-----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, MyWF5JVEmD/P8gf1Ha9bNi6EQujnJU+vhhDmKFo73mPQPLv6Wh9gLACMKL3CT7p9 a6Aumq2r9E45B5bYTYyoHw== 0000902219-99-000656.txt : 19990817 0000902219-99-000656.hdr.sgml : 19990817 ACCESSION NUMBER: 0000902219-99-000656 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLINGTON MANAGEMENT CO LLP CENTRAL INDEX KEY: 0000902219 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] IRS NUMBER: 042683227 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-04557 FILM NUMBER: 99691683 BUSINESS ADDRESS: STREET 1: 75 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6179515000 MAIL ADDRESS: STREET 1: 75 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: WELLINGTON MANAGEMENT CO DATE OF NAME CHANGE: 19930426 13F-HR 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/99 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: Wellington Management Company, LLP Address: 75 State Street Boston, MA 02109 13F File Number: 28-517 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: Brian P. Hillery* Title: Assistant Vice President Phone: (617) 790-7747 Signature, Place, and Date of Signing: Brian P. Hillery Boston, Massachusetts June 30, 1999 * Signed pursuant to a Power of Attorney dated January 15, 1997 and filed with the SEC on January 24, 1997. Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SPECIAL ELECTRONIC FILING INSTRUCTIONS Continued FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 4729 Form 13F Information Table Value Total: $120625177000 List of Other Included Managers: No. 13F File Number Name 01 XX-XXXXX Wellington Trust Company, NA 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABC-NACO Inc Common 00075210 4851 236600 SH SOLE 236600 0 0 ABC-NACO Inc Common 00075210 3690 180000 SH SOLE 0 0 180000 ABC-NACO Inc Common 00075210 2241 109300 SH DEFINED 1 0 109300 0 ABC-NACO Inc Common 00075210 607 29600 SH DEFINED 1 0 29600 0 ABC-NACO Inc Common 00075210 2870 140000 SH DEFINED 1 0 0 140000 ADC Telecommunctns Common 00088610 109620 2405900 SH SOLE 2405900 0 0 ADC Telecommunctns Common 00088610 45499 998600 SH SOLE 0 0 998600 ADC Telecommunctns Common 00088610 9304 204200 SH DEFINED 1 0 204200 0 AFC Cable Systems Common 00095010 4699 133050 SH SOLE 133050 0 0 AFC Cable Systems Common 00095010 662 18750 SH SOLE 0 0 18750 AFC Cable Systems Common 00095010 1225 34700 SH DEFINED 1 0 34700 0 AFC Cable Systems Common 00095010 813 23000 SH DEFINED 1 0 23000 0 AFC Cable Systems Common 00095010 4086 115700 SH DEFINED 1 0 0 115700 ACT Manufacturing Common 00097310 1260 90000 SH SOLE 90000 0 0 ACT Manufacturing Common 00097310 470 33600 SH DEFINED 1 0 33600 0 ACT Manufacturing Common 00097310 1954 139600 SH DEFINED 1 0 0 139600 AES Corp Common 00130H10 2906 50000 SH SOLE 50000 0 0 AK Steel Hldg Corp Common 00154710 0 0 SH SOLE 0 0 0 AK Steel Hldg Corp Common 00154710 79975 3554452 SH SOLE 0 0 3554452 AK Steel Hldg Corp Common 00154710 43 1900 SH DEFINED 1 0 1900 0 AMC Entertainment Common 00166910 9240 480000 SH SOLE 0 0 480000 AMR Corp Common 00176510 328215 4809000 SH SOLE 4809000 0 0 AMR Corp Common 00176510 73753 1080600 SH SOLE 0 0 1080600 AMR Corp Common 00176510 621 9100 SH DEFINED 1 0 9100 0 AMR Corp Common 00176510 1938 28400 SH DEFINED 1 0 28400 0 AMR Corp Common 00176510 1372 20100 SH DEFINED 1 0 0 20100 AMX Corp Common 00180110 70 5000 SH DEFINED 1 0 5000 0 AT&T Corp Common 00195710 712480 12765438 SH SOLE 12765438 0 0 AT&T Corp Common 00195710 1250407 22403539 SH SOLE 0 0 22403539 AT&T Corp Common 00195710 100176 1794855 SH DEFINED 1 0 1794855 0 AT&T Corp Common 00195710 3357 60150 SH DEFINED 1 0 60150 0 AT&T Corp Common 00195710 24725 443000 SH DEFINED 1 0 0 443000 AT&T-Liberty Media A Common 00195720 388412 10569076 SH SOLE 10569076 0 0 AT&T-Liberty Media A Common 00195720 222080 6043014 SH SOLE 0 0 6043014 AT&T-Liberty Media A Common 00195720 114162 3106436 SH DEFINED 1 0 3106436 0 AT&T-Liberty Media A Common 00195720 2944 80100 SH DEFINED 1 0 80100 0 AT&T-Liberty Media A Common 00195720 5152 140192 SH DEFINED 1 0 0 140192 APT Satellite ADR Common 00203R10 3442 847448 SH SOLE 847448 0 0 APT Satellite ADR Common 00203R10 503 123820 SH SOLE 0 0 123820 APT Satellite ADR Common 00203R10 1529 376310 SH DEFINED 1 0 376310 0 APT Satellite ADR Common 00203R10 121 29800 SH DEFINED 1 0 29800 0 ARV Assisted Living Common 00204C10 1120 280000 SH SOLE 280000 0 0 ARV Assisted Living Common 00204C10 1549 387300 SH SOLE 0 0 387300 ARV Assisted Living Common 00204C10 1600 400000 SH DEFINED 1 0 400000 0 ARV Assisted Living 00204CAA 1197 3400000 PRN SOLE 3400000 0 0 ARV Assisted Living 00204CAA 563 1600000 PRN SOLE 0 0 1600000 ARV Assisted Living 00204CAA 598 1700000 PRN DEFINED 1 0 1700000 0 ASI Solutions Inc Common 00206F10 1135 137500 SH SOLE 137500 0 0 ASI Solutions Inc Common 00206F10 1445 175100 SH DEFINED 1 0 175100 0 ASI Solutions Inc Common 00206F10 330 40000 SH DEFINED 1 0 40000 0 Aavid Thermal Tech Common 00253910 240 10600 SH SOLE 10600 0 0 Abbott Laboratories Common 00282410 472577 10414940 SH SOLE 10414940 0 0 Abbott Laboratories Common 00282410 695826 15334996 SH SOLE 0 0 15334996 Abbott Laboratories Common 00282410 77915 1717160 SH DEFINED 1 0 1717160 0 Abbott Laboratories Common 00282410 7891 173900 SH DEFINED 1 0 173900 0 Abercrombie& Fitch A Common 00289620 125 2600 SH SOLE 2600 0 0 Able Telcom Holding Common 00371230 1544 213000 SH SOLE 213000 0 0 Able Telcom Holding Common 00371230 1203 166000 SH DEFINED 1 0 166000 0 Able Telcom Holding Common 00371230 151 20800 SH DEFINED 1 0 20800 0 Able Telcom Holding Common 00371230 2124 293000 SH DEFINED 1 0 0 293000 Abraxas Petro Corp Common 00383010 12 10500 SH SOLE 10500 0 0 Abitibi-Consolidated Common 00392410 29546 2597489 SH SOLE 2597489 0 0 Abitibi-Consolidated Common 00392410 106393 9353200 SH SOLE 0 0 9353200 Abitibi-Consolidated Common 00392410 9033 794100 SH DEFINED 1 0 794100 0 Abitibi-Consolidated Common 00392410 1490 131000 SH DEFINED 1 0 131000 0 Acclaim Entmt Inc Common 00432520 241 37800 SH SOLE 37800 0 0 ACNielson Corp Common 00483310 1652 54600 SH SOLE 54600 0 0 Activision Inc Common 00493020 4457 306030 SH SOLE 306030 0 0 Activision Inc Common 00493020 11226 770830 SH SOLE 0 0 770830 Activision Inc Common 00493020 3328 228500 SH DEFINED 1 0 228500 0 Acxiom Corp Common 00512510 24572 985300 SH SOLE 985300 0 0 Acxiom Corp Common 00512510 3802 152500 SH SOLE 0 0 152500 Acxiom Corp Common 00512510 2817 113000 SH DEFINED 1 0 113000 0 ADAC Laboratories Common 00531320 3418 471500 SH SOLE 471500 0 0 ADAC Laboratories Common 00531320 2337 322300 SH SOLE 0 0 322300 ADAC Laboratories Common 00531320 875 120600 SH DEFINED 1 0 120600 0 Adaptec Inc Common 00651F10 14496 410500 SH SOLE 410500 0 0 Adaptec Inc Common 00651F10 1211 34300 SH SOLE 0 0 34300 Adaptec Inc Common 00651F10 6126 173500 SH DEFINED 1 0 173500 0 Adaptec Inc Common 00651F10 724 20500 SH DEFINED 1 0 20500 0 AFP Provida ADR Common 00709P10 9 400 SH DEFINED 1 0 400 0 Advanced Machine A Common 00753B10 1169 935000 SH SOLE 935000 0 0 Advanced Machine A Common 00753B10 113 90000 SH DEFINED 1 0 90000 0 Advanced Light Tech Common 00753C10 4074 452800 SH SOLE 452800 0 0 Advanced Light Tech Common 00753C10 3377 375200 SH SOLE 0 0 375200 Advanced Light Tech Common 00753C10 2159 239800 SH DEFINED 1 0 239800 0 Advanced Light Tech Common 00753C10 689 76600 SH DEFINED 1 0 76600 0 Advanced Light Tech Common 00753C10 2831 314500 SH DEFINED 1 0 0 314500 Advanced Fibre Commn Common 00754A10 22930 1467400 SH SOLE 1467400 0 0 Advanced Fibre Commn Common 00754A10 24624 1575900 SH SOLE 0 0 1575900 Advanced Fibre Commn Common 00754A10 5386 344700 SH DEFINED 1 0 344700 0 Advanced Fibre Commn Common 00754A10 3061 195900 SH DEFINED 1 0 0 195900 Advanced Polymer Sys Common 00754G10 700 100000 SH SOLE 100000 0 0 Advanced Polymer Sys Common 00754G10 2625 375000 SH DEFINED 1 0 375000 0 Advanced Polymer Sys Common 00754G10 210 30000 SH DEFINED 1 0 30000 0 Advanced Polymer Sys Common 00754G10 2800 400000 SH DEFINED 1 0 0 400000 ADVO Inc Common 00758510 709 34200 SH SOLE 34200 0 0 ADVO Inc Common 00758510 1824 87900 SH SOLE 0 0 87900 ADVO Inc Common 00758510 228 11000 SH DEFINED 1 0 11000 0 Aehr Test Systems Common 00760J10 1240 320000 SH SOLE 0 0 320000 Aehr Test Systems Common 00760J10 1224 316000 SH DEFINED 1 0 316000 0 Aehr Test Systems Common 00760J10 155 40000 SH DEFINED 1 0 40000 0 Advanta Corp Cl B Common 00794220 1424 105000 SH SOLE 105000 0 0 Advent Software Inc Common 00797410 168 2500 SH SOLE 2500 0 0 Advent Software Inc Common 00797410 208 3100 SH DEFINED 1 0 3100 0 Aetna Inc Common 00811710 22110 247200 SH SOLE 247200 0 0 Aetna Inc Common 00811710 344604 3853000 SH SOLE 0 0 3853000 Aetna Inc Common 00811710 10232 114400 SH DEFINED 1 0 114400 0 Affiliated Computr A Common 00819010 8534 168600 SH SOLE 168600 0 0 Affiliated Computr A Common 00819010 17395 343600 SH SOLE 0 0 343600 Affiliated Computr A Common 00819010 7058 139400 SH DEFINED 1 0 139400 0 Affiliated Computr A Common 00819010 871 17200 SH DEFINED 1 0 0 17200 AG-Chem Equipment Common 00836310 2170 217000 SH SOLE 217000 0 0 AG-Chem Equipment Common 00836310 850 85000 SH SOLE 0 0 85000 AG-Chem Equipment Common 00836310 1500 150000 SH DEFINED 1 0 150000 0 AG-Chem Equipment Common 00836310 530 53000 SH DEFINED 1 0 53000 0 Agribrands Intl Inc Common 00849R10 67 1700 SH SOLE 1700 0 0 Air Express Intl Common 00910410 18535 730450 SH SOLE 730450 0 0 Air Express Intl Common 00910410 16055 632750 SH SOLE 0 0 632750 Air Express Intl Common 00910410 5313 209350 SH DEFINED 1 0 209350 0 Air Products & Chem Common 00915810 51950 1290660 SH SOLE 1290660 0 0 Air Products & Chem Common 00915810 65137 1618280 SH SOLE 0 0 1618280 Air Products & Chem Common 00915810 32368 804150 SH DEFINED 1 0 804150 0 Air Products & Chem Common 00915810 9342 232100 SH DEFINED 1 0 232100 0 Air Products & Chem Common 00915810 2496 62000 SH DEFINED 1 0 0 62000 Airborne Freight Common 00926610 42 1500 SH SOLE 1500 0 0 Airgas Inc Common 00936310 620 50600 SH SOLE 50600 0 0 Airgas Inc Common 00936310 848 69200 SH SOLE 0 0 69200 Airgas Inc Common 00936310 893 72900 SH DEFINED 1 0 72900 0 AirNet Systems Inc Common 00941710 3859 285900 SH SOLE 285900 0 0 AirNet Systems Inc Common 00941710 3090 228900 SH SOLE 0 0 228900 AirNet Systems Inc Common 00941710 1804 133600 SH DEFINED 1 0 133600 0 AirNet Systems Inc Common 00941710 729 54000 SH DEFINED 1 0 54000 0 AirNet Systems Inc Common 00941710 2438 180600 SH DEFINED 1 0 0 180600 AirTran Holdings Inc Common 00949P10 4222 734300 SH SOLE 734300 0 0 AirTran Holdings Inc Common 00949P10 1299 225900 SH SOLE 0 0 225900 AirTran Holdings Inc Common 00949P10 1295 225300 SH DEFINED 1 0 225300 0 AirTouch Communctns Cv Pfd 00949T30 1729 11700 PRN SOLE 11700 0 0 Akorn Inc Common 00972810 2225 552200 SH SOLE 552200 0 0 Akorn Inc Common 00972810 32 8000 SH DEFINED 1 0 8000 0 Alaska Air Group Inc Common 01165910 2860 68500 SH DEFINED 1 0 68500 0 Albany Intl Crp Cl A Common 01234810 1624 77307 SH SOLE 77307 0 0 Albany Intl Crp Cl A Common 01234810 38546 1835520 SH SOLE 0 0 1835520 Albany Intl Crp Cl A Common 01234810 8231 391965 SH DEFINED 1 0 391965 0 Albemarle Corp Common 01265310 150 6500 SH SOLE 6500 0 0 Albemarle Corp Common 01265310 2165 93600 SH DEFINED 1 0 93600 0 Alberta Energy Co Common 01287310 72178 2233700 SH SOLE 0 0 2233700 Albertsons Inc Common 01310410 102 1950 SH SOLE 1950 0 0 Alcoa Inc Common 01381710 339561 5487804 SH SOLE 5487804 0 0 Alcoa Inc Common 01381710 1343978 21720834 SH SOLE 0 0 21720834 Alcoa Inc Common 01381710 44897 725644 SH DEFINED 1 0 725644 0 Alcoa Inc Common 01381710 6739 108900 SH DEFINED 1 0 108900 0 Alcoa Inc Common 01381710 6732 108800 SH DEFINED 1 0 0 108800 Alcatel SA ADR Common 01390430 42077 1482900 SH SOLE 1482900 0 0 Alcatel SA ADR Common 01390430 277270 9771600 SH SOLE 0 0 9771600 Alcatel SA ADR Common 01390430 20107 708680 SH DEFINED 1 0 708680 0 Alcatel SA ADR Common 01390430 6195 218300 SH DEFINED 1 0 218300 0 Alkermes Inc Common 01642T10 118 5100 SH SOLE 5100 0 0 Alkermes Inc Common 01642T10 257 11100 SH SOLE 0 0 11100 Alkermes Inc Common 01642T10 830 35900 SH DEFINED 1 0 35900 0 Allegheny Energy Inc Common 01736110 378 11800 SH SOLE 11800 0 0 Allegheny Energy Inc Common 01736110 8481 264500 SH DEFINED 1 0 264500 0 Allegiance Telecom Common 01747T10 11945 217700 SH SOLE 217700 0 0 Allegiance Telecom Common 01747T10 6799 123900 SH SOLE 0 0 123900 Allegiance Telecom Common 01747T10 4369 79600 SH DEFINED 1 0 79600 0 Allergan Inc Common 01849010 7748 69800 SH SOLE 69800 0 0 Allergan Inc Common 01849010 367332 3309300 SH SOLE 0 0 3309300 Allergan Inc Common 01849010 67 600 SH DEFINED 1 0 600 0 Allergan Spec Thera Common 01849410 2032 186770 SH SOLE 186770 0 0 Alliance Pharm Corp Common 01877310 446 170200 SH SOLE 170200 0 0 Alliance Pharm Corp Common 01877310 7480 2849688 SH SOLE 0 0 2849688 Alliance Pharm Corp Common 01877310 4298 1637400 SH DEFINED 1 0 1637400 0 Alliant Techsystems Common 01880410 1178 13600 SH SOLE 13600 0 0 Alliant Techsystems Common 01880410 1193 13800 SH SOLE 0 0 13800 Alliant Techsystems Common 01880410 2102 24300 SH DEFINED 1 0 24300 0 Allied Signal Inc Common 01951210 308658 4899300 SH SOLE 4899300 0 0 Allied Signal Inc Common 01951210 53846 854700 SH SOLE 0 0 854700 Allied Signal Inc Common 01951210 23394 371330 SH DEFINED 1 0 371330 0 Allied Signal Inc Common 01951210 9720 154300 SH DEFINED 1 0 154300 0 Allied Waste Inds Common 01958930 17685 895400 SH SOLE 895400 0 0 Allied Waste Inds Common 01958930 1068 54100 SH SOLE 0 0 54100 Allied Waste Inds Common 01958930 1813 91800 SH DEFINED 1 0 91800 0 Alloy Online Inc Common 01985510 6832 597200 SH SOLE 597200 0 0 Alloy Online Inc Common 01985510 1375 120200 SH SOLE 0 0 120200 Alloy Online Inc Common 01985510 791 69200 SH DEFINED 1 0 69200 0 Alloy Online Inc Common 01985510 306 26700 SH DEFINED 1 0 26700 0 Alloy Online Inc Common 01985510 1081 94500 SH DEFINED 1 0 0 94500 Allstate Corp Common 02000210 0 0 SH SOLE 0 0 0 Allstate Corp Common 02000210 315557 8796000 SH SOLE 0 0 8796000 Alltel Corp Common 02003910 6647 92974 SH SOLE 92974 0 0 Alltel Corp Common 02003910 222894 3117400 SH SOLE 0 0 3117400 Alltel Corp Common 02003910 8123 113614 SH DEFINED 1 0 113614 0 Alltel Corp Common 02003910 522 7300 SH DEFINED 1 0 7300 0 Alpharma Cl A Common 02081310 45208 1271213 SH SOLE 0 0 1271213 Altera Corp Common 02144110 166309 4517700 SH SOLE 4517700 0 0 Altera Corp Common 02144110 29135 791400 SH SOLE 0 0 791400 Altera Corp Common 02144110 32395 880000 SH DEFINED 1 0 880000 0 Alza Corp Common 02261510 52401 1030000 SH SOLE 0 0 1030000 Alza Corp 022615AD 1473 1065000 PRN SOLE 1065000 0 0 Amazon.com Inc Common 02313510 37438 299200 SH SOLE 299200 0 0 Amazon.com Inc Common 02313510 3729 29800 SH SOLE 0 0 29800 Amazon.com Inc Common 02313510 4218 33710 SH DEFINED 1 0 33710 0 Ambac Financial Gp Common 02313910 77079 1349300 SH SOLE 1349300 0 0 Ambanc Holding Co Common 02316110 4771 289180 SH SOLE 0 0 289180 Ambassadors Intl Inc Common 02317810 3724 250300 SH SOLE 250300 0 0 Ambassadors Intl Inc Common 02317810 3196 214900 SH SOLE 0 0 214900 Ambassadors Intl Inc Common 02317810 1637 110000 SH DEFINED 1 0 110000 0 Ambassadors Intl Inc Common 02317810 700 47000 SH DEFINED 1 0 47000 0 Ambassadors Intl Inc Common 02317810 2529 170000 SH DEFINED 1 0 0 170000 Amerada Hess Common 02355110 23800 400000 SH SOLE 0 0 400000 Ameren Corporation Common 02360810 242 6300 SH SOLE 6300 0 0 Ameren Corporation Common 02360810 5411 141000 SH DEFINED 1 0 141000 0 America Online Inc Common 02364J10 199375 1812500 SH SOLE 1812500 0 0 America Online Inc Common 02364J10 69465 631500 SH SOLE 0 0 631500 America Online Inc Common 02364J10 130735 1188500 SH DEFINED 1 0 1188500 0 America Online Inc Common 02364J10 638 5800 SH DEFINED 1 0 5800 0 America West Hldgs B Common 02365720 67359 3568700 SH SOLE 0 0 3568700 America West Hldgs B Common 02365720 32 1700 SH DEFINED 1 0 1700 0 American Aircarrier Common 02375810 634 73600 SH SOLE 73600 0 0 American Aircarrier Common 02375810 405 47000 SH SOLE 0 0 47000 American Aircarrier Common 02375810 112 13000 SH DEFINED 1 0 13000 0 American Bank Ins Gp Cv Pfd 02445620 1235 11375 PRN SOLE 11375 0 0 American Cap Strat Common 02493710 1278 70000 SH SOLE 70000 0 0 American Elec Power Common 02553710 2194 58400 SH SOLE 58400 0 0 American Elec Power Common 02553710 28567 760500 SH SOLE 0 0 760500 American Elec Power Common 02553710 394 10500 SH DEFINED 1 0 10500 0 American Eagle Outft Common 02553E10 2616 57500 SH SOLE 57500 0 0 American Eagle Outft Common 02553E10 2843 62500 SH SOLE 0 0 62500 American Eagle Outft Common 02553E10 2830 62200 SH DEFINED 1 0 62200 0 American Express Co Common 02581610 651 5000 SH SOLE 5000 0 0 American Express Co Common 02581610 280 2150 SH SOLE 0 0 2150 American Express Co Common 02581610 6506 50000 SH DEFINED 1 0 50000 0 American General Crp Common 02635110 293549 3894500 SH SOLE 3894500 0 0 American General Crp Common 02635110 26201 347600 SH SOLE 0 0 347600 American General Crp Common 02635110 16176 214600 SH DEFINED 1 0 214600 0 American General Crp Common 02635110 1847 24500 SH DEFINED 1 0 24500 0 American Gen DE LLC Cv Pfd 02637G20 874 9350 PRN SOLE 9350 0 0 American Healthcorp Common 02649V10 1341 161300 SH SOLE 0 0 161300 American Healthcorp Common 02649V10 101 12100 SH DEFINED 1 0 12100 0 American Healthcorp Common 02649V10 1829 220000 SH DEFINED 1 0 0 220000 American Heritage Common 02652210 1557 63500 SH SOLE 63500 0 0 American Heritage Common 02652210 2166 88400 SH SOLE 0 0 88400 American Heritage Common 02652210 2242 91500 SH DEFINED 1 0 91500 0 American Home Prods Common 02660910 521485 9089040 SH SOLE 9089040 0 0 American Home Prods Common 02660910 501923 8748111 SH SOLE 0 0 8748111 American Home Prods Common 02660910 61418 1070460 SH DEFINED 1 0 1070460 0 American Home Prods Common 02660910 10156 177000 SH DEFINED 1 0 177000 0 American Homestar Common 02665110 1767 257000 SH SOLE 257000 0 0 American Homestar Common 02665110 1066 155000 SH SOLE 0 0 155000 American Homestar Common 02665110 172 25000 SH DEFINED 1 0 25000 0 American Intl Group Common 02687410 420803 3588950 SH SOLE 3588950 0 0 American Intl Group Common 02687410 197754 1686590 SH SOLE 0 0 1686590 American Intl Group Common 02687410 130014 1108840 SH DEFINED 1 0 1108840 0 American Intl Group Common 02687410 3756 32039 SH DEFINED 1 0 32039 0 American Intl Group Common 02687410 12821 109350 SH DEFINED 1 0 0 109350 American Mgmt System Common 02735210 25935 808900 SH SOLE 808900 0 0 American Mgmt System Common 02735210 10459 326200 SH SOLE 0 0 326200 American Mgmt System Common 02735210 7832 244300 SH DEFINED 1 0 244300 0 American Medical Sec Common 02744P10 3069 355600 SH SOLE 355600 0 0 American Medical Sec Common 02744P10 7105 823800 SH SOLE 0 0 823800 American Medical Sec Common 02744P10 1277 148100 SH DEFINED 1 0 148100 0 Am Retirement Corp Common 02891310 513 41000 SH SOLE 41000 0 0 Am Retirement Corp Common 02891310 8476 678000 SH SOLE 0 0 678000 Am Retirement Corp Common 02891310 563 45000 SH DEFINED 1 0 45000 0 Am Retirement Corp Common 02891310 2500 200000 SH DEFINED 1 0 0 200000 Am Retirement Corp 028913AA 1102 1450000 PRN SOLE 0 0 1450000 American Standard Common 02971210 130 2700 SH SOLE 2700 0 0 American Standard Common 02971210 2808 58500 SH DEFINED 1 0 58500 0 American States Wtr Common 02989910 363 12800 SH DEFINED 1 0 12800 0 American Tower Crp A Common 02991220 167580 6982525 SH SOLE 6982525 0 0 American Tower Crp A Common 02991220 99044 4126900 SH SOLE 0 0 4126900 American Tower Crp A Common 02991220 32838 1368300 SH DEFINED 1 0 1368300 0 American Tower Crp A Common 02991220 1495 62300 SH DEFINED 1 0 62300 0 American Water Works Common 03041110 10318 335500 SH SOLE 335500 0 0 American Water Works Common 03041110 11062 359700 SH SOLE 0 0 359700 American Water Works Common 03041110 971 31600 SH DEFINED 1 0 31600 0 American Xtal Tech Common 03051410 1750 73500 SH SOLE 73500 0 0 American Xtal Tech Common 03051410 1112 46700 SH SOLE 0 0 46700 American Xtal Tech Common 03051410 1619 68000 SH DEFINED 1 0 68000 0 American Xtal Tech Common 03051410 167 7000 SH DEFINED 1 0 7000 0 American Xtal Tech Common 03051410 2381 100000 SH DEFINED 1 0 0 100000 Amerihost Properties Common 03070D20 700 175000 SH SOLE 175000 0 0 Amerihost Properties Common 03070D20 1600 400000 SH DEFINED 1 0 400000 0 Amerihost Properties Common 03070D20 160 40000 SH DEFINED 1 0 40000 0 Amerisource Hlth A Common 03071P10 2237 87700 SH SOLE 87700 0 0 Amerisource Hlth A Common 03071P10 13928 546200 SH SOLE 0 0 546200 Amerisource Hlth A Common 03071P10 3547 139100 SH DEFINED 1 0 139100 0 Ames Dept Stores Inc Common 03078950 57129 1252100 SH SOLE 1252100 0 0 Ames Dept Stores Inc Common 03078950 383 8400 SH SOLE 0 0 8400 Ames Dept Stores Inc Common 03078950 881 19300 SH DEFINED 1 0 19300 0 Ameritech Corp Common 03095410 134331 1827600 SH SOLE 1827600 0 0 Ameritech Corp Common 03095410 106765 1452592 SH SOLE 0 0 1452592 Ameritech Corp Common 03095410 82990 1129100 SH DEFINED 1 0 1129100 0 Ameritech Corp Common 03095410 23564 320600 SH DEFINED 1 0 0 320600 Amgen Inc Common 03116210 8717 143200 SH SOLE 143200 0 0 Amgen Inc Common 03116210 3117 51200 SH SOLE 0 0 51200 Amgen Inc Common 03116210 38118 626200 SH DEFINED 1 0 626200 0 Amkor Technology Inc Common 03165210 3023 294900 SH SOLE 294900 0 0 Amresco Inc Common 03190910 1637 254400 SH SOLE 254400 0 0 Amresco Inc Common 03190910 2058 319800 SH SOLE 0 0 319800 Amresco Inc Common 03190910 224 34800 SH DEFINED 1 0 34800 0 AMRESCO Cap Tr REIT Common 03191910 1525 160500 SH SOLE 160500 0 0 AMRESCO Cap Tr REIT Common 03191910 665 70000 SH DEFINED 1 0 70000 0 AMRESCO Cap Tr REIT Common 03191910 475 50000 SH DEFINED 1 0 50000 0 AMRESCO Cap Tr REIT Common 03191910 2185 230000 SH DEFINED 1 0 0 230000 Amplicon Inc Common 03210110 2499 178500 SH SOLE 178500 0 0 Amplicon Inc Common 03210110 2629 187800 SH SOLE 0 0 187800 Amplicon Inc Common 03210110 1960 140000 SH DEFINED 1 0 140000 0 Amplicon Inc Common 03210110 2002 143000 SH DEFINED 1 0 0 143000 Amsurg Corp A Common 03232P10 3102 410000 SH SOLE 410000 0 0 Amsurg Corp A Common 03232P10 2004 265000 SH SOLE 0 0 265000 Amsurg Corp A Common 03232P10 1276 168600 SH DEFINED 1 0 168600 0 Amsurg Corp A Common 03232P10 435 57500 SH DEFINED 1 0 57500 0 Amsurg Corp B Common 03232P20 589 77300 SH SOLE 77300 0 0 Amsurg Corp B Common 03232P20 519 68000 SH SOLE 0 0 68000 Amsurg Corp B Common 03232P20 270 35400 SH DEFINED 1 0 35400 0 Amsurg Corp B Common 03232P20 172 22500 SH DEFINED 1 0 22500 0 AmWest Insurance Grp Common 03234510 1277 138000 SH SOLE 138000 0 0 AmWest Insurance Grp Common 03234510 389 42000 SH SOLE 0 0 42000 AmWest Insurance Grp Common 03234510 157 17000 SH DEFINED 1 0 17000 0 Anadarko Pete Corp Common 03251110 32419 880600 SH SOLE 880600 0 0 Anadarko Pete Corp Common 03251110 153449 4168300 SH SOLE 0 0 4168300 Anadarko Pete Corp Common 03251110 1207 32800 SH DEFINED 1 0 32800 0 Anadarko Pete Corp Common 03251110 1929 52400 SH DEFINED 1 0 52400 0 Analog Devices Inc Common 03265410 260701 5194448 SH SOLE 5194448 0 0 Analog Devices Inc Common 03265410 134372 2677383 SH SOLE 0 0 2677383 Analog Devices Inc Common 03265410 43371 864196 SH DEFINED 1 0 864196 0 Analog Devices Inc Common 03265410 944 18800 SH DEFINED 1 0 18800 0 Analog Devices Inc Common 03265410 17345 345600 SH DEFINED 1 0 0 345600 Anchor Gaming Common 03303710 29271 609000 SH SOLE 609000 0 0 Ancor Communications Common 03332K10 11331 350000 SH SOLE 350000 0 0 Ancor Communications Common 03332K10 65 2000 SH DEFINED 1 0 2000 0 Andrew Corp Common 03442510 6992 369200 SH SOLE 369200 0 0 Anheuser-Busch Cos Common 03522910 64971 915900 SH SOLE 915900 0 0 Anheuser-Busch Cos Common 03522910 50741 715300 SH SOLE 0 0 715300 Anheuser-Busch Cos Common 03522910 61653 869100 SH DEFINED 1 0 869100 0 Anheuser-Busch Cos Common 03522910 922 13000 SH DEFINED 1 0 13000 0 Anheuser-Busch Cos Common 03522910 5264 74200 SH DEFINED 1 0 0 74200 AnswerThink Consult Common 03691610 444 17600 SH SOLE 17600 0 0 AnswerThink Consult Common 03691610 518 20500 SH DEFINED 1 0 20500 0 Anthracite Mtge REIT Common 03702310 1512 230400 SH SOLE 230400 0 0 Anthracite Mtge REIT Common 03702310 3409 519500 SH SOLE 0 0 519500 Apache Corp Common 03741110 109 2800 SH SOLE 2800 0 0 Apache Corp Common 03741110 72025 1846800 SH SOLE 0 0 1846800 Apache Corp Common 03741110 10892 279300 SH DEFINED 1 0 279300 0 Apple Computer Common 03783310 144 3100 SH SOLE 3100 0 0 Apple Computer Common 03783310 2908 62800 SH DEFINED 1 0 62800 0 Applebees Intl Inc Common 03789910 211 7000 SH SOLE 7000 0 0 Applebees Intl Inc Common 03789910 554 18400 SH DEFINED 1 0 18400 0 Applied Extrusion Common 03819610 3783 496000 SH SOLE 496000 0 0 Applied Extrusion Common 03819610 991 130000 SH SOLE 0 0 130000 Applied Materials Common 03822210 5319 72000 SH SOLE 72000 0 0 Applied Materials Common 03822210 2002 27100 SH SOLE 0 0 27100 Applied Materials Common 03822210 7166 97000 SH DEFINED 1 0 97000 0 Applied Power Cl A Common 03822510 253 9250 SH SOLE 9250 0 0 Applied Power Cl A Common 03822510 835 30600 SH SOLE 0 0 30600 Applied Power Cl A Common 03822510 2089 76500 SH DEFINED 1 0 0 76500 Applied Micro Circts Common 03822W10 6819 82900 SH SOLE 82900 0 0 Applied Micro Circts Common 03822W10 74 900 SH DEFINED 1 0 900 0 Aptargroup Inc Common 03833610 3615 120500 SH SOLE 120500 0 0 Aptargroup Inc Common 03833610 453 15100 SH SOLE 0 0 15100 Aptargroup Inc Common 03833610 150 5000 SH DEFINED 1 0 5000 0 Aracruz Celulose ADR Common 03849620 1801 81850 SH DEFINED 1 0 81850 0 Aradigm Corp Common 03850510 146 16500 SH SOLE 16500 0 0 Aradigm Corp Common 03850510 308 34700 SH SOLE 0 0 34700 Aradigm Corp Common 03850510 1114 125500 SH DEFINED 1 0 125500 0 Arch Chemicals Inc Common 03937R10 212 8700 SH SOLE 8700 0 0 Arch Chemicals Inc Common 03937R10 1500 61700 SH DEFINED 1 0 0 61700 Arch Coal Inc Common 03938010 2858 206000 SH SOLE 206000 0 0 Archstone Cmnty REIT Common 03958110 16850 768100 SH SOLE 768100 0 0 Archstone Cmnty REIT Common 03958110 203050 9255600 SH SOLE 0 0 9255600 Archstone Cmnty REIT Common 03958110 4894 223100 SH DEFINED 1 0 223100 0 Archstone Cmnty REIT Cv Pfd 03958120 1249 42500 PRN SOLE 42500 0 0 Argosy Education A Common 04022210 1143 142900 SH SOLE 142900 0 0 Argosy Education A Common 04022210 2417 302100 SH DEFINED 1 0 0 302100 Aris Corp WA Common 04040A10 2179 262000 SH SOLE 262000 0 0 Aris Corp WA Common 04040A10 2203 265000 SH SOLE 0 0 265000 Aris Corp WA Common 04040A10 1164 140000 SH DEFINED 1 0 140000 0 Aronex Pharmaceut Common 04266620 53 12000 SH SOLE 12000 0 0 Aronex Pharmaceut Common 04266620 116 26100 SH SOLE 0 0 26100 Aronex Pharmaceut Common 04266620 469 105600 SH DEFINED 1 0 105600 0 Arqule Inc Common 04269E10 67 13800 SH SOLE 13800 0 0 Arqule Inc Common 04269E10 145 29800 SH SOLE 0 0 29800 Arqule Inc Common 04269E10 641 131400 SH DEFINED 1 0 131400 0 Arrow Electronics Common 04273510 96875 5098700 SH SOLE 0 0 5098700 Arrow Electronics Common 04273510 21 1100 SH DEFINED 1 0 1100 0 Arvin Industries Inc Common 04333910 3212 84800 SH DEFINED 1 0 84800 0 Ashanti Goldfld ADR Common 04374320 1034 149083 SH SOLE 149083 0 0 Ashanti Goldfld ADR Common 04374320 411 59195 SH SOLE 0 0 59195 Ashland Inc Common 04420410 20968 522538 SH SOLE 522538 0 0 Ashland Inc Common 04420410 24316 606000 SH SOLE 0 0 606000 Ashland Inc Common 04420410 4357 108600 SH DEFINED 1 0 108600 0 Asia Pulp&Paper ADR Common 04516V10 12922 1342400 SH SOLE 1342400 0 0 Asia Pulp&Paper ADR Common 04516V10 846 87900 SH SOLE 0 0 87900 Asia Pulp&Paper ADR Common 04516V10 4202 436600 SH DEFINED 1 0 436600 0 Asia Pulp&Paper ADR Common 04516V10 768 79800 SH DEFINED 1 0 79800 0 Aspect Development Common 04523410 1607 86900 SH DEFINED 1 0 86900 0 Aspen Technology Common 04532710 5089 433100 SH SOLE 433100 0 0 Aspen Technology Common 04532710 4890 416200 SH SOLE 0 0 416200 Aspen Technology Common 04532710 308 26200 SH DEFINED 1 0 26200 0 Assisted Living Conc Common 04543L10 1489 595000 SH SOLE 595000 0 0 Assisted Living Conc Common 04543L10 1188 475000 SH SOLE 0 0 475000 Assisted Living Conc Common 04543L10 688 275000 SH DEFINED 1 0 275000 0 Assisted Living Conc Common 04543L10 63 25000 SH DEFINED 1 0 25000 0 Assisted Living Conc Common 04543L10 875 350000 SH DEFINED 1 0 0 350000 Associates First A Common 04600810 579920 13142530 SH SOLE 13142530 0 0 Associates First A Common 04600810 443089 10041662 SH SOLE 0 0 10041662 Associates First A Common 04600810 88821 2012930 SH DEFINED 1 0 2012930 0 Associates First A Common 04600810 3825 86700 SH DEFINED 1 0 86700 0 Associates First A Common 04600810 7828 177400 SH DEFINED 1 0 0 177400 AstraZeneca PLC ADR Common 04635310 71005 1811900 SH SOLE 1811900 0 0 AstraZeneca PLC ADR Common 04635310 289037 7375672 SH SOLE 0 0 7375672 AstraZeneca PLC ADR Common 04635310 11718 299000 SH DEFINED 1 0 299000 0 AstraZeneca PLC ADR Common 04635310 933 23800 SH DEFINED 1 0 23800 0 AstroPower Inc Common 04644A10 4551 260000 SH SOLE 260000 0 0 AstroPower Inc Common 04644A10 3500 200000 SH SOLE 0 0 200000 AstroPower Inc Common 04644A10 2013 115000 SH DEFINED 1 0 115000 0 AstroPower Inc Common 04644A10 823 47000 SH DEFINED 1 0 47000 0 AstroPower Inc Common 04644A10 2625 150000 SH DEFINED 1 0 0 150000 Asyst Technologies Common 04648X10 7185 240000 SH SOLE 0 0 240000 Asyst Technologies Common 04648X10 1811 60500 SH DEFINED 1 0 60500 0 Atchison Casting Common 04661310 790 80000 SH SOLE 80000 0 0 Atchison Casting Common 04661310 2074 210000 SH SOLE 0 0 210000 Atchison Casting Common 04661310 1383 140000 SH DEFINED 1 0 140000 0 Atchison Casting Common 04661310 395 40000 SH DEFINED 1 0 40000 0 Atchison Casting Common 04661310 1975 200000 SH DEFINED 1 0 0 200000 Atlantic Coast Airln Common 04839610 201 10600 SH SOLE 10600 0 0 Atlantic Coast Airln Common 04839610 308 16200 SH SOLE 0 0 16200 Atlantic Coast Airln Common 04839610 282 14800 SH DEFINED 1 0 14800 0 Atlantic Richfield Common 04882510 45406 543400 SH SOLE 543400 0 0 Atlantic Richfield Common 04882510 90891 1087700 SH SOLE 0 0 1087700 Atlantic Richfield Common 04882510 4788 57300 SH DEFINED 1 0 57300 0 Atlas Air Inc Common 04916410 48116 1491830 SH SOLE 1491830 0 0 Atlas Air Inc Common 04916410 10492 325295 SH SOLE 0 0 325295 Atlas Air Inc Common 04916410 19748 612314 SH DEFINED 1 0 612314 0 Atlas Air Inc Common 04916410 3962 122850 SH DEFINED 1 0 0 122850 Atmel Corp Common 04951310 3561 136000 SH SOLE 136000 0 0 Atmel Corp Common 04951310 11073 422800 SH SOLE 0 0 422800 Atmel Corp Common 04951310 3313 126500 SH DEFINED 1 0 126500 0 Atwood Oceanics Common 05009510 1497 47900 SH SOLE 47900 0 0 Atwood Oceanics Common 05009510 1288 41200 SH SOLE 0 0 41200 Atwood Oceanics Common 05009510 1577 50450 SH DEFINED 1 0 50450 0 Ault Inc Common 05150310 737 90000 SH SOLE 90000 0 0 Ault Inc Common 05150310 491 60000 SH SOLE 0 0 60000 Ault Inc Common 05150310 1474 180000 SH DEFINED 1 0 180000 0 Ault Inc Common 05150310 164 20000 SH DEFINED 1 0 20000 0 Australia&NZ Bk ADR Common 05252830 424 11400 SH SOLE 11400 0 0 AutoImmune Inc Common 05277610 560 235700 SH SOLE 235700 0 0 AutoImmune Inc Common 05277610 980 412500 SH SOLE 0 0 412500 AutoImmune Inc Common 05277610 3932 1655200 SH DEFINED 1 0 1655200 0 Auto Data Processing Common 05301510 224763 5108182 SH SOLE 5108182 0 0 Auto Data Processing Common 05301510 87170 1981100 SH SOLE 0 0 1981100 Auto Data Processing Common 05301510 656 14910 SH DEFINED 1 0 14910 0 Auto Data Processing Common 05301510 2275 51700 SH DEFINED 1 0 51700 0 Avalonbay Cmnty REIT Common 05348410 3512 94900 SH SOLE 94900 0 0 Avalonbay Cmnty REIT Common 05348410 83751 2263536 SH SOLE 0 0 2263536 Avalonbay Cmnty REIT Common 05348410 5821 157300 SH DEFINED 1 0 157300 0 Avalonbay Cmnty REIT Common 05348410 2216 59900 SH DEFINED 1 0 0 59900 Avant! Corp Common 05348710 37018 2931900 SH SOLE 2931900 0 0 Avant! Corp Common 05348710 1716 135900 SH SOLE 0 0 135900 Avant! Corp Common 05348710 2052 162400 SH DEFINED 1 0 162400 0 Aviation Sales Co Common 05367210 47 1200 SH DEFINED 1 0 1200 0 Avid Technology Common 05367P10 147 9100 SH SOLE 9100 0 0 Avnet Inc Common 05380710 75888 1632000 SH SOLE 0 0 1632000 Avon Products Common 05430310 3907 70400 SH SOLE 70400 0 0 AXA ADR Common 05453610 224 3600 SH SOLE 3600 0 0 Aware Inc Common 05453N10 6227 135000 SH DEFINED 1 0 135000 0 Axys Pharmaceuticals Common 05463510 649 192700 SH SOLE 192700 0 0 Axys Pharmaceuticals Common 05463510 1189 352400 SH SOLE 0 0 352400 Axys Pharmaceuticals Common 05463510 4261 1262500 SH DEFINED 1 0 1262500 0 BCE Inc Common 05534B10 6633 134500 SH SOLE 134500 0 0 BCE Inc Common 05534B10 5917 120000 SH SOLE 0 0 120000 B.I. Inc Common 05546720 1105 130000 SH SOLE 130000 0 0 B.I. Inc Common 05546720 2040 240000 SH SOLE 0 0 240000 B.I. Inc Common 05546720 850 100000 SH DEFINED 1 0 100000 0 B.I. Inc Common 05546720 128 15000 SH DEFINED 1 0 15000 0 Bisys Group Inc Common 05547210 102914 1759147 SH SOLE 1759147 0 0 Bisys Group Inc Common 05547210 42834 732186 SH SOLE 0 0 732186 Bisys Group Inc Common 05547210 28695 490539 SH DEFINED 1 0 490539 0 Bisys Group Inc Common 05547210 790 13500 SH DEFINED 1 0 13500 0 BJ Services Common 05548210 13292 451500 SH SOLE 451500 0 0 BJ Services Common 05548210 447 15200 SH SOLE 0 0 15200 BJ Services Common 05548210 1216 41300 SH DEFINED 1 0 41300 0 BJ's Wholesale Club Common 05548J10 241 8000 SH SOLE 8000 0 0 BJ's Wholesale Club Common 05548J10 68502 2278600 SH SOLE 0 0 2278600 BJ's Wholesale Club Common 05548J10 48 1600 SH DEFINED 1 0 1600 0 BMC Industries Inc Common 05560710 347 33600 SH DEFINED 1 0 33600 0 BOC Group PLC ADR Common 05561760 10333 256300 SH SOLE 256300 0 0 BOC Group PLC ADR Common 05561760 210393 5219000 SH SOLE 0 0 5219000 BNC Mortgage Inc Common 05561Y10 3588 574000 SH SOLE 574000 0 0 BP Amoco PLC ADR Common 05562210 5709 52623 SH SOLE 52623 0 0 BP Amoco PLC ADR Common 05562210 421138 3881450 SH SOLE 0 0 3881450 BP Amoco PLC ADR Common 05562210 39556 364575 SH DEFINED 1 0 364575 0 BSB Bancorp Inc Common 05565210 2160 80000 SH DEFINED 1 0 0 80000 BTG Inc Common 05576J10 600 100000 SH SOLE 100000 0 0 BTG Inc Common 05576J10 2130 355000 SH SOLE 0 0 355000 BTG Inc Common 05576J10 144 24000 SH DEFINED 1 0 24000 0 BTG Inc Common 05576J10 1950 325000 SH DEFINED 1 0 0 325000 BMC Software Inc Common 05592110 47065 871585 SH SOLE 871585 0 0 BMC Software Inc Common 05592110 38675 716243 SH SOLE 0 0 716243 BMC Software Inc Common 05592110 59358 1099239 SH DEFINED 1 0 1099239 0 BMC Software Inc Common 05592110 712 13200 SH DEFINED 1 0 13200 0 BWay Corp Common 05603910 1592 111700 SH SOLE 111700 0 0 BWay Corp Common 05603910 2993 210000 SH SOLE 0 0 210000 BWay Corp Common 05603910 1568 110000 SH DEFINED 1 0 110000 0 BWay Corp Common 05603910 556 39000 SH DEFINED 1 0 39000 0 BWay Corp Common 05603910 1924 135000 SH DEFINED 1 0 0 135000 Baker Hughes Inc Common 05722410 53280 1590400 SH SOLE 1590400 0 0 Baker Hughes Inc Common 05722410 149846 4473000 SH SOLE 0 0 4473000 Baker Hughes Inc Common 05722410 16868 503520 SH DEFINED 1 0 503520 0 Baker Hughes Inc Common 05722410 12184 363700 SH DEFINED 1 0 363700 0 Baker Hughes Inc 057224AH 918 1200000 PRN SOLE 1200000 0 0 Balanced Care Corp Common 05763010 571 285500 SH SOLE 0 0 285500 Balanced Care Corp Common 05763010 600 300000 SH DEFINED 1 0 0 300000 Bancfirst Corp Common 05945F10 1751 51120 SH SOLE 51120 0 0 Bancfirst Corp Common 05945F10 2583 75430 SH SOLE 0 0 75430 Bancfirst Corp Common 05945F10 2968 86650 SH DEFINED 1 0 86650 0 Banco Santander ADR Common 05964H10 129 12180 SH SOLE 12180 0 0 Bancorpsouth Inc Common 05969210 283 15600 SH SOLE 15600 0 0 Bancorpsouth Inc Common 05969210 412 22700 SH SOLE 0 0 22700 Bancorpsouth Inc Common 05969210 379 20900 SH DEFINED 1 0 20900 0 BancTec Inc Common 05978410 443 24700 SH DEFINED 1 0 24700 0 BancWest Corporation Common 05979010 3304 89000 SH DEFINED 1 0 89000 0 Bandag Inc Common 05981510 565 16300 SH SOLE 16300 0 0 Bandag Inc Common 05981510 278 8000 SH SOLE 0 0 8000 Bandag Inc Common 05981510 798 23000 SH DEFINED 1 0 23000 0 Bank of America Corp Common 06050510 8399 114560 SH SOLE 114560 0 0 Bank of America Corp Common 06050510 466360 6361221 SH SOLE 0 0 6361221 Bank of America Corp Common 06050510 31033 423300 SH DEFINED 1 0 423300 0 Bank One Corp Common 06423A10 53607 900000 SH SOLE 900000 0 0 Bank Tokyo-Mitsu ADR Common 06537910 291 20000 SH SOLE 20000 0 0 Bank United Corp ClA Common 06541210 1125 28000 SH SOLE 28000 0 0 Bank United Corp ClA Common 06541210 3938 98000 SH SOLE 0 0 98000 BankBoston Corp Common 06605R10 63616 1244300 SH SOLE 1244300 0 0 BankBoston Corp Common 06605R10 169 3300 SH SOLE 0 0 3300 BankBoston Corp Common 06605R10 11110 217300 SH DEFINED 1 0 217300 0 Bard CR Inc Common 06738310 717 15000 SH SOLE 15000 0 0 Bard CR Inc Common 06738310 154814 3237900 SH SOLE 0 0 3237900 Barclays PLC ADR Common 06738E20 364 3040 SH SOLE 3040 0 0 Barrick Gold Corp Common 06790110 4075 210300 SH SOLE 210300 0 0 Barrick Gold Corp Common 06790110 1039 53600 SH SOLE 0 0 53600 Barrick Gold Corp Common 06790110 3765 194300 SH DEFINED 1 0 194300 0 Barnett Inc Common 06806210 1415 188300 SH SOLE 188300 0 0 Barnett Inc Common 06806210 231 30700 SH SOLE 0 0 30700 Barnett Inc Common 06806210 225 29900 SH DEFINED 1 0 29900 0 Barrett Resources Common 06848020 7753 202000 SH SOLE 202000 0 0 Barrett Resources Common 06848020 10089 262900 SH SOLE 0 0 262900 Barrett Resources Common 06848020 1175 30600 SH DEFINED 1 0 30600 0 Barry RG Common 06879810 1012 122600 SH SOLE 122600 0 0 Barry RG Common 06879810 130 15800 SH DEFINED 1 0 15800 0 Baxter International Common 07181310 392205 6469359 SH SOLE 6469359 0 0 Baxter International Common 07181310 424453 7001301 SH SOLE 0 0 7001301 Baxter International Common 07181310 14920 246115 SH DEFINED 1 0 246115 0 Baxter International Common 07181310 11543 190400 SH DEFINED 1 0 190400 0 Baxter International Common 07181310 4171 68800 SH DEFINED 1 0 0 68800 Bay State Bancorp Common 07261110 2476 120400 SH SOLE 0 0 120400 Beazer Homes USA Inc Common 07556Q10 18210 787464 SH SOLE 0 0 787464 Beazer Homes USA Inc Common 07556Q10 30 1300 SH DEFINED 1 0 1300 0 bebe stores inc Common 07557110 75 2200 SH SOLE 2200 0 0 Beckman Coulter Inc Common 07581110 5575 114600 SH SOLE 114600 0 0 Beckman Coulter Inc Common 07581110 60524 1244700 SH SOLE 0 0 1244700 Beckman Coulter Inc Common 07581110 802 16500 SH DEFINED 1 0 16500 0 Becton Dickinson Common 07588710 6441 214700 SH SOLE 214700 0 0 Becton Dickinson Common 07588710 64155 2138500 SH SOLE 0 0 2138500 Becton Dickinson Common 07588710 21 700 SH DEFINED 1 0 700 0 Bed Bath & Beyond Common 07589610 44191 1147800 SH SOLE 1147800 0 0 Bed Bath & Beyond Common 07589610 31790 825700 SH SOLE 0 0 825700 Bed Bath & Beyond Common 07589610 20463 531500 SH DEFINED 1 0 531500 0 Bel Fuse Inc A Common 07734720 199 7100 SH SOLE 7100 0 0 