUMPROVIDENT                  COM              91529Y106     1185    58255 SH       DEFINED 01 03               0    58255        0
UNUMPROVIDENT                  COM              91529Y106      389    19112 SH       DEFINED 01 05               0    19112        0
UPM KYMMENE                    COM              915435994      223     8113 SH       DEFINED 01               8113        0        0
UPM KYMMENE                    COM              915435994      131     4770 SH       DEFINED 01 03               0     4770        0
USFREIGHTWAYS                  COM              916906100     2422    84441 SH       DEFINED 01              84441        0        0
URBAN OUTFITTERS               COM              917047102        2       90 SH       DEFINED 01 02               0       90        0
URBAN OUTFITTERS, INC.         COM              917047102     2352    96800 SH       DEFINED 01              96800        0        0
URBAN OUTFITTERS, INC.         COM              917047102       95     3900 SH       DEFINED 01 05               0     3900        0
UTSTARCOM INC                  COM              918076100        0       30 SH       DEFINED 01                 30        0        0
VCA ANTECH                     COM              918194101     1469   119000 SH       DEFINED 01             119000        0        0
VCA ANTECH                     COM              918194101        4      325 SH       DEFINED 01 03               0      325        0
VCA ANTECH                     COM              918194101     4059   328900 SH       DEFINED 01 05               0   328900        0
VCA ANTECH INC                 COM              918194101       63     5055 SH       DEFINED 01 02               0     5055        0
VA SOFTWARE CORP               COM              91819B105        0      179 SH       DEFINED 01                179        0        0
VF                             COM              918204108      869    24137 SH       DEFINED 01              24137        0        0
VF                             COM              918204108      916    25455 SH       DEFINED 01 03               0    25455        0
VF                             COM              918204108       46     1274 SH       DEFINED 01 05               0     1274        0
VAIL RESORTS INC               COM              91879Q109        1       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATIONS        COM              918866104     1447    41243 SH       DEFINED 01              41243        0        0
VALHI INC NEW                  COM              918905100        3      311 SH       DEFINED 01                311        0        0
VALENCE TECHNOLOGY             COM              918914102        0      164 SH       DEFINED 01                164        0        0
VALERO ENERGY                  COM              91913Y100      163     6168 SH       DEFINED 01               6168        0        0
VALERO ENERGY                  COM              91913Y100     5373   203000 SH       DEFINED 01 05               0   203000        0
VALLEY NATL BANCORP            COM              919794107        5      173 SH       DEFINED 01                173        0        0
VALMONT INDUSTRIES             COM              920253101     1739    74491 SH       DEFINED 01              74491        0        0
VALSPAR                        COM              920355104       72     1919 SH       DEFINED 01               1919        0        0
VALUE CITY DEPT STOR           COM              920387107        0      129 SH       DEFINED 01                129        0        0
VALUECLICK INC                 COM              92046N102        0      115 SH       DEFINED 01                115        0        0
VALUEVISION MEDIA INC          COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
VAN DER MOOLEN HOLDING ADR     COM              921020103      832    49100 SH       DEFINED 01              49100        0        0
VCOMMERCE CV SERIES C          PRF              922100XX5       67   834335 SH       DEFINED 01             834335        0        0
VCOMMERCE CV SERIES C          PRF              922100XX5      105  1311588 SH       DEFINED 01 05               0  1311588        0
VARCO INTL                     COM              922122106     5190   306709 SH       DEFINED 01             306709        0        0
VARCO INTL                     COM              922122106     9644   570000 SH       DEFINED 01 05               0   570000        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0    29544 25000000 SH       DEFINED 01           25000000        0        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0     5909  5000000 SH       DEFINED 01 05               0  5000000        0
VARIAN                         COM              922206107     1146    41517 SH       DEFINED 01              41517        0        0
VARIAN INC                     COM              922206107        2       80 SH       DEFINED 01 02               0       80        0
VARIAN SEMICONDUCTOR           COM              922207105        2      100 SH       DEFINED 01 02               0      100        0
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105     2804   170574 SH       DEFINED 01             170574        0        0
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105       95     5800 SH       DEFINED 01 05               0     5800        0
VARIAN MEDICAL SYSTEMS         COM              92220P105     2610    60718 SH       DEFINED 01              60718        0        0
VECTREN                        COM              92240G101     8989   408600 SH       DEFINED 01             408600        0        0
VECTOR GROUP LTD               COM              92240M108        0        1 SH       DEFINED 01                  1        0        0
VEECO INSTRUMENTS              COM              922417100      987    91366 SH       DEFINED 01              91366        0        0
VENTAS INC                     COM              92276F100     1736   130000 SH       DEFINED 01             130000        0        0
VENTAS INC                     COM              92276F100       92     6881 SH       DEFINED 01 02               0     6881        0
VENTAS INC                     COM              92276F100        6      437 SH       DEFINED 01 03               0      437        0
VENTAS INC                     COM              92276F100      228    17100 SH       DEFINED 01 05               0    17100        0
VENTIV HEALTH INC              COM              922793104        6     6000 SH       DEFINED 01                  0     6000        0
VERITAS                        COM              923436109      121     8200 SH       DEFINED 11 12               0     8200        0
VERITAS SOFTWARE               COM              923436109      355    24120 SH       DEFINED 01              24120        0        0
VERITAS SOFTWARE               COM              923436109     1406    95555 SH       DEFINED 01 03               0    95555        0
VERITAS SOFTWARE               COM              923436109     2853   193901 SH       DEFINED 01 05               0   193901        0
VERITY                         COM              92343C106     2792   280707 SH       DEFINED 01             280707        0        0
VERITY                         COM              92343C106       30     3020 SH       DEFINED 01 05               0     3020        0
VERISIGN                       COM              92343E102       28     5491 SH       DEFINED 01               5491        0        0
VERITAS DGC                    COM              92343P107     1054    97508 SH       DEFINED 01              97508        0        0
VERITAS SOFTWARE               CONV BND         92343RAA1      253   310000 PRN      DEFINED 01 02               0        0   310000
VERIZION COMMUNICATIONS        COM              92343V104     1575    57400 SH       DEFINED 11 12               0    57400        0
VERIZION COMMUNICATIONS        COM              92343V104     6127   223300 SH       DEFINED 11 12 13            0   223300        0
VERIZON COMM                   COM              92343V104     4810   175278 SH       DEFINED 01                  0   175278        0
VERIZON COMM                   COM              92343V104      890    32376 SH       DEFINED 01 02               0    32376        0
VERIZON COMMUNICATIONS         COM              92343V104   220866  8049083 SH       DEFINED 01            8049083        0        0
VERIZON COMMUNICATIONS         COM              92343V104    19130   697131 SH       DEFINED 01 03               0   697131        0
