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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: March 30, 2001

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number:  28-139

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:


/s/ John Knight        Minneapolis, MN             May 02, 2001
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]

Report Type (Check only one.):

[   ] 13F HOLDINGS REPORT.

[   ] 13F NOTICE.

[ x ] 13F COMBINATION REPORT.


                       FORM 13F SUMMARY PAGE


Report Summary:
Number of Other Included Managers:          13
Form 13F Information Table Entry Total:     6353
Form 13F Information Table Value Total:     $90843206 (thousands)



List of Other Included Managers:
No.  13F File Number     Name
--------------------     -----------------------------------------
01   28-698              American Express Company
02   28-2069             IDS Advisory Group, Inc.
03   28-1151             American Express Trust Company
04   28-140              American Express Certificate Company
05   28-143              IDS Life Insurance Company
06                       IDS Life Insurance Company of New York
07                       American Partners Life
08                       American Centurion Life of New York
09                       American Enterprise Life
10                       State Street
11                       American Express Asset Management International
12                       American Express Asset Management International-Japan
13                       American Express Asset Management Limited



                                                                                                       
                                                              FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER         VOTING AUTHORITY
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS    SOLE     SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP                       COM              000361105     1038    81367 SH       DEFINED 01              81367        0        0
ABBEY NATION                   COM              0004455         53     3340 SH       DEFINED 01 10            3340        0        0
ADC TELECOM                    COM              000886101     5081   597667 SH       DEFINED 01             597667        0        0
ADC TELECOM                    COM              000886101     5623   661060 SH       DEFINED 01 02               0   661060        0
ADC TELECOM                    COM              000886101     1639   192870 SH       DEFINED 01 03               0   192870        0
ADC TELECOM                    COM              000886101     9160  1077541 SH       DEFINED 01 05               0  1077541        0
ACTV INC                       COM              00088E104        1      131 SH       DEFINED 01                131        0        0
ADIDAS BEARER                  COM              000900993     2035    38438 SH       DEFINED 01 03               0    38438        0
ABM INDUSTRIES INC             COM              000957100     2174    69591 SH       DEFINED 01              69591        0        0
AFLAC CORP                     COM              001055102     7574   275004 SH       DEFINED 01             275004        0        0
AFLAC CORP                     COM              001055102     3632   131880 SH       DEFINED 01 03               0   131880        0
AFLAC CORP                     COM              001055102       48     1746 SH       DEFINED 01 05               0     1746        0
AFLAC INC                      COM              001055102      140     5100 SH       DEFINED 01 02               0     5100        0
AGCO CORP                      COM              001084102       15     1520 SH       DEFINED 01               1520        0        0
AIRTOURS PLC                   COM              0010979          4     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES INC              COM              001204106     5514   251624 SH       DEFINED 01             251624        0        0
AGL RESOURCES INC              COM              001204106        7      340 SH       DEFINED 01 02               0      340        0
AES CORP                       COM              00130H105    54266  1086197 SH       DEFINED 01            1086197        0        0
AES CORP                       COM              00130H105      295     5900 SH       DEFINED 01 02               0     5900        0
AES CORP                       COM              00130H105     7810   156320 SH       DEFINED 01 03               0   156320        0
AES CORP                       COM              00130H105      554    11095 SH       DEFINED 01 05               0    11095        0
CHUBB PLC                      COM              0015219          3     1717 SH       DEFINED 01 10            1717        0        0
KIDDE PLC                      COM              0015402          2     1717 SH       DEFINED 01 10            1717        0        0
AK STEEL                       COM              001547108        5      490 SH       DEFINED 01 02               0      490        0
AK STEEL METALS                COM              001547108       27     2690 SH       DEFINED 01               2690        0        0
AMB PROPERTY CORP              COM              00163T109        3      135 SH       DEFINED 01                135        0        0
AMR CORP DEL                   COM              001765106    78894  2246399 SH       DEFINED 01            2246399        0        0
AMR CORP DEL                   COM              001765106    19349   550935 SH       DEFINED 01 02               0   550935        0
AMR CORP DEL                   COM              001765106     4601   131016 SH       DEFINED 01 03               0   131016        0
AMR CORP DEL                   COM              001765106      821    23396 SH       DEFINED 01 05               0    23396        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER INC            COM              00184A105    17618   438790 SH       DEFINED 01                  0   438790        0
AOL TIME WARNER INC            COM              00184A105   738047 18382260 SH       DEFINED 01           18382260        0        0
AOL TIME WARNER INC            COM              00184A105   127603  3178224 SH       DEFINED 01 02               0  3178224        0
AOL TIME WARNER INC            COM              00184A105    49107  1223100 SH       DEFINED 01 03               0  1223100        0
AOL TIME WARNER INC            COM              00184A105   226567  5643010 SH       DEFINED 01 05               0  5643010        0
AT&T                           COM              001957109    73056  3429829 SH       DEFINED 01            3429829        0        0
AT&T                           COM              001957109    21426  1005911 SH       DEFINED 01 03               0  1005911        0
AT&T                           COM              001957109      990    46506 SH       DEFINED 01 05               0    46506        0
AT&T CORP                      COM              001957109        3      150 SH       DEFINED 01 02               0      150        0
AT&T - LIBERTY MEDIA           COM              001957208     8123   580220 SH       DEFINED 01                  0   580220        0
AT&T - LIBERTY MEDIA           COM              001957208    53354  3811000 SH       DEFINED 01            3811000        0        0
AT&T - LIBERTY MEDIA           COM              001957208        1       52 SH       DEFINED 01 02               0       52        0
AT&T - LIBERTY MEDIA           COM              001957208      578    41300 SH       DEFINED 01 03               0    41300        0
AT&T - LIBERTY MEDIA           COM              001957208    28294  2020944 SH       DEFINED 01 05               0  2020944        0
ATMI INC                       COM              00207R101     1689    91320 SH       DEFINED 01              91320        0        0
AVT CORPORATION                COM              002420107      261    92753 SH       DEFINED 01              92753        0        0
AVX                            COM              002444107        5      268 SH       DEFINED 01                268        0        0
SMALL CAP GROWTH CLY           COM              00246C768        2      400 SH       DEFINED 01                  0      400        0
SMALL CAP GROWTH CLC           COM              00246C776       81    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLB           COM              00246C784       81    20000 SH       DEFINED 01                  0    20000        0
SMALL CAP GROWTH CLA           COM              00246C792    11986  2959600 SH       DEFINED 01                  0  2959600        0
AXT INC                        COM              00246W103     2215   147692 SH       DEFINED 01             147692        0        0
AXT INC                        COM              00246W103       42     2800 SH       DEFINED 01 05               0     2800        0
AARON RENTS INC                COM              002535201      965    59934 SH       DEFINED 01              59934        0        0
ABBOTT LABS                    COM              002824100    37167   787603 SH       DEFINED 01             787603        0        0
ABBOTT LABS                    COM              002824100     6319   133898 SH       DEFINED 01 02               0   133898        0
ABBOTT LABS                    COM              002824100    20310   430385 SH       DEFINED 01 03               0   430385        0
ABBOTT LABS                    COM              002824100      820    17392 SH       DEFINED 01 05               0    17392        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABER DIAMOND CORP              COM              002893105      660    80000 SH       DEFINED 01              80000        0        0
ABERCROMBIE & FITCH            COM              002896207    31297   957094 SH       DEFINED 01             957094        0        0
ABERCROMBIE & FITCH            COM              002896207    66536  2034646 SH       DEFINED 01 02               0  2034646        0
ABERCROMBIE & FITCH            COM              002896207     3885   118800 SH       DEFINED 01 03               0   118800        0
ABERCROMBIE & FITCH            COM              002896207      199     6100 SH       DEFINED 01 05               0     6100        0
ABGENIX INC                    COM              00339B107      217     9164 SH       DEFINED 01               9164        0        0
ACCELERATED NETWORKS           COM              00429P107        0      243 SH       DEFINED 01                243        0        0
ACCREDO HEALTH INC             COM              00437V104     2662    81447 SH       DEFINED 01              81447        0        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473         12     1800 SH       DEFINED 01 10            1800        0        0
ACLARA BIOSCIENCES             COM              00461P106        0       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         15     3904 SH       DEFINED 01 10            3904        0        0
ACTION PERFORMANCE             COM              004933107      583    51799 SH       DEFINED 01              51799        0        0
ACTEL CORP                     COM              004934105      572    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105     5140   251528 SH       DEFINED 01             251528        0        0
ACTEL CORP                     COM              004934105        4      190 SH       DEFINED 01 02               0      190        0
ACTEL CORP                     COM              004934105      129     6300 SH       DEFINED 01 05               0     6300        0
ACTIVE POWER INC               COM              00504W100     1423    70060 SH       DEFINED 01              70060        0        0
ACTUATE CORPORATION            COM              00508B102     1369   143236 SH       DEFINED 01             143236        0        0
ACTUATE CORPORATION            COM              00508B102        2      260 SH       DEFINED 01 02               0      260        0
ACTUATE CORPORATION            COM              00508B102       48     5000 SH       DEFINED 01 05               0     5000        0
ACTUANT CORPORATION -CL A      COM              00508X203        1       35 SH       DEFINED 01                 35        0        0
ACXIOM CORP                    COM              005125109    26144  1252409 SH       DEFINED 01            1252409        0        0
ACXIOM CORP                    COM              005125109     1272    60925 SH       DEFINED 01 02               0    60925        0
ACXIOM CORP                    COM              005125109     1797    86100 SH       DEFINED 01 03               0    86100        0
ACXIOM CORP                    COM              005125109    10145   486000 SH       DEFINED 01 05               0   486000        0
ARM HOLDING PLC                COM              0059585         10     2222 SH       DEFINED 01 10            2222        0        0
ADAPTIVE BROADBAND             COM              00650M104        0       98 SH       DEFINED 01                 98        0        0
ADAPTEC INC                    COM              00651F108       15     1753 SH       DEFINED 01               1753        0        0
