13F-HR/A 1 form13f-a_093001.txt ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Calendar Year or Quarter Ended September 30, 2001 If amended report check here: |X| Amendment Number: 1 This Amendment (Check only one): |X| is a restatement |_| adds new holding entries. Credit Suisse Asset Management, LLC -------------------------------------------------------------------------------- Name of Institutional Investment Manager 466 Lexington Avenue, 12th floor New York, New York 10017 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-3702 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Hal Liebes Managing Director and General Counsel 212-875-3500 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Hal Liebes ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, New York November 27, 2001 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: N/A Form 13F Information Table Entry Total: 4152 Form 13F Information Table Value Total: $17,768,585 (thousands) List of Other Included Managers: None Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 FAIR INV DISC VTNG AUTH TITLE MARKET SHARES OR (a)SOLE (a)SOLE OF CUSIP VALUE PRINCIPAL (b)SHARED (b)SHARED NAME OF ISSUER CLASS NUMBER x$1000) AMOUNT (c)SHARED OTHER MANAGER (c)NONE ------------------------------------------------------------------------------------------------------------------------------------ 21ST CENTURY INSURANCE GROUP COMMON STOCK 90130N10 21,120 1,200 (c) N/A (a) 3COM CORP COMMON STOCK 88553510 3,090 824 (a) N/A (b) 3COM CORP COMMON STOCK 88553510 231,536 61,743 (c) N/A (c) 99 CENTS ONLY STORES COMMON STOCK 65440K10 160,132 4,950 (a) N/A (a) 99 CENTS ONLY STORES COMMON STOCK 65440K10 1,413,695 43,700 (c) N/A (c) A T & T CORP COMMON STOCK 00195710 138,574 7,180 (a) N/A (b) A T & T CORP COMMON STOCK 00195710 244,106 12,648 (a) N/A (a) A T & T CORP COMMON STOCK 00195710 248,661 12,884 (c) N/A (b) A T & T CORP COMMON STOCK 00195710 6,353,560 329,200 (a) N/A (a) A T & T CORP COMMON STOCK 00195710 9,532,038 493,888 (c) N/A (c) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 229,028 15,330 (c) N/A (b) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 288,342 19,300 (a) N/A (c) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 621,638 41,609 (c) N/A (a) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 914,298 61,198 (a) N/A (b) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 5,011,371 335,433 (c) N/A (c) A T & T WIRELESS SERVICES COMMON STOCK 00209A10 86,462,563 5,787,320 (a) N/A (a) ABBOTT LAB COMMON STOCK 00282410 217,770 4,200 (a) N/A (c) ABBOTT LAB COMMON STOCK 00282410 1,463,829 28,232 (c) N/A (c) ABBOTT LAB COMMON STOCK 00282410 1,643,645 31,700 (c) N/A (b) ABBOTT LAB COMMON STOCK 00282410 2,096,503 40,434 (c) N/A (a) ABBOTT LAB COMMON STOCK 00282410 8,683,527 167,474 (a) N/A (b) ABBOTT LAB COMMON STOCK 00282410 11,384,653 219,569 (a) N/A (a) ABBOTT LAB COMMON STOCK 00282410 62,645,170 1,208,200 (a) N/A (a) ABERCROMBIE & FITCH CO CL A COMMON STOCK 00289620 47,493 2,700 (a) N/A (a) ABGENIX INC COMMON STOCK 00339B10 9,080 400 (a) N/A (b) ABGENIX INC COMMON STOCK 00339B10 1,368,810 60,300 (a) N/A (a) ABRAXAS PETROLEUM CORP (NEW) COMMON STOCK 00383010 35,985 18,645 (a) N/A (a) ABRAXAS PETROLEUM CORP (NEW) COMMON STOCK 00383010 83,967 43,506 (c) N/A (c) ACCREDO HEALTH INC COMMON STOCK 00437V10 1,151,914 31,646 (a) N/A (a) ACE LTD COMMON STOCK G0070K10 63,514 2,200 (a) N/A (c) ACE LTD COMMON STOCK G0070K10 4,310,291 149,300 (a) N/A (a) ACLARA BIOSCIENCES INC COMMON STOCK 00461P10 3,900,140 693,975 (a) N/A (a) ACM INCOME FUND INC EQUITY FUND 00091210 7,834 912 (c) N/A (b) ACME UNITED CORP COMMON STOCK 00481610 40,666 13,333 (a) N/A (b) ACTIVISION INC COMMON STOCK 00493020 321,196 11,800 (a) N/A (a) ACTIVISION INC COMMON STOCK 00493020 2,830,880 104,000 (c) N/A (c) ACTUATE SOFTWARE CORP COMMON STOCK 00508B10 103,493 24,700 (a) N/A (b) ACTUATE SOFTWARE CORP COMMON STOCK 00508B10 10,951,843 2,613,805 (a) N/A (a) ACTV INC COMMON STOCK 00088E10 2,040 1,000 (a) N/A (a) ACTV INC COMMON STOCK 00088E10 3,264 1,600 (a) N/A (b) ACXIOM CORP COMMON STOCK 00512510 27,448 2,920 (c) N/A (c) ACXIOM CORP COMMON STOCK 00512510 55,460 5,900 (a) N/A (a) ADAMS GOLF INC COMMON STOCK 00622810 126 300 (a) N/A (a) ADAPTEC INC COMMON STOCK 00651F10 8,450 1,075 (a) N/A (b) ADELPHIA COMMUNICATIONS CL-A COMMON STOCK 00684810 1,092,240 49,200 (a) N/A (a) ADMINISTAFF INC COMMON STOCK 00709410 312,000 12,000 (a) N/A (a) ADMINISTAFF INC COMMON STOCK 00709410 2,750,800 105,800 (c) N/A (c) ADOBE SYSTEMS INC COMMON STOCK 00724F10 70,669 2,947 (a) N/A (b) ADOBE SYSTEMS INC COMMON STOCK 00724F10 1,575,486 65,700 (a) N/A (a) ADOLOR CORPORATION COMMON STOCK 00724X10 134,272 7,931 (a) N/A (a) ADOLOR CORPORATION COMMON STOCK 00724X10 134,272 7,931 (a) N/A (b) ADVANCE PCS COMMON STOCK 00790K10 51,079,222 711,608 (a) N/A (a) ADVANCED DIGITAL INFO CORP COMMON STOCK 00752510 154,650 15,000 (a) N/A (b) ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A10 28,928 1,980 (c) N/A (c) ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A10 699,819 47,900 (a) N/A (a) ADVANCED MICRO DEVICES COMMON STOCK 00790310 405,055 49,700 (a) N/A (a) ADVO INC COMMON STOCK 00758510 17,238 507 (a) N/A (a) ADVO INC COMMON STOCK 00758510 80,750 2,375 (c) N/A (b) ADVO INC COMMON STOCK 00758510 186,796 5,494 (a) N/A (b) ADVO INC COMMON STOCK 00758510 293,182 8,623 (c) N/A (a) AEGON NV ORD ARS COMMON STOCK 00792410 28,840 1,105 (a) N/A (b) AEGON NV ORD ARS COMMON STOCK 00792410 43,352 1,661 (a) N/A (a) AEGON NV ORD ARS COMMON STOCK 00792410 516,884 19,804 (c) N/A (c) AEROFLEX INC COMMON STOCK 00776810 14,575,792 1,325,072 (a) N/A (a) AEROGEN INC COMMON STOCK 00777910 2,954,036 596,775 (a) N/A (a) AES CORP COMMON STOCK 00130H10 79,484 6,200 (a) N/A (b) AES CORP COMMON STOCK 00130H10 303,885 23,704 (c) N/A (a) AES CORP COMMON STOCK 00130H10 1,642,486 128,119 (c) N/A (b) AES CORP COMMON STOCK 00130H10 1,753,545 136,782 (a) N/A (a) AES CORP COMMON STOCK 00130H10 5,730,540 447,000 (c) N/A (c) AETNA INC-NEW COMMON STOCK 00817Y10 15,081 522 (c) N/A (b) AETNA INC-NEW COMMON STOCK 00817Y10 35,824 1,240 (c) N/A (c) AETNA INC-NEW COMMON STOCK 00817Y10 75,114 2,600 (a) N/A (a) AFFILIATED COMPUTER SVCS CL-A COMMON STOCK 00819010 1,418,813 17,428 (c) N/A (c) AFFILIATED MANAGERS GROUP INC COMMON STOCK 00825210 243,829 4,292 (a) N/A (a) AFFILIATED MANAGERS GROUP INC COMMON STOCK 00825210 15,423,915 271,500 (a) N/A (a) AFFYMETRIX INC COMMON STOCK 00826T10 16,050 1,000 (a) N/A (b) AFFYMETRIX INC COMMON STOCK 00826T10 6,163,200 384,000 (a) N/A (a) AFLAC INC COMMON STOCK 00105510 9,450 350 (c) N/A (b) AFLAC INC COMMON STOCK 00105510 38,880 1,440 (c) N/A (c) AFLAC INC COMMON STOCK 00105510 135,000 5,000 (a) N/A (a) AFLAC INC COMMON STOCK 00105510 799,200 29,600 (c) N/A (a) AFLAC INC COMMON STOCK 00105510 2,908,845 107,735 (a) N/A (b) AFLAC INC COMMON STOCK 00105510 5,490,720 203,360 (a) N/A (a) AGCO CORP COMMON STOCK 00108410 255,210 28,200 (a) N/A (a) AGCO CORP COMMON STOCK 00108410 2,250,735 248,700 (c) N/A (c) AGERE SYSTEMS INC A COMMON STOCK 00845V10 8,747,406 2,112,900 (a) N/A (a) AGILE SOFTWARE CORP COMMON STOCK 00846X10 45,677 5,025 (c) N/A (c) AGILE SOFTWARE CORP COMMON STOCK 00846X10 19,943,615 2,194,017 (a) N/A (a) AGILENT TECHNOLOGIES INC COMMON STOCK 00846U10 1,486 76 (c) N/A (a) AGILENT TECHNOLOGIES INC COMMON STOCK 00846U10 130,516 6,676 (c) N/A (b) AGILENT TECHNOLOGIES INC COMMON STOCK 00846U10 805,910 41,223 (a) N/A (a) AGILENT TECHNOLOGIES INC COMMON STOCK 00846U10 1,419,271 72,597 (a) N/A (b) AGILENT TECHNOLOGIES INC COMMON STOCK 00846U10 3,305,573 169,083 (c) N/A (c) AIR PRODUCTS & CHEMICAL COMMON STOCK 00915810 7,716 200 (a) N/A (a) AIR PRODUCTS & CHEMICAL COMMON STOCK 00915810 83,912 2,175 (a) N/A (b) AIR PRODUCTS & CHEMICAL COMMON STOCK 00915810 509,256 13,200 (c) N/A (b) AIR PRODUCTS & CHEMICAL COMMON STOCK 00915810 1,195,980 31,000 (c) N/A (c) AIR PRODUCTS & CHEMICAL COMMON STOCK 00915810 15,308,544 396,800 (a) N/A (a) AIRBORNE INC COMMON STOCK 00926910 73,535 7,700 (a) N/A (a) AIRBORNE INC COMMON STOCK 00926910 648,445 67,900 (c) N/A (c) AIRGAS INC COMMON STOCK 00936310 1,127,950 85,000 (c) N/A (c) AK STEEL HOLDING CORP COMMON STOCK 00154710 618,540 73,200 (a) N/A (a) AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T10 70,151 24,107 (a) N/A (a) ALADDIN KNOWLEDGE SYSTEMS COMMON STOCK M0392N10 72,800 26,000 (a) N/A (a) ALBEMARLE CORP COMMON STOCK 01265310 117,180 6,200 (a) N/A (a) ALBEMARLE CORP COMMON STOCK 01265310 1,033,830 54,700 (c) N/A (c) ALBERTSON`S INC COMMON STOCK 01310410 10,999 345 (a) N/A (a) ALCAN INC COMMON STOCK 01371610 75,000 2,500 (a) N/A (b) ALCAN INC COMMON STOCK 01371610 214,500 7,150 (c) N/A (b) ALCATEL ALSTHOM SPON ADR COMMON STOCK 01390430 800 69 (a) N/A (a) ALCATEL ALSTHOM SPON ADR COMMON STOCK 01390430 3,747 323 (c) N/A (c) ALCATEL ALSTHOM SPON ADR COMMON STOCK 01390430 12,122 1,045 (a) N/A (a) ALCATEL ALSTHOM SPON ADR COMMON STOCK 01390430 81,235 7,003 (a) N/A (b) ALCOA INCORPORATED COMMON STOCK 01381710 27,909 900 (c) N/A (b) ALCOA INCORPORATED COMMON STOCK 01381710 86,828 2,800 (a) N/A (a) ALCOA INCORPORATED COMMON STOCK 01381710 496,160 16,000 (c) N/A (a) ALCOA INCORPORATED COMMON STOCK 01381710 2,583,133 83,300 (c) N/A (c) ALCOA INCORPORATED COMMON STOCK 01381710 4,498,125 145,054 (a) N/A (b) ALCOA INCORPORATED COMMON STOCK 01381710 5,575,381 179,793 (a) N/A (a) ALEXANDER & BALDWIN INC COMMON STOCK 01448210 10,534 450 (a) N/A (b) ALEXION PHARMACEUTICALS INC COMMON STOCK 01535110 81,696 4,800 (a) N/A (b) ALIGN TECHNOLOGY INC COMMON STOCK 01625510 4,255 1,952 (a) N/A (b) ALIGN TECHNOLOGY INC COMMON STOCK 01625510 199,575 91,548 (a) N/A (a) ALKERMES INC COMMON STOCK 01642T10 38,429,666 1,962,700 (a) N/A (a) ALLEGHANY CORP NEW COMMON STOCK 01717510 210,940 1,060 (c) N/A (a) ALLEGHANY CORP NEW COMMON STOCK 01717510 329,942 1,658 (a) N/A (b) ALLEGHANY CORP NEW COMMON STOCK 01717510 597,000 3,000 (a) N/A (a) ALLEGHANY CORP NEW COMMON STOCK 01717510 1,068,630 5,370 (a) N/A (a) ALLEGHENY ENERGY INC COMMON STOCK 01736110 27,195 741 (a) N/A (b) ALLEGHENY ENERGY INC COMMON STOCK 01736110 3,752,575 102,250 (a) N/A (a) ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R10 19,995 1,500 (a) N/A (b) ALLEGIANCE TELECOM INC COMMON STOCK 01747T10 -3,612 -1,200 (a) N/A (a) ALLEGIANCE TELECOM INC COMMON STOCK 01747T10 1,881 625 (c) N/A (a) ALLERGAN INC COMMON STOCK 01849010 33,150 500 (a) N/A (a) ALLERGAN INC COMMON STOCK 01849010 2,068,560 31,200 (a) N/A (a) ALLERGAN INC COMMON STOCK 01849010 11,934,000 180,000 (c) N/A (c) ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A10 63,980 1,400 (a) N/A (a) ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A10 613,522 13,425 (a) N/A (b) ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A10 1,051,100 23,000 (c) N/A (b) ALLIANCE IMAGING INC COMMON STOCK 01860620 14,052,900 1,011,000 (a) N/A (a) ALLIANCE PHARMACEUTICAL CP COMMON STOCK 01877310 1,092 1,200 (a) N/A (b) ALLIANCE PHARMACEUTICAL CP COMMON STOCK 01877310 5,915 6,500 (c) N/A (b) ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H10 188,834 26,300 (a) N/A (a) ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H10 1,664,324 231,800 (c) N/A (c) ALLIANT ENERGY CORP COMMON STOCK 01880210 34,430 1,100 (a) N/A (a) ALLIANT TECHSYST INC COMMON STOCK 01880410 3,852,000 45,000 (a) N/A (a) ALLIANZ AG - ADR COMMON STOCK 01880510 19,895 865 (a) N/A (a) ALLIANZ AG - ADR COMMON STOCK 01880510 149,385 6,495 (a) N/A (b) ALLIED CAPITAL CORP COMMON STOCK 01903Q10 174,948 7,690 (c) N/A (c) ALLIED CAPITAL CORP COMMON STOCK 01903Q10 5,159,700 226,800 (a) N/A (a) ALLIED IRISH BANKS SPONS ADR COMMON STOCK 01922840 27,150 1,500 (a) N/A (a) ALLIED WASTE INDUSTRIES INC COMMON STOCK 01958930 7,816 613 (c) N/A (c) ALLIED WASTE INDUSTRIES INC COMMON STOCK 01958930 1,207,425 94,700 (a) N/A (a) ALLIED WASTE INDUSTRIES INC COMMON STOCK 01958930 2,686,425 210,700 (a) N/A (a) ALLMERICA FINANCIAL CORP. COMMON STOCK 01975410 10,316 230 (c) N/A (c) ALLMERICA FINANCIAL CORP. COMMON STOCK 01975410 376,740 8,400 (a) N/A (b) ALLMERICA FINANCIAL CORP. COMMON STOCK 01975410 2,409,701 53,728 (a) N/A (a) ALLSCRIPTS INC COMMON STOCK 01988P10 8,614 2,051 (a) N/A (b) ALLSTATE COMMON STOCK 02000210 34,287 918 (a) N/A (a) ALLSTATE COMMON STOCK 02000210 55,353 1,482 (c) N/A (b) ALLSTATE COMMON STOCK 02000210 176,666 4,730 (a) N/A (b) ALLSTATE COMMON STOCK 02000210 2,289,555 61,300 (a) N/A (a) ALLTEL CORP COMMON STOCK 02003910 289,750 5,000 (c) N/A (b) ALLTEL CORP COMMON STOCK 02003910 1,119,594 19,320 (c) N/A (a) ALLTEL CORP COMMON STOCK 02003910 5,493,660 94,800 (c) N/A (c) ALLTEL CORP COMMON STOCK 02003910 9,002,590 155,351 (a) N/A (a) ALLTEL CORP COMMON STOCK 02003910 10,290,587 177,577 (a) N/A (a) ALLTEL CORP COMMON STOCK 02003910 10,465,133 180,589 (a) N/A (b) ALPHA INDS INC COMMON STOCK 02075310 14,068,547 726,306 (a) N/A (a) ALTERA CORP COMMON STOCK 02144110 58,968 3,600 (a) N/A (b) ALTERA CORP COMMON STOCK 02144110 257,166 15,700 (c) N/A (a) ALVARION LIMITED COMMON STOCK M0861T10 213,408 136,800 (a) N/A (a) AMAZON.COM INC COMMON STOCK 02313510 896 150 (a) N/A (b) AMAZON.COM INC COMMON STOCK 02313510 2,388 400 (c) N/A (b) AMAZON.COM INC COMMON STOCK 02313510 13,134 2,200 (a) N/A (a) AMAZON.COM INC COMMON STOCK 02313510 20,220 3,387 (a) N/A (a) AMB PROPERTY CORPORATION COMMON STOCK 00163T10 120,050 4,900 (a) N/A (a) AMBAC INC COMMON STOCK 02313910 161,394 2,950 (a) N/A (b) AMBAC INC COMMON STOCK 02313910 284,492 5,200 (c) N/A (a) AMBAC INC COMMON STOCK 02313910 11,781,798 215,350 (a) N/A (a) AMBAC INC COMMON STOCK 02313910 13,387,537 244,700 (a) N/A (a) AMDOCS LTD COMMON STOCK G0260210 29,821 1,119 (a) N/A (b) AMDOCS LTD COMMON STOCK G0260210 225,192 8,450 (c) N/A (c) AMDOCS LTD COMMON STOCK G0260210 362,440 13,600 (c) N/A (a) AMDOCS LTD COMMON STOCK G0260210 5,561,242 208,677 (a) N/A (a) AMERADA HESS COMMON STOCK 02355110 76,136 1,199 (a) N/A (b) AMEREN CORP COMMON STOCK 02360810 23,040 600 (a) N/A (b) AMEREN CORP COMMON STOCK 02360810 2,641,920 68,800 (a) N/A (a) AMERICA MOVIL SA ADR COMMON STOCK 02364W10 32,626 2,200 (c) N/A (c) AMERICA MOVIL SA ADR COMMON STOCK 02364W10 53,388 3,600 (a) N/A (b) AMERICA MOVIL SA ADR COMMON STOCK 02364W10 5,880,095 396,500 (a) N/A (c) AMERICA MOVIL SA ADR COMMON STOCK 02364W10 21,002,810 1,416,238 (a) N/A (a) AMERICAN CAPITAL STRATEGIES COMMON STOCK 02493710 134,211 4,900 (a) N/A (a) AMERICAN CAPITAL STRATEGIES COMMON STOCK 02493710 1,183,248 43,200 (c) N/A (c) AMERICAN ELECTRIC POWER COMMON STOCK 02553710 22,436 519 (a) N/A (b) AMERICAN ELECTRIC POWER COMMON STOCK 02553710 32,293 747 (a) N/A (a) AMERICAN ELECTRIC POWER COMMON STOCK 02553710 43,230 1,000 (c) N/A (b) AMERICAN ELECTRIC POWER COMMON STOCK 02553710 4,936,866 114,200 (a) N/A (a) AMERICAN EXPRESS CORP COMMON STOCK 02581610 183,078 6,300 (a) N/A (c) AMERICAN EXPRESS CORP COMMON STOCK 02581610 752,654 25,900 (c) N/A (b) AMERICAN EXPRESS CORP COMMON STOCK 02581610 1,319,731 45,414 (c) N/A (a) AMERICAN EXPRESS CORP COMMON STOCK 02581610 7,213,883 248,241 (c) N/A (c) AMERICAN EXPRESS CORP COMMON STOCK 02581610 8,168,766 281,100 (a) N/A (a) AMERICAN EXPRESS CORP COMMON STOCK 02581610 13,197,686 454,153 (a) N/A (a) AMERICAN EXPRESS CORP COMMON STOCK 02581610 15,207,883 523,327 (a) N/A (b) AMERICAN FINANCIAL GROUP INC COMMON STOCK 02593210 10,412 469 (c) N/A (c) AMERICAN GREETINGS CL A COMMON STOCK 02637510 406,468 30,700 (a) N/A (a) AMERICAN GREETINGS CL A COMMON STOCK 02637510 581,236 43,900 (a) N/A (b) AMERICAN HEALTHCORP INC COMMON STOCK 02649V10 176,250 5,000 (a) N/A (a) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 256,300 4,400 (a) N/A (c) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 652,400 11,200 (c) N/A (b) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 1,491,782 25,610 (c) N/A (a) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 4,194,000 72,000 (c) N/A (c) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 8,483,588 145,641 (a) N/A (b) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 9,172,511 157,468 (a) N/A (a) AMERICAN HOME PRODUCTS CORP COMMON STOCK 02660910 47,898,975 822,300 (a) N/A (a) AMERICAN INTL GROUP INC COMMON STOCK 02687410 1,014,234 13,003 (a) N/A (c) AMERICAN INTL GROUP INC COMMON STOCK 02687410 4,079,712 52,304 (c) N/A (a) AMERICAN INTL GROUP INC COMMON STOCK 02687410 12,046,476 154,442 (c) N/A (b) AMERICAN INTL GROUP INC COMMON STOCK 02687410 12,161,854 155,921 (c) N/A (c) AMERICAN INTL GROUP INC COMMON STOCK 02687410 46,256,028 593,026 (a) N/A (b) AMERICAN INTL GROUP INC COMMON STOCK 02687410 59,218,573 759,212 (a) N/A (a) AMERICAN INTL GROUP INC COMMON STOCK 02687410 213,161,989 2,732,846 (a) N/A (a) AMERICAN NATIONAL BANKSHARES COMMON STOCK 02774510 36,300 2,000 (a) N/A (b) AMERICAN NATIONAL INSURANCE COMMON STOCK 02859110 -81,000 -1,000 (a) N/A (a) AMERICAN NATIONAL INSURANCE COMMON STOCK 02859110 81,000 1,000 (a) N/A (a) AMERICAN POWER CONVERSION COMMON STOCK 02906610 9,344 800 (a) N/A (a) AMERICAN POWER CONVERSION COMMON STOCK 02906610 11,680 1,000 (a) N/A (a) AMERICAN POWER CONVERSION COMMON STOCK 02906610 19,914 1,705 (a) N/A (b) AMERICAN STANDARD COMPANIES COMMON STOCK 02971210 528,000 9,600 (c) N/A (a) AMERICAN STANDARD COMPANIES COMMON STOCK 02971210 20,451,750 371,850 (a) N/A (a) AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 03011110 4,203 450 (a) N/A (a) AMERICAN TOWER CORP CL A COMMON STOCK 02991220 764 55 (a) N/A (b) AMERICAN TOWER CORP CL A COMMON STOCK 02991220 1,385,875 99,775 (a) N/A (a) AMERICAN WTR WKS INC COMMON STOCK 03041110 19,750 500 (a) N/A (a) AMERICAN WTR WKS INC COMMON STOCK 03041110 59,013 1,494 (a) N/A (b) AMERICREDIT CORP COMMON STOCK 03060R10 126,480 4,000 (c) N/A (b) AMERICREDIT CORP COMMON STOCK 03060R10 16,979,940 537,000 (a) N/A (a) AMERIGAS PARTNERS LP COMMON STOCK 03097510 11,480 500 (a) N/A (b) AMERISOURCEBERGEN CORP COMMON STOCK 03073E10 25,258 356 (a) N/A (b) AMERISOURCEBERGEN CORP COMMON STOCK 03073E10 2,263,305 31,900 (a) N/A (a) AMERISOURCEBERGEN CORP COMMON STOCK 03073E10 9,156,027 129,049 (c) N/A (c) AMERISOURCEBERGEN CORP COMMON STOCK 03073E10 19,153,094 269,952 (a) N/A (a) AMERSHAM PLC SP ADR COMMON STOCK 03071910 404,640 9,600 (a) N/A (a) AMETEK INC COMMON STOCK 03110010 86,724 3,300 (c) N/A (a) AMETEK INC COMMON STOCK 03110010 875,702 33,322 (a) N/A (a) AMETEK INC COMMON STOCK 03110010 2,724,999 103,691 (a) N/A (b) AMETEK INC COMMON STOCK 03110010 5,623,920 214,000 (a) N/A (a) AMETEK INC COMMON STOCK 03110010 14,315,504 544,730 (c) N/A (c) AMGEN INC COMMON STOCK 03116210 205,695 3,500 (c) N/A (b) AMGEN INC COMMON STOCK 03116210 1,047,869 17,830 (c) N/A (a) AMGEN INC COMMON STOCK 03116210 9,483,245 161,362 (a) N/A (a) AMGEN INC COMMON STOCK 03116210 11,126,807 189,328 (a) N/A (b) AMGEN INC COMMON STOCK 03116210 11,695,230 199,000 (a) N/A (a) AMGEN INC COMMON STOCK 03116210 30,943,110 526,512 (c) N/A (c) AMLI RESIDENTIAL PROPERTIES COMMON STOCK 00173510 23,600 1,000 (a) N/A (b) AMLI RESIDENTIAL PROPERTIES COMMON STOCK 00173510 66,080 2,800 (a) N/A (a) AMPAL AMERICAN ISRAEL CL-A COMMON STOCK 03201510 1,188,568 294,200 (a) N/A (a) AMPEX CORP CL-A COMMON STOCK 03209210 21,600 135,000 (c) N/A (b) AMPHENOL CORP - CL A COMMON STOCK 03209510 209,612 6,032 (a) N/A (b) AMR CORP DELA COMMON STOCK 00176510 19,140 1,000 (a) N/A (a) AMSOUTH BANCORPORATION COMMON STOCK 03216510 62,107 3,437 (a) N/A (b) AMSURG CORP COMMON STOCK 03232P40 33,060 1,200 (a) N/A (a) AMSURG CORP COMMON STOCK 03232P40 292,030 10,600 (c) N/A (c) ANADARKO PETROLEUM CORP COMMON STOCK 03251110 10,914 227 (c) N/A (a) ANADARKO PETROLEUM CORP COMMON STOCK 03251110 14,424 300 (a) N/A (a) ANADARKO PETROLEUM CORP COMMON STOCK 03251110 224,245 4,664 (c) N/A (b) ANADARKO PETROLEUM CORP COMMON STOCK 03251110 1,092,426 22,721 (a) N/A (a) ANADARKO PETROLEUM CORP COMMON STOCK 03251110 2,388,086 49,669 (a) N/A (b) ANADIGICS INC COMMON STOCK 03251510 148,846 12,201 (a) N/A (a) ANADIGICS INC COMMON STOCK 03251510 1,312,720 107,600 (c) N/A (c) ANALOG DEVICES INC COMMON STOCK 03265410 101,370 3,100 (a) N/A (c) ANALOG DEVICES INC COMMON STOCK 03265410 104,640 3,200 (a) N/A (a) ANALOG DEVICES INC COMMON STOCK 03265410 141,656 4,332 (c) N/A (b) ANALOG DEVICES INC COMMON STOCK 03265410 148,033 4,527 (a) N/A (b) ANALOG DEVICES INC COMMON STOCK 03265410 17,038,139 521,044 (c) N/A (c) ANALOG DEVICES INC COMMON STOCK 03265410 19,997,685 611,550 (a) N/A (a) ANALOGIC CORP COMMON STOCK 03265720 32,400 800 (a) N/A (b) ANC RENTAL CORP COMMON STOCK 00181310 9,250 17,788 (c) N/A (c) ANGIOTECH PHARMACEUTICALS INC COMMON STOCK 03491810 1,445,808 33,600 (a) N/A (a) ANGLO AMERICAN PLC SPONS ADR COMMON STOCK 03485P10 5,960 500 (c) N/A (c) ANGLO AMERICAN PLC SPONS ADR COMMON STOCK 03485P10 1,192,977 100,082 (a) N/A (c) ANGLO AMERICAN PLC SPONS ADR COMMON STOCK 03485P10 5,093,702 427,324 (a) N/A (a) ANGLOGOLD LIMITED-SPON ADR COMMON STOCK 03512820 2,586 162 (a) N/A (a) ANHEUSER BUSCH INC COMMON STOCK 03522910 113,076 2,700 (a) N/A (c) ANHEUSER BUSCH INC COMMON STOCK 03522910 185,947 4,440 (a) N/A (a) ANHEUSER BUSCH INC COMMON STOCK 03522910 335,040 8,000 (c) N/A (a) ANHEUSER BUSCH INC COMMON STOCK 03522910 342,788 8,185 (a) N/A (b) ANHEUSER BUSCH INC COMMON STOCK 03522910 5,189,100 123,904 (c) N/A (c) ANHEUSER BUSCH INC COMMON STOCK 03522910 37,000,980 883,500 (a) N/A (a) ANIXTER INTL INC. COMMON STOCK 03529010 916,860 37,000 (c) N/A (c) ANIXTER INTL INC. COMMON STOCK 03529010 1,288,560 52,000 (a) N/A (a) ANIXTER INTL INC. COMMON STOCK 03529010 3,174,318 128,100 (a) N/A (a) ANNTAYLOR HLDGS INC COMMON STOCK 03611510 2,806 128 (c) N/A (c) ANNTAYLOR HLDGS INC COMMON STOCK 03611510 1,122,304 51,200 (a) N/A (a) ANNTAYLOR HLDGS INC COMMON STOCK 03611510 1,865,392 85,100 (a) N/A (a) ANTENNA TV SA SPON ADR COMMON STOCK 03672N10 128,800 32,200 (a) N/A (b) AOL TIME WARNER COMMON STOCK 00184A10 840,740 25,400 (a) N/A (c) AOL TIME WARNER COMMON STOCK 00184A10 2,448,738 73,980 (c) N/A (a) AOL TIME WARNER COMMON STOCK 00184A10 2,814,890 85,042 (c) N/A (b) AOL TIME WARNER COMMON STOCK 00184A10 8,994,296 271,731 (c) N/A (c) AOL TIME WARNER COMMON STOCK 00184A10 22,302,813 673,801 (a) N/A (b) AOL TIME WARNER COMMON STOCK 00184A10 231,891,384 7,005,782 (a) N/A (a) AON CORP COMMON STOCK 03738910 56,994 1,357 (c) N/A (b) AON CORP COMMON STOCK 03738910 63,210 1,505 (a) N/A (b) APACHE CORP COMMON STOCK 03741110 32,250 750 (c) N/A (c) APACHE CORP COMMON STOCK 03741110 43,000 1,000 (a) N/A (a) APACHE CORP COMMON STOCK 03741110 94,600 2,200 (a) N/A (b) APACHE CORP COMMON STOCK 03741110 821,300 19,100 (a) N/A (a) APACHE CORP COMMON STOCK 03741110 1,049,200 24,400 (a) N/A (c) APARTMENT INVESTMENT & MGMT CO COMMON STOCK 03748R10 298,716 6,600 (a) N/A (a) APOGENT TECHNOLOGIES INC COMMON STOCK 03760A10 7,170 300 (c) N/A (b) APOGENT TECHNOLOGIES INC COMMON STOCK 03760A10 270,070 11,300 (a) N/A (a) APOGENT TECHNOLOGIES INC COMMON STOCK 03760A10 1,217,418 50,938 (c) N/A (c) APPLE COMPUTER INC COMMON STOCK 03783310 17,526 1,130 (a) N/A (a) APPLE COMPUTER INC COMMON STOCK 03783310 29,267 1,887 (a) N/A (b) APPLE COMPUTER INC COMMON STOCK 03783310 1,202,676 77,542 (c) N/A (c) APPLE COMPUTER INC COMMON STOCK 03783310 1,948,832 125,650 (a) N/A (a) APPLEBEES INTL INC COMMON STOCK 03789910 10,329,425 350,150 (a) N/A (a) APPLERA CORP - CELERA GENOMICS COMMON STOCK 03802020 2,410 100 (a) N/A (a) APPLERA CORP - CELERA GENOMICS COMMON STOCK 03802020 13,255 550 (a) N/A (b) APPLERA CORP - CELERA GENOMICS COMMON STOCK 03802020 1,241,150 51,500 (a) N/A (a) APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 03802010 14,640 600 (c) N/A (a) APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 03802010 31,720 1,300 (c) N/A (b) APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 03802010 665,754 27,285 (a) N/A (b) APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 03802010 834,480 34,200 (a) N/A (a) APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 03802010 1,222,440 50,100 (a) N/A (a) APPLIED MATERIALS INC COMMON STOCK 03822210 17,064 600 (c) N/A (a) APPLIED MATERIALS INC COMMON STOCK 03822210 328,482 11,550 (c) N/A (c) APPLIED MATERIALS INC COMMON STOCK 03822210 475,744 16,728 (a) N/A (b) APPLIED MATERIALS INC COMMON STOCK 03822210 1,373,652 48,300 (a) N/A (a) APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W10 55,570 7,950 (c) N/A (a) APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W10 151,809 21,718 (c) N/A (c) APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W10 214,146 30,636 (a) N/A (b) APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W10 2,239,037 320,320 (a) N/A (a) APRIA HEALTHCARE GROUP INC COMMON STOCK 03793310 1,248,380 48,200 (a) N/A (a) APRIA HEALTHCARE GROUP INC COMMON STOCK 03793310 14,063,700 543,000 (a) N/A (a) APTARGROUP INC COMMON STOCK 03833610 92,220 2,900 (c) N/A (a) APTARGROUP INC COMMON STOCK 03833610 931,676 29,298 (a) N/A (a) APTARGROUP INC COMMON STOCK 03833610 2,782,595 87,503 (a) N/A (b) APTARGROUP INC COMMON STOCK 03833610 5,615,880 176,600 (a) N/A (a) APTARGROUP INC COMMON STOCK 03833610 14,110,837 443,737 (c) N/A (c) APW LIMITED COMMON STOCK G0439710 9,330,675 2,232,219 (a) N/A (a) ARACRUZ CELULOSE SA SPON ADR COMMON STOCK 03849620 87,615 5,900 (a) N/A (b) ARACRUZ CELULOSE SA SPON ADR COMMON STOCK 03849620 219,780 14,800 (a) N/A (c) ARACRUZ CELULOSE SA SPON ADR COMMON STOCK 03849620 1,768,635 119,100 (a) N/A (a) ARBITRON INC COMMON STOCK 03875Q10 209,280 8,000 (c) N/A (c) ARCH CHEMICALS INC COMMON STOCK 03937R10 15,890 700 (a) N/A (a) ARCH COAL INC COMMON STOCK 03938010 10,967 703 (c) N/A (c) ARCH COAL INC COMMON STOCK 03938010 165,360 10,600 (a) N/A (a) ARCHER DANIELS MIDLAND COMMON STOCK 03948310 20,926 1,662 (a) N/A (b) ARCHER DANIELS MIDLAND COMMON STOCK 03948310 40,250 3,197 (a) N/A (a) ARCHSTONE COMMUNITIES TRUST COMMON STOCK 03958110 151,380 5,800 (a) N/A (b) ARCHSTONE COMMUNITIES TRUST COMMON STOCK 03958110 216,630 8,300 (a) N/A (a) ARDEN REALTY INC. COMMON STOCK 03979310 130,407 5,100 (a) N/A (a) ARIBA INC COMMON STOCK 04033V10 6,696 3,600 (a) N/A (a) ARM HOLDINGS PLC SPONSORED ADR COMMON STOCK 04206810 2,764 262 (a) N/A (b) ARQULE INC COMMON STOCK 4269E10 145,255 13,900 (a) N/A (a) ARQULE INC COMMON STOCK 04269E10 325,685 31,166 (a) N/A (a) ARQULE INC COMMON STOCK 4269E10 1,281,170 122,600 (c) N/A (c) ARRAY BIOPHARMA INC COMMON STOCK 04269X10 628,694 69,700 (a) N/A (a) ARRIS GROUP INC COMMON STOCK 04269Q10 3,011 841 (a) N/A (b) ARROW ELECTRONICS COMMON STOCK 04273510 -18,774 -900 (a) N/A (a) ARROW ELECTRONICS COMMON STOCK 04273510 43,222 2,072 (c) N/A (b) ARROW ELECTRONICS COMMON STOCK 04273510 93,870 4,500 (a) N/A (b) ARROW FINANCIAL CORP COMMON STOCK 04274410 224 8 (a) N/A (b) ARROW INTERNATIONAL INC COMMON STOCK 04276410 67,140 1,800 (c) N/A (a) ARROW INTERNATIONAL INC COMMON STOCK 04276410 696,391 18,670 (a) N/A (a) ARROW INTERNATIONAL INC COMMON STOCK 04276410 2,186,526 58,620 (a) N/A (b) ARROW INTERNATIONAL INC COMMON STOCK 04276410 4,710,990 126,300 (a) N/A (a) ARROW INTERNATIONAL INC COMMON STOCK 04276410 11,498,844 308,280 (c) N/A (c) ART TECHNOLOGY GROUP INC COMMON STOCK 04289L10 350 500 (a) N/A (b) ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P10 330 100 (c) N/A (b) ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P10 12,467 3,778 (a) N/A (a) ASE TEST LTD COMMON STOCK Y0251610 58,520 7,600 (a) N/A (b) ASHLAND INC COMMON STOCK 04420410 39 1 (a) N/A (a) ASIA TIGERS FUND INC EQUITY FUND 04516T10 523 100 (a) N/A (b) ASML HOLDING N.V. COMMON STOCK N0705911 15,733,235 1,403,500 (a) N/A (a) ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q10 9,487 5,300 (a) N/A (b) ASSOCIATED BANC CORP COMMON STOCK 04548710 64,730 1,910 (c) N/A (a) ASSOCIATED BANC CORP COMMON STOCK 04548710 500,013 14,754 (a) N/A (a) ASSOCIATED BANC CORP COMMON STOCK 04548710 1,737,473 51,268 (a) N/A (b) ASSOCIATED BANC CORP COMMON STOCK 04548710 4,053,244 119,600 (a) N/A (a) ASSOCIATED BANC CORP COMMON STOCK 04548710 7,671,679 226,370 (c) N/A (c) ASTORIA FINANCIAL CORP COMMON STOCK 04626510 34,074 575 (a) N/A (b) ASTRAZENECA PLC -SPON ADR COMMON STOCK 04635310 31,522 675 (a) N/A (a) ASTRAZENECA PLC -SPON ADR COMMON STOCK 04635310 290,941 6,230 (a) N/A (b) ASTRAZENECA PLC -SPON ADR COMMON STOCK 04635310 2,526,470 54,100 (a) N/A (a) ASTROPOWER INC COMMON STOCK 04644A10 158,746 4,600 (a) N/A (a) ASTROPOWER INC COMMON STOCK 04644A10 1,397,655 40,500 (c) N/A (c) ASYST TECHNOLOGIES INC COMMON STOCK 04648X10 1,810 200 (a) N/A (a) AT HOME CORP SERIES A COMMON STOCK 04591910 90 600 (c) N/A (b) AT HOME CORP SERIES A COMMON STOCK 04591910 390 2,600 (a) N/A (b) AT HOME CORP SERIES A COMMON STOCK 04591910 20,036 133,575 (a) N/A (a) ATMEL CORPORATION COMMON STOCK 04951310 1,261,852 188,900 (a) N/A (a) ATMI INC COMMON STOCK 00207R10 30,900 2,000 (c) N/A (b) AUDIOCODES LTD COMMON STOCK M1534210 2,634,954 1,254,740 (a) N/A (a) AURORA FOODS INC COMMON STOCK 05164B10 155,458 38,962 (a) N/A (c) AURORA FOODS INC COMMON STOCK 05164B10 671,298 168,245 (a) N/A (a) AUTOLIV INC COMMON STOCK 05280010 33,810 2,148 (a) N/A (a) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 272,832 5,800 (a) N/A (c) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 583,296 12,400 (a) N/A (a) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 914,928 19,450 (c) N/A (b) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 1,380,624 29,350 (c) N/A (a) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 10,080,672 214,300 (a) N/A (a) AUTOMATIC DATA PROCESSING INC COMMON STOCK 05301510 12,698,307 269,947 (a) N/A (b) AUTONATION INC COMMON STOCK 05329W10 439,500 50,000 (a) N/A (b) AUTONATION INC COMMON STOCK 05329W10 2,353,083 267,700 (a) N/A (a) AUTONATION INC COMMON STOCK 05329W10 3,440,670 391,430 (c) N/A (c) AVALONBAY COMMUNITIES INC COMMON STOCK 05348410 16,474 345 (c) N/A (b) AVALONBAY COMMUNITIES INC COMMON STOCK 05348410 138,475 2,900 (a) N/A (a) AVALONBAY COMMUNITIES INC COMMON STOCK 05348410 4,145,512 86,817 (c) N/A (c) AVANEX CORP COMMON STOCK 05348W10 5,920 2,000 (c) N/A (b) AVANEX CORP COMMON STOCK 05348W10 2,444,998 826,013 (a) N/A (a) AVANT CORP COMMON STOCK 05348710 44,228 14,942 (a) N/A (a) AVANT CORP COMMON STOCK 05348710 3,879,216 1,310,546 (a) N/A (a) AVAYA INC COMMON STOCK 05349910 1,911 193 (c) N/A (b) AVAYA INC COMMON STOCK 05349910 2,930 296 (a) N/A (a) AVAYA INC COMMON STOCK 05349910 13,672 1,381 (a) N/A (b) AVAYA INC COMMON STOCK 05349910 142,044 14,348 (c) N/A (c) AVENTIS SPON ADR COMMON STOCK 05356110 7,509 100 (a) N/A (a) AVENTIS SPON ADR COMMON STOCK 05356110 22,527 300 (a) N/A (a) AVENTIS SPON ADR COMMON STOCK 05356110 45,054 600 (c) N/A (c) AVERY DENNISON COMMON STOCK 05361110 146,661 3,100 (a) N/A (c) AVERY DENNISON COMMON STOCK 05361110 198,702 4,200 (a) N/A (a) AVERY DENNISON COMMON STOCK 05361110 479,014 10,125 (c) N/A (b) AVERY DENNISON COMMON STOCK 05361110 1,470,868 31,090 (c) N/A (a) AVERY DENNISON COMMON STOCK 05361110 5,885,364 124,400 (c) N/A (c) AVERY DENNISON COMMON STOCK 05361110 10,585,281 223,743 (a) N/A (b) AVERY DENNISON COMMON STOCK 05361110 13,054,438 275,934 (a) N/A (a) AVICI SYSTEMS COMMON STOCK 05367L10 128 100 (a) N/A (b) AVICI SYSTEMS COMMON STOCK 05367L10 285 223 (c) N/A (b) AVICI SYSTEMS COMMON STOCK 05367L10 3,741 2,923 (a) N/A (a) AVID TECHNOLOGY INC. COMMON STOCK 05367P10 24,786 3,400 (a) N/A (a) AVID TECHNOLOGY INC. COMMON STOCK 05367P10 218,700 30,000 (c) N/A (c) AVIRON COMMON STOCK 05376210 12,445 500 (a) N/A (b) AVNET INC COMMON STOCK 05380710 2,692 148 (c) N/A (a) AVNET INC COMMON STOCK 05380710 7,076 389 (c) N/A (c) AVNET INC COMMON STOCK 05380710 32,742 1,800 (a) N/A (a) AVON PRODUCTS COMMON STOCK 05430310 254,375 5,500 (c) N/A (b) AVON PRODUCTS COMMON STOCK 05430310 3,877,138 83,830 (c) N/A (c) AVON PRODUCTS COMMON STOCK 05430310 3,892,631 84,165 (a) N/A (a) AVON PRODUCTS COMMON STOCK 05430310 4,801,629 103,819 (a) N/A (b) AVX CORP COMMON STOCK 00244410 4,718 290 (a) N/A (a) AXA SPONSORED ADR COMMON STOCK 05453610 7,840 400 (a) N/A (a) AXA SPONSORED ADR COMMON STOCK 05453610 19,051 972 (a) N/A (a) AXA SPONSORED ADR COMMON STOCK 05453610 39,200 2,000 (c) N/A (c) AXA SPONSORED ADR COMMON STOCK 05453610 138,592 7,071 (a) N/A (b) AXA SPONSORED ADR COMMON STOCK 05453610 253,232 12,920 (c) N/A (b) AXT INC COMMON STOCK 00246W10 216,208 20,397 (c) N/A (c) AXYS PHARMACEUTICALS INC COMMON STOCK 05463510 2,142,015 702,300 (a) N/A (a) BACKWEB TECHNOLOGIES LTD COMMON STOCK M1563310 5,100 7,500 (a) N/A (a) BAKER HUGHES INC COMMON STOCK 05722410 28,950 1,000 (a) N/A (a) BAKER HUGHES INC COMMON STOCK 05722410 540,786 18,680 (a) N/A (b) BAKER HUGHES INC COMMON STOCK 05722410 801,915 27,700 (a) N/A (a) BAKER HUGHES INC COMMON STOCK 05722410 1,406,970 48,600 (c) N/A (c) BALL CORP COMMON STOCK 05849810 1,239,930 20,700 (a) N/A (a) BANCO BILBAO VIZCAYA COMMON STOCK 05946K10 33,597 3,215 (a) N/A (a) BANCO BILBAO VIZCAYA COMMON STOCK 05946K10 246,913 23,628 (a) N/A (b) BANCO SANTANDER CEN-SPON ADR COMMON STOCK 05964H10 30,160 4,000 (c) N/A (c) BANCO SANTANDER CEN-SPON ADR COMMON STOCK 05964H10 135,237 17,936 (a) N/A (a) BANCO SANTANDER CEN-SPON ADR COMMON STOCK 05964H10 154,985 20,555 (a) N/A (b) BANCO SANTANDER CHILE SPON ADR COMMON STOCK 05965F10 89,000 5,000 (a) N/A (b) BANCO SANTANDER CHILE SPON ADR COMMON STOCK 05965F10 154,860 8,700 (a) N/A (a) BANCO SANTIAGO SA ADR COMMON STOCK 05965L10 65,505 3,300 (a) N/A (a) BANCORPSOUTH INC COMMON STOCK 05969210 143,898 9,344 (a) N/A (b) BANDAG INC COMMON STOCK 05981510 8,396 307 (c) N/A (c) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 749,038 12,826 (c) N/A (b) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 2,084,880 35,700 (a) N/A (c) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 4,928,434 84,391 (a) N/A (a) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 5,394,875 92,378 (c) N/A (a) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 9,655,447 165,333 (a) N/A (b) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 16,472,713 282,067 (c) N/A (c) BANK OF AMERICA CORPORATION COMMON STOCK 06050510 92,163,434 1,578,141 (a) N/A (a) BANK OF MONTREAL COMMON STOCK 06367110 13,558,906 545,630 (c) N/A (c) BANK OF NEW YORK INC COMMON STOCK 06405710 1,128,925 32,255 (c) N/A (a) BANK OF NEW YORK INC COMMON STOCK 06405710 1,281,000 36,600 (a) N/A (c) BANK OF NEW YORK INC COMMON STOCK 06405710 2,879,450 82,270 (c) N/A (b) BANK OF NEW YORK INC COMMON STOCK 06405710 4,196,500 119,900 (a) N/A (a) BANK OF NEW YORK INC COMMON STOCK 06405710 16,076,095 459,317 (a) N/A (b) BANK OF NEW YORK INC COMMON STOCK 06405710 17,930,850 512,310 (a) N/A (a) BANK OF NEW YORK INC COMMON STOCK 06405710 28,457,240 813,064 (c) N/A (c) BANK ONE CORP COMMON STOCK 06423A10 63,286 2,011 (c) N/A (b) BANK ONE CORP COMMON STOCK 06423A10 830,179 26,380 (c) N/A (a) BANK ONE CORP COMMON STOCK 06423A10 1,917,719 60,938 (a) N/A (b) BANK ONE CORP COMMON STOCK 06423A10 4,549,366 144,562 (a) N/A (a) BANK ONE CORP COMMON STOCK 06423A10 7,820,515 248,507 (c) N/A (c) BANKATLANTIC BNC SUB CORP BONDS 065908AC 10,050 10,000 (a) N/A (b) BANKNORTH GROUP INC COMMON STOCK 06646R10 734,774 32,920 (a) N/A (b) BANKNORTH GROUP INC COMMON STOCK 06646R10 1,923,917 86,197 (c) N/A (c) BANKNORTH GROUP INC COMMON STOCK 06646R10 4,787,640 214,500 (a) N/A (a) BANNER CORPORATION COMMON STOCK 06652V10 117,852 6,100 (a) N/A (a) BANNER CORPORATION COMMON STOCK 06652V10 1,039,416 53,800 (c) N/A (c) BANTA CORP COMMON STOCK 06682110 103,119 3,700 (c) N/A (a) BANTA CORP COMMON STOCK 06682110 2,326,950 83,493 (a) N/A (a) BANTA CORP COMMON STOCK 06682110 3,249,921 116,610 (a) N/A (b) BANTA CORP COMMON STOCK 06682110 8,992,256 322,650 (a) N/A (a) BANTA CORP COMMON STOCK 06682110 16,801,708 602,860 (c) N/A (c) BARCLAYS PLC - SPONS ADR COMMON STOCK 06738E20 54,268 490 (a) N/A (a) BARCLAYS PLC - SPONS ADR COMMON STOCK 06738E20 415,866 3,755 (a) N/A (b) BARD C R INC COM COMMON STOCK 06738310 3,417,531 66,476 (c) N/A (c) BARNES & NOBLE INC COMMON STOCK 06777410 51,254,780 1,419,800 (a) N/A (a) BARNES GROUP INC COMMON STOCK 06780610 4,260 200 (c) N/A (a) BARR LABS INC COMMON STOCK 06830610 284,616 3,600 (a) N/A (a) BARRICK GOLD CORP COMMON STOCK 06790110 17,350 