VERIZON COMMUNICATIONS         COM              92343V104    45540  1659591 SH       DEFINED 01 05               0  1659591        0
VERSICOR INC                   COM              925314106        1      170 SH       DEFINED 01 02               0      170        0
VERTEX PHARMACEUTICALS         COM              92532F100       57     3093 SH       DEFINED 01               3093        0        0
VERTICALNET INC                COM              92532L206        0       11 SH       DEFINED 01                 11        0        0
VIACOM CL A                    COM              925524100     1298    32000 SH       DEFINED 01              32000        0        0
VIACOM INTL                    COM              925524100      310     7650 SH       DEFINED 01 02               0     7650        0
VIACOM CL B                    COM              925524308   575061 14181519 SH       DEFINED 01           14181519        0        0
VIACOM CL B                    COM              925524308    18379   453235 SH       DEFINED 01 03               0   453235        0
VIACOM CL B                    COM              925524308   159853  3942121 SH       DEFINED 01 05               0  3942121        0
VIACOM INC CL B                COM              925524308     6481   159838 SH       DEFINED 01                  0   159838        0
VIACOM INC CL B                COM              925524308    18728   461720 SH       DEFINED 01 02               0   461720        0
VIAD                           COM              92552R109       73     3572 SH       DEFINED 01               3572        0        0
VIASAT                         COM              92552V100      514    81562 SH       DEFINED 01              81562        0        0
VIASYS HEALTHCARE              COM              92553Q209     1260    81809 SH       DEFINED 01              81809        0        0
VICOR                          COM              925815102      953   133256 SH       DEFINED 01             133256        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIEWPOINT                      COM              92672P108      792   363100 SH       DEFINED 01             363100        0        0
VIGNETTE                       COM              926734104      236   294042 SH       DEFINED 01             294042        0        0
VINTAGE PETROLEUM              COM              927460105     3036   281121 SH       DEFINED 01             281121        0        0
VIROPHARMA INC                 COM              928241108        0       41 SH       DEFINED 01                 41        0        0
VISHAY INTERTECHNOLOGY         COM              928298108     4454   506123 SH       DEFINED 01             506123        0        0
VISHAY INTERTECHNOLOGY         COM              928298108        9     1078 SH       DEFINED 01 05               0     1078        0
VISTEON                        COM              92839U107      809    85403 SH       DEFINED 01              85403        0        0
VISTEON                        COM              92839U107      288    30418 SH       DEFINED 01 03               0    30418        0
VISTEON                        COM              92839U107       14     1525 SH       DEFINED 01 05               0     1525        0
VISTEON CORP                   COM              92839U107        1      128 SH       DEFINED 01 02               0      128        0
VISUAL NETWORKS INC            COM              928444108        0       76 SH       DEFINED 01                 76        0        0
VISX                           COM              92844S105     3798   411494 SH       DEFINED 01             411494        0        0
VISX                           COM              92844S105     4133   447800 SH       DEFINED 01 05               0   447800        0
VITAL SIGNS                    COM              928469105     1204    40517 SH       DEFINED 01              40517        0        0
VITALWORKS INC                 COM              928483106      859   118101 SH       DEFINED 01             118101        0        0
VITALWORKS INC                 COM              928483106        2      240 SH       DEFINED 01 02               0      240        0
VITALWORKS INC                 COM              928483106      113    15500 SH       DEFINED 01 05               0    15500        0
VITESSE SEMICONDUCTOR          COM              928497106        5     6588 SH       DEFINED 01               6588        0        0
VITESSE SEMICON CVT            CONV BND         928497AB2     1258  1750000 PRN      DEFINED 01 02               0        0  1750000
VITRIA TECHNOLOGY              COM              92849Q104        1      701 SH       DEFINED 01                701        0        0
VIVENDI UNIVERSAL ADR          COM              92851S204     3019   265000 SH       DEFINED 01             265000        0        0
VNU NV                         COM              928563998      219     9440 SH       DEFINED 01               9440        0        0
VODAFONE GROUP                 COM              92857TXX0    28518 22249355 SH       DEFINED 01           22249355        0        0
VODAFONE GROUP                 COM              92857TXX0      227   177042 SH       DEFINED 01 03               0   177042        0
VODAFONE GROUP                 COM              92857TXX0    19143 14936057 SH       DEFINED 01 05               0 14936057        0
VOLKSWAGEN                     COM              928600998     2567    71128 SH       DEFINED 01              71128        0        0
VOLKSWAGEN                     COM              928663988      277    10500 SH       DEFINED 01              10500        0        0
VOLT INFO SCIENCES             COM              928703107      723    47724 SH       DEFINED 01              47724        0        0
VOPAK                          COM              928875996      228    22600 SH       DEFINED 01              22600        0        0
VORNADO REALTY TRUST           COM              929042109       11      278 SH       DEFINED 01                278        0        0
VULCAN MATERIALS               COM              929160109     1931    53400 SH       DEFINED 01                  0    53400        0
VULCAN MATERIALS               COM              929160109     2381    65848 SH       DEFINED 01              65848        0        0
VULCAN MATERIALS               COM              929160109      854    23621 SH       DEFINED 01 03               0    23621        0
VULCAN MATERIALS               COM              929160109       43     1182 SH       DEFINED 01 05               0     1182        0
WD-40 CO                       COM              929236107     1489    51523 SH       DEFINED 01              51523        0        0
WFS FINANCIAL INC              COM              92923B106     1143    55098 SH       DEFINED 01              55098        0        0
WFS FINANCIAL INC              COM              92923B106        2       80 SH       DEFINED 01 02               0       80        0
WFS FINANCIAL INC              COM              92923B106      149     7200 SH       DEFINED 01 05               0     7200        0
WCI COMMUNITIES                COM              92923C104        3      226 SH       DEFINED 01                226        0        0
WGL HOLDINGS                   COM              92924F106      481    20062 SH       DEFINED 01              20062        0        0
W HOLDING COMPANY INC          COM              929251106      750    46013 SH       DEFINED 01              46013        0        0
WJ COMMUNICATIONS              COM              929284107        0      202 SH       DEFINED 01                202        0        0
WMS INDS                       COM              929297109     1417   100500 SH       DEFINED 01             100500        0        0
WPP GROUP ADR                  COM              929309300      887    26000 SH       DEFINED 01              26000        0        0
W.P. CAREY & CO LLC            COM              92930Y107        3      118 SH       DEFINED 01                118        0        0
WPP GROUP                      COM              929310993       92    13680 SH       DEFINED 01 03               0    13680        0
WPS RESOURES CORP              COM              92931B106       47     1322 SH       DEFINED 01               1322        0        0
WSFS FINANCIAL CORP            COM              929328102     1459    52100 SH       DEFINED 01              52100        0        0
WSFS FINANCIAL CORP            COM              929328102        3      100 SH       DEFINED 01 02               0      100        0
WSFS FINANCIAL CORP            COM              929328102      179     6400 SH       DEFINED 01 05               0     6400        0
