-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AsJvzfC0Fw4kmnWSzCixiavC4kVUgoHaegTHcZQTtP6hHKkoTbTnToNDQF1S288B WrEd6Cbwg7vONAzkaAb0gQ== 0000820027-02-000065.txt : 20031209 0000820027-02-000065.hdr.sgml : 20031209 20020207152049 ACCESSION NUMBER: 0000820027-02-000065 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN EXPRESS FINANCIAL ADVISORS CENTRAL INDEX KEY: 0000820027 IRS NUMBER: 133180631 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00139 FILM NUMBER: 02529824 BUSINESS ADDRESS: STREET 1: 200 AXP FINANCIAL CENTER STREET 2: H27/52 CITY: MINNEAPOLIS STATE: MN ZIP: 55474 BUSINESS PHONE: 612-671-2711 MAIL ADDRESS: STREET 1: 200 AXP FINANCIAL CENTER STREET 2: H27/52 CITY: MINNEAPOLIS STATE: MN ZIP: 55474 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN EXPRESS FINANCIAL ADVISORS DATE OF NAME CHANGE: 19950711 FORMER COMPANY: FORMER CONFORMED NAME: IDS FINANCIAL CORP/MN/ DATE OF NAME CHANGE: 19920703 13F-HR 1 fourthqtr13f.txt AMERICAN EXPRESS FINANCIAL CORPORATION 12/31/2001 FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: American Express Financial Corporation Address: 430 AXP Financial Center Minneapolis, MN 55474-0000 Form 13F File Number: 28-139 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John Knight Title: V.P. Investment Accounting Phone: 612-671-3618 Signature, Place, and Date of Signing: /s/ John Knight Minneapolis, MN January 29, 2002 - ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ x ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 13 Form 13F Information Table Entry Total: 7177 Form 13F Information Table Value Total: $86545884 (thousands) List of Other Included Managers: No. 13F File Number Name - -------------------- ----------------------------------------- 01 28-698 American Express Company 02 28-2069 IDS Advisory Group, Inc. 03 28-1151 American Express Trust Company 04 28-140 American Express Certificate Company 05 28-143 IDS Life Insurance Company 06 IDS Life Insurance Company of New York 07 American Partners Life 08 American Centurion Life of New York 09 American Enterprise Life 10 State Street 11 American Express Asset Management International 12 American Express Asset Management International-Japan 13 American Express Asset Management Limited FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP COM 000361105 716 79497 SH DEFINED 01 79497 0 0 ABENGOA COM 000369991 74 12000 SH DEFINED 01 12000 0 0 ABN AMRO HOLDING NV COM 000770990 677 42000 SH DEFINED 01 42000 0 0 ADC TELECOMMUNICATIONS COM 000886101 853 185371 SH DEFINED 01 185371 0 0 ADC TELECOMMUNICATIONS COM 000886101 892 193838 SH DEFINED 01 03 0 193838 0 ADC TELECOMMUNICATIONS COM 000886101 26 5679 SH DEFINED 01 05 0 5679 0 ACTV INC COM 00088E104 0 131 SH DEFINED 01 131 0 0 ADIDAS AG COM 000900993 3414 45921 SH DEFINED 01 03 0 45921 0 ABM INDUSTRIES INC COM 000957100 2249 71738 SH DEFINED 01 71738 0 0 AFC ENTERPRISES COM 00104Q107 454 16000 SH DEFINED 01 16000 0 0 AFLAC COM 001055102 4014 163413 SH DEFINED 01 163413 0 0 AFLAC COM 001055102 3149 128205 SH DEFINED 01 03 0 128205 0 AFLAC COM 001055102 4628 188455 SH DEFINED 01 05 0 188455 0 AFLAC INC COM 001055102 10845 441675 SH DEFINED 01 02 0 441675 0 AGCO COM 001084102 2013 127481 SH DEFINED 01 127481 0 0 AGCO COM 001084102 107 6773 SH DEFINED 01 05 0 6773 0 AGCO CORP COM 001084102 5 310 SH DEFINED 01 02 0 310 0 AIRTOURS PLC COM 0010979 4 1124 SH DEFINED 01 10 1124 0 0 AGL RESOURCES INC COM 001204106 13857 601983 SH DEFINED 01 601983 0 0 AGL RESOURCES INC COM 001204106 8 340 SH DEFINED 01 02 0 340 0 AGGREGATE INDRUSTRIE PCL COM 001230994 1121 872640 SH DEFINED 01 872640 0 0 AES CORP COM 00130H105 3284 200898 SH DEFINED 01 200898 0 0 AES CORP COM 00130H105 39 2400 SH DEFINED 01 02 0 2400 0 AES CORP COM 00130H105 2361 144377 SH DEFINED 01 03 0 144377 0 AES CORP COM 00130H105 148 9034 SH DEFINED 01 05 0 9034 0 CHUBB PLC COM 0015219 4 1717 SH DEFINED 01 10 1717 0 0 KIDDE PLC COM 0015402 2 1717 SH DEFINED 01 10 1717 0 0 AK STEEL HOLDING COM 001547108 835 73370 SH DEFINED 01 73370 0 0 AMB PROPERTY CORP COM 00163T109 4 135 SH DEFINED 01 135 0 0 AMEY COM 001730993 141 26000 SH DEFINED 01 26000 0 0 AMN HEALTHCARE SERV COM 001744101 263 9600 SH DEFINED 01 9600 0 0 AMR COM 001765106 2621 118247 SH DEFINED 01 118247 0 0 AMR COM 001765106 841 37929 SH DEFINED 01 03 0 37929 0 AMR COM 001765106 25 1111 SH DEFINED 01 05 0 1111 0 ANC RENTAL CORPORATION COM 001813104 0 91 SH DEFINED 01 91 0 0 AOL TIME WARNER COM 00184A105 602095 18756852 SH DEFINED 01 18756852 0 0 AOL TIME WARNER COM 00184A105 37727 1175290 SH DEFINED 01 03 0 1175290 0 AOL TIME WARNER COM 00184A105 179158 5581219 SH DEFINED 01 05 0 5581219 0 AOL TIME WARNER COM 00184A105 2452 76400 SH DEFINED 11 12 0 76400 0 AOL TIME WARNER COM 00184A105 48 1500 SH DEFINED 11 12 13 0 1500 0 AOL TIME WARNER INC COM 00184A105 14567 453790 SH DEFINED 01 0 453790 0 AOL TIME WARNER INC COM 00184A105 72234 2250400 SH DEFINED 01 02 0 2250400 0 AOL TIME WARNER INC COM 00184A105 17247 537300 SH DEFINED 11 12 13 0 537300 0 AT&T COM 001957109 134884 7435715 SH DEFINED 01 7435715 0 0 AT&T COM 001957109 17567 968368 SH DEFINED 01 03 0 968368 0 AT&T COM 001957109 48400 2668067 SH DEFINED 01 05 0 2668067 0 AT&T CORP COM 001957109 1152 63500 SH DEFINED 01 02 0 63500 0 ATMI COM 00207R101 2536 106332 SH DEFINED 01 106332 0 0 A T & T WIRELESS SERVICES COM 00209A106 738 51600 SH DEFINED 11 12 0 51600 0 AT&T WIRELESS SERVICES COM 00209A106 55537 3864802 SH DEFINED 01 3864802 0 0 AT&T WIRELESS SERVICES COM 00209A106 10041 698746 SH DEFINED 01 03 0 698746 0 AT&T WIRELESS SERVICES COM 00209A106 1202 83610 SH DEFINED 01 05 0 83610 0 AT&T WIRELESS SVCS COM 00209A106 425 29600 SH DEFINED 01 02 0 29600 0 AVX COM 002444107 10 404 SH DEFINED 01 404 0 0 SMALL CAP GROWTH CLY COM 00246C768 2 400 SH DEFINED 01 0 400 0 SMALL CAP GROWTH CLC COM 00246C776 94 20000 SH DEFINED 01 0 20000 0 SMALL CAP GROWTH CLB COM 00246C784 94 20000 SH DEFINED 01 0 20000 0 SMALL CAP GROWTH CLA COM 00246C792 14029 2959600 SH DEFINED 01 0 2959600 0 AXT COM 00246W103 3171 219717 SH DEFINED 01 219717 0 0 AXT COM 00246W103 134 9277 SH DEFINED 01 05 0 9277 0 AXT INC COM 00246W103 2 150 SH DEFINED 01 02 0 150 0 AARON RENTS INC COM 002535201 960 58921 SH DEFINED 01 58921 0 0 ABBOTT LABORATORIES COM 002824100 118217 2120471 SH DEFINED 01 2120471 0 0 ABBOTT LABORATORIES COM 002824100 23681 424769 SH DEFINED 01 03 0 424769 0 ABBOTT LABORATORIES COM 002824100 46204 828763 SH DEFINED 01 05 0 828763 0 ABBOTT LABS COM 002824100 28832 517145 SH DEFINED 01 02 0 517145 0 AMEC ORD COM 0028262 3 478 SH DEFINED 01 10 478 0 0 ABER DIAMOND COM 002893105 565 45000 SH DEFINED 01 45000 0 0 ABERCROMBIE & FITCH COM 002896207 1415 53340 SH DEFINED 01 53340 0 0 ABERCROMBIE & FITCH COM 002896207 48 1800 SH DEFINED 01 05 0 1800 0 ABERDEEN ASSET MANAGEMENT COM 003295995 75 13200 SH DEFINED 01 13200 0 0 ABGENIX INC COM 00339B107 72 2120 SH DEFINED 01 2120 0 0 ACACIA RESEARCH CORP COM 003881109 3 231 SH DEFINED 01 02 0 231 0 ABITIBI-CONSOLIDATED COM 003924107 15372 2100000 SH DEFINED 01 2100000 0 0 ABITIBI-CONSOLIDATED COM 003924107 1244 169950 SH DEFINED 01 05 0 169950 0 ABITIBI-CONSOLIDATED COM 003924990 25 3500 SH DEFINED 01 3500 0 0 ACCELERATED NETWORKS COM 00429P107 0 243 SH DEFINED 01 243 0 0 ACCLAIM ENMNT INC COM 004325205 3 630 SH DEFINED 01 02 0 630 0 ACCLAIM ENTERTAINMENT INC COM 004325205 1182 223000 SH DEFINED 01 223000 0 0 ACCLAIM ENTERTAINMENT INC COM 004325205 57 10700 SH DEFINED 01 05 0 10700 0 ACCOR COM 004340998 610 16784 SH DEFINED 01 16784 0 0 ACCOR COM 004347993 10051 276455 SH DEFINED 01 276455 0 0 ACCOR COM 004347993 14185 390180 SH DEFINED 01 05 0 390180 0 ACCREDO HEALTH COM 00437V104 3988 100437 SH DEFINED 01 100437 0 0 ACCRUE SOFTWARE COM 00437W102 0 64 SH DEFINED 01 64 0 0 EMI GROUP COM 0044473 9 1800 SH DEFINED 01 10 1800 0 0 ACERALIA CORPORACION SIDERURGI COM 004455994 14 900 SH DEFINED 01 900 0 0 ACLARA BIOSCIENCES COM 00461P106 0 80 SH DEFINED 01 80 0 0 DIXONS GROUP PLC COM 0047245 17 5004 SH DEFINED 01 10 5004 0 0 SAFEWAY COM 0049241 7 1480 SH DEFINED 01 10 1480 0 0 ACTIVISION INC COM 004930202 1936 74450 SH DEFINED 01 74450 0 0 ACTIVISION INC COM 004930202 2 75 SH DEFINED 01 02 0 75 0 ACTIVISION INC COM 004930202 90 3450 SH DEFINED 01 05 0 3450 0 ACTION PERFORMANCE COM 004933107 1532 50037 SH DEFINED 01 50037 0 0 ACTEL COM 004934105 3362 168864 SH DEFINED 01 168864 0 0 ACTEL COM 004934105 126 6351 SH DEFINED 01 05 0 6351 0 ACTEL CORP COM 004934105 557 28000 SH DEFINED 01 0 28000 0 ACTEL CORP COM 004934105 6 300 SH DEFINED 01 02 0 300 0 ACTIVE POWER INC COM 00504W100 0 60 SH DEFINED 01 60 0 0 ACTUATE COM 00508B102 1769 335790 SH DEFINED 01 335790 0 0 ACTUATE COM 00508B102 118 22446 SH DEFINED 01 05 0 22446 0 ACTUATE CORPORATION COM 00508B102 2 430 SH DEFINED 01 02 0 430 0 ACTUANT CORPORATION COM 00508X203 3 100 SH DEFINED 01 02 0 100 0 ACTUANT CORPORATION -CL A COM 00508X203 1 35 SH DEFINED 01 35 0 0 ACUITIY BRANDS INC COM 00508Y102 1472 121634 SH DEFINED 01 121634 0 0 ACXIOM COM 005125109 21015 1202908 SH DEFINED 01 1202908 0 0 ACXIOM COM 005125109 2807 160700 SH DEFINED 01 03 0 160700 0 ACXIOM COM 005125109 348 19895 SH DEFINED 01 05 0 19895 0 ACXIOM CORP COM 005125109 1259 72050 SH DEFINED 01 02 0 72050 0 ADERANS COM 005320999 151 5100 SH DEFINED 01 5100 0 0 SEVERN TRENT COM 0054632 4 410 SH DEFINED 01 10 410 0 0 BILLITON A COM 0056650 16 3240 SH DEFINED 01 10 3240 0 0 ARM HOLDING PLC COM 0059585 12 2222 SH DEFINED 01 10 2222 0 0 ADAPTEC INC COM 00651F108 6035 416147 SH DEFINED 01 416147 0 0 ADAPTEC INC COM 00651F108 6 380 SH DEFINED 01 02 0 380 0 ADAPTEC INC COM 00651F108 103 7100 SH DEFINED 01 05 0 7100 0 ADECCO SA REG COM 006700991 113 2064 SH DEFINED 01 2064 0 0 ADECCO SA REG COM 006700991 2290 42125 SH DEFINED 01 03 0 42125 0 ADECCO SA REG COM 006700991 514 9458 SH DEFINED 01 05 0 9458 0 BAA COM 0067340 20 2522 SH DEFINED 01 10 2522 0 0 BBA GROUP COM 0067748 4 966 SH DEFINED 01 10 966 0 0 ADELPHIA BUSINESS SOLUTIONS COM 006847107 0 209 SH DEFINED 01 209 0 0 ADELPHIA COMMUNICATIONS CL A COM 006848105 938 30072 SH DEFINED 01 30072 0 0 ADELPHIA COMM PFD 13.00% CM PRF 006848303 25821 255650 SH DEFINED 01 255650 0 0 ADELPHIA COMM PFD 13.00% CM PRF 006848303 6297 62350 SH DEFINED 01 05 0 62350 0 ADAYTUM SOFTWARE SERIES E PRF 006900XX7 4200 669857 SH DEFINED 01 669857 0 0 ADAYTUM SOFTWARE SERIES E PRF 006900XX7 5800 925039 SH DEFINED 01 05 0 925039 0 ADAYTUM SOFTWARE SERIES E PRF 006900XY5 352 56179 SH DEFINED 01 56179 0 0 ADAYTUM SOFTWARE SERIES E PRF 006900XY5 486 77582 SH DEFINED 01 05 0 77582 0 ADMINISTAFF COM 007094105 40228 1467630 SH DEFINED 01 1467630 0 0 ADMINISTAFF INC COM 007094105 4 140 SH DEFINED 01 02 0 140 0 ADOBE SYSTEMS COM 00724F101 22338 719373 SH DEFINED 01 719373 0 0 ADOBE SYSTEMS COM 00724F101 1808 58236 SH DEFINED 01 03 0 58236 0 ADOBE SYSTEMS COM 00724F101 33792 1088306 SH DEFINED 01 05 0 1088306 0 ADOBE SYSTEMS INC COM 00724F101 264 8500 SH DEFINED 01 02 0 8500 0 ADTRAN COM 00738A106 37 1450 SH DEFINED 01 1450 0 0 ADTRAN COM 00738A106 3 120 SH DEFINED 01 02 0 120 0 ADV DIGITAL INFORMAT COM 007525108 2 139 SH DEFINED 01 139 0 0 ADVANCED MKTG SERV COM 00753T105 1028 56335 SH DEFINED 01 56335 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 49 2744 SH DEFINED 01 2744 0 0 ADVANCED TISSUE SCI COM 00755F103 2279 522700 SH DEFINED 01 522700 0 0 ADVANCED TISSUE SCI COM 00755F103 2 400 SH DEFINED 01 02 0 400 0 ADVANCED TISSUE SCI COM 00755F103 92 21000 SH DEFINED 01 05 0 21000 0 ADVO COM 007585102 6837 159002 SH DEFINED 01 159002 0 0 ADVO COM 007585102 264 6151 SH DEFINED 01 05 0 6151 0 ADVO INC COM 007585102 8 180 SH DEFINED 01 02 0 180 0 ADVANCED POWER TECHNOLOGY COM 00761E108 1389 119700 SH DEFINED 01 119700 0 0 ADVANCED POWER TECHNOLOGY COM 00761E108 350 30200 SH DEFINED 01 05 0 30200 0 AEROFLEX COM 007768104 8866 468366 SH DEFINED 01 468366 0 0 AEROFLEX COM 007768104 208 10974 SH DEFINED 01 05 0 10974 0 AEROFLEX INC COM 007768104 5 270 SH DEFINED 01 02 0 270 0 BARCLAYS COM 0078201 154 4636 SH DEFINED 01 10 4636 0 0 ADVANCED MICRO DEVICES COM 007903107 106 6661 SH DEFINED 01 6661 0 0 ADVANCED MICRO DEVICES COM 007903107 1323 83435 SH DEFINED 01 03 0 83435 0 ADVANCED MICRO DEVICES COM 007903107 39 2444 SH DEFINED 01 05 0 2444 0 ADVANCEPCS COM 00790K109 21755 741229 SH DEFINED 01 741229 0 0 ADVANCEPCS COM 00790K109 144 4900 SH DEFINED 01 02 0 4900 0 ADVANCEPCS COM 00790K109 18126 617600 SH DEFINED 01 05 0 617600 0 AEGON COM 007924103 59 2200 SH DEFINED 01 2200 0 0 AEGON COM 007930993 8763 323739 SH DEFINED 01 323739 0 0 AEGON COM 007930993 11427 422161 SH DEFINED 01 05 0 422161 0 ADVANTA CORP - CL A COM 007942105 1 114 SH DEFINED 01 114 0 0 ADVANCED ENERGY INDS INC COM 007973100 2501 93890 SH DEFINED 01 93890 0 0 ADVENT SOFTWARE COM 007974108 13470 269652 SH DEFINED 01 269652 0 0 ADVENT SOFTWARE COM 007974108 913 18294 SH DEFINED 01 02 0 18294 0 ADVENT SOFTWARE COM 007974108 1179 23600 SH DEFINED 01 03 0 23600 0 ADVENT SOFTWARE COM 007974108 168 3361 SH DEFINED 01 05 0 3361 0 AEON CREDIT SERVICE COM 008011991 263 4600 SH DEFINED 01 4600 0 0 AETHER SYS COM 00808V105 1 61 SH DEFINED 01 61 0 0 BARRATT DEVE COM 0081180 3 509 SH DEFINED 01 10 509 0 0 AETNA INC NEW COM 00817Y108 93 2820 SH DEFINED 01 2820 0 0 AETNA INC NEW COM 00817Y108 1161 35191 SH DEFINED 01 03 0 35191 0 AETNA INC NEW COM 00817Y108 34 1031 SH DEFINED 01 05 0 1031 0 AFFILIATED COMPUTER COM 008190100 117 1100 SH DEFINED 01 02 0 1100 0 AFFILIATED COMPUTER SERVICES C COM 008190100 12917 121705 SH DEFINED 01 121705 0 0 AFFILIATED COMPUTER SERVICES C COM 008190100 318 3000 SH DEFINED 01 03 0 3000 0 AFFILIATED COMPUTER SERVICES C COM 008190100 8910 83950 SH DEFINED 01 05 0 83950 0 AFFILIATED MANAGERS COM 008252108 31892 452495 SH DEFINED 01 02 0 452495 0 AFFILIATED MANAGERS GROUP COM 008252108 4460 63282 SH DEFINED 01 63282 0 0 AFFILIATED MANAGERS GROUP COM 008252108 606 8600 SH DEFINED 01 03 0 8600 0 AFFILIATED MANAGERS GROUP COM 008252108 218 3100 SH DEFINED 01 05 0 3100 0 AFFYMETRIX COM 00826T108 10 268 SH DEFINED 01 268 0 0 AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 01 02 0 460 0 AFTER MARKET TECH COM 008318107 826 51000 SH DEFINED 01 51000 0 0 AFTER MARKET TECH COM 008318107 3 210 SH DEFINED 01 02 0 210 0 AFTER MARKET TECH COM 008318107 75 4600 SH DEFINED 01 05 0 4600 0 AGGREKO COM 008455990 133 25100 SH DEFINED 01 25100 0 0 AGERE SYSTEMS CL A COM 00845V100 14249 2504315 SH DEFINED 01 2504315 0 0 AGERE SYSTEMS INC A COM 00845V100 423 74300 SH DEFINED 01 02 0 74300 0 AGILENT TECHNOLOGIES COM 00846U101 17712 621268 SH DEFINED 01 621268 0 0 AGILENT TECHNOLOGIES COM 00846U101 4096 143698 SH DEFINED 01 03 0 143698 0 AGILENT TECHNOLOGIES COM 00846U101 433 15214 SH DEFINED 01 05 0 15214 0 AGILE SOFTWARE COM 00846X105 474 27511 SH DEFINED 01 27511 0 0 AGNICO EAGLE MINES COM 008474108 494 50000 SH DEFINED 01 50000 0 0 KONINKLIJKE AHOLD COM 008687980 474 16293 SH DEFINED 01 16293 0 0 L'AIR LIQUIDE COM 009126103 94 673 SH DEFINED 01 673 0 0 AIR PROD & CHEM COM 009158106 1019 21702 SH DEFINED 01 02 0 21702 0 AIR PRODUCTS & CHEMICALS COM 009158106 146676 3126758 SH DEFINED 01 3126758 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 3683 78513 SH DEFINED 01 03 0 78513 0 AIR PRODUCTS & CHEMICALS COM 009158106 23246 495535 SH DEFINED 01 05 0 495535 0 AIRBORNE COM 009269101 21 1390 SH DEFINED 01 1390 0 0 AIRGAS COM 009363102 1749 115691 SH DEFINED 01 115691 0 0 AIRGAS COM 009363102 151 9994 SH DEFINED 01 05 0 9994 0 AIRGAS INC COM 009363102 6 370 SH DEFINED 01 02 0 370 0 AIRGATE PCS COM 009367103 2739 60126 SH DEFINED 01 60126 0 0 AIRGATE PCS COM 009367103 140 3074 SH DEFINED 01 05 0 3074 0 AIRGATE PCS INC COM 009367103 3 70 SH DEFINED 01 02 0 70 0 BERKELEY GRO COM 0094177 3 276 SH DEFINED 01 10 276 0 0 AIRNET COMMUNICATION COM 00941P106 0 49 SH DEFINED 01 49 0 0 AIRTRAN HOLDINGS COM 00949P108 2356 357000 SH DEFINED 01 357000 0 0 AIRTRAN HOLDINGS COM 00949P108 125 18900 SH DEFINED 01 05 0 18900 0 AIRTRAN HOLDINGS INC COM 00949P108 5 790 SH DEFINED 01 02 0 790 0 BALFOUR BEATTY PLC COM 0096162 2 935 SH DEFINED 01 10 935 0 0 AKAMAI TECHNOLOGIES COM 00971T101 59 10000 SH DEFINED 01 0 10000 0 AKAMAI TECHNOLOGIES COM 00971T101 1 180 SH DEFINED 01 180 0 0 BTG PLC COM 0100159 3 246 SH DEFINED 01 10 246 0 0 BOC GROUP COM 0108120 21 1364 SH DEFINED 01 10 1364 0 0 BOOTS CO COM 0111441 18 2127 SH DEFINED 01 10 2127 0 0 ALAMO GROUP COM 011311107 579 40600 SH DEFINED 01 40600 0 0 ALAMO GROUP COM 011311107 86 6000 SH DEFINED 01 05 0 6000 0 ALAMOSA HOLDINGS INC COM 011589108 481 40347 SH DEFINED 01 40347 0 0 ALAMOSA HOLDINGS INC COM 011589108 1790 150000 SH DEFINED 01 05 0 150000 0 ALASKA AIRGROUP COM 011659109 24 818 SH DEFINED 01 818 0 0 ALASKA COMM SYSTEM GROUP COM 01167P101 6 748 SH DEFINED 01 748 0 0 ALBANY INTL CL A COM 012348108 1879 86543 SH DEFINED 01 86543 0 0 ALBANY INTL CL A COM 012348108 142 6560 SH DEFINED 01 05 0 6560 0 ALBANY INTL CORP NEW COM 012348108 6 260 SH DEFINED 01 02 0 260 0 ALBANY MOLECULAR RESEARCH COM 012423109 6 211 SH DEFINED 01 211 0 0 ALBEMARLE COM 012653101 1548 64494 SH DEFINED 01 64494 0 0 ALBEMARLE COM 012653101 139 5800 SH DEFINED 01 05 0 5800 0 AMVESCAP PLC COM 0128269 29 2024 SH DEFINED 01 10 2024 0 0 BRITISH AIRW COM 0129057 7 2538 SH DEFINED 01 10 2538 0 0 ALBERTO CULVER COM 013068101 4590 102570 SH DEFINED 01 102570 0 0 ALBERTO CULVER COM 013068101 945 21126 SH DEFINED 01 03 0 21126 0 ALBERTO CULVER COM 013068101 143 3208 SH DEFINED 01 05 0 3208 0 ALBERTSON'S COM 013104104 55206 1753138 SH DEFINED 01 1753138 0 0 ALBERTSON'S COM 013104104 4507 143101 SH DEFINED 01 03 0 143101 0 ALBERTSON'S COM 013104104 2183 69330 SH DEFINED 01 05 0 69330 0 ALBERTSONS INC COM 013104104 1054 33480 SH DEFINED 01 02 0 33480 0 BRITISH LAND COM 0136701 8 1218 SH DEFINED 01 10 1218 0 0 ALCAN COM 013716105 12297 342249 SH DEFINED 01 342249 0 0 ALCAN COM 013716105 3122 86882 SH DEFINED 01 03 0 86882 0 ALCAN COM 013716105 10973 305408 SH DEFINED 01 05 0 305408 0 ALCAN INC COM 013716105 181 5040 SH DEFINED 01 02 0 5040 0 ALCOA COM 013817101 355921 10011860 SH DEFINED 01 10011860 0 0 ALCOA COM 013817101 10671 300172 SH DEFINED 01 03 0 300172 0 ALCOA COM 013817101 68680 1931967 SH DEFINED 01 05 0 1931967 0 ALCOA INC COM 013817101 7836 220395 SH DEFINED 01 0 220395 0 ALCOA INC COM 013817101 33049 929677 SH DEFINED 01 02 0 929677 0 ALDEASA COM 013900998 44 2900 SH DEFINED 01 2900 0 0 BRITISH SKY COM 0141192 42 3797 SH DEFINED 01 10 3797 0 0 ALEXANDER & BALDWIN COM 014482103 1531 57350 SH DEFINED 01 57350 0 0 ALEXANDER & BALDWIN COM 014482103 475 17800 SH DEFINED 01 05 0 17800 0 ALEXION PHARMACEUTIC COM 015351109 2 69 SH DEFINED 01 69 0 0 ALFA CORP COM 015385107 10 440 SH DEFINED 01 440 0 0 ALFA CORP COM 015385107 7 310 SH DEFINED 01 02 0 310 0 BUNZL COM 0154004 6 992 SH DEFINED 01 10 992 0 0 CABLE & WIRE COM 0162557 19 3909 SH DEFINED 01 10 3909 0 0 ALKERMES COM 01642T108 5 188 SH DEFINED 01 188 0 0 ALLEANZA ASSICURAZIONI COM 016676991 100 9059 SH DEFINED 01 9059 0 0 ALLEGHANY CORP COM 017175100 5 27 SH DEFINED 01 27 0 0 CAPITA GROUP COM 0173474 11 1500 SH DEFINED 01 10 1500 0 0 ALLEGHENY ENERGY COM 017361106 85243 2353444 SH DEFINED 01 2353444 0 0 ALLEGHENY ENERGY COM 017361106 258 7100 SH DEFINED 01 02 0 7100 0 ALLEGHENY ENERGY COM 017361106 1112 30703 SH DEFINED 01 03 0 30703 0 ALLEGHENY ENERGY COM 017361106 58 1598 SH DEFINED 01 05 0 1598 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 32 1876 SH DEFINED 01 1876 0 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 330 19705 SH DEFINED 01 03 0 19705 0 ALLEGHENY TECHNOLGIES INC COM 01741R102 10 577 SH DEFINED 01 05 0 577 0 ALLEGIANCE TELECOM COM 01747T102 131 15804 SH DEFINED 01 15804 0 0 NOVAR PLC COM 0176268 2 1018 SH DEFINED 01 10 1018 0 0 ALLEN TELECOM INC COM 018091108 705 82953 SH DEFINED 01 82953 0 0 CELLTECH CHIRO COM 0182276 8 615 SH DEFINED 01 10 615 0 0 ALLERGAN COM 018490102 19567 260727 SH DEFINED 01 260727 0 0 ALLERGAN COM 018490102 2417 32207 SH DEFINED 01 03 0 32207 0 ALLERGAN COM 018490102 15088 201043 SH DEFINED 01 05 0 201043 0 ALLERGAN INC COM 018490102 3478 46340 SH DEFINED 01 02 0 46340 0 ALLETE COM 018522102 15189 602730 SH DEFINED 01 602730 0 0 ALLIANCE CAPITAL MANAGEMENT HO COM 01855A101 24593 508967 SH DEFINED 01 508967 0 0 ALLIANCE DATA SYSTEM COM 018581108 130 6800 SH DEFINED 01 02 0 6800 0 ALLIANCE DATA SYSTEMS COM 018581108 12831 670000 SH DEFINED 01 670000 0 0 ALLIANCE DATA SYSTEMS COM 018581108 16141 842900 SH DEFINED 01 05 0 842900 0 ALLIANCE GAMING COM 01859P609 923 31400 SH DEFINED 01 31400 0 0 ALLIANCE SEMI CONDUC COM 01877H100 1528 126449 SH DEFINED 01 126449 0 0 ALLIANT ENERGY CORP COM 018802108 15261 502652 SH DEFINED 01 502652 0 0 ALLIANT TECHSYSTEMS COM 018804104 10366 134267 SH DEFINED 01 134267 0 0 ALLIANT TECHSYSTEMS COM 018804104 6 70 SH DEFINED 01 02 0 70 0 ALLIANT TECHSYSTEMS COM 018804104 216 2800 SH DEFINED 01 05 0 2800 0 ALLIANZ COM 018828996 31347 132601 SH DEFINED 01 132601 0 0 ALLIANZ COM 018828996 9566 40464 SH DEFINED 01 03 0 40464 0 ALLIANZ COM 018828996 23125 97820 SH DEFINED 01 05 0 97820 0 ALLIED CAPITAL COM 01903Q108 11 404 SH DEFINED 01 404 0 0 ALLIED RISER COMMUN COM 019496108 0 114 SH DEFINED 01 114 0 0 ALLIED WASTE INDS COM 019589308 716 50866 SH DEFINED 01 50866 0 0 ALLIED WASTE INDS COM 019589308 680 48360 SH DEFINED 01 03 0 48360 0 ALLIED WASTE INDS COM 019589308 20 1416 SH DEFINED 01 05 0 1416 0 ALLMERICA FINANCIAL COM 019754100 72 1613 SH DEFINED 01 1613 0 0 ALLOY INC COM 019855105 2670 124000 SH DEFINED 01 124000 0 0 ALLOY INC COM 019855105 3 120 SH DEFINED 01 02 0 120 0 ALLOY INC COM 019855105 129 6000 SH DEFINED 01 05 0 6000 0 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 0 105 SH DEFINED 01 105 0 0 ALLIANCE UNICHEM COM 020000998 159 21000 SH DEFINED 01 21000 0 0 ALLSTATE COM 020002101 481 14268 SH DEFINED 01 14268 0 0 ALLSTATE COM 020002101 5900 175064 SH DEFINED 01 03 0 175064 0 ALLSTATE COM 020002101 173 5128 SH DEFINED 01 05 0 5128 0 ALLTEL COM 020039103 110041 1782629 SH DEFINED 01 1782629 0 0 ALLTEL COM 020039103 5045 81712 SH DEFINED 01 03 0 81712 0 ALLTEL COM 020039103 300 4854 SH DEFINED 01 05 0 4854 0 ALLTEL CORP COM 020039103 741 12000 SH DEFINED 01 0 12000 0 ALPHA INDS COM 020753109 6924 317612 SH DEFINED 01 317612 0 0 ALPHA INDS COM 020753109 4077 187040 SH DEFINED 01 05 0 187040 0 ALPHA INDUSTRIES COM 020753109 4 170 SH DEFINED 01 02 0 170 0 ALPHARMA CL A COM 020813101 3343 126380 SH DEFINED 01 126380 0 0 ALTANA COM 021275995 72 1438 SH DEFINED 01 1438 0 0 ALTERA COM 021441100 25558 1204398 SH DEFINED 01 1204398 0 0 ALTERA COM 021441100 2007 94570 SH DEFINED 01 03 0 94570 0 ALTERA COM 021441100 38108 1795870 SH DEFINED 01 05 0 1795870 0 ALTERA CORP COM 021441100 764 36000 SH DEFINED 01 0 36000 0 ALTERA CORP COM 021441100 14716 693530 SH DEFINED 01 02 0 693530 0 CGNU PLC COM 0216238 77 6274 SH DEFINED 01 10 6274 0 0 ALTRAN TECHNOLOGIES COM 022090997 67 1488 SH DEFINED 01 1488 0 0 IONA TECHNOLOGIES COM 0226185 1 55 SH DEFINED 01 10 55 0 0 AMADA COM 022631105 3607 909000 SH DEFINED 01 909000 0 0 AMADA COM 022631105 2920 736000 SH DEFINED 01 03 0 736000 0 AMADA COM 022631105 6595 1662000 SH DEFINED 01 05 0 1662000 0 AMADEUS GLOBAL TRAV COM 022657993 42 7272 SH DEFINED 01 7272 0 0 ABSA GROUP COM 022672992 3586 1225420 SH DEFINED 01 1225420 0 0 ABSA GROUP COM 022672992 94 32160 SH DEFINED 01 05 0 32160 0 AMAZON COM INC COM 023135106 73 6723 SH DEFINED 01 6723 0 0 AMB GENERALI HOLDING COM 023138993 720 6850 SH DEFINED 01 6850 0 0 AMBAC FINANCIAL GROUP COM 023139108 9817 169686 SH DEFINED 01 169686 0 0 AMBAC FINANCIAL GROUP COM 023139108 2101 36310 SH DEFINED 01 03 0 36310 0 AMBAC FINANCIAL GROUP COM 023139108 281 4859 SH DEFINED 01 05 0 4859 0 AMERADA HESS COM 023551104 110 1753 SH DEFINED 01 1753 0 0 AMERADA HESS COM 023551104 1361 21775 SH DEFINED 01 03 0 21775 0 AMERADA HESS COM 023551104 40 637 SH DEFINED 01 05 0 637 0 AMERCO COM 023586100 1 73 SH DEFINED 01 73 0 0 AMEREN CORP COM 023608102 2326 55012 SH DEFINED 01 55012 0 0 AMEREN CORP COM 023608102 1586 37490 SH DEFINED 01 03 0 37490 0 AMEREN CORP COM 023608102 101 2390 SH DEFINED 01 05 0 2390 0 AMERICA MOVIL ADR CL L COM 02364W105 5522 283475 SH DEFINED 01 283475 0 0 AMERICA MOVIL ADR CL L COM 02364W105 150 7717 SH DEFINED 01 05 0 7717 0 AMERICA WEST HLDG CP COM 023657208 0 110 SH DEFINED 01 110 0 0 REUTERS GROU COM 0236913 37 3710 SH DEFINED 01 10 3710 0 0 DIAGEO COM 0237400 105 9201 SH DEFINED 01 10 9201 0 0 AMCORE FINL INC COM 023912108 2 92 SH DEFINED 01 92 0 0 SCHRODERS COM 0240549 9 699 SH DEFINED 01 10 699 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 8 356 SH DEFINED 01 356 0 0 NATIONAL GRI COM 0242824 25 3965 SH DEFINED 01 10 3965 0 0 SIX CONTINENTS PLC COM 0243195 20 2050 SH DEFINED 01 10 2050 0 0 AMER CAP STRATEGIES COM 024937104 5 160 SH DEFINED 01 02 0 160 0 AMERICAN ELEC PWR COM 025537101 22420 515019 SH DEFINED 01 515019 0 0 AMERICAN ELEC PWR COM 025537101 3766 86516 SH DEFINED 01 03 0 86516 0 AMERICAN ELEC PWR COM 025537101 227 5218 SH DEFINED 01 05 0 5218 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 469 17934 SH DEFINED 01 17934 0 0 AMERICAN EXPRESS COM 025816109 952 26683 SH DEFINED 01 26683 0 0 AMERICAN EXPRESS COM 025816109 11691 327582 SH DEFINED 01 03 0 327582 0 AMERICAN EXPRESS COM 025816109 343 9597 SH DEFINED 01 05 0 9597 0 AMERICAN FINCIAL GRP COM 025932104 55 2274 SH DEFINED 01 2274 0 0 AMERICAN FINC HLDS COM 026075101 1560 61398 SH DEFINED 01 61398 0 0 BAE SYSTEMS PLC COM 0263494 35 7791 SH DEFINED 01 10 7791 0 0 AMERICAN GREETINGS - A COM 026375105 23 1707 SH DEFINED 01 1707 0 0 AMERICAN GREETINGS - A COM 026375105 215 15591 SH DEFINED 01 03 0 15591 0 AMERICAN GREETINGS - A COM 026375105 6 456 SH DEFINED 01 05 0 456 0 AMER GROUP COM 026377994 200 7600 SH DEFINED 01 7600 0 0 AMERICAN HEALTHWAYS COM 02649V104 128 4000 SH DEFINED 01 4000 0 0 AMER HOME PRODUCTS COM 026609107 21626 352446 SH DEFINED 01 0 352446 0 AMER HOME PRODUCTS COM 026609107 8496 138470 SH DEFINED 01 02 0 138470 0 AMERICAN HOME PRODUCTS COM 026609107 223597 3644013 SH DEFINED 01 3644013 0 0 AMERICAN HOME PRODUCTS COM 026609107 19875 323903 SH DEFINED 01 03 0 323903 0 AMERICAN HOME PRODUCTS COM 026609107 86637 1411960 SH DEFINED 01 05 0 1411960 0 PROVIDENT FI COM 0268596 5 573 SH DEFINED 01 10 573 0 0 AMERICAN INTL GROUP COM 026874107 27497 346312 SH DEFINED 01 0 346312 0 AMERICAN INTL GROUP COM 026874107 859158 10820638 SH DEFINED 01 10820638 0 0 AMERICAN INTL GROUP COM 026874107 86724 1092291 SH DEFINED 01 02 0 1092291 0 AMERICAN INTL GROUP COM 026874107 55705 701585 SH DEFINED 01 03 0 701585 0 AMERICAN INTL GROUP COM 026874107 282187 3554010 SH DEFINED 01 05 0 3554010 0 AMER ITALIAN PASTA COM 027070101 4 100 SH DEFINED 01 02 0 100 0 AMERICAN ITALIAN PASTA CL A COM 027070101 5487 130548 SH DEFINED 01 130548 0 0 AMERICAN ITALIAN PASTA CL A COM 027070101 177 4200 SH DEFINED 01 05 0 4200 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 3444 190418 SH DEFINED 01 190418 0 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 107 5900 SH DEFINED 01 05 0 5900 0 AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 1117 54000 SH DEFINED 01 54000 0 0 AMERSHAM PLC COM 0274753 14 1489 SH DEFINED 01 10 1489 0 0 AMERICAN NATL INS CO COM 028591105 7 78 SH DEFINED 01 78 0 0 BRIT AMER TO COM 0287580 48 5655 SH DEFINED 01 10 5655 0 0 AMERICAN PHARM PART COM 02886P109 4160 200000 SH DEFINED 01 200000 0 0 AMERICAN PHARM PART COM 02886P109 62 3000 SH DEFINED 01 02 0 3000 0 AMERICAN PHARM PART COM 02886P109 4410 212000 SH DEFINED 01 05 0 212000 0 AMER PWR CONVERSION COM 029066107 1045 72220 SH DEFINED 01 02 0 72220 0 AMERICAN POWER CONVERSION COM 029066107 21802 1507741 SH DEFINED 01 1507741 0 0 AMERICAN POWER CONVERSION COM 029066107 3031 209592 SH DEFINED 01 03 0 209592 0 AMERICAN POWER CONVERSION COM 029066107 13671 945456 SH DEFINED 01 05 0 945456 0 MAN E.D & F COM 0294405 6 339 SH DEFINED 01 10 339 0 0 AMERICAN STANDARD COM 029712106 1395 20438 SH DEFINED 01 20438 0 0 AMERICAN STS WATER COM 029899101 1039 29724 SH DEFINED 01 29724 0 0 AMERICAN TOWER CL A COM 029912201 3 355 SH DEFINED 01 355 0 0 AMERICAN TOWER CORP COM 029912201 237 25000 SH DEFINED 01 0 25000 0 AMERICAN WATERWORKS COM 030411102 21006 503125 SH DEFINED 01 503125 0 0 AMERICREDIT COM 03060R101 9456 299684 SH DEFINED 01 299684 0 0 AMERICREDIT COM 03060R101 448 14200 SH DEFINED 01 03 0 14200 0 AMERICREDIT COM 03060R101 177 5600 SH DEFINED 01 05 0 5600 0 AMERON INTL CORP COM 030710107 900 13000 SH DEFINED 01 13000 0 0 AMERON INTL CORP COM 030710107 4 60 SH DEFINED 01 02 0 60 0 AMERON INTL CORP COM 030710107 83 1200 SH DEFINED 01 05 0 1200 0 AMERIPATH COM 03071D109 4170 130274 SH DEFINED 01 130274 0 0 AMERIPATH COM 03071D109 267 8326 SH DEFINED 01 05 0 8326 0 AMERIPATH INC COM 03071D109 5 160 SH DEFINED 01 02 0 160 0 AMERITRADE HLDGS COM 03072H109 6 931 SH DEFINED 01 931 0 0 AMERUS GROUP COM 03072M108 3563 99440 SH DEFINED 01 99440 0 0 AMERUS GROUP COM 03072M108 337 9400 SH DEFINED 01 05 0 9400 0 AMERUS GROUP CO COM 03072M108 4 120 SH DEFINED 01 02 0 120 0 AMERISOURCEBERGEN COM 03073E105 24598 387084 SH DEFINED 01 387084 0 0 AMERISOURCEBERGEN COM 03073E105 18297 287935 SH DEFINED 01 02 0 287935 0 AMERISOURCEBERGEN COM 03073E105 3912 61560 SH DEFINED 01 03 0 61560 0 AMERISOURCEBERGEN COM 03073E105 29596 465719 SH DEFINED 01 05 0 465719 0 ELECTROCOMPO COM 0309644 8 1019 SH DEFINED 01 10 1019 0 0 AMETEK COM 031100100 2437 76454 SH DEFINED 01 76454 0 0 AMETEK COM 031100100 140 4400 SH DEFINED 01 05 0 4400 0 AMETEK INC (NEW) COM 031100100 4 120 SH DEFINED 01 02 0 120 0 AMGEN COM 031162100 248429 4401645 SH DEFINED 01 4401645 0 0 AMGEN COM 031162100 16153 286197 SH DEFINED 01 03 0 286197 0 AMGEN COM 031162100 42256 748716 SH DEFINED 01 05 0 748716 0 AMGEN INC COM 031162100 8353 148000 SH DEFINED 01 0 148000 0 AMGEN INC COM 031162100 205 3622 SH DEFINED 01 02 0 3622 0 AMOY PROPERTIES COM 031175995 45 44000 SH DEFINED 01 44000 0 0 AMKOR TECHNOLOGY COM 031652100 786 49078 SH DEFINED 01 49078 0 0 AMPHENOL CL A COM 032095101 938 19527 SH DEFINED 01 19527 0 0 AMSOUTH BANCORP COM 032165102 136 7229 SH DEFINED 01 7229 0 0 AMSOUTH BANCORP COM 032165102 1691 89474 SH DEFINED 01 03 0 89474 0 AMSOUTH BANCORP COM 032165102 50 2621 SH DEFINED 01 05 0 2621 0 AMVESCAP COM 03235E993 98 6782 SH DEFINED 01 6782 0 0 ANADARKO PETRO COM 032511107 61634 1084140 SH DEFINED 01 1084140 0 0 ANADARKO PETRO COM 032511107 4395 77326 SH DEFINED 01 03 0 77326 0 ANADARKO PETRO COM 032511107 13554 238417 SH DEFINED 01 05 0 238417 0 ANADARKO PETRO CORP COM 032511107 8471 149000 SH DEFINED 01 0 149000 0 ANADARKO PETRO CORP COM 032511107 33775 594100 SH DEFINED 01 02 0 594100 0 ANADIGICS COM 032515108 3 183 SH DEFINED 01 183 0 0 ANALOG DEVICES COM 032654105 46281 1042593 SH DEFINED 01 1042593 0 0 ANALOG DEVICES COM 032654105 19466 438597 SH DEFINED 01 02 0 438597 0 ANALOG DEVICES COM 032654105 4445 100123 SH DEFINED 01 03 0 100123 0 ANALOG DEVICES COM 032654105 335 7538 SH DEFINED 01 05 0 7538 0 ANALOGIC COM 032657207 2900 75297 SH DEFINED 01 75297 0 0 ANALOGIC COM 032657207 193 5000 SH DEFINED 01 05 0 5000 0 ANALYSTS INTERNATION COM 032681108 295 71355 SH DEFINED 01 71355 0 0 ANAREN MICROWAVE COM 032744104 413 23878 SH DEFINED 01 23878 0 0 ANCHOR BANCORP COM 032839102 1275 71859 SH DEFINED 01 71859 0 0 FKI COM 0329459 3 1243 SH DEFINED 01 10 1243 0 0 CARLTON COM 0341925 5 1453 SH DEFINED 01 10 1453 0 0 ANDREW CORP COM 034425108 41 1908 SH DEFINED 01 1908 0 0 ANDREW CORP COM 034425108 7 310 SH DEFINED 01 02 0 310 0 ANDREW CORP COM 034425108 437 19984 SH DEFINED 01 03 0 19984 0 ANDREW CORP COM 034425108 13 585 SH DEFINED 01 05 0 585 0 ANDRX CORP-ANDRX GROUP COM 034553107 13478 191415 SH DEFINED 01 191415 0 0 ANDRX CORP-ANDRX GROUP COM 034553107 20313 288500 SH DEFINED 01 05 0 288500 0 ANDRX CORP-ANDRX GRP COM 034553107 162 2300 SH DEFINED 01 02 0 2300 0 ANGELICA CORP COM 034663104 275 25382 SH DEFINED 01 25382 0 0 AWG - ORD 10P COM 034668996 75 9600 SH DEFINED 01 9600 0 0 ANGLO AMERICAN PLATINU COM 034670992 2421 65000 SH DEFINED 01 65000 0 0 ANGLO AMERICAN PLACE COM 034671990 5744 379093 SH DEFINED 01 379093 0 0 ANGLO AMERICAN PLACE COM 034671990 155 10234 SH DEFINED 01 05 0 10234 0 ANGLO IRISH BANK CRP COM 034675959 154 39800 SH DEFINED 01 39800 0 0 ANGLO IRISH BANK COM 034675991 84 22000 SH DEFINED 01 22000 0 0 ANGLOGOLD ADR COM 035128206 2252 124700 SH DEFINED 01 124700 0 0 ANGLOGOLD ADR COM 035128206 33 1800 SH DEFINED 01 05 0 1800 0 ANHEUSER BUSCH CO COM 035229103 29990 663319 SH DEFINED 01 02 0 663319 0 ANHEUSER-BUSCH COM 035229103 186107 4116492 SH DEFINED 01 4116492 0 0 ANHEUSER-BUSCH COM 035229103 10932 241807 SH DEFINED 01 03 0 241807 0 ANHEUSER-BUSCH COM 035229103 17125 378779 SH DEFINED 01 05 0 378779 0 ANIXTER INTL COM 035290105 5187 178770 SH DEFINED 01 178770 0 0 ANIXTER INTL COM 035290105 139 4800 SH DEFINED 01 05 0 4800 0 ANIXTER INTL INC COM 035290105 4 150 SH DEFINED 01 02 0 150 0 ANNALY MORT MGMT COM 035710409 1904 119000 SH DEFINED 01 119000 0 0 ANNALY MORT MGMT COM 035710409 176 11000 SH DEFINED 01 05 0 11000 0 ANNTAYLOR STORES COM 036115103 6612 188897 SH DEFINED 01 188897 0 0 ANNTAYLOR STORES COM 036115103 161 4600 SH DEFINED 01 05 0 4600 0 ANNTAYLOR STORES COR COM 036115103 7 210 SH DEFINED 01 02 0 210 0 ANSYS COM 03662Q105 1947 79000 SH DEFINED 01 79000 0 0 ANSYS COM 03662Q105 3 120 SH DEFINED 01 02 0 120 0 ANSYS COM 03662Q105 126 5100 SH DEFINED 01 05 0 5100 0 ANTHEM COM 03674B104 12 251 SH DEFINED 01 251 0 0 ANSWERTHINK CONSULTING GROUP COM 036916104 369 56500 SH DEFINED 01 56500 0 0 ANTIGENICS COM 037032109 82 5000 SH DEFINED 01 5000 0 0 AON COM 037389103 67905 1911760 SH DEFINED 01 1911760 0 0 AON COM 037389103 3858 108600 SH DEFINED 01 03 0 108600 0 AON COM 037389103 2783 78369 SH DEFINED 01 05 0 78369 0 AON CORP COM 037389103 4014 113000 SH DEFINED 01 0 113000 0 AON CORP COM 037389103 959 27000 SH DEFINED 01 02 0 27000 0 APACHE COM 037411105 25093 503085 SH DEFINED 01 503085 0 0 APACHE COM 037411105 4087 81928 SH DEFINED 01 03 0 81928 0 APACHE COM 037411105 55259 1107830 SH DEFINED 01 05 0 1107830 0 APACHE CORP COM 037411105 16704 334863 SH DEFINED 01 02 0 334863 0 APACHE CV 2.01% PRF 037411600 12292 267800 SH DEFINED 01 267800 0 0 AIMCO COM 03748R101 427 9345 SH DEFINED 01 0 9345 0 AIMCON STOCK COM 03748R101 8 168 SH DEFINED 01 168 0 0 APOGEE ENTERPRISES COM 037598109 1318 83338 SH DEFINED 01 83338 0 0 APOGEE ENTERPRISES COM 037598109 5 330 SH DEFINED 01 02 0 330 0 APOLLO GROUP CL A COM 037604105 1322 29378 SH DEFINED 01 29378 0 0 APOLLO GROUP CL A COM 037604105 1893 42050 SH DEFINED 01 03 0 42050 0 APOLLO GROUP INC -C COM 037604105 111942 2486999 SH DEFINED 01 02 0 2486999 0 UNIVERSITY OF PHOENIX ONLINE COM 037604204 194 5950 SH DEFINED 01 5950 0 0 APOGENT TECHNOLOGIES COM 03760A101 26175 1014515 SH DEFINED 01 1014515 0 0 APOGENT TECHNOLOGIES COM 03760A101 53890 2088677 SH DEFINED 01 02 0 2088677 0 APOGENT TECHNOLOGIES COM 03760A101 3770 146150 SH DEFINED 01 03 0 146150 0 APOGENT TECHNOLOGIES COM 03760A101 6979 270509 SH DEFINED 01 05 0 270509 0 APPALACHIAN PWR $100 PRF 037735842 1009 10000 SH DEFINED 01 04 0 10000 0 APPALACHIAN PWR $100 PRF 037735859 1117 11000 SH DEFINED 01 04 0 11000 0 APPLE COMPUTER COM 037833100 2687 122720 SH DEFINED 01 122720 0 0 APPLE COMPUTER COM 037833100 1886 86133 SH DEFINED 01 03 0 86133 0 APPLE COMPUTER COM 037833100 55 2524 SH DEFINED 01 05 0 2524 0 APPLEBEES INTL INC COM 037899101 3742 109388 SH DEFINED 01 109388 0 0 APRIA HEALTHCARE GRO COM 037933108 4 180 SH DEFINED 01 02 0 180 0 APRIA HEALTHCARE GROUP COM 037933108 3357 134333 SH DEFINED 01 134333 0 0 APRIA HEALTHCARE GROUP COM 037933108 217 8700 SH DEFINED 01 05 0 8700 0 APPLERA - APP BIOSYS COM 038020103 1685 42900 SH DEFINED 01 02 0 42900 0 APPLERA - APPLIED BIOSYSTEM GR COM 038020103 47806 1217370 SH DEFINED 01 1217370 0 0 APPLERA - APPLIED BIOSYSTEM GR COM 038020103 2043 52034 SH DEFINED 01 03 0 52034 0 APPLERA - APPLIED BIOSYSTEM GR COM 038020103 41772 1063725 SH DEFINED 01 05 0 1063725 0 APPLERA - CELERA GENOMICS GROU COM 038020202 1040 38959 SH DEFINED 01 38959 0 0 APPLERA - CELERA GENOMICS GROU COM 038020202 43 1600 SH DEFINED 01 05 0 1600 0 APPLICA INCORPORATED COM 03815A106 617 68521 SH DEFINED 01 68521 0 0 APPLIED FILMS CORP COM 038197109 889 28450 SH DEFINED 01 28450 0 0 APPLIED FILMS CORP COM 038197109 1 40 SH DEFINED 01 02 0 40 0 APPLIED FILMS CORP COM 038197109 55 1750 SH DEFINED 01 05 0 1750 0 APPLIED IND TECHNOLO COM 03820C105 1056 56648 SH DEFINED 01 56648 0 0 APPLIED IND TECHNOLO COM 03820C105 5 250 SH DEFINED 01 02 0 250 0 APPLIED MATERIALS COM 038222105 295094 7358948 SH DEFINED 01 7358948 0 0 APPLIED MATERIALS COM 038222105 44151 1101022 SH DEFINED 01 02 0 1101022 0 APPLIED MATERIALS COM 038222105 8353 208314 SH DEFINED 01 03 0 208314 0 APPLIED MATERIALS COM 038222105 75533 1883624 SH DEFINED 01 05 0 1883624 0 APPLIED MICRO CIRCUITS COM 03822W109 831 73442 SH DEFINED 01 73442 0 0 APPLIED MICRO CIRCUITS COM 03822W109 829 73247 SH DEFINED 01 03 0 73247 0 APPLIED MICRO CIRCUITS COM 03822W109 24 2145 SH DEFINED 01 05 0 2145 0 APTARGROUP INC COM 038336103 3712 105973 SH DEFINED 01 105973 0 0 AQUILA COM 03840J106 4 251 SH DEFINED 01 251 0 0 GUS PLC COM 0384704 26 2778 SH DEFINED 01 10 2778 0 0 CMG PLC -- (GBP) COM 0384737 5 1419 SH DEFINED 01 10 1419 0 0 ARACRUZ CELULOSE ADR COM 038496204 3511 193104 SH DEFINED 01 193104 0 0 ARACRUZ CELULOSE ADR COM 038496204 89 4894 SH DEFINED 01 05 0 4894 0 ARADIGM COM 038505103 710 100000 SH DEFINED 01 100000 0 0 ARAMARK CORP- CL B COM 038521100 6521 242400 SH DEFINED 01 242400 0 0 ARAMARK CORP- CL B COM 038521100 332 12342 SH DEFINED 01 02 0 12342 0 ARAMARK CORP- CL B COM 038521100 746 27750 SH DEFINED 01 03 0 27750 0 ARAMARK CORP- CL B COM 038521100 3013 111981 SH DEFINED 01 05 0 111981 0 MISYS COM 0385785 6 1305 SH DEFINED 01 10 1305 0 0 ARBITRON INC COM 03875Q108 2940 86069 SH DEFINED 01 86069 0 0 ARBITRON INC COM 03875Q108 7 200 SH DEFINED 01 02 0 200 0 ARCH CHEMICALS INC COM 03937R102 1518 65441 SH DEFINED 01 65441 0 0 ARCH COAL COM 039380100 39 1714 SH DEFINED 01 1714 0 0 ARCHER-DANIELS-MIDLAND COM 039483102 19101 1331113 SH DEFINED 01 1331113 0 0 ARCHER-DANIELS-MIDLAND COM 039483102 2669 185965 SH DEFINED 01 03 0 185965 0 ARCHER-DANIELS-MIDLAND COM 039483102 1293 90086 SH DEFINED 01 05 0 90086 0 ARCHSTONE-SMITH TRUS COM 039583109 4299 163470 SH DEFINED 01 0 163470 0 ARCHSTONE-SMITH TRUST COM 039583109 614 23333 SH DEFINED 01 23333 0 0 ARCTIC CAT COM 039670104 1329 78188 SH DEFINED 01 78188 0 0 ARDEN REALTY COM 039793104 6 208 SH DEFINED 01 208 0 0 AREA BANCSHARES CORP COM 039872106 2 114 SH DEFINED 01 114 0 0 ARENA BRANDS HLD CRP ARENA BRA COM 03999M207 2000 111111 SH DEFINED 01 111111 0 0 ARENA PHARMACEUTICALS COM 040047102 1447 120300 SH DEFINED 01 120300 0 0 ARGONAUT GROUP COM 040157109 1094 55900 SH DEFINED 01 55900 0 0 ARGONAUT GROUP COM 040157109 92 4700 SH DEFINED 01 05 0 4700 0 ARGOSY GAMING COM 040228108 5654 173829 SH DEFINED 01 173829 0 0 ARGOSY GAMING COM 040228108 4 120 SH DEFINED 01 02 0 120 0 ARGOSY GAMING COM 040228108 172 5300 SH DEFINED 01 05 0 5300 0 ARIBA COM 04033V104 564 91620 SH DEFINED 01 91620 0 0 Ariba, Imc. COM 04033v104 1953 317068 SH DEFINED 01 317068 0 0 HAMMERSON COM 0406501 4 629 SH DEFINED 01 10 629 0 0 ARKANSAS BEST COM 040790107 4359 151239 SH DEFINED 01 151239 0 0 ARKANSAS BEST COM 040790107 160 5550 SH DEFINED 01 05 0 5550 0 ARKANSAS BEST CORP COM 040790107 4 150 SH DEFINED 01 02 0 150 0 HANSON COM 0408983 13 1845 SH DEFINED 01 10 1845 0 0 STAGECOACH COM 0414667 4 3754 SH DEFINED 01 10 3754 0 0 HAYS PLC COM 0416102 12 4052 SH DEFINED 01 10 4052 0 0 NEXT COM 0421861 6 444 SH DEFINED 01 10 444 0 0 ARMOR HOLDINGS INC COM 042260109 2407 89169 SH DEFINED 01 89169 0 0 ARMSTRONG WORLD IND COM 042384107 0 88 SH DEFINED 01 88 0 0 REXAM COM 0425045 5 862 SH DEFINED 01 10 862 0 0 ARQULE COM 04269E107 2837 166883 SH DEFINED 01 166883 0 0 ARQULE COM 04269E107 112 6560 SH DEFINED 01 05 0 6560 0 ARQULE INC COM 04269E107 5 280 SH DEFINED 01 02 0 280 0 ARRIS GROUP COM 04269Q100 2124 217571 SH DEFINED 01 217571 0 0 ARRIS GROUP COM 04269Q100 144 14728 SH DEFINED 01 05 0 14728 0 ARRIS GROUP INC COM 04269Q100 5 500 SH DEFINED 01 02 0 500 0 ARRAY BIOPHARMA INC COM 04269X105 1753 118000 SH DEFINED 01 118000 0 0 ARRAY BIOPHARMA INC COM 04269X105 2 130 SH DEFINED 01 02 0 130 0 ARRAY BIOPHARMA INC COM 04269X105 106 7100 SH DEFINED 01 05 0 7100 0 ARRK CORPORATION COM 042700997 170 4000 SH DEFINED 01 4000 0 0 ARROW ELECTRONICS COM 042735100 90 3030 SH DEFINED 01 3030 0 0 ARROW FINANCIAL CORP COM 042744102 759 26000 SH DEFINED 01 26000 0 0 ARROW FINANCIAL CORP COM 042744102 5 160 SH DEFINED 01 02 0 160 0 ARROW FINANCIAL CORP COM 042744102 70 2400 SH DEFINED 01 05 0 2400 0 ARROW INTL COM 042764100 191 4776 SH DEFINED 01 4776 0 0 ARROW INTL COM 042764100 40 1000 SH DEFINED 01 05 0 1000 0 ART TECH GROUP COM 04289L107 1 318 SH DEFINED 01 318 0 0 ARTISAN COMPONENTS COM 042923102 1943 123000 SH DEFINED 01 123000 0 0 ARTESYN TECHNOLOGIES COM 043127109 1052 113001 SH DEFINED 01 113001 0 0 ARTHROCARE COM 043136100 1206 67262 SH DEFINED 01 67262 0 0 ARVINMERITOR INC COM 043353101 1594 81120 SH DEFINED 01 81120 0 0 ARVINMERITOR INC COM 043353101 8 400 SH DEFINED 01 02 0 400 0 ARVINMERITOR INC COM 043353101 112 5700 SH DEFINED 01 05 0 5700 0 ASCENTIAL SOFTWARE COM 04362P108 275 68000 SH DEFINED 01 0 68000 0 ASCENTIAL SOFTWARE CORPORATION COM 04362P108 33 8356 SH DEFINED 01 8356 0 0 ASHLAND INC COM 044204105 61 1327 SH DEFINED 01 1327 0 0 ASHLAND INC COM 044204105 781 16950 SH DEFINED 01 03 0 16950 0 ASHLAND INC COM 044204105 23 496 SH DEFINED 01 05 0 496 0 EXEL PLC COM 0448688 8 698 SH DEFINED 01 10 698 0 0 ASHWORTH INC COM 04516H101 307 38920 SH DEFINED 01 38920 0 0 ASK JEEVES INC COM 045174109 0 128 SH DEFINED 01 128 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 594 153134 SH DEFINED 01 153134 0 0 ASPEN TECH COM 045327103 2 140 SH DEFINED 01 02 0 140 0 ASPEN TECHNOLOGY COM 045327103 3865 230077 SH DEFINED 01 230077 0 0 ASPEN TECHNOLOGY COM 045327103 124 7373 SH DEFINED 01 05 0 7373 0 IMPERIAL TOBACCO GROUP PLC COM 0454492 10 730 SH DEFINED 01 10 730 0 0 ASSO BANCORP COM 045487105 1257 35619 SH DEFINED 01 35619 0 0 ASSURANCES GENERALES DE FRANCE COM 045611993 729 15200 SH DEFINED 01 15200 0 0 IMI COM 0457963 3 764 SH DEFINED 01 10 764 0 0 AT HOME CORP - SERIES A COM 045919107 0 1644 SH DEFINED 01 1644 0 0 IMPERIAL CHE COM 0459497 9 1721 SH DEFINED 01 10 1721 0 0 ASTEC INDS INC COM 046224101 836 57838 SH DEFINED 01 57838 0 0 ASTORIA FINANCIAL COM 046265104 9397 355094 SH DEFINED 01 355094 0 0 ASTORIA FINANCIAL COM 046265104 434 16400 SH DEFINED 01 03 0 16400 0 ASTORIA FINANCIAL COM 046265104 169 6400 SH DEFINED 01 05 0 6400 0 ASTRAZENECA COM 046322996 681 15100 SH DEFINED 01 15100 0 0 ASTROPOWER INC COM 04644A101 1713 42376 SH DEFINED 01 42376 0 0 ASUSTEK COMPUTER COM 046470993 4225 966250 SH DEFINED 01 966250 0 0 ASUSTEK 144A GDR GB;ASKD/U COM 04648R100 130 29000 SH DEFINED 01 05 0 29000 0 ASYST COM 04648X107 1 64 SH DEFINED 01 64 0 0 JOHNSON MATT COM 0476407 7 476 SH DEFINED 01 10 476 0 0 AGILITI SERIES C CV PRF 047800XX0 1913 2250000 SH DEFINED 01 2250000 0 0 AGILITI SERIES C CV PRF 047800XX0 2337 2750000 SH DEFINED 01 05 0 2750000 0 ATLANTIC COAST AIRLI COM 048396105 5 200 SH DEFINED 01 02 0 200 0 ATLANTIC COAST AIRLINES HOLDIN COM 048396105 6629 284623 SH DEFINED 01 284623 0 0 ATLANTIC COAST AIRLINES HOLDIN COM 048396105 221 9500 SH DEFINED 01 05 0 9500 0 ATLAS AIR WORLDWIDE COM 049164106 19 1309 SH DEFINED 01 1309 0 0 ATMEL COM 049513104 806 101714 SH DEFINED 01 101714 0 0 ATMOS ENERGY CORP COM 049560105 13186 620523 SH DEFINED 01 620523 0 0 ATRIX LABORATORIES COM 04962L101 169 8200 SH DEFINED 01 8200 0 0 HILTON GROUP COM 0500254 11 3429 SH DEFINED 01 10 3429 0 0 ATWOOD OCEANICS COM 050095108 1422 40790 SH DEFINED 01 40790 0 0 ATWOOD OCEANICS COM 050095108 3 100 SH DEFINED 01 02 0 100 0 LAND SECURIT COM 0504502 15 1277 SH DEFINED 01 10 1277 0 0 AUDIOVOX CORP COM 050757103 504 67558 SH DEFINED 01 67558 0 0 AUGUST TECH CORP COM 05106U105 1689 153000 SH DEFINED 01 153000 0 0 AUGUST TECH CORP COM 05106U105 3 250 SH DEFINED 01 02 0 250 0 AUGUST TECH CORP COM 05106U105 109 9900 SH DEFINED 01 05 0 9900 0 AURIGIN SYSTEMS 2.46% PRF 051400XX2 0 2285975 SH DEFINED 01 2285975 0 0 AURIGIN SYSTEMS 2.46% PRF 051400XX2 0 3811586 SH DEFINED 01 05 0 3811586 0 AURORA FOODS RESTRCT COM 05164B999 492 97410 SH DEFINED 01 0 97410 0 AURORA FOODS RESTRCT COM 05164B999 430 85034 SH DEFINED 01 02 0 85034 0 AURORA FOODS RESTRCT COM 05164B999 626 123975 SH DEFINED 01 05 0 123975 0 AURORA FOODS RESTRICTED 144A COM 05164B999 739 146435 SH DEFINED 01 146435 0 0 AURORA FOODS RESTRICTED 144A COM 05164B999 187 36890 SH DEFINED 01 05 0 36890 0 AUSPEX SYSTEMS COM 052116100 580 322000 SH DEFINED 01 322000 0 0 LOGICA COM 0522708 10 1051 SH DEFINED 01 10 1051 0 0 AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 1078 118200 SH DEFINED 01 118200 0 0 AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 3530 387200 SH DEFINED 01 03 0 387200 0 AUTODESK COM 052769106 88 2365 SH DEFINED 01 2365 0 0 AUTODESK COM 052769106 502 13456 SH DEFINED 01 03 0 13456 0 AUTODESK COM 052769106 15 395 SH DEFINED 01 05 0 395 0 AUTOGRILL SPA COM 052775996 49 5300 SH DEFINED 01 5300 0 0 AUTOMATIC DATA PROC. COM 053015103 374 6339 SH DEFINED 01 02 0 6339 0 AUTOMATIC DATA PROCESSING COM 053015103 453251 7695261 SH DEFINED 01 7695261 0 0 AUTOMATIC DATA PROCESSING COM 053015103 9329 158389 SH DEFINED 01 03 0 158389 0 AUTOMATIC DATA PROCESSING COM 053015103 100562 1707335 SH DEFINED 01 05 0 1707335 0 AUTONATION COM 05329W102 3238 262629 SH DEFINED 01 262629 0 0 AUTONATION COM 05329W102 174 14100 SH DEFINED 01 03 0 14100 0 AUTONATION COM 05329W102 68 5500 SH DEFINED 01 05 0 5500 0 AUTOSTRADE SPA COM 053309993 212 30476 SH DEFINED 01 30476 0 0 COMPASS GROUP COM 0533153 44 5815 SH DEFINED 01 10 5815 0 0 AUTOZONE COM 053332102 153 2128 SH DEFINED 01 2128 0 0 AUTOZONE COM 053332102 1900 26469 SH DEFINED 01 03 0 26469 0 AUTOZONE COM 053332102 56 775 SH DEFINED 01 05 0 775 0 AVALONBAY COMMUNITIES COM 053484101 301 6361 SH DEFINED 01 6361 0 0 AVANT! CORP COM 053487104 2287 111617 SH DEFINED 01 111617 0 0 AVANEX CORP COM 05348W109 1 111 SH DEFINED 01 111 0 0 AVANT IMMUNOTHERAPEU COM 053491106 2 610 SH DEFINED 01 02 0 610 0 AVAYA INC COM 053499109 67 5524 SH DEFINED 01 5524 0 0 AVAYA INC COM 053499109 856 70438 SH DEFINED 01 03 0 70438 0 AVAYA INC COM 053499109 25 2064 SH DEFINED 01 05 0 2064 0 Advantgo COM 05349M100 314 179426 SH DEFINED 01 179426 0 0 AVENTIS COM 053561999 18713 263543 SH DEFINED 01 263543 0 0 AVENTIS COM 053561999 4557 64183 SH DEFINED 01 03 0 64183 0 AVENTIS COM 053561999 24591 346310 SH DEFINED 01 05 0 346310 0 AVERY DENNISON CORP COM 053611109 122 2169 SH DEFINED 01 2169 0 0 AVERY DENNISON CORP COM 053611109 1525 26980 SH DEFINED 01 03 0 26980 0 AVERY DENNISON CORP COM 053611109 45 790 SH DEFINED 01 05 0 790 0 AVICI SYSTEMS INC COM 05367L109 1 270 SH DEFINED 01 270 0 0 AVID TECH COM 05367P100 933 76787 SH DEFINED 01 76787 0 0 AVIRON COM 053762100 8 170 SH DEFINED 01 170 0 0 AVISTA CORP COM 05379B107 1861 140343 SH DEFINED 01 140343 0 0 AVNET COM 053807103 2013 79051 SH DEFINED 01 79051 0 0 AVNET COM 053807103 160 6300 SH DEFINED 01 05 0 6300 0 AVOCENT CORPORATION COM 053893103 34 1422 SH DEFINED 01 1422 0 0 AVOCENT CORPORATION COM 053893103 2 95 SH DEFINED 01 02 0 95 0 HSBC HLDGS COM 0540528 305 26018 SH DEFINED 01 10 26018 0 0 AVON PRODUCTS COM 054303102 36271 780020 SH DEFINED 01 780020 0 0 AVON PRODUCTS COM 054303102 363 7800 SH DEFINED 01 02 0 7800 0 AVON PRODUCTS COM 054303102 2697 58000 SH DEFINED 01 03 0 58000 0 AVON PRODUCTS COM 054303102 103 2221 SH DEFINED 01 05 0 2221 0 AXA COM 054536107 1 24 SH DEFINED 01 05 0 24 0 AXA COM 054537998 3921 187610 SH DEFINED 01 03 0 187610 0 AWARE INC COM 05453N100 2148 258845 SH DEFINED 01 258845 0 0 AWARE INC COM 05453N100 2 280 SH DEFINED 01 02 0 280 0 AWARE INC COM 05453N100 93 11200 SH DEFINED 01 05 0 11200 0 AXCELIS TECHNOLOGIES COM 054540109 5380 417330 SH DEFINED 01 417330 0 0 AXCELIS TECHNOLOGIES COM 054540109 101 7850 SH DEFINED 01 05 0 7850 0 AZTAR COM 054802103 4007 218933 SH DEFINED 01 218933 0 0 AZTAR COM 054802103 116 6364 SH DEFINED 01 05 0 6364 0 AZTAR CORP COM 054802103 4 220 SH DEFINED 01 02 0 220 0 BB&T COM 054937107 3004 83198 SH DEFINED 01 83198 0 0 BB&T COM 054937107 4017 111236 SH DEFINED 01 03 0 111236 0 BB&T COM 054937107 118 3259 SH DEFINED 01 05 0 3259 0 BB&T CORP COM 054937107 515 14259 SH DEFINED 01 02 0 14259 0 BCE COM 055340996 167 7400 SH DEFINED 01 7400 0 0 BANCO ESPIRITO SANTO (BES) COM 055349997 45 3500 SH DEFINED 01 3500 0 0 BCE INC COM 05534B109 22800 1000000 SH DEFINED 01 1000000 0 0 BEI TECHNOLOGIES INC COM 05538P104 743 42578 SH DEFINED 01 42578 0 0 BISYS GROUP COM 055472104 22403 350096 SH DEFINED 01 350096 0 0 BISYS GROUP COM 055472104 100306 1567500 SH DEFINED 01 02 0 1567500 0 BISYS GROUP COM 055472104 1753 27400 SH DEFINED 01 03 0 27400 0 BISYS GROUP COM 055472104 22979 359100 SH DEFINED 01 05 0 359100 0 BJ SERVICES COM 055482103 1953 60187 SH DEFINED 01 60187 0 0 BJ`S WHOLESALE CLUB COM 05548J106 895 20279 SH DEFINED 01 20279 0 0 BAYERISCHE MOTOREN WERKE COM 055501993 5514 156618 SH DEFINED 01 156618 0 0 BAYERISCHE MOTOREN WERKE COM 055501993 4548 129149 SH DEFINED 01 03 0 129149 0 BAYERISCHE MOTOREN WERKE COM 055501993 6005 170510 SH DEFINED 01 05 0 170510 0 BMC INDUSTRIES COM 055607105 164 79786 SH DEFINED 01 79786 0 0 BOK FINANCIAL CORP COM 05561Q201 1996 63340 SH DEFINED 01 63340 0 0 BOK FINANCIAL CORP COM 05561Q201 5 144 SH DEFINED 01 02 0 144 0 BOK FINANCIAL CORP COM 05561Q201 145 4600 SH DEFINED 01 05 0 4600 0 BP ADR COM 055622104 36743 790000 SH DEFINED 01 790000 0 0 BP ADR COM 055622104 842 18100 SH DEFINED 01 03 0 18100 0 BP ADR COM 055622104 1529 32877 SH DEFINED 01 05 0 32877 0 BP PLC ADR COM 055622104 7900 169860 SH DEFINED 01 0 169860 0 BP PLC ADR COM 055622104 530 11400 SH DEFINED 01 02 0 11400 0 BP COM 055622997 47704 6138042 SH DEFINED 01 6138042 0 0 BP COM 055622997 8795 1131736 SH DEFINED 01 03 0 1131736 0 BP COM 055622997 39866 5129566 SH DEFINED 01 05 0 5129566 0 BRE PROPERTIES CL A COM 05564E106 1737 56075 SH DEFINED 01 56075 0 0 BRE PROPERTIES CL A COM 05564E106 152 4900 SH DEFINED 01 05 0 4900 0 BT GROUP PLC COM 055885990 167 45378 SH DEFINED 01 45378 0 0 BT GROUP PLC COM 055885990 3418 928348 SH DEFINED 01 03 0 928348 0 BMC SOFTWARE COM 055921100 18855 1151832 SH DEFINED 01 1151832 0 0 BMC SOFTWARE COM 055921100 3117 190363 SH DEFINED 01 03 0 190363 0 BMC SOFTWARE COM 055921100 327 19975 SH DEFINED 01 05 0 19975 0 BMC SOFTWARE INC COM 055921100 977 59670 SH DEFINED 01 02 0 59670 0 LEGAL & GENE COM 0560399 32 13721 SH DEFINED 01 10 13721 0 0 MARKS & SPEN COM 0565402 40 7693 SH DEFINED 01 10 7693 0 0 BAKER HUGHES COM 057224107 61672 1691024 SH DEFINED 01 1691024 0 0 BAKER HUGHES COM 057224107 1459 40000 SH DEFINED 01 02 0 40000 0 BAKER HUGHES COM 057224107 4550 124765 SH DEFINED 01 03 0 124765 0 BAKER HUGHES COM 057224107 2614 71690 SH DEFINED 01 05 0 71690 0 CENTRICA COM 0573438 35 10702 SH DEFINED 01 10 10702 0 0 UNILEVER COM 0574873 67 8105 SH DEFINED 01 10 8105 0 0 BALDOR ELECTRIC COM 057741100 2272 108724 SH DEFINED 01 108724 0 0 BALL COM 058498106 11896 168268 SH DEFINED 01 168268 0 0 BALL COM 058498106 1162 16427 SH DEFINED 01 03 0 16427 0 BALL COM 058498106 431 6097 SH DEFINED 01 05 0 6097 0 BALL CORP COM 058498106 7 100 SH DEFINED 01 02 0 100 0 BALLY TOTAL FITNESS COM 05873K108 1851 85840 SH DEFINED 01 85840 0 0 BAM ENTERTAINMENT IN COM 059361105 550 66200 SH DEFINED 01 66200 0 0 BANCO BILBAO SA COM 059455998 128 10329 SH DEFINED 01 10329 0 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 15404 1838439 SH DEFINED 01 1838439 0 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 1864 222421 SH DEFINED 01 03 0 222421 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 12188 1454668 SH DEFINED 01 05 0 1454668 0 BANCA FIDEURAM SPA COM 059628990 96 12000 SH DEFINED 01 12000 0 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 2469 2217300 SH DEFINED 01 2217300 0 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 67 60400 SH DEFINED 01 05 0 60400 0 BANCORPSOUTH INC COM 059692103 10 605 SH DEFINED 01 605 0 0 BANDAG, INC. COM 059815100 23 666 SH DEFINED 01 666 0 0 BANDWIDTH9 SERIES F PRF 0600001A4 13000 1413043 SH DEFINED 01 1413043 0 0 BANK OF AMERICA COM 060505104 570613 9064556 SH DEFINED 01 9064556 0 0 BANK OF AMERICA COM 060505104 27735 440585 SH DEFINED 01 03 0 440585 0 BANK OF AMERICA COM 060505104 168442 2675804 SH DEFINED 01 05 0 2675804 0 BANK OF AMERICA CORP COM 060505104 19011 302000 SH DEFINED 01 0 302000 0 BANK OF AMERICA CORP COM 060505104 82384 1308697 SH DEFINED 01 02 0 1308697 0 CADBURY SCHW COM 0610700 34 5400 SH DEFINED 01 10 5400 0 0 INTERNATIONAL POWER COM 0632016 8 2704 SH DEFINED 01 10 2704 0 0 BANK OF NEW YORK COM 064057102 1226 30041 SH DEFINED 01 30041 0 0 BANK OF NEW YORK COM 064057102 7377 180819 SH DEFINED 01 03 0 180819 0 BANK OF NEW YORK COM 064057102 216 5298 SH DEFINED 01 05 0 5298 0 BANK OF NOVA SCOTIA COM 064100993 736 24000 SH DEFINED 01 24000 0 0 BANK ONE COM 06423A103 21440 549042 SH DEFINED 01 549042 0 0 BANK ONE COM 06423A103 12383 317091 SH DEFINED 01 03 0 317091 0 BANK ONE COM 06423A103 25203 645388 SH DEFINED 01 05 0 645388 0 BANK ONE CORP COM 06423A103 8630 221000 SH DEFINED 01 0 221000 0 BANK ONE CORP COM 06423A103 329 8425 SH DEFINED 01 02 0 8425 0 BANK POLSKA KASA OPIEKI COM 064269996 2396 118512 SH DEFINED 01 118512 0 0 BANK POLSKA KASA OPIEKI COM 064269996 65 3236 SH DEFINED 01 05 0 3236 0 UTD UTILITIE COM 0646233 12 1301 SH DEFINED 01 10 1301 0 0 BANKATLANTIC CL A COM 065908501 1436 156463 SH DEFINED 01 156463 0 0 BANKATLANTIC CL A COM 065908501 5 510 SH DEFINED 01 02 0 510 0 BANKATLANTIC CL A COM 065908501 126 13737 SH DEFINED 01 05 0 13737 0 ROYAL&SUN COM 0661689 12 2011 SH DEFINED 01 10 2011 0 0 BANK OF IRELAND COM 066206996 477 50400 SH DEFINED 01 50400 0 0 BANKNORTH GROUP COM 06646R107 3059 135851 SH DEFINED 01 135851 0 0 BANKNORTH GROUP COM 06646R107 3128 138900 SH DEFINED 01 05 0 138900 0 BANKNORTH GROUP INC COM 06646R107 59 2600 SH DEFINED 01 02 0 2600 0 BANKUNITED FINANCIAL COM 06652B103 5 330 SH DEFINED 01 02 0 330 0 PACE MICRO 144A COM 0667278 3 528 SH DEFINED 01 10 528 0 0 BANTA CORP COM 066821109 24 799 SH DEFINED 01 799 0 0 BNP PARIBAS COM 067250993 21441 239609 SH DEFINED 01 239609 0 0 BNP PARIBAS COM 067250993 5004 55921 SH DEFINED 01 03 0 55921 0 BNP PARIBAS COM 067250993 29326 327722 SH DEFINED 01 05 0 327722 0 C R BARD INC COM 067383109 63 980 SH DEFINED 01 980 0 0 C R BARD INC COM 067383109 809 12548 SH DEFINED 01 03 0 12548 0 C R BARD INC COM 067383109 24 368 SH DEFINED 01 05 0 368 0 BARCLAYS COM 06738E105 16674 503607 SH DEFINED 01 503607 0 0 BARCLAYS COM 06738E105 18087 546278 SH DEFINED 01 05 0 546278 0 BANK SINOPAC COM 067752998 2184 5234000 SH DEFINED 01 5234000 0 0 PEARSON COM 0677608 25 2130 SH DEFINED 01 10 2130 0 0 BARNES & NOBLE COM 067774109 65 2217 SH DEFINED 01 2217 0 0 BARNES GROUP COM 067806109 1302 54291 SH DEFINED 01 54291 0 0 BARNESANDNOBLE.COM COM 067846105 0 105 SH DEFINED 01 105 0 0 BARRICK GOLD COM 067901108 7471 468435 SH DEFINED 01 468435 0 0 BARRICK GOLD COM 067901108 2099 131601 SH DEFINED 01 03 0 131601 0 BARRICK GOLD COM 067901108 62 3856 SH DEFINED 01 05 0 3856 0 P & O COM 0680048 5 1520 SH DEFINED 01 10 1520 0 0 BARON ASSET COM 068278100 81455 1832089 SH DEFINED 01 03 0 1832089 0 BARPLATS INVESTMENTS COM 068299999 371 1183200 SH DEFINED 01 1183200 0 0 BARR LABORATORIES COM 068306109 105 1332 SH DEFINED 01 1332 0 0 BARRA COM 068313105 5745 122018 SH DEFINED 01 122018 0 0 BARRA COM 068313105 148 3150 SH DEFINED 01 05 0 3150 0 BARRA INC COM 068313105 2 50 SH DEFINED 01 02 0 50 0 PILKINGTON COM 0688462 4 2433 SH DEFINED 01 10 2433 0 0 SCOT POWER COM 0690070 28 4978 SH DEFINED 01 10 4978 0 0 BASF COM 069730992 6935 186085 SH DEFINED 01 186085 0 0 BASF COM 069730992 8973 240791 SH DEFINED 01 05 0 240791 0 BASSETT FURN IND. COM 070203104 1016 72575 SH DEFINED 01 72575 0 0 BASSETT FURN IND. COM 070203104 49 3500 SH DEFINED 01 05 0 3500 0 PRUDENTIAL COM 0709954 61 5244 SH DEFINED 01 10 5244 0 0 BAUSCH & LOMB COM 071707103 46 1210 SH DEFINED 01 1210 0 0 BAUSCH & LOMB COM 071707103 496 13164 SH DEFINED 01 03 0 13164 0 BAUSCH & LOMB COM 071707103 14 385 SH DEFINED 01 05 0 385 0 BAXTER INTL COM 071813109 197655 3685522 SH DEFINED 01 3685522 0 0 BAXTER INTL COM 071813109 9141 170444 SH DEFINED 01 03 0 170444 0 BAXTER INTL COM 071813109 45039 839785 SH DEFINED 01 05 0 839785 0 BAXTER INTL INC COM 071813109 20433 381000 SH DEFINED 01 0 381000 0 BAXTER INTL INC COM 071813109 26283 490100 SH DEFINED 01 02 0 490100 0 RIO TINTO COM 0718875 57 2964 SH DEFINED 01 10 2964 0 0 VODAFONE GROUP PLC COM 0719210 496 189436 SH DEFINED 01 10 189436 0 0 RANK GROUP COM 0724076 6 1688 SH DEFINED 01 10 1688 0 0 RMC GROUP COM 0726641 5 569 SH DEFINED 01 10 569 0 0 BAYCORP HOLDINGS LTD COM 072728108 0 28 SH DEFINED 01 05 0 28 0 BAYERISCHE HYPO-UND VEREINSBAN COM 072735996 243 8000 SH DEFINED 01 8000 0 0 RECKITT BENCKISER PLC COM 0727871 12 797 SH DEFINED 01 10 797 0 0 REED COM 0730835 29 3489 SH DEFINED 01 10 3489 0 0 RENTOKIL INI COM 0732712 21 5118 SH DEFINED 01 10 5118 0 0 BANCA NAZIONALE DEL LAVORO (BN COM 073301996 192 95000 SH DEFINED 01 95000 0 0 BE AEROSPACE COM 073302101 1831 199571 SH DEFINED 01 199571 0 0 BE AEROSPACE COM 073302101 3 380 SH DEFINED 01 02 0 380 0 BE AEROSPACE COM 073302101 59 6400 SH DEFINED 01 05 0 6400 0 BE FREE INC COM 073308108 0 110 SH DEFINED 01 110 0 0 BEA SYSTEMS COM 073325102 6199 402287 SH DEFINED 01 402287 0 0 BEA SYSTEMS COM 073325102 7494 486300 SH DEFINED 01 05 0 486300 0 BEA SYSTEMS INC COM 073325102 68 4400 SH DEFINED 01 02 0 4400 0 BEAR STEARNS COMPANIES COM 073902108 10191 173800 SH DEFINED 01 173800 0 0 BEAR STEARNS COMPANIES COM 073902108 1977 33711 SH DEFINED 01 03 0 33711 0 BEAR STEARNS COMPANIES COM 073902108 286 4877 SH DEFINED 01 05 0 4877 0 ROYAL BK SCO COM 0754783 183 7535 SH DEFINED 01 10 7535 0 0 BEBE STORES INC COM 075571109 2 102 SH DEFINED 01 102 0 0 BEC WORLD PUBLIC COM 075675991 1879 403400 SH DEFINED 01 403400 0 0 BEC WORLD PUBLIC COM 075675991 46 9900 SH DEFINED 01 05 0 9900 0 BECKMAN COULTER INC COM 075811109 87 1958 SH DEFINED 01 1958 0 0 BECTON, DICKINSON & CO COM 075887109 894 26962 SH DEFINED 01 26962 0 0 BECTON, DICKINSON & CO COM 