1,000 (a) N/A (a) BASF AG UNSPONSORED ADR COMMON STOCK 05526250 32,208 915 (a) N/A (a) BASF AG UNSPONSORED ADR COMMON STOCK 05526250 212,960 6,050 (a) N/A (a) BASF AG UNSPONSORED ADR COMMON STOCK 05526250 243,408 6,915 (a) N/A (b) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 71,565 1,300 (a) N/A (c) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 99,090 1,800 (c) N/A (b) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 613,257 11,140 (c) N/A (a) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 3,633,300 66,000 (c) N/A (c) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 7,256,030 131,808 (a) N/A (b) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 7,390,628 134,253 (a) N/A (a) BAXTER INTERNATIONAL INC COMMON STOCK 07181310 28,130,550 511,000 (a) N/A (a) BAY VIEW CAPITAL CORP COMMON STOCK 07262L10 39,655 5,665 (a) N/A (a) BAY VIEW CAPITAL CORP COMMON STOCK 07262L10 349,300 49,900 (c) N/A (c) BB&T CORP. COMMON STOCK 05493710 77,529 2,127 (a) N/A (a) BB&T CORP. COMMON STOCK 05493710 233,316 6,401 (a) N/A (b) BB&T CORP. COMMON STOCK 05493710 1,749,600 48,000 (c) N/A (c) BCE INC COMMON STOCK 05534B10 22,976 1,042 (a) N/A (b) BEA SYSTEMS INC COMMON STOCK 07332510 4,795 500 (c) N/A (b) BEA SYSTEMS INC COMMON STOCK 07332510 52,266 5,450 (a) N/A (a) BEA SYSTEMS INC COMMON STOCK 07332510 76,240 7,950 (c) N/A (a) BEA SYSTEMS INC COMMON STOCK 07332510 114,121 11,900 (c) N/A (c) BEA SYSTEMS INC COMMON STOCK 07332510 256,839 26,782 (a) N/A (b) BEA SYSTEMS INC COMMON STOCK 07332510 9,942,193 1,036,725 (a) N/A (a) BEAR STEARNS COS INC COMMON STOCK 07390210 1,450 29 (c) N/A (a) BEAR STEARNS COS INC COMMON STOCK 07390210 285,057 5,700 (a) N/A (a) BEAR STEARNS COS INC COMMON STOCK 07390210 556,511 11,128 (a) N/A (b) BECKMAN COULTER INC COMMON STOCK 07581110 -168,150 -3,800 (a) N/A (a) BECKMAN COULTER INC COMMON STOCK 07581110 199,126 4,500 (a) N/A (b) BECKMAN COULTER INC COMMON STOCK 07581110 1,991,250 45,000 (a) N/A (a) BECTON DICKINSON & CO COMMON STOCK 07588710 444,000 12,000 (c) N/A (a) BECTON DICKINSON & CO COMMON STOCK 07588710 680,800 18,400 (c) N/A (b) BECTON DICKINSON & CO COMMON STOCK 07588710 1,357,900 36,700 (a) N/A (a) BECTON DICKINSON & CO COMMON STOCK 07588710 1,961,000 53,000 (a) N/A (b) BECTON DICKINSON & CO COMMON STOCK 07588710 4,665,700 126,100 (a) N/A (a) BED BATH & BEYOND INC. COMMON STOCK 07589610 241,870 9,500 (a) N/A (b) BED BATH & BEYOND INC. COMMON STOCK 07589610 514,292 20,200 (a) N/A (a) BED BATH & BEYOND INC. COMMON STOCK 07589610 16,574,460 651,000 (a) N/A (a) BELDEN INC COMMON STOCK 07745910 86,480 4,600 (a) N/A (a) BELDEN INC COMMON STOCK 07745910 761,400 40,500 (c) N/A (c) BELDEN INC COMMON STOCK 07745910 1,128,000 60,000 (a) N/A (a) BELLSOUTH CORP COMMON STOCK 07986010 283,413 6,821 (a) N/A (a) BELLSOUTH CORP COMMON STOCK 07986010 607,461 14,620 (c) N/A (b) BELLSOUTH CORP COMMON STOCK 07986010 1,046,644 25,190 (a) N/A (b) BELLSOUTH CORP COMMON STOCK 07986010 1,437,630 34,600 (a) N/A (c) BELLSOUTH CORP COMMON STOCK 07986010 14,385,441 346,220 (a) N/A (a) BELO CORPORATION-A COMMON STOCK 08055510 16,040 1,000 (c) N/A (b) BELO CORPORATION-A COMMON STOCK 08055510 112,280 7,000 (a) N/A (a) BEMIS CO COMMON STOCK 08143710 13,948 350 (a) N/A (a) BEMIS CO COMMON STOCK 08143710 39,850 1,000 (a) N/A (b) BEMIS CO COMMON STOCK 08143710 87,670 2,200 (c) N/A (b) BERKSHIRE HATHAWAY INC COMMON STOCK 08467010 560,000 8 (c) N/A (a) BERKSHIRE HATHAWAY INC COMMON STOCK 08467010 770,000 11 (c) N/A (b) BERKSHIRE HATHAWAY INC COMMON STOCK 08467010 3,850,000 55 (c) N/A (c) BERKSHIRE HATHAWAY INC COMMON STOCK 08467010 7,420,000 106 (a) N/A (a) BERKSHIRE HATHAWAY INC COMMON STOCK 08467010 8,400,000 120 (a) N/A (b) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 186,400 80 (a) N/A (c) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 531,240 228 (c) N/A (c) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 715,310 307 (c) N/A (a) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 1,162,670 499 (c) N/A (b) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 6,039,360 2,592 (a) N/A (b) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 7,917,340 3,398 (a) N/A (a) BERKSHIRE HATHAWAY INC CLS B COMMON STOCK 08467020 35,800,450 15,365 (a) N/A (a) BEST BUY INC COMMON STOCK 08651610 22,270 490 (c) N/A (c) BEST BUY INC COMMON STOCK 08651610 49,995 1,100 (a) N/A (a) BETHLEHEM STEEL CORP COMMON STOCK 08750910 1,646 1,286 (a) N/A (b) BETHLEHEM STEEL PFD CONV CONV-BOND EQUIV 08750930 420 70 (c) N/A (b) BEYOND.COM CORPORATION COMMON STOCK 08860E10 4,544 2,174 (c) N/A (c) BHP LIMITED ADR COMMON STOCK 08860610 4,300 500 (a) N/A (a) BHP LIMITED ADR COMMON STOCK 08860610 24,080 2,800 (c) N/A (c) BIOGEN INC COMMON STOCK 09059710 27,790 500 (a) N/A (b) BIOGEN INC COMMON STOCK 09059710 43,908 790 (c) N/A (c) BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G10 1,151,826 118,136 (a) N/A (a) BIOMET INC COMMON STOCK 09061310 8,775 300 (a) N/A (b) BIOMET INC COMMON STOCK 09061310 11,700 400 (a) N/A (a) BIOMET INC COMMON STOCK 09061310 38,025 1,300 (a) N/A (c) BIOMET INC COMMON STOCK 09061310 89,066 3,045 (c) N/A (c) BIOMET INC COMMON STOCK 09061310 7,381,238 252,350 (a) N/A (a) BIONX IMPLANTS INC COMMON STOCK 09064Q10 2,418 744 (a) N/A (b) BIOTECH HOLDR`S TRUST DEPOSTRY RCPTS 09067D20 44,380 400 (a) N/A (b) BIOTIME INC COMMON STOCK 09066L10 5,962 1,028 (a) N/A (b) BIOVAIL CORP COMMON STOCK 09067J10 102,080 2,200 (a) N/A (b) BIOVAIL CORP COMMON STOCK 09067J10 3,753,760 80,900 (a) N/A (a) BJ SERVICES CO COMMON STOCK 05548210 177,900 10,000 (a) N/A (b) BJ`S WHOLESALE CLUB INC COMMON STOCK 05548J10 8,570 180 (a) N/A (b) BLACK & DECKER MFG COMMON STOCK 09179710 12,480 400 (a) N/A (a) BLACK & DECKER MFG COMMON STOCK 09179710 15,600 500 (a) N/A (b) BLACK BOX CORP COMMON STOCK 09182610 4,629 110 (a) N/A (b) BLACK BOX CORP COMMON STOCK 09182610 9,889 235 (a) N/A (a) BLACK BOX CORP COMMON STOCK 09182610 673,280 16,000 (c) N/A (c) BLACK HILLS CORP COMMON STOCK 09211310 15,260 500 (a) N/A (a) BLACK HILLS CORP COMMON STOCK 09211310 40,897 1,340 (c) N/A (c) BLACK HILLS CORP COMMON STOCK 09211310 82,404 2,700 (a) N/A (a) BLACKROCK INC COMMON STOCK 09247X10 -225,522 -5,100 (a) N/A (a) BLACKROCK INCOME TRUST INC FIXED INC FND 09247F10 4,862 650 (a) N/A (b) BLOCK H & R INC COMMON STOCK 09367110 -362,464 -9,400 (a) N/A (a) BLOCK H & R INC COMMON STOCK 09367110 61,696 1,600 (a) N/A (b) BLOCK H & R INC COMMON STOCK 09367110 154,240 4,000 (a) N/A (c) BLOCK H & R INC COMMON STOCK 09367110 200,512 5,200 (c) N/A (b) BLOCKBUSTER INC CLASS A COMMON STOCK 09367910 685,470 31,300 (a) N/A (a) BLUEFLY INC COMMON STOCK 09622710 330 500 (a) N/A (b) BLYTH INDUSTRIES INC COMMON STOCK 09643P10 18,239 917 (a) N/A (b) BLYTH INDUSTRIES INC COMMON STOCK 09643P10 15,961,725 802,500 (c) N/A (c) BMC SOFTWARE INC COMMON STOCK 05592110 160,020 12,600 (c) N/A (c) BMC SOFTWARE INC COMMON STOCK 05592110 356,819 28,096 (a) N/A (a) BMC SOFTWARE INC COMMON STOCK 05592110 356,819 28,096 (a) N/A (b) BNS CO-A COMMON STOCK 05596130 502 200 (c) N/A (b) BOARDWALK EQUITIES COMMON STOCK 09661310 93,600 12,000 (a) N/A (a) BOEING CO COMMON STOCK 09702310 -6,700 -200 (a) N/A (a) BOEING CO COMMON STOCK 09702310 97,552 2,912 (a) N/A (b) BOEING CO COMMON STOCK 09702310 147,400 4,400 (a) N/A (a) BOEING CO COMMON STOCK 09702310 268,000 8,000 (c) N/A (b) BOOKHAM TECHNOLOGY PLC -SPON COMMON STOCK 09856Q10 384 300 (a) N/A (b) BORDERS GROUP INC COMMON STOCK 09970910 957,500 50,000 (a) N/A (a) BORDERS GROUP INC COMMON STOCK 09970910 1,901,595 99,300 (a) N/A (a) BORG WARNER INC COMMON STOCK 09972410 3,466 86 (a) N/A (b) BORG WARNER INC COMMON STOCK 09972410 664,104 16,479 (c) N/A (c) BORG WARNER INC COMMON STOCK 09972410 1,168,700 29,000 (a) N/A (a) BORG WARNER INC COMMON STOCK 09972410 29,427,060 730,200 (a) N/A (a) BOSTON BEER CO CL-A COMMON STOCK 10055710 8,449,560 718,500 (c) N/A (c) BOSTON PROPERTIES INC. COMMON STOCK 10112110 572 15 (a) N/A (b) BOSTON PROPERTIES INC. COMMON STOCK 10112110 169,678 4,450 (a) N/A (a) BOSTON SCIENTIFIC CORP COMMON STOCK 10113710 1,230,000 60,000 (c) N/A (c) BOWATER INC COMMON STOCK 10218310 -39,618 -900 (a) N/A (a) BOWATER INC COMMON STOCK 10218310 1,541 35 (c) N/A (a) BOWNE & CO INC COMMON STOCK 10304310 20,300 2,000 (a) N/A (b) BOYDS COLLECTION LTD COMMON STOCK 10335410 74,349 9,012 (c) N/A (b) BP PLC SPONSORED ADR COMMON STOCK 05562210 9,834 200 (a) N/A (a) BP PLC SPONSORED ADR COMMON STOCK 05562210 2,647,264 53,839 (c) N/A (a) BP PLC SPONSORED ADR COMMON STOCK 05562210 5,509,302 112,046 (c) N/A (b) BP PLC SPONSORED ADR COMMON STOCK 05562210 11,485,276 233,583 (c) N/A (c) BP PLC SPONSORED ADR COMMON STOCK 05562210 17,048,285 346,721 (a) N/A (a) BP PLC SPONSORED ADR COMMON STOCK 05562210 23,234,005 472,524 (a) N/A (b) BRADY CORPORATION CL A COMMON STOCK 10467410 1,509,519 50,655 (a) N/A (b) BRADY CORPORATION CL A COMMON STOCK 10467410 3,958,334 132,830 (a) N/A (a) BRADY CORPORATION CL A COMMON STOCK 10467410 9,179,294 308,030 (c) N/A (c) BRANDPARTNERS GROUP INC COMMON STOCK 10531R10 1,090 1,000 (a) N/A (b) BRANDYWINE REALTY TRUST COMMON STOCK 10536820 1,262 59 (a) N/A (a) BRANDYWINE REALTY TRUST COMMON STOCK 10536820 8,532 400 (a) N/A (b) BRASIL DISTR PAO ACU SP ADR COMMON STOCK 20440T20 66,250 5,300 (a) N/A (b) BRASIL DISTR PAO ACU SP ADR COMMON STOCK 20440T20 322,500 25,800 (a) N/A (a) BRASIL TELECOM PART. ADR COMMON STOCK 10553010 65,280 2,400 (a) N/A (b) BRASIL TELECOM PART. ADR COMMON STOCK 10553010 408,000 15,000 (a) N/A (c) BRASIL TELECOM PART. ADR COMMON STOCK 10553010 2,317,440 85,200 (a) N/A (a) BRAZILIAN EQUITY FUND COMMON STOCK 10588410 7,000 2,000 (a) N/A (b) BRAZILIAN EQUITY FUND COMMON STOCK 10588410 9,205 2,630 (c) N/A (c) BRAZILIAN EQUITY FUND COMMON STOCK 10588410 25,092 7,169 (a) N/A (a) BRE PROPERTIES CL A COMMON STOCK 05564E10 134,775 4,500 (a) N/A (a) BRIGHAM EXPLORATION CO COMMON STOCK 10917810 119,927 45,427 (a) N/A (b) BRIGHAM EXPLORATION CO COMMON STOCK 10917810 359,782 136,281 (a) N/A (a) BRIO TECHNOLOGY INC COMMON STOCK 10970410 63,396 26,089 (c) N/A (c) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 1,241,766 22,350 (c) N/A (a) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 2,183,508 39,300 (a) N/A (c) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 3,195,256 57,510 (c) N/A (c) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 4,237,006 76,260 (c) N/A (b) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 17,416,004 313,463 (a) N/A (b) BRISTOL-MYERS SQUIBB CO COMMON STOCK 11012210 38,385,682 690,887 (a) N/A (a) BRITESMILE INC COMMON STOCK 11041510 30,000 5,000 (a) N/A (b) BRITISH TELECOMMUNICATIONS ADR COMMON STOCK 11102140 40,920 800 (c) N/A (c) BRITISH TELECOMMUNICATIONS ADR COMMON STOCK 11102140 199,485 3,900 (a) N/A (a) BROADCOM CORP CL A COMMON STOCK 11132010 21,944 1,081 (a) N/A (b) BROADCOM CORP CL A COMMON STOCK 11132010 1,485,960 73,200 (c) N/A (c) BROADCOM CORP CL A COMMON STOCK 11132010 3,847,703 189,542 (a) N/A (a) BROADVISION INC COMMON STOCK 11141210 1,410 1,550 (a) N/A (a) BROADVISION INC COMMON STOCK 11141210 1,820 2,000 (a) N/A (b) BROADWING INC COMMON STOCK 11162010 88,794 5,522 (a) N/A (b) BROADWING INC COMMON STOCK 11162010 122,047 7,590 (a) N/A (a) BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 11162110 40,687 2,900 (a) N/A (c) BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 11162110 240,334 17,130 (a) N/A (b) BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 11162110 760,426 54,200 (c) N/A (c) BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 11162110 23,118,690 1,647,804 (a) N/A (a) BROOKFIELD PROPERTIES CORP COMMON STOCK 11290010 120,450 6,600 (a) N/A (a) BROOKS AUTOMATION INC COMMON STOCK 11434A10 21,176,276 796,400 (a) N/A (a) BROWN & BROWN INC COMMON STOCK 11523610 1,266,290 24,305 (a) N/A (b) BROWN & BROWN INC COMMON STOCK 11523610 5,501,500 105,595 (a) N/A (a) BROWN & BROWN INC COMMON STOCK 11523610 20,685,159 397,028 (c) N/A (c) BROWN SHOE COMPANY INC COMMON STOCK 11573610 11,373 1,002 (a) N/A (b) BROWN-FORMAN INC-CL B COMMON STOCK 11563720 20,723 328 (a) N/A (a) BRYN MAWR BANK CORP COMMON STOCK 11766510 32,520 1,200 (a) N/A (b) BRYN MAWR BANK CORP COMMON STOCK 11766510 113,820 4,200 (c) N/A (b) BUCKEYE PARTNERS L.P. UNITS COMMON STOCK 11823010 34,650 1,000 (a) N/A (b) BUCKEYE PARTNERS L.P. UNITS COMMON STOCK 11823010 86,625 2,500 (a) N/A (c) BUDGET GROUP INC-CL A COMMON STOCK 11900310 16,170 10,500 (a) N/A (b) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 24,075 900 (c) N/A (a) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 240,750 9,000 (c) N/A (b) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 1,110,125 41,500 (a) N/A (c) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 4,255,925 159,100 (c) N/A (c) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 4,782,980 178,803 (a) N/A (b) BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T10 6,506,429 243,231 (a) N/A (a) BURLINGTON RESOURCES INC. COMMON STOCK 12201410 10,263 300 (c) N/A (a) BURLINGTON RESOURCES INC. COMMON STOCK 12201410 179,602 5,250 (c) N/A (b) BURLINGTON RESOURCES INC. COMMON STOCK 12201410 2,910,758 85,085 (a) N/A (a) BURLINGTON RESOURCES INC. COMMON STOCK 12201410 4,105,200 120,000 (c) N/A (c) BURLINGTON RESOURCES INC. COMMON STOCK 12201410 6,192,489 181,014 (a) N/A (b) C&D TECHNOLOGIES INC COMMON STOCK 12466110 22,080 1,200 (c) N/A (a) C&D TECHNOLOGIES INC COMMON STOCK 12466110 892,382 48,499 (a) N/A (b) C&D TECHNOLOGIES INC COMMON STOCK 12466110 2,428,248 131,970 (a) N/A (a) C&D TECHNOLOGIES INC COMMON STOCK 12466110 4,942,976 268,640 (c) N/A (c) C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W10 724,000 25,000 (a) N/A (a) CABLEVISION NY GROUP CL A COMMON STOCK 12686C10 20,470 500 (c) N/A (b) CABLEVISION NY GROUP CL A COMMON STOCK 12686C10 163,760 4,000 (c) N/A (a) CABLEVISION NY GROUP CL A COMMON STOCK 12686C10 818,800 20,000 (c) N/A (c) CABLEVISION NY GROUP CL A COMMON STOCK 12686C10 1,254,361 30,639 (a) N/A (b) CABLEVISION NY GROUP CL A COMMON STOCK 12686C10 5,632,935 137,590 (a) N/A (a) CABLEVISION SYS CORP - RAINBOW COMMON STOCK 12686C84 3,038 150 (c) N/A (a) CABLEVISION SYS CORP - RAINBOW COMMON STOCK 12686C84 5,062 250 (c) N/A (b) CABLEVISION SYS CORP - RAINBOW COMMON STOCK 12686C84 42,910 2,119 (a) N/A (b) CABLEVISION SYS CORP - RAINBOW COMMON STOCK 12686C84 89,687 4,429 (a) N/A (a) CABOT CORP COMMON STOCK 12705510 1,396,500 35,000 (a) N/A (a) CABOT INDUSTRIAL TRUST COMMON STOCK 12707210 12,300 600 (a) N/A (a) CACHEFLOW INC COMMON STOCK 12694610 450 300 (a) N/A (b) CACHEFLOW INC COMMON STOCK 12694610 341,108 227,405 (a) N/A (a) CALDERA INTERNATIONAL INC COMMON STOCK 12877Q10 500 2,000 (a) N/A (a) CALIPER TECHNOLOGIES CORP COMMON STOCK 13087610 1,958,225 211,700 (a) N/A (a) CALLAWAY GOLF COMPANY COMMON STOCK 13119310 7,680 600 (a) N/A (a) CALLON PETROLEUM CORP COMMON STOCK 13123X10 54 8 (a) N/A (a) CALPINE CORPORATION COMMON STOCK 13134710 34,671 1,520 (a) N/A (b) CAMBREX CORP COMMON STOCK 13201110 60,354 1,800 (c) N/A (a) CAMBREX CORP COMMON STOCK 13201110 1,794,827 53,529 (a) N/A (b) CAMBREX CORP COMMON STOCK 13201110 5,021,084 149,749 (a) N/A (a) CAMBREX CORP COMMON STOCK 13201110 7,111,378 212,090 (c) N/A (c) CAMPBELL SOUP CO COMMON STOCK 13442910 56 2 (c) N/A (b) CAMPBELL SOUP CO COMMON STOCK 13442910 8,400 300 (a) N/A (a) CAMPBELL SOUP CO COMMON STOCK 13442910 47,600 1,700 (a) N/A (b) CAMPBELL SOUP CO COMMON STOCK 13442910 280,000 10,000 (c) N/A (a) CAMPBELL SOUP CO COMMON STOCK 13442910 1,680,000 60,000 (c) N/A (c) CANADA SOUTHERN PETROLEUM LTD COMMON STOCK 13523110 1,199 218 (a) N/A (a) CANADA SOUTHERN PETROLEUM LTD COMMON STOCK 13523110 2,304 419 (a) N/A (b) CANADIAN PACIFIC LTD COMMON STOCK 13592310 4,814 150 (a) N/A (a) CANON INC - SPONSORED ADR COMMON STOCK 13800630 32,520 1,200 (c) N/A (c) CANON INC - SPONSORED ADR COMMON STOCK 13800630 41,192 1,520 (a) N/A (a) CANON INC - SPONSORED ADR COMMON STOCK 13800630 266,935 9,850 (a) N/A (b) CANTV(ANOMINA TELEF DE VEN)ADR COMMON STOCK 20442110 110,640 4,800 (a) N/A (a) CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H10 41,427 900 (a) N/A (c) CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H10 138,090 3,000 (c) N/A (b) CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H10 331,140 7,194 (a) N/A (b) CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H10 8,055,158 174,998 (a) N/A (a) CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H10 9,058,796 196,802 (c) N/A (c) CAPSTEAD MORT CONV PRFD CONV-EQ EQUIV 14067E30 60,000 5,000 (a) N/A (b) CARAUSTAR INDUSTRIES INC COMMON STOCK 14090910 2,402,400 260,000 (c) N/A (c) CARDINAL HEALTH INC COMMON STOCK 14149Y10 676,642 9,150 (c) N/A (b) CARDINAL HEALTH INC COMMON STOCK 14149Y10 2,507,792 33,912 (c) N/A (a) CARDINAL HEALTH INC COMMON STOCK 14149Y10 11,260,958 152,278 (a) N/A (a) CARDINAL HEALTH INC COMMON STOCK 14149Y10 12,867,818 174,007 (a) N/A (b) CARDINAL HEALTH INC COMMON STOCK 14149Y10 15,935,227 215,487 (c) N/A (c) CAREMARK RX INC COMMON STOCK 14170510 39,588,312 2,373,400 (a) N/A (a) CARLISLE COSMETIC CORP COMMON STOCK 14233910 39,242 1,400 (c) N/A (a) CARLISLE COSMETIC CORP COMMON STOCK 14233910 1,259,444 44,932 (a) N/A (b) CARLISLE COSMETIC CORP COMMON STOCK 14233910 3,067,575 109,439 (a) N/A (a) CARLISLE COSMETIC CORP COMMON STOCK 14233910 6,402,052 228,400 (c) N/A (c) CARNIVAL CORP CL A COMMON STOCK 14365810 24,222 1,100 (a) N/A (b) CARNIVAL CORP CL A COMMON STOCK 14365810 3,842,490 174,500 (a) N/A (a) CARPENTER TECH CORP COMMON STOCK 14428510 667,500 30,000 (a) N/A (a) CARPENTER TECH CORP COMMON STOCK 14428510 2,732,300 122,800 (c) N/A (c) CARRAMERICA REALTY CORPORATION COMMON STOCK 14441810 10,846 362 (c) N/A (c) CARRAMERICA REALTY CORPORATION COMMON STOCK 14441810 143,808 4,800 (a) N/A (a) CATALINA MARKETING CORP. COMMON STOCK 14886710 218,400 7,800 (a) N/A (b) CATALINA MARKETING CORP. COMMON STOCK 14886710 275,100 9,825 (a) N/A (a) CATELLUS DEVELOPMENT CORP COMMON STOCK 14911110 9,164 524 (a) N/A (a) CATERPILLAR INC COMMON STOCK 14912310 519,680 11,600 (c) N/A (b) CATERPILLAR INC COMMON STOCK 14912310 2,257,920 50,400 (a) N/A (a) CBL & ASSOCIATES PROPERTIES COMMON STOCK 12483010 8,175 300 (a) N/A (b) CBRL GROUP INC COMMON STOCK 12489V10 4,218,240 192,000 (a) N/A (a) CCC INFORMATION SERVICES GRP COMMON STOCK 12487Q10 43,129 5,900 (a) N/A (a) CCC INFORMATION SERVICES GRP COMMON STOCK 12487Q10 380,120 52,000 (c) N/A (c) CDI CORP COMMON STOCK 12507110 19,260 1,200 (a) N/A (a) CDI CORP COMMON STOCK 12507110 28,890 1,800 (c) N/A (a) CDI CORP COMMON STOCK 12507110 131,610 8,200 (a) N/A (b) CDI CORP COMMON STOCK 12507110 1,948,310 121,390 (c) N/A (c) CEC ENTERTAINMENT INC COMMON STOCK 12513710 4,296,600 126,000 (a) N/A (a) CEDAR FAIR L P DEPOSITARY UNIT COMMON STOCK 15018510 33,235 1,700 (a) N/A (b) CEDAR FAIR L P DEPOSITARY UNIT COMMON STOCK 15018510 87,975 4,500 (a) N/A (a) CEDAR FAIR L P DEPOSITARY UNIT COMMON STOCK 15018510 254,150 13,000 (c) N/A (a) CEDAR FAIR L P DEPOSITARY UNIT COMMON STOCK 15018510 711,620 36,400 (c) N/A (c) CELESTICA INC COMMON STOCK 15101Q10 26,787 983 (a) N/A (b) CELESTICA INC COMMON STOCK 15101Q10 290,322 10,654 (a) N/A (a) CELGENE CORP COMMON STOCK 15102010 14,743,130 557,818 (a) N/A (a) CELL GENESYS INC COMMON STOCK 15092110 112,000 7,000 (c) N/A (b) CELL GENESYS INC COMMON STOCK 15092110 428,800 26,800 (a) N/A (a) CELL GENESYS INC COMMON STOCK 15092110 3,788,624 236,789 (c) N/A (c) CELL THERAPEUTICS INC COMMON STOCK 15093410 629,100 26,158 (a) N/A (b) CELL THERAPEUTICS INC COMMON STOCK 15093410 18,302,122 761,003 (a) N/A (a) CELLEGY PHARMACEUTICALS INC COMMON STOCK 15115L10 6,950 1,000 (c) N/A (b) CEMEX SA ADR PART CER COMMON STOCK 15129088 280,392 13,651 (a) N/A (b) CEMEX SA ADR PART CER COMMON STOCK 15129088 2,431,587 118,383 (a) N/A (c) CEMEX SA ADR PART CER COMMON STOCK 15129088 5,491,759 267,369 (a) N/A (a) CENDANT CORP COMMON STOCK 15131310 59,264 4,630 (a) N/A (b) CENDANT CORP COMMON STOCK 15131310 1,263,360 98,700 (a) N/A (c) CENDANT CORP COMMON STOCK 15131310 2,975,616 232,470 (c) N/A (c) CENDANT CORP COMMON STOCK 15131310 89,093,632 6,960,440 (a) N/A (a) CENTERPOINT PROPERTIES CORP COMMON STOCK 15189510 327,088 6,850 (a) N/A (a) CENTRA SOFTWARE INC COMMON STOCK 15234X10 246,528 28,800 (a) N/A (a) CENTRA SOFTWARE INC COMMON STOCK 15234X10 2,175,498 254,147 (c) N/A (c) CENTRAL EUROPEAN EQUITY FUND EQUITY FUND 15343610 47,056 5,006 (a) N/A (b) CENTRAL PACIFIC MINERALS-UNS COMMON STOCK 15476230 225 150 (a) N/A (a) CENTRAL SECURITIES CORP EQUITY FUND 15512310 377,438 16,482 (c) N/A (b) CENTURY BANCORP INC CL A COMMON STOCK 15643210 551,088 26,700 (a) N/A (a) CENTURYTEL INC COMMON STOCK 15670010 2,700,938 80,625 (a) N/A (a) CEPHALON INC COMMON STOCK 15670810 8,075,572 161,900 (a) N/A (a) CERAGON NETWORKS LTD COMMON STOCK M2201310 12,000 6,000 (a) N/A (a) CERIDIAN CORP NEW COMMON STOCK 15677910 49,300 3,400 (a) N/A (c) CERIDIAN CORP NEW COMMON STOCK 15677910 261,000 18,000 (c) N/A (b) CERIDIAN CORP NEW COMMON STOCK 15677910 1,413,750 97,500 (c) N/A (c) CERIDIAN CORP NEW COMMON STOCK 15677910 11,980,857 826,266 (a) N/A (a) CGI GROUP INC CLASS A COMMON STOCK 39945C10 1,569,711 270,174 (c) N/A (c) CHAMPION ENTERPRISES INC COMMON STOCK 15849610 4,205 605 (c) N/A (c) CHARLES SCHWAB & CO COMMON STOCK 80851310 37,088 3,225 (a) N/A (b) CHARLES SCHWAB & CO COMMON STOCK 80851310 92,000 8,000 (c) N/A (a) CHARLES SCHWAB & CO COMMON STOCK 80851310 2,709,400 235,600 (a) N/A (a) CHARMING SHOPPES INC COMMON STOCK 16113310 3,387,900 690,000 (a) N/A (a) CHARTER COMMUNICATIONS INC A COMMON STOCK 16117M10 17,332 1,400 (a) N/A (b) CHARTER COMMUNICATIONS INC A COMMON STOCK 16117M10 9,795,056 791,200 (a) N/A (a) CHARTER ONE FIN INC COMMON STOCK 16090310 1,722,154 61,026 (a) N/A (a) CHECK POINT SOFTWARE COMMON STOCK M2246510 1,652 75 (c) N/A (b) CHECK POINT SOFTWARE COMMON STOCK M2246510 26,424 1,200 (a) N/A (b) CHECK POINT SOFTWARE COMMON STOCK M2246510 41,838 1,900 (c) N/A (a) CHECKFREE CORP COMMON STOCK 16281310 3,428 202 (c) N/A (c) CHECKFREE CORP COMMON STOCK 16281310 18,328 1,080 (a) N/A (a) CHELSEA PROPERTY GROUP INC COMMON STOCK 16342110 99,990 2,200 (a) N/A (a) CHESAPEAKE CORP COMMON STOCK 16515910 144,760 5,600 (a) N/A (a) CHESAPEAKE CORP COMMON STOCK 16515910 1,276,990 49,400 (c) N/A (c) CHESAPEAKE ENERGY CORP COMMON STOCK 16516710 30,510 5,400 (a) N/A (a) CHESAPEAKE ENERGY CORP COMMON STOCK 16516710 271,415 48,038 (c) N/A (c) CHEVRON CORP COMMON STOCK 16675110 516,975 6,100 (a) N/A (c) CHEVRON CORP COMMON STOCK 16675110 770,038 9,086 (c) N/A (a) CHEVRON CORP COMMON STOCK 16675110 1,492,108 17,606 (c) N/A (b) CHEVRON CORP COMMON STOCK 16675110 2,861,584 33,765 (a) N/A (b) CHEVRON CORP COMMON STOCK 16675110 4,169,700 49,200 (c) N/A (c) CHEVRON CORP COMMON STOCK 16675110 12,695,211 149,796 (a) N/A (a) CHILE FUND INC CLSD END FND 16883410 19,440 2,700 (c) N/A (c) CHILE FUND INC CLSD END FND 16883410 786,345 109,215 (a) N/A (a) CHINA MOBILE HONG KONG LTD ADR COMMON STOCK 16941M10 314,580 19,600 (a) N/A (b) CHINA MOBILE HONG KONG LTD ADR COMMON STOCK 16941M10 4,262,880 265,600 (a) N/A (a) CHINA MOBILE HONG KONG LTD ADR COMMON STOCK 16941M10 4,943,400 308,000 (c) N/A (c) CHINA UNICOM ADR COMMON STOCK 16945R10 3,166,819 293,224 (a) N/A (a) CHIRON CORP COMMON STOCK 17004010 6,389 144 (a) N/A (b) CHIRON CORP COMMON STOCK 17004010 105,246 2,372 (a) N/A (a) CHOICE HOTELS INTL INC NEW COMMON STOCK 16990510 19,222 1,165 (a) N/A (a) CHOICEPOINT INC COMMON STOCK 17038810 -120,756 -2,900 (a) N/A (a) CHROMCRAFT REVINGTON INC COMMON STOCK 17111710 91,162 11,050 (a) N/A (b) CHROMCRAFT REVINGTON INC COMMON STOCK 17111710 666,600 80,800 (a) N/A (a) CHROMCRAFT REVINGTON INC COMMON STOCK 17111710 1,185,112 143,650 (c) N/A (c) CHUBB CORP COMMON STOCK 17123210 121,397 1,700 (c) N/A (b) CHUBB CORP COMMON STOCK 17123210 820,644 11,492 (c) N/A (a) CHUBB CORP COMMON STOCK 17123210 1,514,535 21,209 (a) N/A (a) CHUBB CORP COMMON STOCK 17123210 1,574,519 22,049 (a) N/A (b) CHUBB CORP COMMON STOCK 17123210 1,577,161 22,086 (c) N/A (c) CHURCH & DWIGHT INC COMMON STOCK 17134010 25,850 1,000 (a) N/A (b) CIA DE TELECOMUNICACIONES ADR COMMON STOCK 20444930 61,159 6,209 (a) N/A (b) CIA DE TELECOMUNICACIONES ADR COMMON STOCK 20444930 1,835,055 186,300 (a) N/A (c) CIA DE TELECOMUNICACIONES ADR COMMON STOCK 20444930 2,231,025 226,500 (a) N/A (a) CIA PARANAENSE ENERGI SP ADR COMMON STOCK 20441B40 1,488,825 254,500 (a) N/A (c) CIA PARANAENSE ENERGI SP ADR COMMON STOCK 20441B40 4,413,240 754,400 (a) N/A (a) CIA VALE DO RIO DOCE ADR COMMON STOCK 20441210 1,506,430 75,700 (a) N/A (c) CIA VALE DO RIO DOCE ADR COMMON STOCK 20441210 6,869,480 345,200 (a) N/A (a) CIBER INC COMMON STOCK 17163B10 1,660,718 263,606 (c) N/A (c) CIENA CORP COMMON STOCK 17177910 9,776 950 (c) N/A (a) CIENA CORP COMMON STOCK 17177910 20,580 2,000 (c) N/A (b) CIENA CORP COMMON STOCK 17177910 592,992 57,628 (a) N/A (b) CIENA CORP COMMON STOCK 17177910 2,293,106 222,848 (c) N/A (c) CIENA CORP COMMON STOCK 17177910 19,298,926 1,875,503 (a) N/A (a) CIGNA CORP COMMON STOCK 12550910 55,991 675 (a) N/A (a) CIGNA CORP COMMON STOCK 12550910 99,540 1,200 (c) N/A (a) CIGNA CORP COMMON STOCK 12550910 176,269 2,125 (a) N/A (b) CINCINNATI FINANCIAL CORP COMMON STOCK 17206210 16,648 400 (a) N/A (b) CINCINNATI FINANCIAL CORP COMMON STOCK 17206210 7,075,400 170,000 (c) N/A (c) CINERGY CORP COMMON STOCK 17247410 22,689 735 (c) N/A (b) CINTAS CORP COMMON STOCK 17290810 6,045,000 150,000 (c) N/A (c) CIRCUIT CITY COMMON STOCK 17273710 10,800 900 (a) N/A (a) CIRRUS LOGIC INC COMMON STOCK 17275510 5,194 700 (a) N/A (b) CISCO SYSTEMS INC COMMON STOCK 17275R10 244,818 20,100 (a) N/A (c) CISCO SYSTEMS INC COMMON STOCK 17275R10 1,322,992 108,620 (c) N/A (a) CISCO SYSTEMS INC COMMON STOCK 17275R10 1,963,294 161,190 (c) N/A (b) CISCO SYSTEMS INC COMMON STOCK 17275R10 10,212,638 838,476 (a) N/A (b) CISCO SYSTEMS INC COMMON STOCK 17275R10 24,855,434 2,040,676 (c) N/A (c) CISCO SYSTEMS INC COMMON STOCK 17275R10 90,869,560 7,460,555 (a) N/A (a) CITIGROUP INC COMMON STOCK 17296710 1,892,646 46,732 (a) N/A (c) CITIGROUP INC COMMON STOCK 17296710 4,360,514 107,667 (c) N/A (a) CITIGROUP INC COMMON STOCK 17296710 6,185,646 152,732 (c) N/A (b) CITIGROUP INC COMMON STOCK 17296710 39,282,611 969,941 (a) N/A (b) CITIGROUP INC COMMON STOCK 17296710 152,215,807 3,758,415 (a) N/A (a) CITIGROUP INC COMMON STOCK 17296710 222,486,264 5,493,488 (c) N/A (c) CITIZENS COMMUNICATIONS CO-B COMMON STOCK 17453B10 23,519 2,502 (a) N/A (a) CITRIX SYSTEMS INC COMMON STOCK 17737610 48,886 2,469 (a) N/A (b) CITRIX SYSTEMS INC COMMON STOCK 17737610 740,520 37,400 (a) N/A (c) CITY INVESTING LIQUIDATING COMMON STOCK 17790010 21,751 12,646 (a) N/A (b) CITY NATIONAL CORP COMMON STOCK 17856610 6,257 145 (c) N/A (c) CITY NATIONAL CORP COMMON STOCK 17856610 1,048,545 24,300 (a) N/A (a) CLAIRES STORES INC COMMON STOCK 17958410 1,670 132 (c) N/A (c) CLARCOR INC COMMON STOCK 17989510 3,037,690 127,100 (a) N/A (a) CLARENT CORP COMMON STOCK 18046110 510 95 (c) N/A (c) CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 18450210 289,181 7,275 (c) N/A (a) CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 18450210 481,134 12,104 (c) N/A (b) CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 18450210 6,135,015 154,340 (a) N/A (b) CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 18450210 49,243,413 1,238,828 (a) N/A (a) CLECO CORPORATION COMMON STOCK 12561W10 82,440 4,000 (a) N/A (b) CLOROX CO COMMON STOCK 18905410 7,400 200 (a) N/A (b) CLOROX CO COMMON STOCK 18905410 654,900 17,700 (a) N/A (c) CLOROX CO COMMON STOCK 18905410 6,956,000 188,000 (c) N/A (c) CLOROX CO COMMON STOCK 18905410 183,682,800 4,964,400 (a) N/A (a) C-MAC INDUSTRIES INC COMMON STOCK 12592010 39,880 2,000 (a) N/A (a) CMGI INC COMMON STOCK 12575010 650 650 (a) N/A (b) CMGI INC COMMON STOCK 12575010 1,300 1,300 (c) N/A (b) CMS ENERGY CORP COMMON STOCK 12589610 2,112,000 105,600 (a) N/A (a) CNA FINANCIAL CORP COMMON STOCK 12611710 16,224 600 (a) N/A (b) CNET NETWORKS INC COMMON STOCK 12613R10 3,440 800 (a) N/A (b) CNET NETWORKS INC COMMON STOCK 12613R10 12,775 2,971 (c) N/A (b) CNET NETWORKS INC COMMON STOCK 12613R10 79,705 18,536 (a) N/A (a) CNET NETWORKS INC COMMON STOCK 12613R10 129,000 30,000 (c) N/A (a) CNOOC LTD ADR COMMON STOCK 12613210 2,000 100 (a) N/A (a) CNOOC LTD ADR COMMON STOCK 12613210 10,000 500 (c) N/A (c) COCA- COLA FEMSA S.A. ADR COMMON STOCK 19124110 142,200 7,200 (a) N/A (b) COCA- COLA FEMSA S.A. ADR COMMON STOCK 19124110 277,428 14,047 (a) N/A (c) COCA- COLA FEMSA S.A. ADR COMMON STOCK 19124110 826,281 41,837 (a) N/A (a) COCA-COLA CO COMMON STOCK 19121610 684,010 14,600 (a) N/A (c) COCA-COLA CO COMMON STOCK 19121610 3,447,223 73,580 (c) N/A (a) COCA-COLA CO COMMON STOCK 19121610 4,605,589 98,305 (a) N/A (b) COCA-COLA CO COMMON STOCK 19121610 6,064,732 129,450 (c) N/A (b) COCA-COLA CO COMMON STOCK 19121610 13,378,158 285,553 (c) N/A (c) COCA-COLA CO COMMON STOCK 19121610 194,641,558 4,154,569 (a) N/A (a) COCA-COLA ENTERPRISES COMMON STOCK 19121910 1,118,409 72,908 (a) N/A (a) COGNOS INC COMMON STOCK 19244C10 66,013 4,597 (a) N/A (b) COGNOS INC COMMON STOCK 19244C10 370,488 25,800 (c) N/A (c) COHEN & STEERS TOT RET RLTY FD FIXED INC FND 19247R10 124,781 9,787 (a) N/A (a) COHERENT INC COMMON STOCK 19247910 127,800 4,500 (a) N/A (b) COHERENT INC COMMON STOCK 19247910 965,600 34,000 (a) N/A (a) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 576,675 9,900 (a) N/A (c) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 1,149,040 19,726 (c) N/A (a) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 3,862,616 66,311 (c) N/A (b) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 8,297,480 142,446 (a) N/A (b) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 9,662,626 165,882 (c) N/A (c) COLGATE-PALMOLIVE CO COMMON STOCK 19416210 16,890,694 289,969 (a) N/A (a) COLONIAL BANCGROUP INC COMMON STOCK 19549330 38,400 3,000 (a) N/A (b) COLONIAL PROPERTIES TRUST COMMON STOCK 19587210 26,595 900 (a) N/A (a) COLT TELECOM GROUP PLC ADR COMMON STOCK 19687710 1,615 355 (a) N/A (a) COLT TELECOM GROUP PLC ADR COMMON STOCK 19687710 12,121 2,664 (a) N/A (b) COMCAST CORP CL A COMMON STOCK 20030010 355,500 10,000 (c) N/A (b) COMCAST CORP CL A COMMON STOCK 20030010 479,036 13,475 (a) N/A (a) COMCAST CORP CL A COMMON STOCK 20030010 864,149 24,308 (a) N/A (b) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 1,739,695 48,500 (a) N/A (c) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 2,437,546 67,955 (c) N/A (b) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 2,878,926 80,260 (c) N/A (a) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 4,182,442 116,600 (c) N/A (c) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 21,414,211 596,995 (a) N/A (b) COMCAST CORP SPECIAL CL A COMMON STOCK 20030020 78,826,047 2,197,548 (a) N/A (a) COMERICA INC COMMON STOCK 20034010 61,383 1,108 (a) N/A (b) COMERICA INC COMMON STOCK 20034010 7,052,420 127,300 (a) N/A (a) COMFORT SYSTEMS USA INC COMMON STOCK 19990810 15 5 (a) N/A (b) COMMERCE ONE INC COMMON STOCK 20069310 1,525 620 (a) N/A (b) COMMERCE ONE INC COMMON STOCK 20069310 63,785 25,929 (a) N/A (a) COMMERCE ONE INC COMMON STOCK 20069310 770,275 313,120 (c) N/A (c) COMMERCIAL FEDERAL CORP COMMON STOCK 20164710 189,306 7,800 (a) N/A (a) COMMERCIAL FEDERAL CORP COMMON STOCK 20164710 1,667,349 68,700 (c) N/A (c) COMMSCOPE INC COMMON STOCK 20337210 1,412 79 (c) N/A (c) COMMSCOPE INC COMMON STOCK 20337210 15,105,529 845,301 (a) N/A (a) COMMTOUCH SOFTWARE LTD COMMON STOCK M2559610 16,974 73,800 (a) N/A (a) COMMUNITY BANK SYSTEM INC COMMON STOCK 20360710 154,000 5,600 (a) N/A (a) COMMUNITY BANK SYSTEM INC COMMON STOCK 20360710 1,358,500 49,400 (c) N/A (c) COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 20366810 76,335,888 2,566,775 (a) N/A (a) COMPANHIA DE BEBIDAS ADS COMMON STOCK 20441W20 1,213,558 75,800 (a) N/A (c) COMPANHIA DE BEBIDAS ADS COMMON STOCK 20441W20 6,562,499 409,900 (a) N/A (a) COMPANIA CERVECERIAS UNI-ADR COMMON STOCK 20442910 955,331 55,900 (a) N/A (a) COMPANIA CERVECERIAS UNI-ADR COMMON STOCK 20442910 974,130 57,000 (a) N/A (c) COMPAQ COMPUTER CORP COMMON STOCK 20449310 42,796 5,150 (a) N/A (b) COMPAQ COMPUTER CORP COMMON STOCK 20449310 255,948 30,800 (a) N/A (c) COMPAQ COMPUTER CORP COMMON STOCK 20449310 2,768,061 333,100 (c) N/A (c) COMPAQ COMPUTER CORP COMMON STOCK 20449310 72,070,220 8,672,710 (a) N/A (a) COMPASS BANCSHARES INC. COMMON STOCK 20449H10 52,060 2,000 (a) N/A (a) COMPUGEN LTD COMMON STOCK M2572210 2,980 1,000 (a) N/A (a) COMPUGEN LTD COMMON STOCK M2572210 2,980 1,000 (a) N/A (b) COMPUTER ASSOC INTL INC COMMON STOCK 20491210 35,418 1,376 (c) N/A (b) COMPUTER ASSOC INTL INC COMMON STOCK 20491210 77,220 3,000 (c) N/A (a) COMPUTER ASSOC INTL INC COMMON STOCK 20491210 1,028,879 39,972 (a) N/A (b) COMPUTER ASSOC INTL INC COMMON STOCK 20491210 1,259,330 48,925 (a) N/A (a) COMPUTER SCIENCES CORP COMMON STOCK 20536310 36,487 1,100 (a) N/A (a) COMPUTER SCIENCES CORP COMMON STOCK 20536310 74,467 2,245 (a) N/A (b) COMPUWARE CORPORATION COMMON STOCK 20563810 4,998 600 (c) N/A (b) COMPUWARE CORPORATION COMMON STOCK 20563810 36,652 4,400 (a) N/A (b) COMPUWARE CORPORATION COMMON STOCK 20563810 333,200 40,000 (c) N/A (c) COMPUWARE CORPORATION COMMON STOCK 20563810 14,550,011 1,746,700 (a) N/A (a) COMTECH TELECOMMUNICATIONS COMMON STOCK 20582620 4,419 300 (c) N/A (b) COMVERSE TECHNOLOGY COMMON STOCK 20586240 16,384 800 (a) N/A (b) COMVERSE TECHNOLOGY COMMON STOCK 20586240 65,536 3,200 (a) N/A (c) COMVERSE TECHNOLOGY COMMON STOCK 20586240 14,561,280 711,000 (a) N/A (a) CONAGRA FOODS INC COMMON STOCK 20588710 15,715 700 (c) N/A (b) CONAGRA FOODS INC COMMON STOCK 20588710 23,011 1,025 (c) N/A (a) CONAGRA FOODS INC COMMON STOCK 20588710 724,012 32,250 (c) N/A (c) CONAGRA FOODS INC COMMON STOCK 20588710 852,763 37,985 (a) N/A (a) CONAGRA FOODS INC COMMON STOCK 20588710 979,942 43,650 (a) N/A (b) CONCORD COMMUNICATIONS INC COMMON STOCK 20618610 11,686 1,313 (c) N/A (c) CONDUCTUS INC COMMON STOCK 20678410 22,528 6,530 (a) N/A (a) CONECTIV INC COMMON STOCK 20682910 14,100 600 (a) N/A (a) CONECTIV INC COMMON STOCK 20682910 21,855 930 (a) N/A (b) CONEXANT SYSTEMS INC COMMON STOCK 20714210 7,022 846 (a) N/A (b) CONNETICS CORP COMMON STOCK 20819210 72,888 11,145 (a) N/A (a) CONNETICS CORP COMMON STOCK 20819210 72,895 11,146 (a) N/A (b) CONOCO INC CL A COMMON STOCK 20825130 101,720 4,000 (c) N/A (a) CONOCO INC CL A COMMON STOCK 20825130 114,435 4,500 (c) N/A (b) CONOCO INC CL A COMMON STOCK 20825130 180,553 7,100 (a) N/A (c) CONOCO INC CL A COMMON STOCK 20825130 3,000,740 118,000 (a) N/A (b) CONOCO INC CL A COMMON STOCK 20825130 36,391,602 1,431,050 (a) N/A (a) CONOCO INC CLASS B COMMON STOCK 20825140 360,487 14,226 (c) N/A (a) CONOCO INC CLASS B COMMON STOCK 20825140 562,548 22,200 (a) N/A (c) CONOCO INC CLASS B COMMON STOCK 20825140 646,962 25,531 (c) N/A (b) CONOCO INC CLASS B COMMON STOCK 20825140 1,872,247 73,885 (a) N/A (b) CONOCO INC CLASS B COMMON STOCK 20825140 11,670,641 460,562 (c) N/A (c) CONOCO INC CLASS B COMMON STOCK 20825140 167,171,633 6,597,144 (a) N/A (a) CONSECO INC COMMON STOCK 20846410 3,993 550 (c) N/A (c) CONSECO INC COMMON STOCK 20846410 19,602 2,700 (a) N/A (a) CONSOLIDATED EDISON INC. COMMON STOCK 20911510 164,753 4,046 (a) N/A (b) CONSOLIDATED EDISON INC. COMMON STOCK 20911510 354,264 8,700 (a) N/A (a) CONSTELLATION BRANDS INC COMMON STOCK 21036P10 66,239 1,590 (c) N/A (c) CONSTELLATION BRANDS INC COMMON STOCK 21036P10 3,049,512 73,200 (a) N/A (a) CONSTELLATION ENERGY GROUP COMMON STOCK 21037110 39,083 1,615 (c) N/A (a) CONSTELLATION ENERGY GROUP COMMON STOCK 21037110 638,880 26,400 (c) N/A (b) CONSTELLATION ENERGY GROUP COMMON STOCK 21037110 4,117,146 170,130 (a) N/A (b) CONSTELLATION ENERGY GROUP COMMON STOCK 21037110 4,235,266 175,011 (a) N/A (a) CONTROLADORA COML MEX GDR COMMON STOCK 21238A20 48,240 4,000 (a) N/A (b) CONVERA CORP COMMON STOCK 21191910 198,695 81,100 (c) N/A (c) CONVERA CORP COMMON STOCK 21191910 772,975 315,500 (a) N/A (a) CONVERGYS CORP COMMON STOCK 21248510 2,775 100 (a) N/A (c) CONVERGYS CORP COMMON STOCK 21248510 8,427,564 303,696 (a) N/A (a) COOPER CAMERON CORP COMMON STOCK 21664010 19,680 600 (a) N/A (a) COOPER CAMERON CORP COMMON STOCK 21664010 295,200 9,000 (a) N/A (b) COOPER COMPANIES INC. COMMON STOCK 21664840 39,865 850 (c) N/A (a) COOPER COMPANIES INC. COMMON STOCK 21664840 1,310,198 27,936 (a) N/A (b) COOPER COMPANIES INC. COMMON STOCK 21664840 4,229,114 90,173 (a) N/A (a) COOPER COMPANIES INC. COMMON STOCK 21664840 6,566,469 140,010 (c) N/A (c) COOPER IND INC COMMON STOCK 21666910 33,176 800 (a) N/A (b) COOPER IND INC COMMON STOCK 21666910 41,470 1,000 (a) N/A (a) COOPER IND INC COMMON STOCK 21666910 248,820 6,000 (c) N/A (b) COPYTELE INC COMMON STOCK 21772110 10,580 23,000 (a) N/A (b) CORIXA CORP COMMON STOCK 21887F10 31,594 3,009 (a) N/A (b) CORIXA CORP COMMON STOCK 21887F10 200,739 19,118 (a) N/A (a) CORN PRODUCTS INTL INC COMMON STOCK 21902310 5,746 200 (a) N/A (b) CORNERSTONE REALTY INCOME TR COMMON STOCK 21922V10 8,025 750 (c) N/A (a) CORNERSTONE REALTY INCOME TR COMMON STOCK 21922V10 24,075 2,250 (c) N/A (b) CORNERSTONE STRATEGIC RETURN EQUITY FUND 21923Y10 695 100 (a) N/A (b) CORNING INC. COMMON STOCK 21935010 34,398 3,900 (c) N/A (a) CORNING INC. COMMON STOCK 21935010 132,300 15,000 (c) N/A (b) CORNING INC. COMMON STOCK 21935010 154,350 17,500 (a) N/A (c) CORNING INC. COMMON STOCK 21935010 379,948 43,078 (a) N/A (b) CORNING INC. COMMON STOCK 21935010 1,484,970 168,364 (a) N/A (a) CORNING INC. COMMON STOCK 21935010 1,706,405 193,470 (c) N/A (c) CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T10 10,900 1,000 (a) N/A (a) CORRPRO COMPANIES INC COMMON STOCK 22031710 66,150 30,625 (c) N/A (b) CORUS BANKSHARES INC COMMON STOCK 22087310 26,970 600 (a) N/A (a) CORUS BANKSHARES INC COMMON STOCK 22087310 238,235 5,300 (c) N/A (c) CORVIS CORP COMMON STOCK 22100910 912 600 (a) N/A (b) CORVIS CORP COMMON STOCK 22100910 66,190 43,546 (a) N/A (a) COST PLUS INC/CALIFORNIA COMMON STOCK 22148510 14,688 800 (a) N/A (b) COST PLUS INC/CALIFORNIA COMMON STOCK 22148510 9,807,912 534,200 (a) N/A (a) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 71,120 2,000 (a) N/A (c) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 462,636 13,010 (c) N/A (a) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 947,674 26,650 (c) N/A (b) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 10,981,817 308,825 (a) N/A (a) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 11,408,004 320,810 (a) N/A (b) COSTCO WHOLESALE CORP COMMON STOCK 22160K10 11,420,734 321,168 (c) N/A (c) COUNTRYWIDE CREDIT INDS INC COMMON STOCK 22237210 87,860 2,000 (a) N/A (b) COUNTRYWIDE CREDIT INDS INC COMMON STOCK 22237210 2,710,481 61,700 (a) N/A (a) COUSINS PPTYS INC COMMON STOCK 22279510 42,075 1,700 (a) N/A (b) COVAD COMMUNICATIONS GROUP COMMON STOCK 22281420 4,367 12,131 (c) N/A (c) COVANCE INC COMMON STOCK 22281610 54 3 (c) N/A (a) COVANCE INC COMMON STOCK 22281610 22,388 1,250 (c) N/A (b) COVANCE INC COMMON STOCK 22281610 26,865 1,500 (a) N/A (a) COVANCE INC COMMON STOCK 22281610 505,062 28,200 (c) N/A (c) COVANSYS CORP COMMON STOCK 22281W10 242,989 27,802 (c) N/A (b) COVANSYS CORP COMMON STOCK 22281W10 437,000 50,000 (c) N/A (c) COVANTA ENERGY CORPORATION COMMON STOCK 22281N10 23,360 2,000 (a) N/A (b) COVANTA ENERGY CORPORATION COMMON STOCK 22281N10 300,176 25,700 (a) N/A (a) COX COMMUNICATIONS CL A COMMON STOCK 22404410 78,490 1,880 (c) N/A (c) COX COMMUNICATIONS CL A COMMON STOCK 22404410 144,956 3,472 (c) N/A (b) COX COMMUNICATIONS CL A COMMON STOCK 22404410 575,064 13,774 (c) N/A (a) COX COMMUNICATIONS CL A COMMON STOCK 22404410 3,368,014 80,671 (a) N/A (b) COX COMMUNICATIONS CL A COMMON STOCK 22404410 5,296,739 126,868 (a) N/A (a) COX RADIO INC COMMON STOCK 22405110 13,354,557 662,100 (a) N/A (a) CREDICORP LTD COMMON STOCK G2519Y10 539,500 65,000 (a) N/A (c) CREDICORP LTD COMMON STOCK G2519Y10 1,874,970 225,900 (a) N/A (a) CREDIT SUISSE HIGH YIELD BD FD COMMON STOCK 22544F10 39,338 7,639 (c) N/A (c) CREDIT SUISSE HIGH YIELD BD FD COMMON STOCK 22544F10 484,860 94,148 (c) N/A (b) CREDIT SUISSE HIGH YIELD BD FD COMMON STOCK 22544F10 3,042,129 590,705 (c) N/A (a) CREDIT SUISSE HIGH YIELD BD FD COMMON STOCK 22544F10 8,031,401 1,559,495 (a) N/A (b) CREDIT SUISSE HIGH YIELD BD FD COMMON STOCK 22544F10 11,573,874 2,247,354 (a) N/A (a) CREE INC COMMON STOCK 22544710 3,606 244 (c) N/A (c) CRESCENT REAL ESTATE EQUITE COMMON STOCK 22575610 87,945 4,100 (a) N/A (a) CRITICAL PATH INC COMMON STOCK 22674V10 1,911 3,295 (a) N/A (b) CRITICAL PATH INC COMMON STOCK 22674V10 25,520 44,000 (c) N/A (c) CROWN CASTLE INTL CORP COMMON STOCK 22822710 12,089,376 1,343,264 (a) N/A (a) CROWN MEDIA HOLDINGS-CLASS A COMMON STOCK 22841110 27,675 2,700 (a) N/A (c) CROWN MEDIA HOLDINGS-CLASS A COMMON STOCK 22841110 58,425 5,700 (a) N/A (b) CROWN MEDIA HOLDINGS-CLASS A COMMON STOCK 22841110 5,338,712 520,850 (a) N/A (a) CROWN PACKAGING ENTERPRISES COMMON STOCK 22844110 859 85,883 (a) N/A (c) CROWN PACKAGING ENTERPRISES COMMON STOCK 22844110 9,577 957,729 (a) N/A (a) CRYOLIFE INC COMMON STOCK 22890310 33,849 900 (a) N/A (a) CRYOLIFE INC COMMON STOCK 22890310 300,880 8,000 (c) N/A (c) CSG SYSTEMS INTL INC COMMON STOCK 12634910 107,871 2,631 (c) N/A (c) CSS INDS INC COMMON STOCK 12590610 1,049,950 41,500 (c) N/A (c) CSX CORP COMMON STOCK 12640810 15,750 500 (a) N/A (b) CSX CORP COMMON STOCK 12640810 44,100 1,400 (c) N/A (a) CSX CORP COMMON STOCK 12640810 4,227,300 134,200 (a) N/A (a) CUBIST PHARMACEUTICALS INC COMMON STOCK 22967810 16,385 500 (a) N/A (b) CUBIST PHARMACEUTICALS INC COMMON STOCK 22967810 32,737 999 (c) N/A (c) CUBIST PHARMACEUTICALS INC COMMON STOCK 22967810 12,960,535 395,500 (a) N/A (a) CULLEN/FROST BANKERS INC COMMON STOCK 22989910 59,290 2,200 (c) N/A (a) CULLEN/FROST BANKERS INC COMMON STOCK 22989910 118,580 4,400 (c) N/A (b) CULLEN/FROST BANKERS INC COMMON STOCK 22989910 2,024,619 75,125 (a) N/A (b) CULLEN/FROST BANKERS INC COMMON STOCK 22989910 4,198,945 155,805 (a) N/A (a) CULLEN/FROST BANKERS INC COMMON STOCK 22989910 7,337,676 272,270 (c) N/A (c) CURIS INC COMMON STOCK 23126910 1,634 467 (a) N/A (a) CURON MEDICAL INC COMMON STOCK 23129210 2,900 1,000 (a) N/A (b) CURTISS WRIGHT CORP COMMON STOCK 23156110 2,097,000 45,000 (a) N/A (a) CVS CORP COMMON STOCK 12665010 33,200 1,000 (c) N/A (b) CVS CORP COMMON STOCK 12665010 46,480 1,400 (a) N/A (c) CVS CORP COMMON STOCK 12665010 451,022 13,585 (c) N/A (a) CVS CORP COMMON STOCK 12665010 2,373,800 71,500 (c) N/A (c) CVS CORP COMMON STOCK 12665010 5,174,685 155,864 (a) N/A (b) CVS CORP COMMON STOCK 12665010 13,318,512 401,160 (a) N/A (a) CYGNUS INC COMMON STOCK 23256010 2,785 500 (a) N/A (a) CYGNUS INC COMMON STOCK 23256010 3,899 700 (a) N/A (b) CYMER INC COMMON STOCK 23257210 113,900 6,800 (a) N/A (b) CYMER INC COMMON STOCK 23257210 16,162,510 964,926 (a) N/A (a) CYPRESS SEMICONDUCTOR CORP COMMON STOCK 23280610 297,200 20,000 (c) N/A (c) CYPRESS SEMICONDUCTOR CORP COMMON STOCK 23280610 2,749,070 184,998 (a) N/A (a) CYTEC INDUSTRIES INC COMMON STOCK 23282010 60,144 2,598 (c) N/A (a) CYTYC CORP COMMON STOCK 23294610 16,086 600 (a) N/A (b) D.R. HORTON INC COMMON STOCK 23331A10 7,571,554 362,970 (c) N/A (c) DAIMLERCHRYSLER AG COMMON STOCK D1668R12 15,620 521 (a) N/A (a) DAIMLERCHRYSLER AG COMMON STOCK D1668R12 119,920 4,000 (c) N/A (b) DAL-TILE INTERNATIONAL INC COMMON STOCK 23426R10 11,850,300 770,000 (a) N/A (a) DANAHER CORP COMMON STOCK 23585110 28,308 600 (a) N/A (b) DANAHER CORP COMMON STOCK 23585110 108,514 2,300 (a) N/A (c) DANAHER CORP COMMON STOCK 23585110 207,592 4,400 (c) N/A (a) DANAHER CORP COMMON STOCK 23585110 21,266,385 450,750 (a) N/A (a) DANIELSON HOLDING CORP COMMON STOCK 23627410 1,380 370 (a) N/A (b) DARDEN RESTAURANTS INC COMMON STOCK 23719410 7,875 300 (a) N/A (a) DAVITA INC COMMON STOCK 23918K10 14,464,780 710,800 (a) N/A (a) DDI CORP COMMON STOCK 23316210 80,140 10,222 (a) N/A (b) DDI CORP COMMON STOCK 23316210 376,955 48,081 (a) N/A (a) DEERE AND CO COMMON STOCK 24419910 67,698 1,800 (c) N/A (b) DEERE AND CO COMMON STOCK 24419910 1,329,514 35,350 (a) N/A (a) DELIA*S CORPORATION-A COMMON STOCK 24688Q10 3,200,796 599,400 (a) N/A (a) DELL COMPUTER CORP COMMON STOCK 24702510 74,120 4,000 (a) N/A (c) DELL COMPUTER CORP COMMON STOCK 24702510 201,421 10,870 (a) N/A (b) DELL COMPUTER CORP COMMON STOCK 24702510 15,689,370 846,701 (c) N/A (c) DELL COMPUTER CORP COMMON STOCK 24702510 20,563,705 1,109,752 (a) N/A (a) DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 24712610 4,348 370 (a) N/A (b) DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 24712610 38,658 3,290 (a) N/A (a) DELPHI FINANCIAL GROUP CL A COMMON STOCK 24713110 5,931,494 175,488 (a) N/A (a) DELPHI INTERNATIONAL LTD COMMON STOCK G2706W10 66,778 27,824 (a) N/A (a) DELTA & PINE LAND CO COMMON STOCK 24735710 1,146,150 67,500 (c) N/A (c) DELTA AIR LINES INC. COMMON STOCK 24736110 18,431 700 (a) N/A (a) DELTATHREE.COM COMMON STOCK 24783N10 4,046 5,058 (c) N/A (c) DELTIC TIMBER CORP COMMON STOCK 24785010 15,964 631 (a) N/A (b) DENDRITE INTERNATIONAL INC COMMON STOCK 24823910 1,667,400 210,000 (c) N/A (c) DENTSPLY INTL INC COMMON STOCK 24903010 64,316 1,400 (c) N/A (a) DENTSPLY INTL INC COMMON STOCK 24903010 2,059,306 44,826 (a) N/A (b) DENTSPLY INTL INC COMMON STOCK 24903010 5,060,750 110,160 (a) N/A (a) DENTSPLY INTL INC COMMON STOCK 24903010 8,544,381 185,990 (c) N/A (c) DEPARTMENT 56 INC COMMON STOCK 24950910 198,755 31,300 (a) N/A (a) DEPOMED INC WARRANTS 24990811 4,625 5,000 (a) N/A (a) DEPOMED INC COMMON STOCK 24990810 25,700 5,000 (a) N/A (a) DESC S.A. ADR COMMON STOCK 25030910 53,037 7,100 (a) N/A (b) DEUTSCHE TELEKOM AG SPON ADR COMMON STOCK 25156610 199,810 12,891 (a) N/A (a) DEUTSCHE TELEKOM AG SPON ADR COMMON STOCK 25156610 3,295,130 212,589 (a) N/A (b) DEUTSCHE TELEKOM AG SPON ADR COMMON STOCK 25156610 34,883,137 2,250,525 (c) N/A (c) DEVELOPERS DIVERSIFIED REALTY COMMON STOCK 25159110 366,180 20,400 (a) N/A (a) DEVELOPERS DIVERSIFIED REALTY COMMON STOCK 25159110 2,200,670 122,600 (c) N/A (c) DEVON ENERGY CORPORATION COMMON STOCK 25179M10 123,840 3,600 (c) N/A (b) DEVON ENERGY CORPORATION COMMON STOCK 25179M10 224,873 6,537 (a) N/A (b) DEVON ENERGY CORPORATION COMMON STOCK 25179M10 225,389 6,552 (a) N/A (a) DEVRY INC COMMON STOCK 25189310 35,900 1,000 (c) N/A (a) DEVRY INC COMMON STOCK 25189310 40,800,063 1,136,492 (a) N/A (a) DIAGEO PLC SPON ADR COMMON STOCK 25243Q20 325,070 7,833 (a) N/A (a) DIAGEO PLC SPON ADR COMMON STOCK 25243Q20 772,315 18,610 (a) N/A (b) DIAL CORP COMMON STOCK 25247D10 66,200 4,000 (a) N/A (b) DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C10 151,320 6,000 (a) N/A (a) DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C10 176,540 7,000 (a) N/A (b) DIAMOND TRUST SERIES I COMMON STOCK 25278710 44,175 500 (c) N/A (b) DIAMOND TRUST SERIES I COMMON STOCK 25278710 48,592 550 (a) N/A (b) DIGITAL INSIGHT COMMON STOCK 25385P10 243,869 21,206 (a) N/A (a) DILLARDS INC. COMMON STOCK 25406710 251,547 19,100 (a) N/A (a) DILLARDS INC. COMMON STOCK 25406710 2,216,511 168,300 (c) N/A (c) DIME BANCORP LITIGATION COMMON STOCK 25429Q11 5,525 22,100 (a) N/A (a) DIMON INCORPORATED COMMON STOCK 25439410 592,992 103,129 (a) N/A (b) DISCOVERY PARTNERS COMMON STOCK 25467510 592,970 177,006 (a) N/A (a) DISTRIBUCION Y SERVICIO ADR COMMON STOCK 25475310 1,354,080 120,900 (a) N/A (c) DISTRIBUCION Y SERVICIO ADR COMMON STOCK 25475310 1,966,720 175,600 (a) N/A (a) DITECH COMMUNICATIONS COMMON STOCK 25500M10 315 75 (c) N/A (c) DIVERSA CORP COMMON STOCK 25506410 1,243,620 132,300 (a) N/A (a) DMC STRATEX NETWORKS COMMON STOCK 23322L10 2,064 400 (a) N/A (a) DOCUMENTUM INC COMMON STOCK 25615910 13,506,948 1,649,200 (a) N/A (a) DOLLAR GENERAL COMMON STOCK 25666910 11,700 1,000 (a) N/A (b) DOLLAR TREE STORES INC COMMON STOCK 25674710 51,003 2,700 (a) N/A (b) DOLLAR TREE STORES INC COMMON STOCK 25674710 4,533,600 240,000 (c) N/A (c) DOLLAR TREE STORES INC COMMON STOCK 25674710 13,876,594 734,600 (a) N/A (a) DOMINION RESOURCES, VA COMMON STOCK 25746U10 380,790 6,416 (a) N/A (b) DONALDSON INC COMMON STOCK 25765110 28,820 1,000 (a) N/A (b) DONALDSON INC COMMON STOCK 25765110 6,317,344 219,200 (a) N/A (a) DONNELLEY (R.R.) & SONS COMMON STOCK 25786710 24,345 900 (a) N/A (a) DONNELLEY (R.R.) & SONS COMMON STOCK 25786710 59,510 2,200 (a) N/A (b) DONNELLY CORP COMMON STOCK 25787010 9,687 687 (a) N/A (b) DORCHESTER HUGOTON LTD COMMON STOCK 25820520 72,960 5,700 (c) N/A (a) DOUBLECLICK INC COMMON STOCK 25860930 1,425 250 (a) N/A (a) DOUBLECLICK INC COMMON STOCK 25860930 8,664 1,520 (a) N/A (b) DOUBLECLICK INC COMMON STOCK 25860930 55,290 9,700 (c) N/A (c) DOVER CORP COMMON STOCK 26000310 110,383 3,666 (a) N/A (b) DOVER CORP COMMON STOCK 26000310 3,053,154 101,400 (a) N/A (a) DOW CHEMICAL COMMON STOCK 26054310 374,250 11,424 (c) N/A (a) DOW CHEMICAL COMMON STOCK 26054310 396,494 12,103 (c) N/A (b) DOW CHEMICAL COMMON STOCK 26054310 522,882 15,961 (a) N/A (b) DOW CHEMICAL COMMON STOCK 26054310 3,068,498 93,666 (a) N/A (a) DOW JONES & CO INC COMMON STOCK 26056110 -277,123 -6,100 (a) N/A (a) DOW JONES & CO INC COMMON STOCK 26056110 4,543 100 (a) N/A (b) DPL INC COMMON STOCK 23329310 180,576 7,425 (c) N/A (b) DQE INC COMMON STOCK 23329J10 -69,264 -3,600 (a) N/A (a) DRESS BARN INC COMMON STOCK 26157010 8,262,150 370,500 (a) N/A (a) DRS TECHNOLOGIES INC COMMON STOCK 23330X10 69,500 2,000 (c) N/A (a) DRS TECHNOLOGIES INC COMMON STOCK 23330X10 467,283 13,447 (a) N/A (b) DRS TECHNOLOGIES INC COMMON STOCK 23330X10 6,348,478 182,690 (a) N/A (a) DRS TECHNOLOGIES INC COMMON STOCK 23330X10 14,928,600 429,600 (c) N/A (c) DRUGSTORE.COM COMMON STOCK 26224110 1,400 2,000 (a) N/A (b) DST SYSTEMS INC COMMON STOCK 23332610 21,625 500 (a) N/A (c) DTE ENERGY COMPANY COMMON STOCK 23333110 195,404 4,539 (a) N/A (b) DTE ENERGY COMPANY COMMON STOCK 23333110 697,410 16,200 (a) N/A (a) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 315,168 8,400 (a) N/A (c) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 370,210 9,867 (c) N/A (a) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 562,875 15,002 (a) N/A (b) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 651,685 17,369 (c) N/A (b) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 7,305,557 194,711 (c) N/A (c) DU PONT (E.I.) DE NEMOUR COMMON STOCK 26353410 88,585,433 2,361,019 (a) N/A (a) DUANE READE INC COMMON STOCK 26357810 39,000 1,300 (a) N/A (b) DUANE READE INC COMMON STOCK 26357810 12,270,000 409,000 (a) N/A (a) DUKE ENERGY CORP. COMMON STOCK 26439910 121,120 3,200 (a) N/A (c) DUKE ENERGY CORP. COMMON STOCK 26439910 823,994 21,770 (a) N/A (b) DUKE ENERGY CORP. COMMON STOCK 26439910 870,550 23,000 (c) N/A (b) DUKE ENERGY CORP. COMMON STOCK 26439910 24,061,245 635,700 (a) N/A (a) DUN & BRADSTREET CORP NEW COMMON STOCK 26483E10 28,000 1,000 (a) N/A (c) DUN & BRADSTREET CORP NEW COMMON STOCK 26483E10 120,400 4,300 (a) N/A (a) DUN & BRADSTREET CORP NEW COMMON STOCK 26483E10 251,104 8,968 (a) N/A (b) DUN & BRADSTREET CORP NEW COMMON STOCK 26483E10 2,240,000 80,000 (a) N/A (a) DURAMED PHARMACEUTICALS INC COMMON STOCK 26635410 2,024 100 (c) N/A (b) DYAX CORP COMMON STOCK 26746E10 4,810 500 (a) N/A (b) DYCOM INDS INC COMMON STOCK 26747510 8,120 700 (a) N/A (a) DYCOM INDS INC COMMON STOCK 26747510 259,260 22,350 (c) N/A (c) DYNACARE INC COMMON STOCK 26792020 1,200,150 114,300 (a) N/A (a) DYNACORE HOLDINGS CORP NEW COMMON STOCK 26779T30 21,029 100,139 (a) N/A (a) DYNERGY INC COMMON STOCK 26816Q10 8,801 254 (a) N/A (b) DYNERGY INC COMMON STOCK 26816Q10 83,160 2,400 (a) N/A (a) E TRADE GROUP INC COMMON STOCK 26924610 16,795 2,776 (c) N/A (c) E TRADE GROUP INC COMMON STOCK 26924610 19,662 3,250 (a) N/A (a) E.ON AG SPONS ADR COMMON STOCK 26878010 35,875 700 (c) N/A (c) E.ON AG SPONS ADR COMMON STOCK 26878010 534,179 10,423 (a) N/A (a) E.PIPHANY INC COMMON STOCK 26881V10 196,350 46,200 (a) N/A (b) E.PIPHANY INC COMMON STOCK 26881V10 5,676,797 1,335,717 (a) N/A (a) EARTHLINK INC COMMON STOCK 27032110 60,920 4,000 (a) N/A (a) EAST WEST BANCORP INC COMMON STOCK 27579R10 877,125 37,500 (a) N/A (a) EASTMAN KODAK CO COMMON STOCK 27746110 250,481 7,700 (a) N/A (a) EASTMAN KODAK CO COMMON STOCK 27746110 264,306 8,125 (a) N/A (b) EASTMAN KODAK CO COMMON STOCK 27746110 458,966 14,109 (c) N/A (b) EASYRIDERS INC COMMON STOCK 27784810 129 300 (a) N/A (b) EATON CORP COMMON STOCK 27805810 3,807,203 64,300 (a) N/A (a) EBAY INC COMMON STOCK 27864210 68,625 1,500 (a) N/A (a) EBAY INC COMMON STOCK 27864210 76,540 1,673 (a) N/A (b) EBAY INC COMMON STOCK 27864210 3,509,391 76,708 (c) N/A (c) ECHELON CORP COMMON STOCK 27874N10 6,614 530 (a) N/A (b) ECHOSTAR COMMUNICATIONS - A COMMON STOCK 27876210 25,597 1,100 (a) N/A (b) ECHOSTAR COMMUNICATIONS - A COMMON STOCK 27876210 27,924 1,200 (c) N/A (a) ECHOSTAR COMMUNICATIONS - A COMMON STOCK 27876210 72,346 3,109 (c) N/A (c) ECLIPSYS CORP COMMON STOCK 27885610 35,937 2,702 (c) N/A (a) EDISON INTERNATIONAL COMMON STOCK 28102010 152,656 11,600 (a) N/A (a) EDISON SCHOOLS INC COMMON STOCK 28103310 115,304 7,636 (a) N/A (a) EDWARDS (A.G.) INC COMMON STOCK 28176010 49,154 1,400 (a) N/A (b) EDWARDS LIFESCIENCE CP COMMON STOCK 28176E10 448 20 (c) N/A (b) EDWARDS LIFESCIENCE CP COMMON STOCK 28176E10 20,608 920 (a) N/A (a) EDWARDS LIFESCIENCE CP COMMON STOCK 28176E10 73,338 3,274 (a) N/A (b) EFUNDS CORP COMMON STOCK 28224R10 1,148,018 68,950 (a) N/A (a) EGL INC COMMON STOCK 26848410 3,991,500 450,000 (c) N/A (c) EL PASO CORPORATION COMMON STOCK 28336L10 457,839 11,019 (c) N/A (a) EL PASO CORPORATION COMMON STOCK 28336L10 1,033,764 24,880 (c) N/A (b) EL PASO CORPORATION COMMON STOCK 28336L10 2,307,521 55,536 (a) N/A (b) EL PASO CORPORATION COMMON STOCK 28336L10 8,574,715 206,371 (a) N/A (a) EL PASO ENERGY PARTNERS LP COMMON STOCK 28368B10 18,928 520 (c) N/A (b) ELAN CORP PLC SPONS ADR COMMON STOCK 28413120 31,492 650 (c) N/A (b) ELAN CORP PLC SPONS ADR COMMON STOCK 28413120 33,430 690 (a) N/A (a) ELAN CORP PLC SPONS ADR COMMON STOCK 28413120 278,055 5,739 (a) N/A (b) ELANTEC SEMICONDUCTOR INC COMMON STOCK 28415510 1,897,965 82,700 (a) N/A (a) ELECTRO SCIENTIFIC INDS INC COMMON STOCK 28522910 19,755 900 (c) N/A (a) ELECTRO SCIENTIFIC INDS INC COMMON STOCK 28522910 678,365 30,905 (a) N/A (b) ELECTRO SCIENTIFIC INDS INC COMMON STOCK 28522910 3,554,144 161,920 (c) N/A (c) ELECTRO SCIENTIFIC INDS INC COMMON STOCK 28522910 5,784,549 263,533 (a) N/A (a) ELECTRONIC ARTS INC COMMON STOCK 28551210 12,572,951 275,300 (a) N/A (a) ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 28566110 691 12 (c) N/A (b) ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 28566110 214,831 3,731 (a) N/A (b) ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 28566110 673,686 11,700 (c) N/A (c) ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 28566110 1,884,018 32,720 (a) N/A (a) ELECTRONICS FOR IMAGING INC. COMMON STOCK 28608210 1,905 117 (c) N/A (c) ELEKTRA S A GDR COMMON STOCK 40050A10 3,055 650 (c) N/A (c) EMAGIN CORPORATION COMMON STOCK 29076N10 29,936 17,926 (a) N/A (a) EMBARCADERO TECHNOLOGIES INC COMMON STOCK 29078710 1,643,256 208,800 (a) N/A (a) EMBOTELLADORA ANDINA ADR B COMMON STOCK 29081P30 596,400 71,000 (a) N/A (c) EMBOTELLADORA ANDINA ADR B COMMON STOCK 29081P30 744,240 88,600 (a) N/A (a) EMBRAER AIRCRAFT CORP ADR COMMON STOCK 29081M10 912,900 71,600 (a) N/A (a) EMBRATEL PARTICIP ADR COMMON STOCK 29081N10 114,111 40,900 (a) N/A (c) EMBRATEL PARTICIP ADR COMMON STOCK 29081N10 2,812,041 1,007,900 (a) N/A (a) EMC CORP MASS COMMON STOCK 26864810 109,980 9,360 (c) N/A (a) EMC CORP MASS COMMON STOCK 26864810 923,550 78,600 (c) N/A (b) EMC CORP MASS COMMON STOCK 26864810 1,061,025 90,300 (c) N/A (c) EMC CORP MASS COMMON STOCK 26864810 3,908,262 332,618 (a) N/A (b) EMC CORP MASS COMMON STOCK 26864810 11,498,550 978,600 (a) N/A (a) EMCOR GROUP INC COMMON STOCK 29084Q10 35,090 1,100 (c) N/A (a) EMCOR GROUP INC COMMON STOCK 29084Q10 1,087,630 34,095 (a) N/A (b) EMCOR GROUP INC COMMON STOCK 29084Q10 4,159,282 130,385 (a) N/A (a) EMCOR GROUP INC COMMON STOCK 29084Q10 6,773,965 212,350 (c) N/A (c) EMERGING MARKETS INCOME FD EQUITY FUND 29091810 1,219 100 (a) N/A (b) EMERGING MKTS FLOATING RATE FIXED INC FND 29088510 1,150 100 (a) N/A (b) EMERGING MKTS TELECOM FD INC CLSD END FND 29089010 25,354 4,018 (c) N/A (c) EMERGING MKTS TELECOM FD INC CLSD END FND 29089010 90,441 14,333 (a) N/A (a) EMERSON ELECTRIC CO COMMON STOCK 29101110 47,060 1,000 (a) N/A (c) EMERSON ELECTRIC CO COMMON STOCK 29101110 289,419 6,150 (c) N/A (a) EMERSON ELECTRIC CO COMMON STOCK 29101110 452,247 9,610 (c) N/A (c) EMERSON ELECTRIC CO COMMON STOCK 29101110 861,198 18,300 (c) N/A (b) EMERSON ELECTRIC CO COMMON STOCK 29101110 3,145,396 66,838 (a) N/A (a) EMERSON ELECTRIC CO COMMON STOCK 29101110 5,136,364 109,145 (a) N/A (b) EMISPHERE TECHNOLOGIES INC COMMON STOCK 29134510 21,774 1,140 (a) N/A (b) EMISPHERE TECHNOLOGIES INC COMMON STOCK 29134510 59,210 3,100 (a) N/A (a) EMMIS COMMUNICATIONS CL A COMMON STOCK 29152510 254,268 17,633 (c) N/A (c) EMMIS COMMUNICATIONS CL A COMMON STOCK 29152510 14,669,466 1,017,300 (a) N/A (a) EMPRESA NACIONAL DE ELEC-ADR COMMON STOCK 29244T10 1,448,818 167,300 (a) N/A (c) EMPRESA NACIONAL DE ELEC-ADR COMMON STOCK 29244T10 2,352,922 271,700 (a) N/A (a) EMULEX CORP COMMON STOCK 29247520 29,662 3,119 (c) N/A (c) EMULEX CORP COMMON STOCK 29247520 27,147,246 2,854,600 (a) N/A (a) ENBRIDGE ENERGY PARTNERS LP COMMON STOCK 29250R10 22,785 500 (a) N/A (b) ENCOMPASS SERVICES CORP COMMON STOCK 29255U10 42 11 (a) N/A (b) ENDESA -SPONSORED ADR COMMON STOCK 29258N10 9,204 600 (a) N/A (a) ENDESA -SPONSORED ADR COMMON STOCK 29258N10 39,884 2,600 (c) N/A (c) ENDO PHARMACEUTICAL HLDGS INC COMMON STOCK 29264F20 2,170 200 (c) N/A (b) ENDO PHARMACEUT-WTS @ $ 1.00 WARRANTS 29264F11 15 100 (a) N/A (b) ENDO PHARMACEUT-WTS @ $ 1.00 WARRANTS 29264F11 30 200 (c) N/A (b) ENERGIZER HOLDINGS INC COMMON STOCK 29266R10 5,817 350 (c) N/A (a) ENERGY EAST CORPORATION COMMON STOCK 29266M10 34,187 1,700 (a) N/A (b) ENERGY EAST CORPORATION COMMON STOCK 29266M10 146,803 7,300 (a) N/A (a) ENERSIS S.A. ADR COMMON STOCK 29274F10 1,215,432 99,300 (a) N/A (c) ENERSIS S.A. ADR COMMON STOCK 29274F10 3,019,608 246,700 (a) N/A (a) ENESCO GROUP INC COMMON STOCK 29297310 1,452 350 (a) N/A (b) ENGELHARD CORP COMMON STOCK 29284510 80,850 3,500 (c) N/A (b) ENGELHARD CORP COMMON STOCK 29284510 1,242,318 53,780 (a) N/A (a) ENGELHARD CORP COMMON STOCK 29284510 2,148,300 93,000 (c) N/A (c) ENGELHARD CORP COMMON STOCK 29284510 2,310,439 100,019 (a) N/A (b) ENI SPA SPONSORED ADR COMMON STOCK 26874R10 82,790 1,355 (a) N/A (a) ENI SPA SPONSORED ADR COMMON STOCK 26874R10 770,838 12,616 (a) N/A (b) ENRON CORP COMMON STOCK 29356110 105,979 3,892 (c) N/A (a) ENRON CORP COMMON STOCK 29356110 201,502 7,400 (a) N/A (c) ENRON CORP COMMON STOCK 29356110 648,074 23,800 (c) N/A (b) ENRON CORP COMMON STOCK 29356110 2,054,857 75,463 (a) N/A (b) ENRON CORP COMMON STOCK 29356110 15,933,988 585,163 (c) N/A (c) ENRON CORP COMMON STOCK 29356110 60,111,695 2,207,554 (a) N/A (a) ENTERCOM COMMUNICATIONS CORP COMMON STOCK 29363910 3,808,476 112,014 (c) N/A (c) ENTERCOM COMMUNICATIONS CORP COMMON STOCK 29363910 23,123,400 680,100 (a) N/A (a) ENTERTAINMENT PROPERTIES TR COMMON STOCK 29380T10 182,520 10,800 (a) N/A (a) ENTERTAINMENT PROPERTIES TR COMMON STOCK 29380T10 1,613,511 95,474 (c) N/A (c) ENTRAVISION COMMUNICATIONS COMMON STOCK 29382R10 8,550 1,000 (a) N/A (b) ENTREMED INC COMMON STOCK 29382F10 4,300 500 (a) N/A (a) ENTRUST INC COMMON STOCK 29384810 855 300 (a) N/A (a) ENTRUST INC COMMON STOCK 29384810 855 300 (c) N/A (b) ENZO BIOCHEM INC COM COMMON STOCK 29410010 135,341 7,980 (a) N/A (a) ENZO BIOCHEM INC COM COMMON STOCK 29410010 1,193,984 70,400 (c) N/A (c) ENZON INC COMMON STOCK 29390410 897,600 17,600 (a) N/A (a) EOG RESOURCES INC COMMON STOCK 26875P10 7,811 270 (a) N/A (b) EOG RESOURCES INC COMMON STOCK 26875P10 107,041 3,700 (c) N/A (b) EOG RESOURCES INC COMMON STOCK 26875P10 567,028 19,600 (a) N/A (a) EOTT ENERGY PARTNERS-LP COMMON STOCK 29410310 139,590 7,050 (a) N/A (a) EPCOS AG SPON ADR COMMON STOCK 29410P10 11,384 352 (a) N/A (a) EPCOS AG SPON ADR COMMON STOCK 29410P10 91,166 2,819 (a) N/A (b) EPRISE CORP COMMON STOCK 29435210 2,790 3,000 (a) N/A (b) EQUANT NV-NY REGISTERED SHS COMMON STOCK 29440910 3,296 338 (a) N/A (a) EQUANT NV-NY REGISTERED SHS COMMON STOCK 29440910 13,172 1,351 (a) N/A (b) EQUINIX INC COMMON STOCK 29444U10 1,800 4,000 (c) N/A (a) EQUITABLE RES INC COMMON STOCK 29454910 60,020 2,000 (c) N/A (a) EQUITABLE RES INC COMMON STOCK 29454910 2,081,314 69,354 (a) N/A (b) EQUITABLE RES INC COMMON STOCK 29454910 5,093,357 169,722 (a) N/A (a) EQUITABLE RES INC COMMON STOCK 29454910 8,755,418 291,750 (c) N/A (c) EQUITY OFFICE PROPERTIES TRUST COMMON STOCK 29474110 535,008 16,719 (a) N/A (a) EQUITY RESIDENTIAL PROPERTIES CONVERTIBLES 29476L85 3,374,561 132,700 (a) N/A (a) EQUITY RESIDENTIAL PROPS TR COMMON STOCK 29476L10 556,143 9,523 (c) N/A (c) EQUITY RESIDENTIAL PROPS TR COMMON STOCK 29476L10 761,536 13,040 (a) N/A (a) ERICSSON (LM) TEL - SP ADR COMMON STOCK 29482140 27,920 8,000 (c) N/A (a) ERICSSON (LM) TEL - SP ADR COMMON STOCK 29482140 96,882 27,760 (a) N/A (b) ERICSSON (LM) TEL - SP ADR COMMON STOCK 29482140 184,272 52,800 (c) N/A (b) ERICSSON (LM) TEL - SP ADR COMMON STOCK 29482140 1,442,469 413,315 (a) N/A (a) ESCO TECHNOLOGIES INC COMMON STOCK 29631510 70,965 2,850 (c) N/A (a) ESCO TECHNOLOGIES INC COMMON STOCK 29631510 772,274 31,015 (a) N/A (b) ESCO TECHNOLOGIES INC COMMON STOCK 29631510 5,142,871 206,541 (a) N/A (a) ESCO TECHNOLOGIES INC COMMON STOCK 29631510 9,373,605 376,450 (c) N/A (c) ESSEX PROPERTY TRUST INC. COMMON STOCK 29717810 152,210 3,100 (a) N/A (a) ESTEE LAUDER CO CL-A COMMON STOCK 51843910 114,699 3,460 (c) N/A (a) ESTEE LAUDER CO CL-A COMMON STOCK 51843910 1,376,653 41,528 (a) N/A (a) ESTEE LAUDER CO CL-A COMMON STOCK 51843910 1,487,706 44,878 (a) N/A (b) ESTEE LAUDER CO CL-A COMMON STOCK 51843910 14,572,906 439,605 (c) N/A (c) ETHAN ALLEN INTERIORS INC COMMON STOCK 29760210 32,450 1,180 (c) N/A (a) ETHAN ALLEN INTERIORS INC COMMON STOCK 29760210 1,076,158 39,133 (a) N/A (b) ETHAN ALLEN INTERIORS INC COMMON STOCK 29760210 2,698,245 98,118 (a) N/A (a) ETHAN ALLEN INTERIORS INC COMMON STOCK 29760210 5,440,325 197,830 (c) N/A (c) EUROPEAN WARRANT FUND INC EQUITY FUND 29879210 19,043 3,520 (a) N/A (b) EVEREST RE GROUP LTD COMMON STOCK G3223R10 153,339 2,370 (a) N/A (b) EVEREST RE GROUP LTD COMMON STOCK G3223R10 3,144,420 48,600 (a) N/A (a) EXACT SCIENCES CORP COMMON STOCK 30063P10 177,616 19,181 (a) N/A (a) EXACT SCIENCES CORP COMMON STOCK 30063P10 355,232 38,362 (a) N/A (b) EXAR CORP COMMON STOCK 30064510 15,752,515 910,550 (a) N/A (a) EXELIXIS INC COMMON STOCK 30161Q10 80,220 7,000 (c) N/A (b) EXELON CORPORATION COMMON STOCK 30161N10 40,140 900 (c) N/A (b) EXELON CORPORATION COMMON STOCK 30161N10 53,520 1,200 (a) N/A (a) EXELON CORPORATION COMMON STOCK 30161N10 178,400 4,000 (a) N/A (b) EXODUS COMMUNICATIONS INC COMMON STOCK 30208810 136 800 (c) N/A (a) EXODUS COMMUNICATIONS INC COMMON STOCK 30208810 833 4,899 (c) N/A (c) EXODUS COMMUNICATIONS INC COMMON STOCK 30208810 3,426 20,155 (a) N/A (a) EXPEDITORS INTL WASH INC COMMON STOCK 30213010 10,019,260 211,600 (a) N/A (a) EXPRESS SCRIPTS INC. COMMON STOCK 30218210 33,192 600 (c) N/A (a) EXPRESS SCRIPTS INC. COMMON STOCK 30218210 12,170,400 220,000 (a) N/A (a) EXTENDED STAY AMERICA INC COMMON STOCK 30224P10 7,019,397 485,100 (a) N/A (a) EXTREME NETWORKS INC COMMON STOCK 30226D10 -3,455 -500 (a) N/A (a) EXXON MOBIL CORP COMMON STOCK 30231G10 1,670,560 42,400 (a) N/A (c) EXXON MOBIL CORP COMMON STOCK 30231G10 8,393,303 213,028 (c) N/A (a) EXXON MOBIL CORP COMMON STOCK 30231G10 15,591,171 395,715 (c) N/A (b) EXXON MOBIL CORP COMMON STOCK 30231G10 19,451,386 493,690 (c) N/A (c) EXXON MOBIL CORP COMMON STOCK 30231G10 33,614,110 853,150 (a) N/A (b) EXXON MOBIL CORP COMMON STOCK 30231G10 205,639,317 5,219,272 (a) N/A (a) F5 NETWORKS INC COMMON STOCK 31561610 94,656 10,200 (a) N/A (a) F5 NETWORKS INC COMMON STOCK 31561610 834,272 89,900 (c) N/A (c) FAIRCHILD SEMICONDUCT CORP COMMON STOCK 30372610 20,865 1,300 (c) N/A (a) FASTENAL CO. COMMON STOCK 31190010 61,538 1,080 (c) N/A (b) FEDERAL NATL MTG ASSN COMMON STOCK 31358610 808,606 10,100 (c) N/A (a) FEDERAL NATL MTG ASSN COMMON STOCK 31358610 931,338 11,633 (c) N/A (c) FEDERAL NATL MTG ASSN COMMON STOCK 31358610 1,080,810 13,500 (c) N/A (b) FEDERAL NATL MTG ASSN COMMON STOCK 31358610 5,015,919 62,652 (a) N/A (b) FEDERAL NATL MTG ASSN COMMON STOCK 31358610 21,145,207 264,117 (a) N/A (a) FEDERAL SIGNAL CORP COMMON STOCK 31385510 91,728 5,200 (c) N/A (c) FEDERAL SIGNAL CORP COMMON STOCK 31385510 233,624 13,244 (a) N/A (a) FEDERAL SIGNAL CORP COMMON STOCK 31385510 238,599 13,526 (a) N/A (b) FEDERAL-MOGUL CORP COMMON STOCK 31354910 21 33 (c) N/A (a) FEDERATED DEPARTMENT STORES COMMON STOCK 31410H10 25,380 900 (c) N/A (a) FEDERATED DEPARTMENT STORES COMMON STOCK 31410H10 112,800 4,000 (c) N/A (b) FEDERATED DEPARTMENT STORES COMMON STOCK 31410H10 2,002,200 71,000 (c) N/A (c) FEDERATED DEPARTMENT STORES COMMON STOCK 31410H10 3,313,274 117,492 (a) N/A (b) FEDERATED DEPARTMENT STORES COMMON STOCK 31410H10 8,303,772 294,460 (a) N/A (a) FEDERATED DEPT STORES WTS C WARRANTS 31410H12 982 517 (a) N/A (a) FEDERATED INVESTORS INC COMMON STOCK 31421110 10,469,520 353,700 (a) N/A (a) FEDERATED INVESTORS INC COMMON STOCK 31421110 11,840,000 400,000 (c) N/A (c) FEDEX CORPORATION COMMON STOCK 31428X10 36,750 1,000 (a) N/A (a) FELCOR LODGING TRUST INC COMMON STOCK 31430F10 55,145 4,100 (a) N/A (a) FELCOR LODGING TRUST INC COMMON STOCK 31430F10 269,000 20,000 (c) N/A (a) FIDELITY NATIONAL FINANCIAL COMMON STOCK 31632610 76,341 2,839 (a) N/A (b) FIDELITY NATIONAL FINANCIAL COMMON STOCK 31632610 116,038 4,315 (c) N/A (a) FIDELITY NATIONAL FINANCIAL COMMON STOCK 31632610 7,568,917 281,477 (a) N/A (a) FIFTH THIRD BANCORP COMMON STOCK 31677310 23,793 387 (a) N/A (b) FIFTH THIRD BANCORP COMMON STOCK 31677310 31,970 520 (a) N/A (a) FIFTH THIRD BANCORP COMMON STOCK 31677310 51,397 836 (c) N/A (a) FIFTH THIRD BANCORP COMMON STOCK 31677310 596,356 9,700 (c) N/A (b) FIFTH THIRD BANCORP COMMON STOCK 31677310 43,053,399 700,283 (c) N/A (c) FILENET CORP COMMON STOCK 31686910 115,140 11,434 (a) N/A (b) FILENET CORP COMMON STOCK 31686910 156,085 15,500 (a) N/A (a) FILENET CORP COMMON STOCK 31686910 845,880 84,000 (c) N/A (c) FINISAR CORPORATION COMMON STOCK 31787A10 4,017,452 1,014,508 (a) N/A (a) FINLAY ENTERPRISES INC COMMON STOCK 31788420 21,600 3,000 (a) N/A (b) FIRST AMER FINL CORP CALF COMMON STOCK 31852230 2,326,725 114,900 (a) N/A (a) FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M10 15,889 191 (a) N/A (a) FIRST DATA CORP COMMON STOCK 31996310 262,753 4,510 (a) N/A (b) FIRST DATA CORP COMMON STOCK 31996310 442,776 7,600 (c) N/A (b) FIRST DATA CORP COMMON STOCK 31996310 903,729 15,512 (c) N/A (a) FIRST DATA CORP COMMON STOCK 31996310 6,355,583 109,090 (a) N/A (a) FIRST DATA CORP COMMON STOCK 31996310 25,625,952 439,855 (c) N/A (c) FIRST FINANCIAL HOLDINGS INC COMMON STOCK 32023910 45,900 2,000 (c) N/A (a) FIRST FINANCIAL HOLDINGS INC COMMON STOCK 32023910 1,354,876 59,036 (a) N/A (b) FIRST FINANCIAL HOLDINGS INC COMMON STOCK 32023910 3,184,496 138,758 (a) N/A (a) FIRST FINANCIAL HOLDINGS INC COMMON STOCK 32023910 7,803,574 340,025 (c) N/A (c) FIRST HEALTH GROUP CORP COMMON STOCK 32096010 5,353,036 182,200 (a) N/A (a) FIRST HORIZON PHARMACEUTICAL COMMON STOCK 32051K10 66,376 2,550 (a) N/A (a) FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K10 138,000 4,600 (a) N/A (a) FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K10 960,000 32,000 (c) N/A (c) FIRST PHILIPPINE FUND INC EQUITY FUND 33610010 1,560 600 (a) N/A (b) FIRST REPUBLIC BANK COMMON STOCK 33615810 357,882 15,594 (a) N/A (b) FIRST TENNESSEE NATIONAL CORP COMMON STOCK 33716210 4,817,141 130,193 (c) N/A (c) FIRST VIRGINIA BANKS INC COMMON STOCK 33747710 112,210 2,450 (c) N/A (b) FIRSTENERGY CORP COMMON STOCK 33793210 7,190 200 (a) N/A (b) FIRSTFED FINL CORP DEL COMMON STOCK 33790710 620,438 23,863 (a) N/A (b) FIRSTFED FINL CORP DEL COMMON STOCK 33790710 1,489,800 57,300 (c) N/A (c) FIRSTFED FINL CORP DEL COMMON STOCK 33790710 2,705,170 104,045 (a) N/A (a) FIRSTMERIT CORP COMMON STOCK 33791510 65,716 2,800 (c) N/A (a) FIRSTMERIT CORP COMMON STOCK 33791510 1,623,748 69,184 (a) N/A (b) FIRSTMERIT CORP COMMON STOCK 33791510 4,397,879 187,383 (a) N/A (a) FIRSTMERIT CORP COMMON STOCK 33791510 7,537,860 321,170 (c) N/A (c) FISERV INC COMMON STOCK 33773810 160,740 4,700 (c) N/A (a) FISHER COMMUNICATIONS INC COMMON STOCK 33775620 83,200 1,600 (a) N/A (b) FISHER SCIENTIFIC INTL COMMON STOCK 33803220 6,604 260 (c) N/A (a) FLAGSTAR BANCORP INC COMMON STOCK 33793010 1,292,445 55,950 (a) N/A (a) FLAGSTAR BANCORP INC COMMON STOCK 33793010 2,229,150 96,500 (c) N/A (c) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 260,925 7,100 (a) N/A (c) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 779,688 21,216 (c) N/A (a) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 1,898,726 51,666 (c) N/A (b) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 6,287,925 171,100 (c) N/A (c) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 15,912,860 433,003 (a) N/A (b) FLEET BOSTON FINANCIAL CORP COMMON STOCK 33903010 115,776,208 3,150,373 (a) N/A (a) FLEMING COS INC COMMON STOCK 33913010 17,552,500 595,000 (a) N/A (a) FLEXTRONICS INTERNATIONAL LTD COMMON STOCK Y2573F10 71,304 4,311 (a) N/A (b) FLEXTRONICS INTERNATIONAL LTD COMMON STOCK Y2573F10 723,625 43,750 (c) N/A (a) FLEXTRONICS INTERNATIONAL LTD COMMON STOCK Y2573F10 6,911,785 417,883 (a) N/A (a) FLIR SYSTEMS INC COMMON STOCK 30244510 45,133 1,100 (a) N/A (a) FLIR SYSTEMS INC COMMON STOCK 30244510 393,888 9,600 (c) N/A (c) FLORIDA ROCK INDUS COMMON STOCK 34114010 70,965 2,250 (c) N/A (a) FLORIDA ROCK INDUS COMMON STOCK 34114010 874,021 27,712 (a) N/A (a) FLORIDA ROCK INDUS COMMON STOCK 34114010 2,154,781 68,319 (a) N/A (b) FLORIDA ROCK INDUS COMMON STOCK 34114010 8,785,467 278,550 (c) N/A (c) FLOWSERVE CORPORATION COMMON STOCK 34354P10 49,375 2,500 (c) N/A (a) FLOWSERVE CORPORATION COMMON STOCK 34354P10 1,560,566 79,016 (a) N/A (b) FLOWSERVE CORPORATION COMMON STOCK 34354P10 4,665,523 236,229 (a) N/A (a) FLOWSERVE CORPORATION COMMON STOCK 34354P10 7,277,085 368,460 (c) N/A (c) FLUOR CORP (NEW) COMMON STOCK 34341210 103,296 2,683 (a) N/A (b) FLUOR CORP (NEW) COMMON STOCK 34341210 18,884,250 490,500 (a) N/A (a) FMC CORP NEW COMMON STOCK 30249130 -494,799 -10,100 (a) N/A (a) FOCAL COMMUNICATIONS CORP COMMON STOCK 34415510 145 500 (c) N/A (b) FOMENTO ECON ADR UNITS COMMON STOCK 34441910 1,816,386 63,800 (a) N/A (c) FOMENTO ECON ADR UNITS COMMON STOCK 34441910 4,418,544 155,200 (a) N/A (a) FOOTSTAR INC COMMON STOCK 34491210 19,908,840 575,400 (a) N/A (a) FORD MOTOR COMPANY COMMON STOCK 34537086 226,487 13,054 (a) N/A (b) FORD MOTOR COMPANY COMMON STOCK 34537086 726,965 41,900 (a) N/A (c) FORD MOTOR COMPANY COMMON STOCK 34537086 2,496,197 143,873 (a) N/A (a) FOREST LABORATORIES INC COMMON STOCK 34583810 115,424 1,600 (c) N/A (a) FOREST LABORATORIES INC COMMON STOCK 34583810 3,650,284 50,600 (a) N/A (a) FOREST LABORATORIES INC COMMON STOCK 34583810 5,194,080 72,000 (a) N/A (b) FOREST OIL CORP COMMON STOCK 34609170 37,200 1,500 (a) N/A (a) FORT DEARBORN INCOME SEC EQUITY FUND 34720010 37,100 2,500 (a) N/A (b) FORTUNE BRANDS INC. COMMON STOCK 34963110 8,476 253 (a) N/A (b) FORWARD AIR CORPORATION COMMON STOCK 34985310 11,770 500 (a) N/A (b) FOSTER WHEELER LTD COMMON STOCK G3653510 700,500 140,100 (a) N/A (a) FOUNDRY NETWORKS INC COMMON STOCK 35063R10 10,285 1,700 (a) N/A (a) FOUNDRY NETWORKS INC COMMON STOCK 35063R10 15,409 2,547 (c) N/A (c) FOUR SEASONS HOTELS INC COMMON STOCK 35100E10 2,141 57 (a) N/A (a) FOX ENTERTAINMENT COMMON STOCK 35138T10 32,470 1,700 (a) N/A (b) FOX ENTERTAINMENT COMMON STOCK 35138T10 127,970 6,700 (a) N/A (c) FOX ENTERTAINMENT COMMON STOCK 35138T10 24,908,310 1,304,100 (a) N/A (a) FPL GROUP INC COMMON STOCK 30257110 21,420 400 (a) N/A (b) FPL GROUP INC COMMON STOCK 30257110 48,195 900 (a) N/A (a) FPL GROUP INC COMMON STOCK 30257110 139,230 2,600 (c) N/A (b) FRANCE TELECOM - CVR COMMON STOCK 35177Q20 3,657 338 (a) N/A (a) FRANCE TELECOM - CVR COMMON STOCK 35177Q20 14,618 1,351 (a) N/A (b) FRANCE TELECOM SA SPON ADR COMMON STOCK 35177Q10 9,245 289 (a) N/A (a) FRANCE TELECOM SA SPON ADR COMMON STOCK 35177Q10 131,511 4,111 (a) N/A (b) FRANKLIN RESOURCES INC COMMON STOCK 35461310 223,622 6,450 (c) N/A (b) FRANKLIN RESOURCES INC COMMON STOCK 35461310 1,927,375 55,592 (a) N/A (b) FRANKLIN RESOURCES INC COMMON STOCK 35461310 8,667,500 250,000 (c) N/A (c) FRANKLIN RESOURCES INC COMMON STOCK 35461310 16,863,488 486,400 (a) N/A (a) FREDDIE MAC COMMON STOCK 31340030 839,215 12,911 (c) N/A (b) FREDDIE MAC COMMON STOCK 31340030 942,500 14,500 (a) N/A (c) FREDDIE MAC COMMON STOCK 31340030 1,308,775 20,135 (c) N/A (a) FREDDIE MAC COMMON STOCK 31340030 7,143,500 109,900 (c) N/A (c) FREDDIE MAC COMMON STOCK 31340030 20,842,835 320,659 (a) N/A (b) FREDDIE MAC COMMON STOCK 31340030 126,703,330 1,949,282 (a) N/A (a) FREEMARKETS INC COMMON STOCK 35660210 5,819 550 (a) N/A (a) FRESENIUS MEDICAL CARE - ADR COMMON STOCK 35802920 1,001,000 57,200 (a) N/A (a) FRESENIUS MEDICAL CARE - ADR COMMON STOCK 35802920 1,909,092 109,091 (c) N/A (c) FRESENIUS MEDICAL CARE ADR COMMON STOCK 35802910 572,118 22,436 (a) N/A (b) FRESENIUS MEDICAL CARE ADR COMMON STOCK 35802910 891,990 34,980 (a) N/A (a) FRESENIUS MEDICAL CARE ADR COMMON STOCK 35802910 2,545,588 99,827 (c) N/A (c) FRONTLINE CAPITAL GROUP COMMON STOCK 35921N10 22 250 (a) N/A (b) FRONTLINE CAPITAL GROUP COMMON STOCK 35921N10 1,710 19,000 (a) N/A (a) FTI CONSULTING INC COMMON STOCK 30294110 134,505 4,575 (a) N/A (b) FTI CONSULTING INC COMMON STOCK 30294110 3,698,197 125,789 (a) N/A (a) FUJI PHOTO FILM UNSPON ADR COMMON STOCK 35958630 9,768 300 (a) N/A (a) FUJI PHOTO FILM UNSPON ADR COMMON STOCK 35958630 39,072 1,200 (c) N/A (c) FULLER (H. B.) CO COMMON STOCK 35969410 68,700 1,500 (c) N/A (a) FULLER (H. B.) CO COMMON STOCK 35969410 1,828,702 39,928 (a) N/A (b) FULLER (H. B.) CO COMMON STOCK 35969410 4,754,727 103,815 (a) N/A (a) FULLER (H. B.) CO COMMON STOCK 35969410 9,954,630 217,350 (c) N/A (c) FUNDTECH LIMITED ORD M4709510 114,959 23,900 (a) N/A (a) FURNITURE BRANDS INTL INC COMMON STOCK 36092110 970,104 49,800 (a) N/A (a) FURNITURE BRANDS INTL INC COMMON STOCK 36092110 1,000,649 51,368 (c) N/A (c) FUSION MEDICAL TECHNOLOGIES COMMON STOCK 36112810 38,002 8,445 (a) N/A (a) FYI INC COMMON STOCK 30271210 417,072 11,116 (a) N/A (b) GABELLI ASSET MANAGEMENT INC COMMON STOCK 36239Y10 4,925,508 133,700 (a) N/A (a) GABLES RESIDENTIAL TRUST COMMON STOCK 36241810 9,198 300 (a) N/A (b) GABLES RESIDENTIAL TRUST COMMON STOCK 36241810 1,362,653 44,444 (c) N/A (c) GAINSCO INC COMMON STOCK 36312710 168,071 120,051 (c) N/A (c) GALEN HOLDINGS ADR COMMON STOCK 36324010 1,031,400 27,000 (a) N/A (a) GALLAGHER (ARTHUR J) CO COMMON STOCK 36357610 1,863,138 55,041 (a) N/A (a) GALLAHER GROUP PLC SPON ADR COMMON STOCK 36359510 6,755 253 (a) N/A (b) GANNETT CO COMMON STOCK 36473010 205,576 3,420 (c) N/A (b) GANNETT CO COMMON STOCK 36473010 216,396 3,600 (c) N/A (a) GANNETT CO COMMON STOCK 36473010 856,868 14,255 (a) N/A (b) GANNETT CO COMMON STOCK 36473010 913,672 15,200 (a) N/A (c) GANNETT CO COMMON STOCK 36473010 8,962,401 149,100 (a) N/A (a) GAP INC COMMON STOCK 36476010 42,422 3,550 (a) N/A (b) GAP INC COMMON STOCK 36476010 1,455,510 121,800 (a) N/A (a) GARDNER DENVER MACHINERY INC COMMON STOCK 36555810 241,647 10,885 (a) N/A (b) GARDNER DENVER MACHINERY INC COMMON STOCK 36555810 645,243 29,065 (a) N/A (a) GARDNER DENVER MACHINERY INC COMMON STOCK 36555810 3,886,110 175,050 (c) N/A (c) GARTNER INC CL A COMMON STOCK 36665110 520,375 57,500 (a) N/A (b) GARTNER INC CL A COMMON STOCK 36665110 1,258,855 139,100 (a) N/A (a) GARTNER INC CL B COMMON STOCK 36665120 37,375 4,296 (a) N/A (a) GARTNER INC CL B COMMON STOCK 36665120 277,530 31,900 (a) N/A (b) GATEWAY INC COMMON STOCK 36762610 10,055 1,845 (a) N/A (b) GATEWAY INC COMMON STOCK 36762610 207,645 38,100 (a) N/A (c) GATEWAY INC COMMON STOCK 36762610 3,834,075 703,500 (c) N/A (c) GATEWAY INC COMMON STOCK 36762610 58,816,182 10,791,960 (a) N/A (a) GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W10 1,140,066 57,842 (c) N/A (a) GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W10 2,356,922 119,580 (a) N/A (a) GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W10 5,182,153 262,920 (c) N/A (c) GEN DYNAMICS CORP COMMON STOCK 36955010 905,280 10,250 (c) N/A (b) GEN DYNAMICS CORP COMMON STOCK 36955010 2,327,232 26,350 (c) N/A (a) GEN DYNAMICS CORP COMMON STOCK 36955010 13,230,336 149,800 (c) N/A (c) GEN DYNAMICS CORP COMMON STOCK 36955010 15,018,993 170,052 (a) N/A (a) GEN DYNAMICS CORP COMMON STOCK 36955010 23,609,791 267,321 (a) N/A (b) GENCORP COMMON STOCK 36868210 2,613,870 230,500 (a) N/A (a) GENENTECH INC COMMON STOCK 36871040 79,200 1,800 (c) N/A (a) GENENTECH INC COMMON STOCK 36871040 88,000 2,000 (a) N/A (c) GENENTECH INC COMMON STOCK 36871040 350,680 7,970 (c) N/A (b) GENENTECH INC COMMON STOCK 36871040 1,499,960 34,090 (a) N/A (b) GENENTECH INC COMMON STOCK 36871040 26,161,080 594,570 (a) N/A (a) GENERAL AMERICAN INVESTORS COMMON STOCK 36880210 116,420 3,690 (c) N/A (b) GENERAL AMERICAN INVESTORS COMMON STOCK 36880210 518,777 16,443 (a) N/A (b) GENERAL AMERICAN INVESTORS COMMON STOCK 36880210 13,797,194 437,312 (a) N/A (a) GENERAL CABLE CORP COMMON STOCK 36930010 21,670 2,200 (a) N/A (a) GENERAL CABLE CORP COMMON STOCK 36930010 191,090 19,400 (c) N/A (c) GENERAL ELECTRIC CO COMMON STOCK 36960410 2,295,240 61,700 (a) N/A (c) GENERAL ELECTRIC CO COMMON STOCK 36960410 4,533,378 121,865 (c) N/A (a) GENERAL ELECTRIC CO COMMON STOCK 36960410 11,580,062 311,292 (c) N/A (b) GENERAL ELECTRIC CO COMMON STOCK 36960410 34,676,092 932,153 (c) N/A (c) GENERAL ELECTRIC CO COMMON STOCK 36960410 40,878,820 1,098,893 (a) N/A (b) GENERAL ELECTRIC CO COMMON STOCK 36960410 191,570,291 5,149,739 (a) N/A (a) GENERAL GROWTH PROPERTIES INC. COMMON STOCK 37002110 34,770 1,000 (a) N/A (b) GENERAL GROWTH PROPERTIES INC. COMMON STOCK 37002110 299,022 8,600 (a) N/A (a) GENERAL MILLS INC COMMON STOCK 37033410 248,430 5,460 (c) N/A (a) GENERAL MILLS INC COMMON STOCK 37033410 1,082,900 23,800 (c) N/A (b) GENERAL MILLS INC COMMON STOCK 37033410 10,153,325 223,150 (c) N/A (c) GENERAL MILLS INC COMMON STOCK 37033410 11,114,558 244,276 (a) N/A (b) GENERAL MILLS INC COMMON STOCK 37033410 22,269,566 489,441 (a) N/A (a) GENERAL MOTORS COMMON STOCK 37044210 67,911 1,583 (a) N/A (b) GENERAL MOTORS COMMON STOCK 37044210 1,090,775 25,426 (a) N/A (c) GENERAL MOTORS COMMON STOCK 37044210 4,149,245 96,719 (a) N/A (a) GENERAL MOTORS CLASS H COMMON STOCK 37044283 5,239 393 (a) N/A (c) GENERAL MOTORS CLASS H COMMON STOCK 37044283 28,313 2,124 (c) N/A (a) GENERAL MOTORS CLASS H COMMON STOCK 37044283 33,912 2,544 (a) N/A (b) GENERAL MOTORS CLASS H COMMON STOCK 37044283 266,453 19,989 (c) N/A (b) GENERAL MOTORS CLASS H COMMON STOCK 37044283 452,007 33,909 (a) N/A (a) GENESCO INC COMMON STOCK 37153210 42,250 2,600 (a) N/A (a) GENESIS ENERGY LP COMMON STOCK 37192710 157,140 27,000 (a) N/A (a) GENESIS MICROCHIP COMMON STOCK 37193310 760,399 27,022 (a) N/A (a) GENSTAR THERAPEUTICS CORP COMMON STOCK 37248D10 21,075 7,500 (a) N/A (a) GENTEX CORP COMMON STOCK 37190110 19,112 800 (a) N/A (b) GENZYME CORP BIOSURGERY DIV COMMON STOCK 37291770 82 21 (a) N/A (a) GENZYME CORP BIOSURGERY DIV COMMON STOCK 37291770 2,024 519 (a) N/A (b) GENZYME CORP GENL DIVISION COMMON STOCK 37291710 647,235 14,250 (a) N/A (b) GENZYME CORP GENL DIVISION COMMON STOCK 37291710 14,906,844 328,200 (a) N/A (a) GEORGIA-PACIFIC COMMON STOCK 37329810 21,592 750 (a) N/A (b) GEORGIA-PACIFIC COMMON STOCK 37329810 92,128 3,200 (c) N/A (b) GEORGIA-PACIFIC COMMON STOCK 37329810 3,454,800 120,000 (c) N/A (c) GEORGIA-PACIFIC COMMON STOCK 37329810 3,719,668 129,200 (a) N/A (a) GEORGIA-PACIFIC (TIMBER GRP) COMMON STOCK 37329870 2,173,200 60,000 (c) N/A (c) GERON CORP COMMON STOCK 37416310 3,840 400 (a) N/A (b) GETTY IMAGES INC COMMON STOCK 37427610 10,316,425 935,306 (a) N/A (a) GETTY REALTY CORP NEW PART CONV-EQ EQUIV 37429720 24,612 1,172 (a) N/A (b) GILDAN ACTIVEWEAR INC-CL A COMMON STOCK 37591610 12,050 1,000 (a) N/A (a) GILEAD SCIENCES INC COMMON STOCK 37555810 207,829 3,700 (a) N/A (c) GILEAD SCIENCES INC COMMON STOCK 37555810 424,645 7,560 (a) N/A (b) GILEAD SCIENCES INC COMMON STOCK 37555810 529,795 9,432 (c) N/A (a) GILEAD SCIENCES INC COMMON STOCK 37555810 2,168,162 38,600 (c) N/A (c) GILEAD SCIENCES INC COMMON STOCK 37555810 86,746,083 1,544,349 (a) N/A (a) GILLETTE CO. COMMON STOCK 37576610 372,500 12,500 (a) N/A (c) GILLETTE CO. COMMON STOCK 37576610 458,950 15,401 (c) N/A (a) GILLETTE CO. COMMON STOCK 37576610 935,422 31,390 (c) N/A (b) GILLETTE CO. COMMON STOCK 37576610 2,320,466 77,868 (a) N/A (b) GILLETTE CO. COMMON STOCK 37576610 6,628,295 222,426 (c) N/A (c) GILLETTE CO. COMMON STOCK 37576610 106,234,497 3,564,916 (a) N/A (a) GLAXOSMITHKLINE SPONSORED ADR COMMON STOCK 37733W10 89,343 1,592 (c) N/A (a) GLAXOSMITHKLINE SPONSORED ADR COMMON STOCK 37733W10 708,796 12,630 (c) N/A (b) GLAXOSMITHKLINE SPONSORED ADR COMMON STOCK 37733W10 1,294,688 23,070 (a) N/A (b) GLAXOSMITHKLINE SPONSORED ADR COMMON STOCK 37733W10 1,435,718 25,583 (a) N/A (a) GLAXOSMITHKLINE SPONSORED ADR COMMON STOCK 37733W10 2,138,105 38,099 (c) N/A (c) GLENAYRE TECHNOLOGIES INC. COMMON STOCK 37789910 488 800 (a) N/A (b) GLENAYRE TECHNOLOGIES INC. COMMON STOCK 37789910 73,200 120,000 (c) N/A (c) GLIMCHER REALTY TRUST COMMON STOCK 37930210 16,180 1,000 (a) N/A (b) GLOBAL CROSSING LTD COMMON STOCK G3921A10 7,038 3,910 (a) N/A (b) GLOBAL CROSSING LTD COMMON STOCK G3921A10 241,650 134,250 (c) N/A (c) GLOBAL CROSSING LTD COMMON STOCK G3921A10 473,220 262,900 (a) N/A (a) GLOBAL MARINE INC. COMMON STOCK 37935240 28,000 2,000 (a) N/A (b) GLOBAL MARINE INC. COMMON STOCK 37935240 89,250 6,375 (a) N/A (a) GLOBAL PARTNERS INCOME FUND EQUITY FUND 37935R10 1,118 100 (a) N/A (b) GLOBAL PAYMENTS INC COMMON STOCK 37940X10 2,029 69 (a) N/A (b) GLOBALSTAR TELECOMMUNICATIONS COMMON STOCK G3930H10 1,500 6,000 (c) N/A (b) GLOBESPAN INC COMMON STOCK 37957110 116,779 12,918 (a) N/A (b) GLOBESPAN INC COMMON STOCK 37957110 2,965,852 328,081 (a) N/A (a) GLOBIX CORP COMMON STOCK 37957F10 805 1,917 (a) N/A (b) GOLDEN STATE BANCORP COMMON STOCK 38119710 21,280 700 (a) N/A (b) GOLDEN WEST FINCL CORP DEL COMMON STOCK 38131710 134,211 2,310 (a) N/A (b) GOLDEN WEST FINCL CORP DEL COMMON STOCK 38131710 5,536,930 95,300 (a) N/A (a) GOLDMAN SACHS GROUP INC COMMON STOCK 38141G10 167,672 2,350 (c) N/A (a) GOLDMAN SACHS GROUP INC COMMON STOCK 38141G10 235,455 3,300 (c) N/A (b) GOLDMAN SACHS GROUP INC COMMON STOCK 38141G10 5,020,186 70,360 (a) N/A (b) GOLDMAN SACHS GROUP INC COMMON STOCK 38141G10 6,153,224 86,240 (a) N/A (a) GOODRICH CORPORATION COMMON STOCK 38238810 3,312 170 (c) N/A (b) GOODYEAR TIRE & RUBBER COMMON STOCK 38255010 14,744 800 (a) N/A (a) GOTO.COM INC COMMON STOCK 38348T10 6,902 550 (a) N/A (a) GOTO.COM INC COMMON STOCK 38348T10 21,712 1,730 (c) N/A (b) GOTO.COM INC COMMON STOCK 38348T10 163,702 13,044 (c) N/A (c) GRACO INC COMMON STOCK 38410910 36,240 1,200 (c) N/A (a) GRACO INC COMMON STOCK 38410910 842,610 27,901 (a) N/A (a) GRACO INC COMMON STOCK 38410910 1,738,554 57,568 (a) N/A (b) GRACO INC COMMON STOCK 38410910 9,204,960 304,800 (c) N/A (c) GRAINGER (W.W.) INC COMMON STOCK 38480210 194,250 5,000 (a) N/A (a) GRANITE BROADCASTING CORP COMMON STOCK 38724110 700 500 (a) N/A (c) GRANITE BROADCASTING CORP COMMON STOCK 38724110 4,970 3,550 (a) N/A (a) GRANITE CONSTRUCTION INC COMMON STOCK 38732810 42,511,094 1,657,999 (a) N/A (a) GRANT PRIDECO INC COMMON STOCK 38821G10 60,900 10,000 (a) N/A (b) GRANT PRIDECO INC COMMON STOCK 38821G10 102,604 16,848 (a) N/A (a) GRAY COMMUNICATIONS SYS CL B COMMON STOCK 38919020 26,460 2,000 (a) N/A (b) GREAT LAKES CHEM CORP COMMON STOCK 39056810 254,150 11,500 (a) N/A (a) GREAT LAKES CHEM CORP COMMON STOCK 39056810 442,000 20,000 (a) N/A (b) GREENPOINT FINANCIAL CORP COMMON STOCK 39538410 1,063,530 30,300 (a) N/A (a) GREY GLOBAL GROUP INC COMMON STOCK 39787M10 71,337 129 (a) N/A (b) GROUPE DANONE SPON ADR COMMON STOCK 39944910 25,880 1,000 (c) N/A (c) GROUPE DANONE SPON ADR COMMON STOCK 39944910 188,562 7,286 (a) N/A (a) GROUPE DANONE SPON ADR COMMON STOCK 39944910 419,515 16,210 (a) N/A (b) GRUPO AEROPORTUARIO SUR ADR COMMON STOCK 40051E20 31,960 3,400 (a) N/A (c) GRUPO AEROPORTUARIO SUR ADR COMMON STOCK 40051E20 982,300 104,500 (a) N/A (a) GRUPO TELEVISA-SA SPONS ADR COMMON STOCK 40049J20 28,700 1,000 (c) N/A (b) GRUPO TELEVISA-SA SPONS ADR COMMON STOCK 40049J20 154,980 5,400 (a) N/A (b) GRUPO TELEVISA-SA SPONS ADR COMMON STOCK 40049J20 901,180 31,400 (a) N/A (c) GRUPO TELEVISA-SA SPONS ADR COMMON STOCK 40049J20 16,740,796 583,303 (a) N/A (a) GTECH HOLDINGS CORP COMMON STOCK 40051810 69,080 2,000 (a) N/A (a) GUIDANT CORP COMMON STOCK 40169810 261,800 6,800 (a) N/A (c) GUIDANT CORP COMMON STOCK 40169810 2,795,100 72,600 (c) N/A (c) GUIDANT CORP COMMON STOCK 40169810 71,678,838 1,861,788 (a) N/A (a) GULF ISLAND FABRICATION INC COMMON STOCK 40230710 1,704,000 200,000 (c) N/A (c) H & Q HEALTHCARE INVESTORS COMMON STOCK 40405210 6,783 312 (c) N/A (b) HAGGAR CORP COMMON STOCK 40517310 452,000 40,000 (c) N/A (c) HAHN AUTOMOTIVE WAREHOUSE COMMON STOCK 40519120 81 28 (a) N/A (b) HAIN CELESTIAL GROUP INC COMMON STOCK 40521710 11,635,120 632,000 (a) N/A (a) HALL KINION & ASSOCIATES INC COMMON STOCK 40606910 975 201 (a) N/A (b) HALL KINION & ASSOCIATES INC COMMON STOCK 40606910 5,146 1,061 (a) N/A (a) HALLIBURTON CO COMMON STOCK 40621610 48,482 2,150 (c) N/A (b) HALLIBURTON CO COMMON STOCK 40621610 499,482 22,150 (c) N/A (a) HALLIBURTON CO COMMON STOCK 40621610 927,932 41,150 (a) N/A (b) HALLIBURTON CO COMMON STOCK 40621610 3,463,004 153,570 (a) N/A (a) HA-LO INDUSTRIES INC COMMON STOCK 40442910 2,962 59,250 (c) N/A (c) HANOVER DIRECT INC COMMON STOCK 41078310 1,115,140 4,289,000 (a) N/A (a) HARLEY-DAVIDSON INC COMMON STOCK 41282210 30,618 756 (a) N/A (b) HARLEY-DAVIDSON INC COMMON STOCK 41282210 400,950 9,900 (a) N/A (a) HARLEY-DAVIDSON INC COMMON STOCK 41282210 899,100 22,200 (c) N/A (a) HARRAH`S ENTERTAINMENT INC COMMON STOCK 41361910 1,350,500 50,000 (c) N/A (c) HARRIS CORP COMMON STOCK 41387510 3,437 108 (a) N/A (b) HARRIS CORP COMMON STOCK 41387510 7,032 221 (c) N/A (c) HARRIS CORP COMMON STOCK 41387510 3,376,102 106,100 (a) N/A (a) HARSCO CORP COMMON STOCK 41586410 4,238,952 152,700 (a) N/A (a) HARTE-HANKS COMMUNICATIONS COMMON STOCK 41619610 43,280 2,000 (c) N/A (a) HARTE-HANKS COMMUNICATIONS COMMON STOCK 41619610 54,533 2,520 (c) N/A (b) HARTE-HANKS COMMUNICATIONS COMMON STOCK 41619610 1,520,556 70,266 (a) N/A (b) HARTE-HANKS COMMUNICATIONS COMMON STOCK 41619610 6,437,835 297,497 (a) N/A (a) HARTE-HANKS COMMUNICATIONS COMMON STOCK 41619610 6,938,866 320,650 (c) N/A (c) HARTFORD FINANCIAL SVCS. GRP. COMMON STOCK 41651510 340,692 5,800 (c) N/A (b) HARTFORD FINANCIAL SVCS. GRP. COMMON STOCK 41651510 656,713 11,180 (c) N/A (a) HARTFORD FINANCIAL SVCS. GRP. COMMON STOCK 41651510 3,430,416 58,400 (c) N/A (c) HARTFORD FINANCIAL SVCS. GRP. COMMON STOCK 41651510 8,843,777 150,558 (a) N/A (b) HARTFORD FINANCIAL SVCS. GRP. COMMON STOCK 41651510 13,018,194 221,624 (a) N/A (a) HASBRO INC COMMON STOCK 41805610 156,884 11,206 (a) N/A (b) HAVAS ADVERTISING-ADR W/I COMMON STOCK 41931310 114 19 (a) N/A (b) HAVAS ADVERTISING-ADR W/I COMMON STOCK 41931310 58,128 9,688 (a) N/A (a) HAVAS ADVERTISING-ADR W/I COMMON STOCK 41931310 6,868,653 1,144,776 (c) N/A (c) HAWAIIAN ELECTRIC INDS COMMON STOCK 41987010 218,400 5,600 (a) N/A (a) HAWAIIAN ELECTRIC INDS COMMON STOCK 41987010 1,926,600 49,400 (c) N/A (c) HCA INC COMMON STOCK 40411910 10,280 232 (c) N/A (a) HCA INC COMMON STOCK 40411910 168,378 3,800 (a) N/A (c) HCA INC COMMON STOCK 40411910 572,795 12,927 (a) N/A (b) HCA INC COMMON STOCK 40411910 48,889,438 1,103,350 (a) N/A (a) HCC INSURANCE HLDGS INC COMMON STOCK 40413210 28,685,410 1,090,700 (a) N/A (a) HEADWATERS INC COMMON STOCK 42210P10 3,311 301 (c) N/A (c) HEALTH CARE PPTYS INVEST INC COMMON STOCK 42191510 34,605 900 (a) N/A (a) HEALTH CARE REIT INC COMMON STOCK 42217K10 37,800 1,500 (a) N/A (a) HEALTH MGMT ASSOC INC CL A COMMON STOCK 42193310 84,265 4,059 (a) N/A (b) HEALTH MGMT ASSOC INC CL A COMMON STOCK 42193310 107,952 5,200 (c) N/A (a) HEALTH MGMT ASSOC INC CL A COMMON STOCK 42193310 8,066,589 388,564 (c) N/A (c) HEALTH MGMT ASSOC INC CL A COMMON STOCK 42193310 21,436,776 1,032,600 (a) N/A (a) HEALTH NET INC COMMON STOCK 42222G10 37,746,158 1,963,900 (a) N/A (a) HEALTHAXIS INC COMMON STOCK 42219D10 1,000 1,000 (a) N/A (a) HEALTHCARE REALTY TRUST INC COMMON STOCK 42194610 17,850 700 (a) N/A (b) HEALTHCARE REALTY TRUST INC COMMON STOCK 42194610 116,025 4,550 (a) N/A (a) HEALTHCARE RECOVERIES INC COMMON STOCK 42220K10 4,030 1,000 (c) N/A (b) HEALTHSOUTH CORP COMMON STOCK 42192410 61,788 3,800 (a) N/A (b) HEALTHSOUTH CORP COMMON STOCK 42192410 2,965,873 182,403 (c) N/A (c) HEALTHSOUTH CORP COMMON STOCK 42192410 16,928,286 1,041,100 (a) N/A (a) HEARX LTD COMMON STOCK 42236030 3,250 5,000 (a) N/A (a) HEICO CORP COMMON STOCK 42280610 2,655 177 (c) N/A (c) HEINZ (H.J.) CO COMMON STOCK 42307410 59,010 1,400 (a) N/A (c) HEINZ (H.J.) CO COMMON STOCK 42307410 95,470 2,265 (c) N/A (a) HEINZ (H.J.) CO COMMON STOCK 42307410 265,545 6,300 (c) N/A (b) HEINZ (H.J.) CO COMMON STOCK 42307410 5,100,150 121,000 (c) N/A (c) HEINZ (H.J.) CO COMMON STOCK 42307410 6,815,234 161,690 (a) N/A (b) HEINZ (H.J.) CO COMMON STOCK 42307410 14,940,489 354,460 (a) N/A (a) HELLENIC TELECOMMUN ORG ADR COMMON STOCK 42332530 382,387 48,099 (a) N/A (b) HELMERICH & PAYNE INC COMMON STOCK 42345210 1,785,240 68,400 (a) N/A (a) HELMERICH & PAYNE INC COMMON STOCK 42345210 2,685,690 102,900 (a) N/A (b) HENRY (JACK) & ASSOCIATES INC COMMON STOCK 42628110 259,029 11,416 (a) N/A (b) HENRY (JACK) & ASSOCIATES INC COMMON STOCK 42628110 4,588,281 202,216 (a) N/A (a) HENRY SCHEIN INC COMMON STOCK 80640710 1,351,000 35,000 (c) N/A (c) HENRY SCHEIN INC COMMON STOCK 80640710 18,288,680 473,800 (a) N/A (a) HERCULES INC COMMON STOCK 42705610 24,750 3,000 (a) N/A (b) HERCULES INC COMMON STOCK 42705610 50,325 6,100 (a) N/A (a) HERSHEY FOODS CORP COMMON STOCK 42786610 65,370 1,000 (a) N/A (b) HERSHEY FOODS CORP COMMON STOCK 42786610 5,484,085 83,893 (a) N/A (a) HEWLETT PACKARD CO COMMON STOCK 42823610 59,385 3,700 (c) N/A (a) HEWLETT PACKARD CO COMMON STOCK 42823610 261,615 16,300 (c) N/A (b) HEWLETT PACKARD CO COMMON STOCK 42823610 2,767,678 172,441 (a) N/A (a) HEWLETT PACKARD CO COMMON STOCK 42823610 3,441,666 214,434 (c) N/A (c) HEWLETT PACKARD CO COMMON STOCK 42823610 6,121,374 381,394 (a) N/A (b) HF HOLDINGS INC WARRANT WARRANTS 40417K11 53 5,260 (a) N/A (c) HF HOLDINGS INC WARRANT WARRANTS 40417K11 361 36,115 (a) N/A (a) HIBERNIA CORP CL-A COMMON STOCK 42865610 24,541 1,501 (a) N/A (b) HIBERNIA FOODS PLC SPON ADR COMMON STOCK 42866010 413,300 97,247 (a) N/A (a) HIGH INCOME OPPORTUNITY FD EQUITY FUND 42967Q10 13,005 1,784 (a) N/A (b) HIGHWOODS PROPERTIES INC COMMON STOCK 43128410 89,100 3,600 (a) N/A (b) HIGHWOODS PROPERTIES INC COMMON STOCK 43128410 188,100 7,600 (a) N/A (a) HIGHWOODS PROPERTIES INC COMMON STOCK 43128410 2,440,350 98,600 (c) N/A (c) HILB ROGAL & HAMILTON CO COMMON STOCK 43129410 11,402 250 (a) N/A (a) HILB ROGAL & HAMILTON CO COMMON STOCK 43129410 2,289,622 50,200 (c) N/A (c) HILLENBRAND INDUSTRIES COMMON STOCK 43157310 86,352 1,600 (a) N/A (b) HILLENBRAND INDUSTRIES COMMON STOCK 43157310 21,318,798 395,012 (c) N/A (c) HILTON HOTELS CORP COMMON STOCK 43284810 29,830 3,800 (a) N/A (a) HISPANIC BROADCASTING CORP COMMON STOCK 43357B10 22,540 1,400 (a) N/A (b) HISPANIC BROADCASTING CORP COMMON STOCK 43357B10 1,932,000 120,000 (a) N/A (a) HITACHI ADR COMMON STOCK 43357850 33,500 500 (c) N/A (c) HITACHI ADR COMMON STOCK 43357850 256,945 3,835 (a) N/A (b) HITACHI ADR COMMON STOCK 43357850 441,195 6,585 (a) N/A (a) HNC SOFTWARE COMMON STOCK 40425P10 59,840 3,200 (a) N/A (a) HNC SOFTWARE COMMON STOCK 40425P10 994,840 53,200 (c) N/A (c) HOME DEPOT INC COMMON STOCK 43707610 397,130 10,350 (a) N/A (c) HOME DEPOT INC COMMON STOCK 43707610 616,299 16,062 (c) N/A (a) HOME DEPOT INC COMMON STOCK 43707610 3,503,526 91,309 (c) N/A (b) HOME DEPOT INC COMMON STOCK 43707610 8,184,781 213,312 (c) N/A (c) HOME DEPOT INC COMMON STOCK 43707610 18,004,969 469,246 (a) N/A (b) HOME DEPOT INC COMMON STOCK 43707610 59,686,492 1,555,551 (a) N/A (a) HOMESTAKE MINING COMMON STOCK 43761410 59,985 6,450 (a) N/A (a) HOMESTORE.COM INC COMMON STOCK 43785210 6,765,568 884,388 (a) N/A (a) HON INDUSTRIES COMMON STOCK 43809210 6,764 308 (c) N/A (c) HON INDUSTRIES COMMON STOCK 43809210 768,600 35,000 (a) N/A (a) HONDA MOTOR CO LTD SPON ADR COMMON STOCK 43812830 39,192 610 (a) N/A (a) HONDA MOTOR CO LTD SPON ADR COMMON STOCK 43812830 44,975 700 (c) N/A (a) HONDA MOTOR CO LTD SPON ADR COMMON STOCK 43812830 286,234 4,455 (a) N/A (b) HONEYWELL NTERNATIONAL INC COMMON STOCK 43851610 39,600 1,500 (c) N/A (a) HONEYWELL NTERNATIONAL INC COMMON STOCK 43851610 582,094 22,049 (a) N/A (a) HONEYWELL NTERNATIONAL INC COMMON STOCK 43851610 755,726 28,626 (a) N/A (b) HONEYWELL NTERNATIONAL INC COMMON STOCK 43851610 794,904 30,110 (c) N/A (b) HOOVERS INC COMMON STOCK 43932110 33,750 15,000 (a) N/A (b) HORACE MANN EDUCATORS COMMON STOCK 44032710 56,480 3,200 (c) N/A (a) HORACE MANN EDUCATORS COMMON STOCK 44032710 1,933,469 109,545 (a) N/A (b) HORACE MANN EDUCATORS COMMON STOCK 44032710 4,576,945 259,317 (a) N/A (a) HORACE MANN EDUCATORS COMMON STOCK 44032710 9,145,171 518,140 (c) N/A (c) HORIZON FINANCIAL CORP COMMON STOCK 44041F10 19,171 1,565 (a) N/A (b) HOSPITALITY PROPERTIES TRUST COMMON STOCK 44106M10 9,632 400 (c) N/A (a) HOSPITALITY PROPERTIES TRUST COMMON STOCK 44106M10 197,456 8,200 (a) N/A (a) HOST MARRIOTT CORP COMMON STOCK 44107P10 13,395 1,900 (a) N/A (a) HOUSEHOLD INT`L INC COMMON STOCK 44181510 214,244 3,800 (c) N/A (a) HOUSEHOLD INT`L INC COMMON STOCK 44181510 318,547 5,650 (c) N/A (b) HOUSEHOLD INT`L INC COMMON STOCK 44181510 2,163,244 38,369 (a) N/A (b) HOUSEHOLD INT`L INC COMMON STOCK 44181510 9,488,754 168,300 (a) N/A (a) HOUSEHOLD INT`L INC COMMON STOCK 44181510 31,041,362 550,574 (c) N/A (c) HOVNANIAN ENTERPRISES INC CL A COMMON STOCK 44248720 -5,765 -500 (a) N/A (a) HRPT PROPERTIES TRUST COMMON STOCK 40426W10 105,820 13,000 (a) N/A (b) HRPT PROPERTIES TRUST COMMON STOCK 40426W10 153,032 18,800 (a) N/A (a) HRPT PROPERTIES TRUST COMMON STOCK 40426W10 1,348,798 165,700 (c) N/A (c) HSBC HOLDINGS PLC- SPONS ADR COMMON STOCK 40428040 10,740 200 (a) N/A (a) HSBC HOLDINGS PLC- SPONS ADR COMMON STOCK 40428040 123,510 2,300 (c) N/A (b) HSBC HOLDINGS PLC- SPONS ADR COMMON STOCK 40428040 1,825,800 34,000 (c) N/A (c) HUBBELL INC CLASS B COMMON STOCK 44351020 32,659 1,120 (a) N/A (b) HUDSON UNITED BANCORP COMMON STOCK 44416510 74,898 2,700 (c) N/A (a) HUDSON UNITED BANCORP COMMON STOCK 44416510 2,224,082 80,176 (a) N/A (b) HUDSON UNITED BANCORP COMMON STOCK 44416510 5,477,651 197,464 (a) N/A (a) HUDSON UNITED BANCORP COMMON STOCK 44416510 11,814,605 425,905 (c) N/A (c) HUGHES SUPPLY INC COMMON STOCK 44448210 983,452 44,101 (c) N/A (c) HUMAN GENOME SCIENCES INC COMMON STOCK 44490310 58,729 1,900 (a) N/A (b) HUMANA INC COM COMMON STOCK 44485910 406,422 33,700 (a) N/A (a) HUMANA INC COM COMMON STOCK 44485910 3,583,026 297,100 (c) N/A (c) HYPERFEED TECHNOLOGIES INC COMMON STOCK 44913S10 1,020 1,000 (a) N/A (b) I2 TECHNOLOGIES INC COMMON STOCK 46575410 5,160 1,500 (a) N/A (b) I2 TECHNOLOGIES INC COMMON STOCK 46575410 13,244 3,850 (a) N/A (a) I2 TECHNOLOGIES INC COMMON STOCK 46575410 140,352 40,800 (c) N/A (c) IBP INC. COMMON STOCK 44922310 641,057 27,106 (a) N/A (b) IBP INC. COMMON STOCK 44922310 1,159,039 49,008 (a) N/A (a) ICICI LIMITED - SPON ADR COMMON STOCK 44926P20 43,065 8,700 (a) N/A (b) ICN PHARMACEUTICALS INC COMMON STOCK 44892410 21,259,180 806,800 (a) N/A (a) ICOS CORP COMMON STOCK 44929510 15,476,545 314,500 (a) N/A (a) IDEC PHARMACEUTICALS CORP COMMON STOCK 44937010 94,183 1,900 (a) N/A (c) IDEC PHARMACEUTICALS CORP COMMON STOCK 44937010 124,123 2,504 (c) N/A (c) IDEC PHARMACEUTICALS CORP COMMON STOCK 44937010 584,926 11,800 (a) N/A (b) IDEC PHARMACEUTICALS CORP COMMON STOCK 44937010 58,767,714 1,185,550 (a) N/A (a) IDENTIX INC. COMMON STOCK 45190610 55,352 6,800 (a) N/A (a) IDENTIX INC. COMMON STOCK 45190610 487,586 59,900 (c) N/A (c) IDEX CORP COMMON STOCK 45167R10 435,488 15,750 (a) N/A (a) IDT CORP COMMON STOCK 44894710 60,950 5,300 (a) N/A (a) IDT CORP COMMON STOCK 44894710 3,107,300 270,200 (c) N/A (c) IDT CORP-B COMMON STOCK 44894730 2,163,480 223,500 (c) N/A (c) IDX SYSTEMS CORP COMMON STOCK 44949110 51,250 5,000 (a) N/A (a) IIC INDUSTRIES INC COMMON STOCK 44962820 3,366 264 (a) N/A (b) ILEX ONCOLOGY INC COMMON STOCK 45192310 115,754 4,408 (a) N/A (a) ILEX ONCOLOGY INC COMMON STOCK 45192310 115,754 4,408 (a) N/A (b) ILLINOIS TOOL WKS INC COMMON STOCK 45230810 175,046 3,235 (a) N/A (b) ILLINOIS TOOL WKS INC COMMON STOCK 45230810 346,304 6,400 (a) N/A (c) ILLINOIS TOOL WKS INC COMMON STOCK 45230810 3,587,493 66,300 (c) N/A (c) ILLINOIS TOOL WKS INC COMMON STOCK 45230810 99,324,316 1,835,600 (a) N/A (a) ILLUMINET COMMON STOCK 45233410 41,501 1,083 (c) N/A (c) IMATION CORPORATION COMMON STOCK 45245A10 251 12 (c) N/A (a) IMATION CORPORATION COMMON STOCK 45245A10 416,746 19,940 (a) N/A (a) IMATION CORPORATION COMMON STOCK 45245A10 3,665,860 175,400 (c) N/A (c) IMC GLOBAL INC COMMON STOCK 44966910 339,066 37,674 (c) N/A (c) IMCLONE SYSTEMS COMMON STOCK 45245W10 19,792 350 (a) N/A (a) IMCLONE SYSTEMS COMMON STOCK 45245W10 50,895 900 (a) N/A (b) IMMERSION CORP COMMON STOCK 45252110 136,155 43,921 (a) N/A (a) IMMUNEX CORP COMMON STOCK 45252810 25,778 1,380 (c) N/A (b) IMMUNEX CORP COMMON STOCK 45252810 84,060 4,500 (a) N/A (b) IMMUNEX CORP COMMON STOCK 45252810 737,860 39,500 (a) N/A (a) IMMUNOGEN INC COMMON STOCK 45253H10 14,480 1,600 (a) N/A (b) IMMUNOGEN INC COMMON STOCK 45253H10 1,416,325 156,500 (a) N/A (a) IMMUNOMEDICS INC COMMON STOCK 45290710 43,092 3,600 (a) N/A (a) IMPATH INC COMMON STOCK 45255G10 10,353 300 (a) N/A (b) IMPSAT FIBER NETWORKS COMMON STOCK 45321T10 400 2,000 (a) N/A (b) IMS HEALTH INC COMMON STOCK 44993410 596,190 23,800 (c) N/A (a) IMS HEALTH INC COMMON STOCK 44993410 1,723,640 68,808 (a) N/A (b) IMS HEALTH INC COMMON STOCK 44993410 9,845,652 393,040 (a) N/A (a) INCO LTD COMMON STOCK 45325840 74,460 6,000 (a) N/A (a) INDEPENDENT BANK CORP -MASS COMMON STOCK 45383610 66,830 4,100 (c) N/A (a) INDEPENDENT BANK CORP -MASS COMMON STOCK 45383610 831,463 51,010 (a) N/A (a) INDEPENDENT BANK CORP -MASS COMMON STOCK 45383610 1,377,089 84,484 (a) N/A (b) INDEPENDENT BANK CORP -MASS COMMON STOCK 45383610 10,052,373 616,710 (c) N/A (c) INDIA FUND INC EQUITY FUND 45408910 793 100 (a) N/A (b) INDYMAC BANCORP INC COMMON STOCK 45660710 68,981,395 2,544,500 (a) N/A (a) INET TECHNOLOGIES INC COMMON STOCK 45662V10 3,511,131 594,100 (a) N/A (a) INFINEON TECHNOLOGIES-ADR COMMON STOCK 45662N10 159,558 12,878 (a) N/A (a) INFORMATICA CORP COMMON STOCK 45666Q10 41,870 10,600 (a) N/A (b) INFORMATICA CORP COMMON STOCK 45666Q10 6,830,340 1,729,200 (a) N/A (a) INFORMATION HOLDINGS INC COMMON STOCK 45672710 136,498 6,950 (a) N/A (a) INFORMATION HOLDINGS INC COMMON STOCK 45672710 970,216 49,400 (c) N/A (c) INFOSYS TECHNOLOGIES-SP ADR COMMON STOCK 45678810 10,143 300 (c) N/A (c) INFOSYS TECHNOLOGIES-SP ADR COMMON STOCK 45678810 40,572 1,200 (a) N/A (b) INFOSYS TECHNOLOGIES-SP ADR COMMON STOCK 45678810 419,244 12,400 (a) N/A (c) INFOSYS TECHNOLOGIES-SP ADR COMMON STOCK 45678810 1,450,449 42,900 (a) N/A (a) ING GROEP N.V. SPON ADR COMMON STOCK 45683710 32,040 1,200 (c) N/A (c) ING GROEP N.V. SPON ADR COMMON STOCK 45683710 135,956 5,092 (a) N/A (a) ING GROEP N.V. SPON ADR COMMON STOCK 45683710 323,978 12,134 (a) N/A (b) INGERSOLL-RAND CO COMMON STOCK 45686610 6,828 202 (a) N/A (b) INGERSOLL-RAND CO COMMON STOCK 45686610 1,302,280 38,529 (c) N/A (c) INGERSOLL-RAND CO COMMON STOCK 45686610 5,646,290 167,050 (a) N/A (a) INGRAM MICRO INC COMMON STOCK 45715310 39,603 3,070 (c) N/A (c) INGRAM MICRO INC COMMON STOCK 45715310 98,040 7,600 (a) N/A (a) INHALE THERAPEUTIC SYS INC COMMON STOCK 45719110 9,621,220 723,400 (a) N/A (a) INKTOMI CORP COMMON STOCK 45727710 1,263 461 (c) N/A (c) INKTOMI CORP COMMON STOCK 45727710 8,220 3,000 (a) N/A (a) INNKEEPERS USA TRUST COMMON STOCK 4576J010 6,300 700 (a) N/A (a) INNOVATIVE SOLUTIONS & SUPPORT COMMON STOCK 45769N10 5,987,746 823,624 (a) N/A (a) INPUT/OUTPUT INC COMMON STOCK 45765210 204,500 25,000 (a) N/A (b) INSIGHT COMMUNICATIONS COMMON STOCK 45768V10 10,521,120 571,800 (a) N/A (a) INSIGNIA FINANCIAL GROUP INC COMMON STOCK 45767A10 10,500 1,000 (a) N/A (a) INSPIRE PHARMACEUTICALS INC COMMON STOCK 45773310 36,372 4,200 (a) N/A (a) INSTRUMENTARIUM CORP ADR COMMON STOCK 45780520 62,100 3,600 (a) N/A (a) INT MEDIA GROUP INC COMMON STOCK 44979N10 1,955 1,700 (a) N/A (a) INTEGRATED CIRCUIT SYSTEMS COMMON STOCK 45811K20 29,215 2,286 (a) N/A (b) INTEGRATED DEVICE TECHNOLOGY COMMON STOCK 45811810 100,600 5,000 (a) N/A (a) INTEGRATED ELECTRICAL SVCS COMMON STOCK 45811E10 27 5 (a) N/A (b) INTEL CORP COMMON STOCK 45814010 2,397,612 117,300 (a) N/A (c) INTEL CORP COMMON STOCK 45814010 3,236,592 158,346 (c) N/A (a) INTEL CORP COMMON STOCK 45814010 5,603,912 274,164 (c) N/A (b) INTEL CORP COMMON STOCK 45814010 7,647,667 374,152 (c) N/A (c) INTEL CORP COMMON STOCK 45814010 20,223,377 989,402 (a) N/A (b) INTEL CORP COMMON STOCK 45814010 175,125,423 8,567,780 (a) N/A (a) INTERCEPT GROUP INC COMMON STOCK 45845L10 33,450 1,000 (a) N/A (a) INTERCEPT GROUP INC COMMON STOCK 45845L10 445,387 13,315 (c) N/A (c) INTERMUNE INC COMMON STOCK 45884X10 76,500 2,000 (a) N/A (b) INTERMUNE INC COMMON STOCK 45884X10 14,106,600 368,800 (a) N/A (a) INTERNAP NETWORK SERVICES COMMON STOCK 45885A10 6,231 6,231 (a) N/A (b) INTERNATIONAL PAPER CO COMMON STOCK 46014610 38,498 1,105 (c) N/A (b) INTERNATIONAL PAPER CO COMMON STOCK 46014610 82,397 2,365 (a) N/A (a) INTERNATIONAL PAPER CO COMMON STOCK 46014610 90,584 2,600 (a) N/A (b) INTERNET ARCHITECT HOLDRS TR COMMON STOCK 46060A10 2,758 100 (a) N/A (b) INTERNET CAP GROUP INC CORP BONDS 46059CAA 61,000 200,000 (c) N/A (a) INTERNET CAPITAL GROUP COMMON STOCK 46059C10 20 50 (a) N/A (a) INTERNET CAPITAL GROUP COMMON STOCK 46059C10 1,310 3,275 (a) N/A (b) INTERNET INITIATIVE JAPAN ADR COMMON STOCK 46059T10 5,362,760 1,031,300 (a) N/A (a) INTERNET SECURITY SYSTEMS COMMON STOCK 46060X10 522,513 57,356 (a) N/A (a) INTERPOOL INC COMMON STOCK 46062R10 7,388,388 506,054 (c) N/A (c) INTERPUBLIC GROUP COS INC COMMON STOCK 46069010 34,680 1,700 (a) N/A (c) INTERPUBLIC GROUP COS INC COMMON STOCK 46069010 102,000 5,000 (c) N/A (b) INTERPUBLIC GROUP COS INC COMMON STOCK 46069010 159,120 7,800 (c) N/A (a) INTERPUBLIC GROUP COS INC COMMON STOCK 46069010 536,214 26,285 (a) N/A (b) INTERPUBLIC GROUP COS INC COMMON STOCK 46069010 8,009,958 392,645 (a) N/A (a) INTERSIL CORP- CL A COMMON STOCK 46069S10 4,324,808 154,900 (a) N/A (a) INTERSYSTEMS INC COMMON STOCK 46092010 60 398 (a) N/A (b) INTER-TEL INC COMMON STOCK 45837210 5,730 500 (a) N/A (a) INTER-TEL INC COMMON STOCK 45837210 24,066 2,100 (a) N/A (b) INTERTRUST TECHNOLOGIES CORP COMMON STOCK 46113Q10 1,060 1,000 (a) N/A (b) INTERTRUST TECHNOLOGIES CORP COMMON STOCK 46113Q10 3,180 3,000 (c) N/A (b) INTERWAVE COMM INTL LTD COMMON STOCK G4911N10 344 499 (a) N/A (a) INTERWAVE COMM INTL LTD COMMON STOCK G4911N10 2,817 4,082 (a) N/A (b) INTERWOVEN INC COMMON STOCK 46114T10 44,776 11,600 (a) N/A (b) INTERWOVEN INC COMMON STOCK 46114T10 8,194,008 2,122,800 (a) N/A (a) INTL BUSINESS MACHINES COMMON STOCK 45920010 1,476,692 16,100 (a) N/A (c) INTL BUSINESS MACHINES COMMON STOCK 45920010 2,886,887 31,475 (c) N/A (a) INTL BUSINESS MACHINES COMMON STOCK 45920010 3,509,666 38,265 (c) N/A (b) INTL BUSINESS MACHINES COMMON STOCK 45920010 5,071,199 55,290 (c) N/A (c) INTL BUSINESS MACHINES COMMON STOCK 45920010 23,245,700 253,442 (a) N/A (b) INTL BUSINESS MACHINES COMMON STOCK 45920010 61,749,756 673,242 (a) N/A (a) INTL FIBERCOM INC COMMON STOCK 45950T10 600 500 (a) N/A (b) INTL FLAVORS & FRAGRANCES COMMON STOCK 45950610 30,459 1,100 (c) N/A (b) INTL FLAVORS & FRAGRANCES COMMON STOCK 45950610 155,064 5,600 (a) N/A (b) INTL FLAVORS & FRAGRANCES COMMON STOCK 45950610 1,240,512 44,800 (a) N/A (a) INTL HOUSE OF PANCAKES COMMON STOCK 44962310 1,572,000 60,000 (a) N/A (a) INTL MULTIFOODS CORP COMMON STOCK 46004310 398,044 20,840 (c) N/A (c) INTUIT INC COMMON STOCK 46120210 202,342 5,652 (c) N/A (b) INTUIT INC COMMON STOCK 46120210 567,287 15,846 (a) N/A (b) INTUIT INC COMMON STOCK 46120210 2,510,654 70,130 (a) N/A (a) INTUITIVE SURGICAL INC COMMON STOCK 46120E10 2,134 342 (a) N/A (b) INVACARE CORP COMMON STOCK 46120310 125,550 3,100 (c) N/A (a) INVACARE CORP COMMON STOCK 46120310 3,690,441 91,122 (a) N/A (b) INVACARE CORP COMMON STOCK 46120310 17,139,600 423,200 (c) N/A (c) INVACARE CORP COMMON STOCK 46120310 23,759,852 586,663 (a) N/A (a) INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F10 -133,176 -2,400 (a) N/A (a) INVITROGEN CORP COMMON STOCK 46185R10 119,815 1,822 (a) N/A (b) INVITROGEN CORP COMMON STOCK 46185R10 10,541,328 160,300 (a) N/A (a) IOMED INC COMMON STOCK 46202810 7,750 5,000 (a) N/A (a) IOMEGA CORP COMMON STOCK 46203010 78,080 64,000 (c) N/A (c) IRON MOUNTAIN INC COMMON STOCK 46284610 5,471 132 (c) N/A (c) IRON MOUNTAIN INC COMMON STOCK 46284610 45,595 1,100 (a) N/A (a) IRT PROPERTY CO COMMON STOCK 45005810 10,703 991 (a) N/A (b) ISIS PHARMACEUTICALS INC COMMON STOCK 46433010 6,820 400 (a) N/A (a) ISTAR FINANCIAL INC COMMON STOCK 45031U10 12,350 500 (a) N/A (a) ISTAR FINANCIAL INC COMMON STOCK 45031U10 12,449 504 (c) N/A (c) ITALY FUND INC EQUITY FUND 46539510 31,996 5,015 (c) N/A (a) ITALY FUND INC EQUITY FUND 46539510 212,913 33,372 (c) N/A (b) ITO YOKADO CO LTD SPON ADR COMMON STOCK 46571430 39,195 900 (c) N/A (c) ITO YOKADO CO LTD SPON ADR COMMON STOCK 46571430 61,188 1,405 (a) N/A (a) ITO YOKADO CO LTD SPON ADR COMMON STOCK 46571430 76,038 1,746 (a) N/A (b) ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B10 32,196,800 1,006,150 (a) N/A (a) ITT INDUSTRIES INC COMMON STOCK 45091110 134,400 3,000 (a) N/A (b) ITT INDUSTRIES INC COMMON STOCK 45091110 7,736,960 172,700 (a) N/A (a) IVAX CORP COMMON STOCK 46582310 83,138 3,750 (a) N/A (c) IVAX CORP COMMON STOCK 46582310 25,723,829 1,160,299 (a) N/A (a) IVEX PACKAGING CORP COMMON STOCK 46585510 1,193,500 70,000 (a) N/A (a) IXL ENTERPRISES INC COMMON STOCK 45071810 11,862 65,898 (c) N/A (c) IXYS CORP-DEL COMMON STOCK 46600W10 21,432 3,602 (a) N/A (b) JABIL CIRCUIT INC COMMON STOCK 46631310 21,480 1,200 (a) N/A (a) JABIL CIRCUIT INC COMMON STOCK 46631310 49,547 2,768 (a) N/A (b) JACOBS ENGINEERING GROUP INC COMMON STOCK 46981410 312,000 5,000 (a) N/A (b) JACOBS ENGINEERING GROUP INC COMMON STOCK 46981410 20,941,440 335,600 (a) N/A (a) JDS UNIPHASE CORP COMMON STOCK 46612J10 19,908 3,150 (c) N/A (b) JDS UNIPHASE CORP COMMON STOCK 46612J10 46,673 7,385 (a) N/A (b) JDS UNIPHASE CORP COMMON STOCK 46612J10 3,794,566 600,406 (a) N/A (a) JDS UNIPHASE CORP COMMON STOCK 46612J10 13,787,730 2,181,603 (c) N/A (c) JEFFERSON-PILOT CORP COMMON STOCK 47507010 447,157 10,053 (c) N/A (b) JEFFERSON-PILOT CORP COMMON STOCK 47507010 528,200 11,875 (a) N/A (b) JEFFERSON-PILOT CORP COMMON STOCK 47507010 3,522,816 79,200 (a) N/A (a) JOHN HANCOCK FINANCIAL COMMON STOCK 41014S10 9,948 249 (a) N/A (b) JOHN HANCOCK FINANCIAL COMMON STOCK 41014S10 17,215,693 430,931 (a) N/A (a) JOHNSON & JOHNSON COMMON STOCK 47816010 628,458 11,344 (a) N/A (c) JOHNSON & JOHNSON COMMON STOCK 47816010 2,610,282 47,117 (c) N/A (a) JOHNSON & JOHNSON COMMON STOCK 47816010 11,301,600 204,000 (c) N/A (c) JOHNSON & JOHNSON COMMON STOCK 47816010 13,496,216 243,614 (c) N/A (b) JOHNSON & JOHNSON COMMON STOCK 47816010 31,251,749 564,111 (a) N/A (b) JOHNSON & JOHNSON COMMON STOCK 47816010 82,676,689 1,492,359 (a) N/A (a) JOHNSON CTLS INC COMMON STOCK 47836610 19,304,516 295,900 (a) N/A (a) JONES APPAREL GROUP COMMON STOCK 48007410 