WABASH NATL                    COM              929566107      391    72253 SH       DEFINED 01              72253        0        0
WESTINGHOUSE AIR BRA           COM              929740108      246    17446 SH       DEFINED 01              17446        0        0
WESTINGHOUSE AIR BRA           COM              929740108       49     3460 SH       DEFINED 01 05               0     3460        0
WACHOVIA                       COM              929903102    43279  1323980 SH       DEFINED 01            1323980        0        0
WACHOVIA                       COM              929903102    11904   364131 SH       DEFINED 01 03               0   364131        0
WACHOVIA                       COM              929903102    23185   709219 SH       DEFINED 01 05               0   709219        0
WACHOVIA CORPORATION           COM              929903102     4124   126165 SH       DEFINED 01                  0   126165        0
WACHOVIA CORPORATION           COM              929903102      430    13160 SH       DEFINED 01 02               0    13160        0
WADDELL & REED FINANCIAL CL A  COM              930059100       57     3257 SH       DEFINED 01               3257        0        0
WAL-MART DE MEXICO             COM              931141998     9279  3838168 SH       DEFINED 01            3838168        0        0
WAL-MART DE MEXICO             COM              931141998     5348  2212478 SH       DEFINED 01 05               0  2212478        0
WAL MART STORES                COM              931142103    21635   439399 SH       DEFINED 01                  0   439399        0
WAL MART STORES                COM              931142103    61874  1256546 SH       DEFINED 01 02               0  1256546        0
WAL-MART STORES                COM              931142103   784062 15923280 SH       DEFINED 01           15923280        0        0
WAL-MART STORES                COM              931142103    51528  1046496 SH       DEFINED 01 03               0  1046496        0
WAL-MART STORES                COM              931142103   118254  2401587 SH       DEFINED 01 05               0  2401587        0
WAL-MART STORES INC            COM              931142103     9941   201900 SH       DEFINED 11 12 13            0   201900        0
WAL-MART STORES INC.           COM              931142103     1664    33800 SH       DEFINED 11 12               0    33800        0
WALGREEN                       COM              931422109    95439  3102723 SH       DEFINED 01            3102723        0        0
WALGREEN                       COM              931422109     7390   240253 SH       DEFINED 01 03               0   240253        0
WALGREEN                       COM              931422109    13982   454569 SH       DEFINED 01 05               0   454569        0
WALGREEN CO.                   COM              931422109     9607   312288 SH       DEFINED 01 02               0   312288        0
WALLACE COMPUTER SERVICES      COM              932270101       28     1595 SH       DEFINED 01               1595        0        0
WALTER INDS                    COM              93317Q105        2      153 SH       DEFINED 01                153        0        0
THE WAREHOUSE GROUP            COM              934200999       74    22000 SH       DEFINED 01              22000        0        0
WASHINGTON FED                 COM              938824109     4609   206545 SH       DEFINED 01             206545        0        0
WASHINGTON FED                 COM              938824109       32     1420 SH       DEFINED 01 05               0     1420        0
WASHINGTON MUT INC             COM              939322103    24446   776770 SH       DEFINED 01 02               0   776770        0
WASHINGTON MUTUAL              COM              939322103   136508  4337750 SH       DEFINED 01            4337750        0        0
WASHINGTON MUTUAL              COM              939322103    10002   317821 SH       DEFINED 01 03               0   317821        0
WASHINGTON MUTUAL              COM              939322103    27219   864987 SH       DEFINED 01 05               0   864987        0
Washington Mutual Inc          COM              939322103   123910     3899 SH       DEFINED 1                   0     3899        0
WASHINGTON POST CI B           COM              939640108      250      385 SH       DEFINED 01                385        0        0
WASH REAL ESTATE INC           COM              939653101        3      130 SH       DEFINED 01                130        0        0
WASTE CONNECTION               COM              941053100        3      100 SH       DEFINED 01 02               0      100        0
WASTE CONNECTIONS              COM              941053100     5585   160508 SH       DEFINED 01             160508        0        0
WASTE CONNECTIONS              COM              941053100      212     6100 SH       DEFINED 01 05               0     6100        0
WASTE RECYCLING GROUP          COM              941069999      142    36000 SH       DEFINED 01              36000        0        0
WASTE MANAGEMENT               COM              94106L109   101639  4358456 SH       DEFINED 01            4358456        0        0
WASTE MANAGEMENT               COM              94106L109     5645   242070 SH       DEFINED 01 03               0   242070        0
WASTE MANAGEMENT               COM              94106L109    18489   792837 SH       DEFINED 01 05               0   792837        0
WASTE MANAGEMENT INC           COM              94106L109      958    41100 SH       DEFINED 01 02               0    41100        0
WATCHGUARD TECHNOLOGIES        COM              941105108        0       53 SH       DEFINED 01                 53        0        0
WATER PIK TECH                 COM              94113U100        0       14 SH       DEFINED 01                 14        0        0
WATERFORD WEDGWOOD             COM              941513996      208   540000 SH       DEFINED 01             540000        0        0
WATERS                         COM              941848103     8812   363354 SH       DEFINED 01             363354        0        0
WATERS                         COM              941848103      740    30525 SH       DEFINED 01 03               0    30525        0
WATERS                         COM              941848103     8966   369731 SH       DEFINED 01 05               0   369731        0
WATSCO                         COM              942622200     1180    82544 SH       DEFINED 01              82544        0        0
WATSON PHARMACEUTICALS         COM              942683103     3042   124111 SH       DEFINED 01             124111        0        0
WATSON PHARMACEUTICALS         COM              942683103      619    25245 SH       DEFINED 01 03               0    25245        0
WATSON PHARMACEUTICALS         COM              942683103      102     4151 SH       DEFINED 01 05               0     4151        0
WATSON WYATT &CO               COM              942712100     2135   106730 SH       DEFINED 01             106730        0        0
WATTS INDS CL A                COM              942749102     4076   248533 SH       DEFINED 01             248533        0        0
WATTS INDS CL A                COM              942749102        5      300 SH       DEFINED 01 03               0      300        0
WATTS INDS CL A                COM              942749102      218    13300 SH       DEFINED 01 05               0    13300        0
WATTS INDUSTRIES INC           COM              942749102       76     4673 SH       DEFINED 01 02               0     4673        0
WAUSAU-MOSINEE PAPER           COM              943315101       22     2396 SH       DEFINED 01               2396        0        0
WAVE SYS CORP                  COM              943526103        0      127 SH       DEFINED 01                127        0        0
WAVECOM SA-ADR                 COM              943531103      638    20000 SH       DEFINED 01              20000        0        0
WAYLAND INVESTMENT FUND LLC  0 PRF              944209XX8    15382 32000000 SH       DEFINED 01           32000000        0        0
WAYLAND INVESTMENT FUND LLC  0 PRF              944209XX8     2884  6000000 SH       DEFINED 01 05               0  6000000        0
WEATHERFORD CVT INTL           CONV BND         947074AB6      261   420000 PRN      DEFINED 01 02               0        0   420000
WEBEX COMMUNICATIONS           COM              94767L109        3      283 SH       DEFINED 01                283        0        0
WEBEX COMMUNICATIONS           COM              94767L109        1       90 SH       DEFINED 01 02               0       90        0