075887109 2104 63479 SH DEFINED 01 03 0 63479 0 BECTON, DICKINSON & CO COM 075887109 62 1860 SH DEFINED 01 05 0 1860 0 BED BATH & BEYOND COM 075896100 9698 286049 SH DEFINED 01 286049 0 0 BED BATH & BEYOND COM 075896100 2414 71211 SH DEFINED 01 03 0 71211 0 BED BATH & BEYOND COM 075896100 13600 401187 SH DEFINED 01 05 0 401187 0 BED BATH & BEYOND IN COM 075896100 881 26000 SH DEFINED 01 0 26000 0 BED BATH & BEYOND IN COM 075896100 115 3400 SH DEFINED 01 02 0 3400 0 SAINSBURY(J) COM 0767640 24 4514 SH DEFINED 01 10 4514 0 0 BEIJING DATANG POWER GENERATIO COM 076840990 2793 8712000 SH DEFINED 01 8712000 0 0 BEIJING DATANG POWER GENERATIO COM 076840990 76 238000 SH DEFINED 01 05 0 238000 0 BEL FUSE CL A COM 077347300 3611 144172 SH DEFINED 01 144172 0 0 BEL FUSE CL A COM 077347300 338 13500 SH DEFINED 01 05 0 13500 0 BELDEN INC COM 077459105 1708 72514 SH DEFINED 01 72514 0 0 BELL MICRPROD INC COM 078137106 629 49878 SH DEFINED 01 49878 0 0 SCOT & NEWCA COM 0783969 7 910 SH DEFINED 01 10 910 0 0 SCOT & SOUTH COM 0790873 11 1202 SH DEFINED 01 10 1202 0 0 BP PLC COM 0798059 485 62431 SH DEFINED 01 10 62431 0 0 SSL INTERNATIONAL COM 0798112 3 402 SH DEFINED 01 10 402 0 0 BELL SOUTH COM 079860102 6302 165184 SH DEFINED 01 0 165184 0 BELL SOUTH COM 079860102 20962 549480 SH DEFINED 01 02 0 549480 0 BELLSOUTH COM 079860102 167861 4400001 SH DEFINED 01 4400001 0 0 BELLSOUTH COM 079860102 19214 503639 SH DEFINED 01 03 0 503639 0 BELLSOUTH COM 079860102 1148 30081 SH DEFINED 01 05 0 30081 0 BELLSYSTEM 24 INC COM 079869996 93 250 SH DEFINED 01 250 0 0 SAGE GROUP PLC COM 0802165 10 3029 SH DEFINED 01 10 3029 0 0 SHELL TRAN COM 0803414 93 13571 SH DEFINED 01 10 13571 0 0 BELO CORP COM 080555105 63 3365 SH DEFINED 01 3365 0 0 INVENSYS COM 0807041 15 8574 SH DEFINED 01 10 8574 0 0 SLOUGH ESTAT COM 0814104 4 897 SH DEFINED 01 10 897 0 0 BEMIS CO COM 081437105 52 1056 SH DEFINED 01 1056 0 0 BEMIS CO COM 081437105 637 12962 SH DEFINED 01 03 0 12962 0 BEMIS CO COM 081437105 19 379 SH DEFINED 01 05 0 379 0 BENCHMARK ELECTRONIC COM 08160H101 1099 57945 SH DEFINED 01 57945 0 0 BENCHMARK ELECTRONIC COM 08160H101 3 170 SH DEFINED 01 02 0 170 0 BENEDEK COM WARRANTS EXP 7-01- COM 08170W114 140 70000 SH DEFINED 01 70000 0 0 SMITHS GROUP COM 0818270 13 1293 SH DEFINED 01 10 1293 0 0 BENETTON GROUP COM 081911992 68 6000 SH DEFINED 01 6000 0 0 GRANADA PLC COM 0827566 14 6738 SH DEFINED 01 10 6738 0 0 CORUS GROUP COM 0828053 8 7377 SH DEFINED 01 10 7377 0 0 ANGLIAN WATE COM 0843443 5 594 SH DEFINED 01 10 594 0 0 WR BERKLEY COM 084423102 843 15690 SH DEFINED 01 15690 0 0 BERKSHIRE HATHAWAY I COM 084670108 227 3 SH DEFINED 01 3 0 0 BERKSHIRE HATHAWAY I COM 084670108 45360 600 SH DEFINED 01 05 0 600 0 BERKSHIRE HATHAWAY B COM 084670207 737 292 SH DEFINED 01 02 0 292 0 BERKSHIRE HATHAWAY CL B COM 084670207 28118 11136 SH DEFINED 01 11136 0 0 BERKSHIRE HATHAWAY CL B COM 084670207 1136 450 SH DEFINED 01 03 0 450 0 BERKSHIRE HATHAWAY CL B COM 084670207 37875 15000 SH DEFINED 01 05 0 15000 0 BERU AG COM 086066990 154 3500 SH DEFINED 01 3500 0 0 BEST BUY COM 086516101 197825 2656098 SH DEFINED 01 2656098 0 0 BEST BUY COM 086516101 5509 73971 SH DEFINED 01 03 0 73971 0 BEST BUY COM 086516101 72590 974617 SH DEFINED 01 05 0 974617 0 BEST BUY CO COM 086516101 670 9000 SH DEFINED 01 0 9000 0 BEST BUY CO COM 086516101 586 7861 SH DEFINED 01 02 0 7861 0 BESTEL WTS 5/15/05 COM 08658T112 480 4000 SH DEFINED 01 4000 0 0 BESTEL WTS 5/15/05 COM 08658T112 120 1000 SH DEFINED 01 05 0 1000 0 LLOYDS TSB G COM 0870612 168 15459 SH DEFINED 01 10 15459 0 0 BETHLEHEM STEEL COM 087509105 0 317 SH DEFINED 01 317 0 0 TATE & LYLE COM 0875413 5 996 SH DEFINED 01 10 996 0 0 BG COM 0876289 38 9331 SH DEFINED 01 10 9331 0 0 MARCONI COM 0877431 4 6498 SH DEFINED 01 10 6498 0 0 TAYLOR WOODR COM 0878230 2 879 SH DEFINED 01 10 879 0 0 BEVERLY ENTERPRISES COM 087851309 4 516 SH DEFINED 01 516 0 0 TESCO COM 0884709 70 19219 SH DEFINED 01 10 19219 0 0 BHP BILLITON COM 088606991 12867 2393937 SH DEFINED 01 2393937 0 0 BHP BILLITON COM 088606991 2158 401408 SH DEFINED 01 03 0 401408 0 BHP BILLITON COM 088606991 23047 4287966 SH DEFINED 01 05 0 4287966 0 3I GROUP PLC COM 0888693 18 1400 SH DEFINED 01 10 1400 0 0 BIG LOTS COM 089302103 3311 318420 SH DEFINED 01 318420 0 0 BIG LOTS COM 089302103 291 27949 SH DEFINED 01 03 0 27949 0 BIG LOTS COM 089302103 302 29019 SH DEFINED 01 05 0 29019 0 BINDVIEW DEVEL CORP COM 090327107 0 150 SH DEFINED 01 150 0 0 BHP BILLITON COM 090525999 3923 772261 SH DEFINED 01 772261 0 0 BHP BILLITON COM 090525999 99 19536 SH DEFINED 01 05 0 19536 0 BHP BILLITON COM 090527995 2736 538670 SH DEFINED 01 538670 0 0 BHP BILLITON COM 090527995 2832 557688 SH DEFINED 01 03 0 557688 0 BIO TECH GENERAL COM 090578105 1416 171961 SH DEFINED 01 171961 0 0 BIOGEN COM 090597105 143342 2499412 SH DEFINED 01 2499412 0 0 BIOGEN COM 090597105 6198 108063 SH DEFINED 01 03 0 108063 0 BIOGEN COM 090597105 44961 783966 SH DEFINED 01 05 0 783966 0 BIOGEN INC COM 090597105 49522 863497 SH DEFINED 01 02 0 863497 0 BIOMET COM 090613100 145785 4717942 SH DEFINED 01 4717942 0 0 BIOMET COM 090613100 6701 216839 SH DEFINED 01 02 0 216839 0 BIOMET COM 090613100 8881 287424 SH DEFINED 01 03 0 287424 0 BIOMET COM 090613100 55705 1802765 SH DEFINED 01 05 0 1802765 0 BIOMARIN PHARMACEUTI COM 09061G101 2 125 SH DEFINED 01 125 0 0 BIOVAIL COM 090675992 1064 19100 SH DEFINED 01 03 0 19100 0 BIOVAIL CORP COM 09067J109 133 2358 SH DEFINED 01 2358 0 0 BIRCH TELECOM WTS COM 09069B112 0 14000 SH DEFINED 01 14000 0 0 BIRCH TELECOM WTS COM 09069B112 0 2000 SH DEFINED 01 05 0 2000 0 BIOSITE INC COM 090945106 2 100 SH DEFINED 01 02 0 100 0 BLACK & DECKER COM 091797100 58 1539 SH DEFINED 01 1539 0 0 BLACK & DECKER COM 091797100 739 19590 SH DEFINED 01 03 0 19590 0 BLACK & DECKER COM 091797100 22 573 SH DEFINED 01 05 0 573 0 BLACK BOX COM 091826107 5932 112188 SH DEFINED 01 112188 0 0 BLACK BOX COM 091826107 153 2900 SH DEFINED 01 05 0 2900 0 BLACK BOX CORP COM 091826107 4 80 SH DEFINED 01 02 0 80 0 BLACK HILLS CORP COM 092113109 30 879 SH DEFINED 01 879 0 0 SMITH AND NEPHEW PLC COM 0922320 13 2150 SH DEFINED 01 10 2150 0 0 GLAXOSMITHKLINE COM 0925288 435 17354 SH DEFINED 01 10 17354 0 0 BLOCK H&R INC COM 093671105 162 3642 SH DEFINED 01 3642 0 0 BLOCK H&R INC COM 093671105 2014 45046 SH DEFINED 01 03 0 45046 0 BLOCK H&R INC COM 093671105 59 1320 SH DEFINED 01 05 0 1320 0 BLOCKBUSTER INC COM 093679108 3692 146500 SH DEFINED 01 146500 0 0 BLOCKBUSTER INC COM 093679108 262 10400 SH DEFINED 01 03 0 10400 0 BLOCKBUSTER INC COM 093679108 101 4000 SH DEFINED 01 05 0 4000 0 DE LA RUE COM 0938059 3 418 SH DEFINED 01 10 418 0 0 DAILY MAIL A COM 0945736 4 406 SH DEFINED 01 10 406 0 0 BLUE MARTINI SFTWARE COM 095698106 1 378 SH DEFINED 01 378 0 0 INNOGY HOLDINGS PLC COM 0959403 1 204 SH DEFINED 01 10 204 0 0 BLUESTREAM VENTURES 0.00 06/2 PRF 096120XX3 4988 5250000 SH DEFINED 01 5250000 0 0 BLUESTREAM VENTURES 0.00 06/2 PRF 096120XX3 6887 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 9 1520 SH DEFINED 01 10 1520 0 0 BLYTH INC COM 09643P108 41 1743 SH DEFINED 01 1743 0 0 BOB EVANS FARMS COM 096761101 28 1132 SH DEFINED 01 1132 0 0 BOCA RESORTS INC COM 09688T106 3 199 SH DEFINED 01 199 0 0 BOEING COM 097023105 27164 700449 SH DEFINED 01 700449 0 0 BOEING COM 097023105 155 4000 SH DEFINED 01 02 0 4000 0 BOEING COM 097023105 9618 248021 SH DEFINED 01 03 0 248021 0 BOEING COM 097023105 874 22523 SH DEFINED 01 05 0 22523 0 WIMPEY (GEORGE) COM 0971344 3 813 SH DEFINED 01 10 813 0 0 BOISE CASCADE COM 097383103 892 26225 SH DEFINED 01 26225 0 0 BOISE CASCADE COM 097383103 485 14248 SH DEFINED 01 03 0 14248 0 BOISE CASCADE COM 097383103 14 418 SH DEFINED 01 05 0 418 0 WPP GROUP PLC COM 0974042 32 2895 SH DEFINED 01 10 2895 0 0 WOLSELEY COM 0976402 11 1347 SH DEFINED 01 10 1347 0 0 LATTICE GROUP PLC COM 0976640 19 8236 SH DEFINED 01 10 8236 0 0 BOMBARDIER - B COM 097751200 89 8633 SH DEFINED 01 8633 0 0 BON APPETIT GROUP AG COM 098900996 51 770 SH DEFINED 01 770 0 0 ASTRAZENECA COM 0989529 220 4873 SH DEFINED 01 10 4873 0 0 BOOTS & COOTS/INTL WELL CONTRO COM 099469108 150 300000 SH DEFINED 01 300000 0 0 BOOTS COM 099555997 4841 569119 SH DEFINED 01 569119 0 0 BOOTS COM 099555997 3771 443210 SH DEFINED 01 03 0 443210 0 BOOTS COM 099555997 6987 821329 SH DEFINED 01 05 0 821329 0 BORDERS GROUP COM 099709107 52 2620 SH DEFINED 01 2620 0 0 BORG WARNER INC COM 099724106 9 180 SH DEFINED 01 02 0 180 0 BORGWARNER COM 099724106 3600 68892 SH DEFINED 01 68892 0 0 BORGWARNER COM 099724106 251 4800 SH DEFINED 01 05 0 4800 0 BORLAND SOFTWARE COM 099849101 1243 79400 SH DEFINED 01 79400 0 0 BORLAND SOFTWARE COM 099849101 58 3700 SH DEFINED 01 05 0 3700 0 BORON, LEPORE & ASSOCIATES COM 10001P102 284 20600 SH DEFINED 01 20600 0 0 BOSTON COMMUNICATION COM 100582105 575 50659 SH DEFINED 01 50659 0 0 BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 3493 158260 SH DEFINED 01 158260 0 0 BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 71 3226 SH DEFINED 01 05 0 3226 0 BOSTON PRIVATE FINL COM 101119105 2 90 SH DEFINED 01 02 0 90 0 BOSTON PROPERTIES IN COM 101121101 7 182 SH DEFINED 01 182 0 0 BOSTON SCIENTIFIC COM 101137107 12199 505780 SH DEFINED 01 505780 0 0 BOSTON SCIENTIFIC COM 101137107 99 4100 SH DEFINED 01 02 0 4100 0 BOSTON SCIENTIFIC COM 101137107 2577 106830 SH DEFINED 01 03 0 106830 0 BOSTON SCIENTIFIC COM 101137107 12069 500402 SH DEFINED 01 05 0 500402 0 BOWATER COM 102183100 2359 49459 SH DEFINED 01 49459 0 0 BOWNE & CO COM 103043105 1250 97658 SH DEFINED 01 97658 0 0 BOYD GAMING CORP COM 103304101 1197 184110 SH DEFINED 01 184110 0 0 BOYD GAMING CORP COM 103304101 4 630 SH DEFINED 01 02 0 630 0 BOYD GAMING CORP COM 103304101 108 16600 SH DEFINED 01 05 0 16600 0 BOYDS COLLECTION LTD COM 103354106 1 158 SH DEFINED 01 158 0 0 BANCO BRADESCO SA PREF COM 104300991 114 21275000 SH DEFINED 01 05 0 21275000 0 BRADY CORP - CL A COM 104674106 2477 67698 SH DEFINED 01 67698 0 0 BRAMBLES IND LTD AU;BIL/AU COM 104900998 3200 601000 SH DEFINED 01 03 0 601000 0 BRANCOTE HOLDINGS COM 105210991 1001 550000 SH DEFINED 01 550000 0 0 BRASCAN CL A COM 10549P606 4683 259300 SH DEFINED 01 259300 0 0 BRASCAN CL A COM 10549P606 432 23900 SH DEFINED 01 05 0 23900 0 BRAUN CONSULTING INC COM 105651103 1 250 SH DEFINED 01 03 0 250 0 BRIGGS & STRATTON COM 109043109 5284 123743 SH DEFINED 01 123743 0 0 BRIGGS & STRATTON COM 109043109 7 160 SH DEFINED 01 02 0 160 0 BRIGGS & STRATTON COM 109043109 179 4200 SH DEFINED 01 05 0 4200 0 BRIGHT POINT COM 109473108 517 164699 SH DEFINED 01 164699 0 0 BRINKER INTL COM 109641100 43609 1465375 SH DEFINED 01 1465375 0 0 BRINKER INTL COM 109641100 4698 157850 SH DEFINED 01 03 0 157850 0 BRINKER INTL COM 109641100 641 21550 SH DEFINED 01 05 0 21550 0 BRINKER INT'L INC COM 109641100 2179 73235 SH DEFINED 01 02 0 73235 0 BRIO SOFTWARE INC COM 109704106 0 49 SH DEFINED 01 49 0 0 BRISTOL MYERS SQUIBB COM 110122108 37836 741902 SH DEFINED 01 02 0 741902 0 BRISTOL-MYERS SQUIBB COM 110122108 325842 6389054 SH DEFINED 01 6389054 0 0 BRISTOL-MYERS SQUIBB COM 110122108 26896 527351 SH DEFINED 01 03 0 527351 0 BRISTOL-MYERS SQUIBB COM 110122108 74907 1468767 SH DEFINED 01 05 0 1468767 0 BRITESMILE COM 110415106 495 99000 SH DEFINED 01 99000 0 0 BRITISH AMERICAN TOBACCO COM 110420999 770 90800 SH DEFINED 01 90800 0 0 BAE SYSTEMS COM 110466992 96 21305 SH DEFINED 01 21305 0 0 BRITISH SKY BROADCASTING GROUP COM 111014999 38110 3463560 SH DEFINED 01 3463560 0 0 BRITISH SKY BROADCASTING GROUP COM 111014999 6455 586673 SH DEFINED 01 03 0 586673 0 BRITISH SKY BROADCASTING GROUP COM 111014999 23367 2123662 SH DEFINED 01 05 0 2123662 0 BROADCOM COM 111320107 41361 1009314 SH DEFINED 01 1009314 0 0 BROADCOM COM 111320107 2639 64406 SH DEFINED 01 03 0 64406 0 BROADCOM COM 111320107 1487 36287 SH DEFINED 01 05 0 36287 0 BROADVISION INC COM 111412102 2 563 SH DEFINED 01 563 0 0 BROADWING COM 111620100 378 39790 SH DEFINED 01 39790 0 0 BROCADE COMMUNICATIO COM 111621108 249 7517 SH DEFINED 01 02 0 7517 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621108 80405 2427705 SH DEFINED 01 2427705 0 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621108 60039 1812760 SH DEFINED 01 05 0 1812760 0 BROOKS AUTOMATION COM 11434A100 5702 140217 SH DEFINED 01 140217 0 0 BROOKS AUTOMATION COM 11434A100 2 40 SH DEFINED 01 02 0 40 0 BROOKS AUTOMATION COM 11434A100 120 2940 SH DEFINED 01 05 0 2940 0 BROOKTROUT INC COM 114580103 238 36643 SH DEFINED 01 36643 0 0 BROWN & BROWN COM 115236101 1208 44240 SH DEFINED 01 44240 0 0 BROWN-FORMAN - B COM 115637209 85 1356 SH DEFINED 01 1356 0 0 BROWN-FORMAN - B COM 115637209 1049 16763 SH DEFINED 01 03 0 16763 0 BROWN-FORMAN - B COM 115637209 31 491 SH DEFINED 01 05 0 491 0 BROWN (TOM) COM 115660201 8646 320092 SH DEFINED 01 320092 0 0 BROWN (TOM) COM 115660201 427 15800 SH DEFINED 01 05 0 15800 0 BROWN GROUP INC COM 115736100 837 51512 SH DEFINED 01 51512 0 0 BROWN SHOE CO INC COM 115736100 5 310 SH DEFINED 01 02 0 310 0 BRUKER DALTONICS INC COM 116795105 429 26255 SH DEFINED 01 26255 0 0 BRUKER DALTONICS INC COM 116795105 3 170 SH DEFINED 01 02 0 170 0 BRUKER AXS INC COM 11679P101 2126 325000 SH DEFINED 01 05 0 325000 0 BRUNSWICK CORP COM 117043109 38 1730 SH DEFINED 01 1730 0 0 BRUNSWICK CORP COM 117043109 469 21541 SH DEFINED 01 03 0 21541 0 BRUNSWICK CORP COM 117043109 14 631 SH DEFINED 01 05 0 631 0 BRUSH ENGINEERED MATERIALS COM 117421107 698 48983 SH DEFINED 01 48983 0 0 BSQUARE CORP COM 11776U102 0 100 SH DEFINED 01 100 0 0 BUCKEYE PARTNERS LP COM 118230101 8 204 SH DEFINED 01 204 0 0 BUCKEYE TECHNOLOGIE COM 118255108 1176 102250 SH DEFINED 01 102250 0 0 BUCKLE COM 118440106 1501 67300 SH DEFINED 01 67300 0 0 BUCKLE COM 118440106 169 7600 SH DEFINED 01 05 0 7600 0 BLDG MATERIAL HOLD COM 120113105 6 570 SH DEFINED 01 02 0 570 0 BLDG MATERIAL HOLD BMHC COM 120113105 1446 133265 SH DEFINED 01 133265 0 0 BLDG MATERIAL HOLD BMHC COM 120113105 82 7600 SH DEFINED 01 05 0 7600 0 BURLINGTON COAT FACT COM 121579106 2199 130922 SH DEFINED 01 130922 0 0 BURLINGTON N SANTA COM 12189T104 1036 36300 SH DEFINED 01 02 0 36300 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 103921 3642558 SH DEFINED 01 3642558 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 5782 202637 SH DEFINED 01 03 0 202637 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 4262 149381 SH DEFINED 01 05 0 149381 0 BURLINGTON RESOURCES COM 122014103 2879 76688 SH DEFINED 01 76688 0 0 BURLINGTON RESOURCES COM 122014103 2045 54492 SH DEFINED 01 03 0 54492 0 BURLINGTON RESOURCES COM 122014103 129 3444 SH DEFINED 01 05 0 3444 0 BUTLER MFG CO DEL COM 123655102 514 18549 SH DEFINED 01 18549 0 0 C&D TECHNOLOGY COM 124661109 4480 196047 SH DEFINED 01 196047 0 0 C&D TECHNOLOGY COM 124661109 3 140 SH DEFINED 01 02 0 140 0 C&D TECHNOLOGY COM 124661109 155 6768 SH DEFINED 01 05 0 6768 0 CBL & ASSOCIATES COM 124830100 1200 38087 SH DEFINED 01 38087 0 0 CBL & ASSOCIATES COM 124830100 113 3600 SH DEFINED 01 05 0 3600 0 CBRL GROUP INC COM 12489V106 2759 93735 SH DEFINED 01 93735 0 0 CBRL GROUP INC COM 12489V106 4 150 SH DEFINED 01 02 0 150 0 CBRL GROUP INC COM 12489V106 233 7900 SH DEFINED 01 05 0 7900 0 CGNU COM 124950999 8980 730224 SH DEFINED 01 730224 0 0 CGNU COM 124950999 4028 327571 SH DEFINED 01 03 0 327571 0 CGNU COM 124950999 14340 1166052 SH DEFINED 01 05 0 1166052 0 C-COR.NET CORPORATION COM 125010108 1381 94741 SH DEFINED 01 94741 0 0 CDI CORP COM 125071100 1071 56382 SH DEFINED 01 56382 0 0 CDW COMPUTER CENTERS COM 125129106 1283 23912 SH DEFINED 01 23912 0 0 CEC ENTERTAINMENT COM 125137109 3576 82428 SH DEFINED 01 82428 0 0 CH ENERGY GROUP COM 12541M102 8 180 SH DEFINED 01 02 0 180 0 CH ENERGY GROUP INC COM 12541M102 2099 48301 SH DEFINED 01 48301 0 0 C.H. ROBINSON WORLDWIDE COM 12541W100 6566 227086 SH DEFINED 01 227086 0 0 C.H. ROBINSON WORLDWIDE COM 12541W100 10421 360400 SH DEFINED 01 05 0 360400 0 CH ROBINSON WORLDWID COM 12541W100 90 3100 SH DEFINED 01 02 0 3100 0 COMPAGNIE DE SAINT-GOBAIN COM 125500991 13254 87821 SH DEFINED 01 87821 0 0 COMPAGNIE DE SAINT-GOBAIN COM 125500991 5753 38117 SH DEFINED 01 03 0 38117 0 COMPAGNIE DE SAINT-GOBAIN COM 125500991 17607 116663 SH DEFINED 01 05 0 116663 0 CIGNA COM 125509109 101023 1090381 SH DEFINED 01 1090381 0 0 CIGNA COM 125509109 6199 66909 SH DEFINED 01 03 0 66909 0 CIGNA COM 125509109 3748 40460 SH DEFINED 01 05 0 40460 0 CIGNA CORP COM 125509109 1510 16300 SH DEFINED 01 02 0 16300 0 CKE RESTAURANTS INC. COM 12561E105 271 29900 SH DEFINED 01 29900 0 0 CLECO COM 12561W105 2716 123606 SH DEFINED 01 123606 0 0 CLECO COM 12561W105 253 11500 SH DEFINED 01 05 0 11500 0 CLECO CORP COM 12561W105 3 120 SH DEFINED 01 02 0 120 0 CMGI INC COM 125750109 3 1954 SH DEFINED 01 1954 0 0 CMS ENERGY CORP COM 125896100 12078 502627 SH DEFINED 01 502627 0 0 CMS ENERGY CORP COM 125896100 785 32650 SH DEFINED 01 03 0 32650 0 CMS ENERGY CORP COM 125896100 995 41414 SH DEFINED 01 05 0 41414 0 CPI CORP COM 125902106 386 23282 SH DEFINED 01 23282 0 0 CPI CORP COM 125902106 2007 120885 SH DEFINED 01 03 0 120885 0 CSK AUTO CORP COM 125965103 1 102 SH DEFINED 01 102 0 0 CNA FINANCIAL COM 126117100 11 386 SH DEFINED 01 386 0 0 CNA SURETY COM 12612L108 1910 123200 SH DEFINED 01 123200 0 0 CNA SURETY COM 12612L108 169 10900 SH DEFINED 01 05 0 10900 0 CNA SURETY CORP COM 12612L108 4 270 SH DEFINED 01 02 0 270 0 CNF TRUST I CM CVT SERIES A 5. PRF 12612V205 23500 500000 SH DEFINED 01 500000 0 0 CNF COM 12612W104 58 1737 SH DEFINED 01 1737 0 0 CNET NETWORKS INC COM 12613R104 5 531 SH DEFINED 01 531 0 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 45992 435940 SH DEFINED 01 435940 0 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 16309 154586 SH DEFINED 01 05 0 154586 0 CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 27597 259126 SH DEFINED 01 259126 0 0 CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 6743 63314 SH DEFINED 01 05 0 63314 0 CSG SYSTEMS INTL COM 126349109 551 13642 SH DEFINED 01 13642 0 0 CSX COM 126408103 1445 41213 SH DEFINED 01 41213 0 0 CSX COM 126408103 1834 52335 SH DEFINED 01 03 0 52335 0 CSX COM 126408103 54 1533 SH DEFINED 01 05 0 1533 0 CTC COMMUNICATIONS GROUP COM 126419100 70 13600 SH DEFINED 01 13600 0 0 CTS CORP COM 126501105 2135 134254 SH DEFINED 01 134254 0 0 CTS CORP COM 126501105 3 200 SH DEFINED 01 02 0 200 0 CTS CORP COM 126501105 57 3600 SH DEFINED 01 05 0 3600 0 CUNO INC COM 126583103 1474 48329 SH DEFINED 01 48329 0 0 CVB FINL CORP COM 126600105 3 110 SH DEFINED 01 110 0 0 CVS CORP COM 126650100 230 7764 SH DEFINED 01 7764 0 0 CVS CORP COM 126650100 2840 95946 SH DEFINED 01 03 0 95946 0 CVS CORP COM 126650100 6003 202810 SH DEFINED 01 05 0 202810 0 CV THERAPEUTICS COM 126667104 926 17788 SH DEFINED 01 17788 0 0 CABLE & WIRELESS ORD COM 126829100 64 13356 SH DEFINED 01 13356 0 0 CABLEVISION SYSTEMS-NY GROUP-A COM 12686C109 13 277 SH DEFINED 01 277 0 0 CABLE DESIGN TECH COM 126924109 4 275 SH DEFINED 01 02 0 275 0 CABLE DESIGN TECHNOLOGIES COM 126924109 2290 167376 SH DEFINED 01 167376 0 0 CABLE SATIFACTION INTL WT EXP COM 126934116 0 14285 SH DEFINED 01 14285 0 0 CABLE SATIFACTION INTL WT EXP COM 126934116 0 4765 SH DEFINED 01 05 0 4765 0 CACHEFLOW INC COM 126946102 0 159 SH DEFINED 01 159 0 0 CABOT CORPORATION COM 127055101 72 2018 SH DEFINED 01 2018 0 0 CABOT CORPORATION COM 127055101 314 8800 SH DEFINED 01 02 0 8800 0 CABOT OIL & GAS CL A COM 127097103 2951 122709 SH DEFINED 01 122709 0 0 CABOT MICROELECTRONI COM 12709P103 6717 84753 SH DEFINED 01 84753 0 0 CABOT MICROELECTRONI COM 12709P103 460 5800 SH DEFINED 01 03 0 5800 0 CABOT MICROELECTRONI COM 12709P103 182 2300 SH DEFINED 01 05 0 2300 0 CACI INTERNATIONAL COM 127190304 5301 134244 SH DEFINED 01 134244 0 0 CACI INTERNATIONAL COM 127190304 9 220 SH DEFINED 01 02 0 220 0 CACI INTERNATIONAL COM 127190304 126 3200 SH DEFINED 01 05 0 3200 0 CADENCE DESIGN SYS COM 127387108 79 3600 SH DEFINED 01 02 0 3600 0 CADENCE DESIGN SYSTEMS COM 127387108 5832 266085 SH DEFINED 01 266085 0 0 CADENCE DESIGN SYSTEMS COM 127387108 9005 410800 SH DEFINED 01 05 0 410800 0 CAL DIVE INTL COM 127914109 3388 137261 SH DEFINED 01 137261 0 0 CAL DIVE INTL INC COM 127914109 4 160 SH DEFINED 01 02 0 160 0 CALDERA INTL INC COM 12877Q107 0 120 SH DEFINED 01 120 0 0 CALICO COMMERCE COM 129897104 0 100 SH DEFINED 01 100 0 0 CALIENT NETWK D PFD PRF 130500XX4 15000 2076124 SH DEFINED 01 05 0 2076124 0 CALIFORNIA PIZZA KITCHEN COM 13054D109 332 13400 SH DEFINED 01 13400 0 0 CALIPER TECH CORP COM 130876105 1 61 SH DEFINED 01 61 0 0 CALLAWAY GOLF COM 131193104 2178 113692 SH DEFINED 01 113692 0 0 CALLAWAY GOLF COM 131193104 96 5000 SH DEFINED 01 05 0 5000 0 CALPINE COM 131347106 16667 992640 SH DEFINED 01 992640 0 0 CALPINE COM 131347106 1387 82563 SH DEFINED 01 03 0 82563 0 CALPINE COM 131347106 15337 913397 SH DEFINED 01 05 0 913397 0 CALPINE CORP COM 131347106 3895 232000 SH DEFINED 01 0 232000 0 CAMBREX COM 132011107 5537 126985 SH DEFINED 01 126985 0 0 CAMBREX COM 132011107 133 3050 SH DEFINED 01 05 0 3050 0 CAMBREX CORP COM 132011107 4 90 SH DEFINED 01 02 0 90 0 CAMDEN PROPERTY TRUST COM 133131102 1824 49692 SH DEFINED 01 49692 0 0 CAMDEN PROPERTY TRUST COM 133131102 176 4800 SH DEFINED 01 05 0 4800 0 CAMPBELL SOUP COM 134429109 244 8199 SH DEFINED 01 8199 0 0 CAMPBELL SOUP COM 134429109 3004 100582 SH DEFINED 01 03 0 100582 0 CAMPBELL SOUP COM 134429109 88 2947 SH DEFINED 01 05 0 2947 0 CANARY WHARF GR COM 135100998 25 3781 SH DEFINED 01 3781 0 0 CANADIAN HUNTER EXPLOR LTD COM 135499994 27 800 SH DEFINED 01 800 0 0 CANADIAN NATURAL RESOURCES LTD COM 135501997 62 2600 SH DEFINED 01 2600 0 0 CANADIAN NATL RAILWAY COM 136377991 370 7700 SH DEFINED 01 7700 0 0 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 45 2320 SH DEFINED 01 2320 0 0 CANON COM 138006408 15248 443082 SH DEFINED 01 443082 0 0 CANON COM 138006408 1927 56000 SH DEFINED 01 03 0 56000 0 CANON COM 138006408 14418 419000 SH DEFINED 01 05 0 419000 0 CANON SALES COM 138010996 27 4000 SH DEFINED 01 4000 0 0 CAPITA GROUP PLC COM 139650998 98 13691 SH DEFINED 01 13691 0 0 CAP GEMINI SA COM 140179995 85 1176 SH DEFINED 01 1176 0 0 Capital One COM 14040H105 3607 66853 SH DEFINED 01 66853 0 0 CAPITAL ONE FINANCIAL COM 14040H105 1735 32160 SH DEFINED 01 32160 0 0 CAPITAL ONE FINANCIAL COM 14040H105 2846 52757 SH DEFINED 01 03 0 52757 0 CAPITAL ONE FINANCIAL COM 14040H105 19235 356546 SH DEFINED 01 05 0 356546 0 CAPITAL ONE FINL COR COM 14040H105 6744 125000 SH DEFINED 01 0 125000 0 CAPITAL FED FINL COM 14057C106 6 305 SH DEFINED 01 305 0 0 CAPITOL TRANSAMERICA COM 140640103 90 5500 SH DEFINED 01 5500 0 0 CAPSTONE TURBINE COM 14067D102 651 120413 SH DEFINED 01 120413 0 0 CAPTARIS INC COM 14071N104 345 93615 SH DEFINED 01 93615 0 0 CARBO CERAMICS COM 140781105 1724 44035 SH DEFINED 01 44035 0 0 CARAUSTAR COM 140909102 570 82230 SH DEFINED 01 82230 0 0 CARDIAC SCIENCE INC COM 141410209 1112 250000 SH DEFINED 01 250000 0 0 CARDIAC SCIENCE INC COM 141410209 3 580 SH DEFINED 01 02 0 580 0 CARDINAL HEALTH COM 14149Y108 2974 46000 SH DEFINED 01 0 46000 0 CARDINAL HEALTH COM 14149Y108 474715 7341714 SH DEFINED 01 7341714 0 0 CARDINAL HEALTH COM 14149Y108 23764 367516 SH DEFINED 01 02 0 367516 0 CARDINAL HEALTH COM 14149Y108 7239 111954 SH DEFINED 01 03 0 111954 0 CARDINAL HEALTH COM 14149Y108 107916 1668969 SH DEFINED 01 05 0 1668969 0 CARDIODYNAMICS INTL COM 141597104 1282 194000 SH DEFINED 01 194000 0 0 CARDIODYNAMICS INTL COM 141597104 1 120 SH DEFINED 01 02 0 120 0 CARDIODYNAMICS INTL COM 141597104 81 12200 SH DEFINED 01 05 0 12200 0 CAREER EDUCATION COM 141665109 537 15684 SH DEFINED 01 15684 0 0 CAREER EDUCATIONS COM 141665109 4 120 SH DEFINED 01 02 0 120 0 CAREMARK RX COM 141705103 18762 1150298 SH DEFINED 01 1150298 0 0 CAREMARK RX COM 141705103 28905 1772200 SH DEFINED 01 05 0 1772200 0 CAREMARK RX INC COM 141705103 225 13800 SH DEFINED 01 02 0 13800 0 CARLISLE COS INC. COM 142339100 37 1016 SH DEFINED 01 1016 0 0 CARNIVAL COM 143658102 328 11675 SH DEFINED 01 11675 0 0 CARNIVAL COM 143658102 4041 143917 SH DEFINED 01 03 0 143917 0 CARNIVAL COM 143658102 118 4217 SH DEFINED 01 05 0 4217 0 CARPENTER TECHNOLGY COM 144285103 2243 84276 SH DEFINED 01 84276 0 0 CARPENTER TECHNOLGY COM 144285103 5 170 SH DEFINED 01 02 0 170 0 CARPENTER TECHNOLGY COM 144285103 134 5051 SH DEFINED 01 05 0 5051 0 CARREFOUR COM 144300993 42 812 SH DEFINED 01 812 0 0 CARRAMERICA REALTY COM 144418100 4 130 SH DEFINED 01 130 0 0 CARREKER CORPORATION COM 144433109 381 64534 SH DEFINED 01 64534 0 0 CARRIER ACCESS CORP COM 144460102 0 95 SH DEFINED 01 95 0 0 CASCADE CORP COM 147195101 3 240 SH DEFINED 01 02 0 240 0 CASCADE NATURAL GAS COM 147339105 718 32570 SH DEFINED 01 32570 0 0 CASEY S GENERAL STOR COM 147528103 2178 146172 SH DEFINED 01 146172 0 0 CASH AMERICA INVESTM COM 14754D100 618 72725 SH DEFINED 01 72725 0 0 CASTLE A M CO PV10 COM 148411101 341 41611 SH DEFINED 01 41611 0 0 CATALINA MARKETING COM 148867104 24355 701875 SH DEFINED 01 701875 0 0 CATALINA MARKETING COM 148867104 3624 104450 SH DEFINED 01 03 0 104450 0 CATALINA MARKETING COM 148867104 402 11592 SH DEFINED 01 05 0 11592 0 CATALINA MKTG COM 148867104 37804 1089505 SH DEFINED 01 02 0 1089505 0 CATAPULT COMM. CORP COM 149016107 999 38317 SH DEFINED 01 38317 0 0 CATELLUS DEVELOPMENT COM 149111106 2544 138268 SH DEFINED 01 138268 0 0 CATELLUS DEVELOPMENT COM 149111106 184 10000 SH DEFINED 01 05 0 10000 0 CATERPILLAR COM 149123101 433406 8294838 SH DEFINED 01 8294838 0 0 CATERPILLAR COM 149123101 6363 121778 SH DEFINED 01 03 0 121778 0 CATERPILLAR COM 149123101 98807 1891040 SH DEFINED 01 05 0 1891040 0 CATERPILLAR INC COM 149123101 19379 370895 SH DEFINED 01 02 0 370895 0 CATO CORP -CL A COM 149205106 1406 74386 SH DEFINED 01 74386 0 0 CEDAR FAIR LP COM 150185106 5 198 SH DEFINED 01 198 0 0 CELESTICA INC COM 150900991 120 3000 SH DEFINED 01 3000 0 0 CELESTICA INC COM 150900991 1255 31300 SH DEFINED 01 03 0 31300 0 CELL GENESYS COM 150921104 2063 88732 SH DEFINED 01 88732 0 0 CELL GENESYS COM 150921104 150 6468 SH DEFINED 01 05 0 6468 0 CELL GENESYS INC COM 150921104 4 190 SH DEFINED 01 02 0 190 0 CELL THERAPEUTICS COM 150934107 2810 116396 SH DEFINED 01 116396 0 0 CELL THERAPEUTICS COM 150934107 3 120 SH DEFINED 01 02 0 120 0 CELL THERAPEUTICS COM 150934107 138 5700 SH DEFINED 01 05 0 5700 0 CELESTICA COM 15101Q108 30 754 SH DEFINED 01 754 0 0 CELGENE CORP COM 151020104 6 189 SH DEFINED 01 189 0 0 CELL PATHWAYS INC COM 15114R101 1 111 SH DEFINED 01 111 0 0 CENDANT COM 151313103 7836 399582 SH DEFINED 01 399582 0 0 CENDANT COM 151313103 5250 267679 SH DEFINED 01 03 0 267679 0 CENDANT COM 151313103 33757 1721460 SH DEFINED 01 05 0 1721460 0 CENTENNIAL COMMUNICATIONS CORP COM 15133V208 5 447 SH DEFINED 01 447 0 0 CENTERPOINT PROPERTIES COM 151895109 2275 45687 SH DEFINED 01 45687 0 0 CENTEX COM 152312104 1267 22185 SH DEFINED 01 22185 0 0 CENTEX COM 152312104 852 14919 SH DEFINED 01 03 0 14919 0 CENTEX COM 152312104 25 438 SH DEFINED 01 05 0 438 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 6435 65000 SH DEFINED 01 04 0 65000 0 CENTRAL PARKING COM 154785109 2080 105949 SH DEFINED 01 105949 0 0 CENTRAL VT PUB SRV COM 155771108 570 34103 SH DEFINED 01 34103 0 0 CENTRICA PLC COM 155800998 100 30975 SH DEFINED 01 30975 0 0 CENTURY ALUMINUM COM 156431108 4 270 SH DEFINED 01 02 0 270 0 CENTURY ALUMINUM COMPANY COM 156431108 1984 148490 SH DEFINED 01 148490 0 0 CENTURY ALUMINUM COMPANY COM 156431108 108 8100 SH DEFINED 01 05 0 8100 0 CENTURY BUSINESS SRV RESTRICTE COM 156490104 0 188 SH DEFINED 01 188 0 0 CENTURY MAINTENANCE PIK SERIES PRF 156616401 16337 204212 SH DEFINED 01 204212 0 0 CENTURY MAINTENANCE PIK SERIES PRF 156616401 5325 66562 SH DEFINED 01 05 0 66562 0 CENTURYTEL INC COM 156700106 92 2807 SH DEFINED 01 2807 0 0 CENTURYTEL INC COM 156700106 1136 34644 SH DEFINED 01 03 0 34644 0 CENTURYTEL INC COM 156700106 33 1015 SH DEFINED 01 05 0 1015 0 CEPHALON COM 156708109 14200 187877 SH DEFINED 01 187877 0 0 CEPHEID COM 15670R107 252 60000 SH DEFINED 01 60000 0 0 CEPHEID COM 15670R107 1 300 SH DEFINED 01 02 0 300 0 CERIDIAN CORPORATION COM 156779100 83 4453 SH DEFINED 01 4453 0 0 CERNER COM 156782104 5154 103220 SH DEFINED 01 103220 0 0 CERTEGY COM 156880106 73 2147 SH DEFINED 01 2147 0 0 CERUS CORPORATION COM 157085101 4 87 SH DEFINED 01 87 0 0 CHAMPION ENTERPRISES COM 158496109 1753 142412 SH DEFINED 01 142412 0 0 CHAMPION ENTERPRISES COM 158496109 3 260 SH DEFINED 01 02 0 260 0 CHARLES RIV LABORATORIES COM 159864107 6 171 SH DEFINED 01 171 0 0 CHARLES TAYLOR CONS COM 159888999 57 10200 SH DEFINED 01 10200 0 0 AVASTA E-SERVICES WARRANTS COM 160000998 0 508113 SH DEFINED 01 05 0 508113 0 AVASTA SERIES B PRF 160000XX8 1654 1234287 SH DEFINED 01 1234287 0 0 AVASTA SERIES B PRF 160000XX8 2011 1500694 SH DEFINED 01 05 0 1500694 0 CHARTER ONE FINL COM 160903100 120 4433 SH DEFINED 01 4433 0 0 CHARTER ONE FINL COM 160903100 1498 55184 SH DEFINED 01 03 0 55184 0 CHARTER ONE FINL COM 160903100 44 1617 SH DEFINED 01 05 0 1617 0 CHARLOTTE RUSSE HOLDING COM 161048103 674 36200 SH DEFINED 01 36200 0 0 CHARMING SHOPPES COM 161133103 15735 2963290 SH DEFINED 01 2963290 0 0 CHARMING SHOPPES COM 161133103 6 1090 SH DEFINED 01 02 0 1090 0 CHARMING SHOPPES COM 161133103 1276 240385 SH DEFINED 01 05 0 240385 0 CHARTER COMMUNICATIONS INC COM 16117M107 131 7928 SH DEFINED 01 7928 0 0 CHATEAU COMMUNITIES COM 161726104 2 79 SH DEFINED 01 79 0 0 CHECKFREE CORPORATION COM 162813109 49 2720 SH DEFINED 01 2720 0 0 CHECKPOINT SYSTEMS COM 162825103 2296 171365 SH DEFINED 01 171365 0 0 CHECKPOINT SYSTEMS COM 162825103 96 7200 SH DEFINED 01 05 0 7200 0 CHECKPOINT SYSTEMS I COM 162825103 3 250 SH DEFINED 01 02 0 250 0 CHEESECAKE FACTORY COM 163072101 144295 4149978 SH DEFINED 01 02 0 4149978 0 CHEESECAKE FACTORY (THE) COM 163072101 54154 1557484 SH DEFINED 01 1557484 0 0 CHEESECAKE FACTORY (THE) COM 163072101 7992 229837 SH DEFINED 01 03 0 229837 0 CHEESECAKE FACTORY (THE) COM 163072101 932 26810 SH DEFINED 01 05 0 26810 0 CHELSEA PROPERTY GROUP COM 163421100 3 68 SH DEFINED 01 68 0 0 CHEMED CORP COM 163596109 983 28996 SH DEFINED 01 28996 0 0 CHEMFIRST INC WI US;CEM COM 16361A106 991 41343 SH DEFINED 01 41343 0 0 CHEMICAL FINANCIAL C COM 163731102 2 69 SH DEFINED 01 69 0 0 CHESAPEAKE CORP COM 165159104 1245 44760 SH DEFINED 01 44760 0 0 CHESAPEAKE ENERGY COM 165167107 3129 473247 SH DEFINED 01 473247 0 0 CHESAPEAKE ENERGY COM 165167107 9 1390 SH DEFINED 01 02 0 1390 0 CHESAPEAKE ENERGY COM 165167107 186 28200 SH DEFINED 01 05 0 28200 0 CHEUNG KONG HOLDINGS COM 166400994 15415 1484000 SH DEFINED 01 1484000 0 0 CHEUNG KONG HOLDINGS COM 166400994 4197 404000 SH DEFINED 01 03 0 404000 0 CHEUNG KONG HOLDINGS COM 166400994 7292 702000 SH DEFINED 01 05 0 702000 0 CHEVRONTEXACO COM 166764100 757568 8454054 SH DEFINED 01 8454054 0 0 CHEVRONTEXACO COM 166764100 28346 316323 SH DEFINED 01 03 0 316323 0 CHEVRONTEXACO COM 166764100 154454 1723613 SH DEFINED 01 05 0 1723613 0 CHEVRONTEXACO CORP COM 166764100 4513 50358 SH DEFINED 01 0 50358 0 CHEVRONTEXACO CORP COM 166764100 28802 321390 SH DEFINED 01 02 0 321390 0 CHEVRONTEXACO CORP COM 166764100 16219 181000 SH DEFINED 11 12 13 0 181000 0 CHEVRONTEXACO CORPORATION COM 166764100 1945 21700 SH DEFINED 11 12 0 21700 0 CHICOS COM 168615102 2 60 SH DEFINED 01 02 0 60 0 CHICO'S FAS COM 168615102 5992 150927 SH DEFINED 01 150927 0 0 CHICO'S FAS COM 168615102 177 4450 SH DEFINED 01 05 0 4450 0 CHILDREN'S PLACE RETAIL STORES COM 168905107 339 12476 SH DEFINED 01 12476 0 0 CHILDREN'S PLACE RETAIL STORES COM 168905107 30 1100 SH DEFINED 01 05 0 1100 0 CLP HOLDINGS COM 169400108 107 28000 SH DEFINED 01 28000 0 0 CHINA MOBILE COM 169425105 2728 775000 SH DEFINED 01 775000 0 0 CHINA MOBILE COM 169425105 58 16500 SH DEFINED 01 05 0 16500 0 CHINA UNICOM LTD COM 169595998 2117 1920000 SH DEFINED 01 1920000 0 0 CHINA UNICOM LTD COM 169595998 57 52000 SH DEFINED 01 05 0 52000 0 CHOICE HOTELS INTL COM 169905106 5 241 SH DEFINED 01 241 0 0 CHIRON COM 170040109 447 10181 SH DEFINED 01 10181 0 0 CHIRON COM 170040109 2036 46441 SH DEFINED 01 03 0 46441 0 CHIRON COM 170040109 60 1360 SH DEFINED 01 05 0 1360 0 CHITTENDEN CORP COM 170228100 2616 94794 SH DEFINED 01 94794 0 0 CHOICEPOINT INC COM 170388102 100 1980 SH DEFINED 01 1980 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 76 21612 SH DEFINED 01 21612 0 0 CHORDIANT SOFTWARE COM 170404107 481 60800 SH DEFINED 01 60800 0 0 CHRISTOPHER & BANKS COM 171046105 3264 95318 SH DEFINED 01 95318 0 0 CHUBB COM 171232101 57228 829403 SH DEFINED 01 829403 0 0 CHUBB COM 171232101 4498 65187 SH DEFINED 01 03 0 65187 0 CHUBB COM 171232101 1733 25124 SH DEFINED 01 05 0 25124 0 CHUBB CORP COM 171232101 1035 15000 SH DEFINED 01 02 0 15000 0 CHURCH & DWIGHT COM 171340102 36 1371 SH DEFINED 01 1371 0 0 COMPANHIA VALE RIO DOCE CL A PRF 171599558 2573 110700 SH DEFINED 01 110700 0 0 COMPANHIA VALE RIO DOCE CL A PRF 171599558 63 2700 SH DEFINED 01 05 0 2700 0 CIBER INC COM 17163B102 3813 403558 SH DEFINED 01 403558 0 0 CIBER INC COM 17163B102 7 720 SH DEFINED 01 02 0 720 0 CIBER INC COM 17163B102 176 18600 SH DEFINED 01 05 0 18600 0 COMPAGNIE FINANCIERE RICHEMONT COM 171666993 204 11000 SH DEFINED 01 11000 0 0 CIENA COM 171779101 22771 1591323 SH DEFINED 01 1591323 0 0 CIENA COM 171779101 1150 80330 SH DEFINED 01 03 0 80330 0 CIENA COM 171779101 12290 858853 SH DEFINED 01 05 0 858853 0 CIENA CORPORATION COM 171779101 99 6900 SH DEFINED 01 02 0 6900 0 CIMA LABS COM 171796105 3 81 SH DEFINED 01 81 0 0 CINCINNATI FINANCIAL COM 172062101 121 3183 SH DEFINED 01 3183 0 0 CINCINNATI FINANCIAL COM 172062101 1513 39659 SH DEFINED 01 03 0 39659 0 CINCINNATI FINANCIAL COM 172062101 44 1162 SH DEFINED 01 05 0 1162 0 CINERGY CORP COM 172474108 20164 603148 SH DEFINED 01 603148 0 0 CINERGY CORP COM 172474108 1306 39066 SH DEFINED 01 03 0 39066 0 CINERGY CORP COM 172474108 38 1144 SH DEFINED 01 05 0 1144 0 CIRCUIT CITY COM 172737108 4747 182913 SH DEFINED 01 182913 0 0 CIRCUIT CITY COM 172737108 6588 253900 SH DEFINED 01 02 0 253900 0 CIRCUIT CITY COM 172737108 1649 63547 SH DEFINED 01 03 0 63547 0 CIRCUIT CITY COM 172737108 161 6199 SH DEFINED 01 05 0 6199 0 CARMAX GROUP COM 172737306 4 180 SH DEFINED 01 02 0 180 0 CIRCUIT CITY STORES - CARMAX G COM 172737306 3919 172314 SH DEFINED 01 172314 0 0 CIRCUIT CITY STORES - CARMAX G COM 172737306 211 9286 SH DEFINED 01 05 0 9286 0 CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0 CIRRUS LOGIC COM 172755100 1548 117101 SH DEFINED 01 117101 0 0 CIRRUS LOGIC COM 172755100 2 140 SH DEFINED 01 02 0 140 0 CIRRUS LOGIC COM 172755100 63 4800 SH DEFINED 01 05 0 4800 0 CISCO SYSTEMS COM 17275R102 18538 1023634 SH DEFINED 01 0 1023634 0 CISCO SYSTEMS COM 17275R102 601358 33205917 SH DEFINED 01 33205917 0 0 CISCO SYSTEMS COM 17275R102 87339 4822783 SH DEFINED 01 02 0 4822783 0 CISCO SYSTEMS COM 17275R102 36091 1992847 SH DEFINED 01 03 0 1992847 0 CISCO SYSTEMS COM 17275R102 183769 10147396 SH DEFINED 01 05 0 10147396 0 CIPLA LIMITED COM 172800997 2358 99872 SH DEFINED 01 99872 0 0 CIPLA LIMITED COM 172800997 62 2616 SH DEFINED 01 05 0 2616 0 CINTAS COM 172908105 43951 908267 SH DEFINED 01 908267 0 0 CINTAS COM 172908105 7276 150369 SH DEFINED 01 03 0 150369 0 CINTAS COM 172908105 782 16162 SH DEFINED 01 05 0 16162 0 CINTAS CORP COM 172908105 2434 50300 SH DEFINED 01 02 0 50300 0 CITIGROUP COM 172967101 1601135 31718183 SH DEFINED 01 31718183 0 0 CITIGROUP COM 172967101 70392 1394465 SH DEFINED 01 03 0 1394465 0 CITIGROUP COM 172967101 460160 9115680 SH DEFINED 01 05 0 9115680 0 CITIGROUP INC COM 172967101 25248 500135 SH DEFINED 01 0 500135 0 CITIGROUP INC COM 172967101 63338 1254685 SH DEFINED 01 02 0 1254685 0 CITIGROUP INC COM 172967101 4922 97498 SH DEFINED 11 12 0 97498 0 CITIGROUP INC COM 172967101 35365 700569 SH DEFINED 11 12 13 0 700569 0 CITIZENS BKG CORP MI COM 174420109 5 147 SH DEFINED 01 147 0 0 CITIZENS BKG CORP MI COM 174420109 5 150 SH DEFINED 01 02 0 150 0 CITIZENS COMMUNICATIONS COM 17453B101 785 73592 SH DEFINED 01 73592 0 0 CITIZENS COMMUNICATIONS COM 17453B101 733 68764 SH DEFINED 01 03 0 68764 0 CITIZENS COMMUNICATIONS COM 17453B101 21 2014 SH DEFINED 01 05 0 2014 0 CITRIX COM 177376100 29612 1306662 SH DEFINED 01 02 0 1306662 0 CITRIX SYSTEMS COM 177376100 35023 1545593 SH DEFINED 01 1545593 0 0 CITRIX SYSTEMS COM 177376100 2759 121789 SH DEFINED 01 03 0 121789 0 CITRIX SYSTEMS COM 177376100 35928 1585541 SH DEFINED 01 05 0 1585541 0 CITY NATL COM 178566105 1097 23422 SH DEFINED 01 23422 0 0 CLAIRE'S STORES COM 179584107 989 65535 SH DEFINED 01 65535 0 0 CLAIRE'S STORES COM 179584107 79 5200 SH DEFINED 01 05 0 5200 0 CLARCOR INC COM 179895107 1971 72599 SH DEFINED 01 72599 0 0 CLARENT CORP COM 180461105 1 194 SH DEFINED 01 194 0 0 CLARENT HOSPITAL COM 180463101 378 94710 SH DEFINED 01 0 94710 0 CLARENT HOSPITAL COM 180463101 2712 678037 SH DEFINED 01 678037 0 0 CLARENT HOSPITAL COM 180463101 1258 314265 SH DEFINED 01 02 0 314265 0 CLARENT HOSPITAL COM 180463101 344 86100 SH DEFINED 01 04 0 86100 0 CLARENT HOSPITAL COM 180463101 1344 335962 SH DEFINED 01 05 0 335962 0 CLARENT HOSPITAL COM 180463101 34 8610 SH DEFINED 01 07 0 8610 0 CLARK/BARDES INC COM 180668105 1400 55500 SH DEFINED 01 55500 0 0 CLARK/BARDES INC COM 180668105 45 1800 SH DEFINED 01 05 0 1800 0 CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0 CLAYTON HOMES COM 184190106 383 22401 SH DEFINED 01 22401 0 0 CLEAR CHANNEL COMMUN COM 184502102 3411 67000 SH DEFINED 01 0 67000 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 54676 1073957 SH DEFINED 01 1073957 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 7470 146735 SH DEFINED 01 03 0 146735 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 32515 638699 SH DEFINED 01 05 0 638699 0 CLEVELAND-CLIFFS IRN COM 185896107 547 29921 SH DEFINED 01 29921 0 0 CLICK COMMERCE ING COM 18681D109 0 130 SH DEFINED 01 130 0 0 CLICK2LEARN INC COM 18681S106 465 155000 SH DEFINED 01 155000 0 0 CLOROX COM 189054109 11623 293871 SH DEFINED 01 293871 0 0 CLOROX COM 189054109 3009 76102 SH DEFINED 01 03 0 76102 0 CLOROX COM 189054109 359 9072 SH DEFINED 01 05 0 9072 0 COACH COM 189754104 10511 269655 SH DEFINED 01 269655 0 0 COACH COM 189754104 616 15800 SH DEFINED 01 03 0 15800 0 COACH COM 189754104 238 6100 SH DEFINED 01 05 0 6100 0 COACHMEN INDUSTRIES COM 189873102 563 46941 SH DEFINED 01 46941 0 0 COASTAL BANCORP COM 19041P105 658 22770 SH DEFINED 01 22770 0 0 COASTAL BANCORP COM 19041P105 3 120 SH DEFINED 01 02 0 120 0 COASTAL BANCORP COM 19041P105 70 2430 SH DEFINED 01 05 0 2430 0 COCA-COLA BOTTLING COM 191098102 978 25848 SH DEFINED 01 25848 0 0 COCA-COLA COM 191216100 183705 3896155 SH DEFINED 01 3896155 0 0 COCA-COLA COM 191216100 53571 1136177 SH DEFINED 01 02 0 1136177 0 COCA-COLA COM 191216100 30380 644310 SH DEFINED 01 03 0 644310 0 COCA-COLA COM 191216100 92524 1962341 SH DEFINED 01 05 0 1962341 0 COCA-COLA ENTERPRISE COM 191219104 168 8904 SH DEFINED 01 8904 0 0 COCA-COLA ENTERPRISE COM 191219104 2068 109194 SH DEFINED 01 03 0 109194 0 COCA-COLA ENTERPRISE COM 191219104 61 3198 SH DEFINED 01 05 0 3198 0 COGNEX COM 192422103 3718 145215 SH DEFINED 01 145215 0 0 COGNEX COM 192422103 33 1300 SH DEFINED 01 05 0 1300 0 COGNIZANT TECH SOLUT COM 192446102 2 60 SH DEFINED 01 02 0 60 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 3487 85100 SH DEFINED 01 85100 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 189 4600 SH DEFINED 01 05 0 4600 0 COHERENT COM 192479103 4632 149802 SH DEFINED 01 149802 0 0 COHERENT COM 192479103 322 10400 SH DEFINED 01 05 0 10400 0 COHU INC COM 192576106 1193 60400 SH DEFINED 01 60400 0 0 COINSTAR COM 19259P300 1918 76700 SH DEFINED 01 76700 0 0 COLE KENNETH PRODTN COM 193294105 1 84 SH DEFINED 01 84 0 0 COLES MYER COM 193870995 130 30200 SH DEFINED 01 30200 0 0 COLGATE-PALMOLIVE COM 194162103 6930 120000 SH DEFINED 01 0 120000 0 COLGATE-PALMOLIVE COM 194162103 32078 555441 SH DEFINED 01 555441 0 0 COLGATE-PALMOLIVE COM 194162103 737 12733 SH DEFINED 01 02 0 12733 0 COLGATE-PALMOLIVE COM 194162103 8204 142058 SH DEFINED 01 03 0 142058 0 COLGATE-PALMOLIVE COM 194162103 33608 581959 SH DEFINED 01 05 0 581959 0 COLONIAL BANCGROUP COM 195493309 57 4057 SH DEFINED 01 4057 0 0 COLONIAL BANCGROUP COM 195493309 7 530 SH DEFINED 01 02 0 530 0 COLONIAL PPTYS TR COM 195872106 1918 61587 SH DEFINED 01 61587 0 0 COLUMBIA SPORTSWEAR COM 198516106 4 113 SH DEFINED 01 113 0 0 COMCAST SPECIAL CL A COM 200300200 13207 366864 SH DEFINED 01 366864 0 0 COMCAST SPECIAL CL A COM 200300200 9140 253902 SH DEFINED 01 03 0 253902 0 COMCAST SPECIAL CL A COM 200300200 14955 415397 SH DEFINED 01 05 0 415397 0 COMDISCO INC COM 200336105 0 743 SH DEFINED 01 743 0 0 COMERICA INC COM 200340107 8141 142067 SH DEFINED 01 142067 0 0 COMERICA INC COM 200340107 306 5337 SH DEFINED 01 02 0 5337 0 COMERICA INC COM 200340107 3072 53623 SH DEFINED 01 03 0 53623 0 COMERICA INC COM 200340107 291 5080 SH DEFINED 01 05 0 5080 0 COMMERCE BANCORP COM 200519106 8235 209335 SH DEFINED 01 209335 0 0 COMMERCE BANCSHARES COM 200525103 4 106 SH DEFINED 01 106 0 0 COMMERCE ASSET HOLDING COM 200568996 1583 813000 SH DEFINED 01 813000 0 0 COMMERCE ASSET HOLDING COM 200568996 43 22000 SH DEFINED 01 05 0 22000 0 COMMERCE GROUP COM 200641108 2154 57162 SH DEFINED 01 57162 0 0 COMMERCE GROUP COM 200641108 192 5100 SH DEFINED 01 05 0 5100 0 COMMERCE GROUP INC COM 200641108 7 180 SH DEFINED 01 02 0 180 0 COMMERCE ONE INC COM 200693109 5 1387 SH DEFINED 01 1387 0 0 COMMERCIAL FED CORP COM 201647104 4326 184134 SH DEFINED 01 184134 0 0 COMMERCIAL FED CORP COM 201647104 5 210 SH DEFINED 01 02 0 210 0 COMMERCIAL FED CORP COM 201647104 103 4400 SH DEFINED 01 05 0 4400 0 COMMERCIAL METALS COM 201723103 1341 38332 SH DEFINED 01 38332 0 0 COMMONWEALTH IND COM 203004106 228 48536 SH DEFINED 01 48536 0 0 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 3960 87031 SH DEFINED 01 87031 0 0 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 209 4600 SH DEFINED 01 05 0 4600 0 COMMSCOPE COM 203372107 37 1730 SH DEFINED 01 1730 0 0 COMM&PWR IND COMMON COM 20338A108 18 3500 SH DEFINED 01 3500 0 0 COMM&PWR IND PIK PFD 14.00% PRF 20338C609 6569 262765 SH DEFINED 01 262765 0 0 COMM&PWR IND PIK PFD 14.00% PRF 20338C609 1122 44867 SH DEFINED 01 05 0 44867 0 COMMUNITY HEALTH SYS COM 203668108 66817 2620300 SH DEFINED 01 02 0 2620300 0 COMMUNITY HEALTH SYSTEMS COM 203668108 19131 750225 SH DEFINED 01 750225 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 3583 140500 SH DEFINED 01 03 0 140500 0 COMMUNITY HEALTH SYSTEMS COM 203668108 316 12379 SH DEFINED 01 05 0 12379 0 COMMUNITY FIRST BANK COM 203902101 7 290 SH DEFINED 01 02 0 290 0 COMMUNITY FIRST BANKSHARES COM 203902101 5154 200632 SH DEFINED 01 200632 0 0 COMMUNITY FIRST BANKSHARES COM 203902101 202 7868 SH DEFINED 01 05 0 7868 0 ALCATEL COM 204363105 60 3487 SH DEFINED 01 3487 0 0 COMPAL ELECTRONICS INC - 144A COM 20440Y309 155 24500 SH DEFINED 01 05 0 24500 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 1672 82410 SH DEFINED 01 82410 0 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 46 2244 SH DEFINED 01 05 0 2244 0 COMPANIA DE MINAS BUENAVENTURA COM 204448104 4209 203028 SH DEFINED 01 203028 0 0 COMPANIA DE MINAS BUENAVENTURA COM 204448104 73 3522 SH DEFINED 01 05 0 3522 0 COMPANIA DE TELECOMM CHILE SPN COM 204449300 2545 189070 SH DEFINED 01 189070 0 0 COMPANIA DE TELECOMM CHILE SPN COM 204449300 69 5140 SH DEFINED 01 05 0 5140 0 COMPAQ COMPUTER COM 204493100 19851 2033900 SH DEFINED 01 2033900 0 0 COMPAQ COMPUTER COM 204493100 4059 415916 SH DEFINED 01 03 0 415916 0 COMPAQ COMPUTER COM 204493100 136 13935 SH DEFINED 01 05 0 13935 0 COMPAQ COMPUTER CORP COM 204493100 1884 193000 SH DEFINED 01 0 193000 0 COMPASS BANCSHARES COM 20449H109 1244 43981 SH DEFINED 01 43981 0 0 COMPASS GROUP PLC COM 204501993 223 29745 SH DEFINED 01 29745 0 0 COMPASS GROUP PLC COM 204501993 4510 601613 SH DEFINED 01 03 0 601613 0 COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0 COMPUTER ASSOC COM 204912109 531 15400 SH DEFINED 01 02 0 15400 0 COMPUTER ASSOCIATES INTL COM 204912109 67362 1953074 SH DEFINED 01 1953074 0 0 COMPUTER ASSOCIATES INTL COM 204912109 7764 225117 SH DEFINED 01 03 0 225117 0 COMPUTER ASSOCIATES INTL COM 204912109 2413 69960 SH DEFINED 01 05 0 69960 0 COMPUTER NETWORK TEC COM 204925101 730 41000 SH DEFINED 01 41000 0 0 COMPUTER NETWORK TEC COM 204925101 4 210 SH DEFINED 01 02 0 210 0 COMPUTER NETWORK TEC COM 204925101 55 3100 SH DEFINED 01 05 0 3100 0 COMPUTER SCIENCES COM 205363104 11021 225000 SH DEFINED 01 0 225000 0 COMPUTER SCIENCES COM 205363104 45890 936903 SH DEFINED 01 936903 0 0 COMPUTER SCIENCES COM 205363104 29651 605434 SH DEFINED 01 02 0 605434 0 COMPUTER SCIENCES COM 205363104 2915 59520 SH DEFINED 01 03 0 59520 0 COMPUTER SCIENCES COM 205363104 1199 24492 SH DEFINED 01 05 0 24492 0 COMPUTER TASK GROUP COM 205477102 242 61544 SH DEFINED 01 61544 0 0 COMPUTERSHARE LTD COM 205560998 94 34600 SH DEFINED 01 34600 0 0 COMPUWARE COM 205638109 987 83740 SH DEFINED 01 83740 0 0 COMPUWARE COM 205638109 1076 91303 SH DEFINED 01 03 0 91303 0 COMPUWARE COM 205638109 32 2675 SH DEFINED 01 05 0 2675 0 COMVERSE TECH INC COM 205862402 4126 184400 SH DEFINED 01 02 0 184400 0 COMVERSE TECHNOLOGY COM 205862402 8742 390782 SH DEFINED 01 390782 0 0 COMVERSE TECHNOLOGY COM 205862402 1019 45542 SH DEFINED 01 03 0 45542 0 COMVERSE TECHNOLOGY COM 205862402 11349 507334 SH DEFINED 01 05 0 507334 0 CONAGRA FOODS COM 205887102 109130 4591131 SH DEFINED 01 4591131 0 0 CONAGRA FOODS COM 205887102 4605 193712 SH DEFINED 01 03 0 193712 0 CONAGRA FOODS COM 205887102 36803 1548293 SH DEFINED 01 05 0 1548293 0 CONAGRA FOODS INC COM 205887102 5776 243000 SH DEFINED 01 0 243000 0 CONAGRA FOODS INC COM 205887102 874 36775 SH DEFINED 01 02 0 36775 0 COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0 CONCEPTUS COM 206016107 177 7500 SH DEFINED 01 7500 0 0 CONCORD CAMERA CORP COM 206156101 752 94941 SH DEFINED 01 94941 0 0 CONCORD CAMERA CORP COM 206156101 38 4800 SH DEFINED 01 05 0 4800 0 CONCORD COMMUNICATIO COM 206186108 1020 49377 SH DEFINED 01 49377 0 0 CONCORD EFS COM 206197105 2312 70521 SH DEFINED 01 70521 0 0 CONCORD EFS COM 206197105 4054 123681 SH DEFINED 01 03 0 123681 0 CONCORD EFS COM 206197105 119 3624 SH DEFINED 01 05 0 3624 0 Concur Technologies Inc COM 206708109 1605 870161 SH DEFINED 01 870161 0 0 CONCURRENT COMPT NEW COM 206710204 3 170 SH DEFINED 01 02 0 170 0 CONCURRENT COMPUTER COM 206710204 1897 127747 SH DEFINED 01 127747 0 0 CONCURRENT COMPUTER COM 206710204 83 5600 SH DEFINED 01 05 0 5600 0 CONDUCTUS COM 206784100 352 128900 SH DEFINED 01 128900 0 0 CONECTIV INC COM 206829103 73 2955 SH DEFINED 01 2955 0 0 CONEXANT SYSTEMS COM 207142100 15843 1103274 SH DEFINED 01 1103274 0 0 CONEXANT SYSTEMS COM 207142100 898 62564 SH DEFINED 01 03 0 62564 0 CONEXANT SYSTEMS COM 207142100 15970 1112133 SH DEFINED 01 05 0 1112133 0 CONEXANT SYSTEMS INC COM 207142100 132 9200 SH DEFINED 01 02 0 9200 0 CONMED CORP COM 207410101 1486 74474 SH DEFINED 01 74474 0 0 CONMED CORP COM 207410101 6 280 SH DEFINED 01 02 0 280 0 CONNETICS CORP COM 208192104 476 40000 SH DEFINED 01 40000 0 0 CONOCO COM 208251504 202797 7165942 SH DEFINED 01 7165942 0 0 CONOCO COM 208251504 7946 280770 SH DEFINED 01 03 0 280770 0 CONOCO COM 208251504 11313 399781 SH DEFINED 01 05 0 399781 0 CONOCO INC COM 208251504 25092 886700 SH DEFINED 01 02 0 886700 0 CONSECO INC COM 208464107 36 8141 SH DEFINED 01 8141 0 0 CONSECO INC COM 208464107 377 84640 SH DEFINED 01 03 0 84640 0 CONSECO INC COM 208464107 11 2480 SH DEFINED 01 05 0 2480 0 CONSOL ENERGY INC COM 20854P109 6 247 SH DEFINED 01 247 0 0 CON EDISON $100 SR J PRF 209111863 2588 25000 SH DEFINED 01 0 25000 0 CON EDISON $100 SR J PRF 209111863 15525 150000 SH DEFINED 01 04 0 150000 0 CONSOLIDATED EDISON COM 209115104 5960 147683 SH DEFINED 01 147683 0 0 CONSOLIDATED EDISON COM 209115104 2313 57309 SH DEFINED 01 03 0 57309 0 CONSOLIDATED EDISON COM 209115104 143 3527 SH DEFINED 01 05 0 3527 0 CONSOLIDATED GRAPHICS COM 209341106 2190 113770 SH DEFINED 01 113770 0 0 CONSOLIDATED GRAPHICS COM 209341106 129 6714 SH DEFINED 01 05 0 6714 0 CONSOLIDTED GRAPHICS COM 209341106 6 300 SH DEFINED 01 02 0 300 0 CONSORCIO ARA COM 210305991 63 35500 SH DEFINED 01 35500 0 0 CONSTELLATION BRANDS CL A COM 21036P108 10764 251191 SH DEFINED 01 251191 0 0 CONSTELLATION BRANDS CL A COM 21036P108 190 4430 SH DEFINED 01 05 0 4430 0 CONSTELLATION ENERGY COM 210371100 84 3196 SH DEFINED 01 3196 0 0 CONSTELLATION ENERGY COM 210371100 1067 40193 SH DEFINED 01 03 0 40193 0 CONSTELLATION ENERGY COM 210371100 31 1177 SH DEFINED 01 05 0 1177 0 CONTIFINANCIAL COM 21075M107 594 7419470 SH DEFINED 01 02 0 7419470 0 CONTINENTAL AIRLINES CL B COM 210795308 1261 48113 SH DEFINED 01 48113 0 0 CONVERIUM HOLDINGS COM 212200992 5829 119943 SH DEFINED 01 119943 0 0 CONVERIUM HOLDINGS COM 212200992 8401 172830 SH DEFINED 01 05 0 172830 0 CONVERGYS COM 212485106 23959 639053 SH DEFINED 01 639053 0 0 CONVERGYS COM 212485106 1584 42248 SH DEFINED 01 03 0 42248 0 CONVERGYS COM 212485106 26454 705638 SH DEFINED 01 05 0 705638 0 CONVERGYS CORP COM 212485106 18371 490050 SH DEFINED 01 02 0 490050 0 COOPER CAMERON COM 216640102 598 14811 SH DEFINED 01 14811 0 0 COOPER COMPANIES COM 216648402 5803 116098 SH DEFINED 01 116098 0 0 COOPER COMPANIES COM 216648402 232 4643 SH DEFINED 01 05 0 4643 0 COOPER COS INC COM 216648402 4 80 SH DEFINED 01 02 0 80 0 COOPER INDUSTRIES COM 216669101 66 1867 SH DEFINED 01 1867 0 0 COOPER INDUSTRIES COM 216669101 803 22998 SH DEFINED 01 03 0 22998 0 COOPER INDUSTRIES COM 216669101 24 674 SH DEFINED 01 05 0 674 0 COOPER TIRE & RUBBER COM 216831107 22 1428 SH DEFINED 01 1428 0 0 COOPER TIRE & RUBBER COM 216831107 284 17818 SH DEFINED 01 03 0 17818 0 COOPER TIRE & RUBBER COM 216831107 8 522 SH DEFINED 01 05 0 522 0 COORS (ADOLPH) CL B COM 217016104 601 11241 SH DEFINED 01 11241 0 0 COORS (ADOLPH) CL B COM 217016104 473 8867 SH DEFINED 01 03 0 8867 0 COORS (ADOLPH) CL B COM 217016104 14 259 SH DEFINED 01 05 0 259 0 COORSTEK COM 217020106 2544 79887 SH DEFINED 01 79887 0 0 COORSTEK COM 217020106 143 4493 SH DEFINED 01 05 0 4493 0 COORSTEK INC COM 217020106 3 105 SH DEFINED 01 02 0 105 0 COPART COM 217204106 17671 485854 SH DEFINED 01 485854 0 0 COPART COM 217204106 24738 680112 SH DEFINED 01 02 0 680112 0 COPART COM 217204106 1462 40200 SH DEFINED 01 03 0 40200 0 COPART COM 217204106 259 7136 SH DEFINED 01 05 0 7136 0 COPPER MOUNTAIN COM 217510106 0 72 SH DEFINED 01 72 0 0 COR THERAPEUTICS INC COM 217753102 48 2024 SH DEFINED 01 2024 0 0 CORE MATERIALS CORP COM 218683100 244 166030 SH DEFINED 01 03 0 166030 0 CORINTHIAN COLLEGES COM 218868107 6738 164800 SH DEFINED 01 164800 0 0 CORINTHIAN COLLEGES COM 218868107 4 95 SH DEFINED 01 02 0 95 0 CORINTHIAN COLLEGES COM 218868107 229 5600 SH DEFINED 01 05 0 5600 0 CORIXA CORP COM 21887F100 1 78 SH DEFINED 01 78 0 0 CORN PRODUCTS INTL COM 219023108 3682 104458 SH DEFINED 01 104458 0 0 CORNELL COMPANIES COM 219141108 1859 105300 SH DEFINED 01 105300 0 0 CORNELL COMPANIES COM 219141108 150 8500 SH DEFINED 01 05 0 8500 0 CORNING INC COM 219350105 1739 195000 SH DEFINED 01 0 195000 0 CORNING INC COM 219350105 810 90744 SH DEFINED 01 90744 0 0 CORNING INC COM 219350105 12657 1418944 SH DEFINED 01 02 0 1418944 0 CORNING INC COM 219350105 2273 254805 SH DEFINED 01 03 0 254805 0 CORNING INC COM 219350105 61 6803 SH DEFINED 01 05 0 6803 0 CORP EXECUTIVE BOARD COM 21988R102 5 140 SH DEFINED 01 02 0 140 0 CORPORATE EXECUTIVE BOARD COM 21988R102 2271 61902 SH DEFINED 01 61902 0 0 CORPORATE EXECUTIVE BOARD COM 21988R102 132 3600 SH DEFINED 01 05 0 3600 0 CORRECTIONS CORP OF AMERICA SE PRF 22025Y308 0 6 SH DEFINED 01 6 0 0 CORRECTIONS CORP OF AMERICA COM 22025Y407 1 33 SH DEFINED 01 33 0 0 CORTEFIEL SA COM 220500995 41 7300 SH DEFINED 01 7300 0 0 CORUS BANKSARES INC COM 220873103 3 74 SH DEFINED 01 74 0 0 CORUS BANKSARES INC COM 220873103 5 120 SH DEFINED 01 02 0 120 0 CORUS GROUP PLC COM 220999999 2219 2116769 SH DEFINED 01 03 0 2116769 0 CORVIS CORP COM 221009103 4 1323 SH DEFINED 01 1323 0 0 COSINE COMM INC COM 221222102 0 298 SH DEFINED 01 298 0 0 COST PLUS COM 221485105 2025 76416 SH DEFINED 01 76416 0 0 COSTCO WHOLESALE COM 22160K105 381289 8591455 SH DEFINED 01 8591455 0 0 COSTCO WHOLESALE COM 22160K105 4928 111031 SH DEFINED 01 03 0 111031 0 COSTCO WHOLESALE COM 22160K105 63155 1423053 SH DEFINED 01 05 0 1423053 0 COSTCO WHOLESALE COR COM 22160K105 263 5917 SH DEFINED 01 02 0 5917 0 COUNTRYWIDE CREDIT INDS COM 222372104 13040 318300 SH DEFINED 01 318300 0 0 COUNTRYWIDE CREDIT INDS COM 222372104 2041 49810 SH DEFINED 01 03 0 49810 0 COUNTRYWIDE CREDIT INDS COM 222372104 351 8580 SH DEFINED 01 05 0 8580 0 COUSINS PROPERTIES I COM 222795106 8 317 SH DEFINED 01 317 0 0 COVAD COMMUNICATIONS GROUP COM 222814204 1 226 SH DEFINED 01 226 0 0 COVANCE INC COM 222816100 9387 413524 SH DEFINED 01 413524 0 0 COVANCE INC COM 222816100 120 5300 SH DEFINED 01 02 0 5300 0 COVANCE INC COM 222816100 15016 661500 SH DEFINED 01 05 0 661500 0 COVANIA ENERGY CORP COM 22281N103 2 460 SH DEFINED 01 02 0 460 0 COVANTA ENERGY COM 22281N103 1359 300566 SH DEFINED 01 300566 0 0 COVANTA ENERGY COM 22281N103 89 19786 SH DEFINED 01 05 0 19786 0 COVANSYS CORPORATION COM 22281W103 1 139 SH DEFINED 01 139 0 0 COVENTRY HEALTH CARE COM 222862104 3862 193594 SH DEFINED 01 193594 0 0 COVIA TECHNOLOGIES SERIES E COM 222900XY3 1743 1622545 SH DEFINED 01 1622545 0 0 COVIA TECHNOLOGIES SERIES E COM 222900XY3 2543 2367878 SH DEFINED 01 05 0 2367878 0 COX COMMUNICATIONS CL A COM 224044107 41968 1001384 SH DEFINED 01 1001384 0 0 COX COMMUNICATIONS CL A COM 224044107 36 870 SH DEFINED 01 05 0 870 0 COX COMMUNICATIONS CONV PRF 224044305 2226 40340 SH DEFINED 01 0 40340 0 COX COMMUNICATIONS CM CV 7.00% PRF 224044305 19310 350000 SH DEFINED 01 350000 0 0 COX RADIO CL A COM 224051102 773 30337 SH DEFINED 01 30337 0 0 CP SHIPS LIMITED COM 22409V102 0 0 SH DEFINED 01 0 0 0 CRANE COM 224399105 15290 596311 SH DEFINED 01 596311 0 0 CRANE COM 224399105 376 14649 SH DEFINED 01 03 0 14649 0 CRANE COM 224399105 1247 48601 SH DEFINED 01 05 0 48601 0 CRAWFORD & CO COM 224633107 2 167 SH DEFINED 01 167 0 0 CREDENCE SYSTEMS COM 225302108 4174 224775 SH DEFINED 01 224775 0 0 CREDENCE SYSTEMS COM 225302108 520 28000 SH DEFINED 01 05 0 28000 0 CREDIT SUISSE GROUP COM 225400993 12537 294004 SH DEFINED 01 294004 0 0 CREDIT SUISSE GROUP COM 225400993 17016 399027 SH DEFINED 01 05 0 399027 0 CREE COM 225447101 672 22783 SH DEFINED 01 22783 0 0 CRESCENT COM 225756105 473 26100 SH DEFINED 01 02 0 26100 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 41294 2280186 SH DEFINED 01 2280186 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 744 41100 SH DEFINED 01 03 0 41100 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 2059 113687 SH DEFINED 01 05 0 113687 0 CRESTLINE CAP CORP COM 226153104 1864 60000 SH DEFINED 01 60000 0 0 CRESTLINE CAP CORP COM 226153104 4 140 SH DEFINED 01 02 0 140 0 CRESTLINE CAP CORP COM 226153104 171 5500 SH DEFINED 01 05 0 5500 0 CRH PLC COM 226530996 70 3990 SH DEFINED 01 3990 0 0 CK WITCO CORPORATION COM 227116100 32 3633 SH DEFINED 01 3633 0 0 CROSS A T CO CL A ATX.A - B COM 227478104 292 49511 SH DEFINED 01 49511 0 0 CROSS MEDIA MKTG COM 22754R201 0 16 SH DEFINED 01 16 0 0 CROSSROADS SYSTEMS COM 22765D100 1 132 SH DEFINED 01 132 0 0 CROWN CASTLE INTL COM 228227104 5 461 SH DEFINED 01 461 0 0 CROWN CORK & SEAL COM 228255105 0 190 SH DEFINED 01 190 0 0 CROWN MEDIA HOLDINGS CL A COM 228411104 1076 95300 SH DEFINED 01 95300 0 0 CRYOLIFE COM 228903100 1952 65061 SH DEFINED 01 65061 0 0 CSR COM 229555990 238 68500 SH DEFINED 01 68500 0 0 CUBIST PHARMACEUTICA COM 229678107 2 60 SH DEFINED 01 02 0 60 0 CUBIST PHARMACEUTICALS COM 229678107 2322 64570 SH DEFINED 01 64570 0 0 CUBIST PHARMACEUTICALS COM 229678107 58 1600 SH DEFINED 01 05 0 1600 0 CULLEN/FROST BANKERS COM 229899109 4907 158925 SH DEFINED 01 158925 0 0 CUMMINS ENGINE COM 231021106 32 822 SH DEFINED 01 822 0 0 CUMMINS ENGINE COM 231021106 391 10140 SH DEFINED 01 03 0 10140 0 CUMMINS ENGINE COM 231021106 11 297 SH DEFINED 01 05 0 297 0 CUMULUS MEDIA COM 231082108 1 68 SH DEFINED 01 68 0 0 CURATIVE TECHNOLOGIE COM 231264102 288 21345 SH DEFINED 01 21345 0 0 CURAGEN CORP COM 23126R101 5 216 SH DEFINED 01 216 0 0 CURTISS-WRIGHT COM 231561101 716 15000 SH DEFINED 01 15000 0 0 CURTISS-WRIGHT COM 231561101 72 1500 SH DEFINED 01 05 0 1500 0 CYBEAR GROUP COM 23243C201 0 3 SH DEFINED 01 3 0 0 CYBERCARE INC COM 23243T105 0 133 SH DEFINED 01 133 0 0 CYBEROPTICS CORP COM 232517102 1703 128500 SH DEFINED 01 128500 0 0 CYBEROPTICS CORP COM 232517102 69 5200 SH DEFINED 01 05 0 5200 0 CYBER SOURCE COPR COM 23251J106 0 38 SH DEFINED 01 38 0 0 CYGNUS INC COM COM 232560102 509 96883 SH DEFINED 01 96883 0 0 CYMER INC COM 232572107 2422 90618 SH DEFINED 01 90618 0 0 CYMER INC COM 232572107 2 60 SH DEFINED 01 02 0 60 0 CYPRESS COMMUNICATIONS INC COM 232743203 0 8 SH DEFINED 01 8 0 0 CYPRESS SEMICONDUCTOR COM 232806109 765 38371 SH DEFINED 01 38371 0 0 CYSIVE INC COM 23281T108 0 76 SH DEFINED 01 76 0 0 CYTEC INDS COM 232820100 2923 108247 SH DEFINED 01 108247 0 0 CYTEC INDS COM 232820100 203 7518 SH DEFINED 01 05 0 7518 0 CYTEC INDUSTRIES COM 232820100 7 250 SH DEFINED 01 02 0 250 0 CYTOGEN CORP COM 232824102 1 242 SH DEFINED 01 242 0 0 D & K HEALTHCARE RESOURCES COM 232861104 843 14800 SH DEFINED 01 14800 0 0 CYTYC COM 232946103 363 13914 SH DEFINED 01 13914 0 0 DDI COM 233162106 1468 149134 SH DEFINED 01 149134 0 0 DDI COM 233162106 81 8190 SH DEFINED 01 05 0 8190 0 DDI CORP COM 233162106 2 190 SH DEFINED 01 02 0 190 0 DMC STRATEX NETWORKS COM 23322L106 2236 287533 SH DEFINED 01 287533 0 0 DMI Furniture Inc COM 233230101 3 1758 SH DEFINED 01 1758 0 0 DPL INCSTOCK COM 233293109 94 3902 SH DEFINED 01 3902 0 0 DQE COM 23329J104 38 1997 SH DEFINED 01 1997 0 0 DRS TECHNOLOGIES INC COM 23330X100 342 9600 SH DEFINED 01 9600 0 0 D R HORTON INC COM 23331A109 7369 227015 SH DEFINED 01 227015 0 0 DST SYSTEMS COM 233326107 35884 719842 SH DEFINED 01 719842 0 0 DST SYSTEMS COM 233326107 127974 2567142 SH DEFINED 01 02 0 2567142 0 DST SYSTEMS COM 233326107 4400 88270 SH DEFINED 01 03 0 88270 0 DST SYSTEMS COM 233326107 19686 394894 SH DEFINED 01 05 0 394894 0 DSP GROUP COM 23332B106 20 867 SH DEFINED 01 867 0 0 DSP GROUP COM 23332B106 4 190 SH DEFINED 01 02 0 190 0 DTE ENERGY COM 233331107 107498 2563147 SH DEFINED 01 2563147 0 0 DTE ENERGY COM 233331107 1855 44235 SH DEFINED 01 03 0 