10,736,388 421,200 (a) N/A (a) JONES LANG LASALLE INC COMMON STOCK 48020Q10 2,225,250 162,427 (c) N/A (c) JOURNAL REGISTER CO COMMON STOCK 48113810 40,194 2,436 (a) N/A (b) JOURNAL REGISTER CO COMMON STOCK 48113810 19,816,286 1,200,987 (a) N/A (a) JP MORGAN CHASE & CO COMMON STOCK 46625H10 412,874 12,090 (c) N/A (a) JP MORGAN CHASE & CO COMMON STOCK 46625H10 977,066 28,611 (c) N/A (b) JP MORGAN CHASE & CO COMMON STOCK 46625H10 4,894,549 143,325 (a) N/A (b) JP MORGAN CHASE & CO COMMON STOCK 46625H10 16,164,868 473,349 (a) N/A (a) JP MORGAN CHASE & CO COMMON STOCK 46625H10 69,019,506 2,021,069 (c) N/A (c) JUNIPER NETWORKS INC COMMON STOCK 48203R10 19,885 2,050 (a) N/A (a) JUNIPER NETWORKS INC COMMON STOCK 48203R10 31,806 3,279 (a) N/A (b) JUNIPER NETWORKS INC COMMON STOCK 48203R10 32,010 3,300 (c) N/A (c) JUNIPER NETWORKS INC COMMON STOCK 48203R10 48,500 5,000 (c) N/A (b) JUNIPER NETWORKS SB NT CV CONV-EQ EQUIV 48203RAA 125,920 200,000 (c) N/A (b) JUPITER MEDIA METRIX INC COMMON STOCK 48206U10 1,623 3,775 (c) N/A (c) JUPITER MEDIA METRIX INC COMMON STOCK 48206U10 22,373 52,030 (a) N/A (a) K MART CORP COMMON STOCK 48258410 26,562 3,800 (a) N/A (a) K2 INC COMMON STOCK 48273210 466,440 78,000 (a) N/A (a) KADANT INC COMMON STOCK 48282T10 6,308 489 (c) N/A (a) KADANT INC COMMON STOCK 48282T10 19,737 1,530 (c) N/A (c) KAMAN CORP CL A COMMON STOCK 48354810 75,468 5,700 (a) N/A (a) KAMAN CORP CL A COMMON STOCK 48354810 665,972 50,300 (c) N/A (c) KANEB PIPELINE PARTNERS LP COMMON STOCK 48416910 13,836 350 (a) N/A (b) KANEB PIPELINE PARTNERS LP COMMON STOCK 48416910 39,530 1,000 (c) N/A (a) KANSAS CITY LIFE INS CO COMMON STOCK 48483610 28,800 800 (a) N/A (a) KANSAS CITY SOUTHN INDS INC COMMON STOCK 48517030 4,824 402 (a) N/A (b) KANSAS CITY SOUTHN INDS INC COMMON STOCK 48517030 29,160 2,430 (c) N/A (c) KANSAS CITY SOUTHN INDS INC COMMON STOCK 48517030 145,812 12,151 (a) N/A (a) KAYDON CORP COMMON STOCK 48658710 184,184 8,800 (a) N/A (a) KAYDON CORP COMMON STOCK 48658710 1,626,261 77,700 (c) N/A (c) KB HOME COMMON STOCK 48666K10 34,092 1,200 (a) N/A (a) KEANE INC COMMON STOCK 48666510 43,680 3,200 (c) N/A (a) KEANE INC COMMON STOCK 48666510 1,441,085 105,574 (a) N/A (b) KEANE INC COMMON STOCK 48666510 3,795,110 278,030 (a) N/A (a) KEANE INC COMMON STOCK 48666510 6,762,074 495,390 (c) N/A (c) KELLOGG CO COMMON STOCK 48783610 48,000 1,600 (c) N/A (b) KELLOGG CO COMMON STOCK 48783610 133,500 4,450 (a) N/A (b) KELLOGG CO COMMON STOCK 48783610 1,053,000 35,100 (a) N/A (a) KEMET CORP COMMON STOCK 48836010 19,159 1,164 (a) N/A (b) KEMET CORP COMMON STOCK 48836010 2,552,946 155,100 (a) N/A (a) KEMET CORP COMMON STOCK 48836010 5,936,003 360,632 (c) N/A (c) KENDLE INTERNATIONAL INC COMMON STOCK 48880L10 672,305 34,058 (c) N/A (c) KENNAMETAL INC COMMON STOCK 48917010 51,072 1,600 (c) N/A (b) KENNAMETAL INC COMMON STOCK 48917010 606,480 19,000 (c) N/A (c) KENNAMETAL INC COMMON STOCK 48917010 638,400 20,000 (a) N/A (a) KERR-MCGEE COMMON STOCK 49238610 683,759 13,172 (c) N/A (b) KERR-MCGEE COMMON STOCK 49238610 711,167 13,700 (a) N/A (a) KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 1,405,650 1,500 (a) N/A (c) KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 3,092,430 3,300 (a) N/A (a) KEYCORP COMMON STOCK 49326710 10,863 450 (c) N/A (b) KEYCORP COMMON STOCK 49326710 12,107,634 501,559 (c) N/A (c) KEYSPAN CORPORATION COMMON STOCK 49337W10 13,296 400 (a) N/A (a) KEYSPAN CORPORATION COMMON STOCK 49337W10 14,991 451 (a) N/A (b) KILROY REALTY CORP COMMON STOCK 49427F10 2,495 100 (a) N/A (a) KIMBALL INTERNATIONAL -CL B COMMON STOCK 49427410 392,168 29,800 (c) N/A (c) KIMBERLY-CLARK CORP COMMON STOCK 49436810 1,320,600 21,300 (c) N/A (a) KIMBERLY-CLARK CORP COMMON STOCK 49436810 1,477,460 23,830 (c) N/A (b) KIMBERLY-CLARK CORP COMMON STOCK 49436810 5,929,270 95,633 (c) N/A (c) KIMBERLY-CLARK CORP COMMON STOCK 49436810 9,562,074 154,227 (a) N/A (b) KIMBERLY-CLARK CORP COMMON STOCK 49436810 11,625,000 187,500 (a) N/A (a) KIMCO REALTY CORP COMMON STOCK 49446R10 213,620 4,400 (a) N/A (a) KIMCO REALTY CORP COMMON STOCK 49446R10 1,401,638 28,870 (c) N/A (b) KINDER MORGAN ENERGY PARTNERS COMMON STOCK 49455010 6,922 200 (a) N/A (b) KINDER MORGAN INC COMMON STOCK 49455P10 606,415 12,323 (a) N/A (b) KING PHARMACEUTICALS INC COMMON STOCK 49558210 176,190 4,200 (a) N/A (c) KING PHARMACEUTICALS INC COMMON STOCK 49558210 660,167 15,737 (a) N/A (b) KING PHARMACEUTICALS INC COMMON STOCK 49558210 60,563,647 1,443,710 (a) N/A (a) KLA TENCOR CORP COMMON STOCK 48248010 40,991 1,298 (a) N/A (b) KLA TENCOR CORP COMMON STOCK 48248010 381,328 12,075 (c) N/A (c) KLA TENCOR CORP COMMON STOCK 48248010 1,313,728 41,600 (a) N/A (a) KMART FIN CNV PFD 7.75% CONV-EQ EQUIV 49877820 122,727 3,300 (a) N/A (b) KNIGHT RIDDER INC COMMON STOCK 49904010 5,149,370 92,200 (a) N/A (a) KOHL`S CORP COMMON STOCK 50025510 -93,600 -1,950 (a) N/A (a) KOHL`S CORP COMMON STOCK 50025510 451,200 9,400 (a) N/A (b) KOHL`S CORP COMMON STOCK 50025510 1,027,200 21,400 (c) N/A (a) KONINKLIJE AHOLD NV -SPON ADR COMMON STOCK 50046730 76,921 2,759 (a) N/A (a) KONINKLIJE AHOLD NV -SPON ADR COMMON STOCK 50046730 400,524 14,366 (a) N/A (b) KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 50047230 14,977 776 (a) N/A (b) KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 50047230 15,440 800 (c) N/A (c) KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 50047230 140,041 7,256 (a) N/A (a) KOREA ELECTRIC POWER ADR COMMON STOCK 50063110 141,600 16,000 (a) N/A (b) KOREA ELECTRIC POWER ADR COMMON STOCK 50063110 232,755 26,300 (c) N/A (c) KOREA ELECTRIC POWER ADR COMMON STOCK 50063110 2,603,582 294,190 (a) N/A (a) KOREA FUND INC EQUITY FUND 50063410 8,636 949 (c) N/A (b) KOREA FUND INC EQUITY FUND 50063410 61,880 6,800 (a) N/A (a) KOREA TELECOM CORP SPON ADR COMMON STOCK 50063P10 140,833 7,700 (a) N/A (b) KOREA TELECOM CORP SPON ADR COMMON STOCK 50063P10 932,314 50,974 (a) N/A (c) KOREA TELECOM CORP SPON ADR COMMON STOCK 50063P10 3,297,376 180,283 (c) N/A (c) KOREA TELECOM CORP SPON ADR COMMON STOCK 50063P10 30,728,151 1,680,052 (a) N/A (a) KORN FERRY INTERNATIONAL COMMON STOCK 50064320 58,575 7,100 (a) N/A (a) KORN FERRY INTERNATIONAL COMMON STOCK 50064320 516,450 62,600 (c) N/A (c) KOS PHARMACEUTICALS INC COMMON STOCK 50064810 7,163,020 257,200 (a) N/A (a) KRAFT FOODS INC-A COMMON STOCK 50075N10 3,437 100 (a) N/A (b) KRAFT FOODS INC-A COMMON STOCK 50075N10 10,414,110 303,000 (a) N/A (a) KRISPY KREME DOUGHUTS INC COMMON STOCK 50101410 5,920 200 (a) N/A (a) KROGER CO COMMON STOCK 50104410 144,514 5,865 (a) N/A (b) KROGER CO COMMON STOCK 50104410 620,928 25,200 (c) N/A (a) KROGER CO COMMON STOCK 50104410 8,881,981 360,470 (a) N/A (a) KULICKE & SOFFA INDUSTRIES COMMON STOCK 50124210 31,610 2,900 (a) N/A (a) K-V PHARMACEUTICAL CLASS A COMMON STOCK 48274020 8,320,208 307,700 (a) N/A (a) KYOCERA CORP - SPON ADR COMMON STOCK 50155620 6,450 100 (a) N/A (a) KYOCERA CORP - SPON ADR COMMON STOCK 50155620 32,250 500 (c) N/A (c) L-3 COMMUNICATION HOLDINGS INC COMMON STOCK 50242410 4,958,415 56,700 (a) N/A (a) LA JOLLA PHARMACEUTICAL CO COMMON STOCK 50345910 56,980 14,000 (c) N/A (b) LA QUINTA PROPERTIES COMMON STOCK 50419Q40 5,280 1,200 (a) N/A (a) LA QUINTA PROPERTIES COMMON STOCK 50419Q40 36,027 8,188 (a) N/A (b) LABORATORY CORP OF AMERICA COMMON STOCK 50540R40 911,341 11,272 (a) N/A (b) LABORATORY CORP OF AMERICA COMMON STOCK 50540R40 1,156,155 14,300 (a) N/A (a) LAM RESEARCH CORP COMMON STOCK 51280710 14,827,860 874,800 (a) N/A (a) LAMAR ADVERTISING CO CL-A COMMON STOCK 51281510 303,200 10,000 (a) N/A (a) LAMAR ADVERTISING CO CL-A COMMON STOCK 51281510 3,060,804 100,950 (c) N/A (c) LANCASTER COLONY CORP COMMON STOCK 51384710 56,020 2,000 (c) N/A (a) LANCASTER COLONY CORP COMMON STOCK 51384710 1,664,914 59,440 (a) N/A (b) LANCASTER COLONY CORP COMMON STOCK 51384710 4,339,029 154,910 (a) N/A (a) LANCASTER COLONY CORP COMMON STOCK 51384710 8,107,186 289,439 (c) N/A (c) LANDAMERICA FINANCIAL GROUP COMMON STOCK 51493610 455,525 13,700 (a) N/A (a) LANDAMERICA FINANCIAL GROUP COMMON STOCK 51493610 4,018,695 120,863 (c) N/A (c) LANDS` END INC COMMON STOCK 51508610 52,020 1,800 (c) N/A (a) LANDS` END INC COMMON STOCK 51508610 1,439,971 49,826 (a) N/A (b) LANDS` END INC COMMON STOCK 51508610 3,078,775 106,532 (a) N/A (a) LANDS` END INC COMMON STOCK 51508610 6,808,840 235,600 (c) N/A (c) LANDSTAR SYSTEM INC. COMMON STOCK 51509810 915,200 14,300 (a) N/A (a) LATIN AMERICA EQUITY FD 'NEW' COMMON STOCK 51827Q10 33,217 3,282 (c) N/A (c) LATIN AMERICA EQUITY FD 'NEW' COMMON STOCK 51827Q10 636,877 62,933 (a) N/A (a) LATTICE SEMICONDUCTOR COMMON STOCK 51841510 51,339 3,270 (a) N/A (b) LATTICE SEMICONDUCTOR COMMON STOCK 51841510 401,920 25,600 (c) N/A (c) LATTICE SEMICONDUCTOR COMMON STOCK 51841510 1,612,390 102,700 (a) N/A (a) LEAP WIRELESS INTL INC COMMON STOCK 52186310 6,688 426 (c) N/A (b) LEAP WIRELESS INTL INC COMMON STOCK 52186310 102,050 6,500 (a) N/A (a) LEAR CORPORATION COMMON STOCK 52186510 22,826,496 844,800 (a) N/A (a) LEE ENTERPRISES COMMON STOCK 52376810 95,010 3,000 (c) N/A (a) LEE ENTERPRISES COMMON STOCK 52376810 167,851 5,300 (a) N/A (a) LEE ENTERPRISES COMMON STOCK 52376810 411,710 13,000 (a) N/A (b) LEE ENTERPRISES COMMON STOCK 52376810 1,487,287 46,962 (c) N/A (c) LEGATO SYSTEMS INC COMMON STOCK 52465110 65,212 11,900 (a) N/A (a) LEGATO SYSTEMS INC COMMON STOCK 52465110 65,212 11,900 (a) N/A (b) LEGG MASON INC COMMON STOCK 52490110 230,608 5,800 (c) N/A (a) LEGG MASON INC COMMON STOCK 52490110 2,966,096 74,600 (a) N/A (a) LEGGETT & PLATT INC COMMON STOCK 52466010 117,000 6,000 (c) N/A (b) LEGGETT & PLATT INC COMMON STOCK 52466010 1,741,545 89,310 (a) N/A (a) LEGGETT & PLATT INC COMMON STOCK 52466010 2,098,200 107,600 (c) N/A (c) LEGGETT & PLATT INC COMMON STOCK 52466010 3,483,753 178,654 (a) N/A (b) LEHMAN BROTHERS HLDG INC COMMON STOCK 52490810 22,740 400 (c) N/A (a) LEHMAN BROTHERS HLDG INC COMMON STOCK 52490810 1,833,697 32,255 (a) N/A (b) LEHMAN BROTHERS HLDG INC COMMON STOCK 52490810 4,241,010 74,600 (c) N/A (c) LEHMAN BROTHERS HLDG INC COMMON STOCK 52490810 13,033,147 229,255 (a) N/A (a) LENNAR CORP COMMON STOCK 52605710 18,020 500 (a) N/A (b) LENNAR CORP COMMON STOCK 52605710 72,080 2,000 (c) N/A (b) LENNAR CORP COMMON STOCK 52605710 36,070,706 1,000,852 (a) N/A (a) LENNOX INTERNATIONAL INC COMMON STOCK 52610710 28 3 (a) N/A (b) LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N10 542,736 143,581 (c) N/A (c) LEXENT INC COMMON STOCK 52886Q10 72 10 (a) N/A (b) LEXICON GENETICS INC COMMON STOCK 52887210 15,200 2,000 (a) N/A (a) LEXMARK INTERNATIONAL INC COMMON STOCK 52977110 67,065 1,500 (a) N/A (b) LEXMARK INTERNATIONAL INC COMMON STOCK 52977110 2,231,029 49,900 (a) N/A (a) LIBBEY INC. COMMON STOCK 52989810 935,250 29,000 (c) N/A (c) LIBBEY INC. COMMON STOCK 52989810 1,718,925 53,300 (a) N/A (a) LIBERATE TECHNOLOGIES COMMON STOCK 53012910 -47,808 -4,800 (a) N/A (a) LIBERTE INVESTORS INC COMMON STOCK 53015410 101 32 (a) N/A (b) LIBERTY CORP COMMON STOCK 53037010 17,967 452 (a) N/A (b) LIBERTY DIGITAL INC CLS A COMMON STOCK 53043610 62,556 15,600 (a) N/A (b) LIBERTY LIVEWIRE CORP CL A COMMON STOCK 53070910 94 14 (a) N/A (b) LIBERTY MEDIA CORP A COMMON STOCK 53071810 389,890 30,700 (a) N/A (c) LIBERTY MEDIA CORP A COMMON STOCK 53071810 1,166,774 91,872 (c) N/A (a) LIBERTY MEDIA CORP A COMMON STOCK 53071810 2,609,571 205,478 (c) N/A (b) LIBERTY MEDIA CORP A COMMON STOCK 53071810 14,537,055 1,144,650 (a) N/A (b) LIBERTY MEDIA CORP A COMMON STOCK 53071810 19,877,532 1,565,160 (c) N/A (c) LIBERTY MEDIA CORP A COMMON STOCK 53071810 66,551,961 5,240,312 (a) N/A (a) LIBERTY PROPERTY TRUST COMMON STOCK 53117210 45,904 1,600 (c) N/A (a) LIBERTY PROPERTY TRUST COMMON STOCK 53117210 1,425,606 49,690 (a) N/A (b) LIBERTY PROPERTY TRUST COMMON STOCK 53117210 3,070,691 107,030 (a) N/A (a) LIBERTY PROPERTY TRUST COMMON STOCK 53117210 6,544,189 228,100 (c) N/A (c) LIFEPOINT HOSPITALS INC COMMON STOCK 53219L10 1,364 31 (a) N/A (b) LIFEPOINT HOSPITALS INC COMMON STOCK 53219L10 20,288,400 461,100 (a) N/A (a) LILLY ELI & CO COMMON STOCK 53245710 965,172 11,960 (c) N/A (a) LILLY ELI & CO COMMON STOCK 53245710 1,523,616 18,880 (c) N/A (b) LILLY ELI & CO COMMON STOCK 53245710 1,904,520 23,600 (a) N/A (c) LILLY ELI & CO COMMON STOCK 53245710 6,307,189 78,156 (a) N/A (b) LILLY ELI & CO COMMON STOCK 53245710 7,892,460 97,800 (c) N/A (c) LILLY ELI & CO COMMON STOCK 53245710 183,625,748 2,275,412 (a) N/A (a) LIMITED INC COMMON STOCK 53271610 23,750 2,500 (a) N/A (a) LINCARE HOLDINGS INC COMMON STOCK 53279110 9,634,282 362,600 (a) N/A (a) LINCOLN NATIONAL CONVERTIBLE EQUITY FUND 53418310 22,880 1,664 (a) N/A (b) LINCOLN NATIONAL CORP.INDIANA COMMON STOCK 53418710 139,890 3,000 (c) N/A (b) LINCOLN NATIONAL CORP.INDIANA COMMON STOCK 53418710 421,908 9,048 (a) N/A (b) LINCOLN NATIONAL CORP.INDIANA COMMON STOCK 53418710 10,356,523 222,100 (a) N/A (a) LINEAR TECHNOLOGY CORP COMMON STOCK 53567810 6,232 190 (c) N/A (b) LINEAR TECHNOLOGY CORP COMMON STOCK 53567810 246,328 7,510 (a) N/A (b) LINEAR TECHNOLOGY CORP COMMON STOCK 53567810 547,760 16,700 (a) N/A (a) LINEAR TECHNOLOGY CORP COMMON STOCK 53567810 734,720 22,400 (c) N/A (a) LINEAR TECHNOLOGY CORP COMMON STOCK 53567810 2,098,872 63,990 (c) N/A (c) LINENS N THINGS INC COMMON STOCK 53567910 15,129,694 814,300 (a) N/A (a) LIONBRIDGE TECHNOLOGIES INC COMMON STOCK 53625210 3,760 4,423 (a) N/A (b) LITTELFUSE INC COMMON STOCK 53700810 53,112 2,400 (c) N/A (a) LITTELFUSE INC COMMON STOCK 53700810 1,485,521 67,127 (a) N/A (b) LITTELFUSE INC COMMON STOCK 53700810 3,673,337 165,989 (a) N/A (a) LITTELFUSE INC COMMON STOCK 53700810 8,242,982 372,480 (c) N/A (c) LNR PROPERTY CORP COMMON STOCK 50194010 158,735 5,300 (a) N/A (a) LNR PROPERTY CORP COMMON STOCK 50194010 1,398,665 46,700 (c) N/A (c) LOCKHEED MARTIN CORP COMMON STOCK 53983010 111,169 2,541 (a) N/A (b) LOCKHEED MARTIN CORP COMMON STOCK 53983010 175,000 4,000 (a) N/A (c) LOCKHEED MARTIN CORP COMMON STOCK 53983010 2,362,500 54,000 (a) N/A (a) LOEWS CORP COMMON STOCK 54042410 18,512 400 (c) N/A (b) LOEWS CORP COMMON STOCK 54042410 252,874 5,464 (c) N/A (a) LOEWS CORP COMMON STOCK 54042410 2,010,403 43,440 (a) N/A (a) LOEWS CORP COMMON STOCK 54042410 2,712,563 58,612 (a) N/A (b) LOG ON AMERICA INC COMMON STOCK 54047310 862 2,875 (a) N/A (a) LONE STAR STEAKHOUSE & SALOON COMMON STOCK 54230710 2,592 240 (a) N/A (b) LONE STAR STEAKHOUSE & SALOON COMMON STOCK 54230710 493,722 45,715 (c) N/A (c) LONE STAR TECHNOLOGIES INC COMMON STOCK 54231210 14,880 1,200 (a) N/A (b) LONGS DRUG STORES INC COMMON STOCK 54316210 272,000 10,000 (a) N/A (a) LONGVIEW FIBRE CO COMMON STOCK 54321310 476,144 47,143 (a) N/A (b) LONGVIEW FIBRE CO COMMON STOCK 54321310 1,385,720 137,200 (c) N/A (c) LONGVIEW FIBRE CO COMMON STOCK 54321310 2,355,936 233,261 (a) N/A (a) LORAL SPACE & COMMUNICATIONS COMMON STOCK G5646210 780 600 (a) N/A (a) LORAL SPACE & COMMUNICATIONS COMMON STOCK G5646210 2,649 2,038 (c) N/A (b) LORAL SPACE & COMMUNICATIONS COMMON STOCK G5646210 53,388 41,068 (a) N/A (b) LOUDEYE TCHNOLOGIES INC COMMON STOCK 54575410 154,551 297,214 (c) N/A (c) LOUIS DREYFUS NATURAL GAS COMMON STOCK 54601110 8,241,432 211,862 (a) N/A (a) LOUISIANA PAC CORP COMMON STOCK 54634710 1,617,506 248,847 (c) N/A (c) LOWE'S COMPANIES COMMON STOCK 54866110 136,095 4,300 (a) N/A (b) LOWE'S COMPANIES COMMON STOCK 54866110 5,219,085 164,900 (a) N/A (a) LSI LOGIC CORP CONV-BOND EQUIV 502161AE 209,450 250,000 (c) N/A (b) LSI LOGIC CORP COMMON STOCK 50216110 6,153,475 523,700 (a) N/A (a) LUCENT TECHNOLOGIES INC COMMON STOCK 54946310 17,786 3,104 (c) N/A (b) LUCENT TECHNOLOGIES INC COMMON STOCK 54946310 40,179 7,012 (c) N/A (a) LUCENT TECHNOLOGIES INC COMMON STOCK 54946310 241,932 42,222 (a) N/A (b) LUCENT TECHNOLOGIES INC COMMON STOCK 54946310 986,483 172,161 (c) N/A (c) LUCENT TECHNOLOGIES INC COMMON STOCK 54946310 2,335,004 407,505 (a) N/A (a) LUXOTTICA GROUP SPA SPONS ADR COMMON STOCK 55068R20 41,970 3,000 (a) N/A (a) LUXOTTICA GROUP SPA SPONS ADR COMMON STOCK 55068R20 97,930 7,000 (c) N/A (b) LUXOTTICA GROUP SPA SPONS ADR COMMON STOCK 55068R20 391,720 28,000 (c) N/A (a) LVMH MOET HENNESEY SPON ADR COMMON STOCK 50244120 103,805 15,970 (a) N/A (a) LYDALL INC COMMON STOCK 55081910 27,720 4,200 (c) N/A (a) LYDALL INC COMMON STOCK 55081910 724,726 109,807 (a) N/A (b) LYDALL INC COMMON STOCK 55081910 1,674,380 253,694 (a) N/A (a) LYDALL INC COMMON STOCK 55081910 2,967,756 449,660 (c) N/A (c) LYNX THERAPEUTICS INC COMMON STOCK 55181230 1,692,646 711,196 (a) N/A (a) M & T BANK CORPORATION COMMON STOCK 55261F10 395,900 5,350 (a) N/A (a) MACK-CALI REALTY CORP COMMON STOCK 55448910 10,075 325 (c) N/A (b) MACK-CALI REALTY CORP COMMON STOCK 55448910 89,900 2,900 (a) N/A (a) MACROMEDIA INC COMMON STOCK 55610010 10,294 850 (a) N/A (a) MACRONIX INTL CO ADR COMMON STOCK 55610310 182,632 36,022 (a) N/A (b) MAGELLAN PETROLEUM CORP COMMON STOCK 55909130 880 1,000 (a) N/A (b) MAGIC SOFTWARE ENTERPRISES COMMON STOCK 55916610 189,720 122,400 (a) N/A (a) MAIL-WELL HLDG 144A COMMON STOCK 56032190 118,245 31,958 (a) N/A (a) MAINE PUBLIC SERVICE CO COMMON STOCK 56048310 1,114 40 (a) N/A (b) MANDALAY RESORT GROUP COMMON STOCK 56256710 6,654 410 (c) N/A (c) MANDALAY RESORT GROUP COMMON STOCK 56256710 120,102 7,400 (a) N/A (a) MANHATTAN ASSOCIATES COMMON STOCK 56275010 16,059,424 946,900 (a) N/A (a) MANITOWOC CO INC COMMON STOCK 56357110 58,879 2,429 (c) N/A (a) MANITOWOC CO INC COMMON STOCK 56357110 1,737,717 71,688 (a) N/A (b) MANITOWOC CO INC COMMON STOCK 56357110 4,495,550 185,460 (a) N/A (a) MANITOWOC CO INC COMMON STOCK 56357110 9,471,295 390,730 (c) N/A (c) MANOR CARE INC COMMON STOCK 56405510 44,960 1,600 (a) N/A (b) MANOR CARE INC COMMON STOCK 56405510 37,804,897 1,345,370 (a) N/A (a) MANPOWER INC COMMON STOCK 56418H10 39,495 1,500 (a) N/A (b) MANPOWER INC COMMON STOCK 56418H10 43,444 1,650 (a) N/A (a) MANPOWER INC COMMON STOCK 56418H10 78,990 3,000 (c) N/A (a) MANUFACTURERS SERVICES LTD COMMON STOCK 56500510 20,250 5,000 (c) N/A (b) MANUGISTICS GROUP INC COMMON STOCK 56501110 1,903 327 (c) N/A (c) MANUGISTICS GROUP INC COMMON STOCK 56501110 47,142 8,100 (a) N/A (b) MANUGISTICS GROUP INC COMMON STOCK 56501110 24,402,922 4,192,942 (a) N/A (a) MANULIFE FINANCIAL CORP COMMON STOCK 56501R10 221,920 8,467 (a) N/A (a) MANULIFE FINANCIAL CORP COMMON STOCK 56501R10 4,312,017 164,518 (c) N/A (c) MAPICS INC COMMON STOCK 56491010 888,837 158,156 (c) N/A (c) MARCONI PLC SPON ADR COMMON STOCK 56630620 5,001 8,622 (a) N/A (a) MARCUS CORP COMMON STOCK 56633010 38,400 3,200 (c) N/A (a) MARCUS CORP COMMON STOCK 56633010 1,217,352 101,446 (a) N/A (b) MARCUS CORP COMMON STOCK 56633010 2,378,724 198,227 (a) N/A (a) MARCUS CORP COMMON STOCK 56633010 5,890,200 490,850 (c) N/A (c) MARITRANS INC COMMON STOCK 57036310 4,460 500 (c) N/A (a) MARKEL CORP COMMON STOCK 57053510 175,500 900 (a) N/A (b) MARKETWATCH.COM INC COMMON STOCK 57061910 2,005 1,383 (c) N/A (c) MARRIOTT INTL CLASS-A COMMON STOCK 57190320 83,500 2,500 (a) N/A (a) MARSH & MCLENNAN COS INC COMMON STOCK 57174810 135,380 1,400 (c) N/A (b) MARSH & MCLENNAN COS INC COMMON STOCK 57174810 256,255 2,650 (c) N/A (a) MARSH & MCLENNAN COS INC COMMON STOCK 57174810 1,316,764 13,617 (a) N/A (b) MARSH & MCLENNAN COS INC COMMON STOCK 57174810 2,320,800 24,000 (c) N/A (c) MARSH & MCLENNAN COS INC COMMON STOCK 57174810 2,505,884 25,914 (a) N/A (a) MARSHALL & ILSLEY CORP COMMON STOCK 57183410 206,182 3,637 (c) N/A (b) MARTIN MARIETTA MATERIALS INC COMMON STOCK 57328410 12,593 322 (a) N/A (b) MARTIN MARIETTA MATERIALS INC COMMON STOCK 57328410 7,149,308 182,800 (a) N/A (a) MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H10 12,915 900 (a) N/A (b) MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H10 51,660 3,600 (a) N/A (c) MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H10 10,170,562 708,750 (a) N/A (a) MASCO CORP COMMON STOCK 57459910 40,880 2,000 (a) N/A (a) MASCO CORP COMMON STOCK 57459910 45,990 2,250 (a) N/A (b) MASCO CORP COMMON STOCK 57459910 77,672 3,800 (c) N/A (b) MASCOTECH INC SUB DEB CONV CONV-EQ EQUIV 574670AB 19,906 25,000 (a) N/A (b) MASSEY ENERGY COMPANY COMMON STOCK 57620610 39,306 2,683 (a) N/A (b) MASTEC INC COMMON STOCK 57632310 36 7 (a) N/A (b) MATAV RT SPON ADR COMMON STOCK 55977610 56,742 4,200 (a) N/A (b) MATRIXONE INC COMMON STOCK 57685P30 7,259,136 1,334,400 (a) N/A (a) MATSUSHITA ELEC INDL LTD ADR COMMON STOCK 57687920 22,529 1,865 (a) N/A (a) MATSUSHITA ELEC INDL LTD ADR COMMON STOCK 57687920 32,616 2,700 (c) N/A (c) MATSUSHITA ELEC INDL LTD ADR COMMON STOCK 57687920 115,183 9,535 (a) N/A (b) MATTEL INC COMMON STOCK 57708110 150,602 9,617 (c) N/A (b) MATTEL INC COMMON STOCK 57708110 204,175 13,038 (a) N/A (b) MATTEL INC COMMON STOCK 57708110 604,805 38,621 (c) N/A (a) MATTEL INC COMMON STOCK 57708110 18,449,563 1,178,133 (a) N/A (a) MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K10 13,976 400 (c) N/A (a) MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K10 20,964 600 (c) N/A (b) MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K10 1,301,235 37,242 (a) N/A (b) MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K10 5,995,005 171,580 (a) N/A (a) MAXIMUS INC. COMMON STOCK 57793310 3,973,000 100,000 (c) N/A (c) MAXIMUS INC. COMMON STOCK 57793310 6,690,532 168,400 (a) N/A (a) MAXTOR CORP COMMON STOCK 57772920 2,713 760 (a) N/A (b) MAXYGEN INC COMMON STOCK 57777610 12,680 800 (a) N/A (b) MAXYGEN INC COMMON STOCK 57777610 603,520 38,077 (a) N/A (a) MAY DEPARTMENT STORES CO COMMON STOCK 57777810 174,120 6,000 (c) N/A (b) MAY DEPARTMENT STORES CO COMMON STOCK 57777810 435,300 15,000 (a) N/A (b) MAY DEPARTMENT STORES CO COMMON STOCK 57777810 460,344 15,863 (a) N/A (a) MAY DEPARTMENT STORES CO COMMON STOCK 57777810 507,850 17,500 (a) N/A (c) MBIA INC COMMON STOCK 55262C10 970,000 19,400 (a) N/A (c) MBIA INC COMMON STOCK 55262C10 1,156,000 23,120 (a) N/A (b) MBIA INC COMMON STOCK 55262C10 43,475,000 869,500 (a) N/A (a) MBNA CORPORATION COMMON STOCK 55262L10 136,305 4,500 (c) N/A (b) MBNA CORPORATION COMMON STOCK 55262L10 159,022 5,250 (a) N/A (a) MBNA CORPORATION COMMON STOCK 55262L10 644,541 21,279 (a) N/A (b) MBNA CORPORATION COMMON STOCK 55262L10 822,525 27,155 (c) N/A (a) MBNA CORPORATION COMMON STOCK 55262L10 24,202,073 799,012 (c) N/A (c) MCCORMICK & CO NON VTG COMMON STOCK 57978020 -22,900 -500 (a) N/A (a) MCCORMICK & CO NON VTG COMMON STOCK 57978020 1,145,000 25,000 (a) N/A (b) MCDATA CORP-CL B COMMON STOCK 58003110 1,690 200 (a) N/A (b) MCDATA CORP-CL B COMMON STOCK 58003110 5,864,300 694,000 (a) N/A (a) MCDATA CORPORATION COMMON STOCK 58003120 17 2 (c) N/A (a) MCDATA CORPORATION COMMON STOCK 58003120 25 3 (c) N/A (b) MCDATA CORPORATION COMMON STOCK 58003120 6,030 717 (c) N/A (c) MCDATA CORPORATION COMMON STOCK 58003120 52,295 6,233 (a) N/A (b) MCDATA CORPORATION COMMON STOCK 58003120 19,644,547 2,341,424 (a) N/A (a) MCDERMOTT INTL INC COMMON STOCK 58003710 99,412 12,050 (a) N/A (a) MCDERMOTT INTL INC COMMON STOCK 58003710 123,750 15,000 (a) N/A (b) MCDONALD'S CORP COMMON STOCK 58013510 202,193 7,450 (c) N/A (a) MCDONALD'S CORP COMMON STOCK 58013510 518,374 19,100 (a) N/A (c) MCDONALD'S CORP COMMON STOCK 58013510 616,078 22,700 (c) N/A (b) MCDONALD'S CORP COMMON STOCK 58013510 703,903 25,936 (a) N/A (b) MCDONALD'S CORP COMMON STOCK 58013510 6,008,796 221,400 (c) N/A (c) MCDONALD'S CORP COMMON STOCK 58013510 140,609,165 5,180,883 (a) N/A (a) MCGRAW HILL INC COMMON STOCK 58064510 7,450 128 (a) N/A (b) MCGRAW HILL INC COMMON STOCK 58064510 291,000 5,000 (c) N/A (b) MCGRAW HILL INC COMMON STOCK 58064510 732,738 12,590 (a) N/A (a) MCKESSON CORPORATION COMMON STOCK 58155Q10 74,824 1,980 (c) N/A (c) MCKESSON CORPORATION COMMON STOCK 58155Q10 76,563 2,026 (a) N/A (b) MCKESSON CORPORATION COMMON STOCK 58155Q10 461,038 12,200 (a) N/A (a) MCLEODUSA INC CL A COMMON STOCK 58226610 180,278 234,127 (c) N/A (c) MCLEODUSA INC CL A COMMON STOCK 58226610 299,588 389,075 (a) N/A (a) MDC CORP INC-A COMMON STOCK 55267W30 427,350 203,500 (a) N/A (a) MEAD CORP COMMON STOCK 58283410 41,520 1,500 (a) N/A (b) MEAD CORP COMMON STOCK 58283410 459,488 16,600 (a) N/A (a) MEDAREX INC COMMON STOCK 58391610 3,020 200 (a) N/A (b) MEDAREX INC COMMON STOCK 58391610 15,984,377 1,058,568 (a) N/A (a) MED-DESIGN CORP COMMON STOCK 58392610 24,480 1,700 (a) N/A (a) MED-DESIGN CORP COMMON STOCK 58392610 216,000 15,000 (c) N/A (c) MEDIA GENERAL INC CL A COMMON STOCK 58440410 442,272 10,200 (a) N/A (a) MEDIA GENERAL INC CL A COMMON STOCK 58440410 5,198,864 119,900 (c) N/A (c) MEDIACOM COMMUNICATIONS CORP COMMON STOCK 58446K10 78,180 6,000 (c) N/A (b) MEDIACOM COMMUNICATIONS CORP COMMON STOCK 58446K10 7,334,587 562,900 (a) N/A (a) MEDIAPLEX INC COMMON STOCK 58446B10 1,065 1,500 (a) N/A (b) MEDICALOGIC/MEDSCAPE INC. COMMON STOCK 58464210 4,957 13,044 (c) N/A (c) MEDICHEM LIFE SCIENCES INC COMMON STOCK 58466210 6,117 6,179 (a) N/A (a) MEDICINES COMPANY COMMON STOCK 58468810 2,850 471 (a) N/A (a) MEDICINES COMPANY COMMON STOCK 58468810 46,162 7,630 (a) N/A (b) MEDICIS PHARMACEUTICAL CORP COMMON STOCK 58469030 49,980 1,000 (a) N/A (b) MEDICIS PHARMACEUTICAL CORP COMMON STOCK 58469030 1,673,430 33,482 (c) N/A (c) MEDICIS PHARMACEUTICAL CORP COMMON STOCK 58469030 30,440,719 609,058 (a) N/A (a) MEDIMMUNE INC COMMON STOCK 58469910 42,756 1,200 (c) N/A (a) MEDIMMUNE INC COMMON STOCK 58469910 438,249 12,300 (c) N/A (b) MEDIMMUNE INC COMMON STOCK 58469910 3,734,202 104,805 (a) N/A (b) MEDIMMUNE INC COMMON STOCK 58469910 39,714,623 1,114,640 (a) N/A (a) MEDIS TECHNOLOGIES LTD COMMON STOCK 58500P10 2,524 400 (a) N/A (b) MEDIS TECHNOLOGIES LTD COMMON STOCK 58500P10 12,967 2,055 (a) N/A (a) MEDTOX SCIENTIFIC INC COMMON STOCK 58497720 397 33 (a) N/A (a) MEDTRONIC INC COMMON STOCK 58505510 648,150 14,900 (c) N/A (a) MEDTRONIC INC COMMON STOCK 58505510 939,600 21,600 (a) N/A (c) MEDTRONIC INC COMMON STOCK 58505510 3,571,306 82,099 (c) N/A (b) MEDTRONIC INC COMMON STOCK 58505510 7,964,415 183,090 (c) N/A (c) MEDTRONIC INC COMMON STOCK 58505510 16,668,112 383,175 (a) N/A (b) MEDTRONIC INC COMMON STOCK 58505510 190,783,910 4,385,837 (a) N/A (a) MELLON FINANCIAL CORP COMMON STOCK 58551A10 1,012,252 31,310 (c) N/A (a) MELLON FINANCIAL CORP COMMON STOCK 58551A10 1,481,749 45,832 (c) N/A (b) MELLON FINANCIAL CORP COMMON STOCK 58551A10 6,236,845 192,912 (a) N/A (b) MELLON FINANCIAL CORP COMMON STOCK 58551A10 16,566,991 512,434 (c) N/A (c) MELLON FINANCIAL CORP COMMON STOCK 58551A10 16,752,889 518,184 (a) N/A (a) MENTOR CORP/MINN COMMON STOCK 58718810 442,750 17,500 (a) N/A (a) MERCANTILE BANKSHARES COMMON STOCK 58740510 39,898 1,005 (a) N/A (b) MERCANTILE BANKSHARES COMMON STOCK 58740510 89,325 2,250 (c) N/A (b) MERCK & CO INC COMMON STOCK 58933110 1,458,540 21,900 (a) N/A (c) MERCK & CO INC COMMON STOCK 58933110 6,811,182 102,270 (c) N/A (b) MERCK & CO INC COMMON STOCK 58933110 12,563,690 188,644 (c) N/A (a) MERCK & CO INC COMMON STOCK 58933110 14,040,279 210,815 (c) N/A (c) MERCK & CO INC COMMON STOCK 58933110 25,349,492 380,623 (a) N/A (b) MERCK & CO INC COMMON STOCK 58933110 35,706,524 536,134 (a) N/A (a) MERCURY GENERAL CORP NEW COMMON STOCK 58940010 2,620 66 (c) N/A (c) MERCURY INTERACTIVE CORP COMMON STOCK 58940510 96,152 5,050 (c) N/A (a) MEREDITH CORP COMMON STOCK 58943310 48,195 1,500 (c) N/A (a) MEREDITH CORP COMMON STOCK 58943310 2,269,181 70,625 (a) N/A (b) MEREDITH CORP COMMON STOCK 58943310 4,991,203 155,344 (a) N/A (a) MERIDIAN RESOURCE CORP COMMON STOCK 58977Q10 975 300 (c) N/A (a) MERIDIAN RESOURCE CORP COMMON STOCK 58977Q10 2,090 643 (a) N/A (a) MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y10 4,748 450 (a) N/A (b) MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y10 144,535 13,700 (a) N/A (a) MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y10 1,087,705 103,100 (c) N/A (c) MERRILL LYNCH & CO INC COMMON STOCK 59018810 224,518 5,530 (c) N/A (b) MERRILL LYNCH & CO INC COMMON STOCK 59018810 261,870 6,450 (c) N/A (a) MERRILL LYNCH & CO INC COMMON STOCK 59018810 2,329,628 57,380 (a) N/A (b) MERRILL LYNCH & CO INC COMMON STOCK 59018810 7,986,020 196,700 (a) N/A (a) MESABA HOLDINGS INC COMMON STOCK 59066B10 17,700 3,000 (a) N/A (c) METAWAVE COMMUNICATIONS CORP COMMON STOCK 59140910 14,099 5,222 (a) N/A (b) METAWAVE COMMUNICATIONS CORP COMMON STOCK 59140910 587,858 217,725 (a) N/A (a) METLIFE INC COMMON STOCK 59156R10 635,580 21,400 (a) N/A (a) METRETEK TECH RESTRICTED 02/02 COMMON STOCK 59159Q9A 170,000 200,000 (a) N/A (a) METRETEK TECHNOLOGIES 8.0% PFD CONVERTIBLES 59159Q20 912,000 1,000 (a) N/A (a) METRIS COMPANIES INC COMMON STOCK 59159810 1,559,473 63,009 (c) N/A (c) METRIS COMPANIES INC COMMON STOCK 59159810 7,370,550 297,800 (a) N/A (a) METRO INFORMATION SERVICES INC COMMON STOCK 59162P10 5,727 909 (a) N/A (b) METRO INFORMATION SERVICES INC COMMON STOCK 59162P10 5,809 922 (a) N/A (a) METRO INFORMATION SERVICES INC COMMON STOCK 59162P10 114,465 18,169 (c) N/A (c) METRO ONE TELECOMMUNICATIONS COMMON STOCK 59163F10 34,800 1,500 (a) N/A (a) METRO ONE TELECOMMUNICATIONS COMMON STOCK 59163F10 306,240 13,200 (c) N/A (c) METRO-GOLDWYN MAYER INC COMMON STOCK 59161010 364,425 21,500 (a) N/A (a) METROMEDIA FIBER NETWORK INC COMMON STOCK 59168910 2,720 8,000 (a) N/A (b) METTLER-TOLEDO INTERNATIONAL COMMON STOCK 59268810 -518,322 -12,300 (a) N/A (a) MEXICO EQUITY & INCOME FD EQUITY FUND 59283410 8,640 1,200 (a) N/A (b) MEXICO FUND EQUITY FUND 59283510 24,448 1,600 (a) N/A (b) MFS MULTIMARKET INCOME TRUST FIXED INC FND 55273710 1,208 200 (a) N/A (a) MGIC INVESTMENT CORPORATION COMMON STOCK 55284810 346,302 5,300 (a) N/A (a) MGIC INVESTMENT CORPORATION COMMON STOCK 55284810 1,025,838 15,700 (a) N/A (c) MICREL INC COMMON STOCK 59479310 1,994 100 (c) N/A (c) MICRO GENERAL CORP COMMON STOCK 59483830 23,166 2,700 (a) N/A (a) MICRO GENERAL CORP COMMON STOCK 59483830 205,062 23,900 (c) N/A (c) MICROCELL TELECOMMUNICATIONS COMMON STOCK 59501T30 11,454 5,254 (a) N/A (c) MICROCELL TELECOMMUNICATIONS COMMON STOCK 59501T30 48,869 22,417 (a) N/A (a) MICROCHIP TECHNOLOGIES INC COMMON STOCK 59501710 2,570,120 95,900 (a) N/A (a) MICROMUSE INC COMMON STOCK 59509410 -23,288 -4,100 (a) N/A (a) MICRON TECHNOLOGY INC COMMON STOCK 59511210 10,639 565 (a) N/A (b) MICRON TECHNOLOGY INC COMMON STOCK 59511210 898,191 47,700 (a) N/A (a) MICRON TECHNOLOGY INC COMMON STOCK 59511210 1,021,640 54,256 (c) N/A (c) MICROSEMI CORP COMMON STOCK 59513710 10,610,165 407,300 (a) N/A (a) MICROSOFT CORP COMMON STOCK 59491810 3,070,200 60,000 (a) N/A (c) MICROSOFT CORP COMMON STOCK 59491810 3,443,843 67,302 (c) N/A (a) MICROSOFT CORP COMMON STOCK 59491810 5,279,465 103,175 (c) N/A (b) MICROSOFT CORP COMMON STOCK 59491810 13,489,691 263,625 (c) N/A (c) MICROSOFT CORP COMMON STOCK 59491810 31,436,443 614,353 (a) N/A (b) MICROSOFT CORP COMMON STOCK 59491810 279,488,903 5,461,968 (a) N/A (a) MICROVISION INC COMMON STOCK 59496010 174,720 13,650 (a) N/A (a) MID ATLANTIC MEDICAL SERVICES COMMON STOCK 59523C10 30,657,900 1,459,900 (a) N/A (a) MIDAS INC COMMON STOCK 59562610 6,593 666 (a) N/A (b) MID-ATLANTIC REALTY TRUST COMMON STOCK 59523210 95,900 6,850 (a) N/A (a) MIDWAY GAMES INC COMMON STOCK 59814810 4,372 361 (c) N/A (c) MILLENNIUM PHARMACEUTICALS COMMON STOCK 59990210 -65,712 -3,700 (a) N/A (a) MILLENNIUM PHARMACEUTICALS COMMON STOCK 59990210 15,629 880 (a) N/A (b) MILLIPORE CORP COMMON STOCK 60107310 419,602 7,926 (a) N/A (b) MILLIPORE CORP COMMON STOCK 60107310 1,852,900 35,000 (a) N/A (a) MINAS BUENAVENTURA SPON ADR COMMON STOCK 20444810 391,865 18,100 (a) N/A (c) MINAS BUENAVENTURA SPON ADR COMMON STOCK 20444810 1,350,960 62,400 (a) N/A (a) MINNESOTA MINING & MFG COMMON STOCK 60405910 437,191 4,443 (c) N/A (a) MINNESOTA MINING & MFG COMMON STOCK 60405910 854,801 8,687 (c) N/A (b) MINNESOTA MINING & MFG COMMON STOCK 60405910 4,742,880 48,200 (c) N/A (c) MINNESOTA MINING & MFG COMMON STOCK 60405910 5,513,254 56,029 (a) N/A (b) MINNESOTA MINING & MFG COMMON STOCK 60405910 15,746,657 160,027 (a) N/A (a) MIPS TECHNOLOGIES INC COMMON STOCK 60456720 912 152 (a) N/A (a) MIRANT CORP COMMON STOCK 60467510 66,686 3,045 (a) N/A (b) MIRANT CORP COMMON STOCK 60467510 85,498 3,904 (a) N/A (a) MISSION WEST PROPERTIES COMMON STOCK 60520310 66,000 5,500 (a) N/A (a) MISSISSIPPI CHEMICAL CORP COMMON STOCK 60528820 5,500 2,000 (a) N/A (b) MITCHELL ENERGY & DEV-CL A COMMON STOCK 60659220 5,012 100 (a) N/A (b) MODINE MFG CO COMMON STOCK 60782810 61,450 2,500 (c) N/A (a) MODINE MFG CO COMMON STOCK 60782810 1,844,459 75,039 (a) N/A (b) MODINE MFG CO COMMON STOCK 60782810 4,480,934 182,300 (a) N/A (a) MODINE MFG CO COMMON STOCK 60782810 12,269,599 499,170 (c) N/A (c) MODIS PROFESSIONAL SERVICES COMMON STOCK 60783010 400,000 100,000 (c) N/A (c) MOHAWK INDUSTRIES INC COMMON STOCK 60819010 2,333,625 63,500 (c) N/A (c) MOHAWK INDUSTRIES INC COMMON STOCK 60819010 16,655,100 453,200 (a) N/A (a) MOLECULAR DEVICES CORP COMMON STOCK 60851C10 36,516 1,959 (a) N/A (a) MOLECULAR DEVICES CORP COMMON STOCK 60851C10 36,516 1,959 (a) N/A (b) MOLEX INC CL A COMMON STOCK 60855420 62,937 2,590 (a) N/A (a) MOMENTUM BUSINESS APPLICATNS COMMON STOCK 60877P10 12,374 678 (c) N/A (c) MONTANA POWER COMMON STOCK 61208510 4,200 800 (a) N/A (b) MOODY'S CORPORATION COMMON STOCK 61536910 74,000 2,000 (a) N/A (c) MOODY'S CORPORATION COMMON STOCK 61536910 74,000 2,000 (c) N/A (b) MOODY'S CORPORATION COMMON STOCK 61536910 318,200 8,600 (a) N/A (a) MOODY'S CORPORATION COMMON STOCK 61536910 475,043 12,839 (a) N/A (b) MORGAN ST DEAN WITTER & CO COMMON STOCK 61744644 4,635 100 (c) N/A (a) MORGAN ST DEAN WITTER & CO COMMON STOCK 61744644 64,334 1,388 (c) N/A (b) MORGAN ST DEAN WITTER & CO COMMON STOCK 61744644 3,198,150 69,000 (c) N/A (c) MORGAN ST DEAN WITTER & CO COMMON STOCK 61744644 3,390,178 73,143 (a) N/A (b) MORGAN ST DEAN WITTER & CO COMMON STOCK 61744644 7,818,318 168,680 (a) N/A (a) MOTOROLA INC COMMON STOCK 62007610 16,552 1,061 (c) N/A (a) MOTOROLA INC COMMON STOCK 62007610 221,520 14,200 (a) N/A (c) MOTOROLA INC COMMON STOCK 62007610 280,800 18,000 (c) N/A (b) MOTOROLA INC COMMON STOCK 62007610 997,027 63,912 (a) N/A (b) MOTOROLA INC COMMON STOCK 62007610 2,418,000 155,000 (c) N/A (c) MOTOROLA INC COMMON STOCK 62007610 59,750,418 3,830,155 (a) N/A (a) MRV COMMUNICATIONS INC COMMON STOCK 55347710 62,610 20,870 (c) N/A (c) MSC INDUSTRIAL DIRECT CO A COMMON STOCK 55353010 35,046 2,200 (c) N/A (a) MSC INDUSTRIAL DIRECT CO A COMMON STOCK 55353010 1,169,374 73,407 (a) N/A (b) MSC INDUSTRIAL DIRECT CO A COMMON STOCK 55353010 4,267,950 267,919 (a) N/A (a) MSC INDUSTRIAL DIRECT CO A COMMON STOCK 55353010 5,852,045 367,360 (c) N/A (c) MTS SYSTEMS CORP COMMON STOCK 55377710 127,708 11,105 (a) N/A (b) MTS SYSTEMS CORP COMMON STOCK 55377710 128,800 11,200 (a) N/A (a) MTS SYSTEMS CORP COMMON STOCK 55377710 3,005,122 261,315 (c) N/A (c) MUELLER INDUSTRIES INC COMMON STOCK 62475610 157,850 5,500 (a) N/A (a) MUELLER INDUSTRIES INC COMMON STOCK 62475610 1,391,950 48,500 (c) N/A (c) MULTEX.COM INC COMMON STOCK 62536710 14,076 6,800 (a) N/A (a) MULTEX.COM INC COMMON STOCK 62536710 123,993 59,900 (c) N/A (c) MULTILINK TECHNOLOGIES CORP COMMON STOCK 62544T10 11,891 2,300 (c) N/A (b) MUNIYIELD INSURED FUND INC FIXED INC FND 62630E10 291,200 20,000 (a) N/A (a) MURPHY OIL CORP COMMON STOCK 62671710 50,652 700 (a) N/A (a) MURPHY OIL CORP COMMON STOCK 62671710 159,843 2,209 (a) N/A (b) MYERS INDUSTRIES INC COMMON STOCK 62846410 54,628 4,610 (c) N/A (a) MYERS INDUSTRIES INC COMMON STOCK 62846410 1,676,724 141,496 (a) N/A (b) MYERS INDUSTRIES INC COMMON STOCK 62846410 3,753,867 316,782 (a) N/A (a) MYERS INDUSTRIES INC COMMON STOCK 62846410 8,849,983 746,834 (c) N/A (c) MYLAN LABS INC COMMON STOCK 62853010 24,889,060 763,000 (a) N/A (a) NABORS INDUSTRIES INC COMMON STOCK 62956810 29,358 1,400 (c) N/A (b) NABORS INDUSTRIES INC COMMON STOCK 62956810 754,920 36,000 (c) N/A (a) NABORS INDUSTRIES INC COMMON STOCK 62956810 1,530,495 72,985 (a) N/A (b) NABORS INDUSTRIES INC COMMON STOCK 62956810 1,690,706 80,625 (c) N/A (c) NABORS INDUSTRIES INC COMMON STOCK 62956810 16,891,440 805,505 (a) N/A (a) NASDAQ 100 DEP RECEIPTS COMMON STOCK 63110010 13,766 475 (c) N/A (a) NASDAQ 100 DEP