WEBSENSE                       COM              947684106      580    50000 SH       DEFINED 01              50000        0        0
WEBSENSE                       COM              947684106       68     5900 SH       DEFINED 01 05               0     5900        0
WEBSENSE INC                   COM              947684106        1      100 SH       DEFINED 01 02               0      100        0
WEBMETHODS INC                 COM              94768C108        2      311 SH       DEFINED 01                311        0        0
WEBSTER FINANCIAL              COM              947890109       96     2839 SH       DEFINED 01               2839        0        0
WEIDER NUTRITION INTL          COM              948603105       18    10000 SH       DEFINED 01              10000        0        0
WEIGHT WATCHERS INTL           COM              948626106       11      258 SH       DEFINED 01                258        0        0
WEIR GROUP PLC                 COM              948758990      271    85000 SH       DEFINED 01              85000        0        0
WEIS MARKETS INC               COM              948849104        4      114 SH       DEFINED 01                114        0        0
WELLMAN                        COM              949702104     2269   166223 SH       DEFINED 01             166223        0        0
WELLPOINT                      COM              94973H108        6       85 SH       DEFINED 01 02               0       85        0
WELLPOINT HEALTH NETWORKS      COM              94973H108    43489   593296 SH       DEFINED 01             593296        0        0
WELLPOINT HEALTH NETWORKS      COM              94973H108     2521    34389 SH       DEFINED 01 03               0    34389        0
WELLPOINT HEALTH NETWORKS      COM              94973H108     1757    23959 SH       DEFINED 01 05               0    23959        0
WELLS FARGO STABLE             COM              949742993    55613  1650965 SH       DEFINED 01 03               0  1650965        0
WELLS FARGO                    COM              949746101   392858  8157375 SH       DEFINED 01            8157375        0        0
WELLS FARGO                    COM              949746101    19423   403277 SH       DEFINED 01 03               0   403277        0
WELLS FARGO                    COM              949746101    82672  1716642 SH       DEFINED 01 05               0  1716642        0
WELLS FARGO CO (NEW)           COM              949746101     2276    47261 SH       DEFINED 01                  0    47261        0
WELLS FARGO CO (NEW)           COM              949746101    42742   887443 SH       DEFINED 01 02               0   887443        0
WELLSFORD REAL PROP            COM              950240200     1319    76700 SH       DEFINED 01              76700        0        0
WELLSFORD REAL PROP            COM              950240200      495    28800 SH       DEFINED 01 05               0    28800        0
WENDY'S INTL                   COM              950590109    11157   336949 SH       DEFINED 01             336949        0        0
WENDY'S INTL                   COM              950590109      891    26924 SH       DEFINED 01 03               0    26924        0
WENDY'S INTL                   COM              950590109    11898   359356 SH       DEFINED 01 05               0   359356        0
WENDYS INTL INC                COM              950590109     4211   127150 SH       DEFINED 01 02               0   127150        0
WERNER ENTERPRISES             COM              950755108     4556   247908 SH       DEFINED 01             247908        0        0
WESCAST INDS CL A              COM              950813105     6013   182200 SH       DEFINED 01             182200        0        0
WESCAST INDS CL A              COM              950813105      544    16500 SH       DEFINED 01 05               0    16500        0
WESCO FINANCIAL CORP           COM              950817106      919     2988 SH       DEFINED 01               2988        0        0
WESCO FINANCIAL CORP           COM              950817106       86      280 SH       DEFINED 01 05               0      280        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH       DEFINED 01                146        0        0
WEST CORP                      COM              952355105      651    46518 SH       DEFINED 01              46518        0        0
WEST CORP                      COM              952355105       66     4700 SH       DEFINED 01 05               0     4700        0
WEST PHARMACEUTICAL            COM              955306105        1       54 SH       DEFINED 01                 54        0        0
WESTAMERICA BANCORPORATION     COM              957090103       56     1382 SH       DEFINED 01               1382        0        0
WESTERN RESOURCES              COM              95709T100      581    57745 SH       DEFINED 01              57745        0        0
WESTCORP                       COM              957907108        3      128 SH       DEFINED 01                128        0        0
WESTERN DIGITAL                COM              958102105      141    30000 SH       DEFINED 01                  0    30000        0
WESTERN DIGITAL                COM              958102105     2730   580900 SH       DEFINED 01             580900        0        0
WESTERN DIGITAL                COM              958102105        2      430 SH       DEFINED 01 02               0      430        0
WESTERN DIGITAL                COM              958102105      161    34200 SH       DEFINED 01 05               0    34200        0
WESTERN GAS RESOURCE           COM              958259103       94     3019 SH       DEFINED 01 02               0     3019        0
WESTERN GAS RESOURCES          COM              958259103     2019    64580 SH       DEFINED 01              64580        0        0
WESTERN GAS RESOURCES          COM              958259103        6      191 SH       DEFINED 01 03               0      191        0
WESTERN GAS RESOURCES          COM              958259103      256     8200 SH       DEFINED 01 05               0     8200        0
WESTERN WIRELESS               COM              95988E204        1      330 SH       DEFINED 01 02               0      330        0
WESTERN WIRELESS CL A          COM              95988E204      535   198149 SH       DEFINED 01             198149        0        0
WESTERN WIRELESS CL A          COM              95988E204       57    21100 SH       DEFINED 01 05               0    21100        0
WESTPAC BANKING ORD            COM              961214103     1060   140840 SH       DEFINED 01             140840        0        0
WESTPAC BANKING ORD            COM              961214103       75    10000 SH       DEFINED 01 03               0    10000        0
WESTPOINT STEVENS IN           COM              961238102        0      100 SH       DEFINED 01                100        0        0
WESTWOOD HLDGS GROUP           COM              961765104     3494   245350 SH       DEFINED 01             245350        0        0
WESTWOOD HLDGS GROUP           COM              961765104      100     7050 SH       DEFINED 01 05               0     7050        0
WESTWOOD ONE                   COM              961815107    46810  1309370 SH       DEFINED 01            1309370        0        0
WESTWOOD ONE                   COM              961815107     5058   141500 SH       DEFINED 01 03               0   141500        0
WESTWOOD ONE                   COM              961815107    20838   582909 SH       DEFINED 01 05               0   582909        0
WESTWOOD ONE CORP              COM              961815107    91979  2572859 SH       DEFINED 01 02               0  2572859        0
WET SEAL CL A                  COM              961840105      953    95320 SH       DEFINED 01              95320        0        0
WEYERHAEUSER                   COM              962166104    36525   834465 SH       DEFINED 01             834465        0        0
WEYERHAEUSER                   COM              962166104     2231    50966 SH       DEFINED 01 03               0    50966        0
WEYERHAEUSER                   COM              962166104      186     4248 SH       DEFINED 01 05               0     4248        0
WHARF HOLDINGS                 COM              962257101      786   413000 SH       DEFINED 01             413000        0        0
WHEATON RIVER MIN UNITS        COM              962902557      392   550000 SH       DEFINED 01             550000        0        0
WHEATON COMMON                 COM              962902995      125   175000 SH       DEFINED 01             175000        0        0