ADAPTEC INC                    COM              00651F108      198    22805 SH       DEFINED 01 03               0    22805        0
ADAPTEC INC                    COM              00651F108        3      325 SH       DEFINED 01 05               0      325        0
ADECCO                         COM              006700991    22290    42370 SH       DEFINED 01              42370        0        0
ADECCO                         COM              006700991     3618     6876 SH       DEFINED 01 03               0     6876        0
BAA                            COM              0067340         22     2522 SH       DEFINED 01 10            2522        0        0
BBA GROUP                      COM              0067748          3      951 SH       DEFINED 01 10             951        0        0
ADELPHIA BUSINESS SOLUTIONS    COM              006847107        1      209 SH       DEFINED 01                209        0        0
ADELPHIA COMM - CL A           COM              006848105      143     3527 SH       DEFINED 01 02               0     3527        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105    22820   563451 SH       DEFINED 01             563451        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105    21854   539600 SH       DEFINED 01 05               0   539600        0
ADELPHIA COMM PFD              PRF              006848303     6900    69000 SH       DEFINED 01              69000        0        0
ADELPHIA COMM PFD              PRF              006848303     2100    21000 SH       DEFINED 01 05               0    21000        0
ADEPT TECHNOLOGY INC           COM              006854103      164    11700 SH       DEFINED 01              11700        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     4200   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     5800   925039 SH       DEFINED 01 05               0   925039        0
ADMINISTAFF INC                COM              007094105     3506   193174 SH       DEFINED 01             193174        0        0
ADMINISTAFF INC                COM              007094105       83     4600 SH       DEFINED 01 05               0     4600        0
ADOBE SYSTEMS INC              COM              00724F101      273     7807 SH       DEFINED 01               7807        0        0
ADOBE SYSTEMS INC              COM              00724F101     2069    59172 SH       DEFINED 01 03               0    59172        0
ADOBE SYSTEMS INC              COM              00724F101       28      791 SH       DEFINED 01 05               0      791        0
ADTRAN                         COM              00738A106       23      952 SH       DEFINED 01                952        0        0
ADV DIGITAL INFORMAT           COM              007525108        2      139 SH       DEFINED 01                139        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       31     2198 SH       DEFINED 01               2198        0        0
ADVANCED TISSUE SCI            COM              00755F103      763   193840 SH       DEFINED 01             193840        0        0
ADVANTAGE LEARNING S           COM              00757K100        3      121 SH       DEFINED 01                121        0        0
ADVO INC                       COM              007585102     6398   173395 SH       DEFINED 01             173395        0        0
ADVO INC                       COM              007585102        5      130 SH       DEFINED 01 02               0      130        0
ADVO INC                       COM              007585102      155     4200 SH       DEFINED 01 05               0     4200        0
AEROFLEX INC                   COM              007768104    12369  1199374 SH       DEFINED 01            1199374        0        0
AEROFLEX INC                   COM              007768104        4      391 SH       DEFINED 01 02               0      391        0
AEROFLEX INC                   COM              007768104    15039  1458374 SH       DEFINED 01 05               0  1458374        0
BARCLAYS                       COM              0078201        126     4045 SH       DEFINED 01 10            4045        0        0
ADVANCED MICRO DEVICES         COM              007903107    11066   416969 SH       DEFINED 01             416969        0        0
ADVANCED MICRO DEVICES         COM              007903107     2007    75638 SH       DEFINED 01 03               0    75638        0
ADVANCED MICRO DEVICES         COM              007903107    16614   626039 SH       DEFINED 01 05               0   626039        0
ADVANCEPCS                     COM              00790K109     5171    95291 SH       DEFINED 01              95291        0        0
ADVANCEPCS                     COM              00790K109        4       70 SH       DEFINED 01 02               0       70        0
ADVANTA CORP - CL A            COM              007942105        2      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS INC       COM              007973100     2457    95215 SH       DEFINED 01              95215        0        0
ADVENT SOFTWARE                COM              007974108     3880    87574 SH       DEFINED 01              87574        0        0
ADVENT SOFTWARE                COM              007974108        5      120 SH       DEFINED 01 02               0      120        0
ADVENT SOFTWARE                COM              007974108      120     2700 SH       DEFINED 01 05               0     2700        0
AETHER SYS                     COM              00808V105        1       61 SH       DEFINED 01                 61        0        0
BARRATT DEVE                   COM              0081180          2      509 SH       DEFINED 01 10             509        0        0
AETNA INC NEW                  COM              00817Y108    72806  2026892 SH       DEFINED 01            2026892        0        0
AETNA INC NEW                  COM              00817Y108     2962    82465 SH       DEFINED 01 03               0    82465        0
AETNA INC NEW                  COM              00817Y108      744    20704 SH       DEFINED 01 05               0    20704        0
AFFILIATED COMPUTER            COM              008190100       80     1242 SH       DEFINED 01               1242        0        0
AFFILIATED MANAGERS            COM              008252108     2768    58882 SH       DEFINED 01              58882        0        0
AFFILIATED MANAGERS            COM              008252108        4       75 SH       DEFINED 01 02               0       75        0
AFFILIATED MANAGERS            COM              008252108       80     1700 SH       DEFINED 01 05               0     1700        0
AFFYMETRIX                     COM              00826T108    27814  1000076 SH       DEFINED 01            1000076        0        0
AFFYMETRIX                     COM              00826T108      760    27325 SH       DEFINED 01 05               0    27325        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH       DEFINED 01 02               0      460        0
AGENCY.COM LTD                 COM              008447104        0       96 SH       DEFINED 01                 96        0        0
AGERE SYSTEMS INC A            COM              00845V100    21179  3427000 SH       DEFINED 01            3427000        0        0
AGERE SYSTEMS INC A            COM              00845V100       77    12500 SH       DEFINED 01 02               0    12500        0
AGERE SYSTEMS INC A            COM              00845V100    17390  2814000 SH       DEFINED 01 05               0  2814000        0
AGILENT TECHNOLOGIES           COM              00846U101      184     6014 SH       DEFINED 01               6014        0        0
AGILENT TECHNOLOGIES           COM              00846U101        2       76 SH       DEFINED 01 02               0       76        0
AGILENT TECHNOLOGIES           COM              00846U101     3437   111837 SH       DEFINED 01 03               0   111837        0
AGILENT TECHNOLOGIES           COM              00846U101       46     1502 SH       DEFINED 01 05               0     1502        0
AGILE SOFTWARE CORP            COM              00846X105        1      111 SH       DEFINED 01                111        0        0
AGRIBRANDS INTL                COM              00849R105     1600    29642 SH       DEFINED 01              29642        0        0
AJINOMOTO CO INC               COM              008601999     2033   195000 SH       DEFINED 01 03               0   195000        0
AIR PROD & CHEM                COM              009158106      395    10272 SH       DEFINED 01 02               0    10272        0
AIR PRODUCTS & CHEMICALS       COM              009158106   181798  4734327 SH       DEFINED 01            4734327        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     4497   117098 SH       DEFINED 01 03               0   117098        0
AIR PRODUCTS & CHEMICALS       COM              009158106    26844   699055 SH       DEFINED 01 05               0   699055        0
AIRBORNE INC                   COM              009269101       11     1086 SH       DEFINED 01               1086        0        0
AIRGAS INC                     COM              009363102       13     1714 SH       DEFINED 01               1714        0        0
AIRGAS INC                     COM              009363102        4      510 SH       DEFINED 01 02               0      510        0
AIRGATE PCS INC                COM              009367103      166     4400 SH       DEFINED 01               4400        0        0
BERKELEY GRO                   COM              0094177          3      276 SH       DEFINED 01 10             276        0        0
AIRNET COMMUNICATION           COM              00941P106        0       49 SH       DEFINED 01                 49        0        0
BALFOUR BEATTY PLC             COM              0096162          2      935 SH       DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101       86    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101    23143  2702880 SH       DEFINED 01            2702880        0        0
AKAMAI TECHNOLOGIES            COM              00971T101     4811   561980 SH       DEFINED 01 02               0   561980        0
AKAMAI TECHNOLOGIES            COM              00971T101        9     1000 SH       DEFINED 01 03               0     1000        0
AKAMAI TECHNOLOGIES            COM              00971T101      607    70865 SH       DEFINED 01 05               0    70865        0
BTG PLC                        COM              0100159          3      246 SH       DEFINED 01 10             246        0        0
BOC GROUP                      COM              0108120         15     1123 SH       DEFINED 01 10            1123        0        0
BOOTS CO                       COM              0111441         19     2127 SH       DEFINED 01 10            2127        0        0
ALAMOSA HOLDINGS INC           COM              011589108        2      182 SH       DEFINED 01                182        0        0
ALASKA AIRGROUP                COM              011659109       16      649 SH       DEFINED 01                649        0        0
ALBANY INTL CORP NEW           COM              012348108       13      694 SH       DEFINED 01                694        0        0
ALBANY MOLECULAR RES           COM              012423109     1851    52899 SH       DEFINED 01              52899        0        0
ALBANY MOLECULAR RES           COM              012423109        5      130 SH       DEFINED 01 02               0      130        0
ALBANY MOLECULAR RES           COM              012423109       56     1600 SH       DEFINED 01 05               0     1600        0
ALBEMARLE                      COM              012653101       25     1139 SH       DEFINED 01               1139        0        0
AMVESCAP PLC                   COM              0128269         26     1799 SH       DEFINED 01 10            1799        0        0
ALBERTA ENERGY                 COM              012873998    33738   760000 SH       DEFINED 01             760000        0        0
ALBERTA ENERGY                 COM              012873998    22547   507900 SH       DEFINED 01 05               0   507900        0
BRITISH AIRW                   COM              0129057         11     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO CULVER                 COM              013068101       32      790 SH       DEFINED 01                790        0        0
ALBERTO CULVER                 COM              013068101        6      160 SH       DEFINED 01 02               0      160        0
ALBERTO CULVER                 COM              013068101      533    13427 SH       DEFINED 01 03               0    13427        0
ALBERTO CULVER                 COM              013068101        7      183 SH       DEFINED 01 05               0      183        0
ALBERTSONS INC                 COM              013104104    81790  2570428 SH       DEFINED 01            2570428        0        0
ALBERTSONS INC                 COM              013104104      225     7050 SH       DEFINED 01 02               0     7050        0
ALBERTSONS INC                 COM              013104104     5216   163947 SH       DEFINED 01 03               0   163947        0