RECEIPTS COMMON STOCK 63110010 43,470 1,500 (a) N/A (a) NASDAQ 100 DEP RECEIPTS COMMON STOCK 63110010 95,779 3,305 (a) N/A (b) NATIONAL AUSTRALIAN BK SP ADR COMMON STOCK 63252540 44,667 700 (c) N/A (c) NATIONAL AUSTRALIAN BK SP ADR COMMON STOCK 63252540 431,994 6,770 (a) N/A (a) NATIONAL CITY CORP COMMON STOCK 63540510 125,610 4,194 (a) N/A (b) NATIONAL CITY CORP COMMON STOCK 63540510 127,707 4,264 (a) N/A (a) NATIONAL CITY CORP COMMON STOCK 63540510 359,400 12,000 (c) N/A (c) NATIONAL DATA CORP COMMON STOCK 63562110 3,132 87 (a) N/A (b) NATIONAL FUEL GAS COMMON STOCK 63618010 73,696 3,200 (c) N/A (a) NATIONAL FUEL GAS COMMON STOCK 63618010 2,039,813 88,572 (a) N/A (b) NATIONAL FUEL GAS COMMON STOCK 63618010 5,070,976 220,190 (a) N/A (a) NATIONAL FUEL GAS COMMON STOCK 63618010 13,633,760 592,000 (c) N/A (c) NATIONAL GRID SPONSORED ADR COMMON STOCK 63627410 40,816 1,290 (a) N/A (a) NATIONAL GRID SPONSORED ADR COMMON STOCK 63627410 292,449 9,243 (a) N/A (b) NATIONAL HEALTH INVESTORS INC. COMMON STOCK 63633D10 10,760 800 (a) N/A (b) NATIONAL INSTRUMENTS CORP COMMON STOCK 63651810 20,231,111 773,065 (a) N/A (a) NATIONAL OILWELL INC COMMON STOCK 63707110 36,250 2,500 (c) N/A (a) NATIONAL OILWELL INC COMMON STOCK 63707110 553,900 38,200 (c) N/A (c) NATIONAL OILWELL INC COMMON STOCK 63707110 772,502 53,276 (a) N/A (b) NATIONAL OILWELL INC COMMON STOCK 63707110 4,222,487 291,206 (a) N/A (a) NATIONAL PRESTO INDS INC COMMON STOCK 63721510 30,262 1,125 (a) N/A (b) NATIONWIDE FINANCIAL SERVICE COMMON STOCK 63861210 -431,288 -11,600 (a) N/A (a) NATIONWIDE FINANCIAL SERVICE COMMON STOCK 63861210 74,360 2,000 (a) N/A (b) NATIONWIDE HEALTH PROPERTIES COMMON STOCK 63862010 77,224 3,930 (a) N/A (a) NATIONWIDE HEALTH PROPERTIES COMMON STOCK 63862010 2,456,250 125,000 (c) N/A (c) NATL SEMICONDUCTOR CORP COMMON STOCK 63764010 1,166 53 (a) N/A (b) NATL SEMICONDUCTOR CORP COMMON STOCK 63764010 314,490 14,295 (c) N/A (c) NATL SEMICONDUCTOR CORP COMMON STOCK 63764010 985,600 44,800 (a) N/A (c) NATL SEMICONDUCTOR CORP COMMON STOCK 63764010 16,731,000 760,500 (a) N/A (a) NAUTICA ENTERPRISES INC COMMON STOCK 63908910 2,294,592 193,800 (a) N/A (a) NAVISTAR INTL CORP COMMON STOCK 63890130 1,102 39 (c) N/A (a) NAVISTAR INTL CORP COMMON STOCK 63934E10 5,415,525 191,700 (a) N/A (a) NCO GROUP INC COMMON STOCK 62885810 325,721 23,810 (c) N/A (c) NCR CORP COMMON STOCK 62886E10 534 18 (c) N/A (b) NCR CORP COMMON STOCK 62886E10 1,779 60 (a) N/A (a) NCR CORP COMMON STOCK 62886E10 9,962 336 (c) N/A (a) NCR CORP COMMON STOCK 62886E10 10,111 341 (a) N/A (b) NCR CORP COMMON STOCK 62886E10 125,835 4,244 (c) N/A (c) NEC CORP - SPONSORED ADR COMMON STOCK 62905020 25,632 3,200 (c) N/A (c) NEC CORP - SPONSORED ADR COMMON STOCK 62905020 101,246 12,640 (a) N/A (b) NEC CORP - SPONSORED ADR COMMON STOCK 62905020 105,532 13,175 (a) N/A (a) NEIMAN MARCUS GROUP - CL B COMMON STOCK 64020430 21,377 902 (a) N/A (b) NEIMAN MARCUS GROUP - CL B COMMON STOCK 64020430 2,681,655 113,150 (a) N/A (a) NEIMAN MARCUS GROUP INC-CL A COMMON STOCK 64020420 19,560 800 (a) N/A (a) NEOFARMA INC COMMON STOCK 64047550 140 20 (a) N/A (b) NEON SYSTEMS COMMON STOCK 64050910 396,000 100,000 (c) N/A (c) NET.BANK COMMON STOCK 64093310 41,850 5,000 (a) N/A (b) NET2PHONE INC COMMON STOCK 64108N10 12,120 4,000 (a) N/A (b) NETIA HOLDINGS SA ADR COMMON STOCK 64114B10 2,993 4,100 (a) N/A (b) NETIQ CORP COMMON STOCK 64115P10 120,681 5,300 (a) N/A (b) NETIQ CORP COMMON STOCK 64115P10 17,690,013 776,900 (a) N/A (a) NETMANAGE INC COMMON STOCK 64114410 2,500 10,000 (a) N/A (b) NETWORK APPLIANCE INC COMMON STOCK 64120L10 1,360 200 (c) N/A (a) NETWORK APPLIANCE INC COMMON STOCK 64120L10 13,008 1,913 (a) N/A (b) NETWORK APPLIANCE INC COMMON STOCK 64120L10 71,230 10,475 (c) N/A (c) NETWORK ASSOCIATES INC COMMON STOCK 64093810 36,484,500 2,830,450 (a) N/A (a) NEUROGEN CORP COMMON STOCK 64124E10 820 50 (a) N/A (a) NEUROGEN CORP COMMON STOCK 64124E10 27,897 1,700 (a) N/A (a) NEUROGEN CORP COMMON STOCK 64124E10 246,150 15,000 (c) N/A (c) NEW ENGLAND BUSINESS SERVICES COMMON STOCK 64387210 39,905 2,300 (a) N/A (b) NEW ENGLAND BUSINESS SERVICES COMMON STOCK 64387210 723,495 41,700 (c) N/A (c) NEW PLAN EXCEL REALTY TRUST COMMON STOCK 64805310 198,463 11,606 (a) N/A (b) NEW YORK COMMUNITY BANCORP COMMON STOCK 64944510 132,042 5,689 (a) N/A (b) NEW YORK COMMUNITY BANCORP COMMON STOCK 64944510 3,765,126 162,220 (c) N/A (c) NEW YORK COMMUNITY BANCORP COMMON STOCK 64944510 3,958,988 170,573 (a) N/A (a) NEWELL RUBBERMAID INC COMMON STOCK 65122910 42,104 1,854 (c) N/A (b) NEWELL RUBBERMAID INC COMMON STOCK 65122910 328,750 14,476 (a) N/A (a) NEWELL RUBBERMAID INC COMMON STOCK 65122910 801,663 35,300 (a) N/A (b) NEWFIELD EXPLORATION COMPANY COMMON STOCK 65129010 112,245 3,844 (a) N/A (b) NEWFIELD EXPLORATION COMPANY COMMON STOCK 65129010 209,130 7,162 (c) N/A (b) NEWFIELD EXPLORATION COMPANY COMMON STOCK 65129010 34,839,980 1,193,150 (a) N/A (a) NEWMONT MNG CORP COMMON STOCK 65163910 9,180 389 (c) N/A (b) NEWMONT MNG CORP COMMON STOCK 65163910 37,760 1,600 (a) N/A (a) NEWMONT MNG CORP COMMON STOCK 65163910 56,640 2,400 (a) N/A (b) NEWPARK RESOURCES INC COMMON STOCK 65171850 1,977,750 293,000 (a) N/A (a) NEWPORT NEWS SHIPBUILDING COMMON STOCK 65222810 4,032 60 (a) N/A (a) NEWS CORP LTD ADR COMMON STOCK 65248770 4,748 197 (c) N/A (a) NEWS CORP LTD ADR COMMON STOCK 65248770 33,740 1,400 (c) N/A (b) NEWS CORP LTD ADR COMMON STOCK 65248770 388,926 16,138 (a) N/A (b) NEWS CORP LTD ADR COMMON STOCK 65248770 706,974 29,335 (a) N/A (a) NEWS CORP LTD -SPON ADR PRF COMMON STOCK 65248780 1,252,363 58,824 (c) N/A (c) NEWS CORP LTD -SPON ADR PRF COMMON STOCK 65248780 2,705,959 127,100 (a) N/A (a) NEXT LEVEL COMMUNICATION INC COMMON STOCK 65333U10 4,590 1,500 (a) N/A (b) NEXTCARD INC COMMON STOCK 65332K10 5,096 800 (a) N/A (a) NEXTCARD INC COMMON STOCK 65332K10 33,748 5,298 (c) N/A (c) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 2,782 322 (a) N/A (c) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 19,008 2,200 (c) N/A (b) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 98,237 11,370 (c) N/A (a) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 1,108,685 128,320 (a) N/A (b) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 1,735,042 200,815 (c) N/A (c) NEXTEL COMMUNICATIONS CL A COMMON STOCK 65332V10 3,551,818 411,090 (a) N/A (a) NEXTEL PARTNERS INC CL A COMMON STOCK 65333F10 1,171,020 174,000 (a) N/A (a) NEXTERA ENTERPRISES INC-A COMMON STOCK 65332E10 230 1,000 (a) N/A (a) NEXUS TELOCATION SYSTEMS LTD COMMON STOCK M7491914 179,101 127,022 (a) N/A (a) NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 65352010 34 2 (c) N/A (a) NICE SYSTEMS LTD SPON ADR COMMON STOCK 65365610 317,586 24,600 (a) N/A (a) NIKE INC COMMON STOCK 65410610 18,724 400 (a) N/A (b) NIKE INC COMMON STOCK 65410610 2,813,281 60,100 (a) N/A (a) NIPPON TELEGRAPH TELE SP ADR COMMON STOCK 65462410 11,575 500 (c) N/A (c) NIPPON TELEGRAPH TELE SP ADR COMMON STOCK 65462410 33,683 1,455 (a) N/A (a) NIPPON TELEGRAPH TELE SP ADR COMMON STOCK 65462410 224,277 9,688 (a) N/A (b) NISOURCE INC COMMON STOCK 65473P10 67,599 2,900 (a) N/A (c) NISOURCE INC COMMON STOCK 65473P10 1,930,068 82,800 (a) N/A (a) NISSAN MOTOR CO LTD SPON ADR COMMON STOCK 65474440 539,828 62,917 (a) N/A (a) NL INDS INC COM COMMON STOCK 62915640 6,101 407 (a) N/A (b) NL INDS INC COM COMMON STOCK 62915640 1,162,549 77,555 (c) N/A (c) NOBLE DRILLING CORP COMMON STOCK 65504210 50,400 2,100 (c) N/A (b) NOBLE DRILLING CORP COMMON STOCK 65504210 220,800 9,200 (a) N/A (a) NOBLE DRILLING CORP COMMON STOCK 65504210 579,000 24,125 (a) N/A (b) NOKIA CORP ADR-A COMMON STOCK 65490220 10,955 700 (c) N/A (c) NOKIA CORP ADR-A COMMON STOCK 65490220 72,772 4,650 (c) N/A (b) NOKIA CORP ADR-A COMMON STOCK 65490220 289,525 18,500 (c) N/A (a) NOKIA CORP ADR-A COMMON STOCK 65490220 1,019,738 65,159 (a) N/A (b) NOKIA CORP ADR-A COMMON STOCK 65490220 1,861,568 118,950 (a) N/A (a) NORDSTROM INC COMMON STOCK 65566410 7,534,230 521,400 (a) N/A (a) NORFOLK SOUTHERN CORP COMMON STOCK 65584410 37,076 2,300 (a) N/A (a) NORFOLK SOUTHERN CORP COMMON STOCK 65584410 47,780 2,964 (a) N/A (b) NORFOLK SOUTHERN CORP COMMON STOCK 65584410 72,540 4,500 (c) N/A (a) NORFOLK SOUTHERN CORP COMMON STOCK 65584410 157,218 9,753 (c) N/A (b) NORSK HYDRO A/S SPONS ADR COMMON STOCK 65653160 174,720 4,800 (c) N/A (a) NORTEL NETWORKS CORP COMMON STOCK 65656810 14,586 2,600 (c) N/A (b) NORTEL NETWORKS CORP COMMON STOCK 65656810 209,898 37,415 (c) N/A (a) NORTEL NETWORKS CORP COMMON STOCK 65656810 803,352 143,200 (a) N/A (b) NORTEL NETWORKS CORP COMMON STOCK 65656810 1,023,567 182,454 (a) N/A (a) NORTH AMERICAN SCIENTIFIC INC COMMON STOCK 65715D10 22,907 2,121 (a) N/A (a) NORTH COAST 10% CONV SER B PFD CONV-EQ EQUIV 65864940 8,177 735 (c) N/A (b) NORTH EUROPEAN OIL RTY TRUST COMMON STOCK 65931010 10,230 600 (a) N/A (b) NORTH FORK BANCORPORATION COMMON STOCK 65942410 1,760,430 59,194 (c) N/A (c) NORTHEAST UTILITIES COMMON STOCK 66439710 2,810 150 (a) N/A (b) NORTHERN BORDER PARTNERS L.P. COMMON STOCK 66478510 116,550 3,000 (a) N/A (c) NORTHERN TRUST CORP COMMON STOCK 66585910 1,398,330 26,645 (c) N/A (a) NORTHERN TRUST CORP COMMON STOCK 66585910 1,518,089 28,927 (c) N/A (b) NORTHERN TRUST CORP COMMON STOCK 66585910 9,377,966 178,696 (a) N/A (b) NORTHERN TRUST CORP COMMON STOCK 66585910 11,703,722 223,013 (a) N/A (a) NORTHERN TRUST CORP COMMON STOCK 66585910 11,995,668 228,576 (c) N/A (c) NORTHROP GRUMAN CORP COMMON STOCK 66680710 3,030 30 (a) N/A (b) NORTHROP GRUMAN CORP COMMON STOCK 66680710 2,157,138 21,358 (c) N/A (c) NORTHWEST BANCORP INC COMMON STOCK 66732810 10,010 1,000 (a) N/A (b) NORTHWEST NATURAL GAS CO COMMON STOCK 66765510 21,051 900 (c) N/A (b) NOVARTIS AG ADR COMMON STOCK 66987V10 93,408 2,400 (c) N/A (b) NOVARTIS AG ADR COMMON STOCK 66987V10 459,373 11,803 (a) N/A (b) NOVARTIS AG ADR COMMON STOCK 66987V10 1,236,878 31,780 (a) N/A (a) NOVELL INC COMMON STOCK 67000610 45,604 12,460 (a) N/A (b) NOVELL INC COMMON STOCK 67000610 54,754 14,960 (a) N/A (a) NOVELL INC COMMON STOCK 67000610 351,360 96,000 (c) N/A (c) NOVELLUS SYSTEM INC COMMON STOCK 67000810 31,416 1,100 (a) N/A (c) NOVELLUS SYSTEM INC COMMON STOCK 67000810 48,552 1,700 (a) N/A (b) NOVELLUS SYSTEM INC COMMON STOCK 67000810 18,271,260 639,750 (a) N/A (a) NOVO-NORDISK A/S ADR COMMON STOCK 67010020 84,000 2,000 (a) N/A (b) NPS PHARMACEUTICALS INC COMMON STOCK 62936P10 592,800 19,000 (a) N/A (a) NSTAR COMMON STOCK 67019E10 211,679 5,052 (a) N/A (b) NTELOS INC COMMON STOCK 67019U10 126,369 15,134 (a) N/A (b) NTL INC. COMMON STOCK 62940710 8,968 2,893 (a) N/A (b) NTL INC. COMMON STOCK 62940710 71,350 23,016 (a) N/A (a) NTL INC. COMMON STOCK 62940710 960,302 309,775 (c) N/A (c) NU HORIZONS ELECTRONICS INC COMMON STOCK 66990810 40,423 5,354 (a) N/A (b) NUANCE COMMUNICATIONS INC COMMON STOCK 66996710 949 146 (a) N/A (b) NUCOR CORP COMMON STOCK 67034610 134,980 3,400 (a) N/A (b) NUCOR CORP COMMON STOCK 67034610 353,330 8,900 (a) N/A (a) NUCOR CORP COMMON STOCK 67034610 794,000 20,000 (c) N/A (c) NUVEEN NEW YORK SELECT FIXED INC FND 67097610 24,172 1,667 (a) N/A (b) NUVEEN NY INC MUNICIPAL FUND FIXED INC FND 67098610 14,330 1,000 (a) N/A (b) NUVEEN NY MUNI VALUE FUND FIXED INC FND 67062M10 4,745 500 (a) N/A (b) NUVEEN NY QUAL MUNI FD FIXED INC FND 67062X10 24,538 1,667 (a) N/A (b) NY TIMES CO CL A COMMON STOCK 65011110 6,245 160 (c) N/A (a) NY TIMES CO CL A COMMON STOCK 65011110 539,434 13,821 (c) N/A (b) NY TIMES CO CL A COMMON STOCK 65011110 743,561 19,051 (a) N/A (b) NY TIMES CO CL A COMMON STOCK 65011110 1,647,847 42,220 (a) N/A (a) O`CHARLEYS INC COMMON STOCK 67082310 6,187,720 360,800 (a) N/A (a) OAKWOOD HOMES COMMON STOCK 67409820 1,054 254 (a) N/A (b) OAKWOOD HOMES COMMON STOCK 67409820 40,222 9,692 (c) N/A (c) OCCIDENTAL PETROLEUM COMMON STOCK 67459910 87,624 3,600 (a) N/A (b) OCCIDENTAL PETROLEUM COMMON STOCK 67459910 1,370,342 56,300 (a) N/A (c) OCCIDENTAL PETROLEUM COMMON STOCK 67459910 5,189,896 213,225 (a) N/A (a) OCEAN ENERGY INC COMMON STOCK 67481E10 16,386,390 1,005,300 (a) N/A (a) OCEANEERING INTL INC COMMON STOCK 67523210 50,127 3,100 (c) N/A (a) OCEANEERING INTL INC COMMON STOCK 67523210 1,554,228 96,118 (a) N/A (b) OCEANEERING INTL INC COMMON STOCK 67523210 4,018,326 248,505 (a) N/A (a) OCEANEERING INTL INC COMMON STOCK 67523210 8,670,354 536,200 (c) N/A (c) OCWEN FINANCIAL CORP COMMON STOCK 67574610 14,420 2,000 (c) N/A (b) OFFICE DEPOT INC COMMON STOCK 67622010 2,720 200 (c) N/A (b) OFFICIAL PAYMENTS CORP COMMON STOCK 67623510 6,359 3,261 (c) N/A (c) OGE ENERGY CORP COMMON STOCK 67083710 43,740 2,000 (c) N/A (a) OGE ENERGY CORP COMMON STOCK 67083710 1,418,510 64,861 (a) N/A (b) OGE ENERGY CORP COMMON STOCK 67083710 3,632,716 166,105 (a) N/A (a) OGE ENERGY CORP COMMON STOCK 67083710 9,187,106 420,078 (c) N/A (c) OLD REPUBLIC INT`L CORP COMMON STOCK 68022310 5,242 200 (a) N/A (c) OLD REPUBLIC INT`L CORP COMMON STOCK 68022310 363,323 13,862 (a) N/A (a) OLIN CORP COMMON STOCK 68066520 20,580 1,400 (a) N/A (a) OM GROUP INC COMMON STOCK 67087210 49,500 900 (c) N/A (a) OM GROUP INC COMMON STOCK 67087210 2,473,570 44,974 (a) N/A (b) OM GROUP INC COMMON STOCK 67087210 5,314,650 96,630 (a) N/A (a) OM GROUP INC COMMON STOCK 67087210 13,994,200 254,440 (c) N/A (c) OMNICELL INC COMMON STOCK 68213N10 4,731,000 630,800 (a) N/A (a) OMNICOM GROUP COMMON STOCK 68191910 285,560 4,400 (a) N/A (c) OMNICOM GROUP COMMON STOCK 68191910 1,258,736 19,395 (c) N/A (a) OMNICOM GROUP COMMON STOCK 68191910 1,314,550 20,255 (c) N/A (b) OMNICOM GROUP COMMON STOCK 68191910 3,957,278 60,975 (c) N/A (c) OMNICOM GROUP COMMON STOCK 68191910 15,632,658 240,873 (a) N/A (b) OMNICOM GROUP COMMON STOCK 68191910 41,212,474 635,015 (a) N/A (a) ON ASSIGNMENT INC COMMON STOCK 68215910 37,201,080 2,313,500 (a) N/A (a) ONEOK INC COMMON STOCK 68268010 351,734 21,240 (a) N/A (a) OPAL CONCEPTS SERIES B PFD COMMON STOCK 68345499 198,151 792,603 (a) N/A (a) OPEN MARKET INC COMMON STOCK 68370M10 200 500 (a) N/A (b) OPENWAVE SYSTEMS INC COMMON STOCK 68371810 54,825 4,300 (a) N/A (c) OPENWAVE SYSTEMS INC COMMON STOCK 68371810 99,769 7,825 (c) N/A (c) OPENWAVE SYSTEMS INC COMMON STOCK 68371810 388,454 30,467 (a) N/A (b) OPENWAVE SYSTEMS INC COMMON STOCK 68371810 18,335,048 1,438,043 (a) N/A (a) OPTIBASE LTD COMMON STOCK M7524R10 91,016 36,700 (a) N/A (a) ORACLE SYS CORP COMMON STOCK 68389X10 826,506 65,700 (c) N/A (b) ORACLE SYS CORP COMMON STOCK 68389X10 845,753 67,230 (c) N/A (a) ORACLE SYS CORP COMMON STOCK 68389X10 2,602,802 206,900 (c) N/A (c) ORACLE SYS CORP COMMON STOCK 68389X10 5,518,292 438,656 (a) N/A (b) ORACLE SYS CORP COMMON STOCK 68389X10 14,650,416 1,164,580 (a) N/A (a) ORASURE TECHNOLOGIES INC COMMON STOCK 68554V10 10,250 1,000 (a) N/A (b) ORBOTECH LTD COMMON STOCK M7525310 864,367 45,855 (a) N/A (a) ORCKIT COMMUNICATIONS LTD COMMON STOCK M7531S10 1,500 1,000 (a) N/A (a) OREGON STEEL MILLS COMMON STOCK 68607910 5,799 1,084 (c) N/A (c) ORION POWER HOLDINGS COMMON STOCK 68628610 887,400 34,800 (a) N/A (a) ORIX CORPORATION SPON ADR COMMON STOCK 68633010 4,140 100 (a) N/A (a) ORIX CORPORATION SPON ADR COMMON STOCK 68633010 28,980 700 (c) N/A (c) ORTHODONTIC CENTERS OF AMER COMMON STOCK 68750P10 8,356 339 (c) N/A (c) OSI PHARMACEUTICALS INC COMMON STOCK 67104010 81,250 2,500 (a) N/A (b) OSI PHARMACEUTICALS INC COMMON STOCK 67104010 5,928,000 182,400 (a) N/A (a) OUTBACK STEAKHOUSE INC. COMMON STOCK 68989910 1,321,220 51,590 (c) N/A (c) OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK 69036810 220,000 10,000 (a) N/A (a) OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK 69036810 1,945,240 88,420 (c) N/A (c) OXFORD HEALTH PLANS INC COMMON STOCK 69147110 41,098,520 1,447,131 (a) N/A (a) PACCAR INC COMMON STOCK 69371810 4,073 83 (c) N/A (c) PACCAR INC COMMON STOCK 69371810 799,841 16,300 (a) N/A (a) PACIFIC NORTHWEST BANCORP COMMON STOCK 69466M10 24,420 1,200 (a) N/A (b) PACIFIC NORTHWEST BANCORP COMMON STOCK 69466M10 4,812,775 236,500 (c) N/A (c) PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 69487310 18,415,829 1,339,333 (a) N/A (a) PACKAGING CORP OF AMERICA COMMON STOCK 69515610 1,007,340 65,200 (a) N/A (a) PACTIV CORPORATION COMMON STOCK 69525710 1,666 115 (a) N/A (b) PACTIV CORPORATION COMMON STOCK 69525710 11,213,811 773,900 (a) N/A (a) PAC-WEST TELECOMM INC COMMON STOCK 69371Y10 14,280 25,500 (c) N/A (c) PALL CORP COMMON STOCK 69642930 38,900 2,000 (c) N/A (a) PALL CORP COMMON STOCK 69642930 167,056 8,589 (a) N/A (b) PALM INC COMMON STOCK 69664210 146 100 (a) N/A (a) PALM INC COMMON STOCK 69664210 7,643 5,235 (a) N/A (b) PALM INC COMMON STOCK 69664210 133,703 91,577 (c) N/A (c) PAN PACIFIC RETAIL PPTYS INC COMMON STOCK 69806L10 14,703 558 (c) N/A (a) PANAMERICAN BEVERAGES INC CL-A COMMON STOCK P7482310 522,636 31,017 (c) N/A (c) PANAMERICAN BEVERAGES INC CL-A COMMON STOCK P7482310 528,635 31,373 (a) N/A (b) PANAMSAT CORP COMMON STOCK 69793310 1,865,600 80,000 (c) N/A (a) PANAVISION INC COMMON STOCK 69830E20 194,000 40,000 (a) N/A (a) PARADIGM GENETICS INC COMMON STOCK 69900R10 36,250 5,800 (a) N/A (a) PARADIGM GEOPHYSICAL LTD COMMON STOCK 69900J10 222,880 56,000 (a) N/A (a) PARADYNE NETWORKS INC COMMON STOCK 69911G10 1,305 1,115 (a) N/A (a) PARADYNE NETWORKS INC COMMON STOCK 69911G10 1,555 1,329 (a) N/A (b) PARK ELECTROCHEMICAL CORP COMMON STOCK 70041620 3,125,475 143,700 (a) N/A (a) PARK PLACE ENTERTAINMENT COMMON STOCK 70069010 5,036 687 (a) N/A (b) PARK PLACE ENTERTAINMENT COMMON STOCK 70069010 15,393 2,100 (a) N/A (a) PARK PLACE ENTERTAINMENT COMMON STOCK 70069010 997,701 136,112 (c) N/A (c) PARKER DRILLING CO COMMON STOCK 70108110 15,400 5,000 (a) N/A (a) PARKER HANNIFIN CORP COMMON STOCK 70109410 102,900 3,000 (a) N/A (a) PARKERVISION INC COMMON STOCK 70135410 82,984 4,600 (a) N/A (a) PARKERVISION INC COMMON STOCK 70135410 730,620 40,500 (c) N/A (c) PATENT LITIGATION TRUST COMMON STOCK 70304410 1,602 160,222 (a) N/A (a) PATHMARK STORES INC COMMON STOCK 70322A10 293,192 12,319 (a) N/A (c) PATHMARK STORES INC COMMON STOCK 70322A10 1,243,526 52,249 (c) N/A (c) PATHMARK STORES INC COMMON STOCK 70322A10 9,217,740 387,300 (a) N/A (a) PATTERSON-UTI ENERGY INC COMMON STOCK 70348110 1,810,740 146,500 (a) N/A (a) PAYCHEX INC COMMON STOCK 70432610 729,961 23,166 (a) N/A (b) PAYCHEX INC COMMON STOCK 70432610 1,110,728 35,250 (c) N/A (c) PAYLESS SHOESOURCE INC. COMMON STOCK 70437910 35,072 640 (c) N/A (b) PEARSON PLC SPONSORED ADR COMMON STOCK 70501510 28,300 2,545 (a) N/A (a) PEDIATRIX MED GROUP COM COMMON STOCK 70532410 612 15 (c) N/A (c) PEGASUS COMMUNICATIONS CORP COMMON STOCK 70590410 31,584 4,512 (a) N/A (c) PEGASUS COMMUNICATIONS CORP COMMON STOCK 70590410 59,668 8,524 (a) N/A (a) PENNEY J.C CO INC COMMON STOCK 70816010 17,520 800 (a) N/A (b) PENNEY J.C CO INC COMMON STOCK 70816010 657,000 30,000 (c) N/A (c) PENNEY J.C CO INC COMMON STOCK 70816010 1,127,850 51,500 (a) N/A (c) PENNEY J.C CO INC COMMON STOCK 70816010 1,699,440 77,600 (a) N/A (a) PENTAIR INC COMMON STOCK 70963110 116,926 3,800 (a) N/A (a) PEOPLES BANK CT COMMON STOCK 71019810 497,280 22,400 (a) N/A (b) PEOPLES BANK CT COMMON STOCK 71019810 813,630 36,650 (c) N/A (c) PEOPLES BANK CT COMMON STOCK 71019810 2,069,040 93,200 (a) N/A (a) PEOPLES ENERGY CORP COMMON STOCK 71103010 165,640 4,166 (a) N/A (a) PEOPLESOFT INC COMMON STOCK 71271310 74,866 4,150 (c) N/A (a) PEOPLESOFT INC COMMON STOCK 71271310 99,220 5,500 (a) N/A (b) PEOPLESOFT INC COMMON STOCK 71271310 1,903,148 105,496 (c) N/A (c) PEOPLESOFT INC COMMON STOCK 71271310 6,622,484 367,100 (a) N/A (a) PEPSI BOTTLING GROUP INC COMMON STOCK 71340910 4,607 100 (a) N/A (b) PEPSI BOTTLING GROUP INC COMMON STOCK 71340910 100,433 2,180 (c) N/A (c) PEPSI BOTTLING GROUP INC COMMON STOCK 71340910 202,708 4,400 (a) N/A (a) PEPSIAMERICAS INC COMMON STOCK 71343P20 52,325 3,500 (a) N/A (b) PEPSICO INC COMMON STOCK 71344810 331,255 6,830 (c) N/A (a) PEPSICO INC COMMON STOCK 71344810 1,646,575 33,950 (c) N/A (b) PEPSICO INC COMMON STOCK 71344810 3,420,414 70,524 (a) N/A (b) PEPSICO INC COMMON STOCK 71344810 7,616,100 157,033 (c) N/A (c) PEPSICO INC COMMON STOCK 71344810 23,456,298 483,635 (a) N/A (a) PEREGRINE SYSTEMS INC COMMON STOCK 71366Q10 74,517 5,900 (a) N/A (c) PEREGRINE SYSTEMS INC COMMON STOCK 71366Q10 239,970 19,000 (c) N/A (c) PEREGRINE SYSTEMS INC COMMON STOCK 71366Q10 257,879 20,418 (a) N/A (b) PEREGRINE SYSTEMS INC COMMON STOCK 71366Q10 30,652,884 2,426,990 (a) N/A (a) PEREZ COMPANC SA SPON ADR CL B COMMON STOCK 71367B10 40,822 4,010 (a) N/A (b) PERFORMANCE FOOD GROUP CO COMMON STOCK 71375510 68,472 2,400 (c) N/A (a) PERFORMANCE FOOD GROUP CO COMMON STOCK 71375510 2,210,276 77,472 (a) N/A (b) PERFORMANCE FOOD GROUP CO COMMON STOCK 71375510 4,699,718 164,729 (a) N/A (a) PERFORMANCE FOOD GROUP CO COMMON STOCK 71375510 9,099,644 318,950 (c) N/A (c) PERKINELMER INC COMMON STOCK 71404610 26,240 1,000 (c) N/A (a) PERKINELMER INC COMMON STOCK 71404610 443,456 16,900 (c) N/A (b) PERKINELMER INC COMMON STOCK 71404610 3,169,792 120,800 (c) N/A (c) PERKINELMER INC COMMON STOCK 71404610 3,840,749 146,370 (a) N/A (b) PERKINELMER INC COMMON STOCK 71404610 8,065,782 307,385 (a) N/A (a) PER-SE TECHNOLOGIES INC COMMON STOCK 71356930 286 36 (a) N/A (a) PETROLEO BRASILEIRO SA ADR COMMON STOCK 71654V40 5,925 300 (c) N/A (c) PETROLEO BRASILEIRO SA ADR COMMON STOCK 71654V40 1,536,550 77,800 (a) N/A (a) PETROLEO BRASILERO SA ADR COMMON STOCK 71654V10 153,600 8,000 (a) N/A (b) PETROLEO BRASILERO SA ADR COMMON STOCK 71654V10 5,568,000 290,000 (a) N/A (c) PETROLEO BRASILERO SA ADR COMMON STOCK 71654V10 18,821,760 980,300 (a) N/A (a) PETSMART INC COMMON STOCK 71676810 631,199 89,659 (c) N/A (c) PFIZER INC COMMON STOCK 71708110 3,046,076 75,962 (a) N/A (c) PFIZER INC COMMON STOCK 71708110 4,775,750 119,096 (c) N/A (a) PFIZER INC COMMON STOCK 71708110 8,597,199 214,394 (c) N/A (b) PFIZER INC COMMON STOCK 71708110 11,425,533 284,926 (c) N/A (c) PFIZER INC COMMON STOCK 71708110 46,759,567 1,166,074 (a) N/A (b) PFIZER INC COMMON STOCK 71708110 329,746,992 8,223,117 (a) N/A (a) PG&E CORP COMMON STOCK 69331C10 48,777 3,209 (a) N/A (b) PHARMACEUTICAL PROD DEV INC COMMON STOCK 71712410 140,592 4,800 (a) N/A (a) PHARMACEUTICAL PROD DEV INC COMMON STOCK 71712410 1,241,896 42,400 (c) N/A (c) PHARMACIA CORPORATION COMMON STOCK 71713U10 512,476 12,635 (a) N/A (c) PHARMACIA CORPORATION COMMON STOCK 71713U10 1,369,427 33,763 (c) N/A (a) PHARMACIA CORPORATION COMMON STOCK 71713U10 1,905,225 46,973 (c) N/A (b) PHARMACIA CORPORATION COMMON STOCK 71713U10 8,933,421 220,252 (c) N/A (c) PHARMACIA CORPORATION COMMON STOCK 71713U10 15,512,253 382,452 (a) N/A (b) PHARMACIA CORPORATION COMMON STOCK 71713U10 167,325,048 4,125,371 (a) N/A (a) PHARMACOPEIA INC COMMON STOCK 71713B10 35,225 2,718 (a) N/A (a) PHARMACOPEIA INC COMMON STOCK 71713B10 35,225 2,718 (a) N/A (b) PHASE METRICS INC COMMON STOCK 71721710 7,227 72,272 (a) N/A (a) PHELPS DODGE CORP COMMON STOCK 71726510 11,550 420 (a) N/A (a) PHILADELPHIA CONS HLDG CO COMMON STOCK 71752810 4,246,305 122,231 (c) N/A (c) PHILADELPHIA SUBURBAN CORP. COMMON STOCK 71800960 167,408 6,375 (a) N/A (a) PHILADELPHIA SUBURBAN CORP. COMMON STOCK 71800960 1,475,812 56,200 (c) N/A (c) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 512,840 10,620 (c) N/A (b) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 830,588 17,200 (c) N/A (a) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 1,226,566 25,400 (a) N/A (c) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 4,148,739 85,913 (a) N/A (b) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 5,847,919 121,100 (c) N/A (c) PHILIP MORRIS COMPANIES INC COMMON STOCK 71815410 100,826,381 2,087,935 (a) N/A (a) PHILIPPINE LONG DIST TEL ADR COMMON STOCK 71825260 29,673 3,140 (a) N/A (b) PHILLIPS PETROLEUM COMMON STOCK 71850710 1,899 35 (c) N/A (a) PHILLIPS PETROLEUM COMMON STOCK 71850710 449,320 8,330 (c) N/A (b) PHILLIPS PETROLEUM COMMON STOCK 71850710 4,477,020 83,000 (c) N/A (c) PHILLIPS PETROLEUM COMMON STOCK 71850710 5,774,007 107,045 (a) N/A (b) PHILLIPS PETROLEUM COMMON STOCK 71850710 5,959,561 110,485 (a) N/A (a) PHILLIPS-VAN HEUSEN COMMON STOCK 71859210 230,670 23,300 (a) N/A (a) PHILLIPS-VAN HEUSEN COMMON STOCK 71859210 2,033,460 205,400 (c) N/A (c) PHOENIX COMPANIES INC COMMON STOCK 71902E10 914,685 63,300 (a) N/A (a) PHOENIX COMPANIES INC COMMON STOCK 71902E10 6,749,595 467,100 (a) N/A (a) PHOTRONIC INC COMMON STOCK 71940510 107,010 5,800 (a) N/A (b) PHOTRONIC INC COMMON STOCK 71940510 23,253,162 1,260,334 (a) N/A (a) PIEDMONT NATURAL GAS CO. COMMON STOCK 72018610 3,114 100 (a) N/A (a) PIEDMONT NATURAL GAS CO. COMMON STOCK 72018610 6,228 200 (c) N/A (a) PIEDMONT NATURAL GAS CO. COMMON STOCK 72018610 12,830 412 (a) N/A (b) PINNACLE HOLDINGS INC COMMON STOCK 72346N10 7,078 18,150 (a) N/A (b) PINNACLE HOLDINGS INC COMMON STOCK 72346N10 318,572 816,850 (a) N/A (a) PINNACLE WEST CAPITAL CORP COMMON STOCK 72348410 277,900 7,000 (a) N/A (c) PINNACLE WEST CAPITAL CORP COMMON STOCK 72348410 357,300 9,000 (c) N/A (b) PIONEER NATURAL RESOURCES CO COMMON STOCK 72378710 2,433 171 (a) N/A (b) PIONEER NATURAL RESOURCES CO COMMON STOCK 72378710 150,866 10,602 (a) N/A (a) PIONEER STANDARD ELECTRONICS COMMON STOCK 72387710 44,198 4,900 (c) N/A (a) PIONEER STANDARD ELECTRONICS COMMON STOCK 72387710 1,278,341 141,723 (a) N/A (b) PIONEER STANDARD ELECTRONICS COMMON STOCK 72387710 3,088,150 342,367 (a) N/A (a) PIONEER STANDARD ELECTRONICS COMMON STOCK 72387710 6,153,895 682,250 (c) N/A (c) PITNEY-BOWES COMMON STOCK 72447910 222,286 5,819 (a) N/A (b) PITNEY-BOWES COMMON STOCK 72447910 2,783,099 72,856 (c) N/A (c) PITNEY-BOWES COMMON STOCK 72447910 5,351,820 140,100 (a) N/A (a) PITTSTON BRINK`S GROUP COMMON STOCK 72570110 127 7 (c) N/A (a) PITTSTON BRINK`S GROUP COMMON STOCK 72570110 2,860 158 (a) N/A (b) PIXAR INC COMMON STOCK 72581110 48,480 1,200 (a) N/A (a) PIXELWORKS INC COMMON STOCK 72581M10 103,320 8,200 (a) N/A (b) PIXELWORKS INC COMMON STOCK 72581M10 189,000 15,000 (c) N/A (c) PIXELWORKS INC COMMON STOCK 72581M10 12,411,945 985,075 (a) N/A (a) PLACER DOME INC COMMON STOCK 72590610 2,444,169 191,100 (c) N/A (c) PLANTRONICS INC COMMON STOCK 72749310 5,115 300 (a) N/A (b) PLANTRONICS INC COMMON STOCK 72749310 11,935 700 (a) N/A (a) PLEXUS CORP COMMON STOCK 72913210 1,018,656 43,200 (c) N/A (c) PLEXUS CORP COMMON STOCK 72913210 9,875,021 418,788 (a) N/A (a) PLIANT CORPORATION WARRANTS WARRANTS 72913611 23 2,300 (a) N/A (c) PLIANT CORPORATION WARRANTS WARRANTS 72913611 90 8,997 (a) N/A (a) PLUG POWER INC COMMON STOCK 72919P10 4,810 500 (a) N/A (a) PLUM CREEK TIMBER CO INC COMMON STOCK 72925110 160,260 6,000 (c) N/A (a) PMC SIERRA INC COMMON STOCK 69344F10 32,864 3,200 (c) N/A (c) PMC SIERRA INC COMMON STOCK 69344F10 2,239,599 218,072 (a) N/A (a) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 103,050 1,800 (c) N/A (a) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 159,728 2,790 (c) N/A (b) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 280,525 4,900 (a) N/A (c) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 2,106,800 36,800 (c) N/A (c) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 6,065,408 105,946 (a) N/A (b) PNC FINANCIAL SERVICES GROUP COMMON STOCK 69347510 82,966,128 1,449,190 (a) N/A (a) POGO PRODUCING CO COMMON STOCK 73044810 9,400 400 (a) N/A (b) POGO PRODUCING CO COMMON STOCK 73044810 23,967,650 1,019,900 (a) N/A (a) POHANG IRON & STEEL LTD-ADR COMMON STOCK 73045010 72,220 4,600 (c) N/A (c) POHANG IRON & STEEL LTD-ADR COMMON STOCK 73045010 5,253,220 334,600 (a) N/A (a) POLAROID CORP COMMON STOCK 73109510 17,680 34,000 (c) N/A (c) POLYCOM INC COMMON STOCK 73172K10 24,370 1,000 (a) N/A (b) POLYCOM INC COMMON STOCK 73172K10 87,176,120 3,577,190 (a) N/A (a) POLYONE CORPORATION COMMON STOCK 73179P10 15,600 2,000 (a) N/A (b) POLYONE CORPORATION COMMON STOCK 73179P10 1,014,000 130,000 (a) N/A (a) POPULAR INC COMMON STOCK 73317410 9,360 300 (a) N/A (a) PORTAL SOFTWARE INC COMMON STOCK 73612610 2,012,176 1,350,454 (a) N/A (a) PORTUGAL TELECOM SGPS SA - ADR COMMON STOCK 73727310 11,969 1,667 (a) N/A (a) PORTUGAL TELECOM SGPS SA - ADR COMMON STOCK 73727310 105,194 14,651 (a) N/A (b) POST PROPERTIES INC COMMON STOCK 73746410 37,080 1,000 (a) N/A (b) POTLATCH CORP COMMON STOCK 73762810 56,679 2,100 (a) N/A (a) POTLATCH CORP COMMON STOCK 73762810 499,315 18,500 (c) N/A (c) POTOMAC ELEC PWR CO COMMON STOCK 73767910 4,392 200 (c) N/A (b) POTOMAC ELEC PWR CO COMMON STOCK 73767910 94,648 4,310 (a) N/A (b) POWER INTEGRATIONS INC COMMON STOCK 73927610 11,425,762 627,100 (a) N/A (a) POWERWAVE TECHNOLOGIES INC COMMON STOCK 73936310 13,955,292 1,170,746 (a) N/A (a) PPG INDUSTRIES COMMON STOCK 69350610 9,150 200 (a) N/A (b) PPG INDUSTRIES COMMON STOCK 69350610 146,400 3,200 (a) N/A (c) PPG INDUSTRIES COMMON STOCK 69350610 1,637,850 35,800 (c) N/A (c) PPG INDUSTRIES COMMON STOCK 69350610 39,034,632 853,216 (a) N/A (a) PRAECIS PHARMACEUTICALS INC COMMON STOCK 73942110 145,019 38,879 (a) N/A (b) PRAECIS PHARMACEUTICALS INC COMMON STOCK 73942110 6,559,679 1,758,627 (a) N/A (a) PRAXAIR INC COMMON STOCK 74005P10 8,400 200 (c) N/A (a) PRAXAIR INC COMMON STOCK 74005P10 103,110 2,455 (c) N/A (b) PRAXAIR INC COMMON STOCK 74005P10 221,970 5,285 (a) N/A (a) PRAXAIR INC COMMON STOCK 74005P10 284,340 6,770 (a) N/A (b) PRE PAID LEGAL SVS INC COMMON STOCK 74006510 14,257 827 (c) N/A (c) PRECISE SOFTWARE SOLUTIONS COMMON STOCK M4145010 5,067,530 458,600 (a) N/A (a) PREMIER FARNELL PLC ADR COMMON STOCK 74050U10 290 58 (a) N/A (a) PREMIER FARNELL PLC ADR COMMON STOCK 74050U10 4,855 971 (c) N/A (a) PREMIER FARNELL PLC-ADR CONV-EQ EQUIV 74050U20 13,646 782 (c) N/A (a) PREMIER FARNELL PLC-ADR CONV-EQ EQUIV 74050U20 27,501 1,576 (a) N/A (a) PRENTISS PROPERTIES TRUST COMMON STOCK 74070610 110,000 4,000 (a) N/A (a) PREVIEW SYSTEMS INC COMMON STOCK 74137910 75 832 (c) N/A (c) PRI AUTOMATION INC COMMON STOCK 69357H10 63,126 6,300 (a) N/A (b) PRI AUTOMATION INC COMMON STOCK 69357H10 16,045,276 1,601,325 (a) N/A (a) PRICE COMMUNICATIONS CORP COMMON STOCK 74143730 66,732 3,937 (a) N/A (b) PRICE COMMUNICATIONS CORP COMMON STOCK 74143730 444,361 26,216 (a) N/A (a) PRICE COMMUNICATIONS CORP COMMON STOCK 74143730 1,076,427 63,506 (a) N/A (c) PRICELINE.COM COMMON STOCK 74150310 5,306 1,400 (a) N/A (a) PRIORITY HEALTHCARE CORP B COMMON STOCK 74264T10 1,200,000 50,000 (c) N/A (c) PRIORITY HEALTHCARE CORP B COMMON STOCK 74264T10 23,524,800 980,200 (a) N/A (a) PROCOM TECHNOLOGY INC COMMON STOCK 74270W10 554,739 173,356 (c) N/A (c) PROCTER & GAMBLE COMMON STOCK 74271810 780,309 10,720 (c) N/A (b) PROCTER & GAMBLE COMMON STOCK 74271810 2,211,360 30,380 (c) N/A (a) PROCTER & GAMBLE COMMON STOCK 74271810 5,539,319 76,100 (c) N/A (c) PROCTER & GAMBLE COMMON STOCK 74271810 9,650,280 132,577 (a) N/A (b) PROCTER & GAMBLE COMMON STOCK 74271810 10,978,552 150,825 (a) N/A (a) PROGENICS PHARMACEUTICALS COMMON STOCK 74318710 212,670 15,300 (a) N/A (a) PROGRESS ENERGY INC COMMON STOCK 74326310 485,787 11,300 (c) N/A (b) PROGRESS ENERGY INC COMMON STOCK 74326310 2,145,631 49,910 (a) N/A (a) PROGRESS ENERGY INC COMMON STOCK 74326310 4,314,476 100,360 (a) N/A (b) PROGRESS ENERGY INC COMMON STOCK 74326310 4,728,900 110,000 (c) N/A (c) PROGRESS SOFTWARE CORP COMMON STOCK 74331210 64,354 4,600 (c) N/A (a) PROGRESS SOFTWARE CORP COMMON STOCK 74331210 2,086,119 149,115 (a) N/A (b) PROGRESS SOFTWARE CORP COMMON STOCK 74331210 4,361,872 311,785 (a) N/A (a) PROGRESS SOFTWARE CORP COMMON STOCK 74331210 9,824,338 702,240 (c) N/A (c) PROGRESSIVE CORP COMMON STOCK 74331510 -303,953 -2,270 (a) N/A (a) PROGRESSIVE RETURN FUND INC COMMON STOCK 74337610 10,560 1,320 (c) N/A (c) PROLOGIS TRUST COMMON STOCK 74341010 2,110 100 (a) N/A (c) PROLOGIS TRUST COMMON STOCK 74341010 516,570 24,482 (a) N/A (a) PROSPERITY BANCSHARES INC COMMON STOCK 74360610 907,210 35,300 (a) N/A (a) PROTECTIVE LIFE CORP COMMON STOCK 74367410 1,006,300 34,700 (a) N/A (b) PROTECTIVE LIFE CORP COMMON STOCK 74367410 1,223,800 42,200 (c) N/A (c) PROTECTIVE LIFE CORP COMMON STOCK 74367410 3,669,950 126,550 (a) N/A (a) PROTEIN DESIGN LABS INC COMMON STOCK 74369L10 8,406,940 178,000 (a) N/A (a) PROTON ENERGY SYSTEMS COMMON STOCK 74371K10 4,710 1,000 (a) N/A (a) PROTON ENERGY SYSTEMS COMMON STOCK 74371K10 37,558 7,974 (a) N/A (b) PROVIDAN FINACIAL CORP COMMON STOCK 74406A10 4,332 215 (a) N/A (b) PROVIDAN FINACIAL CORP COMMON STOCK 74406A10 12,090 600 (a) N/A (a) PROVIDENT FINANCIAL GROUP COMMON STOCK 74386610 8,509 337 (c) N/A (b) PROVINCE HEALTHCARE CO COMMON STOCK 74397710 44,088 1,200 (a) N/A (b) PROVINCE HEALTHCARE CO COMMON STOCK 74397710 62,653,530 1,705,322 (a) N/A (a) PS BUSINESS PARKS INC/CA COMMON STOCK 69360J10 193,900 7,000 (a) N/A (a) PUBLIC SERVICE OF NEW MEXICO COMMON STOCK 74449910 194,117 7,700 (a) N/A (a) PUBLIC SERVICE OF NEW MEXICO COMMON STOCK 74449910 1,720,885 68,262 (c) N/A (c) PUBLIC STORAGE INC COMMON STOCK 74460D10 30,060 900 (a) N/A (a) PUBLIC SVC ENTERPRISE GRP INC COMMON STOCK 74457310 106,375 2,500 (c) N/A (b) PUBLIC SVC ENTERPRISE GRP INC COMMON STOCK 74457310 3,306,135 77,700 (c) N/A (c) PUBLIC SVC ENTERPRISE GRP INC COMMON STOCK 74457310 3,507,567 82,434 (a) N/A (b) PUBLIC SVC ENTERPRISE GRP INC COMMON STOCK 74457310 6,170,814 145,025 (a) N/A (a) PUBLICIS GROUPE ADR COMMON STOCK 74463M10 1,700 100 (a) N/A (a) PUBLICIS GROUPE ADR COMMON STOCK 74463M10 8,500 500 (c) N/A (c) PUGET ENERGY INC COMMON STOCK 74531010 2,149 100 (a) N/A (a) PULITZER INC COMMON STOCK 74576910 44,280 1,000 (a) N/A (a) PULITZER INC COMMON STOCK 74576910 44,280 1,000 (a) N/A (c) PULITZER INC COMMON STOCK 74576910 194,788 4,399 (a) N/A (b) PULTE HOMES CORPORATION COMMON STOCK 74586710 968,540 31,600 (a) N/A (c) PUTNAM PREMIER INCOME FUND EQUITY FUND 74685310 12,040 2,000 (c) N/A (a) QIAO XING UNIVERSAL TELE INC COMMON STOCK G7303A10 1,040 500 (a) N/A (b) QLOGIC CORP COMMON STOCK 74727710 11,780 620 (a) N/A (b) QLOGIC CORP COMMON STOCK 74727710 152,000 8,000 (c) N/A (c) QLT INC COMMON STOCK 74692710 174,359 11,300 (a) N/A (a) QRS CORP COMMON STOCK 74726X10 3,585,935 426,897 (a) N/A (a) QUALCOMM INC COMMON STOCK 74752510 24,958 525 (c) N/A (a) QUALCOMM INC COMMON STOCK 74752510 156,882 3,300 (a) N/A (c) QUALCOMM INC COMMON STOCK 74752510 449,538 9,456 (c) N/A (b) QUALCOMM INC COMMON STOCK 74752510 2,936,070 61,760 (a) N/A (b) QUALCOMM INC COMMON STOCK 74752510 5,238,433 110,190 (c) N/A (c) QUALCOMM INC COMMON STOCK 74752510 38,548,284 810,860 (a) N/A (a) QUANTA SERVICES INC COMMON STOCK 74762E10 100 7 (a) N/A (b) QUANTA SERVICES INC COMMON STOCK 74762E10 70,623 4,956 (c) N/A (c) QUANTA SERVICES INC COMMON STOCK 74762E10 180,975 12,700 (a) N/A (a) QUEST DIAGNOSTICS INC COMMON STOCK 74834L10 494 8 (c) N/A (a) QUEST DIAGNOSTICS INC COMMON STOCK 74834L10 37,020 600 (a) N/A (b) QUEST DIAGNOSTICS INC COMMON STOCK 74834L10 77,125 1,250 (c) N/A (b) QUEST DIAGNOSTICS INC COMMON STOCK 74834L10 925,500 15,000 (c) N/A (c) QUEST DIAGNOSTICS INC COMMON STOCK 74834L10 13,617,190 220,700 (a) N/A (a) QUEST SOFTWARE INC COMMON STOCK 74834T10 195,702 16,900 (a) N/A (b) QUEST SOFTWARE INC COMMON STOCK 74834T10 17,297,046 1,493,700 (a) N/A (a) QUESTAR CORP COMMON STOCK 74835610 1,130,080 56,000 (c) N/A (c) QUIDEL CORP WTS @ $ 7.50 EXP WARRANTS 74838J11 0 19,729 (a) N/A (a) QUILMES INDUSTRIAL QUINS ADR COMMON STOCK 74838Y20 85,100 7,400 (a) N/A (b) QUINTILES TRANSNATIONAL CORP COMMON STOCK 74876710 62,342 4,270 (c) N/A (c) QUINTILES TRANSNATIONAL CORP COMMON STOCK 74876710 12,173,480 833,800 (a) N/A (a) QWEST COMMUNICATIONS INTL COMMON STOCK 74912110 252,621 15,127 (c) N/A (c) QWEST COMMUNICATIONS INTL COMMON STOCK 74912110 279,291 16,724 (c) N/A (a) QWEST COMMUNICATIONS INTL COMMON STOCK 74912110 951,716 56,989 (c) N/A (b) QWEST COMMUNICATIONS INTL COMMON STOCK 74912110 2,413,902 144,545 (a) N/A (b) QWEST COMMUNICATIONS INTL COMMON STOCK 74912110 8,386,306 502,174 (a) N/A (a) R O C TAIWAN FD SH BEN INT COMMON STOCK 74965110 1,022,567 293,841 (a) N/A (a) R.H. DONNELLEY CORP COMMON STOCK 74955W30 8,358 320 (a) N/A (a) R.H. DONNELLEY CORP COMMON STOCK 74955W30 52,109 1,995 (a) N/A (b) RADIAN GROUP INC COMMON STOCK 75023610 85,624 2,224 (a) N/A (b) RADIAN