44235 0 DTE ENERGY COM 233331107 152 3639 SH DEFINED 01 05 0 3639 0 DAIICHI PHARM COM 233816990 389 20000 SH DEFINED 01 20000 0 0 DAIRY MART WARRANTS COM 2338602*5 4 362999 SH DEFINED 01 362999 0 0 DAIRY MART WARRANTS COM 2338602*5 0 10000 SH DEFINED 01 05 0 10000 0 DAISEKI CO LTD COM 234025997 126 8800 SH DEFINED 01 8800 0 0 DAISYTEK INTRNATIONA COM 234053106 1107 84000 SH DEFINED 01 84000 0 0 DAISYTEK INTRNATIONA COM 234053106 3 210 SH DEFINED 01 02 0 210 0 DAISYTEK INTRNATIONA COM 234053106 91 6900 SH DEFINED 01 05 0 6900 0 DAITO TRUST CONSTR COM 234055994 41 2700 SH DEFINED 01 2700 0 0 DAIWA HOUSE INDS COM 234062107 1147 201000 SH DEFINED 01 201000 0 0 DAIWA SECURITIES GROUP COM 234064103 58 11000 SH DEFINED 01 11000 0 0 DAL-TILE INTL COM 23426R108 1613 69355 SH DEFINED 01 69355 0 0 DANA CORP COM 235811106 47 3393 SH DEFINED 01 3393 0 0 DANA CORP COM 235811106 506 36467 SH DEFINED 01 03 0 36467 0 DANA CORP COM 235811106 15 1068 SH DEFINED 01 05 0 1068 0 DANAHER COM 235851102 32581 540215 SH DEFINED 01 540215 0 0 DANAHER COM 235851102 5252 87091 SH DEFINED 01 03 0 87091 0 DANAHER COM 235851102 14333 237653 SH DEFINED 01 05 0 237653 0 DANAHER CORP COM 235851102 17356 287803 SH DEFINED 01 02 0 287803 0 DARDEN RESTAURANTS COM 237194105 2540 71756 SH DEFINED 01 71756 0 0 DARDEN RESTAURANTS COM 237194105 1013 28615 SH DEFINED 01 03 0 28615 0 DARDEN RESTAURANTS COM 237194105 30 838 SH DEFINED 01 05 0 838 0 DATA RETURN CORP COM 23785M104 0 98 SH DEFINED 01 98 0 0 DATASCOPE COM 238113104 1479 43598 SH DEFINED 01 43598 0 0 DAVITA COM 23918K108 1361 55659 SH DEFINED 01 55659 0 0 DAVOX CORP COM 239208101 352 36362 SH DEFINED 01 36362 0 0 DBS GROUP HOLDINGS COM 240100990 8640 1156000 SH DEFINED 01 1156000 0 0 DBS GROUP HOLDINGS COM 240100990 67 9000 SH DEFINED 01 05 0 9000 0 DEAN FOODS COMPANY COM 242370104 1292 18939 SH DEFINED 01 18939 0 0 DEAN FOODS COMPANY COM 242370104 4 65 SH DEFINED 01 02 0 65 0 DEB SHOPS COM 242728103 1699 70057 SH DEFINED 01 70057 0 0 DEB SHOPS COM 242728103 6 230 SH DEFINED 01 02 0 230 0 DEB SHOPS COM 242728103 108 4443 SH DEFINED 01 05 0 4443 0 DEERE & CO COM 244199105 3955 90608 SH DEFINED 01 90608 0 0 DEERE & CO COM 244199105 2517 57653 SH DEFINED 01 03 0 57653 0 DEERE & CO COM 244199105 74 1689 SH DEFINED 01 05 0 1689 0 DEL MONTE FOODS CO COM 24522P103 1 139 SH DEFINED 01 139 0 0 DEL MONTE FOODS CO COM 24522P103 5 550 SH DEFINED 01 02 0 550 0 DELIAS CL A COM 24688Q101 1233 198800 SH DEFINED 01 198800 0 0 DELL COMPUTER COM 247025109 137965 5075984 SH DEFINED 01 5075984 0 0 DELL COMPUTER COM 247025109 20434 751815 SH DEFINED 01 03 0 751815 0 DELL COMPUTER COM 247025109 51435 1892374 SH DEFINED 01 05 0 1892374 0 DELL COMPUTER CORP COM 247025109 3914 144000 SH DEFINED 01 0 144000 0 DELL COMPUTER CORP COM 247025109 23896 879165 SH DEFINED 01 02 0 879165 0 DELL COMPUTERS COM 247025109 2749 101143 SH DEFINED 11 12 0 101143 0 DELL COMPUTERS COM 247025109 19252 708342 SH DEFINED 11 12 13 0 708342 0 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2094 153342 SH DEFINED 01 153342 0 0 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1879 137550 SH DEFINED 01 03 0 137550 0 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 55 4030 SH DEFINED 01 05 0 4030 0 DELPHI FINANCIAL GRP COM 247131105 2004 60192 SH DEFINED 01 60192 0 0 DELTA & PINE LAND CO COM 247357106 2561 113157 SH DEFINED 01 113157 0 0 DELTA AIR LINES COM 247361108 69 2388 SH DEFINED 01 2388 0 0 DELTA AIR LINES COM 247361108 885 30259 SH DEFINED 01 03 0 30259 0 DELTA AIR LINES COM 247361108 26 887 SH DEFINED 01 05 0 887 0 DELTIC TIMBER CORP COM 247850100 961 35056 SH DEFINED 01 35056 0 0 DELUXE COM 248019101 56 1348 SH DEFINED 01 1348 0 0 DELUXE COM 248019101 677 16291 SH DEFINED 01 03 0 16291 0 DELUXE COM 248019101 20 477 SH DEFINED 01 05 0 477 0 DANSKE BANK COM 248205999 262 16341 SH DEFINED 01 16341 0 0 DENDRITE COM 248239105 947 67555 SH DEFINED 01 02 0 67555 0 DENDRITE INTL COM 248239105 17770 1266639 SH DEFINED 01 1266639 0 0 DENDRITE INTL COM 248239105 2086 148650 SH DEFINED 01 03 0 148650 0 DENDRITE INTL COM 248239105 268 19105 SH DEFINED 01 05 0 19105 0 DENISON INTL ADR COM 248335101 889 53700 SH DEFINED 01 53700 0 0 DENISON INTL ADR COM 248335101 91 5500 SH DEFINED 01 05 0 5500 0 DENTSPLY INTERNATL I COM 249030107 82 1643 SH DEFINED 01 1643 0 0 DEPARTMENT 56 COM 249509100 327 38029 SH DEFINED 01 38029 0 0 DEPFA DEUTSCHE PFANDBRIEFBANK COM 249525999 179 3150 SH DEFINED 01 3150 0 0 DEUTSCHE BANK COM 251525101 29356 415759 SH DEFINED 01 415759 0 0 DEUTSCHE BANK COM 251525101 5182 73392 SH DEFINED 01 03 0 73392 0 DEUTSCHE BANK COM 251525101 19042 269679 SH DEFINED 01 05 0 269679 0 DEUTSCHE BOERSE AG COM 251549994 147 3700 SH DEFINED 01 3700 0 0 DEUTSCHE TELEKOM COM 251550992 11263 652000 SH DEFINED 01 652000 0 0 DEVELOPERS DIVERSIFIED REALTY COM 251591103 1344 70344 SH DEFINED 01 70344 0 0 DEVELOPERS DIVERSIFIED REALTY COM 251591103 122 6400 SH DEFINED 01 05 0 6400 0 DEVON ENERGY COM 25179M103 4217 109097 SH DEFINED 01 109097 0 0 DEVON ENERGY COM 25179M103 34774 899700 SH DEFINED 01 02 0 899700 0 DEVON ENERGY COM 25179M103 1959 50689 SH DEFINED 01 03 0 50689 0 DEVON ENERGY COM 25179M103 85 2206 SH DEFINED 01 05 0 2206 0 DEVRY COM 251893103 19977 702180 SH DEFINED 01 702180 0 0 DEVRY COM 251893103 3713 130500 SH DEFINED 01 03 0 130500 0 DEVRY COM 251893103 330 11592 SH DEFINED 01 05 0 11592 0 DEVRY INC. COM 251893103 65275 2294426 SH DEFINED 01 02 0 2294426 0 DEXIA BELGIUM COM 252160999 31 2162 SH DEFINED 01 2162 0 0 DIA DEXUS CV SERIES C COM 252425996 6167 795698 SH DEFINED 01 795698 0 0 DIA DEXUS CV SERIES C COM 252425996 12333 1591398 SH DEFINED 01 05 0 1591398 0 DIAGEO PLC NEW ORDS COM 25243A994 284 24837 SH DEFINED 01 24837 0 0 DIAGEO ADR COM 25243Q205 1504 32500 SH DEFINED 01 32500 0 0 DIAGNOSTIC PRODUCTS COM 252450101 40806 928495 SH DEFINED 01 928495 0 0 DIAGNOSTIC PRODUCTS COM 252450101 9726 221246 SH DEFINED 01 02 0 221246 0 DIAGNOSTIC PRODUCTS COM 252450101 4077 92750 SH DEFINED 01 03 0 92750 0 DIAGNOSTIC PRODUCTS COM 252450101 812 18474 SH DEFINED 01 05 0 18474 0 DIAL CORP COM 25247D101 53 3100 SH DEFINED 01 3100 0 0 DIAMOND OFFSHORE DRI COM 25271C102 9 293 SH DEFINED 01 293 0 0 DIAMONDS TRUST SERIE COM 252787106 57 577 SH DEFINED 01 02 0 577 0 DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 1494 114063 SH DEFINED 01 114063 0 0 DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 96 7300 SH DEFINED 01 05 0 7300 0 DIAMONDCLUSTER INTL COM 25278P106 2 140 SH DEFINED 01 02 0 140 0 DIANON SYSTEMS COM 252826102 1046 17200 SH DEFINED 01 17200 0 0 DIEBOLD COM 253651103 30219 747278 SH DEFINED 01 747278 0 0 DIEBOLD COM 253651103 2405 59477 SH DEFINED 01 05 0 59477 0 DIGEX COM 253756100 0 39 SH DEFINED 01 39 0 0 DIGI INTL INC COM COM 253798102 288 45204 SH DEFINED 01 45204 0 0 DIGITAL LIGHTWAVE COM 253855100 864 92080 SH DEFINED 01 92080 0 0 DIGITAL LIGHTWAVE COM 253855100 2 170 SH DEFINED 01 02 0 170 0 DIGITAL LIGHTWAVE COM 253855100 1 75 SH DEFINED 01 03 0 75 0 DIGITAL LIGHTWAVE COM 253855100 53 5700 SH DEFINED 01 05 0 5700 0 DIGITAL INSIGHT COM 25385P106 2 72 SH DEFINED 01 72 0 0 DIGITAL RIVER COM 25388B104 637 40088 SH DEFINED 01 40088 0 0 DIGITAL RIVER COM 25388B104 1 90 SH DEFINED 01 02 0 90 0 DIGITAL RIVER COM 25388B104 49 3100 SH DEFINED 01 05 0 3100 0 DIGITAS INC COM 25388K104 0 110 SH DEFINED 01 110 0 0 DIGITAL THINK COM 25388M100 541 50070 SH DEFINED 01 50070 0 0 DIME COMMUNITY COM 253922108 4 150 SH DEFINED 01 02 0 150 0 DIME COMMUNITY BANCSHARES COM 253922108 3469 123641 SH DEFINED 01 123641 0 0 DIME COMMUNITY BANCSHARES COM 253922108 123 4389 SH DEFINED 01 05 0 4389 0 DILLARD'S CL A COM 254067101 783 48902 SH DEFINED 01 48902 0 0 DILLARD'S CL A COM 254067101 329 20552 SH DEFINED 01 03 0 20552 0 DILLARD'S CL A COM 254067101 10 602 SH DEFINED 01 05 0 602 0 DIME BANCORP INC COM 25429Q102 132 3685 SH DEFINED 01 3685 0 0 DIMON COM 254394109 948 131638 SH DEFINED 01 131638 0 0 DIONEX COM 254546104 1656 64901 SH DEFINED 01 64901 0 0 DISNEY (WALT) COM 254687106 36314 1752595 SH DEFINED 01 1752595 0 0 DISNEY (WALT) COM 254687106 11078 534625 SH DEFINED 01 03 0 534625 0 DISNEY (WALT) COM 254687106 17154 827863 SH DEFINED 01 05 0 827863 0 DISNEY WALT CO COM 254687106 4247 205000 SH DEFINED 01 0 205000 0 DIRECT FOCUS COM 254931108 3055 97900 SH DEFINED 01 97900 0 0 DIRECT FOCUS COM 254931108 187 6000 SH DEFINED 01 05 0 6000 0 DIRECT FOCUS INC COM 254931108 4 127 SH DEFINED 01 02 0 127 0 DITECH COMMU CORP COM 25500M103 1 157 SH DEFINED 01 157 0 0 DIVERSA CORP COM 255064107 1075 76012 SH DEFINED 01 76012 0 0 DIVERSA CORP COM 255064107 2 120 SH DEFINED 01 02 0 120 0 DIVERSA CORP COM 255064107 86 6100 SH DEFINED 01 05 0 6100 0 DIVINE INC-A COM 255402109 0 127 SH DEFINED 01 127 0 0 DIXONS GROUP PL COM 255555997 75 21785 SH DEFINED 01 21785 0 0 THEROX SERIES H PRF 256000XY1 3745 814130 SH DEFINED 01 814130 0 0 THEROX SERIES H PRF 256000XY1 6255 1359783 SH DEFINED 01 05 0 1359783 0 DOBSON COMMUNICATIONS CL A COM 256069105 421 49311 SH DEFINED 01 49311 0 0 DOBSON COMM PIK PFD 13.00% PRF 256072505 12317 12317 SH DEFINED 01 12317 0 0 DOBSON COMM PIK PFD 13.00% PRF 256072505 2496 2496 SH DEFINED 01 05 0 2496 0 DOCENT COM 25608L106 272 85700 SH DEFINED 01 85700 0 0 DOCENT INC RESTRICTED COM 25608L999 887 279893 SH DEFINED 01 05 0 279893 0 DOCUMENTUM INC COM 256159104 1024 47134 SH DEFINED 01 47134 0 0 DOCUMENTUM INC COM 256159104 2 70 SH DEFINED 01 02 0 70 0 DOCUMENTUM INC COM 256159104 67 3100 SH DEFINED 01 05 0 3100 0 DOLE FOOD CO INC COM 256605106 53 2005 SH DEFINED 01 2005 0 0 DOLLAR GENERAL COM 256669102 97 6511 SH DEFINED 01 6511 0 0 DOLLAR GENERAL COM 256669102 1209 81172 SH DEFINED 01 03 0 81172 0 DOLLAR GENERAL COM 256669102 35 2378 SH DEFINED 01 05 0 2378 0 DOLLAR THRIFY AUTOMOTIVE GROUP COM 256743105 653 42100 SH DEFINED 01 42100 0 0 DOLLAR TREE STORES COM 256747106 7729 250070 SH DEFINED 01 250070 0 0 DOLLAR TREE STORES COM 256747106 105 3400 SH DEFINED 01 02 0 3400 0 DOLLAR TREE STORES COM 256747106 7845 253800 SH DEFINED 01 05 0 253800 0 DOMINION RES INC VA COM 25746U109 4868 81000 SH DEFINED 01 0 81000 0 DOMINION RES INC VA COM 25746U109 446 7422 SH DEFINED 01 02 0 7422 0 DOMINION RESOURCES COM 25746U109 439539 7313477 SH DEFINED 01 7313477 0 0 DOMINION RESOURCES COM 25746U109 4230 70380 SH DEFINED 01 03 0 70380 0 DOMINION RESOURCES COM 25746U109 124467 2070972 SH DEFINED 01 05 0 2070972 0 DOMINION RESOURCES CV 9.50% PRF 25746U208 36988 619350 SH DEFINED 01 619350 0 0 DOMINION RESOURCES CV 9.50% PRF 25746U208 2732 45750 SH DEFINED 01 05 0 45750 0 DOMTAR INC COM 257561993 70 7000 SH DEFINED 01 7000 0 0 DONALDSON CO COM 257651109 57 1471 SH DEFINED 01 1471 0 0 DONALDSON CO COM 257651109 4 95 SH DEFINED 01 02 0 95 0 DONNELLEY (RR) & SONS COM 257867101 28933 974513 SH DEFINED 01 974513 0 0 DONNELLEY (RR) & SONS COM 257867101 1503 50613 SH DEFINED 01 03 0 50613 0 DONNELLEY (RR) & SONS COM 257867101 1207 40674 SH DEFINED 01 05 0 40674 0 DONNELLEY (RR)&SONS COM 257867101 433 14600 SH DEFINED 01 02 0 14600 0 DORAL FINANCIAL COM 25811P100 2545 81554 SH DEFINED 01 81554 0 0 DORAL FINANCIAL COM 25811P100 3 100 SH DEFINED 01 02 0 100 0 DORAL FINANCIAL COM 25811P100 4154 133100 SH DEFINED 01 05 0 133100 0 DOUBLECLICK INC COM 258609304 405 35706 SH DEFINED 01 35706 0 0 DOVER COM 260003108 16614 448191 SH DEFINED 01 448191 0 0 DOVER COM 260003108 1842 49698 SH DEFINED 01 03 0 49698 0 DOVER COM 260003108 1228 33109 SH DEFINED 01 05 0 33109 0 DOVER DOWNS ENTERTAI COM 260086103 2 139 SH DEFINED 01 139 0 0 DOW CHEMICAL COM 260543103 2646 78330 SH DEFINED 01 0 78330 0 DOW CHEMICAL COM 260543103 78210 2315270 SH DEFINED 01 2315270 0 0 DOW CHEMICAL COM 260543103 8996 266290 SH DEFINED 01 02 0 266290 0 DOW CHEMICAL COM 260543103 8519 252185 SH DEFINED 01 03 0 252185 0 DOW CHEMICAL COM 260543103 22071 653394 SH DEFINED 01 05 0 653394 0 DOW JONES COM 260561105 902 16485 SH DEFINED 01 16485 0 0 DOW JONES COM 260561105 1141 20850 SH DEFINED 01 03 0 20850 0 DOW JONES COM 260561105 33 610 SH DEFINED 01 05 0 610 0 DOWNEY FINANCIAL COM 261018105 5932 143790 SH DEFINED 01 143790 0 0 DOWNEY FINANCIAL COM 261018105 144 3500 SH DEFINED 01 05 0 3500 0 DOWNEY FINL CORP COM 261018105 5 115 SH DEFINED 01 02 0 115 0 THE DRESS BARN COM 261570105 1348 53917 SH DEFINED 01 53917 0 0 DREYERS GRAND ICE COM 261878102 42 1111 SH DEFINED 01 1111 0 0 DRIL QUIP COM 262037104 2031 84271 SH DEFINED 01 84271 0 0 DRIL QUIP COM 262037104 29 1200 SH DEFINED 01 05 0 1200 0 DRUG STORE.COM COM 262241102 0 66 SH DEFINED 01 66 0 0 DSL.NET INC COM 262506108 0 274 SH DEFINED 01 274 0 0 DSM COM 262510993 661 18100 SH DEFINED 01 18100 0 0 DU PONT(EI) DE NEMOURS COM 263534109 4912 115565 SH DEFINED 01 115565 0 0 DU PONT(EI) DE NEMOURS COM 263534109 10700 251700 SH DEFINED 01 03 0 251700 0 DU PONT(EI) DE NEMOURS COM 263534109 313 7373 SH DEFINED 01 05 0 7373 0 E I DUPONT COM 263534109 374 8780 SH DEFINED 01 02 0 8780 0 DUANE READE COM 263578106 2 80 SH DEFINED 01 02 0 80 0 READE (DUANE) COM 263578106 2751 90647 SH DEFINED 01 90647 0 0 READE (DUANE) COM 263578106 4702 154953 SH DEFINED 01 05 0 154953 0 DUKE ENERGY COM 264399106 403409 10275328 SH DEFINED 01 10275328 0 0 DUKE ENERGY COM 264399106 9389 239161 SH DEFINED 01 03 0 239161 0 DUKE ENERGY COM 264399106 114116 2906683 SH DEFINED 01 05 0 2906683 0 DUKE ENERGY CORP COM 264399106 2042 52000 SH DEFINED 01 0 52000 0 DUKE ENERGY CORP COM 264399106 1221 31083 SH DEFINED 01 02 0 31083 0 DUKE ENERGY CV 8.25% PRF 264399585 84982 3225100 SH DEFINED 01 3225100 0 0 DUKE ENERGY CV 8.25% PRF 264399585 9822 372800 SH DEFINED 01 05 0 372800 0 DUKE ENERGY CVT PFD CONV PRF 264399585 32 1200 SH DEFINED 01 02 0 1200 0 DUKE REALTY CORP COM 264411505 7 303 SH DEFINED 01 303 0 0 DUN & BRADSTREET COM 26483E100 1340 37956 SH DEFINED 01 37956 0 0 DURA AUTOMOTIVE SYST COM 265903104 6 540 SH DEFINED 01 02 0 540 0 DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 2591 235554 SH DEFINED 01 235554 0 0 DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 180 16346 SH DEFINED 01 05 0 16346 0 AMERICAN HOME PRODUCTS COM 26609107 4093 66700 SH DEFINED 11 12 0 66700 0 AMERICAN HOME PRODUCTS COM 26609107 37148 605414 SH DEFINED 11 12 13 0 605414 0 DUPONT PHOTO COM 26613X101 2293 52771 SH DEFINED 01 52771 0 0 DURBAN ROODEPORT ADR COM 266597301 483 350000 SH DEFINED 01 350000 0 0 DYCOM INDS COM 267475101 154 9225 SH DEFINED 01 9225 0 0 DYNEGY CL A COM 26816Q101 29922 1173366 SH DEFINED 01 1173366 0 0 DYNEGY CL A COM 26816Q101 3530 138462 SH DEFINED 01 03 0 138462 0 DYNEGY CL A COM 26816Q101 8428 330525 SH DEFINED 01 05 0 330525 0 DYNEGY INC COM 26816Q101 2907 114000 SH DEFINED 01 0 114000 0 DYNEGY INC COM 26816Q101 734 28800 SH DEFINED 01 02 0 28800 0 CBEYOND COMMUNICATIO PRF 268470986 1887 545002 SH DEFINED 01 05 0 545002 0 CBEYOND COMMUNICATIONS - FORMA PRF 268470994 3113 899041 SH DEFINED 01 05 0 899041 0 EGL COM 268484102 676 48484 SH DEFINED 01 48484 0 0 EGL COM 268484102 54 3900 SH DEFINED 01 05 0 3900 0 E-LOAN COM 26861P107 0 102 SH DEFINED 01 102 0 0 EMC COM 268648102 143034 10642383 SH DEFINED 01 10642383 0 0 EMC COM 268648102 7576 563672 SH DEFINED 01 03 0 563672 0 EMC COM 268648102 28274 2103763 SH DEFINED 01 05 0 2103763 0 EMC CORPORATION COM 268648102 7957 592000 SH DEFINED 01 0 592000 0 EMC CORPORATION COM 268648102 412 30688 SH DEFINED 01 02 0 30688 0 EMC CORPORATION COM 268648102 200 14900 SH DEFINED 11 12 0 14900 0 AMERICAN INTERNATIONAL GROUP COM 26874107 3911 49261 SH DEFINED 11 12 0 49261 0 AMERICAN INTL GROUP COM 26874107 32407 408157 SH DEFINED 11 12 13 0 408157 0 ENSCO INTL COM 26874Q100 15015 604193 SH DEFINED 01 604193 0 0 ENSCO INTL COM 26874Q100 2659 107000 SH DEFINED 01 03 0 107000 0 ENSCO INTL COM 26874Q100 248 9972 SH DEFINED 01 05 0 9972 0 ENSCO INTL INC COM 26874Q100 38257 1539623 SH DEFINED 01 02 0 1539623 0 ENI COM 26874R991 19253 1535641 SH DEFINED 01 1535641 0 0 ENI COM 26874R991 4618 368431 SH DEFINED 01 03 0 368431 0 ENI COM 26874R991 23725 1892417 SH DEFINED 01 05 0 1892417 0 EOG RESOURCES COM 26875P101 1731 44271 SH DEFINED 01 44271 0 0 EOG RESOURCES COM 26875P101 1109 28354 SH DEFINED 01 03 0 28354 0 EOG RESOURCES COM 26875P101 32 830 SH DEFINED 01 05 0 830 0 E.ON AG -SPON ADR COM 268780103 23180 450000 SH DEFINED 01 450000 0 0 E.ON COM 268780996 7974 153345 SH DEFINED 01 153345 0 0 E.ON COM 268780996 10439 200735 SH DEFINED 01 05 0 200735 0 E.PIPHANY INC COM 26881V100 4 462 SH DEFINED 01 462 0 0 ESS TECHNOLOGY COM 269151106 2826 132933 SH DEFINED 01 132933 0 0 ESS TECHNOLOGY COM 269151106 6 290 SH DEFINED 01 02 0 290 0 E*TRADE GROUP COM 269246104 1681 164046 SH DEFINED 01 164046 0 0 E*TRADE GROUP COM 269246104 159 15500 SH DEFINED 01 05 0 15500 0 EARTHLINK COM 270321102 962 79059 SH DEFINED 01 79059 0 0 EAST WEST BANCORP COM 27579R104 3852 149584 SH DEFINED 01 149584 0 0 EAST WEST BANCORP COM 27579R104 3 105 SH DEFINED 01 02 0 105 0 EAST WEST BANCORP COM 27579R104 124 4800 SH DEFINED 01 05 0 4800 0 EASTMAN CHEMICAL COM 277432100 8467 216979 SH DEFINED 01 216979 0 0 EASTMAN CHEMICAL COM 277432100 739 18931 SH DEFINED 01 03 0 18931 0 EASTMAN CHEMICAL COM 277432100 13413 343755 SH DEFINED 01 05 0 343755 0 EASTMAN CHEMICAL CO COM 277432100 113 2900 SH DEFINED 01 02 0 2900 0 EASTMAN KODAK COM 277461109 31178 1059371 SH DEFINED 01 1059371 0 0 EASTMAN KODAK COM 277461109 450 15300 SH DEFINED 01 02 0 15300 0 EASTMAN KODAK COM 277461109 2805 95330 SH DEFINED 01 03 0 95330 0 EASTMAN KODAK COM 277461109 1302 44226 SH DEFINED 01 05 0 44226 0 EATON COM 278058102 40224 540575 SH DEFINED 01 540575 0 0 EATON COM 278058102 1266 17016 SH DEFINED 01 03 0 17016 0 EATON COM 278058102 1539 20686 SH DEFINED 01 05 0 20686 0 EATON VANCE COM 278265103 76 2130 SH DEFINED 01 2130 0 0 EBAY COM 278642103 143791 2149332 SH DEFINED 01 2149332 0 0 EBAY COM 278642103 1566 23400 SH DEFINED 01 03 0 23400 0 EBAY COM 278642103 24158 361100 SH DEFINED 01 05 0 361100 0 EBAY INC COM 278642103 64592 965482 SH DEFINED 01 02 0 965482 0 ECHELON CORPORATION COM 27874N105 1 53 SH DEFINED 01 53 0 0 ECHOSTAR COMMUN CORP COM 278762109 179 6523 SH DEFINED 01 6523 0 0 ECLIPSYS CORP COM 278856109 421 25132 SH DEFINED 01 25132 0 0 ECOLAB COM 278865100 16698 414828 SH DEFINED 01 414828 0 0 ECOLAB COM 278865100 1263 31389 SH DEFINED 01 03 0 31389 0 ECOLAB COM 278865100 18306 454820 SH DEFINED 01 05 0 454820 0 ECOLAB INC. COM 278865100 149 3700 SH DEFINED 01 02 0 3700 0 EDEN BIOSCIENCE CORP COM 279445100 1 155 SH DEFINED 01 155 0 0 EDISON INTL COM 281020107 97 6421 SH DEFINED 01 6421 0 0 EDISON INTL COM 281020107 1208 79993 SH DEFINED 01 03 0 79993 0 EDISON INTL COM 281020107 35 2343 SH DEFINED 01 05 0 2343 0 EDISON SCHOOLS INC COM 281033100 3 176 SH DEFINED 01 176 0 0 EDO CORP COM 281347104 274 10350 SH DEFINED 01 10350 0 0 EDUCATION MGMT CORP COM 28139T101 325 8958 SH DEFINED 01 8958 0 0 EDWARDS (JD) & CO COM 281667105 8198 498339 SH DEFINED 01 498339 0 0 EDWARDS (JD) & CO COM 281667105 5787 351800 SH DEFINED 01 05 0 351800 0 J D EDWARDS & CO COM 281667105 80 4900 SH DEFINED 01 02 0 4900 0 A.G. EDWARDS INC. COM 281760108 106 2418 SH DEFINED 01 2418 0 0 EDWARDS LIFESCIENCES COM 28176E108 3 100 SH DEFINED 01 02 0 100 0 EDWARDS LIFESCIENCES CORP COM 28176E108 129 4677 SH DEFINED 01 4677 0 0 EFUNDS COM 28224R101 3 201 SH DEFINED 01 201 0 0 EGAIN COMMUN CORP COM 28225C103 0 92 SH DEFINED 01 92 0 0 ABBOT LABORATORIES COM 2824100 23889 428500 SH DEFINED 11 12 13 0 428500 0 ABBOTT LABORATORIES COM 2824100 3200 57400 SH DEFINED 11 12 0 57400 0 ABBOTT LABORATORIES COM 2824100 72 1300 SH DEFINED 11 12 13 0 1300 0 EL PASO COM 28336L109 152081 3409113 SH DEFINED 01 3409113 0 0 EL PASO COM 28336L109 6589 147694 SH DEFINED 01 03 0 147694 0 EL PASO COM 28336L109 18133 406462 SH DEFINED 01 05 0 406462 0 EL PASO CORPORATION COM 28336L109 5710 128000 SH DEFINED 01 0 128000 0 EL PASO CORPORATION COM 28336L109 417 9350 SH DEFINED 01 02 0 9350 0 EL PASO ELECTRIC COM 283677854 5473 377478 SH DEFINED 01 377478 0 0 EL PASO ELECTRIC COM 283677854 9 590 SH DEFINED 01 02 0 590 0 EL PASO ELECTRIC COM 283677854 226 15604 SH DEFINED 01 05 0 15604 0 ELAN CORP PLC ADR COM 284131208 3244 72000 SH DEFINED 01 0 72000 0 ELAN CORP PLC ADR. COM 284131208 32060 711500 SH DEFINED 01 05 0 711500 0 ELANTEC SEMICONDUCTO COM 284155108 3 85 SH DEFINED 01 02 0 85 0 ELANTEC SEMICONDUCTOR COM 284155108 5534 144110 SH DEFINED 01 144110 0 0 ELANTEC SEMICONDUCTOR COM 284155108 157 4097 SH DEFINED 01 05 0 4097 0 ELCOR CORP COM 284443108 1578 56811 SH DEFINED 01 56811 0 0 ELECTRO SCIENTIFIC COM 285229100 2 65 SH DEFINED 01 02 0 65 0 ELECTRO SCIENTIFIC INDS COM 285229100 6581 219332 SH DEFINED 01 219332 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 217 7234 SH DEFINED 01 05 0 7234 0 ELECTROGLAS COM 285324109 3605 244062 SH DEFINED 01 244062 0 0 ELECTROGLAS COM 285324109 236 16000 SH DEFINED 01 05 0 16000 0 ELECTROLUX CL B COM 285378998 470 31500 SH DEFINED 01 31500 0 0 ELECTRONIC ARTS COM 285512109 83572 1394012 SH DEFINED 01 1394012 0 0 ELECTRONIC ARTS COM 285512109 185 3080 SH DEFINED 01 03 0 3080 0 ELECTRONIC ARTS COM 285512109 49578 826996 SH DEFINED 01 05 0 826996 0 ELECTRONIC ARTS INC COM 285512109 15786 263295 SH DEFINED 01 02 0 263295 0 ELECTRONIC DATA SYSTEMS COM 285661104 25547 372689 SH DEFINED 01 372689 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 9467 138092 SH DEFINED 01 03 0 138092 0 ELECTRONIC DATA SYSTEMS COM 285661104 817 11910 SH DEFINED 01 05 0 11910 0 ELECTRONIC DATA SYSTEMS CV 7.6 PRF 285661203 28125 500000 SH DEFINED 01 500000 0 0 EDP-ELECTICDADE DE PORTUGAL COM 285670998 40 18300 SH DEFINED 01 18300 0 0 ELECTRONIC IMAGING COM 286082102 7 330 SH DEFINED 01 02 0 330 0 ELECTRONICS FOR IMAGING COM 286082102 2907 130324 SH DEFINED 01 130324 0 0 ELECTRONICS FOR IMAGING COM 286082102 194 8700 SH DEFINED 01 05 0 8700 0 ELOYALTY CORPORATION COM 290151307 0 12 SH DEFINED 01 12 0 0 EMACHINES INC COM 29076P102 0 440 SH DEFINED 01 440 0 0 EMBRAER AIRCRAFT ADR COM 29081M102 82 3700 SH DEFINED 01 3700 0 0 EMCOR CORP COM 290846104 541 40224 SH DEFINED 01 40224 0 0 EMCOR GROUP COM 29084Q100 4405 97041 SH DEFINED 01 97041 0 0 EMCOR GROUP COM 29084Q100 151 3334 SH DEFINED 01 05 0 3334 0 EMCOR GROUP INC COM 29084Q100 5 120 SH DEFINED 01 02 0 120 0 EMERSON ELECTRIC COM 291011104 488 8548 SH DEFINED 01 8548 0 0 EMERSON ELECTRIC COM 291011104 6000 105072 SH DEFINED 01 03 0 105072 0 EMERSON ELECTRIC COM 291011104 176 3078 SH DEFINED 01 05 0 3078 0 EMISPHERE COM 291345106 1244 39000 SH DEFINED 01 39000 0 0 EMISPHERE COM 291345106 4 120 SH DEFINED 01 02 0 120 0 EMISPHERE COM 291345106 115 3600 SH DEFINED 01 05 0 3600 0 EMMIS COMMUNICATIONS COM 291525103 12 520 SH DEFINED 01 02 0 520 0 EMMIS COMMUNICATIONS CL A COM 291525103 5480 231865 SH DEFINED 01 231865 0 0 EMMIS COMMUNICATIONS CL A COM 291525103 307 13000 SH DEFINED 01 05 0 13000 0 EMPIRE DISTRICT ELECTRIC COM 291641108 12373 589186 SH DEFINED 01 03 0 589186 0 EMPRESA NACIONAL DE ELECTRICID COM 29244T101 3006 289623 SH DEFINED 01 289623 0 0 EMPRESA NACIONAL DE ELECTRICID COM 29244T101 74 7154 SH DEFINED 01 05 0 7154 0 EMULEX COM 292475209 18575 470164 SH DEFINED 01 470164 0 0 EMULEX COM 292475209 190 4800 SH DEFINED 01 02 0 4800 0 EMULEX COM 292475209 23868 604100 SH DEFINED 01 05 0 604100 0 ENCOMPASS SVS CORP COM 29255U104 9 3091 SH DEFINED 01 02 0 3091 0 ENCORE WIRE COM 292562105 1056 87303 SH DEFINED 01 87303 0 0 ENCORE WIRE COM 292562105 100 8297 SH DEFINED 01 05 0 8297 0 ENCORE WIRE CORP COM 292562105 4 290 SH DEFINED 01 02 0 290 0 ENDO PHARMACEUTICAL COM 29264F205 663 56789 SH DEFINED 01 56789 0 0 ENDOCARE COM 29264P104 712 39700 SH DEFINED 01 39700 0 0 ENERGEN COM 29265N108 5737 232769 SH DEFINED 01 232769 0 0 ENERGEN COM 29265N108 6 260 SH DEFINED 01 02 0 260 0 ENERGEN COM 29265N108 226 9186 SH DEFINED 01 05 0 9186 0 ENERGY EAST CORP COM 29266M109 67 3555 SH DEFINED 01 3555 0 0 ENERGIZER HOLDINGS COM 29266R108 2099 110191 SH DEFINED 01 110191 0 0 ENERGIZER HOLDINGS COM 29266R108 255 13400 SH DEFINED 01 05 0 13400 0 ENERGY PARTNERS COM 29270U105 340 45000 SH DEFINED 01 45000 0 0 ENESERVE CORP COM 292799996 158 4400 SH DEFINED 01 4400 0 0 ENGAGE INC COM 292827102 0 641 SH DEFINED 01 641 0 0 ENGELHARD COM 292845104 764 27600 SH DEFINED 01 27600 0 0 ENGELHARD COM 292845104 882 31867 SH DEFINED 01 03 0 31867 0 ENGELHARD COM 292845104 26 933 SH DEFINED 01 05 0 933 0 ENGINEERED SUPPORT COM 292866100 4 110 SH DEFINED 01 02 0 110 0 ENGINEERED SUPPORT SYSTEMS COM 292866100 1720 50274 SH DEFINED 01 50274 0 0 ENGINEERED SUPPORT SYSTEMS COM 292866100 104 3026 SH DEFINED 01 05 0 3026 0 ENDOCARDIAL SOLUTIONS COM 292962107 132 25000 SH DEFINED 01 25000 0 0 ENESCO GROUP INC COM 292973104 255 40536 SH DEFINED 01 40536 0 0 ENNIS BUSINESS FORMS COM 293389102 64 6700 SH DEFINED 01 6700 0 0 ENRON COM 293561106 1 1688 SH DEFINED 01 1688 0 0 ENRON CORP COM 293561106 184 306600 SH DEFINED 01 0 306600 0 ENTEGRIS COM 29362U104 7197 656677 SH DEFINED 01 656677 0 0 ENTEGRIS COM 29362U104 537 49023 SH DEFINED 01 05 0 49023 0 ENTEGRIS INC COM 29362U104 9 820 SH DEFINED 01 02 0 820 0 ENTERASYS NETWORKS INC COM 293637104 54 6035 SH DEFINED 01 6035 0 0 ENTERCOM COMMUNICATIONS CL A COM 293639100 1295 25917 SH DEFINED 01 25917 0 0 ENTERGY COM 29364G103 59699 1526461 SH DEFINED 01 1526461 0 0 ENTERGY COM 29364G103 2338 59771 SH DEFINED 01 03 0 59771 0 ENTERGY COM 29364G103 144 3690 SH DEFINED 01 05 0 3690 0 ENTERPRISE PRODS PAR COM 293792107 8 167 SH DEFINED 01 167 0 0 ENTRAVISION COMMUNICATIONS CL COM 29382R107 501 41900 SH DEFINED 01 41900 0 0 ENTRADA NETWORKS INC COM 29382Y102 0 8 SH DEFINED 01 8 0 0 ENTRUST INC COM 293848107 868 85169 SH DEFINED 01 85169 0 0 ENZON COM 293904108 13534 240470 SH DEFINED 01 240470 0 0 ENZON COM 293904108 366 6500 SH DEFINED 01 03 0 6500 0 ENZON COM 293904108 16868 299700 SH DEFINED 01 05 0 299700 0 ENZON INC COM 293904108 19731 350600 SH DEFINED 01 02 0 350600 0 ENZO BIOCHEM COM 294100102 1879 79946 SH DEFINED 01 79946 0 0 Epimmune Inc COM 29425Y101 61 20310 SH DEFINED 01 20310 0 0 EPLUS INC COM 294268107 2 250 SH DEFINED 01 02 0 250 0 ECM FUND / CORP LPI 11.918 UN COM 294300XX1 1808 2054913 SH DEFINED 01 2054913 0 0 EPRESENCE INC COM 294348107 285 68095 SH DEFINED 01 68095 0 0 EQUIFAX COM 294429105 70 2871 SH DEFINED 01 2871 0 0 EQUIFAX COM 294429105 859 35571 SH DEFINED 01 03 0 35571 0 EQUIFAX COM 294429105 25 1042 SH DEFINED 01 05 0 1042 0 EQUIFAX INC COM 294429105 2285 94600 SH DEFINED 01 02 0 94600 0 EQUINIX RESTRICTED COM 29444U999 1225 422258 SH DEFINED 01 422258 0 0 EQUINIX RESTRICTED COM 29444U999 2167 747345 SH DEFINED 01 05 0 747345 0 EQUITABLE RESOURCES COM 294549100 35065 1029200 SH DEFINED 01 1029200 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 5052 167973 SH DEFINED 01 167973 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 3304 109828 SH DEFINED 01 03 0 109828 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 183 6081 SH DEFINED 01 05 0 6081 0 EQUITY RESIDENTIAL COM 29476L107 382 13300 SH DEFINED 01 02 0 13300 0 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 36060 1256021 SH DEFINED 01 1256021 0 0 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 2656 92488 SH DEFINED 01 03 0 92488 0 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 1756 61148 SH DEFINED 01 05 0 61148 0 ERICSSON LM B ADR COM 294821400 15788 3024615 SH DEFINED 01 3024615 0 0 ERICSSON LM B ADR COM 294821400 538 103100 SH DEFINED 01 05 0 103100 0 ERIE INDTY CO COM 29530P102 6 161 SH DEFINED 01 161 0 0 ERSTE BANK DER OESTERRICHISCHE COM 295599997 45 850 SH DEFINED 01 850 0 0 ESCO TECHNOLOGIES COM 296315104 3 100 SH DEFINED 01 02 0 100 0 ESPERION THERAPEUTICS COM 29664R106 481 65500 SH DEFINED 01 65500 0 0 ESSILOR INTERNATIONAL COM 296700990 42 1400 SH DEFINED 01 1400 0 0 ESSEX PROPERTY TRUST COM 297178105 1792 36261 SH DEFINED 01 36261 0 0 ESSEX PROPERTY TRUST COM 297178105 173 3500 SH DEFINED 01 05 0 3500 0 ESTERLINE TECHNOLOGIES COM 297425100 1958 122255 SH DEFINED 01 122255 0 0 ESTERLINE TECHNOLOGIES COM 297425100 90 5600 SH DEFINED 01 05 0 5600 0 ETHAN ALLEN COM 297602104 749 18000 SH DEFINED 01 0 18000 0 ETHAN ALLEN INTERIORS COM 297602104 8252 198413 SH DEFINED 01 198413 0 0 ETHAN ALLEN INTERIORS COM 297602104 91 2200 SH DEFINED 01 05 0 2200 0 EULER SA COM 298400995 42 1100 SH DEFINED 01 1100 0 0 EURONEXT COM 298699992 87 4600 SH DEFINED 01 4600 0 0 EUROMONEY INSTITUTIONAL INVEST COM 298730995 45 8700 SH DEFINED 01 8700 0 0 EURONET WORLDWIDE INC COM 298736109 742 41000 SH DEFINED 01 41000 0 0 EVERGREEN RESOURCES COM 299900308 2220 57506 SH DEFINED 01 57506 0 0 EVOICE SERIES D CV PRF 300200XX5 1842 4022475 SH DEFINED 01 4022475 0 0 EVOICE SERIES D CV PRF 300200XX5 2243 4896540 SH DEFINED 01 05 0 4896540 0 EXAR COM 300645108 5387 258347 SH DEFINED 01 258347 0 0 EXAR COM 300645108 150 7200 SH DEFINED 01 05 0 7200 0 EXAR CORP COM 300645108 4 170 SH DEFINED 01 02 0 170 0 EXCHANGE APPLICATION COM 300867108 0 90 SH DEFINED 01 90 0 0 EXEL PLC COM 301600995 112 9806 SH DEFINED 01 9806 0 0 EXELON COM 30161N101 87432 1826083 SH DEFINED 01 1826083 0 0 EXELON COM 30161N101 5208 108785 SH DEFINED 01 03 0 108785 0 EXELON COM 30161N101 2982 62250 SH DEFINED 01 05 0 62250 0 EXELON CORP COM 30161N101 694 14500 SH DEFINED 01 02 0 14500 0 EXELIXIS INC COM 30161Q104 2 126 SH DEFINED 01 126 0 0 EXELIXIS INC COM 30161Q104 3 200 SH DEFINED 01 02 0 200 0 EXTENDED SYSTEMS INC COM 301973103 0 34 SH DEFINED 01 34 0 0 EXIDE CORP 144A CONV BND 302051AF4 1002 16500000 PRN DEFINED 01 02 0 0 16500000 EXODUS COMMUNICATIONS INC COM 302088109 0 1207 SH DEFINED 01 1207 0 0 EXPEDIA INC CL A COM 302125109 5 135 SH DEFINED 01 135 0 0 EXPEDITORS INTL OF WASHINGTON COM 302130109 715 12569 SH DEFINED 01 12569 0 0 EXPRESS SCRIPTS CL A COM 302182100 55250 1181577 SH DEFINED 01 1181577 0 0 EXPRESS SCRIPTS CL A COM 302182100 4364 93350 SH DEFINED 01 03 0 93350 0 EXPRESS SCRIPTS CL A COM 302182100 33255 711189 SH DEFINED 01 05 0 711189 0 EXPRESS SCRIPTS INC COM 302182100 38061 813877 SH DEFINED 01 02 0 813877 0 UTD BUSINESS COM 3022421 3 462 SH DEFINED 01 10 462 0 0 EXTENDED STAY AMERIC STAY COM 30224P101 48 2948 SH DEFINED 01 2948 0 0 EXTENDED STAY AMERIC STAY COM 30224P101 36080 2200000 SH DEFINED 01 05 0 2200000 0 EXTREME NETWORKS COM 30226D106 23011 1783832 SH DEFINED 01 1783832 0 0 EXTREME NETWORKS COM 30226D106 2122 164500 SH DEFINED 01 05 0 164500 0 EXTREME NETWORKS INC COM 30226D106 599 46400 SH DEFINED 01 02 0 46400 0 EXULT COM 302284104 7 410 SH DEFINED 01 410 0 0 EXXON COM 30231G102 71 1800 SH DEFINED 11 12 13 0 1800 0 EXXON CORP COM 30231G102 3627 92300 SH DEFINED 11 12 0 92300 0 EXXON CORP COM 30231G102 26752 680700 SH DEFINED 11 12 13 0 680700 0 EXXON MOBIL COM 30231G102 979505 24923770 SH DEFINED 01 24923770 0 0 EXXON MOBIL COM 30231G102 71416 1817200 SH DEFINED 01 03 0 1817200 0 EXXON MOBIL COM 30231G102 266824 6789389 SH DEFINED 01 05 0 6789389 0 EXXON MOBIL CORP COM 30231G102 9511 242000 SH DEFINED 01 0 242000 0 EXXON MOBIL CORP COM 30231G102 5061 128888 SH DEFINED 01 02 0 128888 0 FEI COMPANY COM 30241L109 31 984 SH DEFINED 01 984 0 0 FMC CORP COM 302491303 4 74 SH DEFINED 01 74 0 0 FNB COM 302520101 2 85 SH DEFINED 01 85 0 0 FPL GROUP INC COM 302571104 3572 63326 SH DEFINED 01 63326 0 0 FPL GROUP INC COM 302571104 2678 47480 SH DEFINED 01 03 0 47480 0 FPL GROUP INC COM 302571104 161 2865 SH DEFINED 01 05 0 2865 0 FYI INC. COM 302712104 1719 51303 SH DEFINED 01 51303 0 0 FTI CONSULTING INC COM 302941109 2198 67000 SH DEFINED 01 67000 0 0 FTI CONSULTING INC COM 302941109 3 100 SH DEFINED 01 02 0 100 0 FTI CONSULTING INC COM 302941109 164 5000 SH DEFINED 01 05 0 5000 0 FACTORY 2 U STORES COM 303072102 758 37814 SH DEFINED 01 37814 0 0 FACTSET RESEARCH COM 303075105 3 95 SH DEFINED 01 02 0 95 0 FACTSET RESEARCH SYSTEMS COM 303075105 4375 125149 SH DEFINED 01 125149 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 91 2600 SH DEFINED 01 05 0 2600 0 FAIR ISAAC & CO INC COM 303250104 1904 30212 SH DEFINED 01 02 0 30212 0 FAIR, ISAAC & CO COM 303250104 41978 666113 SH DEFINED 01 666113 0 0 FAIR, ISAAC & CO COM 303250104 4021 63800 SH DEFINED 01 03 0 63800 0 FAIR, ISAAC & CO COM 303250104 549 8718 SH DEFINED 01 05 0 8718 0 UNIQ PLC COM 3032925 1 263 SH DEFINED 01 10 263 0 0 WINCANTON COM 3032936 1 263 SH DEFINED 01 10 263 0 0 FAIRCHILD SEMICONDUC COM 303726103 166 5900 SH DEFINED 01 02 0 5900 0 FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 16450 583319 SH DEFINED 01 583319 0 0 FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 20699 734000 SH DEFINED 01 05 0 734000 0 FAIRMONT HOTELS & RESORTS INC COM 305204109 11198 468534 SH DEFINED 01 468534 0 0 HBOS PLC COM 3058750 111 9605 SH DEFINED 01 10 9605 0 0 BRAMBLES INDUSTRIES COM 3061673 9 1877 SH DEFINED 01 10 1877 0 0 GKN COM 3064650 6 1674 SH DEFINED 01 10 1674 0 0 FAMILY DLR STORES COM 307000109 15347 511850 SH DEFINED 01 02 0 511850 0 FAMILY DOLLAR STORES COM 307000109 34739 1158722 SH DEFINED 01 1158722 0 0 FAMILY DOLLAR STORES COM 307000109 1953 65126 SH DEFINED 01 03 0 65126 0 FAMILY DOLLAR STORES COM 307000109 31327 1044940 SH DEFINED 01 05 0 1044940 0 BANK OF IRELAND COM 3070732 11 1146 SH DEFINED 01 10 1146 0 0 KINGFISHER COM 3073850 18 3003 SH DEFINED 01 10 3003 0 0 BT GROUP PLC COM 3091357 88 23929 SH DEFINED 01 10 23929 0 0 CANARY WHARF COM 3101609 10 1609 SH DEFINED 01 10 1609 0 0 RYANAIR HLDG COM 3111761 6 1548 SH DEFINED 01 10 1548 0 0 AMGEN COM 31162100 2478 43900 SH DEFINED 11 12 0 43900 0 AMGEN COM 31162100 15905 281800 SH DEFINED 11 12 13 0 281800 0 FASTENAL COM 311900104 39936 601169 SH DEFINED 01 601169 0 0 FASTENAL COM 311900104 5457 82150 SH DEFINED 01 03 0 82150 0 FASTENAL COM 311900104 660 9936 SH DEFINED 01 05 0 9936 0 FASTENAL CO COM 311900104 36617 551186 SH DEFINED 01 02 0 551186 0 FEDDERS USA INC. COM 313135105 276 90803 SH DEFINED 01 90803 0 0 FEDERAL AG MORTGAGE COM 313148306 4 100 SH DEFINED 01 02 0 100 0 FEDERAL AGRICULTURAL MTGE CL C COM 313148306 1771 43736 SH DEFINED 01 43736 0 0 FEDERAL AGRICULTURAL MTGE CL C COM 313148306 161 3964 SH DEFINED 01 05 0 3964 0 FREDDIE MAC COM 313400301 4513 69000 SH DEFINED 01 0 69000 0 FREDDIE MAC COM 313400301 39503 604028 SH DEFINED 01 604028 0 0 FREDDIE MAC COM 313400301 17983 274985 SH DEFINED 01 02 0 274985 0 FREDDIE MAC COM 313400301 12992 198653 SH DEFINED 01 03 0 198653 0 FREDDIE MAC COM 313400301 10856 166000 SH DEFINED 01 05 0 166000 0 FEDERAL MOGUL COM 313549107 0 230 SH DEFINED 01 230 0 0 FANNIE MAE COM 313586109 455488 5729402 SH DEFINED 01 5729402 0 0 FANNIE MAE COM 313586109 21987 276576 SH DEFINED 01 03 0 276576 0 FANNIE MAE COM 313586109 117830 1482157 SH DEFINED 01 05 0 1482157 0 FEDERAL NATL MTGE COM 313586109 8348 105000 SH DEFINED 01 0 105000 0 FEDERAL NATL MTGE COM 313586109 64047 805637 SH DEFINED 01 02 0 805637 0 FEDERAL SIGNAL CORP COM 313855108 31 1404 SH DEFINED 01 1404 0 0 FEDERATED DEPT STORES COM 31410H101 44084 1077829 SH DEFINED 01 1077829 0 0 FEDERATED DEPT STORES COM 31410H101 2393 58506 SH DEFINED 01 03 0 58506 0 FEDERATED DEPT STORES COM 31410H101 85 2081 SH DEFINED 01 05 0 2081 0 FEDERATED DPT STORES COM 31410H101 290 7100 SH DEFINED 01 02 0 7100 0 FEDERATED INVESTORS COM 314211103 169 5300 SH DEFINED 01 02 0 5300 0 FEDERATED INVESTORS CL B COM 314211103 17224 540296 SH DEFINED 01 540296 0 0 FEDERATED INVESTORS CL B COM 314211103 21217 665500 SH DEFINED 01 05 0 665500 0 FEDEX CORPORATION COM 31428X106 310 5989 SH DEFINED 01 5989 0 0 FEDEX CORPORATION COM 31428X106 3797 73195 SH DEFINED 01 03 0 73195 0 FEDEX CORPORATION COM 31428X106 31239 602144 SH DEFINED 01 05 0 602144 0 FELCOR LODGING TRUST COM 31430F101 4 266 SH DEFINED 01 266 0 0 FERRO CORP COM 315405100 1852 71730 SH DEFINED 01 71730 0 0 FERRO CORP COM 315405100 6 230 SH DEFINED 01 02 0 230 0 FERRO CORP COM 315405100 162 6260 SH DEFINED 01 05 0 6260 0 FIAT COM 315610998 27 1700 SH DEFINED 01 1700 0 0 F5 NETWORKS COM 315616102 2 88 SH DEFINED 01 88 0 0 FIBROGEN CV SERIES E PRF 316000XX1 5000 1113586 SH DEFINED 01 1113586 0 0 FIBROGEN CV SERIES E PRF 316000XX1 10000 2227171 SH DEFINED 01 05 0 2227171 0 FIDELITY NATL FINANCIAL COM 316326107 5132 206930 SH DEFINED 01 206930 0 0 FIDELITY NATL FINANCIAL COM 316326107 243 9800 SH DEFINED 01 03 0 9800 0 FIDELITY NATL FINANCIAL COM 316326107 94 3800 SH DEFINED 01 05 0 3800 0 FIFTH THIRD BANCORP COM 316773100 25638 416335 SH DEFINED 01 416335 0 0 FIFTH THIRD BANCORP COM 316773100 404 6560 SH DEFINED 01 02 0 6560 0 FIFTH THIRD BANCORP COM 316773100 9734 158066 SH DEFINED 01 03 0 158066 0 FIFTH THIRD BANCORP COM 316773100 7412 120357 SH DEFINED 01 05 0 120357 0 FILENET CORP COM 316869106 2109 103985 SH DEFINED 01 103985 0 0 FINANCIAL FEDERAL COM 317492106 2595 83061 SH DEFINED 01 83061 0 0 FINANCIAL FEDERAL COM 317492106 3 110 SH DEFINED 01 02 0 110 0 FINANCIAL FEDERAL COM 317492106 97 3100 SH DEFINED 01 05 0 3100 0 FININFO COM 317869998 88 3000 SH DEFINED 01 3000 0 0 FINISAR COM 31787A101 20490 2014672 SH DEFINED 01 2014672 0 0 FINISAR COM 31787A101 1644 161700 SH DEFINED 01 03 0 161700 0 FINISAR COM 31787A101 9905 973922 SH DEFINED 01 05 0 973922 0 FINISAR CORP COM 31787A101 834 82000 SH DEFINED 01 02 0 82000 0 FINOVA GROUP INC. COM 317928109 0 293 SH DEFINED 01 293 0 0 FIREPOND INC COM 318224102 0 53 SH DEFINED 01 53 0 0 FIRST AMERICAN COM 318522307 5515 294255 SH DEFINED 01 294255 0 0 FIRST AMERICAN COM 318522307 369 19700 SH DEFINED 01 05 0 19700 0 FIRST AMERICAN CORP COM 318522307 4 205 SH DEFINED 01 02 0 205 0 FIRST BANCORP COM 318672102 4181 146705 SH DEFINED 01 146705 0 0 FIRST BANCORP COM 318672102 178 6260 SH DEFINED 01 05 0 6260 0 FIRST BANCORP/PR COM 318672102 6 200 SH DEFINED 01 02 0 200 0 FIRST BANKS AMER INC COM 31928N103 4 140 SH DEFINED 01 02 0 140 0 FIRST CHOICE HOLIDAYS PLC COM 319459996 65 35300 SH DEFINED 01 35300 0 0 FIRST CITIZENS BANK COM 31946M103 9 93 SH DEFINED 01 93 0 0 FIRST COMWLTH FINL P COM 319829107 2 146 SH DEFINED 01 146 0 0 FIRST DATA COM 319963104 37865 482673 SH DEFINED 01 482673 0 0 FIRST DATA COM 319963104 9654 123067 SH DEFINED 01 03 0 123067 0 FIRST DATA COM 319963104 1109 14144 SH DEFINED 01 05 0 14144 0 FIRST ESSEX BANCORP COM 320103104 1067 37873 SH DEFINED 01 37873 0 0 FIRST ESSEX BANCORP COM 320103104 4 130 SH DEFINED 01 02 0 130 0 FIRST ESSEX BANCORP COM 320103104 111 3927 SH DEFINED 01 05 0 3927 0 FIRST FINL BANCORP COM 320209109 8 470 SH DEFINED 01 470 0 0 FIRST HORIZON PHARMA COM 32051K106 4 130 SH DEFINED 01 02 0 130 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 4376 148900 SH DEFINED 01 148900 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 263 8950 SH DEFINED 01 05 0 8950 0 FIRST INDUSTRIAL REL COM 32054K103 9 277 SH DEFINED 01 277 0 0 FIRST MIDWEST BANC COM 320867104 9 325 SH DEFINED 01 02 0 325 0 FIRST MIDWEST BANCORP COM 320867104 7125 244087 SH DEFINED 01 244087 0 0 FIRST MIDWEST BANCORP COM 320867104 167 5711 SH DEFINED 01 05 0 5711 0 FIRST HEALTH GROUP COM 320960107 23714 958541 SH DEFINED 01 958541 0 0 FIRST HEALTH GROUP COM 320960107 61367 2480479 SH DEFINED 01 02 0 2480479 0 FIRST HEALTH GROUP COM 320960107 3083 124600 SH DEFINED 01 03 0 124600 0 FIRST HEALTH GROUP COM 320960107 11484 464159 SH DEFINED 01 05 0 464159 0 FIRST QUANTUM MINERALS COM 335934998 846 450000 SH DEFINED 01 450000 0 0 FIRST REPUBLIC BANK COM 336158100 2105 87157 SH DEFINED 01 87157 0 0 FIRST REPUBLIC BANK COM 336158100 97 4000 SH DEFINED 01 05 0 4000 0 FIRST TECHNOLOGY PLC COM 336297999 109 18500 SH DEFINED 01 18500 0 0 FIRST SOURCE COM 336901103 891 43001 SH DEFINED 01 43001 0 0 FIRST SOURCE COM 336901103 84 4074 SH DEFINED 01 05 0 4074 0 FIRST SOURCE CORP COM 336901103 6 280 SH DEFINED 01 02 0 280 0 FIRST TN NAT`L CORP COM 337162101 380 10450 SH DEFINED 01 10450 0 0 FIRST VIRGINIA BANKS COM 337477103 1084 21360 SH DEFINED 01 21360 0 0 FISERV COM 337738108 95223 2250049 SH DEFINED 01 2250049 0 0 FISERV COM 337738108 9692 229007 SH DEFINED 01 03 0 229007 0 FISERV COM 337738108 42972 1015430 SH DEFINED 01 05 0 1015430 0 FISERV INC COM 337738108 1143 27000 SH DEFINED 01 0 27000 0 FISERV INC COM 337738108 3783 89371 SH DEFINED 01 02 0 89371 0 FIRSTFED FINANCIAL COM 337907109 2539 99050 SH DEFINED 01 99050 0 0 FIRSTFED FINANCIAL COM 337907109 116 4543 SH DEFINED 01 05 0 4543 0 FIRSTFED FINL CORP COM 337907109 4 160 SH DEFINED 01 02 0 160 0 FIRSTMERIT CORP COM 337915102 72 2662 SH DEFINED 01 2662 0 0 FLAGSTAR BANCORP COM 337930101 1801 89450 SH DEFINED 01 89450 0 0 FLAGSTAR BANCORP COM 337930101 169 8400 SH DEFINED 01 05 0 8400 0 FLAGSTAR BANCORP INC COM 337930101 4 210 SH DEFINED 01 02 0 210 0 FIRSTENERGY COM 337932107 61273 1751667 SH DEFINED 01 1751667 0 0 FIRSTENERGY COM 337932107 2752 78670 SH DEFINED 01 03 0 78670 0 FIRSTENERGY COM 337932107 148 4241 SH DEFINED 01 05 0 4241 0 FISHER SCIENTIFIC IN COM 338032204 8 290 SH DEFINED 01 290 0 0 FISHER SCIENTIFIC IN COM 338032204 2 70 SH DEFINED 01 02 0 70 0 FIAT COM 338110992 8 800 SH DEFINED 01 800 0 0 FKI COM 338299993 61 22700 SH DEFINED 01 22700 0 0 FLEETBOSTON FINANCIAL COM 339030108 67271 1843050 SH DEFINED 01 1843050 0 0 FLEETBOSTON FINANCIAL COM 339030108 11437 313341 SH DEFINED 01 03 0 313341 0 FLEETBOSTON FINANCIAL COM 339030108 2753 75440 SH DEFINED 01 05 0 75440 0 FLEETBOSTON FINL CO COM 339030108 25197 690353 SH DEFINED 01 02 0 690353 0 FLEETWOOD ENTERPRISE COM 339099103 3 270 SH DEFINED 01 02 0 270 0 FLEETWOOD ENTERPRISES COM 339099103 1934 170709 SH DEFINED 01 170709 0 0 FLEETWOOD ENTERPRISES COM 339099103 76 6700 SH DEFINED 01 05 0 6700 0 FLEMING CO COM 339130106 2 130 SH DEFINED 01 02 0 130 0 FLEMING COMPANIES COM 339130106 4237 229036 SH DEFINED 01 229036 0 0 FLEMING COMPANIES COM 339130106 83 4500 SH DEFINED 01 05 0 4500 0 FL EAST COAST RY CO COM 340632108 4 155 SH DEFINED 01 155 0 0 FLORIDA ROCK INDS COM 341140101 3364 91978 SH DEFINED 01 91978 0 0 FLORIDA ROCK INDS COM 341140101 26 700 SH DEFINED 01 05 0 700 0 FLUOR COM 343412102 33720 901603 SH DEFINED 01 901603 0 0 FLUOR COM 343412102 736 19669 SH DEFINED 01 03 0 19669 0 FLUOR COM 343412102 1252 33454 SH DEFINED 01 05 0 33454 0 FLOW SYSTEMS COM 343468104 556 44921 SH DEFINED 01 44921 0 0 FLOWERS FOODS INC COM 343498101 3 77 SH DEFINED 01 77 0 0 FLOWSERVE CORP COM 34354P105 37 1408 SH DEFINED 01 1408 0 0 FLUGHAFEN WIEN AG COM 343599999 102 3800 SH DEFINED 01 3800 0 0 FOAMEX COM 344123104 4 480 SH DEFINED 01 02 0 480 0 FOCAL COM COM 344155106 0 121 SH DEFINED 01 121 0 0 FOOT LOCKER INC COM 344849104 661 42267 SH DEFINED 01 42267 0 0 FOOTSTAR INC COM 344912100 1843 58896 SH DEFINED 01 58896 0 0 FORD MOTOR COM 345370860 569 36212 SH DEFINED 01 36212 0 0 FORD MOTOR COM 345370860 6989 444611 SH DEFINED 01 03 0 444611 0 FORD MOTOR COM 345370860 205 13025 SH DEFINED 01 05 0 13025 0 FORD MOTOR CO COM 345370860 27 1711 SH DEFINED 01 02 0 1711 0 FORDING INC COM 345426100 0 0 SH DEFINED 01 0 0 0 FOREST CITY ENTERPRISES CL A COM 345550107 1832 47333 SH DEFINED 01 47333 0 0 FOREST CITY ENTERPRISES CL A COM 345550107 290 7500 SH DEFINED 01 05 0 7500 0 FOREST LABORATORIES COM 345838106 24024 293142 SH DEFINED 01 293142 0 0 FOREST LABORATORIES COM 345838106 3843 46894 SH DEFINED 01 03 0 46894 0 FOREST LABORATORIES COM 345838106 15975 194931 SH DEFINED 01 05 0 194931 0 FOREST LABS COM 345838106 4307 52560 SH DEFINED 01 02 0 52560 0 FOREST OIL CORP COM 346091705 43 1540 SH DEFINED 01 1540 0 0 FORRESTER COM 346563109 2 80 SH DEFINED 01 02 0 80 0 GRANADA PLC COM 348900994 32 15173 SH DEFINED 01 15173 0 0 GRANADA PLC COM 348900994 282 134840 SH DEFINED 01 03 0 134840 0 FORTIS (NEW) COM 349555995 56 2174 SH DEFINED 01 2174 0 0 FORTUNE BRANDS COM 349631101 117 2954 SH DEFINED 01 2954 0 0 FORTUNE BRANDS COM 349631101 1444 36481 SH DEFINED 01 03 0 36481 0 FORTUNE BRANDS COM 349631101 42 1068 SH DEFINED 01 05 0 1068 0 FORWARD AIR COM 349853101 3652 107663 SH DEFINED 01 107663 0 0 FORWARD AIR COM 349853101 85 2500 SH DEFINED 01 05 0 2500 0 FORWARD AIR CORP COM 349853101 3 80 SH DEFINED 01 02 0 80 0 FOSSIL INC COM 349882100 1870 89040 SH DEFINED 01 89040 0 0 FOUNDRY NETWORKS COM 35063R100 372 45600 SH DEFINED 01 45600 0 0 4 KIDS ENTERTAINMENT COM 350865101 2412 120417 SH DEFINED 01 120417 0 0 4 KIDS ENTERTAINMENT COM 350865101 136 6800 SH DEFINED 01 05 0 6800 0 4KIDS ENTERTAINMENT COM 350865101 3 130 SH DEFINED 01 02 0 130 0 FOUR SEASONS COM 351009998 1165 24900 SH DEFINED 01 03 0 24900 0 FOX KIDS EUROPE NV COM 351389994 43 4200 SH DEFINED 01 4200 0 0 FOX ENTERTAINMENT GR COM 35138T107 19 731 SH DEFINED 01 731 0 0 FRANCE TELECOM COM 352190995 8355 208987 SH DEFINED 01 208987 0 0 FRANCE TELECOM COM 352190995 11540 288665 SH DEFINED 01 05 0 288665 0 FRANKLIN COVEY CO COM 353469109 354 58630 SH DEFINED 01 58630 0 0 FRANKLIN RESOURCES COM 354613101 183 5179 SH DEFINED 01 5179 0 0 FRANKLIN RESOURCES COM 354613101 2258 64031 SH DEFINED 01 03 0 64031 0 FRANKLIN RESOURCES COM 354613101 66 1875 SH DEFINED 01 05 0 1875 0 FREDS INC COM 356108100 5140 125500 SH DEFINED 01 05 0 125500 0 FREEMARKETS INC COM 356602102 4 182 SH DEFINED 01 182 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 39 2928 SH DEFINED 01 2928 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 473 35349 SH DEFINED 01 03 0 35349 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 14 1035 SH DEFINED 01 05 0 1035 0 FREMONT GENERAL CORP COM 357288109 1631 208589 SH DEFINED 01 208589 0 0 FRESENIUS AG PFD PRF 358029999 116 1400 SH DEFINED 01 1400 0 0 FRONTIER AIRLINES COM 359065109 1641 96561 SH DEFINED 01 96561 0 0 FRONTIER FINL CORP W COM 35907K105 2 85 SH DEFINED 01 85 0 0 FRONTLINE CAPITAL GROUP COM 35921N101 0 103 SH DEFINED 01 103 0 0 FUELCELL ENERGY INC COM 35952H106 2 118 SH DEFINED 01 118 0 0 FUGRO NV COM 359539996 65 1450 SH DEFINED 01 1450 0 0 FUJI HEAVY INDS COM 359555992 978 228000 SH DEFINED 01 228000 0 0 FUJI SEAL INC COM 359575990 174 5000 SH DEFINED 01 5000 0 0 FULLER H B COMPANY COM 359694106 1321 45885 SH DEFINED 01 45885 0 0 FULLER H B COMPANY COM 359694106 8 270 SH DEFINED 01 02 0 270 0 FULLER H B COMPANY COM 359694106 86 3000 SH DEFINED 01 05 0 3000 0 FULTON FINL CORP COM 360271100 6 265 SH DEFINED 01 265 0 0 FULTON FINL CORP COM 360271100 61 2800 SH DEFINED 01 05 0 2800 0 FUNAI ELECTRIC CO LTD COM 360700991 52 700 SH DEFINED 01 700 0 0 FURNITURE BRAND INTL COM 360921100 59 1835 SH DEFINED 01 1835 0 0 FURNITURE BRAND INTL COM 360921100 6 200 SH DEFINED 01 02 0 200 0 G&K SERVICES CL A COM 361268105 1968 60916 SH DEFINED 01 60916 0 0 GATX CORP COM 361448103 50 1525 SH DEFINED 01 1525 0 0 GBC BANCORP/CALIFORN COM 361475106 1004 34037 SH DEFINED 01 34037 0 0 GFK AG COM 361670995 229 13300 SH DEFINED 01 13300 0 0 GABRIEL RES PVT 144A COM 361970957 471 215000 SH DEFINED 01 215000 0 0 GABRIEL RESOURCES COM 361970999 391 178400 SH DEFINED 01 178400 0 0 GT GROUP TELECOME INC WTS EXP COM 362359101 20 4000 SH DEFINED 01 4000 0 0 GT GROUP TELECOME INC WTS EXP COM 362359101 5 1000 SH DEFINED 01 05 0 1000 0 GABLE RESIDENTIAL TRUST COM 362418105 1831 61883 SH DEFINED 01 61883 0 0 GABLE RESIDENTIAL TRUST COM 362418105 169 5700 SH DEFINED 01 05 0 5700 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALLAGHER (ARTHUR J) COM 363576109 1362 39504 SH DEFINED 01 39504 0 0 GALLAHER GROUP PLC COM 363595992 6736 984690 SH DEFINED 01 984690 0 0 GALLAHER GROUP PLC COM 363595992 9555 1396859 SH DEFINED 01 05 0 1396859 0 GALYAN'S TRADING COM 36458R101 2464 173000 SH DEFINED 01 173000 0 0 GALYAN'S TRADING COM 36458R101 221 15500 SH DEFINED 01 05 0 15500 0 GANNETT COM 364730101 179609 2671568 SH DEFINED 01 2671568 0 0 GANNETT COM 364730101 6403 95228 SH DEFINED 01 03 0 95228 0 GANNETT COM 364730101 26569 395191 SH DEFINED 01 05 0 395191 0 GANNETT CO INC COM 364730101 1061 15780 SH DEFINED 01 02 0 15780 0 GAP COM 364760108 1015 72803 SH DEFINED 01 72803 0 0 GAP COM 364760108 2952 211748 SH DEFINED 01 03 0 211748 0 GAP COM 364760108 86 6204 SH DEFINED 01 05 0 6204 0 GAP INC. THE COM 364760108 16 1150 SH DEFINED 01 02 0 1150 0 GARDNER DENVER COM 365558105 2581 115609 SH DEFINED 01 115609 0 0 GARDNER DENVER COM 365558105 142 6340 SH DEFINED 01 05 0 6340 0 GARDNER DENVER INC COM 365558105 5 210 SH DEFINED 01 02 0 210 0 GART SPORTS COM 366630101 2282 108640 SH DEFINED 01 108640 0 0 GART SPORTS COM 366630101 144 6860 SH DEFINED 01 05 0 6860 0 GART SPORTS COMPANY COM 366630101 2 110 SH DEFINED 01 02 0 110 0 GARTNER GRP INC CL B COM 366651206 33 2951 SH DEFINED 01 2951 0 0 GATEWAY INC COM 367626108 52 6422 SH DEFINED 01 6422 0 0 GATEWAY INC COM 367626108 640 79540 SH DEFINED 01 03 0 79540 0 GATEWAY INC COM 367626108 19 2330 SH DEFINED 01 05 0 2330 0 GAYLORD ENTERTAINMEN COM 367905106 4 149 SH DEFINED 01 149 0 0 GEBERIT AG COM 368394995 145 650 SH DEFINED 01 650 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 317 11451 SH DEFINED 01 11451 0 0 GENCORP INC COM 368682100 1799 127496 SH DEFINED 01 127496 0 0 GENE LOGIC INC COM 368689105 1847 98068 SH DEFINED 01 98068 0 0 GENE LOGIC INC COM 368689105 3 140 SH DEFINED 01 02 0 140 0 GENE LOGIC INC COM 368689105 113 6000 SH DEFINED 01 05 0 6000 0 GENENTECH COM 368710406 248605 4582591 SH DEFINED 01 4582591 0 0 GENENTECH COM 368710406 76724 1414252 SH DEFINED 01 05 0 1414252 0 GENENTECH INC COM 368710406 92 1693 SH DEFINED 01 02 0 1693 0 GENERAL COMMUNICATION CL A COM 369385109 3124 366314 SH DEFINED 01 366314 0 0 GENERAL COMMUNICATION CL A COM 369385109 105 12270 SH DEFINED 01 05 0 12270 0 GENRL COMMUNICATION COM 369385109 5 570 SH DEFINED 01 02 0 570 0 GENERAL DYNAMICS COM 369550108 320 4012 SH DEFINED 01 4012 0 0 GENERAL DYNAMICS COM 369550108 3946 49543 SH DEFINED 01 03 0 49543 0 GENERAL DYNAMICS COM 369550108 116 1452 SH DEFINED 01 05 0 1452 0 GENERAL ELECTRIC COM 369604103 30383 758068 SH DEFINED 01 0 758068 0 GENERAL ELECTRIC COM 369604103 1385563 34569943 SH DEFINED 01 34569943 0 0 GENERAL ELECTRIC COM 369604103 111805 2789676 SH DEFINED 01 02 0 2789676 0 GENERAL ELECTRIC COM 369604103 105983 2644298 SH DEFINED 01 03 0 2644298 0 GENERAL ELECTRIC COM 369604103 359438 8968020 SH DEFINED 01 05 0 8968020 0 GENERAL ELECTRIC COM 369604103 3344 83433 SH DEFINED 11 12 0 83433 0 GENERAL ELECTRIC COM 369604103 27427 684310 SH DEFINED 11 12 13 0 684310 0 GENERAL ELECTRIC COMPANY COM 369604103 84 2100 SH DEFINED 11 12 13 0 2100 0 GENERAL GROWTH COM 370021107 4 105 SH DEFINED 01 105 0 0 GENERAL MILLS COM 370334104 7183 138110 SH DEFINED 01 0 138110 0 GENERAL MILLS COM 370334104 193555 3721502 SH DEFINED 01 3721502 0 0 GENERAL MILLS COM 370334104 19916 382858 SH DEFINED 01 02 0 382858 0 GENERAL MILLS COM 370334104 4652 89443 SH DEFINED 01 03 0 89443 0 GENERAL MILLS COM 370334104 62732 1206156 SH DEFINED 01 05 0 1206156 0 GENERAL MOTORS COM 370442105 28035 576858 SH DEFINED 01 576858 0 0 GENERAL MOTORS COM 370442105 360 7400 SH DEFINED 01 02 0 7400 0 GENERAL MOTORS COM 370442105 7208 148310 SH DEFINED 01 03 0 148310 0 GENERAL MOTORS COM 370442105 1401 28826 SH DEFINED 01 05 0 28826 0 GENERAL MOTORS CL H COM 370442832 1834 118679 SH DEFINED 01 118679 0 0 GENESCO COM 371532102 2660 128167 SH DEFINED 01 128167 0 0 GENESCO COM 371532102 84 4034 SH DEFINED 01 05 0 4034 0 GENESCO INC. COM 371532102 3 160 SH DEFINED 01 02 0 160 0 GENTEX COM 371901109 63 2353 SH DEFINED 01 2353 0 0 GENTEX COM 371901109 644 24100 SH DEFINED 01 03 0 24100 0 GENTEX CORP COM 371901109 35772 1338300 SH DEFINED 01 02 0 1338300 0 GENESIS MICROCHIP COM 371933102 357 5400 SH DEFINED 01 5400 0 0 GENLYTE GROUP INC COM 372302109 5 180 SH DEFINED 01 02 0 180 0 GENTA INC COM 37245M207 5 385 SH DEFINED 01 385 0 0 GENTA INC COM 37245M207 2 130 SH DEFINED 01 02 0 130 0 GENUINE PARTS COM 372460105 5783 157562 SH DEFINED 01 0 157562 0 GENUINE PARTS COM 372460105 3803 103640 SH DEFINED 01 103640 0 0 GENUINE PARTS COM 372460105 1561 42528 SH DEFINED 01 03 0 42528 0 GENUINE PARTS COM 372460105 46 1246 SH DEFINED 01 05 0 1246 0 GENUS COM 372461103 122 50000 SH DEFINED 01 50000 0 0 GENTIVA HEALTH SERVICES COM 37247A102 1 48 SH DEFINED 01 48 0 0 GENZYME CORP COM 372917104 162 2700 SH DEFINED 01 02 0 2700 0 GENZYME-GENERAL DIVISION COM 372917104 26073 435580 SH DEFINED 01 435580 0 0 GENZYME-GENERAL DIVISION COM 372917104 3933 65698 SH DEFINED 01 03 0 65698 0 GENZYME-GENERAL DIVISION COM 372917104 20425 341227 SH DEFINED 01 05 0 341227 0 GEORGIA GULF COM 373200203 4213 227732 SH DEFINED 01 227732 0 0 GEORGIA GULF COM 373200203 163 8803 SH DEFINED 01 05 0 8803 0 GEORGIA GULF CORP COM 373200203 2 120 SH DEFINED 01 02 0 120 0 GEORGIA-PACIFIC GROUP COM 373298108 125 4518 SH DEFINED 01 4518 0 0 GEORGIA-PACIFIC GROUP COM 373298108 1558 56414 SH DEFINED 01 03 0 56414 0 GEORGIA-PACIFIC GROUP COM 373298108 46 1653 SH DEFINED 01 05 0 1653 0 GERBER SCIENTIFIC COM 373730100 605 65034 SH DEFINED 01 65034 0 0 GETTY IMAGES INC COM 374276103 8 330 SH DEFINED 01 330 0 0 GILEAD SCIENCES COM 375558103 5078 77270 SH DEFINED 01 77270 0 0 GILEAD SCIENCES COM 375558103 35717 543457 SH DEFINED 01 02 0 543457 0 GILEAD SCIENCES COM 375558103 1137 17300 SH DEFINED 01 03 0 17300 0 GILEAD SCIENCES COM 375558103 55 837 SH DEFINED 01 05 0 837 0 GILLETTE CO COM 375766102 44887 1343925 SH DEFINED 01 1343925 0 0 GILLETTE CO COM 375766102 25031 749455 SH DEFINED 01 02 0 749455 0 GILLETTE CO COM 375766102 8654 259108 SH DEFINED 01 03 0 259108 0 GILLETTE CO COM 375766102 74569 2232591 SH DEFINED 01 05 0 2232591 0 GJENSIDIGE NOR SPAREBANK COM 376499992 24 800 SH DEFINED 01 800 0 0 GLADSTONE CAPITAL COM 376535100 1365 73800 SH DEFINED 01 73800 0 0 GLADSTONE CAPITAL COM 376535100 85 4600 SH DEFINED 01 05 0 4600 0 GIVAUDAN AG COM 376543997 198 650 SH DEFINED 01 650 0 0 GLATFELTER COM 377316104 3 210 SH DEFINED 01 02 0 210 0 GLATFELTER (PH) COM 377316104 1173 75356 SH DEFINED 01 75356 0 0 GLATFELTER (PH) COM 377316104 116 7460 SH DEFINED 01 05 0 7460 0 GLAXOSMITHKLINE PLC-ADR COM 37733W105 231 4641 SH DEFINED 01 4641 0 0 GLAXOSMITHKLINE COM 377555990 59163 2359315 SH DEFINED 01 2359315 0 0 GLAXOSMITHKLINE COM 377555990 9868 393530 SH DEFINED 01 03 0 393530 0 GLAXOSMITHKLINE COM 377555990 46694 1862055 SH DEFINED 01 05 0 1862055 0 GLENAYRE TECHNOLOGIE COM 377899109 0 212 SH DEFINED 01 212 0 0 GLENBOROUGH REALTY T COM 37803P105 3 139 SH DEFINED 01 139 0 0 GLOBAL BIO-CHEM TECH COM 379305998 73 210000 SH DEFINED 01 210000 0 0 GLOBAL INDUSTRIES COM 379336100 4 443 SH DEFINED 01 443 0 0 GLOBAL PAYMENTS COM 37940X102 7563 219858 SH DEFINED 01 219858 0 0 GLOBAL PAYMENTS COM 37940X102 117 3400 SH DEFINED 01 05 0 3400 0 GLOBAL PAYMENTS INC COM 37940X102 4 120 SH DEFINED 01 02 0 120 0 GLOBIX CORP COM 37957F101 0 104 SH DEFINED 01 104 0 0 GLOBESPAN VIRATA INC COM 37957V106 1994 153929 SH DEFINED 01 153929 0 0 GLOBESPAN VIRATA INC COM 37957V106 2 140 SH DEFINED 01 02 0 140 0 GLOBESPAN VIRATA INC COM 37957V106 56 4300 SH DEFINED 01 05 0 4300 0 GOAMERICA INC COM 38020R106 1 371 SH DEFINED 01 371 0 0 GOLDCREST CO LTD COM 380455998 130 3500 SH DEFINED 01 3500 0 0 GOLD FIELDS COM 380570994 2962 618000 SH DEFINED 01 618000 0 0 GOLD FIELDS COM 380570994 58 12000 SH DEFINED 01 05 0 12000 0 GOLDFIELDS LTD - NEW COM 380595991 1201 935000 SH DEFINED 01 935000 0 0 GOLDFIELDS ADR COM 38059T106 2230 460800 SH DEFINED 01 460800 0 0 GOLDFIELDS ADR COM 38059T106 85 17600 SH DEFINED 01 05 0 17600 0 GOLDCORP COM 380956995 1209 100000 SH DEFINED 01 100000 0 0 GOLDEN STATE BANCORP COM 381197102 9379 358633 SH DEFINED 01 358633 0 0 GOLDEN STATE BANCORP COM 381197102 594 22700 SH DEFINED 01 03 0 22700 0 GOLDEN STATE BANCORP COM 381197102 230 8800 SH DEFINED 01 05 0 8800 0 GOLDEN STAR RESOURCES LTD COM 38119T104 104 180000 SH DEFINED 01 180000 0 0 GOLDEN WEST FINANCIAL COM 381317106 27307 464007 SH DEFINED 01 464007 0 0 GOLDEN WEST FINANCIAL COM 381317106 3854 65499 SH DEFINED 01 03 0 65499 0 GOLDEN WEST FINANCIAL COM 381317106 679 11533 SH DEFINED 01 05 0 11533 0 GOLDMAN SACHS GP INC COM 38141G104 25 270 SH DEFINED 01 02 0 270 0 GOLDMAN SACHS GROUP COM 38141G104 9088 97984 SH DEFINED 01 97984 0 0 GOLDMAN SACHS GROUP COM 38141G104 1169 12600 SH DEFINED 11 12 0 12600 0 GOLDMAN SACHS GROUP COM 38141G104 9080 97900 SH DEFINED 11 12 13 0 97900 0 GOODRICH (BF) COM 382388106 20151 756965 SH DEFINED 01 756965 0 0 GOODRICH (BF) COM 382388106 666 25028 SH DEFINED 01 03 0 25028 0 GOODRICH (BF) COM 382388106 12962 486870 SH DEFINED 01 05 0 486870 0 GOODRICH CORPORATION COM 382388106 3993 150000 SH DEFINED 01 0 150000 0 GOODYEAR COM 382550101 77 3231 SH DEFINED 01 3231 0 0 GOODYEAR COM 382550101 954 40055 SH DEFINED 01 03 0 40055 0 GOODYEAR COM 382550101 28 1174 SH DEFINED 01 05 0 1174 0 GOODYS FAMILY CLTHNG COM 382588101 402 95695 SH DEFINED 01 95695 0 0 GORP.COM(SER B PREF). PRF 382900XX1 151 97087 SH DEFINED 01 97087 0 0 GORP.COM(SER B PREF). PRF 382900XX1 1363 873786 SH DEFINED 01 05 0 873786 0 W R GRACE COM 38388F108 0 124 SH DEFINED 01 124 0 0 GRACO INC. COM 384109104 5 130 SH DEFINED 01 02 0 130 0 GRACO INC. COM 384109104 6981 178772 SH DEFINED 01 178772 0 0 GRACO INC. COM 384109104 230 5900 SH DEFINED 01 05 0 5900 0 GRAINGER (W.W.) COM 384802104 906 18866 SH DEFINED 01 18866 0 0 GRAINGER (W.W.) COM 384802104 1102 22967 SH DEFINED 01 03 0 22967 0 GRAINGER (W.W.) COM 384802104 32 672 SH DEFINED 01 05 0 672 0 Granite Broadcasting Corp COM 387241102 18 8566 SH DEFINED 01 0 0 8566 GRANITE CONSTRUCTION COM 387328107 32 1319 SH DEFINED 01 1319 0 0 GRANT PRIDECO INC COM 38821G101 1438 125000 SH DEFINED 01 0 125000 0 GRANT PRIDECO INC COM 38821G101 39 3449 SH DEFINED 01 3449 0 0 GRANT PRIDECO INC COM 38821G101 17250 1500000 SH DEFINED 01 05 0 1500000 0 GREAT AMERICAN FINANCIAL RESOU COM 389915109 8 410 SH DEFINED 01 410 0 0 GREAT A. & P. TEA COM 390064103 2691 113149 SH DEFINED 01 113149 0 0 GREAT LAKES CHEM CO COM 390568103 28 1165 SH DEFINED 01 1165 0 0 GREAT LAKES CHEM CO COM 390568103 299 12322 SH DEFINED 01 03 0 12322 0 GREAT LAKES CHEM CO COM 390568103 9 360 SH DEFINED 01 05 0 360 0 GREAT UNIVERSAL STOR GB;GUS/BP COM 391091998 121 12861 SH DEFINED 01 12861 0 0 GREAT PLAINS ENERGY INC COM 391164100 52 2072 SH DEFINED 01 2072 0 0 GREATER BAY BANCORP COM 391648102 1361 47610 SH DEFINED 01 47610 0 0 GREATER BAY BANCORP COM 391648102 4 150 SH DEFINED 01 02 0 150 0 GREATER BAY BANCORP COM 391648102 3572 125000 SH DEFINED 01 05 0 125000 0 GREEN MOUNTAIN COFFEE COM 393122106 1528 55800 SH DEFINED 01 55800 0 0 GREEN MOUNTAIN COFFEE COM 393122106 101 3700 SH DEFINED 01 05 0 3700 0 GREEN MOUNTAIN INC COM 393122106 3 100 SH DEFINED 01 02 0 100 0 GREEN MOUNTAIN POWER COM 393154109 312 16750 SH DEFINED 01 16750 0 0 GREENPOINT FINL CORP COM 395384100 8739 244463 SH DEFINED 01 244463 0 0 GREENPOINT FINL CORP COM 395384100 611 17100 SH DEFINED 01 03 0 17100 0 GREENPOINT FINL CORP COM 395384100 236 6600 SH