ALBERTSONS INC                 COM              013104104      799    25096 SH       DEFINED 01 05               0    25096        0
BRITISH LAND                   COM              0136701          9     1218 SH       DEFINED 01 10            1218        0        0
ALCAN INC                      COM              013716105    38647  1073524 SH       DEFINED 01            1073524        0        0
ALCAN INC                      COM              013716105     2887    80190 SH       DEFINED 01 03               0    80190        0
ALCAN INC                      COM              013716105    10838   301045 SH       DEFINED 01 05               0   301045        0
ALCOA                          COM              013817101   241035  6704713 SH       DEFINED 01            6704713        0        0
ALCOA                          COM              013817101     9762   271543 SH       DEFINED 01 03               0   271543        0
ALCOA                          COM              013817101    51897  1443583 SH       DEFINED 01 05               0  1443583        0
ALCOA INC                      COM              013817101     4674   130000 SH       DEFINED 01                  0   130000        0
ALCOA INC                      COM              013817101      351     9745 SH       DEFINED 01 02               0     9745        0
BRITISH TELE                   COM              0140843        116    15999 SH       DEFINED 01 10           15999        0        0
BRITISH SKY                    COM              0141192         53     4461 SH       DEFINED 01 10            4461        0        0
ALEXANDER & BALDWIN            COM              014482103       24     1095 SH       DEFINED 01               1095        0        0
ALEXANDER & BALDWIN            COM              014482103        4      180 SH       DEFINED 01 02               0      180        0
ALEXION PHARMACEUTIC           COM              015351109        2       69 SH       DEFINED 01                 69        0        0
ALFA CORP                      COM              015385107        2      132 SH       DEFINED 01                132        0        0
ALFA CORP                      COM              015385107        4      210 SH       DEFINED 01 02               0      210        0
BUNZL                          COM              0154004          6      992 SH       DEFINED 01 10             992        0        0
ALKERMES INC                   COM              01642T108    19201   875188 SH       DEFINED 01             875188        0        0
ALKERMES INC                   COM              01642T108      137     6268 SH       DEFINED 01 02               0     6268        0
ALKERMES INC                   COM              01642T108    17332   790060 SH       DEFINED 01 05               0   790060        0
ALLEGHANY CORP                 COM              017175100        6       28 SH       DEFINED 01                 28        0        0
SEMA PLC                       COM              0172857         11     1409 SH       DEFINED 01 10            1409        0        0
CAPITA GROUP                   COM              0173474         10     1500 SH       DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106    74084  1601467 SH       DEFINED 01            1601467        0        0
ALLEGHENY ENERGY               COM              017361106     1235    26699 SH       DEFINED 01 03               0    26699        0
ALLEGHENY ENERGY               COM              017361106       17      363 SH       DEFINED 01 05               0      363        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102       24     1355 SH       DEFINED 01               1355        0        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102      287    16502 SH       DEFINED 01 03               0    16502        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102        5      264 SH       DEFINED 01 05               0      264        0
ALLEGIANCE TELECOM             COM              01747T102     1537   104183 SH       DEFINED 01             104183        0        0
NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM INC              COM              018091108     1090    84526 SH       DEFINED 01              84526        0        0
CELLTECH CHIRO                 COM              0182276         11      615 SH       DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102     2265    30536 SH       DEFINED 01              30536        0        0
ALLERGAN                       COM              018490102     2381    32116 SH       DEFINED 01 03               0    32116        0
ALLERGAN                       COM              018490102    10784   145433 SH       DEFINED 01 05               0   145433        0
ALLETE                         COM              018522102    13563   525326 SH       DEFINED 01             525326        0        0
ALLETE                         COM              018522102        8      300 SH       DEFINED 01 02               0      300        0
ALLETE                         COM              018522102      196     7600 SH       DEFINED 01 05               0     7600        0
ALLIANCE CAPITAL MANAGEMENT HO COM              01855A101    20363   494233 SH       DEFINED 01             494233        0        0
ALLIANCE PHARMACEUTI           COM              018773101      486   149522 SH       DEFINED 01             149522        0        0
ALLIANCE SEMI CONDUC           COM              01877H100     1499   128910 SH       DEFINED 01             128910        0        0
ALLIANT ENERGY CORP            COM              018802108       61     1908 SH       DEFINED 01               1908        0        0
ALLIANT TECHSYSTEMS            COM              018804104     3870    43704 SH       DEFINED 01              43704        0        0
ALLIED CAPITAL                 COM              01903Q108       42     2104 SH       DEFINED 01               2104        0        0
ALLIED CAPITAL                 COM              01903Q108        6      310 SH       DEFINED 01 02               0      310        0
ALLIED RISER COMMUN            COM              019496108        0      114 SH       DEFINED 01                114        0        0
ALLIED WASTE IND               COM              019589308       40     2582 SH       DEFINED 01               2582        0        0
ALLIED WASTE IND               COM              019589308      700    44634 SH       DEFINED 01 03               0    44634        0
ALLIED WASTE IND               COM              019589308       10      647 SH       DEFINED 01 05               0      647        0
ALLMERICA FINANCIAL            COM              019754100       66     1283 SH       DEFINED 01               1283        0        0
ALLOY ONLINE                   COM              019855105       88    10000 SH       DEFINED 01              10000        0        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        1      105 SH       DEFINED 01                105        0        0
ALLSTATE CORP                  COM              020002101    50733  1209654 SH       DEFINED 01            1209654        0        0
ALLSTATE CORP                  COM              020002101     7681   183142 SH       DEFINED 01 03               0   183142        0
ALLSTATE CORP                  COM              020002101      101     2408 SH       DEFINED 01 05               0     2408        0
ALLTEL                         COM              020039103      217     4135 SH       DEFINED 01               4135        0        0
ALLTEL                         COM              020039103     4711    89806 SH       DEFINED 01 03               0    89806        0
ALLTEL                         COM              020039103      227     4329 SH       DEFINED 01 05               0     4329        0
ALLTEL CORP                    COM              020039103      630    12000 SH       DEFINED 01                  0    12000        0
ALPHA INDUSTRIES               COM              020753109     3361   213355 SH       DEFINED 01             213355        0        0
ALPHA INDUSTRIES               COM              020753109       43     2740 SH       DEFINED 01 05               0     2740        0
ALPHARMA CL A                  COM              020813101     6568   200638 SH       DEFINED 01             200638        0        0
ALPHARMA CL A                  COM              020813101      151     4600 SH       DEFINED 01 05               0     4600        0
ALPHARMA INC CL A              COM              020813101        5      140 SH       DEFINED 01 02               0      140        0
ALSTOM                         COM              021212998    16666   605231 SH       DEFINED 01             605231        0        0
ALSTOM                         COM              021212998    21064   764969 SH       DEFINED 01 05               0   764969        0
ALTERA CORP                    COM              021441100      772    36000 SH       DEFINED 01                  0    36000        0
ALTERA CORPK                   COM              021441100      342    15988 SH       DEFINED 01              15988        0        0
ALTERA CORPK                   COM              021441100     2100    97938 SH       DEFINED 01 03               0    97938        0
ALTERA CORPK                   COM              021441100       28     1305 SH       DEFINED 01 05               0     1305        0
CGNU PLC                       COM              0216238         76     5488 SH       DEFINED 01 10            5488        0        0
ALZA                           COM              022615108     1296    32000 SH       DEFINED 01                  0    32000        0
ALZA                           COM              022615108   263376  6503113 SH       DEFINED 01            6503113        0        0
ALZA                           COM              022615108     5835   144059 SH       DEFINED 01 02               0   144059        0
ALZA                           COM              022615108    11142   275120 SH       DEFINED 01 03               0   275120        0
ALZA                           COM              022615108    31318   773279 SH       DEFINED 01 05               0   773279        0
IONA TECHNOLOGIES              COM              0226185          2       55 SH       DEFINED 01 10              55        0        0
AMAZON COM INC                 COM              023135106       56     5400 SH       DEFINED 01               5400        0        0
AMBAC FINANCIAL GROUP INC      COM              023139108      216     3397 SH       DEFINED 01               3397        0        0
AMBAC FINANCIAL GROUP INC      COM              023139108     1716    27053 SH       DEFINED 01 03               0    27053        0
AMBAC FINANCIAL GROUP INC      COM              023139108       22      346 SH       DEFINED 01 05               0      346        0
AMCAST INDL CORP               COM              023395106      235    25406 SH       DEFINED 01              25406        0        0
AMERADA HESS                   COM              023551104       92     1174 SH       DEFINED 01               1174        0        0
AMERADA HESS                   COM              023551104     1594    20399 SH       DEFINED 01 03               0    20399        0
AMERADA HESS                   COM              023551104       23      291 SH       DEFINED 01 05               0      291        0
AMERCO                         COM              023586100        2       73 SH       DEFINED 01                 73        0        0
AMEREN CORP                    COM              023608102       74     1811 SH       DEFINED 01               1811        0        0
AMEREN CORP                    COM              023608102     1375    33572 SH       DEFINED 01 03               0    33572        0
AMEREN CORP                    COM              023608102       18      451 SH       DEFINED 01 05               0      451        0
AMERICA WEST HLDG CP           COM              023657208        1      110 SH       DEFINED 01                110        0        0
REUTERS GROU                   COM              0236913         40     3328 SH       DEFINED 01 10            3328        0        0
DIAGEO                         COM              0237400         84     8377 SH       DEFINED 01 10            8377        0        0
AMCORE FINL INC                COM              023912108        2       92 SH       DEFINED 01                 92        0        0
SCHRODERS                      COM              0240549         10      699 SH       DEFINED 01 10             699        0        0
AMER AXLE & MFG HDGS           COM              024061103        1      144 SH       DEFINED 01                144        0        0
NATIONAL GRI                   COM              0242824         27     3475 SH       DEFINED 01 10            3475        0        0
BASS                           COM              0243195         20     2050 SH       DEFINED 01 10            2050        0        0
AMERICAN ELEC PWR              COM              025537101      200     4251 SH       DEFINED 01               4251        0        0
AMERICAN ELEC PWR              COM              025537101     3822    81321 SH       DEFINED 01 03               0    81321        0