Bel Fuse Inc B Common 07734730 179 6900 SH DEFINED 1 0 6900 0 Bel Fuse Inc B Common 07734730 809 31100 SH DEFINED 1 0 0 31100 Belden Inc Common 07745910 237 9900 SH SOLE 9900 0 0 Bell Atlantic Corp Common 07785310 598421 9153636 SH SOLE 9153636 0 0 Bell Atlantic Corp Common 07785310 653634 9998210 SH SOLE 0 0 9998210 Bell Atlantic Corp Common 07785310 97788 1495820 SH DEFINED 1 0 1495820 0 Bell Atlantic Corp Common 07785310 13324 203800 SH DEFINED 1 0 203800 0 Bell Atlantic Corp Common 07785310 25287 386802 SH DEFINED 1 0 0 386802 BellSouth Corp Common 07986010 82107 1780076 SH SOLE 1780076 0 0 BellSouth Corp Common 07986010 47252 1024412 SH SOLE 0 0 1024412 BellSouth Corp Common 07986010 68971 1495300 SH DEFINED 1 0 1495300 0 BellSouth Corp Common 07986010 8683 188256 SH DEFINED 1 0 0 188256 Belo AH Corp Cl A Common 08055510 356 18100 SH SOLE 18100 0 0 Belo AH Corp Cl A Common 08055510 2536 128800 SH DEFINED 1 0 0 128800 Bemis Co Common 08143710 23802 598800 SH SOLE 598800 0 0 Bemis Co Common 08143710 4034 101500 SH SOLE 0 0 101500 Bemis Co Common 08143710 2834 71300 SH DEFINED 1 0 71300 0 Benchmark Elec Inc Common 08160H10 507 14100 SH DEFINED 1 0 14100 0 Bergen Brunswig Cl A Common 08373910 9146 530140 SH SOLE 530140 0 0 Bergen Brunswig Cl A Common 08373910 96892 5616912 SH SOLE 0 0 5616912 Bergen Brunswig Cl A Common 08373910 7200 417319 SH DEFINED 1 0 417319 0 Beringer Wine Est B Common 08410210 35426 847800 SH SOLE 847800 0 0 Beringer Wine Est B Common 08410210 4904 117400 SH SOLE 0 0 117400 Beringer Wine Est B Common 08410210 4931 118000 SH DEFINED 1 0 118000 0 Berkshire Hathaway A Common 08467010 689 10 SH DEFINED 1 0 10 0 Berry Petroleum Cl A Common 08578910 1394 100000 SH SOLE 0 0 100000 Best Buy Co Inc Common 08651610 149 2200 SH SOLE 2200 0 0 Bestfoods Common 08658U10 28274 571200 SH SOLE 571200 0 0 Bestfoods Common 08658U10 122181 2468300 SH SOLE 0 0 2468300 Bestfoods Common 08658U10 9388 189660 SH DEFINED 1 0 189660 0 Bestfoods Common 08658U10 7000 141400 SH DEFINED 1 0 141400 0 Beverly Enterprises Common 08785130 24431 3030000 SH SOLE 0 0 3030000 Big Foot Finl Corp Common 08916510 1875 125000 SH SOLE 0 0 125000 Biocryst Pharm Inc Common 09058V10 114 13000 SH SOLE 13000 0 0 Biocryst Pharm Inc Common 09058V10 3329 380500 SH SOLE 0 0 380500 Biocryst Pharm Inc Common 09058V10 2680 306300 SH DEFINED 1 0 306300 0 Biomet Inc Common 09061310 53476 1345300 SH SOLE 0 0 1345300 Bionx Implants Inc Common 09064Q10 357 65000 SH SOLE 65000 0 0 Biosite Diagnostics Common 09094510 3512 346800 SH SOLE 346800 0 0 Biosite Diagnostics Common 09094510 1139 112500 SH SOLE 0 0 112500 Biosite Diagnostics Common 09094510 1712 169100 SH DEFINED 1 0 169100 0 Biosite Diagnostics Common 09094510 688 68000 SH DEFINED 1 0 68000 0 Biosite Diagnostics Common 09094510 2531 250000 SH DEFINED 1 0 0 250000 Black & Decker Corp Common 09179710 14012 221980 SH SOLE 221980 0 0 Black & Decker Corp Common 09179710 205752 3259420 SH SOLE 0 0 3259420 Black & Decker Corp Common 09179710 20719 328200 SH DEFINED 1 0 328200 0 Black & Decker Corp Common 09179710 4551 72100 SH DEFINED 1 0 0 72100 Black Box Corp Common 09182610 22316 445200 SH SOLE 445200 0 0 Black Box Corp Common 09182610 4245 84700 SH SOLE 0 0 84700 Black Box Corp Common 09182610 3308 66000 SH DEFINED 1 0 66000 0 Blue Square Israel Common 09605510 2230 140500 SH DEFINED 1 0 140500 0 Boeing Co Common 09702310 6842 155500 SH SOLE 155500 0 0 Boeing Co Common 09702310 19800 450000 SH SOLE 0 0 450000 Boise Cascade Common 09738310 99 2300 SH SOLE 2300 0 0 Boise Cascade Common 09738310 4176 97400 SH DEFINED 1 0 97400 0 Bolder Tech Corp Common 09751910 2898 331000 SH SOLE 331000 0 0 Bolder Tech Corp Common 09751910 1007 115000 SH SOLE 0 0 115000 Bolder Tech Corp Common 09751910 596 68000 SH DEFINED 1 0 68000 0 Borg-Warner Auto Inc Common 09972410 2020 36700 SH SOLE 36700 0 0 Borg-Warner Auto Inc Common 09972410 1998 36300 SH SOLE 0 0 36300 Borg-Warner Auto Inc Common 09972410 6101 110900 SH DEFINED 1 0 110900 0 Boston Acoustics Common 10053410 1127 63000 SH SOLE 63000 0 0 Boston Acoustics Common 10053410 2396 134000 SH SOLE 0 0 134000 Boston Acoustics Common 10053410 1430 80000 SH DEFINED 1 0 80000 0 Boston Acoustics Common 10053410 608 34000 SH DEFINED 1 0 34000 0 Boston Ppyts REIT Common 10112110 45131 1258000 SH SOLE 1258000 0 0 Boston Ppyts REIT Common 10112110 1437 40070 SH DEFINED 1 0 40070 0 Boston Scientific Common 10113710 267427 6086400 SH SOLE 6086400 0 0 Boston Scientific Common 10113710 200652 4566750 SH SOLE 0 0 4566750 Boston Scientific Common 10113710 51220 1165700 SH DEFINED 1 0 1165700 0 Boston Scientific Common 10113710 3067 69800 SH DEFINED 1 0 69800 0 BostonFed Bcp Inc Common 10117810 2206 123400 SH SOLE 123400 0 0 BostonFed Bcp Inc Common 10117810 3966 221862 SH SOLE 0 0 221862 Bowater Inc Common 10218310 14928 315100 SH SOLE 315100 0 0 Bowater Inc Common 10218310 72389 1527980 SH SOLE 0 0 1527980 Bowater Inc Common 10218310 8574 180950 SH DEFINED 1 0 180950 0 Bowater Inc Common 10218310 4581 96700 SH DEFINED 1 0 0 96700 Bowlin Outdoor Adv Common 10259510 1428 238000 SH SOLE 238000 0 0 Bradley Real EstREIT Common 10458010 5047 243279 SH SOLE 243279 0 0 Bradley Real EstREIT Common 10458010 91 4400 SH DEFINED 1 0 4400 0 Brandywine REIT Common 10536820 9599 484500 SH SOLE 0 0 484500 Briggs & Stratton Common 10904310 2092 36200 SH SOLE 36200 0 0 Briggs & Stratton Common 10904310 2194 38000 SH SOLE 0 0 38000 Briggs & Stratton Common 10904310 2911 50400 SH DEFINED 1 0 50400 0 Bright Horizons Fam Common 10919510 21147 1120300 SH SOLE 1120300 0 0 Bright Horizons Fam Common 10919510 583 30900 SH SOLE 0 0 30900 Bright Horizons Fam Common 10919510 1329 70400 SH DEFINED 1 0 70400 0 Bristol Hotel&Resort Common 11004110 1517 202300 SH SOLE 0 0 202300 Bristol Hotel&Resort Common 11004110 1848 246400 SH DEFINED 1 0 0 246400 Bristol Myers Squibb Common 11012210 147096 2088300 SH SOLE 2088300 0 0 Bristol Myers Squibb Common 11012210 647487 9192300 SH SOLE 0 0 9192300 Bristol Myers Squibb Common 11012210 88238 1252700 SH DEFINED 1 0 1252700 0 Bristol Myers Squibb Common 11012210 2712 38500 SH DEFINED 1 0 38500 0 British Awys PLC ADR Common 11041930 177 2480 SH SOLE 2480 0 0 British Awys PLC ADR Common 11041930 123194 1724500 SH SOLE 0 0 1724500 British Sky ADR Common 11101310 522 9300 SH SOLE 9300 0 0 British Stl PLC ADR Common 11101530 16457 631500 SH SOLE 631500 0 0 British Stl PLC ADR Common 11101530 160780 6168900 SH SOLE 0 0 6168900 British Stl PLC ADR Common 11101530 4121 158115 SH DEFINED 1 0 158115 0 British Stl PLC ADR Common 11101530 6195 237700 SH DEFINED 1 0 237700 0 British Telecom ADR Common 11102140 25749 150350 SH SOLE 150350 0 0 British Telecom ADR Common 11102140 29850 174300 SH SOLE 0 0 174300 British Telecom ADR Common 11102140 17982 105000 SH DEFINED 1 0 105000 0 British Telecom ADR Common 11102140 1713 10000 SH DEFINED 1 0 10000 0 Broad Natl Bancorp Common 11123910 1379 54320 SH SOLE 54320 0 0 Broad Natl Bancorp Common 11123910 2029 79965 SH SOLE 0 0 79965 Broad Natl Bancorp Common 11123910 2008 79155 SH DEFINED 1 0 79155 0 Broadcom Corp A Common 11132010 7547 52200 SH DEFINED 1 0 52200 0 Broadway Financial Common 11144410 471 89640 SH SOLE 0 0 89640 Brown Tom Inc Common 11566020 251 16100 SH SOLE 16100 0 0 Brunswick Corp Common 11704310 10630 381300 SH SOLE 381300 0 0 Brunswick Corp Common 11704310 184 6600 SH SOLE 0 0 6600 Brunswick Corp Common 11704310 3629 130200 SH DEFINED 1 0 130200 0 Brunswick Tech Inc Common 11739410 2638 485000 SH SOLE 485000 0 0 Brunswick Tech Inc Common 11739410 125 23000 SH DEFINED 1 0 23000 0 Building Matls Hldg Common 12011310 1311 114000 SH SOLE 114000 0 0 Building Matls Hldg Common 12011310 2341 203600 SH SOLE 0 0 203600 Building Matls Hldg Common 12011310 2088 181600 SH DEFINED 1 0 0 181600 Burlington Inds Inc Common 12169310 22049 2383700 SH SOLE 0 0 2383700 Burlington N Santa F Common 12189T10 1817 58600 SH SOLE 58600 0 0 Burlington N Santa F Common 12189T10 8739 281900 SH SOLE 0 0 281900 Burlington N Santa F Common 12189T10 12233 394600 SH DEFINED 1 0 394600 0 Burlington Resources Common 12201410 8697 201100 SH SOLE 201100 0 0 Burlington Resources Common 12201410 357903 8275200 SH SOLE 0 0 8275200 Burlington Resources Common 12201410 619 14300 SH DEFINED 1 0 14300 0 Burr-Brown Common 12257410 4710 128600 SH SOLE 128600 0 0 Burr-Brown Common 12257410 689 18800 SH DEFINED 1 0 18800 0 Bush Boake Allen Inc Common 12316210 9510 325200 SH SOLE 325200 0 0 Bush Boake Allen Inc Common 12316210 1190 40700 SH SOLE 0 0 40700 Bush Boake Allen Inc Common 12316210 1714 58600 SH DEFINED 1 0 58600 0 Business Objects ADR Common 12328X10 5475 150000 SH DEFINED 1 0 150000 0 C&D Technology Inc Common 12466110 4567 149100 SH SOLE 149100 0 0 C&D Technology Inc Common 12466110 4487 146500 SH SOLE 0 0 146500 C&D Technology Inc Common 12466110 1899 62000 SH DEFINED 1 0 62000 0 C&D Technology Inc Common 12466110 490 16000 SH DEFINED 1 0 16000 0 C&D Technology Inc Common 12466110 3228 105400 SH DEFINED 1 0 0 105400 CBES Bancorp Inc Common 12479410 1433 91000 SH SOLE 0 0 91000 CBL & Assoc REIT Common 12483010 15308 580400 SH SOLE 0 0 580400 CCF Holding Co Common 12487X10 2530 142538 SH SOLE 0 0 142538 CBS Corp Common 12490K10 177183 4067300 SH SOLE 4067300 0 0 CBS Corp Common 12490K10 6142 141000 SH SOLE 0 0 141000 CBS Corp Common 12490K10 9536 218900 SH DEFINED 1 0 218900 0 CBS Corp Common 12490K10 2178 50000 SH DEFINED 1 0 50000 0 C-Cor.Net Corp Common 12501010 4329 155300 SH SOLE 155300 0 0 C-Cor.Net Corp Common 12501010 5748 206200 SH SOLE 0 0 206200 C-Cor.Net Corp Common 12501010 2788 100000 SH DEFINED 1 0 100000 0 C-Cor.Net Corp Common 12501010 976 35000 SH DEFINED 1 0 35000 0 C-Cor.Net Corp Common 12501010 5018 180000 SH DEFINED 1 0 0 180000 C-Cube Microsystems Common 12501510 32 1000 SH DEFINED 1 0 1000 0 CDnow Inc Common 12508610 1061 60200 SH SOLE 60200 0 0 CDnow Inc Common 12508610 1374 78000 SH SOLE 0 0 78000 CDnow Inc Common 12508610 1250 70900 SH DEFINED 1 0 0 70900 CDW Computer Centers Common 12512910 141 3200 SH SOLE 3200 0 0 CFC International Common 12525210 1614 150000 SH SOLE 150000 0 0 CFC International Common 12525210 702 65300 SH DEFINED 1 0 65300 0 CFM Technologies Inc Common 12525K10 2479 247900 SH SOLE 247900 0 0 CFM Technologies Inc Common 12525K10 467 46700 SH SOLE 0 0 46700 CFM Technologies Inc Common 12525K10 1841 184100 SH DEFINED 1 0 184100 0 CFM Technologies Inc Common 12525K10 2797 279700 SH DEFINED 1 0 0 279700 CFI Proservices Inc Common 12525N10 1101 97900 SH SOLE 97900 0 0 CFI Proservices Inc Common 12525N10 1854 164800 SH SOLE 0 0 164800 CFI Proservices Inc Common 12525N10 1770 157300 SH DEFINED 1 0 0 157300 CH Robinson Wldwide Common 12541W10 57556 1566100 SH SOLE 1566100 0 0 CH Robinson Wldwide Common 12541W10 6495 176700 SH SOLE 0 0 176700 CH Robinson Wldwide Common 12541W10 5439 148000 SH DEFINED 1 0 148000 0 CIGNA Corp Common 12550910 90266 1014200 SH SOLE 1014200 0 0 CIGNA Corp Common 12550910 770918 8662000 SH SOLE 0 0 8662000 CIGNA Corp Common 12550910 19406 218050 SH DEFINED 1 0 218050 0 CIGNA Corp Common 12550910 12816 144000 SH DEFINED 1 0 0 144000 CIT Group Inc A Common 12557710 5313 184000 SH SOLE 184000 0 0 CIT Group Inc A Common 12557710 2405 83310 SH DEFINED 1 0 83310 0 CIT Group Inc A Common 12557710 3916 135600 SH DEFINED 1 0 135600 0 CMS Energy Corp Common 12589610 12563 300000 SH SOLE 0 0 300000 CPB Inc Common 12590310 2731 103100 SH SOLE 103100 0 0 CPB Inc Common 12590310 4046 152700 SH SOLE 0 0 152700 CPB Inc Common 12590310 3733 140889 SH DEFINED 1 0 140889 0 CSK Auto Corporation Common 12596510 2138 79200 SH SOLE 79200 0 0 CSK Auto Corporation Common 12596510 562 20800 SH DEFINED 1 0 20800 0 CSG Systems Intl Inc Common 12634910 4113 157000 SH SOLE 157000 0 0 CSG Systems Intl Inc Common 12634910 409 15600 SH SOLE 0 0 15600 CSG Systems Intl Inc Common 12634910 927 35400 SH DEFINED 1 0 35400 0 CSX Corp Common 12640810 76426 1684300 SH SOLE 1684300 0 0 CSX Corp Common 12640810 179521 3956440 SH SOLE 0 0 3956440 CSX Corp Common 12640810 1574 34700 SH DEFINED 1 0 34700 0 CSX Corp Common 12640810 1974 43500 SH DEFINED 1 0 43500 0 CVS Corporation Common 12665010 261145 5145702 SH SOLE 5145702 0 0 CVS Corporation Common 12665010 63023 1241800 SH SOLE 0 0 1241800 CVS Corporation Common 12665010 10222 201400 SH DEFINED 1 0 201400 0 CVS Corporation Common 12665010 1406 27700 SH DEFINED 1 0 27700 0 CV Therapeutics Common 12666710 199 36200 SH SOLE 36200 0 0 CV Therapeutics Common 12666710 428 77800 SH SOLE 0 0 77800 CV Therapeutics Common 12666710 1662 302200 SH DEFINED 1 0 302200 0 Cablevision Sys Corp Common 12686C10 707 10100 SH SOLE 10100 0 0 Cable Design Tech Common 12692410 3648 236300 SH SOLE 236300 0 0 Cable Design Tech Common 12692410 3198 207150 SH SOLE 0 0 207150 Cable Design Tech Common 12692410 1878 121600 SH DEFINED 1 0 121600 0 Cable Design Tech Common 12692410 237 15300 SH DEFINED 1 0 15300 0 Cable Design Tech Common 12692410 2377 154000 SH DEFINED 1 0 0 154000 Cabot Corp Common 12705510 4107 169800 SH SOLE 169800 0 0 Cabot Corp Common 12705510 55427 2291500 SH SOLE 0 0 2291500 Cabot Corp Common 12705510 1466 60600 SH DEFINED 1 0 0 60600 Cabot Indl Tr REIT Common 12707210 1491 70200 SH SOLE 70200 0 0 Cabot Indl Tr REIT Common 12707210 3608 169800 SH SOLE 0 0 169800 Cabot Indl Tr REIT Common 12707210 2089 98300 SH DEFINED 1 0 98300 0 Cabot Oil & Gas Corp Common 12709710 6307 338600 SH SOLE 338600 0 0 Cabot Oil & Gas Corp Common 12709710 45963 2467800 SH SOLE 0 0 2467800 Cabot Oil & Gas Corp Common 12709710 37 2000 SH DEFINED 1 0 2000 0 Caci Inc Cl A Common 12719030 178 7900 SH SOLE 7900 0 0 Caci Inc Cl A Common 12719030 470 20900 SH DEFINED 1 0 20900 0 Callon Petro Co Common 13123X10 670 65000 SH SOLE 65000 0 0 Callon Petro Co Common 13123X10 1031 100000 SH SOLE 0 0 100000 Callon Petro Co Common 13123X10 361 35000 SH DEFINED 1 0 35000 0 Calpine Corp Common 13134710 102486 1897900 SH SOLE 1897900 0 0 Calpine Corp Common 13134710 2910 53900 SH SOLE 0 0 53900 Calpine Corp Common 13134710 3266 60500 SH DEFINED 1 0 60500 0 Cambridge Heart Inc Common 13191010 2044 300000 SH SOLE 0 0 300000 Cambrex Corp Common 13201110 644 24500 SH SOLE 24500 0 0 Cambrex Corp Common 13201110 9455 360200 SH SOLE 0 0 360200 Cambrex Corp Common 13201110 919 35000 SH DEFINED 1 0 35000 0 Camden Property REIT Common 13313110 69571 2507072 SH SOLE 0 0 2507072 Cameron Ashley Build Common 13329010 601 57600 SH SOLE 0 0 57600 Cameron Ashley Build Common 13329010 1931 185000 SH DEFINED 1 0 0 185000 Cameron Financial Common 13342510 1987 144500 SH SOLE 0 0 144500 Canadian Pacific Ltd Common 13592310 26671 1120000 SH SOLE 1120000 0 0 Canadian Pacific Ltd Common 13592310 170887 7176200 SH SOLE 0 0 7176200 Canadian Natl Railwy Common 13637510 55236 824400 SH SOLE 824400 0 0 Canadian Natl Railwy Common 13637510 341182 5092250 SH SOLE 0 0 5092250 Canadian Natl Railwy Common 13637510 53337 796050 SH DEFINED 1 0 796050 0 Canadian Natl Railwy Common 13637510 2824 42150 SH DEFINED 1 0 42150 0 Canadian Natl Railwy Common 13637510 6204 92600 SH DEFINED 1 0 0 92600 Canandaigua Brands A Common 13721920 268 5100 SH SOLE 5100 0 0 Canandaigua Brands A Common 13721920 6351 121100 SH DEFINED 1 0 121100 0 Capital One Finl Common 14040H10 8807 158150 SH SOLE 158150 0 0 Capital Re Corp Common 14043210 3217 200300 SH DEFINED 1 0 200300 0 Capitol Federal Finl Common 14057C10 3726 357000 SH SOLE 357000 0 0 Capitol Federal Finl Common 14057C10 3841 368000 SH SOLE 0 0 368000 Capstar Broadcast A Common 14067G10 12751 465800 SH SOLE 465800 0 0 Capstar Broadcast A Common 14067G10 5475 200000 SH SOLE 0 0 200000 Carbide/Graphite Grp Common 14077710 1345 94000 SH SOLE 94000 0 0 Carbide/Graphite Grp Common 14077710 2519 175970 SH SOLE 0 0 175970 Carbide/Graphite Grp Common 14077710 2290 160000 SH DEFINED 1 0 0 160000 Caraustar Industries Common 14090910 1878 76100 SH SOLE 76100 0 0 Caraustar Industries Common 14090910 2436 98700 SH SOLE 0 0 98700 Caraustar Industries Common 14090910 3358 136000 SH DEFINED 1 0 136000 0 Cardinal Health Inc Common 14149Y10 237058 3696800 SH SOLE 3696800 0 0 Cardinal Health Inc Common 14149Y10 173120 2699752 SH SOLE 0 0 2699752 Cardinal Health Inc Common 14149Y10 28564 445437 SH DEFINED 1 0 445437 0 Cardinal Health Inc Common 14149Y10 1956 30500 SH DEFINED 1 0 30500 0 CareInsite Inc Common 14170M10 2103 44500 SH SOLE 0 0 44500 Carey Intl Inc Common 14175010 798 32400 SH SOLE 32400 0 0 Carey Intl Inc Common 14175010 4216 171200 SH SOLE 0 0 171200 Carey Intl Inc Common 14175010 234 9500 SH DEFINED 1 0 9500 0 Carolina Pwr & Lt Co Common 14414110 87917 2053500 SH SOLE 0 0 2053500 CarrAmerica REIT Common 14441810 1015 40600 SH SOLE 40600 0 0 CarrAmerica REIT Common 14441810 38640 1545600 SH SOLE 0 0 1545600 CarrAmerica REIT Common 14441810 2235 89400 SH DEFINED 1 0 89400 0 Carrier Access Corp Common 14446010 1589 36300 SH SOLE 36300 0 0 Carrier Access Corp Common 14446010 324 7400 SH SOLE 0 0 7400 Carrier Access Corp Common 14446010 1896 43300 SH DEFINED 1 0 43300 0 Carter-Wallace Inc Common 14628510 4556 250500 SH SOLE 0 0 250500 Cascade Corporation Common 14719510 2887 206300 SH SOLE 206300 0 0 Cascade Corporation Common 14719510 2481 177200 SH SOLE 0 0 177200 Cascade Corporation Common 14719510 2206 157600 SH DEFINED 1 0 157600 0 Cascade Corporation Common 14719510 2520 180000 SH DEFINED 1 0 0 180000 Case Corporation Common 14743R10 404 8400 SH SOLE 8400 0 0 Case Corporation Common 14743R10 147142 3057500 SH SOLE 0 0 3057500 Case Corporation Common 14743R10 34 700 SH DEFINED 1 0 700 0 Case Corporation Common 14743R10 2888 60000 SH DEFINED 1 0 0 60000 Catalina Marketing Common 14886710 38025 413300 SH SOLE 413300 0 0 Catalina Marketing Common 14886710 5566 60500 SH SOLE 0 0 60500 Catalina Marketing Common 14886710 4250 46200 SH DEFINED 1 0 46200 0 Catapult Communctns Common 14901610 904 47900 SH SOLE 47900 0 0 Catapult Communctns Common 14901610 2359 125000 SH DEFINED 1 0 0 125000 Caterpillar Inc Common 14912310 155022 2583700 SH SOLE 2583700 0 0 Caterpillar Inc Common 14912310 473798 7896625 SH SOLE 0 0 7896625 Caterpillar Inc Common 14912310 21638 360640 SH DEFINED 1 0 360640 0 Caterpillar Inc Common 14912310 4062 67700 SH DEFINED 1 0 67700 0 Caterpillar Inc Common 14912310 4908 81800 SH DEFINED 1 0 0 81800 Catskill Finl Corp Common 14934810 5306 324000 SH SOLE 0 0 324000 Cavanaughs Hosp Corp Common 14956410 3097 367000 SH SOLE 367000 0 0 Cavanaughs Hosp Corp Common 14956410 2422 287000 SH SOLE 0 0 287000 Cavanaughs Hosp Corp Common 14956410 1688 200000 SH DEFINED 1 0 200000 0 Cavanaughs Hosp Corp Common 14956410 566 67000 SH DEFINED 1 0 67000 0 Celeritek Inc Common 15092610 1752 280200 SH SOLE 280200 0 0 Celeritek Inc Common 15092610 438 70000 SH SOLE 0 0 70000 Celeritek Inc Common 15092610 1956 313000 SH DEFINED 1 0 313000 0 Cell Therapeutics Common 15093410 57 23200 SH SOLE 23200 0 0 Cell Therapeutics Common 15093410 108 43600 SH SOLE 0 0 43600 Cell Therapeutics Common 15093410 521 211300 SH DEFINED 1 0 211300 0 Central & South West Common 15235710 7572 323900 SH SOLE 323900 0 0 Central & South West Common 15235710 54642 2337600 SH SOLE 0 0 2337600 Central & South West Common 15235710 116 5000 SH DEFINED 1 0 5000 0 Central Garden & Pet Common 15352710 43 4200 SH SOLE 4200 0 0 Central Garden & Pet Common 15352710 1455 141900 SH DEFINED 1 0 141900 0 Central Hudson G&E Common 15360910 9085 216300 SH SOLE 0 0 216300 Central Newspapers A Common 15464710 10263 273600 SH SOLE 273600 0 0 Central Newspapers A Common 15464710 18461 492300 SH SOLE 0 0 492300 Central Newspapers A Common 15464710 13774 367300 SH DEFINED 1 0 367300 0 Centris Group Inc Common 15590410 892 88000 SH SOLE 88000 0 0 Centris Group Inc Common 15590410 405 40000 SH SOLE 0 0 40000 Centris Group Inc Common 15590410 709 70000 SH DEFINED 1 0 70000 0 Centris Group Inc Common 15590410 506 50000 SH DEFINED 1 0 50000 0 Century Aluminum Co Common 15643110 0 0 SH SOLE 0 0 0 Century Aluminum Co Common 15643110 12487 2018000 SH SOLE 0 0 2018000 Century Bancorp Inc Common 15643210 604 31500 SH SOLE 31500 0 0 Century Bancorp Inc Common 15643210 902 47000 SH SOLE 0 0 47000 Century Bancorp Inc Common 15643210 919 47900 SH DEFINED 1 0 47900 0 CenturyTel Inc Common 15670010 5660 142400 SH SOLE 142400 0 0 CenturyTel Inc Common 15670010 1491 37500 SH SOLE 0 0 37500 Cephalon Inc Common 15670810 2436 140200 SH SOLE 140200 0 0 Cephalon Inc Common 15670810 9496 546500 SH SOLE 0 0 546500 Cephalon Inc Common 15670810 8907 512600 SH DEFINED 1 0 512600 0 Ceridian Corp Common 15677T10 82301 2517724 SH SOLE 2517724 0 0 Ceridian Corp Common 15677T10 43575 1333040 SH SOLE 0 0 1333040 Ceridian Corp Common 15677T10 12371 378480 SH DEFINED 1 0 378480 0 Cerner Corp Common 15678210 42076 2006600 SH SOLE 0 0 2006600 Champion Enterprises Common 15849610 259 13900 SH SOLE 13900 0 0 Champion Intl Corp Common 15852510 7190 150200 SH SOLE 150200 0 0 Champion Intl Corp Common 15852510 96 2000 SH SOLE 0 0 2000 Champion Intl Corp Common 15852510 417 8700 SH DEFINED 1 0 8700 0 Chancellor Media Crp Common 15891510 70786 1284100 SH SOLE 1284100 0 0 Chancellor Media Crp Common 15891510 28582 518500 SH SOLE 0 0 518500 Chancellor Media Crp Common 15891510 5645 102400 SH DEFINED 1 0 102400 0 Channell Commercial Common 15918610 3110 311000 SH SOLE 311000 0 0 Channell Commercial Common 15918610 2380 238000 SH SOLE 0 0 238000 Channell Commercial Common 15918610 1651 165100 SH DEFINED 1 0 165100 0 Channell Commercial Common 15918610 200 20000 SH DEFINED 1 0 20000 0 Channell Commercial Common 15918610 1800 180000 SH DEFINED 1 0 0 180000 Charter One Finl Common 16090310 3894 140000 SH DEFINED 1 0 140000 0 Charming Shoppes Common 16113310 229 37500 SH SOLE 37500 0 0 Charming Shoppes Common 16113310 777 127500 SH SOLE 0 0 127500 Chart Industries Inc Common 16115Q10 2144 272100 SH SOLE 272100 0 0 Chart Industries Inc Common 16115Q10 1648 209200 SH SOLE 0 0 209200 Chart Industries Inc Common 16115Q10 1362 173000 SH DEFINED 1 0 173000 0 Chart Industries Inc Common 16115Q10 135 17100 SH DEFINED 1 0 17100 0 Chart Industries Inc Common 16115Q10 1946 247100 SH DEFINED 1 0 0 247100 Chase Manhattan Crp Common 16161A10 21461 248100 SH SOLE 248100 0 0 Chase Manhattan Crp Common 16161A10 34764 401900 SH SOLE 0 0 401900 Chase Manhattan Crp Common 16161A10 68845 795900 SH DEFINED 1 0 795900 0 CheckFree Hldgs Corp Common 16281610 358 13000 SH SOLE 13000 0 0 CheckFree Hldgs Corp Common 16281610 1621 58800 SH SOLE 0 0 58800 CheckFree Hldgs Corp Common 16281610 507 18400 SH DEFINED 1 0 18400 0 Cheesecake Factory Common 16307210 42700 1400000 SH SOLE 1400000 0 0 Chevron Corp Common 16675110 277766 2921910 SH SOLE 2921910 0 0 Chevron Corp Common 16675110 346046 3640160 SH SOLE 0 0 3640160 Chevron Corp Common 16675110 54111 569220 SH DEFINED 1 0 569220 0 Chevron Corp Common 16675110 6245 65700 SH DEFINED 1 0 65700 0 Chevron Corp Common 16675110 17016 179000 SH DEFINED 1 0 0 179000 Childrens Comp Svcs Common 16875K20 1783 257000 SH SOLE 257000 0 0 Childrens Comp Svcs Common 16875K20 2463 355000 SH SOLE 0 0 355000 Childrens Comp Svcs Common 16875K20 132 19000 SH DEFINED 1 0 19000 0 Childtime Learng Ctr Common 16882010 620 42000 SH SOLE 42000 0 0 Childtime Learng Ctr Common 16882010 2213 150000 SH SOLE 0 0 150000 Childtime Learng Ctr Common 16882010 192 13000 SH DEFINED 1 0 13000 0 Childtime Learng Ctr Common 16882010 2478 168000 SH DEFINED 1 0 0 168000 China Telecom HK ADR Common 16942810 3420 60000 SH SOLE 60000 0 0 China Telecom HK ADR Common 16942810 189 3300 SH SOLE 0 0 3300 Chiquita Brands SerA Cv Pfd 17003240 207 6000 PRN SOLE 6000 0 0 Chittenden Corp Common 17022810 1574 50406 SH SOLE 50406 0 0 Chittenden Corp Common 17022810 2331 74596 SH SOLE 0 0 74596 Chittenden Corp Common 17022810 2303 73662 SH DEFINED 1 0 73662 0 Church & Dwight Inc Common 17134010 483 11100 SH SOLE 11100 0 0 Cilcorp Inc Common 17179410 5313 85000 SH SOLE 0 0 85000 Cincinnati Bell Inc Common 17187010 1387 55600 SH SOLE 55600 0 0 Cincinnati Bell Inc Common 17187010 7945 318600 SH DEFINED 1 0 318600 0 CINergy Corp Common 17247410 800 25000 SH SOLE 25000 0 0 CINergy Corp Common 17247410 106528 3329000 SH SOLE 0 0 3329000 CINergy Corp Common 17247410 4659 145600 SH DEFINED 1 0 145600 0 Circuit City St/Grp Common 17273710 5933 63800 SH SOLE 63800 0 0 Circuit City St/Grp Common 17273710 5971 64200 SH DEFINED 1 0 64200 0 Cisco Systems Inc Common 17275R10 662899 10287264 SH SOLE 10287264 0 0 Cisco Systems Inc Common 17275R10 260753 4046564 SH SOLE 0 0 4046564 Cisco Systems Inc Common 17275R10 153296 2378950 SH DEFINED 1 0 2378950 0 Cisco Systems Inc Common 17275R10 4984 77350 SH DEFINED 1 0 77350 0 Citation Corp Common 17289510 4607 286700 SH SOLE 286700 0 0 Citation Corp Common 17289510 5369 334300 SH SOLE 0 0 334300 Citation Corp Common 17289510 4021 250300 SH DEFINED 1 0 250300 0 Citation Corp Common 17289510 161 10000 SH DEFINED 1 0 10000 0 Citation Corp Common 17289510 1767 110000 SH DEFINED 1 0 0 110000 Citigroup Inc Common 17296710 849668 17887734 SH SOLE 17887734 0 0 Citigroup Inc Common 17296710 2034403 42829420 SH SOLE 0 0 42829420 Citigroup Inc Common 17296710 194512 4094969 SH DEFINED 1 0 4094969 0 Citigroup Inc Common 17296710 17499 368398 SH DEFINED 1 0 368398 0 Citigroup Inc Common 17296710 44769 942505 SH DEFINED 1 0 0 942505 Citizens Utilities Cv Pfd 17735120 1522 31300 PRN SOLE 31300 0 0 City National Common 17856610 9179 245190 SH SOLE 245190 0 0 City National Common 17856610 12486 333500 SH SOLE 0 0 333500 City National Common 17856610 23642 631500 SH DEFINED 1 0 631500 0 City National Common 17856610 498 13300 SH DEFINED 1 0 13300 0 City National Common 17856610 9120 243600 SH DEFINED 1 0 0 243600 Claire's Stores Inc Common 17958410 397 15400 SH SOLE 15400 0 0 Clarify Inc Common 18049210 202 4900 SH SOLE 4900 0 0 Clark/Bardes Hldgs Common 18066810 2656 139800 SH SOLE 139800 0 0 Clark/Bardes Hldgs Common 18066810 714 37600 SH SOLE 0 0 37600 Clark/Bardes Hldgs Common 18066810 4416 232400 SH DEFINED 1 0 0 232400 Clear Channel Commun Common 18450210 34988 507516 SH SOLE 507516 0 0 Clear Channel Commun Common 18450210 49040 711360 SH SOLE 0 0 711360 Clear Channel Commun Common 18450210 23381 339170 SH DEFINED 1 0 339170 0 Clear Channel Commun Common 18450210 2806 40700 SH DEFINED 1 0 0 40700 Cleveland-Cliffs Inc Common 18589610 15530 479600 SH SOLE 479600 0 0 Cleveland-Cliffs Inc Common 18589610 4766 147200 SH SOLE 0 0 147200 Cleveland-Cliffs Inc Common 18589610 3985 123100 SH DEFINED 1 0 123100 0 Clorox Co Common 18905410 32845 307500 SH SOLE 307500 0 0 Clorox Co Common 18905410 9325 87300 SH SOLE 0 0 87300 Clorox Co Common 18905410 22484 210500 SH DEFINED 1 0 210500 0 Clorox Co Common 18905410 2254 21100 SH DEFINED 1 0 0 21100 Coachman Inds Common 18987310 246 10600 SH SOLE 10600 0 0 Coast Dental Svcs Common 19034H10 126 26800 SH DEFINED 1 0 26800 0 Coast Federal Lit Rt Common 19034Q11 204 193400 SH SOLE 193400 0 0 Coast Federal Lit Rt Common 19034Q11 2 1500 SH SOLE 0 0 1500 Coast Federal Lit Rt Common 19034Q11 7 7000 SH DEFINED 1 0 7000 0 Coastal Corp Common 19044110 11069 275000 SH SOLE 0 0 275000 Coca-Cola Company Common 19121610 14607 235600 SH SOLE 235600 0 0 Coca-Cola Company Common 19121610 26108 421100 SH SOLE 0 0 421100 Coca-Cola Company Common 19121610 40091 646600 SH DEFINED 1 0 646600 0 Coca-Cola Entprs Inc Common 19121910 446 15000 SH SOLE 15000 0 0 Coca-Cola Entprs Inc Common 19121910 31472 1057890 SH SOLE 0 0 1057890 Coca-Cola Entprs Inc Common 19121910 3487 117200 SH DEFINED 1 0 117200 0 Coflexip ADR Common 19238410 19484 447932 SH SOLE 447932 0 0 Coflexip ADR Common 19238410 3495 80330 SH SOLE 0 0 80330 Coflexip ADR Common 19238410 9000 206870 SH DEFINED 1 0 206870 0 Coflexip ADR Common 19238410 548 12600 SH DEFINED 1 0 12600 0 Cognex Corp Common 19242210 33520 1062000 SH SOLE 1062000 0 0 Cognos Inc Common 19244C10 57648 2650320 SH SOLE 2650320 0 0 Cognos Inc Common 19244C10 16313 749992 SH SOLE 0 0 749992 Cognos Inc Common 19244C10 12459 572760 SH DEFINED 1 0 572760 0 Cohesion Tech Inc Common 19248N10 1679 279900 SH SOLE 279900 0 0 Cohesion Tech Inc Common 19248N10 3480 579900 SH SOLE 0 0 579900 Cohesion Tech Inc Common 19248N10 1359 226400 SH DEFINED 1 0 226400 0 Cohoes Bancorp Inc Common 19251310 3240 270000 SH SOLE 270000 0 0 Cohoes Bancorp Inc Common 19251310 5138 428100 SH SOLE 0 0 428100 Cohoes Bancorp Inc Common 19251310 2520 210000 SH DEFINED 1 0 0 210000 Coldwater Creek Inc Common 19306810 195 10000 SH SOLE 10000 0 0 Cole National Corp A Common 19329010 2477 312000 SH SOLE 312000 0 0 Cole National Corp A Common 19329010 2506 315600 SH SOLE 0 0 315600 Cole National Corp A Common 19329010 1190 150000 SH DEFINED 1 0 150000 0 Cole National Corp A Common 19329010 365 46000 SH DEFINED 1 0 46000 0 Cole National Corp A Common 19329010 2381 300000 SH DEFINED 1 0 0 300000 Kenneth Cole Prod A Common 19329410 3241 116300 SH SOLE 116300 0 0 Kenneth Cole Prod A Common 19329410 329 11800 SH SOLE 0 0 11800 Kenneth Cole Prod A Common 19329410 823 29500 SH DEFINED 1 0 29500 0 Colgate-Palmolive Co Common 19416210 65826 668280 SH SOLE 668280 0 0 Colgate-Palmolive Co Common 19416210 24786 251620 SH SOLE 0 0 251620 Colgate-Palmolive Co Common 19416210 12066 122500 SH DEFINED 1 0 122500 0 Collagen Aesthetics Common 19419410 3716 270200 SH SOLE 270200 0 0 Collagen Aesthetics Common 19419410 9236 671700 SH SOLE 0 0 671700 Collagen Aesthetics Common 19419410 3114 226400 SH DEFINED 1 0 226400 0 Colonial Pptys REIT Common 19587210 28388 1004900 SH SOLE 0 0 1004900 Colt Telecom Gp ADR Common 19687710 181 2100 SH SOLE 2100 0 0 Columbia Banking Sys Common 19723610 936 60836 SH SOLE 60836 0 0 Columbia Banking Sys Common 19723610 1380 89795 SH SOLE 0 0 89795 Columbia Banking Sys Common 19723610 1370 89144 SH DEFINED 1 0 89144 0 Columbia Energy Grp Common 19764810 19666 313700 SH SOLE 313700 0 0 Columbia Energy Grp Common 19764810 11754 187500 SH SOLE 0 0 187500 Columbia Energy Grp Common 19764810 1972 31450 SH DEFINED 1 0 0 31450 Columbia HCA Health Common 19767710 142214 6233898 SH SOLE 6233898 0 0 Columbia HCA Health Common 19767710 824391 36136960 SH SOLE 0 0 36136960 Columbia HCA Health Common 19767710 33790 1481130 SH DEFINED 1 0 1481130 0 Columbia HCA Health Common 19767710 9542 418300 SH DEFINED 1 0 418300 0 Columbia HCA Health Common 19767710 5484 240400 SH DEFINED 1 0 0 240400 Columbia Labs Inc Common 19777910 269 31400 SH SOLE 31400 0 0 Columbus Energy Corp Common 19906410 600 100000 SH SOLE 0 0 100000 Columbus Energy Corp Common 19906410 1650 275000 SH DEFINED 1 0 275000 0 Columbus Energy Corp Common 19906410 150 24925 SH DEFINED 1 0 24925 0 Comair Holdings Inc Common 19978910 8071 387834 SH SOLE 387834 0 0 Comair Holdings Inc Common 19978910 6436 309220 SH SOLE 0 0 309220 Comair Holdings Inc Common 19978910 13788 662500 SH DEFINED 1 0 662500 0 Comfort Sys USA Inc Common 19990810 5225 290300 SH SOLE 290300 0 0 Comfort Sys USA Inc Common 19990810 58 3200 SH DEFINED 1 0 3200 0 Comcast Corp Spl A Common 20030020 2091 54400 SH SOLE 54400 0 0 Comdisco Inc Common 20033610 74021 2888600 SH SOLE 2888600 0 0 Comdisco Inc Common 20033610 507 19800 SH SOLE 0 0 19800 Comdisco Inc Common 20033610 1077 42000 SH DEFINED 1 0 42000 0 Comerica Inc Common 20034010 4618 77700 SH DEFINED 1 0 77700 0 Commerce Bancshares Common 20052510 137 3400 SH SOLE 3400 0 0 Commerce Bancshares Common 20052510 2608 64800 SH DEFINED 1 0 64800 0 Commercial Bank NY Common 20146210 1446 118000 SH SOLE 0 0 118000 Commercial Bankshs Common 20160710 207 9664 SH SOLE 9664 0 0 Commercial Bankshs Common 20160710 308 14212 SH SOLE 0 0 14212 Commercial Bankshs Common 20160710 307 14197 SH DEFINED 1 0 14197 0 CommScope Inc Common 20337210 2228 72400 SH SOLE 72400 0 0 CommScope Inc Common 20337210 2811 91400 SH SOLE 0 0 91400 CommScope Inc Common 20337210 8435 274300 SH DEFINED 1 0 274300 0 Community Finl IL Common 20364V10 1516 155500 SH SOLE 0 0 155500 Cie Genl Geophys ADR Common 20438610 6719 625000 SH SOLE 625000 0 0 Cia Bras Distr ADR Common 20440T20 1729 92500 SH DEFINED 1 0 92500 0 COPEL Pref B ADR Common 20441B40 1508 180000 SH SOLE 180000 0 0 CANTV D ADR Common 20442110 1471 54000 SH DEFINED 1 0 54000 0 Minas Buenaventura Common 20444810 3785 247100 SH SOLE 247100 0 0 Minas Buenaventura Common 20444810 387 25300 SH SOLE 0 0 25300 Cia Telec Chile ADR Common 20444930 2502 101096 SH SOLE 101096 0 0 Cia Telec Chile ADR Common 20444930 1831 74000 SH DEFINED 1 0 74000 0 Compaq Computer Common 20449310 64130 2707275 SH SOLE 2707275 0 0 Compaq Computer Common 20449310 10678 450800 SH SOLE 0 0 450800 Compaq Computer Common 20449310 14421 608800 SH DEFINED 1 0 608800 0 Computer Netwk Tech Common 20492510 3079 142400 SH SOLE 142400 0 0 Computer Sciences Common 20536310 210395 3040900 SH SOLE 3040900 0 0 Computer Sciences Common 20536310 99567 1439085 SH SOLE 0 0 1439085 Computer Sciences Common 20536310 1875 27100 SH DEFINED 1 0 27100 0 Computer Sciences Common 20536310 2290 33100 SH DEFINED 1 0 33100 0 Compuware Corp Common 20563810 38176 1200000 SH SOLE 1200000 0 0 Compx Intl Inc A Common 20563P10 1252 70000 SH SOLE 70000 0 0 Compx Intl Inc A Common 20563P10 715 40000 SH SOLE 0 0 40000 Compx Intl Inc A Common 20563P10 179 10000 SH DEFINED 1 0 10000 0 Com21 Inc Common 20593710 356 20800 SH SOLE 20800 0 0 Com21 Inc Common 20593710 526 30800 SH SOLE 0 0 30800 Com21 Inc Common 20593710 523 30700 SH DEFINED 1 0 30700 0 Concord EFS Inc Common 20619710 25041 591800 SH SOLE 591800 0 0 Concord EFS Inc Common 20619710 186 4400 SH SOLE 0 0 4400 Concord EFS Inc Common 20619710 372 8800 SH DEFINED 1 0 8800 0 Concurrent Computer Common 20671020 12137 1922700 SH SOLE 1922700 0 0 Concurrent Computer Common 20671020 1120 177400 SH DEFINED 1 0 177400 0 Conmed Corp Common 20741010 52 1700 SH SOLE 1700 0 0 Conning Corp Common 20821510 1711 105200 SH SOLE 105200 0 0 Conning Corp Common 20821510 1048 64500 SH SOLE 0 0 64500 Conning Corp Common 20821510 1544 95000 SH DEFINED 1 0 95000 0 Conning Corp Common 20821510 530 32600 SH DEFINED 1 0 32600 0 Conning Corp Common 20821510 104 6400 SH DEFINED 1 0 0 6400 Conoco Inc A Common 20825130 22300 800000 SH SOLE 800000 0 0 Conseco Inc Common 20846410 153746 5051100 SH SOLE 5051100 0 0 Conseco Inc Common 20846410 24648 809800 SH SOLE 0 0 809800 Conseco Inc Common 20846410 22106 726300 SH DEFINED 1 0 726300 0 Conseco Inc Common 20846410 609 20000 SH DEFINED 1 0 20000 0 Conseco Inc Common 20846410 10108 332100 SH DEFINED 1 0 0 332100 Consolidated Edison Common 20911510 5 100 SH SOLE 100 0 0 Consolidated Edison Common 20911510 51422 1136400 SH SOLE 0 0 1136400 Consolidated Edison Common 20911510 859 19000 SH DEFINED 1 0 19000 0 Consolidated Graphic Common 20934110 3750 75000 SH SOLE 75000 0 0 Consolidated Nat Gas Common 20961510 122 2000 SH SOLE 2000 0 0 Consolidated Nat Gas Common 20961510 12533 206300 SH DEFINED 1 0 206300 0 Consolidated Papers Common 20975910 13461 503200 SH SOLE 0 0 503200 Cooker Restaurant Common 21628420 1045 188000 SH SOLE 188000 0 0 Cooker Restaurant Common 21628420 1474 265000 SH SOLE 0 0 265000 Cooker Restaurant Common 21628420 1196 215000 SH DEFINED 1 0 215000 0 Cooker Restaurant Common 21628420 139 25000 SH DEFINED 1 0 25000 0 Cooper Cameron Common 21664010 5930 160000 SH SOLE 0 0 160000 Cooper Cameron Common 21664010 837 22600 SH DEFINED 1 0 22600 0 Cooper Companies Inc Common 21664840 262 10500 SH SOLE 10500 0 0 Cooper Inds Inc Common 21666910 29161 560800 SH SOLE 560800 0 0 Cooper Inds Inc Common 21666910 322546 6202800 SH SOLE 0 0 6202800 Cooper Inds Inc Common 21666910 4677 89950 SH DEFINED 1 0 89950 0 Cooper Inds Inc Common 21666910 8923 171600 SH DEFINED 1 0 171600 0 Cooper Tire & Rubber Common 21683110 12900 546000 SH SOLE 546000 0 0 Cooper Tire & Rubber Common 21683110 3109 131610 SH DEFINED 1 0 131610 0 Cooper Tire & Rubber Common 21683110 4914 208000 SH DEFINED 1 0 208000 0 Coors Adolph Cl B Common 21701610 491 9900 SH SOLE 9900 0 0 Coors Adolph Cl B Common 21701610 594 12000 SH SOLE 0 0 12000 Coors Adolph Cl B Common 21701610 4441 89700 SH DEFINED 1 0 89700 0 Copper Mtn Networks Common 21751010 533 6900 SH SOLE 0 0 6900 COR Therapeutic Inc Common 21775310 398 27000 SH SOLE 27000 0 0 COR Therapeutic Inc Common 21775310 8645 586100 SH SOLE 0 0 586100 COR Therapeutic Inc Common 21775310 10221 692900 SH DEFINED 1 0 692900 0 Corn Products Intl Common 21902310 12351 405700 SH SOLE 405700 0 0 Corn Products Intl Common 21902310 149 4900 SH SOLE 0 0 4900 Corn Products Intl Common 21902310 642 21100 SH DEFINED 1 0 21100 0 Cornell Corrections Common 21914110 2171 132000 SH SOLE 132000 0 0 Cornell Corrections Common 21914110 806 49000 SH SOLE 0 0 49000 Cornell Corrections Common 21914110 493 30000 SH DEFINED 1 0 30000 0 Cornell Corrections Common 21914110 327 19900 SH DEFINED 1 0 19900 0 Corning Inc Common 21935010 291837 4161670 SH SOLE 4161670 0 0 Corning Inc Common 21935010 66759 952000 SH SOLE 0 0 952000 Corning Inc Common 21935010 56747 809230 SH DEFINED 1 0 809230 0 Corning Inc Common 21935010 3232 46100 SH DEFINED 1 0 46100 0 Correctional Service Common 21992110 830 108900 SH SOLE 108900 0 0 Correctional Service Common 21992110 1051 137747 SH SOLE 0 0 137747 Correctional Service Common 21992110 461 60500 SH DEFINED 1 0 0 60500 Corrpro Companies Common 22031710 619 71800 SH SOLE 71800 0 0 Corrpro Companies Common 22031710 1232 142800 SH DEFINED 1 0 142800 0 Cort Business Svc Common 22049310 215 9000 SH SOLE 9000 0 0 Corvas International Common 22100510 115 38400 SH SOLE 0 0 38400 Corvas International Common 22100510 546 181900 SH DEFINED 1 0 181900 0 CorVel Corp Common 22100610 3290 153000 SH SOLE 153000 0 0 CorVel Corp Common 22100610 2752 128000 SH SOLE 0 0 128000 CorVel Corp Common 22100610 1548 72000 SH DEFINED 1 0 72000 0 CorVel Corp Common 22100610 172 8000 SH DEFINED 1 0 8000 0 CorVel Corp Common 22100610 2580 120000 SH DEFINED 1 0 0 120000 Costco Companies Common 22160Q10 136 1700 SH SOLE 1700 0 0 Cotelligent Inc Common 22163010 2476 317000 SH SOLE 317000 0 0 Cotelligent Inc Common 22163010 3329 426100 SH SOLE 0 0 426100 Cotelligent Inc Common 22163010 1242 159000 SH DEFINED 1 0 159000 0 Cotelligent Inc Common 22163010 451 57700 SH DEFINED 1 0 57700 0 Cotelligent Inc Common 22163010 3184 407500 SH DEFINED 1 0 0 407500 Countrywide Credit Common 22237210 10030 234600 SH SOLE 234600 0 0 Countrywide Credit Common 22237210 3993 93400 SH DEFINED 1 0 93400 0 Covad Communctns Grp Common 22281420 400 7500 SH DEFINED 1 0 7500 0 Covance Inc Common 22281610 79260 3311120 SH SOLE 3311120 0 0 Covance Inc Common 22281610 105865 4422586 SH SOLE 0 0 4422586 Covance Inc Common 22281610 9715 405810 SH DEFINED 1 0 405810 0 Covenant Transport Common 22284P10 1501 95300 SH SOLE 95300 0 0 Covenant Transport Common 22284P10 1907 121100 SH SOLE 0 0 121100 Covenant Transport Common 22284P10 2412 153200 SH DEFINED 1 0 153200 0 Coventry Health Care Common 22286210 