GROUP INC COMMON STOCK 75023610 1,641,926 42,647 (c) N/A (c) RADIAN GROUP INC COMMON STOCK 75023610 30,164,442 783,492 (a) N/A (a) RADIANT SYSTEMS INC COMMON STOCK 75025N10 26,526,630 2,600,650 (a) N/A (a) RADIO ONE INC COMMON STOCK 75040P10 2,345,089 202,687 (a) N/A (a) RADIO ONE INC. - CL D COMMON STOCK 75040P40 2,113,620 183,156 (a) N/A (a) RADIO UNICA COMM COMMON STOCK 75040Q10 966 600 (a) N/A (b) RADIOSHACK CORPORATION COMMON STOCK 75043810 -332,225 -13,700 (a) N/A (a) RADISYS CORP COMMON STOCK 75045910 720,000 60,000 (c) N/A (c) RADVISION LTD COMMON STOCK M8186910 4,920 1,000 (a) N/A (b) RADVISION LTD COMMON STOCK M8186910 316,848 64,400 (a) N/A (a) RADWARE LTD COMMON STOCK M8187310 663,480 76,000 (a) N/A (a) RAILWORKS CORP COMMON STOCK 75078910 3 15 (a) N/A (b) RAINDANCE COMMUNICATIONS INC COMMON STOCK 75086X10 25,920 12,000 (a) N/A (b) RAINMAKER SYSTEMS INC COMMON STOCK 75087510 2,360 11,802 (c) N/A (c) RALSTON-RALSTON PURINA GRP COMMON STOCK 75127730 103,320 3,150 (c) N/A (a) RALSTON-RALSTON PURINA GRP COMMON STOCK 75127730 4,086,880 124,600 (a) N/A (a) RAMBUS INC. COMMON STOCK 75091710 3,251,736 441,812 (c) N/A (c) RARE HOSPITALITY INTL INC COMMON STOCK 75382010 7,537 485 (a) N/A (b) RARE HOSPITALITY INTL INC COMMON STOCK 75382010 85,470 5,500 (a) N/A (a) RARE HOSPITALITY INTL INC COMMON STOCK 75382010 3,353,889 215,823 (c) N/A (c) RATIONAL SOFTWARE CORP COMMON STOCK 75409P20 335,766 38,772 (c) N/A (c) RAYMOND JAMES FINANCIAL INC COMMON STOCK 75473010 5,625,480 207,200 (a) N/A (a) RAYTHEON COMPANY COMMON STOCK 75511150 6,950 200 (c) N/A (a) RAYTHEON COMPANY COMMON STOCK 75511150 183,793 5,289 (c) N/A (b) RAYTHEON COMPANY COMMON STOCK 75511150 1,151,094 33,125 (a) N/A (a) RAYTHEON COMPANY COMMON STOCK 75511150 1,682,248 48,410 (a) N/A (b) RAZORFISH INC COMMON STOCK 75523610 8,840 52,000 (c) N/A (c) READERS DIGEST ASSN INC CL A COMMON STOCK 75526710 3,427,896 186,400 (a) N/A (a) REALNETWORKS COMMON STOCK 75605L10 9,720 2,000 (a) N/A (a) REALNETWORKS COMMON STOCK 75605L10 10,459 2,152 (a) N/A (b) RECKSON ASSOC REALTY CORP COMMON STOCK 75621K10 123,165 5,100 (a) N/A (a) RED HAT INC COMMON STOCK 75657710 2,905 830 (a) N/A (b) REDBACK NETWORKS INC COMMON STOCK 75720910 16,820 11,600 (a) N/A (b) REDBACK NETWORKS INC COMMON STOCK 75720910 6,550,912 4,517,870 (a) N/A (a) REEBOK INTL LTD COMMON STOCK 75811010 4,450,500 215,000 (a) N/A (a) REED INTL PLC -SPON ADR COMMON STOCK 75821287 6,580 200 (a) N/A (a) REED INTL PLC -SPON ADR COMMON STOCK 75821287 29,610 900 (c) N/A (c) REGENCY CENTERS CORP COMMON STOCK 75884910 5,150 200 (a) N/A (a) REGIONS FINANCIAL CORP COMMON STOCK 75894010 479,538 16,616 (a) N/A (b) REGIONS FINANCIAL CORP COMMON STOCK 75894010 2,607,097 90,336 (c) N/A (c) REHABCARE CORP COMMON STOCK 75914810 7,940,575 182,500 (a) N/A (a) REINSURANCE GROUP OF AMERICA COMMON STOCK 75935110 2,047 60 (c) N/A (a) REINSURANCE GROUP OF AMERICA COMMON STOCK 75935110 153,154 4,490 (a) N/A (a) RELIANCE STEEL & ALUMINUM COMMON STOCK 75950910 748,440 31,500 (a) N/A (a) RELIANT ENERGY INC COMMON STOCK 75952J10 113,176 4,300 (a) N/A (a) RELIANT ENERGY INC COMMON STOCK 75952J10 339,528 12,900 (a) N/A (b) RENAISSANCE LEARNING INC COMMON STOCK 75968L10 23,037 700 (a) N/A (a) RENAISSANCE LEARNING INC COMMON STOCK 75968L10 200,751 6,100 (c) N/A (c) RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G10 35,564 400 (a) N/A (a) RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G10 66,682 750 (c) N/A (b) RENAL CARE GROUP INC COM COMMON STOCK 75993010 24,246,760 788,000 (a) N/A (a) REPSOL SA SPONSORED ADR COMMON STOCK 76026T20 31,450 2,160 (a) N/A (a) REPSOL SA SPONSORED ADR COMMON STOCK 76026T20 45,558 3,129 (a) N/A (b) REPUBLIC SERVICES INC CL A COMMON STOCK 76075910 1,169,640 72,200 (a) N/A (a) RESEARCH IN MOTION COMMON STOCK 76097510 24,442 1,520 (a) N/A (a) RESEARCH IN MOTION COMMON STOCK 76097510 24,522 1,525 (c) N/A (a) RESPIRONICS INC COMMON STOCK 76123010 11,754,714 330,560 (c) N/A (c) RETEK INC COMMON STOCK 76128Q10 392,166 31,075 (c) N/A (c) REUTERS HOLDING PLC ADR COMMON STOCK 76132M10 57,527 1,101 (a) N/A (a) REUTERS HOLDING PLC ADR COMMON STOCK 76132M10 248,971 4,765 (a) N/A (b) REVLON INC COMMON STOCK 76152550 525 100 (a) N/A (b) RF MICRO DEVICES INC COMMON STOCK 74994110 12,061,560 726,600 (a) N/A (a) RIBOZYME PHARMACEUTICALS INC COMMON STOCK 76256710 48,930 7,000 (c) N/A (b) RICHARDSON ELECTRONICS CONV-BOND EQUIV 763165AB 4,000 5,000 (a) N/A (a) RICHARDSON ELECTRONICS LTD CONV-BOND EQUIV 763165AC 21,188 25,000 (a) N/A (a) RITE AID CORP COMMON STOCK 76775410 6,052 784 (a) N/A (a) RIVIANA FOODS INC COMMON STOCK 76953610 8,821 509 (a) N/A (b) RIVIANA FOODS INC COMMON STOCK 76953610 3,845,978 221,926 (c) N/A (c) RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K10 4,571 80 (c) N/A (b) RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K10 87,653 1,534 (a) N/A (a) ROBBINS & MYERS INC COMMON STOCK 77019610 59,160 2,400 (c) N/A (a) ROBBINS & MYERS INC COMMON STOCK 77019610 733,732 29,766 (a) N/A (a) ROBBINS & MYERS INC COMMON STOCK 77019610 1,057,140 42,886 (a) N/A (b) ROBBINS & MYERS INC COMMON STOCK 77019610 8,329,482 337,910 (c) N/A (c) ROBERT HALF INTL INC COMMON STOCK 77032310 40,020 2,000 (a) N/A (b) ROBERT HALF INTL INC COMMON STOCK 77032310 47,624 2,380 (c) N/A (c) ROBERT HALF INTL INC COMMON STOCK 77032310 96,048 4,800 (a) N/A (a) ROBERT MONDAVI CORP-CL A COMMON STOCK 60920010 7,120 200 (a) N/A (b) ROBERT MONDAVI CORP-CL A COMMON STOCK 60920010 10,680 300 (c) N/A (a) ROCKWELL COLLINS COMMON STOCK 77434110 2,130 150 (a) N/A (b) ROCKWELL INTL CORP COMMON STOCK 77390310 2,202 150 (a) N/A (b) ROCKWELL INTL CORP COMMON STOCK 77390310 23,488 1,600 (a) N/A (a) ROGERS CORP COMMON STOCK 77513310 61,842 2,200 (c) N/A (a) ROGERS CORP COMMON STOCK 77513310 1,903,469 67,715 (a) N/A (b) ROGERS CORP COMMON STOCK 77513310 4,614,706 164,166 (a) N/A (a) ROGERS CORP COMMON STOCK 77513310 9,376,653 333,570 (c) N/A (c) ROHM & HAAS CO COMMON STOCK 77537110 98,280 3,000 (c) N/A (a) ROHM & HAAS CO COMMON STOCK 77537110 131,040 4,000 (c) N/A (b) ROHM & HAAS CO COMMON STOCK 77537110 3,383,387 103,278 (a) N/A (b) ROHM & HAAS CO COMMON STOCK 77537110 3,505,320 107,000 (c) N/A (c) ROHM & HAAS CO COMMON STOCK 77537110 6,516,292 198,910 (a) N/A (a) ROPER CORP COMMON STOCK 77669610 61,183 1,700 (c) N/A (a) ROPER CORP COMMON STOCK 77669610 1,863,094 51,767 (a) N/A (b) ROPER CORP COMMON STOCK 77669610 4,492,272 124,820 (a) N/A (a) ROPER CORP COMMON STOCK 77669610 9,007,937 250,290 (c) N/A (c) ROSLYN BANCORP INC COMMON STOCK 77816210 38,871 2,100 (c) N/A (a) ROSLYN BANCORP INC COMMON STOCK 77816210 355,392 19,200 (a) N/A (a) ROSLYN BANCORP INC COMMON STOCK 77816210 385,934 20,850 (a) N/A (b) ROSLYN BANCORP INC COMMON STOCK 77816210 6,708,024 362,400 (c) N/A (c) ROSS STORES INC COMMON STOCK 77829610 23,367,825 798,900 (a) N/A (a) ROWAN COS INC COM COMMON STOCK 77938210 6,190 500 (a) N/A (a) ROYAL DUTCH PETROL NY SHRS COMMON STOCK 78025780 293,962 5,850 (c) N/A (a) ROYAL DUTCH PETROL NY SHRS COMMON STOCK 78025780 2,906,158 57,834 (c) N/A (c) ROYAL DUTCH PETROL NY SHRS COMMON STOCK 78025780 2,909,224 57,895 (c) N/A (b) ROYAL DUTCH PETROL NY SHRS COMMON STOCK 78025780 9,804,931 195,123 (a) N/A (b) ROYAL DUTCH PETROL NY SHRS COMMON STOCK 78025780 32,799,632 652,729 (a) N/A (a) ROYAL GROUP TECHNOLOGIES LTD COMMON STOCK 77991510 30,240 2,000 (c) N/A (a) ROYAL GROUP TECHNOLOGIES LTD COMMON STOCK 77991510 45,360 3,000 (c) N/A (b) RPM INC OHIO COMMON STOCK 74968510 27,405 2,900 (c) N/A (a) RPM INC OHIO COMMON STOCK 74968510 666,329 70,511 (a) N/A (b) RPM INC OHIO COMMON STOCK 74968510 1,044,140 110,491 (a) N/A (a) RPM INC OHIO COMMON STOCK 74968510 3,830,907 405,387 (c) N/A (c) RSA SECURITY INC COMMON STOCK 74971910 148,060 11,000 (a) N/A (a) RUBY TUESDAY INC COMMON STOCK 78118210 3,323,690 211,700 (a) N/A (a) RUDDICK CORP COMMON STOCK 78125810 64,260 4,200 (c) N/A (a) RUDDICK CORP COMMON STOCK 78125810 2,077,862 135,808 (a) N/A (b) RUDDICK CORP COMMON STOCK 78125810 6,869,210 448,968 (a) N/A (a) RUDDICK CORP COMMON STOCK 78125810 11,088,828 724,760 (c) N/A (c) RUSS BERRIE & CO INC COMMON STOCK 78223310 931,000 35,000 (a) N/A (a) RUSSELL CORP COMMON STOCK 78235210 1,373,000 100,000 (c) N/A (c) RYANS FAMILY STEAK HOUSES COMMON STOCK 78351910 5,804 339 (a) N/A (b) RYDER SYSTEM INC COMMON STOCK 78354910 163,918 8,200 (a) N/A (a) RYDER SYSTEM INC COMMON STOCK 78354910 649,675 32,500 (c) N/A (c) S &P 400 MID-CAP DEP RECEIPTS COMMON STOCK 59563510 47,490 600 (a) N/A (b) S&P 500 DEPOSITORY RECEIPTS COMMON STOCK 78462F10 68,930 660 (a) N/A (b) S&P 500 DEPOSITORY RECEIPTS COMMON STOCK 78462F10 133,683 1,280 (a) N/A (a) S1 CORP COMMON STOCK 78463B10 5,161 610 (c) N/A (c) S1 CORP COMMON STOCK 78463B10 8,460 1,000 (a) N/A (b) SABRE HOLDINGS CORP COMMON STOCK 78590510 13,370 500 (a) N/A (a) SABRE HOLDINGS CORP COMMON STOCK 78590510 23,184 867 (a) N/A (b) SAFECO CORP COMMON STOCK 78642910 3,033 100 (a) N/A (c) SAFECO CORP COMMON STOCK 78642910 100,089 3,300 (a) N/A (a) SAFEGUARD SCIENTIFICS INC COMMON STOCK 78644910 2,023 1,143 (c) N/A (c) SAFEWAY INC COMMON STOCK 78651420 345,564 8,700 (c) N/A (b) SAFEWAY INC COMMON STOCK 78651420 1,220,516 30,728 (c) N/A (a) SAFEWAY INC COMMON STOCK 78651420 5,029,029 126,612 (a) N/A (b) SAFEWAY INC COMMON STOCK 78651420 6,566,709 165,325 (c) N/A (c) SAFEWAY INC COMMON STOCK 78651420 13,227,356 333,015 (a) N/A (a) SAGENT TECHNOLOGY INC COMMON STOCK 78669310 27,944 21,495 (c) N/A (c) SAN JUAN BASIN RTY UN BEN INT COMMON STOCK 79824110 309,600 30,000 (c) N/A (c) SAN PAOLO-IMI SPA - SPON ADR COMMON STOCK 79917510 6,225 300 (a) N/A (a) SAN PAOLO-IMI SPA - SPON ADR COMMON STOCK 79917510 35,275 1,700 (c) N/A (c) SANCHEZ COMPUTER ASSOCIATES COMMON STOCK 79970210 126,486 16,820 (a) N/A (a) SANCHEZ COMPUTER ASSOCIATES COMMON STOCK 79970210 126,486 16,820 (a) N/A (b) SANCHEZ COMPUTER ASSOCIATES COMMON STOCK 79970210 188,000 25,000 (c) N/A (c) SANDISK CORP COMMON STOCK 80004C10 -15,776 -1,600 (a) N/A (a) SANMINA CORP COMMON STOCK 80090710 108,640 8,000 (c) N/A (b) SANMINA CORP COMMON STOCK 80090710 364,623 26,850 (c) N/A (a) SANMINA CORP COMMON STOCK 80090710 581,224 42,800 (c) N/A (c) SANMINA CORP COMMON STOCK 80090710 2,803,713 206,459 (a) N/A (b) SANMINA CORP COMMON STOCK 80090710 9,516,728 700,790 (a) N/A (a) SANTA FE INTERNATIONAL CORP. COMMON STOCK G7805C10 106,250 5,000 (a) N/A (b) SAP AG SPONSORED ADR COMMON STOCK 80305420 54,432 2,100 (a) N/A (c) SAP AG SPONSORED ADR COMMON STOCK 80305420 158,112 6,100 (a) N/A (b) SAP AG SPONSORED ADR COMMON STOCK 80305420 10,511,856 405,550 (a) N/A (a) SAPIENT CORP COMMON STOCK 80306210 639,377 166,072 (c) N/A (c) SARA LEE CORP COMMON STOCK 80311110 17,040 800 (c) N/A (b) SARA LEE CORP COMMON STOCK 80311110 170,400 8,000 (a) N/A (b) SARA LEE CORP COMMON STOCK 80311110 2,160,970 101,454 (c) N/A (c) SARA LEE CORP COMMON STOCK 80311110 4,867,050 228,500 (a) N/A (a) SAVIA SA SPON ADR COMMON STOCK 80517510 3,360 4,200 (a) N/A (b) SBA COMMUNICATIONS CORP COMMON STOCK 78388J10 3,051,556 228,581 (a) N/A (a) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 730,360 15,500 (a) N/A (c) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 766,454 16,266 (c) N/A (a) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 3,258,065 69,144 (c) N/A (b) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 5,453,009 115,726 (a) N/A (b) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 17,495,326 371,293 (c) N/A (c) SBC COMMUNICATIONS INC COMMON STOCK 78387G10 216,941,658 4,604,025 (a) N/A (a) SBS BROADCASTING SA COMMON STOCK L8137F10 28,800 1,800 (a) N/A (a) SBS BROADCASTING SA COMMON STOCK L8137F10 217,776 13,611 (a) N/A (b) SBS BROADCASTING SA COMMON STOCK L8137F10 4,134,896 258,431 (c) N/A (c) SCANA CORP COMMON STOCK 80589M10 289,332 11,400 (a) N/A (a) SCHERING PLOUGH CORP COMMON STOCK 80660510 33,019 890 (c) N/A (c) SCHERING PLOUGH CORP COMMON STOCK 80660510 1,946,971 52,479 (c) N/A (a) SCHERING PLOUGH CORP COMMON STOCK 80660510 3,696,088 99,625 (c) N/A (b) SCHERING PLOUGH CORP COMMON STOCK 80660510 15,562,189 419,466 (a) N/A (b) SCHERING PLOUGH CORP COMMON STOCK 80660510 30,146,124 812,564 (a) N/A (a) SCHLUMBERGER LTD COMMON STOCK 80685710 50,270 1,100 (a) N/A (c) SCHLUMBERGER LTD COMMON STOCK 80685710 99,169 2,170 (c) N/A (a) SCHLUMBERGER LTD COMMON STOCK 80685710 630,112 13,788 (c) N/A (b) SCHLUMBERGER LTD COMMON STOCK 80685710 859,617 18,810 (a) N/A (a) SCHLUMBERGER LTD COMMON STOCK 80685710 1,491,648 32,640 (a) N/A (b) SCHOLASTIC CORPORATION COMMON STOCK 80706610 39,150 900 (a) N/A (b) SCHOLASTIC CORPORATION COMMON STOCK 80706610 23,898,900 549,400 (a) N/A (a) SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 80854110 2,846 120 (c) N/A (b) SCI SYSTEMS INC COMMON STOCK 78389010 133,920 7,440 (c) N/A (a) SCI SYSTEMS INC COMMON STOCK 78389010 291,150 16,175 (c) N/A (c) SCI SYSTEMS INC COMMON STOCK 78389010 1,015,884 56,438 (a) N/A (b) SCI SYSTEMS INC COMMON STOCK 78389010 1,527,822 84,879 (a) N/A (a) SCIENTIFIC ATLANTA INC COMMON STOCK 80865510 113,662 6,495 (c) N/A (a) SCIENTIFIC ATLANTA INC COMMON STOCK 80865510 1,013,880 57,936 (a) N/A (b) SCIENTIFIC ATLANTA INC COMMON STOCK 80865510 1,210,125 69,150 (c) N/A (c) SCIENTIFIC ATLANTA INC COMMON STOCK 80865510 13,468,892 769,651 (a) N/A (a) SCIOS NOVA INC COMMON STOCK 80890510 29,938,832 1,790,600 (a) N/A (a) SCIQUEST.COM INC COMMON STOCK 80908Q10 32,765 35,614 (a) N/A (a) SCP POOL CORP COMMON STOCK 78402810 365,736 17,131 (a) N/A (b) SCP POOL CORP COMMON STOCK 78402810 12,154,139 569,281 (a) N/A (a) SCRIPPS CO [E.W.] - CL A COMMON STOCK 81105420 6,745,782 110,750 (a) N/A (a) SEACHANGE INTERNATIONAL INC COMMON STOCK 81169910 19,324,528 1,106,155 (a) N/A (a) SEACOR SMIT INC COMMON STOCK 81190410 6,319 177 (c) N/A (c) SEACOR SMIT INC COMMON STOCK 81190410 9,639 270 (a) N/A (b) SEALED AIR CORP COMMON STOCK 81211K10 2,956 81 (a) N/A (b) SEALED AIR CORP COMMON STOCK 81211K10 1,847,452 50,629 (c) N/A (c) SEALED AIR CP .00 CNV PFD CONVERTIBLES 81211K20 2,844 72 (a) N/A (b) SEALED AIR CP .00 CNV PFD CONVERTIBLES 81211K20 1,772,246 44,867 (c) N/A (c) SEARS ROEBUCK & CO COMMON STOCK 81238710 27,712 800 (c) N/A (b) SEARS ROEBUCK & CO COMMON STOCK 81238710 100,768 2,909 (c) N/A (c) SEARS ROEBUCK & CO COMMON STOCK 81238710 2,598,000 75,000 (a) N/A (a) SEATTLE GENETICS INC COMMON STOCK 81257810 448,500 89,700 (a) N/A (a) SECURITY CAPITAL GROUP CLASS B COMMON STOCK 81413P20 121,615 6,500 (a) N/A (a) SEITEL INC COMMON STOCK 81607430 62,310 6,200 (a) N/A (a) SEITEL INC COMMON STOCK 81607430 549,735 54,700 (c) N/A (c) SELECT MEDICAL CORP COMMON STOCK 81619610 11,025 700 (a) N/A (b) SELECT MEDICAL CORP COMMON STOCK 81619610 7,404,847 470,149 (a) N/A (a) SEMTECH CORP COMMON STOCK 81685010 3,405,600 120,000 (c) N/A (c) SEMTECH CORP COMMON STOCK 81685010 4,586,208 161,600 (a) N/A (a) SENIOR HOUSING PROP TRUST COMMON STOCK 81721M10 17,485 1,300 (a) N/A (b) SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T10 74,520 4,000 (c) N/A (a) SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T10 2,197,930 117,978 (a) N/A (b) SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T10 7,559,029 405,745 (a) N/A (a) SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T10 11,771,924 631,880 (c) N/A (c) SEPRACOR INC. COMMON STOCK 81731510 24,566,370 684,300 (a) N/A (a) SERVICE CORP INTL COMMON STOCK 81756510 144,480 24,000 (a) N/A (b) SERVICE CORP INTL COMMON STOCK 81756510 149,898 24,900 (a) N/A (a) SERVICE CORP INTL COMMON STOCK 81756510 1,946,724 323,376 (c) N/A (c) SERVICEMASTER COMPANY COMMON STOCK 81760N10 56,138 5,062 (c) N/A (a) SERVICEMASTER COMPANY COMMON STOCK 81760N10 175,533 15,828 (a) N/A (b) SF HOLDINGS GROUP INC 144A COMMON STOCK 78414185 300 750 (a) N/A (a) SHAW COMMUNICATIONS INC B COMMON STOCK 82028K20 29,565 1,460 (c) N/A (b) SHAW COMMUNICATIONS INC B COMMON STOCK 82028K20 197,944 9,775 (a) N/A (a) SHAW COMMUNICATIONS INC B COMMON STOCK 82028K20 336,150 16,600 (a) N/A (b) SHELL TRANS&TRADING PLC NY SHS COMMON STOCK 82270360 69,708 1,570 (a) N/A (a) SHELL TRANS&TRADING PLC NY SHS COMMON STOCK 82270360 192,474 4,335 (a) N/A (b) SHERWIN WILLIAMS COMMON STOCK 82434810 8,888 400 (c) N/A (a) SHERWIN WILLIAMS COMMON STOCK 82434810 66,660 3,000 (a) N/A (a) SHERWIN WILLIAMS COMMON STOCK 82434810 204,424 9,200 (c) N/A (b) SHIRE PHARMACEUTICALS GR-ADR COMMON STOCK 82481R10 12,984,660 322,200 (a) N/A (a) SHOPKO STORES INC COMMON STOCK 82491110 4,974 600 (a) N/A (a) SICOR INC COMMON STOCK 82584610 755,128 39,975 (a) N/A (a) SIDERCA S.A.I.C. ADR COMMON STOCK 82586310 257,595 19,500 (a) N/A (c) SIDERCA S.A.I.C. ADR COMMON STOCK 82586310 1,229,851 93,100 (a) N/A (a) SIEBEL SYSTEMS INC COMMON STOCK 82617010 55,436 4,261 (a) N/A (b) SIEBEL SYSTEMS INC COMMON STOCK 82617010 2,105,057 161,803 (c) N/A (c) SIEBEL SYSTEMS INC COMMON STOCK 82617010 2,553,056 196,238 (a) N/A (a) SIEMENS AG SPONSORED ADR COMMON STOCK 82619750 53,760 1,400 (c) N/A (c) SIEMENS AG SPONSORED ADR COMMON STOCK 82619750 227,827 5,933 (a) N/A (b) SIEMENS AG SPONSORED ADR COMMON STOCK 82619750 361,536 9,415 (a) N/A (a) SIERRA HEALTH SERVICES INC COMMON STOCK 82632210 41,500 5,000 (a) N/A (b) SIERRA PACIFIC RESOURCES COMMON STOCK 82642810 83,050 5,500 (a) N/A (a) SIERRA PACIFIC RESOURCES COMMON STOCK 82642810 745,019 49,339 (c) N/A (c) SILICON GRAPHICS INC COMMON STOCK 82705610 506 1,100 (a) N/A (a) SILICON LABORATORIES INC COMMON STOCK 82691910 1,458,830 105,789 (a) N/A (a) SILICON STORAGE TECHNOLOGY COMMON STOCK 82705710 15,423 3,331 (c) N/A (c) SILICON VALLEY BANCSHARES COMMON STOCK 82706410 50,500 2,500 (a) N/A (a) SILICON VALLEY BANCSHARES COMMON STOCK 82706410 80,800 4,000 (c) N/A (b) SILICON VALLEY BANCSHARES COMMON STOCK 82706410 446,420 22,100 (c) N/A (c) SIMON PROPERTY GP 6.5% SER B CONV-EQ EQUIV 82880640 10,776 140 (a) N/A (b) SIMON PROPERTY GROUP COMMON STOCK 82880610 41,441 1,540 (a) N/A (b) SIMON PROPERTY GROUP COMMON STOCK 82880610 83,421 3,100 (a) N/A (a) SIRIUS SATELLITE RADIO INC COMMON STOCK 82966U10 2,872 800 (a) N/A (a) SIX FLAGS INC COMMON STOCK 83001P10 30,575 2,500 (a) N/A (b) SIX FLAGS INC COMMON STOCK 83001P10 15,642,170 1,279,000 (a) N/A (a) SIZELER PPTY INVS INC COMMON STOCK 83013710 13,686 1,550 (a) N/A (a) SK TELECOM CO LTD ADR COMMON STOCK 78440P10 398,304 21,600 (a) N/A (b) SK TELECOM CO LTD ADR COMMON STOCK 78440P10 1,182,004 64,100 (a) N/A (c) SK TELECOM CO LTD ADR COMMON STOCK 78440P10 7,217,139 391,385 (c) N/A (c) SK TELECOM CO LTD ADR COMMON STOCK 78440P10 8,353,320 453,000 (a) N/A (a) SKECHERS USA INC -CL A COMMON STOCK 83056610 2,580,112 220,900 (a) N/A (a) SKILLSOFT CORP COMMON STOCK 83066P10 103,870 6,500 (a) N/A (a) SKILLSOFT CORP COMMON STOCK 83066P10 914,056 57,200 (c) N/A (c) SKY FINANCIAL GROUP INC COMMON STOCK 83080P10 231,377 11,627 (a) N/A (a) SKY FINANCIAL GROUP INC COMMON STOCK 83080P10 4,458,237 224,032 (c) N/A (c) SL GREEN REALTY CORP COMMON STOCK 78440X10 63,040 2,000 (a) N/A (a) SLI INC COMMON STOCK 78442T10 291,375 112,500 (c) N/A (c) SMART & FINAL INC. COMMON STOCK 83168310 407,200 40,000 (c) N/A (c) SMARTFORCE PLC SPONSORED ADR COMMON STOCK 83170A20 8,348,508 510,300 (a) N/A (a) SMEDVIG ASA SPONSORED ADR COMMON STOCK 83169H10 153,605 19,820 (a) N/A (b) SMEDVIG ASA SPONSORED ADR COMMON STOCK 83169H10 197,935 25,540 (a) N/A (a) SMITH INTL INC COM COMMON STOCK 83211010 94,640 2,600 (a) N/A (a) SMITH INTL INC COM COMMON STOCK 83211010 145,600 4,000 (a) N/A (b) SMITHFIELD FOODS COMMON STOCK 83224810 9,683 460 (a) N/A (b) SMURFIT-STONE CONTAINER CORP COMMON STOCK 83272710 5,160 390 (c) N/A (c) SOCIEDAD QUIMICA Y MINERA COMMON STOCK 83363510 215,265 12,700 (a) N/A (c) SOCIEDAD QUIMICA Y MINERA COMMON STOCK 83363510 769,530 45,400 (a) N/A (a) SOLA INTERNATIONAL INC COMMON STOCK 83409210 4,882 322 (c) N/A (c) SOLA INTERNATIONAL INC COMMON STOCK 83409210 457,832 30,200 (a) N/A (a) SOLECTRON CORP COMMON STOCK 83418210 165,430 14,200 (a) N/A (c) SOLECTRON CORP COMMON STOCK 83418210 170,090 14,600 (c) N/A (b) SOLECTRON CORP COMMON STOCK 83418210 886,682 76,110 (c) N/A (a) SOLECTRON CORP COMMON STOCK 83418210 1,105,900 94,927 (a) N/A (b) SOLECTRON CORP COMMON STOCK 83418210 2,014,576 172,925 (c) N/A (c) SOLECTRON CORP COMMON STOCK 83418210 45,968,022 3,945,753 (a) N/A (a) SOLUTIA INC COMMON STOCK 83437610 14,880 1,200 (a) N/A (b) SONESTA INTL HOTELS CL A COMMON STOCK 83543840 8,220 1,200 (a) N/A (b) SONG NETWORKS HLDG AKTIR ADR COMMON STOCK 83544Q10 1,564 4,227 (a) N/A (a) SONOCO PRODS CO COMMON STOCK 83549510 742,600 31,600 (c) N/A (c) SONUS NETWORKS INC COMMON STOCK 83591610 77,988 25,996 (a) N/A (b) SONUS NETWORKS INC COMMON STOCK 83591610 1,220,931 406,977 (a) N/A (a) SONY CORP SPONSORED ADR COMMON STOCK 83569930 16,600 500 (c) N/A (c) SONY CORP SPONSORED ADR COMMON STOCK 83569930 43,492 1,310 (a) N/A (a) SONY CORP SPONSORED ADR COMMON STOCK 83569930 53,120 1,600 (c) N/A (b) SONY CORP SPONSORED ADR COMMON STOCK 83569930 197,108 5,937 (a) N/A (b) SOURCE INFORMATION MGMT CO COMMON STOCK 83615120 2,450 700 (a) N/A (a) SOUTH FINANCIAL GROUP COMMON STOCK 83784110 5,291 334 (a) N/A (b) SOUTHERN CO COMMON STOCK 84258710 112,706 4,700 (a) N/A (a) SOUTHERN CO COMMON STOCK 84258710 135,487 5,650 (a) N/A (b) SOUTHERN PAC PETRO ADR COMMON STOCK 84358130 3,596 6,200 (a) N/A (b) SOUTHTRUST CORP COMMON STOCK 84473010 1,681,020 66,000 (c) N/A (c) SOUTHWEST AIRLS CO COMMON STOCK 84474110 44,520 3,000 (a) N/A (a) SOUTHWEST AIRLS CO COMMON STOCK 84474110 74,200 5,000 (c) N/A (a) SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R10 618,800 20,800 (a) N/A (a) SOVEREIGN BANCORP INC COMMON STOCK 84590510 3,354 353 (c) N/A (c) SOVEREIGN BANCORP INC COMMON STOCK 84590510 87,400 9,200 (a) N/A (b) SOVEREIGN BANCORP INC COMMON STOCK 84590510 1,288,580 135,640 (a) N/A (a) SPACELABS MEDICAL INC. COMMON STOCK 84624710 5,490 450 (a) N/A (b) SPANISH BROADCASTING SYS CL A COMMON STOCK 84642588 70,900 10,000 (a) N/A (b) SPECIALTY LABORATORIES COMMON STOCK 84749R10 495,000 18,000 (a) N/A (a) SPEEDFAM-IPEC INC COMMON STOCK 84770510 25,740 23,400 (c) N/A (c) SPINNAKER EXPLORATION CO COMMON STOCK 84855W10 12,007,972 339,400 (a) N/A (a) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 156,065 6,500 (c) N/A (b) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 348,145 14,500 (a) N/A (c) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 869,162 36,200 (c) N/A (a) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 3,700,109 154,107 (a) N/A (b) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 7,239,015 301,500 (c) N/A (c) SPRINT CORP (FON GROUP) COMMON STOCK 85206110 104,195,909 4,339,688 (a) N/A (a) SPRINT CORP (PCS GROUP) COMMON STOCK 85206150 5,258 200 (c) N/A (b) SPRINT CORP (PCS GROUP) COMMON STOCK 85206150 99,902 3,800 (c) N/A (a) SPRINT CORP (PCS GROUP) COMMON STOCK 85206150 105,160 4,000 (a) N/A (c) SPRINT CORP (PCS GROUP) COMMON STOCK 85206150 2,813,424 107,015 (a) N/A (b) SPRINT CORP (PCS GROUP) COMMON STOCK 85206150 29,370,005 1,117,155 (a) N/A (a) SPS TECHNOLOGIES COMMON STOCK 78462610 8,316 275 (a) N/A (a) SPSS INC COMMON STOCK 78462K10 1,118,650 65,000 (c) N/A (c) SPX CORP COMMON STOCK 78463510 2,466,275 29,750 (a) N/A (a) ST MARY LAND & EXPLORATION COMMON STOCK 79222810 2,512,352 157,712 (a) N/A (a) ST PAUL COMPANIES COMMON STOCK 79286010 338,004 8,200 (c) N/A (a) ST PAUL COMPANIES COMMON STOCK 79286010 952,182 23,100 (a) N/A (c) ST PAUL COMPANIES COMMON STOCK 79286010 1,829,962 44,395 (a) N/A (b) ST PAUL COMPANIES COMMON STOCK 79286010 1,978,560 48,000 (c) N/A (c) ST PAUL COMPANIES COMMON STOCK 79286010 6,590,748 159,892 (a) N/A (a) STAMPS.COM INC COMMON STOCK 85285710 10,946 4,396 (a) N/A (a) STANCORP FINANCIAL GROUP COMMON STOCK 85289110 847,000 17,500 (a) N/A (a) STANCORP FINANCIAL GROUP COMMON STOCK 85289110 4,094,640 84,600 (c) N/A (c) STANDARD AUTOMOTIVE CORP COMMON STOCK 85309710 1,750 5,000 (a) N/A (a) STANDARD-PACIFIC CORP COMMON STOCK 85375C10 93,648 4,800 (a) N/A (a) STANDARD-PACIFIC CORP COMMON STOCK 85375C10 827,224 42,400 (c) N/A (c) STANDEX INTL CORP COMMON STOCK 85423110 50,895 2,700 (a) N/A (b) STANFORD MICRODEVICES INC COMMON STOCK 85439910 1,122,654 252,850 (a) N/A (a) STANLEY WORKS COMMON STOCK 85461610 31,287 856 (a) N/A (a) STAPLES INC COMMON STOCK 85503010 85,093 6,374 (a) N/A (b) STARBUCKS CORPORATION COMMON STOCK 85524410 23,904 1,600 (a) N/A (b) STARBUCKS CORPORATION COMMON STOCK 85524410 29,880 2,000 (a) N/A (a) STARWOOD HOTELS & RESORTS COMMON STOCK 85590A20 44 2 (c) N/A (a) STARWOOD HOTELS & RESORTS COMMON STOCK 85590A20 576,708 26,214 (a) N/A (b) STARWOOD HOTELS & RESORTS COMMON STOCK 85590A20 1,048,916 47,678 (a) N/A (a) STATE STREET CORP COMMON STOCK 85747710 145,600 3,200 (c) N/A (b) STATE STREET CORP COMMON STOCK 85747710 159,250 3,500 (a) N/A (a) STATE STREET CORP COMMON STOCK 85747710 723,450 15,900 (a) N/A (b) STEELCASE INC COMMON STOCK 85815520 -42,738 -3,400 (a) N/A (a) STEINWAY MUSICAL INSTRUMENTS COMMON STOCK 85849510 579,600 40,000 (a) N/A (a) STELLENT INC COMMON STOCK 85856W10 24,480 1,700 (a) N/A (a) STELLENT INC COMMON STOCK 85856W10 216,000 15,000 (c) N/A (c) STEMCELLS INC COMMON STOCK 85857R10 12,060 6,000 (a) N/A (b) STERIS CORP COMMON STOCK 85915210 98,300 5,000 (a) N/A (b) STERIS CORP COMMON STOCK 85915210 1,352,608 68,800 (a) N/A (a) STET HELLAS TELECOMM SA ADR COMMON STOCK 85982310 20,370 4,200 (a) N/A (b) STEWART & STEVENSON SVCS INC COMMON STOCK 86034210 51,652 2,145 (c) N/A (a) STEWART & STEVENSON SVCS INC COMMON STOCK 86034210 1,530,790 63,571 (a) N/A (b) STEWART & STEVENSON SVCS INC COMMON STOCK 86034210 3,510,623 145,790 (a) N/A (a) STEWART & STEVENSON SVCS INC COMMON STOCK 86034210 8,022,613 333,165 (c) N/A (c) STILLWATER MINING COMPANY COMMON STOCK 86074Q10 207,236 10,300 (a) N/A (a) STILLWATER MINING COMPANY COMMON STOCK 86074Q10 1,826,896 90,800 (c) N/A (c) STILLWELL FINANCIAL INC COMMON STOCK 86083110 49,140 2,520 (c) N/A (c) STILLWELL FINANCIAL INC COMMON STOCK 86083110 78,780 4,040 (c) N/A (a) STILLWELL FINANCIAL INC COMMON STOCK 86083110 106,372 5,455 (c) N/A (b) STILLWELL FINANCIAL INC COMMON STOCK 86083110 868,647 44,546 (a) N/A (b) STILLWELL FINANCIAL INC COMMON STOCK 86083110 3,667,560 188,080 (a) N/A (a) STONE ENERGY CORP COMMON STOCK 86164210 17,490,911 543,196 (a) N/A (a) STORAGE USA INC COMMON STOCK 86190710 134,640 3,400 (a) N/A (a) STORAGE USA INC COMMON STOCK 86190710 681,120 17,200 (a) N/A (b) STORAGE USA INC COMMON STOCK 86190710 4,478,760 113,100 (c) N/A (c) STRATEGIC GLOBAL INCOME FUND EQUITY FUND 86271910 3,493 315 (c) N/A (b) STRIDE RITE CORP COMMON STOCK 86331410 9,375 1,500 (a) N/A (b) STRIDE RITE CORP COMMON STOCK 86331410 625,000 100,000 (a) N/A (a) STRYKER CORP COMMON STOCK 86366710 126,960 2,400 (a) N/A (a) STRYKER CORP COMMON STOCK 86366710 812,015 15,350 (c) N/A (a) SUIZA FOODS CORP COMMON STOCK 86507710 44,198 700 (a) N/A (b) SUIZA FOODS CORP COMMON STOCK 86507710 1,615,753 25,590 (c) N/A (c) SUIZA FOODS CORP COMMON STOCK 86507710 11,403,084 180,600 (a) N/A (a) SUN COMMUNITIES COMMON STOCK 86667410 300,530 8,200 (a) N/A (a) SUN COMMUNITIES COMMON STOCK 86667410 2,646,130 72,200 (c) N/A (c) SUN LIFE FINANCIAL SERVICES COMMON STOCK 86679610 6,500,000 325,000 (a) N/A (a) SUN MICROSYSTEMS INC COMMON STOCK 86681010 270,264 32,680 (c) N/A (a) SUN MICROSYSTEMS INC COMMON STOCK 86681010 295,404 35,720 (c) N/A (c) SUN MICROSYSTEMS INC COMMON STOCK 86681010 387,863 46,900 (c) N/A (b) SUN MICROSYSTEMS INC COMMON STOCK 86681010 2,478,792 299,733 (a) N/A (b) SUN MICROSYSTEMS INC COMMON STOCK 86681010 5,874,057 710,285 (a) N/A (a) SUNCOR ENERGY INC COMMON STOCK 86722910 8,364 300 (a) N/A (a) SUNGARD DATA SYSTEMS INC COMMON STOCK 86736310 44,403 1,900 (a) N/A (b) SUNGARD DATA SYSTEMS INC COMMON STOCK 86736310 9,631,361 412,125 (c) N/A (c) SUNGARD DATA SYSTEMS INC COMMON STOCK 86736310 16,080,897 688,100 (a) N/A (a) SUNOCO INC COMMON STOCK 86764P10 24,920 700 (a) N/A (a) SUNOCO INC COMMON STOCK 86764P10 196,085 5,508 (a) N/A (b) SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K10 30,996 1,200 (a) N/A (b) SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K10 2,991,966 115,833 (c) N/A (c) SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K10 8,384,418 324,600 (a) N/A (a) SUNTRUST BANKS INC COMMON STOCK 86791410 7,326 110 (a) N/A (b) SUNTRUST BANKS INC COMMON STOCK 86791410 15,718 236 (c) N/A (a) SUNTRUST BANKS INC COMMON STOCK 86791410 442,224 6,640 (c) N/A (b) SUPERGEN INC COMMON STOCK 86805910 2,115 300 (a) N/A (b) SUPERIOR ENERGY SERVICES INC COMMON STOCK 86815710 590,000 100,000 (c) N/A (c) SUPERIOR INDS INTL INC COMMON STOCK 86816810 13,516 407 (a) N/A (b) SUPERIOR INDS INTL INC COMMON STOCK 86816810 3,309,111 99,642 (c) N/A (c) SUPERIOR INDS INTL INC COMMON STOCK 86816810 13,543,038 407,800 (a) N/A (a) SUPERVALU INC COMMON STOCK 86853610 72,828 3,600 (a) N/A (a) SURGICAL LASER TECHNOLOGIES COMMON STOCK 86881920 3 3 (a) N/A (a) SUSQUEHANNA BANCSHARES INC COMMON STOCK 86909910 80,100 3,600 (c) N/A (a) SUSQUEHANNA BANCSHARES INC COMMON STOCK 86909910 2,280,136 102,478 (a) N/A (b) SUSQUEHANNA BANCSHARES INC COMMON STOCK 86909910 5,753,294 258,575 (a) N/A (a) SUSQUEHANNA BANCSHARES INC COMMON STOCK 86909910 13,007,239 584,595 (c) N/A (c) SWIFT ENERGY CO COMMON STOCK 87073810 550,554 26,700 (a) N/A (a) SYBRON DENTAL SPECIALTIES COMMON STOCK 87114210 1,860 100 (c) N/A (b) SYBRON DENTAL SPECIALTIES COMMON STOCK 87114210 70,048 3,766 (a) N/A (a) SYBRON DENTAL SPECIALTIES COMMON STOCK 87114210 315,812 16,979 (c) N/A (c) SYCAMORE NETWORKS INC COMMON STOCK 87120610 -18,096 -5,200 (a) N/A (a) SYCAMORE NETWORKS INC COMMON STOCK 87120610 2,784 800 (a) N/A (b) SYLVAN LEARNING SYSTEMS INC COMMON STOCK 87139910 146,560 6,400 (a) N/A (a) SYLVAN LEARNING SYSTEMS INC COMMON STOCK 87139910 1,291,560 56,400 (c) N/A (c) SYMANTEC CORP COMMON STOCK 87150310 9,534 275 (a) N/A (b) SYMANTEC CORP COMMON STOCK 87150310 12,757,867 367,980 (a) N/A (a) SYNAVANT INC COMMON STOCK 87157A10 3,585 1,195 (a) N/A (b) SYNAVANT INC COMMON STOCK 87157A10 5,061 1,687 (a) N/A (a) SYNCOR INTL COMMON STOCK 87157J10 38,196 1,200 (a) N/A (b) SYNGENTA AG ADR COMMON STOCK 87160A10 658 66 (c) N/A (c) SYNGENTA AG ADR COMMON STOCK 87160A10 857 86 (a) N/A (b) SYNGENTA AG ADR COMMON STOCK 87160A10 2,582 259 (c) N/A (b) SYNGENTA AG ADR COMMON STOCK 87160A10 13,709 1,375 (a) N/A (a) SYNOPSYS INC COMMON STOCK 87160710 64,176 1,600 (a) N/A (b) SYNOVUS FINANCIAL CORP COMMON STOCK 87161C10 19,044 690 (c) N/A (b) SYSCO CORP COMMON STOCK 87182910 1,408,327 55,142 (c) N/A (b) SYSCO CORP COMMON STOCK 87182910 2,105,518 82,440 (c) N/A (a) SYSCO CORP COMMON STOCK 87182910 8,351,580 327,000 (c) N/A (c) SYSCO CORP COMMON STOCK 87182910 12,772,656 500,104 (a) N/A (b) SYSCO CORP COMMON STOCK 87182910 19,323,717 756,606 (a) N/A (a) T ROWE PRICE GROUP INC COMMON STOCK 74144T10 181,660 6,200 (a) N/A (b) T ROWE PRICE GROUP INC COMMON STOCK 74144T10 908,300 31,000 (c) N/A (c) TAIWAN FUND INC COMMON STOCK 87403610 257,301 33,900 (c) N/A (c) TAIWAN FUND INC COMMON STOCK 87403610 846,050 111,469 (a) N/A (a) TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK 87403910 190,218 20,044 (a) N/A (b) TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK 87403910 2,296,580 242,000 (a) N/A (a) TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 87405410 7,070 1,000 (a) N/A (a) TALX CORP COMMON STOCK 87491810 1,594,731 74,870 (c) N/A (c) TALX CORP COMMON STOCK 87491810 1,937,661 90,970 (a) N/A (a) TARGET CORPORATION COMMON STOCK 87612E10 549,656 17,312 (c) N/A (b) TARGET CORPORATION COMMON STOCK 87612E10 1,028,700 32,400 (c) N/A (a) TARGET CORPORATION COMMON STOCK 87612E10 3,724,275 117,300 (c) N/A (c) TARGET CORPORATION COMMON STOCK 87612E10 6,187,599 194,885 (a) N/A (b) TARGET CORPORATION COMMON STOCK 87612E10 6,579,616 207,232 (a) N/A (a) TARGET CORPORATION COMMON STOCK 87612E10 7,877,175 248,100 (a) N/A (a) TARO PHARMACEUTICALS IND -A COMMON STOCK M8737E10 703,200 20,000 (a) N/A (b) TAUBMAN CENTERS INC. COMMON STOCK 87666410 93,750 7,500 (a) N/A (a) TAUBMAN CENTERS INC. COMMON STOCK 87666410 827,500 66,200 (c) N/A (c) TCF FINANCIAL CORP COMMON STOCK 87227510 1,528,685 33,189 (c) N/A (c) TCF FINANCIAL CORP COMMON STOCK 87227510 12,293,414 266,900 (a) N/A (a) TD WATERHOUSE GROUP COMMON STOCK 87236210 17,315 2,820 (c) N/A (c) TD WATERHOUSE GROUP COMMON STOCK 87236210 48,506 7,900 (a) N/A (a) TDK CORP ADR COMMON STOCK 87235140 18,756 450 (a) N/A (a) TDK CORP ADR COMMON STOCK 87235140 142,129 3,410 (a) N/A (b) TEAM INC. COMMON STOCK 87815510 603,750 115,000 (a) N/A (a) TECHNE CORP COMMON STOCK 87837710 1,816,773 61,732 (a) N/A (b) TECHNITROL INC COMMON STOCK 87855510 28,990 1,300 (c) N/A (a) TECHNITROL INC COMMON STOCK 87855510 810,806 36,359 (a) N/A (b) TECHNITROL INC COMMON STOCK 87855510 2,441,850 109,500 (a) N/A (a) TECHNITROL INC COMMON STOCK 87855510 4,507,945 202,150 (c) N/A (c) TECUMSEH PRODUCTS CO CL A COMMON STOCK 87889520 45,530 1,000 (a) N/A (b) TEKELEC INC COMMON STOCK 87910110 25,742,161 1,954,606 (a) N/A (a) TEKTRONIX INC COMMON STOCK 87913110 199,386 11,400 (c) N/A (c) TEKTRONIX INC COMMON STOCK 87913110 3,706,131 211,900 (a) N/A (a) TELEBRAS SPON ADR PFD BLOCK COMMON STOCK 87928730 12,655 500 (c) N/A (c) TELEBRAS SPON ADR PFD BLOCK COMMON STOCK 87928730 794,734 31,400 (a) N/A (a) TELECENTRO OESTE CELLULAR ADR COMMON STOCK 87923P10 166,815 33,700 (a) N/A (c) TELECENTRO OESTE CELLULAR ADR COMMON STOCK 87923P10 1,448,865 292,700 (a) N/A (a) TELECOM ITALIA SPA SP ADR COMMON STOCK 87927W10 32,753 430 (a) N/A (a) TELECOM ITALIA SPA SP ADR COMMON STOCK 87927W10 275,812 3,621 (a) N/A (b) TELECOMUNICACOES DE S.P. ADR COMMON STOCK 87929A10 4,085 500 (c) N/A (c) TELECORP PCS INC-CL A COMMON STOCK 87930010 38,675 3,500 (a) N/A (a) TELEDYNE TECHNOLOGIES INC COMMON STOCK 87936010 6,827 428 (a) N/A (b) TELEFLEX INC COMMON STOCK 87936910 71,041 1,900 (c) N/A (a) TELEFLEX INC COMMON STOCK 87936910 2,200,514 58,853 (a) N/A (b) TELEFLEX INC COMMON STOCK 87936910 4,611,122 123,325 (a) N/A (a) TELEFLEX INC COMMON STOCK 87936910 10,655,402 284,980 (c) N/A (c) TELEFONICA S.A. ADR SPON COMMON STOCK 87938220 27,160 800 (c) N/A (c) TELEFONICA S.A. ADR SPON COMMON STOCK 87938220 2,167,877 63,855 (a) N/A (a) TELEFONOS DE MEXICO ADR COMMON STOCK 87940378 71,038 2,200 (c) N/A (c) TELEFONOS DE MEXICO ADR COMMON STOCK 87940378 116,244 3,600 (a) N/A (b) TELEFONOS DE MEXICO ADR COMMON STOCK 87940378 8,282,385 256,500 (a) N/A (c) TELEFONOS DE MEXICO ADR COMMON STOCK 87940378 43,257,557 1,339,658 (a) N/A (a) TELEKOMUNIKASI INDONESIA ADR COMMON STOCK 71568410 1,036,621 185,442 (a) N/A (a) TELENORTE LESTE PARTICIP ADR COMMON STOCK 87924610 3,376 373 (c) N/A (c) TELENORTE LESTE PARTICIP ADR COMMON STOCK 87924610 1,291,444 142,701 (a) N/A (c) TELENORTE LESTE PARTICIP ADR COMMON STOCK 87924610 8,789,758 971,244 (a) N/A (a) TELEPHONE & DATA SYS INC COMMON STOCK 87943310 2,829 30 (c) N/A (a) TELEPHONE & DATA SYS INC COMMON STOCK 87943310 21,218 225 (a) N/A (b) TELEPHONE & DATA SYS INC COMMON STOCK 87943310 328,636 3,485 (a) N/A (a) TELEPHONE & DATA SYS INC COMMON STOCK 87943310 2,469,717 26,190 (c) N/A (c) TELESUDESTE CELULAR PART ADR COMMON STOCK 87925210 1,240 100 (c) N/A (c) TELLABS INC COMMON STOCK 87966410 29,581 2,994 (a) N/A (b) TELLABS INC COMMON STOCK 87966410 76,076 7,700 (a) N/A (a) TELLABS INC COMMON STOCK 87966410 133,627 13,525 (c) N/A (c) TELLABS INC COMMON STOCK 87966410 197,600 20,000 (c) N/A (a) TEMPLE-INLAND INC. COMMON STOCK 87986810 6,791 143 (c) N/A (c) TEMPLE-INLAND INC. COMMON STOCK 87986810 356,175 7,500 (a) N/A (a) TEMPLETON VIETNAM/SOUTHEAST EQUITY FUND 88022J10 23,100 3,850 (a) N/A (a) TENET HEALTHCARE CORP COMMON STOCK 88033G10 256,495 4,300 (a) N/A (b) TENET HEALTHCARE CORP COMMON STOCK 88033G10 34,641,738 580,750 (a) N/A (a) TENNECO AUTOMOTIVE INC COMMON STOCK 88034910 48 23 (a) N/A (b) TENNECO AUTOMOTIVE INC COMMON STOCK 88034910 126 60 (a) N/A (a) TEPPCO PARTNERS L.P. COMMON STOCK 87238410 57,600 1,800 (a) N/A (b) TEPPCO PARTNERS L.P. COMMON STOCK 87238410 160,000 5,000 (c) N/A (a) TEPPCO PARTNERS L.P. COMMON STOCK 87238410 390,400 12,200 (a) N/A (a) TERADYNE INC COMMON STOCK 88077010 31,804 1,631 (a) N/A (b) TERADYNE INC COMMON STOCK 