DEFINED 01 05 0 6600 0 GREIF BROS CORP COM 397624107 5 144 SH DEFINED 01 144 0 0 GREY ADVERTISING INC COM 39787M108 3 5 SH DEFINED 01 5 0 0 GREY WOLF COM 397888108 1524 512901 SH DEFINED 01 512901 0 0 GREY WOLF COM 397888108 141 47600 SH DEFINED 01 05 0 47600 0 GRIFFON COM 398433102 2889 192632 SH DEFINED 01 192632 0 0 GRIFFON COM 398433102 138 9200 SH DEFINED 01 05 0 9200 0 GRIFFON CORP COM 398433102 4 266 SH DEFINED 01 02 0 266 0 GROUP ONE AUTOMOTIVE COM 398905109 4164 146072 SH DEFINED 01 146072 0 0 GROUP ONE AUTOMOTIVE COM 398905109 4 140 SH DEFINED 01 02 0 140 0 GROUP ONE AUTOMOTIVE COM 398905109 143 5000 SH DEFINED 01 05 0 5000 0 BOUYGUES COM 4002121 23 692 SH DEFINED 01 10 692 0 0 GRUPO DRAGADOS COM 400380994 165 12300 SH DEFINED 01 12300 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 7240 7950049 SH DEFINED 01 7950049 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 200 219320 SH DEFINED 01 05 0 219320 0 GRUPO MODELO - C ... MX;GMOD. COM 400488987 3428 1532598 SH DEFINED 01 1532598 0 0 GRUPO MODELO - C ... MX;GMOD. COM 400488987 93 41713 SH DEFINED 01 05 0 41713 0 GRUPO TELEVISA ADR COM 40049J206 52 1205 SH DEFINED 01 1205 0 0 UMICORE COM 4005001 2 58 SH DEFINED 01 10 58 0 0 GTECH HOLDINGS COM 400518106 3666 80926 SH DEFINED 01 80926 0 0 GTECH HOLDINGS COM 400518106 240 5300 SH DEFINED 01 05 0 5300 0 G-TECH HOLDINGS CORP COM 400518106 5 110 SH DEFINED 01 02 0 110 0 GRUPO AEROPORTUARIO S-ADR COM 40051E202 60 3900 SH DEFINED 01 3900 0 0 GUANGDONG ALLIANCE COM 400651998 1 52309 SH DEFINED 01 0 52309 0 AIR LIQUIDE( COM 4011406 34 243 SH DEFINED 01 10 243 0 0 EADS COM 4012250 5 447 SH DEFINED 01 10 447 0 0 GUCCI GROUP NV COM 401400999 1417 16656 SH DEFINED 01 16656 0 0 GUESS INC COM 401617105 1 174 SH DEFINED 01 174 0 0 GUIDANT COM 401698105 47284 949492 SH DEFINED 01 949492 0 0 GUIDANT COM 401698105 5315 106717 SH DEFINED 01 03 0 106717 0 GUIDANT COM 401698105 50809 1020269 SH DEFINED 01 05 0 1020269 0 GUIDANT CORP COM 401698105 18380 369057 SH DEFINED 01 02 0 369057 0 ALLIED IRISH COM 4020684 27 2325 SH DEFINED 01 10 2325 0 0 ADIDAS-SALOM COM 4031976 8 100 SH DEFINED 01 10 100 0 0 GYMBOREE COM 403777105 1471 123348 SH DEFINED 01 123348 0 0 HCA COM 404119109 339164 8800312 SH DEFINED 01 8800312 0 0 HCA COM 404119109 6295 163350 SH DEFINED 01 03 0 163350 0 HCA COM 404119109 72217 1873804 SH DEFINED 01 05 0 1873804 0 HCA INC COM 404119109 21333 553591 SH DEFINED 01 02 0 553591 0 HCC INSURANCE COM 404132102 40280 1462045 SH DEFINED 01 02 0 1462045 0 HCC INSURANCE HOLDINGS COM 404132102 8374 303970 SH DEFINED 01 303970 0 0 HCC INSURANCE HOLDINGS COM 404132102 1179 42800 SH DEFINED 01 03 0 42800 0 HCC INSURANCE HOLDINGS COM 404132102 69 2501 SH DEFINED 01 05 0 2501 0 HDFC BANK ADR COM 40415F101 2341 160900 SH DEFINED 01 160900 0 0 HDFC BANK ADR COM 40415F101 63 4300 SH DEFINED 01 05 0 4300 0 HEI COM 404160103 426 60000 SH DEFINED 01 60000 0 0 HBOS COM 404200990 4237 365737 SH DEFINED 01 365737 0 0 HBOS COM 404200990 5555 479542 SH DEFINED 01 05 0 479542 0 HK PROPERTY COM 404207995 1 52309 SH DEFINED 01 0 52309 0 HNC SOFTWARE COM 40425P107 4755 230847 SH DEFINED 01 230847 0 0 HNC SOFTWARE COM 40425P107 3 140 SH DEFINED 01 02 0 140 0 HNC SOFTWARE COM 40425P107 148 7200 SH DEFINED 01 05 0 7200 0 HRPT PROPERTIES TR COM 40426W101 8 923 SH DEFINED 01 923 0 0 HSBC HOLDINGS COM 404400996 36406 3103589 SH DEFINED 01 3103589 0 0 HSBC HOLDINGS COM 404400996 7673 654087 SH DEFINED 01 03 0 654087 0 HSBC HOLDINGS COM 404400996 20326 1732706 SH DEFINED 01 05 0 1732706 0 HACI OMER SABANCI HLDG COM 404610990 117 21459265 SH DEFINED 01 05 0 21459265 0 HAEMONETICS CORP COM 405024100 2644 77947 SH DEFINED 01 77947 0 0 ATLAS COPCO COM 4050971 7 300 SH DEFINED 01 10 300 0 0 ATLAS COPCO COM 4050982 2 100 SH DEFINED 01 10 100 0 0 HAGEMEYER COM 405111998 356 19050 SH DEFINED 01 19050 0 0 HAGGAR COM 405173105 204 18834 SH DEFINED 01 18834 0 0 HAIN CELESTIAL GROUP INC COM 405217100 2723 99182 SH DEFINED 01 99182 0 0 ASSIC GENERALI COM 4056719 98 3530 SH DEFINED 01 10 3530 0 0 L'OREAL COM 4057808 101 1405 SH DEFINED 01 10 1405 0 0 BCO ESPIR SA COM 4058061 6 489 SH DEFINED 01 10 489 0 0 HALL KINION & ASSOC COM 406069104 358 38140 SH DEFINED 01 38140 0 0 LVMH MOET COM 4061412 41 1018 SH DEFINED 01 10 1018 0 0 HALLA CLIMATE CONTRO COM 406150995 192 7000 SH DEFINED 01 7000 0 0 HALLIBURTON COM 406216101 111 8497 SH DEFINED 01 8497 0 0 HALLIBURTON COM 406216101 1381 105419 SH DEFINED 01 03 0 105419 0 HALLIBURTON COM 406216101 40 3088 SH DEFINED 01 05 0 3088 0 AUTOPISTAS C COM 4065663 7 686 SH DEFINED 01 10 686 0 0 BCA POP DI M COM 4072168 2 680 SH DEFINED 01 10 680 0 0 SAGEM(APPLIC GEN) COM 4074432 5 84 SH DEFINED 01 10 84 0 0 INTESABCI S.P.A. COM 4076836 36 14463 SH DEFINED 01 10 14463 0 0 INTESABCI SPA COM 4076847 4 2000 SH DEFINED 01 10 2000 0 0 MONDADORI COM 4084895 3 500 SH DEFINED 01 10 500 0 0 HANCOCK FABRICS COM 409900107 2177 165523 SH DEFINED 01 165523 0 0 HANCOCK FABRICS COM 409900107 100 7600 SH DEFINED 01 05 0 7600 0 BERGESEN DY ASA CL A COM 4100898 2 135 SH DEFINED 01 10 135 0 0 HANCOCK HLDG CO COM 410120109 2 51 SH DEFINED 01 51 0 0 HANCOCK JOHN FINL SV COM 41014S106 2474 59910 SH DEFINED 01 59910 0 0 HANCOCK JOHN FINL SV COM 41014S106 15657 379140 SH DEFINED 01 02 0 379140 0 HANCOCK JOHN FINL SV COM 41014S106 3029 73330 SH DEFINED 01 03 0 73330 0 HANCOCK JOHN FINL SV COM 41014S106 89 2148 SH DEFINED 01 05 0 2148 0 HANDLEMAN COM 410252100 3391 228305 SH DEFINED 01 228305 0 0 HANDLEMAN COM 410252100 210 14137 SH DEFINED 01 05 0 14137 0 HANDLEMAN COMPANY COM 410252100 8 510 SH DEFINED 01 02 0 510 0 HANDSPRING INC COM 410293104 276 40962 SH DEFINED 01 40962 0 0 ELEC DE PORT COM 4103596 19 8755 SH DEFINED 01 10 8755 0 0 HANNOVER RUECKVERSICHERUNGS COM 410755995 42 700 SH DEFINED 01 700 0 0 HANOVER COMPRESSOR COM 410768105 282 11159 SH DEFINED 01 11159 0 0 HANOVER DIRECT INC COM 410783104 0 889 SH DEFINED 01 889 0 0 HANSON ADR COM 411352404 56481 1680000 SH DEFINED 01 1680000 0 0 HANSON ADR COM 411352404 1284 38200 SH DEFINED 01 03 0 38200 0 HANSON ADR COM 411352404 2353 69977 SH DEFINED 01 05 0 69977 0 HANSON PLC ADR COM 411352404 824 24500 SH DEFINED 01 02 0 24500 0 BWT COM 4119054 1 30 SH DEFINED 01 10 30 0 0 BANK OF PIRAEUS COM 4122676 5 520 SH DEFINED 01 10 520 0 0 HARLAND (JOHN H) COM 412693103 4061 183752 SH DEFINED 01 183752 0 0 HARLAND (JOHN H) COM 412693103 133 6000 SH DEFINED 01 05 0 6000 0 HARLAND JOHN H COM 412693103 6 280 SH DEFINED 01 02 0 280 0 HARLEY DAVIDSON COM 412822108 760 14000 SH DEFINED 01 0 14000 0 HARLEY DAVIDSON COM 412822108 79 1450 SH DEFINED 01 02 0 1450 0 HARLEY-DAVIDSON COM 412822108 132256 2435230 SH DEFINED 01 2435230 0 0 HARLEY-DAVIDSON COM 412822108 5129 94428 SH DEFINED 01 03 0 94428 0 HARLEY-DAVIDSON COM 412822108 16225 298753 SH DEFINED 01 05 0 298753 0 HARMAN INTERNATIONAL COM 413086109 7 150 SH DEFINED 01 02 0 150 0 HARMAN INTL INDS COM 413086109 8416 186577 SH DEFINED 01 186577 0 0 HARMAN INTL INDS COM 413086109 223 4938 SH DEFINED 01 05 0 4938 0 HARMONY GOLD MINING COM 413138991 818 125000 SH DEFINED 01 125000 0 0 HARMONIC INC COM 413160102 2094 174208 SH DEFINED 01 174208 0 0 HARMONY GOLD MINING WTS EXP 06 COM 413216110 100 33000 SH DEFINED 01 33000 0 0 HARMONY GOLD MINING ADR COM 413216300 814 125000 SH DEFINED 01 125000 0 0 BNP PARIBAS S.A. COM 4133667 108 1205 SH DEFINED 01 10 1205 0 0 HARRAH'S ENTERTAINMENT COM 413619107 1549 41874 SH DEFINED 01 41874 0 0 HARRAH'S ENTERTAINMENT COM 413619107 1020 27551 SH DEFINED 01 03 0 27551 0 HARRAH'S ENTERTAINMENT COM 413619107 30 807 SH DEFINED 01 05 0 807 0 HARRIS COM 413875105 2109 69133 SH DEFINED 01 69133 0 0 ELSEVIER NV COM 4148810 22 1847 SH DEFINED 01 10 1847 0 0 DANISCO A/S COM 4155586 4 100 SH DEFINED 01 10 100 0 0 HARSCO CORP COM 415864107 47 1351 SH DEFINED 01 1351 0 0 HARSCO CORP COM 415864107 7 215 SH DEFINED 01 02 0 215 0 HARTE-HANKS INC COM 416196103 61 2162 SH DEFINED 01 2162 0 0 THALES (EX THOMPSON CSF) COM 4162791 14 400 SH DEFINED 01 10 400 0 0 CAP GEMINI COM 4163437 22 298 SH DEFINED 01 10 298 0 0 HARTFORD FINL COM 416515104 307 4895 SH DEFINED 01 4895 0 0 HARTFORD FINL COM 416515104 3782 60196 SH DEFINED 01 03 0 60196 0 HARTFORD FINL COM 416515104 111 1764 SH DEFINED 01 05 0 1764 0 HARVARD BIOSCIENCE COM 416906105 2 200 SH DEFINED 01 02 0 200 0 HARVARD BIOSCIENCE, INC. COM 416906105 1680 169000 SH DEFINED 01 169000 0 0 HARVARD BIOSCIENCE, INC. COM 416906105 125 12600 SH DEFINED 01 05 0 12600 0 CARLSBERG COM 4169208 4 100 SH DEFINED 01 10 100 0 0 CARLSBERG COM 4169219 4 100 SH DEFINED 01 10 100 0 0 CIMPOR CIMEN COM 4175896 7 392 SH DEFINED 01 10 392 0 0 CASINO GUICH COM 4178419 15 195 SH DEFINED 01 10 195 0 0 HASBRO INC COM 418056107 54 3344 SH DEFINED 01 3344 0 0 HASBRO INC COM 418056107 688 42415 SH DEFINED 01 03 0 42415 0 HASBRO INC COM 418056107 20 1243 SH DEFINED 01 05 0 1243 0 CRH COM 4182249 24 1367 SH DEFINED 01 10 1367 0 0 DCC PLC COM 4189477 2 189 SH DEFINED 01 10 189 0 0 HAVAS ADVERTISING COM 419313101 182 25088 SH DEFINED 01 0 25088 0 HAVERTY FURNITURE COM 419596101 1 78 SH DEFINED 01 78 0 0 HAWAIIAN ELEC IND COM 419870100 1937 48108 SH DEFINED 01 48108 0 0 HAWAIIAN ELEC IND COM 419870100 9 230 SH DEFINED 01 02 0 230 0 HAWAIIAN ELEC IND COM 419870100 173 4300 SH DEFINED 01 05 0 4300 0 HAYS PLC COM 420400996 4414 1458350 SH DEFINED 01 03 0 1458350 0 CLUB MEDITER COM 4204370 1 40 SH DEFINED 01 10 40 0 0 HAWTHORNE FINANCIAL COM 420542102 4 200 SH DEFINED 01 02 0 200 0 HAYES LEMMERZ INTERNATIONAL IN COM 420781106 0 86 SH DEFINED 01 86 0 0 COMMERCIAL BANK OF GREECE COM 4212823 10 300 SH DEFINED 01 10 300 0 0 HEALTH CARE PROP INV COM 421915109 6 153 SH DEFINED 01 153 0 0 HEALTHSOUTH CORP COM 421924101 29543 1993450 SH DEFINED 01 1993450 0 0 HEALTHSOUTH CORP COM 421924101 423 28500 SH DEFINED 01 02 0 28500 0 HEALTHSOUTH CORP COM 421924101 1427 96319 SH DEFINED 01 03 0 96319 0 HEALTHSOUTH CORP COM 421924101 41201 2780122 SH DEFINED 01 05 0 2780122 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 20329 1104877 SH DEFINED 01 1104877 0 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 3421 185897 SH DEFINED 01 03 0 185897 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 368 20013 SH DEFINED 01 05 0 20013 0 HEALTH MGMT ASSOC COM 421933102 1078 58580 SH DEFINED 01 02 0 58580 0 HEALTHCARE RLTY TR COM 421946104 1213 43338 SH DEFINED 01 43338 0 0 HEALTHCARE RLTY TR COM 421946104 112 4000 SH DEFINED 01 05 0 4000 0 HEADWATERS COM 42210P102 2471 215626 SH DEFINED 01 215626 0 0 HEADWATERS COM 42210P102 148 12874 SH DEFINED 01 05 0 12874 0 HEADWATERS INC COM 42210P102 8 670 SH DEFINED 01 02 0 670 0 HEALTH CARE REIT INC COM 42217K106 3 103 SH DEFINED 01 103 0 0 HEALTH NET COM 42222G108 86 3947 SH DEFINED 01 3947 0 0 HEARST-ARGYLE TELEVI COM 422317107 5 253 SH DEFINED 01 253 0 0 HEARTLAND EXPRESS COM 422347104 5067 182406 SH DEFINED 01 182406 0 0 HEARTLAND EXPRESS COM 422347104 154 5550 SH DEFINED 01 05 0 5550 0 HEARTLAND EXPRESS IN COM 422347104 4 150 SH DEFINED 01 02 0 150 0 HEIDRICK & STRUGGLES INTL COM 422819102 1437 79141 SH DEFINED 01 79141 0 0 HEIDELBERGER ZEMENT COM 422820100 97 2100 SH DEFINED 01 2100 0 0 HEINEKEN NV COM 423011998 107 2829 SH DEFINED 01 2829 0 0 HERO HONDA MOTORS COM 423055995 1167 224542 SH DEFINED 01 224542 0 0 HERO HONDA MOTORS COM 423055995 51 9769 SH DEFINED 01 05 0 9769 0 HEINZ (HJ) COM 423074103 3337 81173 SH DEFINED 01 81173 0 0 HEINZ (HJ) COM 423074103 3535 85968 SH DEFINED 01 03 0 85968 0 HEINZ (HJ) COM 423074103 11412 277519 SH DEFINED 01 05 0 277519 0 HEINZ H.J. COM 423074103 3335 81100 SH DEFINED 01 02 0 81100 0 HIESTAND HOLDING AG COM 423081991 77 270 SH DEFINED 01 270 0 0 UNICREDITO COM 4232445 49 12250 SH DEFINED 01 10 12250 0 0 HELIX TECHNOLOGY COM 423319102 3616 160386 SH DEFINED 01 160386 0 0 HELIX TECHNOLOGY COM 423319102 3 140 SH DEFINED 01 02 0 140 0 HELIX TECHNOLOGY COM 423319102 91 4034 SH DEFINED 01 05 0 4034 0 HELMERICH & PAYNE COM 423452101 1490 44652 SH DEFINED 01 44652 0 0 HELMERICH & PAYNE COM 423452101 110 3300 SH DEFINED 01 05 0 3300 0 ALPHA BANK COM 4235864 11 620 SH DEFINED 01 10 620 0 0 D'IETEREN TR COM 4247494 2 13 SH DEFINED 01 10 13 0 0 D S 1912 DK1000 COM 4248754 20 3 SH DEFINED 01 10 3 0 0 D/S SVENBORG COM 4253048 18 2 SH DEFINED 01 10 2 0 0 HENNES&MAURITZ AB-B COM 425889995 73 3517 SH DEFINED 01 3517 0 0 DELHAIZE-LE COM 4262118 13 250 SH DEFINED 01 10 250 0 0 HENRY (JACK) & ASSOC COM 426281101 334 15300 SH DEFINED 01 02 0 15300 0 HENRY (JACK) & ASSOCIATES COM 426281101 353 16171 SH DEFINED 01 16171 0 0 DNB HOLDING ASA COM 4263304 14 3100 SH DEFINED 01 10 3100 0 0 HERCULES INC COM 427056106 19 1910 SH DEFINED 01 1910 0 0 HERCULES INC COM 427056106 266 26639 SH DEFINED 01 03 0 26639 0 HERCULES INC COM 427056106 8 780 SH DEFINED 01 05 0 780 0 HERSHEY FOODS COM 427866108 5178 76475 SH DEFINED 01 76475 0 0 HERSHEY FOODS COM 427866108 2606 38496 SH DEFINED 01 03 0 38496 0 HERSHEY FOODS COM 427866108 27281 402975 SH DEFINED 01 05 0 402975 0 HEWLETT PACKARD COM 428236103 1356 66000 SH DEFINED 01 0 66000 0 HEWLETT-PACKARD COM 428236103 6597 321244 SH DEFINED 01 321244 0 0 HEWLETT-PACKARD COM 428236103 10063 489920 SH DEFINED 01 03 0 489920 0 HEWLETT-PACKARD COM 428236103 394 19154 SH DEFINED 01 05 0 19154 0 HIBERNIA CL A COM 428656102 898 50482 SH DEFINED 01 50482 0 0 HICKORY TECHNOLOGY C COM 429060106 2 100 SH DEFINED 01 02 0 100 0 ELECTRABEL COM 4294791 36 174 SH DEFINED 01 10 174 0 0 HIGH SPEED ACCESS COM 42979U102 0 86 SH DEFINED 01 86 0 0 ELAN CORP PLC COM 4305507 39 841 SH DEFINED 01 10 841 0 0 ELKEM ASA COM 4310385 2 135 SH DEFINED 01 10 135 0 0 HIGHWOOD PROPERTY COM 431284108 10 374 SH DEFINED 01 374 0 0 HILB ROGAL & HAMILTO COM 431294107 4 70 SH DEFINED 01 02 0 70 0 HILB, ROGAL & HAMILTON COM 431294107 4769 85077 SH DEFINED 01 85077 0 0 HILB, ROGAL & HAMILTON COM 431294107 232 4140 SH DEFINED 01 05 0 4140 0 HILLENBRAND IND COM 431573104 106 1908 SH DEFINED 01 1908 0 0 BAYER COM 4325419 34 1100 SH DEFINED 01 10 1100 0 0 HILTON GROUP PLC COM 432835999 6175 2010607 SH DEFINED 01 2010607 0 0 HILTON GROUP PLC COM 432835999 8435 2746933 SH DEFINED 01 05 0 2746933 0 HILTON HOTELS COM 432848109 80 7289 SH DEFINED 01 7289 0 0 HILTON HOTELS COM 432848109 990 90671 SH DEFINED 01 03 0 90671 0 HILTON HOTELS COM 432848109 29 2656 SH DEFINED 01 05 0 2656 0 HINDUSTAN LEVER COM 433099991 4159 896687 SH DEFINED 01 896687 0 0 HINDUSTAN LEVER COM 433099991 115 24879 SH DEFINED 01 05 0 24879 0 HITE BREWERY (00140) COM 433567997 3471 84750 SH DEFINED 01 84750 0 0 HITE BREWERY (00140) COM 433567997 94 2300 SH DEFINED 01 05 0 2300 0 HIT ENTERTAINMENT PLC COM 433571999 70 13200 SH DEFINED 01 13200 0 0 HITACHI COM 433578101 11859 1619000 SH DEFINED 01 1619000 0 0 HITACHI COM 433578101 5864 800600 SH DEFINED 01 03 0 800600 0 HITACHI COM 433578101 13983 1909000 SH DEFINED 01 05 0 1909000 0 HISPANIC BROADCASTING COM 43357B104 92 3622 SH DEFINED 01 3622 0 0 HITACHI MAXELL COM 433599990 12 1000 SH DEFINED 01 1000 0 0 HK EXCHANGES & CLEAR (0388) COM 434150991 61 40000 SH DEFINED 01 40000 0 0 GEORG FISCHE COM 4341783 2 10 SH DEFINED 01 10 10 0 0 ROCHE HOLDS GENUSSCHEINE COM 434510996 12808 179441 SH DEFINED 01 179441 0 0 ROCHE HOLDS GENUSSCHEINE COM 434510996 17593 246488 SH DEFINED 01 05 0 246488 0 HOKUTO CORPORATION COM 434900999 152 4400 SH DEFINED 01 4400 0 0 HOLLINGER INTL INC COM 435569108 7 585 SH DEFINED 01 585 0 0 SYNGENTA AG COM 4356646 14 272 SH DEFINED 01 10 272 0 0 FLUGHAFFEN WIEN AG COM 4359690 1 27 SH DEFINED 01 10 27 0 0 HOLLYWOOD ENTERTAINM COM 436141105 6 400 SH DEFINED 01 02 0 400 0 HOLLYWOOD ENTERTAINMENT COM 436141105 431 30150 SH DEFINED 01 30150 0 0 HOLMES PLACE COM 436269997 158 50000 SH DEFINED 01 50000 0 0 HOLMEN CL B COM 436435994 200 8800 SH DEFINED 01 8800 0 0 HOLOGIC COM 436440101 498 53611 SH DEFINED 01 53611 0 0 HOME DEPOT COM 437076102 629356 12337889 SH DEFINED 01 12337889 0 0 HOME DEPOT COM 437076102 32195 631143 SH DEFINED 01 03 0 631143 0 HOME DEPOT COM 437076102 200033 3921441 SH DEFINED 01 05 0 3921441 0 HOME DEPOT COM 437076102 22128 433800 SH DEFINED 11 12 13 0 433800 0 HOME DEPOT COM 437076102 2816 55200 SH DEFINED 12 12 0 55200 0 HOME DEPOT INC COM 437076102 28948 567500 SH DEFINED 01 0 567500 0 HOME DEPOT INC COM 437076102 102792 2015167 SH DEFINED 01 02 0 2015167 0 ZELTIA SA COM 4370839 4 483 SH DEFINED 01 10 483 0 0 HOME PROPERTIES COM 437306103 2 73 SH DEFINED 01 73 0 0 HOMESTORE.COM COM 437852106 4 1054 SH DEFINED 01 1054 0 0 PUBLICIS GROUPE SA COM 4380429 9 321 SH DEFINED 01 10 321 0 0 HON HAI PRECISION GDR 144A COM 438090102 133 13308 SH DEFINED 01 05 0 13308 0 HON INDUSTRIES COM 438092108 57 2052 SH DEFINED 01 2052 0 0 HONDA MOTOR COM 438120990 16654 417323 SH DEFINED 01 417323 0 0 HONDA MOTOR COM 438120990 15547 389600 SH DEFINED 01 05 0 389600 0 HONEYWELL INTL COM 438516106 35386 1046294 SH DEFINED 01 1046294 0 0 HONEYWELL INTL COM 438516106 7537 222857 SH DEFINED 01 03 0 222857 0 HONEYWELL INTL COM 438516106 1661 49112 SH DEFINED 01 05 0 49112 0 HONEYWELL INTL INC COM 438516106 646 19100 SH DEFINED 01 02 0 19100 0 HON HAI PRECISION INDS COM 438800997 4173 912656 SH DEFINED 01 912656 0 0 HOOPER HOLMES INC COM 439104100 1706 190684 SH DEFINED 01 190684 0 0 HORACE MANN EDUCATOR COM 440327104 33 1549 SH DEFINED 01 1549 0 0 HORIZON OFFSHORE INC COM 44043J105 2 220 SH DEFINED 01 02 0 220 0 HORIZON PCS INC WTS EXP 10/01/ COM 44043U118 1065 26625 SH DEFINED 01 26625 0 0 HORIZON PCS INC WTS EXP 10/01/ COM 44043U118 213 5325 SH DEFINED 01 05 0 5325 0 HORMEL COM 440452100 114 4241 SH DEFINED 01 4241 0 0 HOSIERY CORP "A" WTS COM 441016102 1 10000 SH DEFINED 01 10000 0 0 HOSPITALITY PROP COM 44106M102 53 1807 SH DEFINED 01 1807 0 0 HOST MARRIOTT COM 44107P104 6 612 SH DEFINED 01 612 0 0 HOT TOPIC COM 441339108 4591 146255 SH DEFINED 01 146255 0 0 HOT TOPIC COM 441339108 2 70 SH DEFINED 01 02 0 70 0 HOT TOPIC COM 441339108 141 4500 SH DEFINED 01 05 0 4500 0 HOTJOBS COM INC COM 441474103 1 75 SH DEFINED 01 75 0 0 HOUSEHOLD INTL COM 441815107 26169 451655 SH DEFINED 01 451655 0 0 HOUSEHOLD INTL COM 441815107 7838 135278 SH DEFINED 01 03 0 135278 0 HOUSEHOLD INTL COM 441815107 707 12192 SH DEFINED 01 05 0 12192 0 COCA-COLA HELLENIC BOT. COM 4420723 6 420 SH DEFINED 01 10 420 0 0 HOUSTON EXPLOR COM 442120101 3 98 SH DEFINED 01 98 0 0 IBERDROLA SA COM 4424640 35 2660 SH DEFINED 01 10 2660 0 0 HOVNANIAN ENTERPRISE COM 442487203 1447 68000 SH DEFINED 01 68000 0 0 HOVNANIAN ENTERPRISE COM 442487203 4 170 SH DEFINED 01 02 0 170 0 HOVNANIAN ENTERPRISE COM 442487203 132 6200 SH DEFINED 01 05 0 6200 0 INSTUMENTAR COM 4434166 4 100 SH DEFINED 01 10 100 0 0 HUBBELL INC C/B COM 443510201 56 1900 SH DEFINED 01 1900 0 0 HUDSON CITY BANCORP COM 443683107 6 243 SH DEFINED 01 243 0 0 IHC CALAND N COM 4441155 3 65 SH DEFINED 01 10 65 0 0 HUDSON UNITED BANC COM 444165104 3920 136572 SH DEFINED 01 136572 0 0 HUFFY CORP COM 444356109 196 30610 SH DEFINED 01 30610 0 0 HUGHES SUPPLY COM 444482103 2158 69908 SH DEFINED 01 69908 0 0 HUGO BOSS PFD PRF 444600993 190 9100 SH DEFINED 01 9100 0 0 HUMANA COM 444859102 40 3389 SH DEFINED 01 3389 0 0 HUMANA COM 444859102 488 41419 SH DEFINED 01 03 0 41419 0 HUMANA COM 444859102 14 1213 SH DEFINED 01 05 0 1213 0 HUMAN GENOME SCIENCES COM 444903108 113 3330 SH DEFINED 01 3330 0 0 IRISH LIFE & COM 4455253 7 684 SH DEFINED 01 10 684 0 0 HUNT (J.B) TRANSPORT SERVICES COM 445658107 2162 93187 SH DEFINED 01 93187 0 0 HUNT (J.B) TRANSPORT SERVICES COM 445658107 95 4100 SH DEFINED 01 05 0 4100 0 J.B. HUNT TRANSPORT COM 445658107 3 130 SH DEFINED 01 02 0 130 0 HUNTER DOUGLAS NV COM 445666993 142 5300 SH DEFINED 01 5300 0 0 SNIA ORDS COM 4457594 2 1300 SH DEFINED 01 10 1300 0 0 IMETAL COM 4457765 3 34 SH DEFINED 01 10 34 0 0 HUNTINGTON BANCSHARES COM 446150104 86 5004 SH DEFINED 01 5004 0 0 HUNTINGTON BANCSHARES COM 446150104 1060 61674 SH DEFINED 01 03 0 61674 0 HUNTINGTON BANCSHARES COM 446150104 31 1807 SH DEFINED 01 05 0 1807 0 JERONIMO MAR COM 4477235 2 200 SH DEFINED 01 10 200 0 0 HUTCHINSON TECH COM 448407106 1725 74285 SH DEFINED 01 74285 0 0 HUTTIG BUILDING PRODUCTS INC COM 448451104 0 23 SH DEFINED 01 23 0 0 ICN PHARMACEUT NEW COM 448924100 85 2522 SH DEFINED 01 2522 0 0 IDT CORP COM 448947101 2 88 SH DEFINED 01 88 0 0 KESKO OYJ COM 4490005 2 200 SH DEFINED 01 10 200 0 0 HYPERION SOLUTIONS COM 44914M104 1920 96681 SH DEFINED 01 96681 0 0 HYSEQ INC COM 449163302 0 38 SH DEFINED 01 38 0 0 HYUNDAI MOTOR C COM 449181999 67 3292 SH DEFINED 01 3292 0 0 ICOS COM 449295104 19706 343060 SH DEFINED 01 343060 0 0 ICOS COM 449295104 25618 446000 SH DEFINED 01 05 0 446000 0 ICOS CORP COM 449295104 201 3500 SH DEFINED 01 02 0 3500 0 IDEC PHARM COM 449370105 126506 1835302 SH DEFINED 01 02 0 1835302 0 IDEC PHARMACEUTICALS COM 449370105 128709 1867250 SH DEFINED 01 1867250 0 0 IDEC PHARMACEUTICALS COM 449370105 6038 87600 SH DEFINED 01 03 0 87600 0 IDEC PHARMACEUTICALS COM 449370105 43216 626953 SH DEFINED 01 05 0 626953 0 IDX SYSTEMS COM 449491109 2 120 SH DEFINED 01 120 0 0 IGEN INC COM 449536101 3 77 SH DEFINED 01 77 0 0 IHOP CORP NEW COM 449623107 1788 61019 SH DEFINED 01 61019 0 0 IMC GLOBAL INC COM 449669100 47 3634 SH DEFINED 01 3634 0 0 IMC GLOBAL INC COM 449669100 5655 435000 SH DEFINED 01 05 0 435000 0 IMCO RECYCLING INC COM 449681105 311 43500 SH DEFINED 01 43500 0 0 I-MANY COM 44973Q103 1346 139500 SH DEFINED 01 139500 0 0 I-MAY INC COM 44973Q103 3 270 SH DEFINED 01 02 0 270 0 KBC COM 4497749 22 648 SH DEFINED 01 10 648 0 0 INT MEDIA GROUP INC COM 44979N104 0 79 SH DEFINED 01 79 0 0 IPCS INC WTS EXP 06/15/2010 COM 44980Y115 370 14810 SH DEFINED 01 14810 0 0 IPCS INC WTS EXP 06/15/2010 COM 44980Y115 79 3155 SH DEFINED 01 05 0 3155 0 IMS HEALTH COM 449934108 113 5828 SH DEFINED 01 5828 0 0 IMS HEALTH COM 449934108 1416 72556 SH DEFINED 01 03 0 72556 0 IMS HEALTH COM 449934108 41 2126 SH DEFINED 01 05 0 2126 0 IMS HEALTH INC COM 449934108 195 10000 SH DEFINED 01 0 10000 0 LAFARGE COM 4502706 34 368 SH DEFINED 01 10 368 0 0 ITC DELTACOM INC COM 45031T104 0 296 SH DEFINED 01 296 0 0 STARWOOD FINANCIAL INC COM 45031U101 5 185 SH DEFINED 01 185 0 0 ITC GDR COM 45031U994 2879 205130 SH DEFINED 01 205130 0 0 ITC GDR COM 45031U994 78 5527 SH DEFINED 01 05 0 5527 0 ITT EDUCATIONAL SVCS COM 45068B109 4383 118868 SH DEFINED 01 118868 0 0 ITT EDUCATIONAL SVCS COM 45068B109 4 120 SH DEFINED 01 02 0 120 0 ITT EDUCATIONAL SVCS COM 45068B109 166 4500 SH DEFINED 01 05 0 4500 0 ITXC CORP COM 45069F109 627 87100 SH DEFINED 01 87100 0 0 ITXC CORP COM 45069F109 5 670 SH DEFINED 01 02 0 670 0 ITXC CORP COM 45069F109 58 8100 SH DEFINED 01 05 0 8100 0 IXIA COM 45071R109 3 195 SH DEFINED 01 195 0 0 IBASIS INC COM 450732102 0 68 SH DEFINED 01 68 0 0 IBEAM BROADCASTING CORPORATION COM 45073P408 0 31 SH DEFINED 01 31 0 0 IBERDROLA COM 450740105 449 34500 SH DEFINED 01 34500 0 0 ITT INDS COM 450911102 1200 23761 SH DEFINED 01 23761 0 0 ITT INDS COM 450911102 1096 21704 SH DEFINED 01 03 0 21704 0 ITT INDS COM 450911102 32 636 SH DEFINED 01 05 0 636 0 IAM GOLD COM 450913108 1202 468000 SH DEFINED 01 468000 0 0 ICON COM 45103T107 1729 58000 SH DEFINED 01 58000 0 0 IDACORP INC COM 451107106 1551 38194 SH DEFINED 01 38194 0 0 IDEX CORP COM 45167R104 3126 90583 SH DEFINED 01 90583 0 0 IDEXX LABS INC COM 45168D104 513 18000 SH DEFINED 01 0 18000 0 IDEXX LABS INC COM 45168D104 2829 99216 SH DEFINED 01 99216 0 0 IGATE CAPITAL CORPORATION COM 45169U105 1 162 SH DEFINED 01 162 0 0 IKON OFFICE SOLUTION COM 451713101 10 860 SH DEFINED 01 02 0 860 0 IKON OFFICE SOLUTIONS COM 451713101 5501 470579 SH DEFINED 01 470579 0 0 IKON OFFICE SOLUTIONS COM 451713101 352 30100 SH DEFINED 01 05 0 30100 0 ILEX ONCOLOGY COM 451923106 2247 83100 SH DEFINED 01 83100 0 0 ILEX ONCOLOGY COM 451923106 141 5200 SH DEFINED 01 05 0 5200 0 ILEX ONCOLOGY INC COM 451923106 4 130 SH DEFINED 01 02 0 130 0 KERRY GROUP COM 4519579 5 406 SH DEFINED 01 10 406 0 0 ILLINOIS TOOL WORKS COM 452308109 17404 257000 SH DEFINED 01 0 257000 0 ILLINOIS TOOL WORKS COM 452308109 329010 4858398 SH DEFINED 01 4858398 0 0 ILLINOIS TOOL WORKS COM 452308109 47947 707984 SH DEFINED 01 02 0 707984 0 ILLINOIS TOOL WORKS COM 452308109 6688 98756 SH DEFINED 01 03 0 98756 0 ILLINOIS TOOL WORKS COM 452308109 75175 1110087 SH DEFINED 01 05 0 1110087 0 ILLUMINA INC COM 452327109 2 128 SH DEFINED 01 128 0 0 IMATION CORP COM 45245A107 24 1119 SH DEFINED 01 1119 0 0 IMATION CORP COM 45245A107 4 180 SH DEFINED 01 02 0 180 0 IMCLONE SYSTEMS COM 45245W109 92 1981 SH DEFINED 01 1981 0 0 IMANAGE COM 45245Y105 1092 138400 SH DEFINED 01 138400 0 0 IMAGISTICS INTERNATIONAL INC COM 45247T104 1156 93569 SH DEFINED 01 93569 0 0 IMAGISTICS INTERNATIONAL INC COM 45247T104 36 2919 SH DEFINED 01 05 0 2919 0 WARTSILA OY COM 4525189 2 100 SH DEFINED 01 10 100 0 0 IMMERSION CORP COM 452521107 1 85 SH DEFINED 01 85 0 0 IMMUNEX COM 452528102 39721 1433455 SH DEFINED 01 1433455 0 0 IMMUNEX COM 452528102 6978 251820 SH DEFINED 01 03 0 251820 0 IMMUNEX COM 452528102 41664 1503574 SH DEFINED 01 05 0 1503574 0 IMMUNEX CORP COM 452528102 1624 58588 SH DEFINED 01 02 0 58588 0 IMMUNOGEN INC COM 45253H101 3 200 SH DEFINED 01 02 0 200 0 IMPALA PLATINUM HOLDINGS LTD COM 452554991 4079 86998 SH DEFINED 01 86998 0 0 IMPALA PLATINUM HOLDINGS LTD COM 452554991 66 1412 SH DEFINED 01 05 0 1412 0 IMPATH COM 45255G101 3562 80022 SH DEFINED 01 80022 0 0 IMPAX LABORATORIES INC COM 45256B101 582 43300 SH DEFINED 01 43300 0 0 IMMUNOMEDICS INC COM 452907108 3 166 SH DEFINED 01 166 0 0 IMPERIAL TOBACCO COM 453141996 7046 534369 SH DEFINED 01 534369 0 0 IMPERIAL TOBACCO COM 453141996 10126 767930 SH DEFINED 01 05 0 767930 0 INAMED CORP COM 453235103 1782 59269 SH DEFINED 01 59269 0 0 INCEPTA GROUP COM 453250995 41 60000 SH DEFINED 01 60000 0 0 INCO LIMITED COM 453258402 54 3201 SH DEFINED 01 3201 0 0 INCO LIMITED COM 453258402 756 44653 SH DEFINED 01 03 0 44653 0 INCO LIMITED COM 453258402 22 1308 SH DEFINED 01 05 0 1308 0 INCYTE GENOMICS INC COM 45337C102 45 2252 SH DEFINED 01 2252 0 0 INCYTE GENOMICS INC COM 45337C102 3 150 SH DEFINED 01 02 0 150 0 INDEPENDENCE COMM BK COM 453414104 1659 72868 SH DEFINED 01 72868 0 0 INDEPENDENCE COMM BK COM 453414104 5 220 SH DEFINED 01 02 0 220 0 INDEPENDENCE COMM BK COM 453414104 143 6300 SH DEFINED 01 05 0 6300 0 INDEPENDENT BANK CO COM 453836108 455 21150 SH DEFINED 01 21150 0 0 INDEPENDENT BANK CO COM 453836108 42 1950 SH DEFINED 01 05 0 1950 0 INDEPENDENT BANK COM 453838104 1653 59463 SH DEFINED 01 59463 0 0 INDEPENDENT BANK COM 453838104 152 5482 SH DEFINED 01 05 0 5482 0 INDEPENDENT BK CO MI COM 453838104 5 168 SH DEFINED 01 02 0 168 0 INDEPENDENT NEWS COM 453900995 93 50000 SH DEFINED 01 50000 0 0 LAGARDERE SC COM 4547213 13 313 SH DEFINED 01 10 313 0 0 INNOGY HOLDINGS COM 455000992 8745 3129378 SH DEFINED 01 3129378 0 0 INNOGY HOLDINGS COM 455000992 11401 4080039 SH DEFINED 01 05 0 4080039 0 INDITEX SA COM 455366997 5037 264184 SH DEFINED 01 03 0 264184 0 MAYR-MELWKOF KARTON COM 4563640 1 21 SH DEFINED 01 10 21 0 0 SMEDVIG ASA-A SHARES COM 4564665 2 270 SH DEFINED 01 10 270 0 0 INDUSTRIE NATUZZI ADR COM 456478106 167 11400 SH DEFINED 01 11400 0 0 INDYMAC BANCORP INC COM 456607100 44 1901 SH DEFINED 01 1901 0 0 INFINEON TECH AG COM 456625995 35 1669 SH DEFINED 01 1669 0 0 INET TECH COM 45662V105 2 169 SH DEFINED 01 169 0 0 INFOCUS CORPORATION COM 45665B106 31 1379 SH DEFINED 01 1379 0 0 INFORMATICA CORP COM 45666Q102 3 218 SH DEFINED 01 218 0 0 INFONET SERVICES COM 45666T106 2 722 SH DEFINED 01 722 0 0 INFORMATION HLDS INC COM 456727106 1816 64158 SH DEFINED 01 64158 0 0 INFORTE CORP COM 45677R107 769 55000 SH DEFINED 01 55000 0 0 INFORTE CORP COM 45677R107 2 130 SH DEFINED 01 02 0 130 0 INFORTE CORP COM 45677R107 57 4100 SH DEFINED 01 05 0 4100 0 INFOSPACE INC COM 45678T102 1838 896655 SH DEFINED 01 896655 0 0 INFOSPACE INC COM 45678T102 4 2164 SH DEFINED 01 2164 0 0 INGERSOLL-RAND COM 456866102 84854 2029496 SH DEFINED 01 2029496 0 0 INGERSOLL-RAND COM 456866102 3233 77345 SH DEFINED 01 03 0 77345 0 INGERSOLL-RAND COM 456866102 4478 107098 SH DEFINED 01 05 0 107098 0 INGERSOLL-RAND CO COM 456866102 14932 357068 SH DEFINED 01 02 0 357068 0 INFORMATION RESOURCE COM 456905108 1821 219444 SH DEFINED 01 219444 0 0 INFORMATION RESOURCE COM 456905108 4 490 SH DEFINED 01 02 0 490 0 INFORMATION RESOURCE COM 456905108 86 10400 SH DEFINED 01 05 0 10400 0 INGRAM MICRO COM 457153104 5 266 SH DEFINED 01 266 0 0 INHALE THERAPEUTIC COM 457191104 9 459 SH DEFINED 01 459 0 0 INKTOMI CORP COM 457277101 4 538 SH DEFINED 01 538 0 0 MEDIOBANCA S COM 4574813 20 1750 SH DEFINED 01 10 1750 0 0 INPUT/OUTPUT INC COM 457652105 1243 151342 SH DEFINED 01 151342 0 0 INSIGHT ENTERPRISES COM 45765U103 4092 166341 SH DEFINED 01 166341 0 0 INSITUFORM TECHNOLOGIES CL A COM 457667103 2000 78206 SH DEFINED 01 78206 0 0 INSMED COM 457669208 382 100000 SH DEFINED 01 100000 0 0 INSIGHT COMMUNICATIONS COM 45768V108 2688 111254 SH DEFINED 01 111254 0 0 INSIGHT COMMUNICATIONS COM 45768V108 162 6700 SH DEFINED 01 05 0 6700 0 INRANGE TECHNOLOGIES COM 45769V206 2 130 SH DEFINED 01 02 0 130 0 INRANGE TECHNOLOGIES CL B COM 45769V206 1411 114270 SH DEFINED 01 114270 0 0 INRANGE TECHNOLOGIES CL B COM 45769V206 74 6030 SH DEFINED 01 05 0 6030 0 INSPIRE PHARMACEUTICALS COM 457733103 211 15000 SH DEFINED 01 15000 0 0 INSURANCE AUTO AUCTS COM 457875102 519 35782 SH DEFINED 01 35782 0 0 PROSIEBEN SAT.1 -- (DEM) COM 4579131 2 357 SH DEFINED 01 10 357 0 0 INTEGRA LIFESCIENCES COM 457985208 4 140 SH DEFINED 01 02 0 140 0 INTEGRA LIFESCIENCES HOLDINGS COM 457985208 2257 85666 SH DEFINED 01 85666 0 0 INTEGRA LIFESCIENCES HOLDINGS COM 457985208 106 4034 SH DEFINED 01 05 0 4034 0 INSUR SERV OFFICE IN COM 45806@109 247 11767 SH DEFINED 01 0 11767 0 INSWEB CORPORATION COM 45809K202 0 17 SH DEFINED 01 17 0 0 INTEGRATED DEV TECH COM 458118106 14894 560084 SH DEFINED 01 560084 0 0 INTEGRATED DEV TECH COM 458118106 410 15400 SH DEFINED 01 02 0 15400 0 INTEGRATED DEV TECH COM 458118106 19729 742000 SH DEFINED 01 05 0 742000 0 INTEGRATED ELECTRICA COM 45811E103 4 770 SH DEFINED 01 02 0 770 0 INTEGRATED ELECTRICAL SERVICES COM 45811E103 766 149741 SH DEFINED 01 149741 0 0 INTEGRATED ELECTRICAL SERVICES COM 45811E103 71 13900 SH DEFINED 01 05 0 13900 0 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 4006 177336 SH DEFINED 01 177336 0 0 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 63 2800 SH DEFINED 01 05 0 2800 0 INTERGRATED CIRCUT COM 45811K208 3 130 SH DEFINED 01 02 0 130 0 INTEL COM 458140100 18306 582068 SH DEFINED 01 0 582068 0 INTEL COM 458140100 834976 26549262 SH DEFINED 01 26549262 0 0 INTEL COM 458140100 111775 3553986 SH DEFINED 01 02 0 3553986 0 INTEL COM 458140100 56326 1790999 SH DEFINED 01 03 0 1790999 0 INTEL COM 458140100 241713 7685628 SH DEFINED 01 05 0 7685628 0 INTEL CORP COM 458140100 27795 883800 SH DEFINED 11 12 13 0 883800 0 INTEL CORP COM 458140100 3582 113900 SH DEFINED 13 12 0 113900 0 INTEGRA BANK CORPORATION COM 45814P105 2 78 SH DEFINED 01 78 0 0 VALORA HOLDI COM 4581619 1 10 SH DEFINED 01 10 10 0 0 INTER-TEL COM 458372109 3402 176982 SH DEFINED 01 176982 0 0 INTER-TEL COM 458372109 6 280 SH DEFINED 01 02 0 280 0 INTER-TEL COM 458372109 131 6800 SH DEFINED 01 05 0 6800 0 INTERACTIVE DATA COM 45840J107 6 435 SH DEFINED 01 435 0 0 INTERCEPT GROUP COM 45845L107 270 6600 SH DEFINED 01 6600 0 0 INTERFACE FLRNG SYS COM 458665106 841 149865 SH DEFINED 01 149865 0 0 INTERDIGITAL COMM CO COM 45866A105 2 228 SH DEFINED 01 228 0 0 INTERGRAPH COM 458683109 385 28000 SH DEFINED 01 28000 0 0 INTERLAND INC COM 458727104 1 505 SH DEFINED 01 505 0 0 INTERNET SOFTWARE COM 458742103 0 133 SH DEFINED 01 133 0 0 INTERMAGNETICS GENER COM 458771102 4 142 SH DEFINED 01 02 0 142 0 INTERMAGNETICS GENERAL COM 458771102 4105 158498 SH DEFINED 01 158498 0 0 INTERMAGNETICS GENERAL COM 458771102 177 6841 SH DEFINED 01 05 0 6841 0 INTERMEDIA COMMUNICATIONS PIK PRF 458801404 66000 63461 SH DEFINED 01 63461 0 0 INTERMEDIA COMMUNICATIONS PIK PRF 458801404 18564 17850 SH DEFINED 01 05 0 17850 0 INTERMET CORP COM 45881K104 251 74946 SH DEFINED 01 74946 0 0 MICHELIN(CGD COM 4588364 10 300 SH DEFINED 01 10 300 0 0 INTERMUNE INC COM 45884X103 2568 52133 SH DEFINED 01 52133 0 0 INTERMUNE INC COM 45884X103 5 100 SH DEFINED 01 02 0 100 0 INTERMUNE INC COM 45884X103 118 2400 SH DEFINED 01 05 0 2400 0 INTERNAP NETWORKS COM 45885A102 1 639 SH DEFINED 01 639 0 0 DANSKE BANK COM 4588825 31 1960 SH DEFINED 01 10 1960 0 0 International Alum Corp COM 458884103 0 1 SH DEFINED 01 1 0 0 INTERNATIONAL BNCSHR COM 459044103 3 68 SH DEFINED 01 68 0 0 IBM COM 459200101 5177 42800 SH DEFINED 11 12 0 42800 0 IBM COM 459200101 46908 387800 SH DEFINED 11 12 13 0 387800 0 INTL BUSINESS MACH COM 459200101 1898 15687 SH DEFINED 01 02 0 15687 0 INTL BUSINESS MACHINES COM 459200101 1137443 9403471 SH DEFINED 01 9403471 0 0 INTL BUSINESS MACHINES COM 459200101 55672 460248 SH DEFINED 01 03 0 460248 0 INTL BUSINESS MACHINES COM 459200101 224625 1857022 SH DEFINED 01 05 0 1857022 0 IMTECH NV COM 459370995 285 15250 SH DEFINED 01 15250 0 0 INTL FLAVORS & FRAG COM 459506101 55 1834 SH DEFINED 01 1834 0 0 INTL FLAVORS & FRAG COM 459506101 692 23281 SH DEFINED 01 03 0 23281 0 INTL FLAVORS & FRAG COM 459506101 20 682 SH DEFINED 01 05 0 682 0 DOUGLAS HLDG COM 4596680 3 110 SH DEFINED 01 10 110 0 0 CONTINENTAL COM 4598589 4 300 SH DEFINED 01 10 300 0 0 INTL GAME TECHNOLOGY COM 459902102 5905 86453 SH DEFINED 01 86453 0 0 INTL GAME TECHNOLOGY COM 459902102 7 110 SH DEFINED 01 02 0 110 0 INTL GAME TECHNOLOGY COM 459902102 1471 21543 SH DEFINED 01 03 0 21543 0 INTL GAME TECHNOLOGY COM 459902102 303 4431 SH DEFINED 01 05 0 4431 0 INTL MULTIFOODS COM 460043102 1328 55568 SH DEFINED 01 55568 0 0 ING GROEP COM 460122997 19747 774303 SH DEFINED 01 774303 0 0 ING GROEP COM 460122997 5148 201874 SH DEFINED 01 03 0 201874 0 ING GROEP COM 460122997 9686 379832 SH DEFINED 01 05 0 379832 0 INTERNATIONAL PAPER COM 460146103 6422 159145 SH DEFINED 01 0 159145 0 INTERNATIONAL PAPER COM 460146103 42864 1062341 SH DEFINED 01 02 0 1062341 0 INTL PAPER COM 460146103 158745 3934190 SH DEFINED 01 3934190 0 0 INTL PAPER COM 460146103 7310 181182 SH DEFINED 01 03 0 181182 0 INTL PAPER COM 460146103 3120 77340 SH DEFINED 01 05 0 77340 0 INTL RECTIFIER CORP COM 460254105 68 1944 SH DEFINED 01 1944 0 0 INTL SPEEDWAY COM 460335201 63 1618 SH DEFINED 01 1618 0 0 INTL SPECIALTY PRODS COM 460337108 2 224 SH DEFINED 01 224 0 0 INTERNEURON PHARMACE COM 460573108 1119 100900 SH DEFINED 01 100900 0 0 INTERNEURON PHARMACE COM 460573108 57 5100 SH DEFINED 01 05 0 5100 0 INTERNET CAPITAL GP COM 46059C106 0 46 SH DEFINED 01 46 0 0 iPIX COM 46059S101 94 44426 SH DEFINED 01 44426 0 0 INTERNET SECURITY SYSTEMS COM 46060X107 50 1576 SH DEFINED 01 1576 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 11767 398371 SH DEFINED 01 398371 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 2739 92719 SH DEFINED 01 03 0 92719 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 80 2717 SH DEFINED 01 05 0 2717 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 1592 53900 SH DEFINED 11 12 0 53900 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 11057 374300 SH DEFINED 11 12 13 0 374300 0 INTERPUMP GROUP SPA COM 460699994 97 25000 SH DEFINED 01 25000 0 0 INTERSIL COM 46069S109 23441 726830 SH DEFINED 01 726830 0 0 INTERSIL COM 46069S109 1070 33150 SH DEFINED 01 03 0 33150 0 INTERSIL COM 46069S109 10839 336100 SH DEFINED 01 05 0 336100 0 INTERSIL CORPORATION COM 46069S109 19957 618834 SH DEFINED 01 02 0 618834 0 INTERSTATE BAKERIES COM 46072H108 40 1673 SH DEFINED 01 1673 0 0 INTRAWEST COM 460915200 108 6200 SH DEFINED 01 6200 0 0 INTERTAN INC COM 461120107 1807 143900 SH DEFINED 01 143900 0 0 INTERTAN INC COM 461120107 167 13300 SH DEFINED 01 05 0 13300 0 INTERTRUST TECH COM 46113Q109 0 360 SH DEFINED 01 360 0 0 INTERVOICE-BRITE COM 461142101 2109 164748 SH DEFINED 01 164748 0 0 INTERVOICE-BRITE COM 461142101 61 4800 SH DEFINED 01 05 0 4800 0 INTERVOICE-BRITE INC COM 461142101 2 150 SH DEFINED 01 02 0 150 0 INTERWOVEN COM 46114T102 1555 159665 SH DEFINED 01 159665 0 0 INTIMATE BRANDS COM 461156101 531 35700 SH DEFINED 01 0 35700 0 INTIMATE BRANDS COM 461156101 3558 239433 SH DEFINED 01 239433 0 0 INTRAWARE INC COM 46118M103 0 67 SH DEFINED 01 67 0 0 INTRAWEST CORP COM 461190993 100 5800 SH DEFINED 01 5800 0 0 INTUIT COM 461202103 28124 657702 SH DEFINED 01 657702 0 0 INTUIT COM 461202103 77557 1813776 SH DEFINED 01 02 0 1813776 0 INTUIT COM 461202103 5844 136667 SH DEFINED 01 03 0 136667 0 INTUIT COM 461202103 27498 643097 SH DEFINED 01 05 0 643097 0 INVACARE CORP COM 461203101 3057 90681 SH DEFINED 01 90681 0 0 UNAXIS HOLDING COM 4612757 3 32 SH DEFINED 01 10 32 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 4626 118390 SH DEFINED 01 118390 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 305 7800 SH DEFINED 01 03 0 7800 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 117 3000 SH DEFINED 01 05 0 3000 0 INVESTORS GROUP INC COM 46152H994 171 10700 SH DEFINED 01 10700 0 0 DEUTSCHE POST AG COM 4617859 7 506 SH DEFINED 01 10 506 0 0 INVITROGEN COM 46185R100 62477 1008826 SH DEFINED 01 1008826 0 0 INVITROGEN COM 46185R100 4509 72800 SH DEFINED 01 03 0 72800 0 INVITROGEN COM 46185R100 46231 746506 SH DEFINED 01 05 0 746506 0 INVITROGEN CORP COM 46185R100 78100 1261124 SH DEFINED 01 02 0 1261124 0 INVESTORS FINANCIAL SERVICES COM 461915100 11460 173076 SH DEFINED 01 173076 0 0 INVESTORS FINANCIAL SERVICES COM 461915100 1636 24700 SH DEFINED 01 03 0 24700 0 INVESTORS FINANCIAL SERVICES COM 461915100 166 2507 SH DEFINED 01 05 0 2507 0 INVESTORS FINL SERV COM 461915100 26986 407580 SH DEFINED 01 02 0 407580 0 IOMEGA CORP COM 462030305 2 203 SH DEFINED 01 203 0 0 IONA TECHNOLOGIES ADR COM 46206P109 914 45000 SH DEFINED 01 45000 0 0 IONICS COM 462218108 1549 51572 SH DEFINED 01 51572 0 0 NATL BANK OF GREECE COM 4625959 20 820 SH DEFINED 01 10 820 0 0 IRISH LIFE & PERMANENT PLC COM 462600990 77 7500 SH DEFINED 01 7500 0 0 IRISH LIFE & PERMANENT COM 462603994 244 24000 SH DEFINED 01 24000 0 0 IRON MOUNTAIN COM 462846106 10 225 SH DEFINED 01 225 0 0 IRON MOUNTAIN INC COM 462846106 482 11000 SH DEFINED 01 0 11000 0 TELEKOM AUSTRIA AG COM 4635088 3 366 SH DEFINED 01 10 366 0 0 IRWIN FINANCIAL COM 464119106 1507 88609 SH DEFINED 01 88609 0 0 IRWIN FINANCIAL COM 464119106 104 6094 SH DEFINED 01 05 0 6094 0 IRWIN FINANCIAL CORP COM 464119106 4 210 SH DEFINED 01 02 0 210 0 ISHARES MSCI AUSTRAL COM 464286103 4 460 SH DEFINED 01 02 0 460 0 ISHARES MSCI CANADA COM 464286509 2 231 SH DEFINED 01 02 0 231 0 ISHARES MSCI SINGAPO COM 464286673 2 302 SH DEFINED 01 02 0 302 0 ISHARES MSCI JAPAN I COM 464286848 13 1713 SH DEFINED 01 02 0 1713 0 ISHARES MSCI HONG KG COM 464286871 3 307 SH DEFINED 01 02 0 307 0 MSCI EAFE I-SHARES COM 464287465 7877 66000 SH DEFINED 01 66000 0 0 GS SEMICON INDEX FD COM 464287523 3 39 SH DEFINED 01 02 0 39 0 ISHARES TRUST DJ US COM 464287580 11 173 SH DEFINED 01 02 0 173 0 ISHARES TRUST-S&P400 COM 464287606 20 179 SH DEFINED 01 02 0 179 0 ISHARES TRUST-S&P COM 464287861 74 1253 SH DEFINED 01 02 0 1253 0 ISIS PHAMACEUTICALS COM 464330109 2331 105066 SH DEFINED 01 105066 0 0 ISIS PHAMACEUTICALS COM 464330109 4 180 SH DEFINED 01 02 0 180 0 ISIS PHAMACEUTICALS COM 464330109 138 6200 SH DEFINED 01 05 0 6200 0 NORSK HYDRO COM 4645805 32 757 SH DEFINED 01 10 757 0 0 OMV AG COM 4651459 5 60 SH DEFINED 01 10 60 0 0 ISS A/S COM 465199990 4444 90278 SH DEFINED 01 03 0 90278 0 ITRON INC COM 465741106 1422 46935 SH DEFINED 01 46935 0 0 I2 TECHNOLOGIES COM 465754109 95 11972 SH DEFINED 01 11972 0 0 IVAX COM 465823102 2115 105000 SH DEFINED 01 0 105000 0 IVAX COM 465823102 868 43120 SH DEFINED 01 43120 0 0 NOVOZYMES COM 4658535 4 175 SH DEFINED 01 10 175 0 0 IVEX PACKAGING COM 465855104 1722 90650 SH DEFINED 01 90650 0 0 IVEX PACKAGING COM 465855104 166 8750 SH DEFINED 01 05 0 8750 0 IVEX PACKAGING CORP COM 465855104 6 290 SH DEFINED 01 02 0 290 0 JAAKKO POYRY GROUP COM 465910990 36 2500 SH DEFINED 01 2500 0 0 JDN REALTY COM 465917102 12331 1000106 SH DEFINED 01 1000106 0 0 JDN REALTY COM 465917102 997 80872 SH DEFINED 01 05 0 80872 0 IXYS CORP COM 46600W106 826 102000 SH DEFINED 01 102000 0 0 IXYS CORP COM 46600W106 1 170 SH DEFINED 01 02 0 170 0 IXYS CORP COM 46600W106 63 7800 SH DEFINED 01 05 0 7800 0 J & J SNACK FOODS CO COM 466032109 620 25364 SH DEFINED 01 25364 0 0 JDS UNIPHASE CORP COM 46612J101 419 48000 SH DEFINED 01 0 48000 0 JDS UNIPHASE CORP COM 46612J101 1030 117967 SH DEFINED 01 117967 0 0 JDS UNIPHASE CORP COM 46612J101 10415 1193817 SH DEFINED 01 02 0 1193817 0 JDS UNIPHASE CORP COM 46612J101 2878 329680 SH DEFINED 01 03 0 329680 0 JDS UNIPHASE CORP COM 46612J101 5976 684550 SH DEFINED 01 05 0 684550 0 JDA SOFTWARE GROUP I COM 46612K108 1743 78000 SH DEFINED 01 78000 0 0 JDA SOFTWARE GROUP I COM 46612K108 5 210 SH DEFINED 01 02 0 210 0 JDA SOFTWARE GROUP I COM 46612K108 96 4300 SH DEFINED 01 05 0 4300 0 OEST COM 4661607 8 110 SH DEFINED 01 10 110 0 0 J. JILL GROUP COM 466189107 708 32900 SH DEFINED 01 32900 0 0 JLG INDUSTRIES JLG INDUS COM 466210101 1373 128904 SH DEFINED 01 128904 0 0 JNI CORP COM 46622G105 1106 133168 SH DEFINED 01 133168 0 0 JNI CORP COM 46622G105 1 180 SH DEFINED 01 02 0 180 0 JNI CORP COM 46622G105 77 9300 SH DEFINED 01 05 0 9300 0 J P MORGAN CHASE COM 46625H100 742 20400 SH DEFINED 01 02 0 20400 0 J.P. MORGAN CHASE COM 46625H100 48451 1332927 SH DEFINED 01 1332927 0 0 J.P. MORGAN CHASE COM 46625H100 19030 523515 SH DEFINED 01 03 0 523515 0 J.P. MORGAN CHASE COM 46625H100 34564 950833 SH DEFINED 01 05 0 950833 0 JABIL CIRCUIT COM 466313103 5086 223884 SH DEFINED 01 223884 0 0 JABIL CIRCUIT COM 466313103 1100 48404 SH DEFINED 01 03 0 48404 0 JABIL CIRCUIT COM 466313103 15709 691419 SH DEFINED 01 05 0 691419 0 JABIL CIRCUT COM 466313103 591 26000 SH DEFINED 01 0 26000 0 JACK IN THE BOX INC COM 466367109 3198 116126 SH DEFINED 01 116126 0 0 OUTOKUMPU OY COM 4665148 5 500 SH DEFINED 01 10 500 0 0 PERNOD-RICAR COM 4682329 10 125 SH DEFINED 01 10 125 0 0 PIRELLI SPA COM 4689900 9 5000 SH DEFINED 01 10 5000 0 0 ASCOM HOLDIN COM 4697378 1 56 SH DEFINED 01 10 56 0 0 JACOBS ENGINEERING GROUP COM 469814107 358 5422 SH DEFINED 01 5422 0 0 INDEPENDENT COM 4699103 2 1216 SH DEFINED 01 10 1216 0 0 JAKKS PACIFIC COM 47012E106 3015 159112 SH DEFINED 01 159112 0 0 JAKKS PACIFIC COM 47012E106 122 6460 SH DEFINED 01 05 0 6460 0 JAKKS PACIFIC INC COM 47012E106 3 140 SH DEFINED 01 02 0 140 0 NEW BARCO COM 4704096 1 28 SH DEFINED 01 10 28 0 0 JARDINE LLOYD THOMPSON COM 471110999 107 12000 SH DEFINED 01 12000 0 0 RENAULT COM 4712798 6 166 SH DEFINED 01 10 166 0 0 KUOMI REISEN NAMEN B COM 4714750 4 16 SH DEFINED 01 10 16 0 0 RAS COM 4718246 21 1800 SH DEFINED 01 10 1800 0 0 JCG HOLDINGS LTD COM 472168996 65 104000 SH DEFINED 01 104000 0 0 JEFFERIES GROUP COM 472319102 5535 130809 SH DEFINED 01 130809 0 0 JEFFERIES GROUP COM 472319102 241 5700 SH DEFINED 01 05 0 5700 0 JEFFERIES GROUP -NEW COM 472319102 6 150 SH DEFINED 01 02 0 150 0 RAUTARUUKKI OYJ COM 4727662 2 500 SH DEFINED 01 10 500 0 0 TOMRA SYSTEM COM 4730875 4 400 SH DEFINED 01 10 400 0 0 TELENOR AS COM 4732495 5 1186 SH DEFINED 01 10 1186 0 0 AVENTIS COM 4736817 153 2153 SH DEFINED 01 10 2153 0 0 RINASCENTE(L COM 4740034 3 1000 SH DEFINED 01 10 1000 0 0 MERCK KGAA COM 4741844 15 400 SH DEFINED 01 10 400 0 0 JEFFERSON-PILOT COM 475070108 21654 467973 SH DEFINED 01 467973 0 0 JEFFERSON-PILOT COM 475070108 1709 36939 SH DEFINED 01 03 0 36939 0 JEFFERSON-PILOT COM 475070108 1791 38710 SH DEFINED 01 05 0 38710 0 INTERBREW + COM 4755317 11 397 SH DEFINED 01 10 397 0 0 JENOPTIK AG COM 476199997 146 7800 SH DEFINED 01 7800 0 0 SKF AB COM 4767066 2 100 SH DEFINED 01 10 100 0 0 SKF AB COM 4767099 2 100 SH DEFINED 01 10 100 0 0 CIE DE ST-GO COM 4768371 37 242 SH DEFINED 01 10 242 0 0 RWE AG COM 4768962 53 1401 SH DEFINED 01 10 1401 0 0 RWE AG COM 4769147 6 200 SH DEFINED 01 10 200 0 0 JIANGSU EXP CO LTD H COM 477311997 29 130000 SH DEFINED 01 130000 0 0 JO-ANN STORES CL A JAS.A COM 47758P109 389 54346 SH DEFINED 01 54346 0 0 JOHN NUVEEN COM 478035108 6 121 SH DEFINED 01 121 0 0 JOHNSON & JOHNSON COM 478160104 5281 89360 SH DEFINED 01 0 89360 0 JOHNSON & JOHNSON COM 478160104 588941 9965156 SH DEFINED 01 9965156 0 0 JOHNSON & JOHNSON COM 478160104 71364 1207518 SH DEFINED 01 02 0 1207518 0 JOHNSON & JOHNSON COM 478160104 48304 817327 SH DEFINED 01 03 0 817327 0 JOHNSON & JOHNSON COM 478160104 207056 3503484 SH DEFINED 01 05 0 3503484 0 JOHNSON CONTROLS COM 478366107 1350 16723 SH DEFINED 01 16723 0 0 JOHNSON CONTROLS COM 478366107 1730 21430 SH DEFINED 01 03 0 21430 0 JOHNSON CONTROLS COM 478366107 51 628 SH DEFINED 01 05 0 628 0 SCHIBSTED AS COM 4790534 2 200 SH DEFINED 01 10 200 0 0 JONES APPAREL GROUP COM 480074103 978 29471 SH DEFINED 01 29471 0 0 JONES APPAREL GROUP COM 480074103 1022 30804 SH DEFINED 01 03 0 30804 0 JONES APPAREL GROUP COM 480074103 30 903 SH DEFINED 01 05 0 903 0 JONES LANG LASALLE COM 48020Q107 1438 79646 SH DEFINED 01 79646 0 0 JONES LANG LASALLE COM 48020Q107 126 7000 SH DEFINED 01 05 0 7000 0 JOURNAL REGISTER COM 481138105 3516 167147 SH DEFINED 01 167147 0 0 JOURNAL REGISTER COM 481138105 227 10800 SH DEFINED 01 05 0 10800 0 JOURNAL REGISTER CO COM 481138105 6 300 SH DEFINED 01 02 0 300 0 SKAND ENSKIL COM 4813345 16 1720 SH DEFINED 01 10 1720 0 0 JULIUS BAER HOLDING LTD COM 481600997 118 351 SH DEFINED 01 351 0 0 SMURFIT(JEFF COM 4816151 6 2555 SH DEFINED 01 10 2555 0 0 VINCI COM 4818083 15 254 SH DEFINED 01 10 254 0 0 SGL CARBON AG COM 4818351 2 100 SH DEFINED 01 10 100 0 0 JUNIPER COM 48203R104 102 5400 SH DEFINED 01 02 0 5400 0 JUNIPER NETWORKS COM 48203R104 9405 496304 SH DEFINED 01 496304 0 0 JUNIPER NETWORKS COM 48203R104 12048 635800 SH DEFINED 01 05 0 635800 0 JUPITER MEDIA METRIX INC COM 48206U104 0 40 SH DEFINED 01 40 0 0 SOLVAY SA COM 4821100 12 200 SH DEFINED 01 10 200 0 0 SGS SOCIETE GENERALE COM 4824778 2 10 SH DEFINED 01 10 10 0 0 KLA-TENCOR COM 482480100 21321 430201 SH DEFINED 01 430201 0 0 KLA-TENCOR COM 482480100 3425 69099 SH DEFINED 01 03 0 69099 0 KLA-TENCOR COM 482480100 6965 140532 SH DEFINED 01 05 0 140532 0 KLA-TENCOR CORP COM 482480100 139 2800 SH DEFINED 01 02 0 2800 0 K-MART CORPORATION COM 482584109 54 9834 SH DEFINED 01 9834 0 0 K-MART CORPORATION COM 482584109 668 122373 SH DEFINED 01 03 0 122373 0 K-MART CORPORATION COM 482584109 20 3585 SH DEFINED 01 05 0 3585 0 KPMG CONSULTING INC COM 48265R109 6 335 SH DEFINED 01 335 0 0 K-SWISS COM 482686102 906 27257 SH DEFINED 01 27257 0 0 K2 INC COM 482732104 381 52901 SH DEFINED 01 52901 0 0 KADANT INC COM 48282T104 0 25 SH DEFINED 01 25 0 0 KABA HOLDING AG-REG B COM 482999992 175 710 SH DEFINED 01 710 0 0 KAISER ALUMINUM CORP COM 483007100 0 286 SH DEFINED 01 286 0 0 SCHNEIDER COM 4834108 23 468 SH DEFINED 01 10 468 0 0 VIVENDI COM 4834777 154 2820 SH DEFINED 01 10 2820 0 0 KAMAN CORP COM 483548103 1029 65957 SH DEFINED 01 65957 0 0 KANA SOFTWARE INC COM 483600300 1 60 SH DEFINED 01 60 0 0 SCHERING AG COM 4845757 32 600 SH DEFINED 01 10 600 0 0 SAP AG COM 4846288 109 835 SH DEFINED 01 10 835 0 0 SSAB(SVENSKT COM 4847195 2 200 SH DEFINED 01 10 200 0 0 KANSAS CITY SO COM 485170302 7 520 SH DEFINED 01 02 0 520 0 KANSAS CITY SOUTHERN INDS COM 485170302 2464 174371 SH DEFINED 01 174371 0 0 STOREBRAND A COM 4852832 3 600 SH DEFINED 01 10 600 0 0 SULZER AG COM 4854719 2 10 SH DEFINED 01 10 10 0 0 KAO COM 485570998 14813 712482 SH DEFINED 01 712482 0 0 KAO COM 485570998 3410 164000 SH DEFINED 01 03 0 164000 0 KAO COM 485570998 13661 657000 SH DEFINED 01 05 0 657000 0 KARSTADT COM 485700991 76 1940 SH DEFINED 01 1940 0 0 KAWASUMI LABS INC COM 486524994 139 14000 SH DEFINED 01 14000 0 0 SVENSKA CELL COM 4865379 14 500 SH DEFINED 01 10 500 0 0 KAYDON CORP COM 486587108 22 944 SH DEFINED 01 944 0 0 KCI KONECRANES INTERNATIONAL COM 486663990 118 4650 SH DEFINED 01 4650 0 0 KEANE INC COM 486665102 47 2621 SH DEFINED 01 2621 0 0 KEANE INC COM 486665102 3967 220000 SH DEFINED 01 05 0 220000 0 KB HOME COM 48666K109 47 1163 SH DEFINED 01 1163 0 0 KB HOME COM 48666K109 7 180 SH DEFINED 01 02 0 180 0 KB HOME COM 48666K109 495 12355 SH DEFINED 01 03 0 12355 0 KB HOME COM 48666K109 15 362 SH DEFINED 01 05 0 362 0 TECHNIP COM 4874160 5 34 SH DEFINED 01 10 34 0 0 KEITHLEY INSTRUMENTS COM 487584104 786 46533 SH DEFINED 01 46533 0 0 T.I.M.SPA COM 4876746 112 20000 SH DEFINED 01 10 20000 0 0 KELLOGG COM 487836108 9506 315802 SH DEFINED 01 315802 0 0 KELLOGG COM 487836108 3341 110999 SH DEFINED 01 03 0 110999 0 KELLOGG COM 487836108 231 7682 SH DEFINED 01 05 0 7682 0 KELLWOOD COM 488044108 24902 1037153 SH DEFINED 01 1037153 0 0 KELLWOOD COM 488044108 1886 78561 SH DEFINED 01 05 0 78561 0 KELLY SERVICES COM 488152208 25 1108 SH DEFINED 01 1108 0 0 KEMET COM 488360108 4934 277960 SH DEFINED 01 277960 0 0 KEMET COM 488360108 458 25800 SH DEFINED 01 05 0 25800 0 ITALGAS(SOC COM 4884073 9 1000 SH DEFINED 01 10 1000 0 0 KENNAMETAL COM 489170100 2161 53665 SH DEFINED 01 53665 0 0 KENNAMETAL COM 489170100 189 4700 SH DEFINED 01 05 0 4700 0 KENNAMETAL INC COM 489170100 7 180 SH DEFINED 01 02 0 180 0 USINOR COM 4894544 7 528 SH DEFINED 01 10 528 0 0 TRELLEBORG SER B COM 4902384 2 200 SH DEFINED 01 10 200 0 0 TOTAL FINA ELF SA COM 4905413 276 1931 SH DEFINED 01 10 1931 0 0 UNION FENOSA COM 4913223 12 717 SH DEFINED 01 10 717 0 0 KEPPEL LAND LIMITED COM 492077995 2648 2843000 SH DEFINED 01 2843000 0 0 KEPPEL LAND LIMITED COM 492077995 71 76000 SH DEFINED 01 05 0 76000 0 VA TECHNOLOG COM 4921635 1 35 SH DEFINED 01 10 35 0 0 KERR-MCGEE COM 492386107 72379 1320789 SH DEFINED 01 1320789 0 0 KERR-MCGEE COM 492386107 1490 27198 SH DEFINED 01 03 0 27198 0 KERR-MCGEE COM 492386107 47043 858441 SH DEFINED 01 05 0 858441 0 KEY ENERGY SERVICES COM 492914106 2536 275646 SH DEFINED 01 275646 0 0 KEY ENERGY SERVICES COM 492914106 4 400 SH DEFINED 01 02 0 400 0 KEY ENERGY SERVICES COM 492914106 240 26040 SH DEFINED 01 05 0 26040 0 KEY PRODUCTION CO COM 493138101 701 41219 SH DEFINED 01 41219 0 0 KEY PRODUCTION CO COM 493138101 3 150 SH DEFINED 01 02 0 150 0 KEYCORP COM 493267108 203 8361 SH DEFINED 01 8361 0 0 KEYCORP COM 493267108 2531 103971 SH DEFINED 01 03 0 103971 0 KEYCORP COM 493267108 74 3045 SH DEFINED 01 05 0 3045 0 KEY3MEDIA GROUP COM 49326R104 3 581 SH DEFINED 01 581 0 0 KEYNOTE SYSTEMS INC COM 493308100 1 55 SH DEFINED 01 55 0 0 KEYSPAN CORP COM 49337W100 60313 1740643 SH DEFINED 01 1740643 0 0 KEYSPAN CORP COM 49337W100 1183 34149 SH DEFINED 01 03 0 34149 0 KEYSPAN CORP COM 49337W100 35 1001 SH DEFINED 01 05 0 1001 0 VALEO COM 4937579 7 180 SH DEFINED 01 10 180 0 0 VOLVO(AB) COM 4937728 5 300 SH DEFINED 01 10 300 0 0 VOLVO(AB) COM 4937739 12 700 SH DEFINED 01 10 700 0 0 WATERFORD WEDGEWOOD COM 4942636 1 1594 SH DEFINED 01 10 1594 0 0 KIMBALL INTL INC COM 494274103 2 125 SH DEFINED 01 125 0 0 KILROY REALTY COM 49427F108 2130 81055 SH DEFINED 01 81055 0 0 E.ON AG COM 4942904 109 2100 SH DEFINED 01 10 2100 0 0 KIMBERLY CLARK COM 494368103 5262 88000 SH DEFINED 01 0 88000 0 KIMBERLY CLARK COM 494368103 32 535 SH DEFINED 01 02 0 535 0 KIMBERLY-CLARK COM 494368103 10426 174345 SH DEFINED 01 174345 0 0 KIMBERLY-CLARK COM 494368103 8398 140436 SH DEFINED 01 03 0 140436 0 KIMBERLY-CLARK COM 494368103 495 8277 SH DEFINED 01 05 0 8277 0 PECHINEY COM 4943792 9 177 SH DEFINED 01 10 177 0 0 KIMCO REALTY CORP COM 49446R109 7 228 SH DEFINED 01 228 0 0 KINDER MORGAN COM 49455P101 27801 499212 SH DEFINED 01 499212 0 0 KINDER MORGAN COM 49455P101 1710 30707 SH DEFINED 01 03 0 30707 0 KINDER MORGAN COM 49455P101 131 2350 SH DEFINED 01 05 0 2350 0 KINDRED HEALTHCARE COM 494580103 6 124 SH DEFINED 01 124 0 0 KINGFISHER ORD COM 495286999 56 9575 SH DEFINED 01 9575 0 0 KING PHARMACEUTICALS COM 495582108 2448 58115 SH DEFINED 01 58115 0 0 KING PHARMACEUTICALS COM 495582108 2541 60309 SH DEFINED 01 03 0 60309 0 KING PHARMACEUTICALS COM 495582108 74 1767 SH DEFINED 01 05 0 1767 0 KINGSGATE CONSOLIDATED COM 496500992 967 1500000 SH DEFINED 01 1500000 0 0 KINROSS GOLD COM 496902107 745 1000000 SH DEFINED 01 1000000 0 0 VNU-VER NED UITGEV COM 4970950 10 315 SH DEFINED 01 10 315 0 0 KIRBY CORP COM 497266106 4153 150746 SH DEFINED 01 150746 0 0 KIRBY CORP COM 497266106 6 200 SH DEFINED 01 02 0 200 0 KIRBY CORP COM 497266106 141 5100 SH DEFINED 01 05 0 5100 0 KNIGHT-RIDDER COM 499040103 32897 506658 SH DEFINED 01 506658 0 0 KNIGHT-RIDDER COM 499040103 1341 20647 SH DEFINED 01 03 0 20647 0 KNIGHT-RIDDER COM 499040103 2693 41476 SH DEFINED 01 05 0 41476 0 KNIGHT TRADING GROUP INC COM 499063105 6 551 SH DEFINED 01 551 0 0 KNIGHT TRANSPORTATION COM 499064103 259 13800 SH DEFINED 01 13800 0 0 ZODIAC COM 4994693 2 11 SH DEFINED 01 10 11 0 0 KOGER EQUITY COM 500228101 206 12631 SH DEFINED 01 12631 0 0 KOHL'S COM 500255104 164343 2333102 SH DEFINED 01 2333102 0 0 KOHL'S COM 500255104 5793 82240 SH DEFINED 01 03 0 82240 0 KOHL'S COM 500255104 54341 771444 SH DEFINED 01 05 0 771444 0 KOHLS CORP COM 500255104 391 5557 SH DEFINED 01 02 0 5557 0 KONINKLIJKE KPN NA COM 500468996 8089 1591020 SH DEFINED 01 1591020 0 0 KONINKLIJKE KPN NA COM 500468996 2126 418216 SH DEFINED 01 03 0 418216 0 KONINKLIJKE KPN NA COM 500468996 11572 2276045 SH DEFINED 01 05 0 2276045 0 PHILIPS ELECTRON NYS COM 500472303 181 6213 SH DEFINED 01 6213 0 0 KONAMI CORP COM 500485990 148 5000 SH DEFINED 01 5000 0 0 KOOKMIN BANK NEW COM 500497995 7658 202004 SH DEFINED 01 202004 0 0 KOOKMIN BANK NEW COM 500497995 205 5406 SH DEFINED 01 05 0 5406 0 KOPIN COM 500600101 2896 206819 SH DEFINED 01 206819 0 0 KOREA ELEC POWER COM 500610993 90 5419 SH DEFINED 01 5419 0 0 KOREA TELECOM COM 500637996 2104 55320 SH DEFINED 01 55320 0 0 KOREA TELECOM COM 500637996 55 1450 SH DEFINED 01 05 0 1450 0 KORN FERRY INTL COM 500643200 13 1184 SH DEFINED 01 1184 0 0 KOREA TOBACCO & GIN 144A COM 50064G102 2227 287357 SH DEFINED 01 287357 0 0 KOREA TOBACCO & GIN 144A COM 50064G102 95 12199 SH DEFINED 01 05 0 12199 0 KOSAN BIOSCIENCED INC COM 50064W107 6 703 SH DEFINED 01 703 0 0 KRAFT FOODS CL A COM 50075N104 51761 1521041 SH DEFINED 01 1521041 0 0 KRAFT FOODS CL A COM 50075N104 40857 1200608 SH DEFINED 01 05 0 1200608 0 KRAFT FOODS INC COM 50075N104 27006 793600 SH DEFINED 11 12 13 0 793600 0 KRAFT FOODS INC COM 50075N104 3110 91400 SH DEFINED 12 12 0 91400 0 KRISPY KREME DOUGHNUTS COM 501014104 8 174 SH DEFINED 01 174 0 0 KRISPY KREME DOUGHNUTS COM 501014104 6630 150000 SH DEFINED 01 05 0 150000 0 KROGER COM 501044101 45829 2195920 SH DEFINED 01 2195920 0 0 KROGER COM 501044101 6355 304527 SH DEFINED 01 03 0 304527 0 KROGER COM 501044101 529 25333 SH DEFINED 01 05 0 25333 0 KROGER CO. COM 501044101 334 16000 SH DEFINED 01 0 16000 0 KROGER CO. COM 501044101 46992 2251451 SH DEFINED 01 02 0 2251451 0 KROLL INC COM 501049100 1003 66401 SH DEFINED 01 66401 0 0 KRONOS INC COM 501052104 5066 104716 SH DEFINED 01 104716 0 0 KRONOS INC COM 501052104 4 80 SH DEFINED 01 02 0 80 0 KRONOS INC COM 501052104 150 3100 SH DEFINED 01 05 0 3100 0 KULICKE &SOFFA IND COM 501242101 2482 144700 SH DEFINED 01 144700 0 0 KUONI REISEN AG REG SHARES COM 501255996 98 370 SH DEFINED 01 370 0 0 KYUSHU ELECTRIC POWER COM 501588990 1705 118400 SH DEFINED 01 03 0 118400 0 LI & FUNG LTD-NEW COM 501918999 162 144000 SH DEFINED 01 144000 0 0 LTV CORP NEW COM 501921100 0 471 SH DEFINED 01 471 0 0 LNR PPTY CORP COM 501940100 3 108 SH DEFINED 01 108 0 0 LSI LOGIC COM 502161102 817 51796 SH DEFINED 01 51796 0 0 LSI LOGIC COM 502161102 1421 90072 SH DEFINED 01 03 0 90072 0 LSI LOGIC COM 502161102 42 2639 SH DEFINED 01 05 0 2639 0 LTX COM 502392103 759 36232 SH DEFINED 01 36232 0 0 L-3 COMMUNICATIONS COM 502424104 1170 13000 SH DEFINED 01 0 13000 0 L-3 COMMUNICATIONS COM 502424104 8497 94416 SH DEFINED 01 94416 0 0 L-3 COMMUNICATIONS COM 502424104 468 5200 SH DEFINED 01 03 0 5200 0 L-3 COMMUNICATIONS COM 502424104 180 2000 SH DEFINED 01 05 0 2000 0 METRO AG COM 5041413 25 700 SH DEFINED 01 10 700 0 0 LA QUINTA PROPERTIES INC COM 50419Q409 1 250 SH DEFINED 01 250 0 0 SWEDISH MATC COM 5048566 4 743 SH DEFINED 01 10 743 0 0 UPM-KYMMENE COM 5051252 27 800 SH DEFINED 01 10 800 0 0 OTE (HELLENIC TLCM) COM 5051605 19 1140 SH DEFINED 01 10 1140 0 0 LA-Z-BOY CHAIR CO COM 505336107 3915 179409 SH DEFINED 01 179409 0 0 LABOR READY INC COM 505401208 611 119481 SH DEFINED 01 119481 0 0 LAB CORP OF AMERICA COM 50540R409 477 5900 SH DEFINED 01 02 0 5900 0 LABORATORY CORP OF AMERICA HLD COM 50540R409 34779 430160 SH DEFINED 01 430160 0 0 LABORATORY CORP OF AMERICA HLD COM 50540R409 32793 405600 SH DEFINED 01 05 0 405600 0 LABRANCHE & CO COM 505447102 65 1908 SH DEFINED 01 1908 0 0 LACLEDE GROUP INC / THE COM 505597104 1331 55670 SH DEFINED 01 55670 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 0 47 SH DEFINED 01 47 0 0 LAFARGE COM 505861989 8233 88137 SH DEFINED 01 88137 0 0 LAFARGE COM 505861989 4073 43611 SH DEFINED 01 03 0 43611 0 LAFARGE COM 505861989 11138 119245 SH DEFINED 01 05 0 119245 0 LAFARGE NORTH AMERICA INC COM 505862102 7 198 SH DEFINED 01 198 0 0 PUBLIGROUPE AG COM 5064744 1 6 SH DEFINED 01 10 6 0 0 TELE2 AB COM 5065060 13 350 SH DEFINED 01 10 350 0 0 BAYER AG COM 5069211 70 2200 SH DEFINED 01 10 2200 0 0 STORA ENSO COM 5072673 12 925 SH DEFINED 01 10 925 0 0 MEDIASET COM 5077946 22 3000 SH DEFINED 01 10 3000 0 0 BASF AG COM 5086577 63 1700 SH DEFINED 01 10 1700 0 0 GEHE AG COM 5105182 8 200 SH DEFINED 01 10 200 0 0 BEIERSDORF A COM 5107401 23 200 SH DEFINED 01 10 200 0 0 HOCHTIEF AG COM 5108664 3 200 SH DEFINED 01 10 200 0 0 HEIDELBERGER COM 5120679 5 100 SH DEFINED 01 10 100 0 0 LAM RESEARCH COM 512807108 15369 661897 SH DEFINED 01 661897 0 0 LAM RESEARCH COM 512807108 19618 844900 SH DEFINED 01 05 0 844900 0 LAM RESEARCH CORP COM 512807108 158 6800 SH DEFINED 01 02 0 6800 0 LAMAR ADVERTISING COM 512815101 1151 27186 SH DEFINED 01 27186 0 0 FRESENIUS ME COM 5129074 11 179 SH DEFINED 01 10 179 0 0 LANCASTER COLONY COR COM 513847103 50 1416 SH DEFINED 01 1416 0 0 LANCASTER COLONY COR COM 513847103 5 150 SH DEFINED 01 02 0 150 0 ALITALIA LINEE COM 5140343 4 4000 SH DEFINED 01 10 4000 0 0 LANDAMERICA FINL COM 514936103 1573 54794 SH DEFINED 01 54794 0 0 LANDS END INC COM 515086106 50 1008 SH DEFINED 01 1008 0 0 LANDRY'S RESTAURANTS COM 51508L103 5 270 SH DEFINED 01 02 0 270 0 LANDRY'S RESTAURANTS INC COM 51508L103 2376 127395 SH DEFINED 01 127395 0 0 LANDRY'S RESTAURANTS INC COM 51508L103 110 5900 SH DEFINED 01 05 0 5900 0 LANDSTAR SYSTEM COM 515098101 5940 81923 SH DEFINED 01 81923 0 0 LANDSTAR SYSTEM COM 515098101 224 3091 SH DEFINED 01 05 0 3091 0 LANDSTAR