5823 532300 SH SOLE 532300 0 0 Coventry Health Care Common 22286210 47963 4385000 SH SOLE 0 0 4385000 Coventry Health Care Common 22286210 594 54300 SH DEFINED 1 0 54300 0 Cox Communctns Inc A Common 22404410 7201 195600 SH SOLE 195600 0 0 Cox Communctns Inc A Common 22404410 14059 381900 SH SOLE 0 0 381900 Coyote Network Sys Common 22406P10 227 42000 SH SOLE 42000 0 0 Coyote Network Sys Common 22406P10 1974 365000 SH SOLE 0 0 365000 Coyote Network Sys Common 22406P10 135 25000 SH DEFINED 1 0 25000 0 Credence Systems Common 22530210 34163 920200 SH SOLE 920200 0 0 Credence Systems Common 22530210 1905 51300 SH SOLE 0 0 51300 Credence Systems Common 22530210 5257 141600 SH DEFINED 1 0 141600 0 Cree Research Inc Common 22544710 123 1600 SH DEFINED 1 0 1600 0 Crescendo Pharma Common 22563710 888 51500 SH SOLE 0 0 51500 Crestline Cap REIT Common 22615310 8 450 SH SOLE 0 0 450 Crestline Cap REIT Common 22615310 1205 71700 SH DEFINED 1 0 71700 0 Cross Timbers Oil Co Common 22757310 5040 338700 SH SOLE 338700 0 0 Cross Timbers Oil Co Common 22757310 3360 225900 SH SOLE 0 0 225900 Cross Timbers Oil Co Common 22757310 5681 381900 SH DEFINED 1 0 381900 0 Crossmann Cmntys Inc Common 22764E10 683 23500 SH SOLE 23500 0 0 Crossmann Cmntys Inc Common 22764E10 96 3300 SH DEFINED 1 0 3300 0 Crossmann Cmntys Inc Common 22764E10 1630 56100 SH DEFINED 1 0 0 56100 Crown Castle Intl Cp Common 22822710 23796 1143300 SH SOLE 1143300 0 0 Crown Castle Intl Cp Common 22822710 10480 503500 SH SOLE 0 0 503500 Crown Castle Intl Cp Common 22822710 5112 245700 SH DEFINED 1 0 245700 0 Crown Cork & Seal Co Cv Pfd 22825530 429 16000 PRN SOLE 16000 0 0 Cryolife Inc Common 22890310 4624 377500 SH SOLE 377500 0 0 Cryolife Inc Common 22890310 39 3200 SH DEFINED 1 0 3200 0 Cullen/Frost Bankers Common 22989910 20290 736200 SH SOLE 736200 0 0 Cullen/Frost Bankers Common 22989910 20478 742900 SH SOLE 0 0 742900 Cullen/Frost Bankers Common 22989910 20191 732500 SH DEFINED 1 0 732500 0 Cullen/Frost Bankers Common 22989910 540 19600 SH DEFINED 1 0 19600 0 Cummins Engine Common 23102110 623 10900 SH SOLE 10900 0 0 Cummins Engine Common 23102110 4073 71300 SH DEFINED 1 0 71300 0 Cummins Engine Common 23102110 2616 45800 SH DEFINED 1 0 0 45800 Curative Health Serv Common 23126410 1313 238700 SH SOLE 238700 0 0 Curative Health Serv Common 23126410 449 81600 SH SOLE 0 0 81600 Curative Health Serv Common 23126410 1692 307500 SH DEFINED 1 0 307500 0 Cutter & Buck Inc Common 23221710 4891 289800 SH SOLE 289800 0 0 Cutter & Buck Inc Common 23221710 506 30000 SH SOLE 0 0 30000 Cutter & Buck Inc Common 23221710 1076 63750 SH DEFINED 1 0 63750 0 Cymer Inc Common 23257210 71 2800 SH DEFINED 1 0 2800 0 Cypress Semiconductr Common 23280610 15016 876900 SH SOLE 876900 0 0 Cypress Semiconductr Common 23280610 8054 470300 SH SOLE 0 0 470300 Cypress Semiconductr Common 23280610 14320 836200 SH DEFINED 1 0 836200 0 Cytec Industries Inc Common 23282010 992 31500 SH SOLE 31500 0 0 Cytec Industries Inc Common 23282010 13384 424900 SH SOLE 0 0 424900 Cytec Industries Inc Common 23282010 8569 272000 SH DEFINED 1 0 272000 0 Cytec Industries Inc Common 23282010 2136 67800 SH DEFINED 1 0 0 67800 Cytyc Corp Common 23294610 6653 341200 SH SOLE 341200 0 0 DII Group Common 23294910 7112 190600 SH SOLE 190600 0 0 DA Consulting Group Common 23302710 177 29500 SH SOLE 29500 0 0 DPL Inc Common 23329310 10227 552800 SH SOLE 552800 0 0 DPL Inc Common 23329310 26430 1428600 SH SOLE 0 0 1428600 DQE Inc Common 23329J10 79691 1986110 SH SOLE 1986110 0 0 DQE Inc Common 23329J10 126923 3163180 SH SOLE 0 0 3163180 DQE Inc Common 23329J10 21025 523990 SH DEFINED 1 0 523990 0 DQE Inc Common 23329J10 5264 131200 SH DEFINED 1 0 131200 0 DQE Inc Common 23329J10 6946 173100 SH DEFINED 1 0 0 173100 D R Horton Inc Common 23331A10 1503 90400 SH SOLE 90400 0 0 D R Horton Inc Common 23331A10 1641 98700 SH SOLE 0 0 98700 D R Horton Inc Common 23331A10 2788 167700 SH DEFINED 1 0 167700 0 DST Systems Inc Common 23332610 52377 833050 SH SOLE 833050 0 0 DST Systems Inc Common 23332610 7538 119900 SH SOLE 0 0 119900 DST Systems Inc Common 23332610 5879 93500 SH DEFINED 1 0 93500 0 DSP Communications Common 23332K10 1532 53000 SH SOLE 53000 0 0 DSP Communications Common 23332K10 1799 62300 SH SOLE 0 0 62300 DSP Communications Common 23332K10 1788 61900 SH DEFINED 1 0 61900 0 DTE Energy Company Common 23333110 6773 166200 SH SOLE 166200 0 0 DTE Energy Company Common 23333110 58587 1437700 SH SOLE 0 0 1437700 DTE Energy Company Common 23333110 131 3200 SH DEFINED 1 0 3200 0 Daisytek Intl Corp Common 23405310 2202 135000 SH SOLE 0 0 135000 Daisytek Intl Corp Common 23405310 2447 150000 SH DEFINED 1 0 0 150000 Dal Tile Intl Common 23426R10 23 2000 SH DEFINED 1 0 2000 0 Dallas Semiconductor Common 23520410 48681 959200 SH SOLE 959200 0 0 Dallas Semiconductor Common 23520410 21386 421400 SH SOLE 0 0 421400 Dallas Semiconductor Common 23520410 6416 126400 SH DEFINED 1 0 126400 0 Dan River Inc A Common 23577410 3496 474000 SH SOLE 474000 0 0 Dan River Inc A Common 23577410 2942 399000 SH SOLE 0 0 399000 Dan River Inc A Common 23577410 1476 200000 SH DEFINED 1 0 200000 0 Dan River Inc A Common 23577410 641 87000 SH DEFINED 1 0 87000 0 Dan River Inc A Common 23577410 2213 300000 SH DEFINED 1 0 0 300000 Dana Corp Common 23581110 22727 493400 SH SOLE 493400 0 0 Dana Corp Common 23581110 3390 73600 SH DEFINED 1 0 0 73600 Danka Bus System ADR Common 23627710 11083 1970100 SH SOLE 1970100 0 0 DAOU Systems Inc Common 23701510 4849 843400 SH SOLE 843400 0 0 DAOU Systems Inc Common 23701510 2953 513500 SH SOLE 0 0 513500 DAOU Systems Inc Common 23701510 48 8300 SH DEFINED 1 0 8300 0 Darden Restaurants Common 23719410 1547 70900 SH SOLE 70900 0 0 Darden Restaurants Common 23719410 11416 523400 SH DEFINED 1 0 523400 0 Data Processing Res Common 23782310 3791 160400 SH SOLE 160400 0 0 Data Processing Res Common 23782310 3145 133100 SH SOLE 0 0 133100 Data Processing Res Common 23782310 1772 75000 SH DEFINED 1 0 75000 0 Data Processing Res Common 23782310 695 29400 SH DEFINED 1 0 29400 0 Data Processing Res Common 23782310 2457 104000 SH DEFINED 1 0 0 104000 Data Transmission Common 23801710 2448 87000 SH SOLE 87000 0 0 Data Transmission Common 23801710 3712 132000 SH SOLE 0 0 132000 Data Transmission Common 23801710 1845 65600 SH DEFINED 1 0 65600 0 Data Transmission Common 23801710 197 7000 SH DEFINED 1 0 7000 0 Data Transmission Common 23801710 2813 100000 SH DEFINED 1 0 0 100000 Datascope Common 23811310 3901 121400 SH SOLE 121400 0 0 Datascope Common 23811310 10990 342100 SH SOLE 0 0 342100 Datascope Common 23811310 26 800 SH DEFINED 1 0 800 0 DataTRAK Intl Inc Common 23813410 350 68400 SH SOLE 68400 0 0 DataTRAK Intl Inc Common 23813410 5 900 SH DEFINED 1 0 900 0 Datum Inc Common 23820810 33 3000 SH DEFINED 1 0 3000 0 Dawson Geophysical Common 23935910 652 64800 SH SOLE 64800 0 0 Dawson Geophysical Common 23935910 1509 150000 SH SOLE 0 0 150000 Dawson Geophysical Common 23935910 1157 115000 SH DEFINED 1 0 115000 0 Dawson Geophysical Common 23935910 352 35000 SH DEFINED 1 0 35000 0 Dayton-Hudson Common 23975310 26433 406600 SH SOLE 406600 0 0 Dayton-Hudson Common 23975310 79536 1223600 SH SOLE 0 0 1223600 Dayton-Hudson Common 23975310 41575 639600 SH DEFINED 1 0 639600 0 Dayton-Hudson Common 23975310 643 9900 SH DEFINED 1 0 9900 0 Dayton-Hudson Common 23975310 8935 137458 SH DEFINED 1 0 0 137458 Dayton Superior A Common 24002810 1103 59400 SH SOLE 59400 0 0 Dayton Superior A Common 24002810 2146 115600 SH SOLE 0 0 115600 Dayton Superior A Common 24002810 167 9000 SH DEFINED 1 0 9000 0 De Beers Cns Mns ADR Common 24025330 7287 305200 SH SOLE 305200 0 0 De Beers Cns Mns ADR Common 24025330 1167 48900 SH SOLE 0 0 48900 Deere & Co Common 24419910 4087 104300 SH SOLE 104300 0 0 Deere & Co Common 24419910 15695 400500 SH SOLE 0 0 400500 Del Global Tech Common 24507310 1872 191900 SH SOLE 191900 0 0 Dell Computer Corp Common 24702510 1254 33900 SH SOLE 33900 0 0 Dell Computer Corp Common 24702510 27650 747300 SH DEFINED 1 0 747300 0 Delphi Automotive Common 24712610 80141 4331965 SH SOLE 4331965 0 0 Delphi Automotive Common 24712610 180594 9761918 SH SOLE 0 0 9761918 Delphi Automotive Common 24712610 25617 1384732 SH DEFINED 1 0 1384732 0 Delphi Automotive Common 24712610 7065 381900 SH DEFINED 1 0 381900 0 Delphi Automotive Common 24712610 1091 58989 SH DEFINED 1 0 0 58989 Delta & Pine Land Co Common 24735710 9680 307300 SH SOLE 0 0 307300 Delta Air Lines Inc Common 24736110 139131 2414422 SH SOLE 0 0 2414422 Delta Air Lines Inc Common 24736110 23 400 SH DEFINED 1 0 400 0 Deltic Timber Corp Common 24785010 14802 549471 SH SOLE 0 0 549471 Delta Financial Corp Common 24791810 1980 310400 SH SOLE 310400 0 0 Delta Financial Corp Common 24791810 1398 219400 SH SOLE 0 0 219400 Delta Financial Corp Common 24791810 1106 173500 SH DEFINED 1 0 173500 0 Delta Financial Corp Common 24791810 271 42500 SH DEFINED 1 0 42500 0 Delta Financial Corp Common 24791810 1417 222200 SH DEFINED 1 0 0 222200 Dentsply Intl Common 24903010 14438 500000 SH SOLE 0 0 500000 Desert Community Bk Common 25037Y10 231 8600 SH SOLE 8600 0 0 Desert Community Bk Common 25037Y10 338 12600 SH SOLE 0 0 12600 Desert Community Bk Common 25037Y10 333 12400 SH DEFINED 1 0 12400 0 Developers Dive REIT Common 25159110 658 39000 SH SOLE 39000 0 0 Developers Dive REIT Common 25159110 1418 84000 SH DEFINED 1 0 84000 0 Devon Energy Corp Common 25179910 26046 727275 SH SOLE 0 0 727275 Devon Energy Corp Common 25179910 3062 85500 SH DEFINED 1 0 85500 0 Devry Inc Common 25189310 3695 165100 SH SOLE 165100 0 0 Devry Inc Common 25189310 2373 106000 SH SOLE 0 0 106000 Devry Inc Common 25189310 2246 100400 SH DEFINED 1 0 100400 0 Diageo PLC ADR Common 25243Q20 514 11940 SH SOLE 11940 0 0 Diamond Offshore 25271CAA 895 905000 PRN SOLE 905000 0 0 Digital Link Corp Common 25385610 2386 318000 SH SOLE 318000 0 0 Digital Link Corp Common 25385610 1213 161700 SH SOLE 0 0 161700 Digital Link Corp Common 25385610 575 76600 SH DEFINED 1 0 76600 0 Digital Microwave Common 25385910 6891 540300 SH SOLE 540300 0 0 Digital Microwave Common 25385910 2133 167300 SH SOLE 0 0 167300 Digital Microwave Common 25385910 2040 160000 SH DEFINED 1 0 160000 0 Digital Microwave Common 25385910 829 65000 SH DEFINED 1 0 65000 0 Digital Microwave Common 25385910 1628 127700 SH DEFINED 1 0 0 127700 Dionex Corp Common 25454610 446 11000 SH SOLE 11000 0 0 Dionex Corp Common 25454610 324 8000 SH SOLE 0 0 8000 Disney Walt Co Common 25468710 175624 5699740 SH SOLE 5699740 0 0 Disney Walt Co Common 25468710 67310 2184458 SH SOLE 0 0 2184458 Disney Walt Co Common 25468710 37605 1220436 SH DEFINED 1 0 1220436 0 Disney Walt Co Common 25468710 1799 58400 SH DEFINED 1 0 58400 0 Distr y Servicio ADR Common 25475310 11 600 SH DEFINED 1 0 600 0 Dollar General Common 25666910 15388 530666 SH SOLE 530666 0 0 Dollar General Common 25666910 27150 936222 SH SOLE 0 0 936222 Dollar General Common 25666910 28637 987500 SH DEFINED 1 0 987500 0 Dollar Thrifty Auto Common 25674310 11839 509200 SH SOLE 509200 0 0 Dollar Tree Stores Common 25674710 2486 56500 SH SOLE 56500 0 0 Dollar Tree Stores Common 25674710 3356 76300 SH SOLE 0 0 76300 Dollar Tree Stores Common 25674710 8615 195800 SH DEFINED 1 0 195800 0 Domtar Inc Common 25756110 88 9300 SH DEFINED 1 0 9300 0 Donaldson Co Inc Common 25765110 23582 962400 SH SOLE 962400 0 0 Donaldson Co Inc Common 25765110 3912 159600 SH SOLE 0 0 159600 Donaldson Co Inc Common 25765110 2979 121600 SH DEFINED 1 0 121600 0 Donegal Group Inc Common 25770110 1624 142710 SH SOLE 142710 0 0 Donegal Group Inc Common 25770110 1497 131613 SH SOLE 0 0 131613 Donegal Group Inc Common 25770110 1379 121221 SH DEFINED 1 0 121221 0 Donegal Group Inc Common 25770110 114 10000 SH DEFINED 1 0 10000 0 Doubleclick Inc Common 25860930 642 7000 SH DEFINED 1 0 7000 0 Dover Corp Common 26000310 1429 40800 SH SOLE 40800 0 0 Dover Corp Common 26000310 5124 146400 SH SOLE 0 0 146400 Dow Chemical Co Common 26054310 126812 999500 SH SOLE 999500 0 0 Dow Chemical Co Common 26054310 375740 2961500 SH SOLE 0 0 2961500 Downey Finl Corp Common 26101810 3532 161000 SH SOLE 0 0 161000 Downey Finl Corp Common 26101810 535 24400 SH DEFINED 1 0 24400 0 Dril Quip Inc Common 26203710 432 18800 SH SOLE 18800 0 0 Dril Quip Inc Common 26203710 711 31000 SH SOLE 0 0 31000 Dril Quip Inc Common 26203710 661 28800 SH DEFINED 1 0 28800 0 DSET Corp Common 26250410 2857 205000 SH SOLE 205000 0 0 DSET Corp Common 26250410 2997 215000 SH SOLE 0 0 215000 DSET Corp Common 26250410 1952 140000 SH DEFINED 1 0 140000 0 DSET Corp Common 26250410 836 60000 SH DEFINED 1 0 60000 0 duPont EI de Nemours Common 26353410 323405 4734186 SH SOLE 4734186 0 0 duPont EI de Nemours Common 26353410 439480 6433306 SH SOLE 0 0 6433306 duPont EI de Nemours Common 26353410 39874 583690 SH DEFINED 1 0 583690 0 duPont EI de Nemours Common 26353410 2486 36400 SH DEFINED 1 0 36400 0 duPont EI de Nemours Common 26353410 10513 153900 SH DEFINED 1 0 0 153900 Duckwall-ALCO Stores Common 26414210 1424 135600 SH SOLE 135600 0 0 Duckwall-ALCO Stores Common 26414210 1541 146700 SH DEFINED 1 0 146700 0 Duckwall-ALCO Stores Common 26414210 143 13600 SH DEFINED 1 0 13600 0 Duckwall-ALCO Stores Common 26414210 2094 199400 SH DEFINED 1 0 0 199400 Duke Energy Corp Common 26439910 26522 487200 SH SOLE 487200 0 0 Duke Energy Corp Common 26439910 165406 3038420 SH SOLE 0 0 3038420 Duke Energy Corp Common 26439910 2496 45848 SH DEFINED 1 0 0 45848 Duke Rlty Invt REIT Common 26441150 1072 47500 SH SOLE 47500 0 0 Duke Rlty Invt REIT Common 26441150 4027 178500 SH SOLE 0 0 178500 Duke Rlty Invt REIT Common 26441150 1832 81200 SH DEFINED 1 0 81200 0 Dycom Industries Inc Common 26747510 812 14500 SH SOLE 14500 0 0 Dycom Industries Inc Common 26747510 666 11900 SH DEFINED 1 0 11900 0 Dynegy Inc Common 26816L10 1019 50000 SH SOLE 50000 0 0 Dynex Capital REIT Common 26817Q10 2200 1066500 SH SOLE 1066500 0 0 Dynex Capital REIT Common 26817Q10 1780 862700 SH SOLE 0 0 862700 EEX Corp Common 26842V20 29129 4198499 SH SOLE 0 0 4198499 EEX Corp Common 26842V20 13 1833 SH DEFINED 1 0 1833 0 EFTC Corporation Common 26844310 119 24500 SH SOLE 24500 0 0 EFTC Corporation Common 26844310 726 149000 SH DEFINED 1 0 149000 0 EFTC Corporation Common 26844310 70 14300 SH DEFINED 1 0 14300 0 EMC Corporation Common 26864810 27402 498200 SH SOLE 498200 0 0 EMC Corporation Common 26864810 23612 429300 SH SOLE 0 0 429300 EMC Corporation Common 26864810 25229 458700 SH DEFINED 1 0 458700 0 EMC Corporation Common 26864810 396 7200 SH DEFINED 1 0 7200 0 EMS Technologies Inc Common 26873N10 2374 163700 SH SOLE 163700 0 0 EMS Technologies Inc Common 26873N10 2198 151600 SH SOLE 0 0 151600 EMS Technologies Inc Common 26873N10 1920 132400 SH DEFINED 1 0 132400 0 EMS Technologies Inc Common 26873N10 441 30400 SH DEFINED 1 0 30400 0 EMS Technologies Inc Common 26873N10 2091 144200 SH DEFINED 1 0 0 144200 ENSCO International Common 26874Q10 9969 500000 SH SOLE 0 0 500000 ENSCO International Common 26874Q10 12049 604350 SH DEFINED 1 0 604350 0 ENI SPA ADR Common 26874R10 26292 438200 SH SOLE 438200 0 0 ENI SPA ADR Common 26874R10 15480 258000 SH SOLE 0 0 258000 ENI SPA ADR Common 26874R10 7056 117600 SH DEFINED 1 0 117600 0 EPIX Medical Inc Common 26881Q10 99 18000 SH SOLE 18000 0 0 EPIX Medical Inc Common 26881Q10 211 38300 SH SOLE 0 0 38300 EPIX Medical Inc Common 26881Q10 896 163000 SH DEFINED 1 0 163000 0 E-Z-Em Inc A Vtg Common 26930520 1151 219258 SH SOLE 0 0 219258 E-Z-Em Inc B Non-Vtg Common 26930530 1674 304344 SH SOLE 0 0 304344 Earthgrains Co Common 27031910 2792 108100 SH SOLE 108100 0 0 Earthgrains Co Common 27031910 2628 101800 SH SOLE 0 0 101800 Earthgrains Co Common 27031910 2608 101000 SH DEFINED 1 0 101000 0 EASCO Inc Common 27033E10 560 53000 SH SOLE 53000 0 0 EASCO Inc Common 27033E10 2715 257000 SH SOLE 0 0 257000 EASCO Inc Common 27033E10 158 15000 SH DEFINED 1 0 15000 0 EASCO Inc Common 27033E10 2429 230000 SH DEFINED 1 0 0 230000 East West Bancorp Common 27579R10 10509 1044300 SH SOLE 1044300 0 0 East West Bancorp Common 27579R10 8826 877000 SH SOLE 0 0 877000 Eastman Chemical Co Common 27743210 4725 91300 SH SOLE 91300 0 0 Eastman Chemical Co Common 27743210 66416 1283400 SH SOLE 0 0 1283400 Eastman Kodak Co Common 27746110 27764 409800 SH SOLE 409800 0 0 Eastman Kodak Co Common 27746110 194016 2863700 SH SOLE 0 0 2863700 Eastman Kodak Co Common 27746110 8801 129900 SH DEFINED 1 0 129900 0 Eastman Kodak Co Common 27746110 3394 50100 SH DEFINED 1 0 0 50100 Eaton Corp Common 27805810 76118 827380 SH SOLE 827380 0 0 Eaton Corp Common 27805810 202208 2197910 SH SOLE 0 0 2197910 Eaton Corp Common 27805810 34979 380210 SH DEFINED 1 0 380210 0 Eaton Corp Common 27805810 7222 78500 SH DEFINED 1 0 0 78500 EchoStar Commun Cl A Common 27876210 108223 705351 SH SOLE 705351 0 0 EchoStar Commun Cl A Common 27876210 77146 502790 SH SOLE 0 0 502790 EchoStar Commun Cl A Common 27876210 33670 219440 SH DEFINED 1 0 219440 0 EchoStar Commun Cl A Common 27876210 8025 52300 SH DEFINED 1 0 0 52300 Eclipse Surgical Common 27884910 2842 262800 SH SOLE 0 0 262800 Edge Petroleum Corp Common 27986210 1977 310000 SH SOLE 310000 0 0 Edge Petroleum Corp Common 27986210 547 85800 SH SOLE 0 0 85800 Edge Petroleum Corp Common 27986210 931 146000 SH DEFINED 1 0 0 146000 Edison Intl Common 28102010 278 10400 SH SOLE 10400 0 0 Edison Intl Common 28102010 17388 650000 SH SOLE 0 0 650000 Edison Intl Common 28102010 10893 407200 SH DEFINED 1 0 407200 0 Edutrek Intl Inc A Common 28164K10 727 153000 SH SOLE 153000 0 0 Edutrek Intl Inc A Common 28164K10 523 110000 SH SOLE 0 0 110000 Edutrek Intl Inc A Common 28164K10 900 189300 SH DEFINED 1 0 189300 0 Edutrek Intl Inc A Common 28164K10 145 30600 SH DEFINED 1 0 30600 0 Edutrek Intl Inc A Common 28164K10 1211 255000 SH DEFINED 1 0 0 255000 Edwards A G Inc Common 28176010 26104 809400 SH SOLE 809400 0 0 Edwards A G Inc Common 28176010 15245 472700 SH DEFINED 1 0 472700 0 Edwards A G Inc Common 28176010 378 11700 SH DEFINED 1 0 11700 0 Edwards A G Inc Common 28176010 5108 158400 SH DEFINED 1 0 0 158400 El Paso Energy Corp Common 28390510 33455 950700 SH SOLE 950700 0 0 El Paso Energy Corp Common 28390510 22394 636400 SH SOLE 0 0 636400 El Paso Energy Corp Common 28390510 2495 70900 SH DEFINED 1 0 70900 0 El Paso Energy Corp Common 28390510 4842 137600 SH DEFINED 1 0 0 137600 Eldorado Bancshs Inc Common 28467W10 550 50000 SH SOLE 0 0 50000 Electro Sci Inds Common 28522910 247 5900 SH SOLE 5900 0 0 Electroglas Inc Common 28532410 5308 265400 SH SOLE 265400 0 0 Electronic Arts Common 28551210 4611 85000 SH SOLE 85000 0 0 Electronic Arts Common 28551210 4340 80000 SH SOLE 0 0 80000 Electronic Data Sys Common 28566110 195705 3456100 SH SOLE 3456100 0 0 Electronic Data Sys Common 28566110 20441 361000 SH SOLE 0 0 361000 Electronic Data Sys Common 28566110 532 9400 SH DEFINED 1 0 9400 0 Electronic Data Sys Common 28566110 1863 32900 SH DEFINED 1 0 32900 0 Electronics Boutique Common 28604510 1782 125000 SH SOLE 125000 0 0 Electronics Boutique Common 28604510 342 24000 SH SOLE 0 0 24000 Electronics Boutique Common 28604510 2138 150000 SH DEFINED 1 0 0 150000 Electronics Imaging Common 28608210 334 6500 SH SOLE 6500 0 0 Elf Aquitaine ADR Common 28626910 2816 38280 SH SOLE 38280 0 0 Elf Aquitaine ADR Common 28626910 2730 37100 SH DEFINED 1 0 37100 0 Embratel Part ADR Common 29081N10 6331 456200 SH SOLE 456200 0 0 Embratel Part ADR Common 29081N10 1192 86000 SH SOLE 0 0 86000 Embratel Part ADR Common 29081N10 10 700 SH DEFINED 1 0 700 0 Emcore Corp Common 29084610 4645 230800 SH SOLE 230800 0 0 Emcore Corp Common 29084610 4200 208700 SH SOLE 0 0 208700 Emcore Corp Common 29084610 2282 113400 SH DEFINED 1 0 113400 0 Emcore Corp Common 29084610 839 41700 SH DEFINED 1 0 41700 0 Emcore Corp Common 29084610 3580 177900 SH DEFINED 1 0 0 177900 Emerson Electric Co Common 29101110 0 0 SH SOLE 0 0 0 Emerson Electric Co Common 29101110 116498 1851000 SH SOLE 0 0 1851000 Enamelon Inc Common 29249910 118 94000 SH SOLE 94000 0 0 Enamelon Inc Common 29249910 113 90000 SH SOLE 0 0 90000 Enamelon Inc Common 29249910 281 225000 SH DEFINED 1 0 225000 0 Endesa SA ADR Common 29258N10 37830 1780260 SH SOLE 1780260 0 0 Endesa SA ADR Common 29258N10 17603 828300 SH SOLE 0 0 828300 Endesa SA ADR Common 29258N10 10317 485500 SH DEFINED 1 0 485500 0 Endesa SA ADR Common 29258N10 3130 147300 SH DEFINED 1 0 0 147300 Energy East Corp Common 29266M10 567 21800 SH SOLE 21800 0 0 Energy East Corp Common 29266M10 4352 167400 SH DEFINED 1 0 167400 0 Engelhard Corp Common 29284510 57888 2558546 SH SOLE 2558546 0 0 Engelhard Corp Common 29284510 119835 5296565 SH SOLE 0 0 5296565 Engelhard Corp Common 29284510 11601 512787 SH DEFINED 1 0 512787 0 Engle Homes Inc Common 29289610 1300 94600 SH SOLE 94600 0 0 Engle Homes Inc Common 29289610 932 67800 SH SOLE 0 0 67800 Engle Homes Inc Common 29289610 1678 122000 SH DEFINED 1 0 122000 0 Engle Homes Inc Common 29289610 440 32000 SH DEFINED 1 0 32000 0 Enesco Group Inc Common 29297310 185 8000 SH SOLE 8000 0 0 Enron Corp Common 29356110 77125 943426 SH SOLE 943426 0 0 Enron Corp Common 29356110 65698 803637 SH SOLE 0 0 803637 Enron Corp Common 29356110 8432 103130 SH DEFINED 1 0 103130 0 Enron Corp Common 29356110 6442 78800 SH DEFINED 1 0 0 78800 Enron Oil & Gas Co Common 29356210 9934 490550 SH SOLE 490550 0 0 Enron Oil & Gas Co Common 29356210 18470 912100 SH SOLE 0 0 912100 Enron Oil & Gas Co Common 29356210 9407 464500 SH DEFINED 1 0 464500 0 Entergy Corp Common 29364G10 4656 149000 SH DEFINED 1 0 149000 0 Equitable Res Inc Common 29454910 46629 1235200 SH SOLE 1235200 0 0 Equitable Res Inc Common 29454910 116675 3090700 SH SOLE 0 0 3090700 Equitable Res Inc Common 29454910 4765 126200 SH DEFINED 1 0 126200 0 Equity Office REIT Common 29474110 65575 2559000 SH SOLE 0 0 2559000 Equity Office REIT Common 29474110 679 26500 SH DEFINED 1 0 26500 0 Equity Res Ppty REIT Common 29476L10 160 3551 SH SOLE 3551 0 0 Equity Res Ppty REIT Common 29476L10 178815 3968100 SH SOLE 0 0 3968100 Equity Res Ppty REIT Cv Pfd 29476L82 760 27100 PRN SOLE 27100 0 0 Esterline Tech Corp Common 29742510 931 64800 SH SOLE 64800 0 0 Esterline Tech Corp Common 29742510 1480 102900 SH SOLE 0 0 102900 Esterline Tech Corp Common 29742510 1781 123900 SH DEFINED 1 0 123900 0 Ethan Allen Interior Common 29760210 37003 980200 SH SOLE 980200 0 0 Ethan Allen Interior Common 29760210 5099 135100 SH SOLE 0 0 135100 Ethan Allen Interior Common 29760210 4418 117050 SH DEFINED 1 0 117050 0 eToys Inc Common 29786210 2740 67200 SH SOLE 67200 0 0 eToys Inc Common 29786210 3668 90000 SH SOLE 0 0 90000 eToys Inc Common 29786210 4793 117600 SH DEFINED 1 0 117600 0 Everest Re Holdings Common 29980810 91 2800 SH SOLE 2800 0 0 Everest Re Holdings Common 29980810 4920 150800 SH DEFINED 1 0 150800 0 Evergreen Resources Common 29990030 7143 283600 SH SOLE 283600 0 0 Evergreen Resources Common 29990030 2041 81000 SH SOLE 0 0 81000 Evergreen Resources Common 29990030 2537 100700 SH DEFINED 1 0 100700 0 Exar Corp Common 30064510 5347 216000 SH SOLE 216000 0 0 Exar Corp Common 30064510 4718 190600 SH SOLE 0 0 190600 Exar Corp Common 30064510 3094 125000 SH DEFINED 1 0 125000 0 Exar Corp Common 30064510 792 32000 SH DEFINED 1 0 32000 0 Exar Corp Common 30064510 3713 150000 SH DEFINED 1 0 0 150000 Excel Technology Inc Common 30067T10 3869 292000 SH SOLE 292000 0 0 Excel Technology Inc Common 30067T10 3711 280000 SH SOLE 0 0 280000 Excel Technology Inc Common 30067T10 2253 170000 SH DEFINED 1 0 170000 0 Excel Technology Inc Common 30067T10 795 60000 SH DEFINED 1 0 60000 0 Excel Technology Inc Common 30067T10 2650 200000 SH DEFINED 1 0 0 200000 Exodus Communctns Common 30208810 3623 30200 SH SOLE 30200 0 0 Exodus Communctns Common 30208810 1823 15200 SH SOLE 0 0 15200 Exodus Communctns Common 30208810 12354 103000 SH DEFINED 1 0 103000 0 Expeditors Intl WA Common 30213010 545 20000 SH SOLE 20000 0 0 Expeditors Intl WA Common 30213010 76 2800 SH SOLE 0 0 2800 Express Scripts Cl A Common 30218210 138 2300 SH DEFINED 1 0 2300 0 Exxon Corp Common 30229010 493557 6399404 SH SOLE 6399404 0 0 Exxon Corp Common 30229010 284091 3683495 SH SOLE 0 0 3683495 Exxon Corp Common 30229010 76628 993550 SH DEFINED 1 0 993550 0 Exxon Corp Common 30229010 4912 63700 SH DEFINED 1 0 63700 0 FLIR Systems Inc Common 30244510 2541 168000 SH SOLE 168000 0 0 FLIR Systems Inc Common 30244510 3252 215000 SH SOLE 0 0 215000 FLIR Systems Inc Common 30244510 1816 120000 SH DEFINED 1 0 120000 0 FLIR Systems Inc Common 30244510 666 44000 SH DEFINED 1 0 44000 0 FLIR Systems Inc Common 30244510 2647 175000 SH DEFINED 1 0 0 175000 FNB Finl Services Co Common 30252610 907 59500 SH SOLE 59500 0 0 FPL Group Inc Common 30257110 8194 150000 SH SOLE 0 0 150000 FRP Properties Inc Common 30262E10 2499 97000 SH SOLE 97000 0 0 FRP Properties Inc Common 30262E10 2987 116000 SH SOLE 0 0 116000 FRP Properties Inc Common 30262E10 773 30000 SH DEFINED 1 0 30000 0 FRP Properties Inc Common 30262E10 2575 100000 SH DEFINED 1 0 0 100000 FVNB Corp Common 30267410 1064 36000 SH SOLE 36000 0 0 FVNB Corp Common 30267410 481 16300 SH SOLE 0 0 16300 FVNB Corp Common 30267410 475 16100 SH DEFINED 1 0 16100 0 Family Dollar Stores Common 30700010 4880 203300 SH SOLE 203300 0 0 Family Dollar Stores Common 30700010 19483 811800 SH DEFINED 1 0 811800 0 Farm Family Holdings Common 30790110 992 29000 SH SOLE 29000 0 0 Farm Family Holdings Common 30790110 2571 75200 SH SOLE 0 0 75200 Farm Family Holdings Common 30790110 684 20000 SH DEFINED 1 0 20000 0 Farm Family Holdings Common 30790110 444 13000 SH DEFINED 1 0 13000 0 Faro Technologies Common 31164210 2575 515000 SH SOLE 515000 0 0 Faro Technologies Common 31164210 2410 482000 SH SOLE 0 0 482000 Faro Technologies Common 31164210 630 126000 SH DEFINED 1 0 126000 0 Farr Co Common 31164810 3775 343050 SH SOLE 343050 0 0 Farr Co Common 31164810 569 51750 SH SOLE 0 0 51750 Farr Co Common 31164810 2366 215100 SH DEFINED 1 0 215100 0 Farr Co Common 31164810 916 83250 SH DEFINED 1 0 83250 0 Freddie Mac Common 31340030 1445 24900 SH SOLE 24900 0 0 Freddie Mac Common 31340030 25462 439000 SH DEFINED 1 0 439000 0 Federal-Mogul Corp Common 31354910 4139 79600 SH SOLE 79600 0 0 Federal-Mogul Corp Common 31354910 3822 73500 SH SOLE 0 0 73500 Federal-Mogul Corp Common 31354910 3858 74200 SH DEFINED 1 0 74200 0 Fannie Mae Common 31358610 158630 2324250 SH SOLE 2324250 0 0 Fannie Mae Common 31358610 175509 2571580 SH SOLE 0 0 2571580 Fannie Mae Common 31358610 64293 942040 SH DEFINED 1 0 942040 0 Fannie Mae Common 31358610 7890 115600 SH DEFINED 1 0 115600 0 Federal Rlty REIT Common 31374720 1337 58250 SH DEFINED 1 0 58250 0 Federal Signal Common 31385510 411 19400 SH SOLE 19400 0 0 Federated Investrs B Common 31421110 736 41000 SH SOLE 41000 0 0 Felcor Lodging REIT Common 31430F10 13073 630000 SH SOLE 0 0 630000 Ferro Corp Common 31540510 534 19400 SH SOLE 19400 0 0 Ferro Corp Common 31540510 5044 183400 SH DEFINED 1 0 183400 0 Fidelity Fed Bancorp Common 31592110 609 202900 SH SOLE 0 0 202900 Financial Fed Corp Common 31749210 990 45000 SH SOLE 45000 0 0 Financial Fed Corp Common 31749210 200 9100 SH SOLE 0 0 9100 Finishmaster Inc Common 31787P10 64 10600 SH SOLE 10600 0 0 Finishmaster Inc Common 31787P10 150 24800 SH DEFINED 1 0 24800 0 Finishmaster Inc Common 31787P10 40 6600 SH DEFINED 1 0 6600 0 Finova Group Inc Common 31792810 30001 570100 SH SOLE 570100 0 0 Finova Group Inc Common 31792810 3211 61000 SH SOLE 0 0 61000 Finova Group Inc Common 31792810 16534 314200 SH DEFINED 1 0 314200 0 Finova Fin A TOPrS Cv Pfd 31808E20 1190 17100 PRN SOLE 17100 0 0 First Aviation Svcs Common 31865W10 3824 695000 SH SOLE 695000 0 0 First Aviation Svcs Common 31865W10 754 137000 SH DEFINED 1 0 137000 0 First Bell Bcp Inc Common 31930110 875 49300 SH SOLE 49300 0 0 First Bell Bcp Inc Common 31930110 107 6000 SH DEFINED 1 0 6000 0 First Bell Bcp Inc Common 31930110 1473 83000 SH DEFINED 1 0 0 83000 First Citizens Cl A Common 31946M10 1115 13800 SH SOLE 13800 0 0 First Citizens Cl A Common 31946M10 1647 20400 SH SOLE 0 0 20400 First Citizens Cl A Common 31946M10 3222 39900 SH DEFINED 1 0 39900 0 First Commerce Cl A Common 31977710 570 24200 SH SOLE 24200 0 0 First Commerce Cl A Common 31977710 1641 69800 SH SOLE 0 0 69800 First Commerce Cl A Common 31977710 832 35400 SH DEFINED 1 0 35400 0 First Commerce CL B Common 31977720 9267 389100 SH SOLE 389100 0 0 First Commerce CL B Common 31977720 4139 173800 SH SOLE 0 0 173800 First Commerce CL B Common 31977720 2014 84600 SH DEFINED 1 0 84600 0 First Data Corp Common 31996310 476984 9746608 SH SOLE 9746608 0 0 First Data Corp Common 31996310 161856 3307334 SH SOLE 0 0 3307334 First Data Corp Common 31996310 50151 1024766 SH DEFINED 1 0 1024766 0 First Data Corp Common 31996310 2525 51600 SH DEFINED 1 0 51600 0 First Data Corp Common 31996310 9983 204000 SH DEFINED 1 0 0 204000 First Fed Bncshs AK Common 32020F10 1628 88000 SH SOLE 88000 0 0 First Fed Bncshs AK Common 32020F10 630 34000 SH DEFINED 1 0 34000 0 First Fed Bncshs AK Common 32020F10 1415 76500 SH DEFINED 1 0 0 76500 First Finl Corp RI Common 32022110 584 47600 SH SOLE 0 0 47600 First Indiana Corp Common 32054R10 1582 74000 SH SOLE 74000 0 0 First Indiana Corp Common 32054R10 470 22000 SH SOLE 0 0 22000 First Merchants Corp Common 32081710 284 11900 SH SOLE 11900 0 0 First Merchants Corp Common 32081710 404 17000 SH SOLE 0 0 17000 First Merchants Corp Common 32081710 392 16500 SH DEFINED 1 0 16500 0 First Sierra Finl Common 33594410 2050 82000 SH SOLE 82000 0 0 First Place Finl OH Common 33610T10 6845 555900 SH SOLE 555900 0 0 First Place Finl OH Common 33610T10 5105 414600 SH SOLE 0 0 414600 First Republic Bank Common 33615810 2489 86000 SH SOLE 86000 0 0 First Republic Bank Common 33615810 3878 134000 SH SOLE 0 0 134000 First Republic Bank Common 33615810 695 24017 SH DEFINED 1 0 24017 0 First Republic Bank Common 33615810 2895 100054 SH DEFINED 1 0 0 100054 First Union Corp Common 33735810 68858 1461200 SH SOLE 1461200 0 0 First Union Corp Common 33735810 254768 5406198 SH SOLE 0 0 5406198 FirstFed Bancorp Inc Common 33761Q10 2142 252000 SH SOLE 0 0 252000 Firstcity Financial Common 33761X10 1880 341800 SH SOLE 341800 0 0 Fiserv Inc Common 33773810 2330 74400 SH SOLE 74400 0 0 FirstFed Finl CorpDE Common 33790710 164 8500 SH SOLE 8500 0 0 FirstFed Finl CorpDE Common 33790710 7590 394300 SH DEFINED 1 0 394300 0 Firstmerit Corp Common 33791510 1403 50000 SH SOLE 50000 0 0 Firstmerit Corp Common 33791510 890 31700 SH DEFINED 1 0 31700 0 FirstFed Am Bcp Inc Common 33792910 1799 133900 SH SOLE 133900 0 0 FirstFed Am Bcp Inc Common 33792910 3984 296500 SH SOLE 0 0 296500 FirstEnergy Corp Common 33793210 12400 400000 SH SOLE 0 0 400000 FirstEnergy Corp Common 33793210 31 1000 SH DEFINED 1 0 1000 0 Fleet Financial Grp Common 33891510 48973 1103600 SH SOLE 1103600 0 0 Fleet Financial Grp Common 33891510 25440 573300 SH DEFINED 1 0 573300 0 FL Rock Inds Common 34114010 296 6500 SH SOLE 6500 0 0 Flowers Inds Common 34349610 31295 1442950 SH SOLE 1442950 0 0 Flowers Inds Common 34349610 78152 3603497 SH SOLE 0 0 3603497 Flowers Inds Common 34349610 6634 305900 SH DEFINED 1 0 305900 0 Fluor Corp Common 34386110 8100 200000 SH SOLE 0 0 200000 Flushing Finl Corp Common 34387310 288 18750 SH SOLE 18750 0 0 Flushing Finl Corp Common 34387310 2210 143750 SH SOLE 0 0 143750 Flushing Finl Corp Common 34387310 1307 85000 SH DEFINED 1 0 85000 0 Flushing Finl Corp Common 34387310 599 39000 SH DEFINED 1 0 39000 0 Flushing Finl Corp Common 34387310 443 28800 SH DEFINED 1 0 0 28800 FEMSA SA ADR Common 34441910 2596 65100 SH SOLE 65100 0 0 FEMSA SA ADR Common 34441910 539 13500 SH SOLE 0 0 13500 FEMSA SA ADR Common 34441910 20 500 SH DEFINED 1 0 500 0 Footstar Inc Common 34491210 361 9700 SH DEFINED 1 0 9700 0 Ford Motor Company Common 34537010 280490 4969920 SH SOLE 4969920 0 0 Ford Motor Company Common 34537010 611641 10837371 SH SOLE 0 0 10837371 Ford Motor Company Common 34537010 65128 1153970 SH DEFINED 1 0 1153970 0 Ford Motor Company Common 34537010 12038 213300 SH DEFINED 1 0 213300 0 Ford Motor Company Common 34537010 8511 150800 SH DEFINED 1 0 0 150800 Forest Labs Inc Common 34583810 8044 173900 SH SOLE 173900 0 0 Forest Labs Inc Common 34583810 32607 705000 SH SOLE 0 0 705000 Forest Labs Inc Common 34583810 3779 81700 SH DEFINED 1 0 81700 0 Forest Oil Corp Common 34609160 7456 593500 SH SOLE 593500 0 0 Foundation Hlth A Common 35040410 6304 420200 SH SOLE 420200 0 0 Foundation Hlth A Common 35040410 118612 7907460 SH SOLE 0 0 7907460 Foundation Hlth A Common 35040410 111 7400 SH DEFINED 1 0 7400 0 Franchise Fin REIT Common 35180710 4590 206300 SH SOLE 206300 0 0 Franchise Fin REIT Common 35180710 627 28200 SH SOLE 0 0 28200 Franchise Mtge Accep Common 35181D10 760 86900 SH SOLE 86900 0 0 Franchise Mtge Accep Common 35181D10 3003 343200 SH SOLE 0 0 343200 Franchise Mtge Accep Common 35181D10 1596 182400 SH DEFINED 1 0 0 182400 Franklin Elec Common 35351410 241 3700 SH SOLE 3700 0 0 Franklin Resources Common 35461310 298651 7351390 SH SOLE 7351390 0 0 Franklin Resources Common 35461310 59915 1474860 SH SOLE 0 0 1474860 Franklin Resources Common 35461310 12417 305650 SH DEFINED 1 0 305650 0 Franklin Resources Common 35461310 1853 45600 SH DEFINED 1 0 45600 0 Freedom Securities Common 35644K10 5384 314400 SH SOLE 314400 0 0 Freedom Securities Common 35644K10 5234 305600 SH SOLE 0 0 305600 Freedom Securities Common 35644K10 4177 243900 SH DEFINED 1 0 243900 0 Freedom Securities Common 35644K10 675 39400 SH DEFINED 1 0 39400 0 Freedom Securities Common 35644K10 2185 127600 SH DEFINED 1 0 0 127600 Freeport-McMor Cop A Common 35671D10 16416 980000 SH SOLE 980000 0 0 Freeport-McMor Cop A Common 35671D10 5798 346200 SH SOLE 0 0 346200 Freeport-McMor Cop A Common 35671D10 6457 385500 SH DEFINED 1 0 385500 0 Freeport-McMoran ClB Common 35671D85 79519 4432900 SH SOLE 4432900 0 0 Freeport-McMoran ClB Common 35671D85 23934 1334200 SH SOLE 0 0 1334200 Freeport-McMoran ClB Common 35671D85 8298 462600 SH DEFINED 1 0 462600 0 Frontier Corp Common 35906P10 20500 349650 SH SOLE 349650 0 0 Frontier Corp Common 35906P10 41882 714390 SH SOLE 0 0 714390 Frontier Corp Common 35906P10 7859 134060 SH DEFINED 1 0 134060 0 Frontier Ins Grp Inc Common 35908110 24013 1561808 SH SOLE 1561808 0 0 Frontier Ins Grp Inc Common 35908110 15036 978110 SH SOLE 0 0 978110 Frontier Ins Grp Inc Common 35908110 14966 973408 SH DEFINED 1 0 973408 0 Frontier Oil Corp Common 35914P10 4220 619500 SH SOLE 619500 0 0 Frontier Oil Corp Common 35914P10 739 108500 SH DEFINED 1 0 108500 0 Funco Inc Common 36076210 4200 227700 SH SOLE 227700 0 0 Funco Inc Common 36076210 3504 190000 SH SOLE 0 0 190000 Funco Inc Common 36076210 2028 110000 SH DEFINED 1 0 110000 0 Funco Inc Common 36076210 645 35000 SH DEFINED 1 0 35000 0 Furniture Brnds Intl Common 36092110 28 1000 SH DEFINED 1 0 1000 0 G & K Services Inc A Common 36126810 49997 954600 SH SOLE 954600 0 0 G & K Services Inc A Common 36126810 24738 472300 SH SOLE 0 0 472300 G & K Services Inc A Common 36126810 6007 114700 SH DEFINED 1 0 114700 0 GST Telecomm Inc Common 36194210 3904 296000 SH SOLE 296000 0 0 GST Telecomm Inc Common 36194210 3191 242000 SH SOLE 0 0 242000 GST Telecomm Inc Common 36194210 1820 138000 SH DEFINED 1 0 138000 0 GST Telecomm Inc Common 36194210 686 52000 SH DEFINED 1 0 52000 0 GST Telecomm Inc Common 36194210 2506 190000 SH DEFINED 1 0 0 190000 GPU Inc Common 36225X10 78046 1849978 SH SOLE 1849978 0 0 GPU Inc Common 36225X10 171126 4056260 SH SOLE 0 0 4056260 GPU Inc Common 36225X10 28618 678370 SH DEFINED 1 0 678370 0 GPU Inc Common 36225X10 5507 130538 SH DEFINED 1 0 0 130538 GTE Corp Common 36232010 400 5300 SH SOLE 5300 0 0 GTE Corp Common 36232010 88320 1169800 SH SOLE 0 0 1169800 GTE Corp Common 36232010 35916 475700 SH DEFINED 1 0 475700 0 Galileo Intl Inc Common 36354710 11544 216075 SH SOLE 216075 0 0 Galileo Intl Inc Common 36354710 6446 120600 SH SOLE 0 0 120600 Galileo Intl Inc Common 36354710 13044 244100 SH DEFINED 1 0 244100 0 Galileo Intl Inc Common 36354710 2822 52800 SH DEFINED 1 0 0 52800 Gannett Co Common 36473010 537876 7535900 SH SOLE 7535900 0 0 Gannett Co Common 36473010 111606 1563658 SH SOLE 0 0 1563658 Gannett Co Common 36473010 46987 658300 SH DEFINED 1 0 658300 0 Gannett Co Common 36473010 4240 59400 SH DEFINED 1 0 59400 0 Gannett Co Common 36473010 6166 86392 SH DEFINED 1 0 0 86392 Gap Inc Common 36476010 616376 12235770 SH SOLE 12235770 0 0 Gap Inc Common 36476010 276639 5491562 SH SOLE 0 0 5491562 Gap Inc Common 36476010 139797 2775122 SH DEFINED 1 0 2775122 0 Gap Inc Common 36476010 5936 117837 SH DEFINED 1 0 117837 0 Gardner Denver Inc Common 36555810 4128 256000 SH SOLE 256000 0 0 Gardner Denver Inc Common 36555810 3516 218000 SH SOLE 0 0 218000 Gardner Denver Inc Common 36555810 1936 120000 SH DEFINED 1 0 120000 0 Gardner Denver Inc Common 36555810 678 42000 SH DEFINED 1 0 42000 0 Gardner Denver Inc Common 36555810 2903 180000 SH DEFINED 1 0 0 180000 Gasonics Intl Corp Common 36727810 4268 304900 SH SOLE 304900 0 0 Gateway Inc Common 36762610 0 0 SH SOLE 0 0 0 Gateway Inc Common 36762610 3745 63400 SH DEFINED 1 0 63400 0 Gaylord Container A Common 36814510 80 10000 SH SOLE 10000 0 0 Geltex Pharm Common 36853810 1244 69100 SH SOLE 69100 0 0 Geltex Pharm Common 36853810 1790 99400 SH SOLE 0 0 99400 Geltex Pharm Common 36853810 9348 519300 SH DEFINED 1 0 519300 0 Gene Logic Inc Common 36868910 91 25000 SH SOLE 25000 0 0 Gene Logic Inc Common 36868910 197 54100 SH SOLE 0 0 54100 Gene Logic Inc Common 36868910 2679 739000 SH DEFINED 1 0 739000 0 General Cable Corp Common 36930010 54004 3375200 SH SOLE 3375200 0 0 General Cable Corp Common 36930010 4905 306550 SH SOLE 0 0 306550 General Cable Corp Common 36930010 9699 606300 SH DEFINED 1 0 606300 0 General Cable Corp Common 36930010 5952 372000 SH DEFINED 1 0 0 372000 General Cigar Hldg A Common 36933P10 6529 835700 SH SOLE 835700 0 0 General Communctns A Common 36938510 5192 763600 SH SOLE 763600 0 0 General Communctns A Common 36938510 4468 657200 SH SOLE 0 0 657200 General Communctns A Common 36938510 3621 532800 SH DEFINED 1 0 532800 0 General Communctns A Common 36938510 884 130000 SH DEFINED 1 0 130000 0 General Communctns A Common 36938510 2379 350000 SH DEFINED 1 0 0 350000 General Dynamics Common 36955010 96 1400 SH SOLE 1400 0 0 General Dynamics Common 36955010 10083 146400 SH DEFINED 1 0 146400 0 General Electric Co Common 36960410 964193 8532655 SH SOLE 8532655 0 0 General Electric Co Common 36960410 325431 2879916 SH SOLE 0 0 2879916 General Electric Co Common 36960410 202092 1788420 SH DEFINED 1 0 1788420 0 General Electric Co Common 36960410 7909 70000 SH DEFINED 1 0 70000 0 General Growth REIT Common 37002110 28837 812300 SH SOLE 0 0 812300 General Growth REIT Common 37002110 178 5000 SH DEFINED 1 0 5000 0 General