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AMERICAN EAGLE OUTFI           COM              02553E106     3519   122430 SH       DEFINED 01             122430        0        0
AMERICAN EAGLE OUTFI           COM              02553E106        4      150 SH       DEFINED 01 02               0      150        0
AMERICAN EAGLE OUTFI           COM              02553E106      131     4550 SH       DEFINED 01 05               0     4550        0
AMERICAN EXPRESS               COM              025816109      728    17633 SH       DEFINED 01              17633        0        0
AMERICAN EXPRESS               COM              025816109      181     4378 SH       DEFINED 01 05               0     4378        0
GKN                            COM              0258304         17     1674 SH       DEFINED 01 10            1674        0        0
AMERICAN FINCIAL GRP           COM              025932104       43     1799 SH       DEFINED 01               1799        0        0
AMERICAN FINCIAL GRP           COM              025932104     9640   400000 SH       DEFINED 01 05               0   400000        0
KINGFISHER                     COM              0262015         21     3257 SH       DEFINED 01 10            3257        0        0
BAE SYSTEMS PLC                COM              0263494         31     6942 SH       DEFINED 01 10            6942        0        0
AMER GENERAL CORP              COM              026351106    49413  1291844 SH       DEFINED 01            1291844        0        0
AMER GENERAL CORP              COM              026351106     5049   132006 SH       DEFINED 01 03               0   132006        0
AMER GENERAL CORP              COM              026351106       63     1656 SH       DEFINED 01 05               0     1656        0
AM GREETINGS CL A              COM              026375105        9      894 SH       DEFINED 01                894        0        0
AM GREETINGS CL A              COM              026375105      157    14803 SH       DEFINED 01 03               0    14803        0
AM GREETINGS CL A              COM              026375105        2      209 SH       DEFINED 01 05               0      209        0
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AMER HOME PRODUCTS             COM              026609107     1018    17317 SH       DEFINED 01 02               0    17317        0
AMERICAN HOME PRODUCTS         COM              026609107   130914  2228324 SH       DEFINED 01            2228324        0        0
AMERICAN HOME PRODUCTS         COM              026609107    21341   363255 SH       DEFINED 01 03               0   363255        0
AMERICAN HOME PRODUCTS         COM              026609107    97810  1664864 SH       DEFINED 01 05               0  1664864        0
PROVIDENT FI                   COM              0268596          6      573 SH       DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    29650   368312 SH       DEFINED 01                  0   368312        0
AMERICAN INTL GROUP            COM              026874107   814499 10118008 SH       DEFINED 01           10118008        0        0
AMERICAN INTL GROUP            COM              026874107   160427  1992854 SH       DEFINED 01 02               0  1992854        0
AMERICAN INTL GROUP            COM              026874107    53051   659033 SH       DEFINED 01 03               0   659033        0
AMERICAN INTL GROUP            COM              026874107   298622  3709602 SH       DEFINED 01 05               0  3709602        0
AMER ITALIAN PASTA             COM              027070101     1681    52528 SH       DEFINED 01              52528        0        0
AMERICAN MANAGEMENT            COM              027352103     2297   125410 SH       DEFINED 01             125410        0        0
NYCOMED AMERSHAM PLC           COM              0274753         10     1489 SH       DEFINED 01 10            1489        0        0
AMERICAN NATL INS CO           COM              028591105        5       78 SH       DEFINED 01                 78        0        0
BRIT AMER TO                   COM              0287580         38     5115 SH       DEFINED 01 10            5115        0        0
AMER PWR CONVERSION            COM              029066107      923    71670 SH       DEFINED 01 02               0    71670        0
AMER PWR CONVERSION  CORP      COM              029066107    12923  1002459 SH       DEFINED 01            1002459        0        0
AMER PWR CONVERSION  CORP      COM              029066107     2002   155293 SH       DEFINED 01 03               0   155293        0
AMER PWR CONVERSION  CORP      COM              029066107    11610   900641 SH       DEFINED 01 05               0   900641        0
AMERICAN STD CO                COM              029712106     1398    23674 SH       DEFINED 01              23674        0        0
AMERICAN STS WATER             COM              029899101     1008    30458 SH       DEFINED 01              30458        0        0
AMERICAN TOWER CORP            COM              029912201      463    25000 SH       DEFINED 01                  0    25000        0
AMERICAN TOWER CORP            COM              029912201     9443   510355 SH       DEFINED 01             510355        0        0
AMERICAN TOWER CORP            COM              029912201    14568   787592 SH       DEFINED 01 02               0   787592        0
AMERICAN TOWER CORP            COM              029912201      229    12400 SH       DEFINED 01 03               0    12400        0
AMERICAN TOWER CORP            COM              029912201    12525   677000 SH       DEFINED 01 05               0   677000        0
AMERI SUPERCONDUCTOR           COM              030111108      241    15000 SH       DEFINED 01              15000        0        0
AMERICAN WATERWORKS            COM              030411102    16202   502375 SH       DEFINED 01             502375        0        0
AMERICREDIT CORP               COM              03060R101     8375   258253 SH       DEFINED 01             258253        0        0
AMERICREDIT CORP               COM              03060R101       15      465 SH       DEFINED 01 02               0      465        0
AMERICREDIT CORP               COM              03060R101      250     7700 SH       DEFINED 01 05               0     7700        0
AMERISOURCE                    COM              03071P102      201     4099 SH       DEFINED 01 02               0     4099        0
AMERISOURCE          AAS       COM              03071P102    32081   654039 SH       DEFINED 01             654039        0        0
AMERISOURCE          AAS       COM              03071P102    29342   598200 SH       DEFINED 01 05               0   598200        0
AMERITRADE HLDGS               COM              03072H109        5      931 SH       DEFINED 01                931        0        0
AMERUS GROUP CO                COM              03072M108        4      140 SH       DEFINED 01                140        0        0
ELECTROCOMPO                   COM              0309644          8     1019 SH       DEFINED 01 10            1019        0        0
AMETEK INC (NEW)               COM              031100100     3277   118734 SH       DEFINED 01             118734        0        0
AMETEK INC (NEW)               COM              031100100        4      150 SH       DEFINED 01 02               0      150        0
AMETEK INC (NEW)               COM              031100100      149     5400 SH       DEFINED 01 05               0     5400        0
AMGEN INC                      COM              031162100     8908   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100   359154  5967234 SH       DEFINED 01            5967234        0        0
AMGEN INC                      COM              031162100    48356   803466 SH       DEFINED 01 02               0   803466        0
AMGEN INC                      COM              031162100    15519   257844 SH       DEFINED 01 03               0   257844        0
AMGEN INC                      COM              031162100    64204  1066721 SH       DEFINED 01 05               0  1066721        0
AMKOR TECHNOLOGY               COM              031652100      800    49078 SH       DEFINED 01              49078        0        0
AMP LTD ORD          AU;AMP/A$ COM              031906993     5579   569310 SH       DEFINED 01 03               0   569310        0
AMPHENOL CORP                  COM              032095101     2118    67267 SH       DEFINED 01              67267        0        0
AMPHENOL CORP                  COM              032095101       57     1800 SH       DEFINED 01 05               0     1800        0
AMSOUTH BANCORPORATI           COM              032165102       84     4979 SH       DEFINED 01               4979        0        0
AMSOUTH BANCORPORATI           COM              032165102     1547    92056 SH       DEFINED 01 03               0    92056        0
AMSOUTH BANCORPORATI           COM              032165102       21     1235 SH       DEFINED 01 05               0     1235        0
ANADARKO PETRO CORP            COM              032511107     9354   149000 SH       DEFINED 01                  0   149000        0
ANADARKO PETRO CORP            COM              032511107   158536  2525273 SH       DEFINED 01            2525273        0        0
ANADARKO PETRO CORP            COM              032511107   157657  2511250 SH       DEFINED 01 02               0  2511250        0
ANADARKO PETRO CORP            COM              032511107     6042    96243 SH       DEFINED 01 03               0    96243        0
ANADARKO PETRO CORP            COM              032511107    93001  1481389 SH       DEFINED 01 05               0  1481389        0
ANADIGICS                      COM              032515108        2      183 SH       DEFINED 01                183        0        0
ANADIGICS                      COM              032515108     5300   400000 SH       DEFINED 01 05               0   400000        0
ANALOG DEVICES                 COM              032654105      172     4737 SH       DEFINED 01               4737        0        0
ANALOG DEVICES                 COM              032654105      190     5250 SH       DEFINED 01 02               0     5250        0
ANALOG DEVICES                 COM              032654105     3202    88352 SH       DEFINED 01 03               0    88352        0
ANALOG DEVICES                 COM              032654105       43     1177 SH       DEFINED 01 05               0     1177        0
ANALOGIC                       COM              032657207     1748    38894 SH       DEFINED 01              38894        0        0
ANALYSTS INTERNATION           COM              032681108      354    68316 SH       DEFINED 01              68316        0        0
ANAREN MICROWAVE               COM              032744104     1674   133278 SH       DEFINED 01             133278        0        0
ANAREN MICROWAVE               COM              032744104        2      160 SH       DEFINED 01 02               0      160        0
ANAREN MICROWAVE               COM              032744104       55     4400 SH       DEFINED 01 05               0     4400        0
ANCHOR BANCORP                 COM              032839102      962    69323 SH       DEFINED 01              69323        0        0
FKI                            COM              0329459          3     1243 SH       DEFINED 01 10            1243        0        0
ANCHOR GAMING                  COM              033037102     6824   111438 SH       DEFINED 01             111438        0        0
ANCHOR GAMING                  COM              033037102        4       70 SH       DEFINED 01 02               0       70        0
ANCHOR GAMING                  COM              033037102      178     2900 SH       DEFINED 01 05               0     2900        0
CARLTON                        COM              0341925          8     1453 SH       DEFINED 01 10            1453        0        0
ANDOVER BANCORP INC            COM              034258103        3      100 SH       DEFINED 01 02               0      100        0
ANDREW CORP                    COM              034425108       20     1376 SH       DEFINED 01               1376        0        0
ANDREW CORP                    COM              034425108      156    10800 SH       DEFINED 01 02               0    10800        0
ANDREW CORP                    COM              034425108      282    19588 SH       DEFINED 01 03               0    19588        0
ANDREW CORP                    COM              034425108        4      267 SH       DEFINED 01 05               0      267        0
ANDRX CORP-ANDRX GROUP         COM              034553107        7      145 SH       DEFINED 01                145        0        0
ANGELICA CORP                  COM              034663104      301    25938 SH       DEFINED 01              25938        0        0
ANGLO AMERICAN PLATINU         COM              034670992     6327   189084 SH       DEFINED 01             189084        0        0
ANGLO AMERICAN PLATINU         COM              034670992       94     2799 SH       DEFINED 01 05               0     2799        0
ANGLOGOLD LTD                  COM              035128206     1878   130000 SH       DEFINED 01             130000        0        0