SYSTEM INC COM 515098101 4 60 SH DEFINED 01 02 0 60 0 LANTE CORP COM 516540101 0 84 SH DEFINED 01 84 0 0 LANTRONIX COM 516548104 966 152900 SH DEFINED 01 152900 0 0 FRANCE TELEC COM 5176177 77 1918 SH DEFINED 01 10 1918 0 0 LATITUDE COMMUNICATIONS COM 518292107 212 80069 SH DEFINED 01 80069 0 0 LATTICE GROUP COM 518411996 149 65700 SH DEFINED 01 65700 0 0 LATTICE SEMICONDUCTR COM 518415104 75 3660 SH DEFINED 01 3660 0 0 ESTE LAUDER COM 518439104 9 271 SH DEFINED 01 271 0 0 CIAB SPECIALTY COM 5196744 6 98 SH DEFINED 01 10 98 0 0 ROYAL DUTCH COM 5202704 325 6411 SH DEFINED 01 10 6411 0 0 VEDIOR COM 5205361 3 233 SH DEFINED 01 10 233 0 0 LAWSON PRODUCTS COM 520776105 739 28415 SH DEFINED 01 28415 0 0 LAWSON SOFTWARE COM 520780107 1323 84000 SH DEFINED 01 84000 0 0 LAWSON SOFTWARE COM 520780107 4223 268115 SH DEFINED 01 05 0 268115 0 HAGEMEYER COM 5209073 5 248 SH DEFINED 01 10 248 0 0 LEAP WIRELESS INTL COM 521863100 4382 208945 SH DEFINED 01 208945 0 0 LEAP WIRELESS INTL COM 521863100 289 13761 SH DEFINED 01 05 0 13761 0 LEAP WIRELESS INTL I COM 521863100 5 250 SH DEFINED 01 02 0 250 0 LEAR COM 521865105 994 26061 SH DEFINED 01 26061 0 0 LEARNING TREE INTL COM 522015106 2589 92766 SH DEFINED 01 92766 0 0 LEARNING TREE INTL COM 522015106 174 6234 SH DEFINED 01 05 0 6234 0 GROUP 4 FALCK A/S COM 5223459 6 53 SH DEFINED 01 10 53 0 0 SAMPO-LEONIA PLC COM 5226038 8 1000 SH DEFINED 01 10 1000 0 0 ALLIANZ AG COM 5231485 153 645 SH DEFINED 01 10 645 0 0 UPONOR OYJ COM 5232671 2 100 SH DEFINED 01 10 100 0 0 LEE ENTERPRISES INC COM 523768109 55 1532 SH DEFINED 01 1532 0 0 LEE ENTERPRISES INC COM 523768109 5 140 SH DEFINED 01 02 0 140 0 LEGATO COM 524651106 285 22000 SH DEFINED 01 0 22000 0 LEGATO COM 524651106 2 160 SH DEFINED 01 02 0 160 0 LEGATO SYSTEMS COM 524651106 765 58985 SH DEFINED 01 58985 0 0 LEGATO SYSTEMS COM 524651106 67 5200 SH DEFINED 01 05 0 5200 0 LEGGETT & PLATT COM 524660107 90 3909 SH DEFINED 01 3909 0 0 LEGGETT & PLATT COM 524660107 1110 48241 SH DEFINED 01 03 0 48241 0 LEGGETT & PLATT COM 524660107 10382 451413 SH DEFINED 01 05 0 451413 0 LEGG MASON COM 524901105 30092 602084 SH DEFINED 01 602084 0 0 LEGG MASON COM 524901105 6285 125732 SH DEFINED 01 03 0 125732 0 LEGG MASON COM 524901105 497 9937 SH DEFINED 01 05 0 9937 0 LEGG MASON INC COM 524901105 151135 3023914 SH DEFINED 01 02 0 3023914 0 LEHMAN BROS HOLDINGS COM 524908100 2512 37600 SH DEFINED 01 02 0 37600 0 LEHMAN BROTHERS HOLDINGS COM 524908100 178072 2665751 SH DEFINED 01 2665751 0 0 LEHMAN BROTHERS HOLDINGS COM 524908100 8634 129259 SH DEFINED 01 03 0 129259 0 LEHMAN BROTHERS HOLDINGS COM 524908100 8411 125923 SH DEFINED 01 05 0 125923 0 ABN-AMRO HLD COM 5250769 71 4422 SH DEFINED 01 10 4422 0 0 AHOLD (KON) COM 5252602 66 2256 SH DEFINED 01 10 2256 0 0 SAPA AB COM 5255850 1 100 SH DEFINED 01 10 100 0 0 AUTOGRILL SP COM 5256206 9 1000 SH DEFINED 01 10 1000 0 0 BULGARI SPA COM 5256477 8 1000 SH DEFINED 01 10 1000 0 0 LENNAR COM 526057104 11330 241986 SH DEFINED 01 241986 0 0 LENNAR COM 526057104 599 12800 SH DEFINED 01 03 0 12800 0 LENNAR COM 526057104 234 5000 SH DEFINED 01 05 0 5000 0 LENNOX INTL COM 526107107 1619 166938 SH DEFINED 01 166938 0 0 LENNOX INTL COM 526107107 5 560 SH DEFINED 01 02 0 560 0 FLS INDUSTRI COM 5263574 1 100 SH DEFINED 01 10 100 0 0 SULZER MEDICA COM 5268319 1 20 SH DEFINED 01 10 20 0 0 ENDESA SA COM 5271782 44 2812 SH DEFINED 01 10 2812 0 0 LUCADIA NATL COM 527288104 1960 67901 SH DEFINED 01 67901 0 0 LUCADIA NATL COM 527288104 263 9100 SH DEFINED 01 05 0 9100 0 LEVEL 3 COMM COM 52729N100 4 773 SH DEFINED 01 773 0 0 DEUTSCHE COM 5287488 15 1100 SH DEFINED 01 10 1100 0 0 LEXAR MEDIA INC COM 52886P104 1 467 SH DEFINED 01 467 0 0 LEXICON GENETICS COM 528872104 603 52313 SH DEFINED 01 52313 0 0 LEXICON GENETICS COM 528872104 23 2000 SH DEFINED 01 05 0 2000 0 MUNCHENER COM 5294121 102 374 SH DEFINED 01 10 374 0 0 TELECOM ITAL COM 5297313 11 2000 SH DEFINED 01 10 2000 0 0 TELECOM ITAL COM 5297506 94 11000 SH DEFINED 01 10 11000 0 0 LEXMARK INTL CL A COM 529771107 3880 65765 SH DEFINED 01 65765 0 0 LEXMARK INTL CL A COM 529771107 1883 31916 SH DEFINED 01 03 0 31916 0 LEXMARK INTL CL A COM 529771107 55 935 SH DEFINED 01 05 0 935 0 LEXMARK INTL INC COM 529771107 1180 20000 SH DEFINED 01 0 20000 0 LG HOUSEHOLD & HEALTH CARE COM 529784993 2510 114085 SH DEFINED 01 114085 0 0 LG HOUSEHOLD & HEALTH CARE COM 529784993 61 2753 SH DEFINED 01 05 0 2753 0 LG ELECTRONICS COM 529833998 30 1610 SH DEFINED 01 1610 0 0 BIC COM 5298781 4 120 SH DEFINED 01 10 120 0 0 LIBBEY COM 529898108 1476 45217 SH DEFINED 01 45217 0 0 LIBERATE TECH COM 530129105 6 560 SH DEFINED 01 560 0 0 AUTOMATIC DATA PROCESSING COM 53015103 383 6500 SH DEFINED 11 12 0 6500 0 LIBERTY CORP S C COM 530370105 8 189 SH DEFINED 01 189 0 0 LIBERTY TX EXMPT INS COM 530544402 28 3394 SH DEFINED 01 02 0 3394 0 LIBERTY GROUP LTD COM 530555994 1677 364457 SH DEFINED 01 364457 0 0 LIBERTY GROUP LTD COM 530555994 43 9439 SH DEFINED 01 05 0 9439 0 LIBERTY MEDIA COM 530718105 8123 580220 SH DEFINED 01 0 580220 0 LIBERTY MEDIA CL A COM 530718105 16863 1204508 SH DEFINED 01 1204508 0 0 LIBERTY MEDIA CL A COM 530718105 51501 3678644 SH DEFINED 01 05 0 3678644 0 LIBERTY PROPERTY TRU COM 531172104 4 130 SH DEFINED 01 130 0 0 LIFEPOINT HOSP INC COM 53219L109 62161 1826090 SH DEFINED 01 02 0 1826090 0 LIFEPOINT HOSPITALS COM 53219L109 2785 81787 SH DEFINED 01 81787 0 0 LIFEPOINT HOSPITALS COM 53219L109 1130 33200 SH DEFINED 01 03 0 33200 0 LIFEPOINT HOSPITALS COM 53219L109 158 4650 SH DEFINED 01 05 0 4650 0 LIHIR GOLD COM 532300993 513 850000 SH DEFINED 01 850000 0 0 LIHIR GOLD COM 532300993 1684 2789000 SH DEFINED 01 03 0 2789000 0 ELI LILLY COM 532457108 44618 568106 SH DEFINED 01 568106 0 0 ELI LILLY COM 532457108 71 910 SH DEFINED 01 02 0 910 0 ELI LILLY COM 532457108 24475 311619 SH DEFINED 01 03 0 311619 0 ELI LILLY COM 532457108 1719 21887 SH DEFINED 01 05 0 21887 0 LIMITED COM 532716107 5375 365154 SH DEFINED 01 365154 0 0 LIMITED COM 532716107 1549 105232 SH DEFINED 01 03 0 105232 0 LIMITED COM 532716107 45 3083 SH DEFINED 01 05 0 3083 0 LINCARE HOLDINGS COM 532791100 41779 1458301 SH DEFINED 01 1458301 0 0 LINCARE HOLDINGS COM 532791100 4358 152100 SH DEFINED 01 03 0 152100 0 LINCARE HOLDINGS COM 532791100 22912 799747 SH DEFINED 01 05 0 799747 0 LINCARE HOLDINGS INC COM 532791100 63179 2205230 SH DEFINED 01 02 0 2205230 0 MODERN TIMES COM 5328127 4 159 SH DEFINED 01 10 159 0 0 DASSAULT SYS COM 5330047 12 258 SH DEFINED 01 10 258 0 0 ACS ACTIVIDA COM 5333381 3 129 SH DEFINED 01 10 129 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 2964 121297 SH DEFINED 01 121297 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 266 10900 SH DEFINED 01 05 0 10900 0 LINCOLN NAT COM 534187109 879 18100 SH DEFINED 01 02 0 18100 0 LINCOLN NATL COM 534187109 44866 923737 SH DEFINED 01 923737 0 0 LINCOLN NATL COM 534187109 3298 67915 SH DEFINED 01 03 0 67915 0 LINCOLN NATL COM 534187109 1896 39057 SH DEFINED 01 05 0 39057 0 LINDSAY MFG COM 535555106 1457 75313 SH DEFINED 01 75313 0 0 LINEAR TECHNOLOGY COM 535678106 646 16538 SH DEFINED 01 16538 0 0 LINEAR TECHNOLOGY COM 535678106 3034 77726 SH DEFINED 01 03 0 77726 0 LINEAR TECHNOLOGY COM 535678106 89 2277 SH DEFINED 01 05 0 2277 0 LINENS & THINGS COM 535679104 3546 139077 SH DEFINED 01 139077 0 0 LION BIOSCIENCE ORD COM 536100993 94 5800 SH DEFINED 01 5800 0 0 LIQUID AUDIO COM 53631T102 0 62 SH DEFINED 01 62 0 0 NORDEA COM 5380031 38 7199 SH DEFINED 01 10 7199 0 0 LIZ CLAIBORNE COM 539320101 51 1021 SH DEFINED 01 1021 0 0 LIZ CLAIBORNE COM 539320101 643 12917 SH DEFINED 01 03 0 12917 0 LIZ CLAIBORNE COM 539320101 19 378 SH DEFINED 01 05 0 378 0 LLOYDS TSB GROUP ADR COM 539439109 1651 36700 SH DEFINED 01 36700 0 0 LLOYDS TSB GROUP COM 539500991 16462 1516204 SH DEFINED 01 1516204 0 0 LLOYDS TSB GROUP COM 539500991 7544 694829 SH DEFINED 01 03 0 694829 0 LLOYDS TSB GROUP COM 539500991 11904 1096410 SH DEFINED 01 05 0 1096410 0 LOCAL FINANCIAL COM 539553107 1834 131100 SH DEFINED 01 131100 0 0 LOCAL FINANCIAL COM 539553107 171 12200 SH DEFINED 01 05 0 12200 0 LOCAL FINANCIAL CORP COM 539553107 6 420 SH DEFINED 01 02 0 420 0 LOCKHEED MARTIN COM 539830109 59686 1278918 SH DEFINED 01 1278918 0 0 LOCKHEED MARTIN COM 539830109 6406 137258 SH DEFINED 01 03 0 137258 0 LOCKHEED MARTIN COM 539830109 708 15167 SH DEFINED 01 05 0 15167 0 NUTRICIA COM 5402601 5 217 SH DEFINED 01 10 217 0 0 LOEWS COM 540424108 88971 1606547 SH DEFINED 01 1606547 0 0 LOEWS COM 540424108 4841 87415 SH DEFINED 01 03 0 87415 0 LOEWS COM 540424108 3214 58046 SH DEFINED 01 05 0 58046 0 LOEWS CORP COM 540424108 1429 25800 SH DEFINED 01 02 0 25800 0 LOGICA COM 541409991 680 72928 SH DEFINED 01 72928 0 0 LOGICA COM 541409991 207 22304 SH DEFINED 01 03 0 22304 0 LOGICA COM 541409991 993 106588 SH DEFINED 01 05 0 106588 0 LONE STAR STEAK HS COM 542307103 1052 70947 SH DEFINED 01 70947 0 0 LONE STAR TECHNOLOG COM 542312103 3 145 SH DEFINED 01 02 0 145 0 LONE STAR TECHNOLOGIES COM 542312103 2733 155272 SH DEFINED 01 155272 0 0 LONE STAR TECHNOLOGIES COM 542312103 80 4534 SH DEFINED 01 05 0 4534 0 LONGS DRUG STORES COM 543162101 33 1410 SH DEFINED 01 1410 0 0 LONGVIEW FIBRE WASH COM 543213102 18 1541 SH DEFINED 01 1541 0 0 LOOKSMART LTD COM 543442107 1 427 SH DEFINED 01 427 0 0 KAMPS AG COM 5437078 2 200 SH DEFINED 01 10 200 0 0 OM AB COM 5437744 3 200 SH DEFINED 01 10 200 0 0 METROVACESA COM 5442685 2 128 SH DEFINED 01 10 128 0 0 TELEPIZZA COM 5443365 1 505 SH DEFINED 01 10 505 0 0 ALTADIS SA COM 5444012 15 864 SH DEFINED 01 10 864 0 0 OCE NV COM 5446751 2 197 SH DEFINED 01 10 197 0 0 OYJ HARWALL COM 5446944 3 150 SH DEFINED 01 10 150 0 0 GAMBRO AB COM 5450031 3 500 SH DEFINED 01 10 500 0 0 GAMBRO AB COM 5450053 1 200 SH DEFINED 01 10 200 0 0 LOUDEYE TECHNOLOGIES COM 545754103 0 80 SH DEFINED 01 80 0 0 AKZO NOBEL N COM 5458314 39 863 SH DEFINED 01 10 863 0 0 ORKLA ASA COM 5459715 14 835 SH DEFINED 01 10 835 0 0 SKANDIA INSU COM 5461572 22 3000 SH DEFINED 01 10 3000 0 0 LOUISIANA PAC. COM 546347105 8 940 SH DEFINED 01 02 0 940 0 LOUISIANA-PACIFIC COM 546347105 3991 472722 SH DEFINED 01 472722 0 0 LOUISIANA-PACIFIC COM 546347105 216 25646 SH DEFINED 01 03 0 25646 0 LOUISIANA-PACIFIC COM 546347105 280 33182 SH DEFINED 01 05 0 33182 0 LOUISVILLE G&E PFD PRF 546676800 1264 12000 SH DEFINED 01 04 0 12000 0 ELECTROLUX A COM 5466782 12 800 SH DEFINED 01 10 800 0 0 PETROLEUM GE COM 5469372 2 200 SH DEFINED 01 10 200 0 0 TIETOENATOR COM 5479702 5 200 SH DEFINED 01 10 200 0 0 TPG NV COM 5481558 25 1147 SH DEFINED 01 10 1147 0 0 LOWES CO COM 548661107 18697 402854 SH DEFINED 01 402854 0 0 LOWES CO COM 548661107 10099 217613 SH DEFINED 01 03 0 217613 0 LOWES CO COM 548661107 11430 246270 SH DEFINED 01 05 0 246270 0 LOWES COMPANIES COM 548661107 257 5550 SH DEFINED 01 02 0 5550 0 LUBRIZOL COM 549271104 57 1614 SH DEFINED 01 1614 0 0 LUBY'S INC COM 549282101 378 66122 SH DEFINED 01 66122 0 0 LUCENT TECHNOLOGIES COM 549463107 125 19800 SH DEFINED 01 0 19800 0 LUCENT TECHNOLOGIES COM 549463107 13133 2087871 SH DEFINED 01 2087871 0 0 LUCENT TECHNOLOGIES COM 549463107 295 46800 SH DEFINED 01 02 0 46800 0 LUCENT TECHNOLOGIES COM 549463107 5727 910456 SH DEFINED 01 03 0 910456 0 LUCENT TECHNOLOGIES COM 549463107 154 24558 SH DEFINED 01 05 0 24558 0 VOLKSWAGEN A COM 5497102 42 900 SH DEFINED 01 10 900 0 0 VOLKSWAGEN A COM 5497168 6 200 SH DEFINED 01 10 200 0 0 ACERINOX SA COM 5500118 5 138 SH DEFINED 01 10 138 0 0 BCO BILBAO ARGENTARIA COM 5501906 117 9430 SH DEFINED 01 10 9430 0 0 LUMINANT WORLDWIDE C COM 550260103 0 67 SH DEFINED 01 67 0 0 VALLEHERMOSO COM 5504789 2 304 SH DEFINED 01 10 304 0 0 PIN-PRINTEMP COM 5505072 38 299 SH DEFINED 01 10 299 0 0 LYDALL INC COM 550819106 469 46941 SH DEFINED 01 46941 0 0 BUHRMANN NV COM 5516751 3 232 SH DEFINED 01 10 232 0 0 LYONDELL CHEMICAL CO COM 552078107 53 3676 SH DEFINED 01 3676 0 0 M&T BANK COM 55261F104 577 7926 SH DEFINED 01 7926 0 0 MAF BANCORP COM 55261R108 3458 117201 SH DEFINED 01 117201 0 0 MAF BANCORP COM 55261R108 6 200 SH DEFINED 01 02 0 200 0 MAF BANCORP COM 55261R108 140 4743 SH DEFINED 01 05 0 4743 0 MBIA COM 55262C100 12234 228123 SH DEFINED 01 228123 0 0 MBIA COM 55262C100 2705 50439 SH DEFINED 01 03 0 50439 0 MBIA COM 55262C100 347 6468 SH DEFINED 01 05 0 6468 0 MBNA COM 55262L100 5562 158000 SH DEFINED 01 0 158000 0 MBNA COM 55262L100 266166 7561526 SH DEFINED 01 7561526 0 0 MBNA COM 55262L100 433 12306 SH DEFINED 01 02 0 12306 0 MBNA COM 55262L100 7361 209132 SH DEFINED 01 03 0 209132 0 MBNA COM 55262L100 106419 3023277 SH DEFINED 01 05 0 3023277 0 M.D.C. HOLDINGS COM 552676108 5245 138799 SH DEFINED 01 138799 0 0 M.D.C. HOLDINGS COM 552676108 179 4730 SH DEFINED 01 05 0 4730 0 MDC HOLDINGS INC COM 552676108 3 83 SH DEFINED 01 02 0 83 0 MDU RESOURCES GROUP COM 552690109 29026 1031157 SH DEFINED 01 1031157 0 0 MCSI INC COM 55270M108 1609 68600 SH DEFINED 01 68600 0 0 MCSI INC COM 55270M108 5 230 SH DEFINED 01 02 0 230 0 MCSI INC COM 55270M108 94 4000 SH DEFINED 01 05 0 4000 0 MEMC ELECTRONIC MAT COM 552715104 1 164 SH DEFINED 01 164 0 0 MGIC INVESTMENT CORP COM 552848103 11085 179611 SH DEFINED 01 179611 0 0 MGIC INVESTMENT CORP COM 552848103 2396 38817 SH DEFINED 01 03 0 38817 0 MGIC INVESTMENT CORP COM 552848103 350 5671 SH DEFINED 01 05 0 5671 0 BANC NAZIO COM 5528604 5 2672 SH DEFINED 01 10 2672 0 0 MGI PHARM COM 552880106 1084 70939 SH DEFINED 01 70939 0 0 DAIMLERCHRYS COM 5529027 125 2900 SH DEFINED 01 10 2900 0 0 MGM MIRAGE COM 552953101 1198 41490 SH DEFINED 01 41490 0 0 M/I SCHOTTENSTEIN HM COM 55305B101 3 70 SH DEFINED 01 02 0 70 0 MKS INSTRUMENT INC COM 55306N104 3 100 SH DEFINED 01 100 0 0 MM02 PLC COM 553095993 8429 6695010 SH DEFINED 01 6695010 0 0 MM02 PLC COM 553095993 11513 9144556 SH DEFINED 01 05 0 9144556 0 SWISSCOM AG COM 5533976 42 150 SH DEFINED 01 10 150 0 0 MRV COMMUNICATIONS COM 553477100 2 424 SH DEFINED 01 424 0 0 MRO SOFTWARE INC COM 55347W105 1760 75252 SH DEFINED 01 75252 0 0 MRO SOFTWARE INC COM 55347W105 20 850 SH DEFINED 01 05 0 850 0 MSC.SOFTWARE CORP COM 553531104 2 140 SH DEFINED 01 02 0 140 0 MTR GAMING GROUP INC COM 553769100 453 28300 SH DEFINED 01 28300 0 0 MTI TECHOLOGY CORP COM 553903105 0 136 SH DEFINED 01 136 0 0 DROTT AB-B SHS COM 5541087 3 300 SH DEFINED 01 10 300 0 0 MACDERMID INC COM 554273102 1606 94722 SH DEFINED 01 94722 0 0 MACERICH CO COM 554382101 3 99 SH DEFINED 01 99 0 0 MACK-CALI REALTY COM 554489104 7 223 SH DEFINED 01 223 0 0 SECURITAS COM 5554041 19 1000 SH DEFINED 01 10 1000 0 0 AUTOSTRADE SPA COM 5554654 24 3448 SH DEFINED 01 10 3448 0 0 SAN PAOLO-IM COM 5556575 36 3400 SH DEFINED 01 10 3400 0 0 SONERA OYJ COM 5556586 10 1900 SH DEFINED 01 10 1900 0 0 MACROVISION COM 555904101 1648 46789 SH DEFINED 01 46789 0 0 MACRO MEDIA COM 556100105 35 1957 SH DEFINED 01 1957 0 0 KON VENDEX KBB COM 5562389 3 231 SH DEFINED 01 10 231 0 0 STEVEN MADDEN LTD COM 556269108 1358 96500 SH DEFINED 01 96500 0 0 STEVEN MADDEN LTD COM 556269108 121 8600 SH DEFINED 01 05 0 8600 0 MAN AG ORD N COM 5563520 4 200 SH DEFINED 01 10 200 0 0 MAN AG NON V COM 5563531 2 100 SH DEFINED 01 10 100 0 0 MAGELLAN HEALTH SERVICES COM 559079108 1944 306130 SH DEFINED 01 306130 0 0 MAGELLAN HEALTH SERVICES COM 559079108 116 18270 SH DEFINED 01 05 0 18270 0 MAGELLAN HEALTH SVS COM 559079108 5 780 SH DEFINED 01 02 0 780 0 MAGNA INTERNATIONAL COM 559221999 171 2700 SH DEFINED 01 2700 0 0 MAGNETEK INC COM 559424106 599 66444 SH DEFINED 01 66444 0 0 UCB COM 5596991 19 466 SH DEFINED 01 10 466 0 0 MAIL WELL INC COM 560321200 1 153 SH DEFINED 01 153 0 0 WCM COM 5604816 6 533 SH DEFINED 01 10 533 0 0 MANAGEMENT NETWORK COM 561693102 766 111000 SH DEFINED 01 111000 0 0 MANAGEMENT NETWORK COM 561693102 2 250 SH DEFINED 01 02 0 250 0 MANAGEMENT NETWORK COM 561693102 57 8300 SH DEFINED 01 05 0 8300 0 MANDALAY RESORT GRP COM 562567107 578 27000 SH DEFINED 01 0 27000 0 MANDALAY RESORT GRP COM 562567107 52 2436 SH DEFINED 01 2436 0 0 MANHATTAN ASS COM 562750109 3 105 SH DEFINED 01 02 0 105 0 MANHATTAN ASSOCIATES COM 562750109 5422 185965 SH DEFINED 01 185965 0 0 MANHATTAN ASSOCIATES COM 562750109 171 5850 SH DEFINED 01 05 0 5850 0 MANITOWOC COM 563571108 5486 176379 SH DEFINED 01 176379 0 0 MANITOWOC COM 563571108 195 6268 SH DEFINED 01 05 0 6268 0 MANITOWOC CO. COM 563571108 4 130 SH DEFINED 01 02 0 130 0 THYSSENKRUPP AG COM 5636927 22 1500 SH DEFINED 01 10 1500 0 0 MANOR CARE INC COM 564055101 49 2049 SH DEFINED 01 2049 0 0 MANOR CARE INC COM 564055101 596 25134 SH DEFINED 01 03 0 25134 0 MANOR CARE INC COM 564055101 17 736 SH DEFINED 01 05 0 736 0 UNILEVER NV COM 5640898 97 1658 SH DEFINED 01 10 1658 0 0 NAVISION COM 5641125 3 100 SH DEFINED 01 10 100 0 0 CARREFOUR COM 5641567 87 1675 SH DEFINED 01 10 1675 0 0 MANPOWER INC-WIS COM 56418H100 78 2317 SH DEFINED 01 2317 0 0 MANUF HOME COM 564682102 3 88 SH DEFINED 01 88 0 0 MANUGISTICS GROUP COM 565011103 35280 1673619 SH DEFINED 01 1673619 0 0 MANUGISTICS GROUP COM 565011103 2814 133500 SH DEFINED 01 03 0 133500 0 MANUGISTICS GROUP COM 565011103 11051 524265 SH DEFINED 01 05 0 524265 0 MANUGISTICS GROUP IN COM 565011103 1452 68800 SH DEFINED 01 02 0 68800 0 GAS NATURAL COM 5650422 18 1054 SH DEFINED 01 10 1054 0 0 MAP INFO COM 565105103 683 43532 SH DEFINED 01 43532 0 0 EFG EUROBANK COM 5654316 8 600 SH DEFINED 01 10 600 0 0 MARCUS CORP COM 566330106 1219 86178 SH DEFINED 01 86178 0 0 PREUSSAG AG COM 5666292 12 500 SH DEFINED 01 10 500 0 0 REPSOL SA (R COM 5669354 53 3602 SH DEFINED 01 10 3602 0 0 WOLTERS KLUW COM 5671519 15 654 SH DEFINED 01 10 654 0 0 SANOFI-SYNTH COM 5671735 113 1521 SH DEFINED 01 10 1521 0 0 MARIMBA COM 56781Q109 0 65 SH DEFINED 01 65 0 0 CHARLES VOEGELE HOLDING AG COM 5682577 1 21 SH DEFINED 01 10 21 0 0 GRUPO DRAGAD COM 5687000 5 405 SH DEFINED 01 10 405 0 0 HENNES & MAU COM 5687431 40 1925 SH DEFINED 01 10 1925 0 0 AGFA GEVAERT COM 5689051 4 325 SH DEFINED 01 10 325 0 0 ASSA ABLOY COM 5698789 12 800 SH DEFINED 01 10 800 0 0 TDC A/S COM 5698790 18 500 SH DEFINED 01 10 500 0 0 WIENERBERGER AG COM 5699373 2 162 SH DEFINED 01 10 162 0 0 SVENSKA COM 5703661 28 1900 SH DEFINED 01 10 1900 0 0 SVENSKA HANDELSBANKEN-B SHS COM 5703672 1 100 SH DEFINED 01 10 100 0 0 MARKEL COM 570535104 202 1120 SH DEFINED 01 1120 0 0 BCO SANT CEN COM 5705946 112 13324 SH DEFINED 01 10 13324 0 0 MARKETWATCH.COM INC COM 570619106 0 40 SH DEFINED 01 40 0 0 MARKETSOFT CV PRF 570620XX7 4510 924180 SH DEFINED 01 924180 0 0 MARKETSOFT CV PRF 570620XX7 5490 1125000 SH DEFINED 01 05 0 1125000 0 MARKS & SPENCER COM 570697995 20299 3863425 SH DEFINED 01 3863425 0 0 MARKS & SPENCER COM 570697995 26902 5120261 SH DEFINED 01 05 0 5120261 0 METSO OYJ COM 5713422 3 300 SH DEFINED 01 10 300 0 0 MARS SERIES G PRF 571650993 2380 2380000 SH DEFINED 01 2380000 0 0 MARS SERIES G PRF 571650993 4760 4760000 SH DEFINED 01 05 0 4760000 0 MARS INC. CVT PFD CVT PFD PRF 571650XX3 3000 2702703 SH DEFINED 01 05 0 2702703 0 MARS CV SERIES D PRF 571650XY1 2143 2142857 SH DEFINED 01 2142857 0 0 MARS CV SERIES D PRF 571650XY1 2619 2619048 SH DEFINED 01 05 0 2619048 0 MARSH & MCLENNAN COM 571748102 426093 3965500 SH DEFINED 01 3965500 0 0 MARSH & MCLENNAN COM 571748102 7245 67431 SH DEFINED 01 03 0 67431 0 MARSH & MCLENNAN COM 571748102 122705 1141975 SH DEFINED 01 05 0 1141975 0 MARSH MCLENNAN CO COM 571748102 28060 261153 SH DEFINED 01 02 0 261153 0 MARSHALL & LLSLEY C COM 571834100 207 3277 SH DEFINED 01 3277 0 0 MARRIOTT INTL CL A COM 571903202 249014 6125837 SH DEFINED 01 6125837 0 0 MARRIOTT INTL CL A COM 571903202 171 4205 SH DEFINED 01 02 0 4205 0 MARRIOTT INTL CL A COM 571903202 2405 59166 SH DEFINED 01 03 0 59166 0 MARRIOTT INTL CL A COM 571903202 55403 1362939 SH DEFINED 01 05 0 1362939 0 MLP AG COM 5720273 6 84 SH DEFINED 01 10 84 0 0 BPI SGPS COM 5721759 3 1462 SH DEFINED 01 10 1462 0 0 HUGO BOSS VZ COM 5726709 3 149 SH DEFINED 01 10 149 0 0 SIEMENS AG COM 5727973 179 2700 SH DEFINED 01 10 2700 0 0 AGUAS DE COM 5729065 4 328 SH DEFINED 01 10 328 0 0 TELEFONICA S COM 5732524 177 13253 SH DEFINED 01 10 13253 0 0 QIAGEN NV COM 5732825 6 307 SH DEFINED 01 10 307 0 0 MARTIN MARIETTA MATE COM 573284106 466 10000 SH DEFINED 01 0 10000 0 MARTIN MARIETTA MATE COM 573284106 1504 32282 SH DEFINED 01 02 0 32282 0 MARTIN MARIETTA MATERIALS COM 573284106 48996 1051423 SH DEFINED 01 1051423 0 0 MARTIN MARIETTA MATERIALS COM 573284106 2866 61500 SH DEFINED 01 03 0 61500 0 MARTIN MARIETTA MATERIALS COM 573284106 81754 1754367 SH DEFINED 01 05 0 1754367 0 BUDERUS ORD COM 5733486 3 100 SH DEFINED 01 10 100 0 0 MARUI CO. LTD. ORD COM 573814100 3513 297000 SH DEFINED 01 03 0 297000 0 MARUICHI STEEL TUBE LTD COM 573820990 204 20000 SH DEFINED 01 20000 0 0 SOL MELIA SA COM 5738298 3 404 SH DEFINED 01 10 404 0 0 LINDE AG COM 5740817 12 300 SH DEFINED 01 10 300 0 0 MASCO COM 574599106 5363 218889 SH DEFINED 01 218889 0 0 MASCO COM 574599106 2761 112675 SH DEFINED 01 03 0 112675 0 MASCO COM 574599106 81 3300 SH DEFINED 01 05 0 3300 0 FIAT SPA COM 5748521 16 1000 SH DEFINED 01 10 1000 0 0 FIAT SPA-PRIV COM 5748554 2 210 SH DEFINED 01 10 210 0 0 DEUTSCHE BAN COM 5750355 117 1650 SH DEFINED 01 10 1650 0 0 DYCKERHOFF A COM 5761573 2 128 SH DEFINED 01 10 128 0 0 MASSEY ENERGY COMPANY COM 576206106 4556 219774 SH DEFINED 01 219774 0 0 MASTEC INC. MTZ COM 576323109 2 277 SH DEFINED 01 277 0 0 MATERIAL SCIENCES COM 576674105 440 43485 SH DEFINED 01 43485 0 0 MATRIXONE COM 57685P304 878 67516 SH DEFINED 01 67516 0 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 3890 303000 SH DEFINED 01 303000 0 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 1631 127000 SH DEFINED 01 03 0 127000 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 6793 529000 SH DEFINED 01 05 0 529000 0 MATTEL COM 577081102 94832 5513496 SH DEFINED 01 5513496 0 0 MATTEL COM 577081102 1823 105976 SH DEFINED 01 03 0 105976 0 MATTEL COM 577081102 10610 616855 SH DEFINED 01 05 0 616855 0 MATTEL INC. COM 577081102 133 7688 SH DEFINED 01 02 0 7688 0 MAXTOR CORP COM 577729205 5 860 SH DEFINED 01 860 0 0 MAXIM INTEGRATED COM 57772K101 142184 2707751 SH DEFINED 01 02 0 2707751 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 471928 8987416 SH DEFINED 01 8987416 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 12801 243774 SH DEFINED 01 03 0 243774 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 87462 1665634 SH DEFINED 01 05 0 1665634 0 MAXIM PHARMACEUTICAL COM 57772M107 1 134 SH DEFINED 01 134 0 0 MAXWELL SHOE CL A COM 577766108 1269 90000 SH DEFINED 01 90000 0 0 MAXWELL SHOE CL A COM 577766108 120 8500 SH DEFINED 01 05 0 8500 0 MAXWELL SHOE INC - A COM 577766108 3 180 SH DEFINED 01 02 0 180 0 MAXYGEN COM 577776107 1 69 SH DEFINED 01 69 0 0 MAY DEPT STORES COM 577778103 14090 380989 SH DEFINED 01 380989 0 0 MAY DEPT STORES COM 577778103 414 11200 SH DEFINED 01 02 0 11200 0 MAY DEPT STORES COM 577778103 3368 91062 SH DEFINED 01 03 0 91062 0 MAY DEPT STORES COM 577778103 80 2152 SH DEFINED 01 05 0 2152 0 MAXIMUS INC COM 577933104 2846 67665 SH DEFINED 01 67665 0 0 MAYTAG CO COM 578592107 46 1488 SH DEFINED 01 1488 0 0 MAYTAG CO COM 578592107 585 18847 SH DEFINED 01 03 0 18847 0 MAYTAG CO COM 578592107 17 552 SH DEFINED 01 05 0 552 0 EPCOS AG COM 5785993 7 142 SH DEFINED 01 10 142 0 0 KLM COM 5786491 2 131 SH DEFINED 01 10 131 0 0 KARSTADT AG COM 5786565 12 300 SH DEFINED 01 10 300 0 0 FOM CONST Y COM 5787115 6 283 SH DEFINED 01 10 283 0 0 KONE CORP COM 5792528 3 40 SH DEFINED 01 10 40 0 0 LONZA GROUP AG COM 5794223 13 20 SH DEFINED 01 10 20 0 0 MCCLATCHY CO HOLDING COM 579489105 7 152 SH DEFINED 01 152 0 0 TOP DANMARK AS COM 5797147 2 100 SH DEFINED 01 10 100 0 0 MCCORMICK & CO COM 579780206 89 2110 SH DEFINED 01 2110 0 0 MCDATA CL B COM 580031102 28793 1146683 SH DEFINED 01 1146683 0 0 MCDATA CL B COM 580031102 1979 78800 SH DEFINED 01 03 0 78800 0 MCDATA CL B COM 580031102 15505 617483 SH DEFINED 01 05 0 617483 0 MCDATA CORP - CL B COM 580031102 1045 41589 SH DEFINED 01 02 0 41589 0 MCDATA CL A COM 580031201 440 17923 SH DEFINED 01 17923 0 0 MCDATA CORPORATION-A COM 580031201 50 2061 SH DEFINED 01 0 2061 0 MCDERMOTT INTL COM 580037109 24554 2001196 SH DEFINED 01 2001196 0 0 MCDERMOTT INTL COM 580037109 186 15145 SH DEFINED 01 03 0 15145 0 MCDERMOTT INTL COM 580037109 1990 162221 SH DEFINED 01 05 0 162221 0 MCDONALD'S COM 580135101 13521 510792 SH DEFINED 01 510792 0 0 MCDONALD'S COM 580135101 9111 344205 SH DEFINED 01 03 0 344205 0 MCDONALD'S COM 580135101 539 20346 SH DEFINED 01 05 0 20346 0 BRISA(AUTO-E COM 5803925 7 1750 SH DEFINED 01 10 1750 0 0 COLRUYT SA COM 5806225 4 93 SH DEFINED 01 10 93 0 0 MCGRAW-HILL COMPANIES COM 580645109 83028 1361565 SH DEFINED 01 1361565 0 0 MCGRAW-HILL COMPANIES COM 580645109 2894 47459 SH DEFINED 01 03 0 47459 0 MCGRAW-HILL COMPANIES COM 580645109 154 2521 SH DEFINED 01 05 0 2521 0 MCGRAW-HILL COS INC COM 580645109 103 1700 SH DEFINED 01 02 0 1700 0 MCK COMMUNICATIONS COM 581243102 0 4 SH DEFINED 01 4 0 0 BCO COM PORT COM 5812493 23 5594 SH DEFINED 01 10 5594 0 0 MCKESSON CORP COM 58155Q103 33081 884545 SH DEFINED 01 02 0 884545 0 MCKESSON HBOC COM 58155Q103 1174 31409 SH DEFINED 01 31409 0 0 MCKESSON HBOC COM 58155Q103 2809 75115 SH DEFINED 01 03 0 75115 0 MCKESSON HBOC COM 58155Q103 77 2057 SH DEFINED 01 05 0 2057 0 PORTUGAL TELECOM SGPS SA COM 5817186 23 2994 SH DEFINED 01 10 2994 0 0 MCLEOD COM 582266102 1 2746 SH DEFINED 01 2746 0 0 BEKAERT SA COM 5827431 2 51 SH DEFINED 01 10 51 0 0 MEAD CORP COM 582834107 59 1907 SH DEFINED 01 1907 0 0 MEAD CORP COM 582834107 753 24375 SH DEFINED 01 03 0 24375 0 MEAD CORP COM 582834107 22 714 SH DEFINED 01 05 0 714 0 MEADE INSTRUMENTS COM 583062104 174 48575 SH DEFINED 01 48575 0 0 GRUPPO ED COM 5836200 2 833 SH DEFINED 01 10 833 0 0 MEDAREX COM 583916101 313 17418 SH DEFINED 01 17418 0 0 MED-DESIGN COM 583926100 355 18000 SH DEFINED 01 18000 0 0 MEDCATH CORP COM 58404W109 537 32000 SH DEFINED 01 32000 0 0 MEDCATH CORP COM 58404W109 5 270 SH DEFINED 01 02 0 270 0 MEDCATH CORP COM 58404W109 49 2900 SH DEFINED 01 05 0 2900 0 DEUTSCHE TEL COM 5842359 131 7637 SH DEFINED 01 10 7637 0 0 SEAT-PAGINE SPA COM 5843642 7 8793 SH DEFINED 01 10 8793 0 0 MEDIA GENERAL COM 584404107 42 843 SH DEFINED 01 843 0 0 MEDIACOM COMM CORP COM 58446K105 6 324 SH DEFINED 01 324 0 0 MEDIASET SPA COM 584475990 108 14839 SH DEFINED 01 14839 0 0 MEDICALOGIC/MEDSCAPE INC COM 584642102 0 126 SH DEFINED 01 126 0 0 MEDICIS PHARMACEUTIC COM 584690309 5776 89423 SH DEFINED 01 89423 0 0 MEDIMMUNE COM 584699102 200702 4330136 SH DEFINED 01 4330136 0 0 MEDIMMUNE COM 584699102 6523 140703 SH DEFINED 01 03 0 140703 0 MEDIMMUNE COM 584699102 55800 1203892 SH DEFINED 01 05 0 1203892 0 MEDIMMUNE INC COM 584699102 133925 2889450 SH DEFINED 01 02 0 2889450 0 MEDQUIST INC COM 584949101 6 216 SH DEFINED 01 216 0 0 MEDTRONIC COM 585055106 10666 208276 SH DEFINED 01 0 208276 0 MEDTRONIC COM 585055106 661425 12915931 SH DEFINED 01 12915931 0 0 MEDTRONIC COM 585055106 32158 627961 SH DEFINED 01 02 0 627961 0 MEDTRONIC COM 585055106 16134 315037 SH DEFINED 01 03 0 315037 0 MEDTRONIC COM 585055106 166264 3246694 SH DEFINED 01 05 0 3246694 0 MEDTRONIC INC COM 585055106 3277 64000 SH DEFINED 11 12 0 64000 0 MEDTRONIC INC COM 585055106 20269 395800 SH DEFINED 11 12 13 0 395800 0 MEITEC CORP COM 585110992 61 2500 SH DEFINED 01 2500 0 0 ACCOR COM 5852842 21 586 SH DEFINED 01 10 586 0 0 MELLON FINANCIAL COM 58551A108 2845 75638 SH DEFINED 01 75638 0 0 MELLON FINANCIAL COM 58551A108 4321 114864 SH DEFINED 01 03 0 114864 0 MELLON FINANCIAL COM 58551A108 127 3365 SH DEFINED 01 05 0 3365 0 MEMBERWORKS COM 586002107 2024 144450 SH DEFINED 01 144450 0 0 MENS WEARHOUSE INC COM 587118100 2501 121108 SH DEFINED 01 121108 0 0 MENTOR COM 587188103 5367 187967 SH DEFINED 01 187967 0 0 MENTOR COM 587188103 217 7600 SH DEFINED 01 05 0 7600 0 MENTOR CORP MN COM 587188103 5 180 SH DEFINED 01 02 0 180 0 MENTOR GRAPHICS COM 587200106 1027 43590 SH DEFINED 01 43590 0 0 MENTOR GRAPHICS COM 587200106 57 2400 SH DEFINED 01 05 0 2400 0 MERCANTILE BANKSHARE COM 587405101 92 2125 SH DEFINED 01 2125 0 0 MERCATOR SOFTWARE INC COM 587587106 1 74 SH DEFINED 01 74 0 0 INFINEON TECH COM 5889505 11 520 SH DEFINED 01 10 520 0 0 MERCK COM 589331107 3408 57964 SH DEFINED 01 0 57964 0 MERCK & CO COM 589331107 73123 1243597 SH DEFINED 01 1243597 0 0 MERCK & CO COM 589331107 35556 604693 SH DEFINED 01 03 0 604693 0 MERCK & CO COM 589331107 34375 584625 SH DEFINED 01 05 0 584625 0 MERCURY COMP SYS INC COM 589378108 4 95 SH DEFINED 01 02 0 95 0 MERCURY COMPUTER SYSTEMS COM 589378108 4377 111879 SH DEFINED 01 111879 0 0 MERCURY COMPUTER SYSTEMS COM 589378108 70 1800 SH DEFINED 01 05 0 1800 0 MERCURY GENERAL CORP COM 589400100 6 129 SH DEFINED 01 129 0 0 MERCURY INTERACTIVE COM 589405109 1359 40000 SH DEFINED 01 0 40000 0 MERCURY INTERACTIVE COM 589405109 40360 1187754 SH DEFINED 01 1187754 0 0 MERCURY INTERACTIVE COM 589405109 116 3400 SH DEFINED 01 02 0 3400 0 MERCURY INTERACTIVE COM 589405109 690 20310 SH DEFINED 01 03 0 20310 0 MERCURY INTERACTIVE COM 589405109 15202 447395 SH DEFINED 01 05 0 447395 0 MEREDITH CORP COM 589433101 36 1019 SH DEFINED 01 1019 0 0 MEREDITH CORP COM 589433101 432 12108 SH DEFINED 01 03 0 12108 0 MEREDITH CORP COM 589433101 13 354 SH DEFINED 01 05 0 354 0 MERISTAR HOSPITALITY COM 58984Y103 4 309 SH DEFINED 01 309 0 0 IMMSI COM 5898619 1 1000 SH DEFINED 01 10 1000 0 0 MERIDIAN GOLD COM 589975101 5 480 SH DEFINED 01 480 0 0 MERIX COM 590049102 1899 110140 SH DEFINED 01 110140 0 0 MERIX COM 590049102 111 6460 SH DEFINED 01 05 0 6460 0 MERIX CORP COM 590049102 2 130 SH DEFINED 01 02 0 130 0 MERRILL LYNCH COM 590188108 13766 264126 SH DEFINED 01 264126 0 0 MERRILL LYNCH COM 590188108 10830 207792 SH DEFINED 01 03 0 207792 0 MERRILL LYNCH COM 590188108 38625 741088 SH DEFINED 01 05 0 741088 0 NOKIA (AB) O COM 5902941 346 13428 SH DEFINED 01 10 13428 0 0 MESA AIR COM 590479101 3 430 SH DEFINED 01 02 0 430 0 MESA AIR GROUP COM 590479101 1012 134541 SH DEFINED 01 134541 0 0 MESSAGEMEDIA INC COM 590787107 0 163 SH DEFINED 01 163 0 0 METASOLV INC COM 59139P104 1178 150069 SH DEFINED 01 150069 0 0 METASOLV INC COM 59139P104 3 480 SH DEFINED 01 02 0 480 0 METASOLV INC COM 59139P104 70 8900 SH DEFINED 01 05 0 8900 0 METAWAVE COMMUNICATIONS COM 591409107 302 96900 SH DEFINED 01 96900 0 0 METHODE ELEC COM 591520200 846 105769 SH DEFINED 01 105769 0 0 METLIFE COM 59156R108 12599 397685 SH DEFINED 01 397685 0 0 METLIFE COM 59156R108 6277 198148 SH DEFINED 01 03 0 198148 0 METLIFE COM 59156R108 8332 263013 SH DEFINED 01 05 0 263013 0 METLIFE CAPITAL 8.00% CM PRF 59156R207 29760 300000 SH DEFINED 01 300000 0 0 METRICOM INC COM 591596101 0 70 SH DEFINED 01 70 0 0 METRIS COMPANIES COM 591598107 3204 124659 SH DEFINED 01 124659 0 0 METRIS COMPANIES COM 591598107 144 5600 SH DEFINED 01 05 0 5600 0 METRO GOLDWYN MAYER COM 591610100 11 493 SH DEFINED 01 493 0 0 METRO ONE TELECO INC COM 59163F105 2172 71809 SH DEFINED 01 71809 0 0 METROMEDIA FIBER NET COM 591689104 0 1037 SH DEFINED 01 1037 0 0 METROMEDIA FIBER NET COM 591689104 25 57420 SH DEFINED 01 02 0 57420 0 METTLER-TOLEDO INTL COM 592688105 741 14300 SH DEFINED 01 14300 0 0 AEGON NV COM 5927375 90 3336 SH DEFINED 01 10 3336 0 0 MICHAELS STORES INC COM 594087108 6309 191473 SH DEFINED 01 191473 0 0 MICHAELS STORES INC COM 594087108 4 120 SH DEFINED 01 02 0 120 0 MICREL COM 594793101 13195 503075 SH DEFINED 01 503075 0 0 MICREL COM 594793101 18977 723482 SH DEFINED 01 02 0 723482 0 MICREL COM 594793101 2114 80600 SH DEFINED 01 03 0 80600 0 MICREL COM 594793101 218 8297 SH DEFINED 01 05 0 8297 0 MICROS SYSTEMS COM 594901100 1297 51703 SH DEFINED 01 51703 0 0 MICROSOFT COM 594918104 29954 452000 SH DEFINED 01 0 452000 0 MICROSOFT COM 594918104 1337064 20176018 SH DEFINED 01 20176018 0 0 MICROSOFT COM 594918104 78564 1185510 SH DEFINED 01 02 0 1185510 0 MICROSOFT COM 594918104 95527 1441476 SH DEFINED 01 03 0 1441476 0 MICROSOFT COM 594918104 393954 5944713 SH DEFINED 01 05 0 5944713 0 MICROSOFT CORPORATION COM 594918104 6612 99770 SH DEFINED 11 12 0 99770 0 MICROSOFT CORPORATION COM 594918104 51951 783931 SH DEFINED 11 12 13 0 783931 0 ASML HOLDINGS NV COM 5949368 23 1326 SH DEFINED 01 10 1326 0 0 MICRO STRATEGY COM 594972101 0 52 SH DEFINED 01 52 0 0 MICRO-CHIP COM 595017104 61574 1589382 SH DEFINED 01 02 0 1589382 0 MICROCHIP TECHNOLOGY COM 595017104 57121 1474470 SH DEFINED 01 1474470 0 0 MICROCHIP TECHNOLOGY COM 595017104 5233 135075 SH DEFINED 01 03 0 135075 0 MICROCHIP TECHNOLOGY COM 595017104 35243 909708 SH DEFINED 01 05 0 909708 0 MICROMUSE COM 595094103 608 40501 SH DEFINED 01 40501 0 0 MICRON TECHNOLOGIES COM 595112103 1187 38300 SH DEFINED 11 12 0 38300 0 MICRON TECHNOLOGY COM 595112103 14299 461232 SH DEFINED 01 461232 0 0 MICRON TECHNOLOGY COM 595112103 47105 1519516 SH DEFINED 01 02 0 1519516 0 MICRON TECHNOLOGY COM 595112103 4764 153687 SH DEFINED 01 03 0 153687 0 MICRON TECHNOLOGY COM 595112103 20284 654311 SH DEFINED 01 05 0 654311 0 MICRON TECHNOLOGY COM 595112103 7949 256400 SH DEFINED 11 12 13 0 256400 0 MICROSEMI COM 595137100 5191 174768 SH DEFINED 01 174768 0 0 MICROSEMI COM 595137100 84 2826 SH DEFINED 01 05 0 2826 0 MICROSEMI CORP COM 595137100 4 130 SH DEFINED 01 02 0 130 0 MICROTUNE COM 59514P109 3571 152230 SH DEFINED 01 152230 0 0 MICROTUNE COM 59514P109 159 6770 SH DEFINED 01 05 0 6770 0 MICROTUNE INC COM 59514P109 4 170 SH DEFINED 01 02 0 170 0 MID-AMERICA APT COM 59522J103 2 87 SH DEFINED 01 87 0 0 MID ATLANTIC MEDICAL COM 59523C107 5 230 SH DEFINED 01 02 0 230 0 MID ATLANTIC MEDICAL SERVICES COM 59523C107 7537 332078 SH DEFINED 01 332078 0 0 MID ATLANTIC MEDICAL SERVICES COM 59523C107 252 11100 SH DEFINED 01 05 0 11100 0 NORDEA AB COM 5952496 8 1501 SH DEFINED 01 10 1501 0 0 ISS INTERNAT COM 5952816 5 100 SH DEFINED 01 10 100 0 0 TISCALI SPA -- (EUR) COM 5953529 2 204 SH DEFINED 01 10 204 0 0 KON KPN NV COM 5956078 24 4763 SH DEFINED 01 10 4763 0 0 MIDAMERICAN ENERGY PRF 595620204 2439 23345 SH DEFINED 01 0 23345 0 MIDAMERICAN ENERGY PRF 595620204 5108 48891 SH DEFINED 01 04 0 48891 0 MIDAS INC COM 595626102 505 43948 SH DEFINED 01 43948 0 0 S&P 400 MID CAP DEP COM 595635103 17399 187695 SH DEFINED 01 187695 0 0 S&P 400 MID CAP DEP COM 595635103 213 2300 SH DEFINED 01 02 0 2300 0 S&P 400 MID CAP DEP COM 595635103 17808 192100 SH DEFINED 01 05 0 192100 0 ERICSSON(LM) COM 5959378 128 23500 SH DEFINED 01 10 23500 0 0 WILLIAM DEMANT COM 5961544 5 200 SH DEFINED 01 10 200 0 0 STM MICROELECTRONICS COM 5962332 63 1968 SH DEFINED 01 10 1968 0 0 SANDVIK AB COM 5963108 13 600 SH DEFINED 01 10 600 0 0 VESTAS WIND COM 5964651 7 270 SH DEFINED 01 10 270 0 0 SOC GENERALE COM 5966516 60 1066 SH DEFINED 01 10 1066 0 0 WM-DATA AB COM 5970465 3 1000 SH DEFINED 01 10 1000 0 0 GETRONICS NV COM 5971424 3 808 SH DEFINED 01 10 808 0 0 SONAE SGPS S COM 5973992 4 5779 SH DEFINED 01 10 5779 0 0 MIDLAND CO. COM 597486109 5 110 SH DEFINED 01 02 0 110 0 ALCATEL "A" SHARES COM 5975006 58 3408 SH DEFINED 01 10 3408 0 0 BANCA POPOLARE-CARIRE SPA COM 5975062 8 5099 SH DEFINED 01 10 5099 0 0 ITALCEMENT SPA COM 5975932 4 520 SH DEFINED 01 10 520 0 0 TELIA AB COM 5978384 20 4400 SH DEFINED 01 10 4400 0 0 MIDWEST EXPRESS COM 597911106 595 40787 SH DEFINED 01 40787 0 0 GIVAUDAN COM 5980613 7 22 SH DEFINED 01 10 22 0 0 SERONO COM 5981070 9 10 SH DEFINED 01 10 10 0 0 MIDWAY GAMES COM 598148104 2039 135785 SH DEFINED 01 135785 0 0 DANONE COM 5981810 48 393 SH DEFINED 01 10 393 0 0 ZURICH FINANCIAL SERVICES GRP COM 5983816 57 243 SH DEFINED 01 10 243 0 0 KON PHILIPS ELECTRONICS NV COM 5986622 115 3873 SH DEFINED 01 10 3873 0 0 MILACRON INC COM 598709103 1562 98800 SH DEFINED 01 98800 0 0 TF1-TV COM 5997118 4 176 SH DEFINED 01 10 176 0 0 MILLENIUM PHARMACEUTICALS COM 599902103 1007 41053 SH DEFINED 01 41053 0 0 MILLENIUM CHEM INC COM 599903101 3 208 SH DEFINED 01 208 0 0 ASM PACIFIC TECHNOLOGY COM 6002453 2 1000 SH DEFINED 01 10 1000 0 0 HERMAN MILLER COM 600544100 56 2335 SH DEFINED 01 2335 0 0 MILLIPORE COM 601073109 12271 202161 SH DEFINED 01 202161 0 0 MILLIPORE COM 601073109 712 11723 SH DEFINED 01 03 0 11723 0 MILLIPORE COM 601073109 21 344 SH DEFINED 01 05 0 344 0 MILLIPORE CORP COM 601073109 3367 55467 SH DEFINED 01 02 0 55467 0 AJINOMOTO CO COM 6010906 20 2000 SH DEFINED 01 10 2000 0 0 MILLS COM 601148109 2 74 SH DEFINED 01 74 0 0 ALPS ELECTRIC COM 6021500 7 1000 SH DEFINED 01 10 1000 0 0 AMADA CO COM 6022105 4 1000 SH DEFINED 01 10 1000 0 0 MINEFINDERS RESTRICTED SPECIAL COM 602500993 137 125000 SH DEFINED 01 125000 0 0 MINERALS TECHNOLOGIE COM 603158106 28 608 SH DEFINED 01 608 0 0 MINERALS TECHNOLOGIE COM 603158106 7 140 SH DEFINED 01 02 0 140 0 FUJI TELEVISION NETWORK, INC. COM 6036582 4 1 SH DEFINED 01 10 1 0 0 MINNESOTA MINING & MFG COM 604059105 583200 4933608 SH DEFINED 01 4933608 0 0 MINNESOTA MINING & MFG COM 604059105 12854 108735 SH DEFINED 01 03 0 108735 0 MINNESOTA MINING & MFG COM 604059105 167615 1417942 SH DEFINED 01 05 0 1417942 0 MN MINING & MFG CO COM 604059105 76964 651102 SH DEFINED 01 02 0 651102 0 SINGAPORE TE COM 6043214 9 7000 SH DEFINED 01 10 7000 0 0 MIPS TECH INC COM 604567107 1 173 SH DEFINED 01 173 0 0 MIPS TECHNOLOGIES INC - CL B COM 604567206 9 1128 SH DEFINED 01 1128 0 0 AOYAMA TRADI COM 6045878 2 200 SH DEFINED 01 10 200 0 0 MIRANT COM 604675108 49351 3080607 SH DEFINED 01 3080607 0 0 MIRANT COM 604675108 1711 106761 SH DEFINED 01 03 0 106761 0 MIRANT COM 604675108 20073 1253082 SH DEFINED 01 05 0 1253082 0 MIRANT CORPORATION COM 604675108 128 8000 SH DEFINED 01 02 0 8000 0 ACOM CO COM 6049784 29 400 SH DEFINED 01 10 400 0 0 MISSISSIPPI CHEMICAL GRO COM 605288208 218 77061 SH DEFINED 01 77061 0 0 WESTFIELD HOLDINGS COM 6054142 5 557 SH DEFINED 01 10 557 0 0 ASAHI BREWER COM 6054409 9 1000 SH DEFINED 01 10 1000 0 0 ASAHI KASEI CO COM 6054603 14 4000 SH DEFINED 01 10 4000 0 0 ASAHI GLASS COM 6055208 18 3000 SH DEFINED 01 10 3000 0 0 ASATSU DK COM 6056052 2 100 SH DEFINED 01 10 100 0 0 ASHIKAGA BAN COM 6056977 1 1000 SH DEFINED 01 10 1000 0 0 MISSISSIPPI VALLEY B COM 605720101 3 70 SH DEFINED 01 02 0 70 0 MISSISSIPPI VALLEY BANCSHARES COM 605720101 1304 33274 SH DEFINED 01 33274 0 0 MISSISSIPPI VALLEY BANCSHARES COM 605720101 119 3026 SH DEFINED 01 05 0 3026 0 AUST GAS LIG COM 6064969 4 763 SH DEFINED 01 10 763 0 0 ANZ BANK COM 6065586 17 1851 SH DEFINED 01 10 1851 0 0 MISYS PLC COM 606574994 50 10558 SH DEFINED 01 10558 0 0 MITCHELL ENERGY & DEVELOPMENT COM 606592202 703 13185 SH DEFINED 01 13185 0 0 AMCOR LIMITE COM 6066608 5 1428 SH DEFINED 01 10 1428 0 0 MITSUBISHI COM 606755999 7019 1081000 SH DEFINED 01 1081000 0 0 MITSUBISHI COM 606755999 3799 585000 SH DEFINED 01 03 0 585000 0 MITSUBISHI COM 606755999 6234 960000 SH DEFINED 01 05 0 960000 0 MITSUBISHI ELECTRIC COM 606777993 538 139000 SH DEFINED 01 139000 0 0 MITSUBISHI HEAVY IND LTD COM 606793107 200 75000 SH DEFINED 01 75000 0 0 MITSUBISHI ESTATE COM 606796993 4720 645000 SH DEFINED 01 645000 0 0 MITSUBISHI TOKYO FINL COM 606819993 1965 293 SH DEFINED 01 03 0 293 0 MITSUI CHEMICALS COM 606822997 250 78000 SH DEFINED 01 78000 0 0 MITSUI O.S.K. LINES COM 606829992 699 347000 SH DEFINED 01 347000 0 0 MITSUI FUDOSAN COM 606839991 3220 422000 SH DEFINED 01 422000 0 0 MITSUI FUDOSAN COM 606839991 2541 333000 SH DEFINED 01 03 0 333000 0 MITSUI FUDOSAN COM 606839991 5913 775000 SH DEFINED 01 05 0 775000 0 AUTOBACS SEV COM 6068422 2 100 SH DEFINED 01 10 100 0 0 MOBILE MINI INC. COM 60740F105 1626 41561 SH DEFINED 01 41561 0 0 BK OF EAST A COM 6075648 7 3200 SH DEFINED 01 10 3200 0 0 FUKUOKA BANK COM 6075693 7 2000 SH DEFINED 01 10 2000 0 0 WESTPAC BKG COM 6076146 35 4378 SH DEFINED 01 10 4378 0 0 MODINE MFG CO COM 607828100 1358 58229 SH DEFINED 01 58229 0 0 MODINE MFG CO COM 607828100 6 270 SH DEFINED 01 02 0 270 0 MODINE MFG CO COM 607828100 84 3617 SH DEFINED 01 05 0 3617 0 MODIS PROFESSIONAL COM 607830106 5 720 SH DEFINED 01 02 0 720 0 MODIS PROFESSIONAL SERVICES COM 607830106 2805 392879 SH DEFINED 01 392879 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 179 25100 SH DEFINED 01 05 0 25100 0 MOHAWK INDUSTRIES COM 608190104 4848 88337 SH DEFINED 01 88337 0 0 MOHAWK INDUSTRIES COM 608190104 340 6200 SH DEFINED 01 03 0 6200 0 MOHAWK INDUSTRIES COM 608190104 132 2400 SH DEFINED 01 05 0 2400 0 MOL MAGYAR GDR COM 608464202 2394 132989 SH DEFINED 01 132989 0 0 MOL MAGYAR GDR COM 608464202 63 3498 SH DEFINED 01 05 0 3498 0 MOLECULAR DEVICES COM 60851C107 2 114 SH DEFINED 01 114 0 0 MOLEX INC COM 608554101 193 6218 SH DEFINED 01 6218 0 0 MOLEX INC COM 608554101 1487 48048 SH DEFINED 01 03 0 48048 0 MOLEX INC COM 608554101 44 1408 SH DEFINED 01 05 0 1408 0 TELSTRA CORP COM 6087289 36 12807 SH DEFINED 01 10 12807 0 0 MONACO COACH COM 60886R103 1939 88646 SH DEFINED 01 88646 0 0 CLP HOLDINGS COM 6097017 25 6600 SH DEFINED 01 10 6600 0 0 MONOLITHIC SYS TECH COM 609842109 6 309 SH DEFINED 01 309 0 0 BERGESEN D Y ASA-B SHARES COM 6100906 1 35 SH DEFINED 01 10 35 0 0 AMP LIMITED COM 6115715 26 2794 SH DEFINED 01 10 2794 0 0 BRAMBLES IND COM 6120009 11 1994 SH DEFINED 01 10 1994 0 0 MONTANA POWER CO COM 612085100 21 3652 SH DEFINED 01 3652 0 0 BENESSE CORP COM 6121927 8 300 SH DEFINED 01 10 300 0 0 COCA-COLA AM COM 6123451 7 2273 SH DEFINED 01 10 2273 0 0 AUCKLAND INTL AIRPORT CO COM 6123707 1 691 SH DEFINED 01 10 691 0 0 NTT DATA COM COM 6125639 7 2 SH DEFINED 01 10 2 0 0 MONTEREY PASTA CO COM 612570101 4 630 SH DEFINED 01 02 0 630 0 SEMBCORP COM 6128713 3 4000 SH DEFINED 01 10 4000 0 0 NIT DOCOMO COM 6129277 71 6 SH DEFINED 01 10 6 0 0 BRIDGESTONE COM 6132101 21 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE PR COM 6133966 12 1000 SH DEFINED 01 10 1000 0 0 BHP BILLITON LTD COM 6144690 50 9319 SH DEFINED 01 10 9319 0 0 MONTPELIER RE HLDS COM 614500999 15000 150000 SH DEFINED 01 05 0 150000 0 CONTACT ENER COM 6152529 2 1411 SH DEFINED 01 10 1411 0 0 MONY GROUP COM 615337102 3911 113116 SH DEFINED 01 113116 0 0 MONY GROUP COM 615337102 387 11200 SH DEFINED 01 05 0 11200 0 MOODY'S COM 615369105 1849 46402 SH DEFINED 01 46402 0 0 MOODY'S COM 615369105 1527 38301 SH DEFINED 01 03 0 38301 0 MOODY'S COM 615369105 5693 142822 SH DEFINED 01 05 0 142822 0 MOOG CL A COM 615394202 1694 77686 SH DEFINED 01 77686 0 0 MOOG CL A COM 615394202 151 6914 SH DEFINED 01 05 0 6914 0 MOOG INC CL A COM 615394202 5 220 SH DEFINED 01 02 0 220 0 MOORE CORP LTD COM 615785995 133 13900 SH DEFINED 01 13900 0 0 MIRVAC GROUP COM 6161978 2 1049 SH DEFINED 01 10 1049 0 0 PACIFIC CENTURY CYBERWORKS COM 6164007 9 34355 SH DEFINED 01 10 34355 0 0 CANON INC COM 6172323 103 3000 SH DEFINED 01 10 3000 0 0 MORGAN ST DEAN WITTE COM 617446448 15182 271400 SH DEFINED 01 0 271400 0 MORGAN ST DEAN WITTE COM 617446448 1824 32599 SH DEFINED 01 02 0 32599 0 MORGAN STANLEY, DEAN WITTER, D COM 617446448 615140 10996426 SH DEFINED 01 10996426 0 0 MORGAN STANLEY, DEAN WITTER, D COM 617446448 17939 320669 SH DEFINED 01 03 0 320669 0 MORGAN STANLEY, DEAN WITTER, D COM 617446448 184379 3296040 SH DEFINED 01 05 0 3296040 0 DBS GROUP HL COM 6175203 30 4000 SH DEFINED 01 10 4000 0 0 CARTER HOLT COM 6178406 3 4053 SH DEFINED 01 10 4053 0 0 CASIO COMPUT COM 6178967 4 1000 SH DEFINED 01 10 1000 0 0 CATHAY PACIF COM 6179755 10 8000 SH DEFINED 01 10 8000 0 0 COMPUTERSHARE LTD COM 6180412 3 997 SH DEFINED 01 10 997 0 0 CHARTERED SEMICONDUCTOR COM 6180917 8 3000 SH DEFINED 01 10 3000 0 0 CENTRAL JAPA COM 6183552 32 5 SH DEFINED 01 10 5 0 0 CSL COM 6185495 7 281 SH DEFINED 01 10 281 0 0 CHEUNG COM 6190273 21 2000 SH DEFINED 01 10 2000 0 0 PYRAMID RUSSELL 2000 COM 619464XX3 76055 141523 SH DEFINED 01 03 0 141523 0 PYRAMID FIXED INCOME COM 619465XX0 27216 102853 SH DEFINED 01 03 0 102853 0 PYRAMID EAFE INDEX COM 619466XX8 1214 10071 SH DEFINED 01 03 0 10071 0 CHUBU COM 6195609 14 800 SH DEFINED 01 10 800 0 0 CHUGAI PHARM COM 6196408 12 1000 SH DEFINED 01 10 1000 0 0 CHUO MITSUI TRUST AND BANKING COM 6196840 3 2900 SH DEFINED 01 10 2900 0 0 CITIZEN WATC COM 6197304 5 1000 SH DEFINED 01 10 1000 0 0 CITY DEVELOP COM 6197928 7 2000 SH DEFINED 01 10 2000 0 0 MOTIENT COM 619908106 0 170 SH DEFINED 01 170 0 0 MOTOROLA COM 620076109 3004 200000 SH DEFINED 01 0 200000 0 MOTOROLA COM 620076109 36038 2399384 SH DEFINED 01 2399384 0 0 MOTOROLA COM 620076109 8208 546470 SH DEFINED 01 03 0 546470 0 MOTOROLA COM 620076109 22799 1517918 SH DEFINED 01 05 0 1517918 0 MOTOROLA CONV PRF 620076208 21 450 SH DEFINED 01 02 0 450 0 MOTOROLA PRF 620076208 30890 660900 SH DEFINED 01 660900 0 0 MOTOROLA PRF 620076208 4889 104600 SH DEFINED 01 05 0 104600 0 COLES MYER COM 6209908 11 2656 SH DEFINED 01 10 2656 0 0 ORIGIN ENERGY COM 6214861 2 1202 SH DEFINED 01 10 1202 0 0 CMNWLTH BK OF AUST COM 6215035 48 3144 SH DEFINED 01 10 3144 0 0 CSK CORP COM 6215552 5 200 SH DEFINED 01 10 200 0 0 BORAL LIMITE COM 6218670 2 1202 SH DEFINED 01 10 1202 0 0 RIO TINTO LI COM 6220103 12 617 SH DEFINED 01 10 617 0 0 PAPERLINX LTD COM 6222206 1 453 SH DEFINED 01 10 453 0 0 COMFORT GROUP COM 6223629 1 1500 SH DEFINED 01 10 1500 0 0 COSMO OIL COM 6226338 1 1000 SH DEFINED 01 10 1000 0 0 CSR LIMITED COM 6238645 8 2208 SH DEFINED 01 10 2208 0 0 CYCLE & CARR COM 6242260 2 1006 SH DEFINED 01 10 1006 0 0 MOVIE GALLERY COM 624581104 1288 52850 SH DEFINED 01 52850 0 0 MOVIE GALLERY COM 624581104 91 3750 SH DEFINED 01 05 0 3750 0 MPOWER HOLDING COM 62473L101 0 100 SH DEFINED 01 100 0 0 MUELLER INDS COM 624756102 3286 98813 SH DEFINED 01 98813 0 0 MUELLER INDS COM 624756102 5 140 SH DEFINED 01 02 0 140 0 DAIEI INC COM 6249982 1 2000 SH DEFINED 01 10 2000 0 0 DAIICHI PHAR COM 6250218 19 1000 SH DEFINED 01 10 1000 0 0 DAITO TRUST COM 6250508 5 300 SH DEFINED 01 10 300 0 0 DAICEL CHEM COM 6250542 3 1000 SH DEFINED 01 10 1000 0 0 DAIKIN INDUS COM 6250724 16 1000 SH DEFINED 01 10 1000 0 0 DAIMARU INC COM 6250768 4 1000 SH DEFINED 01 10 1000 0 0 DAINIPPON COM 6250821 3 2000 SH DEFINED 01 10 2000 0 0 DAI NIPPON COM 6250906 20 2000 SH DEFINED 01 10 2000 0 0 DAIWA HOUSE COM 6251363 11 2000 SH DEFINED 01 10 2000 0 0 DAIWA SECS G COM 6251448 21 4000 SH DEFINED 01 10 4000 0 0 ARISTOCRAT LEISURE LTD AUD COM 6253983 3 785 SH DEFINED 01 10 785 0 0 MUENCHENER RUECKVERSICHERUNGS- COM 625820998 16601 61131 SH DEFINED 01 61131 0 0 MUENCHENER RUECKVERSICHERUNGS- COM 625820998 9981 36753 SH DEFINED 01 05 0 36753 0 MURPHY OIL COM 626717102 126179 1501419 SH DEFINED 01 1501419 0 0 MURPHY OIL COM 626717102 2459 29283 SH DEFINED 01 02 0 29283 0 MURPHY OIL COM 626717102 5320 63300 SH DEFINED 01 03 0 63300 0 MURPHY OIL COM 626717102 31753 377829 SH DEFINED 01 05 0 377829 0 MURATA MANUFACTURING COM 626999999 52 873 SH DEFINED 01 873 0 0 JOHNSON ELECTRIC HOLDINGS ORD COM 6281939 11 10000 SH DEFINED 01 10 10000 0 0 GIORDANO HOLDINGS LD COM 6282040 2 4000 SH DEFINED 01 10 4000 0 0 MUTUAL RISK COM 628351108 899 123161 SH DEFINED 01 123161 0 0 MYERS IND INC COM 628464109 960 70323 SH DEFINED 01 70323 0 0 MYKROLIS COM 62852P103 1 92 SH DEFINED 01 92 0 0 MYLAN LABS COM 628530107 147 3921 SH DEFINED 01 3921 0 0 MYRIAD GENETICS COM 62855J104 3121 59278 SH DEFINED 01 59278 0 0 MYRIAD GENETICS COM 62855J104 132 2500 SH DEFINED 01 05 0 2500 0 LI & FUNG COM 6286257 9 8000 SH DEFINED 01 10 8000 0 0 MIZUHO HOLDINGS, INC. COM 6286280 43 21 SH DEFINED 01 10 21 0 0 PACIFIC DUNL COM 6286611 1 1971 SH DEFINED 01 10 1971 0 0 NABI COM 628716102 1765 171000 SH DEFINED 01 171000 0 0 NABI COM 628716102 105 10200 SH DEFINED 01 05 0 10200 0 NORTH AMERICAN BIO COM 628716102 2 190 SH DEFINED 01 02 0 190 0 NBTY COM 628782104 4245 362806 SH DEFINED 01 362806 0 0 NBTY COM 628782104 122 10400 SH DEFINED 01 05 0 10400 0 NCI BUILDING SYSTEMS COM 628852105 690 39000 SH DEFINED 01 39000 0 0 NCI BUILDING SYSTEMS COM 628852105 64 3600 SH DEFINED 01 05 0 3600 0 NCO GROUP COM 628858102 18 788 SH DEFINED 01 788 0 0 NCO GROUP COM 628858102 3 110 SH DEFINED 01 02 0 110 0 NCR COM 62886E108 71 1931 SH DEFINED 01 1931 0 0 NCR COM 62886E108 879 23851 SH DEFINED 01 03 0 23851 0 NCR COM 62886E108 26 699 SH DEFINED 01 05 0 699 0 NEC CORP. ORD (6701) COM 629050105 53 5168 SH DEFINED 01 5168 0 0 NL INDUSTRIES INC COM 629156407 3 200 SH DEFINED 01 200 0 0 NMS COMM CORP COM 629248105 0 88 SH DEFINED 01 88 0 0 NPS PHARMACEUTICALS COM 62936P103 2719 71000 SH DEFINED 01 71000 0 0 NPS PHARMACEUTICALS COM 62936P103 4 100 SH DEFINED 01 02 0 100 0 NPS PHARMACEUTICALS COM 62936P103 153 4000 SH DEFINED 01 05 0 4000 0 ONESTEEL LTD. COM 6293729 1 909 SH DEFINED 01 10 909 0 0 NRG ENERGY COM 629377102 31763 2049176 SH DEFINED 01 2049176 0 0 NRG ENERGY COM 629377102 555 35800 SH DEFINED 01 05 0 35800 0 NRG ENERGY CV 6.50% PRF 629377201 35586 2023080 SH DEFINED 01 2023080 0 0 NRG ENERGY CV 6.50% PRF 629377201 1857 105600 SH DEFINED 01 05 0 105600 0 NRJ GROUP COM 629379991 60 3200 SH DEFINED 01 3200 0 0 NTL INCORPORATED COM 629407107 1 570 SH DEFINED 01 570 0 0 NTL INC PIK PFD 13.00% 02/15 PRF 629407503 2491 35588 SH DEFINED 01 35588 0 0 NTL INC PIK PFD 13.00% 02/15 PRF 629407503 371 5296 SH DEFINED 01 05 0 5296 0 NTT DOCOMO COM 629425992 11410 971 SH DEFINED 01 971 0 0 NTT DOCOMO COM 629425992 2162 184 SH DEFINED 01 03 0 184 0 NTT DOCOMO COM 629425992 15193 1293 SH DEFINED 01 05 0 1293 0 NUI CORP COM 629431107 961 40554 SH DEFINED 01 40554 0 0 NUI CORP COM 629431107 3 130 SH DEFINED 01 02 0 130 0 NVR COM 62944T105 7302 35794 SH DEFINED 01 35794 0 0 NVR COM 62944T105 184 900 SH DEFINED 01 05 0 900 0 NVR INC COM 62944T105 3 14 SH DEFINED 01 02 0 14 0 NYMAGIC COM 629484106 137 8500 SH DEFINED 01 8500 0 0 NABORS INDS COM 629568106 3217 93698 SH DEFINED 01 93698 0 0 NABORS INDS COM 629568106 1187 34587 SH DEFINED 01 03 0 34587 0 NABORS INDS COM 629568106 35 1013 SH DEFINED 01 05 0 1013 0 NACCO IND CL A COM 629579103 2 31 SH DEFINED 01 31 0 0 NSM STEEL WARRANTS 144A 2/01/ COM 629844119 0 10129482 SH DEFINED 01 10129482 0 0 NSM STEEL WARRANTS 144A 2/01/ COM 629844119 0 4115102 SH DEFINED 01 05 0 4115102 0 EAST JAPAN COM 6298542 53 11 SH DEFINED 01 10 11 0 0 NANOGEN INC COM 630075109 0 75 SH DEFINED 01 75 0 0 EBARA CORP COM 6302700 6 1000 SH DEFINED 01 10 1000 0 0 EISAI CO COM 6307200 25 1000 SH DEFINED 01 10 1000 0 0 CAPITALAND COM 6309303 6 6000 SH DEFINED 01 10 6000 0 0 DENKI KAGAKU COM 6309820 2 1000 SH DEFINED 01 10 1000 0 0 NASDAQ-100 SHARES COM 631100104 405919 10381549 SH DEFINED 01 10381549 0 0 NASDAQ-100 SHARES COM 631100104 257 6583 SH DEFINED 01 02 0 6583 0 NASDAQ-100 SHARES COM 631100104 2737 70000 SH DEFINED 01 03 0 70000 0 NASDAQ-100 SHARES COM 631100104 57867 1479963 SH DEFINED 01 05 0 1479963 0 NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 0 300 0 NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 05 0 300 0 NASH FINCH COM 631158102 3111 100035 SH DEFINED 01 100035 0 0 NASH FINCH COM 631158102 180 5800 SH DEFINED 01 05 0 5800 0 NASH FINCH CO COM 631158102 5 170 SH DEFINED 01 02 0 170 0 NASSDA CORP COM 63172M101 3078 136850 SH DEFINED 01 136850 0 0 ESPRIT HOLDINGS LIMITED COM 6321642 3 3000 SH DEFINED 01 10 3000 0 0 NATCO GROUP CL A COM 63227W203 33 4700 SH DEFINED 01 4700 0 0 NATL AUSTRALIA BANK COM 632996997 8208 503254 SH DEFINED 01 503254 0 0 NATL AUSTRALIA BANK COM 632996997 15048 922713 SH DEFINED 01 05 0 922713 0 NIPPON UNIPAC HOLDING COM 6334781 13 3 SH DEFINED 01 10 3 0 0 MITSUBISHI TOKYO FINANCIAL GRO COM 6335171 87 13 SH DEFINED 01 10 13 0 0 UFJ HOLDINGS INC COM 6335223 7 3 SH DEFINED 01 10 3 0 0 GOODMAN FIEL COM 6336549 2 2866 SH DEFINED 01 10 2866 0 0 FOSTERS GROUP LTD COM 6349268 10 3868 SH DEFINED 01 10 3868 0 0 FRASER & NEA COM 6350602 4 1000 SH DEFINED 01 10 1000 0 0 NATIONAL CITY CORP COM 635405103 353 12061 SH DEFINED 01 12061 0 0 NATIONAL CITY CORP COM 635405103 4351 148788 SH DEFINED 01 03 0 148788 0 NATIONAL CITY CORP COM 635405103 127 4359 SH DEFINED 01 05 0 4359 0 NATL COMMERCE FINL COM 63545P104 161 6356 SH DEFINED 01 6356 0 0 FUJI PHOTO F COM 6356525 36 1000 SH DEFINED 01 10 1000 0 0 FUJI MACHINE COM 6356592 1 100 SH DEFINED 01 10 100 0 0 FUJIKURA COM 6356707 4 1000 SH DEFINED 01 10 1000 0 0 FANUC COM 6356934 21 500 SH DEFINED 01 10 500 0 0 FUJITSU COM 6356945 36 5000 SH DEFINED 01 10 5000 0 0 FUJI SOFT AB COM 6357001 4 100 SH DEFINED 01 10 100 0 0 FURUKAWA ELE COM 6357562 11 2000 SH DEFINED 01 10 2000 0 0 GANDEL RETAIL TRUST COM 6361370 2 2559 SH DEFINED 01 10 2559 0 0 NATIONAL FUEL GAS CO COM 636180101 63 2529 SH DEFINED 01 2529 0 0 NATL INFO CONSORT COM 636491102 0 153 SH DEFINED 01 153 0 0 NATIONAL INSTRUMENT COM 636518102 59 1596 SH DEFINED 01 1596 0 0 GEN PROPERTY COM 6365866 5 3387 SH DEFINED 01 10 3387 0 0 NATL-OILWELL COM 637071101 471 22862 SH DEFINED 01 22862 0 0 NATL PENN BANCSHARE COM 637138108 2 87 SH DEFINED 01 87 0 0 NATL PRESTO IND COM 637215104 559 20158 SH DEFINED 01 20158 0 0 NATIONAL PROCESSING COM 637229105 9 262 SH DEFINED 01 262 0 0 NATL SEMICONDUCTOR COM 637640103 2509 81499 SH DEFINED 01 81499 0 0 NATL SEMICONDUCTOR COM 637640103 1330 43191 SH DEFINED 01 03 0 43191 0 NATL SEMICONDUCTOR COM 637640103 39 1266 SH DEFINED 01 05 0 1266 0 NATL SERVICE INDS COM 637657107 0 64 SH DEFINED 01 64 0 0 NATIONWIDE FINL COM 638612101 2176 52503 SH DEFINED 01 52503 0 0 NATIONWIDE HEALTH COM 638620104 2 120 SH DEFINED 01 120 0 0 NAVIGATORS GROUP COM 638904102 243 12300 SH DEFINED 01 12300 0 0 NATURES SUNSHINE PRO COM 639027101 563 47988 SH DEFINED 01 47988 0 0 NAUTICA ENTERPRISES COM 639089101 4880 381566 SH DEFINED 01 381566 0 0 NAUTICA ENTERPRISES COM 639089101 5 360 SH DEFINED 01 02 0 360 0 NAUTICA ENTERPRISES COM 639089101 310 24200 SH DEFINED 01 05 0 24200 0 NAVISTAR INTL COM 63934E108 601 15224 SH DEFINED 01 15224 0 0 NAVISTAR INTL COM 63934E108 576 14581 SH DEFINED 01 03 0 14581 0 NAVISTAR INTL COM 63934E108 17 427 SH DEFINED 01 05 0 427 0 NAVISITE INC COM 63935M109 0 279 SH DEFINED 01 279 0 0 NAVIGANT CONSULTING COM 63935N107 105 19000 SH DEFINED 01 0 19000 0 NAVIGANT CONSULTING COM 63935N107 0 66 SH DEFINED 01 66 0 0 NDCHEALTH CORP COM 639480102 3480 100707 SH DEFINED 01 100707 0 0 GUNMA BANK COM 6398088 5 1000 SH DEFINED 01 10 1000 0 0 GUNZE COM 6398709 4 1000 SH DEFINED 01 10 1000 0 0 NEIMAN-MARCUS GROUP COM 640204202 48 1533 SH DEFINED 01 1533 0 0 NELSON (THOMAS) INC COM 640376109 469 42295 SH DEFINED 01 42295 0 0 NEOFORMA INC COM 640475505 0 10 SH DEFINED 01 10 0 0 NEOPOST SA COM 640479994 58 2000 SH DEFINED 01 2000 0 0 NEON COMMUNICATIONS INC COM 640506101 0 61 SH DEFINED 01 61 0 0 HANG SENG BA COM 6408374 43 3900 SH DEFINED 01 10 3900 0 0 HANKYU DEPT STORES COM 6408705 6 1000 SH DEFINED 01 10 1000 0 0 NEUBERGER BERMAN GENESIS TRUST COM 640917100 115 3946 SH DEFINED 01 03 0 3946 0 NEUBERGER BERMAN PARTNERS TRUS COM 640917407 788 49188 SH DEFINED 01 03 0 49188 0 NET.B@NK INC COM 640933107 1 94 SH DEFINED 01 94 0 0 NETWORK ASSOCIATES COM 640938106 11784 455866 SH DEFINED 01 455866 0 0 NETWORK ASSOCIATES COM 640938106 605 23400 SH DEFINED 01 03 0 23400 0 NETWORK ASSOCIATES COM 640938106 233 9000 SH DEFINED 01 05 0 9000 0 NESTLE COM 641069992 34186 160335 SH DEFINED 01 160335 0 0 NESTLE COM 641069992 11069 51913 SH DEFINED 01 03 0 51913 0 NESTLE COM 641069992 18984 89039 SH DEFINED 01 05 0 89039 0 NET 2 PHONE COM 64108N106 0 37 SH DEFINED 01 37 0 0 Netcentives, Inc. COM 64108P101 0 816471 SH DEFINED 01 816471 0 O NETEGRITY COM 64110P107 5381 277928 SH DEFINED 01 277928 0 0 NETEGRITY COM 64110P107 149 7714 SH DEFINED 01 05 0 7714 0 NETEGRITY INC COM 64110P107 3 130 SH DEFINED 01 02 0 130 0 NESTOR HEALTHCARE GROUP COM 641111992 135 17000 SH DEFINED 01 17000 0 0 NETOPIA INC COM 64114K104 0 48 SH DEFINED 01 48 0 0 NETRO CORP COM 64114R109 0 102 SH DEFINED 01 102 0 0 NET IQ COM 64115P102 2690 76321 SH DEFINED 01 76321 0 0 NET IQ COM 64115P102 3 95 SH DEFINED 01 02 0 95 0 NET IQ COM 64115P102 123 3500 SH DEFINED 01 05 0 3500 0 NETSCOUT SYS INC COM 64115T104 966 122088 SH DEFINED 01 122088 0 0 NETSCOUT SYS INC COM 64115T104 3 340 SH DEFINED 01 02 0 340 0 NETSCOUT SYS INC COM 64115T104 78 9800 SH DEFINED 01 05 0 9800 0 NETRATINGS INC COM 64116M108 2 157 SH DEFINED 01 157 0 0 NETSCREEN TECH INC COM 64117V107 1749 79050 SH DEFINED 01 79050 0 0 NETWORK EQUIP TECH COM 641208103 355 65218 SH DEFINED 01 65218 0 0 NETWORK APPLIANCE COM 64120L104 25234 1153866 SH DEFINED 01 1153866 0 0 NETWORK APPLIANCE COM 64120L104 265 12100 SH DEFINED 01 02 0 12100 0 NETWORK APPLIANCE COM 64120L104 1778 81301 SH DEFINED 01 03 0 81301 0 NETWORK APPLIANCE COM 64120L104 34248 1565982 SH DEFINED 01 05 0 1565982 0 NETWORK ACCESS SOLUT COM 64120S109 0 154 SH DEFINED 01 154 0 0 NETWORK PLUS COM 64122D506 0 167 SH DEFINED 01 167 0 0 NEUBERGER BERMAN COM 641234109 775 17669 SH DEFINED 01 17669 0 0 NEURO CRINE COM 64125C109 5 100 SH DEFINED 01 02 0 100 0 NEUROCRINE BIOSCIENCES COM 64125C109 3083 60078 SH DEFINED 01 60078 0 0 NEUROCRINE BIOSCIENCES COM 64125C109 174 3400 SH DEFINED 01 05 0 3400 0 JAMES HARDIE COM 6412977 3 868 SH DEFINED 01 10 868 0 0 HENDERSON LAND COM 6420538 18 4000 SH DEFINED 01 10 4000 0 0 DAIWA BANK COM 6421553 3 5000 SH DEFINED 01 10 5000 0 0 HIROSE ELECT COM 6428725 7 100 SH DEFINED 01 10 100 0 0 HITACHI COM 6429104 66 9000 SH DEFINED 01 10 9000 0 0 HITACHI ZOSEN CORP COM 6429308 1 2000 SH DEFINED 01 10 2000 0 0 TRANSURBAN GROUP COM 6430430 2 955 SH DEFINED 01 10 955 0 0 HOKURIKU BAN COM 6433161 2 2000 SH DEFINED 01 10 2000 0 0 HONDA MOTOR COM 6435145 88 2200 SH DEFINED 01 10 2200 0 0 HONG KONG ELECTRIC COM 6435327 7 2000 SH DEFINED 01 10 2000 0 0 WHARF (HOLDI COM 6435576 15 6000 SH DEFINED 01 10 6000 0 0 HONGKONG&CHI COM 6436557 18 14410 SH DEFINED 01 10 14410 0 0 NEW ENGLAND BUS SERV COM 643872104 714 37298 SH DEFINED 01 37298 0 0 HOTEL PROPERTIES COM 6440183 1 1000 SH DEFINED 01 10 1000 0 0 HOYA CORP. COM 6441506 18 300 SH DEFINED 01 10 300 0 0 NEW FOCUS COM 644383101 2 561 SH DEFINED 01 561 0 0 HUTCHISON WH COM 6448068 96 9900 SH DEFINED 01 10 9900 0 0 HYSAN DEVELO COM 6449629 2 2029 SH DEFINED 01 10 2029 0 0 ORICA LIMITE COM 6458001 2 577 SH DEFINED 01 10 577 0 0 NEW JERSEY RESOURCES COM 646025106 27564 588990 SH DEFINED 01 588990 0 0 NEW JERSEY RESOURCES COM 646025106 7 160 SH DEFINED 01 02 0 160 0 NEW JERSEY RESOURCES COM 646025106 165 3526 SH DEFINED 01 05 0 3526 0 ISETAN COM 6466844 10 1000 SH DEFINED 01 10 1000 0 0 ISHIHARA SANGYO Y50 COM 6466866 1 1000 SH DEFINED 01 10 1000 0 0 ISHIKAWAJIMA COM 6466985 5 3000 SH DEFINED 01 10 3000 0 0 ITOCHU CORP COM 6467803 9 4000 SH DEFINED 01 10 4000 0 0 ITO-YOKADO C COM 6467944 45 1000 SH DEFINED 01 10 1000 0 0 NIPPON SHOKUBAI COM 6470588 4 1000 SH DEFINED 01 10 1000 0 0 JAPAN AIR LI COM 6471871 10 4000 SH DEFINED 01 10 4000 0 0 JGC CORP COM 6473468 7 1000 SH DEFINED 01 10 1000 0 0 JAPAN TOBACCO COM 6474535 25 4 SH DEFINED 01 10 4 0 0 