Instrument Common 37012010 127470 2999300 SH SOLE 0 0 2999300 General Mills Inc Common 37033410 667 8300 SH SOLE 8300 0 0 General Mills Inc Common 37033410 13317 165700 SH DEFINED 1 0 165700 0 General Motors Corp Common 37044210 56118 850280 SH SOLE 850280 0 0 General Motors Corp Common 37044210 298927 4529179 SH SOLE 0 0 4529179 General Motors Corp Common 37044210 42184 639180 SH DEFINED 1 0 639180 0 General Motors Corp Common 37044210 5570 84400 SH DEFINED 1 0 0 84400 General Motors H Common 37044283 11645 206800 SH SOLE 206800 0 0 General Motors H Common 37044283 19148 340040 SH SOLE 0 0 340040 General Motors H Common 37044283 5744 102000 SH DEFINED 1 0 0 102000 General Semiconduct Common 37078710 32417 3552500 SH SOLE 0 0 3552500 General Semiconduct Common 37078710 46 5000 SH DEFINED 1 0 5000 0 General Surgical Common 37101310 884 205000 SH SOLE 205000 0 0 Gentex Corp Common 37190110 143 5100 SH DEFINED 1 0 5100 0 Genesys Telecomm Lab Common 37193110 4026 161000 SH SOLE 161000 0 0 GenRad Common 37244710 265 12400 SH SOLE 12400 0 0 GenRad Common 37244710 413 19300 SH DEFINED 1 0 19300 0 Genset SP ADR Common 37244T10 3350 214400 SH SOLE 214400 0 0 Genset SP ADR Common 37244T10 6403 409800 SH SOLE 0 0 409800 Genset SP ADR Common 37244T10 2254 144300 SH DEFINED 1 0 144300 0 Gentner Communctns Common 37245J10 77 15000 SH DEFINED 1 0 15000 0 Genuine Parts Common 37246010 0 0 SH SOLE 0 0 0 Genuine Parts Common 37246010 2272 64900 SH DEFINED 1 0 64900 0 Genzyme Corp General Common 37291710 249660 5147559 SH SOLE 5147559 0 0 Genzyme Corp General Common 37291710 212757 4386720 SH SOLE 0 0 4386720 Genzyme Corp General Common 37291710 65892 1358540 SH DEFINED 1 0 1358540 0 Genzyme Corp General Common 37291710 1059 21840 SH DEFINED 1 0 21840 0 Genzyme Tissue Rep Common 37291740 52 25800 SH SOLE 25800 0 0 Genzyme Tissue Rep Common 37291740 104 51017 SH SOLE 0 0 51017 Genzyme Tissue Rep Common 37291740 525 258685 SH DEFINED 1 0 258685 0 Genzyme Molecular Common 37291750 330 120534 SH SOLE 120534 0 0 Genzyme Molecular Common 37291750 473 172003 SH SOLE 0 0 172003 Genzyme Molecular Common 37291750 1821 662314 SH DEFINED 1 0 662314 0 Georgia-Pacific Gp Common 37329810 4112 86800 SH SOLE 86800 0 0 Georgia-Pacific Gp Common 37329810 33 700 SH SOLE 0 0 700 Georgia-Pacific Gp Common 37329810 14521 306500 SH DEFINED 1 0 306500 0 Georgia-Pac Timber Common 37329870 14716 582800 SH SOLE 582800 0 0 Georgia-Pac Timber Common 37329870 52596 2083000 SH SOLE 0 0 2083000 Georgia-Pac Timber Common 37329870 1652 65400 SH DEFINED 1 0 65400 0 Geron Corp Common 37416310 6263 600000 SH DEFINED 1 0 600000 0 Getty Images Inc Common 37427610 11594 614300 SH SOLE 614300 0 0 Getty Images Inc Common 37427610 6544 346700 SH SOLE 0 0 346700 Getty Images Inc Common 37427610 3659 193800 SH DEFINED 1 0 193800 0 Giant Cement Holding Common 37445010 1647 72000 SH SOLE 72000 0 0 Giant Cement Holding Common 37445010 1944 85000 SH SOLE 0 0 85000 Giant Cement Holding Common 37445010 1487 65000 SH DEFINED 1 0 65000 0 Giant Cement Holding Common 37445010 389 17000 SH DEFINED 1 0 17000 0 Giant Cement Holding Common 37445010 1487 65000 SH DEFINED 1 0 0 65000 Gilead Sciences Inc Common 37555810 36074 690370 SH SOLE 690370 0 0 Gilead Sciences Inc Common 37555810 123992 2372980 SH SOLE 0 0 2372980 Gilead Sciences Inc Common 37555810 51279 981410 SH DEFINED 1 0 981410 0 Gillette Co Common 37576610 10458 255100 SH SOLE 255100 0 0 Gillette Co Common 37576610 32505 792800 SH SOLE 0 0 792800 Gillette Co Common 37576610 5289 129000 SH DEFINED 1 0 129000 0 Global Imaging Sys Common 37934A10 3924 215000 SH SOLE 215000 0 0 Global Telesystems Common 37936U10 49 600 SH SOLE 600 0 0 Globe Business Res Common 37939510 2028 156000 SH SOLE 156000 0 0 Globe Business Res Common 37939510 584 44900 SH DEFINED 1 0 44900 0 Globe Business Res Common 37939510 1992 153200 SH DEFINED 1 0 0 153200 Golden State Bancorp 38119713 0 1 PRN SOLE 0 0 1 Golden St Vintners B Common 38121K20 1809 295700 SH SOLE 295700 0 0 Golden St Vintners B Common 38121K20 2300 375300 SH SOLE 0 0 375300 Golden St Vintners B Common 38121K20 824 134500 SH DEFINED 1 0 134500 0 Golden St Vintners B Common 38121K20 1225 200000 SH DEFINED 1 0 0 200000 Golden West Finl Common 38131710 367676 3751800 SH SOLE 0 0 3751800 Golden West Finl Common 38131710 44 450 SH DEFINED 1 0 450 0 Grace W R & Co Common 38388F10 2363 124300 SH SOLE 124300 0 0 Grace W R & Co Common 38388F10 1540 81100 SH SOLE 0 0 81100 Grace W R & Co Common 38388F10 4732 249000 SH DEFINED 1 0 249000 0 Grace W R & Co Common 38388F10 1685 88700 SH DEFINED 1 0 0 88700 Granite Construction Common 38732810 211 7200 SH SOLE 7200 0 0 Great Atlantic & Pac Common 39006410 399 11800 SH DEFINED 1 0 11800 0 Great Lakes Chemical Common 39056810 1050 22800 SH SOLE 22800 0 0 Great Lakes Chemical Common 39056810 460 10000 SH SOLE 0 0 10000 Great Lakes Chemical Common 39056810 1147 24900 SH DEFINED 1 0 24900 0 Great Lakes REIT Inc Common 39075210 3164 194600 SH SOLE 194600 0 0 Great Lakes REIT Inc Common 39075210 2388 146900 SH SOLE 0 0 146900 Great Lakes REIT Inc Common 39075210 2319 142700 SH DEFINED 1 0 142700 0 Greenpoint Finl Corp Common 39538410 32813 1000000 SH SOLE 1000000 0 0 Grey Wolf Inc Common 39788810 5138 2055358 SH SOLE 2055358 0 0 Group 1 Automotive Common 39890510 563 26600 SH SOLE 26600 0 0 Group 1 Automotive Common 39890510 1083 51200 SH SOLE 0 0 51200 Group 1 Automotive Common 39890510 821 38900 SH DEFINED 1 0 38900 0 Group Maintenance Common 39943E10 2199 170000 SH SOLE 170000 0 0 Groupe Danone ADR Common 39944910 21 400 SH SOLE 400 0 0 Grove Property REIT Common 39961310 3828 294500 SH SOLE 294500 0 0 Grove Property REIT Common 39961310 3282 252400 SH SOLE 0 0 252400 Grove Property REIT Common 39961310 2362 181700 SH DEFINED 1 0 181700 0 Grupo Imsa SA ADR Common 40048T10 1829 114300 SH SOLE 114300 0 0 Grupo Televisa GDS Common 40049J20 8388 187200 SH SOLE 187200 0 0 Grupo Televisa GDS Common 40049J20 833 18600 SH SOLE 0 0 18600 Grupo Televisa GDS Common 40049J20 372 8300 SH DEFINED 1 0 8300 0 Grupo Iusacell ADS L Common 40049W30 143 11000 SH SOLE 11000 0 0 Grupo Iusacell ADS L Common 40049W30 3115 239600 SH DEFINED 1 0 239600 0 Gucci Group NV NY Common 40156610 13409 191560 SH SOLE 191560 0 0 Gucci Group NV NY Common 40156610 5824 83200 SH SOLE 0 0 83200 Gucci Group NV NY Common 40156610 7687 109820 SH DEFINED 1 0 109820 0 Gucci Group NV NY Common 40156610 644 9200 SH DEFINED 1 0 9200 0 Guidant Corp Common 40169810 40696 796000 SH SOLE 796000 0 0 Guidant Corp Common 40169810 4825 94360 SH SOLE 0 0 94360 Guidant Corp Common 40169810 491 9600 SH DEFINED 1 0 9600 0 Guidant Corp Common 40169810 2173 42500 SH DEFINED 1 0 42500 0 Guilford Pharm Common 40182910 606 47500 SH SOLE 47500 0 0 Guilford Pharm Common 40182910 1275 100000 SH SOLE 0 0 100000 Guilford Pharm Common 40182910 3799 297900 SH DEFINED 1 0 297900 0 Guitar Center Inc Common 40204010 5548 531500 SH SOLE 531500 0 0 Guitar Center Inc Common 40204010 1932 185100 SH SOLE 0 0 185100 Guitar Center Inc Common 40204010 1079 103400 SH DEFINED 1 0 103400 0 Guitar Center Inc Common 40204010 424 40700 SH DEFINED 1 0 40700 0 Guitar Center Inc Common 40204010 1610 154200 SH DEFINED 1 0 0 154200 H.T.E. Inc Common 40392610 182 54000 SH SOLE 54000 0 0 HCC Insurance Hldgs Common 40413210 592 26100 SH DEFINED 1 0 26100 0 HNC Software Common 40425P10 4622 150000 SH DEFINED 1 0 150000 0 HPSC Inc Common 40426410 1777 187000 SH SOLE 187000 0 0 HSB Group Inc Common 40428N10 10709 260000 SH SOLE 0 0 260000 HS Resources Inc Common 40429710 4513 306000 SH SOLE 306000 0 0 Hadco Corp Common 40468110 545 13700 SH DEFINED 1 0 13700 0 Haemonetics Corp MA Common 40502410 11056 551000 SH SOLE 551000 0 0 Haemonetics Corp MA Common 40502410 41066 2046800 SH SOLE 0 0 2046800 Haemonetics Corp MA Common 40502410 1171 58350 SH DEFINED 1 0 58350 0 Halliburton Co Common 40621610 20139 445100 SH SOLE 445100 0 0 Halliburton Co Common 40621610 148873 3290000 SH SOLE 0 0 3290000 Halliburton Co Common 40621610 6182 136600 SH DEFINED 1 0 136600 0 Halliburton Co Common 40621610 462 10200 SH DEFINED 1 0 10200 0 Hallmark Capital Crp Common 40624110 885 77800 SH SOLE 0 0 77800 Handleman Co Common 41025210 1529 129500 SH SOLE 129500 0 0 Handleman Co Common 41025210 2800 237000 SH SOLE 0 0 237000 Handleman Co Common 41025210 473 40000 SH DEFINED 1 0 40000 0 Handleman Co Common 41025210 2126 180000 SH DEFINED 1 0 0 180000 Hanna Mining Co Common 41052210 895 54500 SH SOLE 54500 0 0 Hanna Mining Co Common 41052210 920 56000 SH SOLE 0 0 56000 Hanna Mining Co Common 41052210 1295 78800 SH DEFINED 1 0 78800 0 Hanover Compressor Common 41076810 7573 235800 SH SOLE 235800 0 0 Hanover Compressor Common 41076810 1311 40800 SH SOLE 0 0 40800 Hanover Compressor Common 41076810 344 10700 SH DEFINED 1 0 10700 0 Hanson PLC ADR Common 41135240 109 2460 SH SOLE 2460 0 0 Harcourt General Inc Common 41163G10 2155 41800 SH DEFINED 1 0 41800 0 Harmon Industries Common 41313610 3536 178500 SH SOLE 178500 0 0 Harmon Industries Common 41313610 2829 142800 SH SOLE 0 0 142800 Harmon Industries Common 41313610 1524 76900 SH DEFINED 1 0 76900 0 Harmon Industries Common 41313610 665 33600 SH DEFINED 1 0 33600 0 Harmon Industries Common 41313610 2233 112700 SH DEFINED 1 0 0 112700 Harrah's Entmt Common 41361910 8344 378200 SH SOLE 378200 0 0 Hartford Finl Svcs Common 41651510 3131 53700 SH SOLE 53700 0 0 Hartford Finl Svcs Common 41651510 1883 32300 SH SOLE 0 0 32300 Hartford Finl Svcs Common 41651510 14677 251700 SH DEFINED 1 0 251700 0 Hartford Life Inc A Common 41659210 258 4900 SH SOLE 4900 0 0 Hartford Life Inc A Common 41659210 19735 375000 SH SOLE 0 0 375000 Hartford Life Inc A Common 41659210 9951 189100 SH DEFINED 1 0 189100 0 Hawk Corp A Common 42008910 1136 129000 SH SOLE 129000 0 0 Hawk Corp A Common 42008910 2115 240000 SH SOLE 0 0 240000 Hawk Corp A Common 42008910 1817 206200 SH DEFINED 1 0 206200 0 Hawk Corp A Common 42008910 141 16000 SH DEFINED 1 0 16000 0 Hawk Corp A Common 42008910 2644 300000 SH DEFINED 1 0 0 300000 Hawker Pac Aerospace Common 42012310 140 58500 SH SOLE 58500 0 0 Hawker Pac Aerospace Common 42012310 26 10800 SH SOLE 0 0 10800 Hayes Lemmerz Intl Common 42078110 1660 56500 SH SOLE 56500 0 0 Hayes Lemmerz Intl Common 42078110 2267 77200 SH SOLE 0 0 77200 Hayes Lemmerz Intl Common 42078110 4201 143000 SH DEFINED 1 0 143000 0 Healthcare Services Common 42190610 2293 235250 SH SOLE 235250 0 0 Healthcare Services Common 42190610 2398 245900 SH SOLE 0 0 245900 Healthcare Services Common 42190610 1587 162750 SH DEFINED 1 0 162750 0 Healthcare Services Common 42190610 537 55000 SH DEFINED 1 0 55000 0 Healthsouth Corp Common 42192410 76 5100 SH SOLE 5100 0 0 Healthsouth Corp Common 42192410 11202 753100 SH DEFINED 1 0 753100 0 HealthCare Financial Common 42219W10 1199 35000 SH SOLE 35000 0 0 Heartland Express Common 42234710 209 12800 SH SOLE 12800 0 0 Heinz HJ Co Common 42307410 12331 246000 SH SOLE 246000 0 0 Heinz HJ Co Common 42307410 229728 4583100 SH SOLE 0 0 4583100 Heinz HJ Co Common 42307410 4481 89400 SH DEFINED 1 0 89400 0 Helix Technology Common 42331910 22769 951100 SH SOLE 951100 0 0 Helix Technology Common 42331910 7874 328900 SH SOLE 0 0 328900 Helix Technology Common 42331910 5410 226000 SH DEFINED 1 0 226000 0 Helix Technology Common 42331910 801 33500 SH DEFINED 1 0 33500 0 Helix Technology Common 42331910 3270 136600 SH DEFINED 1 0 0 136600 Heller Financial A Common 42332810 89363 3212974 SH SOLE 3212974 0 0 Heller Financial A Common 42332810 35509 1276660 SH SOLE 0 0 1276660 Heller Financial A Common 42332810 16843 605560 SH DEFINED 1 0 605560 0 Hello Direct Inc Common 42340210 2176 208400 SH SOLE 208400 0 0 Hello Direct Inc Common 42340210 522 50000 SH SOLE 0 0 50000 Hello Direct Inc Common 42340210 1467 140500 SH DEFINED 1 0 140500 0 Hello Direct Inc Common 42340210 627 60000 SH DEFINED 1 0 60000 0 Helmerich & Payne Common 42345210 6802 287900 SH SOLE 287900 0 0 Helmerich & Payne Common 42345210 3450 146000 SH DEFINED 1 0 146000 0 Hercules Inc Common 42705610 0 0 SH SOLE 0 0 0 Hercules Inc Common 42705610 110501 2810800 SH SOLE 0 0 2810800 Hershey Foods Corp Common 42786610 44349 746900 SH SOLE 746900 0 0 Hershey Foods Corp Common 42786610 14251 240000 SH SOLE 0 0 240000 Hershey Foods Corp Common 42786610 5041 84900 SH DEFINED 1 0 84900 0 Hertz Corp A Common 42804010 6719 108355 SH SOLE 108355 0 0 Hertz Corp A Common 42804010 190 3050 SH SOLE 0 0 3050 Hertz Corp A Common 42804010 7475 120570 SH DEFINED 1 0 120570 0 Hewlett-Packard Co Common 42823610 82950 825370 SH SOLE 825370 0 0 Hewlett-Packard Co Common 42823610 314748 3131821 SH SOLE 0 0 3131821 Hewlett-Packard Co Common 42823610 84621 842000 SH DEFINED 1 0 842000 0 Hewlett-Packard Co Common 42823610 804 8000 SH DEFINED 1 0 8000 0 Hexcel Corp Common 42829110 11830 1168400 SH SOLE 1168400 0 0 Hexcel Corp Common 42829110 3697 365200 SH SOLE 0 0 365200 Hexcel Corp Common 42829110 1177 116200 SH DEFINED 1 0 116200 0 High Country Bancorp Common 42965Q10 461 38400 SH SOLE 38400 0 0 High Country Bancorp Common 42965Q10 587 48900 SH SOLE 0 0 48900 Highland Bancorp Inc Common 42987910 2974 157600 SH SOLE 157600 0 0 Highland Bancorp Inc Common 42987910 2193 116200 SH SOLE 0 0 116200 Highland Bancorp Inc Common 42987910 170 9000 SH DEFINED 1 0 9000 0 Highwood Pptys REIT Common 43128410 1358 49500 SH SOLE 49500 0 0 Highwood Pptys REIT Common 43128410 6722 245000 SH SOLE 0 0 245000 Highwood Pptys REIT Common 43128410 3828 139500 SH DEFINED 1 0 139500 0 Hilton Hotels 432848AL 547 600000 PRN SOLE 600000 0 0 Hitachi Ltd ADR Common 43357850 198 2100 SH SOLE 2100 0 0 Hispanic Bdcstg Corp Common 43357B10 865 11400 SH SOLE 11400 0 0 Hoechst AG ADR Common 43439030 217 4700 SH SOLE 4700 0 0 Hoenig Group Inc Common 43439610 3177 319700 SH SOLE 319700 0 0 Hoenig Group Inc Common 43439610 753 75800 SH SOLE 0 0 75800 Hoenig Group Inc Common 43439610 711 71500 SH DEFINED 1 0 71500 0 Hollywood Park Inc Common 43625510 6486 381500 SH SOLE 381500 0 0 Hollywood Park Inc Common 43625510 1323 77800 SH DEFINED 1 0 77800 0 Holophane Common 43645B10 2371 62200 SH SOLE 62200 0 0 Holophane Common 43645B10 3115 81700 SH SOLE 0 0 81700 Holophane Common 43645B10 534 14000 SH DEFINED 1 0 14000 0 Holophane Common 43645B10 2436 63900 SH DEFINED 1 0 0 63900 Home Depot Inc Common 43707610 497358 7718363 SH SOLE 7718363 0 0 Home Depot Inc Common 43707610 151318 2348240 SH SOLE 0 0 2348240 Home Depot Inc Common 43707610 113895 1767480 SH DEFINED 1 0 1767480 0 Home Depot Inc Common 43707610 5606 87000 SH DEFINED 1 0 87000 0 Home Depot Inc 437076AE 1123 400000 PRN SOLE 400000 0 0 Home Loan Finl Corp Common 43718310 131 14000 SH SOLE 14000 0 0 Home Port Bancorp Common 43730410 326 13600 SH SOLE 13600 0 0 Home Port Bancorp Common 43730410 17 700 SH SOLE 0 0 700 Home Port Bancorp Common 43730410 645 27000 SH DEFINED 1 0 27000 0 Homebase Inc Common 43738E10 14917 2362900 SH SOLE 0 0 2362900 Honeywell Inc Common 43850610 498 4300 SH SOLE 4300 0 0 Horace Mann Educator Common 44032710 7164 263500 SH SOLE 0 0 263500 Horace Mann Educator Common 44032710 33 1200 SH DEFINED 1 0 1200 0 Horizon Finl Corp WA Common 44041F10 799 58400 SH SOLE 58400 0 0 Horizon Finl Corp WA Common 44041F10 575 42000 SH SOLE 0 0 42000 Horizon Finl Corp WA Common 44041F10 661 48300 SH DEFINED 1 0 48300 0 Horizon Finl Corp WA Common 44041F10 643 47000 SH DEFINED 1 0 47000 0 Horizon Offshore Inc Common 44043J10 4899 632000 SH SOLE 632000 0 0 Horizon Offshore Inc Common 44043J10 4314 556600 SH SOLE 0 0 556600 Horizon Offshore Inc Common 44043J10 2330 300700 SH DEFINED 1 0 300700 0 Horizon Offshore Inc Common 44043J10 853 110100 SH DEFINED 1 0 110100 0 Horizon Offshore Inc Common 44043J10 252 32500 SH DEFINED 1 0 0 32500 Hormel Foods Corp Common 44045210 19702 489500 SH SOLE 489500 0 0 Hormel Foods Corp Common 44045210 4683 116340 SH DEFINED 1 0 116340 0 Hormel Foods Corp Common 44045210 7377 183300 SH DEFINED 1 0 183300 0 Host Marriott REIT Common 44107P10 58 4891 SH SOLE 0 0 4891 Houghton Mifflin Co Common 44156010 52 1100 SH SOLE 1100 0 0 Houghton Mifflin Co Common 44156010 1600 34000 SH DEFINED 1 0 34000 0 Household Intl Common 44181510 119754 2527800 SH SOLE 2527800 0 0 Household Intl Common 44181510 16097 339800 SH SOLE 0 0 339800 Household Intl Common 44181510 15117 319100 SH DEFINED 1 0 319100 0 Howmet Intl Inc Common 44320810 3714 216100 SH SOLE 216100 0 0 Huaneng Pwr Intl ADR Common 44330410 2638 154000 SH SOLE 154000 0 0 Huaneng Pwr Intl ADR Common 44330410 1082 63140 SH DEFINED 1 0 63140 0 Hubbell Inc Cl B Common 44351020 24467 539200 SH SOLE 539200 0 0 Hubbell Inc Cl B Common 44351020 11 232 SH SOLE 0 0 232 Hubbell Inc Cl B Common 44351020 5906 130150 SH DEFINED 1 0 130150 0 Hubbell Inc Cl B Common 44351020 9511 209600 SH DEFINED 1 0 209600 0 Hudson River Bancorp Common 44412810 42 3800 SH SOLE 3800 0 0 Hudson River Bancorp Common 44412810 5821 523200 SH SOLE 0 0 523200 Hudson United Bancrp Common 44416510 1719 54800 SH SOLE 54800 0 0 Hudson United Bancrp Common 44416510 2422 77200 SH SOLE 0 0 77200 Hudson United Bancrp Common 44416510 4496 143300 SH DEFINED 1 0 143300 0 Hughes Supply Inc Common 44448210 457 15400 SH DEFINED 1 0 15400 0 Hugoton Royalty TrUt Common 44471710 12721 1248600 SH SOLE 1248600 0 0 Hugoton Royalty TrUt Common 44471710 509 50000 SH SOLE 0 0 50000 Humana Inc Common 44485910 7791 602300 SH SOLE 602300 0 0 Humana Inc Common 44485910 127375 9845000 SH SOLE 0 0 9845000 Humana Inc Common 44485910 44 3400 SH DEFINED 1 0 3400 0 Human Genome Science Common 44490310 14969 378970 SH SOLE 378970 0 0 Human Genome Science Common 44490310 67057 1697600 SH SOLE 0 0 1697600 Human Genome Science Common 44490310 22753 576000 SH DEFINED 1 0 576000 0 Hurco Co Inc Common 44732410 1127 225500 SH SOLE 225500 0 0 Hurco Co Inc Common 44732410 1557 311400 SH DEFINED 1 0 311400 0 Hurco Co Inc Common 44732410 550 110000 SH DEFINED 1 0 110000 0 IDT Corp Common 44894710 4267 191800 SH SOLE 191800 0 0 ICG Communications Common 44924610 6441 301300 SH SOLE 301300 0 0 ICG Communications Common 44924610 2270 106200 SH SOLE 0 0 106200 ICG Communications Common 44924610 2232 104400 SH DEFINED 1 0 104400 0 IDEC Pharmaceuticals Common 44937010 6058 78600 SH SOLE 78600 0 0 IDEC Pharmaceuticals Common 44937010 87505 1135500 SH SOLE 0 0 1135500 IDEC Pharmaceuticals Common 44937010 33792 438490 SH DEFINED 1 0 438490 0 IDX Systems Corp Common 44949110 4881 216300 SH SOLE 216300 0 0 IDX Systems Corp Common 44949110 32585 1444200 SH SOLE 0 0 1444200 IDX Systems Corp Common 44949110 56 2500 SH DEFINED 1 0 2500 0 IMC Global Inc Common 44966910 32258 1856600 SH SOLE 1856600 0 0 IMC Global Inc Common 44966910 115722 6660280 SH SOLE 0 0 6660280 IMC Global Inc Common 44966910 768 44200 SH DEFINED 1 0 44200 0 IMC Global Inc 44966911 363 644066 PRN SOLE 0 0 644066 Imco Recycling Inc Common 44968110 1336 78000 SH SOLE 78000 0 0 Imco Recycling Inc Common 44968110 3049 178000 SH SOLE 0 0 178000 Imco Recycling Inc Common 44968110 2584 150900 SH DEFINED 1 0 0 150900 IMS Health Inc Common 44993410 2358 75400 SH SOLE 75400 0 0 IMS Health Inc Common 44993410 44 1400 SH SOLE 0 0 1400 I-Stat Corp Common 45031210 4563 500000 SH SOLE 0 0 500000 ITI Technologies Inc Common 45056410 3349 148000 SH SOLE 148000 0 0 ITI Technologies Inc Common 45056410 769 34000 SH SOLE 0 0 34000 ITI Technologies Inc Common 45056410 1697 75000 SH DEFINED 1 0 75000 0 ITI Technologies Inc Common 45056410 453 20000 SH DEFINED 1 0 20000 0 ITI Technologies Inc Common 45056410 1584 70000 SH DEFINED 1 0 0 70000 ITLA Capital Corp Common 45056510 4625 293600 SH SOLE 293600 0 0 ITLA Capital Corp Common 45056510 5755 365400 SH SOLE 0 0 365400 ITLA Capital Corp Common 45056510 347 22000 SH DEFINED 1 0 22000 0 ITT Educational Svcs Common 45068B10 5259 201800 SH SOLE 201800 0 0 ITT Educational Svcs Common 45068B10 2531 97100 SH SOLE 0 0 97100 ITT Educational Svcs Common 45068B10 2517 96600 SH DEFINED 1 0 96600 0 IXC Communications Common 45071310 98 2500 SH SOLE 2500 0 0 Ibis Technology Corp Common 45090910 1340 40000 SH DEFINED 1 0 40000 0 Idexx Laboratories Common 45168D10 2210 94700 SH SOLE 94700 0 0 Idexx Laboratories Common 45168D10 28134 1206800 SH SOLE 0 0 1206800 Idexx Laboratories Common 45168D10 3161 135600 SH DEFINED 1 0 135600 0 ILEX Oncology Inc Common 45192310 239 23900 SH SOLE 23900 0 0 ILEX Oncology Inc Common 45192310 510 51000 SH SOLE 0 0 51000 ILEX Oncology Inc Common 45192310 2133 213300 SH DEFINED 1 0 213300 0 Illinois Tool Works Common 45230810 129587 1585100 SH SOLE 1585100 0 0 Illinois Tool Works Common 45230810 80935 990035 SH SOLE 0 0 990035 Illinois Tool Works Common 45230810 24410 298600 SH DEFINED 1 0 298600 0 Illinois Tool Works Common 45230810 2174 26600 SH DEFINED 1 0 26600 0 Image Entertainment Common 45243920 122 18800 SH SOLE 18800 0 0 Image Entertainment Common 45243920 885 136100 SH DEFINED 1 0 136100 0 Image Entertainment Common 45243920 336 51700 SH DEFINED 1 0 51700 0 Immucor Inc Common 45252610 3614 265200 SH SOLE 265200 0 0 Immucor Inc Common 45252610 600 44000 SH SOLE 0 0 44000 Immucor Inc Common 45252610 2239 164300 SH DEFINED 1 0 164300 0 Immucor Inc Common 45252610 232 17000 SH DEFINED 1 0 17000 0 Immunex Corp Common 45252810 68905 540720 SH SOLE 540720 0 0 Immunex Corp Common 45252810 497880 3906850 SH SOLE 0 0 3906850 Immunex Corp Common 45252810 141033 1106680 SH DEFINED 1 0 1106680 0 Impac Coml HldgsREIT Common 45254R10 253 40100 SH SOLE 40100 0 0 IMPATH Inc Common 45255G10 864 32000 SH SOLE 32000 0 0 IMPATH Inc Common 45255G10 1278 47300 SH DEFINED 1 0 47300 0 IMPATH Inc Common 45255G10 2160 80000 SH DEFINED 1 0 0 80000 Imperial Chem ADR Common 45270450 126 3190 SH SOLE 3190 0 0 Imperial Chem ADR Common 45270450 102316 2574000 SH SOLE 0 0 2574000 Imperial Cr Inds Inc Common 45272910 11004 1551234 SH SOLE 1551234 0 0 Imperial Cr Inds Inc Common 45272910 5526 778780 SH SOLE 0 0 778780 Imperial Cr Inds Inc Common 45272910 142 20000 SH DEFINED 1 0 20000 0 Imperial Cr Inds Inc Common 45272910 709 100000 SH DEFINED 1 0 0 100000 IMRglobal Corp Common 45321W10 5481 284700 SH SOLE 284700 0 0 IMRglobal Corp Common 45321W10 989 51400 SH SOLE 0 0 51400 IMRglobal Corp Common 45321W10 3776 196100 SH DEFINED 1 0 196100 0 Inco Ltd 453258AK 182 200000 PRN SOLE 200000 0 0 Independent Bkshs Common 45384120 103 9375 SH SOLE 0 0 9375 Infosys Tech Ltd ADR Common 45678810 1832 31600 SH DEFINED 1 0 31600 0 Infoseek Corp Common 45678M10 3835 80000 SH SOLE 80000 0 0 Infoseek Corp Common 45678M10 2397 50000 SH SOLE 0 0 50000 Infoseek Corp Common 45678M10 2023 42200 SH DEFINED 1 0 42200 0 ING Groep NV ADR Common 45683710 428 7750 SH SOLE 7750 0 0 Ingersoll-Rand Co Common 45686610 7554 116880 SH SOLE 116880 0 0 Ingersoll-Rand Co Common 45686610 10666 165040 SH SOLE 0 0 165040 Ingersoll-Rand Co Common 45686610 19639 303880 SH DEFINED 1 0 303880 0 Ingersoll-Rand Co Common 45686610 4976 77000 SH DEFINED 1 0 0 77000 Inktomi Corp Common 45727710 6418 48800 SH DEFINED 1 0 48800 0 Innovex Inc Common 45764710 244 17400 SH SOLE 17400 0 0 Innovex Inc Common 45764710 368 26300 SH DEFINED 1 0 26300 0 Input Output Inc Common 45765210 3781 500000 SH SOLE 500000 0 0 Input Output Inc Common 45765210 1094 144600 SH DEFINED 1 0 144600 0 Innes Street Fin Crp Common 45768F10 1560 120000 SH SOLE 0 0 120000 InstrumentatnLab ADR Common 45781010 1714 1687190 SH SOLE 1687190 0 0 InstrumentatnLab ADR Common 45781010 12 11465 SH DEFINED 1 0 11465 0 Insurance Mgmt Soltn Common 45804510 2253 264900 SH SOLE 264900 0 0 Insurance Mgmt Soltn Common 45804510 2628 309100 SH SOLE 0 0 309100 Insurance Mgmt Soltn Common 45804510 1581 186000 SH DEFINED 1 0 0 186000 Integra Inc Common 45811M10 871 664000 SH DEFINED 1 0 664000 0 Intel Corp Common 45814010 494370 8308620 SH SOLE 8308620 0 0 Intel Corp Common 45814010 186909 3141306 SH SOLE 0 0 3141306 Intel Corp Common 45814010 134686 2263600 SH DEFINED 1 0 2263600 0 Intel Corp Common 45814010 5106 85800 SH DEFINED 1 0 85800 0 Integrated Sensor Common 45814M10 359 45000 SH SOLE 45000 0 0 Integrated Sensor Common 45814M10 797 100000 SH SOLE 0 0 100000 Integrated Sensor Common 45814M10 1992 250000 SH DEFINED 1 0 250000 0 Intercardia Inc Common 45844M10 1662 324400 SH SOLE 324400 0 0 Intercardia Inc Common 45844M10 69 13400 SH SOLE 0 0 13400 Intercardia Inc Common 45844M10 302 59100 SH DEFINED 1 0 59100 0 Intercontl Life Corp Common 45859310 1571 167600 SH SOLE 167600 0 0 Intercontl Life Corp Common 45859310 341 36400 SH SOLE 0 0 36400 Intercontl Life Corp Common 45859310 150 16000 SH DEFINED 1 0 16000 0 Interim Services Inc Common 45868P10 93 4500 SH SOLE 4500 0 0 Interim Services Inc Common 45868P10 4138 200600 SH DEFINED 1 0 200600 0 Intermedia Communctn Common 45880110 87456 2915199 SH SOLE 2915199 0 0 Intermedia Communctn Common 45880110 23406 780200 SH SOLE 0 0 780200 Intermedia Communctn Common 45880110 4250 141650 SH DEFINED 1 0 141650 0 Intermet Corp Common 45881K10 4024 266000 SH SOLE 266000 0 0 Intermet Corp Common 45881K10 3358 222000 SH SOLE 0 0 222000 Intermet Corp Common 45881K10 1588 105000 SH DEFINED 1 0 105000 0 Intermet Corp Common 45881K10 643 42500 SH DEFINED 1 0 42500 0 Intermet Corp Common 45881K10 2647 175000 SH DEFINED 1 0 0 175000 IBM Corp Common 45920010 589894 4564000 SH SOLE 4564000 0 0 IBM Corp Common 45920010 670261 5185773 SH SOLE 0 0 5185773 IBM Corp Common 45920010 182292 1410390 SH DEFINED 1 0 1410390 0 IBM Corp Common 45920010 21043 162800 SH DEFINED 1 0 162800 0 IBM Corp Common 45920010 34691 268400 SH DEFINED 1 0 0 268400 Intl Fibercom Inc Common 45950T10 909 100000 SH SOLE 100000 0 0 Intl Fibercom Inc Common 45950T10 2637 290000 SH SOLE 0 0 290000 Intl Fibercom Inc Common 45950T10 637 70000 SH DEFINED 1 0 70000 0 Intl Integration Inc Common 45969810 617 27400 SH SOLE 27400 0 0 Intl Game Technology Common 45990210 29600 1600000 SH SOLE 1600000 0 0 International Paper Common 46014610 9269 184500 SH SOLE 184500 0 0 International Paper Common 46014610 120309 2394200 SH SOLE 0 0 2394200 Interphase Corp Common 46059310 460 20000 SH SOLE 20000 0 0 Interphase Corp Common 46059310 920 40000 SH SOLE 0 0 40000 Interphase Corp Common 46059310 2139 93000 SH DEFINED 1 0 93000 0 Interphase Corp Common 46059310 690 30000 SH DEFINED 1 0 30000 0 Interpublic Group Common 46069010 273 3150 SH SOLE 3150 0 0 InTEST Common 46114710 1786 255100 SH SOLE 255100 0 0 InTEST Common 46114710 441 63000 SH SOLE 0 0 63000 InTEST Common 46114710 2300 328600 SH DEFINED 1 0 328600 0 Intimate Brands A Common 46115610 108336 2286795 SH SOLE 2286795 0 0 Intimate Brands A Common 46115610 1348 28455 SH SOLE 0 0 28455 Intimate Brands A Common 46115610 13395 282760 SH DEFINED 1 0 282760 0 Intimate Brands A Common 46115610 14147 298620 SH DEFINED 1 0 0 298620 Investment Tech Grp Common 46145F10 14456 450000 SH SOLE 0 0 450000 Invitrogen Corp Common 46185R10 318 12900 SH SOLE 12900 0 0 Invitrogen Corp Common 46185R10 671 27200 SH SOLE 0 0 27200 Invitrogen Corp Common 46185R10 2837 114900 SH DEFINED 1 0 114900 0 Ionics Inc Common 46221810 61712 1690669 SH SOLE 1690669 0 0 Ionics Inc Common 46221810 16403 449411 SH SOLE 0 0 449411 Ionics Inc Common 46221810 4695 128600 SH DEFINED 1 0 128600 0 Bank of Ireland ADR Common 46267Q10 194 2800 SH SOLE 2800 0 0 Iridex Corporation Common 46268410 1074 220000 SH SOLE 220000 0 0 Iridex Corporation Common 46268410 1817 372800 SH DEFINED 1 0 372800 0 Iridex Corporation Common 46268410 151 31000 SH DEFINED 1 0 31000 0 Iron Mountain Inc Common 46284P10 49767 1738650 SH SOLE 1738650 0 0 Iron Mountain Inc Common 46284P10 27356 955650 SH SOLE 0 0 955650 Iron Mountain Inc Common 46284P10 9710 339200 SH DEFINED 1 0 339200 0 Iron Mountain Inc Common 46284P10 601 21000 SH DEFINED 1 0 21000 0 Iron Mountain Inc Common 46284P10 2290 80000 SH DEFINED 1 0 0 80000 Itron Inc Common 46574110 1413 165000 SH SOLE 165000 0 0 Itron Inc Common 46574110 2056 240000 SH SOLE 0 0 240000 Itron Inc Common 46574110 171 20000 SH DEFINED 1 0 20000 0 Ivex Packaging Corp Common 46585510 27946 1270300 SH SOLE 1270300 0 0 J&J Snack Foods Corp Common 46603210 497 20700 SH DEFINED 1 0 20700 0 JDA Software Group Common 46612K10 559 60000 SH SOLE 0 0 60000 JDA Software Group Common 46612K10 1862 200000 SH DEFINED 1 0 200000 0 JDA Software Group Common 46612K10 419 45000 SH DEFINED 1 0 45000 0 JDA Software Group Common 46612K10 2328 250000 SH DEFINED 1 0 0 250000 J Jill Group Inc Common 46618910 2055 140500 SH SOLE 140500 0 0 JLG Industries Inc Common 46621010 442 21700 SH DEFINED 1 0 21700 0 Jabil Circuit Inc Common 46631310 31588 700000 SH SOLE 700000 0 0 Jacksonville Bcp Inc Common 46924810 297 18700 SH SOLE 0 0 18700 Jacobs Engineering Common 46981410 10745 282800 SH SOLE 282800 0 0 Jacobs Engineering Common 46981410 9351 246100 SH SOLE 0 0 246100 Jacobs Engineering Common 46981410 18270 480800 SH DEFINED 1 0 480800 0 Japan OTC Equity Fd Common 47109110 401 37500 SH SOLE 37500 0 0 Jean Philippe Fragr Common 47215430 3046 375000 SH SOLE 375000 0 0 Jean Philippe Fragr Common 47215430 618 76000 SH SOLE 0 0 76000 Jean Philippe Fragr Common 47215430 402 49500 SH DEFINED 1 0 49500 0 Jeffbanks Inc Common 47231710 2614 91923 SH SOLE 0 0 91923 Jefferies Group Inc Common 47231910 9086 313300 SH SOLE 313300 0 0 Jefferies Group Inc Common 47231910 14840 511700 SH SOLE 0 0 511700 Jefferies Group Inc Common 47231910 6311 217600 SH DEFINED 1 0 217600 0 Jefferies Group Inc Common 47231910 2610 90000 SH DEFINED 1 0 0 90000 Jefferson Pilot Common 47507010 9537 144100 SH SOLE 144100 0 0 Jefferson Pilot Common 47507010 98240 1484250 SH SOLE 0 0 1484250 Jefferson Pilot Common 47507010 2538 38352 SH DEFINED 1 0 38352 0 Jefferson Pilot Common 47507010 3727 56300 SH DEFINED 1 0 56300 0 Jefferson Smurfit Gp Common 47508W10 4453 189000 SH SOLE 189000 0 0 Jefferson Smurfit Gp Common 47508W10 87858 3728641 SH SOLE 0 0 3728641 Jevic Transportation Common 47719P10 4995 360000 SH SOLE 360000 0 0 Johns Manville Corp Common 47812910 44 3200 SH DEFINED 1 0 3200 0 Johnson & Johnson Common 47816010 391567 3995595 SH SOLE 3995595 0 0 Johnson & Johnson Common 47816010 827371 8442542 SH SOLE 0 0 8442542 Johnson & Johnson Common 47816010 67410 687860 SH DEFINED 1 0 687860 0 Johnson & Johnson Common 47816010 3254 33200 SH DEFINED 1 0 33200 0 Jones Apparel Group Common 48007410 45688 1331500 SH SOLE 0 0 1331500 Jones Apparel Group Common 48007410 38 1100 SH DEFINED 1 0 1100 0 Journal Register Co Common 48113810 934 41500 SH SOLE 41500 0 0 Judge Group Inc Common 48127110 205 130600 SH SOLE 130600 0 0 Judge Group Inc Common 48127110 53 33700 SH SOLE 0 0 33700 Judge Group Inc Common 48127110 43 27400 SH DEFINED 1 0 27400 0 Judge Group Inc Common 48127110 38 24000 SH DEFINED 1 0 24000 0 Juno Lighting Common 48204710 528 21100 SH DEFINED 1 0 21100 0 KCS Energy Inc Common 48243420 564 901500 SH SOLE 901500 0 0 KLA-Tencor Corp Common 48248010 1466 22600 SH SOLE 22600 0 0 KLM Royal Dutch Common 48251610 150354 5263952 SH SOLE 0 0 5263952 Kaiser Alum & Chem Common 48300710 52623 5929334 SH SOLE 0 0 5929334 Kaufman & Broad Home Common 48616810 41914 1685000 SH SOLE 0 0 1685000 Kaydon Corp Common 48658710 1278 38000 SH SOLE 38000 0 0 Kaydon Corp Common 48658710 1943 57800 SH SOLE 0 0 57800 Kaydon Corp Common 48658710 1950 58000 SH DEFINED 1 0 58000 0 Keebler Foods Co Common 48725610 2739 89800 SH SOLE 89800 0 0 Kennametal Inc Common 48917010 1998 64400 SH SOLE 64400 0 0 Kennametal Inc Common 48917010 2883 93000 SH SOLE 0 0 93000 Kennametal Inc Common 48917010 2877 92800 SH DEFINED 1 0 92800 0 Kentek Info Systems Common 49080710 1019 131100 SH SOLE 131100 0 0 Kentek Info Systems Common 49080710 388 50000 SH DEFINED 1 0 50000 0 Kentek Info Systems Common 49080710 1243 160000 SH DEFINED 1 0 0 160000 Kerr-McGee Corp Common 49238610 51597 1028100 SH SOLE 1028100 0 0 Kerr-McGee Corp Common 49238610 79783 1589655 SH SOLE 0 0 1589655 Kerr-McGee Corp Common 49238610 17566 350000 SH DEFINED 1 0 350000 0 Kevco Inc Common 49271610 1539 188000 SH SOLE 188000 0 0 Kevco Inc Common 49271610 1801 220000 SH SOLE 0 0 220000 Kevco Inc Common 49271610 532 65000 SH DEFINED 1 0 65000 0 Key Energy Svcs Inc Common 49291410 7292 2046700 SH SOLE 2046700 0 0 Key Energy Svcs Inc Common 49291410 2890 811300 SH DEFINED 1 0 811300 0 Key Production Co Common 49313810 368 40000 SH SOLE 40000 0 0 Key Production Co Common 49313810 2067 225000 SH SOLE 0 0 225000 Key Production Co Common 49313810 1734 188800 SH DEFINED 1 0 188800 0 Key Tronic Common 49314410 2104 374000 SH SOLE 374000 0 0 Key Tronic Common 49314410 450 80000 SH SOLE 0 0 80000 Key Tronic Common 49314410 1125 200000 SH DEFINED 1 0 200000 0 KeyCorp Common 49326710 0 0 SH SOLE 0 0 0 KeyCorp Common 49326710 12850 400000 SH SOLE 0 0 400000 Keystone Auto Inds Common 49338N10 3652 210200 SH SOLE 210200 0 0 Keystone Auto Inds Common 49338N10 3041 175000 SH SOLE 0 0 175000 Keystone Auto Inds Common 49338N10 1564 90000 SH DEFINED 1 0 90000 0 Keystone Auto Inds Common 49338N10 681 39200 SH DEFINED 1 0 39200 0 Keystone Auto Inds Common 49338N10 2327 133900 SH DEFINED 1 0 0 133900 Kilroy Realty REIT Common 49427F10 2778 114000 SH SOLE 114000 0 0 Kilroy Realty REIT Common 49427F10 4107 168500 SH SOLE 0 0 168500 Kilroy Realty REIT Common 49427F10 1487 61000 SH DEFINED 1 0 61000 0 Kimberly-Clark Corp Common 49436810 219759 3855387 SH SOLE 3855387 0 0 Kimberly-Clark Corp Common 49436810 488532 8570688 SH SOLE 0 0 8570688 Kimberly-Clark Corp Common 49436810 78276 1373270 SH DEFINED 1 0 1373270 0 Kimberly-Clark Corp Common 49436810 707 12400 SH DEFINED 1 0 12400 0 Kimberly-Clark Corp Common 49436810 4685 82200 SH DEFINED 1 0 0 82200 Kimco Realty REIT Common 49446R10 21847 549600 SH SOLE 549600 0 0 Kimco Realty REIT Common 49446R10 13638 343100 SH SOLE 0 0 343100 Kimco Realty REIT Common 49446R10 4766 119900 SH DEFINED 1 0 119900 0 Kimco Realty REIT Common 49446R10 1995 50200 SH DEFINED 1 0 0 50200 Klamath First Bcp Common 49842P10 2520 168000 SH SOLE 168000 0 0 Klamath First Bcp Common 49842P10 776 51700 SH SOLE 0 0 51700 Klamath First Bcp Common 49842P10 1470 98000 SH DEFINED 1 0 98000 0 Klamath First Bcp Common 49842P10 420 28000 SH DEFINED 1 0 28000 0 Klamath First Bcp Common 49842P10 1875 125000 SH DEFINED 1 0 0 125000 Knight Ridder Common 49904010 887 16100 SH SOLE 16100 0 0 Knight Ridder Common 49904010 19256 349700 SH DEFINED 1 0 349700 0 Knight Transn Inc Common 49906410 295 13800 SH SOLE 13800 0 0 Kofax Image Products Common 50020010 2437 249850 SH SOLE 249850 0 0 Kofax Image Products Common 50020010 488 50000 SH SOLE 0 0 50000 Kofax Image Products Common 50020010 1107 113500 SH DEFINED 1 0 113500 0 Kofax Image Products Common 50020010 780 80000 SH DEFINED 1 0 80000 0 Kohl's Corp Common 50025510 138 1800 SH SOLE 1800 0 0 Ahold NV Spl ADR Common 50046730 291 8410 SH SOLE 8410 0 0 Kon Philips Elec ADR Common 50047220 202166 2004127 SH SOLE 2004127 0 0 Kon Philips Elec ADR Common 50047220 31563 312884 SH SOLE 0 0 312884 Kon Philips Elec ADR Common 50047220 39457 391144 SH DEFINED 1 0 391144 0 Kon Philips Elec ADR Common 50047220 2134 21160 SH DEFINED 1 0 21160 0 Korea Elec Pwr ADR Common 50063110 2870 140000 SH SOLE 140000 0 0 Korea Elec Pwr ADR Common 50063110 6310 307810 SH DEFINED 1 0 307810 0 Korea Telecom ADR Common 50063P10 3830 95755 SH SOLE 95755 0 0 Korea Telecom ADR Common 50063P10 952 23800 SH SOLE 0 0 23800 Korea Telecom ADR Common 50063P10 1436 35900 SH DEFINED 1 0 35900 0 Korn/Ferry Intl Common 50064320 3941 231800 SH SOLE 231800 0 0 Kronos Inc Common 50105210 1372 30150 SH SOLE 30150 0 0 Kronos Inc Common 50105210 3825 84075 SH SOLE 0 0 84075 Kronos Inc Common 50105210 2389 52500 SH DEFINED 1 0 52500 0 Kronos Inc Common 50105210 683 15000 SH DEFINED 1 0 15000 0 Kronos Inc Common 50105210 3640 80000 SH DEFINED 1 0 0 80000 Kulicke & Soffa Inds Common 50124210 7336 273600 SH SOLE 273600 0 0 LAI Worldwide Inc Common 50171810 1046 156500 SH SOLE 156500 0 0 LAI Worldwide Inc Common 50171810 1951 291700 SH SOLE 0 0 291700 LAI Worldwide Inc Common 50171810 1053 157400 SH DEFINED 1 0 157400 0 LCC International A Common 50181010 1496 332400 SH SOLE 332400 0 0 LCC International A Common 50181010 311 69000 SH SOLE 0 0 69000 LCC International A Common 50181010 1252 278300 SH DEFINED 1 0 278300 0 LCC International A Common 50181010 334 74300 SH DEFINED 1 0 74300 0 LCC International A Common 50181010 1571 349000 SH DEFINED 1 0 0 349000 LTV Corp Common 50192110 32 4800 SH DEFINED 1 0 4800 0 LNR Property Corp Common 50194010 37826 1769650 SH SOLE 1769650 0 0 LNR Property Corp Common 50194010 20754 970900 SH SOLE 0 0 970900 LNR Property Corp Common 50194010 3541 165650 SH DEFINED 1 0 165650 0 Linc Capital Inc Common 50194210 2430 273900 SH SOLE 273900 0 0 Linc Capital Inc Common 50194210 311 35000 SH SOLE 0 0 35000 Linc Capital Inc Common 50194210 1670 188200 SH DEFINED 1 0 188200 0 Linc Capital Inc Common 50194210 143 16100 SH DEFINED 1 0 16100 0 LSI Industries Inc Common 50216C10 1344 55700 SH SOLE 55700 0 0 LSI Industries Inc Common 50216C10 3137 130000 SH SOLE 0 0 130000 LSI Industries Inc Common 50216C10 965 40000 SH DEFINED 1 0 40000 0 LSI Industries Inc Common 50216C10 2413 100000 SH DEFINED 1 0 0 100000 LTC Properties REIT Common 50217510 489 37600 SH SOLE 37600 0 0 LTC Properties REIT Common 50217510 1048 80600 SH SOLE 0 0 80600 LTC Properties REIT Common 50217510 664 51100 SH DEFINED 1 0 51100 0 La Jolla Pharmaceut Common 50345910 406 500000 SH DEFINED 1 0 500000 0 La-Z-Boy Inc Common 50533610 983 42700 SH SOLE 42700 0 0 La-Z-Boy Inc Common 50533610 706 30700 SH SOLE 0 0 30700 La-Z-Boy Inc Common 50533610 941 40900 SH DEFINED 1 0 40900 0 Laboratorio Chil ADR Common 50540H10 14 800 SH DEFINED 1 0 800 0 Laboratory Crp of Am Common 50540R10 2155 749300 SH SOLE 749300 0 0 Laboratory Crp of Am Common 50540R10 10914 3796216 SH SOLE 0 0 3796216 Laboratory Crp of Am Common 50540R10 46 16000 SH DEFINED 1 0 16000 0 Lab Corp of Amer A Cv Pfd 50540R20 3717 63395 PRN SOLE 63395 0 0 Lab Corp of Amer A Cv Pfd 50540R20 21030 358721 PRN SOLE 0 0 358721 Lab Corp of Amer A Cv Pfd 50540R20 45 765 PRN DEFINED 1 0 765 0 Ladish Co Inc Common 50575420 461 59500 SH SOLE 59500 0 0 Ladish Co Inc Common 50575420 824 106400 SH SOLE 0 0 106400 Ladish Co Inc Common 50575420 691 89200 SH DEFINED 1 0 89200 0 Ladish Co Inc Common 50575420 85 11000 SH DEFINED 1 0 11000 0 Ladish Co Inc Common 50575420 749 96700 SH DEFINED 1 0 0 96700 Lafarge Corp Common 50586210 52640 1485400 SH SOLE 0 0 1485400 Lafarge Corp Common 50586210 1130 31900 SH DEFINED 1 0 31900 0 LAM Research Corp Common 51280710 9338 200000 SH DEFINED 1 0 200000 0 Lamar Advertising A Common 51281510 5192 126800 SH SOLE 126800 0 0 Lamar Advertising A Common 51281510 1057 25800 SH SOLE 0 0 25800 Lamar Advertising A Common 51281510 866 21150 SH DEFINED 1 0 21150 0 Lance Inc Common 51460610 1022 65300 SH SOLE 65300 0 0 Lance Inc Common 51460610 1345 86000 SH SOLE 0 0 86000 Lance Inc Common 51460610 