ANHEUSER BUSCH CO              COM              035229103    37819   823395 SH       DEFINED 01 02               0   823395        0
ANHEUSER-BUSCH                 COM              035229103   213170  4641177 SH       DEFINED 01            4641177        0        0
ANHEUSER-BUSCH                 COM              035229103    13536   294688 SH       DEFINED 01 03               0   294688        0
ANHEUSER-BUSCH                 COM              035229103    17128   372920 SH       DEFINED 01 05               0   372920        0
ANIXTER INTL INC               COM              035290105     5834   242095 SH       DEFINED 01             242095        0        0
ANIXTER INTL INC               COM              035290105        5      200 SH       DEFINED 01 02               0      200        0
ANIXTER INTL INC               COM              035290105       99     4100 SH       DEFINED 01 05               0     4100        0
ANNTAYLOR STORES CO            COM              036115103     5654   212959 SH       DEFINED 01             212959        0        0
ANNTAYLOR STORES CO            COM              036115103      117     4400 SH       DEFINED 01 05               0     4400        0
ANNTAYLOR STORES COR           COM              036115103        5      170 SH       DEFINED 01 02               0      170        0
ANTEC                          COM              03664P105        7     1060 SH       DEFINED 01               1060        0        0
ANSWERTHINK INC                COM              036916104        1      200 SH       DEFINED 01                200        0        0
MOSENERGO ADR (STRAIGHT LEVEL  COM              037376308     2860   915343 SH       DEFINED 01             915343        0        0
MOSENERGO ADR (STRAIGHT LEVEL  COM              037376308       49    15744 SH       DEFINED 01 05               0    15744        0
AON CORP                       COM              037389103     4012   113000 SH       DEFINED 01                  0   113000        0
AON CORP                       COM              037389103    65796  1853378 SH       DEFINED 01            1853378        0        0
AON CORP                       COM              037389103     3927   110625 SH       DEFINED 01 03               0   110625        0
AON CORP                       COM              037389103      680    19143 SH       DEFINED 01 05               0    19143        0
APACHE CORP                    COM              037411105    47449   823627 SH       DEFINED 01             823627        0        0
APACHE CORP                    COM              037411105     1738    30170 SH       DEFINED 01 02               0    30170        0
APACHE CORP                    COM              037411105     3620    62844 SH       DEFINED 01 03               0    62844        0
APACHE CORP                    COM              037411105    42182   732206 SH       DEFINED 01 05               0   732206        0
APAM HIGH PERF CAP             COM              037461993      586     1580 SH       DEFINED 01 05               0     1580        0
AIMCON STOCK                   COM              03748R101        4      101 SH       DEFINED 01                101        0        0
APOGEE ENTERPRISES             COM              037598109      599    84063 SH       DEFINED 01              84063        0        0
APOLLO GROUP INC  -C           COM              037604105    15780   480897 SH       DEFINED 01             480897        0        0
APOLLO GROUP INC  -C           COM              037604105    94231  2871793 SH       DEFINED 01 02               0  2871793        0
APOLLO GROUP INC  -C           COM              037604105     1442    43950 SH       DEFINED 01 03               0    43950        0
APOLLO GROUP INC  -C           COM              037604105    16951   516600 SH       DEFINED 01 05               0   516600        0
APOLLO GROUP                   COM              037604204      117     4000 SH       DEFINED 01               4000        0        0
APOGENT TECHNOLOGIES           COM              03760A101    40592  2005477 SH       DEFINED 01 02               0  2005477        0
APOGENT TECHNOLOGIES INC       COM              03760A101    10171   502539 SH       DEFINED 01             502539        0        0
APOGENT TECHNOLOGIES INC       COM              03760A101     1729    85450 SH       DEFINED 01 03               0    85450        0
APPALACHIAN PWR $100           PRF              037735842     1022    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1144    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100      310    14032 SH       DEFINED 01              14032        0        0
APPLE COMPUTER                 COM              037833100     1849    83786 SH       DEFINED 01 03               0    83786        0
APPLE COMPUTER                 COM              037833100       25     1139 SH       DEFINED 01 05               0     1139        0
APPLEBEES INTL INC             COM              037899101     2831    79330 SH       DEFINED 01              79330        0        0
APRIA HEALTHCARE GRO           COM              037933108     4339   179446 SH       DEFINED 01             179446        0        0
APRIA HEALTHCARE GRO           COM              037933108        5      200 SH       DEFINED 01 02               0      200        0
APRIA HEALTHCARE GRO           COM              037933108      172     7100 SH       DEFINED 01 05               0     7100        0
LONDON BRIDGE                  COM              0379829          1      386 SH       DEFINED 01 10             386        0        0
APPLERA CORP - APPLIED BIOSYST COM              038020103      438    15773 SH       DEFINED 01              15773        0        0
APPLERA CORP - APPLIED BIOSYST COM              038020103     1437    51796 SH       DEFINED 01 03               0    51796        0
APPLERA CORP - APPLIED BIOSYST COM              038020103       19      693 SH       DEFINED 01 05               0      693        0
APPLERA - CELERA GNM           COM              038020202     6260   202900 SH       DEFINED 01 02               0   202900        0
APPLERA CORP - CELERA GENOMICS COM              038020202    30944  1003059 SH       DEFINED 01            1003059        0        0
APPLERA CORP - CELERA GENOMICS COM              038020202      105     3400 SH       DEFINED 01 03               0     3400        0
APPLERA CORP - CELERA GENOMICS COM              038020202      841    27246 SH       DEFINED 01 05               0    27246        0
APPLICA INCORPORATED           COM              03815A106      432    69613 SH       DEFINED 01              69613        0        0
APPLIED IND TECHNOLO           COM              03820C105      981    59802 SH       DEFINED 01              59802        0        0
APPLIED IND TECHNOLO           COM              03820C105        4      250 SH       DEFINED 01 02               0      250        0
APPLIED MATERIALS              COM              038222105   450611 10358872 SH       DEFINED 01           10358872        0        0
APPLIED MATERIALS              COM              038222105    56774  1304942 SH       DEFINED 01 02               0  1304942        0
APPLIED MATERIALS              COM              038222105    11971   275208 SH       DEFINED 01 03               0   275208        0
APPLIED MATERIALS              COM              038222105    63406  1457613 SH       DEFINED 01 05               0  1457613        0
APPLIED MICRO CIRCUT           COM              03822W109    27088  1641736 SH       DEFINED 01            1641736        0        0
APPLIED MICRO CIRCUT           COM              03822W109    10712   649300 SH       DEFINED 01 02               0   649300        0
APPLIED MICRO CIRCUT           COM              03822W109     1378    83506 SH       DEFINED 01 03               0    83506        0
APPLIED MICRO CIRCUT           COM              03822W109     3331   201873 SH       DEFINED 01 05               0   201873        0
APTARGROUP INC                 COM              038336103     3278   107583 SH       DEFINED 01             107583        0        0
GREAT UNIV S                   COM              0384704         17     2378 SH       DEFINED 01 10            2378        0        0
CMG PLC -- (GBP)               COM              0384737         12     1419 SH       DEFINED 01 10            1419        0        0
ARADIGM CORPORATION            COM              038505103      201    35000 SH       DEFINED 01              35000        0        0
MISYS                          COM              0385785          9     1305 SH       DEFINED 01 10            1305        0        0
BLUE CIRCLE                    COM              0386302         11     1647 SH       DEFINED 01 10            1647        0        0
ARCH CHEMICALS INC             COM              03937R102     1425    66887 SH       DEFINED 01              66887        0        0
ARCH COAL                      COM              039380100     9075   302701 SH       DEFINED 01             302701        0        0
ARCHER DANIELS MDLND           COM              039483102      110     8358 SH       DEFINED 01               8358        0        0
ARCHER DANIELS MDLND           COM              039483102     2024   153885 SH       DEFINED 01 03               0   153885        0
ARCHER DANIELS MDLND           COM              039483102       27     2084 SH       DEFINED 01 05               0     2084        0
ARCHSTONE COMM TRUST           COM              039581103     1137    46217 SH       DEFINED 01              46217        0        0
ARCTIC CAT INC                 COM              039670104      987    72097 SH       DEFINED 01              72097        0        0
ARDEN REALTY INC               COM              039793104     2340    99154 SH       DEFINED 01              99154        0        0
ARDEN REALTY INC               COM              039793104      149     6300 SH       DEFINED 01 05               0     6300        0
AREA BANCSHARES CORP           COM              039872106        2      114 SH       DEFINED 01                114        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     3111   111111 SH       DEFINED 01             111111        0        0
AREMISSOFT CORP                COM              040026106     1756   135100 SH       DEFINED 01             135100        0        0
AREMISSOFT CORP                COM              040026106        2      150 SH       DEFINED 01 02               0      150        0
AREMISSOFT CORP                COM              040026106       65     5000 SH       DEFINED 01 05               0     5000        0
ARGOSY GAMING                  COM              040228108     2010    77000 SH       DEFINED 01              77000        0        0
ARGOSY GAMING                  COM              040228108       86     3300 SH       DEFINED 01 05               0     3300        0
ARIBA                          COM              04033V104       41     5159 SH       DEFINED 01               5159        0        0
Ariba Inc                      COM              04033V104     7851   992547 SH       DEFINED 1                   0   992547        0
HAMMERSON                      COM              0406501          4      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST CORP             COM              040790107     3367   213708 SH       DEFINED 01             213708        0        0
ARKANSAS BEST CORP             COM              040790107        3      170 SH       DEFINED 01 02               0      170        0
ARKANSAS BEST CORP             COM              040790107      117     7450 SH       DEFINED 01 05               0     7450        0
HANSON                         COM              0408983         11     1845 SH       DEFINED 01 10            1845        0        0
STAGECOACH H                   COM              0414667          3     3754 SH       DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102         16     4052 SH       DEFINED 01 10            4052        0        0
ARMOR HOLDINGS INC             COM              042260109     1195    67910 SH       DEFINED 01              67910        0        0
ARMSTRONG WORLD IND            COM              042384107        0       88 SH       DEFINED 01                 88        0        0
REXAM                          COM              0425045          3      862 SH       DEFINED 01 10             862        0        0
ARNOLD INDUSTRIES IN           COM              042595108     1419    74420 SH       DEFINED 01              74420        0        0
ARQULE INC                     COM              04269E107      869    65530 SH       DEFINED 01              65530        0        0
ARROW ELECTRONICS              COM              042735100       53     2369 SH       DEFINED 01               2369        0        0
ARROW INTERNATIONAL            COM              042764100        3       76 SH       DEFINED 01                 76        0        0
ART TECH GROUP                 COM              04289L107      400    33318 SH       DEFINED 01              33318        0        0
ARTISAN COMPONENTS             COM              042923102      254    35000 SH       DEFINED 01              35000        0        0