WHIRLPOOL                      COM              963320106    41918   914027 SH       DEFINED 01             914027        0        0
WHIRLPOOL                      COM              963320106     2347    51171 SH       DEFINED 01 03               0    51171        0
WHIRLPOOL                      COM              963320106     6533   142440 SH       DEFINED 01 05               0   142440        0
WHIRLPOOL CORP                 COM              963320106     3745    81630 SH       DEFINED 01 02               0    81630        0
WHITBREAD PLC                  COM              963367990     1201   148300 SH       DEFINED 01             148300        0        0
WHITNEY HOLDING                COM              966612103     4205   131768 SH       DEFINED 01             131768        0        0
WHITNEY HOLDING                COM              966612103       39     1230 SH       DEFINED 01 05               0     1230        0
WHOLE FOODS MARKET             COM              966837106    69146  1614057 SH       DEFINED 01            1614057        0        0
WHOLE FOODS MARKET             COM              966837106   111092  2593195 SH       DEFINED 01 02               0  2593195        0
WHOLE FOODS MARKET             COM              966837106     9594   223950 SH       DEFINED 01 03               0   223950        0
WHOLE FOODS MARKET             COM              966837106     3502    81739 SH       DEFINED 01 05               0    81739        0
WILD OATS MARKETS              COM              96808B107     1754   193175 SH       DEFINED 01             193175        0        0
WILD OATS MARKETS              COM              96808B107       33     3528 SH       DEFINED 01 02               0     3528        0
WILD OATS MARKETS              COM              96808B107        2      206 SH       DEFINED 01 03               0      206        0
WILD OATS MARKETS              COM              96808B107      141    15500 SH       DEFINED 01 05               0    15500        0
WILLIAMS COMMUNICATIONS        COM              969455104        0     2599 SH       DEFINED 01               2599        0        0
WILLIAM COMPANIES              COM              969457100        4     1700 SH       DEFINED 01 02               0     1700        0
WILLIAMS COMPANIES             COM              969457100       40    17676 SH       DEFINED 01              17676        0        0
WILLIAMS COMPANIES             COM              969457100      272   120224 SH       DEFINED 01 03               0   120224        0
WILLIAMS COMPANIES             COM              969457100       14     6030 SH       DEFINED 01 05               0     6030        0
WILLIAMS SONOMA                COM              969904101      709    30000 SH       DEFINED 01                  0    30000        0
WILLIAMS SONOMA                COM              969904101    92949  3933510 SH       DEFINED 01 02               0  3933510        0
WILLIAMS-SONOMA                COM              969904101    64650  2735930 SH       DEFINED 01            2735930        0        0
WILLIAMS-SONOMA                COM              969904101     8436   357000 SH       DEFINED 01 03               0   357000        0
WILLIAMS-SONOMA                COM              969904101     3261   138022 SH       DEFINED 01 05               0   138022        0
WILLOW GROVE BANCORP           COM              97111W101     1080    91500 SH       DEFINED 01              91500        0        0
WILMINGTON TRUST               COM              971807102       73     2519 SH       DEFINED 01               2519        0        0
WILSHIRE WI ADVISOR            WT               97187@117       49       12 SH       DEFINED 01 05               0       12        0
WILSHIRE LA ADVISERS           WT               97188#AA4       47       12 SH       DEFINED 01 05               0       12        0
WILSHIRE NY ADVIS WT           WT               971880117      148       20 SH       DEFINED 01                  0       20        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01                  0        3        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01 05               0        3        0
WILSHIRE NY ADVISOR            WT               971993118       68       60 SH       DEFINED 01                  0       60        0
WILSON GREATBATCH TECHNOLOGIES COM              972232102     1009    36300 SH       DEFINED 01              36300        0        0
WILSONS THE LEATHER EXPERTS    COM              972463103      835   117300 SH       DEFINED 01             117300        0        0
WILSONS THE LEATHER EXPERTS    COM              972463103       89    12500 SH       DEFINED 01 05               0    12500        0
WIND RIVER SYSTEMS             COM              973149107      501   155673 SH       DEFINED 01             155673        0        0
WING HANG BANK LTD             COM              973855992      229    70000 SH       DEFINED 01              70000        0        0
WINN-DIXIE STORES              COM              974280109       63     4824 SH       DEFINED 01               4824        0        0
WINN-DIXIE STORES              COM              974280109      429    32720 SH       DEFINED 01 03               0    32720        0
WINN-DIXIE STORES              COM              974280109       22     1639 SH       DEFINED 01 05               0     1639        0
WINNEBAGO IND                  COM              974637100     4030   101938 SH       DEFINED 01             101938        0        0
WINNEBAGO IND                  COM              974637100        3       78 SH       DEFINED 01 03               0       78        0
WINNEBAGO IND                  COM              974637100      221     5600 SH       DEFINED 01 05               0     5600        0
WINNEBAGO IND INC              COM              974637100       49     1205 SH       DEFINED 01 02               0     1205        0
WINTRUST FINANCIAL             COM              97650W108     1690    59000 SH       DEFINED 01              59000        0        0
WINTRUST FINANCIAL             COM              97650W108       56     1923 SH       DEFINED 01 02               0     1923        0
WINTRUST FINANCIAL             COM              97650W108        3      101 SH       DEFINED 01 03               0      101        0
WINTRUST FINANCIAL             COM              97650W108      183     6400 SH       DEFINED 01 05               0     6400        0
WIRELESS FACILITIES            COM              97653A103      443   100089 SH       DEFINED 01             100089        0        0
WIRELESS FACILITIES            COM              97653A103       22     4938 SH       DEFINED 01 02               0     4938        0
WIRELESS FACILITIES            COM              97653A103        1      308 SH       DEFINED 01 03               0      308        0
WIRELESS FACILITIES            COM              97653A103       54    12200 SH       DEFINED 01 05               0    12200        0
WISCONSIN ENERGY               COM              976657106      114     4721 SH       DEFINED 01               4721        0        0
WITNESS SYSTEMS  INC           COM              977424100     1132   194400 SH       DEFINED 01             194400        0        0
WITNESS SYSTEMS  INC           COM              977424100        1      120 SH       DEFINED 01 02               0      120        0
WITNESS SYSTEMS  INC           COM              977424100       62    10700 SH       DEFINED 01 05               0    10700        0
WOLTERS KLUWER                 COM              977874999      957    52916 SH       DEFINED 01              52916        0        0
WOLSELEY                       COM              977989995     1520   191200 SH       DEFINED 01             191200        0        0
WOLVERINE TUBE                 COM              978093102      236    38421 SH       DEFINED 01              38421        0        0
WOLVERINE                      COM              978097103     2838   189202 SH       DEFINED 01             189202        0        0
WOLVERINE                      COM              978097103      124     8260 SH       DEFINED 01 05               0     8260        0
WOODWARD GOVERNOR CO           COM              980745103     6836   144231 SH       DEFINED 01             144231        0        0
WOODWARD GOVERNOR CO           COM              980745103      502    10600 SH       DEFINED 01 05               0    10600        0
WOOLWORTH LTD                  COM              980888994     4416   660774 SH       DEFINED 01             660774        0        0