1460 93500 SH DEFINED 1 0 93500 0 Landair Corp Common 51475710 1507 376800 SH SOLE 376800 0 0 Landair Corp Common 51475710 600 150000 SH SOLE 0 0 150000 Landair Corp Common 51475710 320 80000 SH DEFINED 1 0 80000 0 Larscom Inc A Common 51729Y10 1145 501900 SH SOLE 501900 0 0 Laser Mtge Mgmt REIT Common 51806D10 3438 1000000 SH SOLE 1000000 0 0 Laser Mtge Mgmt REIT Common 51806D10 1571 457100 SH SOLE 0 0 457100 Lason Inc Common 51808R10 14691 296000 SH SOLE 296000 0 0 Lason Inc Common 51808R10 601 12100 SH SOLE 0 0 12100 Lason Inc Common 51808R10 967 19500 SH DEFINED 1 0 19500 0 Lattice Semicondctr Common 51841510 3076 49400 SH SOLE 49400 0 0 Lattice Semicondctr Common 51841510 4214 67700 SH SOLE 0 0 67700 Lattice Semicondctr Common 51841510 7919 127200 SH DEFINED 1 0 127200 0 Layne Christensen Co Common 52105010 273 42900 SH SOLE 42900 0 0 Layne Christensen Co Common 52105010 1439 225800 SH SOLE 0 0 225800 Layne Christensen Co Common 52105010 1694 265800 SH DEFINED 1 0 0 265800 Learning Tree Intl Common 52201510 3052 279000 SH SOLE 279000 0 0 Learning Tree Intl Common 52201510 3445 315000 SH SOLE 0 0 315000 Learning Tree Intl Common 52201510 602 55000 SH DEFINED 1 0 55000 0 Learning Tree Intl Common 52201510 2735 250000 SH DEFINED 1 0 0 250000 Leasing Solutions Common 52211310 280 373400 SH SOLE 373400 0 0 Legato Systems Inc Common 52465110 12416 215000 SH SOLE 215000 0 0 Legato Systems Inc Common 52465110 5434 94100 SH SOLE 0 0 94100 Leggett & Platt Common 52466010 1391 50000 SH SOLE 50000 0 0 Leggett & Platt Common 52466010 8116 291800 SH DEFINED 1 0 291800 0 Legg Mason Inc Common 52490110 83384 2165868 SH SOLE 2165868 0 0 Legg Mason Inc Common 52490110 7833 203466 SH SOLE 0 0 203466 Legg Mason Inc Common 52490110 6943 180340 SH DEFINED 1 0 180340 0 Legg Mason Inc Common 52490110 9671 251200 SH DEFINED 1 0 0 251200 Lennar Corp Common 52605710 736 30700 SH SOLE 30700 0 0 Lennar Corp Common 52605710 843 35100 SH SOLE 0 0 35100 Lennar Corp Common 52605710 798 33250 SH DEFINED 1 0 33250 0 LESCO Inc Common 52687210 4562 238500 SH SOLE 238500 0 0 LESCO Inc Common 52687210 4382 229100 SH SOLE 0 0 229100 LESCO Inc Common 52687210 1912 100000 SH DEFINED 1 0 100000 0 LESCO Inc Common 52687210 425 22200 SH DEFINED 1 0 22200 0 LESCO Inc Common 52687210 908 47500 SH DEFINED 1 0 0 47500 LeukoSite Inc Common 52728R10 322 26800 SH SOLE 26800 0 0 LeukoSite Inc Common 52728R10 672 56000 SH SOLE 0 0 56000 LeukoSite Inc Common 52728R10 2438 203200 SH DEFINED 1 0 203200 0 Lexmark Hldg Inc A Common 52977110 2286 34900 SH SOLE 34900 0 0 Libbey Inc Common 52989810 52 1800 SH SOLE 1800 0 0 Libbey Inc Common 52989810 806 27800 SH DEFINED 1 0 27800 0 Liberty Ppty Tr REIT Common 53117210 18624 748700 SH SOLE 748700 0 0 Liberty Ppty Tr REIT Common 53117210 115296 4635000 SH SOLE 0 0 4635000 Liberty Ppty Tr REIT Common 53117210 3826 153800 SH DEFINED 1 0 153800 0 Liberty Ppty Tr REIT Common 53117210 2719 109300 SH DEFINED 1 0 0 109300 Lifetime Hoan Corp Common 53192610 867 95000 SH SOLE 95000 0 0 Lifetime Hoan Corp Common 53192610 548 60000 SH SOLE 0 0 60000 Lifetime Hoan Corp Common 53192610 1096 120000 SH DEFINED 1 0 120000 0 Lifetime Hoan Corp Common 53192610 365 40000 SH DEFINED 1 0 40000 0 Lifecell Corp Common 53192710 198 48000 SH SOLE 48000 0 0 Lifecell Corp Common 53192710 414 100400 SH SOLE 0 0 100400 Lifecell Corp Common 53192710 1654 401000 SH DEFINED 1 0 401000 0 Lifepoint Hospitals Common 53219L10 15901 1183147 SH SOLE 1183147 0 0 Lifepoint Hospitals Common 53219L10 37081 2759376 SH SOLE 0 0 2759376 Lifepoint Hospitals Common 53219L10 1831 136335 SH DEFINED 1 0 136335 0 Lifepoint Hospitals Common 53219L10 16 1189 SH DEFINED 1 0 1189 0 Lifepoint Hospitals Common 53219L10 170 12652 SH DEFINED 1 0 0 12652 Ligand Pharm Inc 53220K11 163 31900 PRN SOLE 31900 0 0 Ligand Pharm Inc 53220K11 352 68674 PRN SOLE 0 0 68674 Ligand Pharm Inc 53220K11 1455 283762 PRN DEFINED 1 0 283762 0 Ligand Pharm Cl B Common 53220K20 534 48000 SH SOLE 48000 0 0 Ligand Pharm Cl B Common 53220K20 430 38601 SH SOLE 0 0 38601 Ligand Pharm Cl B Common 53220K20 4980 447590 SH DEFINED 1 0 447590 0 Lilly Eli Common 53245710 5730 80000 SH SOLE 80000 0 0 Lilly Eli Common 53245710 54484 760680 SH SOLE 0 0 760680 Lilly Eli Common 53245710 9261 129300 SH DEFINED 1 0 129300 0 Limited Inc Common 53271610 95288 2100000 SH SOLE 2100000 0 0 Lincare Holdings Inc Common 53279110 240 9600 SH SOLE 9600 0 0 Lincoln Bancorp Common 53287910 3086 249400 SH SOLE 249400 0 0 Lincoln Bancorp Common 53287910 2673 216000 SH SOLE 0 0 216000 Lincoln National Common 53418710 5488 104900 SH SOLE 104900 0 0 Lincoln National Common 53418710 18770 358800 SH DEFINED 1 0 358800 0 Linear Tech Corp Common 53567810 2703 40200 SH SOLE 40200 0 0 Linear Tech Corp Common 53567810 5835 86750 SH SOLE 0 0 86750 Linear Tech Corp Common 53567810 18702 278100 SH DEFINED 1 0 278100 0 Liposome Company Common 53631010 6 320 SH SOLE 0 0 320 Litchfield Fin Corp Common 53661910 2106 124350 SH SOLE 124350 0 0 Litchfield Fin Corp Common 53661910 817 48250 SH SOLE 0 0 48250 Litchfield Fin Corp Common 53661910 1542 91000 SH DEFINED 1 0 91000 0 Litchfield Fin Corp Common 53661910 1653 97600 SH DEFINED 1 0 0 97600 Lithia Motors Inc A Common 53679710 2106 102700 SH SOLE 102700 0 0 Lithia Motors Inc A Common 53679710 3130 152700 SH SOLE 0 0 152700 Lithia Motors Inc A Common 53679710 574 28000 SH DEFINED 1 0 28000 0 Littelfuse Inc Common 53700810 23861 1239200 SH SOLE 1239200 0 0 Littelfuse Inc Common 53700810 11892 617700 SH SOLE 0 0 617700 Littelfuse Inc Common 53700810 3254 169000 SH DEFINED 1 0 169000 0 LoJack Corporation Common 53945110 1725 206000 SH SOLE 206000 0 0 LoJack Corporation Common 53945110 2094 250000 SH SOLE 0 0 250000 LoJack Corporation Common 53945110 503 60000 SH DEFINED 1 0 60000 0 Lodgenet Entmt Corp Common 54021110 9757 700000 SH SOLE 0 0 700000 Loews Cineplex Ent Common 54042310 6525 600000 SH SOLE 0 0 600000 Logansport Finl Corp Common 54120910 802 70900 SH SOLE 70900 0 0 Lone Star Industries Common 54229040 274 7300 SH SOLE 7300 0 0 Lone Star Industries Common 54229040 586 15600 SH DEFINED 1 0 15600 0 Lone Star Stkhse Sal Common 54230710 5543 570300 SH SOLE 570300 0 0 Lone Star Stkhse Sal Common 54230710 1018 104700 SH SOLE 0 0 104700 Lone Star Stkhse Sal Common 54230710 1051 108200 SH DEFINED 1 0 108200 0 Louis Dreyfus Nat Common 54601110 4529 210000 SH SOLE 210000 0 0 Louis Dreyfus Nat Common 54601110 1947 90300 SH SOLE 0 0 90300 Louis Dreyfus Nat Common 54601110 3059 141860 SH DEFINED 1 0 141860 0 Lowe's Companies Common 54866110 136 2400 SH SOLE 2400 0 0 Lubrizol Corp Common 54927110 82 3000 SH SOLE 3000 0 0 Lubrizol Corp Common 54927110 55781 2047000 SH SOLE 0 0 2047000 Lubrizol Corp Common 54927110 815 29900 SH DEFINED 1 0 29900 0 Lucent Tech Inc Common 54946310 552908 8198769 SH SOLE 8198769 0 0 Lucent Tech Inc Common 54946310 259914 3854139 SH SOLE 0 0 3854139 Lucent Tech Inc Common 54946310 137800 2043385 SH DEFINED 1 0 2043385 0 Lucent Tech Inc Common 54946310 3864 57300 SH DEFINED 1 0 57300 0 Lunar Corp Common 55036210 1859 236000 SH SOLE 236000 0 0 Lunar Corp Common 55036210 391 49700 SH SOLE 0 0 49700 Lunar Corp Common 55036210 1773 225200 SH DEFINED 1 0 225200 0 Lunar Corp Common 55036210 528 67100 SH DEFINED 1 0 67100 0 Lyondell Chemical Co Common 55207810 101308 4911903 SH SOLE 0 0 4911903 Lyondell Chemical Co Common 55207810 33 1600 SH DEFINED 1 0 1600 0 M & T Bank Corp Common 55261F10 55 100 SH SOLE 100 0 0 M & T Bank Corp Common 55261F10 3135 5700 SH DEFINED 1 0 5700 0 MBIA Inc Common 55262C10 71588 1105600 SH SOLE 1105600 0 0 MBIA Inc Common 55262C10 177804 2746000 SH SOLE 0 0 2746000 MBIA Inc Common 55262C10 7000 108100 SH DEFINED 1 0 108100 0 MBNA Corp Common 55262L10 57931 1891525 SH SOLE 1891525 0 0 MBNA Corp Common 55262L10 20265 661700 SH SOLE 0 0 661700 MBNA Corp Common 55262L10 25519 833300 SH DEFINED 1 0 833300 0 MBNA Corp Common 55262L10 11840 386600 SH DEFINED 1 0 0 386600 MDC Holdings Inc Common 55267610 24860 1156300 SH SOLE 0 0 1156300 MCN Energy Group Inc Common 55267J10 1038 50000 SH SOLE 50000 0 0 MCN Energy Group Inc Common 55267J10 13241 638100 SH SOLE 0 0 638100 MCI WorldCom Inc Common 55268B10 817111 9494263 SH SOLE 9494263 0 0 MCI WorldCom Inc Common 55268B10 465437 5408099 SH SOLE 0 0 5408099 MCI WorldCom Inc Common 55268B10 127756 1484443 SH DEFINED 1 0 1484443 0 MCI WorldCom Inc Common 55268B10 6688 77700 SH DEFINED 1 0 77700 0 MCI WorldCom Inc Common 55268B10 21473 249501 SH DEFINED 1 0 0 249501 MDU Resources Common 55269010 4403 193000 SH SOLE 193000 0 0 MDU Resources Common 55269010 13082 573450 SH SOLE 0 0 573450 MDU Resources Common 55269010 6222 272750 SH DEFINED 1 0 272750 0 MEMC Electronic Matl Common 55271510 2697 221300 SH SOLE 221300 0 0 MEMC Electronic Matl Common 55271510 85 7000 SH DEFINED 1 0 7000 0 MLC Holdings Inc Common 55305V10 2210 289800 SH SOLE 289800 0 0 MMI Companies Inc Common 55308710 14430 855100 SH SOLE 855100 0 0 MMI Companies Inc Common 55308710 1890 112000 SH SOLE 0 0 112000 MMI Companies Inc Common 55308710 1519 90000 SH DEFINED 1 0 0 90000 MMC Networks Inc Common 55308N10 10099 225700 SH SOLE 225700 0 0 MMC Networks Inc Common 55308N10 211 4700 SH SOLE 0 0 4700 MMC Networks Inc Common 55308N10 653 14600 SH DEFINED 1 0 14600 0 MPW Industrial Svcs Common 55344410 1630 163000 SH SOLE 163000 0 0 MPW Industrial Svcs Common 55344410 1800 180000 SH SOLE 0 0 180000 MPW Industrial Svcs Common 55344410 2400 240000 SH DEFINED 1 0 0 240000 MRV Communications Common 55347710 4175 318000 SH SOLE 318000 0 0 MRV Communications Common 55347710 4358 332000 SH SOLE 0 0 332000 MRV Communications Common 55347710 656 50000 SH DEFINED 1 0 50000 0 MRV Communications Common 55347710 4003 305000 SH DEFINED 1 0 0 305000 MSC Indl Direct Cl A Common 55353010 10395 1014200 SH SOLE 1014200 0 0 MSC Indl Direct Cl A Common 55353010 3944 384900 SH SOLE 0 0 384900 MSC Indl Direct Cl A Common 55353010 1123 109600 SH DEFINED 1 0 109600 0 MS Carriers Inc Common 55353310 970 32700 SH SOLE 32700 0 0 MS Carriers Inc Common 55353310 10661 359500 SH SOLE 0 0 359500 MS Carriers Inc Common 55353310 1047 35300 SH DEFINED 1 0 35300 0 MTI Technology Corp Common 55390310 6813 521600 SH SOLE 521600 0 0 MTI Technology Corp Common 55390310 175 13400 SH SOLE 0 0 13400 MTI Technology Corp Common 55390310 769 58900 SH DEFINED 1 0 58900 0 Mac-Gray Corporation Common 55415310 656 75000 SH SOLE 75000 0 0 Mac-Gray Corporation Common 55415310 1474 168400 SH SOLE 0 0 168400 Mac-Gray Corporation Common 55415310 1768 202000 SH DEFINED 1 0 202000 0 Mac-Gray Corporation Common 55415310 697 79600 SH DEFINED 1 0 79600 0 Mac-Gray Corporation Common 55415310 2188 250000 SH DEFINED 1 0 0 250000 MacDermid Inc Common 55427310 11669 250900 SH SOLE 250900 0 0 MacDermid Inc Common 55427310 1991 42800 SH SOLE 0 0 42800 MacDermid Inc Common 55427310 804 17300 SH DEFINED 1 0 17300 0 Macerich Co REIT Common 55438210 16251 619100 SH SOLE 0 0 619100 Madden Steven Ltd Common 55626910 2779 204900 SH DEFINED 1 0 204900 0 Magainin Pharm Inc Common 55903610 1321 515500 SH SOLE 515500 0 0 Magainin Pharm Inc Common 55903610 3869 1509500 SH SOLE 0 0 1509500 Magainin Pharm Inc Common 55903610 2829 1103500 SH DEFINED 1 0 1103500 0 Magellan Health Svcs Common 55907910 11350 1135000 SH SOLE 1135000 0 0 Magellan Health Svcs Common 55907910 900 90000 SH SOLE 0 0 90000 Matav RT ADR Common 55977610 2750 100000 SH SOLE 100000 0 0 Matav RT ADR Common 55977610 931 33800 SH SOLE 0 0 33800 Matav RT ADR Common 55977610 2854 103800 SH DEFINED 1 0 103800 0 Mallinckrodt Inc Common 56123210 6064 166670 SH SOLE 166670 0 0 Mallinckrodt Inc Common 56123210 69983 1923930 SH SOLE 0 0 1923930 Mallinckrodt Inc Common 56123210 11640 320000 SH DEFINED 1 0 320000 0 Mallon Resources Common 56124020 867 125000 SH SOLE 125000 0 0 Mallon Resources Common 56124020 1547 223000 SH SOLE 0 0 223000 Mallon Resources Common 56124020 2220 320000 SH DEFINED 1 0 0 320000 Manpower Inc Common 56418H10 71959 3180500 SH SOLE 3180500 0 0 Manpower Inc Common 56418H10 21400 945800 SH SOLE 0 0 945800 Manpower Inc Common 56418H10 19344 855000 SH DEFINED 1 0 855000 0 Marine Drilling Co Common 56824020 13547 989800 SH SOLE 989800 0 0 Marine Drilling Co Common 56824020 4107 300000 SH SOLE 0 0 300000 Marine Drilling Co Common 56824020 1985 145000 SH DEFINED 1 0 145000 0 Marine Drilling Co Common 56824020 794 58000 SH DEFINED 1 0 58000 0 Marine Drilling Co Common 56824020 3422 250000 SH DEFINED 1 0 0 250000 Mark VII Inc Common 57041410 3625 218000 SH SOLE 218000 0 0 Mark VII Inc Common 57041410 3548 213400 SH SOLE 0 0 213400 Mark VII Inc Common 57041410 2228 134000 SH DEFINED 1 0 134000 0 Mark VII Inc Common 57041410 765 46000 SH DEFINED 1 0 46000 0 MarkWest Hydrocarbon Common 57076210 1378 157500 SH SOLE 157500 0 0 MarkWest Hydrocarbon Common 57076210 656 75000 SH SOLE 0 0 75000 MarkWest Hydrocarbon Common 57076210 1184 135200 SH DEFINED 1 0 135200 0 MarkWest Hydrocarbon Common 57076210 712 81400 SH DEFINED 1 0 81400 0 MarkWest Hydrocarbon Common 57076210 2406 275000 SH DEFINED 1 0 0 275000 Marsh & McLennan Common 57174810 692141 9144662 SH SOLE 9144662 0 0 Marsh & McLennan Common 57174810 511822 6762260 SH SOLE 0 0 6762260 Marsh & McLennan Common 57174810 83364 1101440 SH DEFINED 1 0 1101440 0 Marsh & McLennan Common 57174810 5191 68600 SH DEFINED 1 0 68600 0 Marsh & McLennan Common 57174810 11478 151650 SH DEFINED 1 0 0 151650 Marshall & Ilsley Common 57183410 7764 120600 SH SOLE 120600 0 0 Marshall & Ilsley Common 57183410 515 8000 SH DEFINED 1 0 8000 0 Mascotech Inc Common 57467010 34 2000 SH SOLE 2000 0 0 Mascotech Inc Common 57467010 644 38000 SH DEFINED 1 0 38000 0 Mastech Corporation Common 57632N10 484 26000 SH SOLE 0 0 26000 Mastech Corporation Common 57632N10 37 2000 SH DEFINED 1 0 2000 0 Matria Healthcare Common 57681710 14500 2000000 SH SOLE 0 0 2000000 Matrix Pharm Inc Common 57684410 491 119000 SH SOLE 119000 0 0 Matrix Pharm Inc Common 57684410 827 200500 SH SOLE 0 0 200500 Mattson Technology Common 57722310 32 2500 SH DEFINED 1 0 2500 0 Maxtor Corp Common 57772920 36313 7218300 SH SOLE 7218300 0 0 Maxtor Corp Common 57772920 5738 1140400 SH SOLE 0 0 1140400 Maxtor Corp Common 57772920 5944 1181500 SH DEFINED 1 0 1181500 0 Maxtor Corp Common 57772920 336 66700 SH DEFINED 1 0 66700 0 Maxim Group Inc Common 57772J10 3718 428000 SH SOLE 428000 0 0 Maxim Group Inc Common 57772J10 3032 349000 SH SOLE 0 0 349000 Maxim Group Inc Common 57772J10 1694 195000 SH DEFINED 1 0 195000 0 Maxim Group Inc Common 57772J10 652 75000 SH DEFINED 1 0 75000 0 Maxim Group Inc Common 57772J10 2389 275000 SH DEFINED 1 0 0 275000 Maxim Integrated Prd Common 57772K10 47981 721500 SH SOLE 721500 0 0 Maxim Integrated Prd Common 57772K10 65502 985000 SH SOLE 0 0 985000 Maxim Integrated Prd Common 57772K10 23428 352300 SH DEFINED 1 0 352300 0 May Dept Stores Co Common 57777810 83543 2043950 SH SOLE 2043950 0 0 May Dept Stores Co Common 57777810 381659 9337200 SH SOLE 0 0 9337200 May Dept Stores Co Common 57777810 30518 746600 SH DEFINED 1 0 746600 0 May Dept Stores Co Common 57777810 650 15900 SH DEFINED 1 0 15900 0 Maxxim Medical Inc Common 57777G10 11876 509400 SH SOLE 509400 0 0 Maxxim Medical Inc Common 57777G10 2564 110000 SH SOLE 0 0 110000 Maxxim Medical Inc Common 57777G10 2188 93800 SH DEFINED 1 0 93800 0 Maxxim Medical Inc Common 57777G10 2914 125000 SH DEFINED 1 0 0 125000 Maytag Corp Common 57859210 12022 172200 SH SOLE 172200 0 0 Maytag Corp Common 57859210 3035 43480 SH DEFINED 1 0 43480 0 Maytag Corp Common 57859210 5243 75100 SH DEFINED 1 0 75100 0 Mazel Stores Inc Common 57879210 2242 206000 SH SOLE 206000 0 0 Mazel Stores Inc Common 57879210 381 35000 SH SOLE 0 0 35000 Mazel Stores Inc Common 57879210 435 40000 SH DEFINED 1 0 40000 0 Mazel Stores Inc Common 57879210 2175 200000 SH DEFINED 1 0 0 200000 McClatchy Company A Common 57948910 5780 174500 SH SOLE 174500 0 0 McClatchy Company A Common 57948910 19336 583700 SH SOLE 0 0 583700 McClatchy Company A Common 57948910 7503 226500 SH DEFINED 1 0 226500 0 McCormick & Co NonVt Common 57978020 51006 1616000 SH SOLE 1616000 0 0 McCormick & Co NonVt Common 57978020 35 1100 SH SOLE 0 0 1100 McCormick & Co NonVt Common 57978020 2045 64800 SH DEFINED 1 0 64800 0 McCormick & Co NonVt Common 57978020 8967 284100 SH DEFINED 1 0 0 284100 McDermott Intl Inc Common 58003710 3551 125700 SH SOLE 125700 0 0 McDermott Intl Inc Common 58003710 19775 700000 SH SOLE 0 0 700000 McDonald's Corp Common 58013510 458172 11140960 SH SOLE 11140960 0 0 McDonald's Corp Common 58013510 129864 3157740 SH SOLE 0 0 3157740 McDonald's Corp Common 58013510 44799 1089350 SH DEFINED 1 0 1089350 0 McDonald's Corp Common 58013510 3343 81300 SH DEFINED 1 0 81300 0 McDonald's Corp Common 58013510 6535 158900 SH DEFINED 1 0 0 158900 McKesson HBOC Inc Common 58155Q10 75976 2360400 SH SOLE 2360400 0 0 McKesson HBOC Inc Common 58155Q10 335870 10434650 SH SOLE 0 0 10434650 McKesson HBOC Inc Common 58155Q10 8931 277490 SH DEFINED 1 0 277490 0 McKesson HBOC Inc Common 58155Q10 6695 208000 SH DEFINED 1 0 208000 0 McLeodUSA Inc A Common 58226610 39291 714300 SH SOLE 714300 0 0 McLeodUSA Inc A Common 58226610 39410 716500 SH SOLE 0 0 716500 McLeodUSA Inc A Common 58226610 8977 163170 SH DEFINED 1 0 163170 0 Mead Corp Common 58283410 138 3300 SH SOLE 3300 0 0 Mechanical Dynamics Common 58352110 2700 450000 SH SOLE 450000 0 0 Mechanical Dynamics Common 58352110 810 135000 SH SOLE 0 0 135000 Mechanical Dynamics Common 58352110 120 20000 SH DEFINED 1 0 20000 0 Medarex Inc Common 58391610 44 10600 SH SOLE 10600 0 0 Medarex Inc Common 58391610 91 22100 SH SOLE 0 0 22100 Medarex Inc Common 58391610 408 98800 SH DEFINED 1 0 98800 0 Medallion Finl Corp Common 58392810 229 12000 SH SOLE 12000 0 0 Medeva PLC ADR Common 58410H20 3865 552200 SH SOLE 552200 0 0 Medeva PLC ADR Common 58410H20 22 3100 SH DEFINED 1 0 3100 0 MediaOne Group Inc Common 58440J10 13031 175200 SH SOLE 175200 0 0 Media Metrix Inc Common 58440X10 91 1700 SH SOLE 0 0 1700 MedPartners Inc Common 58503X10 22500 3000000 SH SOLE 0 0 3000000 Medtronic Inc Common 58505510 607 7800 SH SOLE 7800 0 0 Medtronic Inc Common 58505510 20554 263936 SH SOLE 0 0 263936 Mellon Bank Corp Common 58550910 16267 447200 SH SOLE 447200 0 0 Mellon Bank Corp Common 58550910 29 800 SH SOLE 0 0 800 Mellon Bank Corp Common 58550910 9581 263400 SH DEFINED 1 0 263400 0 Men's Wearhouse Inc Common 58711810 5495 215500 SH SOLE 215500 0 0 Men's Wearhouse Inc Common 58711810 2032 79693 SH SOLE 0 0 79693 Men's Wearhouse Inc Common 58711810 2261 88650 SH DEFINED 1 0 88650 0 Men's Wearhouse Inc Common 58711810 132 5160 SH DEFINED 1 0 5160 0 Mentor Graphics Common 58720010 5829 454900 SH SOLE 454900 0 0 Mercantile Bankshrs Common 58740510 29035 820800 SH SOLE 820800 0 0 Mercantile Bankshrs Common 58740510 3265 92300 SH SOLE 0 0 92300 Mercantile Bankshrs Common 58740510 3242 91650 SH DEFINED 1 0 91650 0 Merchants Bancshares Common 58844810 553 24300 SH SOLE 24300 0 0 Merchants Bancshares Common 58844810 642 28200 SH SOLE 0 0 28200 Merchants Bancshares Common 58844810 318 14000 SH DEFINED 1 0 14000 0 Merchants Bancshares Common 58844810 320 14100 SH DEFINED 1 0 14100 0 Merck & Co Common 58933110 453037 6153300 SH SOLE 6153300 0 0 Merck & Co Common 58933110 344136 4674176 SH SOLE 0 0 4674176 Merck & Co Common 58933110 66613 904760 SH DEFINED 1 0 904760 0 Merck & Co Common 58933110 3895 52900 SH DEFINED 1 0 52900 0 Mercury Interactive Common 58940510 1323 37400 SH DEFINED 1 0 37400 0 Meredith Corp Common 58943310 426 12300 SH SOLE 12300 0 0 Meredith Corp Common 58943310 76 2200 SH DEFINED 1 0 2200 0 Meristar Hotels Common 58998810 2905 844900 SH SOLE 844900 0 0 Meristar Hotels Common 58998810 412 119900 SH SOLE 0 0 119900 Meristar Hotels Common 58998810 506 147200 SH DEFINED 1 0 147200 0 Meritor Automotive Common 59000G10 1623 63600 SH SOLE 63600 0 0 Meritor Automotive Common 59000G10 2211 86700 SH SOLE 0 0 86700 Meritor Automotive Common 59000G10 2579 101100 SH DEFINED 1 0 101100 0 Meritage Corp Common 59001A10 1083 99000 SH SOLE 99000 0 0 Meritage Corp Common 59001A10 328 30000 SH SOLE 0 0 30000 Merrill Lynch & Co Common 59018810 345975 4351850 SH SOLE 4351850 0 0 Merrill Lynch & Co Common 59018810 114040 1434462 SH SOLE 0 0 1434462 Merrill Lynch & Co Common 59018810 35188 442600 SH DEFINED 1 0 442600 0 Merrill Lynch & Co Common 59018810 2235 28100 SH DEFINED 1 0 28100 0 Mesa Air Group Inc Common 59047910 1189 158200 SH SOLE 158200 0 0 Mesa Air Group Inc Common 59047910 1742 231700 SH SOLE 0 0 231700 Mesa Air Group Inc Common 59047910 5447 724800 SH DEFINED 1 0 724800 0 Mesaba Holdings Inc Common 59066B10 11789 924750 SH SOLE 924750 0 0 Mesaba Holdings Inc Common 59066B10 10966 860100 SH SOLE 0 0 860100 Mesaba Holdings Inc Common 59066B10 4793 375900 SH DEFINED 1 0 375900 0 Mesaba Holdings Inc Common 59066B10 2985 234100 SH DEFINED 1 0 0 234100 Metatec Intl Inc Common 59139810 2314 385600 SH SOLE 385600 0 0 Metatec Intl Inc Common 59139810 960 160000 SH DEFINED 1 0 160000 0 Metatec Intl Inc Common 59139810 212 35400 SH DEFINED 1 0 35400 0 Metrocall Inc Common 59164710 2130 774000 SH SOLE 774000 0 0 Metrocall Inc Common 59164710 1915 696000 SH SOLE 0 0 696000 Metrocall Inc Common 59164710 1021 371442 SH DEFINED 1 0 371442 0 Metrocall Inc Common 59164710 383 139000 SH DEFINED 1 0 139000 0 Metrocall Inc Common 59164710 1246 453000 SH DEFINED 1 0 0 453000 MetroCorp Bancshares Common 59165010 1906 221000 SH SOLE 0 0 221000 Metrologic Instrumts Common 59167610 1297 114000 SH SOLE 114000 0 0 Metrologic Instrumts Common 59167610 626 55000 SH SOLE 0 0 55000 Metrologic Instrumts Common 59167610 1729 152000 SH DEFINED 1 0 152000 0 Metrologic Instrumts Common 59167610 478 42000 SH DEFINED 1 0 42000 0 Metro Networks Inc Common 59191810 5871 110000 SH SOLE 110000 0 0 Metzler Group Inc Common 59290310 17961 650200 SH SOLE 650200 0 0 Metzler Group Inc Common 59290310 4566 165300 SH SOLE 0 0 165300 Metzler Group Inc Common 59290310 15436 558800 SH DEFINED 1 0 558800 0 Micrel Inc Common 59479310 6350 85800 SH SOLE 85800 0 0 Micrel Inc Common 59479310 962 13000 SH DEFINED 1 0 13000 0 Micros Systems Common 59490110 204 6000 SH SOLE 6000 0 0 Micros Systems Common 59490110 422 12400 SH DEFINED 1 0 12400 0 Microsoft Corp Common 59491810 1023442 11347848 SH SOLE 11347848 0 0 Microsoft Corp Common 59491810 446937 4955596 SH SOLE 0 0 4955596 Microsoft Corp Common 59491810 305992 3392808 SH DEFINED 1 0 3392808 0 Microsoft Corp Common 59491810 9156 101520 SH DEFINED 1 0 101520 0 Microsoft Corp A Cv Pfd 59491820 6457 64600 PRN SOLE 64600 0 0 Microchip Technology Common 59501710 1834 38700 SH SOLE 38700 0 0 Microchip Technology Common 59501710 2502 52800 SH SOLE 0 0 52800 Microchip Technology Common 59501710 2568 54200 SH DEFINED 1 0 54200 0 Micron Electronics Common 59510010 1340 133352 SH SOLE 133352 0 0 Micron Electronics Common 59510010 1731 172100 SH SOLE 0 0 172100 Micron Electronics Common 59510010 3869 384400 SH DEFINED 1 0 384400 0 Micron Technology Common 59511210 281512 6950890 SH SOLE 6950890 0 0 Micron Technology Common 59511210 69297 1711000 SH SOLE 0 0 1711000 Micron Technology Common 59511210 2690 66405 SH DEFINED 1 0 66405 0 Micron Technology Common 59511210 2183 53900 SH DEFINED 1 0 53900 0 Microsemi Corp Common 59513710 3199 341200 SH SOLE 341200 0 0 Microsemi Corp Common 59513710 1976 210800 SH SOLE 0 0 210800 Microsemi Corp Common 59513710 1823 194500 SH DEFINED 1 0 194500 0 Microsemi Corp Common 59513710 2152 229500 SH DEFINED 1 0 0 229500 Mid Atlantic Med Svc Common 59523C10 4938 500000 SH SOLE 0 0 500000 Mid-State Bancshares Common 59544010 1418 42000 SH SOLE 42000 0 0 Midas Inc Common 59562610 1592 56100 SH SOLE 56100 0 0 Midas Inc Common 59562610 1572 55400 SH SOLE 0 0 55400 Midas Inc Common 59562610 1580 55700 SH DEFINED 1 0 55700 0 MidAmerican Energy Common 59562V10 215 6200 SH SOLE 6200 0 0 MidAmerican Energy Common 59562V10 5087 146900 SH DEFINED 1 0 146900 0 Midcoast Energy Res Common 59563W10 2721 168750 SH SOLE 168750 0 0 Midcoast Energy Res Common 59563W10 3084 191250 SH SOLE 0 0 191250 Midcoast Energy Res Common 59563W10 1511 93750 SH DEFINED 1 0 93750 0 Midcoast Energy Res Common 59563W10 564 35000 SH DEFINED 1 0 35000 0 Midcoast Energy Res Common 59563W10 2217 137500 SH DEFINED 1 0 0 137500 Middleby Corp Common 59627810 1719 269600 SH SOLE 269600 0 0 Middleby Corp Common 59627810 507 79600 SH SOLE 0 0 79600 Middleby Corp Common 59627810 3188 500000 SH DEFINED 1 0 0 500000 Milacron Inc Common 59870910 3926 212300 SH SOLE 212300 0 0 Milacron Inc Common 59870910 855 46200 SH SOLE 0 0 46200 Milacron Inc Common 59870910 464 25100 SH DEFINED 1 0 25100 0 Millennium Pharm Common 59990210 12530 348000 SH SOLE 348000 0 0 Millennium Pharm Common 59990210 6670 185300 SH SOLE 0 0 185300 Millennium Pharm Common 59990210 11840 328900 SH DEFINED 1 0 328900 0 Herman Miller Inc Common 60054410 29401 1400000 SH SOLE 1400000 0 0 Herman Miller Inc Common 60054410 4120 196200 SH SOLE 0 0 196200 Herman Miller Inc Common 60054410 3085 146900 SH DEFINED 1 0 146900 0 Minerals Tech Inc Common 60315810 61747 1106300 SH SOLE 1106300 0 0 Minerals Tech Inc Common 60315810 23342 418200 SH SOLE 0 0 418200 Minerals Tech Inc Common 60315810 16955 303800 SH DEFINED 1 0 303800 0 Minn Mining & Mfg Co Common 60405910 30820 354500 SH SOLE 354500 0 0 Minn Mining & Mfg Co Common 60405910 248208 2855000 SH SOLE 0 0 2855000 Minn Mining & Mfg Co Common 60405910 4782 55000 SH DEFINED 1 0 0 55000 Minnesota Power Inc Common 60411010 693 34760 SH SOLE 34760 0 0 Minnesota Power Inc Common 60411010 5634 283500 SH SOLE 0 0 283500 Minnesota Power Inc Common 60411010 915 46040 SH DEFINED 1 0 46040 0 Minntech Corp Common 60425810 1604 108700 SH SOLE 108700 0 0 Minntech Corp Common 60425810 3098 210000 SH SOLE 0 0 210000 Minntech Corp Common 60425810 1844 125000 SH DEFINED 1 0 125000 0 Minntech Corp Common 60425810 543 36800 SH DEFINED 1 0 36800 0 Mirage Resorts Common 60462E10 3915 233700 SH SOLE 233700 0 0 Mississippi Chemical Common 60528820 16937 1726000 SH SOLE 0 0 1726000 Mitcham Inds Inc Common 60650110 1711 427800 SH SOLE 427800 0 0 Mitcham Inds Inc Common 60650110 780 195000 SH SOLE 0 0 195000 Mitcham Inds Inc Common 60650110 1260 315000 SH DEFINED 1 0 315000 0 Mobius Mgmt Solution Common 60692510 4286 519400 SH SOLE 519400 0 0 Mobius Mgmt Solution Common 60692510 1493 181000 SH SOLE 0 0 181000 Mobius Mgmt Solution Common 60692510 1455 176400 SH DEFINED 1 0 176400 0 Mobil Corporation Common 60705910 50205 508400 SH SOLE 508400 0 0 Mobil Corporation Common 60705910 82882 839300 SH SOLE 0 0 839300 Mobil Corporation Common 60705910 20105 203600 SH DEFINED 1 0 203600 0 Mohawk Industries Common 60819010 881 29000 SH SOLE 29000 0 0 Mohawk Industries Common 60819010 1294 42600 SH SOLE 0 0 42600 Mohawk Industries Common 60819010 3876 127600 SH DEFINED 1 0 127600 0 Mondavi Robert Cl A Common 60920010 477 13100 SH SOLE 13100 0 0 Mondavi Robert Cl A Common 60920010 611 16800 SH SOLE 0 0 16800 Mondavi Robert Cl A Common 60920010 586 16100 SH DEFINED 1 0 16100 0 Monro Muffler Inc Common 61023610 3160 395000 SH SOLE 395000 0 0 Monro Muffler Inc Common 61023610 400 50000 SH SOLE 0 0 50000 Monro Muffler Inc Common 61023610 656 82000 SH DEFINED 1 0 82000 0 Monsanto Co Common 61166210 24512 619600 SH SOLE 619600 0 0 Monsanto Co Common 61166210 231536 5852300 SH SOLE 0 0 5852300 Monsanto Co Common 61166210 23030 582100 SH DEFINED 1 0 582100 0 Monsanto Co Common 61166210 332 8400 SH DEFINED 1 0 8400 0 Montana Power Co Common 61208510 24343 345300 SH SOLE 345300 0 0 Montana Power Co Common 61208510 32233 457200 SH SOLE 0 0 457200 Montana Power Co Common 61208510 3546 50300 SH DEFINED 1 0 50300 0 Montana Power Co Common 61208510 2235 31700 SH DEFINED 1 0 0 31700 Morgan JP & Co Common 61688010 281 2000 SH SOLE 0 0 2000 Morgan Keegan Inc Common 61741010 1335 70500 SH SOLE 70500 0 0 Morgan Keegan Inc Common 61741010 1458 77000 SH SOLE 0 0 77000 Morgan Stanley DW&Co Common 61744644 152486 1485855 SH SOLE 1485855 0 0 Morgan Stanley DW&Co Common 61744644 45560 443930 SH SOLE 0 0 443930 Morgan Stanley DW&Co Common 61744644 37397 364400 SH DEFINED 1 0 364400 0 Morgan Stanley India Common 61745C10 5827 601500 SH DEFINED 1 0 601500 0 Motorola Inc Common 62007610 104889 1107010 SH SOLE 1107010 0 0 Motorola Inc Common 62007610 531491 5609390 SH SOLE 0 0 5609390 Motorola Inc Common 62007610 82939 875330 SH DEFINED 1 0 875330 0 Motorola Inc Common 62007610 1175 12400 SH DEFINED 1 0 12400 0 Motorola Inc Common 62007610 8205 86600 SH DEFINED 1 0 0 86600 Murphy Oil Corp Common 62671710 110898 2271900 SH SOLE 0 0 2271900 Mutual Risk Mgmt Ltd Common 62835110 771 23100 SH SOLE 23100 0 0 Mylan Laboratories Common 62853010 11793 445000 SH SOLE 0 0 445000 Myriad Genetics Inc Common 62855J10 81 9000 SH SOLE 9000 0 0 Myriad Genetics Inc Common 62855J10 210 23300 SH SOLE 0 0 23300 Myriad Genetics Inc Common 62855J10 888 98700 SH DEFINED 1 0 98700 0 Mystic Finl Inc Common 62864310 1748 147200 SH SOLE 0 0 147200 NABI Inc Common 62871610 1283 456050 SH SOLE 456050 0 0 NABI Inc Common 62871610 278 98800 SH SOLE 0 0 98800 NABI Inc Common 62871610 1300 461960 SH DEFINED 1 0 461960 0 NBTY Inc Common 62878210 4428 681000 SH SOLE 681000 0 0 NBTY Inc Common 62878210 3608 555000 SH SOLE 0 0 555000 NBTY Inc Common 62878210 2145 330000 SH DEFINED 1 0 330000 0 NBTY Inc Common 62878210 845 130000 SH DEFINED 1 0 130000 0 NBTY Inc Common 62878210 3088 475000 SH DEFINED 1 0 0 475000 NCO Group Inc Common 62885810 29243 769600 SH SOLE 769600 0 0 NCO Group Inc Common 62885810 4578 120500 SH SOLE 0 0 120500 NCO Group Inc Common 62885810 10621 279500 SH DEFINED 1 0 279500 0 NCR Corp Common 62886E10 52607 1077700 SH SOLE 1077700 0 0 NCR Corp Common 62886E10 0 10 SH SOLE 0 0 10 NN Ball & Roller Inc Common 62930510 2826 491300 SH SOLE 491300 0 0 NN Ball & Roller Inc Common 62930510 2657 462000 SH SOLE 0 0 462000 NN Ball & Roller Inc Common 62930510 438 76150 SH DEFINED 1 0 76150 0 NN Ball & Roller Inc Common 62930510 2300 400000 SH DEFINED 1 0 0 400000 NPC International Common 62936030 2755 179200 SH SOLE 0 0 179200 NPC International Common 62936030 1220 79300 SH DEFINED 1 0 79300 0 NPS Pharmaceuticals Common 62936P10 4426 668100 SH SOLE 668100 0 0 NPS Pharmaceuticals Common 62936P10 945 142600 SH SOLE 0 0 142600 NPS Pharmaceuticals Common 62936P10 5819 878400 SH DEFINED 1 0 878400 0 NTL Incorporated Common 62940710 16499 191426 SH SOLE 191426 0 0 NTL Incorporated Common 62940710 22614 262384 SH SOLE 0 0 262384 Nabisco Hldgs Corp A Common 62952610 40420 940000 SH SOLE 940000 0 0 Nabisco Group Hldgs Common 62952P10 4921 251600 SH SOLE 251600 0 0 Nabisco Group Hldgs Common 62952P10 1316 67300 SH SOLE 0 0 67300 Nabisco Group Hldgs Common 62952P10 15036 768600 SH DEFINED 1 0 768600 0 Nabisco Group Hldgs Common 62952P10 450 23000 SH DEFINED 1 0 23000 0 Nabisco Group Hldgs Common 62952P10 211 10800 SH DEFINED 1 0 0 10800 Nabors Industries Common 62956810 2071 84958 SH SOLE 84958 0 0 Nabors Industries Common 62956810 3515 144207 SH SOLE 0 0 144207 Nabors Industries Common 62956810 3971 162900 SH DEFINED 1 0 162900 0 Nalco Chemical Common 62985310 337 6500 SH SOLE 6500 0 0 Nalco Chemical Common 62985310 21 400 SH SOLE 0 0 400 Nalco Chemical Common 62985310 6101 117600 SH DEFINED 1 0 117600 0 National City Corp Common 63540510 96618 1475100 SH SOLE 1475100 0 0 National City Corp Common 63540510 248031 3786700 SH SOLE 0 0 3786700 National City Corp Common 63540510 61551 939700 SH DEFINED 1 0 939700 0 National City Corp Common 63540510 12039 183800 SH DEFINED 1 0 0 183800 National Comm Bancrp Common 63544910 31137 1423400 SH SOLE 1423400 0 0 National Comm Bancrp Common 63544910 431 19700 SH SOLE 0 0 19700 National Comm Bancrp Common 63544910 1155 52800 SH DEFINED 1 0 52800 0 National Fuel Gas Co Common 63618010 22263 459000 SH SOLE 459000 0 0 National Fuel Gas Co Common 63618010 44320 913800 SH SOLE 0 0 913800 National Fuel Gas Co Common 63618010 10859 223900 SH DEFINED 1 0 223900 0 National Instruments Common 63651810 6569 162700 SH SOLE 162700 0 0 National Merc Bnc NC Cv Pfd 63691230 146 15002 PRN SOLE 15002 0 0 National Power ADR Common 63719440 4613 150000 SH SOLE 0 0 150000 National RV Holdings Common 63727710 240 9900 SH SOLE 9900 0 0 Natl Westmstr Bk ADR Common 63853940 371 2850 SH SOLE 2850 0 0 National Wireless Common 63856010 199 11900 SH SOLE 11900 0 0 National Wireless Common 63856010 725 43300 SH SOLE 0 0 43300 Nationwide Hlth REIT Common 63862010 13344 700000 SH SOLE 0 0 700000 Natural Alternatives Common 63884230 1730 503000 SH SOLE 503000 0 0 Natural Alternatives Common 63884230 206 60000 SH SOLE 0 0 60000 Natures Sunshine Common 63902710 3106 295800 SH SOLE 295800 0 0 Natures Sunshine Common 63902710 2558 243500 SH SOLE 0 0 243500 Natures Sunshine Common 63902710 1397 133100 SH DEFINED 1 0 133100 0 Natures Sunshine Common 63902710 581 55300 SH DEFINED 1 0 55300 0 Natures Sunshine Common 63902710 1988 189300 SH DEFINED 1 0 0 189300 Nautica Enterprises Common 63908910 303 17900 SH SOLE 17900 0 0 Nautica Enterprises Common 63908910 429 25400 SH SOLE 0 0 25400 Nautica Enterprises Common 63908910 444 26300 SH DEFINED 1 0 26300 0 Navistar Intl Corp Common 63934E10 215 4300 SH SOLE 4300 0 0 Navistar Intl Corp Common 63934E10 5575 111500 SH DEFINED 1 0 111500 0 Neiman-Marcus Group Common 64020410 444 17300 SH DEFINED 1 0 17300 0 Networks Assoc Inc Common 64093810 2097 142800 SH DEFINED 1 0 142800 0 Network Appliance Common 64120L10 369 6600 SH SOLE 6600 0 0 Neurogen Corp Common 64124E10 643 44000 SH SOLE 44000 0 0 Neurogen Corp Common 64124E10 1039 71000 SH SOLE 0 0 71000 Neurogen Corp Common 64124E10 8125 555500 SH DEFINED 1 0 555500 0 Neurocrine Bioscnc Common 64125C10 73 14100 SH SOLE 14100 0 0 Neurocrine Bioscnc Common 64125C10 159 30500 SH SOLE 0 0 30500 Neurocrine Bioscnc Common 64125C10 662 127500 SH DEFINED 1 0 127500 0 New Amer Healthcare Common 64188110 2463 1065000 SH SOLE 1065000 0 0 New Amer Healthcare Common 64188110 925 400000 SH SOLE 0 0 400000 New Century Finl Crp Common 64352D10 2561 141300 SH SOLE 141300 0 0 New Century Finl Crp Common 64352D10 1035 57100 SH DEFINED 1 0 57100 0 New Century Finl Crp Common 64352D10 944 52100 SH DEFINED 1 0 52100 0 New Century Energies Common 64352U10 70 1800 SH SOLE 1800 0 0 New Century Energies Common 64352U10 15851 408400 SH DEFINED 1 0 408400 0 New England Cmty Bcp Common 64389010 689 25000 SH SOLE 25000 0 0 New England Cmty Bcp Common 64389010 419 15200 SH SOLE 0 0 15200 NE Electric System Common 64400110 33438 667100 SH SOLE 0 0 667100 New Era of Networks Common 64431210 66 1500 SH DEFINED 1 0 1500 0 Newbridge Networks Common 65090110 5928 206200 SH SOLE 206200 0 0 Newell Rubbermaid Common 65122910 9618 207400 SH SOLE 207400 0 0 Newmark Homes Corp Common 65157810 297 55000 SH SOLE 55000 0 0 Newmark Homes Corp Common 65157810 269 50000 SH SOLE 0 0 50000 Newmark Homes Corp Common 65157810 109 20200 SH DEFINED 1 0 20200 0 Newmark Homes Corp Common 65157810 1724 320700 SH DEFINED 1 0 0 320700 Newmont Mining Common 65163910 45 2283 SH SOLE 0 0 2283 Newpark Resources Common 65171850 17176 1935300 SH SOLE 1935300 0 0 Newpark Resources Common 65171850 1774 199900 SH SOLE 0 0 199900 Newpark Resources Common 65171850 3206 361400 SH DEFINED 1 0 361400 0 News Corp Ltd ADR Common 65248770 5251 148700 SH SOLE 148700 0 0 News Corp Pfd ADR Common 65248780 18837 596800 SH SOLE 596800 0 0 News Corp Pfd ADR Common 65248780 379906 12036475 SH SOLE 0 0 12036475 News Corp Pfd ADR Common 65248780 13784 436700 SH DEFINED 1 0 436700 0 News Corp Pfd ADR Common 65248780 1272 40300 SH DEFINED 1 0 40300 0 Niagara Bancorp Inc Common 65291410 2523 237500 SH SOLE 0 0 237500 NextCard Inc Common 65332K10 6003 176900 SH SOLE 176900 0 0 NextCard Inc Common 65332K10 2566 75600 SH SOLE 0 0 75600 NextCard Inc Common 65332K10 3222 94900 SH DEFINED 1 0 94900 0 Nexstar Pharm Inc Common 65333B10 23023 1154700 SH SOLE 1154700 0 0 Nexstar Pharm Inc Common 65333B10 18790 942400 SH SOLE 0 0 942400 Nexstar Pharm Inc Common 65333B10 5430 272400 SH DEFINED 1 0 272400 0 Nichols Research Common 65381810 413 18900 SH DEFINED 1 0 18900 0 Nielsen Media Res Common 65392930 932 31832 SH SOLE 31832 0 0 Nielsen Media Res Common 65392930 2 66 SH SOLE 0 0 66 NICOR Inc Common 65408610 27493 722300 SH SOLE 0 0 722300 Nippon Tel & Tel ADR Common 65462410 324 5178 SH SOLE 5178 0 0 NiSource Inc Common 65473P10 22789 882900 SH SOLE 882900 0 0 NiSource Inc Common 65473P10 18869 731000 SH SOLE 0 0 731000 NiSource Inc Common 65473P10 4569 177000 SH DEFINED 1 0 0 177000 Noble Affiliates Common 65489410 1088 38600 SH SOLE 38600 0 0 Noble Affiliates Common 65489410 17119 607300 SH SOLE 0 0 607300 Noble Affiliates Common 65489410 3596 127600 SH DEFINED 1 0 127600 0 Nokia Corp ADR Common 65490220 192055 2097528 SH SOLE 2097528 0 0 Nokia Corp ADR Common 65490220 40514 442460 SH SOLE 0 0 442460 Nokia Corp ADR Common 65490220 54986 600540 SH DEFINED 1 0 600540 0 Nokia Corp ADR Common 65490220 2919 31880 SH DEFINED 1 0 31880 0 Noble Drilling Corp Common 65504210 22179 1126500 SH SOLE 1126500 0 0 Noble Drilling Corp Common 65504210 31872 1618800 SH SOLE 0 0 1618800 Noble Drilling Corp Common 65504210 15038 763900 SH DEFINED 1 0 763900 0 Noble Drilling Corp Common 65504210 4005 203400 SH DEFINED 1 0 0 203400 Nordson Corp Common 65566310 20306 331500 SH SOLE 331500 0 0 Nordson Corp Common 65566310 5006 81700 SH SOLE 0 0 81700 Nordson Corp Common 65566310 4563 74500 SH DEFINED 1 0 74500 0 Norfolk Southern Common 65584410 6778 225000 SH SOLE 225000 0 0 Norfolk Southern Common 65584410 160524 5328600 SH SOLE 0 0 5328600 Norfolk Southern Common 65584410 491 16300 SH DEFINED 1 0 16300 0 Norsk Hydro AS ADR Common 65653160 20291 530500 SH SOLE 530500 0 0 Norsk Hydro AS ADR Common 65653160 152797 3994700 SH SOLE 0 0 3994700 Norsk Hydro AS ADR Common 65653160 4743 124000 SH DEFINED 1 0 124000 0 North Central Bancsh Common 65841810 2088 124700 SH SOLE 124700 0 0 North Central Bancsh Common 65841810 544 32500 SH SOLE 0 0 32500 North Central Bancsh Common 65841810 1300 77600 SH DEFINED 1 0 77600 0 Northeast PA Finl Common 66390510 2032 174800 SH SOLE 174800 0 0 Northeast PA Finl Common 66390510 2188 188200 SH SOLE 0 0 188200 Northeast Utilities Common 66439710 3575 200000 SH SOLE 200000 0 0 Northern Sts Pwr MN Common 66577210 9622 397800 SH SOLE 0 0 397800 Northland Cranbers A Common 66649910 2734 324000 SH SOLE 324000 0 0 Northland Cranbers A Common 66649910 2067 245000 SH SOLE 0 0 245000 Northland Cranbers A Common 66649910 1519 180000 SH DEFINED 1 0 180000 0 Northland Cranbers A Common 66649910 507 60000 SH DEFINED 1 0 60000 0 Northland Cranbers A Common 66649910 1688 200000 SH DEFINED 1 0 0 200000 Northrim Bank Alaska Common 66676410 1254 114000 SH SOLE 114000 0 0 Northrim Bank Alaska Common 66676410 1166 106000 SH SOLE 0 0 106000 Northrim Bank Alaska Common 66676410 682 