JOYO BANK COM 6479767 6 2000 SH DEFINED 01 10 2000 0 0 AEON CO. LTD COM 6480048 23 1000 SH DEFINED 01 10 1000 0 0 NEW PLAN EXCEL REALT COM 648053106 59 3102 SH DEFINED 01 3102 0 0 KAJIMA CORP COM 6481320 5 2000 SH DEFINED 01 10 2000 0 0 KAMIGUMI CO COM 6482668 4 1000 SH DEFINED 01 10 1000 0 0 KANEBO COM 6483241 2 1000 SH DEFINED 01 10 1000 0 0 KANEKA CORP COM 6483360 6 1000 SH DEFINED 01 10 1000 0 0 KANSAI ELEC COM 6483489 39 2700 SH DEFINED 01 10 2700 0 0 KAO CORP COM 6483809 42 2000 SH DEFINED 01 10 2000 0 0 KATOKICHI CO COM 6484244 2 100 SH DEFINED 01 10 100 0 0 KAWASAKI HEA COM 6484620 3 3000 SH DEFINED 01 10 3000 0 0 KAWASAKI STE COM 6484664 7 7000 SH DEFINED 01 10 7000 0 0 KAWASAKI KIS COM 6484686 1 1000 SH DEFINED 01 10 1000 0 0 KEIHIN ELEC COM 6487306 4 1000 SH DEFINED 01 10 1000 0 0 KEIO ELECTRIC COM 6487362 5 1000 SH DEFINED 01 10 1000 0 0 KEPPEL CORP COM 6490263 3 2000 SH DEFINED 01 10 2000 0 0 KIKKOMAN SHOYU COM 6490809 5 1000 SH DEFINED 01 10 1000 0 0 NEW WORLD RESTAURANT GROUP COM 649271103 35 130000 SH DEFINED 01 130000 0 0 KINDEN COM 6492924 5 1000 SH DEFINED 01 10 1000 0 0 KINKI NIPPON COM 6492968 13 4120 SH DEFINED 01 10 4120 0 0 KIRIN BREWER COM 6493745 21 3000 SH DEFINED 01 10 3000 0 0 NEW YORK COM BANCORP COM 649445103 4 180 SH DEFINED 01 02 0 180 0 NEW YORK COMMUNITY BANCORP COM 649445103 2066 90285 SH DEFINED 01 90285 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 4757 208000 SH DEFINED 01 05 0 208000 0 KOMATSU COM 6496584 7 2000 SH DEFINED 01 10 2000 0 0 KONAMI CORP. COM 6496681 9 300 SH DEFINED 01 10 300 0 0 KONICA COM 6496700 6 1000 SH DEFINED 01 10 1000 0 0 KOYO SEIKO CO COM 6497082 4 1000 SH DEFINED 01 10 1000 0 0 KUBOTA CORP COM 6497509 10 4000 SH DEFINED 01 10 4000 0 0 KURARAY CO COM 6497662 6 1000 SH DEFINED 01 10 1000 0 0 KYOCERA CORP. COM 6499260 33 500 SH DEFINED 01 10 500 0 0 ASAHI BANK COM 6499367 4 7000 SH DEFINED 01 10 7000 0 0 KYOWA HAKKO COM 6499550 5 1000 SH DEFINED 01 10 1000 0 0 KYUSHU COM 6499806 7 500 SH DEFINED 01 10 500 0 0 NEW YORK TIMES CL A COM 650111107 8936 206620 SH DEFINED 01 206620 0 0 NEW YORK TIMES CL A COM 650111107 2159 49920 SH DEFINED 01 03 0 49920 0 NEW YORK TIMES CL A COM 650111107 259 5990 SH DEFINED 01 05 0 5990 0 TELECOM CORP OF NEW ZEALAND COM 650200991 356 170900 SH DEFINED 01 170900 0 0 NEWCREST MINING COM 650902992 848 400000 SH DEFINED 01 400000 0 0 LEIGHTON HOL COM 6511227 3 558 SH DEFINED 01 10 558 0 0 LEND LEASE C COM 6512004 7 1072 SH DEFINED 01 10 1072 0 0 NEWELL RUBBERMAID COM 651229106 16180 586873 SH DEFINED 01 586873 0 0 NEWELL RUBBERMAID COM 651229106 2731 99074 SH DEFINED 01 03 0 99074 0 NEWELL RUBBERMAID COM 651229106 414 15018 SH DEFINED 01 05 0 15018 0 NEWFIELD EXPLORATION COM 651290108 22898 644834 SH DEFINED 01 644834 0 0 NEWFIELD EXPLORATION COM 651290108 38955 1096984 SH DEFINED 01 02 0 1096984 0 NEWFIELD EXPLORATION COM 651290108 2844 80100 SH DEFINED 01 03 0 80100 0 NEWFIELD EXPLORATION COM 651290108 294 8282 SH DEFINED 01 05 0 8282 0 NEWHALL LAND & FARMG COM 651426108 3 85 SH DEFINED 01 85 0 0 NEWMONT MINING COM 651639106 1985 103871 SH DEFINED 01 103871 0 0 NEWMONT MINING COM 651639106 920 48131 SH DEFINED 01 03 0 48131 0 NEWMONT MINING COM 651639106 27 1410 SH DEFINED 01 05 0 1410 0 NEWPARK RESOURCES COM 651718504 279 35330 SH DEFINED 01 35330 0 0 NEWPORT COM 651824104 1958 101569 SH DEFINED 01 101569 0 0 NEWPORT COM 651824104 128 6650 SH DEFINED 01 05 0 6650 0 NEWPORT CORP COM 651824104 3 130 SH DEFINED 01 02 0 130 0 NEWPORT NEWS SHIPBLG COM 652228107 9 122 SH DEFINED 01 122 0 0 NEWPOWER HOLDINGS INC COM 652463100 0 667 SH DEFINED 01 667 0 0 NEWS CORP LTD ADR COM 652487703 108 3384 SH DEFINED 01 3384 0 0 NEXT COM 652500992 125 9564 SH DEFINED 01 9564 0 0 NEXT COM 652500992 3388 260137 SH DEFINED 01 03 0 260137 0 NEXTCARD COM 65332K107 0 222 SH DEFINED 01 222 0 0 NEXTEL COMMUNICATION COM 65332V103 432 39424 SH DEFINED 01 39424 0 0 NEXTEL COMMUNICATION COM 65332V103 2148 196003 SH DEFINED 01 03 0 196003 0 NEXTEL COMMUNICATION COM 65332V103 63 5743 SH DEFINED 01 05 0 5743 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 26236 44468 SH DEFINED 01 44468 0 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 5577 9452 SH DEFINED 01 05 0 9452 0 NEXTEL PIK PFD SERIES E 11.12 PRF 65332V707 8768 17537 SH DEFINED 01 17537 0 0 NEXTEL PIK PFD SERIES E 11.12 PRF 65332V707 1432 2865 SH DEFINED 01 05 0 2865 0 NEXTEL COM CVT CONV BND 65332VAY9 7245 12000000 PRN DEFINED 01 02 0 0 12000000 NEXTEL PARTNERS INC COM 65333F107 10 870 SH DEFINED 01 870 0 0 NET LEVEL COMM COM 65333U104 0 121 SH DEFINED 01 121 0 0 NIAGARA MOHAWK HOLDINGS COM 653520106 5358 302211 SH DEFINED 01 302211 0 0 NIAGARA MOHAWK HOLDINGS COM 653520106 698 39342 SH DEFINED 01 03 0 39342 0 NIAGARA MOHAWK HOLDINGS COM 653520106 20 1152 SH DEFINED 01 05 0 1152 0 NICHICON COM 654078997 14 1300 SH DEFINED 01 1300 0 0 NICOR COM 654086107 10452 251009 SH DEFINED 01 251009 0 0 NICOR COM 654086107 458 10994 SH DEFINED 01 03 0 10994 0 NICOR COM 654086107 13 322 SH DEFINED 01 05 0 322 0 NIKE CL B COM 654106103 2040 36260 SH DEFINED 01 36260 0 0 NIKE CL B COM 654106103 3709 65953 SH DEFINED 01 03 0 65953 0 NIKE CL B COM 654106103 109 1932 SH DEFINED 01 05 0 1932 0 99 CENTS ONLY STORE COM 65440K106 53908 1414970 SH DEFINED 01 02 0 1414970 0 99 CENTS ONLY STORES COM 65440K106 34405 903012 SH DEFINED 01 903012 0 0 99 CENTS ONLY STORES COM 65440K106 4469 117300 SH DEFINED 01 03 0 117300 0 99 CENTS ONLY STORES COM 65440K106 475 12465 SH DEFINED 01 05 0 12465 0 NINTENDO COM 654450998 14691 83891 SH DEFINED 01 83891 0 0 NINTENDO COM 654450998 2014 11500 SH DEFINED 01 03 0 11500 0 NINTENDO COM 654450998 19560 111700 SH DEFINED 01 05 0 111700 0 NIPPON MEAT PACKERS INC COM 654460997 668 63000 SH DEFINED 01 63000 0 0 NIPPON TELEGRAPH & TELEPHONE COM 654620962 46 14 SH DEFINED 01 14 0 0 NISOURCE INC COM 65473P105 41602 1804085 SH DEFINED 01 1804085 0 0 NISOURCE INC COM 65473P105 1171 50773 SH DEFINED 01 03 0 50773 0 NISOURCE INC COM 65473P105 34 1488 SH DEFINED 01 05 0 1488 0 NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0 NISSAN MOTOR COM 654744994 4418 833000 SH DEFINED 01 833000 0 0 NISSAN MOTOR COM 654744994 2444 461000 SH DEFINED 01 03 0 461000 0 NISSAN MOTOR COM 654744994 8108 1529000 SH DEFINED 01 05 0 1529000 0 NKK CORP COM 654870997 2408 3394000 SH DEFINED 01 03 0 3394000 0 NISSIN HEALTHCARE COM 654885995 211 6000 SH DEFINED 01 6000 0 0 NOBLE AFFILIATES COM 654894104 665 18839 SH DEFINED 01 18839 0 0 NOKIA ADR A COM 654902204 24579 1002000 SH DEFINED 01 0 1002000 0 NOKIA ADR A COM 654902204 29493 1202098 SH DEFINED 01 02 0 1202098 0 NOKIA ADR CL A COM 654902204 211926 8639478 SH DEFINED 01 8639478 0 0 NOKIA ADR CL A COM 654902204 367 14950 SH DEFINED 01 03 0 14950 0 NOKIA ADR CL A COM 654902204 132651 5407714 SH DEFINED 01 05 0 5407714 0 MIM HOLDINGS COM 6550167 2 3659 SH DEFINED 01 10 3659 0 0 NOBLE DRILLING COM 655042109 1485 43618 SH DEFINED 01 43618 0 0 NOBLE DRILLING COM 655042109 1105 32470 SH DEFINED 01 03 0 32470 0 NOBLE DRILLING COM 655042109 32 951 SH DEFINED 01 05 0 951 0 NOMURA RESEARCH INST (4307) COM 655360998 2570 21900 SH DEFINED 01 03 0 21900 0 NOMURA HOLDINGS COM 655361103 10896 850020 SH DEFINED 01 850020 0 0 NOMURA HOLDINGS COM 655361103 3602 281000 SH DEFINED 01 03 0 281000 0 NOMURA HOLDINGS COM 655361103 14139 1103000 SH DEFINED 01 05 0 1103000 0 NORDEA COM 655499994 464 87700 SH DEFINED 01 87700 0 0 NORDSON COM 655663102 117 4443 SH DEFINED 01 4443 0 0 NORDSON CORP COM 655663102 4 170 SH DEFINED 01 02 0 170 0 NORDSTROM INC COM 655664100 52 2584 SH DEFINED 01 2584 0 0 NORDSTROM INC COM 655664100 668 33001 SH DEFINED 01 03 0 33001 0 NORDSTROM INC COM 655664100 20 967 SH DEFINED 01 05 0 967 0 NORFOLK SOUTHERN COM 655844108 1294 70595 SH DEFINED 01 70595 0 0 NORFOLK SOUTHERN COM 655844108 1735 94656 SH DEFINED 01 03 0 94656 0 NORFOLK SOUTHERN COM 655844108 51 2773 SH DEFINED 01 05 0 2773 0 NORMANDY MINING LTD COM 656100997 927 1000000 SH DEFINED 01 1000000 0 0 NORSK HYDRO COM 656531993 17 400 SH DEFINED 01 400 0 0 NORSKE SKOGSINDUSTRIER COM 656533999 11 600 SH DEFINED 01 600 0 0 NORTEK INC COM 656559101 7 260 SH DEFINED 01 02 0 260 0 NORTEL NETWORKS COM 656568102 25443 3392343 SH DEFINED 01 3392343 0 0 NORTEL NETWORKS COM 656568102 6477 863668 SH DEFINED 01 03 0 863668 0 NORTEL NETWORKS COM 656568102 173 23023 SH DEFINED 01 05 0 23023 0 NORTEL NETWORKS CORP COM 656568102 12433 1655648 SH DEFINED 01 02 0 1655648 0 NORTEL NETWORKS COM 656568995 353 47300 SH DEFINED 01 47300 0 0 NORTH AMERICAN PALLADIUM COM 656912102 702 120000 SH DEFINED 01 120000 0 0 MARUBENI COR COM 6569464 2 3000 SH DEFINED 01 10 3000 0 0 MARUI CO COM 6569527 12 1000 SH DEFINED 01 10 1000 0 0 MATSUSHITA E COM 6572707 77 6000 SH DEFINED 01 10 6000 0 0 MATSUSHITA COM 6572729 8 1000 SH DEFINED 01 10 1000 0 0 MAYNE NICKLESS COM 6574606 5 1528 SH DEFINED 01 10 1528 0 0 MEIJI DAIRIES CORP COM 6576088 2 1000 SH DEFINED 01 10 1000 0 0 MEIJI SEIKA COM 6576185 4 1000 SH DEFINED 01 10 1000 0 0 MEITEC COM 6576356 2 100 SH DEFINED 01 10 100 0 0 SUNCORP-METW COM 6585084 7 955 SH DEFINED 01 10 955 0 0 NOKIA COM 659002FR5 55640 2157755 SH DEFINED 01 2157755 0 0 NOKIA COM 659002FR5 5556 215466 SH DEFINED 01 03 0 215466 0 NOKIA COM 659002FR5 53839 2087918 SH DEFINED 01 05 0 2087918 0 CREDIT SAISO COM 6591809 8 400 SH DEFINED 01 10 400 0 0 NORTH FORK BANCORPORATION COM 659424105 1887 59011 SH DEFINED 01 59011 0 0 MITSUBISHI E COM 6596729 22 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI C COM 6596785 26 4000 SH DEFINED 01 10 4000 0 0 MITSUBISHI G COM 6596923 1 1000 SH DEFINED 01 10 1000 0 0 MITSUBISHI C COM 6597001 11 5000 SH DEFINED 01 10 5000 0 0 MITSUBISHI E COM 6597045 23 6000 SH DEFINED 01 10 6000 0 0 MITSUBISHI H COM 6597067 24 9000 SH DEFINED 01 10 9000 0 0 MITSUBISHI COM 6597089 4 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI PAPER MILL COM 6597142 1 1000 SH DEFINED 01 10 1000 0 0 MITSUBISHI R COM 6597164 5 2000 SH DEFINED 01 10 2000 0 0 MITSUI & CO COM 6597302 20 4000 SH DEFINED 01 10 4000 0 0 MITSUI MININ COM 6597346 3 1000 SH DEFINED 01 10 1000 0 0 MITSUI ENG & SHIP COM 6597380 2 2000 SH DEFINED 01 10 2000 0 0 MITSUKOSHI COM 6597487 3 1000 SH DEFINED 01 10 1000 0 0 MITSUI FUDOS COM 6597603 15 2000 SH DEFINED 01 10 2000 0 0 MURATA MFG C COM 6610403 42 700 SH DEFINED 01 10 700 0 0 NGK INSULATO COM 6619507 7 1000 SH DEFINED 01 10 1000 0 0 NGK SPARK PL COM 6619604 7 1000 SH DEFINED 01 10 1000 0 0 NEWS CORPORA COM 6620758 38 5726 SH DEFINED 01 10 5726 0 0 NAMCO COM 6620941 2 100 SH DEFINED 01 10 100 0 0 NATL AUSTRAL COM 6624608 63 3870 SH DEFINED 01 10 3870 0 0 NEPTUNE ORIE COM 6628859 2 3000 SH DEFINED 01 10 3000 0 0 NEW WORLD DE COM 6633767 4 5000 SH DEFINED 01 10 5000 0 0 NINTENDO CO COM 6639550 70 400 SH DEFINED 01 10 400 0 0 NIKKO SECURITIES COM 6640284 9 2000 SH DEFINED 01 10 2000 0 0 DENSO CORP COM 6640381 33 2500 SH DEFINED 01 10 2500 0 0 NEC CORP COM 6640400 51 5000 SH DEFINED 01 10 5000 0 0 NIDEC CORPOR COM 6640682 11 200 SH DEFINED 01 10 200 0 0 NIPPON MEAT COM 6640767 11 1000 SH DEFINED 01 10 1000 0 0 NICHIREI COR COM 6640864 2 1000 SH DEFINED 01 10 1000 0 0 NIPPON SUISA COM 6640927 1 1000 SH DEFINED 01 10 1000 0 0 NISSHIN SEIFUN GROUP INC COM 6640961 6 1000 SH DEFINED 01 10 1000 0 0 NISHIMATSU COM 6640983 3 1000 SH DEFINED 01 10 1000 0 0 JAPAN ENERGY COM 6641209 2 2000 SH DEFINED 01 10 2000 0 0 NIPPON TELEGRAPH & TELEPHONE COM 6641373 75 23 SH DEFINED 01 10 23 0 0 NIPPON MITSU COM 6641403 15 4000 SH DEFINED 01 10 4000 0 0 NIPPON SHEET COM 6641447 3 1000 SH DEFINED 01 10 1000 0 0 NSK COM 6641544 3 1000 SH DEFINED 01 10 1000 0 0 NISSIN FOOD COM 6641760 6 300 SH DEFINED 01 10 300 0 0 NITTO DENKO CORP COM 6641801 9 400 SH DEFINED 01 10 400 0 0 NIPPON EXPRE COM 6642127 10 3000 SH DEFINED 01 10 3000 0 0 NIKON CORP COM 6642321 8 1000 SH DEFINED 01 10 1000 0 0 YAMAHA COM 6642387 7 1000 SH DEFINED 01 10 1000 0 0 MINEBEA CO COM 6642406 5 1000 SH DEFINED 01 10 1000 0 0 NIPPON STEEL COM 6642569 25 17000 SH DEFINED 01 10 17000 0 0 NISSAN MOTOR COM 6642860 48 9000 SH DEFINED 01 10 9000 0 0 NISSHINBO IN COM 6642923 4 1000 SH DEFINED 01 10 1000 0 0 NOMURA HOLDINGS COM 6643108 64 5000 SH DEFINED 01 10 5000 0 0 NIPPON YUSEN COM 6643960 9 3000 SH DEFINED 01 10 3000 0 0 NORTHEAST UTILITIES COM 664397106 75 4253 SH DEFINED 01 4253 0 0 NORMANDY MIN COM 6645201 3 3762 SH DEFINED 01 10 3762 0 0 ORIENTAL LAN COM 6648891 21 300 SH DEFINED 01 10 300 0 0 NTN CORP COM 6651189 2 1000 SH DEFINED 01 10 1000 0 0 OBAYASHI COR COM 6656407 6 2000 SH DEFINED 01 10 2000 0 0 OJI PAPER CO COM 6657701 12 3000 SH DEFINED 01 10 3000 0 0 OKUMURA CORP COM 6657808 2 1000 SH DEFINED 01 10 1000 0 0 NORTHERN TRUST CORP COM 665859104 266 4428 SH DEFINED 01 4428 0 0 NORTHERN TRUST CORP COM 665859104 111 1850 SH DEFINED 01 02 0 1850 0 NORTHERN TRUST CORP COM 665859104 3284 54534 SH DEFINED 01 03 0 54534 0 NORTHERN TRUST CORP COM 665859104 96 1597 SH DEFINED 01 05 0 1597 0 OLYMPUS OPTI COM 6658801 14 1000 SH DEFINED 01 10 1000 0 0 OMRON CORP COM 6659428 13 1000 SH DEFINED 01 10 1000 0 0 TAIHEIYO CEM COM 6660204 3 2000 SH DEFINED 01 10 2000 0 0 ORIX CORP COM 6661144 20 220 SH DEFINED 01 10 220 0 0 OSAKA GAS CO COM 6661768 14 6000 SH DEFINED 01 10 6000 0 0 O/SEAS CHINE COM 6663689 24 4000 SH DEFINED 01 10 4000 0 0 NORTHROP GRUMMAN COM 666807102 41787 414513 SH DEFINED 01 414513 0 0 NORTHROP GRUMMAN COM 666807102 2733 27114 SH DEFINED 01 03 0 27114 0 NORTHROP GRUMMAN COM 666807102 115 1145 SH DEFINED 01 05 0 1145 0 NORTHROP GRUMMAN COR COM 666807102 310 3065 SH DEFINED 01 02 0 3065 0 NWA COM 667280101 11 690 SH DEFINED 01 690 0 0 NORTHWEST NATURAL GAS COMPANY COM 667655104 1895 74309 SH DEFINED 01 74309 0 0 NW NATURAL GAS CO COM 667655104 5 190 SH DEFINED 01 02 0 190 0 NORTHWEST NAT GA 100 PRF 667655708 17361 170000 SH DEFINED 01 04 0 170000 0 NORTHWESTERN CORP COM 668074107 1701 80790 SH DEFINED 01 80790 0 0 PIONEER CORP COM 6688745 11 500 SH DEFINED 01 10 500 0 0 NU HORIZONS ELEC COR COM 669908105 774 75300 SH DEFINED 01 75300 0 0 NU HORIZONS ELEC COR COM 669908105 51 5000 SH DEFINED 01 05 0 5000 0 NUANCE COMMUNICATION COM 669967101 1 82 SH DEFINED 01 82 0 0 NOVAVAX COM 670002104 564 40000 SH DEFINED 01 40000 0 0 NOVELL COM 670006105 2480 540341 SH DEFINED 01 540341 0 0 NOVELL COM 670006105 408 88924 SH DEFINED 01 03 0 88924 0 NOVELL COM 670006105 172 37505 SH DEFINED 01 05 0 37505 0 NOVELL INC COM 670006105 7 1520 SH DEFINED 01 02 0 1520 0 NOVELLUS SYSTEMS COM 670008101 33471 848450 SH DEFINED 01 848450 0 0 NOVELLUS SYSTEMS COM 670008101 4723 119737 SH DEFINED 01 03 0 119737 0 NOVELLUS SYSTEMS COM 670008101 25266 640426 SH DEFINED 01 05 0 640426 0 NOVELLUS SYSTEMS INC COM 670008101 44006 1115497 SH DEFINED 01 02 0 1115497 0 NOVEN PHARMACEUTICAL COM 670009109 4 210 SH DEFINED 01 02 0 210 0 NOVEN PHARMACEUTICALS COM 670009109 4082 230024 SH DEFINED 01 230024 0 0 NOVEN PHARMACEUTICALS COM 670009109 178 10000 SH DEFINED 01 05 0 10000 0 NOVO NORDISK CL B COM 670100999 432 10571 SH DEFINED 01 10571 0 0 NOVO NORDISK CL B COM 670100999 5310 129850 SH DEFINED 01 03 0 129850 0 NU SKIN ENTERPRISES COM 67018T105 0 37 SH DEFINED 01 37 0 0 NUCENTRIX BROADBAND COM 670198100 1 119 SH DEFINED 01 119 0 0 NSTAR COM 67019E107 73 1630 SH DEFINED 01 1630 0 0 PROMISE CO COM 6703295 16 300 SH DEFINED 01 10 300 0 0 NUCOR COM 670346105 18776 354540 SH DEFINED 01 354540 0 0 NUCOR COM 670346105 1858 35098 SH DEFINED 01 03 0 35098 0 NUCOR COM 670346105 42398 800560 SH DEFINED 01 05 0 800560 0 NUCOR CORP COM 670346105 545 10300 SH DEFINED 01 02 0 10300 0 NUEVO ENERGY CO COM 670509108 752 50120 SH DEFINED 01 50120 0 0 NUMERICAL TECHNOLOG COM 67053T101 6 159 SH DEFINED 01 159 0 0 NUTRECO HOLDING N.V. COM 670610997 61 1900 SH DEFINED 01 1900 0 0 NVIDIA COM 67066G104 30916 462125 SH DEFINED 01 462125 0 0 NVIDIA COM 67066G104 2375 35496 SH DEFINED 01 03 0 35496 0 NVIDIA COM 67066G104 37842 565640 SH DEFINED 01 05 0 565640 0 NVIDIA CORP COM 67066G104 302 4516 SH DEFINED 01 02 0 4516 0 NYFIX INC COM 670712108 1622 81029 SH DEFINED 01 81029 0 0 SUEZ LYONNAISE DES EAUX COM 670800994 370 12222 SH DEFINED 01 12222 0 0 O`CHARLEY`S COM 670823103 1017 54926 SH DEFINED 01 54926 0 0 OKLAHOMA GAS & ELEC COM 670837103 57 2474 SH DEFINED 01 2474 0 0 OM GROUP COM 670872100 9342 141139 SH DEFINED 01 141139 0 0 OM GROUP COM 670872100 212 3200 SH DEFINED 01 05 0 3200 0 NOVARTIS COM 670889997 30212 835976 SH DEFINED 01 835976 0 0 NOVARTIS COM 670889997 4792 132602 SH DEFINED 01 03 0 132602 0 NOVARTIS COM 670889997 21160 585540 SH DEFINED 01 05 0 585540 0 OMV COM 671039998 71 850 SH DEFINED 01 850 0 0 OSI PHARMACEUTICALS COM 671040103 635 13894 SH DEFINED 01 13894 0 0 OTG SOFTWARE INC COM 671059103 1 70 SH DEFINED 01 70 0 0 OTP BANK ADR COM 67106E101 1316 22197 SH DEFINED 01 22197 0 0 OTP BANK ADR COM 67106E101 36 612 SH DEFINED 01 05 0 612 0 QBE INS GROU COM 6715740 4 1062 SH DEFINED 01 10 1062 0 0 OAK TECHNOLOGY COM 671802106 3210 233416 SH DEFINED 01 233416 0 0 OAK TECHNOLOGY COM 671802106 3 250 SH DEFINED 01 02 0 250 0 OAK TECHNOLOGY COM 671802106 157 11400 SH DEFINED 01 05 0 11400 0 OAKLEY COM 673662102 2044 125717 SH DEFINED 01 125717 0 0 OAKLEY COM 673662102 104 6400 SH DEFINED 01 05 0 6400 0 RICOH COM 6738220 19 1000 SH DEFINED 01 10 1000 0 0 OBSERVER AB COM 674499991 253 38500 SH DEFINED 01 38500 0 0 OCCIDENTAL PETROLEUM COM 674599105 3368 126972 SH DEFINED 01 126972 0 0 OCCIDENTAL PETROLEUM COM 674599105 2659 100225 SH DEFINED 01 03 0 100225 0 OCCIDENTAL PETROLEUM COM 674599105 159 5988 SH DEFINED 01 05 0 5988 0 OCE NV COM 674625991 100 9950 SH DEFINED 01 9950 0 0 ROHM CO COM 6747204 39 300 SH DEFINED 01 10 300 0 0 OCEAN ENERGY COM 67481E106 11624 605425 SH DEFINED 01 605425 0 0 OCEAN ENERGY COM 67481E106 931 48514 SH DEFINED 01 05 0 48514 0 OCEANEERING INT L COM 675232102 1542 69695 SH DEFINED 01 69695 0 0 OCEANFIRST FINANCIAL COM 675234108 4 165 SH DEFINED 01 02 0 165 0 OCULAR SCIENCES COM 675744106 1990 85400 SH DEFINED 01 85400 0 0 OCULAR SCIENCES COM 675744106 177 7600 SH DEFINED 01 05 0 7600 0 ODYSSEY RE HOLDINGS COM 67612W108 7 395 SH DEFINED 01 395 0 0 OFFICE DEPOT INC COM 676220106 111 5987 SH DEFINED 01 5987 0 0 OFFICE DEPOT INC COM 676220106 1397 75370 SH DEFINED 01 03 0 75370 0 OFFICE DEPOT INC COM 676220106 41 2209 SH DEFINED 01 05 0 2209 0 OFFICE MAX COM 67622M108 2 432 SH DEFINED 01 432 0 0 OFFSHORE LOGISTICS COM 676255102 1148 64614 SH DEFINED 01 64614 0 0 SMC CORP COM 6763965 20 200 SH DEFINED 01 10 200 0 0 SOUTHCORP LT COM 6764689 5 1317 SH DEFINED 01 10 1317 0 0 SOFTBANK COR COM 6770620 15 900 SH DEFINED 01 10 900 0 0 SHANGRI-LA A COM 6771032 3 4000 SH DEFINED 01 10 4000 0 0 OHIO CASUALTY CORP COM 677240103 30 1867 SH DEFINED 01 1867 0 0 OHIO POWER CO $100 PRF 677415796 3594 36000 SH DEFINED 01 04 0 36000 0 OHI PWR CO $100 PRF 677415812 1005 10000 SH DEFINED 01 04 0 10000 0 OHIO PWR CO $100 PRF 677415820 525 5000 SH DEFINED 01 04 0 5000 0 SANKYO CO COM 6775283 17 1000 SH DEFINED 01 10 1000 0 0 SANRIO COM 6776349 2 200 SH DEFINED 01 10 200 0 0 SANTOS LIMIT COM 6776703 3 872 SH DEFINED 01 10 872 0 0 SANYO ELECTR COM 6776769 24 5000 SH DEFINED 01 10 5000 0 0 SANWA SHUTTE COM 6776781 2 1000 SH DEFINED 01 10 1000 0 0 SAPPORO BREW COM 6776907 3 1000 SH DEFINED 01 10 1000 0 0 OIL SERVICE HLDR DEP COM 678002106 8638 141600 SH DEFINED 01 141600 0 0 OIL SERVICE HLDR DEP COM 678002106 110 1800 SH DEFINED 01 02 0 1800 0 OIL SERVICE HLDR DEP COM 678002106 13719 224900 SH DEFINED 01 05 0 224900 0 OJI PAPER COM 678118993 481 121000 SH DEFINED 01 121000 0 0 FIRST CAPITAL COM 6786735 1 1000 SH DEFINED 01 10 1000 0 0 SECOM CO COM 6791591 25 500 SH DEFINED 01 10 500 0 0 SEGA CORPORATION COM 6791955 6 300 SH DEFINED 01 10 300 0 0 SEIYU COM 6793780 2 1000 SH DEFINED 01 10 1000 0 0 SEKISUI CHEM COM 6793821 3 1000 SH DEFINED 01 10 1000 0 0 SEKISUI HOUS COM 6793906 14 2000 SH DEFINED 01 10 2000 0 0 SEVEN ELEVEN COM 6797179 36 1000 SH DEFINED 01 10 1000 0 0 OLD NATL BANCORP COM 680033107 6 248 SH DEFINED 01 248 0 0 SHARP CORP COM 6800602 35 3000 SH DEFINED 01 10 3000 0 0 OLD REPUBLIC INTL COM 680223104 1316 46991 SH DEFINED 01 46991 0 0 SHIMAMURA CO COM 6804035 6 100 SH DEFINED 01 10 100 0 0 77TH BANK COM 6804165 4 1000 SH DEFINED 01 10 1000 0 0 SHIMIZU CORP COM 6804400 7 2000 SH DEFINED 01 10 2000 0 0 SHIMACHU COM 6804455 1 100 SH DEFINED 01 10 100 0 0 SHIN-ETSU COM 6804585 43 1200 SH DEFINED 01 10 1200 0 0 SHIONOGI & C COM 6804682 17 1000 SH DEFINED 01 10 1000 0 0 SHIMANO INC COM 6804820 3 300 SH DEFINED 01 10 300 0 0 SHISEIDO CO COM 6805265 9 1000 SH DEFINED 01 10 1000 0 0 SHIZUOKA BAN COM 6805328 15 2000 SH DEFINED 01 10 2000 0 0 SHOWA DENKO COM 6805469 2 2000 SH DEFINED 01 10 2000 0 0 SHOWA SHELL COM 6805544 5 1000 SH DEFINED 01 10 1000 0 0 OLIN COM 680665205 23 1412 SH DEFINED 01 1412 0 0 SINO LAND CO COM 6810429 3 8099 SH DEFINED 01 10 8099 0 0 SINGAPORE COM 6810753 14 15000 SH DEFINED 01 10 15000 0 0 PARKWAY HOLDINGS COM 6811143 1 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE AIRLINES COM 6811734 18 3000 SH DEFINED 01 10 3000 0 0 SNOW BRAND M COM 6818401 2 1000 SH DEFINED 01 10 1000 0 0 OMNICARE COM 681904108 8782 352978 SH DEFINED 01 352978 0 0 OMNICARE COM 681904108 14229 571900 SH DEFINED 01 05 0 571900 0 OMNICARE INC. COM 681904108 114 4600 SH DEFINED 01 02 0 4600 0 OMNICOM GROUP COM 681919106 89680 1003696 SH DEFINED 01 1003696 0 0 OMNICOM GROUP COM 681919106 170 1900 SH DEFINED 01 02 0 1900 0 OMNICOM GROUP COM 681919106 4077 45631 SH DEFINED 01 03 0 45631 0 OMNICOM GROUP COM 681919106 3188 35683 SH DEFINED 01 05 0 35683 0 OMNOVA SOLUTIONS W/I COM 682129101 794 116740 SH DEFINED 01 116740 0 0 SONY CORP COM 6821506 114 2500 SH DEFINED 01 10 2500 0 0 ON ASSIGNMENT INC COM 682159108 1516 66007 SH DEFINED 01 66007 0 0 ON COMMAND CORP COM 682160106 0 113 SH DEFINED 01 113 0 0 ON SEMICONDUCTOR CORP COM 682189105 0 233 SH DEFINED 01 233 0 0 SCMP GROUP LTD COM 6824657 3 4000 SH DEFINED 01 10 4000 0 0 ONEOK COM 682680103 2538 142250 SH DEFINED 01 142250 0 0 ONEOK COM 682680103 237 13300 SH DEFINED 01 05 0 13300 0 ONI SYSTEMS CORP COM 68273F103 7 1071 SH DEFINED 01 1071 0 0 ONYX SOFTWARE CP COM 683402101 0 56 SH DEFINED 01 56 0 0 OPENWAVE SYSTEMS COM 683718100 3 341 SH DEFINED 01 341 0 0 OPG GROEP COM 683735997 324 9380 SH DEFINED 01 9380 0 0 OPNET TECHNOLOGIES COM 683757108 774 53700 SH DEFINED 01 53700 0 0 OPLINK COMM INC COM 68375Q106 1 362 SH DEFINED 01 362 0 0 OPTICAL CABLE CORP COM 683827109 0 138 SH DEFINED 01 138 0 0 OPTICAL COMM PROD COM 68382T101 764 194000 SH DEFINED 01 194000 0 0 OPTICAL COMM PROD COM 68382T101 2 450 SH DEFINED 01 02 0 450 0 OPTICAL COMM PROD COM 68382T101 58 14700 SH DEFINED 01 05 0 14700 0 ORACLE COM 68389X105 100690 7291177 SH DEFINED 01 7291177 0 0 ORACLE COM 68389X105 20620 1493117 SH DEFINED 01 03 0 1493117 0 ORACLE COM 68389X105 34230 2478571 SH DEFINED 01 05 0 2478571 0 ORACLE COM 68389X105 1625 117700 SH DEFINED 11 12 0 117700 0 ORACLE COM 68389X105 10482 759000 SH DEFINED 11 12 13 0 759000 0 ORACLE CORP COM COM 68389X105 12153 880000 SH DEFINED 01 0 880000 0 ORACLE CORP COM COM 68389X105 392 28490 SH DEFINED 01 02 0 28490 0 ORACLE INC. COM 68389X105 33 2400 SH DEFINED 11 12 13 0 2400 0 OPTION CARE INC COM 683948103 342 17500 SH DEFINED 01 17500 0 0 OPTION CARE INC COM 683948103 4 210 SH DEFINED 01 02 0 210 0 STOCKLAND TRUST COM 6850856 2 832 SH DEFINED 01 10 832 0 0 ORANGE COM 685444994 25 2800 SH DEFINED 01 2800 0 0 ORBITAL SCIENCES COR COM 685564106 4 950 SH DEFINED 01 02 0 950 0 ORBITAL SCIENCES COR ORB COM 685564106 942 228000 SH DEFINED 01 228000 0 0 ORBITAL SCIENCES COR ORB COM 685564106 62 15000 SH DEFINED 01 05 0 15000 0 ORCHID BIOSCIENCE COM 68571P100 1 133 SH DEFINED 01 133 0 0 SUMITOMO MITSUI BANK CORP COM 6858526 55 13000 SH DEFINED 01 10 13000 0 0 SUMITOMO OSAKA CEMENT COM 6858548 1 1000 SH DEFINED 01 10 1000 0 0 SUMITOMO CHE COM 6858560 14 4000 SH DEFINED 01 10 4000 0 0 SUMITOMO ELE COM 6858708 14 2000 SH DEFINED 01 10 2000 0 0 SUMITOMO HEA COM 6858731 1 1000 SH DEFINED 01 10 1000 0 0 SUMITOMO MET COM 6858827 3 8000 SH DEFINED 01 10 8000 0 0 SUMITOMO MET COM 6858849 7 2000 SH DEFINED 01 10 2000 0 0 SUMITOMO COR COM 6858946 14 3000 SH DEFINED 01 10 3000 0 0 SUMITOMO COM 6859002 4 1000 SH DEFINED 01 10 1000 0 0 ORGANOGENISIS COM 685906109 638 132901 SH DEFINED 01 132901 0 0 SUN HUNG KAI COM 6859927 48 6000 SH DEFINED 01 10 6000 0 0 OREGON STEEL MILLS COM 686079104 594 120000 SH DEFINED 01 120000 0 0 O REILLY AUTOMOTIVE COM 686091109 5661 155208 SH DEFINED 01 155208 0 0 ORGANIC INC COM 68617E101 0 183 SH DEFINED 01 183 0 0 ORIENTAL LAND CO LTD COM 686223991 735 10700 SH DEFINED 01 03 0 10700 0 ORION POWER HOLDINGS COM 686286105 8 318 SH DEFINED 01 318 0 0 ORIX COM 686475997 12273 137000 SH DEFINED 01 137000 0 0 ORIX COM 686475997 3520 39300 SH DEFINED 01 03 0 39300 0 ORIX COM 686475997 14323 159900 SH DEFINED 01 05 0 159900 0 SWIRE PACIFI COM 6867748 22 4000 SH DEFINED 01 10 4000 0 0 TDK CORP COM 6869302 9 200 SH DEFINED 01 10 200 0 0 TAISEI CORP COM 6870100 4 2000 SH DEFINED 01 10 2000 0 0 MITSUI COM 6870122 20 4180 SH DEFINED 01 10 4180 0 0 TAISHO PHARM COM 6870144 16 1000 SH DEFINED 01 10 1000 0 0 TAKARA SMUZO COM 6870382 8 1000 SH DEFINED 01 10 1000 0 0 TAKASHIMAYA COM 6870401 6 1000 SH DEFINED 01 10 1000 0 0 TAKEDA CHEM COM 6870445 90 2000 SH DEFINED 01 10 2000 0 0 ADVANTEST COM 6870490 17 300 SH DEFINED 01 10 300 0 0 TABCORP HLDG COM 6873262 3 649 SH DEFINED 01 10 649 0 0 ORTHODONTIC CENTERS OF AMERICA COM 68750P103 7286 238844 SH DEFINED 01 238844 0 0 ORTHODONTIC CENTERS OF AMERICA COM 68750P103 159 5200 SH DEFINED 01 05 0 5200 0 TAKEFUJI COR COM 6876067 29 400 SH DEFINED 01 10 400 0 0 TEIJIN COM 6880507 8 2000 SH DEFINED 01 10 2000 0 0 TEIKOKU OIL COM 6880905 4 1000 SH DEFINED 01 10 1000 0 0 TELECOM CORP COM 6881436 6 2949 SH DEFINED 01 10 2949 0 0 TELEVISION COM 6881674 4 1000 SH DEFINED 01 10 1000 0 0 OSHKOSH B-GOSH CLA COM 688222207 1481 35301 SH DEFINED 01 35301 0 0 OSHKOSH TRUCK CORP COM 688239201 2399 49209 SH DEFINED 01 49209 0 0 OSMONICS COM 688350107 315 22500 SH DEFINED 01 22500 0 0 TERUMO CORP COM 6885074 6 500 SH DEFINED 01 10 500 0 0 OSTEOTECH INC COM 688582105 230 41512 SH DEFINED 01 41512 0 0 NEWS CORPORA COM 6886925 42 5292 SH DEFINED 01 10 5292 0 0 TODA CORP COM 6893884 3 1000 SH DEFINED 01 10 1000 0 0 TOKIO MARINE COM 6894768 29 4000 SH DEFINED 01 10 4000 0 0 TOBU RAILWAY COM 6895169 5 2000 SH DEFINED 01 10 2000 0 0 TOHOKU ELEC COM 6895266 18 1300 SH DEFINED 01 10 1300 0 0 TOKYO ELEC P COM 6895404 81 3800 SH DEFINED 01 10 3800 0 0 TOKYO GAS CO COM 6895448 19 7000 SH DEFINED 01 10 7000 0 0 TOKYO ELECTRON LTD COM 6895675 25 500 SH DEFINED 01 10 500 0 0 TOKYU CORP COM 6896548 9 3000 SH DEFINED 01 10 3000 0 0 TOPPAN PRINT COM 6897024 18 2000 SH DEFINED 01 10 2000 0 0 TORAY INDS I COM 6897143 10 4000 SH DEFINED 01 10 4000 0 0 TOSHIBA CORP COM 6897217 27 8000 SH DEFINED 01 10 8000 0 0 TOTO COM 6897466 5 1000 SH DEFINED 01 10 1000 0 0 OUTBACK STEAKHOUSE COM 689899102 89 2591 SH DEFINED 01 2591 0 0 TOYO SEIKAN KAISHA COM 6900267 13 1000 SH DEFINED 01 10 1000 0 0 TOSOH CORP COM 6900289 2 1000 SH DEFINED 01 10 1000 0 0 TOYOBO CO COM 6900502 3 2000 SH DEFINED 01 10 2000 0 0 TOYOTA MOTOR COM 6900643 215 8500 SH DEFINED 01 10 8500 0 0 TRANS COSMOS COM 6900955 3 100 SH DEFINED 01 10 100 0 0 OVERSEAS SHIPHOLD GR COM 690368105 26 1170 SH DEFINED 01 1170 0 0 OVERTURE SERVICES INC COM 69039R100 10 276 SH DEFINED 01 276 0 0 OWENS & MINOR COM 690732102 1848 99868 SH DEFINED 01 99868 0 0 OWENS & MINOR INC COM 690732102 3 180 SH DEFINED 01 02 0 180 0 OWENS-CORNING COM 69073F103 0 102 SH DEFINED 01 102 0 0 OWENS ILLINOIS INC COM 690768403 5 499 SH DEFINED 01 499 0 0 OWENS ILLINOIS INC COM 690768403 3 260 SH DEFINED 01 02 0 260 0 UBE INDUSTRI COM 6910705 2 2000 SH DEFINED 01 10 2000 0 0 UNI-CHARM CORP. COM 6911485 4 200 SH DEFINED 01 10 200 0 0 OXFORD HEALTH PLANS COM 691471106 900 29845 SH DEFINED 01 29845 0 0 OXFORD INDUSTRIES COM 691497309 523 22150 SH DEFINED 01 22150 0 0 UNITED O/SEAS BK (LOCAL SHR'S) COM 6916781 21 3112 SH DEFINED 01 10 3112 0 0 UNITED OVERSEAS LAND COM 6916844 1 1000 SH DEFINED 01 10 1000 0 0 UNY CO., LTD. COM 6918624 10 1000 SH DEFINED 01 10 1000 0 0 VENTURE MFG COM 6927374 7 1000 SH DEFINED 01 10 1000 0 0 PC-TEL COM 69325Q105 2419 249130 SH DEFINED 01 249130 0 0 PC-TEL COM 69325Q105 149 15300 SH DEFINED 01 05 0 15300 0 P-COM INC COM 693262107 0 209 SH DEFINED 01 209 0 0 PDI INC COM 69329V100 1 39 SH DEFINED 01 39 0 0 PG&E COM 69331C108 19089 992130 SH DEFINED 01 992130 0 0 PG&E COM 69331C108 2019 104981 SH DEFINED 01 03 0 104981 0 PG&E COM 69331C108 127 6585 SH DEFINED 01 05 0 6585 0 PFF BANCORP INC COM 69331W104 6 210 SH DEFINED 01 02 0 210 0 P.F. CHANGS CHINA B COM 69333Y108 49473 1045970 SH DEFINED 01 02 0 1045970 0 P.F. CHANG'S CHINA BISTRO COM 69333Y108 4882 103221 SH DEFINED 01 103221 0 0 P.F. CHANG'S CHINA BISTRO COM 69333Y108 894 18900 SH DEFINED 01 03 0 18900 0 P.F. CHANG'S CHINA BISTRO COM 69333Y108 199 4200 SH DEFINED 01 05 0 4200 0 PIMCO TOTAL RETURN FUND COM 693390726 5723 547116 SH DEFINED 01 03 0 547116 0 PMA CAPITAL CORP A COM 693419202 1397 72400 SH DEFINED 01 72400 0 0 PMA CAPITAL CORP A COM 693419202 116 6000 SH DEFINED 01 05 0 6000 0 PMC-SIERRA COM 69344F106 7854 369427 SH DEFINED 01 369427 0 0 PMC-SIERRA COM 69344F106 1890 88831 SH DEFINED 01 03 0 88831 0 PMC-SIERRA COM 69344F106 4933 232029 SH DEFINED 01 05 0 232029 0 PMC-SIERRA INC COM 69344F106 14152 665620 SH DEFINED 01 02 0 665620 0 PMI GROUP COM 69344M101 10646 158875 SH DEFINED 01 158875 0 0 PMI GROUP COM 69344M101 610 9100 SH DEFINED 01 03 0 9100 0 PMI GROUP COM 69344M101 241 3600 SH DEFINED 01 05 0 3600 0 PNC FINL COM 693475105 318 5655 SH DEFINED 01 5655 0 0 PNC FINL COM 693475105 3920 69744 SH DEFINED 01 03 0 69744 0 PNC FINL COM 693475105 115 2043 SH DEFINED 01 05 0 2043 0 PNM RESOURCES INC COM 69349H107 4947 176971 SH DEFINED 01 176971 0 0 PNM RESOURCES INC COM 69349H107 9 325 SH DEFINED 01 02 0 325 0 PNM RESOURCES INC COM 69349H107 226 8100 SH DEFINED 01 05 0 8100 0 PPG INDS COM 693506107 896 17329 SH DEFINED 01 17329 0 0 PPG INDS COM 693506107 2205 42639 SH DEFINED 01 03 0 42639 0 PPG INDS COM 693506107 63 1211 SH DEFINED 01 05 0 1211 0 PPG INDUSTRIES INC COM 693506107 5365 103708 SH DEFINED 01 02 0 103708 0 PPL COM 69351T106 18114 519795 SH DEFINED 01 519795 0 0 PPL COM 69351T106 1396 40057 SH DEFINED 01 03 0 40057 0 PPL COM 69351T106 89 2554 SH DEFINED 01 05 0 2554 0 PRI AUTOMATION INC COM 69357H106 1 56 SH DEFINED 01 56 0 0 PS BUSINESS PARKS COM 69360J107 3 88 SH DEFINED 01 88 0 0 PSS WORLD MEDICAL COM 69366A100 2 296 SH DEFINED 01 296 0 0 PACCAR INC COM 693718108 238 3611 SH DEFINED 01 3611 0 0 PACCAR INC COM 693718108 1236 18843 SH DEFINED 01 03 0 18843 0 PACCAR INC COM 693718108 36 552 SH DEFINED 01 05 0 552 0 PAC-WEST TELECOMM COM 69371Y101 0 132 SH DEFINED 01 132 0 0 THE WAREHOUSE GROUP LIMITED COM 6939625 1 474 SH DEFINED 01 10 474 0 0 PACIFIC CAP BANCORP COM 69404P101 2 60 SH DEFINED 01 60 0 0 PACIFIC CENT FINL C COM 694058108 62 2420 SH DEFINED 01 2420 0 0 PACIFIC SUNWEAR COM 694873100 1977 96793 SH DEFINED 01 96793 0 0 PACIFIC SUNWEAR COM 694873100 2 80 SH DEFINED 01 02 0 80 0 WESFARMERS COM 6948836 12 752 SH DEFINED 01 10 752 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 16819 1051214 SH DEFINED 01 1051214 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 1359 84984 SH DEFINED 01 05 0 84984 0 PACKAGING CORP OF AMERICA COM 695156109 573 31587 SH DEFINED 01 31587 0 0 PACKETER COM 695210104 0 63 SH DEFINED 01 63 0 0 PACTIV COM 695257105 944 53160 SH DEFINED 01 53160 0 0 PACTIV COM 695257105 694 39113 SH DEFINED 01 03 0 39113 0 PACTIV COM 695257105 20 1146 SH DEFINED 01 05 0 1146 0 WMC COM 6954985 12 2441 SH DEFINED 01 10 2441 0 0 WESTFIELD TR COM 6956312 6 3643 SH DEFINED 01 10 3643 0 0 PALL CORP COM 696429307 57 2343 SH DEFINED 01 2343 0 0 PALL CORP COM 696429307 722 29989 SH DEFINED 01 03 0 29989 0 PALL CORP COM 696429307 21 878 SH DEFINED 01 05 0 878 0 PALM COM 696642107 46 11686 SH DEFINED 01 11686 0 0 PALM COM 696642107 541 139458 SH DEFINED 01 03 0 139458 0 PALM COM 696642107 16 4085 SH DEFINED 01 05 0 4085 0 WING TAI HLDGS COM 6972385 1 2000 SH DEFINED 01 10 2000 0 0 WORLD CO COM 6977971 5 150 SH DEFINED 01 10 150 0 0 PANAMSAT CORP COM 697933109 1727 78906 SH DEFINED 01 78906 0 0 PAN PACIFIC RETAIL PROPERTIES COM 69806L104 1588 55300 SH DEFINED 01 55300 0 0 PAN PACIFIC RETAIL PROPERTIES COM 69806L104 149 5200 SH DEFINED 01 05 0 5200 0 WOOLWORTHS L COM 6981239 15 2579 SH DEFINED 01 10 2579 0 0 PANCANADIAN ENERGY CORPORATION COM 69831A107 0 1 SH DEFINED 01 1 0 0 PANERA BREAD CL A COM 69840W108 4496 86386 SH DEFINED 01 86386 0 0 PANERA BREAD CL A COM 69840W108 198 3800 SH DEFINED 01 05 0 3800 0 PANERA BREAD CO COM 69840W108 4 70 SH DEFINED 01 02 0 70 0 YAMANOUCHI P COM 6985383 26 1000 SH DEFINED 01 10 1000 0 0 YAMAZAKI BAKING COM 6985509 5 1000 SH DEFINED 01 10 1000 0 0 YAMATO TRANS COM 6985565 19 1000 SH DEFINED 01 10 1000 0 0 YASUDA COM 6986063 6 1000 SH DEFINED 01 10 1000 0 0 YOKOGAWA ELE COM 6986427 8 1000 SH DEFINED 01 10 1000 0 0 BK OF YOKOHA COM 6986449 10 3000 SH DEFINED 01 10 3000 0 0 PAPA JOHN COM 698813102 19 703 SH DEFINED 01 703 0 0 PARADYNE NETWORKS COM 69911G107 0 69 SH DEFINED 01 69 0 0 PARAMETRIC TECHNOLOGY COM 699173100 46 5887 SH DEFINED 01 5887 0 0 PARAMETRIC TECHNOLOGY COM 699173100 503 64460 SH DEFINED 01 03 0 64460 0 PARAMETRIC TECHNOLOGY COM 699173100 15 1888 SH DEFINED 01 05 0 1888 0 PAREXEL COM 699462107 1050 73174 SH DEFINED 01 73174 0 0 PARGESA HOLDING AG COM 699470993 117 59 SH DEFINED 01 59 0 0 PARK ELECTROCHEMICAL COM 700416209 6259 237079 SH DEFINED 01 237079 0 0 PARK ELECTROCHEMICAL COM 700416209 4 170 SH DEFINED 01 02 0 170 0 PARK ELECTROCHEMICAL COM 700416209 337 12751 SH DEFINED 01 05 0 12751 0 PARK NATIONAL CORP COM 700658107 5 57 SH DEFINED 01 57 0 0 PARK PLACE ENT COR COM 700690100 84 9176 SH DEFINED 01 9176 0 0 PARKER DRILLING COM 701081101 3 840 SH DEFINED 01 02 0 840 0 PARKER-HANNIFIN COM 701094104 52348 1140218 SH DEFINED 01 1140218 0 0 PARKER-HANNIFIN COM 701094104 569 12400 SH DEFINED 01 02 0 12400 0 PARKER-HANNIFIN COM 701094104 2217 48294 SH DEFINED 01 03 0 48294 0 PARKER-HANNIFIN COM 701094104 2379 51807 SH DEFINED 01 05 0 51807 0 PARMALAT FINANZIARIA COM 701799991 226 83600 SH DEFINED 01 83600 0 0 PORTUCEL EMPRESA PRODUCTORA COM 7018556 1 965 SH DEFINED 01 10 965 0 0 PARTNER COMMUNICATIONS ADR COM 70211M109 1662 242603 SH DEFINED 01 242603 0 0 PARTNER COMMUNICATIONS ADR COM 70211M109 46 6661 SH DEFINED 01 05 0 6661 0 BAYERISCHE HYPO VEREINSBANK COM 7023011 13 410 SH DEFINED 01 10 410 0 0 PATINA OIL AND GAS COM 703224105 1718 62472 SH DEFINED 01 62472 0 0 PATINA OIL AND GAS COM 703224105 1 30 SH DEFINED 01 02 0 30 0 PATHMARK STORES COM 70322A101 2465 99948 SH DEFINED 01 99948 0 0 PATHMARK STORES COM 70322A101 235 9526 SH DEFINED 01 05 0 9526 0 PATHMARK STORES INC COM 70322A101 6 250 SH DEFINED 01 02 0 250 0 PATTERSON DENTAL COM 703412106 87 2122 SH DEFINED 01 2122 0 0 PATTERSON-UTI ENERGY COM 703481101 3316 142337 SH DEFINED 01 142337 0 0 PATTERSON-UTI ENERGY COM 703481101 132 5650 SH DEFINED 01 05 0 5650 0 PAXONET COMMUNICATIONS PRF 704200XX7 1364 967447 SH DEFINED 01 967447 0 0 PAXONET COMMUNICATIONS PRF 704200XX7 1300 921985 SH DEFINED 01 05 0 921985 0 PAXAR CORPORATION COM 704227107 1754 123487 SH DEFINED 01 123487 0 0 PAXSON COMMUNICATION COM 704231109 2 168 SH DEFINED 01 168 0 0 PAXSON COMMUNICATIONS 12.50% P PRF 704231208 39602 41687 SH DEFINED 01 41687 0 0 PAXSON COMMUNICATIONS 12.50% P PRF 704231208 7865 8278 SH DEFINED 01 05 0 8278 0 PAXSON COMMUNICATION PRF 704231505 6 7 SH DEFINED 01 05 0 7 0 PAYCHEX COM 704326107 39106 1116048 SH DEFINED 01 1116048 0 0 PAYCHEX COM 704326107 10021 285986 SH DEFINED 01 03 0 285986 0 PAYCHEX COM 704326107 732 20905 SH DEFINED 01 05 0 20905 0 PAYCHEX INC COM 704326107 117438 3351514 SH DEFINED 01 02 0 3351514 0 PAYLESS SHOESOURCE COM 704379106 40 720 SH DEFINED 01 720 0 0 PEABODY ENERGY CORP COM 704549104 7 247 SH DEFINED 01 247 0 0 PEARSON PLC COM 705010999 47 4068 SH DEFINED 01 4068 0 0 PEC SOLUTIONS COM 705107100 440 11700 SH DEFINED 01 11700 0 0 PECO II COM 705221109 1283 215200 SH DEFINED 01 215200 0 0 PECO II COM 705221109 106 17800 SH DEFINED 01 05 0 17800 0 PEDIATRIX COM 705324101 6 180 SH DEFINED 01 02 0 180 0 PEDIATRIX MEDICAL GROUP COM 705324101 5058 149107 SH DEFINED 01 149107 0 0 PEDIATRIX MEDICAL GROUP COM 705324101 173 5100 SH DEFINED 01 05 0 5100 0 PEGASUS SATELLITE SERIES B PIK PRF 70558A502 12600 17501 SH DEFINED 01 17501 0 0 PEGASUS SATELLITE SERIES B PIK PRF 70558A502 3821 5309 SH DEFINED 01 05 0 5309 0 PEGASUS COMM CORP COM 705904100 4 337 SH DEFINED 01 337 0 0 PEGASUS SOLUTIONS COM 705906105 2 140 SH DEFINED 01 02 0 140 0 PEGASUS SOLUTIONS INC COM 705906105 1727 121602 SH DEFINED 01 121602 0 0 PEGASUS SOLUTIONS INC COM 705906105 64 4500 SH DEFINED 01 05 0 4500 0 SODEXHO ALLI COM 7062713 15 340 SH DEFINED 01 10 340 0 0 PEMSTAR COM 706552106 2328 194000 SH DEFINED 01 194000 0 0 PENAUILLE POLYSERVICES COM 706589991 106 3000 SH DEFINED 01 3000 0 0 NORSKE COM 7070396 5 250 SH DEFINED 01 10 250 0 0 PENFORD CORP COM 707051108 277 22212 SH DEFINED 01 22212 0 0 PENN NATIONAL GAMING COM 707569109 2 80 SH DEFINED 01 02 0 80 0 PENN NATL GAMING COM 707569109 1168 38500 SH DEFINED 01 38500 0 0 PENN NATL GAMING COM 707569109 73 2400 SH DEFINED 01 05 0 2400 0 UNIBAIL SA COM 7076242 5 102 SH DEFINED 01 10 102 0 0 NOVO-NORDISK COM 7077524 41 1000 SH DEFINED 01 10 1000 0 0 PENNEY (JC) COM 708160106 21118 785028 SH DEFINED 01 785028 0 0 PENNEY (JC) COM 708160106 3090 114872 SH DEFINED 01 03 0 114872 0 PENNEY (JC) COM 708160106 573 21298 SH DEFINED 01 05 0 21298 0 AXA COM 7088429 89 4280 SH DEFINED 01 10 4280 0 0 PENNZOIL-QUAKER STAT COM 709323109 42 2893 SH DEFINED 01 2893 0 0 PENTAIR INC COM 709631105 753 20614 SH DEFINED 01 20614 0 0 PENTON MEDIA INC COM 709668107 590 94172 SH DEFINED 01 94172 0 0 GPE BRUXELLE COM 7097328 17 330 SH DEFINED 01 10 330 0 0 PEOPLES BANK COM 710198102 8 393 SH DEFINED 01 393 0 0 NOVARTIS AG COM 7103065 315 8713 SH DEFINED 01 10 8713 0 0 PEUGEOT SA COM 7103526 26 617 SH DEFINED 01 10 617 0 0 NKT HOLDING A/S COM 7106354 1 100 SH DEFINED 01 10 100 0 0 HEINEKEN NV COM 7108048 33 865 SH DEFINED 01 10 865 0 0 ABB LTD COM 7108899 35 3640 SH DEFINED 01 10 3640 0 0 ROCHE HOLDING AG-BEARER COM 7108918 29 357 SH DEFINED 01 10 357 0 0 PEOPLES ENERGY CORP COM 711030106 32 825 SH DEFINED 01 825 0 0 PEOPLES ENERGY CORP COM 711030106 330 8691 SH DEFINED 01 03 0 8691 0 PEOPLES ENERGY CORP COM 711030106 10 254 SH DEFINED 01 05 0 254 0 ROCHE HLDGS COM 7110388 148 2073 SH DEFINED 01 10 2073 0 0 ADECCO SA COM 7110720 27 500 SH DEFINED 01 10 500 0 0 HOLCIM LTD COM 7110764 22 100 SH DEFINED 01 10 100 0 0 INDITEX + COM 7111314 12 632 SH DEFINED 01 10 632 0 0 SUEZ COM 7118047 51 1682 SH DEFINED 01 10 1682 0 0 KUDELSKI SA COM 7121250 7 116 SH DEFINED 01 10 116 0 0 SUEZ LYINNAISE DES EAUX COM 7121391 30 1000 SH DEFINED 01 10 1000 0 0 NESTLE SA COM 7123870 250 1173 SH DEFINED 01 10 1173 0 0 UBS AG COM 7126114 203 4016 SH DEFINED 01 10 4016 0 0 PEOPLE SOFT COM 712713106 28961 720460 SH DEFINED 01 720460 0 0 PEOPLE SOFT COM 712713106 221 5500 SH DEFINED 01 02 0 5500 0 PEOPLE SOFT COM 712713106 2989 74364 SH DEFINED 01 03 0 74364 0 PEOPLE SOFT COM 712713106 30973 770479 SH DEFINED 01 05 0 770479 0 PARMALAT FIN COM 7128369 4 1300 SH DEFINED 01 10 1300 0 0 BENETTON GRO COM 7128563 5 400 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 2598 151497 SH DEFINED 01 151497 0 0 STATOIL ASA COM 7133608 12 1702 SH DEFINED 01 10 1702 0 0 PEPSI BOTTLING GROUP COM 713409100 7238 308039 SH DEFINED 01 308039 0 0 PEPSI BOTTLING GROUP COM 713409100 2061 87699 SH DEFINED 01 03 0 87699 0 PEPSI BOTTLING GROUP COM 713409100 212 9041 SH DEFINED 01 05 0 9041 0 PEPSIAMERICAS INC COM 71343P200 67 4840 SH DEFINED 01 4840 0 0 PEPSICO COM 713448108 37608 772369 SH DEFINED 01 772369 0 0 PEPSICO COM 713448108 341 7005 SH DEFINED 01 02 0 7005 0 PEPSICO COM 713448108 22825 468766 SH DEFINED 01 03 0 468766 0 PEPSICO COM 713448108 1358 27884 SH DEFINED 01 05 0 27884 0 PEREGRINE SYSTEMS COM 71366Q101 12714 857322 SH DEFINED 01 857322 0 0 PEREGRINE SYSTEMS COM 71366Q101 15231 1027040 SH DEFINED 01 02 0 1027040 0 PEREGRINE SYSTEMS COM 71366Q101 860 58000 SH DEFINED 01 03 0 58000 0 PEREGRINE SYSTEMS COM 71366Q101 12892 869340 SH DEFINED 01 05 0 869340 0 PERFORMANCE FOOD COM 713755106 387 10944 SH DEFINED 01 02 0 10944 0 PERFORMANCE FOOD GROUP COM 713755106 15399 437838 SH DEFINED 01 437838 0 0 PERFORMANCE FOOD GROUP COM 713755106 823 23400 SH DEFINED 01 03 0 23400 0 PERFORMANCE FOOD GROUP COM 713755106 3834 109007 SH DEFINED 01 05 0 109007 0 PERICOM SEMICOND COM 713831105 62 4340 SH DEFINED 01 02 0 4340 0 PERICOM SEMICONDUCTOR COM 713831105 5567 383973 SH DEFINED 01 383973 0 0 PERICOM SEMICONDUCTOR COM 713831105 6847 472200 SH DEFINED 01 05 0 472200 0 PERKINELMER COM 714046109 737 21068 SH DEFINED 01 21068 0 0 PERKINELMER COM 714046109 1059 30246 SH DEFINED 01 03 0 30246 0 PERKINELMER COM 714046109 31 886 SH DEFINED 01 05 0 886 0 SKANSKA AB COM 7142091 8 1200 SH DEFINED 01 10 1200 0 0 PEROT SYSTEMS CL A COM 714265105 623 30513 SH DEFINED 01 30513 0 0 PEROT SYSTEMS CL A COM 714265105 53 2600 SH DEFINED 01 05 0 2600 0 PERPETUAL TRUSTEES AUSTRALIA COM 714279999 92 4100 SH DEFINED 01 4100 0 0 PERRIGO COMPANY COM 714290103 28 2386 SH DEFINED 01 2386 0 0 PERRIGO COMPANY COM 714290103 4 340 SH DEFINED 01 02 0 340 0 ENEL SPA COM 7144569 52 9251 SH DEFINED 01 10 9251 0 0 ENI COM 7145056 130 10350 SH DEFINED 01 10 10350 0 0 CEREOL COM 7147319 1 59 SH DEFINED 01 10 59 0 0 DEXIA COM 7147610 17 1152 SH DEFINED 01 10 1152 0 0 RICHEMONT COM 7151116 11 615 SH DEFINED 01 10 615 0 0 LOGITECH INTL. + COM 7151149 5 127 SH DEFINED 01 10 127 0 0 ING GROEP NV COM 7154182 144 5631 SH DEFINED 01 10 5631 0 0 BANCO DI ROMA COM 7154609 6 3000 SH DEFINED 01 10 3000 0 0 CASTORAMA DUBOIS COM 7155613 6 109 SH DEFINED 01 10 109 0 0 PERUSAHAAN OTOMOBIL NASIONAL COM 715655999 2729 1288000 SH DEFINED 01 1288000 0 0 PERUSAHAAN OTOMOBIL NASIONAL COM 715655999 68 32000 SH DEFINED 01 05 0 32000 0 PERVASIVE SOFTWARE COM 715710109 0 55 SH DEFINED 01 55 0 0 CORP MAPFRE COM 7160628 2 426 SH DEFINED 01 10 426 0 0 PETROLEO BRASILEIRO COM 716530555 3828 168502 SH DEFINED 01 168502 0 0 PETROLEO BRASILEIRO COM 716530555 139 6119 SH DEFINED 01 05 0 6119 0 PETROLEO BRASILEIRO ADR COM 71654V408 11300 485000 SH DEFINED 01 485000 0 0 PETROLEO BRASILEIRO ADR COM 71654V408 531 22800 SH DEFINED 01 03 0 22800 0 PETSMART COM 716768106 1277 129795 SH DEFINED 01 129795 0 0 PETSMART COM 716768106 5 520 SH DEFINED 01 02 0 520 0 PETSMART COM 716768106 117 11900 SH DEFINED 01 05 0 11900 0 PSA PEUGEOT CITROEN COM 716825997 7135 167819 SH DEFINED 01 167819 0 0 PSA PEUGEOT CITROEN COM 716825997 9576 225222 SH DEFINED 01 05 0 225222 0 PSA PEUGEOT CITROEN COM 716826995 753 17700 SH DEFINED 01 17700 0 0 PHARMACYCLICS COM 716933106 1 57 SH DEFINED 01 57 0 0 PFEIFFER VACUM TECHNOLOGY AG COM 717070999 133 4250 SH DEFINED 01 4250 0 0 PFIZER COM 717081103 27417 688000 SH DEFINED 01 0 688000 0 PFIZER COM 717081103 1220468 30626538 SH DEFINED 01 30626538 0 0 PFIZER COM 717081103 123197 3091572 SH DEFINED 01 02 0 3091572 0 PFIZER COM 717081103 67224 1686933 SH DEFINED 01 03 0 1686933 0 PFIZER COM 717081103 350302 8790503 SH DEFINED 01 05 0 8790503 0 PFIZER INC COM 717081103 4220 105900 SH DEFINED 11 12 0 105900 0 PFIZER INC COM 717081103 38239 959560 SH DEFINED 11 12 13 0 959560 0 PHARMACEUTICAL PROD COM 717124101 362 11200 SH DEFINED 01 02 0 11200 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 5605 173498 SH DEFINED 01 173498 0 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 8078 250000 SH DEFINED 01 05 0 250000 0 PHARMACEUTICAL RESOURCES COM 717125108 627 18558 SH DEFINED 01 18558 0 0 PHARM HOLDRS TRUST COM 71712A206 15455 156900 SH DEFINED 01 156900 0 0 PHARM HOLDRS TRUST COM 71712A206 197 2000 SH DEFINED 01 02 0 2000 0 PHARM HOLDRS TRUST COM 71712A206 16361 166100 SH DEFINED 01 05 0 166100 0 PHARMACOPEIA COM 71713B104 1 63 SH DEFINED 01 63 0 0 PHARMACOPEIA COM 71713B104 1 100 SH DEFINED 01 02 0 100 0 PHARMACIA COM 71713U102 101838 2387778 SH DEFINED 01 2387778 0 0 PHARMACIA COM 71713U102 14692 344480 SH DEFINED 01 03 0 344480 0 PHARMACIA COM 71713U102 49332 1156687 SH DEFINED 01 05 0 1156687 0 PHARMACIA CORP COM 71713U102 5417 127000 SH DEFINED 01 0 127000 0 PHARMACIA CORP COM 71713U102 6309 147935 SH DEFINED 01 02 0 147935 0 PHARMACIA CORPORATION COM 71713U102 2681 62900 SH DEFINED 11 12 0 62900 0 PHARMACIA CORPORATION COM 71713U102 25800 605200 SH DEFINED 11 12 13 0 605200 0 CREDIT SUISS COM 7171589 147 3450 SH DEFINED 01 10 3450 0 0 PHELPS DODGE COM 717265102 6580 203055 SH DEFINED 01 203055 0 0 PHELPS DODGE COM 717265102 18842 581442 SH DEFINED 01 02 0 581442 0 PHELPS DODGE COM 717265102 697 21522 SH DEFINED 01 03 0 21522 0 PHELPS DODGE COM 717265102 18 566 SH DEFINED 01 05 0 566 0 PHILADELPHIA CONS HD COM 717528103 2323 61609 SH DEFINED 01 61609 0 0 PHILADELPHIA CONS HD COM 717528103 6 160 SH DEFINED 01 02 0 160 0 PHILADELPHIA SUBN COM 718009608 4541 201371 SH DEFINED 01 201371 0 0 PHILADELPHIA SUBN COM 718009608 3 120 SH DEFINED 01 02 0 120 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 6220 209276 SH DEFINED 01 209276 0 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 8017 269715 SH DEFINED 01 03 0 269715 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 8475 285151 SH DEFINED 01 05 0 285151 0 PHILIP MORRIS COM 718154107 509929 11121654 SH DEFINED 01 11121654 0 0 PHILIP MORRIS COM 718154107 41450 903984 SH DEFINED 01 02 0 903984 0 PHILIP MORRIS COM 718154107 27472 599173 SH DEFINED 01 03 0 599173 0 PHILIP MORRIS COM 718154107 77395 1688011 SH DEFINED 01 05 0 1688011 0 SWATCH GROUP COM 7184725 9 100 SH DEFINED 01 10 100 0 0 SWATCH GROUP COM 7184736 8 400 SH DEFINED 01 10 400 0 0 PHILLIPS PETROLEUM COM 718507106 8075 134000 SH DEFINED 01 0 134000 0 PHILLIPS PETROLEUM COM 718507106 76789 1274311 SH DEFINED 01 1274311 0 0 PHILLIPS PETROLEUM COM 718507106 691 11470 SH DEFINED 01 02 0 11470 0 PHILLIPS PETROLEUM COM 718507106 6937 115113 SH DEFINED 01 03 0 115113 0 PHILLIPS PETROLEUM COM 718507106 38946 646310 SH DEFINED 01 05 0 646310 0 PHILLIPS-VAN HEUSEN COM 718592108 2429 222796 SH DEFINED 01 222796 0 0 PHILLIPS-VAN HEUSEN COM 718592108 6 510 SH DEFINED 01 02 0 510 0 PHILLIPS-VAN HEUSEN COM 718592108 103 9444 SH DEFINED 01 05 0 9444 0 SWISS REINSURANCE CO. REGD COM 7189816 89 885 SH DEFINED 01 10 885 0 0 PHOENIX COM 71902E109 3576 193345 SH DEFINED 01 193345 0 0 PHOENIX COM 71902E109 416 22500 SH DEFINED 01 05 0 22500 0 PHOENIX TECHNOLOGY COM 719153108 865 74342 SH DEFINED 01 74342 0 0 PHONETEL TECHNOLOGIES INC COM 71921H505 67 2034800 SH DEFINED 01 2034800 0 0 PHONETEL TECHNOLOGIES INC COM 71921H505 33 1035580 SH DEFINED 01 05 0 1035580 0 PHOTON DYNAMICS COM 719364101 2181 47784 SH DEFINED 01 47784 0 0 PHOTRONICS COM 719405102 5600 178624 SH DEFINED 01 178624 0 0 PHOTRONICS COM 719405102 143 4568 SH DEFINED 01 05 0 4568 0 PHOTRONICS CORP COM 719405102 4 120 SH DEFINED 01 02 0 120 0 PIEDMONT NATURAL GAS COM 720186105 3423 95613 SH DEFINED 01 95613 0 0 PIER 1 IMPORTS COM 720279108 10045 579290 SH DEFINED 01 579290 0 0 PIER 1 IMPORTS COM 720279108 474 27300 SH DEFINED 01 05 0 27300 0 PIER ONE IMPORTS INC COM 720279108 4 240 SH DEFINED 01 02 0 240 0 FAG KUGELFISCHER COM 7212121 1 100 SH DEFINED 01 10 100 0 0 ESSILOR INTL COM 7212477 7 230 SH DEFINED 01 10 230 0 0 PILGRIMS PRIDE COM 721467108 4 320 SH DEFINED 01 02 0 320 0 PINKROCCADE NV COM 723435996 137 6450 SH DEFINED 01 6450 0 0 PINNACLE ENTERTAIN COM 723456109 1 200 SH DEFINED 01 02 0 200 0 PINNACLE ENTERTAINMENT INC COM 723456109 453 75146 SH DEFINED 01 75146 0 0 PINNACLE HLDGS INC COM 72346N101 0 105 SH DEFINED 01 105 0 0 PINNACLE SYSTEMS COM 723481107 1325 166869 SH DEFINED 01 166869 0 0 PINNACLE WEST CAPITAL COM 723484101 15974 381690 SH DEFINED 01 381690 0 0 PINNACLE WEST CAPITAL COM 723484101 870 20781 SH DEFINED 01 03 0 20781 0 PINNACLE WEST CAPITAL COM 723484101 25 608 SH DEFINED 01 05 0 608 0 PIONEER NATURAL RES COM 723787107 695 36100 SH DEFINED 01 02 0 36100 0 PIONEER NATURAL RESOURCES COM 723787107 44657 2318668 SH DEFINED 01 2318668 0 0 PIONEER NATURAL RESOURCES COM 723787107 732 38000 SH DEFINED 01 03 0 38000 0 PIONEER NATURAL RESOURCES COM 723787107 2345 121754 SH DEFINED 01 05 0 121754 0 PIONEER STANDARD COM 723877106 2344 184578 SH DEFINED 01 184578 0 0 PIONEER STANDARD COM 723877106 94 7400 SH DEFINED 01 05 0 7400 0 PIONEER STANDARD ELE COM 723877106 2 180 SH DEFINED 01 02 0 180 0 BILLERUD AB COM 7240371 1 92 SH DEFINED 01 10 92 0 0 PITNEY BOWES COM 724479100 27500 731230 SH DEFINED 01 731230 0 0 PITNEY BOWES COM 724479100 2982 79270 SH DEFINED 01 03 0 79270 0 PITNEY BOWES COM 724479100 1729 45958 SH DEFINED 01 05 0 45958 0 PITTSTON BRINKS GRP COM 725701106 43 1938 SH DEFINED 01 1938 0 0 PIXAR COM 725811103 8 223 SH DEFINED 01 223 0 0 PIXELWORKS COM 72581M107 1 79 SH DEFINED 01 79 0 0 PLACER DOME COM 725906101 2245 205780 SH DEFINED 01 205780 0 0 PLACER DOME COM 725906101 880 80617 SH DEFINED 01 03 0 80617 0 PLACER DOME COM 725906101 26 2362 SH DEFINED 01 05 0 2362 0 PLAINS RESOURCES INC COM 726540503 1692 68751 SH DEFINED 01 68751 0 0 FORTIS GROUP COM 7266139 54 2082 SH DEFINED 01 10 2082 0 0 PLANAR SYSTEMS COM 726900103 2398 113640 SH DEFINED 01 113640 0 0 PLANAR SYSTEMS COM 726900103 155 7360 SH DEFINED 01 05 0 7360 0 PLANAR SYSTEMS INC COM 726900103 3 120 SH DEFINED 01 02 0 120 0 PLANTRONICS COM 727493108 3025 117972 SH DEFINED 01 117972 0 0 PLANTRONICS COM 727493108 4 150 SH DEFINED 01 02 0 150 0 PLANTRONICS COM 727493108 174 6790 SH DEFINED 01 05 0 6790 0 PLATO LEARNING COM 72764Y100 1262 76000 SH DEFINED 01 76000 0 0 PLAYBOY ENTERPRISES COM 728117300 1 86 SH DEFINED 01 86 0 0 PLAYTEX PRODUCTS COM 72813P100 54 5523 SH DEFINED 01 5523 0 0 PLEXUS COM 729132100 3980 149860 SH DEFINED 01 149860 0 0 PLEXUS COM 729132100 169 6380 SH DEFINED 01 05 0 6380 0 PLEXUS CORP COM 729132100 6 210 SH DEFINED 01 02 0 210 0 PLUG PWR INC COM 72919P103 3 325 SH DEFINED 01 325 0 0 PLUM CREEK TIMBER COM 729251108 941 33218 SH DEFINED 01 33218 0 0 POGO PRODUCING COM 730448107 27892 1061759 SH DEFINED 01 1061759 0 0 POGO PRODUCING COM 730448107 3389 129000 SH DEFINED 01 03 0 129000 0 POGO PRODUCING COM 730448107 449 17092 SH DEFINED 01 05 0 17092 0 POGO PRODUCING CO COM 730448107 41891 1594557 SH DEFINED 01 02 0 1594557 0 POHANG IRON & STEEL COM 730455995 4785 51520 SH DEFINED 01 51520 0 0 POHANG IRON & STEEL COM 730455995 130 1400 SH DEFINED 01 05 0 1400 0 POLARIS INDS INC COM 731068102 4383 75887 SH DEFINED 01 75887 0 0 POLARIS INDS INC COM 731068102 3 50 SH DEFINED 01 02 0 50 0 POLAROID CORP COM 731095105 0 96 SH DEFINED 01 96 0 0 POLO RALPH LAUREN COM 731572103 10 384 SH DEFINED 01 384 0 0 POLYCOM COM 73172K104 496 14417 SH DEFINED 01 14417 0 0 POLYMEDICA COM 731738100 603 36303 SH DEFINED 01 36303 0 0 POLYMER COM 731745105 0 116 SH DEFINED 01 116 0 0 POLYONE CORP COM 73179P106 2716 277135 SH DEFINED 01 277135 0 0 POMEROY COMPUTER RES COM 731822102 756 56000 SH DEFINED 01 56000 0 0 POMEROY COMPUTER RES COM 731822102 4 260 SH DEFINED 01 02 0 260 0 POMEROY COMPUTER RES COM 731822102 59 4400 SH DEFINED 01 05 0 4400 0 POPE & TALBOT COM 732827100 656 46052 SH DEFINED 01 46052 0 0 POPULAR INC COM 733174106 9 312 SH DEFINED 01 312 0 0 PORTAL SOFTWARE COM 736126103 646 310413 SH DEFINED 01 310413 0 0 PORTAL SOFTWARE COM 736126103 12375 5949570 SH DEFINED 01 02 0 5949570 0 PORTAL SOFTWARE COM 736126103 165 79250 SH DEFINED 01 03 0 79250 0 PORTERA SERIES G PRF 736400XX5 973 1871644 SH DEFINED 01 1871644 0 0 PORTERA SERIES G PRF 736400XX5 1239 2382091 SH DEFINED 01 05 0 2382091 0 PORTUGAL TELECOM SGPS COM 737260992 7630 979384 SH DEFINED 01 979384 0 0 PORTUGAL TELECOM SGPS COM 737260992 10207 1310013 SH DEFINED 01 05 0 1310013 0 POST PROPERTIES COM 737464107 3 89 SH DEFINED 01 89 0 0 POTLATCH CORP COM 737628107 31 1064 SH DEFINED 01 1064 0 0 POTOMAC ELEC POWER COM 737679100 74 3288 SH DEFINED 01 3288 0 0 POWELL IND INC COM 739128106 1239 66000 SH DEFINED 01 66000 0 0 POWELL IND INC COM 739128106 2 100 SH DEFINED 01 02 0 100 0 POWELL IND INC COM 739128106 69 3700 SH DEFINED 01 05 0 3700 0 POWER INTEGRATIONS COM 739276103 1883 82440 SH DEFINED 01 82440 0 0 POWER-ONE COM 739308104 2436 234111 SH DEFINED 01 234111 0 0 POWER-ONE COM 739308104 202 19359 SH DEFINED 01 03 0 19359 0 POWER-ONE COM 739308104 6634 637267 SH DEFINED 01 05 0 637267 0 POWERWAVE COM 739363109 4 210 SH DEFINED 01 02 0 210 0 POWERWAVE TECHNOLOGIES COM 739363109 2630 152208 SH DEFINED 01 152208 0 0 POWERWAVE TECHNOLOGIES COM 739363109 142 8200 SH DEFINED 01 05 0 8200 0 PRACTICWORKS INC COM 739419109 0 25 SH DEFINED 01 25 0 0 PRAECIS PHARMACEUTIC COM 739421105 1 135 SH DEFINED 01 135 0 0 PRAXAIR COM 74005P104 19466 352325 SH DEFINED 01 352325 0 0 PRAXAIR COM 74005P104 3298 59692 SH DEFINED 01 03 0 59692 0 PRAXAIR COM 74005P104 495 8957 SH DEFINED 01 05 0 8957 0 PRE PAID LEGAL SVCS COM 740065107 1380 63026 SH DEFINED 01 63026 0 0 PRECISION CASTPARTS COM 740189105 46 1622 SH DEFINED 01 1622 0 0 PRECISION DRILLING CORP COM 740220991 39 1500 SH DEFINED 01 1500 0 0 PRECISION DRILLING COM 74022D100 2672 103500 SH DEFINED 01 103500 0 0 PRECISION DRILLING COM 74022D100 395 15300 SH DEFINED 01 05 0 15300 0 PREDICTIVE SYSTEMS COM 74036W102 0 76 SH DEFINED 01 76 0 0 PRENTISS COM 740706106 3 95 SH DEFINED 01 95 0 0 PRESIDENTIAL LIFE CO COM 740884101 1778 86461 SH DEFINED 01 86461 0 0 PRICE COMMUNICATIONS COM 741437305 3068 160702 SH DEFINED 01 160702 0 0 PRICE COMMUNICATIONS COM 741437305 4 200 SH DEFINED 01 02 0 200 0 PRICE COMMUNICATIONS COM 741437305 174 9100 SH DEFINED 01 05 0 9100 0 T ROWE PRICE COM 74144T108 86 2448 SH DEFINED 01 2448 0 0 T ROWE PRICE COM 74144T108 1053 30312 SH DEFINED 01 03 0 30312 0 T ROWE PRICE COM 74144T108 31 888 SH DEFINED 01 05 0 888 0 PRICELINE.COM COM 741503106 1426 245014 SH DEFINED 01 245014 0 0 PRICELINE.COM COM 741503106 2 260 SH DEFINED 01 02 0 260 0 PRICELINE.COM COM 741503106 51 8700 SH DEFINED 01 05 0 8700 0 PRIDE INTL COM 74153Q102 605 40116 SH DEFINED 01 40116 0 0 PRIME SUCCESSION COM 741572101 1989 1420781 SH DEFINED 01 1420781 0 0 PRIME SUCCESSION COM 741572101 29 21041 SH DEFINED 01 02 0 21041 0 PRIME SUCCESSION COM 741572101 533 381361 SH DEFINED 01 05 0 381361 0 PRIMEDIA INC COM 74157K101 3 764 SH DEFINED 01 764 0 0 PRIMUS KNOWLEDGE COM 74163Q100 0 44 SH DEFINED 01 44 0 0 PRIMA ENERGY COM 741901201 816 37512 SH DEFINED 01 37512 0 0 PRIME HOSPITALITY CO COM 741917108 1459 132006 SH DEFINED 01 132006 0 0 PRIMUS TELECOMMUNICATIONS GROU COM 741929103 62 95299 SH DEFINED 01 95299 0 0 PRINCETON REVIEW INC COM 742352107 184 24000 SH DEFINED 01 24000 0 0 PRINCETON REVIEW INC COM 742352107 5 550 SH DEFINED 01 02 0 550 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 26743 1114271 SH DEFINED 01 1114271 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 23 958 SH DEFINED 01 05 0 958 0 PRIORITY HEALTHCARE CL B COM 74264T102 7472 212335 SH DEFINED 01 212335 0 0 PRIORITY HEALTHCARE CL B COM 74264T102 113 3200 SH DEFINED 01 05 0 3200 0 PROASSURANCE COM 74267C106 829 47184 SH DEFINED 01 47184 0 0 PROASSURANCE COM 74267C106 63 3600 SH DEFINED 01 05 0 3600 0 PROCTER & GAMBLE COM 742718109 227605 2876337 SH DEFINED 01 2876337 0 0 PROCTER & GAMBLE COM 742718109 36341 459252 SH DEFINED 01 02 0 459252 0 PROCTER & GAMBLE COM 742718109 27403 346306 SH DEFINED 01 03 0 346306 0 PROCTER & GAMBLE COM 742718109 49040 619755 SH DEFINED 01 05 0 619755 0 PROCTER & GAMBLE COM 742718109 2216 28000 SH DEFINED 11 12 0 28000 0 PROCTER & GAMBLE COM 742718109 18516 234000 SH DEFINED 11 12 13 0 234000 0 PROFIT RECOVERY COM 743168106 1175 144126 SH DEFINED 01 144126 0 0 PROGRESS ENERGY INC COM 743263105 30551 678457 SH DEFINED 01 678457 0 0 PROGRESS ENERGY INC COM 743263105 2657 59005 SH DEFINED 01 03 0 59005 0 PROGRESS ENERGY INC COM 743263105 161 3574 SH DEFINED 01 05 0 3574 0 PROGRESS ENERGY INC-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0 PROGRESS SOFTWARE CO COM 743312100 1812 104895 SH DEFINED 01 104895 0 0 PROGRESSIVE CORP COM 743315103 3564 23865 SH DEFINED 01 23865 0 0 PROGRESSIVE CORP COM 743315103 7637 51155 SH DEFINED 01 03 0 51155 0 PROGRESSIVE CORP COM 743315103 13516 90527 SH DEFINED 01 05 0 90527 0 PROMISE COM 743400996 2931 54200 SH DEFINED 01 54200 0 0 PROMISE COM 743400996 693 12800 SH DEFINED 01 03 0 12800 0 PROMISE COM 743400996 3657 67600 SH DEFINED 01 05 0 67600 0 PROLOGIS TRUST COM 743410102 9 399 SH DEFINED 01 399 0 0 PROQUEST CO COM 74346P102 917 27061 SH DEFINED 01 27061 0 0 PROQUEST CO COM 74346P102 58 1700 SH DEFINED 01 05 0 1700 0 PROSEGUR DE SEGURIDAD COM 743555997 81 6000 SH DEFINED 01 6000 0 0 PROTECTIVE LIFE COM 743674103 1018 35173 SH DEFINED 01 35173 0 0 PROTECTIVE LIFE COM 743674103 27111 937108 SH DEFINED 01 03 0 937108 0 NOBEX SERIES E 2.50% PRF 743690XX2 5000 2000000 SH DEFINED 01 2000000 0 0 NOBEX SERIES E 2.50% PRF 743690XX2 10000 4000000 SH DEFINED 01 05 0 4000000 0 PROTEIN DESIGN LABS COM 74369L103 1929 58584 SH DEFINED 01 58584 0 0 PROVELL CL A COM 74372Y100 73 44400 SH DEFINED 01 44400 0 0 PROVIDENT BANKSHARES COM 743859100 1834 75469 SH DEFINED 01 75469 0 0 PROVIDENT FINL COM 743866105 41 1589 SH DEFINED 01 1589 0 0 PRUDENTIAL ORDS COM 743900995 70 6077 SH DEFINED 01 6077 0 0 PROVINCE HEALTHCARE COM 743977100 4717 152837 SH DEFINED 01 152837 0 0 PROVINCE HEALTHCARE COM 743977100 3 90 SH DEFINED 01 02 0 90 0 PROVIDIAN FIN COM 74406A102 540 152000 SH DEFINED 01 0 152000 0 PROVIDIAN FIN COM 74406A102 7570 2131620 SH DEFINED 01 02 0 2131620 0 PROVIDIAN FINANCIAL COM 74406A102 11437 3221804 SH DEFINED 01 3221804 0 0 PROVIDIAN FINANCIAL COM 74406A102 285 80231 SH DEFINED 01 03 0 80231 0 PROVIDIAN FINANCIAL COM 74406A102 7 2044 SH DEFINED 01 05 0 2044 0 PROXIM COM 744284100 3369 339608 SH DEFINED 01 339608 0 0 PROXIM COM 744284100 158 15954 SH DEFINED 01 05 0 15954 0 PROXIM INC COM 744284100 3 270 SH DEFINED 01 02 0 270 0 PRUDENTIAL FINANCIAL PRF 744320201 5482 94200 SH DEFINED 01 94200 0 0 PRUDENTIAL FINANCIAL PRF 744320201 3247 55800 SH DEFINED 01 05 0 55800 0 PTT EXPLORATION COM 744445990 3031 1197000 SH DEFINED 01 1197000 0 0 PTT EXPLORATION COM 744445990 80 31400 SH DEFINED 01 05 0 31400 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 59876 1419204 SH DEFINED 01 1419204 0 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 2368 56138 SH DEFINED 01 03 