88077010 37,050 1,900 (a) N/A (c) TERADYNE INC COMMON STOCK 88077010 16,343,925 838,150 (a) N/A (a) TERAYON COMMUNICATION SYSTEMS COMMON STOCK 88077510 4,487 624 (a) N/A (a) TEVA PHARMACEUTICAL INDS ADR COMMON STOCK 88162420 1,976,715 32,700 (a) N/A (c) TEVA PHARMACEUTICAL INDS ADR COMMON STOCK 88162420 14,906,970 246,600 (a) N/A (a) TEXACO INC COMMON STOCK 88169410 539,500 8,300 (c) N/A (b) TEXACO INC COMMON STOCK 88169410 982,410 15,114 (c) N/A (a) TEXACO INC COMMON STOCK 88169410 7,377,500 113,500 (c) N/A (c) TEXACO INC COMMON STOCK 88169410 8,715,200 134,080 (a) N/A (a) TEXACO INC COMMON STOCK 88169410 11,935,105 183,617 (a) N/A (b) TEXAS BIOTECHNOLOGY CORP COMMON STOCK 88221T10 51,980 9,200 (a) N/A (a) TEXAS BIOTECHNOLOGY CORP COMMON STOCK 88221T10 458,215 81,100 (c) N/A (c) TEXAS INDUSTRIES INC COMMON STOCK 88249110 194,670 6,300 (a) N/A (a) TEXAS INDUSTRIES INC COMMON STOCK 88249110 1,714,950 55,500 (c) N/A (c) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 334,732 13,400 (a) N/A (c) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 879,796 35,220 (c) N/A (a) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 2,124,799 85,060 (c) N/A (b) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 6,138,335 245,730 (c) N/A (c) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 7,414,688 296,825 (a) N/A (b) TEXAS INSTRUMENTS INC COMMON STOCK 88250810 104,688,082 4,190,876 (a) N/A (a) TEXTRON INC COMMON STOCK 88320310 20,166 600 (a) N/A (a) TEXTRON INC COMMON STOCK 88320310 127,718 3,800 (a) N/A (b) THE BISYS GROUP INC COMMON STOCK 05547210 111,342 2,100 (a) N/A (b) THE BISYS GROUP INC COMMON STOCK 05547210 2,677,510 50,500 (a) N/A (a) THE BISYS GROUP INC COMMON STOCK 05547210 12,348,358 232,900 (a) N/A (a) THE FIRST ISRAEL FUND INC COMMON STOCK 32063L10 16,896 1,760 (c) N/A (c) THE FIRST ISRAEL FUND INC COMMON STOCK 32063L10 68,822 7,169 (a) N/A (a) THE INDONESIA FUND COMMON STOCK 45577810 10,538 7,169 (a) N/A (a) THE MEN`S WEARHOUSE INC COMMON STOCK 58711810 695,375 38,461 (c) N/A (c) THE MONY GROUP INC COMMON STOCK 61533710 9,936 300 (a) N/A (b) THE MONY GROUP INC COMMON STOCK 61533710 11,791 356 (c) N/A (c) THE MONY GROUP INC COMMON STOCK 61533710 245,088 7,400 (a) N/A (a) THE SCOTTS COMPANY CLASS A COMMON STOCK 81018610 136,400 4,000 (c) N/A (b) THE SCOTTS COMPANY CLASS A COMMON STOCK 81018610 214,830 6,300 (c) N/A (a) THE ST JOE COMPANY COMMON STOCK 79014810 28,435 1,100 (a) N/A (a) THE TALBOTS INC COMMON STOCK 87416110 47,145 2,100 (a) N/A (a) THE WALT DISNEY CO COMMON STOCK 25468710 373,312 20,049 (c) N/A (a) THE WALT DISNEY CO COMMON STOCK 25468710 1,881,998 101,074 (c) N/A (b) THE WALT DISNEY CO COMMON STOCK 25468710 2,900,996 155,800 (c) N/A (c) THE WALT DISNEY CO COMMON STOCK 25468710 6,610,975 355,047 (a) N/A (b) THE WALT DISNEY CO COMMON STOCK 25468710 19,088,070 1,025,138 (a) N/A (a) THERMA-WAVE INC COMMON STOCK 88343A10 122,213 11,900 (a) N/A (b) THERMA-WAVE INC COMMON STOCK 88343A10 785,860 76,520 (a) N/A (a) THERMO ELECTRON CORP COMMON STOCK 88355610 261,725 14,500 (c) N/A (a) THERMO ELECTRON CORP COMMON STOCK 88355610 451,250 25,000 (c) N/A (c) THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W10 828 131 (a) N/A (b) THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W10 1,243,985 196,833 (a) N/A (a) THOMAS & BETTS CORP COMMON STOCK 88431510 3,496 200 (a) N/A (b) THORATEC CORPORATION COMMON STOCK 88517530 11,049 668 (a) N/A (b) THOUSAND TRAILS INC COMMON STOCK 88550210 7,424 1,280 (c) N/A (a) THQ INC COMMON STOCK 87244340 8,934,208 207,050 (a) N/A (a) TIBCO SOFTWARE INC COMMON STOCK 88632Q10 2,660,361 362,447 (a) N/A (a) TICKETMASTER CL B COMMON STOCK 88633P20 -30,015 -2,900 (a) N/A (a) TIDEWATER INC COMMON STOCK 88642310 22,686 850 (c) N/A (c) TIDEWATER INC COMMON STOCK 88642310 1,513,323 56,700 (a) N/A (a) TIFFANY & CO COMMON STOCK 88654710 138,560 6,400 (c) N/A (b) TIFFANY & CO COMMON STOCK 88654710 175,365 8,100 (a) N/A (b) TIFFANY & CO COMMON STOCK 88654710 3,312,450 153,000 (a) N/A (a) TIMBERLAND CO. CL-A COMMON STOCK 88710010 -40,650 -1,500 (a) N/A (a) TIME WARNER TELECOM INC COMMON STOCK 88731910 813,088 112,150 (a) N/A (a) TIOGA TECHNOLOGIES LTD COMMON STOCK M8789G10 410 1,000 (a) N/A (a) TITAN INTERNATIONAL INC COMMON STOCK 88830M10 301,530 57,000 (a) N/A (a) TITAN PHARMACEUTICALS INC COMMON STOCK 88831410 168,750 27,000 (a) N/A (a) TIVO INC COMMON STOCK 88870610 166 50 (a) N/A (b) TJX COS INC NEW COMMON STOCK 87254010 9,870 300 (a) N/A (b) TJX COS INC NEW COMMON STOCK 87254010 29,281 890 (c) N/A (c) TJX COS INC NEW COMMON STOCK 87254010 20,684,230 628,700 (a) N/A (a) TMP WORLDWIDE INC COMMON STOCK 87294110 34,068 1,200 (a) N/A (a) TOKIO MARINE & FIRE INS LTD COMMON STOCK 88909040 39,078 875 (a) N/A (a) TOKIO MARINE & FIRE INS LTD COMMON STOCK 88909040 296,989 6,650 (a) N/A (b) TOLL BROTHERS INC COMMON STOCK 88947810 3,634,367 122,493 (c) N/A (c) TOM BROWN INC COMMON STOCK 11566020 271,700 13,000 (a) N/A (a) TOM BROWN INC COMMON STOCK 11566020 2,395,140 114,600 (c) N/A (c) TOMMY HILFIGER CORP COMMON STOCK G8915Z10 11,292,215 1,261,700 (a) N/A (a) TOOTSIE ROLL INDS INC COMMON STOCK 89051610 3,826 100 (a) N/A (b) TOOTSIE ROLL INDS INC COMMON STOCK 89051610 17,676 462 (a) N/A (a) TORCHMARK CORP COMMON STOCK 89102710 23,400 600 (a) N/A (a) TORCHMARK CORP COMMON STOCK 89102710 156,000 4,000 (a) N/A (b) TOTAL FINA ELF SA SPON ADR COMMON STOCK 89151E10 6,755 100 (a) N/A (a) TOTAL FINA ELF SA SPON ADR COMMON STOCK 89151E10 47,285 700 (c) N/A (c) TOTAL FINA ELF SA SPON ADR COMMON STOCK 89151E10 57,620 853 (a) N/A (a) TOTAL FINA ELF SA SPON ADR COMMON STOCK 89151E10 527,701 7,812 (a) N/A (b) TOYOTA MOTOR CORP ADR COMMON STOCK 89233130 46,665 900 (c) N/A (c) TOYOTA MOTOR CORP ADR COMMON STOCK 89233130 369,328 7,123 (a) N/A (a) TOYOTA MOTOR CORP ADR COMMON STOCK 89233130 383,690 7,400 (a) N/A (b) TPN HOLDINGS PLC COMMON STOCK 87295810 909 10,100 (a) N/A (a) TRAMMELL CROW CO. COMMON STOCK 89288R10 1,024,400 102,440 (c) N/A (c) TRANSATLANTIC HOLDINGS INC. COMMON STOCK 89352110 69,680 825 (a) N/A (b) TRANSCANADA PIPELINES LTD COMMON STOCK 89352610 6,420 500 (a) N/A (a) TRANSKARYOTIC THERAPIES INC COMMON STOCK 89373510 33,925 1,250 (c) N/A (b) TRANSKARYOTIC THERAPIES INC COMMON STOCK 89373510 43,723 1,611 (a) N/A (b) TRANSMETA CORP COMMON STOCK 89376R10 705 500 (a) N/A (a) TRANSMONTAIGNE INC COMMON STOCK 89393410 9,700 2,000 (a) N/A (b) TRANSOCEAN SECO FOREX INC COMMON STOCK G9007810 143,854 5,449 (c) N/A (a) TRANSOCEAN SECO FOREX INC COMMON STOCK G9007810 199,610 7,561 (c) N/A (b) TRANSOCEAN SECO FOREX INC COMMON STOCK G9007810 4,417,750 167,339 (a) N/A (b) TRANSOCEAN SECO FOREX INC COMMON STOCK G9007810 6,468,000 245,000 (c) N/A (c) TRANSOCEAN SECO FOREX INC COMMON STOCK G9007810 8,830,589 334,492 (a) N/A (a) TRANSWITCH CORP COMMON STOCK 89406510 18,164 5,936 (c) N/A (c) TRC COS INC COMMON STOCK 87262510 98,373 2,722 (a) N/A (b) TREDEGAR INDS INC. COMMON STOCK 89465010 4,433,600 260,800 (a) N/A (a) TRIAD HOSPITALS INC COMMON STOCK 89579K10 1,097 31 (a) N/A (b) TRIAD HOSPITALS INC COMMON STOCK 89579K10 43,896 1,240 (c) N/A (c) TRIAD HOSPITALS INC COMMON STOCK 89579K10 17,322,424 489,334 (a) N/A (a) TRIANGLE PHARMACEUTICALS INC COMMON STOCK 89589H10 3,200 1,000 (a) N/A (b) TRIARC COMPANIES COMMON STOCK 89592710 4,412 191 (c) N/A (c) TRIARC COMPANIES COMMON STOCK 89592710 30,030 1,300 (a) N/A (b) TRIARC COMPANIES COMMON STOCK 89592710 150,150 6,500 (a) N/A (a) TRIBUNE CO COMMON STOCK 89604710 62,800 2,000 (a) N/A (c) TRIBUNE CO COMMON STOCK 89604710 248,060 7,900 (c) N/A (b) TRIBUNE CO COMMON STOCK 89604710 367,380 11,700 (c) N/A (a) TRIBUNE CO COMMON STOCK 89604710 4,014,647 127,855 (a) N/A (a) TRIBUNE CO COMMON STOCK 89604710 4,493,026 143,090 (c) N/A (c) TRIBUNE CO COMMON STOCK 89604710 6,029,020 192,007 (a) N/A (b) TRICO MARINE SERVICES INC COMMON STOCK 89610610 177,600 30,000 (a) N/A (b) TRICO MARINE SERVICES INC COMMON STOCK 89610610 355,200 60,000 (a) N/A (a) TRICON GLOBAL RESTAURANTS COMMON STOCK 89595310 -88,637 -2,260 (a) N/A (a) TRICON GLOBAL RESTAURANTS COMMON STOCK 89595310 7,962 203 (a) N/A (b) TRICON GLOBAL RESTAURANTS COMMON STOCK 89595310 164,293 4,189 (c) N/A (c) TRI-CONTINENTAL CORP EQUITY FUND 89543610 8,601 470 (a) N/A (b) TRIGON HEALTHCARE INC COMMON STOCK 89618L10 -22,925 -350 (a) N/A (a) TRIGON HEALTHCARE INC COMMON STOCK 89618L10 84,168 1,285 (a) N/A (b) TRINITY INDUSTRIES INC COMMON STOCK 89652210 99,590 4,600 (a) N/A (a) TRINITY INDUSTRIES INC COMMON STOCK 89652210 882,476 40,761 (c) N/A (c) TRIPATH IMAGING INC COMMON STOCK 89694210 88,352 20,547 (a) N/A (a) TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K10 20,599,118 1,288,250 (a) N/A (a) TRIUMPH GROUP INC COMMON STOCK 89681810 5,927,520 254,400 (a) N/A (a) TRIZEC HAHN CORP COMMON STOCK 89693810 126,070 7,000 (a) N/A (a) TRW INC COMMON STOCK 87264910 7,157 240 (a) N/A (a) TRW INC COMMON STOCK 87264910 59,640 2,000 (c) N/A (a) TRW INC COMMON STOCK 87264910 274,344 9,200 (a) N/A (b) TUBOS DE ACERO DE MEX ADR NEW COMMON STOCK 89859250 63,900 7,100 (a) N/A (b) TUBOS DE ACERO DE MEX ADR NEW COMMON STOCK 89859250 411,300 45,700 (a) N/A (c) TUBOS DE ACERO DE MEX ADR NEW COMMON STOCK 89859250 1,560,600 173,400 (a) N/A (a) TUPPERWARE CORPORATION COMMON STOCK 89989610 25,045 1,256 (a) N/A (b) TUPPERWARE CORPORATION COMMON STOCK 89989610 997,000 50,000 (a) N/A (a) TURNSTONE SYSTEMS INC COMMON STOCK 90042310 1,469,175 489,725 (a) N/A (a) TXU CORP COMMON STOCK 87316810 50,952 1,100 (a) N/A (a) TXU CORP COMMON STOCK 87316810 103,294 2,230 (a) N/A (b) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 846,300 18,600 (a) N/A (c) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 2,475,746 54,412 (c) N/A (b) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 3,618,524 79,528 (c) N/A (a) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 7,838,512 172,275 (c) N/A (c) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 33,672,912 740,064 (a) N/A (b) TYCO INTERNATIONAL LTD COMMON STOCK 90212410 106,212,424 2,334,339 (a) N/A (a) TYCOM LTD COMMON STOCK G9144B10 12,560 1,600 (c) N/A (b) TYCOM LTD COMMON STOCK G9144B10 121,675 15,500 (c) N/A (a) TYCOM LTD COMMON STOCK G9144B10 525,479 66,940 (a) N/A (b) TYCOM LTD COMMON STOCK G9144B10 818,559 104,275 (a) N/A (a) TYSON FOODS INC COMMON STOCK 90249410 8,397 838 (c) N/A (c) UAL CORP. COMMON STOCK 90254950 3,652 200 (a) N/A (a) UBS AG-REG COMMON STOCK H8920M85 71,994 1,560 (a) N/A (a) UBS AG-REG COMMON STOCK H8920M85 567,091 12,288 (a) N/A (b) UCAR INTERNATIONAL INC COMMON STOCK 90262K10 2,766,120 310,800 (a) N/A (a) ULTRAMAR DIAMOND SHAMROCK CP COMMON STOCK 90400010 239,700 5,000 (a) N/A (b) ULTRAPAR PARTICPAC-SPON ADR COMMON STOCK 90400P10 137,800 26,000 (a) N/A (a) ULTRATECH STEPPER INC COMMON STOCK 90403410 9,676,548 808,400 (a) N/A (a) UMB FINANCIAL CORP COMMON STOCK 90278810 132,800 3,200 (a) N/A (a) UMB FINANCIAL CORP COMMON STOCK 90278810 1,170,300 28,200 (c) N/A (c) UNIBANCO GDR 1 GDR REPR 500 COMMON STOCK 90458E10 234,900 16,200 (a) N/A (a) UNIFIRST COMMON STOCK 90470810 10,140 600 (a) N/A (b) UNILAB CORPORATION COMMON STOCK 90476320 621,152 22,400 (a) N/A (a) UNILEVER NV NY SHARES COMMON STOCK 90478470 19,285 357 (a) N/A (b) UNILEVER NV NY SHARES COMMON STOCK 90478470 19,663 364 (c) N/A (b) UNILEVER NV NY SHARES COMMON STOCK 90478470 12,275,289 227,236 (a) N/A (a) UNION PACIFIC CORP COMMON STOCK 90781810 79,730 1,700 (a) N/A (a) UNION PACIFIC CORP COMMON STOCK 90781810 122,690 2,616 (c) N/A (a) UNION PACIFIC CORP COMMON STOCK 90781810 511,210 10,900 (c) N/A (b) UNION PACIFIC CORP COMMON STOCK 90781810 730,702 15,580 (a) N/A (b) UNIONBANCAL CORP COMMON STOCK 90890610 443,304 13,100 (a) N/A (a) UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 32,400 10,800 (a) N/A (c) UNISOURCE ENERGY CORP HLD CO. COMMON STOCK 90920510 880,600 62,900 (a) N/A (a) UNISYS CORP COMMON STOCK 90921410 7,794 900 (c) N/A (a) UNISYS CORP COMMON STOCK 90921410 60,620 7,000 (c) N/A (b) UNISYS CORP COMMON STOCK 90921410 1,750,836 202,175 (a) N/A (a) UNISYS CORP COMMON STOCK 90921410 1,800,042 207,857 (a) N/A (b) UNISYS CORP COMMON STOCK 90921410 1,818,600 210,000 (c) N/A (c) UNITED BANKSHARES INC COMMON STOCK 90990710 475,821 17,623 (a) N/A (b) UNITED DOMINION REALTY TRUST COMMON STOCK 91019710 5,712 400 (a) N/A (b) UNITED DOMINION REALTY TRUST COMMON STOCK 91019710 38,656 2,707 (a) N/A (a) UNITED MICROELECTRONICS ADR COMMON STOCK 91087320 26,600 5,000 (c) N/A (c) UNITED MICROELECTRONICS ADR COMMON STOCK 91087320 17,894,698 3,363,665 (a) N/A (a) UNITED NATIONAL BANCORP NJ COMMON STOCK 91090910 43,350 1,700 (a) N/A (b) UNITED NATURAL FOODS INC COMMON STOCK 91116310 45,450 2,500 (a) N/A (b) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 145,544 2,800 (a) N/A (c) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 654,948 12,600 (c) N/A (a) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 1,545,625 29,735 (c) N/A (b) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 7,715,651 148,435 (a) N/A (b) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 13,946,494 268,305 (a) N/A (a) UNITED PARCEL SERVICE INC COMMON STOCK 91131210 14,021,761 269,753 (c) N/A (c) UNITED RENTALS INC COMMON STOCK 91136310 1,822,625 105,111 (c) N/A (c) UNITED RENTALS INC COMMON STOCK 91136310 14,475,432 834,800 (a) N/A (a) UNITED STATIONERS INC COMMON STOCK 91300410 53,766 1,800 (c) N/A (a) UNITED STATIONERS INC COMMON STOCK 91300410 1,639,654 54,893 (a) N/A (b) UNITED STATIONERS INC COMMON STOCK 91300410 4,639,110 155,310 (a) N/A (a) UNITED STATIONERS INC COMMON STOCK 91300410 8,754,897 293,100 (c) N/A (c) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 74,400 1,600 (a) N/A (c) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 523,125 11,250 (c) N/A (b) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 872,340 18,760 (c) N/A (a) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 5,249,618 112,895 (c) N/A (c) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 11,344,280 243,963 (a) N/A (b) UNITED TECHNOLOGIES CORP COMMON STOCK 91301710 29,201,768 627,995 (a) N/A (a) UNITEDHEALTH GROUP INC COMMON STOCK 91324P10 13,300 200 (a) N/A (b) UNITEDHEALTH GROUP INC COMMON STOCK 91324P10 119,700 1,800 (c) N/A (b) UNITEDHEALTH GROUP INC COMMON STOCK 91324P10 598,500 9,000 (a) N/A (a) UNITRIN INC. COMMON STOCK 91327510 107,780 2,820 (a) N/A (a) UNIVERSAL HEALTH SERVICES INC COMMON STOCK 91390310 9,844,424 201,730 (c) N/A (c) UNIVERSAL HEALTH SERVICES INC COMMON STOCK 91390310 35,756,346 732,712 (a) N/A (a) UNIVERSAL STAINLESS & ALLOY COMMON STOCK 91383710 3,550 500 (a) N/A (b) UNIVERSITY OF PHOENIX ONLINE COMMON STOCK 03760420 27,864 900 (a) N/A (a) UNIVISION COMMUNICATIONS INC COMMON STOCK 91490610 11,475 500 (c) N/A (a) UNIVISION COMMUNICATIONS INC COMMON STOCK 91490610 172,125 7,500 (a) N/A (b) UNIVISION COMMUNICATIONS INC COMMON STOCK 91490610 367,200 16,000 (a) N/A (a) UNOCAL INC COMMON STOCK 91528910 19,500 600 (a) N/A (a) UNOCAL INC COMMON STOCK 91528910 416,000 12,800 (a) N/A (b) UNOVA INC COMMON STOCK 91529B10 80,100 18,000 (c) N/A (c) UNOVA INC COMMON STOCK 91529B10 289,250 65,000 (a) N/A (a) UNUMPROVIDENT CORP COMMON STOCK 91529Y10 682 27 (c) N/A (a) UNUMPROVIDENT CORP COMMON STOCK 91529Y10 447,152 17,709 (a) N/A (b) UNUMPROVIDENT CORP COMMON STOCK 91529Y10 3,600,170 142,581 (c) N/A (c) UNUMPROVIDENT CORP COMMON STOCK 91529Y10 9,443,500 374,000 (a) N/A (a) UPM-KYMMENE CORP SPONS ADR COMMON STOCK 91543610 2,775 100 (a) N/A (a) UPM-KYMMENE CORP SPONS ADR COMMON STOCK 91543610 13,875 500 (c) N/A (c) URS CORP COMMON STOCK 90323610 2,424,200 105,400 (a) N/A (a) US BANCORP NEW COMMON STOCK 90297330 522,428 23,554 (c) N/A (b) US BANCORP NEW COMMON STOCK 90297330 721,959 32,550 (c) N/A (a) US BANCORP NEW COMMON STOCK 90297330 11,739,031 529,262 (a) N/A (a) US BANCORP NEW COMMON STOCK 90297330 11,786,519 531,403 (a) N/A (b) US BANCORP NEW COMMON STOCK 90297330 15,159,638 683,482 (c) N/A (c) US CELLULAR CORP COMMON STOCK 91168410 1,748,588 35,325 (a) N/A (a) US ENERGY SYSTEMS INC COMMON STOCK 90295110 8,400 2,000 (a) N/A (b) USA EDUCATION COMMON STOCK 90390U10 40,626 490 (c) N/A (c) USA EDUCATION COMMON STOCK 90390U10 7,646,789 92,230 (a) N/A (a) USA NETWORKS INC COMMON STOCK 90298410 237,336 13,200 (a) N/A (b) USA NETWORKS INC COMMON STOCK 90298410 3,817,154 212,300 (a) N/A (a) USAIR GROUP INC COMMON STOCK 91190510 46,570 10,015 (a) N/A (b) USAIR GROUP INC COMMON STOCK 91190510 132,297 28,451 (c) N/A (b) USAIR GROUP INC COMMON STOCK 91190510 180,755 38,872 (a) N/A (a) USAIR GROUP INC COMMON STOCK 91190510 412,153 88,635 (c) N/A (c) USFREIGHTWAYS CORP COMMON STOCK 91690610 68,948 2,200 (a) N/A (a) USFREIGHTWAYS CORP COMMON STOCK 91690610 607,996 19,400 (c) N/A (c) USX-MARATHON GROUP COMMON STOCK 90290582 21,400 800 (a) N/A (a) USX-MARATHON GROUP COMMON STOCK 90290582 214,000 8,000 (a) N/A (b) UTILICORP UNITED INC COMMON STOCK 91800510 33,612 1,200 (a) N/A (a) VA LINUX SYSTEMS INC COMMON STOCK 91819B10 105 100 (a) N/A (b) VALERO ENERGY CORP COM COMMON STOCK 91913Y10 63,180 1,800 (a) N/A (a) VALERO ENERGY CORP COM COMMON STOCK 91913Y10 565,110 16,100 (a) N/A (b) VALLEY NATIONAL BANCORP COMMON STOCK 91979410 72,739 2,445 (a) N/A (b) VALLEY NATIONAL BANCORP COMMON STOCK 91979410 835,975 28,100 (a) N/A (a) VALUEVISION INTL INC-CL A COMMON STOCK 92047K10 21,455,641 1,663,228 (a) N/A (a) VARCO INTERNATIONAL INC COMMON STOCK 92212210 42,280 3,500 (c) N/A (a) VARCO INTERNATIONAL INC COMMON STOCK 92212210 1,146,585 94,916 (a) N/A (b) VARCO INTERNATIONAL INC COMMON STOCK 92212210 3,266,082 270,371 (a) N/A (a) VARCO INTERNATIONAL INC COMMON STOCK 92212210 6,660,018 551,326 (c) N/A (c) VARIAN INC COMMON STOCK 92220610 50,960 2,000 (c) N/A (a) VARIAN INC COMMON STOCK 92220610 1,540,215 60,448 (a) N/A (b) VARIAN INC COMMON STOCK 92220610 3,787,627 148,651 (a) N/A (a) VARIAN INC COMMON STOCK 92220610 7,518,129 295,060 (c) N/A (c) VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P10 133,111 2,075 (a) N/A (a) VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P10 140,488 2,190 (a) N/A (b) VARIAN SEMICONDUCTOR EQUIP COMMON STOCK 92220710 20,985,030 811,800 (a) N/A (a) VASTERA INC COMMON STOCK 92239N10 2,239,093 199,919 (a) N/A (a) VECTOR GROUP LTD COMMON STOCK 92240M10 131,938 3,087 (a) N/A (a) VECTOR GROUP LTD COMMON STOCK 92240M10 1,163,810 27,230 (c) N/A (c) VENATOR GROUP INC COMMON STOCK 92294410 39,208 2,571 (a) N/A (b) VENATOR GROUP INC COMMON STOCK 92294410 5,011,150 328,600 (a) N/A (a) VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H10 1,355,131 66,298 (a) N/A (a) VENTIV HEALTH INC COMMON STOCK 92279310 8,591 2,116 (a) N/A (b) VENTIV HEALTH INC COMMON STOCK 92279310 51,424 12,666 (a) N/A (a) VENTIV HEALTH INC COMMON STOCK 92279310 406,000 100,000 (c) N/A (c) VERISIGN INC COMMON STOCK 92343E10 20,950 500 (a) N/A (b) VERISIGN INC COMMON STOCK 92343E10 25,140 600 (a) N/A (a) VERISIGN INC COMMON STOCK 92343E10 62,850 1,500 (a) N/A (c) VERISIGN INC COMMON STOCK 92343E10 12,326,980 294,200 (a) N/A (a) VERITAS DGC INC COMMON STOCK 92343P10 558 50 (c) N/A (a) VERITAS SOFTWARE CORP COMMON STOCK 92343610 124,157 6,733 (c) N/A (b) VERITAS SOFTWARE CORP COMMON STOCK 92343610 265,536 14,400 (c) N/A (a) VERITAS SOFTWARE CORP COMMON STOCK 92343610 319,012 17,300 (a) N/A (c) VERITAS SOFTWARE CORP COMMON STOCK 92343610 439,462 23,832 (a) N/A (b) VERITAS SOFTWARE CORP COMMON STOCK 92343610 3,508,671 190,275 (c) N/A (c) VERITAS SOFTWARE CORP COMMON STOCK 92343610 87,954,508 4,769,305 (a) N/A (a) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 265,518 4,907 (c) N/A (a) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 1,536,724 28,400 (a) N/A (c) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 1,973,392 36,470 (c) N/A (b) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 8,876,854 164,052 (c) N/A (c) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 11,710,324 216,417 (a) N/A (b) VERIZON COMMUNICATIONS COMMON STOCK 92343V10 21,547,360 398,214 (a) N/A (a) VERTICALNET COMMON STOCK 92532L10 2,100 5,832 (c) N/A (c) VESTA INSURANCE GROUP INC COMMON STOCK 92539110 2,319 177 (c) N/A (c) VF CORP COMMON STOCK 91820410 137,569 4,700 (a) N/A (a) VIACOM INC COMMON STOCK 92552410 6,990 200 (c) N/A (a) VIACOM INC COMMON STOCK 92552410 86,326 2,470 (a) N/A (a) VIACOM INC COMMON STOCK 92552410 199,215 5,700 (a) N/A (b) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 1,100,757 31,906 (c) N/A (a) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 1,343,016 38,928 (a) N/A (c) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 3,304,100 95,771 (c) N/A (b) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 23,167,440 671,520 (a) N/A (b) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 24,186,498 701,058 (c) N/A (c) VIACOM INC COM NON-VTG CL B COMMON STOCK 92552430 180,349,551 5,227,523 (a) N/A (a) VICAL INC COMMON STOCK 92560210 31,589 3,100 (a) N/A (a) VICAL INC COMMON STOCK 92560210 279,206 27,400 (c) N/A (c) VIGNETTE CORP COMMON STOCK 92673410 7,080 2,000 (a) N/A (b) VIGNETTE CORP COMMON STOCK 92673410 10,620 3,000 (a) N/A (a) VIMPEL COMMUNICATIONS SP ADR COMMON STOCK 68370R10 91,952 5,600 (a) N/A (a) VINA CONCHA Y TORO ADR COMMON STOCK 92719110 49,080 1,200 (a) N/A (a) VIROLOGIC INC COMMON STOCK 92823R20 27,071 10,372 (a) N/A (a) VISHAY INTERTECHNOLOGY COMMON STOCK 92829810 25,699,280 1,396,700 (a) N/A (a) VISIBLE GENETICS INC COMMON STOCK 92829S10 396 20 (c) N/A (b) VISIBLE GENETICS INC COMMON STOCK 92829S10 21,859 1,104 (a) N/A (b) VISIBLE GENETICS INC COMMON STOCK 92829S10 27,720 1,400 (a) N/A (a) VISTEON CORP COMMON STOCK 92839U10 9,448 741 (a) N/A (b) VISTEON CORP COMMON STOCK 92839U10 2,653,466 208,115 (a) N/A (a) VISUAL DATA CORP COMMON STOCK 92842820 240 300 (c) N/A (b) VISUAL NETWORKS INC COMMON STOCK 92844410 61,332 26,900 (c) N/A (c) VITESSE SEMICONDUCTOR CORP COMMON STOCK 92849710 27,125 3,500 (c) N/A (c) VITESSE SEMICONDUCTOR CORP COMMON STOCK 92849710 365,955 47,220 (a) N/A (b) VITESSE SEMICONDUCTOR CORP COMMON STOCK 92849710 3,794,726 489,642 (a) N/A (a) VITRIA TECHNOLOGY INC COMMON STOCK 92849Q10 43,440 21,190 (a) N/A (b) VITRIA TECHNOLOGY INC COMMON STOCK 92849Q10 757,444 369,485 (a) N/A (a) VIVENDI UNIVERSAL ADR COMMON STOCK 92851S20 23,175 500 (c) N/A (c) VIVENDI UNIVERSAL ADR COMMON STOCK 92851S20 683,199 14,740 (a) N/A (a) VIVENDI UNIVERSAL ADR COMMON STOCK 92851S20 1,142,528 24,650 (a) N/A (b) VODAFONE GROUP PLC COMMON STOCK 92857W10 52,704 2,400 (c) N/A (c) VODAFONE GROUP PLC COMMON STOCK 92857W10 694,770 31,638 (c) N/A (b) VODAFONE GROUP PLC COMMON STOCK 92857W10 1,382,360 62,949 (c) N/A (a) VODAFONE GROUP PLC COMMON STOCK 92857W10 2,205,816 100,447 (a) N/A (b) VODAFONE GROUP PLC COMMON STOCK 92857W10 3,497,635 159,273 (a) N/A (a) VORNADO REALTY TRUST COMMON STOCK 92904210 9,925 250 (a) N/A (b) VORNADO REALTY TRUST COMMON STOCK 92904210 134,980 3,400 (a) N/A (a) VOTORANTIM CELULOS E PAPER ADR COMMON STOCK 92906P10 172,260 13,200 (a) N/A (c) VOTORANTIM CELULOS E PAPER ADR COMMON STOCK 92906P10 1,470,735 112,700 (a) N/A (a) VULCAN MATLS CO COMMON STOCK 92916010 56,981 1,319 (a) N/A (b) VULCAN MATLS CO COMMON STOCK 92916010 6,733,066 155,858 (c) N/A (c) VYSIS INC COMMON STOCK 92896110 30,150 1,500 (a) N/A (b) VYSIS INC COMMON STOCK 92896110 32,160 1,600 (a) N/A (a) VYSIS INC COMMON STOCK 92896110 283,410 14,100 (c) N/A (c) W.R. BERKLEY COMMON STOCK 08442310 312,000 6,500 (a) N/A (b) W.R. BERKLEY COMMON STOCK 08442310 864,000 18,000 (a) N/A (a) W.R. GRACE & CO COMMON STOCK 38388F10 236 152 (a) N/A (b) W.R. GRACE & CO COMMON STOCK 38388F10 45,071 29,078 (c) N/A (c) WABTEC CORPORATION COMMON STOCK 92974010 469 43 (c) N/A (b) WABTEC CORPORATION COMMON STOCK 92974010 2,180 200 (a) N/A (a) WACHOVIA CORP COMMON STOCK 92990310 47,864 1,544 (c) N/A (a) WACHOVIA CORP COMMON STOCK 92990310 1,143,900 36,900 (c) N/A (b) WACHOVIA CORP COMMON STOCK 92990310 1,448,010 46,710 (a) N/A (a) WACHOVIA CORP COMMON STOCK 92990310 2,964,468 95,628 (a) N/A (b) WACHOVIA CORP COMMON STOCK 92990310 3,801,220 122,620 (c) N/A (c) WADDELL & REED FINANCIAL INC COMMON STOCK 93005910 8,840 340 (a) N/A (b) WADDELL & REED FINANCIAL INC COMMON STOCK 93005910 741,000 28,500 (a) N/A (a) WAL MART STORES INC COMMON STOCK 93114210 163,350 3,300 (a) N/A (c) WAL MART STORES INC COMMON STOCK 93114210 1,136,520 22,960 (c) N/A (a) WAL MART STORES INC COMMON STOCK 93114210 1,479,555 29,890 (c) N/A (b) WAL MART STORES INC COMMON STOCK 93114210 11,777,040 237,920 (c) N/A (c) WAL MART STORES INC COMMON STOCK 93114210 13,697,986 276,727 (a) N/A (b) WAL MART STORES INC COMMON STOCK 93114210 85,641,732 1,730,136 (a) N/A (a) WALGREEN CO COMMON STOCK 93142210 826,320 24,000 (c) N/A (b) WALGREEN CO COMMON STOCK 93142210 1,345,869 39,090 (c) N/A (a) WALGREEN CO COMMON STOCK 93142210 4,597,231 133,524 (a) N/A (b) WALGREEN CO COMMON STOCK 93142210 4,730,716 137,401 (a) N/A (a) WALLACE COMPUTER SVCS INC COMMON STOCK 93227010 3,943 248 (c) N/A (c) WASHINGTON MUTUAL INC COMMON STOCK 93932210 11,544 300 (c) N/A (a) WASHINGTON MUTUAL INC COMMON STOCK 93932210 478,152 12,426 (c) N/A (b) WASHINGTON MUTUAL INC COMMON STOCK 93932210 7,341,984 190,800 (c) N/A (c) WASHINGTON MUTUAL INC COMMON STOCK 93932210 10,409,994 270,530 (a) N/A (a) WASHINGTON MUTUAL INC COMMON STOCK 93932210 12,018,381 312,328 (a) N/A (b) WASHINGTON POST CO CL B COMMON STOCK 93964010 103,960 200 (a) N/A (a) WASHINGTON POST CO CL B COMMON STOCK 93964010 259,900 500 (c) N/A (b) WASTE MANAGEMENT INC COMMON STOCK 94106L10 5,803 217 (c) N/A (a) WASTE MANAGEMENT INC COMMON STOCK 94106L10 18,584 695 (a) N/A (b) WASTE MANAGEMENT INC COMMON STOCK 94106L10 215,257 8,050 (a) N/A (a) WASTE MANAGEMENT INC COMMON STOCK 94106L10 484,662 18,125 (c) N/A (c) WATER PIK TECHNOLOGIES COMMON STOCK 94113U10 1,000 125 (c) N/A (b) WATER PIK TECHNOLOGIES COMMON STOCK 94113U10 1,200 150 (a) N/A (b) WATER PIK TECHNOLOGIES COMMON STOCK 94113U10 1,920 240 (a) N/A (a) WATERS CORP COMMON STOCK 94184810 1,259,104 35,200 (a) N/A (a) WATSON PHARMACEUTICALS INC COMMON STOCK 94268310 82,065 1,500 (a) N/A (c) WATSON PHARMACEUTICALS INC COMMON STOCK 94268310 3,523,926 64,411 (a) N/A (b) WATSON PHARMACEUTICALS INC COMMON STOCK 94268310 15,205,277 277,925 (c) N/A (c) WATSON PHARMACEUTICALS INC COMMON STOCK 94268310 40,332,212 737,200 (a) N/A (a) WAUSAU-MOSINEE PAPER CORP COMMON STOCK 94331510 37,440 3,200 (c) N/A (a) WAUSAU-MOSINEE PAPER CORP COMMON STOCK 94331510 59,670 5,100 (a) N/A (a) WAUSAU-MOSINEE PAPER CORP COMMON STOCK 94331510 421,785 36,050 (a) N/A (b) WAUSAU-MOSINEE PAPER CORP COMMON STOCK 94331510 2,514,096 214,880 (c) N/A (c) WEATHERFORD INTERNATIONAL COMMON STOCK 94707410 53,571 2,100 (c) N/A (a) WEATHERFORD INTERNATIONAL COMMON STOCK 94707410 209,182 8,200 (a) N/A (b) WEATHERFORD INTERNATIONAL COMMON STOCK 94707410 663,260 26,000 (c) N/A (c) WEATHERFORD INTERNATIONAL COMMON STOCK 94707410 1,376,698 53,967 (a) N/A (a) WEBEX COMMUNICATIONS INC COMMON STOCK 94767L10 16,992 800 (a) N/A (b) WEBMD CORP COMMON STOCK 94769M10 16,508 3,875 (a) N/A (a) WEBMETHODS INC COMMON STOCK 94768C10 698 101 (a) N/A (b) WEBSENSE INC COMMON STOCK 94768410 22,716 2,084 (a) N/A (b) WEBSTER FINANCIAL CORP COMMON STOCK 94789010 79,104 2,400 (c) N/A (a) WEBSTER FINANCIAL CORP COMMON STOCK 94789010 2,369,461 71,889 (a) N/A (b) WEBSTER FINANCIAL CORP COMMON STOCK 94789010 5,719,878 173,540 (a) N/A (a) WEBSTER FINANCIAL CORP COMMON STOCK 94789010 12,148,067 368,570 (c) N/A (c) WEINGARTEN REALTY INVESTORS COMMON STOCK 94874110 72,900 1,500 (a) N/A (b) WELLPOINT HEALTH NETWORKS COMMON STOCK 94973H10 21,830 200 (a) N/A (b) WELLS FARGO COMPANY COMMON STOCK 94974610 93,345 2,100 (a) N/A (c) WELLS FARGO COMPANY COMMON STOCK 94974610 1,002,348 22,550 (c) N/A (b) WELLS FARGO COMPANY COMMON STOCK 94974610 1,118,673 25,167 (c) N/A (a) WELLS FARGO COMPANY COMMON STOCK 94974610 6,375,108 143,422 (a) N/A (b) WELLS FARGO COMPANY COMMON STOCK 94974610 44,971,710 1,011,737 (a) N/A (a) WELLS FARGO COMPANY COMMON STOCK 94974610 81,303,584 1,829,102 (c) N/A (c) WENDYS INTL COMMON STOCK 95059010 5,996 225 (a) N/A (a) WERNER ENTERPRISES INC COMMON STOCK 95075510 63,536 3,800 (c) N/A (a) WERNER ENTERPRISES INC COMMON STOCK 95075510 1,776,751 106,265 (a) N/A (b) WERNER ENTERPRISES INC COMMON STOCK 95075510 4,470,493 267,374 (a) N/A (a) WERNER ENTERPRISES INC COMMON STOCK 95075510 9,274,534 554,697 (c) N/A (c) WESCO FINL CORP COMMON STOCK 95081710 696,240 2,400 (a) N/A (a) WESCO FINL CORP COMMON STOCK 95081710 812,280 2,800 (a) N/A (b) WESTERN GAS RESOURCES INC COMMON STOCK 95825910 5,206,000 200,000 (c) N/A (c) WESTERN RES INC COMMON STOCK 95942510 910,250 55,000 (c) N/A (c) WESTERN WIRELESS CORP-CL A COMMON STOCK 95988E20 1,193,887 35,343 (c) N/A (c) WESTERN WIRELESS CORP-CL A COMMON STOCK 95988E20 1,379,981 40,852 (a) N/A (a) WESTERN WIRELESS CORP-CL A COMMON STOCK 95988E20 5,079,330 150,365 (a) N/A (a) WESTPORT RESOURCES CORP COMMON STOCK 96141810 617 42 (a) N/A (a) WESTPORT RESOURCES CORP COMMON STOCK 96141810 617 42 (a) N/A (b) WESTPORT RESOURCES CORP COMMON STOCK 96141810 3,335,062 226,875 (c) N/A (c) WESTVACO CORP COMMON STOCK 96154810 9,946 387 (c) N/A (c) WESTVACO CORP COMMON STOCK 96154810 38,550 1,500 (a) N/A (a) WESTWOOD ONE INC COMMON STOCK 96181510 1,646 74 (c) N/A (b) WESTWOOD ONE INC COMMON STOCK 96181510 4,445,550 199,800 (a) N/A (a) WEYERHAEUSER CO COMMON STOCK 96216610 428,648 8,800 (a) N/A (a) WGL HOLDINGS INC COMMON STOCK 92924F10 73,948 2,750 (c) N/A (a) WGL HOLDINGS INC COMMON STOCK 92924F10 2,234,774 83,108 (a) N/A (b) WGL HOLDINGS INC COMMON STOCK 92924F10 5,631,519 209,428 (a) N/A (a) WGL HOLDINGS INC COMMON STOCK 92924F10 15,004,889 558,010 (c) N/A (c) WHIRLPOOL CORP COMMON STOCK 96332010 6,919 125 (a) N/A (a) WHIRLPOOL CORP COMMON STOCK 96332010 177,120 3,200 (a) N/A (b) WHITE MOUNTAINS INSURANCE COMMON STOCK G9618E10 616,050 1,850 (c) N/A (a) WHITE MOUNTAINS INSURANCE COMMON STOCK G9618E10 899,100 2,700 (c) N/A (b) WHITE MOUNTAINS INSURANCE COMMON STOCK G9618E10 1,825,839 5,483 (a) N/A (b) WHITE MOUNTAINS INSURANCE COMMON STOCK G9618E10 2,072,925 6,225 (a) N/A (a) WHITNEY HOLDING CORP COMMON STOCK 96661210 11,610 270 (a) N/A (b) WHITNEY HOLDING CORP COMMON STOCK 96661210 1,821,093 42,351 (c) N/A (c) WHOLE FOODS MARKET, INC. COMMON STOCK 96683710 31,410 1,000 (c) N/A (b) WHOLE FOODS MARKET, INC. COMMON STOCK 96683710 43,974 1,400 (a) N/A (b) WHOLE FOODS MARKET, INC. COMMON STOCK 96683710 12,403,809 394,900 (a) N/A (a) WILD OATS MARKETS INC COMMON STOCK 96808B10 15,880 2,000 (c) N/A (b) WILD OATS MARKETS INC COMMON STOCK 96808B10 50,816 6,400 (a) N/A (b) WILD OATS MARKETS INC COMMON STOCK 96808B10 14,848,594 1,870,100 (a) N/A (a) WILEY [JOHN] & SONS INC CL B COMMON STOCK 96822330 12,510 600 (a) N/A (b) WILEY [JOHN] & SONS INC CL B COMMON STOCK 96822330 17,097 820 (a) N/A (a) WILEY JOHN & SONS CL-A COMMON STOCK 96822320 515,736 24,700 (c) N/A (a) WILEY JOHN & SONS CL-A COMMON STOCK 96822320 584,640 28,000 (c) N/A (b) WILEY JOHN & SONS CL-A COMMON STOCK 96822320 2,610,042 125,002 (a) N/A (b) WILEY JOHN & SONS CL-A COMMON STOCK 96822320 5,299,866 253,825 (a) N/A (a) WILLIAMETTE INDUSTRIES COMMON STOCK 96913310 26,994 600 (a) N/A (b) WILLIAMS COMMUNICATIONS CORP COMMON STOCK 96945510 5,310 4,500 (c) N/A (c) WILLIAMS COMMUNICATIONS CORP COMMON STOCK 96945510 5,822 4,934 (a) N/A (a) WILLIAMS COMMUNICATIONS CORP COMMON STOCK 96945510 7,980 6,763 (a) N/A (b) WILLIAMS COS COMMON STOCK 96945710 -214,305 -7,850 (a) N/A (a) WILLIAMS COS COMMON STOCK 96945710 191,100 7,000 (c) N/A (b) WILLIAMS COS COMMON STOCK 96945710 269,997 9,890 (a) N/A (b) WILMINGTON TRUST CORP COMMON STOCK 97180710 10,212 185 (a) N/A (a) WILMINGTON TRUST CORP COMMON STOCK 97180710 33,948 615 (a) N/A (b) WINN-DIXIE STORES INC COMMON STOCK 97428010 13,740 1,200 (a) N/A (a) WINN-DIXIE STORES INC COMMON STOCK 97428010 431,665 37,700 (a) N/A (c) WINNEBAGO INDUSTRIES COMMON STOCK 97463710 117,975 5,500 (a) N/A (a) WINNEBAGO INDUSTRIES COMMON STOCK 97463710 1,040,325 48,500 (c) N/A (c) WINSTON HOTELS INC COMMON STOCK 97563A10 15,800 2,000 (c) N/A (b) WINTRUST FINANCIAL CORP COMMON STOCK 97650W10 7,762 250 (a) N/A (a) WIRELESS FACILITIES INC COMMON STOCK 97653A10 16,619 3,718 (a) N/A (a) WITNESS SYSTEMS COMMON STOCK 97742410 907,242 111,318 (a) N/A (a) WOODHEAD INDUSTRIES INC COMMON STOCK 97943810 41,888 2,800 (c) N/A (a) WOODHEAD INDUSTRIES INC COMMON STOCK 97943810 699,874 46,783 (a) N/A (b) WOODHEAD INDUSTRIES INC COMMON STOCK 97943810 3,767,152 251,815 (a) N/A (a) WOODHEAD INDUSTRIES INC COMMON STOCK 97943810 7,321,125 489,380 (c) N/A (c) WORLDCOM INC COMMON STOCK 98157D10 7,520 500 (c) N/A (b) WORLDCOM INC COMMON STOCK 98157D10 368,390 24,494 (a) N/A (b) WORLDCOM INC COMMON STOCK 98157D10 1,140,032 75,800 (a) N/A (c) WORLDCOM INC COMMON STOCK 98157D10 1,705,611 113,405 (c) N/A (c) WORLDCOM INC COMMON STOCK 98157D10 20,294,314 1,349,356 (a) N/A (a) WORLDCOM INC MCI GROUP COMMON STOCK 98157D30 76 5 (c) N/A (a) WORLDCOM INC MCI GROUP COMMON STOCK 98157D30 305 20 (c) N/A (b) WORLDCOM INC MCI GROUP COMMON STOCK 98157D30 12,245 804 (a) N/A (b) WORLDCOM INC MCI GROUP COMMON STOCK 98157D30 69,083 4,536 (c) N/A (c) WORLDCOM INC MCI GROUP COMMON STOCK 98157D30 102,330 6,719 (a) N/A (a) WORLDGATE COMMUNICATIONS INC COMMON STOCK 98156L30 40,573 20,914 (c) N/A (c) WPP GROUP PLC SPON ADR COMMON STOCK 92930930 54,715 1,484 (a) N/A (a) WPP GROUP PLC SPON ADR COMMON STOCK 92930930 61,573 1,670 (a) N/A (b) WPP GROUP PLC SPON ADR COMMON STOCK 92930930 738,875 20,040 (c) N/A (c) WRIGLEY (WM.) JR CO COMMON STOCK 98252610 61,560 1,200 (a) N/A (b) WRIGLEY (WM.) JR CO COMMON STOCK 98252610 256,500 5,000 (a) N/A (c) WRIGLEY (WM.) JR CO COMMON STOCK 98252610 2,621,430 51,100 (c) N/A (c) WRIGLEY (WM.) JR CO COMMON STOCK 98252610 70,101,450 1,366,500 (a) N/A (a) XCEL ENERGY COMMON STOCK 98389B10 9,571 340 (a) N/A (b) XCELERA INC COMMON STOCK G3161110 2,650 2,500 (a) N/A (a) XEROX COMMON STOCK 98412110 5,425 700 (a) N/A (b) XEROX COMMON STOCK 98412110 11,625 1,500 (c) N/A (b) XILINX INC COMMON STOCK 98391910 173,863 7,389 (a) N/A (b) XILINX INC COMMON STOCK 98391910 209,417 8,900 (a) N/A (c) XILINX INC COMMON STOCK 98391910 2,223,585 94,500 (c) N/A (c) XILINX INC COMMON STOCK 98391910 56,792,079 2,413,603 (a) N/A (a) XL CAPITAL LTD CLASS A COMMON STOCK G9825510 115,103 1,457 (a) N/A (b) XL CAPITAL LTD CLASS A COMMON STOCK G9825510 173,800 2,200 (c) N/A (a) XL CAPITAL LTD CLASS A COMMON STOCK G9825510 174,432 2,208 (a) N/A (a) XL CAPITAL LTD CLASS A COMMON STOCK G9825510 2,162,862 27,378 (c) N/A (c) XM SATELLITE RADIO HOLDINGS COMMON STOCK 98375910 5,240 1,000 (a) N/A (a) XO COMMUNICATIONS INC-A COMMON STOCK 98376410 867 2,115 (a) N/A (b) XO COMMUNICATIONS INC-A COMMON STOCK 98376410 16,277 39,701 (a) N/A (a) XO COMMUNICATIONS INC-A COMMON STOCK 98376410 61,336 149,600 (c) N/A (c) XOMA LTD [BERMUDA] COMMON STOCK G9825R10 1,547,748 183,600 (a) N/A (a) X-RITE INC COMMON STOCK 98385710 7,900 1,000 (a) N/A (b) XTO ENERGY INC COMMON STOCK 98385X10 16,534,238 1,185,250 (a) N/A (a) YAHOO! INC COMMON STOCK 98433210 11,453 1,300 (a) N/A (b) YAHOO! INC COMMON STOCK 98433210 776,161 88,100 (a) N/A (a) YAHOO! INC COMMON STOCK 98433210 2,334,650 265,000 (c) N/A (c) YOUNG BROADCASTING CORP-A COMMON STOCK 98743410 23,200 1,600 (a) N/A (b) YOUNG BROADCASTING CORP-A COMMON STOCK 98743410 203,000 14,000 (a) N/A (a) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 62,021 2,235 (c) N/A (a) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 110,445 3,980 (a) N/A (c) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 159,562 5,750 (c) N/A (c) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 211,622 7,626 (c) N/A (b) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 844,050 30,416 (a) N/A (b) ZIMMER HOLDINGS INC COMMON STOCK 98956P10 1,540,514 55,514 (a) N/A (a) ZIONS BANCORPORATION COMMON STOCK 98970110 26,830 500 (a) N/A (b) ZIONS BANCORPORATION COMMON STOCK 98970110 101,954 1,900 (a) N/A (c) ZIONS BANCORPORATION COMMON STOCK 98970110 107,320 2,000 (c) N/A (a) ZIONS BANCORPORATION COMMON STOCK 98970110 20,369,336 379,600 (a) N/A (a) ZIXIT CORPORATION COMMON STOCK 98974P10 1,446 300 (c) N/A (b)