ARTESYN TECHNOLOGIES           COM              043127109     1246   115266 SH       DEFINED 01             115266        0        0
ARTHROCARE CORP                COM              043136100      936    66859 SH       DEFINED 01              66859        0        0
ARVINMERITOR INC               COM              043353101       23     1677 SH       DEFINED 01               1677        0        0
ASAHI KASEI CORP   JP;3407     COM              043389998        0      100 SH       DEFINED 01 03               0      100        0
Ariba Inc                      COM              0433V104     70454   992547 SH       DEFINED 1                   0   992547        0
ASHLAND INC                    COM              044204105       34      887 SH       DEFINED 01                887        0        0
ASHLAND INC                    COM              044204105      579    15073 SH       DEFINED 01 03               0    15073        0
ASHLAND INC                    COM              044204105        9      230 SH       DEFINED 01 05               0      230        0
EXEL PLC                       COM              0448688          8      698 SH       DEFINED 01 10             698        0        0
ASHWORTH INC                   COM              04516H101      255    39560 SH       DEFINED 01              39560        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        1     8900 SH       DEFINED 01               8900        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        1     6600 SH       DEFINED 01 05               0     6600        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102      684   154865 SH       DEFINED 01             154865        0        0
ASPEN TECH                     COM              045327103     4084   171091 SH       DEFINED 01             171091        0        0
ASPEN TECH                     COM              045327103        3      130 SH       DEFINED 01 02               0      130        0
ASPEN TECH                     COM              045327103       70     2950 SH       DEFINED 01 05               0     2950        0
ASSO BANCORP                   COM              045487105       57     1731 SH       DEFINED 01               1731        0        0
IMI                            COM              0457963          3      764 SH       DEFINED 01 10             764        0        0
AT HOME CORP SER A             COM              045919107       29     6588 SH       DEFINED 01               6588        0        0
IMPERIAL CHE                   COM              0459497         10     1721 SH       DEFINED 01 10            1721        0        0
INDEPENDENT NEWSPAPERS         COM              0461481          1      608 SH       DEFINED 01 10             608        0        0
ASTEC INDS INC                 COM              046224101      762    58322 SH       DEFINED 01              58322        0        0
ASTORIA FINL CORP              COM              046265104     4906    91839 SH       DEFINED 01              91839        0        0
ASTORIA FINL CORP              COM              046265104       11      200 SH       DEFINED 01 02               0      200        0
ASTORIA FINL CORP              COM              046265104      171     3200 SH       DEFINED 01 05               0     3200        0
ASTROPOWER INC                 COM              04644A101     1242    41415 SH       DEFINED 01              41415        0        0
ASYST                          COM              04648X107        1       64 SH       DEFINED 01                 64        0        0
JARVIS PLC                     COM              0471350          1      303 SH       DEFINED 01 10             303        0        0
JOHNSON MATT                   COM              0476407          7      476 SH       DEFINED 01 10             476        0        0
AGILITI INC CV PFD             PRF              047800XX0     6750  2250000 SH       DEFINED 01            2250000        0        0
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ATLANTIC COAST AIRLI           COM              048396105     2801   133388 SH       DEFINED 01             133388        0        0
ATLANTIC COAST AIRLI           COM              048396105    10500   500000 SH       DEFINED 01 05               0   500000        0
ATLAS AIR WORLDWIDE            COM              049164106     2756    97919 SH       DEFINED 01              97919        0        0
ATLAS AIR WORLDWIDE            COM              049164106      115     4100 SH       DEFINED 01 05               0     4100        0
ATMEL CORP                     COM              049513104     1346   137210 SH       DEFINED 01             137210        0        0
ATMOS ENERGY CORP              COM              049560105    13865   582562 SH       DEFINED 01             582562        0        0
ATRIX LABORATORIES INC         COM              04962L101       67     4900 SH       DEFINED 01               4900        0        0
HILTON GROUP                   COM              0500254         10     3429 SH       DEFINED 01 10            3429        0        0
ATWOOD OCEANICS                COM              050095108     1740    42517 SH       DEFINED 01              42517        0        0
ATWOOD OCEANICS                COM              050095108        4      100 SH       DEFINED 01 02               0      100        0
LAND SECURIT                   COM              0504502         16     1277 SH       DEFINED 01 10            1277        0        0
AUDIOVOX CORP                  COM              050757103      523    68232 SH       DEFINED 01              68232        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     5623  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     9376  3811586 SH       DEFINED 01 05               0  3811586        0
LEX SERVICE PLC                COM              0514523          2      257 SH       DEFINED 01 10             257        0        0
AURORA FOODS RESTRCT           COM              05164B999      672    97410 SH       DEFINED 01                  0    97410        0
AURORA FOODS RESTRCT           COM              05164B999     1791   259634 SH       DEFINED 01 02               0   259634        0
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AURORA BIOSCIENCES C           COM              051920106        2      100 SH       DEFINED 01 02               0      100        0
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AUSPEX               ASPX      COM              052116100      722   174989 SH       DEFINED 01             174989        0        0
LOGICA                         COM              0522708         15     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIS HLDING WTS WARRANTS  COM              05258A113        0    13400 SH       DEFINED 01              13400        0        0
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AUTO DESK                      COM              052769106       25      825 SH       DEFINED 01                825        0        0
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AUTO DESK                      COM              052769106        6      189 SH       DEFINED 01 05               0      189        0
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LASMO                          COM              0531696          4     1429 SH       DEFINED 01 10            1429        0        0
AUTONATION INC       AN        COM              05329W102        7      729 SH       DEFINED 01                729        0        0
COMPASS GROUP                  COM              0533153         38     5266 SH       DEFINED 01 10            5266        0        0
AUTOZONE                       COM              053332102       41     1493 SH       DEFINED 01               1493        0        0
AUTOZONE                       COM              053332102     6334   226060 SH       DEFINED 01 02               0   226060        0
AUTOZONE                       COM              053332102      792    28281 SH       DEFINED 01 03               0    28281        0
AUTOZONE                       COM              053332102       10      374 SH       DEFINED 01 05               0      374        0
AVALONBAY COMM                 COM              053484101        5      101 SH       DEFINED 01                101        0        0
AVANT! CORP                    COM              053487104     2005   116270 SH       DEFINED 01             116270        0        0
AVANEX CORP                    COM              05348W109     3701   350111 SH       DEFINED 01             350111        0        0
AVANEX CORP                    COM              05348W109       27     2577 SH       DEFINED 01 02               0     2577        0
AVANEX CORP                    COM              05348W109     3964   375000 SH       DEFINED 01 05               0   375000        0
AVAYA INC                      COM              053499109       47     3608 SH       DEFINED 01               3608        0        0
AVAYA INC                      COM              053499109      872    67064 SH       DEFINED 01 03               0    67064        0
AVAYA INC                      COM              053499109       12      916 SH       DEFINED 01 05               0      916        0
Advantgo                       COM              05349M100      314   179426 SH       DEFINED 1                   0   179426        0
AvantGo Inc                    COM              05349M100      314   179426 SH       DEFINED 1                   0   179426        0
AVENTIS                        COM              053561999    19434   250115 SH       DEFINED 01             250115        0        0
AVENTIS                        COM              053561999     6471    83284 SH       DEFINED 01 03               0    83284        0
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AVICI SYSTEMS INC              COM              05367L109     8002  1000270 SH       DEFINED 01            1000270        0        0
AVICI SYSTEMS INC              COM              05367L109      218    27278 SH       DEFINED 01 05               0    27278        0
AVID TECH                      COM              05367P100     1026    76673 SH       DEFINED 01              76673        0        0
AVIRON                         COM              053762100      936    22512 SH       DEFINED 01              22512        0        0
AVIRON                         COM              053762100        2       50 SH       DEFINED 01 02               0       50        0
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AVISTA CORP                    COM              05379B107     2512   142542 SH       DEFINED 01             142542        0        0
AVIVA PETE INC                 COM              05379P304        4    11960 SH       DEFINED 01              11960        0        0
AVNET INC                      COM              053807103       48     2329 SH       DEFINED 01               2329        0        0
AVOCENT CORPORATION            COM              053893103       25     1118 SH       DEFINED 01               1118        0        0
AVOCENT CORPORATION            COM              053893103        4      195 SH       DEFINED 01 02               0      195        0
HSBC HLDGS                     COM              0540528        270    22526 SH       DEFINED 01 10           22526        0        0
AVON PRODUCTS                  COM              054303102     1806    45140 SH       DEFINED 01              45140        0        0
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AXA                            COM              054536107        1       12 SH       DEFINED 01 05               0       12        0
AWARE INC                      COM              05453N100      658    68335 SH       DEFINED 01              68335        0        0
AWARE INC                      COM              05453N100        1      100 SH       DEFINED 01 02               0      100        0
AXCELIS TECH INC               COM              054540109     8221   711018 SH       DEFINED 01             711018        0        0
AXCELIS TECH INC               COM              054540109        2      170 SH       DEFINED 01 02               0      170        0
AXCELIS TECH INC               COM              054540109      128    11078 SH       DEFINED 01 05               0    11078        0
AZTAR CORP                     COM              054802103     4987   469998 SH       DEFINED 01             469998        0        0
AZTAR CORP                     COM              054802103        5      470 SH       DEFINED 01 02               0      470        0
AZTAR CORP                     COM              054802103       93     8764 SH       DEFINED 01 05               0     8764        0
BB&T CORP                      COM              054937107      187     5296 SH       DEFINED 01               5296        0        0
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BCE INC                        COM              05534B109    40518  1800000 SH       DEFINED 01            1800000        0        0
BHC COMMUNICATIONS             COM              055448104        4       35 SH       DEFINED 01                 35        0        0