0 56138 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 147 3492 SH DEFINED 01 05 0 3492 0 PUBLIC STORAGE COM 74460D109 7 201 SH DEFINED 01 201 0 0 PUGET ENERGY INC COM 745310102 64 2901 SH DEFINED 01 2901 0 0 PULTE HOMES COM 745867101 50 1136 SH DEFINED 01 1136 0 0 PULTE HOMES COM 745867101 646 14467 SH DEFINED 01 03 0 14467 0 PULTE HOMES COM 745867101 19 424 SH DEFINED 01 05 0 424 0 PUMATECH INC COM 745887109 0 92 SH DEFINED 01 92 0 0 PURCHASEPRO.COM INC COM 746144104 0 348 SH DEFINED 01 348 0 0 PURE RES INC COM 74622E102 6 281 SH DEFINED 01 281 0 0 QANTAS AIRLINES LTD AU;QAN COM 747269991 1162 617000 SH DEFINED 01 03 0 617000 0 QRS CORP COM 74726X105 649 46037 SH DEFINED 01 46037 0 0 QLOGIC COM 747277101 998 22406 SH DEFINED 01 22406 0 0 QLOGIC COM 747277101 1013 22749 SH DEFINED 01 03 0 22749 0 QLOGIC COM 747277101 30 667 SH DEFINED 01 05 0 667 0 QUAKER CHEMICAL CORP COM 747316107 555 26921 SH DEFINED 01 26921 0 0 QUAKER CITY BANCORP COM 74731K106 627 21000 SH DEFINED 01 21000 0 0 QUAKER CITY BANCORP COM 74731K106 5 170 SH DEFINED 01 02 0 170 0 QUAKER CITY BANCORP COM 74731K106 57 1900 SH DEFINED 01 05 0 1900 0 QUALCOMM COM 747525103 27228 539165 SH DEFINED 01 539165 0 0 QUALCOMM COM 747525103 337 6669 SH DEFINED 01 02 0 6669 0 QUALCOMM COM 747525103 9877 195582 SH DEFINED 01 03 0 195582 0 QUALCOMM COM 747525103 435 8599 SH DEFINED 01 05 0 8599 0 QUALCOMM COM 747525103 273 5400 SH DEFINED 11 12 0 5400 0 QUANTA COMPUTER COM 747610996 4760 1461000 SH DEFINED 01 1461000 0 0 QUANEX CORP COM 747620102 1117 39470 SH DEFINED 01 39470 0 0 QUANTA SERVICES INC COM 74762E102 33 2152 SH DEFINED 01 2152 0 0 QUANTUM CORP COM 747906204 48 4914 SH DEFINED 01 4914 0 0 QUEBECOR WORLD COM 748203999 21 950 SH DEFINED 01 950 0 0 QUEST DIAGNOSTICS COM 74834L100 31442 438477 SH DEFINED 01 438477 0 0 QUEST DIAGNOSTICS COM 74834L100 26968 376113 SH DEFINED 01 02 0 376113 0 QUEST DIAGNOSTICS COM 74834L100 176 2450 SH DEFINED 01 03 0 2450 0 QUEST DIAGNOSTICS COM 74834L100 36508 509100 SH DEFINED 01 05 0 509100 0 QUEST SOFTWARE COM 74834T103 353 15966 SH DEFINED 01 15966 0 0 QUESTAR COM 748356102 31024 1238488 SH DEFINED 01 1238488 0 0 QUICKSILVER INC COM 74838C106 1175 68309 SH DEFINED 01 68309 0 0 QUINTILES TRANSNATIO COM 748767100 38 2373 SH DEFINED 01 2373 0 0 QUINTILES TRANSNATIO COM 748767100 472 29367 SH DEFINED 01 03 0 29367 0 QUINTILES TRANSNATIO COM 748767100 14 861 SH DEFINED 01 05 0 861 0 QUIXOTE COM 749056107 1164 61289 SH DEFINED 01 61289 0 0 QUIXOTE COM 749056107 69 3611 SH DEFINED 01 05 0 3611 0 QUIXOTE CORP COM 749056107 3 160 SH DEFINED 01 02 0 160 0 QWEST COMM INTL INC COM 749121109 7280 515222 SH DEFINED 01 515222 0 0 QWEST COMM INTL INC COM 749121109 6258 442883 SH DEFINED 01 03 0 442883 0 QWEST COMM INTL INC COM 749121109 356 25176 SH DEFINED 01 05 0 25176 0 R & G FINANCIAL CL B COM 749136107 2235 130419 SH DEFINED 01 130419 0 0 R & G FINANCIAL CL B COM 749136107 155 9031 SH DEFINED 01 05 0 9031 0 R & G FINANCIAL CORP COM 749136107 7 410 SH DEFINED 01 02 0 410 0 QUOVADX INC COM 74913K106 31 3458 SH DEFINED 01 3458 0 0 RCN CORP COM 749361101 1 357 SH DEFINED 01 357 0 0 DONNELLEY (RH) COM 74955W307 4178 143809 SH DEFINED 01 143809 0 0 DONNELLEY (RH) COM 74955W307 267 9200 SH DEFINED 01 05 0 9200 0 RH DONNELLEY CORP COM 74955W307 5 180 SH DEFINED 01 02 0 180 0 RGS ENERGY GROUP INC COM 74956K104 3852 102448 SH DEFINED 01 102448 0 0 RLI CORP COM 749607107 1302 28943 SH DEFINED 01 28943 0 0 RLI CORP COM 749607107 5 110 SH DEFINED 01 02 0 110 0 RPM INC OHIO COM 749685103 52 3581 SH DEFINED 01 3581 0 0 RSA SECURITY COM 749719100 1437 82339 SH DEFINED 01 82339 0 0 RTL GROUP COM 749735999 147 3750 SH DEFINED 01 3750 0 0 RTI INTL METALS COM 74973W107 2339 235113 SH DEFINED 01 235113 0 0 RTI INTL METALS COM 74973W107 3 280 SH DEFINED 01 02 0 280 0 RTI INTL METALS COM 74973W107 108 10811 SH DEFINED 01 05 0 10811 0 RWE COM 749750998 5964 157770 SH DEFINED 01 157770 0 0 RWE COM 749750998 8099 214282 SH DEFINED 01 05 0 214282 0 RMH TELESERVICES COM 749938106 764 40000 SH DEFINED 01 40000 0 0 RF MICRO DEVICES COM 749941100 37419 1945867 SH DEFINED 01 1945867 0 0 RF MICRO DEVICES COM 749941100 638 33200 SH DEFINED 01 03 0 33200 0 RF MICRO DEVICES COM 749941100 13374 695500 SH DEFINED 01 05 0 695500 0 RF MICRO DEVICES INC COM 749941100 33874 1761450 SH DEFINED 01 02 0 1761450 0 RADIAN GROUP COM 750236101 9382 218445 SH DEFINED 01 218445 0 0 RADIAN GROUP COM 750236101 490 11400 SH DEFINED 01 03 0 11400 0 RADIAN GROUP COM 750236101 189 4400 SH DEFINED 01 05 0 4400 0 RADIANT SYSTEMS COM 75025N102 929 80796 SH DEFINED 01 80796 0 0 RADIANT SYSTEMS COM 75025N102 3 230 SH DEFINED 01 02 0 230 0 RADIO ONE CL A COM 75040P108 1 44 SH DEFINED 01 44 0 0 RADIO ONE CL A COM 75040P108 3694 200000 SH DEFINED 01 05 0 200000 0 RADIO ONE CL D COM 75040P405 612 34000 SH DEFINED 01 34000 0 0 RADIOSHACK COM 750438103 8694 288846 SH DEFINED 01 288846 0 0 RADIOSHACK COM 750438103 1789 59407 SH DEFINED 01 03 0 59407 0 RADIOSHACK COM 750438103 220 7289 SH DEFINED 01 05 0 7289 0 RADISYS COM 750459109 1007 51196 SH DEFINED 01 51196 0 0 RAILAMERICA COM 750753105 1459 101000 SH DEFINED 01 101000 0 0 RAINBOW TECHNOLOGIES COM 750862104 1508 203902 SH DEFINED 01 203902 0 0 RAINBOW TECHNOLOGIES COM 750862104 3 450 SH DEFINED 01 02 0 450 0 RAINBOW TECHNOLOGIES COM 750862104 62 8400 SH DEFINED 01 05 0 8400 0 RAINDANCE COMMUNICATIONS COM 75086X106 628 110000 SH DEFINED 01 110000 0 0 RAMBUS INC COM 750917106 4 504 SH DEFINED 01 504 0 0 RALCORP HOLDINGS INC COM 751028101 2004 88311 SH DEFINED 01 88311 0 0 RALCORP HOLDINGS INC COM 751028101 6 250 SH DEFINED 01 02 0 250 0 RANGE RESOURCES COM 75281A109 596 131000 SH DEFINED 01 131000 0 0 RANGE RESOURCES COM 75281A109 5 1140 SH DEFINED 01 02 0 1140 0 RANGE RESOURCES COM 75281A109 56 12300 SH DEFINED 01 05 0 12300 0 LONGHORN STEAK COM 753820109 4 170 SH DEFINED 01 02 0 170 0 RARE HOSPITALITY INTL COM 753820109 3504 155435 SH DEFINED 01 155435 0 0 RARE HOSPITALITY INTL COM 753820109 127 5634 SH DEFINED 01 05 0 5634 0 RARE MEDIUM GROUP IN COM 75382N109 0 77 SH DEFINED 01 77 0 0 RIUNIONE ADRIATICA DI SICURTA COM 754050995 776 65838 SH DEFINED 01 65838 0 0 RATIONAL SOFTWARE COM 75409P202 12038 617328 SH DEFINED 01 617328 0 0 RATIONAL SOFTWARE COM 75409P202 142 7300 SH DEFINED 01 02 0 7300 0 RATIONAL SOFTWARE COM 75409P202 17562 900600 SH DEFINED 01 05 0 900600 0 RAYMOND JAMES FIN COM 754730109 8 230 SH DEFINED 01 02 0 230 0 RAYMOND JAMES FINANCIAL COM 754730109 10778 303428 SH DEFINED 01 303428 0 0 RAYMOND JAMES FINANCIAL COM 754730109 337 9500 SH DEFINED 01 05 0 9500 0 RAYONIER COM 754907103 45 878 SH DEFINED 01 878 0 0 RAYONIER COM 754907103 9 180 SH DEFINED 01 02 0 180 0 RAYOVAC CORP COM 755081106 2 90 SH DEFINED 01 90 0 0 RAYTHEON COM 755111507 20514 631811 SH DEFINED 01 631811 0 0 RAYTHEON COM 755111507 3117 95981 SH DEFINED 01 03 0 95981 0 RAYTHEON COM 755111507 108 3334 SH DEFINED 01 05 0 3334 0 RAZORFISH INC COM 755236106 0 421 SH DEFINED 01 421 0 0 READ RITE COM 755246105 225 34000 SH DEFINED 01 0 34000 0 READ RITE COM 755246105 2327 352082 SH DEFINED 01 352082 0 0 READERS DIGEST ASSN COM 755267101 79 3418 SH DEFINED 01 3418 0 0 REALNETWORKS INC COM 75605L104 4 702 SH DEFINED 01 702 0 0 REALITY INCOME CORP COM 756109104 3 89 SH DEFINED 01 89 0 0 RECKSON ASSOCIATES REALTY COM 75621K106 1173 50212 SH DEFINED 01 50212 0 0 RECKSON ASSOCIATES REALTY COM 75621K106 103 4400 SH DEFINED 01 05 0 4400 0 RECKITT BENCKIS COM 756220992 143 9797 SH DEFINED 01 9797 0 0 RED ELECTRICA DE ESPANA COM 756499992 183 19700 SH DEFINED 01 19700 0 0 RED HAT COM 756577102 362 50958 SH DEFINED 01 50958 0 0 REALTEK SEMI COM 756600995 4628 947000 SH DEFINED 01 947000 0 0 REDBACK NETWORKS COM 757209101 1 308 SH DEFINED 01 308 0 0 REEBOK INTERNATIONAL COM 758110100 10289 388261 SH DEFINED 01 388261 0 0 REEBOK INTERNATIONAL COM 758110100 383 14462 SH DEFINED 01 03 0 14462 0 REEBOK INTERNATIONAL COM 758110100 11 424 SH DEFINED 01 05 0 424 0 REED INTERNATIO COM 758212708 564 68029 SH DEFINED 01 68029 0 0 REGAL BELOIT COM 758750103 1344 61656 SH DEFINED 01 61656 0 0 REGENCY CENTERS CORP COM 758849103 10 373 SH DEFINED 01 373 0 0 REGENERON PHARMACEUT COM 75886F107 3 100 SH DEFINED 01 02 0 100 0 REGENERON PHARMACEUTICALS COM 75886F107 5699 202376 SH DEFINED 01 202376 0 0 REGENERON PHARMACEUTICALS COM 75886F107 121 4300 SH DEFINED 01 05 0 4300 0 REGENERATION TECHNOLOGIES COM 75886N100 935 91800 SH DEFINED 01 91800 0 0 REGIS CORP MINN COM 758932107 3194 123894 SH DEFINED 01 123894 0 0 REGIS CORP MINN COM 758932107 5 190 SH DEFINED 01 02 0 190 0 REGIONS FINL CORP COM 758940100 138 4598 SH DEFINED 01 4598 0 0 REGIONS FINL CORP COM 758940100 1677 55838 SH DEFINED 01 03 0 55838 0 REGIONS FINL CORP COM 758940100 49 1635 SH DEFINED 01 05 0 1635 0 REHABCARE GROUP INC COM 759148109 1512 51078 SH DEFINED 01 51078 0 0 REGISTER.COM COM 75914G101 1702 148000 SH DEFINED 01 148000 0 0 REGISTER.COM COM 75914G101 3 250 SH DEFINED 01 02 0 250 0 REGISTER.COM COM 75914G101 99 8600 SH DEFINED 01 05 0 8600 0 REINSURANCE GROUP OF AMERICA COM 759351109 3426 102942 SH DEFINED 01 102942 0 0 REINSURANCE GROUP OF AMERICA COM 759351109 270 8100 SH DEFINED 01 05 0 8100 0 RELIANCE INDS GDR 144A COM 759470107 2466 181338 SH DEFINED 01 181338 0 0 RELIANCE INDS GDR 144A COM 759470107 73 5370 SH DEFINED 01 05 0 5370 0 RELIANCE STEEL & ALU COM 759509102 6 230 SH DEFINED 01 02 0 230 0 RELIANCE STEEL & ALUMINUM COM 759509102 5068 193056 SH DEFINED 01 193056 0 0 RELIANCE STEEL & ALUMINUM COM 759509102 244 9290 SH DEFINED 01 05 0 9290 0 RELIANT RESOURCES COM 75952B105 4 251 SH DEFINED 01 251 0 0 RELIANT ENERGY COM 75952J108 3446 129968 SH DEFINED 01 129968 0 0 RELIANT ENERGY COM 75952J108 2137 80603 SH DEFINED 01 03 0 80603 0 RELIANT ENERGY COM 75952J108 131 4945 SH DEFINED 01 05 0 4945 0 REMEC COM 759543101 3392 339512 SH DEFINED 01 339512 0 0 REMEC COM 759543101 208 20783 SH DEFINED 01 05 0 20783 0 REMEC INC COM 759543101 7 670 SH DEFINED 01 02 0 670 0 REMINGTON OIL & GAS COM 759594302 3830 221375 SH DEFINED 01 221375 0 0 REMINGTON OIL & GAS COM 759594302 3 170 SH DEFINED 01 02 0 170 0 REMINGTON OIL & GAS COM 759594302 190 10993 SH DEFINED 01 05 0 10993 0 RENAISSANCE LEARNING COM 75968L105 156 5121 SH DEFINED 01 5121 0 0 SAMSUNG E MECHANICS COM 759800998 2479 74340 SH DEFINED 01 74340 0 0 SAMSUNG E MECHANICS COM 759800998 65 1960 SH DEFINED 01 05 0 1960 0 RENAL CARE GROUP COM 759930100 4982 155230 SH DEFINED 01 155230 0 0 RENAL CARE GROUP COM 759930100 5 160 SH DEFINED 01 02 0 160 0 RENT-A-CENTER COM 76009N100 608 18112 SH DEFINED 01 18112 0 0 RENT-A-CENTER INC COM 76009N100 2 50 SH DEFINED 01 02 0 50 0 RENTOKIL INITIAL COM 760101998 8861 2205919 SH DEFINED 01 2205919 0 0 RENTOKIL INITIAL COM 760101998 3498 870738 SH DEFINED 01 03 0 870738 0 RENTOKIL INITIAL COM 760101998 11510 2865412 SH DEFINED 01 05 0 2865412 0 REPSOL-YPF COM 760260992 220 15100 SH DEFINED 01 15100 0 0 REPUBLIC BANCORP COM 760282103 1801 130015 SH DEFINED 01 130015 0 0 REPUBLIC BANCORP COM 760282103 7 506 SH DEFINED 01 02 0 506 0 REPUBLIC BANCORP COM 760282103 174 12540 SH DEFINED 01 05 0 12540 0 REPUBLIC SERVICES COM 760759100 8862 443759 SH DEFINED 01 443759 0 0 REPUBLIC SERVICES COM 760759100 561 28100 SH DEFINED 01 03 0 28100 0 REPUBLIC SERVICES COM 760759100 218 10900 SH DEFINED 01 05 0 10900 0 RANBAXY LABORATORIES COM 760990994 2293 160167 SH DEFINED 01 160167 0 0 RANBAXY LABORATORIES COM 760990994 61 4257 SH DEFINED 01 05 0 4257 0 RESMED INC COM 761152107 5083 94266 SH DEFINED 01 94266 0 0 RESPIRONICS COM 761230101 7622 220054 SH DEFINED 01 220054 0 0 RESPIRONICS COM 761230101 298 8600 SH DEFINED 01 05 0 8600 0 RESPIRONICS INC COM 761230101 6 170 SH DEFINED 01 02 0 170 0 RETAIL EXCHANGE.COM PRF 761270XX0 0 1257143 SH DEFINED 01 05 0 1257143 0 RETEK COM 76128Q109 924 30934 SH DEFINED 01 30934 0 0 REYNOLDS & REYNOLDS COM 761695105 61 2508 SH DEFINED 01 2508 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 2421 42995 SH DEFINED 01 42995 0 0 RHOEN-KLINIKUM AG VORZUG COM 762420990 193 3757 SH DEFINED 01 3757 0 0 RHOEN-KLINIKUM AG COM 762421998 104 2000 SH DEFINED 01 2000 0 0 RIGGS NATL CORP WASH COM 766570105 1176 84154 SH DEFINED 01 84154 0 0 RIGHT MANAGEMENT CON COM 766573109 1730 100000 SH DEFINED 01 100000 0 0 RIGHT MANAGEMENT CON COM 766573109 2 130 SH DEFINED 01 02 0 130 0 RIGHT MANAGEMENT CON COM 766573109 161 9300 SH DEFINED 01 05 0 9300 0 RIGHTCHOICE MANAGED CARE COM 76657T102 9 125 SH DEFINED 01 125 0 0 RIO TINTO COM 767208994 16383 855363 SH DEFINED 01 855363 0 0 RIO TINTO COM 767208994 23668 1235724 SH DEFINED 01 05 0 1235724 0 RITE AID COM 767754104 121 24000 SH DEFINED 01 0 24000 0 RITE AID COM 767754104 6 1124 SH DEFINED 01 1124 0 0 RIVERSTONE NETWORKS COM 769320102 2409 145153 SH DEFINED 01 145153 0 0 ROADWAY CORPORATION COM 769742107 2476 67489 SH DEFINED 01 67489 0 0 ROBBINS & MYERS INC RBN COM 770196103 812 34688 SH DEFINED 01 34688 0 0 ROBERT HALF INTL COM 770323103 117712 4408683 SH DEFINED 01 4408683 0 0 ROBERT HALF INTL COM 770323103 4429 165860 SH DEFINED 01 03 0 165860 0 ROBERT HALF INTL COM 770323103 31955 1196830 SH DEFINED 01 05 0 1196830 0 ROBERT HALF INTL INC COM 770323103 20074 751819 SH DEFINED 01 02 0 751819 0 ROCKWELL INT CORP COM 773903109 65 3626 SH DEFINED 01 3626 0 0 ROCKWELL INT CORP COM 773903109 806 45126 SH DEFINED 01 03 0 45126 0 ROCKWELL INT CORP COM 773903109 24 1322 SH DEFINED 01 05 0 1322 0 ROCKWELL COLLINS COM 774341101 71 3623 SH DEFINED 01 3623 0 0 ROCKWELL COLLINS COM 774341101 879 45087 SH DEFINED 01 03 0 45087 0 ROCKWELL COLLINS COM 774341101 26 1321 SH DEFINED 01 05 0 1321 0 ROGERS CORP COM 775133101 1402 46286 SH DEFINED 01 46286 0 0 ROHM & HAAS CO COM 775371107 150 4336 SH DEFINED 01 4336 0 0 ROHM & HAAS CO COM 775371107 1874 54110 SH DEFINED 01 03 0 54110 0 ROHM & HAAS CO COM 775371107 55 1585 SH DEFINED 01 05 0 1585 0 ROLLINS COM 775711104 17 868 SH DEFINED 01 868 0 0 ROPER INC NEW COM 776696106 3 60 SH DEFINED 01 02 0 60 0 ROPER INDS COM 776696106 4516 91228 SH DEFINED 01 91228 0 0 ROSLYN BANCORP INC COM 778162107 50 2898 SH DEFINED 01 2898 0 0 ROSS STORES COM 778296103 594 18517 SH DEFINED 01 18517 0 0 ROUSE CO COM 779273101 6 221 SH DEFINED 01 221 0 0 ROWAN COMPANIES INC COM 779382100 36 1856 SH DEFINED 01 1856 0 0 ROWAN COMPANIES INC COM 779382100 446 23014 SH DEFINED 01 03 0 23014 0 ROWAN COMPANIES INC COM 779382100 13 674 SH DEFINED 01 05 0 674 0 ROXIO INC COM 780008108 825 49839 SH DEFINED 01 49839 0 0 ROYAL APPLIANCE COM 780076105 203 40645 SH DEFINED 01 40645 0 0 ROYAL BANK OF CANADA COM 780087995 2319 71430 SH DEFINED 01 03 0 71430 0 ROYAL DUTCH PETRO NYS COM 780257804 31564 643888 SH DEFINED 01 643888 0 0 ROYAL DUTCH PETRO NYS COM 780257804 27666 564388 SH DEFINED 01 03 0 564388 0 ROYAL DUTCH PETRO NYS COM 780257804 1563 31877 SH DEFINED 01 05 0 31877 0 ROYAL DUTCH PETROLEUM COM 780257994 8765 173010 SH DEFINED 01 173010 0 0 ROYAL DUTCH PETROLEUM COM 780257994 10906 215262 SH DEFINED 01 05 0 215262 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 21293 875018 SH DEFINED 01 875018 0 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 7967 327410 SH DEFINED 01 03 0 327410 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 28626 1176345 SH DEFINED 01 05 0 1176345 0 ROYAL & SUN ALLIANCE INSURANCE COM 780490991 802 139611 SH DEFINED 01 139611 0 0 RUBY TUESDAY INC COM COM 781182100 3869 187555 SH DEFINED 01 187555 0 0 RUDDICK CORP COM 781258108 21 1338 SH DEFINED 01 1338 0 0 RUDOLPH TECHNOLOGIES COM 781270103 3285 95721 SH DEFINED 01 95721 0 0 RUDOLPH TECHNOLOGIES COM 781270103 2 60 SH DEFINED 01 02 0 60 0 RUDOLPH TECHNOLOGIES COM 781270103 97 2826 SH DEFINED 01 05 0 2826 0 RURAL CELLULAR COM 781904107 2 80 SH DEFINED 01 02 0 80 0 RURAL CELLULAR PIK 12.25% PRF 781904404 20753 24706 SH DEFINED 01 24706 0 0 RURAL CELLULAR PIK 12.25% PRF 781904404 4591 5466 SH DEFINED 01 05 0 5466 0 RUSS BERRIE & CO COM 782233100 1783 59438 SH DEFINED 01 59438 0 0 RUSSELL CORP COM 782352108 1418 94481 SH DEFINED 01 94481 0 0 RYANAIR HOLDINGS ADR COM 783513104 5961 186000 SH DEFINED 01 05 0 186000 0 RYANS FAMILY STEAK COM 783519101 1947 89945 SH DEFINED 01 89945 0 0 RYANS FAMILY STEAK COM 783519101 7 330 SH DEFINED 01 02 0 330 0 RYDER SYSTEM COM 783549108 31 1374 SH DEFINED 01 1374 0 0 RYDER SYSTEM COM 783549108 330 14895 SH DEFINED 01 03 0 14895 0 RYDER SYSTEM COM 783549108 10 436 SH DEFINED 01 05 0 436 0 RYERSON TULL INC COM 78375P107 805 73187 SH DEFINED 01 73187 0 0 RYLAND GROUP COM 783764103 6565 89699 SH DEFINED 01 89699 0 0 RYLAND GROUP COM 783764103 212 2900 SH DEFINED 01 05 0 2900 0 RYLAND GROUP INC COM 783764103 7 100 SH DEFINED 01 02 0 100 0 S&T BANCORP INC COM 783859101 2 87 SH DEFINED 01 87 0 0 SBC COMMUNICATIONS COM 78387G103 7834 200000 SH DEFINED 01 0 200000 0 SBC COMMUNICATIONS COM 78387G103 187901 4797050 SH DEFINED 01 4797050 0 0 SBC COMMUNICATIONS COM 78387G103 1202 30693 SH DEFINED 01 02 0 30693 0 SBC COMMUNICATIONS COM 78387G103 35287 900857 SH DEFINED 01 03 0 900857 0 SBC COMMUNICATIONS COM 78387G103 80185 2047118 SH DEFINED 01 05 0 2047118 0 SBS TECH INC COM 78387P103 1 90 SH DEFINED 01 02 0 90 0 SBS TECHNOLOGIES COM 78387P103 2504 171886 SH DEFINED 01 171886 0 0 SBS TECHNOLOGIES COM 78387P103 119 8200 SH DEFINED 01 05 0 8200 0 SBA COMMUNICATIONS COM 78388J106 1 73 SH DEFINED 01 73 0 0 SWISSCOM AG COM 783901994 102 369 SH DEFINED 01 369 0 0 SCM MICROSYSTEMS INC COM 784018103 662 45222 SH DEFINED 01 45222 0 0 SCP POOL CORP COM 784028102 2021 73616 SH DEFINED 01 73616 0 0 SCP POOL CORP COM 784028102 4 150 SH DEFINED 01 02 0 150 0 SCPIE HOLDINGS INC COM 78402P104 803 27465 SH DEFINED 01 27465 0 0 SEI INVESTMENTS CO COM 784117103 14561 322800 SH DEFINED 01 02 0 322800 0 SEI INVESTMENTS COMPANY COM 784117103 4018 89066 SH DEFINED 01 89066 0 0 SEI INVESTMENTS COMPANY COM 784117103 262 5800 SH DEFINED 01 03 0 5800 0 STMICROELECTRONICS COM 784214991 13793 429705 SH DEFINED 01 429705 0 0 STMICROELECTRONICS COM 784214991 3612 112520 SH DEFINED 01 03 0 112520 0 STMICROELECTRONICS COM 784214991 18608 579732 SH DEFINED 01 05 0 579732 0 SGW HOLDINGS WARRANT 2/1/07 COM 78422P118 0 2750 SH DEFINED 01 2750 0 0 SGW HOLDINGS WARRANT 2/1/07 COM 78422P118 0 250 SH DEFINED 01 05 0 250 0 SGW HOLDINGS PFD PIK SERIES B PRF 78422P209 925 184923 SH DEFINED 01 184923 0 0 SGW HOLDINGS PFD PIK SERIES B PRF 78422P209 84 16802 SH DEFINED 01 05 0 16802 0 SGW HOLDINGS 0.00% PFDCVT SE PRF 78422P993 174 87091 SH DEFINED 01 87091 0 0 SGW HOLDINGS 0.00% PFDCVT SE PRF 78422P993 19 9677 SH DEFINED 01 05 0 9677 0 SK TELECOM ADR COM 78440P108 62 2880 SH DEFINED 01 2880 0 0 SL GREEN REALTY COM 78440X101 1882 61304 SH DEFINED 01 61304 0 0 SL GREEN REALTY COM 78440X101 172 5600 SH DEFINED 01 05 0 5600 0 SLI INC COM 78442T108 257 98515 SH DEFINED 01 98515 0 0 SMC CORP COM 784619991 5822 57200 SH DEFINED 01 57200 0 0 SMC CORP COM 784619991 1750 17200 SH DEFINED 01 03 0 17200 0 SPS TECHNOLOGIES COM 784626103 1350 38662 SH DEFINED 01 38662 0 0 S&P 500 DEP RECPT COM 78462F103 739 6465 SH DEFINED 01 6465 0 0 S&P 500 DEP RECPT COM 78462F103 2596 22710 SH DEFINED 01 02 0 22710 0 S&P 500 DEP RECPT COM 78462F103 2656 23233 SH DEFINED 01 05 0 23233 0 SPSS COM 78462K102 1693 95378 SH DEFINED 01 95378 0 0 SPSS COM 78462K102 114 6400 SH DEFINED 01 05 0 6400 0 SPX COM 784635104 1199 8762 SH DEFINED 01 8762 0 0 S1 CORPORATION COM 78463B101 1 76 SH DEFINED 01 76 0 0 SRI/SURGICAL EXPRESS COM 78464W104 1259 78690 SH DEFINED 01 78690 0 0 SRI/SURGICAL EXPRESS COM 78464W104 1 90 SH DEFINED 01 02 0 90 0 SRI/SURGICAL EXPRESS COM 78464W104 87 5410 SH DEFINED 01 05 0 5410 0 SWS GROUP INC COM 78503N107 2975 116902 SH DEFINED 01 116902 0 0 SWS GROUP INC COM 78503N107 102 4000 SH DEFINED 01 05 0 4000 0 SABRE HOLDINGS CORP COM 785905100 112 2639 SH DEFINED 01 2639 0 0 SABRE HOLDINGS CORP COM 785905100 1388 32773 SH DEFINED 01 03 0 32773 0 SABRE HOLDINGS CORP COM 785905100 41 960 SH DEFINED 01 05 0 960 0 SAFECO COM 786429100 32787 1052552 SH DEFINED 01 1052552 0 0 SAFECO COM 786429100 977 31370 SH DEFINED 01 03 0 31370 0 SAFECO COM 786429100 2678 85941 SH DEFINED 01 05 0 85941 0 SAFEGUARD SCIENTIFIC COM 786449108 2 555 SH DEFINED 01 555 0 0 SAFEWAY COM 786500991 607 130300 SH DEFINED 01 130300 0 0 SAFEWAY COM 786514208 293781 7036656 SH DEFINED 01 7036656 0 0 SAFEWAY COM 786514208 5456 130678 SH DEFINED 01 03 0 130678 0 SAFEWAY COM 786514208 84499 2023910 SH DEFINED 01 05 0 2023910 0 SAFEWAY INC. COM 786514208 21127 506000 SH DEFINED 01 0 506000 0 SAFEWAY INC. COM 786514208 43270 1036264 SH DEFINED 01 02 0 1036264 0 SAGA COMMUNICATIONS COM 786598102 3 150 SH DEFINED 01 02 0 150 0 SAIPEM COM 786801993 119 24200 SH DEFINED 01 24200 0 0 SANKYO JP;4501 COM 786900993 394 23000 SH DEFINED 01 23000 0 0 ST FRANCIS CAP CORP COM 789374105 5 200 SH DEFINED 01 02 0 200 0 ST. JAME'S PLACE CAPITAL COM 790105993 81 15800 SH DEFINED 01 15800 0 0 ST JOE PAPER CORP COM 790148100 300 10811 SH DEFINED 01 10811 0 0 ST JUDE MEDICAL COM 790849103 203 2613 SH DEFINED 01 02 0 2613 0 ST. JUDE MEDICAL COM 790849103 23956 308519 SH DEFINED 01 308519 0 0 ST. JUDE MEDICAL COM 790849103 1660 21374 SH DEFINED 01 03 0 21374 0 ST. JUDE MEDICAL COM 790849103 25735 331427 SH DEFINED 01 05 0 331427 0 ST. MARY LAND & EXPLORATION COM 792228108 4246 200384 SH DEFINED 01 200384 0 0 ST. MARY LAND & EXPLORATION COM 792228108 214 10100 SH DEFINED 01 05 0 10100 0 ST PAUL COMPANIES COM 792860108 14120 321140 SH DEFINED 01 02 0 321140 0 ST. PAUL COMPANIES COM 792860108 6642 151070 SH DEFINED 01 151070 0 0 ST. PAUL COMPANIES COM 792860108 2239 50923 SH DEFINED 01 03 0 50923 0 ST. PAUL COMPANIES COM 792860108 66 1491 SH DEFINED 01 05 0 1491 0 SAKS INC COM 79377W108 51 5469 SH DEFINED 01 5469 0 0 SALTON INC COM 795757103 611 32387 SH DEFINED 01 32387 0 0 SAMSUNG ELECTRONICS COM 796611994 24212 113990 SH DEFINED 01 113990 0 0 SAMSUNG ELECTRONICS COM 796611994 198 930 SH DEFINED 01 05 0 930 0 SAMSUNG ELEC PFD NV COM 796700995 3628 41990 SH DEFINED 01 41990 0 0 SAMSUNG ELEC PFD NV COM 796700995 143 1650 SH DEFINED 01 05 0 1650 0 SAN DIEGO G&E $25 PRF 797440831 1478 59500 SH DEFINED 01 04 0 59500 0 SAN PAOLO-IMI COM 798200994 400 37300 SH DEFINED 01 37300 0 0 SANCHEZ COMP ASS INC COM 799702105 1 70 SH DEFINED 01 70 0 0 SANDERSON FARMS INC COM 800013104 4 200 SH DEFINED 01 02 0 200 0 SAN-DISK COM 80004C101 33 2337 SH DEFINED 01 2337 0 0 SANDVIK AB-A SHS COM 800200990 39 1834 SH DEFINED 01 1834 0 0 SANDY SPRINGS & SVNG COM 800363103 4 130 SH DEFINED 01 02 0 130 0 SANDY SPRINGS BANCORP COM 800363103 1419 44535 SH DEFINED 01 44535 0 0 SANDY SPRINGS BANCORP COM 800363103 134 4215 SH DEFINED 01 05 0 4215 0 SANMINA-SCI CORP COM 800907107 3980 200000 SH DEFINED 01 0 200000 0 SANMINA-SCI CORP COM 800907107 47213 2372588 SH DEFINED 01 2372588 0 0 SANMINA-SCI CORP COM 800907107 33451 1680833 SH DEFINED 01 02 0 1680833 0 SANMINA-SCI CORP COM 800907107 2656 133444 SH DEFINED 01 03 0 133444 0 SANMINA-SCI CORP COM 800907107 45258 2274231 SH DEFINED 01 05 0 2274231 0 SANOF SYNTHELABO COM 800955999 225 3020 SH DEFINED 01 3020 0 0 SANGSTAT MEDICAL CP COM 801003104 1848 94083 SH DEFINED 01 94083 0 0 SANGSTAT MEDICAL CP COM 801003104 2 110 SH DEFINED 01 02 0 110 0 SANGSTAT MEDICAL CP COM 801003104 108 5500 SH DEFINED 01 05 0 5500 0 BANCO SANTANDER ADR COM 802809103 3 129 SH DEFINED 01 129 0 0 SAP COM 803053990 7364 56183 SH DEFINED 01 56183 0 0 SAP COM 803053990 3951 30142 SH DEFINED 01 03 0 30142 0 SAP ADR COM 803054204 17111 535900 SH DEFINED 01 535900 0 0 SAP ADR COM 803054204 14 450 SH DEFINED 01 05 0 450 0 SAPIENT COM 803062108 22 2812 SH DEFINED 01 2812 0 0 SAPIENT COM 803062108 239 31020 SH DEFINED 01 03 0 31020 0 SAPIENT COM 803062108 7 909 SH DEFINED 01 05 0 909 0 SANYO ELECTRIC CO LTD COM 803071992 71 15026 SH DEFINED 01 15026 0 0 SARA LEE CORP COM 803111103 9689 435820 SH DEFINED 01 435820 0 0 SARA LEE CORP COM 803111103 4933 221923 SH DEFINED 01 03 0 221923 0 SARA LEE CORP COM 803111103 381 17134 SH DEFINED 01 05 0 17134 0 SAVVIS COMM CORP COM 805423100 0 229 SH DEFINED 01 229 0 0 SAXON CAPITAL AQUISITION COM 80556P104 5062 500000 SH DEFINED 01 500000 0 0 SCANA CORP COM 80589M102 91 3263 SH DEFINED 01 3263 0 0 HENRY SCHEIN INC COM 806407102 54 1437 SH DEFINED 01 1437 0 0 SCHERING COM 806584991 2260 42235 SH DEFINED 01 42235 0 0 SCHERING PLOUGH COM 806605101 2149 60000 SH DEFINED 01 0 60000 0 SCHERING-PLOUGH COM 806605101 45978 1283949 SH DEFINED 01 1283949 0 0 SCHERING-PLOUGH COM 806605101 13578 379167 SH DEFINED 01 03 0 379167 0 SCHERING-PLOUGH COM 806605101 678 18931 SH DEFINED 01 05 0 18931 0 SCHLUMBERGER COM 806857108 289341 5265520 SH DEFINED 01 5265520 0 0 SCHLUMBERGER COM 806857108 10688 194503 SH DEFINED 01 03 0 194503 0 SCHLUMBERGER COM 806857108 50912 926516 SH DEFINED 01 05 0 926516 0 SCHLUMBERGER COM 806857108 1418 25800 SH DEFINED 11 12 0 25800 0 SCHLUMBERGER COM 806857108 71 1300 SH DEFINED 11 12 13 0 1300 0 SCHLUMBERGER LTD COM 806857108 38295 696862 SH DEFINED 01 02 0 696862 0 SCHOLASTIC COM 807066105 10886 216317 SH DEFINED 01 216317 0 0 SCHOLASTIC COM 807066105 13081 259904 SH DEFINED 01 05 0 259904 0 SCHOLASTIC CORP COM 807066105 96 1900 SH DEFINED 01 02 0 1900 0 SCHOOL SPECIALTY INC COM 807863105 1203 52597 SH DEFINED 01 52597 0 0 SCHULMAN (A.) INC COM 808194104 12 844 SH DEFINED 01 844 0 0 UBS COM 808411995 41606 824317 SH DEFINED 01 824317 0 0 UBS COM 808411995 7685 152254 SH DEFINED 01 03 0 152254 0 UBS COM 808411995 34267 678929 SH DEFINED 01 05 0 678929 0 SCHWAB (CHARLES) COM 808513105 4064 262705 SH DEFINED 01 262705 0 0 SCHWAB (CHARLES) COM 808513105 5575 360345 SH DEFINED 01 03 0 360345 0 SCHWAB (CHARLES) COM 808513105 14461 934830 SH DEFINED 01 05 0 934830 0 SCHWAB CHARLES CORP COM 808513105 232 15000 SH DEFINED 01 0 15000 0 SCHWAB CHARLES CORP COM 808513105 57982 3748433 SH DEFINED 01 02 0 3748433 0 SCHWEITZER MAUDUIT COM 808541106 1039 43746 SH DEFINED 01 43746 0 0 SCIENT INC COM 808649107 0 440 SH DEFINED 01 440 0 0 SCIENTIFIC-ATLANTA COM 808655104 74 3085 SH DEFINED 01 3085 0 0 SCIENTIFIC-ATLANTA COM 808655104 919 38368 SH DEFINED 01 03 0 38368 0 SCIENTIFIC-ATLANTA COM 808655104 27 1124 SH DEFINED 01 05 0 1124 0 SCIENTIFIC GAMES COM 80874P109 480 54800 SH DEFINED 01 54800 0 0 SCIOS INC COM 808905103 4 170 SH DEFINED 01 02 0 170 0 SCIOS-NOVA INC COM 808905103 2605 109609 SH DEFINED 01 109609 0 0 SCIOS-NOVA INC COM 808905103 151 6350 SH DEFINED 01 05 0 6350 0 SCIQUEST INC COM 80908Q107 0 82 SH DEFINED 01 82 0 0 SCOTTS CO CLA COM 810186106 4056 85209 SH DEFINED 01 85209 0 0 SCRIPPS CO (E.W) CLA COM 811054204 11 172 SH DEFINED 01 172 0 0 SEACHANGE INTL COM 811699107 2513 73627 SH DEFINED 01 73627 0 0 SEACHANGE INTL COM 811699107 196 5751 SH DEFINED 01 05 0 5751 0 SEACHANGE INTL INC COM 811699107 5 140 SH DEFINED 01 02 0 140 0 SEACOAST BANKING OF FLORIDA COM 811707108 1107 23859 SH DEFINED 01 23859 0 0 SEACOAST BANKING OF FLORIDA COM 811707108 104 2241 SH DEFINED 01 05 0 2241 0 SEACOAST FINL SERV COM 81170Q106 5 310 SH DEFINED 01 02 0 310 0 SEACOR SMIT INC COM 811904101 4375 94282 SH DEFINED 01 94282 0 0 SEACOR SMIT INC COM 811904101 7 160 SH DEFINED 01 02 0 160 0 SEACOR SMIT INC COM 811904101 148 3200 SH DEFINED 01 05 0 3200 0 SEALED AIR COM 81211K100 4542 111276 SH DEFINED 01 111276 0 0 SEALED AIR COM 81211K100 839 20556 SH DEFINED 01 03 0 20556 0 SEALED AIR COM 81211K100 25 602 SH DEFINED 01 05 0 602 0 SEARS ROEBUCK & CO COM 812387108 538 11300 SH DEFINED 01 02 0 11300 0 SEARS, ROEBUCK COM 812387108 44504 934181 SH DEFINED 01 934181 0 0 SEARS, ROEBUCK COM 812387108 5345 112204 SH DEFINED 01 03 0 112204 0 SEARS, ROEBUCK COM 812387108 1548 32470 SH DEFINED 01 05 0 32470 0 SECOM COM 813113990 4167 83000 SH DEFINED 01 83000 0 0 SECOM COM 813113990 1857 37000 SH DEFINED 01 03 0 37000 0 AMEX CONSUMER STAPLE COM 81369Y308 24 957 SH DEFINED 01 02 0 957 0 AMEX ENERGY SELECT S COM 81369Y506 9 370 SH DEFINED 01 02 0 370 0 AMEX FINANCIAL SELEC COM 81369Y605 14 546 SH DEFINED 01 02 0 546 0 AMEX TECH SEL SPDR COM 81369Y803 16 660 SH DEFINED 01 02 0 660 0 SECURITAS COM 813701992 114 6014 SH DEFINED 01 6014 0 0 SECURE CO COM 813705100 6 300 SH DEFINED 01 02 0 300 0 SECURE COMPUTING COM 813705100 5206 253300 SH DEFINED 01 253300 0 0 SECURE COMPUTING COM 813705100 125 6100 SH DEFINED 01 05 0 6100 0 SECURITY CAPITAL GROUP-B COM 81413P204 11 437 SH DEFINED 01 437 0 0 SEEBEYOND TECHNOLOGY CORP COM 815704101 2 172 SH DEFINED 01 172 0 0 SEITEL INC COM 816074306 1005 73875 SH DEFINED 01 73875 0 0 SELECT MEDICAL COM 816196109 609 37900 SH DEFINED 01 37900 0 0 SELECTIVE INSURANCE GROUP COM 816300107 1680 77306 SH DEFINED 01 77306 0 0 SEMBCORP LOGISTICS LIMITED COM 816625990 63 65000 SH DEFINED 01 65000 0 0 SEMICONDUCTOR HLD TR COM 816636203 16062 383800 SH DEFINED 01 383800 0 0 SEMICONDUCTOR HLD TR COM 816636203 201 4800 SH DEFINED 01 02 0 4800 0 SEMICONDUCTOR HLD TR COM 816636203 26407 631000 SH DEFINED 01 05 0 631000 0 SEMTECH COM 816850101 1330 37217 SH DEFINED 01 37217 0 0 SEMPRA ENERGY COM 816851109 42500 1731136 SH DEFINED 01 1731136 0 0 SEMPRA ENERGY COM 816851109 210 8550 SH DEFINED 01 02 0 8550 0 SEMPRA ENERGY COM 816851109 1249 50872 SH DEFINED 01 03 0 50872 0 SEMPRA ENERGY COM 816851109 37 1491 SH DEFINED 01 05 0 1491 0 SENSIENT TECH COM 81725T100 36 1751 SH DEFINED 01 1751 0 0 SERCO GROUP COM 817314990 105 20000 SH DEFINED 01 20000 0 0 SEPRACOR INC COM 817315104 247 4340 SH DEFINED 01 4340 0 0 SEQUA CORP -CL A COM 817320104 14 300 SH DEFINED 01 300 0 0 SEQUENOM INC COM 817337108 1 61 SH DEFINED 01 61 0 0 SERENA SOFTWARE INC COM 817492101 3 128 SH DEFINED 01 128 0 0 SEROLOGICALS COM 817523103 2594 120640 SH DEFINED 01 120640 0 0 SEROLOGICALS COM 817523103 139 6460 SH DEFINED 01 05 0 6460 0 SEROLOGICALS CORP COM 817523103 7 320 SH DEFINED 01 02 0 320 0 SERVICE CORP INTL COM 817565104 7 1466 SH DEFINED 01 1466 0 0 SERVICEMASTER CO COM 81760N109 7 485 SH DEFINED 01 485 0 0 7-ELEVEN INC COM 817826209 10 812 SH DEFINED 01 812 0 0 SHARP COM 819882101 672 57509 SH DEFINED 01 57509 0 0 SHAW GROUP COM 820280105 5151 219204 SH DEFINED 01 219204 0 0 SHAW GROUP COM 820280105 132 5600 SH DEFINED 01 05 0 5600 0 SHAW GROUP INC COM 820280105 1 60 SH DEFINED 01 02 0 60 0 SHELL TRANSPORT & TRADING COM 822703997 5749 836964 SH DEFINED 01 836964 0 0 SHELL TRANSPORT & TRADING COM 822703997 7379 1074215 SH DEFINED 01 05 0 1074215 0 SHERWIN WILLIAMS COM 824348106 86 3101 SH DEFINED 01 3101 0 0 SHERWIN WILLIAMS COM 824348106 1043 37919 SH DEFINED 01 03 0 37919 0 SHERWIN WILLIAMS COM 824348106 31 1110 SH DEFINED 01 05 0 1110 0 SHINHAN FINANCIAL GROUP COM 824777999 2570 192340 SH DEFINED 01 192340 0 0 SHINHAN FINANCIAL GROUP COM 824777999 70 5240 SH DEFINED 01 05 0 5240 0 SHOPKO STORES COM 824911101 2812 296044 SH DEFINED 01 296044 0 0 SHOPKO STORES COM 824911101 114 12011 SH DEFINED 01 05 0 12011 0 SHIONOGI COM 824930994 92 5367 SH DEFINED 01 5367 0 0 SHUFFLE MASTER COM 825549108 2078 132640 SH DEFINED 01 132640 0 0 SHUFFLE MASTER COM 825549108 101 6460 SH DEFINED 01 05 0 6460 0 SHUFFLE MASTER INC COM 825549108 1 50 SH DEFINED 01 02 0 50 0 SHURGARD STORAGE CTR COM 82567D104 3071 95949 SH DEFINED 01 95949 0 0 GENSIA PHARMACEUTICS INC COM 825846108 7 444 SH DEFINED 01 444 0 0 SIDERCA S.A.I.C COM 825863103 29 2000 SH DEFINED 01 2000 0 0 INVENSYS PLC COM 825995996 13755 7925694 SH DEFINED 01 7925694 0 0 INVENSYS PLC COM 825995996 17779 10244040 SH DEFINED 01 05 0 10244040 0 SIEBEL SYSTEMS COM 826170102 28903 1032981 SH DEFINED 01 1032981 0 0 SIEBEL SYSTEMS COM 826170102 19820 708276 SH DEFINED 01 02 0 708276 0 SIEBEL SYSTEMS COM 826170102 3337 119271 SH DEFINED 01 03 0 119271 0 SIEBEL SYSTEMS COM 826170102 26316 940537 SH DEFINED 01 05 0 940537 0 SIEBEL SYSTEMS INC COM 826170102 339 12100 SH DEFINED 11 12 0 12100 0 SIEMENS COM 826197105 10887 163334 SH DEFINED 01 163334 0 0 SIEMENS COM 826197105 13167 197567 SH DEFINED 01 05 0 197567 0 SIERRA HEALTH SERVIC COM 826322109 666 82215 SH DEFINED 01 82215 0 0 SIERRA PACIFIC RESOURCES - NEW COM 826428104 50 3341 SH DEFINED 01 3341 0 0 SIGMA-ALDRICH COM 826552101 45379 1151448 SH DEFINED 01 1151448 0 0 SIGMA-ALDRICH COM 826552101 2568 65152 SH DEFINED 01 02 0 65152 0 SIGMA-ALDRICH COM 826552101 6294 159711 SH DEFINED 01 03 0 159711 0 SIGMA-ALDRICH COM 826552101 773 19613 SH DEFINED 01 05 0 19613 0 SIGNALSOFT RESTRICTED COM 82668M979 3060 760624 SH DEFINED 01 760624 0 0 SIGNALSOFT RESTRICTED COM 82668M979 6120 1521249 SH DEFINED 01 05 0 1521249 0 SIGNALSOFT RESTRICTED COM 82668M987 375 83970 SH DEFINED 01 83970 0 0 SIGNALSOFT RESTRICTED COM 82668M987 750 167940 SH DEFINED 01 05 0 167940 0 SILICON LABORATORIES COM 826919102 241 7146 SH DEFINED 01 7146 0 0 SILGAN HOLDINGS COM 827048109 994 38000 SH DEFINED 01 38000 0 0 SILGAN HOLDINGS COM 827048109 6 230 SH DEFINED 01 02 0 230 0 SILGAN HOLDINGS COM 827048109 63 2400 SH DEFINED 01 05 0 2400 0 SILICON GRAPHICS INC COM 827056102 2 1043 SH DEFINED 01 1043 0 0 SILICON STORAGE TECH COM 827057100 3 303 SH DEFINED 01 303 0 0 SILICON IMAGE COM 82705T102 0 122 SH DEFINED 01 122 0 0 SILICON VALLEY BANCSHARES COM 827064106 2310 86375 SH DEFINED 01 86375 0 0 SILICON VALLEY BANCSHARES COM 827064106 117 4366 SH DEFINED 01 05 0 4366 0 SILICON VALLEY BKSHR COM 827064106 5 180 SH DEFINED 01 02 0 180 0 SILICONIX INC COM 827079203 5 173 SH DEFINED 01 173 0 0 SILVERSTREAM SOFTWA COM 827907106 0 62 SH DEFINED 01 62 0 0 SIME DARBY COM 828620997 2277 1766000 SH DEFINED 01 1766000 0 0 SIME DARBY COM 828620997 61 47000 SH DEFINED 01 05 0 47000 0 SIMON PROPERTY GROUP COM 828806109 11 377 SH DEFINED 01 377 0 0 SIMPLEX SOLUTIONS COM 828854109 128 7500 SH DEFINED 01 7500 0 0 SIMPSON MFG COM 829073105 2381 41561 SH DEFINED 01 41561 0 0 SIMPSON MFG COM 829073105 29 500 SH DEFINED 01 05 0 500 0 SINCLAIR BROADCASTIN COM 829226109 2 190 SH DEFINED 01 190 0 0 SINGAPORE TECH ENGINEERING LTD COM 829298991 76 60000 SH DEFINED 01 60000 0 0 SIRENZA MICRODEVICES COM 82966T106 1 101 SH DEFINED 01 101 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 3 274 SH DEFINED 01 274 0 0 SIX CONTINENTS COM 829900992 368 37200 SH DEFINED 01 37200 0 0 SIG FLAGS INC COM 83001P109 45 2923 SH DEFINED 01 2923 0 0 SIG FLAGS INC COM 83001P109 5383 350000 SH DEFINED 01 05 0 350000 0 SK TELECOM COM 830530994 4338 21260 SH DEFINED 01 21260 0 0 SK TELECOM COM 830530994 114 560 SH DEFINED 01 05 0 560 0 SKILLSOFT COM 83066P101 910 35100 SH DEFINED 01 35100 0 0 SKY FINL GROUP INC COM 83080P103 8 394 SH DEFINED 01 394 0 0 SKYLINE COM 830830105 798 24745 SH DEFINED 01 24745 0 0 SKYWEST COM 830879102 19534 767548 SH DEFINED 01 767548 0 0 SKYWEST COM 830879102 3477 136600 SH DEFINED 01 03 0 136600 0 SKYWEST COM 830879102 253 9950 SH DEFINED 01 05 0 9950 0 SKYWEST INC COM 830879102 71014 2790277 SH DEFINED 01 02 0 2790277 0 SMARTFORCE ADR COM 83170A206 1641 66300 SH DEFINED 01 66300 0 0 SMITH (A O) CORP COM 831865209 1983 101680 SH DEFINED 01 101680 0 0 SMITH (A O) CORP COM 831865209 3 170 SH DEFINED 01 02 0 170 0 SMITH (A O) CORP COM 831865209 41 2100 SH DEFINED 01 05 0 2100 0 SMITH & NEPHEW COM 831911995 295 48799 SH DEFINED 01 48799 0 0 SMITH INTL COM 832110100 546 10161 SH DEFINED 01 10161 0 0 SMITHFIELD FOODS COM 832248108 6098 276714 SH DEFINED 01 276714 0 0 SMITHFIELD FOODS COM 832248108 388 17600 SH DEFINED 01 03 0 17600 0 SMITHFIELD FOODS COM 832248108 150 6800 SH DEFINED 01 05 0 6800 0 SMUCKER J.M. CO COM 832696306 29 807 SH DEFINED 01 807 0 0 SMURFIT-STONE CONTAINER COM 832727101 804 50337 SH DEFINED 01 50337 0 0 SNAM RETE GAS 144 COM 833029556 2463 931386 SH DEFINED 01 931386 0 0 SNAM RETE GAS 144 COM 833029556 3257 1231693 SH DEFINED 01 03 0 1231693 0 SNAP-ON COM 833034101 41 1215 SH DEFINED 01 1215 0 0 SNAP-ON COM 833034101 479 14216 SH DEFINED 01 03 0 14216 0 SNAP-ON COM 833034101 14 416 SH DEFINED 01 05 0 416 0 SOC GEN DE AGUSA DE BARCELONA COM 833637994 116 9300 SH DEFINED 01 9300 0 0 SOCIETE GENERALE CL A COM 833639990 9133 163185 SH DEFINED 01 163185 0 0 SOCIETE GENERALE CL A COM 833639990 11620 207642 SH DEFINED 01 05 0 207642 0 SOLA INTL COM 834092108 1379 71057 SH DEFINED 01 71057 0 0 SOLECTRON COM 834182107 40242 3567473 SH DEFINED 01 3567473 0 0 SOLECTRON COM 834182107 3546 314328 SH DEFINED 01 03 0 314328 0 SOLECTRON COM 834182107 31738 2813594 SH DEFINED 01 05 0 2813594 0 SOLECTRON CORP COM 834182107 1579 140000 SH DEFINED 01 0 140000 0 SOLECTRON CORP COM 834182107 66998 5939389 SH DEFINED 01 02 0 5939389 0 SOLUTIA INC COM 834376105 48 3456 SH DEFINED 01 3456 0 0 SOLUTIA INC COM 834376105 87 6200 SH DEFINED 01 02 0 6200 0 SOMERA COMMUNICATION COM 834458101 4 500 SH DEFINED 01 02 0 500 0 SOMERA COMMUNICATIONS COM 834458101 2528 334900 SH DEFINED 01 334900 0 0 SOMERA COMMUNICATIONS COM 834458101 218 28900 SH DEFINED 01 05 0 28900 0 SONERA OYJ COM 835420993 32 6317 SH DEFINED 01 6317 0 0 SONIC CORP COM 835451105 2827 78552 SH DEFINED 01 78552 0 0 S3 INCORPORATED COM 83546Q109 1 185 SH DEFINED 01 185 0 0 SONICWALL COM 835470105 1304 67073 SH DEFINED 01 67073 0 0 SONICWALL INC COM 835470105 2 110 SH DEFINED 01 02 0 110 0 SONOCO PRODUCTS COM 835495102 80 3022 SH DEFINED 01 3022 0 0 SONS OF GWALIA ORD AU;SGW/A$ R COM 835688102 767 200000 SH DEFINED 01 200000 0 0 SONS OF GWALIA-RESTRICTED COM 835688995 115 30000 SH DEFINED 01 30000 0 0 SONY COM 835699109 14052 307435 SH DEFINED 01 307435 0 0 SONY COM 835699109 3341 73100 SH DEFINED 01 03 0 73100 0 SONY COM 835699109 13341 291900 SH DEFINED 01 05 0 291900 0 SORRENTO NETWORKS CORPORATION COM 83586Q100 0 32 SH DEFINED 01 32 0 0 SOTHEBYS HLD CL-A COM 835898107 37 2235 SH DEFINED 01 2235 0 0 SONUS NETWORKS COM 835916107 205 44219 SH DEFINED 01 44219 0 0 SOUTH CHINA MORNING POST HLDGS COM 837400993 74 118000 SH DEFINED 01 118000 0 0 SOUTH FINANCIAL GROUP COM 837841105 2165 121933 SH DEFINED 01 121933 0 0 SOUTH AFRICAN BREWERIES COM 839900958 2242 340405 SH DEFINED 01 340405 0 0 SOUTH AFRICAN BREWERIES COM 839900958 61 9194 SH DEFINED 01 05 0 9194 0 SOUTHERN CO COM 842587107 28659 1130561 SH DEFINED 01 1130561 0 0 SOUTHERN CO COM 842587107 4717 186071 SH DEFINED 01 03 0 186071 0 SOUTHERN CO COM 842587107 277 10900 SH DEFINED 01 05 0 10900 0 SOUTHERN UNION CO COM 844030106 2906 154084 SH DEFINED 01 154084 0 0 SOUTHTRUST COM 844730101 4550 184441 SH DEFINED 01 184441 0 0 SOUTHTRUST COM 844730101 2076 84137 SH DEFINED 01 03 0 84137 0 SOUTHTRUST COM 844730101 61 2465 SH DEFINED 01 05 0 2465 0 SOUTHTRUST CORP COM 844730101 101 4100 SH DEFINED 01 02 0 4100 0 SOUTHWEST AIRLINES COM 844741108 466453 25240939 SH DEFINED 01 25240939 0 0 SOUTHWEST AIRLINES COM 844741108 796 43011 SH DEFINED 01 02 0 43011 0 SOUTHWEST AIRLINES COM 844741108 4002 216510 SH DEFINED 01 03 0 216510 0 SOUTHWEST AIRLINES COM 844741108 82796 4480244 SH DEFINED 01 05 0 4480244 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 5466 180578 SH DEFINED 01 180578 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 163 5400 SH DEFINED 01 05 0 5400 0 SW BANCORP OF TX COM 84476R109 5 180 SH DEFINED 01 02 0 180 0 SOUTHWEST GAS CORP COM 844895102 2136 95559 SH DEFINED 01 95559 0 0 SOUTHWESTERN ENERGY COM 845467109 773 74288 SH DEFINED 01 74288 0 0 SOVEREIGN BANCORP IN COM 845905108 97 7972 SH DEFINED 01 7972 0 0 SPACELABS COM 846247104 349 28714 SH DEFINED 01 28714 0 0 SPANISH BRDCAST CL A COM 846425882 4 390 SH DEFINED 01 02 0 390 0 SPARTAN STORES COM 846822104 1292 108000 SH DEFINED 01 108000 0 0 SPARTAN STORES COM 846822104 112 9400 SH DEFINED 01 05 0 9400 0 SPARTAN STORES INC COM 846822104 3 260 SH DEFINED 01 02 0 260 0 SPARTECH CORP COM 847220209 1 71 SH DEFINED 01 71 0 0 SPECIALTY LAB COM 84749R100 316 11500 SH DEFINED 01 11500 0 0 SPECIALTY LAB COM 84749R100 18253 664000 SH DEFINED 01 02 0 664000 0 SPECIALTY LAB COM 84749R100 341 12400 SH DEFINED 01 03 0 12400 0 SPECTRA-PHYSICS INC COM 847568102 1 56 SH DEFINED 01 56 0 0 SPECTRALINK CORP COM 847580107 437 25500 SH DEFINED 01 25500 0 0 SPECTRASITE HOLDINGS COM 84760T100 2 646 SH DEFINED 01 646 0 0 SPECTRIS PLC COM 847610995 167 23800 SH DEFINED 01 23800 0 0 SPEECHWORKS INTL INC COM 84764M101 3 311 SH DEFINED 01 311 0 0 SPEEDWAY MOTOR SPORT COM 847788106 8 318 SH DEFINED 01 318 0 0 SPHERION COM 848420105 3847 394128 SH DEFINED 01 394128 0 0 SPHERION COM 848420105 237 24300 SH DEFINED 01 05 0 24300 0 SPIEGEL INC -CL A COM 848457107 4 833 SH DEFINED 01 833 0 0 SPINNAKER EXPLORATION COM 84855W109 5 130 SH DEFINED 01 130 0 0 SPORTSLINE.COM INC COM 848934105 0 77 SH DEFINED 01 77 0 0 SPRINT (FON GROUP) COM 852061100 145070 7224546 SH DEFINED 01 7224546 0 0 SPRINT (FON GROUP) COM 852061100 7324 364704 SH DEFINED 01 03 0 364704 0 SPRINT (FON GROUP) COM 852061100 33343 1660451 SH DEFINED 01 05 0 1660451 0 SPRINT CORP FON GRP COM 852061100 56700 2823289 SH DEFINED 01 02 0 2823289 0 SPRINT (PCS GROUP) COM 852061506 114138 4675872 SH DEFINED 01 4675872 0 0 SPRINT (PCS GROUP) COM 852061506 6373 261111 SH DEFINED 01 03 0 261111 0 SPRINT (PCS GROUP) COM 852061506 11834 484790 SH DEFINED 01 05 0 484790 0 SPRINT CORP (PCS GROUP) COM 852061506 3041 124600 SH DEFINED 11 12 0 124600 0 SPRINT CORP (PCS GROUP) COM 852061506 21678 888100 SH DEFINED 11 12 13 0 888100 0 SPRINT CORP PCS GRP COM 852061506 100 4100 SH DEFINED 01 02 0 4100 0 SPRINT CORP CONV PRF 852061605 71 2800 SH DEFINED 01 02 0 2800 0 SPRINT CV 7.13% PRF 852061605 118299 4655600 SH DEFINED 01 4655600 0 0 SPRINT CV 7.13% PRF 852061605 18959 746100 SH DEFINED 01 05 0 746100 0 STAMPS.COM COM 852857101 1 196 SH DEFINED 01 196 0 0 STANCORP FINANCIAL GROUP COM 852891100 4514 95557 SH DEFINED 01 95557 0 0 STANCORP FINANCIAL GROUP COM 852891100 298 6300 SH DEFINED 01 05 0 6300 0 STANCORP FINL GROUP COM 852891100 9 190 SH DEFINED 01 02 0 190 0 STANDARD COMMERCIAL COM 853258101 2447 148300 SH DEFINED 01 148300 0 0 STANDARD COMMERCIAL COM 853258101 4 260 SH DEFINED 01 02 0 260 0 STANDARD COMMERCIAL COM 853258101 144 8750 SH DEFINED 01 05 0 8750 0 STANDARD MICROSYSTEM COM 853626109 736 47391 SH DEFINED 01 47391 0 0 STANDARD MOTOR PRO COM 853666105 511 36772 SH DEFINED 01 36772 0 0 STANDARD PAC CORP COM 85375C101 2105 86573 SH DEFINED 01 86573 0 0 STANDARD REGISTER COM 853887107 1510 81474 SH DEFINED 01 81474 0 0 STANDEX INTL COM 854231107 778 35785 SH DEFINED 01 35785 0 0 STANDEX INTL COM 854231107 25243 1160593 SH DEFINED 01 03 0 1160593 0 STANLEY WORKS COM 854616109 76 1640 SH DEFINED 01 1640 0 0 STANLEY WORKS COM 854616109 976 20956 SH DEFINED 01 03 0 20956 0 STANLEY WORKS COM 854616109 29 614 SH DEFINED 01 05 0 614 0 STAPLES COM 855030102 2781 148703 SH DEFINED 01 148703 0 0 STAPLES COM 855030102 2119 113337 SH DEFINED 01 03 0 113337 0 STAPLES COM 855030102 62 3321 SH DEFINED 01 05 0 3321 0 STARBUCKS COM 855244109 38051 1997427 SH DEFINED 01 1997427 0 0 STARBUCKS COM 855244109 1251 65610 SH DEFINED 01 02 0 65610 0 STARBUCKS COM 855244109 3960 207913 SH DEFINED 01 03 0 207913 0 STARBUCKS COM 855244109 31909 1675057 SH DEFINED 01 05 0 1675057 0 STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0 STARTEK INC COM 85569C107 787 41530 SH DEFINED 01 41530 0 0 STARWOOD HOTELS & RE COM 85590A203 5801 194380 SH DEFINED 01 02 0 194380 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 9793 328087 SH DEFINED 01 328087 0 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 1550 51951 SH DEFINED 01 03 0 51951 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 25414 851422 SH DEFINED 01 05 0 851422 0 STATE STREET COM 857477103 412753 7899572 SH DEFINED 01 7899572 0 0 STATE STREET COM 857477103 4174 79885 SH DEFINED 01 03 0 79885 0 STATE STREET COM 857477103 85790 1641940 SH DEFINED 01 05 0 1641940 0 STATE STREET CORP COM 857477103 21130 404369 SH DEFINED 01 02 0 404369 0 STATEN BANCORP IN COM 857550107 6 370 SH DEFINED 01 02 0 370 0 STATEN ISLAND BANCORP COM 857550107 4523 277349 SH DEFINED 01 277349 0 0 STATEN ISLAND BANCORP COM 857550107 147 9000 SH DEFINED 01 05 0 9000 0 STATION CASINO COM 857689103 454 40508 SH DEFINED 01 40508 0 0 THE STEAK N SHAKE COMPANY COM 857873103 935 84721 SH DEFINED 01 84721 0 0 STEAKHOUSE PARTNERS COM 857875108 3 17000 SH DEFINED 01 17000 0 0 STEEL DYNAMICS COM 858119100 1568 135023 SH DEFINED 01 135023 0 0 STEEL TECHNOLOGIES COM 858147101 274 30153 SH DEFINED 01 30153 0 0 STEIN MART COM 858375108 4683 560101 SH DEFINED 01 560101 0 0 STEIN MART COM 858375108 317 37900 SH DEFINED 01 05 0 37900 0 STELLENT COM 85856W105 3808 128846 SH DEFINED 01 128846 0 0 STELLENT COM 85856W105 169 5704 SH DEFINED 01 05 0 5704 0 STELLENT INC COM 85856W105 4 125 SH DEFINED 01 02 0 125 0 STERLING BANCSHARES COM 858907108 3271 261292 SH DEFINED 01 261292 0 0 STERLING BANCSHARES COM 858907108 4 320 SH DEFINED 01 02 0 320 0 STERLING BANCSHARES COM 858907108 123 9800 SH DEFINED 01 05 0 9800 0 STERICYCLE COM 858912108 1930 31700 SH DEFINED 01 31700 0 0 STERICYCLE COM 858912108 85 1400 SH DEFINED 01 05 0 1400 0 STERICYCLE INC COM 858912108 3 55 SH DEFINED 01 02 0 55 0 STERIS COM 859152100 2800 153237 SH DEFINED 01 153237 0 0 STERIS COM 859152100 104 5700 SH DEFINED 01 05 0 5700 0 STERIS CORP COM 859152100 4 220 SH DEFINED 01 02 0 220 0 STERLING BANCORP COM 859158107 1714 58700 SH DEFINED 01 58700 0 0 STERLING BANCORP COM 859158107 164 5600 SH DEFINED 01 05 0 5600 0 STEWART & STEVENSON COM 860342104 6 310 SH DEFINED 01 02 0 310 0 STEWART & STEVENSON SERVICES COM 860342104 2766 147041 SH DEFINED 01 147041 0 0 STEWART & STEVENSON SERVICES COM 860342104 155 8231 SH DEFINED 01 05 0 8231 0 STEWART ENTERPRISES COM 860370105 5 830 SH DEFINED 01 02 0 830 0 STEWART ENTERPRISES CL A COM 860370105 2256 376698 SH DEFINED 01 376698 0 0 STEWART ENTERPRISES CL A COM 860370105 146 24300 SH DEFINED 01 05 0 24300 0 STEWART INFORMATION SERVICES COM 860372101 2198 111329 SH DEFINED 01 111329 0 0 STEWART INFORMATION SERVICES COM 860372101 99 5000 SH DEFINED 01 05 0 5000 0 STILLWATER MINING COM 86074Q102 3967 214457 SH DEFINED 01 214457 0 0 STILWELL FINANCIAL COM 860831106 32932 1209870 SH DEFINED 01 1209870 0 0 STILWELL FINANCIAL COM 860831106 735 27000 SH DEFINED 01 02 0 27000 0 STILWELL FINANCIAL COM 860831106 2688 98743 SH DEFINED 01 03 0 98743 0 STILWELL FINANCIAL COM 860831106 1029 37813 SH DEFINED 01 05 0 37813 0 STINNES ORD COM 861100998 190 9200 SH DEFINED 01 9200 0 0 STONE ENERGY COM 861642106 5443 137781 SH DEFINED 01 137781 0 0 STONE ENERGY COM 861642106 8425 213300 SH DEFINED 01 05 0 213300 0 STORAGE USA COM 861907103 9 216 SH DEFINED 01 216 0 0 STORAGE TECHNOLOGY COM 862111200 6673 322885 SH DEFINED 01 322885 0 0 STORAGE TECHNOLOGY COM 862111200 366 17700 SH DEFINED 01 03 0 17700 0 STORAGE TECHNOLOGY COM 862111200 143 6900 SH DEFINED 01 05 0 6900 0 STORAGENETWORKS INC COM 86211E103 0 55 SH DEFINED 01 55 0 0 STRATOS LIGHTWAVE IN COM 863100103 1162 189001 SH DEFINED 01 189001 0 0 STRATTEC SECURITY COM 863111100 296 8400 SH DEFINED 01 8400 0 0 STRATTEC SECURITY COM 863111100 25 700 SH DEFINED 01 05 0 700 0 STRIDE RITE CORP COM 863314100 808 123432 SH DEFINED 01 123432 0 0 STRYKER COM 863667101 60754 1040835 SH DEFINED 01 1040835 0 0 STRYKER COM 863667101 2818 48273 SH DEFINED 01 03 0 48273 0 STRYKER COM 863667101 44814 767748 SH DEFINED 01 05 0 767748 0 STRYKER CORP COM 863667101 4090 70050 SH DEFINED 01 02 0 70050 0 STUDENT ADVANTAGE IN COM 86386Q105 0 158 SH DEFINED 01 158 0 0 STORA ENSO COM 863901997 12243 956099 SH DEFINED 01 956099 0 0 STORA ENSO COM 863901997 15023 1173268 SH DEFINED 01 05 0 1173268 0 STUDENT LOAN CORP COM 863902102 4 50 SH DEFINED 01 50 0 0 STURM RUGER & CO INC COM 864159108 951 79357 SH DEFINED 01 79357 0 0 SUEZ LYONNAISE DES EAUX COM 864700992 4898 161815 SH DEFINED 01 03 0 161815 0 SUMITOMO CHEMICAL COM 865601504 8652 2548000 SH DEFINED 01 2548000 0 0 SUMITOMO CHEMICAL COM 865601504 2149 633000 SH DEFINED 01 03 0 633000 0 SUMITOMO CHEMICAL COM 865601504 8601 2533000 SH DEFINED 01 05 0 2533000 0 SUMITOMO TRUST & BANKING COM 865603997 170 42000 SH DEFINED 01 42000 0 0 SUMITOMO TRUST & BANKING COM 865603997 1461 360000 SH DEFINED 01 03 0 360000 0 SUMMIT PROPERTIES COM 866239106 3 108 SH DEFINED 01 108 0 0 SUN COMMUNITIES INC COM 866674104 2 63 SH DEFINED 01 63 0 0 SUN HUNG KAI PRP ORD COM 86676H104 57 7000 SH DEFINED 01 7000 0 0 SUN LIFE FINANCIAL SERVICES OF COM 866796105 372 17200 SH DEFINED 01 17200 0 0 SUN LIFE FINANCIAL SERVICES OF COM 866796998 1743 81935 SH DEFINED 01 03 0 81935 0 SUN MICROSYSTEMS COM 866810104 16329 1323250 SH DEFINED 01 1323250 0 0 SUN MICROSYSTEMS COM 866810104 9985 809236 SH DEFINED 01 03 0 809236 0 SUN MICROSYSTEMS COM 866810104 22808 1848316 SH DEFINED 01 05 0 1848316 0 SUN MICROSYSTEMS COM 866810104 287 23289 SH DEFINED 11 12 0 23289 0 SUN MICROSYSTEMS INC COM 866810104 21485 1740696 SH DEFINED 01 02 0 1740696 0 TEXAS INSTRUMENTS INC COM 866810104 2682 95800 SH DEFINED 11 12 0 95800 0 SUNBEAM WTS COM 867071128 0 83 SH DEFINED 01 83 0 0 SUNCOR ENERGY INC COM 867229999 122 3719 SH DEFINED 01 3719 0 0 SUNCOR ENERGY INC COM 867229999 2018 61473 SH DEFINED 01 03 0 61473 0 SUNGARD DATA COM 867363103 3013 104162 SH DEFINED 01 02 0 104162 0 SUNGARD DATA SYSTEMS COM 867363103 74033 2559032 SH DEFINED 01 2559032 0 0 SUNGARD DATA SYSTEMS COM 867363103 6017 208000 SH DEFINED 01 03 0 208000 0 SUNGARD DATA SYSTEMS COM 867363103 34548 1194200 SH DEFINED 01 05 0 1194200 0 SUNOCO INC COM 86764P109 57 1524 SH DEFINED 01 1524 0 0 SUNOCO INC COM 86764P109 721 19297 SH DEFINED 01 03 0 19297 0 SUNOCO INC COM 86764P109 21 565 SH DEFINED 01 05 0 565 0 SUNRISE ASSISTED COM 86768K106 1194 41000 SH DEFINED 01 41000 0 0 SUNRISE ASSISTED COM 86768K106 6 210 SH DEFINED 01 02 0 210 0 SUNRISE ASSISTED COM 86768K106 108 3700 SH DEFINED 01 05 0 3700 0 SUNRISE TELECOM INC COM 86769Y105 1 137 SH DEFINED 01 137 0 0 SUNTRUST BANKS COM 867914103 2875 45860 SH DEFINED 01 45860 0 0 SUNTRUST BANKS COM 867914103 4446 70910 SH DEFINED 01 03 0 70910 0 SUNTRUST BANKS COM 867914103 130 2077 SH DEFINED 01 05 0 2077 0 SUPERGEN INC COM 868059106 1 82 SH DEFINED 01 82 0 0 SUPERIOR ENERGY SERVICES COM 868157108 260 30000 SH DEFINED 01 30000 0 0 SUPERIOR IND INTL COM 868168105 37 910 SH DEFINED 01 910 0 0 SUPERTEX INC COM 868532102 641 36626 SH DEFINED 01 36626 0 0 SUPERVALU COM 868536103 45847 2072654 SH DEFINED 01 2072654 0 0 SUPERVALU COM 868536103 724 32729 SH DEFINED 01 03 0 32729 0 SUPERVALU COM 868536103 3726 168444 SH DEFINED 01 05 0 168444 0 SUPERVALU INC COM 868536103 4004 181000 SH DEFINED 01 0 181000 0 SUPPORT.COM COM 868587106 1725 275176 SH DEFINED 01 275176 0 0 SURGUTNEFTEGAZ ADR COM 868861204 3803 241774 SH DEFINED 01 241774 0 0 SURGUTNEFTEGAZ ADR COM 868861204 104 6638 SH DEFINED 01 05 0 6638 0 SURMODICS INC COM 868873100 1801 49386 SH DEFINED 01 49386 0 0 SUSQUEHANNA BANC COM 869099101 2426 116362 SH DEFINED 01 116362 0 0 SWATCH GROUP AG COM 869999557 43 2161 SH DEFINED 01 2161 0 0 SWIFT ENERGY COM 870738101 2407 119139 SH DEFINED 01 119139 0 0 SWIFT ENERGY CO COM 870738101 4 190 SH DEFINED 01 02 0 190 0 SWIFT TRANSPORTATION COM 870756103 387 18000 SH DEFINED 01 0 18000 0 SWIFT TRANSPORTATION COM 870756103 63 2936 SH DEFINED 01 2936 0 0 SWIFT TRANSPORTATION COM 870756103 23529 1093899 SH DEFINED 01 02 0 1093899 0 SWIFT TRANSPORTATION COM 870756103 426 19800 SH DEFINED 01 03 0 19800 0 SWISS REINSURANCE COM 870855996 16447 163515 SH DEFINED 01 163515 0 0 SWISS REINSURANCE COM 870855996 5570 55375 SH DEFINED 01 03 0 55375 0 SWISS REINSURANCE COM 870855996 22019 218909 SH DEFINED 01 05 0 218909 0 SWITCHBOARD INC COM 871045100 0 90 SH DEFINED 01 90 0 0 SYBASE INC COM 871130100 938 59476 SH DEFINED 01 59476 0 0 SYBRON DENTAL COM 871142105 2418 112043 SH DEFINED 01 112043 0 0 SYBRON DENTAL SPEC COM 871142105 8 350 SH DEFINED 01 02 0 350 0 SYCAMORE NETWORKS COM 871206108 10 1881 SH DEFINED 01 1881 0 0 SYKES ENTERPRISES COM 871237103 13 1408 SH DEFINED 01 1408 0 0 SYLVAN LEARNING SYSTEMS COM 871399101 28 1243 SH DEFINED 01 1243 0 0 SYLVAN LEARNING SYSTEMS COM 871399101 4966 225000 SH DEFINED 01 05 0 225000 0 TAIWAN SEMICONDUCTOR MFG COM 871456992 6783 2712357 SH DEFINED 01 2712357 0 0 SYMANTEC COM 871503108 19708 297110 SH DEFINED 01 297110 0 0 SYMANTEC COM 871503108 20808 313700 SH DEFINED 01 05 0 313700 0 SYMANTEC CORP COM 871503108 167 2515 SH DEFINED 01 02 0 2515 0 SYMBOL TECHNOLOGIES COM 871508107 64163 4040483 SH DEFINED 01 4040483 0 0 SYMBOL TECHNOLOGIES COM 871508107 890 56074 SH DEFINED 01 03 0 56074 0 SYMBOL TECHNOLOGIES COM 871508107 2209 139118 SH DEFINED 01 05 0 139118 0 SYMMETRICOM INC COM 871543104 504 66202 SH DEFINED 01 66202 0 0 SYMYX TECHNOLOGIES COM 87155S108 2763 130088 SH DEFINED 01 130088 0 0 SYNCOR INTL CORP COM 87157J106 2091 73018 SH DEFINED 01 73018 0 0 SYNOPSYS COM 871607107 8633 146162 SH DEFINED 01 146162 0 0 SYNOPSYS COM 871607107 7336 124200 SH DEFINED 01 05 0 124200 0 SYNOPSYS INC COM 871607107 72 1214 SH DEFINED 01 02 0 1214 0 SYNOVUS FINANCIAL COM 87161C105 1533 61226 SH DEFINED 01 61226 0 0 SYNOVUS FINANCIAL COM 87161C105 1792 71520 SH DEFINED 01 03 0 71520 0 SYNOVUS FINANCIAL COM 87161C105 53 2096 SH DEFINED 01 05 0 2096 0 SYNTE COM 87162H103 859 66400 SH DEFINED 01 66400 0 0 SYNTE COM 87162H103 72 5600 SH DEFINED 01 05 0 5600 0 SYNTHES-STRATEC INC COM 871655999 118 170 SH DEFINED 01 170 0 0 SYSCO CORPORATION COM 871829107 348 13260 SH DEFINED 01 13260 0 0 SYSCO CORPORATION COM 871829107 121 4600 SH DEFINED 01 02 0 4600 0 SYSCO CORPORATION COM 871829107 4291 163646 SH DEFINED 01 03 0 163646 0 SYSCO CORPORATION COM 871829107 126 4794 SH DEFINED 01 05 0 4794 0 SYSTEMS &COMP TECH COM 871873105 1698 164177 SH DEFINED 01 164177 0 0 SYSTEMS &COMP TECH COM 871873105 2 160 SH DEFINED 01 02 0 160 0 SYSTEMS &COMP TECH COM 871873105 52 5000 SH DEFINED 01 05 0 5000 0 TBC CORP COM 872180104 828 61858 SH DEFINED 01 61858 0 0 TCF FINANCIAL COM 872275102 22324 465263 SH DEFINED 01 465263 0 0 TCF FINANCIAL COM 872275102 31993 666800 SH DEFINED 01 05 0 666800 0 TCF FINL CORP MPLS COM 872275102 1008 21000 SH DEFINED 01 0 21000 0 TCF FINL CORP MPLS COM 872275102 264 5500 SH DEFINED 01 02 0 5500 0 TECO ENERGY COM 872375100 15816 602768 SH DEFINED 01 602768 0 0 TECO ENERGY COM 872375100 899 34263 SH DEFINED 01 03 0 34263 0 TECO ENERGY COM 872375100 26 1004 SH DEFINED 01 05 0 1004 0 TEPPCO PARTNERS LP COM 872384102 8 280 SH DEFINED 01 280 0 0 THQ COM 872443403 5774 119114 SH DEFINED 01 119114 0 0 THQ COM 872443403 332 6850 SH DEFINED 01 03 0 6850 0 THQ COM 872443403 136 2800 SH DEFINED 01 05 0 2800 0 THQ INC COM 872443403 17697 365150 SH DEFINED 01 02 0 365150 0 TJX COMPANIES COM 872540109 4202 105416 SH DEFINED 01 105416 0 0 TJX COMPANIES COM 872540109 2669 66963 SH DEFINED 01 03 0 66963 0 TJX COMPANIES COM 872540109 78 1961 SH DEFINED 01 05 0 1961 0 TJX COS COM 872540109 598 15000 SH DEFINED 01 0 15000 0 TPG NV COM 872600994 117 5409 SH DEFINED 01 5409 0 0 TPG NV COM 872600994 4094 189189 SH DEFINED 01 03 0 189189 0 TRW COM 872649108 2074 56000 SH DEFINED 01 0 56000 0 TRW INC COM 872649108 92 2495 SH DEFINED 01 2495 0 0 TRW INC COM 872649108 1148 31006 SH DEFINED 01 03 0 31006 0 TRW INC COM 872649108 34 909 SH DEFINED 01 05 0 909 0 TMP WORLDWIDE INC COM 872941109 216 5054 SH DEFINED 01 5054 0 0 TMP WORLDWIDE INC COM 872941109 1164 27144 SH DEFINED 01 03 0 27144 0 TMP WORLDWIDE INC COM 872941109 34 796 SH DEFINED 01 05 0 796 0 TTM TECHNOLOGIES COM 87305R109 1436 142000 SH DEFINED 01 142000 0 0 TTM TECHNOLOGIES COM 87305R109 5 430 SH DEFINED 01 02 0 430 0 TTM TECHNOLOGIES COM 87305R109 109 10700 SH DEFINED 01 05 0 10700 0 TXU COM 873168108 43401 920488 SH DEFINED 01 920488 0 0 TXU COM 873168108 3352 71089 SH DEFINED 01 03 0 71089 0 TXU COM 873168108 198 4207 SH DEFINED 01 05 0 4207 0 TEXAS UTILITIES CONV PRF 873168504 41 800 SH DEFINED 01 02 0 800 0 TEXAS UTILITIES PRF 873168504 62709 1212000 SH DEFINED 01 1212000 0 0 TEXAS UTILITIES PRF 873168504 9158 177000 SH DEFINED 01 05 0 177000 0 TXU ELECTRIC CO PRF 87316T607 5532 54000 SH DEFINED 01 04 0 54000 0 TXU ELECTRIC CO PRF 87316T805 5117 50000 SH DEFINED 01 04 0 50000 0 TAIWAN SEMICONDUCTOR MFG ADR COM 874039100 13968 813506 SH DEFINED 01 05 0 813506 0 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 1747 108020 SH DEFINED 01 108020 0 0 TAKEDA CHEMICAL INDS COM 874058100 12111 267654 SH DEFINED 01 267654 0 0 TAKEDA CHEMICAL INDS COM 874058100 1855 41000 SH DEFINED 01 03 0 41000 0 TAKEDA CHEMICAL INDS COM 874058100 22307 493000 SH DEFINED 01 05 0 493000 0 TAKEFUJI COM 874110992 890 12300 SH DEFINED 01 12300 0 0 TAKKT AG COM 874113996 115 22300 SH DEFINED 01 22300 0 0 TALBOTS COM 874161102 802 22116 SH DEFINED 01 22116 0 0 TALISMAN ENERGY COM 87425E996 606 15971 SH DEFINED 01 15971 0 0 TALK AMERICA HOLDINGS INC COM 87426R103 0 150 SH DEFINED 01 150 0 0 TALX COM 874918105 685 27440 SH DEFINED 01 27440 0 0 TANABE SEIYAKU ORD COM 875333999 312 35000 SH DEFINED 01 35000 0 0 TANNING TECHNOLOGY COM 87588P101 0 63 SH DEFINED 01 63 0 0 TANOX INC COM 87588Q109 2 122 SH DEFINED 01 122 0 0 TARGET COM 87612E106 548350 13358090 SH DEFINED 01 13358090 0 0 TARGET COM 87612E106 9890 240906 SH DEFINED 01 03 0 240906 0 TARGET COM 87612E106 134784 3283394 SH DEFINED 01 05 0 3283394 0 TARGET CORP COM 87612E106 3731 90900 SH DEFINED 11 12 0 90900 0 TARGET CORP COM 87612E106 27413 667800 SH DEFINED 11 12 13 0 667800 0 TARGET CORPORATION COM 87612E106 9195 224000 SH DEFINED 01 0 224000 0 TARGET CORPORATION COM 87612E106 31741 773014 SH DEFINED 01 02 0 773014 0 TAUBMAN CENTERS INC COM 876664103 3 182 SH DEFINED 01 182 0 0 TAYLOR NELSON SOFRES COM 877300996 52 18600 SH DEFINED 01 18600 0 0 TECH DATA COM 878237106 12442 287475 SH DEFINED 01 287475 0 0 TECH DATA COM 878237106 775 17900 SH DEFINED 01 03 0 17900 0 TECH DATA COM 878237106 303 7000 SH DEFINED 01 05 0 7000 0 TECHNE COM 878377100 26795 727100 SH DEFINED 01 727100 0 0 TECHNE COM 878377100 2439 66200 SH DEFINED 01 03 0 66200 0 TECHNE COM 878377100 425 11546 SH DEFINED 01 05 0 11546 0 TECHNE CORP COM 878377100 1111 30143 SH DEFINED 01 02 0 30143 0 TECHNIP COM 878554997 115 860 SH DEFINED 01 860 0 0 TECHNITROL COM 878555101 5839 211387 SH DEFINED 01 211387 0 0 TECHNITROL COM 878555101 184 6641 SH DEFINED 01 05 0 6641 0 TECHNITROL INC COM 878555101 3 125 SH DEFINED 01 02 0 125 0 TECH SOLUTIONS COM 87872T108 0 121 SH DEFINED 01 121 0 0 TECUMSEH PRODUCT CLA COM 878895200 29 579 SH DEFINED 01 579 0 0 TELEFONICA COM 878950997 44074 3293514 SH DEFINED 01 3293514 0 0 TELEFONICA COM 878950997 5576 416616 SH DEFINED 01 03 0 416616 0 TELEFONICA COM 878950997 24862 1857741 SH DEFINED 01 05 0 1857741 0 TELECOM ITALIA COM 878960996 169 31631 SH DEFINED 01 31631 0 0 TELECOM ITALIA COM 878985993 401 46900 SH DEFINED 01 46900 0 0 TEIJIN COM 879000990 1796 468000 SH DEFINED 01 03 0 468000 0 TEKELEC COM 879101103 1991 109942 SH DEFINED 01 109942 0 0 