WOOLWORTH LTD                  COM              980888994       72    10805 SH       DEFINED 01 03               0    10805        0
WOOLWORTH LTD                  COM              980888994     8618  1289444 SH       DEFINED 01 05               0  1289444        0
WORLD FUEL SERVICES            COM              981475106        2      100 SH       DEFINED 01 02               0      100        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLDCOM INC/GROUP             COM              98157D106       20   201000 SH       DEFINED 01                  0   201000        0
WORLDCOM INC-MCI GRP           COM              98157D304        1     7140 SH       DEFINED 01                  0     7140        0
WORTHINGTON INDS               COM              981811102       56     2970 SH       DEFINED 01               2970        0        0
WORTHINGTON INDS               COM              981811102      372    19915 SH       DEFINED 01 03               0    19915        0
WORTHINGTON INDS               COM              981811102       19      996 SH       DEFINED 01 05               0      996        0
WRIGLEY (WM) JR                COM              982526105    17350   350575 SH       DEFINED 01             350575        0        0
WRIGLEY (WM) JR                COM              982526105     2596    52465 SH       DEFINED 01 03               0    52465        0
WRIGLEY (WM) JR                COM              982526105      162     3274 SH       DEFINED 01 05               0     3274        0
WYETH                          COM              983024100    12734   400446 SH       DEFINED 01                  0   400446        0
WYETH                          COM              983024100    97208  3056835 SH       DEFINED 01            3056835        0        0
WYETH                          COM              983024100     8225   258670 SH       DEFINED 01 02               0   258670        0
WYETH                          COM              983024100     9808   308443 SH       DEFINED 01 03               0   308443        0
WYETH                          COM              983024100   121990  3836203 SH       DEFINED 01 05               0  3836203        0
WYETH                          COM              983024100     1186    37300 SH       DEFINED 11 12               0    37300        0
WYETH                          COM              983024100     5639   177314 SH       DEFINED 11 12 13            0   177314        0
WYNDHAM                        COM              983101106        0      727 SH       DEFINED 01                727        0        0
XL CAPITAL CVT                 CONV BND         98372PAB4      381   620000 PRN      DEFINED 01 02               0        0   620000
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       22    10750 SH       DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114        4     1900 SH       DEFINED 01 05               0     1900        0
XO COMMUNICATIONS              COM              983764101        0      561 SH       DEFINED 01                561        0        0
X-RITE                         COM              983857103      490    63397 SH       DEFINED 01              63397        0        0
XTO ENERGY                     COM              98385X106        8      396 SH       DEFINED 01                396        0        0
XCEL ENERGY                    COM              98389B100     4036   433427 SH       DEFINED 01             433427        0        0
XCEL ENERGY                    COM              98389B100      863    92651 SH       DEFINED 01 03               0    92651        0
XCEL ENERGY                    COM              98389B100     3301   354656 SH       DEFINED 01 05               0   354656        0
XCEL ENERGY INC                COM              98389B100     2074   222800 SH       DEFINED 01                  0   222800        0
XILINX                         COM              983919101     5154   325358 SH       DEFINED 01             325358        0        0
XILINX                         COM              983919101    16434  1037750 SH       DEFINED 01 02               0  1037750        0
XILINX                         COM              983919101     1681   106172 SH       DEFINED 01 03               0   106172        0
XILINX                         COM              983919101    10144   640542 SH       DEFINED 01 05               0   640542        0
XEROX CVT 144A 7.50%           PRF              98411F202     8876   240700 SH       DEFINED 01             240700        0        0
XEROX CVT 144A 7.50%           PRF              98411F202      343     9300 SH       DEFINED 01 05               0     9300        0
XEROX                          COM              984121103    34003  6869153 SH       DEFINED 01            6869153        0        0
XEROX                          COM              984121103      841   169954 SH       DEFINED 01 03               0   169954        0
XEROX                          COM              984121103     5334  1077651 SH       DEFINED 01 05               0  1077651        0
XSTRATA PLC                    COM              984220996      252    25000 SH       DEFINED 01              25000        0        0
YAHOO!                         COM              984332106     2450   256076 SH       DEFINED 01             256076        0        0
YAHOO!                         COM              984332106     1345   140569 SH       DEFINED 01 03               0   140569        0
YAHOO!                         COM              984332106      123    12921 SH       DEFINED 01 05               0    12921        0
YAMAHA                         COM              984599993      379    40000 SH       DEFINED 01              40000        0        0
YAMATO TRANSPORT               COM              984630996     5712   380000 SH       DEFINED 01             380000        0        0
YAMATO TRANSPORT               COM              984630996       60     4000 SH       DEFINED 01 03               0     4000        0
YAMATO TRANSPORT               COM              984630996     4871   324000 SH       DEFINED 01 05               0   324000        0
YANKEE CANDLE                  COM              984757104     1116    65000 SH       DEFINED 01              65000        0        0
YANKEE CANDLE                  COM              984757104        3      160 SH       DEFINED 01 02               0      160        0
YANKEE CANDLE                  COM              984757104      141     8200 SH       DEFINED 01 05               0     8200        0
YAKULT HONSHA ORD              COM              984950998      227    21000 SH       DEFINED 01              21000        0        0
YARDVILLE NATIONAL B           COM              985021104       38     2215 SH       DEFINED 01 02               0     2215        0
YARDVILLE NATIONAL BANCORP     COM              985021104        2      140 SH       DEFINED 01 03               0      140        0
YELLOW CORP                    COM              985509108     5190   175826 SH       DEFINED 01             175826        0        0
YELLOW CORP                    COM              985509108       85     2890 SH       DEFINED 01 05               0     2890        0
YORK INTL                      COM              986670107    27342   969562 SH       DEFINED 01             969562        0        0
YORK INTL                      COM              986670107     3523   124937 SH       DEFINED 01 05               0   124937        0
YOUNG BROADCASTING CL A        COM              987434107      217    25042 SH       DEFINED 01              25042        0        0
YUHAN CORP                     COM              988322996      224     5000 SH       DEFINED 01               5000        0        0
YUM! BRANDS                    COM              988498101    12775   461081 SH       DEFINED 01             461081        0        0
YUM! BRANDS                    COM              988498101     1953    70455 SH       DEFINED 01 03               0    70455        0
YUM! BRANDS                    COM              988498101     5629   203167 SH       DEFINED 01 05               0   203167        0
YUM! BRANDS INC                COM              988498101     2496    90050 SH       DEFINED 01 02               0    90050        0
YUKOS ADR                      COM              98849W108    11262    84200 SH       DEFINED 01              84200        0        0
YUKOS ADR                      COM              98849W108       67      500 SH       DEFINED 01 03               0      500        0
YUKOS ADR                      COM              98849W108      513     3838 SH       DEFINED 01 05               0     3838        0