62000 SH DEFINED 1 0 62000 0 Northrop Grumman Crp Common 66680710 40120 605000 SH SOLE 605000 0 0 Northrop Grumman Crp Common 66680710 210318 3171600 SH SOLE 0 0 3171600 Northrop Grumman Crp Common 66680710 5809 87600 SH DEFINED 1 0 87600 0 Northwest Pipe Co Common 66774610 1629 98000 SH SOLE 98000 0 0 Northwest Pipe Co Common 66774610 466 28000 SH SOLE 0 0 28000 Northwest Pipe Co Common 66774610 532 32000 SH DEFINED 1 0 32000 0 Northwestern Corp Common 66807410 2682 110900 SH SOLE 110900 0 0 Northwestern Corp Common 66807410 3812 157600 SH SOLE 0 0 157600 Northwestern Corp Common 66807410 3774 156000 SH DEFINED 1 0 156000 0 Nova Corp Common 66978410 335 13400 SH SOLE 13400 0 0 Novellus Systems Inc Common 67000810 2362 34600 SH SOLE 34600 0 0 Novellus Systems Inc Common 67000810 3549 52000 SH SOLE 0 0 52000 Novellus Systems Inc Common 67000810 3345 49000 SH DEFINED 1 0 49000 0 Novoste Corporation Common 67010C10 5355 255000 SH SOLE 255000 0 0 Nuevo Energy Co Common 67050910 928 70000 SH SOLE 70000 0 0 Nuevo Energy Co Common 67050910 663 50000 SH SOLE 0 0 50000 Nutraceutical Intl Common 67060Y10 2050 400000 SH SOLE 0 0 400000 Nutraceutical Intl Common 67060Y10 564 110000 SH DEFINED 1 0 110000 0 Nutramax Products Common 67061A30 1935 360000 SH SOLE 360000 0 0 Nutramax Products Common 67061A30 1016 189000 SH DEFINED 1 0 189000 0 O'Charleys Inc Common 67082310 4736 296000 SH SOLE 296000 0 0 O'Charleys Inc Common 67082310 4080 255000 SH SOLE 0 0 255000 O'Charleys Inc Common 67082310 1920 120000 SH DEFINED 1 0 120000 0 O'Charleys Inc Common 67082310 640 40000 SH DEFINED 1 0 40000 0 O'Charleys Inc Common 67082310 3360 210000 SH DEFINED 1 0 0 210000 Onix Systems Inc Common 67088G10 720 120000 SH SOLE 0 0 120000 Onix Systems Inc Common 67088G10 1200 200000 SH DEFINED 1 0 0 200000 OSI Systems Inc Common 67104410 2668 533400 SH SOLE 533400 0 0 OSI Systems Inc Common 67104410 379 75800 SH SOLE 0 0 75800 OSI Systems Inc Common 67104410 147 29300 SH DEFINED 1 0 29300 0 OYO Geospace Corp Common 67107410 206 15700 SH SOLE 15700 0 0 OYO Geospace Corp Common 67107410 700 53300 SH SOLE 0 0 53300 OYO Geospace Corp Common 67107410 1838 140000 SH DEFINED 1 0 0 140000 Oak Industries Inc Common 67140050 42169 961100 SH SOLE 961100 0 0 Oak Industries Inc Common 67140050 8845 201600 SH SOLE 0 0 201600 Oak Industries Inc Common 67140050 5050 115100 SH DEFINED 1 0 115100 0 Oak Technology Inc Common 67180210 171 47200 SH SOLE 47200 0 0 Occidental Petroleum Common 67459910 11343 537000 SH SOLE 537000 0 0 Occidental Petroleum Common 67459910 15844 750000 SH SOLE 0 0 750000 Ocean Energy Inc Common 67481E10 7657 795400 SH SOLE 795400 0 0 Ocean Energy Inc Common 67481E10 12438 1292300 SH SOLE 0 0 1292300 Ocean Energy Inc Common 67481E10 4715 489900 SH DEFINED 1 0 489900 0 Ocean Financial Corp Common 67490410 743 41000 SH SOLE 41000 0 0 Ocean Financial Corp Common 67490410 1885 104000 SH SOLE 0 0 104000 Ocean Financial Corp Common 67490410 1740 96000 SH DEFINED 1 0 96000 0 Ocean Financial Corp Common 67490410 489 27000 SH DEFINED 1 0 27000 0 Ocean Financial Corp Common 67490410 2066 114000 SH DEFINED 1 0 0 114000 Ocular Sciences Inc Common 67574410 2176 125200 SH SOLE 125200 0 0 Ocular Sciences Inc Common 67574410 17 1000 SH DEFINED 1 0 1000 0 Ocwen Financial Corp Common 67574610 9877 1112900 SH SOLE 1112900 0 0 Ocwen Financial Corp Common 67574610 12467 1404800 SH SOLE 0 0 1404800 Ocwen Financial Corp Common 67574610 4753 535600 SH DEFINED 1 0 535600 0 Ocwen Asset InvtREIT Common 67574M10 6187 1375100 SH SOLE 1375100 0 0 Ocwen Asset InvtREIT Common 67574M10 2756 612400 SH SOLE 0 0 612400 Ogden Corp Common 67634610 26938 1000000 SH SOLE 1000000 0 0 Old Kent Financial Common 67983310 3094 73868 SH SOLE 73868 0 0 Omnicare Inc Common 68190410 12625 1000000 SH SOLE 0 0 1000000 Omnicom Group Common 68191910 6144 76800 SH SOLE 76800 0 0 Omnicom Group Common 68191910 1280 16000 SH SOLE 0 0 16000 Omnicom Group Common 68191910 13784 172300 SH DEFINED 1 0 172300 0 OmniQuip Intl Inc Common 68196910 1551 197000 SH SOLE 197000 0 0 OmniQuip Intl Inc Common 68196910 315 40000 SH SOLE 0 0 40000 OMNI Energy Svcs Crp Common 68210T10 1656 473200 SH SOLE 473200 0 0 OMNI Energy Svcs Crp Common 68210T10 690 197100 SH SOLE 0 0 197100 OMNI Energy Svcs Crp Common 68210T10 115 32900 SH DEFINED 1 0 32900 0 OMNI Energy Svcs Crp Common 68210T10 1701 486000 SH DEFINED 1 0 0 486000 One Price Clothing Common 68241110 879 185000 SH SOLE 185000 0 0 One Price Clothing Common 68241110 1568 330000 SH DEFINED 1 0 330000 0 One Price Clothing Common 68241110 143 30000 SH DEFINED 1 0 30000 0 ONEOK Inc Common 68268010 95 3000 SH SOLE 3000 0 0 ONEOK Inc Common 68268010 4616 145400 SH SOLE 0 0 145400 ONEOK Inc Common 68268010 406 12800 SH DEFINED 1 0 12800 0 Onyx Acceptance Corp Common 68291410 2779 364400 SH SOLE 364400 0 0 Onyx Acceptance Corp Common 68291410 1870 245300 SH SOLE 0 0 245300 ONTRACK Data Intl Common 68337210 1251 260000 SH SOLE 260000 0 0 ONTRACK Data Intl Common 68337210 1540 320000 SH DEFINED 1 0 320000 0 ONTRACK Data Intl Common 68337210 385 80000 SH DEFINED 1 0 80000 0 Ontro Inc Common 68338010 908 330000 SH SOLE 330000 0 0 Open Market Inc Common 68370M10 71 5000 SH DEFINED 1 0 5000 0 Vimpel-Comm ADR Common 68370R10 2068 89200 SH DEFINED 1 0 89200 0 Oracle Corporation Common 68389X10 946 25500 SH SOLE 25500 0 0 Oracle Corporation Common 68389X10 25668 691400 SH DEFINED 1 0 691400 0 OrCad Inc Common 68556810 3374 265900 SH SOLE 265900 0 0 OrCad Inc Common 68556810 1038 81800 SH SOLE 0 0 81800 OrCad Inc Common 68556810 171 13500 SH DEFINED 1 0 13500 0 ORBIT/FR Inc Common 68592910 1404 591200 SH DEFINED 1 0 591200 0 Oriole Homes Cp-Cl B Common 68626420 122 70000 SH SOLE 70000 0 0 Oriole Homes Cp-Cl B Common 68626420 263 150000 SH SOLE 0 0 150000 Ortel Corp Common 68749W10 1912 180000 SH SOLE 180000 0 0 Ortel Corp Common 68749W10 2922 275000 SH SOLE 0 0 275000 Ortel Corp Common 68749W10 2656 250000 SH DEFINED 1 0 0 250000 Oshkosh B'Gosh Cl A Common 68822220 3380 160000 SH SOLE 160000 0 0 Oshkosh B'Gosh Cl A Common 68822220 3507 166000 SH SOLE 0 0 166000 Oshkosh B'Gosh Cl A Common 68822220 3169 150000 SH DEFINED 1 0 0 150000 Outback Steakhouse Common 68989910 145 3700 SH SOLE 3700 0 0 Outback Steakhouse Common 68989910 3825 97300 SH DEFINED 1 0 97300 0 Outdoor Systems Inc Common 69005710 38844 1064216 SH SOLE 1064216 0 0 Outdoor Systems Inc Common 69005710 48161 1319425 SH SOLE 0 0 1319425 Outdoor Systems Inc Common 69005710 8025 219850 SH DEFINED 1 0 219850 0 Owens & Minor Hldgs Common 69073210 7317 665100 SH SOLE 665100 0 0 Owens & Minor Hldgs Common 69073210 23868 2169800 SH SOLE 0 0 2169800 Owens & Minor Hldgs Common 69073210 4970 451800 SH DEFINED 1 0 451800 0 Owens Corning Common 69073F10 89 2600 SH SOLE 2600 0 0 Oxford Industries Common 69149730 224 7900 SH SOLE 7900 0 0 PBOC Holdings Inc Common 69316G10 4868 486800 SH SOLE 486800 0 0 PBOC Holdings Inc Common 69316G10 2587 258700 SH SOLE 0 0 258700 PCD Inc Common 69318P10 714 64900 SH SOLE 64900 0 0 PCD Inc Common 69318P10 1910 173650 SH SOLE 0 0 173650 PCD Inc Common 69318P10 824 74900 SH DEFINED 1 0 74900 0 PC Service Source Common 69325810 1445 385000 SH SOLE 385000 0 0 PC Service Source Common 69325810 131 35000 SH DEFINED 1 0 35000 0 Peco Energy Co Common 69330410 26638 636100 SH SOLE 636100 0 0 Peco Energy Co Common 69330410 15703 375000 SH SOLE 0 0 375000 Peco Energy Co Common 69330410 6440 153800 SH DEFINED 1 0 153800 0 Peco Energy Co Common 69330410 3090 73800 SH DEFINED 1 0 0 73800 PE-Biosystems Group Common 69332S10 185176 1613725 SH SOLE 1613725 0 0 PE-Biosystems Group Common 69332S10 117452 1023545 SH SOLE 0 0 1023545 PE-Biosystems Group Common 69332S10 6046 52700 SH DEFINED 1 0 52700 0 PE Corp 69332S11 0 30 PRN SOLE 30 0 0 PE-Celera Genomics Common 69332S20 10522 650000 SH SOLE 650000 0 0 PE-Celera Genomics Common 69332S20 5298 327272 SH SOLE 0 0 327272 P.F. Changs China Common 69333Y10 2407 111300 SH DEFINED 1 0 111300 0 PMC-Sierra Inc Common 69344F10 3041 51600 SH SOLE 0 0 51600 PMR Corp Common 69345110 265 80000 SH SOLE 80000 0 0 PMR Corp Common 69345110 179 54000 SH SOLE 0 0 54000 PMR Corp Common 69345110 861 260000 SH DEFINED 1 0 0 260000 PPG Industries Inc Common 69350610 0 0 SH SOLE 0 0 0 PPG Industries Inc Common 69350610 133043 2252555 SH SOLE 0 0 2252555 PRI Automation Inc Common 69357H10 2305 63600 SH DEFINED 1 0 63600 0 PSS World Medical Common 69366A10 1844 164900 SH SOLE 164900 0 0 PSS World Medical Common 69366A10 10034 896800 SH SOLE 0 0 896800 PSS World Medical Common 69366A10 2044 182700 SH DEFINED 1 0 182700 0 PACCAR Inc Common 69371810 155 2900 SH SOLE 2900 0 0 PACCAR Inc Common 69371810 4249 79600 SH DEFINED 1 0 79600 0 Pacific Century Finl Common 69405810 53683 2489660 SH SOLE 2489660 0 0 Pacific Century Finl Common 69405810 21921 1016560 SH SOLE 0 0 1016560 Pacific Century Finl Common 69405810 27866 1292380 SH DEFINED 1 0 1292380 0 Pacific Century Finl Common 69405810 14249 660800 SH DEFINED 1 0 0 660800 Pacific Crest Cap Common 69416610 3599 236000 SH SOLE 236000 0 0 Pacific Crest Cap Common 69416610 137 9000 SH SOLE 0 0 9000 Pacific Gulf REIT Common 69439610 724 32000 SH SOLE 32000 0 0 Pacific Gulf REIT Common 69439610 453 20000 SH SOLE 0 0 20000 Pacific Sunwear CA Common 69487310 18010 738850 SH SOLE 738850 0 0 Pacific Sunwear CA Common 69487310 27748 1138350 SH SOLE 0 0 1138350 Pacific Sunwear CA Common 69487310 9773 400950 SH DEFINED 1 0 400950 0 Pacificare Hlth Sys Common 69511210 4130 57400 SH SOLE 57400 0 0 Pacificare Hlth Sys Common 69511210 244704 3401593 SH SOLE 0 0 3401593 Pacificare Hlth Sys Common 69511210 43 600 SH DEFINED 1 0 600 0 Pacificorp Common 69511410 1838 100000 SH SOLE 100000 0 0 Pacificorp Common 69511410 65653 3573000 SH SOLE 0 0 3573000 Packaged Ice Inc Common 69514810 3325 560000 SH SOLE 560000 0 0 Packaged Ice Inc Common 69514810 2790 470000 SH SOLE 0 0 470000 Packaged Ice Inc Common 69514810 1484 250000 SH DEFINED 1 0 250000 0 Packaged Ice Inc Common 69514810 593 100000 SH DEFINED 1 0 100000 0 Packaged Ice Inc Common 69514810 2078 350000 SH DEFINED 1 0 0 350000 Pairgain Tech Inc Common 69593410 13824 1202100 SH SOLE 1202100 0 0 Pairgain Tech Inc Common 69593410 7853 682900 SH SOLE 0 0 682900 Pall Corp Common 69642930 1141 51400 SH SOLE 51400 0 0 Pall Corp Common 69642930 129050 5816200 SH SOLE 0 0 5816200 Pall Corp Common 69642930 2439 109900 SH DEFINED 1 0 109900 0 Palm Harbor Homes Common 69663910 3058 122000 SH SOLE 0 0 122000 Palm Harbor Homes Common 69663910 2757 110000 SH DEFINED 1 0 0 110000 Pan Pacific Ret REIT Common 69806L10 2360 121800 SH SOLE 121800 0 0 Pan Pacific Ret REIT Common 69806L10 484 25000 SH SOLE 0 0 25000 Pan Pacific Ret REIT Common 69806L10 1866 96300 SH DEFINED 1 0 96300 0 Papa John's Intl Inc Common 69881310 434 9700 SH SOLE 9700 0 0 Par Technology Corp Common 69888410 1475 200000 SH SOLE 200000 0 0 Par Technology Corp Common 69888410 1085 147000 SH SOLE 0 0 147000 Paper Warehouse Inc Common 69894110 350 164900 SH SOLE 164900 0 0 Paper Warehouse Inc Common 69894110 425 200000 SH SOLE 0 0 200000 Paper Warehouse Inc Common 69894110 170 80000 SH DEFINED 1 0 80000 0 Paragon Trade Brands Common 69912K10 349 507100 SH SOLE 507100 0 0 Paragon Trade Brands Common 69912K10 773 1124100 SH SOLE 0 0 1124100 Paragon Trade Brands Common 69912K10 3 3800 SH DEFINED 1 0 3800 0 Parexel Intl Corp Common 69946210 16240 1219800 SH SOLE 1219800 0 0 Parexel Intl Corp Common 69946210 17638 1324900 SH SOLE 0 0 1324900 Parexel Intl Corp Common 69946210 3659 274800 SH DEFINED 1 0 274800 0 Park Electrochemical Common 70041620 520 18100 SH DEFINED 1 0 18100 0 Parker Hannifin Corp Common 70109410 59 1300 SH SOLE 1300 0 0 Parker Hannifin Corp Common 70109410 79830 1744900 SH SOLE 0 0 1744900 Parker Hannifin Corp Common 70109410 4236 92600 SH DEFINED 1 0 92600 0 Party City Corp Common 70214510 187 187000 SH SOLE 187000 0 0 Party City Corp Common 70214510 180 180000 SH SOLE 0 0 180000 Party City Corp Common 70214510 100 100000 SH DEFINED 1 0 100000 0 Party City Corp Common 70214510 200 200000 SH DEFINED 1 0 0 200000 Pathogenesis Corp Common 70321E10 518 36600 SH SOLE 36600 0 0 Pathogenesis Corp Common 70321E10 745 52500 SH SOLE 0 0 52500 Patina Oil & Gas Crp Common 70322410 631 100000 SH SOLE 0 0 100000 Patina Oil & Gas Crp Common 70322410 95 15000 SH DEFINED 1 0 15000 0 Pechiney SA A ADR Common 70515120 60526 2831628 SH SOLE 0 0 2831628 Pediatric Services Common 70532310 540 375000 SH SOLE 375000 0 0 Pediatric Services Common 70532310 89 62000 SH DEFINED 1 0 62000 0 Pediatrix Med Group Common 70532410 26940 1267800 SH SOLE 1267800 0 0 Pediatrix Med Group Common 70532410 8800 414100 SH SOLE 0 0 414100 Pediatrix Med Group Common 70532410 36 1700 SH DEFINED 1 0 1700 0 Pegasystems Inc Common 70557310 14032 1369100 SH SOLE 1369100 0 0 Pegasystems Inc Common 70557310 1017 99200 SH SOLE 0 0 99200 Pegasystems Inc Common 70557310 2248 219300 SH DEFINED 1 0 219300 0 Pegasus Communctns A Common 70590410 32930 835000 SH SOLE 835000 0 0 Pegasus Communctns A Common 70590410 20783 527000 SH SOLE 0 0 527000 Pegasus Communctns A Common 70590410 6101 154690 SH DEFINED 1 0 154690 0 Pegasus Systems Inc Common 70590610 26840 716900 SH SOLE 716900 0 0 Pegasus Systems Inc Common 70590610 3207 85700 SH SOLE 0 0 85700 Pegasus Systems Inc Common 70590610 4600 122900 SH DEFINED 1 0 122900 0 Penford Corporation Common 70705110 2922 179800 SH SOLE 179800 0 0 Penford Corporation Common 70705110 1170 72000 SH SOLE 0 0 72000 Penford Corporation Common 70705110 1866 114800 SH DEFINED 1 0 114800 0 Penford Corporation Common 70705110 732 45000 SH DEFINED 1 0 45000 0 Penford Corporation Common 70705110 3250 200000 SH DEFINED 1 0 0 200000 Penn Treaty American Common 70787410 1728 71800 SH SOLE 71800 0 0 Penn Treaty American Common 70787410 2880 119700 SH SOLE 0 0 119700 Penn Treaty American Common 70787410 1754 72900 SH DEFINED 1 0 72900 0 Penn Treaty American Common 70787410 2387 99200 SH DEFINED 1 0 0 99200 Penn Treaty American 707874AC 1777 1750000 PRN SOLE 1750000 0 0 Penn Treaty American 707874AC 609 600000 PRN SOLE 0 0 600000 Penn Treaty American 707874AC 482 475000 PRN DEFINED 1 0 475000 0 Pennaco Energy Inc Common 70804610 797 67800 SH SOLE 0 0 67800 Penney JC Inc Common 70816010 0 0 SH SOLE 0 0 0 Penney JC Inc Common 70816010 128600 2648100 SH SOLE 0 0 2648100 Pennfed Finl Svcs Common 70816710 2205 140000 SH SOLE 0 0 140000 Pennfed Finl Svcs Common 70816710 866 55000 SH DEFINED 1 0 55000 0 Pennsylvania REIT Common 70910210 1006 48000 SH SOLE 48000 0 0 Pennsylvania REIT Common 70910210 419 20000 SH SOLE 0 0 20000 Pennsylvania REIT Common 70910210 523 25000 SH DEFINED 1 0 25000 0 Pennsylvania REIT Common 70910210 2094 100000 SH DEFINED 1 0 0 100000 PennzEnergy Company Common 70931Q10 5190 312200 SH SOLE 312200 0 0 PennzEnergy Company Common 70931Q10 2118 127400 SH SOLE 0 0 127400 PennzEnergy Company Common 70931Q10 5044 303400 SH DEFINED 1 0 303400 0 Pennzoil-Quaker St Common 70932310 55181 3678300 SH SOLE 3678300 0 0 Pennzoil-Quaker St Common 70932310 34732 2315400 SH SOLE 0 0 2315400 Pennzoil-Quaker St Common 70932310 31070 2071200 SH DEFINED 1 0 2071200 0 Pennzoil-Quaker St Common 70932310 18665 1244300 SH DEFINED 1 0 0 1244300 Pentacon Inc Common 70962010 272 55000 SH SOLE 0 0 55000 Pentacon Inc Common 70962010 1235 250000 SH DEFINED 1 0 250000 0 Pentacon Inc Common 70962010 642 130000 SH DEFINED 1 0 130000 0 Pentacon Inc Common 70962010 1975 400000 SH DEFINED 1 0 0 400000 Peoples Bk Bridge CT Common 71019810 30898 1015169 SH SOLE 1015169 0 0 Peoples Bk Bridge CT Common 71019810 23069 757925 SH SOLE 0 0 757925 Peoples Bk Bridge CT Common 71019810 11201 367985 SH DEFINED 1 0 367985 0 Peoples Bk Bridge CT Common 71019810 5981 196500 SH DEFINED 1 0 0 196500 Peoples Energy Common 71103010 3214 85267 SH SOLE 85267 0 0 Peoples Energy Common 71103010 6400 169800 SH SOLE 0 0 169800 Peoples Energy Common 71103010 3547 94100 SH DEFINED 1 0 94100 0 Peoples Finl Corp OH Common 71103A10 333 34600 SH SOLE 0 0 34600 Peoples Heritge Finl Common 71114710 6981 371100 SH SOLE 371100 0 0 Peoples Heritge Finl Common 71114710 11 600 SH SOLE 0 0 600 Peoples Heritge Finl Common 71114710 1049 55800 SH DEFINED 1 0 55800 0 PeopleSoft Inc Common 71271310 224 13000 SH SOLE 13000 0 0 PeopleSoft Inc Common 71271310 35 2000 SH DEFINED 1 0 2000 0 Pep Boys MnyMoJk 713278AG 408 400000 PRN SOLE 400000 0 0 Pepsico Inc Common 71344810 12164 314400 SH SOLE 314400 0 0 Pepsico Inc Common 71344810 19974 516300 SH SOLE 0 0 516300 Perceptron Inc Common 71361F10 183 40000 SH SOLE 40000 0 0 Perceptron Inc Common 71361F10 1392 305000 SH SOLE 0 0 305000 Perceptron Inc Common 71361F10 1529 335000 SH DEFINED 1 0 0 335000 Pericom Semiconductr Common 71383110 4381 389400 SH SOLE 389400 0 0 Pericom Semiconductr Common 71383110 3444 306000 SH SOLE 0 0 306000 Pericom Semiconductr Common 71383110 1913 170000 SH DEFINED 1 0 170000 0 Pericom Semiconductr Common 71383110 822 73000 SH DEFINED 1 0 73000 0 Perle Systems Ltd Common 71415210 1260 480000 SH SOLE 480000 0 0 Perle Systems Ltd Common 71415210 66 25000 SH DEFINED 1 0 25000 0 Perle Systems Ltd Common 71415210 604 230100 SH DEFINED 1 0 230100 0 Perrigo Co Common 71429010 27832 3650110 SH SOLE 3650110 0 0 Perrigo Co Common 71429010 42808 5614100 SH SOLE 0 0 5614100 Perrigo Co Common 71429010 7570 992870 SH DEFINED 1 0 992870 0 Personnel Gp of Amer Common 71533810 311 31100 SH DEFINED 1 0 31100 0 Telekomunikasi ADR Common 71568410 1912 153792 SH DEFINED 1 0 153792 0 Pervasive Software Common 71571010 25 1000 SH DEFINED 1 0 1000 0 Petco Animal Supply Common 71601610 4194 266200 SH SOLE 266200 0 0 Petco Animal Supply Common 71601610 3939 250100 SH SOLE 0 0 250100 Petco Animal Supply Common 71601610 2048 130000 SH DEFINED 1 0 130000 0 Petco Animal Supply Common 71601610 701 44500 SH DEFINED 1 0 44500 0 Petco Animal Supply Common 71601610 3150 200000 SH DEFINED 1 0 0 200000 Petro-Canada Common 71644E10 22448 1640000 SH SOLE 0 0 1640000 Petroglyph Energy Common 71649C10 1351 540000 SH SOLE 540000 0 0 Pharmacyclics Inc Common 71693310 14502 517900 SH SOLE 517900 0 0 Pharmacyclics Inc Common 71693310 24867 888100 SH SOLE 0 0 888100 Pharmacyclics Inc Common 71693310 9159 327100 SH DEFINED 1 0 327100 0 Pharmacia & Upjohn Common 71694110 657310 11569663 SH SOLE 11569663 0 0 Pharmacia & Upjohn Common 71694110 1307046 23006100 SH SOLE 0 0 23006100 Pharmacia & Upjohn Common 71694110 99594 1753000 SH DEFINED 1 0 1753000 0 Pharmacia & Upjohn Common 71694110 8942 157400 SH DEFINED 1 0 157400 0 Pharmacia & Upjohn Common 71694110 8005 140900 SH DEFINED 1 0 0 140900 Pfizer Inc Common 71708110 50577 464000 SH SOLE 464000 0 0 Pfizer Inc Common 71708110 261623 2400210 SH SOLE 0 0 2400210 Pfizer Inc Common 71708110 49191 451300 SH DEFINED 1 0 451300 0 Pharmacopeia Inc Common 71713B10 16426 1460100 SH SOLE 1460100 0 0 Pharmacopeia Inc Common 71713B10 2369 210600 SH SOLE 0 0 210600 Pharmacopeia Inc Common 71713B10 8852 786800 SH DEFINED 1 0 786800 0 Phelps Dodge Common 71726510 4026 65000 SH SOLE 65000 0 0 Phelps Dodge Common 71726510 228780 3693700 SH SOLE 0 0 3693700 Philip Morris Cos Common 71815410 472807 11764936 SH SOLE 11764936 0 0 Philip Morris Cos Common 71815410 380426 9466190 SH SOLE 0 0 9466190 Philip Morris Cos Common 71815410 120249 2992170 SH DEFINED 1 0 2992170 0 Philip Morris Cos Common 71815410 11706 291260 SH DEFINED 1 0 291260 0 Philip Morris Cos Common 71815410 1776 44200 SH DEFINED 1 0 0 44200 Philip Long III GDS Cv Pfd 71825270 2272 43700 PRN SOLE 43700 0 0 Phillips Petroleum Common 71850710 9349 185800 SH SOLE 185800 0 0 Phillips Petroleum Common 71850710 143483 2851800 SH SOLE 0 0 2851800 Phillips Petroleum Common 71850710 2552 50705 SH DEFINED 1 0 50705 0 Phillips Petroleum Common 71850710 3814 75800 SH DEFINED 1 0 75800 0 Physiometrix Inc Common 71892810 86 152400 SH SOLE 152400 0 0 Physiometrix Inc Common 71892810 48 85600 SH DEFINED 1 0 85600 0 Phosphate Res Ptnrs Common 71921710 89629 8337600 SH SOLE 0 0 8337600 Photronics Inc Common 71940510 1250 51000 SH SOLE 51000 0 0 Photronics Inc Common 71940510 2818 115000 SH SOLE 0 0 115000 Photronics Inc Common 71940510 1715 70000 SH DEFINED 1 0 70000 0 Photronics Inc Common 71940510 172 7000 SH DEFINED 1 0 7000 0 Photronics Inc Common 71940510 1960 80000 SH DEFINED 1 0 0 80000 Pierce Leahy Corp Common 72072210 17641 714600 SH SOLE 714600 0 0 Pierce Leahy Corp Common 72072210 2309 93500 SH SOLE 0 0 93500 Pierce Leahy Corp Common 72072210 1657 67100 SH DEFINED 1 0 67100 0 Pierce Leahy Corp Common 72072210 148 6000 SH DEFINED 1 0 6000 0 Pierce Leahy Corp Common 72072210 2222 90000 SH DEFINED 1 0 0 90000 Piercing Pagoda Inc Common 72077310 1831 145000 SH SOLE 145000 0 0 Piercing Pagoda Inc Common 72077310 367 29100 SH SOLE 0 0 29100 Piercing Pagoda Inc Common 72077310 1860 147300 SH DEFINED 1 0 147300 0 Piercing Pagoda Inc Common 72077310 712 56400 SH DEFINED 1 0 56400 0 Pillowtex Corp Common 72150110 326 20000 SH SOLE 20000 0 0 Pillowtex Corp Common 72150110 3181 195000 SH SOLE 0 0 195000 Pillowtex Corp Common 72150110 3670 225000 SH DEFINED 1 0 0 225000 Pinnacle Hldgs Inc Common 72346N10 1789 73000 SH SOLE 73000 0 0 Pinnacle Hldgs Inc Common 72346N10 2940 120000 SH SOLE 0 0 120000 Pinnacle Hldgs Inc Common 72346N10 2940 120000 SH DEFINED 1 0 0 120000 Pinnacle West Cap Common 72348410 107000 2658357 SH SOLE 2658357 0 0 Pinnacle West Cap Common 72348410 155726 3868947 SH SOLE 0 0 3868947 Pinnacle West Cap Common 72348410 31622 785615 SH DEFINED 1 0 785615 0 Pinnacle West Cap Common 72348410 5216 129600 SH DEFINED 1 0 129600 0 Pinnacle West Cap Common 72348410 6991 173699 SH DEFINED 1 0 0 173699 Pioneer Hi-Bred Intl Common 72368610 45585 1170700 SH SOLE 0 0 1170700 Pioneer Hi-Bred Intl Common 72368610 5510 141500 SH DEFINED 1 0 141500 0 Placer Dome Inc Common 72590610 1235 105100 SH DEFINED 1 0 105100 0 Plantronics Inc Common 72749310 1563 24000 SH SOLE 24000 0 0 Plantronics Inc Common 72749310 2019 31000 SH SOLE 0 0 31000 Plantronics Inc Common 72749310 1954 30000 SH DEFINED 1 0 0 30000 Playboy Entprs Cl B Common 72811730 8766 330000 SH SOLE 0 0 330000 Playtex Products Inc Common 72813P10 31 2000 SH SOLE 2000 0 0 Plexus Corp Common 72913210 184 6100 SH SOLE 6100 0 0 Plum Creek Tim LP Ut Common 72923710 12 400 SH SOLE 0 0 400 Pogo Producing Co Common 73044810 3298 177100 SH SOLE 177100 0 0 Pogo Producing Co Common 73044810 12769 685580 SH SOLE 0 0 685580 Pohang Iron&Stl ADR Common 73045010 168 5000 SH SOLE 0 0 5000 Policy Mgmt Systems Common 73110810 87071 2902366 SH SOLE 2902366 0 0 Policy Mgmt Systems Common 73110810 34928 1164266 SH SOLE 0 0 1164266 Policy Mgmt Systems Common 73110810 9467 315568 SH DEFINED 1 0 315568 0 Policy Mgmt Systems Common 73110810 1920 64000 SH DEFINED 1 0 0 64000 Polymedica Corp Common 73173810 583 58300 SH SOLE 58300 0 0 Portugal Telecom ADS Common 73727310 34656 841400 SH SOLE 841400 0 0 Powergen PLC ADR Common 73890540 21143 493135 SH SOLE 493135 0 0 Powergen PLC ADR Common 73890540 13524 315396 SH SOLE 0 0 315396 Powergen PLC ADR Common 73890540 244 5680 SH DEFINED 1 0 5680 0 Powergen PLC ADR Common 73890540 1282 29900 SH DEFINED 1 0 0 29900 Powell Industries Common 73912810 2014 217700 SH SOLE 217700 0 0 Powell Industries Common 73912810 2488 269000 SH SOLE 0 0 269000 Powell Industries Common 73912810 1665 180000 SH DEFINED 1 0 180000 0 Powell Industries Common 73912810 514 55500 SH DEFINED 1 0 55500 0 Powell Industries Common 73912810 1474 159300 SH DEFINED 1 0 0 159300 Power One Inc Common 73930810 4926 200000 SH SOLE 200000 0 0 Power One Inc Common 73930810 4654 189000 SH SOLE 0 0 189000 Power One Inc Common 73930810 2709 110000 SH DEFINED 1 0 110000 0 Power One Inc Common 73930810 246 10000 SH DEFINED 1 0 10000 0 Power One Inc Common 73930810 638 25900 SH DEFINED 1 0 0 25900 Praxair Inc Common 74005P10 149454 3053900 SH SOLE 3053900 0 0 Praxair Inc Common 74005P10 31351 640600 SH SOLE 0 0 640600 Praxair Inc Common 74005P10 557 11400 SH DEFINED 1 0 11400 0 Praxair Inc Common 74005P10 2109 43100 SH DEFINED 1 0 43100 0 Precision Castparts Common 74018910 71889 1691540 SH SOLE 1691540 0 0 Precision Castparts Common 74018910 208 4900 SH SOLE 0 0 4900 Precision Castparts Common 74018910 1061 24960 SH DEFINED 1 0 24960 0 Premark Intl Inc Common 74045910 14258 380200 SH SOLE 380200 0 0 Premark Intl Inc Common 74045910 4045 107880 SH DEFINED 1 0 107880 0 Premark Intl Inc Common 74045910 6049 161300 SH DEFINED 1 0 161300 0 T Rowe Price Common 74147710 111 2900 SH SOLE 2900 0 0 T Rowe Price Common 74147710 3197 83300 SH SOLE 0 0 83300 T Rowe Price Common 74147710 10354 269800 SH DEFINED 1 0 269800 0 PrimaCom AG ADR Common 74154N10 5990 270700 SH SOLE 270700 0 0 PrimaCom AG ADR Common 74154N10 1011 45700 SH SOLE 0 0 45700 PrimaCom AG ADR Common 74154N10 2949 133300 SH DEFINED 1 0 133300 0 PrimaCom AG ADR Common 74154N10 270 12200 SH DEFINED 1 0 12200 0 Primex Tech Common 74159710 4380 203100 SH SOLE 203100 0 0 Prima Energy Corp Common 74190120 2806 124000 SH SOLE 124000 0 0 Prima Energy Corp Common 74190120 1018 45000 SH SOLE 0 0 45000 Prima Energy Corp Common 74190120 272 12000 SH DEFINED 1 0 12000 0 Prime Cap Corp DE Common 74191010 619 330000 SH SOLE 0 0 330000 Primus Telecomm Gp Common 74192910 11989 534300 SH SOLE 534300 0 0 Primus Telecomm Gp Common 74192910 6754 301000 SH SOLE 0 0 301000 Primus Telecomm Gp Common 74192910 2693 120000 SH DEFINED 1 0 120000 0 Primus Telecomm Gp Common 74192910 1232 54900 SH DEFINED 1 0 54900 0 Primus Telecomm Gp Common 74192910 4515 201200 SH DEFINED 1 0 0 201200 Pride International Common 74193210 11857 1122500 SH SOLE 1122500 0 0 Pride International Common 74193210 2769 262100 SH DEFINED 1 0 262100 0 Pride Intl P4-24-03 741932AB 9635 33900000 PRN SOLE 33900000 0 0 Princeton Natl Bcp Common 74228210 1012 66750 SH SOLE 66750 0 0 Princeton Natl Bcp Common 74228210 1492 98650 SH SOLE 0 0 98650 Princeton Natl Bcp Common 74228210 1480 97850 SH DEFINED 1 0 97850 0 Procter & Gamble Co Common 74271810 357452 4005056 SH SOLE 4005056 0 0 Procter & Gamble Co Common 74271810 138201 1548456 SH SOLE 0 0 1548456 Procter & Gamble Co Common 74271810 92601 1037540 SH DEFINED 1 0 1037540 0 Procter & Gamble Co Common 74271810 2445 27400 SH DEFINED 1 0 27400 0 Profit Recovery Grp Common 74316810 17657 373200 SH SOLE 373200 0 0 Profit Recovery Grp Common 74316810 1949 41200 SH SOLE 0 0 41200 Profit Recovery Grp Common 74316810 3909 82600 SH DEFINED 1 0 82600 0 Progress Financial Common 74326610 4842 331050 SH SOLE 0 0 331050 Progress Software Common 74331210 283 10000 SH SOLE 10000 0 0 Progress Software Common 74331210 384 13600 SH DEFINED 1 0 13600 0 Prologis Trust REIT Common 74341010 709 35000 SH DEFINED 1 0 35000 0 Prologis Trust REIT Cv Pfd 74341030 416 16000 PRN SOLE 16000 0 0 ProMedCo Management Common 74342L10 1934 503300 SH SOLE 503300 0 0 ProMedCo Management Common 74342L10 2031 528300 SH SOLE 0 0 528300 ProMedCo Management Common 74342L10 1115 290000 SH DEFINED 1 0 290000 0 ProMedCo Management Common 74342L10 365 95000 SH DEFINED 1 0 95000 0 ProMedCo Management Common 74342L10 1599 415900 SH DEFINED 1 0 0 415900 Protective Life Corp Common 74367410 1482 43600 SH DEFINED 1 0 43600 0 Protocol Systems Inc Common 74371R10 2631 302800 SH SOLE 302800 0 0 Protocol Systems Inc Common 74371R10 2720 313000 SH SOLE 0 0 313000 Protocol Systems Inc Common 74371R10 2389 275000 SH DEFINED 1 0 0 275000 Provident Finl Hldgs Common 74386810 7394 369700 SH SOLE 0 0 369700 Providian Finl Corp Common 74406A10 14677 157400 SH SOLE 157400 0 0 PsiNet Inc Common 74437C10 19688 450000 SH SOLE 450000 0 0 Public Service Co NM Common 74449910 3975 200000 SH SOLE 0 0 200000 Public Service Co NC Common 74451610 293 10000 SH SOLE 10000 0 0 Public Service Co NC Common 74451610 1150 39300 SH SOLE 0 0 39300 Public Service Entpr Common 74457310 882 21600 SH SOLE 21600 0 0 Public Service Entpr Common 74457310 14285 350000 SH SOLE 0 0 350000 Public Service Entpr Common 74457310 11530 282500 SH DEFINED 1 0 282500 0 Public Storage REIT Common 74460D10 778 27788 SH SOLE 27788 0 0 Public Storage REIT Common 74460D10 1841 65729 SH DEFINED 1 0 65729 0 Quaker City Bcp Inc Common 74731K10 2071 125500 SH SOLE 125500 0 0 Quaker City Bcp Inc Common 74731K10 561 34000 SH DEFINED 1 0 34000 0 Quaker City Bcp Inc Common 74731K10 723 43800 SH DEFINED 1 0 0 43800 Quaker Fabric Corp Common 74739910 1383 330000 SH SOLE 330000 0 0 Quaker Fabric Corp Common 74739910 1726 412200 SH SOLE 0 0 412200 Quaker Fabric Corp Common 74739910 126 30000 SH DEFINED 1 0 30000 0 Quaker Fabric Corp Common 74739910 1445 345000 SH DEFINED 1 0 0 345000 Qualcomm Inc Common 74752510 200943 1400300 SH SOLE 1400300 0 0 Qualcomm Inc Common 74752510 19790 137900 SH SOLE 0 0 137900 Qualcomm Inc Common 74752510 25036 174460 SH DEFINED 1 0 174460 0 Quanta Services Inc Common 74762E10 6341 144100 SH SOLE 144100 0 0 Quantum Corp Common 74790610 0 0 SH SOLE 0 0 0 Quantum Corp Common 74790610 94816 3930200 SH SOLE 0 0 3930200 Quantum Corp Common 74790610 31 1300 SH DEFINED 1 0 1300 0 Quest Diagnostics Common 74834L10 36531 1334500 SH SOLE 1334500 0 0 Quest Diagnostics Common 74834L10 58971 2154200 SH SOLE 0 0 2154200 Quest Diagnostics Common 74834L10 183 6700 SH DEFINED 1 0 6700 0 Questar Corp Common 74835610 38250 2000000 SH SOLE 0 0 2000000 Questar Corp Common 74835610 3029 158400 SH DEFINED 1 0 158400 0 Quest Education Corp Common 74835F10 2746 260000 SH SOLE 260000 0 0 Quest Education Corp Common 74835F10 3116 295000 SH SOLE 0 0 295000 Quest Education Corp Common 74835F10 1859 176000 SH DEFINED 1 0 176000 0 Quest Education Corp Common 74835F10 813 77000 SH DEFINED 1 0 77000 0 Quintiles Transnatl Common 74876710 88821 2114800 SH SOLE 2114800 0 0 Quintiles Transnatl Common 74876710 899 21400 SH SOLE 0 0 21400 Quintiles Transnatl Common 74876710 2318 55200 SH DEFINED 1 0 55200 0 Quorum Health Group Common 74908410 5963 474600 SH SOLE 474600 0 0 Quorum Health Group Common 74908410 26948 2145000 SH SOLE 0 0 2145000 Quorum Health Group Common 74908410 73 5800 SH DEFINED 1 0 5800 0 Qwest Commns Intl Common 74912110 1323 40000 SH SOLE 40000 0 0 Qwest Commns Intl Common 74912110 661 20000 SH SOLE 0 0 20000 R&B Falcon Corp Common 74912E10 128 13600 SH SOLE 13600 0 0 R&B Falcon Corp Common 74912E10 223 23800 SH SOLE 0 0 23800 RCM Technologies Inc Common 74936040 3622 273300 SH SOLE 273300 0 0 RCM Technologies Inc Common 74936040 2558 193000 SH SOLE 0 0 193000 RCM Technologies Inc Common 74936040 1273 96000 SH DEFINED 1 0 96000 0 RCM Technologies Inc Common 74936040 583 44000 SH DEFINED 1 0 44000 0 RCM Technologies Inc Common 74936040 1888 142500 SH DEFINED 1 0 0 142500 RDO Equipment Co A Common 74941310 2051 218700 SH SOLE 218700 0 0 RDO Equipment Co A Common 74941310 375 40000 SH SOLE 0 0 40000 RDO Equipment Co A Common 74941310 375 40000 SH DEFINED 1 0 40000 0 RF Monolithics Inc Common 74955F10 2574 264000 SH SOLE 264000 0 0 RF Monolithics Inc Common 74955F10 1174 120400 SH SOLE 0 0 120400 RF Monolithics Inc Common 74955F10 885 90800 SH DEFINED 1 0 90800 0 RF Monolithics Inc Common 74955F10 800 82000 SH DEFINED 1 0 82000 0 R.H. Donnelley Corp Common 74955W30 395 20200 SH DEFINED 1 0 20200 0 RWD Technologies Inc Common 74975B10 133 12700 SH SOLE 12700 0 0 RWD Technologies Inc Common 74975B10 510 48900 SH DEFINED 1 0 0 48900 Racing Champions Crp Common 75006910 242 34000 SH SOLE 34000 0 0 Radian Group Inc Common 75023610 488 10000 SH DEFINED 1 0 10000 0 Rainforest Cafe Inc Common 75086K10 1925 380300 SH SOLE 380300 0 0 Rainforest Cafe Inc Common 75086K10 1848 365000 SH SOLE 0 0 365000 Rainforest Cafe Inc Common 75086K10 1772 350000 SH DEFINED 1 0 0 350000 Rambus Inc Del Common 75091710 3688 40000 SH DEFINED 1 0 40000 0 Ralston Purina Common 75127730 13386 439800 SH SOLE 439800 0 0 Ralston Purina Common 75127730 3899 128100 SH SOLE 0 0 128100 Ralston Purina Common 75127730 8480 278600 SH DEFINED 1 0 278600 0 Rare Hospitality Common 75382010 1085 42500 SH SOLE 42500 0 0 Rare Hospitality Common 75382010 1564 61300 SH SOLE 0 0 61300 Rare Hospitality Common 75382010 1541 60400 SH DEFINED 1 0 60400 0 Rational Software Common 75409P20 123651 3754100 SH SOLE 3754100 0 0 Rational Software Common 75409P20 48903 1484705 SH SOLE 0 0 1484705 Rational Software Common 75409P20 18857 572500 SH DEFINED 1 0 572500 0 Raychem Corp Common 75460310 15629 422400 SH SOLE 422400 0 0 Raymond James Finl Common 75473010 8366 348600 SH SOLE 0 0 348600 Raytel Medical Corp Common 75510710 1436 310400 SH SOLE 310400 0 0 Raytel Medical Corp Common 75510710 2544 550000 SH SOLE 0 0 550000 Raytel Medical Corp Common 75510710 116 25000 SH DEFINED 1 0 25000 0 Raytheon Co A Common 75511130 2 22 SH SOLE 0 0 22 Redback Networks Inc Common 75720910 226 1800 SH SOLE 0 0 1800 Redback Networks Inc Common 75720910 992 7900 SH DEFINED 1 0 7900 0 Redwood Tr Inc REIT Common 75807540 7603 459000 SH SOLE 459000 0 0 Redwood Tr Inc REIT Common 75807540 3813 230140 SH SOLE 0 0 230140 Reed Intl PLC ADR Common 75821287 7626 281765 SH SOLE 281765 0 0 Reed Intl PLC ADR Common 75821287 4083 150841 SH SOLE 0 0 150841 Reed Intl PLC ADR Common 75821287 4072 150510 SH DEFINED 1 0 150510 0 Reed Intl PLC ADR Common 75821287 200 7400 SH DEFINED 1 0 7400 0 Regeneron Pharm Inc Common 75886F10 78 10000 SH SOLE 10000 0 0 Regeneron Pharm Inc Common 75886F10 163 20900 SH SOLE 0 0 20900 Regeneron Pharm Inc Common 75886F10 3006 384700 SH DEFINED 1 0 384700 0 Regions Financial Common 75894010 557 14500 SH SOLE 14500 0 0 Regions Financial Common 75894010 128141 3333700 SH SOLE 0 0 3333700 Regions Financial Common 75894010 4524 117700 SH DEFINED 1 0 117700 0 Regions Financial Common 75894010 3963 103100 SH DEFINED 1 0 0 103100 Reinsurance Group Common 75935110 23968 680007 SH SOLE 680007 0 0 Reinsurance Group Common 75935110 7728 219225 SH SOLE 0 0 219225 Reinsurance Group Common 75935110 15787 447824 SH DEFINED 1 0 447824 0 Reinsurance Gp NonVt Common 75935120 24401 728300 SH SOLE 728300 0 0 Reinsurance Gp NonVt Common 75935120 2230 66550 SH SOLE 0 0 66550 Reinsurance Gp NonVt Common 75935120 2772 82700 SH DEFINED 1 0 82700 0 Reliance Bancorp Inc Common 75945110 1516 54900 SH SOLE 54900 0 0 Reliance Bancorp Inc Common 75945110 390 14100 SH SOLE 0 0 14100 Reliance Bancorp Inc Common 75945110 1520 55000 SH DEFINED 1 0 55000 0 REMEC Inc Common 75954310 3424 212300 SH SOLE 212300 0 0 REMEC Inc Common 75954310 2728 169200 SH SOLE 0 0 169200 REMEC Inc Common 75954310 2177 135000 SH DEFINED 1 0 135000 0 REMEC Inc Common 75954310 549 34000 SH DEFINED 1 0 34000 0 REMEC Inc Common 75954310 3064 190000 SH DEFINED 1 0 0 190000 RemedyTemp Inc Cl A Common 75954910 2029 150200 SH SOLE 150200 0 0 RemedyTemp Inc Cl A Common 75954910 2417 179000 SH SOLE 0 0 179000 Remington Oil & Gas Common 75959430 731 149900 SH SOLE 149900 0 0 Repligen Corp Common 75991610 799 277600 SH SOLE 277600 0 0 Repligen Corp Common 75991610 106 37000 SH SOLE 0 0 37000 Repligen Corp Common 75991610 37 13000 SH DEFINED 1 0 13000 0 Repsol SA ADR Common 76026T20 165285 8136800 SH SOLE 8136800 0 0 Repsol SA ADR Common 76026T20 253105 12460300 SH SOLE 0 0 12460300 Repsol SA ADR Common 76026T20 73174 3602275 SH DEFINED 1 0 3602275 0 Repsol SA ADR Common 76026T20 10959 539500 SH DEFINED 1 0 539500 0 Repsol SA ADR Common 76026T20 19714 970500 SH DEFINED 1 0 0 970500 Republic NY Corp Common 76071910 4978 73000 SH DEFINED 1 0 73000 0 Republic Svgs Finl Common 76075810 245 29200 SH SOLE 29200 0 0 Republic Svgs Finl Common 76075810 360 43000 SH SOLE 0 0 43000 Republic Svgs Finl Common 76075810 358 42700 SH DEFINED 1 0 42700 0 Republic Svcs Inc Common 76075910 136726 5524300 SH SOLE 0 0 5524300 Republic Svcs Inc Common 76075910 37 1500 SH DEFINED 1 0 1500 0 Res-Care Inc 760943AC 3833 3000000 PRN SOLE 3000000 0 0 Res-Care Inc 760943AC 2810 2200000 PRN SOLE 0 0 2200000 Res-Care Inc 760943AC 1661 1300000 PRN DEFINED 1 0 1300000 0 Res-Care Inc 760943AC 703 550000 PRN DEFINED 1 0 550000 0 Res-Care Inc 760943AC 1916 1500000 PRN DEFINED 1 0 0 1500000 Resource America A Common 76119520 24002 1655300 SH SOLE 1655300 0 0 Resource America A Common 76119520 10131 698700 SH SOLE 0 0 698700 Resource America A Common 76119520 263 18200 SH DEFINED 1 0 18200 0 Resource Asset REIT Common 76119610 8351 661400 SH SOLE 661400 0 0 Resource Asset REIT Common 76119610 610 48300 SH SOLE 0 0 48300 Resource Bancshs Mtg Common 76119710 2177 212400 SH SOLE 212400 0 0 Resource Bancshs Mtg Common 76119710 8061 786450 SH SOLE 0 0 786450 Resource Bancshs Mtg Common 76119710 1589 155000 SH DEFINED 1 0 155000 0 Resource Bancshs Mtg Common 76119710 2255 220000 SH DEFINED 1 0 0 220000 Respironics Inc Common 76123010 8332 550800 SH SOLE 550800 0 0 Respironics Inc Common 76123010 4421 292300 SH SOLE 0 0 292300 Respironics Inc Common 76123010 2822 186500 SH DEFINED 1 0 186500 0 Respironics Inc Common 76123010 660 43600 SH DEFINED 1 0 43600 0 Respironics Inc Common 76123010 2355 155700 SH DEFINED 1 0 0 155700 Reuters Grp Plc ADR Common 76132M10 965 11900 SH SOLE 11900 0 0 Rexall Sundown Inc Common 76164810 1049 86100 SH SOLE 86100 0 0 Reynolds & Reyn Cl A Common 76169510 3996 171400 SH DEFINED 1 0 171400 0 Reynolds Metals Co Common 76176310 0 0 SH SOLE 0 0 0 Reynolds Metals Co Common 76176310 66331 1124262 SH SOLE 0 0 1124262 RJ Reynolds Tobacco Common 76182K10 43683 1375859 SH SOLE 1375859 0 0 RJ Reynolds Tobacco Common 76182K10 12741 401265 SH SOLE 0 0 401265 RJ Reynolds Tobacco Common 76182K10 17489 550831 SH DEFINED 1 0 550831 0 RJ Reynolds Tobacco Common 76182K10 243 7666 SH DEFINED 1 0 7666 0 RJ Reynolds Tobacco Common 76182K10 2161 68066 SH DEFINED 1 0 0 68066 Rhone-Poulenc SA ADR Common 76242660 80779 1744200 SH SOLE 1744200 0 0 Rhone-Poulenc SA ADR Common 76242660 949300 20497463 SH SOLE 0 0 20497463 Rhone-Poulenc SA ADR Common 76242660 532 11500 SH DEFINED 1 0 11500 0 Rhythms NetConnectns Common 76243020 543 9300 SH SOLE 9300 0 0 Ribozyme Pharm Inc Common 76256710 60 14000 SH SOLE 14000 0 0 Ribozyme Pharm Inc Common 76256710 129 30400 SH SOLE 0 0 30400 Ribozyme Pharm Inc Common 76256710 624 146800 SH DEFINED 1 0 146800 0 Richmond Cnty Finl Common 76455610 1213 63000 SH SOLE 63000 0 0 Richmond Cnty Finl Common 76455610 40 2100 SH SOLE 0 0 2100 Ritchie Bros Auction Common 76774410 18123 475300 SH SOLE 475300 0 0 Ritchie Bros Auction Common 76774410 3051 80000 SH SOLE 0 0 80000 Ritchie Bros Auction Common 76774410 3034 79600 SH DEFINED 1 0 79600 0 Rite Aid Corp Common 76775410 44 1800 SH SOLE 1800 0 0 Rite Aid Corp Common 76775410 24625 1000000 SH SOLE 0 0 1000000 River Valley Bcp Common 76847510 1011 77000 SH SOLE 0 0 77000 Riviera Tool Company Common 76964810 840 170000 SH SOLE 170000 0 0 Riviera Tool Company Common 76964810 638 129249 SH DEFINED 1 0 129249 0 Robert Half Intl Inc Common 77032310 8863 343300 SH SOLE 343300 0 0 Robert Half Intl Inc Common 77032310 1563 60600 SH SOLE 0 0 60600 Robert Half Intl Inc Common 77032310 1226 