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BISYS GROUP                    COM              055472104    77228  1445200 SH       DEFINED 01 02               0  1445200        0
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BJ SERVICES CO                 COM              055482103    12818   180028 SH       DEFINED 01             180028        0        0
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BJ`S WHOLESALE CLUB            COM              05548J106       84     1749 SH       DEFINED 01               1749        0        0
BMW ORD              ORD DE;BM COM              055501993    24626   800502 SH       DEFINED 01             800502        0        0
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BP AMOCO PLC ADR               COM              055622104     8428   169860 SH       DEFINED 01                  0   169860        0
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BRE PROPERTIES                 COM              05564E106      122     4200 SH       DEFINED 01 05               0     4200        0
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LEGAL & GENE                   COM              0560399         28    12061 SH       DEFINED 01 10           12061        0        0
MARKS & SPEN                   COM              0565402         26     6751 SH       DEFINED 01 10            6751        0        0
CANARY WHARF                   COM              0571272         12     1609 SH       DEFINED 01 10            1609        0        0
BAKER HUGHES INC               COM              057224107     1975    54382 SH       DEFINED 01              54382        0        0
BAKER HUGHES INC               COM              057224107     2922    80475 SH       DEFINED 01 03               0    80475        0
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CENTRICA                       COM              0573438         32     9396 SH       DEFINED 01 10            9396        0        0
UNILEVER                       COM              0574873         49     6837 SH       DEFINED 01 10            6837        0        0
BALDOR ELECTRIC                COM              057741100     2145   101890 SH       DEFINED 01             101890        0        0
BALL CORP                      COM              058498106     4280    93299 SH       DEFINED 01              93299        0        0
BALL CORP                      COM              058498106        7      150 SH       DEFINED 01 02               0      150        0
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BALLY TOTAL FITNESS            COM              05873K108     2309    78403 SH       DEFINED 01              78403        0        0
HALIFAX GROU                   COM              0593395         54     5272 SH       DEFINED 01 10            5272        0        0
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BANGKOK BANK PUBLIC-F/REG      COM              059688994     4612  4486700 SH       DEFINED 01            4486700        0        0
BANGKOK BANK PUBLIC-F/REG      COM              059688994       85    82700 SH       DEFINED 01 05               0    82700        0
BANCORPSOUTH INC               COM              059692103        9      605 SH       DEFINED 01                605        0        0
BANCWEST CORP NEW              COM              059790105       10      403 SH       DEFINED 01                403        0        0
BANDAG  INC.                   COM              059815100        1       50 SH       DEFINED 01 02               0       50        0
BANDAG, INC.                   COM              059815100     1344    50137 SH       DEFINED 01              50137        0        0
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BANGOR HYDRO ELEC CO           COM              060077104      584    22254 SH       DEFINED 01              22254        0        0
BANK OF AMERICA CORP           COM              060505104    16535   302000 SH       DEFINED 01                  0   302000        0
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CADBURY SCHW                   COM              0610700         30     4753 SH       DEFINED 01 10            4753        0        0
INTERNATIONAL POWER            COM              0632016         10     2704 SH       DEFINED 01 10            2704        0        0
BANK OF NEW YORK               COM              064057102     7144   145076 SH       DEFINED 01             145076        0        0
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UTD UTILITIE                   COM              0646233         11     1301 SH       DEFINED 01 10            1301        0        0
BANKNORTH GROUP INC            COM              06646R107       72     3633 SH       DEFINED 01               3633        0        0
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PACE MICRO 144A                COM              0667278          3      528 SH       DEFINED 01 10             528        0        0
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BARRICK GOLD INC               COM              067901108     2207   154392 SH       DEFINED 01             154392        0        0
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UNIQ PLC                       COM              0679024          1      526 SH       DEFINED 01 10             526        0        0
P & O                          COM              0680048          6     1520 SH       DEFINED 01 10            1520        0        0
BARON ASSET                    COM              068278100    77459  1706909 SH       DEFINED 01 03               0  1706909        0
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BARRA INC                      COM              068313105     7116   131788 SH       DEFINED 01             131788        0        0
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PILKINGTON                     COM              0688462          4     2433 SH       DEFINED 01 10            2433        0        0
SCOT POWER                     COM              0690070         29     4291 SH       DEFINED 01 10            4291        0        0
BASF                           COM              069730992     2812    70688 SH       DEFINED 01 03               0    70688        0
BASSETT FURN IND.              COM              070203104      453    35541 SH       DEFINED 01              35541        0        0
PSION PLC                      COM              0709545          2     1000 SH       DEFINED 01 10            1000        0        0
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BAXTER INTL INC                COM              071813109   155115  1647709 SH       DEFINED 01            1647709        0        0
BAXTER INTL INC                COM              071813109    72539   770470 SH       DEFINED 01 02               0   770470        0
BAXTER INTL INC                COM              071813109    10144   107746 SH       DEFINED 01 03               0   107746        0
BAXTER INTL INC                COM              071813109    17868   189812 SH       DEFINED 01 05               0   189812        0
RIO TINTO                      COM              0718875         43     2495 SH       DEFINED 01 10            2495        0        0
VODAFONE GROUP PLC             COM              0719210        433   157762 SH       DEFINED 01 10          157762        0        0
RAILTRACK GR                   COM              0721293         12     1198 SH       DEFINED 01 10            1198        0        0
RANK GROUP                     COM              0724076          4     1688 SH       DEFINED 01 10            1688        0        0
RMC GROUP                      COM              0726641          5      569 SH       DEFINED 01 10             569        0        0
BAYCORP HOLDINGS LTD           COM              072728108        0       28 SH       DEFINED 01 05               0       28        0
REED                           COM              0730835         28     3022 SH       DEFINED 01 10            3022        0        0
RENTOKIL INI                   COM              0732712         14     5118 SH       DEFINED 01 10            5118        0        0
BE AEROSPACE                   COM              073302101     1417    77111 SH       DEFINED 01              77111        0        0
BE FREE INC                    COM              073308108        0      110 SH       DEFINED 01                110        0        0
BEA SYSTEMS INC                COM              073325102    61027  2077525 SH       DEFINED 01            2077525        0        0
BEA SYSTEMS INC                COM              073325102        2       76 SH       DEFINED 01 02               0       76        0
BEA SYSTEMS INC                COM              073325102    14846   505400 SH       DEFINED 01 05               0   505400        0
BEAR STEARNS                   COM              073902108     1024    22374 SH       DEFINED 01              22374        0        0
BEAR STEARNS                   COM              073902108     1514    33090 SH       DEFINED 01 03               0    33090        0
BEAR STEARNS                   COM              073902108       16      351 SH       DEFINED 01 05               0      351        0
ROYAL BK SCO                   COM              0754783        146     6402 SH       DEFINED 01 10            6402        0        0
BEBE STORES INC                COM              075571109        2      102 SH       DEFINED 01                102        0        0
BECKMAN COULTER INC            COM              075811109       61     1540 SH       DEFINED 01               1540        0        0
BECTON DICKINSON               COM              075887109      119     3377 SH       DEFINED 01               3377        0        0
BECTON DICKINSON               COM              075887109     2204    62413 SH       DEFINED 01 03               0    62413        0
BECTON DICKINSON               COM              075887109       30      844 SH       DEFINED 01 05               0      844        0
BED BATH & BEYOND IN           COM              075896100      639    26000 SH       DEFINED 01                  0    26000        0
BED BATH & BEYOND IN           COM              075896100    18856   767619 SH       DEFINED 01             767619        0        0
BED BATH & BEYOND IN           COM              075896100      140     5685 SH       DEFINED 01 02               0     5685        0
BED BATH & BEYOND IN           COM              075896100     1728    70349 SH       DEFINED 01 03               0    70349        0
BED BATH & BEYOND IN           COM              075896100    25347  1031931 SH       DEFINED 01 05               0  1031931        0
SAINSBURY(J)                   COM              0767640         25     4514 SH       DEFINED 01 10            4514        0        0
BEL FUSE INC                   COM              077347300      748    32100 SH       DEFINED 01              32100        0        0
BELDEN INC                     COM              077459105     4246   211787 SH       DEFINED 01             211787        0        0
BELDEN INC                     COM              077459105        4      210 SH       DEFINED 01 02               0      210        0
BELDEN INC                     COM              077459105       89     4450 SH       DEFINED 01 05               0     4450        0
BELL & HOWELL CO NEW           COM              077852101        1       61 SH       DEFINED 01                 61        0        0
BELL MICRPROD INC              COM              078137106     1542   136290 SH       DEFINED 01             136290        0        0
BELL MICRPROD INC              COM              078137106       67     5900 SH       DEFINED 01 05               0     5900        0
BP AMOCO                       COM              0798059        457    55185 SH       DEFINED 01 10           55185        0        0
SSL INTERNATIONAL              COM              0798112          3      402 SH       DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     6759   165184 SH       DEFINED 01                  0   165184        0
BELL SOUTH                     COM              079860102   248644  6076347 SH       DEFINED 01            6076347        0        0
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BELL SOUTH                     COM              079860102    24471   598029 SH       DEFINED 01 03               0   598029        0
BELL SOUTH                     COM              079860102     1805    44123 SH       DEFINED 01 05               0    44123        0
SAGE GROUP PLC                 COM              0802165         11     3029 SH       DEFINED 01 10            3029        0        0
BELO CORP                      COM              080555105       45     2754 SH       DEFINED 01               2754        0        0
INVENSYS                       COM              0807041         16     8574 SH       DEFINED 01 10            8574        0        0
SLOUGH ESTAT                   COM              0814104          5      897 SH       DEFINED 01 10             897        0        0
BEMIS CO.                      COM              081437105       23      716 SH       DEFINED 01                716        0        0
BEMIS CO.                      COM              081437105      397    12007 SH       DEFINED 01 03               0    12007        0