ZALE                           COM              988858106     3231   107108 SH       DEFINED 01             107108        0        0
ZAPF CREATION AG               COM              989080999      135     7000 SH       DEFINED 01               7000        0        0
ZARDDOYA OTIS SA               COM              989099999      335    29700 SH       DEFINED 01              29700        0        0
ZEBRA TECH                     COM              989207105     5212    98922 SH       DEFINED 01              98922        0        0
ZENITH NATIONAL                COM              989390109     1554    58807 SH       DEFINED 01              58807        0        0
ZHEJIANG EXP CO H              COM              989486998      200   600000 SH       DEFINED 01             600000        0        0
ZIMMER HOLDINGS                COM              98956P102     9962   259840 SH       DEFINED 01             259840        0        0
ZIMMER HOLDINGS                COM              98956P102     1771    46170 SH       DEFINED 01 03               0    46170        0
ZIMMER HOLDINGS                COM              98956P102      340     8874 SH       DEFINED 01 05               0     8874        0
ZIONS BANCORP                  COM              989701107     1552    35655 SH       DEFINED 01              35655        0        0
ZIONS BANCORP                  COM              989701107      929    21345 SH       DEFINED 01 03               0    21345        0
ZIONS BANCORP                  COM              989701107       47     1070 SH       DEFINED 01 05               0     1070        0
ZIONS BANCORPORATION           COM              989701107     4312    99049 SH       DEFINED 01                  0    99049        0
ZIONS BANCORPORATION           COM              989701107     9281   213186 SH       DEFINED 01 02               0   213186        0
ZIXIT                          COM              98974P100      219    56963 SH       DEFINED 01              56963        0        0
ZORAN                          COM              98975F101      578    52500 SH       DEFINED 01              52500        0        0
ZORAN                          COM              98975F101       67     6100 SH       DEFINED 01 05               0     6100        0
ZOLL MEDICAL                   COM              989922109      730    24000 SH       DEFINED 01              24000        0        0
ZOLL MEDICAL                   COM              989922109       88     2900 SH       DEFINED 01 05               0     2900        0
ZOMAX                          COM              989929104        0      114 SH       DEFINED 01                114        0        0
AET INCOME III (HV)            COM              990007213   153252  9063690 SH       DEFINED 01 03               0  9063690        0
AET STABLE CAPITAL II (HV)     COM              990007940    71966  4375852 SH       DEFINED 01 03               0  4375852        0
AET SM CAP VALUE COL           COM              9900080R6        3      421 SH       DEFINED 01 03               0      421        0
AET INCOME II (HV)             COM              990008419    23956  1055434 SH       DEFINED 01 03               0  1055434        0
AET FEDERAL INCOME (HV)        COM              990008443    51771  2504048 SH       DEFINED 01 03               0  2504048        0
AET EQUITY INDEX BASE (HV)     COM              990008450  1637706 65745149 SH       DEFINED 01 03               0 65745149        0
AET STABLE CAPITAL I (HV)      COM              990008492  1290756 72575119 SH       DEFINED 01 03               0 72575119        0
L15 STABLE (HV)                COM              9900084E1   364435 33296282 SH       DEFINED 01 03               0 33296282        0
AET VALUE FUND (HV)            COM              990008518   133312  7974496 SH       DEFINED 01 03               0  7974496        0
AET COMMON STOCK (HV)          COM              990009078     1204     9681 SH       DEFINED 01 03               0     9681        0
AET BOND (HV)                  COM              990009086   407584  5811051 SH       DEFINED 01 03               0  5811051        0
AET INCOME I (HV)              COM              990009102  2996012 49687162 SH       DEFINED 01 03               0 49687162        0
AET INTERNATIONAL (HV)         COM              990009136     9830   120393 SH       DEFINED 01 03               0   120393        0
AET EMERGING GROWTH (HV)       COM              990009300    36759   330207 SH       DEFINED 01 03               0   330207        0
AET MIDCAP GROWTH (HV)         COM              990009318   134349   812073 SH       DEFINED 01 03               0   812073        0
AET EQUITY INDEX III (HV)      COM              990018509    38950  1829215 SH       DEFINED 01 03               0  1829215        0
AUSTRALIAN DOLLAR              COM              AUD000001       58   105912 SH       DEFINED 01 10          105912        0        0
AUD@GOLDMAN (FUT)              COM              AUDF00002       27    49286 SH       DEFINED 01 10           49286        0        0
SWISS FRANCS                   COM              CHF000001       27    39681 SH       DEFINED 01 10           39681        0        0
DAIMLERCHRYSLER                COM              D1668R123      168     5000 SH       DEFINED 01               5000        0        0
DEUTSCHE BANK                  COM              D18190898     1499    33000 SH       DEFINED 01              33000        0        0
DANISH KRONE                   COM              DKK000001       33   249434 SH       DEFINED 01 10          249434        0        0
EURO CURRENCY                  COM              EUR000001       20    19795 SH       DEFINED 01 10           19795        0        0
EURO@GOLDMAN (FUT)             COM              EURF00002       70    70587 SH       DEFINED 01 10           70587        0        0
ACE                            COM              G0070K103    39425  1331426 SH       DEFINED 01            1331426        0        0
ACE                            COM              G0070K103     2940    99280 SH       DEFINED 01 03               0    99280        0
ACE                            COM              G0070K103     5148   173848 SH       DEFINED 01 05               0   173848        0
ACE LIMITED                    COM              G0070K103      421    14215 SH       DEFINED 01 02               0    14215        0
APEX SILVER MINE LTD           COM              G04074103      831    60000 SH       DEFINED 01              60000        0        0
ARCH CAPITAL GROUP             COM              G0450A105      491    17600 SH       DEFINED 01              17600        0        0
ARCH CAPITAL GROUP             COM              G0450A105       42     1500 SH       DEFINED 01 05               0     1500        0
ACCENTURE CL A                 COM              G1150G111     4757   333100 SH       DEFINED 01             333100        0        0
ACCENTURE LTD                  COM              G1150G111     1220    85400 SH       DEFINED 11 12               0    85400        0
ACCENTURE LTD                  COM              G1150G111     3495   244800 SH       DEFINED 11 12 13            0   244800        0
BUNGE LIMITED                  COM              G16962105        7      297 SH       DEFINED 01                297        0        0
COOPER INDS CL A               COM              G24182100     2401    79075 SH       DEFINED 01              79075        0        0
COOPER INDS CL A               COM              G24182100      659    21698 SH       DEFINED 01 03               0    21698        0
COOPER INDS CL A               COM              G24182100       33     1085 SH       DEFINED 01 05               0     1085        0
EVEREST RE GROUP               COM              G3223R108      750    13666 SH       DEFINED 01              13666        0        0
EVEREST RE GROUP               COM              G3223R108       58     1060 SH       DEFINED 01 05               0     1060        0
FOSTER WHEELER LTD             COM              G36535105        0      172 SH       DEFINED 01                172        0        0
FRESH DEL MONTE PRODUCE        COM              G36738105        5      209 SH       DEFINED 01                209        0        0
GLOBALSANTAFE CORP             COM              G3930E101      978    43730 SH       DEFINED 01              43730        0        0
GLOBALSANTAFE CORP             COM              G3930E101       27     1200 SH       DEFINED 01 02               0     1200        0
INGERSOLL-RAND CL A            COM              G4776G101    78785  2287608 SH       DEFINED 01            2287608        0        0