47500 SH DEFINED 1 0 47500 0 Roberts Pharm Corp Common 77049110 2163 90100 SH SOLE 90100 0 0 Roberts Pharm Corp Common 77049110 26 1100 SH DEFINED 1 0 1100 0 Rock of Ages Corp A Common 77263210 1353 132000 SH SOLE 132000 0 0 Rock of Ages Corp A Common 77263210 923 90000 SH SOLE 0 0 90000 Rock of Ages Corp A Common 77263210 1722 168000 SH DEFINED 1 0 168000 0 Rock of Ages Corp A Common 77263210 510 49800 SH DEFINED 1 0 49800 0 Rock of Ages Corp A Common 77263210 1691 165000 SH DEFINED 1 0 0 165000 RockShox Inc Common 77406610 259 207200 SH SOLE 207200 0 0 RockShox Inc Common 77406610 26 20800 SH DEFINED 1 0 20800 0 RockShox Inc Common 77406610 7 5200 SH DEFINED 1 0 5200 0 RockShox Inc Common 77406610 591 472800 SH DEFINED 1 0 0 472800 Rogers Communctns B Common 77510920 68326 4220800 SH SOLE 4220800 0 0 Rohm & Haas Co Common 77537110 4292 100105 SH SOLE 100105 0 0 Rohm & Haas Co Common 77537110 4347 101400 SH SOLE 0 0 101400 Rohm & Haas Co Common 77537110 20124 469382 SH DEFINED 1 0 469382 0 Rohm & Haas Co Common 77537110 1796 41900 SH DEFINED 1 0 0 41900 Rollins Truck Leasng Common 77574110 3289 295650 SH DEFINED 1 0 295650 0 Roper Inds Inc New Common 77669610 602 18800 SH DEFINED 1 0 18800 0 Ross Stores Inc Common 77829610 122588 2433500 SH SOLE 0 0 2433500 Ross Stores Inc Common 77829610 35 700 SH DEFINED 1 0 700 0 Rouse Company REIT Common 77927310 179 7058 SH SOLE 7058 0 0 Rowan Companies Inc Common 77938210 11632 637300 SH SOLE 637300 0 0 Rowan Companies Inc Common 77938210 17182 941500 SH SOLE 0 0 941500 Rowan Companies Inc Common 77938210 6929 379700 SH DEFINED 1 0 379700 0 Royal Dutch Pete NY Common 78025780 310548 5154300 SH SOLE 5154300 0 0 Royal Dutch Pete NY Common 78025780 521539 8656280 SH SOLE 0 0 8656280 Royal Dutch Pete NY Common 78025780 87290 1448800 SH DEFINED 1 0 1448800 0 Royal Dutch Pete NY Common 78025780 335 5560 SH DEFINED 1 0 5560 0 Rural Metro Common 78174810 3999 415500 SH SOLE 415500 0 0 Rural Metro Common 78174810 3532 367000 SH SOLE 0 0 367000 Rural Metro Common 78174810 1887 196000 SH DEFINED 1 0 196000 0 Rural Metro Common 78174810 751 78000 SH DEFINED 1 0 78000 0 Rural Metro Common 78174810 2647 275000 SH DEFINED 1 0 0 275000 Ryanair Holdings ADR Common 78351310 26758 504900 SH SOLE 504900 0 0 Ryanair Holdings ADR Common 78351310 11475 216500 SH SOLE 0 0 216500 Ryanair Holdings ADR Common 78351310 8527 160900 SH DEFINED 1 0 160900 0 Ryanair Holdings ADR Common 78351310 795 15000 SH DEFINED 1 0 15000 0 Ryerson Tull Inc Common 78375P10 14462 640946 SH SOLE 0 0 640946 SBC Communications Common 78387G10 631307 10884659 SH SOLE 10884659 0 0 SBC Communications Common 78387G10 315125 5433201 SH SOLE 0 0 5433201 SBC Communications Common 78387G10 67139 1157580 SH DEFINED 1 0 1157580 0 SBC Communications Common 78387G10 13610 234660 SH DEFINED 1 0 234660 0 SBA Communctns Corp Common 78388J10 5096 526000 SH SOLE 526000 0 0 SBA Communctns Corp Common 78388J10 4309 444700 SH SOLE 0 0 444700 SBA Communctns Corp Common 78388J10 3040 313800 SH DEFINED 1 0 313800 0 SBA Communctns Corp Common 78388J10 753 77700 SH DEFINED 1 0 77700 0 SBA Communctns Corp Common 78388J10 2654 273900 SH DEFINED 1 0 0 273900 SCB Computer Tech Common 78388N10 1072 204000 SH SOLE 204000 0 0 SCB Computer Tech Common 78388N10 479 91200 SH DEFINED 1 0 91200 0 SCB Computer Tech Common 78388N10 420 80000 SH DEFINED 1 0 80000 0 SCI Systems Inc Common 78389010 1184 25000 SH SOLE 0 0 25000 SCI Systems Inc Common 78389010 5410 114200 SH DEFINED 1 0 114200 0 SCP Pool Corp Common 78402810 6952 268650 SH SOLE 268650 0 0 SCP Pool Corp Common 78402810 6598 255000 SH SOLE 0 0 255000 SCP Pool Corp Common 78402810 2847 110000 SH DEFINED 1 0 110000 0 SCP Pool Corp Common 78402810 1048 40500 SH DEFINED 1 0 40500 0 SCP Pool Corp Common 78402810 4528 175000 SH DEFINED 1 0 0 175000 SFS Bancorp Inc Common 78416610 2433 100600 SH SOLE 0 0 100600 SFX Entertainment A Common 78417810 9824 153500 SH SOLE 153500 0 0 SFX Entertainment A Common 78417810 486 7600 SH SOLE 0 0 7600 SFX Entertainment A Common 78417810 986 15400 SH DEFINED 1 0 15400 0 SK Telecom Co ADR Common 78440P10 7 373 SH SOLE 0 0 373 SK Telecom Co ADR Common 78440P10 2070 121754 SH DEFINED 1 0 121754 0 SM&A Corporation Common 78443210 1876 246000 SH SOLE 246000 0 0 SOS Staffing Svcs Common 78462X10 315 60000 SH SOLE 60000 0 0 SOS Staffing Svcs Common 78462X10 1313 250000 SH SOLE 0 0 250000 S3 Incorporated Common 78484910 45 5000 SH DEFINED 1 0 5000 0 Sabre Holdings Corp Common 78590510 3940 57300 SH SOLE 57300 0 0 SAFECO Corp Common 78642910 2776 62900 SH SOLE 62900 0 0 Safeskin Corp Common 78645410 6000 500000 SH SOLE 0 0 500000 Safety-Kleen Corp Common 78648R20 442 24325 SH SOLE 24325 0 0 Safety-Kleen Corp Common 78648R20 7428 409850 SH SOLE 0 0 409850 Safety-Kleen Corp Common 78648R20 466 25650 SH DEFINED 1 0 25650 0 Safeway Inc Common 78651420 216703 4377800 SH SOLE 4377800 0 0 Safeway Inc Common 78651420 61425 1240900 SH SOLE 0 0 1240900 Safeway Inc Common 78651420 27904 563700 SH DEFINED 1 0 563700 0 Safeway Inc Common 78651420 1545 31200 SH DEFINED 1 0 31200 0 Saga Communctns Cl A Common 78659810 852 45737 SH SOLE 45737 0 0 Saga Communctns Cl A Common 78659810 3770 202440 SH SOLE 0 0 202440 Saga Communctns Cl A Common 78659810 1927 103456 SH DEFINED 1 0 103456 0 Saga Communctns Cl A Common 78659810 204 10937 SH DEFINED 1 0 10937 0 Saga Communctns Cl A Common 78659810 2619 140625 SH DEFINED 1 0 0 140625 St John Knits Inc Common 79028910 208 7100 SH SOLE 7100 0 0 St John Knits Inc Common 79028910 503 17200 SH DEFINED 1 0 17200 0 St Jude Medical Inc Common 79084910 8186 229800 SH SOLE 229800 0 0 St Jude Medical Inc Common 79084910 90890 2551300 SH SOLE 0 0 2551300 St Jude Medical Inc Common 79084910 50 1400 SH DEFINED 1 0 1400 0 St Mary Land & Expl Common 79222810 4242 206300 SH SOLE 206300 0 0 St Mary Land & Expl Common 79222810 1363 66300 SH SOLE 0 0 66300 St Mary Land & Expl Common 79222810 2381 115800 SH DEFINED 1 0 115800 0 St Paul Bancorp Inc Common 79284810 3007 117900 SH SOLE 117900 0 0 St Paul Bancorp Inc Common 79284810 2736 107300 SH SOLE 0 0 107300 St Paul Bancorp Inc Common 79284810 257 10100 SH DEFINED 1 0 10100 0 St Paul Companies Common 79286010 16635 522900 SH SOLE 522900 0 0 Sandisk Corp Common 80004C10 18 400 SH DEFINED 1 0 400 0 Sanmina Corp Common 80090710 3240 42700 SH SOLE 42700 0 0 Sangstat Med Corp Common 80100310 205 11900 SH SOLE 11900 0 0 Sangstat Med Corp Common 80100310 433 25100 SH SOLE 0 0 25100 Sangstat Med Corp Common 80100310 1910 110700 SH DEFINED 1 0 110700 0 Santa Fe Snyder Corp Common 80218K10 10223 1277900 SH SOLE 0 0 1277900 Sara Lee Corp Common 80311110 1491 65700 SH SOLE 65700 0 0 Sara Lee Corp Common 80311110 20505 903800 SH SOLE 0 0 903800 Sauer Inc Common 80413710 480 46800 SH SOLE 46800 0 0 Sauer Inc Common 80413710 1942 189500 SH SOLE 0 0 189500 Sawtek Inc Common 80546810 4734 103200 SH SOLE 103200 0 0 Scana Corp Common 80589810 10257 438800 SH SOLE 438800 0 0 Scana Corp Common 80589810 24016 1027400 SH SOLE 0 0 1027400 Scana Corp Common 80589810 713 30500 SH DEFINED 1 0 30500 0 Scansource Inc Common 80603710 1752 81000 SH SOLE 81000 0 0 Scansource Inc Common 80603710 1341 62000 SH SOLE 0 0 62000 Scansource Inc Common 80603710 865 40000 SH DEFINED 1 0 40000 0 Scheid Vineyards A Common 80640310 1245 249000 SH SOLE 249000 0 0 Scheid Vineyards A Common 80640310 1350 270000 SH DEFINED 1 0 270000 0 Scheid Vineyards A Common 80640310 575 115000 SH DEFINED 1 0 115000 0 Henry Schein Inc Common 80640710 39561 1248400 SH SOLE 1248400 0 0 Henry Schein Inc Common 80640710 15464 488000 SH SOLE 0 0 488000 Henry Schein Inc Common 80640710 4842 152800 SH DEFINED 1 0 152800 0 Schein Pharma Inc Common 80641610 3994 331100 SH SOLE 331100 0 0 Schein Pharma Inc Common 80641610 43 3600 SH DEFINED 1 0 3600 0 Schering-Plough Corp Common 80660510 2100 40000 SH SOLE 40000 0 0 Schering-Plough Corp Common 80660510 23100 440000 SH SOLE 0 0 440000 Schering-Plough Corp Common 80660510 3570 68000 SH DEFINED 1 0 68000 0 Schlumberger Ltd Common 80685710 298557 4687826 SH SOLE 4687826 0 0 Schlumberger Ltd Common 80685710 339120 5324707 SH SOLE 0 0 5324707 Schlumberger Ltd Common 80685710 22070 346540 SH DEFINED 1 0 346540 0 Schlumberger Ltd Common 80685710 2726 42800 SH DEFINED 1 0 42800 0 Scholastic Corp Common 80706610 96 1900 SH SOLE 1900 0 0 Scholastic Corp Common 80706610 2481 49000 SH DEFINED 1 0 49000 0 Schuler Homes Inc Common 80818810 1253 192600 SH SOLE 192600 0 0 Schulman A Inc Common 80819410 96 5600 SH SOLE 5600 0 0 Charles Schwab Corp Common 80851310 763 7000 SH SOLE 7000 0 0 Charles Schwab Corp Common 80851310 2235 20500 SH DEFINED 1 0 20500 0 Schweitzer-Mauduit Common 80854110 3179 211800 SH SOLE 211800 0 0 Schweitzer-Mauduit Common 80854110 2608 173800 SH SOLE 0 0 173800 Schweitzer-Mauduit Common 80854110 2017 134400 SH DEFINED 1 0 134400 0 Schweitzer-Mauduit Common 80854110 630 42000 SH DEFINED 1 0 42000 0 Scientific-Atlanta Common 80865510 58371 1621400 SH SOLE 1621400 0 0 Scientific-Atlanta Common 80865510 188557 5237700 SH SOLE 0 0 5237700 Scientific-Atlanta Common 80865510 2333 64800 SH DEFINED 1 0 64800 0 Scios Inc Common 80890510 73 22500 SH SOLE 22500 0 0 Scios Inc Common 80890510 1755 540250 SH SOLE 0 0 540250 Scios Inc Common 80890510 2602 800512 SH DEFINED 1 0 800512 0 Scottish Power ADR Common 81013T70 113 3210 SH SOLE 3210 0 0 Scripps EW Co Cl A Common 81105420 42881 901610 SH SOLE 901610 0 0 Scripps EW Co Cl A Common 81105420 39717 834990 SH SOLE 0 0 834990 Scripps EW Co Cl A Common 81105420 26876 565050 SH DEFINED 1 0 565050 0 Scripps EW Co Cl A Common 81105420 5251 110400 SH DEFINED 1 0 0 110400 Sea Containers Cl A Common 81137170 37 1100 SH DEFINED 1 0 1100 0 SeaChange Intl Inc Common 81169910 7302 402900 SH SOLE 402900 0 0 SeaChange Intl Inc Common 81169910 4369 241000 SH SOLE 0 0 241000 SeaChange Intl Inc Common 81169910 40 2200 SH DEFINED 1 0 2200 0 SeaChange Intl Inc Common 81169910 906 50000 SH DEFINED 1 0 50000 0 Seacoast Finl Svcs Common 81170Q10 7074 622000 SH SOLE 622000 0 0 Seacoast Finl Svcs Common 81170Q10 5969 524700 SH SOLE 0 0 524700 Seacoast Finl Svcs Common 81170Q10 1968 173000 SH DEFINED 1 0 173000 0 Seacoast Finl Svcs Common 81170Q10 762 67000 SH DEFINED 1 0 67000 0 Seacoast Finl Svcs Common 81170Q10 2673 235000 SH DEFINED 1 0 0 235000 Seagate Technology Common 81180410 31019 1210500 SH SOLE 1210500 0 0 Seagate Technology Common 81180410 336 13100 SH SOLE 0 0 13100 Seagate Technology Common 81180410 12600 491700 SH DEFINED 1 0 491700 0 Seagram Co Ltd Common 81185010 386 7690 SH SOLE 7690 0 0 Seagram Co Ltd Common 81185010 479 9500 SH SOLE 0 0 9500 Seagram Co Ltd Common 81185010 66 1320 SH DEFINED 1 0 1320 0 Sealed Air Corp Common 81211K10 86370 1331327 SH SOLE 1331327 0 0 Sealed Air Corp Common 81211K10 33791 520881 SH SOLE 0 0 520881 Sealed Air Corp Common 81211K10 7829 120700 SH DEFINED 1 0 120700 0 Sealed Air Corp Common 81211K10 2563 39500 SH DEFINED 1 0 39500 0 Sears Roebuck & Co Common 81238710 0 0 SH SOLE 0 0 0 Sears Roebuck & Co Common 81238710 125447 2815052 SH SOLE 0 0 2815052 Security Cap Grp A Common 81413P10 7990 12300 SH SOLE 12300 0 0 Security Cap Grp B Common 81413P20 39602 2719350 SH SOLE 2719350 0 0 Security Cap Grp B Common 81413P20 9851 676450 SH SOLE 0 0 676450 Security Cap Grp B Common 81413P20 2664 182950 SH DEFINED 1 0 182950 0 Security Cap Grp B Common 81413P20 1162 79800 SH DEFINED 1 0 0 79800 Security of PA Finl Common 81484710 1402 132000 SH SOLE 0 0 132000 Segue Software Inc Common 81580710 1236 170500 SH SOLE 170500 0 0 Seibels Bruce Group Common 81600620 1759 351600 SH SOLE 351600 0 0 Seibels Bruce Group Common 81600620 152 30400 SH DEFINED 1 0 30400 0 Seibels Bruce Group Common 81600620 1808 361600 SH DEFINED 1 0 0 361600 Select Appoint ADR Common 81617E20 4368 182000 SH SOLE 182000 0 0 Select Appoint ADR Common 81617E20 4032 168000 SH SOLE 0 0 168000 Semtech Corp Common 81685010 3258 62500 SH SOLE 62500 0 0 Semtech Corp Common 81685010 8267 158600 SH SOLE 0 0 158600 Semtech Corp Common 81685010 4065 78000 SH DEFINED 1 0 78000 0 Sempra Energy Common 81685110 8463 374071 SH SOLE 0 0 374071 Sensormatic Electrs Common 81726510 14286 1025000 SH SOLE 1025000 0 0 Sensormatic Electrs Common 81726510 2788 200000 SH SOLE 0 0 200000 Sequent Computer Sys Common 81733810 3925 221100 SH SOLE 221100 0 0 Sequent Computer Sys Common 81733810 5629 317100 SH SOLE 0 0 317100 Sequent Computer Sys Common 81733810 5570 313800 SH DEFINED 1 0 313800 0 SERENA Software Inc Common 81749210 3106 231200 SH SOLE 231200 0 0 SERENA Software Inc Common 81749210 2979 221700 SH SOLE 0 0 221700 SERENA Software Inc Common 81749210 2388 177700 SH DEFINED 1 0 0 177700 Service Corp Intl Common 81756510 38500 2000000 SH SOLE 2000000 0 0 Service Experts Inc Common 81756710 6016 275000 SH SOLE 275000 0 0 Service Experts Inc Common 81756710 5032 230000 SH SOLE 0 0 230000 Service Experts Inc Common 81756710 31 1400 SH DEFINED 1 0 1400 0 Service Experts Inc Common 81756710 2953 135000 SH DEFINED 1 0 0 135000 Servicemaster Co Common 81760N10 64693 3450250 SH SOLE 3450250 0 0 Servicemaster Co Common 81760N10 13509 720500 SH SOLE 0 0 720500 Servicemaster Co Common 81760N10 938 50000 SH DEFINED 1 0 50000 0 Shandong Huaneng ADR Common 81941910 1439 277300 SH SOLE 277300 0 0 Shared Medical Sys Common 81948610 56885 871800 SH SOLE 871800 0 0 Shared Medical Sys Common 81948610 93771 1437100 SH SOLE 0 0 1437100 Shared Medical Sys Common 81948610 6532 100100 SH DEFINED 1 0 100100 0 Shaw Industries Common 82028610 25 1400 SH DEFINED 1 0 1400 0 Shell Trans&Trdg ADR Common 82270360 81316 1753400 SH SOLE 1753400 0 0 Shell Trans&Trdg ADR Common 82270360 278491 6005200 SH SOLE 0 0 6005200 Shell Trans&Trdg ADR Common 82270360 31067 669900 SH DEFINED 1 0 669900 0 Shell Trans&Trdg ADR Common 82270360 1906 41100 SH DEFINED 1 0 41100 0 Shells Seafood Restr Common 82280910 872 225000 SH SOLE 225000 0 0 Shells Seafood Restr Common 82280910 562 145000 SH SOLE 0 0 145000 Sherwin-Williams Common 82434810 0 0 SH SOLE 0 0 0 Sherwin-Williams Common 82434810 561 20200 SH DEFINED 1 0 20200 0 Sherwood Brands A Common 82437L10 358 110000 SH SOLE 110000 0 0 Sherwood Brands A Common 82437L10 358 110000 SH SOLE 0 0 110000 Sherwood Brands A Common 82437L10 130 40000 SH DEFINED 1 0 40000 0 Shiloh Industries Common 82454310 290 20000 SH SOLE 20000 0 0 Shiloh Industries Common 82454310 1897 130800 SH SOLE 0 0 130800 Shoe Pavilion Inc Common 82489410 956 212400 SH SOLE 212400 0 0 Shoe Pavilion Inc Common 82489410 401 89100 SH DEFINED 1 0 89100 0 Shopko Stores Inc Common 82491110 383 10500 SH DEFINED 1 0 10500 0 Sholodge Inc Common 82503410 466 92000 SH SOLE 92000 0 0 Sholodge Inc Common 82503410 1986 392266 SH DEFINED 1 0 0 392266 SIBIA Neurosciences Common 82573210 103 22200 SH SOLE 22200 0 0 SIBIA Neurosciences Common 82573210 224 48300 SH SOLE 0 0 48300 SIBIA Neurosciences Common 82573210 1849 399800 SH DEFINED 1 0 399800 0 Siebel Systems Inc Common 82617010 3912 59000 SH SOLE 59000 0 0 Sierra Health Svcs Common 82632210 3917 271200 SH SOLE 271200 0 0 Sierra Health Svcs Common 82632210 30170 2089600 SH SOLE 0 0 2089600 Sierra Health Svcs Common 82632210 40 2800 SH DEFINED 1 0 2800 0 Sierra Pacific Res Common 82642510 2332 64100 SH SOLE 64100 0 0 Sierra Pacific Res Common 82642510 3321 91300 SH SOLE 0 0 91300 Sierra Pacific Res Common 82642510 3303 90800 SH DEFINED 1 0 90800 0 Sigma-Aldrich Corp Common 82655210 8080 234600 SH SOLE 234600 0 0 Sigma-Aldrich Corp Common 82655210 302782 8792100 SH SOLE 0 0 8792100 Sigma-Aldrich Corp Common 82655210 2823 82000 SH DEFINED 1 0 82000 0 Simon Ppty Grp REIT Common 82880610 30 1200 SH SOLE 1200 0 0 Sipex Common 82990910 3449 168200 SH SOLE 168200 0 0 Sipex Common 82990910 344 16800 SH SOLE 0 0 16800 Sipex Common 82990910 695 33900 SH DEFINED 1 0 33900 0 SkyWest Inc Common 83087910 2904 116400 SH SOLE 116400 0 0 SkyWest Inc Common 83087910 3155 126500 SH SOLE 0 0 126500 SkyWest Inc Common 83087910 3536 141800 SH DEFINED 1 0 141800 0 SkyWest Inc Common 83087910 3057 122600 SH DEFINED 1 0 0 122600 SkyTel Communictns Common 83087Q10 612 29200 SH SOLE 29200 0 0 SkyTel Communictns Common 83087Q10 900 43000 SH SOLE 0 0 43000 SkyTel Communictns Common 83087Q10 890 42500 SH DEFINED 1 0 42500 0 Smart Modular Tech Common 83169010 221 12700 SH SOLE 12700 0 0 Smith-Gardner Assoc Common 83205910 306 38000 SH SOLE 38000 0 0 Smith-Gardner Assoc Common 83205910 1483 184000 SH SOLE 0 0 184000 Smith-Gardner Assoc Common 83205910 807 100000 SH DEFINED 1 0 100000 0 Smith-Gardner Assoc Common 83205910 1814 225000 SH DEFINED 1 0 0 225000 Smith International Common 83211010 4422 101800 SH SOLE 101800 0 0 Smith International Common 83211010 3141 72300 SH DEFINED 1 0 72300 0 Smithkline Beech ADR Common 83237830 141484 2141650 SH SOLE 2141650 0 0 Smithkline Beech ADR Common 83237830 252720 3825441 SH SOLE 0 0 3825441 Smithkline Beech ADR Common 83237830 19403 293700 SH DEFINED 1 0 293700 0 Smithkline Beech ADR Common 83237830 1731 26200 SH DEFINED 1 0 26200 0 Smurfit-Stone Contnr Common 83272710 49175 2391400 SH SOLE 2391400 0 0 Smurfit-Stone Contnr Common 83272710 88019 4280450 SH SOLE 0 0 4280450 Smurfit-Stone Contnr Common 83272710 3734 181600 SH DEFINED 1 0 181600 0 Smurfit-Stone Contnr Common 83272710 3251 158100 SH DEFINED 1 0 0 158100 Snyder Communctns Common 83291410 33142 1012000 SH SOLE 1012000 0 0 Snyder Communctns Common 83291410 3056 93300 SH SOLE 0 0 93300 Snyder Communctns Common 83291410 9244 282200 SH DEFINED 1 0 282200 0 Soc Quimca Y Min ADR Common 83363510 2742 77500 SH SOLE 77500 0 0 Soc Quimca Y Min ADR Common 83363510 782 22100 SH SOLE 0 0 22100 Soc Quimca Y Min ADR Common 83363510 5422 153300 SH DEFINED 1 0 153300 0 Soc Quimca Y Min ADR Common 83363510 301 8500 SH DEFINED 1 0 8500 0 Sodexho Marriott Svc Common 83379310 1108 57700 SH SOLE 57700 0 0 Sodexho Marriott Svc Common 83379310 10536 549100 SH SOLE 0 0 549100 Sodexho Marriott Svc Common 83379310 1573 82000 SH DEFINED 1 0 82000 0 Software Spectrum Common 83396010 1203 74000 SH SOLE 74000 0 0 Software Spectrum Common 83396010 244 15000 SH DEFINED 1 0 15000 0 SOFTWORKS Inc Common 83404P10 50 4500 SH DEFINED 1 0 4500 0 Sola Intl Inc Common 83409210 9726 500400 SH SOLE 500400 0 0 Sola Intl Inc Common 83409210 111 5700 SH DEFINED 1 0 5700 0 Solectron Corp Common 83418210 66688 1000000 SH SOLE 1000000 0 0 Sonat Inc Common 83541510 371 11200 SH DEFINED 1 0 11200 0 Sonosite Inc Common 83568G10 3471 204166 SH SOLE 0 0 204166 Sony Corp ADR Common 83569930 129663 1174750 SH SOLE 1174750 0 0 South Jersey Finl Common 83849310 2403 171600 SH SOLE 171600 0 0 South Jersey Finl Common 83849310 330 23600 SH SOLE 0 0 23600 South Jersey Ind Common 83851810 368 13000 SH SOLE 13000 0 0 South Jersey Ind Common 83851810 2605 92000 SH SOLE 0 0 92000 South Jersey Ind Common 83851810 2973 105000 SH DEFINED 1 0 0 105000 Southern Co Common 84258710 48 1800 SH SOLE 1800 0 0 Southern Co Common 84258710 37280 1406800 SH SOLE 0 0 1406800 Southern Co Common 84258710 2650 100000 SH DEFINED 1 0 100000 0 Southwest Airlines Common 84474110 133816 4299263 SH SOLE 4299263 0 0 Southwest Airlines Common 84474110 2676 85950 SH SOLE 0 0 85950 Southwest Airlines Common 84474110 7909 254100 SH DEFINED 1 0 254100 0 Southwest Bcp Inc OK Common 84476710 3038 135000 SH SOLE 0 0 135000 Southwest Bancrp TX Common 84476R10 2683 149030 SH SOLE 0 0 149030 Southwall Tech Inc Common 84490910 560 140000 SH SOLE 140000 0 0 Southwall Tech Inc Common 84490910 55 13700 SH DEFINED 1 0 13700 0 Southwest Securities Common 84522410 6098 85200 SH SOLE 85200 0 0 Southwest Securities Common 84522410 1896 26500 SH SOLE 0 0 26500 Southwest Securities Common 84522410 1890 26400 SH DEFINED 1 0 26400 0 Sovereign Bancorp Common 84590510 1478 121900 SH SOLE 121900 0 0 Spacelabs Medical Common 84624710 4640 245900 SH SOLE 245900 0 0 Spacelabs Medical Common 84624710 6157 326200 SH SOLE 0 0 326200 Spacelabs Medical Common 84624710 49 2600 SH DEFINED 1 0 2600 0 Specialty Catalog Common 84748Q10 617 170000 SH SOLE 170000 0 0 Specialty Catalog Common 84748Q10 471 130000 SH SOLE 0 0 130000 Specialty Catalog Common 84748Q10 725 200000 SH DEFINED 1 0 200000 0 Spectra-Physics Common 84756810 1752 212400 SH SOLE 212400 0 0 Spectra-Physics Common 84756810 413 50000 SH SOLE 0 0 50000 Spectran Corp Common 84759810 2037 181000 SH SOLE 181000 0 0 Spectran Corp Common 84759810 1215 108000 SH DEFINED 1 0 108000 0 Spectran Corp Common 84759810 2981 265000 SH DEFINED 1 0 0 265000 Spectrian Corp Common 84760810 653 45100 SH SOLE 45100 0 0 Spectrian Corp Common 84760810 1214 83700 SH SOLE 0 0 83700 Spectrian Corp Common 84760810 1424 98200 SH DEFINED 1 0 0 98200 Spectrum Control Inc Common 84761510 2968 405800 SH SOLE 405800 0 0 Spectrum Control Inc Common 84761510 878 120000 SH SOLE 0 0 120000 Spectrum Control Inc Common 84761510 2157 295000 SH DEFINED 1 0 295000 0 Spectrum Control Inc Common 84761510 256 35000 SH DEFINED 1 0 35000 0 Speedway Motorsports Common 84778810 40476 1029500 SH SOLE 1029500 0 0 Speedway Motorsports Common 84778810 6038 153600 SH SOLE 0 0 153600 Speedway Motorsports Common 84778810 5248 133500 SH DEFINED 1 0 133500 0 Spieker Pptys REIT Common 84849710 13927 358200 SH SOLE 358200 0 0 Spieker Pptys REIT Common 84849710 130989 3369500 SH SOLE 0 0 3369500 Spieker Pptys REIT Common 84849710 3507 90200 SH DEFINED 1 0 90200 0 Spieker Pptys REIT Common 84849710 4222 108600 SH DEFINED 1 0 108600 0 Sportsmans Guide Inc Common 84890720 590 109800 SH SOLE 109800 0 0 Sport Supply Group Common 84891510 4264 421000 SH SOLE 421000 0 0 Sport Supply Group Common 84891510 506 50000 SH SOLE 0 0 50000 Sport Supply Group Common 84891510 1772 175000 SH DEFINED 1 0 175000 0 Sport Supply Group Common 84891510 819 80800 SH DEFINED 1 0 80800 0 Sports Authority Inc Common 84917610 7576 1707000 SH SOLE 1707000 0 0 Sprint Corp Common 85206110 85000 1603822 SH SOLE 1603822 0 0 Sprint Corp Common 85206110 78193 1475320 SH SOLE 0 0 1475320 Sprint Corp Common 85206110 36356 685960 SH DEFINED 1 0 685960 0 Sprint Corp Common 85206110 13057 246350 SH DEFINED 1 0 0 246350 Sprint PCS Group Common 85206150 107652 1888530 SH SOLE 1888530 0 0 Sprint PCS Group Common 85206150 26542 465680 SH SOLE 0 0 465680 Sprint PCS Group Common 85206150 15441 270890 SH DEFINED 1 0 270890 0 Staar Surgical Co Common 85231230 5263 397000 SH SOLE 397000 0 0 Staar Surgical Co Common 85231230 4372 330000 SH SOLE 0 0 330000 Staar Surgical Co Common 85231230 2451 185000 SH DEFINED 1 0 185000 0 Staar Surgical Co Common 85231230 902 68000 SH DEFINED 1 0 68000 0 Staar Surgical Co Common 85231230 3313 250000 SH DEFINED 1 0 0 250000 Stage Stores Inc Common 85254C10 4227 650000 SH SOLE 650000 0 0 Stage Stores Inc Common 85254C10 3465 533000 SH SOLE 0 0 533000 Stage Stores Inc Common 85254C10 1918 295000 SH DEFINED 1 0 295000 0 Stage Stores Inc Common 85254C10 780 120000 SH DEFINED 1 0 120000 0 Stage Stores Inc Common 85254C10 2763 425000 SH DEFINED 1 0 0 425000 StanCorp Financial Common 85289110 12945 431500 SH SOLE 431500 0 0 StanCorp Financial Common 85289110 183 6100 SH SOLE 0 0 6100 StanCorp Financial Common 85289110 966 32200 SH DEFINED 1 0 32200 0 Standard Commercial Common 85325810 2135 363300 SH SOLE 363300 0 0 Standard Commercial Common 85325810 2103 357900 SH SOLE 0 0 357900 Standard Commercial Common 85325810 1437 244700 SH DEFINED 1 0 244700 0 Standard Commercial Common 85325810 644 109700 SH DEFINED 1 0 109700 0 Standard Pacific Crp Common 85375C10 88 6800 SH SOLE 6800 0 0 Stanley Works Common 85461610 14999 466000 SH SOLE 466000 0 0 Staples Inc Common 85503010 105382 3406250 SH SOLE 3406250 0 0 Staples Inc Common 85503010 19765 638822 SH SOLE 0 0 638822 Staples Inc Common 85503010 1940 62700 SH DEFINED 1 0 62700 0 Starbucks Corp Common 85524410 1695 45100 SH SOLE 45100 0 0 Starwood Hot &Resort Common 85590A20 62710 2051848 SH SOLE 2051848 0 0 Starwood Hot &Resort Common 85590A20 35224 1152500 SH SOLE 0 0 1152500 Starwood Hot &Resort Common 85590A20 5007 163800 SH DEFINED 1 0 163800 0 Starwood Hot &Resort Common 85590A20 1155 37799 SH DEFINED 1 0 0 37799 State Street Corp Common 85747710 308219 3610165 SH SOLE 3610165 0 0 State Street Corp Common 85747710 61643 722017 SH SOLE 0 0 722017 State Street Corp Common 85747710 803 9400 SH DEFINED 1 0 9400 0 State Street Corp Common 85747710 2860 33500 SH DEFINED 1 0 33500 0 Steelcase Inc A Common 85815520 5910 295500 SH SOLE 295500 0 0 Steinway Music Instr Common 85849510 2682 101200 SH SOLE 101200 0 0 Steinway Music Instr Common 85849510 379 14300 SH SOLE 0 0 14300 Steinway Music Instr Common 85849510 530 20000 SH DEFINED 1 0 20000 0 Steris Corp Common 85915210 653 33700 SH SOLE 33700 0 0 Steris Corp Common 85915210 23252 1200100 SH SOLE 0 0 1200100 Steris Corp Common 85915210 965 49800 SH DEFINED 1 0 49800 0 Sterling Commerce Common 85920510 39735 1081200 SH SOLE 1081200 0 0 Sterling Commerce Common 85920510 5173 140800 SH SOLE 0 0 140800 Sterling Commerce Common 85920510 4697 127800 SH DEFINED 1 0 127800 0 Sterling Finl Crp WA Common 85931910 2228 161300 SH SOLE 161300 0 0 Sterling Software Common 85954710 117385 4440004 SH SOLE 4440004 0 0 Sterling Software Common 85954710 74733 2826806 SH SOLE 0 0 2826806 Sterling Software Common 85954710 27207 1029110 SH DEFINED 1 0 1029110 0 Sterling Software Common 85954710 603 22800 SH DEFINED 1 0 22800 0 Stewart Entprs Cl A Common 86037010 25134 1725800 SH SOLE 1725800 0 0 Stewart Entprs Cl A Common 86037010 7430 510200 SH SOLE 0 0 510200 Stewart Entprs Cl A Common 86037010 2687 184450 SH DEFINED 1 0 184450 0 Stillwater Mining Co Common 86074Q10 11196 344475 SH SOLE 344475 0 0 Stillwater Mining Co Common 86074Q10 9855 303200 SH SOLE 0 0 303200 Stillwater Mining Co Common 86074Q10 5126 157700 SH DEFINED 1 0 157700 0 Stimsonite Corp Common 86083210 497 34000 SH DEFINED 1 0 34000 0 STMicroelectro NYShs Common 86101210 19575 282400 SH SOLE 282400 0 0 STMicroelectro NYShs Common 86101210 11395 164400 SH SOLE 0 0 164400 STMicroelectro NYShs Common 86101210 10952 158000 SH DEFINED 1 0 158000 0 STMicroelectro NYShs Common 86101210 1012 14600 SH DEFINED 1 0 14600 0 Strategic Dist Inc Common 86270120 282 122000 SH SOLE 122000 0 0 Strategic Dist Inc Common 86270120 242 104600 SH SOLE 0 0 104600 Strategic Dist Inc Common 86270120 968 418300 SH DEFINED 1 0 0 418300 Structural Dynamics Common 86355510 269 14500 SH SOLE 14500 0 0 Sugen Inc Common 86504110 729 24700 SH SOLE 24700 0 0 Sugen Inc Common 86504110 1573 53300 SH SOLE 0 0 53300 Sugen Inc Common 86504110 20506 695100 SH DEFINED 1 0 695100 0 Suiza Foods Corp Common 86507710 29 700 SH DEFINED 1 0 700 0 Summit Bancorp Common 86600510 4599 110000 SH SOLE 110000 0 0 Summit Bancorp Common 86600510 12736 304600 SH SOLE 0 0 304600 Sun Communities REIT Common 86667410 3621 102000 SH SOLE 102000 0 0 Sun Communities REIT Common 86667410 26998 760500 SH SOLE 0 0 760500 Sun Communities REIT Common 86667410 2524 71100 SH DEFINED 1 0 71100 0 Sun Microsystems Inc Common 86681010 413 6000 SH SOLE 6000 0 0 Sun Microsystems Inc Common 86681010 28 400 SH SOLE 0 0 400 Sun Microsystems Inc Common 86681010 17955 260700 SH DEFINED 1 0 260700 0 Suncor Energy Inc Common 86722910 36091 877600 SH SOLE 877600 0 0 Suncor Energy Inc Common 86722910 8699 211500 SH SOLE 0 0 211500 Suncor Energy Inc Common 86722910 14633 355800 SH DEFINED 1 0 355800 0 Suncor Energy Inc Common 86722910 1045 25400 SH DEFINED 1 0 25400 0 Suncor Energy Inc Common 86722910 4565 111000 SH DEFINED 1 0 0 111000 Sundance Homes Inc Common 86724Q10 78 155200 SH SOLE 155200 0 0 Sundance Homes Inc Common 86724Q10 273 545300 SH SOLE 0 0 545300 SunGard Data Systems Common 86736310 2194 63600 SH SOLE 63600 0 0 Sunoco Inc Common 86764P10 58402 1934616 SH SOLE 1934616 0 0 Sunoco Inc Common 86764P10 112336 3721212 SH SOLE 0 0 3721212 Sunoco Inc Common 86764P10 7028 232800 SH DEFINED 1 0 232800 0 Sunoco Inc Common 86764P10 6937 229800 SH DEFINED 1 0 0 229800 Sunrise Assisted Lvg Common 86768K10 52 1500 SH DEFINED 1 0 1500 0 Sunterra Corporation Common 86787D10 558 40000 SH SOLE 40000 0 0 Sunterra Corporation Common 86787D10 1144 82100 SH DEFINED 1 0 82100 0 Sunrise Medical Inc Common 86791010 1755 246400 SH SOLE 246400 0 0 Sunsource Inc Common 86794810 647 50000 SH SOLE 50000 0 0 Sunsource Inc Common 86794810 1164 90000 SH SOLE 0 0 90000 Sunsource Inc Common 86794810 1294 100000 SH DEFINED 1 0 0 100000 Superior Energy Svcs Common 86815710 1541 302500 SH SOLE 302500 0 0 Superior Services Common 86831610 667 25000 SH DEFINED 1 0 25000 0 Supertel Hospitality Common 86852410 2770 225000 SH SOLE 225000 0 0 Supertel Hospitality Common 86852410 2179 177000 SH SOLE 0 0 177000 Supervalu Inc Common 86853610 16090 621800 SH SOLE 621800 0 0 Supervalu Inc Common 86853610 5488 212080 SH DEFINED 1 0 212080 0 Supervalu Inc Common 86853610 8115 313600 SH DEFINED 1 0 313600 0 Supreme Industries A Common 86860710 2798 288771 SH SOLE 288771 0 0 Supreme Industries A Common 86860710 1067 110078 SH SOLE 0 0 110078 Supreme Industries A Common 86860710 1787 184462 SH DEFINED 1 0 184462 0 Supreme Industries A Common 86860710 670 69248 SH DEFINED 1 0 69248 0 Swift Transportation Common 87075610 17884 812975 SH SOLE 812975 0 0 Swift Transportation Common 87075610 15698 713525 SH SOLE 0 0 713525 Swift Transportation Common 87075610 11198 508975 SH DEFINED 1 0 508975 0 Swisscom AG ADR Common 87101310 7852 204600 SH SOLE 204600 0 0 Swisscom AG ADR Common 87101310 6907 180000 SH SOLE 0 0 180000 Symantec Corp Common 87150310 446 17500 SH SOLE 17500 0 0 Symbol Technologies Common 87150810 99324 2693500 SH SOLE 2693500 0 0 Symbol Technologies Common 87150810 2023 54850 SH SOLE 0 0 54850 Symbol Technologies Common 87150810 1582 42900 SH DEFINED 1 0 42900 0 Synalloy Corp Common 87156510 1259 155000 SH SOLE 155000 0 0 Synalloy Corp Common 87156510 1869 230000 SH SOLE 0 0 230000 Synalloy Corp Common 87156510 2275 280000 SH DEFINED 1 0 0 280000 Synaptic Pharm Corp Common 87156R10 325 68400 SH SOLE 68400 0 0 Synaptic Pharm Corp Common 87156R10 680 143000 SH SOLE 0 0 143000 Synaptic Pharm Corp Common 87156R10 4927 1037300 SH DEFINED 1 0 1037300 0 Syncor Intl Corp DE Common 87157J10 8384 232900 SH SOLE 232900 0 0 Syncor Intl Corp DE Common 87157J10 35542 987259 SH SOLE 0 0 987259 Syncor Intl Corp DE Common 87157J10 5811 161400 SH DEFINED 1 0 161400 0 Synopsys Inc Common 87160710 33870 613700 SH SOLE 613700 0 0 Synopsys Inc Common 87160710 5143 93200 SH SOLE 0 0 93200 Synopsys Inc Common 87160710 10916 197800 SH DEFINED 1 0 197800 0 Systems & Comp Tech Common 87187310 17276 1186200 SH SOLE 1186200 0 0 Systems & Comp Tech Common 87187310 2622 180000 SH SOLE 0 0 180000 Systems & Comp Tech Common 87187310 2095 143900 SH DEFINED 1 0 143900 0 TB Wood's Corp Common 87222610 1668 156000 SH SOLE 156000 0 0 TB Wood's Corp Common 87222610 321 30000 SH SOLE 0 0 30000 TB Wood's Corp Common 87222610 1336 125000 SH DEFINED 1 0 125000 0 TB Wood's Corp Common 87222610 428 40000 SH DEFINED 1 0 40000 0 TB Wood's Corp Common 87222610 1870 175000 SH DEFINED 1 0 0 175000 TCA Cable TV Inc Common 87224110 666 12000 SH SOLE 12000 0 0 TCA Cable TV Inc Common 87224110 1005 18100 SH DEFINED 1 0 0 18100 TCF Financial Corp Common 87227510 106 3800 SH SOLE 3800 0 0 TCF Financial Corp Common 87227510 33188 1190600 SH SOLE 0 0 1190600 TCI Music Inc-CL A Common 87229N10 2191 61900 SH SOLE 61900 0 0 TCI Music Inc-CL A Common 87229N10 1355 38300 SH SOLE 0 0 38300 TCI Music Inc-CL A Common 87229N10 1249 35300 SH DEFINED 1 0 35300 0 TJX Companies Inc Common 87254010 143 4300 SH SOLE 4300 0 0 TJX Companies Inc Common 87254010 43647 1310200 SH SOLE 0 0 1310200 TNP Enterprises Inc Common 87259410 3262 90000 SH SOLE 90000 0 0 TNP Enterprises Inc Common 87259410 3832 105700 SH SOLE 0 0 105700 TNP Enterprises Inc Common 87259410 7408 204350 SH DEFINED 1 0 204350 0 TRM Corporation Common 87263610 1250 190300 SH SOLE 190300 0 0 TRM Corporation Common 87263610 197 30000 SH SOLE 0 0 30000 TRM Corporation Common 87263610 952 145100 SH DEFINED 1 0 145100 0 TRM Corporation Common 87263610 72 11000 SH DEFINED 1 0 11000 0 TRW Inc Common 87264910 0 0 SH SOLE 0 0 0 TRW Inc Common 87264910 1207 22000 SH SOLE 0 0 22000 TSI Intl Software Common 87287910 8220 289700 SH SOLE 289700 0 0 TV Guide Inc Common 87307Q10 11168 304900 SH SOLE 304900 0 0 TV Guide Inc Common 87307Q10 7669 209400 SH SOLE 0 0 209400 TV Guide Inc Common 87307Q10 8764 239300 SH DEFINED 1 0 239300 0 TV Guide Inc Common 87307Q10 820 22400 SH DEFINED 1 0 0 22400 Taiwan Fund Common 87403610 374 18000 SH SOLE 0 0 18000 Taiwan Fund Common 87403610 2947 142030 SH DEFINED 1 0 142030 0 Taiwan Semicondt ADR Common 87403910 19241 565948 SH SOLE 565948 0 0 Taiwan Semicondt ADR Common 87403910 8461 248840 SH SOLE 0 0 248840 Taiwan Semicondt ADR Common 87403910 12667 372550 SH DEFINED 1 0 372550 0 Taiwan Semicondt ADR Common 87403910 1017 29920 SH DEFINED 1 0 29920 0 Tandy Corp Common 87538210 137 2800 SH SOLE 2800 0 0 TearDrop Golf Co Common 87819010 581 221500 SH SOLE 221500 0 0 TearDrop Golf Co Common 87819010 325 123800 SH SOLE 0 0 123800 TearDrop Golf Co Common 87819010 285 108500 SH DEFINED 1 0 108500 0 Tech Data Corp Common 87823710 80 2100 SH SOLE 2100 0 0 Tech/Ops Sevcon Inc Common 87829310 829 67000 SH SOLE 67000 0 0 Tech/Ops Sevcon Inc Common 87829310 557 45000 SH SOLE 0 0 45000 Tech/Ops Sevcon Inc Common 87829310 520 42000 SH DEFINED 1 0 42000 0 Tecumseh Products A Common 87889520 527 8700 SH SOLE 8700 0 0 Tekelec Common 87910110 1390 114000 SH SOLE 114000 0 0 Tekelec Common 87910110 2499 205000 SH SOLE 0 0 205000 Tele Celular Sul ADR Common 87923810 1208 55700 SH DEFINED 1 0 55700 0 Tele Centro Sul ADR Common 87923910 22 400 SH DEFINED 1 0 400 0 Tele Norte Leste ADR Common 87924610 24 1300 SH DEFINED 1 0 1300 0 Tele Sudeste Cel ADR Common 87925210 12 400 SH DEFINED 1 0 400 0 Telecom de Arg ADR Common 87927320 8 300 SH DEFINED 1 0 300 0 Telecom Corp NZ ADR Common 87927820 8145 233100 SH SOLE 233100 0 0 Telecom Corp NZ ADR Common 87927820 10893 311800 SH SOLE 0 0 311800 Telecom Italia ADR Common 87927W10 620 5900 SH SOLE 5900 0 0 Telebras Spons ADR Common 87928710 5 84200 SH SOLE 84200 0 0 Telebras Spons ADR Common 87928710 0 15200 SH SOLE 0 0 15200 Telebras Pfd Blk ADR Common 87928730 7913 87910 SH SOLE 87910 0 0 Telebras Pfd Blk ADR Common 87928730 1548 17200 SH SOLE 0 0 17200 Telebras Pfd Blk ADR Common 87928730 21 230 SH DEFINED 1 0 230 0 Telef de Argen B ADR Common 87937820 582 18530 SH DEFINED 1 0 18530 0 Telefonica SA ADR Common 87938220 70691 480475 SH SOLE 480475 0 0 Telefonica SA ADR Common 87938220 29834 202790 SH SOLE 0 0 202790 Telefonica SA ADR Common 87938220 28458 193425 SH DEFINED 1 0 193425 0 Telefonica SA ADR Common 87938220 2595 17641 SH DEFINED 1 0 17641 0 Telefonica Peru ADR Common 87938410 2390 158000 SH DEFINED 1 0 158000 0 TELMEX L ADR Common 87940378 6978 86340 SH SOLE 86340 0 0 TELMEX L ADR Common 87940378 113 1400 SH SOLE 0 0 1400 TELMEX L ADR Common 87940378 65 800 SH DEFINED 1 0 800 0 Telesp Particip ADR Common 87952K10 3893 170200 SH SOLE 170200 0 0 Telesp Particip ADR Common 87952K10 1045 45700 SH SOLE 0 0 45700 Telesp Particip ADR Common 87952K10 3564 155841 SH DEFINED 1 0 155841 0 Telesp Celular ADR Common 87952L10 2140 80000 SH SOLE 80000 0 0 Telesp Celular ADR Common 87952L10 535 20000 SH SOLE 0 0 20000 Telesp Celular ADR Common 87952L10 19 700 SH DEFINED 1 0 700 0 Teligent Inc A Common 87959Y10 7177 120000 SH DEFINED 1 0 120000 0 Tellabs Inc Common 87966410 34958 517400 SH SOLE 517400 0 0 Tellabs Inc Common 87966410 6160 91200 SH SOLE 0 0 91200 Tellabs Inc Common 87966410 446 6600 SH DEFINED 1 0 6600 0 Tellabs Inc Common 87966410 2141 31700 SH DEFINED 1 0 31700 0 Temple-Inland Inc Common 87986810 32650 475760 SH SOLE 475760 0 0 Temple-Inland Inc Common 87986810 166033 2419430 SH SOLE 0 0 2419430 Temple-Inland Inc Common 87986810 12972 189010 SH DEFINED 1 0 189010 0 Temple-Inland Inc Common 87986810 2910 42400 SH DEFINED 1 0 0 42400 Tenet Healthcare Common 88033G10 19209 1034800 SH SOLE 1034800 0 0 Tenet Healthcare Common 88033G10 285642 15387700 SH SOLE 0 0 15387700 Tenet Healthcare Common 88033G10 1505 81100 SH DEFINED 1 0 81100 0 Tennant Co Common 88034510 576 18000 SH SOLE 18000 0 0 Tennant Co Common 88034510 352 11000 SH DEFINED 1 0 11000 0 Teradyne Common 88077010 5446 75900 SH SOLE 75900 0 0 Teradyne Common 88077010 2870 40000 SH SOLE 0 0 40000 Teradyne Common 88077010 5898 82200 SH DEFINED 1 0 82200 0 Terex Corp Common 88077910 12825 421300 SH SOLE 421300 0 0 Terex Corp Common 88077910 3677 120800 SH SOLE 0 0 120800 Terex Corp Common 88077910 1293 42500 SH DEFINED 1 0 42500 0 Tetra Technologies Common 88162F10 1084 113900 SH SOLE 113900 0 0 Tetra Technologies Common 88162F10 11872 1249600 SH SOLE 0 0 1249600 Tetra Technologies Common 88162F10 430 45300 SH DEFINED 1 0 45300 0 Tetra Tech Inc Common 88162G10 9770 592056 SH SOLE 592056 0 0 Tetra Tech Inc Common 88162G10 1947 118015 SH SOLE 0 0 118015 Tetra Tech Inc Common 88162G10 1842 111640 SH DEFINED 1 0 111640 0 Texaco Inc Common 88169410 20127 322635 SH SOLE 322635 0 0 Texaco Inc Common 88169410 200430 3213288 SH SOLE 0 0 3213288 Texaco Inc Common 88169410 2988 47900 SH DEFINED 1 0 47900 0 Texaco Inc Common 88169410 1428 22900 SH DEFINED 1 0 22900 0 Texas Biotech Corp Common 88221T10 19 4000 SH SOLE 4000 0 0 Texas Biotech Corp Common 88221T10 44 9400 SH SOLE 0 0 9400 Texas Biotech Corp Common 88221T10 166 34900 SH DEFINED 1 0 34900 0 Texas Instruments Common 88250810 290686 2018620 SH SOLE 2018620 0 0 Texas Instruments Common 88250810 133894 929815 SH SOLE 0 0 929815 Texas Instruments Common 88250810 55913 388280 SH DEFINED 1 0 388280 0 Texas Instruments Common 88250810 2822 19600 SH DEFINED 1 0 19600 0 Texas Regl Bancshs A Common 88267310 779 28600 SH SOLE 28600 0 0 Texas Regl Bancshs A Common 88267310 1147 42200 SH SOLE 0 0 42200 Texas Regl Bancshs A Common 88267310 1139 41900 SH DEFINED 1 0 41900 0 Texas Utils Hldg Co Common 88284810 27096 653900 SH SOLE 653900 0 0 Texas Utils Hldg Co Common 88284810 138905 3352100 SH SOLE 0 0 3352100 Texas Utils Hldg Co Common 88284810 12875 310700 SH DEFINED 1 0 310700 0 Textron Inc Common 88320310 20364 247400 SH DEFINED 1 0 247400 0 Thermo Electron Common 88355610 1247 62200 SH SOLE 62200 0 0 Thermo Electron Common 88355610 66755 3327300 SH SOLE 0 0 3327300 Thermo Electron Common 88355610 1388 69200 SH DEFINED 1 0 69200 0 Thomas & Betts Corp Common 88431510 22308 472100 SH SOLE 472100 0 0 Thomas & Betts Corp Common 88431510 110495 2338500 SH SOLE 0 0 2338500 Thomas & Betts Corp Common 88431510 15574 329595 SH DEFINED 1 0 329595 0 Thomas & Betts Corp Common 88431510 8684 183800 SH DEFINED 1 0 183800 0 Thistle Grp Hldgs Co Common 88431E10 3114 353300 SH SOLE 353300 0 0 Thistle Grp Hldgs Co Common 88431E10 336 38200 SH SOLE 0 0 38200 Ticketmaster OnlineB Common 88633P20 1274 42100 SH SOLE 42100 0 0 Tidewater Inc Common 88642310 