TEKTRONIX COM 879131100 10574 410164 SH DEFINED 01 410164 0 0 TEKTRONIX COM 879131100 979 37988 SH DEFINED 01 03 0 37988 0 TEKTRONIX COM 879131100 360 13961 SH DEFINED 01 05 0 13961 0 TELAXIS COMM CORP COM 879202109 0 52 SH DEFINED 01 52 0 0 TELECOM ITALIA MOBILE COM 879277994 242 43400 SH DEFINED 01 43400 0 0 TELECORP PCS INC-CL A COM 879300101 6 520 SH DEFINED 01 520 0 0 TELEDYNE TECH COM 879360105 1530 93906 SH DEFINED 01 93906 0 0 TELEFLEX COM 879369106 63 1336 SH DEFINED 01 1336 0 0 TELEFONOS DE MEXICO ADR CL L COM 879403780 7723 220533 SH DEFINED 01 220533 0 0 TELEFONOS DE MEXICO ADR CL L COM 879403780 207 5914 SH DEFINED 01 05 0 5914 0 TELINDUS GROUP NV COM 879409993 48 6800 SH DEFINED 01 6800 0 0 TELEMAR NORTE LESTE SA COM 879426997 75 2873000 SH DEFINED 01 05 0 2873000 0 TELEPHONE & DATA SYSTEMS COM 879433100 7603 84720 SH DEFINED 01 84720 0 0 TELEPHONE & DATA SYSTEMS COM 879433100 332 3700 SH DEFINED 01 03 0 3700 0 TELEPHONE & DATA SYSTEMS COM 879433100 126 1400 SH DEFINED 01 05 0 1400 0 TELEPLAN INTERNATIONAL NV COM 879461994 29 2000 SH DEFINED 01 2000 0 0 TELEVISION BROADCASTS LTD COM 879500999 186 43000 SH DEFINED 01 43000 0 0 TELIK INC COM 87959M109 1591 117900 SH DEFINED 01 117900 0 0 TELIK INC COM 87959M109 2 140 SH DEFINED 01 02 0 140 0 TELIK INC COM 87959M109 77 5700 SH DEFINED 01 05 0 5700 0 TELLABS COM 879664100 2129 141676 SH DEFINED 01 0 141676 0 TELLABS COM 879664100 15684 1043536 SH DEFINED 01 1043536 0 0 TELLABS COM 879664100 399 26500 SH DEFINED 01 02 0 26500 0 TELLABS COM 879664100 1976 131461 SH DEFINED 01 03 0 131461 0 TELLABS COM 879664100 15074 1002949 SH DEFINED 01 05 0 1002949 0 TELLIUM COM 87967E107 2 351 SH DEFINED 01 351 0 0 TELULAR CORP COM 87970T208 826 90000 SH DEFINED 01 90000 0 0 TELULAR CORP COM 87970T208 2 210 SH DEFINED 01 02 0 210 0 TELULAR CORP COM 87970T208 62 6800 SH DEFINED 01 05 0 6800 0 TEMPLE INLAND COM 879868107 54 956 SH DEFINED 01 956 0 0 TEMPLE INLAND COM 879868107 687 12116 SH DEFINED 01 03 0 12116 0 TEMPLE INLAND COM 879868107 20 355 SH DEFINED 01 05 0 355 0 TELETECH HLDGS INC COM 879939106 575 40152 SH DEFINED 01 40152 0 0 TEMP INST FOREIGN EQUITY COM 880210505 33281 2300072 SH DEFINED 01 03 0 2300072 0 TENFOLD CORPORATION COM 88033A103 0 82 SH DEFINED 01 82 0 0 TENET HEALTHCARE COM 88033G100 15688 267173 SH DEFINED 01 267173 0 0 TENET HEALTHCARE COM 88033G100 5473 93213 SH DEFINED 01 03 0 93213 0 TENET HEALTHCARE COM 88033G100 443 7542 SH DEFINED 01 05 0 7542 0 TENET HEALTHCARE COR COM 88033G100 384 6545 SH DEFINED 01 02 0 6545 0 TENNECO AUTOMOTIVE INC COM 880349105 0 53 SH DEFINED 01 53 0 0 TERADYNE COM 880770102 29570 981069 SH DEFINED 01 981069 0 0 TERADYNE COM 880770102 1338 44402 SH DEFINED 01 03 0 44402 0 TERADYNE COM 880770102 14974 496801 SH DEFINED 01 05 0 496801 0 TERADYNE INC COM 880770102 784 26000 SH DEFINED 01 0 26000 0 TERADYNE INC COM 880770102 234 7750 SH DEFINED 01 02 0 7750 0 TERAYON COMM. SYSTEM COM 880775101 2863 346098 SH DEFINED 01 346098 0 0 TERAYON COMM. SYSTEM COM 880775101 8 940 SH DEFINED 01 02 0 940 0 TERAYON COMM. SYSTEM COM 880775101 159 19200 SH DEFINED 01 05 0 19200 0 TEREX COM 880779103 2711 154573 SH DEFINED 01 154573 0 0 TEREX COM 880779103 175 9994 SH DEFINED 01 05 0 9994 0 TEREX CORP NEW COM 880779103 6 330 SH DEFINED 01 02 0 330 0 TESCO COM 881575104 16725 4614922 SH DEFINED 01 4614922 0 0 TESCO COM 881575104 6024 1662504 SH DEFINED 01 03 0 1662504 0 TESCO COM 881575104 23904 6596011 SH DEFINED 01 05 0 6596011 0 TEVA PHARMACEUTICAL INDS ADR COM 881624209 3230 52409 SH DEFINED 01 52409 0 0 TEVA PHARMACEUTICAL INDS ADR COM 881624209 84 1359 SH DEFINED 01 05 0 1359 0 TETRA TECHNOLOGIES COM 88162F105 870 41527 SH DEFINED 01 41527 0 0 TETRA TECH COM 88162G103 3404 170999 SH DEFINED 01 170999 0 0 TEXAS INDS COM 882491103 2519 68260 SH DEFINED 01 68260 0 0 TEXAS INSTRUMENTS COM 882508104 3192 114000 SH DEFINED 01 0 114000 0 TEXAS INSTRUMENTS COM 882508104 576533 20590435 SH DEFINED 01 20590435 0 0 TEXAS INSTRUMENTS COM 882508104 27557 984018 SH DEFINED 01 02 0 984018 0 TEXAS INSTRUMENTS COM 882508104 12668 452494 SH DEFINED 01 03 0 452494 0 TEXAS INSTRUMENTS COM 882508104 122896 4389089 SH DEFINED 01 05 0 4389089 0 TEXAS INSTRUMENTS INC COM 882508104 17321 618600 SH DEFINED 11 12 13 0 618600 0 TEXTRON COM 883203101 22090 532789 SH DEFINED 01 532789 0 0 TEXTRON COM 883203101 1438 34681 SH DEFINED 01 03 0 34681 0 TEXTRON COM 883203101 1821 43918 SH DEFINED 01 05 0 43918 0 THERAGENICS COM 883375107 3814 386865 SH DEFINED 01 386865 0 0 THERAGENICS COM 883375107 252 25500 SH DEFINED 01 05 0 25500 0 THERAGENICS CORP COM 883375107 2 220 SH DEFINED 01 02 0 220 0 THERASENSE COM 883381105 7 275 SH DEFINED 01 275 0 0 THERMA-WAVE COM 88343A108 3454 231552 SH DEFINED 01 231552 0 0 THERMA-WAVE COM 88343A108 130 8686 SH DEFINED 01 05 0 8686 0 THERMA-WAVE INC COM 88343A108 3 170 SH DEFINED 01 02 0 170 0 THERMO-ELECTRON COM 883556102 85 3547 SH DEFINED 01 3547 0 0 THERMO-ELECTRON COM 883556102 1042 43651 SH DEFINED 01 03 0 43651 0 THERMO-ELECTRON COM 883556102 30 1278 SH DEFINED 01 05 0 1278 0 THESTREET.COM INC COM 88368Q103 0 100 SH DEFINED 01 100 0 0 THOMAS & BETTS COM 884315102 20214 955701 SH DEFINED 01 955701 0 0 THOMAS & BETTS COM 884315102 3 130 SH DEFINED 01 02 0 130 0 THOMAS & BETTS COM 884315102 302 14276 SH DEFINED 01 03 0 14276 0 THOMAS & BETTS COM 884315102 1641 77589 SH DEFINED 01 05 0 77589 0 THOMAS INDS INC COM 884425109 1120 44818 SH DEFINED 01 44818 0 0 THOR INDS COM 885160101 2134 57589 SH DEFINED 01 57589 0 0 THOR INDS COM 885160101 11 300 SH DEFINED 01 05 0 300 0 THORATEC COM 885175307 430 25299 SH DEFINED 01 25299 0 0 EMI GROUP COM 885250993 4119 792675 SH DEFINED 01 792675 0 0 EMI GROUP COM 885250993 5902 1135812 SH DEFINED 01 05 0 1135812 0 3 COM CORP COM 885535104 121 19000 SH DEFINED 01 0 19000 0 3 COM CORP COM 885535104 17520 2746161 SH DEFINED 01 02 0 2746161 0 3COM CORP COM 885535104 831 130226 SH DEFINED 01 130226 0 0 3COM CORP COM 885535104 48 7500 SH DEFINED 01 03 0 7500 0 THREE-FIVE SYS IN COM 88554L108 3 170 SH DEFINED 01 02 0 170 0 THREE-FIVE SYSTEMS COM 88554L108 3373 212038 SH DEFINED 01 212038 0 0 THREE-FIVE SYSTEMS COM 88554L108 143 8986 SH DEFINED 01 05 0 8986 0 TIBCO SOFTWARE INC COM 88632Q103 6 410 SH DEFINED 01 410 0 0 TICKETMASTER CL B COM 88633P203 6 354 SH DEFINED 01 354 0 0 TIDEWATER COM 886423102 48541 1431899 SH DEFINED 01 1431899 0 0 TIDEWATER COM 886423102 2234 65900 SH DEFINED 01 03 0 65900 0 TIDEWATER COM 886423102 3052 90026 SH DEFINED 01 05 0 90026 0 TIDEWATER INC COM 886423102 28568 842731 SH DEFINED 01 02 0 842731 0 TIER TECHNOLOGIES COM 88650Q100 423 19600 SH DEFINED 01 19600 0 0 TIETOENATOR OYJ COM 886539998 175 6600 SH DEFINED 01 6600 0 0 TIFFANY COM 886547108 91 2888 SH DEFINED 01 2888 0 0 TIFFANY COM 886547108 1129 35864 SH DEFINED 01 03 0 35864 0 TIFFANY COM 886547108 33 1051 SH DEFINED 01 05 0 1051 0 TIFFANY & CO-NEW COM 886547108 1385 44000 SH DEFINED 01 0 44000 0 TIMBERLAND CO -CL A COM 887100105 46 1225 SH DEFINED 01 1225 0 0 TIMBERWEST FOREST COM 887147205 534 65000 SH DEFINED 01 65000 0 0 TIMBERWEST FOREST COM 887147205 144 17500 SH DEFINED 01 05 0 17500 0 TIME WARNER TELECOM CL A COM 887319101 232 13087 SH DEFINED 01 13087 0 0 TIMKEN CO COM 887389104 2857 176584 SH DEFINED 01 176584 0 0 TINGYI HOLDINGS CO COM 887400992 35 210000 SH DEFINED 01 210000 0 0 TIPPINGPOINT TECHNOLOGIES INC COM 888011103 0 14 SH DEFINED 01 14 0 0 TITAN CORPORATION COM 888266103 1633 65441 SH DEFINED 01 65441 0 0 TITAN CORPORATION COM 888266103 4 150 SH DEFINED 01 02 0 150 0 TITAN CORPORATION COM 888266103 92 3700 SH DEFINED 01 05 0 3700 0 TITAN INTL INC COM 88830M102 289 61013 SH DEFINED 01 61013 0 0 TITAN PHARMACEUTICAL COM 888314101 1610 164123 SH DEFINED 01 164123 0 0 TITAN PHARMACEUTICAL COM 888314101 2 240 SH DEFINED 01 02 0 240 0 TITAN PHARMACEUTICAL COM 888314101 120 12200 SH DEFINED 01 05 0 12200 0 TITANIUM METAL COM 888339108 949 238000 SH DEFINED 01 238000 0 0 TITANIUM METAL COM 888339108 3 840 SH DEFINED 01 02 0 840 0 TITANIUM METAL COM 888339108 63 15700 SH DEFINED 01 05 0 15700 0 TIVO INC COM 888706108 524 80068 SH DEFINED 01 80068 0 0 TOHOKU ELECTRIC POWER COM 889070991 776 56600 SH DEFINED 01 56600 0 0 TOKYO STYLE COM 889125993 206 24000 SH DEFINED 01 24000 0 0 TOLL BROTHERS TOLL BROT COM 889478103 4512 102769 SH DEFINED 01 102769 0 0 TOLLGRADE COMMUNICAT COM 889542106 2692 80725 SH DEFINED 01 80725 0 0 TOLLGRADE COMMUNICAT COM 889542106 2 50 SH DEFINED 01 02 0 50 0 TOLLGRADE COMMUNICAT COM 889542106 87 2600 SH DEFINED 01 05 0 2600 0 TOMKINS ADR COM 890030208 17710 1400000 SH DEFINED 01 1400000 0 0 TOMKINS ADR COM 890030208 1434 113397 SH DEFINED 01 05 0 113397 0 TOO COM 890333107 5437 197699 SH DEFINED 01 197699 0 0 TOO COM 890333107 179 6500 SH DEFINED 01 05 0 6500 0 TOO INC COM 890333107 4 130 SH DEFINED 01 02 0 130 0 TANJONG COM 890400997 2387 1067000 SH DEFINED 01 1067000 0 0 TANJONG COM 890400997 63 28000 SH DEFINED 01 05 0 28000 0 TOOTSIE ROLL INDS COM 890516107 66 1690 SH DEFINED 01 1690 0 0 TOPPAN PRINTING COM 890746993 452 49000 SH DEFINED 01 49000 0 0 TOPPAN FORMS CO LTD COM 890780992 201 12000 SH DEFINED 01 12000 0 0 TOPPS COM 890786106 4444 365719 SH DEFINED 01 365719 0 0 TOPPS COM 890786106 232 19081 SH DEFINED 01 05 0 19081 0 TOPPS INC COM 890786106 4 300 SH DEFINED 01 02 0 300 0 TORCHMARK COM 891027104 24285 617472 SH DEFINED 01 617472 0 0 TORCHMARK COM 891027104 1199 30488 SH DEFINED 01 03 0 30488 0 TORCHMARK COM 891027104 1993 50671 SH DEFINED 01 05 0 50671 0 TOREX PLC COM 891030991 177 16600 SH DEFINED 01 16600 0 0 TORO CO COM 891092108 1660 36906 SH DEFINED 01 36906 0 0 TORO CO COM 891092108 8 170 SH DEFINED 01 02 0 170 0 TOTAL FINA ELF COM 891508996 47051 329442 SH DEFINED 01 329442 0 0 TOTAL FINA ELF COM 891508996 7284 50998 SH DEFINED 01 03 0 50998 0 TOTAL FINA ELF COM 891508996 39856 279067 SH DEFINED 01 05 0 279067 0 TOTALFINAELF ADR COM 89151E109 1236 17600 SH DEFINED 01 17600 0 0 TOWER AUTO COM 891707101 4849 537000 SH DEFINED 01 0 537000 0 TOWER AUTOMOTIVE COM 891707101 1281 141888 SH DEFINED 01 141888 0 0 TOWER AUTOMOTIVE COM 891707101 16766 1856700 SH DEFINED 01 05 0 1856700 0 TOWER AUTOMOTIVE CVT CONV BND 891707AE1 828 1000000 PRN DEFINED 01 02 0 0 1000000 TOTAL SYS SVCS INC COM 891906109 9 427 SH DEFINED 01 427 0 0 TOTAL SYS SVCS INC COM 891906109 659 31100 SH DEFINED 01 02 0 31100 0 TOYOTA MOTOR COM 892331992 14819 585000 SH DEFINED 01 585000 0 0 TOYOTA MOTOR COM 892331992 4889 193000 SH DEFINED 01 03 0 193000 0 TOYOTA MOTOR COM 892331992 13097 517000 SH DEFINED 01 05 0 517000 0 TOYS R US COM 892335100 80 3880 SH DEFINED 01 3880 0 0 TOYS R US COM 892335100 1011 48743 SH DEFINED 01 03 0 48743 0 TOYS R US COM 892335100 30 1428 SH DEFINED 01 05 0 1428 0 TRAMMELL CROW COM 89288R106 841 71900 SH DEFINED 01 71900 0 0 TRAMMELL CROW COM 89288R106 118 10100 SH DEFINED 01 05 0 10100 0 TRANS WORLD ENTMT CP COM 89336Q100 1 170 SH DEFINED 01 170 0 0 TRANSACTION SYSTEM COM 893416107 615 50137 SH DEFINED 01 50137 0 0 TRANSACTION SYSTEM COM 893416107 3 250 SH DEFINED 01 02 0 250 0 TRANSACTION SYSTEM COM 893416107 55 4500 SH DEFINED 01 05 0 4500 0 TRANSATLANTIC HLDS COM 893521104 3451 37920 SH DEFINED 01 37920 0 0 TRANSGENOMIC INC COM 89365K206 706 64150 SH DEFINED 01 64150 0 0 TRANSGENOMIC INC COM 89365K206 52 4750 SH DEFINED 01 05 0 4750 0 TRANSKARYOTIC THERAPIES COM 893735100 1493 34889 SH DEFINED 01 34889 0 0 TRANSMETA CORP COM 89376R109 2 726 SH DEFINED 01 726 0 0 TRANSPORTES AZKAR S.A. COM 893871996 97 20000 SH DEFINED 01 20000 0 0 TRANSWITCH COM 894065101 260 57753 SH DEFINED 01 57753 0 0 TREDEGAR COM 894650100 2138 112518 SH DEFINED 01 112518 0 0 TRIAD HOSPITALS COM 89579K109 873 29751 SH DEFINED 01 29751 0 0 TRIANGLE PHARMACEUTI COM 89589H104 0 121 SH DEFINED 01 121 0 0 TRIAD GUARANTY COM 895925105 1475 40683 SH DEFINED 01 40683 0 0 TRIAD GUARANTY COM 895925105 99 2717 SH DEFINED 01 05 0 2717 0 TRIAD GUARANTY INC COM 895925105 5 120 SH DEFINED 01 02 0 120 0 TRIARC COS INC CL A COM 895927101 1462 60191 SH DEFINED 01 60191 0 0 TRICON GLOBAL REST COM 895953107 118 2400 SH DEFINED 01 02 0 2400 0 TRICON GLOBAL RESTAURANTS COM 895953107 13052 265286 SH DEFINED 01 265286 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 2505 50910 SH DEFINED 01 03 0 50910 0 TRICON GLOBAL RESTAURANTS COM 895953107 340 6899 SH DEFINED 01 05 0 6899 0 TRIBUNE COM 896047107 2530 67616 SH DEFINED 01 67616 0 0 TRIBUNE COM 896047107 2738 73139 SH DEFINED 01 03 0 73139 0 TRIBUNE COM 896047107 80 2142 SH DEFINED 01 05 0 2142 0 TRIGON HEALTHCARE COM 89618L100 982 14137 SH DEFINED 01 14137 0 0 TRIMBLE NAVIGATION L COM 896239100 1199 73941 SH DEFINED 01 73941 0 0 TRIMERIS COM 896263100 1644 36577 SH DEFINED 01 36577 0 0 TRIMERIS COM 896263100 94 2100 SH DEFINED 01 05 0 2100 0 TRIMERIS INC COM 896263100 2 40 SH DEFINED 01 02 0 40 0 TRINITY INDS COM 896522109 451 16567 SH DEFINED 01 16567 0 0 TRI QUINT COM 89674K103 3 250 SH DEFINED 01 02 0 250 0 TRIQUINT SEMICONDUCTOR COM 89674K103 2554 208290 SH DEFINED 01 208290 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 101 8200 SH DEFINED 01 05 0 8200 0 TRITON PCS HOLDINGS CL A COM 89677M106 4 135 SH DEFINED 01 135 0 0 TRIUMPH GROUP INC COM 896818101 1515 46607 SH DEFINED 01 46607 0 0 TRIZEC HAHN CORP COM 896938990 130 8200 SH DEFINED 01 8200 0 0 TRUST CO NJ JERSEY C COM 898304100 2 90 SH DEFINED 01 90 0 0 TRUSTCO BANK CORP COM 898349105 2648 210669 SH DEFINED 01 210669 0 0 TRUSTMARK CORP COM 898402102 9 368 SH DEFINED 01 368 0 0 TRUSTMARK CORP COM 898402102 4 150 SH DEFINED 01 02 0 150 0 TUESDAY MORNING COM 899035505 505 27888 SH DEFINED 01 27888 0 0 TUESDAY MORNING CORP COM 899035505 3 190 SH DEFINED 01 02 0 190 0 TULARIK INC COM 899165104 8 322 SH DEFINED 01 322 0 0 TULLOW OIL PLC COM 899255996 61 55600 SH DEFINED 01 55600 0 0 TUMBLEWEED COMMUNICA COM 899690101 0 63 SH DEFINED 01 63 0 0 Tumbleweed Communications COM 899691011 189 31818 SH DEFINED 01 31818 0 0 TUPPERWARE CORP COM 899896104 27 1410 SH DEFINED 01 1410 0 0 TUPPERWARE CORP COM 899896104 275 14270 SH DEFINED 01 03 0 14270 0 TUPPERWARE CORP COM 899896104 8 418 SH DEFINED 01 05 0 418 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 1745 60161 SH DEFINED 01 60161 0 0 TWEETER HOME ENTERTAINMENT GRO COM 901167106 126 4339 SH DEFINED 01 05 0 4339 0 21ST CENTURY INSURANCE GROUP COM 90130N103 8 386 SH DEFINED 01 386 0 0 24/7 Media COM 901314104 151 655321 SH DEFINED 01 655321 0 0 24-7 REAL MEDIA INC COM 901314104 0 49 SH DEFINED 01 49 0 0 TYCO INTERNATIONAL COM 902124106 21736 369030 SH DEFINED 01 0 369030 0 TYCO INTERNATIONAL COM 902124106 131930 2239891 SH DEFINED 01 02 0 2239891 0 TYCO INTERNATIONAL COM 902124106 3302 56059 SH DEFINED 11 12 0 56059 0 TYCO INTERNATIONAL COM 902124106 25451 432100 SH DEFINED 11 12 13 0 432100 0 TYCO INTL COM 902124106 708659 12031547 SH DEFINED 01 12031547 0 0 TYCO INTL COM 902124106 34527 586195 SH DEFINED 01 03 0 586195 0 TYCO INTL COM 902124106 313245 5318270 SH DEFINED 01 05 0 5318270 0 TYSON FOODS INC -CL COM 902494103 127 10939 SH DEFINED 01 10939 0 0 UAL CORP COM 902549500 3 250 SH DEFINED 01 250 0 0 UCAR INTERNATIONAL COM 90262K109 1184 110705 SH DEFINED 01 110705 0 0 UCAR INTERNATIONAL COM 90262K109 4 370 SH DEFINED 01 02 0 370 0 UCAR INTERNATIONAL COM 90262K109 106 9900 SH DEFINED 01 05 0 9900 0 UCBH HOLDINGS COM 90262T308 4555 160179 SH DEFINED 01 160179 0 0 UCBH HOLDINGS COM 90262T308 185 6500 SH DEFINED 01 05 0 6500 0 UCBH HOLDINGS INC COM 90262T308 11 380 SH DEFINED 01 02 0 380 0 UGI COM 902681105 5492 181821 SH DEFINED 01 181821 0 0 UGI COM 902681105 297 9826 SH DEFINED 01 05 0 9826 0 UGI CORP COM 902681105 6 200 SH DEFINED 01 02 0 200 0 UICI COM 902737105 1 86 SH DEFINED 01 86 0 0 UIL HOLDINGS COM 902748102 3878 75605 SH DEFINED 01 75605 0 0 UIL HOLDINGS COM 902748102 165 3217 SH DEFINED 01 05 0 3217 0 UIL HOLDINGS CORP COM 902748102 6 115 SH DEFINED 01 02 0 115 0 UMB FINL CORP COM 902788108 8 192 SH DEFINED 01 192 0 0 USX MARATHON GROUP COM 902905827 135 4500 SH DEFINED 01 02 0 4500 0 USX-MARATHON GROUP COM 902905827 43257 1441904 SH DEFINED 01 1441904 0 0 USX-MARATHON GROUP COM 902905827 2495 83163 SH DEFINED 01 03 0 83163 0 USX-MARATHON GROUP COM 902905827 3393 113076 SH DEFINED 01 05 0 113076 0 UST COM 902911106 9652 275791 SH DEFINED 01 275791 0 0 UST COM 902911106 1761 50314 SH DEFINED 01 03 0 50314 0 UST COM 902911106 172 4890 SH DEFINED 01 05 0 4890 0 UST INC COM 902911106 22066 630355 SH DEFINED 01 02 0 630355 0 U.S. BANCORP COM 902973304 64640 3088308 SH DEFINED 01 3088308 0 0 U.S. BANCORP COM 902973304 10963 523788 SH DEFINED 01 03 0 523788 0 U.S. BANCORP COM 902973304 54269 2592876 SH DEFINED 01 05 0 2592876 0 US BANCORP COM 902973304 4458 213000 SH DEFINED 01 0 213000 0 US BANCORP COM 902973304 1543 73700 SH DEFINED 11 12 0 73700 0 US BANCORP COM 902973304 13425 641400 SH DEFINED 11 12 13 0 641400 0 US BANK CORP COM 902973304 40 1900 SH DEFINED 11 12 13 0 1900 0 USA NETWORKS COM 902984103 225965 8274104 SH DEFINED 01 8274104 0 0 USA NETWORKS COM 902984103 124706 4566350 SH DEFINED 01 05 0 4566350 0 USA NETWORKS INC COM 902984103 4861 178000 SH DEFINED 01 0 178000 0 USA NETWORKS INC COM 902984103 290 10634 SH DEFINED 01 02 0 10634 0 UFJ HOLDINGS COM 903000990 126 57 SH DEFINED 01 57 0 0 URS CORP COM 903236107 1446 52747 SH DEFINED 01 52747 0 0 USG CORP COM 903293405 1 104 SH DEFINED 01 104 0 0 USEC INC COM 90333E108 2 212 SH DEFINED 01 212 0 0 USEC INC COM 90333E108 4 520 SH DEFINED 01 02 0 520 0 USINOR COM 903368207 9277 741539 SH DEFINED 01 741539 0 0 USINOR COM 903368207 11958 955881 SH DEFINED 01 05 0 955881 0 U.S. PHYSICAL THERAPY COM 90337L108 2654 164200 SH DEFINED 01 164200 0 0 U.S. PHYSICAL THERAPY COM 90337L108 181 11200 SH DEFINED 01 05 0 11200 0 US PHYSICAL THERAPY COM 90337L108 4 255 SH DEFINED 01 02 0 255 0 USX-US STEEL GROUP COM 90337T101 30 1707 SH DEFINED 01 1707 0 0 USX-US STEEL GROUP COM 90337T101 397 21900 SH DEFINED 01 03 0 21900 0 USX-US STEEL GROUP COM 90337T101 12 642 SH DEFINED 01 05 0 642 0 US UNWIRED CL A COM 90338R104 2669 262180 SH DEFINED 01 262180 0 0 US UNWIRED CL A COM 90338R104 127 12520 SH DEFINED 01 05 0 12520 0 US UNWIRED INC COM 90338R104 3 310 SH DEFINED 01 02 0 310 0 US ONCOLOGY INC COM 90338W103 2113 280150 SH DEFINED 01 280150 0 0 UBIQUITEL OPERATING CO WTS EXP COM 903474112 1097 21940 SH DEFINED 01 21940 0 0 UBIQUITEL OPERATING CO WTS EXP COM 903474112 245 4900 SH DEFINED 01 05 0 4900 0 UBIQUITEL COM 903474302 3103 416537 SH DEFINED 01 416537 0 0 UBIQUITEL COM 903474302 123 16563 SH DEFINED 01 05 0 16563 0 UBIQUITEL INC COM 903474302 3 370 SH DEFINED 01 02 0 370 0 ULTICOM INC COM 903844108 1 135 SH DEFINED 01 135 0 0 ULTIMATE ELECTRONICS COM 903849107 979 32633 SH DEFINED 01 32633 0 0 USA EDUCATION COM 90390U102 310381 3694132 SH DEFINED 01 3694132 0 0 USA EDUCATION COM 90390U102 3234 38490 SH DEFINED 01 03 0 38490 0 USA EDUCATION COM 90390U102 79259 943327 SH DEFINED 01 05 0 943327 0 USA EDUCATION INC COM 90390U102 871 10361 SH DEFINED 01 02 0 10361 0 ULTRAMAR DIAMOND SHA COM 904000106 10 197 SH DEFINED 01 197 0 0 ULTRATECH STEPPER COM 904034105 1093 66168 SH DEFINED 01 66168 0 0 UNICREDITO ITALIANO COM 904660990 569 141602 SH DEFINED 01 141602 0 0 UNIFI COM 904677101 1011 139510 SH DEFINED 01 139510 0 0 UNIFI COM 904677101 91 12520 SH DEFINED 01 05 0 12520 0 UNIFIED ENERGY ADR COM 904688108 3897 247720 SH DEFINED 01 247720 0 0 UNIFIED ENERGY ADR COM 904688108 105 6653 SH DEFINED 01 05 0 6653 0 UNILEVER COM 904700994 127 15500 SH DEFINED 01 15500 0 0 UNIFIRST CORP COM 904708104 834 37000 SH DEFINED 01 37000 0 0 UNIFIRST CORP COM 904708104 5 220 SH DEFINED 01 02 0 220 0 UNIFIRST CORP COM 904708104 74 3300 SH DEFINED 01 05 0 3300 0 UNILEVER NV - CVA - IN EURO COM 904760998 9591 163588 SH DEFINED 01 163588 0 0 UNILEVER NV - CVA - IN EURO COM 904760998 12164 207470 SH DEFINED 01 05 0 207470 0 UNILEVER NV NYS COM 904784709 580 10062 SH DEFINED 01 10062 0 0 UNILEVER NV NYS COM 904784709 8085 140335 SH DEFINED 01 03 0 140335 0 UNILEVER NV NYS COM 904784709 237 4112 SH DEFINED 01 05 0 4112 0 UNION PACIFIC COM 907818108 43033 754961 SH DEFINED 01 754961 0 0 UNION PACIFIC COM 907818108 3476 60990 SH DEFINED 01 03 0 60990 0 UNION PACIFIC COM 907818108 137 2396 SH DEFINED 01 05 0 2396 0 UNION PACIFIC CAPITAL CM CV 6. PRF 907824205 25698 541000 SH DEFINED 01 541000 0 0 UNION PACIFIC CAPITAL CM CV 6. PRF 907824403 12849 270500 SH DEFINED 01 270500 0 0 UNION PLANTERS CORP COM 908068109 123 2723 SH DEFINED 01 2723 0 0 UNION PLANTERS CORP COM 908068109 1522 33729 SH DEFINED 01 03 0 33729 0 UNION PLANTERS CORP COM 908068109 45 988 SH DEFINED 01 05 0 988 0 UNIONBANCAL CORP COM 908906100 608 16000 SH DEFINED 01 0 16000 0 UNIONBANCAL CORP COM 908906100 13 354 SH DEFINED 01 354 0 0 UNISOURCE ENERGY COM 909205106 3866 212497 SH DEFINED 01 212497 0 0 UNISOURCE ENERGY COM 909205106 190 10468 SH DEFINED 01 05 0 10468 0 UNISOURCE ENERGY CRP COM 909205106 5 290 SH DEFINED 01 02 0 290 0 UNISYS CORP COM 909214108 314 25000 SH DEFINED 01 0 25000 0 UNISYS CORP COM 909214108 79 6297 SH DEFINED 01 6297 0 0 UNISYS CORP COM 909214108 982 78348 SH DEFINED 01 03 0 78348 0 UNISYS CORP COM 909214108 29 2296 SH DEFINED 01 05 0 2296 0 UNIT CORP COM 909218109 1369 106115 SH DEFINED 01 106115 0 0 UNITED CMNTY FINL CO COM 909839102 1 134 SH DEFINED 01 134 0 0 UNITED BANCSHARES COM 909907107 3850 133404 SH DEFINED 01 133404 0 0 UNITED BANCSHARES COM 909907107 4 140 SH DEFINED 01 02 0 140 0 UNITED DEFENSE INDS COM 91018B104 6315 300000 SH DEFINED 01 300000 0 0 UNITED DEFENSE INDS COM 91018B104 86 4100 SH DEFINED 01 02 0 4100 0 UNITED DEFENSE INDS COM 91018B104 6696 318100 SH DEFINED 01 05 0 318100 0 UNITED DOMINION REALTY TRUST COM 910197102 2454 170403 SH DEFINED 01 170403 0 0 UNITED DOMINION REALTY TRUST COM 910197102 235 16300 SH DEFINED 01 05 0 16300 0 UNITED MICROELECTRONICS ADR COM 910873207 1248 130000 SH DEFINED 01 130000 0 0 UNITED MICROELECTRONICS ADR COM 910873207 196 20400 SH DEFINED 01 05 0 20400 0 UNITED MICROELECTRONICS TW230 COM 910875996 4322 2965000 SH DEFINED 01 2965000 0 0 UNITED NATURAL FOODS COM 911163103 1688 67543 SH DEFINED 01 67543 0 0 UNITED ONLINE INC COM 911268100 0 79 SH DEFINED 01 79 0 0 UNITED OVERSEAS BANK COM 911271104 8894 1293000 SH DEFINED 01 1293000 0 0 UNITED OVERSEAS BANK COM 911271104 69 10000 SH DEFINED 01 05 0 10000 0 UNITED PARCEL SERVICE CL B COM 911312106 7032 129036 SH DEFINED 01 129036 0 0 UNITED RENTALS INC COM 911363109 53 2343 SH DEFINED 01 2343 0 0 US CELLULAR CORP COM 911684108 3053 67487 SH DEFINED 01 67487 0 0 US CELLULAR CORP COM 911684108 217 4800 SH DEFINED 01 03 0 4800 0 US CELLULAR CORP COM 911684108 81 1800 SH DEFINED 01 05 0 1800 0 UNY COM 911689990 518 51000 SH DEFINED 01 51000 0 0 US AIR GROUP COM 911905107 10 1585 SH DEFINED 01 1585 0 0 US AIR GROUP COM 911905107 106 16726 SH DEFINED 01 03 0 16726 0 US AIR GROUP COM 911905107 3 490 SH DEFINED 01 05 0 490 0 US INDUSTRIES INC COM 912080108 0 140 SH DEFINED 01 140 0 0 UNITED SERVICES GROUP NV COM 913000998 319 16400 SH DEFINED 01 16400 0 0 UNITED STATIONERS COM 913004107 3370 100141 SH DEFINED 01 100141 0 0 UNITED SURGICAL PARTNERS INTL COM 913016309 233 11043 SH DEFINED 01 11043 0 0 UNITED TECHNOLOGIES COM 913017109 7260 112336 SH DEFINED 01 0 112336 0 UNITED TECHNOLOGIES COM 913017109 85465 1322384 SH DEFINED 01 1322384 0 0 UNITED TECHNOLOGIES COM 913017109 11822 182887 SH DEFINED 01 02 0 182887 0 UNITED TECHNOLOGIES COM 913017109 9018 139536 SH DEFINED 01 03 0 139536 0 UNITED TECHNOLOGIES COM 913017109 25676 397270 SH DEFINED 01 05 0 397270 0 UNITED THERAPEUTICS COM 91307C102 0 36 SH DEFINED 01 36 0 0 UNITEDGLOBALCOM INC. COM 913247508 2 489 SH DEFINED 01 489 0 0 UNITEDHEALTH GROUP COM 91324P102 363762 5140063 SH DEFINED 01 5140063 0 0 UNITEDHEALTH GROUP COM 91324P102 394 5558 SH DEFINED 01 02 0 5558 0 UNITEDHEALTH GROUP COM 91324P102 7285 102949 SH DEFINED 01 03 0 102949 0 UNITEDHEALTH GROUP COM 91324P102 58878 831942 SH DEFINED 01 05 0 831942 0 UNITEDNETWORKS LIMITED COM 913257994 92 26800 SH DEFINED 01 26800 0 0 UNITRIN INC COM 913275103 81 2057 SH DEFINED 01 2057 0 0 UNIVERSAL CORP COM 913456109 33 914 SH DEFINED 01 914 0 0 UNIVERSAL CORP COM 913456109 7 190 SH DEFINED 01 02 0 190 0 UNIVERSAL FST PRO COM 913543104 1221 58352 SH DEFINED 01 58352 0 0 UNIVERSAL HEALTH SERVICES CL B COM 913903100 16401 383405 SH DEFINED 01 383405 0 0 UNIVERSAL HEALTH SERVICES CL B COM 913903100 25771 602400 SH DEFINED 01 05 0 602400 0 UNIVERSAL HLTH CR-B COM 913903100 197 4600 SH DEFINED 01 02 0 4600 0 UNIVISION COM 914906102 85025 2101470 SH DEFINED 01 02 0 2101470 0 UNIVISION COMMUNICATIONS CL A COM 914906102 61149 1511333 SH DEFINED 01 1511333 0 0 UNIVISION COMMUNICATIONS CL A COM 914906102 7506 185532 SH DEFINED 01 03 0 185532 0 UNIVISION COMMUNICATIONS CL A COM 914906102 24050 594431 SH DEFINED 01 05 0 594431 0 UNOCAL CORP COM 915289102 3196 88607 SH DEFINED 01 88607 0 0 UNOCAL CORP COM 915289102 2374 65806 SH DEFINED 01 03 0 65806 0 UNOCAL CORP COM 915289102 146 4055 SH DEFINED 01 05 0 4055 0 UNOVA INC COM 91529B106 918 158357 SH DEFINED 01 158357 0 0 UNOVA INC COM 91529B106 2 290 SH DEFINED 01 02 0 290 0 UNOVA INC COM 91529B106 61 10500 SH DEFINED 01 05 0 10500 0 UNUMPROVIDENT COM 91529Y106 8084 304968 SH DEFINED 01 304968 0 0 UNUMPROVIDENT COM 91529Y106 2034 76730 SH DEFINED 01 03 0 76730 0 UNUMPROVIDENT COM 91529Y106 224 8441 SH DEFINED 01 05 0 8441 0 UPM KYMMENE COM 915435994 3962 119436 SH DEFINED 01 03 0 119436 0 USFREIGHTWAYS COM 916906100 2446 77887 SH DEFINED 01 77887 0 0 US INTERNETWORKING COM 917311805 0 420 SH DEFINED 01 420 0 0 UTILICORP UNITED COM 918005109 89 3539 SH DEFINED 01 3539 0 0 UTSTARCOM INC COM 918076100 1 30 SH DEFINED 01 30 0 0 VCA ANTECH INC COM 918194101 4848 400000 SH DEFINED 01 05 0 400000 0 VA SOFTWARE CORP COM 91819B105 0 179 SH DEFINED 01 179 0 0 VF COM 918204108 6668 170927 SH DEFINED 01 170927 0 0 VF COM 918204108 1519 38945 SH DEFINED 01 03 0 38945 0 VF COM 918204108 207 5298 SH DEFINED 01 05 0 5298 0 VEC TRUST CM CV 7.75% PRF 91821D107 2318 76490 SH DEFINED 01 76490 0 0 VEC TRUST CM CV 7.75% PRF 91821D107 1371 45210 SH DEFINED 01 05 0 45210 0 VOEST-ALPINE COM 918445990 23 800 SH DEFINED 01 800 0 0 VAIL RESORTS INC COM 91879Q109 2 98 SH DEFINED 01 98 0 0 VALASSIS COMMUNICATI COM 918866104 64 1809 SH DEFINED 01 1809 0 0 VALHI INC NEW COM 918905100 4 311 SH DEFINED 01 311 0 0 VALENCE TECHNOLOGY COM 918914102 454 134491 SH DEFINED 01 134491 0 0 VALERO ENERGY CORP COM 91913Y100 121 3177 SH DEFINED 01 3177 0 0 VALERO ENERGY CORP COM 91913Y100 15248 400000 SH DEFINED 01 05 0 400000 0 VALLEY NATL BANCORP COM 919794107 11 322 SH DEFINED 01 322 0 0 VALMONT INDUSTRIES COM 920253101 1044 72165 SH DEFINED 01 72165 0 0 VALSPAR CORP COM 920355104 63 1571 SH DEFINED 01 1571 0 0 VALUE CITY DEPT STOR COM 920387107 1 129 SH DEFINED 01 129 0 0 VALUECLICK INC COM 92046N102 0 43 SH DEFINED 01 43 0 0 VALUEVISION INTL INC COM 92047K107 1 71 SH DEFINED 01 71 0 0 VCOMMERCE CV SERIES C PRF 922100XX5 1010 834335 SH DEFINED 01 834335 0 0 VCOMMERCE CV SERIES C PRF 922100XX5 1587 1311588 SH DEFINED 01 05 0 1311588 0 VARCO INTERNATIONAL INC COM 922122106 48 3178 SH DEFINED 01 3178 0 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 27808 25000000 SH DEFINED 01 25000000 0 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 5562 5000000 SH DEFINED 01 05 0 5000000 0 VARIAN COM 922206107 2758 85015 SH DEFINED 01 85015 0 0 VARIAN COM 922206107 120 3700 SH DEFINED 01 05 0 3700 0 VARIAN INC COM 922206107 5 150 SH DEFINED 01 02 0 150 0 VARIAN SEMICONDUCTOR COM 922207105 3 90 SH DEFINED 01 02 0 90 0 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 3317 95898 SH DEFINED 01 95898 0 0 VARIAN MEDICAL SYSTEMS COM 92220P105 10263 144021 SH DEFINED 01 144021 0 0 VARIAN MEDICAL SYSTEMS COM 92220P105 107 1504 SH DEFINED 01 05 0 1504 0 VECTREN CORPORATION COM 92240G101 52 2157 SH DEFINED 01 2157 0 0 VECTOR GROUP LTD COM 92240M108 927 28221 SH DEFINED 01 28221 0 0 VEECO COM 922417100 4 120 SH DEFINED 01 02 0 120 0 VEECO INSTRUMENTS COM 922417100 7709 213871 SH DEFINED 01 213871 0 0 VEECO INSTRUMENTS COM 922417100 162 4500 SH DEFINED 01 05 0 4500 0 VENTIV HEALTH INC COM 922793104 22 6000 SH DEFINED 01 0 6000 0 VENTRO CORPORATION COM 922815105 0 54 SH DEFINED 01 54 0 0 VENTURE MFG(SINGAPORE) LTD COM 923269997 189 26200 SH DEFINED 01 26200 0 0 VERITAS SOFTWARE COM 923436109 62205 1387895 SH DEFINED 01 1387895 0 0 VERITAS SOFTWARE COM 923436109 4411 98425 SH DEFINED 01 03 0 98425 0 VERITAS SOFTWARE COM 923436109 29541 659125 SH DEFINED 01 05 0 659125 0 VERITY COM 92343C106 2622 129488 SH DEFINED 01 129488 0 0 VERISIGN COM 92343E102 94176 2475728 SH DEFINED 01 2475728 0 0 VERISIGN COM 92343E102 54211 1425105 SH DEFINED 01 05 0 1425105 0 VERISIGN INC COM 92343E102 692 18200 SH DEFINED 01 02 0 18200 0 VERITAS DGC COM 92343P107 1683 90990 SH DEFINED 01 90990 0 0 VERITAS DGC COM 92343P107 2 130 SH DEFINED 01 02 0 130 0 VERIZON COMM COM 92343V104 4746 100000 SH DEFINED 01 0 100000 0 VERIZON COMM COM 92343V104 56525 1191237 SH DEFINED 01 02 0 1191237 0 VERIZON COMMUNICATIONS COM 92343V104 627447 13220549 SH DEFINED 01 13220549 0 0 VERIZON COMMUNICATIONS COM 92343V104 35102 739611 SH DEFINED 01 03 0 739611 0 VERIZON COMMUNICATIONS COM 92343V104 139693 2943348 SH DEFINED 01 05 0 2943348 0 VERIZON COMMUNICATIONS COM 92343V104 888 18700 SH DEFINED 11 12 0 18700 0 VERIZON COMMUNICATIONS COM 92343v104 38 800 SH DEFINED 11 12 13 0 800 0 VERSICOR INC COM 925314106 895 44000 SH DEFINED 01 44000 0 0 VERSICOR INC COM 925314106 2 110 SH DEFINED 01 02 0 110 0 VERSICOR INC COM 925314106 55 2700 SH DEFINED 01 05 0 2700 0 VERTEX PHARMACEUTICALS COM 92532F100 672 27344 SH DEFINED 01 27344 0 0 VERTICALNET INC COM 92532L107 0 106 SH DEFINED 01 106 0 0 VIACOM CL B COM 925524308 591365 13394454 SH DEFINED 01 13394454 0 0 VIACOM CL B COM 925524308 19938 451595 SH DEFINED 01 03 0 451595 0 VIACOM CL B COM 925524308 174769 3958536 SH DEFINED 01 05 0 3958536 0 VIACOM INC CL B COM 925524308 8050 182340 SH DEFINED 01 0 182340 0 VIACOM INC CL B COM 925524308 902 20431 SH DEFINED 01 02 0 20431 0 VIATEL INC COM 925529208 0 208 SH DEFINED 01 208 0 0 VIAD CORP COM 92552R109 65 2711 SH DEFINED 01 2711 0 0 VIASAT COM 92552V100 1263 80919 SH DEFINED 01 80919 0 0 VIASYSTEMS GRP INC COM 92553H100 0 377 SH DEFINED 01 377 0 0 VIANT CORP COM 92553N107 0 217 SH DEFINED 01 217 0 0 VIASYS HEALTHCARE INC COM 92553Q209 1551 76732 SH DEFINED 01 76732 0 0 VIALTA INC - CL A COM 92554D108 0 1 SH DEFINED 01 1 0 0 VICINITY CORP COM 925653107 0 103 SH DEFINED 01 103 0 0 VICOR CORP COM 925815102 2029 125217 SH DEFINED 01 125217 0 0 VIA NET.WORKS INC COM 925912107 0 119 SH DEFINED 01 119 0 0 VIEWPOINT COM 92672P108 1028 150900 SH DEFINED 01 150900 0 0 VIGNETTE CORP COM 926734104 6 1142 SH DEFINED 01 1142 0 0 VINCI COM 927299990 132 2253 SH DEFINED 01 2253 0 0 VINTAGE PETE INC COM 927460105 4 250 SH DEFINED 01 02 0 250 0 VINTAGE PETROLEUM COM 927460105 5273 364941 SH DEFINED 01 364941 0 0 VINTAGE PETROLEUM COM 927460105 127 8786 SH DEFINED 01 05 0 8786 0 VIROPHARMA INC COM 928241108 1 41 SH DEFINED 01 41 0 0 VISHAY INTERTECHNOLOGY COM 928298108 7912 405691 SH DEFINED 01 405691 0 0 VISHAY INTERTECHNOLOGY COM 928298108 454 23300 SH DEFINED 01 03 0 23300 0 VISHAY INTERTECHNOLOGY COM 928298108 176 9000 SH DEFINED 01 05 0 9000 0 VISHAY INTRTECHNOLOG COM 928298108 382 19600 SH DEFINED 01 02 0 19600 0 VISIONICS CORP. COM 92831E101 1 90 SH DEFINED 01 02 0 90 0 VISTEON CORP COM 92839U107 40 2651 SH DEFINED 01 2651 0 0 VISTEON CORP COM 92839U107 2 128 SH DEFINED 01 02 0 128 0 VISTEON CORP COM 92839U107 481 32008 SH DEFINED 01 03 0 32008 0 VISTEON CORP COM 92839U107 14 937 SH DEFINED 01 05 0 937 0 VISUAL NETWORKS INC COM 928444108 434 94055 SH DEFINED 01 94055 0 0 VISX COM 92844S105 1235 93235 SH DEFINED 01 93235 0 0 VISX COM 92844S105 101 7600 SH DEFINED 01 05 0 7600 0 VITAL SIGNS INC COM 928469105 1329 38084 SH DEFINED 01 38084 0 0 VITALWORKS INC COM 928483106 1 101 SH DEFINED 01 101 0 0 VITESSE SEMICONDUCTOR COM 928497106 495 39726 SH DEFINED 01 39726 0 0 VITESSE SEMICONDUCTOR COM 928497106 583 46773 SH DEFINED 01 03 0 46773 0 VITESSE SEMICONDUCTOR COM 928497106 17 1371 SH DEFINED 01 05 0 1371 0 VITRIA TECHNOLOGY COM 92849Q104 643 100701 SH DEFINED 01 100701 0 0 VIVENDI ENVNMT WTS COM 928510957 0 857 SH DEFINED 01 857 0 0 VIVENDI UNIVERSAL SA COM 928516996 9236 168658 SH DEFINED 01 168658 0 0 VIVENDI UNIVERSAL SA COM 928516996 12766 233125 SH DEFINED 01 05 0 233125 0 VNU NV COM 928563998 3634 118292 SH DEFINED 01 03 0 118292 0 VODAFONE GROUP COM 92857TXX0 70534 26961932 SH DEFINED 01 26961932 0 0 VODAFONE GROUP COM 92857TXX0 9020 3447852 SH DEFINED 01 03 0 3447852 0 VODAFONE GROUP COM 92857TXX0 59911 22900806 SH DEFINED 01 05 0 22900806 0 VODAFONE GROUP PLC COM 92857W100 2883 112250 SH DEFINED 01 0 112250 0 VODAFONE GROUP PLC COM 92857W100 25680 1000000 SH DEFINED 01 1000000 0 0 VODAFONE GROUP PLC COM 92857W100 9630 375000 SH DEFINED 01 05 0 375000 0 VOLKSWAGEN COM 928600998 1062 22800 SH DEFINED 01 22800 0 0 VOLKSWAGEN COM 928663988 324 10500 SH DEFINED 01 10500 0 0 VOLT INFO SCIENCES COM 928703107 767 44871 SH DEFINED 01 44871 0 0 VOPAK COM 928875996 183 11300 SH DEFINED 01 11300 0 0 VORNADO REALTY TRUST COM 929042109 9 210 SH DEFINED 01 210 0 0 VULCAN MATERIALS COM 929160109 2560 53400 SH DEFINED 01 0 53400 0 VULCAN MATERIALS COM 929160109 1587 33104 SH DEFINED 01 33104 0 0 VULCAN MATERIALS COM 929160109 13125 273785 SH DEFINED 01 02 0 273785 0 VULCAN MATERIALS COM 929160109 1192 24871 SH DEFINED 01 03 0 24871 0 VULCAN MATERIALS COM 929160109 19211 400729 SH DEFINED 01 05 0 400729 0 WD-40 CO COM 929236107 1236 46366 SH DEFINED 01 46366 0 0 WFS FINANCIAL INC COM 92923B106 2 98 SH DEFINED 01 98 0 0 WGL HOLDINGS INC COM 92924F106 50 1701 SH DEFINED 01 1701 0 0 WGL HOLDINGS INC COM 92924F106 3 120 SH DEFINED 01 02 0 120 0 W HOLDING COMPANY INC COM 929251106 819 50592 SH DEFINED 01 50592 0 0 W HOLDING COMPANY INC COM 929251106 74 4550 SH DEFINED 01 05 0 4550 0 WJ COMMUNICATIONS COM 929284107 1 202 SH DEFINED 01 202 0 0 WM-DATA AB CL B COM 929295996 63 25000 SH DEFINED 01 25000 0 0 WMS INDS COM 929297109 1898 94925 SH DEFINED 01 94925 0 0 WPP GROUP PLC ADR COM 929309300 566 10500 SH DEFINED 01 10500 0 0 W.P. CAREY & CO LLC COM 92930Y107 3 118 SH DEFINED 01 118 0 0 WPP GROUP COM 929310993 6750 610193 SH DEFINED 01 610193 0 0 WPP GROUP COM 929310993 3988 360610 SH DEFINED 01 03 0 360610 0 WRC MEDIA INC 144A COM 92931A108 0 13543 SH DEFINED 01 13543 0 0 WRC MEDIA INC 144A COM 92931A108 0 2692 SH DEFINED 01 05 0 2692 0 WPS RESOURES CORP COM 92931B106 3 71 SH DEFINED 01 71 0 0 WABASH NATL COM 929566107 529 67853 SH DEFINED 01 67853 0 0 WESTINGHOUSE AIR BRA COM 929740108 1 121 SH DEFINED 01 121 0 0 WACKENHUT CORP COM 929794105 5 200 SH DEFINED 01 02 0 200 0 WACHOVIA COM 929903102 35303 1125683 SH DEFINED 01 1125683 0 0 WACHOVIA COM 929903102 12231 390026 SH DEFINED 01 03 0 390026 0 WACHOVIA COM 929903102 746 23788 SH DEFINED 01 05 0 23788 0 WACHOVIA CORPORATION COM 929903102 3957 126165 SH DEFINED 01 0 126165 0 WACHOVIA CORPORATION COM 929903102 437 13960 SH DEFINED 01 02 0 13960 0 WADDELL & REED FINANCIAL CL A COM 930059100 611 18998 SH DEFINED 01 18998 0 0 WAL-MART DE MEXICO COM 931141998 2349 861514 SH DEFINED 01 861514 0 0 WAL-MART DE MEXICO COM 931141998 59 21534 SH DEFINED 01 05 0 21534 0 WAL MART STORES COM 931142103 33053 574326 SH DEFINED 01 0 574326 0 WAL MART STORES COM 931142103 123259 2141731 SH DEFINED 01 02 0 2141731 0 WAL-MART STORES COM 931142103 968330 16825887 SH DEFINED 01 16825887 0 0 WAL-MART STORES COM 931142103 68928 1197716 SH DEFINED 01 03 0 1197716 0 WAL-MART STORES COM 931142103 283789 4931190 SH DEFINED 01 05 0 4931190 0 WAL-MART STORES INC COM 931142103 23292 404200 SH DEFINED 11 12 13 0 404200 0 WAL-MART STORES INC. COM 931142103 2411 41900 SH DEFINED 11 12 0 41900 0 WALGREEN COM 931422109 103560 3076669 SH DEFINED 01 3076669 0 0 WALGREEN COM 931422109 8430 250453 SH DEFINED 01 03 0 250453 0 WALGREEN COM 931422109 16561 492007 SH DEFINED 01 05 0 492007 0 WALGREEN CO. COM 931422109 13914 413372 SH DEFINED 01 02 0 413372 0 WALLACE COMPUTER SVC COM 932270101 22 1184 SH DEFINED 01 1184 0 0 WALLACE COMPUTER SVC COM 932270101 5 270 SH DEFINED 01 02 0 270 0 WALTER INDS COM 93317Q105 2 153 SH DEFINED 01 153 0 0 WANT-WANT HOLDINGS IN USD COM 933697997 57 30000 SH DEFINED 01 30000 0 0 WASHINGTON FED INC COM 938824109 4405 170898 SH DEFINED 01 170898 0 0 WASHINGTON MUT INC COM 939322103 5297 162000 SH DEFINED 01 0 162000 0 Washington Mut Inc COM 939322103 4052 123910 SH DEFINED 01 123910 0 0 WASHINGTON MUT INC COM 939322103 14238 435390 SH DEFINED 01 02 0 435390 0 WASHINGTON MUTUAL COM 939322103 80230 2453539 SH DEFINED 01 2453539 0 0 WASHINGTON MUTUAL COM 939322103 10407 318251 SH DEFINED 01 03 0 318251 0 WASHINGTON MUTUAL COM 939322103 28799 880721 SH DEFINED 01 05 0 880721 0 WASHINGTON POST CI B COM 939640108 156 295 SH DEFINED 01 295 0 0 WASH POST REGISTERED W/SALE COM 939640XX1 10600 20000 SH DEFINED 01 05 0 20000 0 WASH REAL ESTATE INC COM 939653101 3 130 SH DEFINED 01 130 0 0 WASTE CONNECTION COM 941053100 4 120 SH DEFINED 01 02 0 120 0 WASTE CONNECTIONS COM 941053100 3016 97338 SH DEFINED 01 97338 0 0 WASTE MANAGEMENT COM 94106L109 194470 6094284 SH DEFINED 01 6094284 0 0 WASTE MANAGEMENT COM 94106L109 6674 209140 SH DEFINED 01 03 0 209140 0 WASTE MANAGEMENT COM 94106L109 32996 1034012 SH DEFINED 01 05 0 1034012 0 WASTE MANAGEMENT INC COM 94106L109 6031 189010 SH DEFINED 01 02 0 189010 0 WATCHGUARD TECH COM 941105108 1 160 SH DEFINED 01 02 0 160 0 WATCHGUARD TECHNOLOGIES COM 941105108 547 84053 SH DEFINED 01 84053 0 0 WATCHGUARD TECHNOLOGIES COM 941105108 35 5400 SH DEFINED 01 05 0 5400 0 WATER PIK TECH COM 94113U100 0 14 SH DEFINED 01 14 0 0 WATERFORD WEDGWOOD COM 941513996 107 137000 SH DEFINED 01 137000 0 0 WATERS COM 941848103 26437 682269 SH DEFINED 01 682269 0 0 WATERS COM 941848103 2070 53400 SH DEFINED 01 03 0 53400 0 WATERS COM 941848103 21898 565114 SH DEFINED 01 05 0 565114 0 WATERS CORPORATION COM 941848103 39349 1015483 SH DEFINED 01 02 0 1015483 0 WATSCO COM 942622200 1116 78614 SH DEFINED 01 78614 0 0 WATSON PHARMACEUTICALS COM 942683103 66 2097 SH DEFINED 01 2097 0 0 WATSON PHARMACEUTICALS COM 942683103 821 26140 SH DEFINED 01 03 0 26140 0 WATSON PHARMACEUTICALS COM 942683103 24 766 SH DEFINED 01 05 0 766 0 WATTS INDUSTRIES INC COM 942749102 1175 78292 SH DEFINED 01 78292 0 0 WATTS INDUSTRIES INC COM 942749102 6 410 SH DEFINED 01 02 0 410 0 WAUSAU MOSINEE PAPER COM 943315101 23 1908 SH DEFINED 01 1908 0 0 WAVE SYS CORP COM 943526103 0 127 SH DEFINED 01 127 0 0 WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 24301 32000000 SH DEFINED 01 32000000 0 0 WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 4556 6000000 SH DEFINED 01 05 0 6000000 0 WEATHERFORD INTL COM 947074100 20879 560356 SH DEFINED 01 560356 0 0 WEATHERFORD INTL COM 947074100 16 435 SH DEFINED 01 05 0 435 0 WEBEX COMMUNICATIONS COM 94767L109 7 283 SH DEFINED 01 283 0 0 WEBMETHODS INC COM 94768C108 1262 75311 SH DEFINED 01 75311 0 0 WEBMETHODS INC COM 94768C108 2 120 SH DEFINED 01 02 0 120 0 WEBMD CORPORATION COM 94769M105 15 2178 SH DEFINED 01 2178 0 0 WEBSTER FINANCIAL COM 947890109 776 24610 SH DEFINED 01 24610 0 0 WEIGHT WATCHERS INTL COM 948626106 9 258 SH DEFINED 01 258 0 0 WEINGARTEN REALTY IN COM 948741103 10 209 SH DEFINED 01 209 0 0 WEIS MARKETS INC COM 948849104 7 239 SH DEFINED 01 239 0 0 WELLMAN COM 949702104 3768 243254 SH DEFINED 01 243254 0 0 WELLMAN COM 949702104 141 9117 SH DEFINED 01 05 0 9117 0 WELLMAN INC COM 949702104 4 280 SH DEFINED 01 02 0 280 0 WELLPOINT COM 94973H108 166 1415 SH DEFINED 01 02 0 1415 0 WELLPOINT HEALTH NETWORKS COM 94973H108 19438 166355 SH DEFINED 01 166355 0 0 WELLPOINT HEALTH NETWORKS COM 94973H108 2987 25557 SH DEFINED 01 03 0 25557 0 WELLPOINT HEALTH NETWORKS COM 94973H108 498 4259 SH DEFINED 01 05 0 4259 0 WELLS FARGO COM 949746101 275825 6348087 SH DEFINED 01 6348087 0 0 WELLS FARGO COM 949746101 18329 421862 SH DEFINED 01 03 0 421862 0 WELLS FARGO COM 949746101 59522 1369893 SH DEFINED 01 05 0 1369893 0 WELLS FARGO CO (NEW) COM 949746101 3997 92000 SH DEFINED 01 0 92000 0 WELLS FARGO CO (NEW) COM 949746101 33323 766958 SH DEFINED 01 02 0 766958 0 WENDYS INTL INC COM 950590109 60 2029 SH DEFINED 01 2029 0 0 WENDYS INTL INC COM 950590109 749 25674 SH DEFINED 01 03 0 25674 0 WENDYS INTL INC COM 950590109 22 752 SH DEFINED 01 05 0 752 0 WERNER ENTERPRISES COM 950755108 3898 160420 SH DEFINED 01 160420 0 0 WESCAST INDS CL A COM 950813105 2139 71300 SH DEFINED 01 71300 0 0 WESCAST INDS CL A COM 950813105 204 6800 SH DEFINED 01 05 0 6800 0 WESCO FINANCIAL CORP COM 950817106 6 18 SH DEFINED 01 18 0 0 WESCO INTERNATIONAL COM 95082P105 1 146 SH DEFINED 01 146 0 0 WEST CORP COM 952355105 5 218 SH DEFINED 01 218 0 0 WEST PHARMACEUTICAL COM 955306105 1 54 SH DEFINED 01 54 0 0 WEST AMERICA BANCORP COM 957090103 49 1233 SH DEFINED 01 1233 0 0 WEST AMERICA BANCORP COM 957090103 4 100 SH DEFINED 01 02 0 100 0 WESTCORP COM 957907108 2 128 SH DEFINED 01 128 0 0 WESTERN DIGITAL COM 958102105 188 30000 SH DEFINED 01 0 30000 0 WESTERN DIGITAL COM 958102105 978 156000 SH DEFINED 01 156000 0 0 WESTERN DIGITAL COM 958102105 6 980 SH DEFINED 01 02 0 980 0 WESTERN DIGITAL COM 958102105 90 14400 SH DEFINED 01 05 0 14400 0 WESTERN GAS RESOURCE COM 958259103 7 210 SH DEFINED 01 02 0 210 0 WESTERN GAS RESOURCES COM 958259103 3048 94259 SH DEFINED 01 94259 0 0 WESTERN GAS RESOURCES COM 958259103 191 5900 SH DEFINED 01 05 0 5900 0 WESTERN MULTIPLEX COM 95874P107 1 220 SH DEFINED 01 02 0 220 0 WESTERN RES COM 959425109 41 2395 SH DEFINED 01 2395 0 0 WESTERN WIRELESS CL A COM 95988E204 4 149 SH DEFINED 01 149 0 0 WESTFIELD HOLDINGS COM 960077998 99 11528 SH DEFINED 01 03 0 11528 0 WESTPAC BANKING ORD COM 961214103 2105 261000 SH DEFINED 01 03 0 261000 0 WESTPOINT STEVENS IN COM 961238102 0 100 SH DEFINED 01 100 0 0 WESTVACO CORP COM 961548104 55 1957 SH DEFINED 01 1957 0 0 WESTVACO CORP COM 961548104 715 25117 SH DEFINED 01 03 0 25117 0 WESTVACO CORP COM 961548104 21 736 SH DEFINED 01 05 0 736 0 WESTWOOD ONE COM 961815107 28835 959566 SH DEFINED 01 959566 0 0 WESTWOOD ONE COM 961815107 3495 116300 SH DEFINED 01 03 0 116300 0 WESTWOOD ONE COM 961815107 9730 323770 SH DEFINED 01 05 0 323770 0 WESTWOOD ONE CORP COM 961815107 61067 2032179 SH DEFINED 01 02 0 2032179 0 WET SEAL CL A COM 961840105 3803 161473 SH DEFINED 01 161473 0 0 WET SEAL CL A COM 961840105 154 6558 SH DEFINED 01 05 0 6558 0 WET SEAL INC COM 961840105 4 155 SH DEFINED 01 02 0 155 0 WEYERHAUESER COM 962166104 234 4327 SH DEFINED 01 4327 0 0 WEYERHAUESER COM 962166104 2871 53096 SH DEFINED 01 03 0 53096 0 WEYERHAUESER COM 962166104 84 1556 SH DEFINED 01 05 0 1556 0 WHARF HOLDINGS COM 962257101 471 193000 SH DEFINED 01 193000 0 0 WHIRLPOOL COM 963320106 68739 937395 SH DEFINED 01 937395 0 0 WHIRLPOOL COM 963320106 3105 42331 SH DEFINED 01 03 0 42331 0 WHIRLPOOL COM 963320106 2769 37750 SH DEFINED 01 05 0 37750 0 WHIRLPOOL CORP COM 963320106 873 11900 SH DEFINED 01 02 0 11900 0 WHITBREAD PLC COM 963367990 703 88000 SH DEFINED 01 88000 0 0 WHITNEY HOLDING CORP COM 966612103 3424 78091 SH DEFINED 01 78091 0 0 WHOLE FOODS MARKET COM 966837106 89704 2059301 SH DEFINED 01 2059301 0 0 WHOLE FOODS MARKET COM 966837106 174128 3997450 SH DEFINED 01 02 0 3997450 0 WHOLE FOODS MARKET COM 966837106 13238 303900 SH DEFINED 01 03 0 303900 0 WHOLE FOODS MARKET COM 966837106 1370 31450 SH DEFINED 01 05 0 31450 0 WILD OATS MARKETS COM 96808B107 1 75 SH DEFINED 01 75 0 0 WILEY JOHN &SONS INC COM 968223206 6 262 SH DEFINED 01 262 0 0 WILLAMETTE INDUSTRIES COM 969133107 113 2173 SH DEFINED 01 2173 0 0 WILLAMETTE INDUSTRIES COM 969133107 1406 26978 SH DEFINED 01 03 0 26978 0 WILLAMETTE INDUSTRIES COM 969133107 41 791 SH DEFINED 01 05 0 791 0 WILLIAMS COMMUNICATIONS COM 969455104 6 2599 SH DEFINED 01 2599 0 0 WILLIAM COMPANIES COM 969457100 758 29700 SH DEFINED 01 02 0 29700 0 WILLIAMS COMPANIES COM 969457100 97392 3816258 SH DEFINED 01 3816258 0 0 WILLIAMS COMPANIES COM 969457100 4625 181234 SH DEFINED 01 03 0 181234 0 WILLIAMS COMPANIES COM 969457100 3580 140277 SH DEFINED 01 05 0 140277 0 WILLIAMS SONOMA COM 969904101 644 15000 SH DEFINED 01 0 15000 0 WILLIAMS SONOMA COM 969904101 104836 2443705 SH DEFINED 01 02 0 2443705 0 WILLIAMS-SONOMA COM 969904101 58358 1360307 SH DEFINED 01 1360307 0 0 WILLIAMS-SONOMA COM 969904101 8827 205750 SH DEFINED 01 03 0 205750 0 WILLIAMS-SONOMA COM 969904101 957 22313 SH DEFINED 01 05 0 22313 0 WILMINGTON TRUST COR COM 971807102 67 1051 SH DEFINED 01 1051 0 0 WILSHIRE WI ADVISOR WT 97187@117 49 12 SH DEFINED 01 05 0 12 0 WILSHIRE LA ADVISERS WT 97188#AA4 47 12 SH DEFINED 01 05 0 12 0 WILSHIRE NY ADVIS WT WT 971880117 148 20 SH DEFINED 01 0 20 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 0 3 0 WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 05 0 3 0 WILSHIRE NY ADVISOR WT 971993118 68 60 SH DEFINED 01 0 60 0 WILSON GREATBATCH COM 972232102 1336 37000 SH DEFINED 01 37000 0 0 WILSON GREATBATCH COM 972232102 7 180 SH DEFINED 01 02 0 180 0 WILSON GREATBATCH COM 972232102 123 3400 SH DEFINED 01 05 0 3400 0 WIND RIVER COM 973149107 46 2588 SH DEFINED 01 2588 0 0 WING HANG BANK LTD COM 973855992 35 11000 SH DEFINED 01 11000 0 0 WING LUNG BANK COM 974000994 74 19900 SH DEFINED 01 19900 0 0 WINK COMMUNICATIONS COM 974168106 0 90 SH DEFINED 01 90 0 0 WINN-DIXIE COM 974280109 46 3217 SH DEFINED 01 3217 0 0 WINN-DIXIE COM 974280109 492 34510 SH DEFINED 01 03 0 34510 0 WINN-DIXIE COM 974280109 14 1011 SH DEFINED 01 05 0 1011 0 WINNEBAGO IND INC COM 974637100 2246 60807 SH DEFINED 01 60807 0 0 WINTRUST FINANCIAL COM 97650W108 1559 51000 SH DEFINED 01 51000 0 0 WINTRUST FINANCIAL COM 97650W108 8 260 SH DEFINED 01 02 0 260 0 WINTRUST FINANCIAL COM 97650W108 92 3000 SH DEFINED 01 05 0 3000 0 WIRELESS FACILITIES COM 97653A103 1 89 SH DEFINED 01 89 0 0 WISCONSIN ENERGY COM 976657106 80 3548 SH DEFINED 01 3548 0 0 WITNESS SYSTEMS INC COM 977424100 1456 109300 SH DEFINED 01 109300 0 0 WITNESS SYSTEMS INC COM 977424100 2 170 SH DEFINED 01 02 0 170 0 WITNESS SYSTEMS INC COM 977424100 60 4500 SH DEFINED 01 05 0 4500 0 WOLTERS KLUWER COM 977874999 386 16937 SH DEFINED 01 16937 0 0 WOLSELEY COM 977989995 8434 1007767 SH DEFINED 01 1007767 0 0 WOLSELEY COM 977989995 11223 1341054 SH DEFINED 01 05 0 1341054 0 WOLVERINE TUBE INC COM 978093102 405 35673 SH DEFINED 01 35673 0 0 WOLVERINE COM 978097103 1849 122886 SH DEFINED 01 122886 0 0 WOODWARD GOVERNOR CO COM 980745103 1945 33393 SH DEFINED 01 33393 0 0 WORLDGATE COMM COM 98156L307 0 87 SH DEFINED 01 87 0 0 WORLDCOM INC/GROUP COM 98157D106 2830 201000 SH DEFINED 01 0 201000 0 WORLDCOM INC/GROUP COM 98157D106 17471 1240768 SH DEFINED 01 02 0 1240768 0 WORLDCOM-WORLDCOM GROUP COM 98157D106 30407 2159556 SH DEFINED 01 2159556 0 0 WORLDCOM-WORLDCOM GROUP COM 98157D106 10951 777746 SH DEFINED 01 03 0 777746 0 WORLDCOM-WORLDCOM GROUP COM 98157D106 299 21215 SH DEFINED 01 05 0 21215 0 WORLDCOM INC (MCI) COM 98157D304 3 267 SH DEFINED 01 267 0 0 WORLDCOM INC-MCI GRP COM 98157D304 102 8040 SH DEFINED 01 0 8040 0 WORTHINGTON IND COM 981811102 6 400 SH DEFINED 01 02 0 400 0 WORTHINGTON INDS COM 981811102 2325 163764 SH DEFINED 01 163764 0 0 WORTHINGTON INDS COM 981811102 298 20965 SH DEFINED 01 03 0 20965 0 WORTHINGTON INDS COM 981811102 148 10408 SH DEFINED 01 05 0 10408 0 WRIGHT MEDICAL GROUP COM 98235T107 589 32900 SH DEFINED 01 32900 0 0 WRIGLEY (WM.) JR COM 982526105 231 4499 SH DEFINED 01 4499 0 0 WRIGLEY (WM.) JR COM 982526105 2841 55295 SH DEFINED 01 03 0 55295 0 WRIGLEY (WM.) JR COM 982526105 83 1619 SH DEFINED 01 05 0 1619 0 WYNDHAM COM 983101106 0 727 SH DEFINED 01 727 0 0 XM SATELLITE RADIO - WTS EXP COM 98375Y114 322 10750 SH DEFINED 01 10750 0 0 XM SATELLITE RADIO - WTS EXP COM 98375Y114 57 1900 SH DEFINED 01 05 0 1900 0 XO COMMUNICATIONS COM 983764101 0 561 SH DEFINED 01 561 0 0 XO COMM PIK PFD 14% PRF 983764408 0 879 SH DEFINED 01 05 0 879 0 X-RITE INC COM 983857103 535 62811 SH DEFINED 01 62811 0 0 XTO ENERGY COM 98385X106 8730 498870 SH DEFINED 01 498870 0 0 XTO ENERGY COM 98385X106 119 6800 SH DEFINED 01 05 0 6800 0 XCEL ENERGY COM 98389B100 112425 4052796 SH DEFINED 01 4052796 0 0 XCEL ENERGY COM 98389B100 2580 93036 SH DEFINED 01 03 0 93036 0 XCEL ENERGY COM 98389B100 194 6990 SH DEFINED 01 05 0 6990 0 XCEL ENERGY INC COM 98389B100 6180 222800 SH DEFINED 01 0 222800 0 XCEL ENERGY INC COM 98389B100 215 7750 SH DEFINED 01 02 0 7750 0 XILINX COM 983919101 1874 48000 SH DEFINED 01 0 48000 0 XILINX COM 983919101 82761 2119343 SH DEFINED 01 2119343 0 0 XILINX COM 983919101 65114 1667471 SH DEFINED 01 02 0 1667471 0 XILINX COM 983919101 3975 101762 SH DEFINED 01 03 0 101762 0 XILINX COM 983919101 65983 1689703 SH DEFINED 01 05 0 1689703 0 XEROX CVT PFD 144A PRF 98411F202 16910 240700 SH DEFINED 01 240700 0 0 XEROX CVT PFD 144A PRF 98411F202 653 9300 SH DEFINED 01 05 0 9300 0 XEROX COM 984121103 19865 1906423 SH DEFINED 01 1906423 0 0 XEROX COM 984121103 1842 176774 SH DEFINED 01 03 0 176774 0 XEROX COM 984121103 1487 142679 SH DEFINED 01 05 0 142679 0 XSTRATA AG COM 984134999 124 1010 SH DEFINED 01 1010 0 0 YAHOO INC COM 984332106 3383 190638 SH DEFINED 01 190638 0 0 YAHOO INC COM 984332106 3335 188050 SH DEFINED 01 02 0 188050 0 YAHOO INC COM 984332106 2481 139854 SH DEFINED 01 03 0 139854 0 YAHOO INC COM 984332106 73 4098 SH DEFINED 01 05 0 4098 0 YAMAHA COM 984599993 296 40000 SH DEFINED 01 40000 0 0 YAMATO TRANSPORT COM 984630996 51 2728 SH DEFINED 01 2728 0 0 YANKEE CANDLE COM 984757104 10 437 SH DEFINED 01 437 0 0 XICOR COM 984903104 1210 109000 SH DEFINED 01 109000 0 0 XICOR COM 984903104 68 6100 SH DEFINED 01 05 0 6100 0 YAPI KREDIT FINANCE COM 984960997 114 37143996 SH DEFINED 01 05 0 37143996 0 YELLOW CORP COM 985509108 4938 196729 SH DEFINED 01 196729 0 0 YELLOW CORP COM 985509108 216 8590 SH DEFINED 01 05 0 8590 0 YELLOW CORPORATION COM 985509108 7 260 SH DEFINED 01 02 0 260 0 YORK INTL COM 986670107 31624 829389 SH DEFINED 01 829389 0 0 YORK INTL COM 986670107 2532 66398 SH DEFINED 01 05 0 66398 0 YORK INTL CORP NEW COM 986670107 9 240 SH DEFINED 01 02 0 240 0 YOUNG BROADCASTING COM 987434107 1 42 SH DEFINED 01 42 0 0 XBOX SERIES B CV COM 987780XX6 16 347938 SH DEFINED 01 347938 0 0 XBOX SERIES B CV COM 987780XX6 19 425258 SH DEFINED 01 05 0 425258 0 YUKOS ADR COM 98849W108 5390 69100 SH DEFINED 01 69100 0 0 YUKOS ADR COM 98849W108 140 1800 SH DEFINED 01 05 0 1800 0 ZALE COM 988858106 7268 173544 SH DEFINED 01 173544 0 0 ZALE COM 988858106 168 4004 SH DEFINED 01 05 0 4004 0 ZALE CORP COM 988858106 9 220 SH DEFINED 01 02 0 220 0 ZARDDOYA OTIS SA COM 989099999 74 8000 SH DEFINED 01 8000 0 0 ZEBRA TECH COM 989207105 5172 93165 SH DEFINED 01 93165 0 0 ZENITH NATIONAL COM 989390109 1444 51699 SH DEFINED 01 51699 0 0 ZHEJIANG EXP CO H COM 989486998 30 122000 SH DEFINED 01 122000 0 0 ZIMMER HOLDINGS INC COM 98956P102 118 3861 SH DEFINED 01 3861 0 0 ZIMMER HOLDINGS INC COM 98956P102 1453 47585 SH DEFINED 01 03 0 47585 0 ZIMMER HOLDINGS INC COM 98956P102 43 1394 SH DEFINED 01 05 0 1394 0 ZIONS BANCORP COM 989701107 106070 2017297 SH DEFINED 01 2017297 0 0 ZIONS BANCORP COM 989701107 1184 22525 SH DEFINED 01 03 0 22525 0 ZIONS BANCORP COM 989701107 19441 369731 SH DEFINED 01 05 0 369731 0 ZIONS BANCORPORATION COM 989701107 5889 112000 SH DEFINED 01 0 112000 0 ZIONS BANCORPORATION COM 989701107 200 3805 SH DEFINED 01 02 0 3805 0 ZIXIT CORPORATION COM 98974P100 255 50514 SH DEFINED 01 50514 0 0 ZORAN COM 98975F101 294 9000 SH DEFINED 01 9000 0 0 ZORAN CORP COM 98975F101 4 130 SH DEFINED 01 02 0 130 0 ZOLL MEDICAL COM 989922109 1636 42000 SH DEFINED 01 42000 0 0 ZOLL MEDICAL COM 989922109 86 2200 SH DEFINED 01 05 0 2200 0 ZOMAX COM 989929104 1 114 SH DEFINED 01 114 0 0 AET INCOME III (HV) COM 990007213 144132 8851034 SH DEFINED 01 03 0 8851034 0 AET STABLE CAPITAL II (HV) COM 990007940 67623 4268207 SH DEFINED 01 03 0 4268207 0 AET BLUE CHIP ADVANTAGE II (HV COM 990008393 173392 4390919 SH DEFINED 01 03 0 4390919 0 AET INCOME II (HV) COM 990008419 11575 528916 SH DEFINED 01 03 0 528916 0 AET FEDERAL INCOME (HV) COM 990008443 51814 2685045 SH DEFINED 01 03 0 2685045 0 AET EQUITY INDEX BASE (HV) COM 990008450 2403005 69348984 SH DEFINED 01 03 0 69348984 0 AET STABLE CAPITAL I (HV) COM 990008492 1290408 75484093 SH DEFINED 01 03 0 75484093 0 L15 STABLE (HV) COM 9900084E1 400357 37922258 SH DEFINED 01 03 0 37922258 0 AET COMMON STOCK (HV) COM 990009078 1960 9536 SH DEFINED 01 03 0 9536 0 AET BOND (HV) COM 990009086 60086 892036 SH DEFINED 01 03 0 892036 0 AET INCOME I (HV) COM 990009102 2778673 47956191 SH DEFINED 01 03 0 47956191 0 AET INTERNATIONAL (HV) COM 990009136 11420 114303 SH DEFINED 01 03 0 114303 0 AET EMERGING GROWTH (HV) COM 990009300 37900 268243 SH DEFINED 01 03 0 268243 0 AET MIDCAP GROWTH (HV) COM 990009318 202926 985820 SH DEFINED 01 03 0 985820 0 AET EQUITY INDEX III (HV) COM 990018509 44431 1498863 SH DEFINED 01 03 0 1498863 0 CHICAGO TRUST STATED VALUE COM 990020992 8626 4101939 SH DEFINED 01 03 0 4101939 0 WAHOO FUND LP COM 9999Z4438 62 169 SH DEFINED 01 02 0 169 0 AUSTRALIAN DOLLAR COM AUD000001 60 116511 SH DEFINED 01 10 116511 0 0 AUD@GOLDMAN (FUT) COM AUDF00002 52 102343 SH DEFINED 01 10 102343 0 0 SWISS FRANCS COM CHF000001 45 74772 SH DEFINED 01 10 74772 0 0 "Federated Department Stores Inc." COM 0 2 75 SH DEFINED 1 75 0 DANISH KRONE COM DKK000001 12 99224 SH DEFINED 01 10 99224 0 0 EURO CURRENCY COM EUR000001 410 460891 SH DEFINED 01 10 460891 0 0 EURO@GOLDMAN (FUT) COM EURF00002 127 142204 SH DEFINED 01 10 142204 0 0 ACE COM G0070K103 110938 2763100 SH DEFINED 01 2763100 0 0 ACE COM G0070K103 564 14050 SH DEFINED 01 03 0 14050 0 ACE COM G0070K103 105072 2617000 SH DEFINED 01 05 0 2617000 0 ACE LIMITED COM G0070K103 2891 72000 SH DEFINED 01 0 72000 0 ACE LIMITED COM G0070K103 4787 119421 SH DEFINED 01 02 0 119421 0 AMDOCS COM G02602103 231 6800 SH DEFINED 01 6800 0 0 APW LIMITED COM G04397108 0 173 SH DEFINED 01 173 0 0 ARCH CAPITAL GROUP COM G0450A105 453 17600 SH DEFINED 01 17600 0 0 BUNGE LIMITED COM G16962105 7 297 SH DEFINED 01 297 0 0 EVEREST RE GROUP COM G3223R108 14299 202237 SH DEFINED 01 202237 0 0 EVEREST RE GROUP COM G3223R108 53139 751600 SH DEFINED 01 05 0 751600 0 EVEREST RE GROUP LTD COM G3223R108 148 2100 SH DEFINED 01 02 0 2100 0 FOSTER WHEELER LTD COM G36535105 614 120405 SH DEFINED 01 120405 0 0 FRESH DEL MONTE PROD COM G36738105 6 420 SH DEFINED 01 02 0 420 0 FRESH DEL MONTE PRODUCE COM G36738105 2460 163439 SH DEFINED 01 163439 0 0 FRESH DEL MONTE PRODUCE COM G36738105 237 15770 SH DEFINED 01 05 0 15770 0 GLOBALSANTAFE CORP COM G3930E101 16964 594804 SH DEFINED 01 594804 0 0 IPC HOLDINGS LTD COM G4933P101 4 120 SH DEFINED 01 02 0 120 0 LORAL SPACE & COMMUNICATIONS COM G56462107 205 68317 SH DEFINED 01 68317 0 0 MIH LTD COM G6116R101 176 24050 SH DEFINED 01 24050 0 0 02MICRO INTERNATIONA COM G6797E106 3006 125000 SH DEFINED 01 125000 0 0 PARTNERRE COM G6852T105 6210 115000 SH DEFINED 01 115000 0 0 PARTNERRE COM G6852T105 86 1600 SH DEFINED 01 02 0 1600 0 PARTNERRE COM G6852T105 9985 184900 SH DEFINED 01 05 0 184900 0 RENAISSANCE RE HOLDINGS COM G7496G103 382 4000 SH DEFINED 01 4000 0 0 SCOTTISH ANN & LIFE COM G7885T104 4 220 SH DEFINED 01 02 0 220 0 SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 2224 114923 SH DEFINED 01 114923 0 0 SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 133 6877 SH DEFINED 01 05 0 6877 0 W.P. STEWART COM G84922106 1189 45366 SH DEFINED 01 45366 0 0 W.P. STEWART COM G84922106 111 4234 SH DEFINED 01 05 0 4234 0 TOMMY HILFIGER COM G8915Z102 344 25000 SH DEFINED 01 25000 0 0 TRANSOCEAN SEDCO FOR COM G90078109 9047 267500 SH DEFINED 01 0 267500 0 TRANSOCEAN SEDCO FOR COM G90078109 57607 1703359 SH DEFINED 01 02 0 1703359 0 TRANSOCEAN SEDCO FOREX COM G90078109 97540 2884080 SH DEFINED 01 2884080 0 0 TRANSOCEAN SEDCO FOREX COM G90078109 2886 85367 SH DEFINED 01 03 0 85367 0 TRANSOCEAN SEDCO FOREX COM G90078109 39484 1167476 SH DEFINED 01 05 0 1167476 0 TRENWICK GROUP COM G9032C109 1915 188297 SH DEFINED 01 188297 0 0 TRENWICK GROUP COM G9032C109 41 4000 SH DEFINED 01 05 0 4000 0 WHITE MOUNTAINS INSURANCE GROU COM G9618E107 6 16 SH DEFINED 01 16 0 0 XL CAPITAL CL A COM G98255105 125592 1374685 SH DEFINED 01 1374685 0 0 XL CAPITAL CL A COM G98255105 5077 55572 SH DEFINED 01 03 0 55572 0 XL CAPITAL CL A COM G98255105 59763 654158 SH DEFINED 01 05 0 654158 0 XL CAPITAL LTD CL A COM G98255105 2125 23250 SH DEFINED 01 02 0 23250 0 XOMA COM G9825R107 2211 224364 SH DEFINED 01 224364 0 0 XOMA COM G9825R107 10158 1031300 SH DEFINED 01 05 0 1031300 0 XOMA LTD COM G9825R107 2 250 SH DEFINED 01 02 0 250 0 UK POUND STERLING COM GBP000001 150 103257 SH DEFINED 01 10 103257 0 0 GBP@GOLDMAN (FUT) COM GBPF00002 82 56493 SH DEFINED 01 10 56493 0 0 HONG KONG DOLLAR COM HKD000001 31 238442 SH DEFINED 01 10 238442 0 0 JAPANESE YEN COM JPY000001 77 10049247 SH DEFINED 01 10 10049247 0 0 CHECK POINT SOFTWARE TECHNOLOG COM M22465104 52878 1325581 SH DEFINED 01 1325581 0 0 CHECK POINT SOFTWARE TECHNOLOG COM M22465104 27946 700556 SH DEFINED 01 05 0 700556 0 CHECKPOINT SOFTWARE COM M22465104 211 5300 SH DEFINED 01 02 0 5300 0 PRECISE SOFTWARE SOLUTIONS COM M41450103 1138 55100 SH DEFINED 01 55100 0 0 LUMENIS COM M6778Q105 1831 92960 SH DEFINED 01 92960 0 0 LUMENIS COM M6778Q105 87 4440 SH DEFINED 01 05 0 4440 0 LUMENIS LTD COM M6778Q105 3 130 SH DEFINED 01 02 0 130 0 M-SYSTEMS FLASH DISK PIONEERS COM M7061C100 584 50000 SH DEFINED 01 50000 0 0 TECNOMATIX TECHNOLOG COM M8743P105 784 55000 SH DEFINED 01 55000 0 0 TECNOMATIX TECHNOLOG COM M8743P105 2 150 SH DEFINED 01 02 0 150 0 TECNOMATIX TECHNOLOG COM M8743P105 73 5100 SH DEFINED 01 05 0 5100 0 NORWEGIAN KRONER COM NOK000001 15 132475 SH DEFINED 01 10 132475 0 0 NEW ZEALAND DOLLAR COM NZD000001 5 12243 SH DEFINED 01 10 12243 0 0 SUN INTL COM P8797T133 3 130 SH DEFINED 01 02 0 130 0 SWEDISH KRONA COM SEK000001 48 501548 SH DEFINED 01 10 501548 0 0 SEK@GOLDMAN (FUT) COM SEKF00002 13 138512 SH DEFINED 01 10 138512 0 0 SINGAPORE DOLLAR COM SGD000001 26 47726 SH DEFINED 01 10 47726 0 0 ROYAL CARIBBEAN COM V7780T103 6 392 SH DEFINED 01 392 0 0 ASE TEST LTD COM Y02516105 146 10500 SH DEFINED 01 10500 0 0 FLEXTRONICS INTL LTD COM Y2573F102 13766 573778 SH DEFINED 01 573778 0 0 FLEXTRONICS INTL LTD COM Y2573F102 1451 60450 SH DEFINED 01 05 0 60450 0 OMI CORP COM Y6476W104 209 52600 SH DEFINED 01 52600 0 0
-----END PRIVACY-ENHANCED MESSAGE-----