INGERSOLL-RAND CL A            COM              G4776G101     3774   109575 SH       DEFINED 01 03               0   109575        0
INGERSOLL-RAND CL A            COM              G4776G101    16459   477881 SH       DEFINED 01 05               0   477881        0
INGERSOLL-RAND CO              COM              G4776G101     1275    37040 SH       DEFINED 01 02               0    37040        0
IPC HOLDINGS                   COM              G4933P101        4      121 SH       DEFINED 01 03               0      121        0
IPC HOLDINGS LTD               COM              G4933P101       57     1960 SH       DEFINED 01 02               0     1960        0
LORAL SPACE & COMMUNICATIONS   COM              G56462107        0     1217 SH       DEFINED 01               1217        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105    12331   777995 SH       DEFINED 01             777995        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105     5535   349244 SH       DEFINED 01 05               0   349244        0
MIH LTD                        COM              G6116R101      246    46850 SH       DEFINED 01              46850        0        0
NABORS INDS                    COM              G6359F103     5790   176801 SH       DEFINED 01             176801        0        0
NABORS INDS                    COM              G6359F103     1101    33617 SH       DEFINED 01 03               0    33617        0
NABORS INDS                    COM              G6359F103    10643   324990 SH       DEFINED 01 05               0   324990        0
NOBLE                          COM              G65422100     5504   177548 SH       DEFINED 01             177548        0        0
NOBLE                          COM              G65422100      968    31230 SH       DEFINED 01 03               0    31230        0
NOBLE                          COM              G65422100     8013   258467 SH       DEFINED 01 05               0   258467        0
RENAISSANCE RE HOLDINGS        COM              G7496G103      815    21575 SH       DEFINED 01              21575        0        0
RENAISSANCE RE HOLDINGS        COM              G7496G103       35      920 SH       DEFINED 01 05               0      920        0
SCOTTISH ANN & LIFE            COM              G7885T104       57     3338 SH       DEFINED 01 02               0     3338        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104     8100   475123 SH       DEFINED 01             475123        0        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104        4      213 SH       DEFINED 01 03               0      213        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104      798    46777 SH       DEFINED 01 05               0    46777        0
W.P. STEWART                   COM              G84922106      773    45366 SH       DEFINED 01              45366        0        0
W.P. STEWART                   COM              G84922106      103     6034 SH       DEFINED 01 05               0     6034        0
TRANSOCEAN                     COM              G90078109   110714  5322740 SH       DEFINED 01            5322740        0        0
TRANSOCEAN                     COM              G90078109     3343   160757 SH       DEFINED 01 03               0   160757        0
TRANSOCEAN                     COM              G90078109    79502  3822227 SH       DEFINED 01 05               0  3822227        0
TRANSOCEAN INC                 COM              G90078109     5967   286846 SH       DEFINED 01                  0   286846        0
TRANSOCEAN INC                 COM              G90078109    26513  1274606 SH       DEFINED 01 02               0  1274606        0
TRENWICK GROUP                 COM              G9032C109      600   115339 SH       DEFINED 01             115339        0        0
TSAKOS ENERGY NAVIGATION LTD   COM              G9108L108       42     3875 SH       DEFINED 01               3875        0        0
TSAKOS ENERGY NAVIGATION LTD   COM              G9108L108        4      410 SH       DEFINED 01 05               0      410        0
WEATHERFORD INTL               COM              G95089101    46696  1257303 SH       DEFINED 01            1257303        0        0
WEATHERFORD INTL               COM              G95089101      145     3900 SH       DEFINED 01 02               0     3900        0
WEATHERFORD INTL               COM              G95089101    22061   594000 SH       DEFINED 01 05               0   594000        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107        5       16 SH       DEFINED 01                 16        0        0
WILLIS GRP HLDS LTD            COM              G96655108     5894   176000 SH       DEFINED 01             176000        0        0
WILLIS GRP HLDS LTD            COM              G96655108     6363   190000 SH       DEFINED 01 05               0   190000        0
XL CAPITAL CL A                COM              G98255105    74728  1016703 SH       DEFINED 01            1016703        0        0
XL CAPITAL CL A                COM              G98255105     5770    78512 SH       DEFINED 01 03               0    78512        0
XL CAPITAL CL A                COM              G98255105    18888   256981 SH       DEFINED 01 05               0   256981        0
XL CAPITAL LTD CL A            COM              G98255105     1282    17450 SH       DEFINED 01 02               0    17450        0
XOMA                           COM              G9825R107        2      364 SH       DEFINED 01                364        0        0
UK POUND STERLING              COM              GBP000001       66    41713 SH       DEFINED 01 10           41713        0        0
GBP@GOLDMAN (FUT)              COM              GBPF00002       12     7370 SH       DEFINED 01 10            7370        0        0
ALCON                          COM              H01301102     6859   177000 SH       DEFINED 01             177000        0        0
ALCON                          COM              H01301102     7362   190000 SH       DEFINED 01 05               0   190000        0
HONG KONG DOLLAR               COM              HKD000001       16   122008 SH       DEFINED 01 10          122008        0        0
JAPANESE YEN                   COM              JPY000001       64  7759269 SH       DEFINED 01 10         7759269        0        0
JPY@GOLDMAN (FUT)              COM              JPYF00002       25  2983807 SH       DEFINED 01 10         2983807        0        0
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104     2295   167041 SH       DEFINED 01             167041        0        0
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104      108     7878 SH       DEFINED 01 05               0     7878        0
ECTEL LTD                      COM              M29925100     3425   413600 SH       DEFINED 01             413600        0        0
ECTEL LTD                      COM              M29925100      367    44300 SH       DEFINED 01 05               0    44300        0
M-SYSTEMS FLASH DISK PIONEERS  COM              M7061C100      281    45000 SH       DEFINED 01              45000        0        0
ASML HOLDING NV-NY REG SHS     COM              N07059111      712   115000 SH       DEFINED 01             115000        0        0
NORWEGIAN KRONER               COM              NOK000001       29   216550 SH       DEFINED 01 10          216550        0        0
NEW ZEALAND DOLLAR             COM              NZD000001        7    15528 SH       DEFINED 01 10           15528        0        0
KERZNER INTL LTD               COM              P6065Y107        2       80 SH       DEFINED 01 02               0       80        0
SWEDISH KRONA                  COM              SEK000001       18   163625 SH       DEFINED 01 10          163625        0        0
SINGAPORE DOLLAR               COM              SGD000001       31    54686 SH       DEFINED 01 10           54686        0        0
ROYAL CARIBBEAN CRUISES        COM              V7780T103    22030  1383792 SH       DEFINED 01            1383792        0        0
ROYAL CARIBBEAN CRUISES        COM              V7780T103     2827   177572 SH       DEFINED 01 05               0   177572        0
ASE TEST LTD                   COM              Y02516105      207    58500 SH       DEFINED 01              58500        0        0
FLEXTRONICS INTL               COM              Y2573F102    15804  2266837 SH       DEFINED 01            2266837        0        0
FLEXTRONICS INTL               COM              Y2573F102    32792  4703300 SH       DEFINED 01 05               0  4703300        0