631 20700 SH DEFINED 1 0 20700 0 Timberland Co Cl A Common 88710010 7487 110000 SH SOLE 110000 0 0 Timberland Co Cl A Common 88710010 483 7100 SH DEFINED 1 0 7100 0 Time Warner Inc Common 88731510 7212 99300 SH SOLE 99300 0 0 Time Warner Inc Common 88731510 1787 24600 SH SOLE 0 0 24600 Time Warner Inc Common 88731510 44541 613300 SH DEFINED 1 0 613300 0 Time Warner TelecomA Common 88731910 818 28200 SH SOLE 28200 0 0 Time Warner TelecomA Common 88731910 1175 40500 SH SOLE 0 0 40500 Time Warner TelecomA Common 88731910 1160 40000 SH DEFINED 1 0 40000 0 Timken Co Common 88738910 1742 89300 SH SOLE 89300 0 0 Timken Co Common 88738910 2116 108500 SH SOLE 0 0 108500 Timken Co Common 88738910 1698 87100 SH DEFINED 1 0 87100 0 Timken Co Common 88738910 1987 101900 SH DEFINED 1 0 0 101900 Titan Corp Common 88826610 1650 150000 SH SOLE 150000 0 0 Titan Corp Common 88826610 4180 380000 SH SOLE 0 0 380000 Titan Corp Common 88826610 1375 125000 SH DEFINED 1 0 125000 0 Titan Corp Common 88826610 3300 300000 SH DEFINED 1 0 0 300000 Titan Corp 888266AA 4443 1414000 PRN SOLE 1414000 0 0 Titan Corp 888266AA 629 200000 PRN SOLE 0 0 200000 Titan Corp 888266AA 1571 500000 PRN DEFINED 1 0 500000 0 Titan Corp 888266AA 1398 445000 PRN DEFINED 1 0 445000 0 Titan Exploration Common 88828910 4417 882700 SH SOLE 882700 0 0 Titan Exploration Common 88828910 2556 511200 SH SOLE 0 0 511200 Titan Exploration Common 88828910 9 1600 SH DEFINED 1 0 1600 0 Titan Exploration Common 88828910 325 65000 SH DEFINED 1 0 65000 0 Toll Brothers Inc Common 88947810 1535 71500 SH SOLE 71500 0 0 Toll Brothers Inc Common 88947810 78562 3664566 SH SOLE 0 0 3664566 Toll Brothers Inc Common 88947810 2230 104050 SH DEFINED 1 0 104050 0 Toro Co Common 89109210 567 14400 SH DEFINED 1 0 14400 0 Tosco Corp Common 89149030 3927 151400 SH SOLE 151400 0 0 Tosco Corp Common 89149030 12969 500000 SH SOLE 0 0 500000 Tosco Corp Common 89149030 7032 271100 SH DEFINED 1 0 271100 0 Tower Automotive Inc Common 89170710 430 16900 SH DEFINED 1 0 16900 0 Towne Services Inc Common 89214810 21 2700 SH DEFINED 1 0 2700 0 Trans World Entmt Common 89336Q10 169 15000 SH SOLE 15000 0 0 Transatlantic Hldgs Common 89352110 5058 67500 SH SOLE 67500 0 0 Transport Corp Amer Common 89385P10 1213 94200 SH SOLE 94200 0 0 Transport Corp Amer Common 89385P10 2674 207700 SH SOLE 0 0 207700 Transport Corp Amer Common 89385P10 1549 120300 SH DEFINED 1 0 120300 0 Transport Corp Amer Common 89385P10 155 12000 SH DEFINED 1 0 12000 0 Transport Corp Amer Common 89385P10 2041 158500 SH DEFINED 1 0 0 158500 Transtechnology Corp Common 89388910 2123 107800 SH SOLE 107800 0 0 Transtechnology Corp Common 89388910 1894 96200 SH SOLE 0 0 96200 Transwitch Corp Common 89406510 460 9700 SH SOLE 9700 0 0 Transwitch Corp Common 89406510 218 4600 SH SOLE 0 0 4600 Transwitch Corp Common 89406510 668 14100 SH DEFINED 1 0 14100 0 Tredegar Corp Common 89465010 140 6200 SH SOLE 6200 0 0 Trega Bioscience Inc Common 89469910 33 20100 SH SOLE 20100 0 0 Trega Bioscience Inc Common 89469910 72 42900 SH SOLE 0 0 42900 Trega Bioscience Inc Common 89469910 294 177600 SH DEFINED 1 0 177600 0 Trend Lines Inc Cl A Common 89485910 630 245800 SH SOLE 245800 0 0 Trend Lines Inc Cl A Common 89485910 537 209500 SH SOLE 0 0 209500 Trend Lines Inc Cl A Common 89485910 128 50000 SH DEFINED 1 0 50000 0 Tri County Bcp Inc Common 89545210 94 8247 SH SOLE 0 0 8247 Triad Hospitals Inc Common 89579K10 14181 1050322 SH SOLE 1050322 0 0 Triad Hospitals Inc Common 89579K10 39141 2899476 SH SOLE 0 0 2899476 Triad Hospitals Inc Common 89579K10 1795 132935 SH DEFINED 1 0 132935 0 Triad Hospitals Inc Common 89579K10 16 1189 SH DEFINED 1 0 1189 0 Triad Hospitals Inc Common 89579K10 171 12652 SH DEFINED 1 0 0 12652 Triangle Pharma Common 89589H10 459 25500 SH SOLE 25500 0 0 Triangle Pharma Common 89589H10 11149 619400 SH SOLE 0 0 619400 Triangle Pharma Common 89589H10 8487 471500 SH DEFINED 1 0 471500 0 Tricon Glbl Restrnts Common 89595310 32 600 SH SOLE 600 0 0 Tricon Glbl Restrnts Common 89595310 8552 158000 SH DEFINED 1 0 158000 0 Trico Bancshares Common 89609510 152 8200 SH SOLE 8200 0 0 Trico Bancshares Common 89609510 211 11400 SH SOLE 0 0 11400 Trico Bancshares Common 89609510 195 10500 SH DEFINED 1 0 10500 0 Trigon Healthcare Common 89618L10 16211 445700 SH SOLE 445700 0 0 Trigon Healthcare Common 89618L10 2596 71400 SH SOLE 0 0 71400 Trigon Healthcare Common 89618L10 3659 100600 SH DEFINED 1 0 100600 0 Trinity Industries Common 89652210 11855 353900 SH SOLE 353900 0 0 Trinity Industries Common 89652210 1015 30300 SH SOLE 0 0 30300 Trinity Industries Common 89652210 8917 266200 SH DEFINED 1 0 266200 0 Tristar Aerospace Co Common 89674L10 2907 352000 SH SOLE 352000 0 0 Tristar Aerospace Co Common 89674L10 1815 220000 SH SOLE 0 0 220000 Tristar Aerospace Co Common 89674L10 1609 195000 SH DEFINED 1 0 195000 0 Tristar Aerospace Co Common 89674L10 124 15000 SH DEFINED 1 0 15000 0 Tristar Aerospace Co Common 89674L10 1650 200000 SH DEFINED 1 0 0 200000 Triumph Group Inc Common 89681810 1107 43400 SH SOLE 43400 0 0 Triumph Group Inc Common 89681810 1887 74000 SH SOLE 0 0 74000 Triumph Group Inc Common 89681810 1352 53000 SH DEFINED 1 0 53000 0 Triumph Group Inc Common 89681810 459 18000 SH DEFINED 1 0 18000 0 Triumph Group Inc Common 89681810 1785 70000 SH DEFINED 1 0 0 70000 Troy Financial Corp Common 89732910 4673 447700 SH SOLE 447700 0 0 Troy Financial Corp Common 89732910 7075 677900 SH SOLE 0 0 677900 Tuboscope Inc Common 89860010 1415 103400 SH SOLE 103400 0 0 Tuboscope Inc Common 89860010 215 15700 SH SOLE 0 0 15700 Tuboscope Inc Common 89860010 705 51500 SH DEFINED 1 0 51500 0 Tuscarora Inc Common 90090210 543 40000 SH SOLE 0 0 40000 Tuscarora Inc Common 90090210 746 55000 SH DEFINED 1 0 55000 0 Tyco Intl Ltd Common 90212410 295496 3118645 SH SOLE 3118645 0 0 Tyco Intl Ltd Common 90212410 141256 1490836 SH SOLE 0 0 1490836 Tyco Intl Ltd Common 90212410 74550 786825 SH DEFINED 1 0 786825 0 Tyco Intl Ltd Common 90212410 2464 26000 SH DEFINED 1 0 26000 0 UCAR Intl Inc Common 90262K10 39141 1550100 SH SOLE 1550100 0 0 UCAR Intl Inc Common 90262K10 952 37700 SH SOLE 0 0 37700 UCAR Intl Inc Common 90262K10 2076 82200 SH DEFINED 1 0 82200 0 UCBH Holdings Inc Common 90262T30 10161 566500 SH SOLE 566500 0 0 UCBH Holdings Inc Common 90262T30 2870 160000 SH SOLE 0 0 160000 UST Corp Common 90290010 756 25000 SH SOLE 25000 0 0 USX-Marathon Group Common 90290582 36321 1115400 SH SOLE 1115400 0 0 USX-Marathon Group Common 90290582 603560 18535200 SH SOLE 0 0 18535200 USX-Marathon Group Common 90290582 4725 145100 SH DEFINED 1 0 145100 0 USA Truck Inc Common 90292510 2518 275000 SH SOLE 275000 0 0 USA Truck Inc Common 90292510 2651 289500 SH SOLE 0 0 289500 USA Truck Inc Common 90292510 531 58000 SH DEFINED 1 0 58000 0 USA Truck Inc Common 90292510 2289 250000 SH DEFINED 1 0 0 250000 US Home & Garden Inc Common 90293910 994 265000 SH SOLE 265000 0 0 US Home & Garden Inc Common 90293910 469 125000 SH SOLE 0 0 125000 US Home & Garden Inc Common 90293910 525 140000 SH DEFINED 1 0 140000 0 US Bancorp Common 90297310 284375 8520562 SH SOLE 8520562 0 0 US Bancorp Common 90297310 494159 14806299 SH SOLE 0 0 14806299 US Bancorp Common 90297310 37854 1134190 SH DEFINED 1 0 1134190 0 US Bancorp Common 90297310 15089 452100 SH DEFINED 1 0 452100 0 US Bancorp Common 90297310 18407 551520 SH DEFINED 1 0 0 551520 UNUM Corp Common 90319210 3860 70500 SH SOLE 70500 0 0 US LEC Corp A Common 90331S10 338 15000 SH SOLE 15000 0 0 US LEC Corp A Common 90331S10 2588 115000 SH SOLE 0 0 115000 US LEC Corp A Common 90331S10 563 25000 SH DEFINED 1 0 25000 0 US LEC Corp A Common 90331S10 2700 120000 SH DEFINED 1 0 0 120000 USX-US Steel Group Common 90337T10 541 20000 SH SOLE 20000 0 0 US Xpress Entpr Cl A Common 90338N10 714 66700 SH SOLE 66700 0 0 US Xpress Entpr Cl A Common 90338N10 997 93300 SH SOLE 0 0 93300 US Xpress Entpr Cl A Common 90338N10 1102 103200 SH DEFINED 1 0 103200 0 US Vision Inc Common 90339M10 187 36000 SH SOLE 36000 0 0 US Vision Inc Common 90339M10 655 125400 SH SOLE 0 0 125400 US Vision Inc Common 90339M10 1226 235000 SH DEFINED 1 0 235000 0 US Vision Inc Common 90339M10 157 30000 SH DEFINED 1 0 30000 0 Ugly Duckling Corp Common 90351210 2538 350000 SH SOLE 350000 0 0 Ugly Duckling Corp Common 90351210 4510 622100 SH SOLE 0 0 622100 Ultramar Diamnd Sham Common 90400010 9695 444432 SH SOLE 444432 0 0 Ultramar Diamnd Sham Common 90400010 101795 4666698 SH SOLE 0 0 4666698 Ultramar Diamnd Sham Common 90400010 3260 149453 SH DEFINED 1 0 149453 0 Umpqua Holdings Corp Common 90421410 90 10000 SH SOLE 10000 0 0 Umpqua Holdings Corp Common 90421410 131 14600 SH SOLE 0 0 14600 Umpqua Holdings Corp Common 90421410 133 14700 SH DEFINED 1 0 14700 0 Unico American Corp Common 90460710 1019 100000 SH SOLE 100000 0 0 Unico American Corp Common 90460710 560 55000 SH SOLE 0 0 55000 Unico American Corp Common 90460710 1584 155500 SH DEFINED 1 0 155500 0 Unidigital Inc Common 90466910 550 100000 SH DEFINED 1 0 100000 0 Unidigital Inc Common 90466910 479 87000 SH DEFINED 1 0 87000 0 Unilever NV NY Shs Common 90478470 160219 2297056 SH SOLE 2297056 0 0 Unilever NV NY Shs Common 90478470 18152 260252 SH SOLE 0 0 260252 Unilever NV NY Shs Common 90478470 22058 316238 SH DEFINED 1 0 316238 0 Unilever NV NY Shs Common 90478470 111 1585 SH DEFINED 1 0 1585 0 Unicom Corp Common 90491110 39961 1036200 SH SOLE 1036200 0 0 Unicom Corp Common 90491110 27052 701500 SH SOLE 0 0 701500 Unicom Corp Common 90491110 13716 355680 SH DEFINED 1 0 355680 0 Unicom Corp Common 90491110 5294 137300 SH DEFINED 1 0 137300 0 Unicom Corp Common 90491110 4724 122500 SH DEFINED 1 0 0 122500 Unigraphics Solut A Common 90492810 7401 393400 SH SOLE 393400 0 0 Union Pacific Corp Common 90781810 112853 1935300 SH SOLE 1935300 0 0 Union Pacific Corp Common 90781810 381799 6547400 SH SOLE 0 0 6547400 Union Pacific Corp Common 90781810 4288 73530 SH DEFINED 1 0 73530 0 Union Pacific Corp Common 90781810 6654 114100 SH DEFINED 1 0 114100 0 Union Pacific Res Common 90783410 70383 4314600 SH SOLE 4314600 0 0 Union Pacific Res Common 90783410 148908 9128200 SH SOLE 0 0 9128200 Union Pacific Res Common 90783410 19761 1211300 SH DEFINED 1 0 1211300 0 Union Planters Corp Cv Pfd 90806830 84 1500 PRN SOLE 1500 0 0 UnionBanCal Corp Common 90890610 69383 1920600 SH SOLE 1920600 0 0 UnionBanCal Corp Common 90890610 123879 3429200 SH SOLE 0 0 3429200 UnionBanCal Corp Common 90890610 32730 906050 SH DEFINED 1 0 906050 0 UnionBanCal Corp Common 90890610 5303 146800 SH DEFINED 1 0 146800 0 UnionBanCal Corp Common 90890610 6102 168900 SH DEFINED 1 0 0 168900 Unionbancorp Inc Common 90890810 524 35100 SH SOLE 35100 0 0 Unionbancorp Inc Common 90890810 777 52000 SH SOLE 0 0 52000 Unionbancorp Inc Common 90890810 769 51500 SH DEFINED 1 0 51500 0 Unisys Corp Common 90921410 15711 403500 SH SOLE 403500 0 0 Unisys Corp Common 90921410 24881 639000 SH SOLE 0 0 639000 Unisys Corp Common 90921410 24621 632300 SH DEFINED 1 0 632300 0 Unit Corp Common 90921810 6125 754000 SH SOLE 754000 0 0 Unit Corp Common 90921810 488 60000 SH SOLE 0 0 60000 Unit Corp Common 90921810 4546 559400 SH DEFINED 1 0 559400 0 Unit Corp Common 90921810 4063 500000 SH DEFINED 1 0 0 500000 United Dominion Ind Common 90991410 1808 74600 SH SOLE 74600 0 0 United Dominion Ind Common 90991410 2616 107900 SH SOLE 0 0 107900 United Dominion Ind Common 90991410 2608 107500 SH DEFINED 1 0 107500 0 United Healthcare Cp Common 91058110 109282 1745000 SH SOLE 1745000 0 0 United Healthcare Cp Common 91058110 263119 4201500 SH SOLE 0 0 4201500 United Healthcare Cp Common 91058110 22709 362600 SH DEFINED 1 0 362600 0 United Intl Hldgs A Common 91073410 9652 142700 SH SOLE 142700 0 0 United Intl Hldgs A Common 91073410 5410 80000 SH SOLE 0 0 80000 United Intl Hldgs A Common 91073410 541 8000 SH DEFINED 1 0 8000 0 United Natural Foods Common 91116310 22730 918300 SH SOLE 918300 0 0 United Natural Foods Common 91116310 2416 97600 SH SOLE 0 0 97600 United Natural Foods Common 91116310 4406 178000 SH DEFINED 1 0 178000 0 United Pan Eur ADR Common 91130020 9690 175400 SH SOLE 175400 0 0 United Pan Eur ADR Common 91130020 5382 97400 SH SOLE 0 0 97400 United Pan Eur ADR Common 91130020 6846 123900 SH DEFINED 1 0 123900 0 United Pan Eur ADR Common 91130020 635 11500 SH DEFINED 1 0 11500 0 United Panam Finl Common 91130110 1289 396600 SH SOLE 396600 0 0 United Panam Finl Common 91130110 505 155300 SH SOLE 0 0 155300 United Panam Finl Common 91130110 125 38600 SH DEFINED 1 0 38600 0 United Payors & Common 91131910 9067 391000 SH SOLE 0 0 391000 United Rentals Inc Common 91136310 95357 3232421 SH SOLE 3232421 0 0 United Rentals Inc Common 91136310 19206 651069 SH SOLE 0 0 651069 United Rentals Inc Common 91136310 9359 317246 SH DEFINED 1 0 317246 0 US Bioscience Inc Common 91164620 614 63000 SH SOLE 63000 0 0 US Bioscience Inc Common 91164620 2067 212000 SH SOLE 0 0 212000 US Bioscience Inc Common 91164620 4885 501000 SH DEFINED 1 0 501000 0 US Home Corp Common 91192010 42486 1196795 SH SOLE 0 0 1196795 US Home Corp Common 91192010 36 1000 SH DEFINED 1 0 1000 0 US West Inc Common 91273H10 13326 226800 SH SOLE 226800 0 0 US West Inc Common 91273H10 55978 952800 SH SOLE 0 0 952800 US West Inc Common 91273H10 9617 163700 SH DEFINED 1 0 163700 0 United Technologies Common 91301710 496589 6896988 SH SOLE 6896988 0 0 United Technologies Common 91301710 281254 3906320 SH SOLE 0 0 3906320 United Technologies Common 91301710 110863 1539777 SH DEFINED 1 0 1539777 0 United Technologies Common 91301710 5485 76180 SH DEFINED 1 0 76180 0 United Technologies Common 91301710 3234 44920 SH DEFINED 1 0 0 44920 United WI Services Common 91323810 5424 678000 SH SOLE 0 0 678000 Universal Corp VA Common 91345610 151 5300 SH SOLE 5300 0 0 Universal Corp VA Common 91345610 11070 389300 SH SOLE 0 0 389300 Universal Corp VA Common 91345610 5341 187800 SH DEFINED 1 0 187800 0 Universal Stainless Common 91383710 443 77000 SH SOLE 77000 0 0 Universal Stainless Common 91383710 1380 240000 SH SOLE 0 0 240000 Universal Stainless Common 91383710 1668 290000 SH DEFINED 1 0 0 290000 Univision Comm CL A Common 91490610 39098 601400 SH SOLE 601400 0 0 Univision Comm CL A Common 91490610 18201 280000 SH SOLE 0 0 280000 Univision Comm CL A Common 91490610 2373 36500 SH DEFINED 1 0 36500 0 Unocal Corp Common 91528910 199630 5037900 SH SOLE 5037900 0 0 Unocal Corp Common 91528910 181714 4585807 SH SOLE 0 0 4585807 Unocal Corp Common 91528910 8896 224490 SH DEFINED 1 0 224490 0 Unocal Corp Common 91528910 5817 146800 SH DEFINED 1 0 146800 0 UNOVA INC Common 91529B10 12501 787500 SH SOLE 787500 0 0 UNOVA INC Common 91529B10 1667 105000 SH SOLE 0 0 105000 UNOVA INC Common 91529B10 1665 104900 SH DEFINED 1 0 104900 0 USFreightways Corp Common 91690610 104557 2257600 SH SOLE 2257600 0 0 USFreightways Corp Common 91690610 1992 43000 SH SOLE 0 0 43000 USFreightways Corp Common 91690610 6165 133100 SH DEFINED 1 0 133100 0 Urban Outfitters Inc Common 91704710 3493 139000 SH SOLE 139000 0 0 Urban Outfitters Inc Common 91704710 17723 705400 SH SOLE 0 0 705400 Urban Outfitters Inc Common 91704710 2311 92000 SH DEFINED 1 0 92000 0 Urban Outfitters Inc Common 91704710 503 20000 SH DEFINED 1 0 20000 0 Urban Outfitters Inc Common 91704710 3015 120000 SH DEFINED 1 0 0 120000 Urban Shop Ctrs REIT Common 91706010 6767 214800 SH SOLE 214800 0 0 Urban Shop Ctrs REIT Common 91706010 19436 617000 SH SOLE 0 0 617000 Urban Shop Ctrs REIT Common 91706010 1433 45500 SH DEFINED 1 0 45500 0 Urologix Inc Common 91727310 35 14300 SH SOLE 14300 0 0 Urologix Inc Common 91727310 280 113400 SH SOLE 0 0 113400 Urologix Inc Common 91727310 21 8500 SH DEFINED 1 0 8500 0 UroCor Inc Common 91727P10 1132 231000 SH SOLE 231000 0 0 UroCor Inc Common 91727P10 2059 419700 SH SOLE 0 0 419700 UroCor Inc Common 91727P10 1472 300000 SH DEFINED 1 0 300000 0 UroCor Inc Common 91727P10 368 75000 SH DEFINED 1 0 75000 0 USWeb Corporation Common 91732710 481 21700 SH SOLE 21700 0 0 USWeb Corporation Common 91732710 320 14400 SH DEFINED 1 0 14400 0 Utilicorp United Inc Common 91800510 13255 545150 SH SOLE 545150 0 0 Utilicorp United Inc Common 91800510 6947 285750 SH SOLE 0 0 285750 Utilicorp United Inc Common 91800510 2133 87750 SH DEFINED 1 0 0 87750 Valassis Communctns Common 91886610 46698 1275050 SH SOLE 1275050 0 0 Valassis Communctns Common 91886610 908 24800 SH DEFINED 1 0 24800 0 Valero Energy Corp Common 91913Y10 14779 689300 SH SOLE 689300 0 0 Valero Energy Corp Common 91913Y10 98040 4573200 SH SOLE 0 0 4573200 Valero Energy Corp Common 91913Y10 3141 146500 SH DEFINED 1 0 146500 0 Valley National Gas Common 91979210 750 181700 SH SOLE 181700 0 0 Valley National Gas Common 91979210 319 77300 SH SOLE 0 0 77300 Valley National Gas Common 91979210 290 70200 SH DEFINED 1 0 70200 0 Vantive Corp Common 92209110 3301 288500 SH SOLE 288500 0 0 Vantive Corp Common 92209110 4175 365000 SH SOLE 0 0 365000 Vantive Corp Common 92209110 2287 200000 SH DEFINED 1 0 200000 0 Vantive Corp Common 92209110 572 50000 SH DEFINED 1 0 50000 0 Vantive Corp Common 92209110 2037 178100 SH DEFINED 1 0 0 178100 Varian Inc Common 92220610 780 57800 SH SOLE 57800 0 0 Varian Inc Common 92220610 3416 253000 SH SOLE 0 0 253000 Varian Inc Common 92220610 11 800 SH DEFINED 1 0 800 0 Varian Semiconductor Common 92220710 7070 415900 SH SOLE 415900 0 0 Varian Semiconductor Common 92220710 4301 253000 SH SOLE 0 0 253000 Varian Semiconductor Common 92220710 77 4500 SH DEFINED 1 0 4500 0 Varian Medical Systm Common 92220P10 7267 287800 SH SOLE 287800 0 0 Varian Medical Systm Common 92220P10 13963 553000 SH SOLE 0 0 553000 Varlen Corp Common 92224810 351 8675 SH SOLE 8675 0 0 Vastar Resources Inc Common 92238010 3719 70900 SH SOLE 70900 0 0 Vastar Resources Inc Common 92238010 28057 535040 SH SOLE 0 0 535040 Vastar Resources Inc Common 92238010 2375 45300 SH DEFINED 1 0 45300 0 Ventana Medical Sys Common 92276H10 15994 836200 SH SOLE 836200 0 0 Ventana Medical Sys Common 92276H10 15134 791300 SH SOLE 0 0 791300 Ventana Medical Sys Common 92276H10 4878 255100 SH DEFINED 1 0 255100 0 Verilink Corp Common 92343210 150 51000 SH SOLE 51000 0 0 Verilink Corp Common 92343210 1469 500000 SH SOLE 0 0 500000 Verilink Corp Common 92343210 1645 560000 SH DEFINED 1 0 560000 0 Verilink Corp Common 92343210 764 260000 SH DEFINED 1 0 260000 0 VeriSign Inc Common 92343E10 17250 200000 SH SOLE 200000 0 0 VeriSign Inc Common 92343E10 10497 121700 SH DEFINED 1 0 121700 0 Vertex Communication Common 92532010 1232 90000 SH SOLE 0 0 90000 Vertex Communication Common 92532010 1369 100000 SH DEFINED 1 0 0 100000 Vertex Pharm Common 92532F10 4263 176700 SH SOLE 176700 0 0 Vertex Pharm Common 92532F10 47514 1969500 SH SOLE 0 0 1969500 Vertex Pharm Common 92532F10 11049 458000 SH DEFINED 1 0 458000 0 Veterinary Ctr Amer 925514AB 1059 1450000 PRN SOLE 1450000 0 0 Veterinary Ctr Amer 925514AB 2738 3750000 PRN SOLE 0 0 3750000 Veterinary Ctr Amer 925514AB 584 800000 PRN DEFINED 1 0 800000 0 Viatel Inc Common 92552920 12471 222200 SH SOLE 222200 0 0 Viatel Inc Common 92552920 1045 18600 SH SOLE 0 0 18600 Viatel Inc Common 92552920 1061 18900 SH DEFINED 1 0 18900 0 Viad Corp Common 92552R10 6057 195800 SH SOLE 195800 0 0 Viad Corp Common 92552R10 13795 445900 SH SOLE 0 0 445900 Viad Corp Common 92552R10 5461 176500 SH DEFINED 1 0 176500 0 Viasat Inc Common 92552V10 2669 175000 SH SOLE 0 0 175000 Vical Inc Common 92560210 90 7400 SH SOLE 7400 0 0 Vical Inc Common 92560210 194 16000 SH SOLE 0 0 16000 Vical Inc Common 92560210 812 67000 SH DEFINED 1 0 67000 0 Vignette Corp Common 92673410 746 9900 SH SOLE 9900 0 0 Vignette Corp Common 92673410 1088 14500 SH SOLE 0 0 14500 Vignette Corp Common 92673410 1816 24200 SH DEFINED 1 0 24200 0 VideoServer Inc Common 92691810 426 44800 SH SOLE 44800 0 0 VideoServer Inc Common 92691810 9168 965000 SH SOLE 0 0 965000 VideoServer Inc Common 92691810 565 59500 SH DEFINED 1 0 59500 0 Vintage Petroleum Common 92746010 2434 226400 SH SOLE 226400 0 0 Vintage Petroleum Common 92746010 375 34900 SH DEFINED 1 0 34900 0 Virginia Cap Bancshs Common 92775810 5336 349900 SH SOLE 349900 0 0 Virginia Cap Bancshs Common 92775810 7693 504400 SH SOLE 0 0 504400 Virginia Cap Bancshs Common 92775810 387 25400 SH DEFINED 1 0 25400 0 Virginia Cap Bancshs Common 92775810 1795 117700 SH DEFINED 1 0 0 117700 ViroPharma Inc Common 92824110 1437 186900 SH SOLE 186900 0 0 ViroPharma Inc Common 92824110 246 32100 SH SOLE 0 0 32100 ViroPharma Inc Common 92824110 1079 140400 SH DEFINED 1 0 140400 0 Vishay Intertech Common 92829810 18375 875000 SH SOLE 875000 0 0 Vista Bancorp Inc Common 92830R10 879 46251 SH SOLE 46251 0 0 Vista Bancorp Inc Common 92830R10 1300 68446 SH SOLE 0 0 68446 Vista Bancorp Inc Common 92830R10 1288 67804 SH DEFINED 1 0 67804 0 Vistana Inc Common 92839P10 591 37500 SH SOLE 37500 0 0 Vistana Inc Common 92839P10 1114 70700 SH DEFINED 1 0 70700 0 Visual Networks Inc Common 92844410 4182 130700 SH SOLE 130700 0 0 Visual Networks Inc Common 92844410 480 15000 SH DEFINED 1 0 15000 0 Vitesse Semiconduct Common 92849710 115 1700 SH SOLE 1700 0 0 Vitesse Semiconduct Common 92849710 6063 89900 SH DEFINED 1 0 89900 0 Vivus Inc Common 92855110 664 253300 SH SOLE 253300 0 0 Vivus Inc Common 92855110 85 32400 SH SOLE 0 0 32400 Vivus Inc Common 92855110 462 175800 SH DEFINED 1 0 175800 0 Vodafone Airtch ADR Common 92857T10 72753 369290 SH SOLE 369290 0 0 Vodafone Airtch ADR Common 92857T10 75579 383650 SH SOLE 0 0 383650 Vodafone Airtch ADR Common 92857T10 52315 265550 SH DEFINED 1 0 265550 0 VoiceStream Wireless Common 92861510 1484 52200 SH SOLE 52200 0 0 VoiceStream Wireless Common 92861510 2190 77000 SH SOLE 0 0 77000 VoiceStream Wireless Common 92861510 2107 74100 SH DEFINED 1 0 74100 0 Vysis Inc Common 92896110 70 18700 SH SOLE 18700 0 0 Vysis Inc Common 92896110 147 39000 SH SOLE 0 0 39000 Vysis Inc Common 92896110 604 161100 SH DEFINED 1 0 161100 0 Vulcan Materials Common 92916010 7218 149600 SH DEFINED 1 0 149600 0 WHX Corporation B Cv Pfd 92924830 96 3000 PRN SOLE 3000 0 0 WSFS Financial Corp Common 92932810 5346 364000 SH SOLE 364000 0 0 WSFS Financial Corp Common 92932810 5053 344000 SH SOLE 0 0 344000 Wachovia Corp Common 92977110 96826 1131600 SH SOLE 1131600 0 0 Wachovia Corp Common 92977110 534253 6243960 SH SOLE 0 0 6243960 Wachovia Corp Common 92977110 68031 795090 SH DEFINED 1 0 795090 0 Wachovia Corp Common 92977110 7701 90000 SH DEFINED 1 0 90000 0 Wachovia Corp Common 92977110 14349 167700 SH DEFINED 1 0 0 167700 Wackenhut Corp Cl B Common 92979430 2494 103900 SH SOLE 103900 0 0 Wackenhut Corp Cl B Common 92979430 648 27000 SH SOLE 0 0 27000 Wackenhut Corp Cl B Common 92979430 480 20000 SH DEFINED 1 0 20000 0 Wal-Mart Stores Common 93114210 569401 11800970 SH SOLE 11800970 0 0 Wal-Mart Stores Common 93114210 207841 4307512 SH SOLE 0 0 4307512 Wal-Mart Stores Common 93114210 138179 2863800 SH DEFINED 1 0 2863800 0 Wal-Mart Stores Common 93114210 5577 115600 SH DEFINED 1 0 115600 0 Walden Res Ppty REIT Common 93121010 323 15000 SH DEFINED 1 0 15000 0 Walgreen Co Common 93142210 6457 219800 SH SOLE 219800 0 0 Walgreen Co Common 93142210 23632 804500 SH SOLE 0 0 804500 Wallace Comp Svc Common 93227010 26804 1072100 SH SOLE 1072100 0 0 Wallace Comp Svc Common 93227010 7619 304750 SH DEFINED 1 0 304750 0 Wallace Comp Svc Common 93227010 9808 392300 SH DEFINED 1 0 392300 0 Warnaco Group Cl A Common 93439010 35 1300 SH DEFINED 1 0 1300 0 Warner Chilcott ADR Common 93443520 6762 832200 SH SOLE 832200 0 0 Warner Chilcott ADR Common 93443520 409 50300 SH DEFINED 1 0 50300 0 Warner-Lambert Co Common 93448810 473156 6844878 SH SOLE 6844878 0 0 Warner-Lambert Co Common 93448810 665965 9634222 SH SOLE 0 0 9634222 Warner-Lambert Co Common 93448810 61757 893437 SH DEFINED 1 0 893437 0 Warner-Lambert Co Common 93448810 3249 47020 SH DEFINED 1 0 47020 0 Warwick Cmnty Bcp Common 93655910 3469 272100 SH SOLE 272100 0 0 Warwick Cmnty Bcp Common 93655910 348 27200 SH SOLE 0 0 27200 Washington Fed Inc Common 93882410 817 36400 SH DEFINED 1 0 36400 0 Washington Mutual Common 93932210 285 8000 SH SOLE 8000 0 0 Washington Mutual Common 93932210 297398 8362564 SH SOLE 0 0 8362564 Washington Mutual Common 93932210 36 1000 SH DEFINED 1 0 1000 0 Washington Post Cl B Common 93964010 355 660 SH SOLE 660 0 0 Waste Mgmt Inc Common 94106L10 113779 2116799 SH SOLE 2116799 0 0 Waste Mgmt Inc Common 94106L10 6906 128478 SH SOLE 0 0 128478 Waste Mgmt Inc Common 94106L10 11449 213000 SH DEFINED 1 0 213000 0 Waters Corp Common 94184810 18897 355700 SH SOLE 355700 0 0 Waters Corp Common 94184810 1407 26500 SH SOLE 0 0 26500 Waters Corp Common 94184810 6264 117900 SH DEFINED 1 0 117900 0 Watkins-Johnson Common 94248610 504 17100 SH DEFINED 1 0 17100 0 Watts Inds Cl A Common 94274910 478 24900 SH SOLE 24900 0 0 Watts Inds Cl A Common 94274910 507 26400 SH DEFINED 1 0 26400 0 Wausau-Mosinee Paper Common 94331510 1696 94270 SH SOLE 94270 0 0 Wausau-Mosinee Paper Common 94331510 2234 124138 SH SOLE 0 0 124138 Wausau-Mosinee Paper Common 94331510 2221 123342 SH DEFINED 1 0 123342 0 Wave Technologies Common 94352Q10 1122 315000 SH DEFINED 1 0 315000 0 Wave Technologies Common 94352Q10 338 95000 SH DEFINED 1 0 95000 0 Weatherford Intl Inc Common 94707410 23179 632900 SH SOLE 632900 0 0 Weatherford Intl Inc Common 94707410 27429 748899 SH SOLE 0 0 748899 Weatherford Intl Inc Common 94707410 9042 246900 SH DEFINED 1 0 246900 0 Webco Industries Inc Common 94762110 408 79700 SH SOLE 79700 0 0 Webco Industries Inc Common 94762110 1025 200000 SH SOLE 0 0 200000 Webco Industries Inc Common 94762110 103 20000 SH DEFINED 1 0 20000 0 Wellman Inc Common 94970210 3625 227500 SH SOLE 227500 0 0 Wellman Inc Common 94970210 11254 706100 SH SOLE 0 0 706100 Wellman Inc Common 94970210 3027 189900 SH DEFINED 1 0 189900 0 Wellman Inc Common 94970210 3347 210000 SH DEFINED 1 0 0 210000 Wellpoint Hlth Ntwrk Common 94973H10 60846 716900 SH SOLE 716900 0 0 Wellpoint Hlth Ntwrk Common 94973H10 9132 107600 SH SOLE 0 0 107600 Wellpoint Hlth Ntwrk Common 94973H10 7723 91000 SH DEFINED 1 0 91000 0 Wells Fargo Company Common 94974610 0 0 SH SOLE 0 0 0 Wells Fargo Company Common 94974610 4061 95000 SH DEFINED 1 0 95000 0 Wellsford Real Pptys Common 95024010 1361 126400 SH SOLE 126400 0 0 Wellsford Real Pptys Common 95024010 1936 180000 SH SOLE 0 0 180000 Wellsford Real Pptys Common 95024010 900 83700 SH DEFINED 1 0 83700 0 Wellsford Real Pptys Common 95024010 1613 150000 SH DEFINED 1 0 0 150000 Werner Enterprises Common 95075510 66217 3191007 SH SOLE 3191007 0 0 Werner Enterprises Common 95075510 27454 1322973 SH SOLE 0 0 1322973 Werner Enterprises Common 95075510 19920 960012 SH DEFINED 1 0 960012 0 Werner Enterprises Common 95075510 2898 139650 SH DEFINED 1 0 0 139650 Wescast Inds Cl A Common 95081310 1619 55000 SH SOLE 0 0 55000 Wescast Inds Cl A Common 95081310 2208 75000 SH DEFINED 1 0 0 75000 West Marine Inc Common 95423510 3828 262700 SH SOLE 262700 0 0 West Marine Inc Common 95423510 3184 218600 SH SOLE 0 0 218600 West Marine Inc Common 95423510 826 56700 SH DEFINED 1 0 56700 0 West Marine Inc Common 95423510 178 12200 SH DEFINED 1 0 12200 0 West Marine Inc Common 95423510 2544 174700 SH DEFINED 1 0 0 174700 Westamerica Bancorp Common 95709010 20720 567600 SH SOLE 567600 0 0 Westamerica Bancorp Common 95709010 2681 73400 SH SOLE 0 0 73400 Westamerica Bancorp Common 95709010 2413 66100 SH DEFINED 1 0 66100 0 Westcoast Energy Inc Common 95751D10 1975 100000 SH SOLE 0 0 100000 Westerfed Financial Common 95755010 2439 149000 SH SOLE 149000 0 0 Westerfed Financial Common 95755010 360 22000 SH SOLE 0 0 22000 Westerfed Financial Common 95755010 147 9000 SH DEFINED 1 0 9000 0 Western Gas Resource Common 95825910 9237 577300 SH SOLE 577300 0 0 Western Wireless A Common 95988E20 1570 58100 SH SOLE 58100 0 0 Western Wireless A Common 95988E20 2004 74200 SH SOLE 0 0 74200 Western Wireless A Common 95988E20 2603 96400 SH DEFINED 1 0 96400 0 Westinghouse Air Br Common 96038610 1202 46300 SH SOLE 46300 0 0 Westinghouse Air Br Common 96038610 1733 66800 SH SOLE 0 0 66800 Westinghouse Air Br Common 96038610 1738 67000 SH DEFINED 1 0 67000 0 Westpac Banking ADR Common 96121430 220 6600 SH SOLE 6600 0 0 Westvaco Corp Common 96154810 11068 381600 SH SOLE 381600 0 0 Westvaco Corp Common 96154810 46980 1620000 SH SOLE 0 0 1620000 Westvaco Corp Common 96154810 3212 110750 SH DEFINED 1 0 110750 0 Westvaco Corp Common 96154810 4217 145400 SH DEFINED 1 0 145400 0 Weyerhaeuser Co Common 96216610 184351 2681450 SH SOLE 2681450 0 0 Weyerhaeuser Co Common 96216610 148419 2158800 SH SOLE 0 0 2158800 Weyerhaeuser Co Common 96216610 19642 285700 SH DEFINED 1 0 285700 0 Weyerhaeuser Co Common 96216610 2861 41600 SH DEFINED 1 0 41600 0 Weyerhaeuser Co Common 96216610 5500 80000 SH DEFINED 1 0 0 80000 Whirlpool Corp Common 96332010 1954 26400 SH SOLE 26400 0 0 Whirlpool Corp Common 96332010 183261 2476500 SH SOLE 0 0 2476500 White Cap Industries Common 96350510 929 78600 SH SOLE 78600 0 0 White Cap Industries Common 96350510 1528 129400 SH DEFINED 1 0 129400 0 Whitman Education Gp Common 96652410 3160 526600 SH SOLE 526600 0 0 Whitman Education Gp Common 96652410 990 165000 SH SOLE 0 0 165000 Whitman Education Gp Common 96652410 964 160600 SH DEFINED 1 0 160600 0 Whole Foods Market Common 96683710 59602 1240100 SH SOLE 1240100 0 0 Whole Foods Market Common 96683710 7104 147800 SH SOLE 0 0 147800 Whole Foods Market Common 96683710 9185 191100 SH DEFINED 1 0 191100 0 Wickes Inc Common 96744610 1423 230000 SH SOLE 230000 0 0 Wickes Inc Common 96744610 2475 400000 SH SOLE 0 0 400000 Wickes Inc Common 96744610 774 125000 SH DEFINED 1 0 125000 0 Wild Oats Markets Common 96808B10 15 500 SH SOLE 0 0 500 Willamette Inds Common 96913310 10878 236200 SH SOLE 236200 0 0 Willamette Inds Common 96913310 146424 3178800 SH SOLE 0 0 3178800 Willamette Inds Common 96913310 9660 209700 SH DEFINED 1 0 209700 0 Willbros Group inc Common 96919910 2304 271000 SH SOLE 271000 0 0 Willbros Group inc Common 96919910 1266 148900 SH SOLE 0 0 148900 Willbros Group inc Common 96919910 2125 250000 SH DEFINED 1 0 250000 0 Willbros Group inc Common 96919910 145 17000 SH DEFINED 1 0 17000 0 Willbros Group inc Common 96919910 1922 226100 SH DEFINED 1 0 0 226100 Williams Cos Inc Common 96945710 12330 289700 SH SOLE 289700 0 0 Williams Cos Inc Common 96945710 31123 731200 SH SOLE 0 0 731200 Williams Cos Inc Common 96945710 3094 72700 SH DEFINED 1 0 72700 0 Clayton Williams Common 96949010 540 91000 SH SOLE 91000 0 0 Clayton Williams Common 96949010 1781 300000 SH DEFINED 1 0 0 300000 Willis Lease Fin Crp Common 97064610 5507 337600 SH SOLE 337600 0 0 Wilmington Tr Corp Common 97180710 51378 895400 SH SOLE 895400 0 0 Wilmington Tr Corp Common 97180710 4303 75000 SH SOLE 0 0 75000 Wilmington Tr Corp Common 97180710 8013 139660 SH DEFINED 1 0 139660 0 Wilmington Tr Corp Common 97180710 7069 123200 SH DEFINED 1 0 123200 0 Wilsons Leather Common 97246310 5622 342000 SH SOLE 342000 0 0 Wilsons Leather Common 97246310 4372 266000 SH SOLE 0 0 266000 Wilsons Leather Common 97246310 2466 150000 SH DEFINED 1 0 150000 0 Wilsons Leather Common 97246310 1069 65000 SH DEFINED 1 0 65000 0 Wilsons Leather Common 97246310 3699 225000 SH DEFINED 1 0 0 225000 Wind River Systems Common 97314910 7710 480000 SH SOLE 480000 0 0 Wisconsin Energy Common 97665710 251 10000 SH SOLE 10000 0 0 Witco Chemical Corp Common 97738510 355 17900 SH SOLE 17900 0 0 Witco Chemical Corp Common 97738510 75166 3805900 SH SOLE 0 0 3805900 Witco Chemical Corp Common 97738510 275 13900 SH DEFINED 1 0 13900 0 Witco Chemical Corp Common 97738510 1288 65200 SH DEFINED 1 0 0 65200 WorldGate Communctns Common 98156L30 77 1500 SH DEFINED 1 0 1500 0 Woronoco Bancorp Inc Common 98163010 2852 285150 SH SOLE 285150 0 0 Woronoco Bancorp Inc Common 98163010 2956 295600 SH SOLE 0 0 295600 Worldtex Inc Common 98190710 1176 495000 SH SOLE 495000 0 0 Worldtex Inc Common 98190710 1936 815000 SH SOLE 0 0 815000 Worldtex Inc Common 98190710 143 60000 SH DEFINED 1 0 60000 0 Wynn's International Common 98319510 2833 153675 SH SOLE 153675 0 0 Wynn's International Common 98319510 2701 146500 SH SOLE 0 0 146500 Wynn's International Common 98319510 795 43125 SH DEFINED 1 0 43125 0 Wynn's International Common 98319510 2766 150000 SH DEFINED 1 0 0 150000 Xilinx Inc Common 98391910 79683 1391800 SH SOLE 1391800 0 0 Xilinx Inc Common 98391910 48972 855400 SH SOLE 0 0 855400 Xilinx Inc Common 98391910 42792 747440 SH DEFINED 1 0 747440 0 Xeikon NV ADR Common 98400310 273 12000 SH SOLE 12000 0 0 Xeikon NV ADR Common 98400310 387 17000 SH DEFINED 1 0 17000 0 Xerox Corp Common 98412110 446055 7552200 SH SOLE 7552200 0 0 Xerox Corp Common 98412110 570728 9663050 SH SOLE 0 0 9663050 Xerox Corp Common 98412110 12707 215140 SH DEFINED 1 0 215140 0 Xerox Corp Common 98412110 15050 254800 SH DEFINED 1 0 254800 0 YPF Soc Anonim D ADR Common 98424510 1436 37800 SH SOLE 37800 0 0 YPF Soc Anonim D ADR Common 98424510 471 12400 SH SOLE 0 0 12400 Yardville Natl Bcp Common 98502110 2495 199500 SH SOLE 199500 0 0 Yardville Natl Bcp Common 98502110 2132 170500 SH SOLE 0 0 170500 Yardville Natl Bcp Common 98502110 1813 145000 SH DEFINED 1 0 145000 0 Yardville Natl Bcp Common 98502110 188 15000 SH DEFINED 1 0 15000 0 Yonkers Finl Corp Common 98607310 1810 103400 SH SOLE 0 0 103400 York International Common 98667010 5168 120700 SH SOLE 120700 0 0 York International Common 98667010 1516 35400 SH SOLE 0 0 35400 York International Common 98667010 26185 611600 SH DEFINED 1 0 611600 0 York International Common 98667010 539 12600 SH DEFINED 1 0 12600 0 Young & Rubicam Inc Common 98742510 7106 156400 SH SOLE 156400 0 0 Young & Rubicam Inc Common 98742510 6765 148900 SH DEFINED 1 0 148900 0 Zale Corp Common 98885810 488 12200 SH DEFINED 1 0 12200 0 Zoll Medical Corp Common 98992210 4043 336900 SH SOLE 336900 0 0 Zoll Medical Corp Common 98992210 1116 93000 SH SOLE 0 0 93000 Zoll Medical Corp Common 98992210 1566 130500 SH DEFINED 1 0 130500 0 Zoll Medical Corp Common 98992210 676 56300 SH DEFINED 1 0 56300 0 DaimlerChrysler AG Common D1668R12 28267 317592 SH SOLE 317592 0 0 DaimlerChrysler AG Common D1668R12 9565 107474 SH SOLE 0 0 107474 DaimlerChrysler AG Common D1668R12 16451 184844 SH DEFINED 1 0 184844 0 DaimlerChrysler AG Common D1668R12 1655 18585 SH DEFINED 1 0 18585 0 Ace Ltd Common G0070K10 247805 8771819 SH SOLE 8771819 0 0 Ace Ltd Common G0070K10 208547 7382035 SH SOLE 0 0 7382035 Ace Ltd Common G0070K10 33983 1202880 SH DEFINED 1 0 1202880 0 Ace Ltd Common G0070K10 8371 296300 SH DEFINED 1 0 296300 0 American Safety Ins Common G0299510 1333 158100 SH SOLE 158100 0 0 American Safety Ins Common G0299510 548 65000 SH SOLE 0 0 65000 American Safety Ins Common G0299510 1224 145000 SH DEFINED 1 0 145000 0 American Safety Ins Common G0299510 531 63000 SH DEFINED 1 0 63000 0 Annuity and Life Re Common G0391010 22178 988300 SH SOLE 988300 0 0 Annuity and Life Re Common G0391010 10195 454400 SH SOLE 0 0 454400 Annuity and Life Re Common G0391010 4833 215400 SH DEFINED 1 0 215400 0 Central Euro Media A Common G2004510 1579 243000 SH SOLE 243000 0 0 Central Euro Media A Common G2004510 134 20600 SH DEFINED 1 0 20600 0 Credicorp Ltd Common G2519Y10 2554 232100 SH DEFINED 1 0 232100 0 Fresh Del Monte Prod Common G3673810 32 2300 SH DEFINED 1 0 2300 0 Globalstar Telecom Common G3930H10 0 0 SH SOLE 0 0 0 IPC Holdings Ltd Common G4933P10 46900 2345000 SH SOLE 0 0 2345000 IPC Holdings Ltd Common G4933P10 20 1000 SH DEFINED 1 0 1000 0 Loral Space&Communct Common G5646210 40317 2239835 SH SOLE 2239835 0 0 Loral Space&Communct Common G5646210 8455 469700 SH SOLE 0 0 469700 Loral Space&Communct Common G5646210 5499 305500 SH DEFINED 1 0 305500 0 PartnerRe Holdings Common G6852T10 59075 1580600 SH SOLE 0 0 1580600 Peak Intl Ltd Common G6958610 7291 1075200 SH SOLE 1075200 0 0 Peak Intl Ltd Common G6958610 1048 154600 SH DEFINED 1 0 154600 0 Peak Intl Ltd Common G6958610 694 102400 SH DEFINED 1 0 102400 0 Santa Fe Intl Corp Common G7805C10 41432 1801325 SH SOLE 1801325 0 0 Santa Fe Intl Corp Common G7805C10 3730 162120 SH SOLE 0 0 162120 Santa Fe Intl Corp Common G7805C10 1573 68440 SH DEFINED 1 0 68440 0 Santa Fe Intl Corp Common G7805C10 3505 152400 SH DEFINED 1 0 0 152400 Scottish Annuity Common G7885T10 4129 384000 SH SOLE 384000 0 0 Scottish Annuity Common G7885T10 3312 308000 SH SOLE 0 0 308000 Scottish Annuity Common G7885T10 1828 170000 SH DEFINED 1 0 170000 0 Scottish Annuity Common G7885T10 635 59000 SH DEFINED 1 0 59000 0 Scottish Annuity Common G7885T10 2580 240000 SH DEFINED 1 0 0 240000 Tommy Hilfiger Corp Common G8915Z10 777 10600 SH SOLE 10600 0 0 Tommy Hilfiger Corp Common G8915Z10 5692 77700 SH DEFINED 1 0 77700 0 Transocean Offshore Common G9007610 71536 2725024 SH SOLE 2725024 0 0 Transocean Offshore Common G9007610 203112 7737572 SH SOLE 0 0 7737572 Transocean Offshore Common G9007610 18279 696334 SH DEFINED 1 0 696334 0 Triton Energy Ltd A Common G9075110 320 30100 SH SOLE 30100 0 0 Triton Energy Ltd A Common G9075110 476 44700 SH SOLE 0 0 44700 Triton Energy Ltd A Common G9075110 467 44000 SH DEFINED 1 0 44000 0 XL Capital Ltd A Common G9825510 25475 450858 SH SOLE 450858 0 0 XL Capital Ltd A Common G9825510 4689 82992 SH DEFINED 1 0 82992 0 XL Capital Ltd A Common G9825510 7492 132600 SH DEFINED 1 0 0 132600 Fundtech Ltd Common M4709510 2983 115000 SH SOLE 115000 0 0 Fundtech Ltd Common M4709510 1868 72000 SH DEFINED 1 0 72000 0 Gilat Satellite Ntwk Common M5147410 55571 1058460 SH SOLE 1058460 0 0 Gilat Satellite Ntwk Common M5147410 14560 277320 SH SOLE 0 0 277320 Gilat Satellite Ntwk Common M5147410 21755 414350 SH DEFINED 1 0 414350 0 Gilat Satellite Ntwk Common M5147410 1410 26860 SH DEFINED 1 0 26860 0 Optibase Ltd Common M7524R10 1422 185000 SH SOLE 185000 0 0 Optibase Ltd Common M7524R10 1538 200000 SH SOLE 0 0 200000 Optibase Ltd Common M7524R10 384 50000 SH DEFINED 1 0 50000 0 ASM Lithography USD Common N0705911 4340 73100 SH SOLE 73100 0 0 Chicago Bridge&Iron Common N1980810 13601 975800 SH SOLE 975800 0 0 Chicago Bridge&Iron Common N1980810 886 63600 SH SOLE 0 0 63600 Chicago Bridge&Iron Common N1980810 1550 111200 SH DEFINED 1 0 111200 0 New Holland NV Common N6264810 17869 1043400 SH SOLE 1043400 0 0 New Holland NV Common N6264810 71791 4192200 SH SOLE 0 0 4192200 New Holland NV Common N6264810 6634 387350 SH DEFINED 1 0 387350 0 New Holland NV Common N6264810 594 34700 SH DEFINED 1 0 34700 0 Panamerican Bev A Common P7482310 4215 177000 SH SOLE 177000 0 0 Panamerican Bev A Common P7482310 712 29900 SH SOLE 0 0 29900 Panamerican Bev A Common P7482310 2334 98000 SH DEFINED 1 0 98000 0 Flextronics Intl Ltd Common Y2573F10 23616 425500 SH SOLE 425500 0 0 Flextronics Intl Ltd Common Y2573F10 19991 360200 SH SOLE 0 0 360200 Flextronics Intl Ltd Common Y2573F10 6904 124400 SH DEFINED 1 0 124400 0
-----END PRIVACY-ENHANCED MESSAGE-----