BEMIS CO.                      COM              081437105        6      174 SH       DEFINED 01 05               0      174        0
BENCHMARK ELECTRONIC           COM              08160H101     1151    59011 SH       DEFINED 01              59011        0        0
BENEDEK COM WARRANTS EXP 7-01- COM              08170W114      140    70000 SH       DEFINED 01              70000        0        0
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SMITHS GROUP                   COM              0818270         14     1293 SH       DEFINED 01 10            1293        0        0
GRANADA PLC                    COM              0827566         17     6739 SH       DEFINED 01 10            6739        0        0
CORUS GROUP                    COM              0828053          7     7377 SH       DEFINED 01 10            7377        0        0
BERGEN BRUNSWIG CL A           COM              083739102     3431   206675 SH       DEFINED 01             206675        0        0
BERGEN BRUNSWIG CL A           COM              083739102        6      390 SH       DEFINED 01 02               0      390        0
BERGEN BRUNSWIG CL A           COM              083739102      124     7500 SH       DEFINED 01 05               0     7500        0
ANGLIAN WATE                   COM              0843443          5      594 SH       DEFINED 01 10             594        0        0
WR BERKLEY                     COM              084423102        4       90 SH       DEFINED 01                 90        0        0
BERKSHIRE HATHAWAY I           COM              084670108      131        2 SH       DEFINED 01                  2        0        0
BERKSHIRE HATHAWAY B           COM              084670207       85       39 SH       DEFINED 01                 39        0        0
BEST BUY CO                    COM              086516101      324     9000 SH       DEFINED 01                  0     9000        0
BEST BUY CO                    COM              086516101    11786   327739 SH       DEFINED 01             327739        0        0
BEST BUY CO                    COM              086516101      152     4228 SH       DEFINED 01 02               0     4228        0
BEST BUY CO                    COM              086516101     1846    51326 SH       DEFINED 01 03               0    51326        0
BEST BUY CO                    COM              086516101    28451   791183 SH       DEFINED 01 05               0   791183        0
BESTEL WTS 5/15/05             COM              08658T112      480     4000 SH       DEFINED 01               4000        0        0
BESTEL WTS 5/15/05             COM              08658T112      120     1000 SH       DEFINED 01 05               0     1000        0
LLOYDS TSB G                   COM              0870612        130    13189 SH       DEFINED 01 10           13189        0        0
BETHLEHEM STEEL                COM              087509105        1      317 SH       DEFINED 01                317        0        0
TATE & LYLE                    COM              0875413          3      996 SH       DEFINED 01 10             996        0        0
BG                             COM              0876289         32     8236 SH       DEFINED 01 10            8236        0        0
MARCONI                        COM              0877431         31     6498 SH       DEFINED 01 10            6498        0        0
TAYLOR WOODR                   COM              0878230          2      879 SH       DEFINED 01 10             879        0        0
BEVERLY ENTERPRISES            COM              087851309       91    11416 SH       DEFINED 01              11416        0        0
TESCO                          COM              0884709         60    16752 SH       DEFINED 01 10           16752        0        0
3I GROUP PLC                   COM              0888693         22     1400 SH       DEFINED 01 10            1400        0        0
BILLSERV.COM, INC.             COM              090181108       77    35700 SH       DEFINED 01              35700        0        0
BINDVIEW DEVEL CORP            COM              090327107        0      150 SH       DEFINED 01                150        0        0
BILLITON PLC ORD               COM              090525999     5094  1124900 SH       DEFINED 01            1124900        0        0
BILLITON PLC ORD               COM              090525999       91    20000 SH       DEFINED 01 05               0    20000        0
BILLITON PLC (UK)              COM              090527995     2628   580439 SH       DEFINED 01             580439        0        0
BIO TECH GENERAL               COM              090578105     1035   165919 SH       DEFINED 01             165919        0        0
BIOGEN INC                     COM              090597105    32006   505526 SH       DEFINED 01             505526        0        0
BIOGEN INC                     COM              090597105    69600  1099353 SH       DEFINED 01 02               0  1099353        0
BIOGEN INC                     COM              090597105     7782   122937 SH       DEFINED 01 03               0   122937        0
BIOGEN INC                     COM              090597105      278     4387 SH       DEFINED 01 05               0     4387        0
BIOMET                         COM              090613100    69351  1760582 SH       DEFINED 01            1760582        0        0
BIOMET                         COM              090613100     3276    83158 SH       DEFINED 01 02               0    83158        0
BIOMET                         COM              090613100     6420   162994 SH       DEFINED 01 03               0   162994        0
BIOMET                         COM              090613100    23559   598087 SH       DEFINED 01 05               0   598087        0
BIOMARIN PHARMACEUTI           COM              09061G101        1      125 SH       DEFINED 01                125        0        0
BIRCH TELECOM WTS              COM              09069B112      768    14000 SH       DEFINED 01              14000        0        0
BIRCH TELECOM WTS              COM              09069B112      110     2000 SH       DEFINED 01 05               0     2000        0
BIOSITE DIAGNOSTIC             COM              090945106        4      100 SH       DEFINED 01 02               0      100        0
BLACK & DECKER                 COM              091797100       38     1036 SH       DEFINED 01               1036        0        0
BLACK & DECKER                 COM              091797100      672    18278 SH       DEFINED 01 03               0    18278        0
BLACK & DECKER                 COM              091797100       10      267 SH       DEFINED 01 05               0      267        0
BLACK BOX CORP                 COM              091826107     2586    58030 SH       DEFINED 01              58030        0        0
BLACK HILLS CORP               COM              092113109     1167    25518 SH       DEFINED 01              25518        0        0
SMITH AND NEPHEW PLC           COM              0922320          9     2150 SH       DEFINED 01 10            2150        0        0
GLAXOSMITHKLINE                COM              0925288        397    15177 SH       DEFINED 01 10           15177        0        0
COATS VIYELLA                  COM              0927057          1     1562 SH       DEFINED 01 10            1562        0        0
EW BLANCH                      COM              093210102       72     9000 SH       DEFINED 01                  0     9000        0
EW BLANCH                      COM              093210102      312    39266 SH       DEFINED 01              39266        0        0
EIDOS                          COM              0934897          1      215 SH       DEFINED 01 10             215        0        0
BLOCK H&R INC                  COM              093671105       59     1167 SH       DEFINED 01               1167        0        0
BLOCK H&R INC                  COM              093671105     1400    27965 SH       DEFINED 01 03               0    27965        0
BLOCK H&R INC                  COM              093671105       15      301 SH       DEFINED 01 05               0      301        0
DE LA RUE                      COM              0938059          2      418 SH       DEFINED 01 10             418        0        0
BLUE MARTINI SFTWARE           COM              095698106        1      378 SH       DEFINED 01                378        0        0
INNOGY HOLDINGS PLC            COM              0959403          1      204 SH       DEFINED 01 10             204        0        0
GREAT PORTLA                   COM              0962951          2      494 SH       DEFINED 01 10             494        0        0
P&0 PRINCESS CRUISES           COM              0963590          6     1520 SH       DEFINED 01 10            1520        0        0
BLYTH INC                      COM              09643P108       33     1445 SH       DEFINED 01               1445        0        0
BOB EVANS FARMS                COM              096761101       16      916 SH       DEFINED 01                916        0        0
BOCA RESORTS INC               COM              09688T106        2      199 SH       DEFINED 01                199        0        0
BOCA RESORTS INC               COM              09688T106     5960   513800 SH       DEFINED 01 05               0   513800        0
BOEING                         COM              097023105    15306   274750 SH       DEFINED 01 02               0   274750        0
BOEING STOCK                   COM              097023105   153140  2748879 SH       DEFINED 01            2748879        0        0
BOEING STOCK                   COM              097023105    15207   272984 SH       DEFINED 01 03               0   272984        0
BOEING STOCK                   COM              097023105    44872   805444 SH       DEFINED 01 05               0   805444        0
WIMPEY (GEORGE)                COM              0971344          2      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103       26      839 SH       DEFINED 01                839        0        0
BOISE CASCADE                  COM              097383103      414    13193 SH       DEFINED 01 03               0    13193        0
BOISE CASCADE                  COM              097383103        6      188 SH       DEFINED 01 05               0      188        0
WPP GROUP PLC                  COM              0974042         31     2895 SH       DEFINED 01 10            2895        0        0
WOLSELEY                       COM              0976402          8     1347 SH       DEFINED 01 10            1347        0        0
LATTICE GROUP PLC              COM              0976640         16     8236 SH       DEFINED 01 10            8236        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    41469  2995369 SH       DEFINED 01            2995369        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200     7050   509194 SH       DEFINED 01 03               0   509194        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    27885  2014172 SH       DEFINED 01 05               0  2014172        0
ASTRAZENECA                    COM              0989529        206     4310 SH       DEFINED 01 10            4310        0        0
BOOTS & COOTS INTL W           COM              099469108       48    62600 SH       DEFINED 01              62600        0        0
BORDERS GROUP INC.             COM              099709107     2936   174417 SH       DEFINED 01             174417        0        0
BORDERS GROUP INC.             COM              099709107        6      350 SH       DEFINED 01 02               0      350        0
BORDERS GROUP INC.             COM              099709107      173    10300 SH       DEFINED 01 05               0    10300        0
BORG WARNER INC                COM              099724106       29      722 SH       DEFINED 01                722        0        0
BOSTON COMMUNICATION           COM              100582105      376    51005 SH       DEFINED 01              51005        0        0
BOSTON PRIVATE FINL            COM              101119105      176     9900 SH       DEFINED 01               9900        0        0
BOSTON PROPERTIES IN           COM              101121101        7      182 SH       DEFINED 01                182        0        0
BOSTON SCIENTIFIC              COM              101137107    35727  1770377 SH       DEFINED 01            1770377        0        0
BOSTON SCIENTIFIC              COM              101137107      191     9500 SH       DEFINED 01 02               0     9500        0
BOSTON SCIENTIFIC              COM              101137107     3201   158594 SH       DEFINED 01 03               0   158594        0
BOSTON SCIENTIFIC              COM              101137107    17069   845834 SH       DEFINED 01 05               0   845834        0
BOWATER INC                    COM              102183100      935    19713 SH       DEFINED 01              19713        0        0
BOWNE & CO                     COM              103043105     1109   100378 SH       DEFINED 01             100378        0        0
BOYD GAMING CORP               COM              103304101        0      110 SH       DEFINED 01                110        0        0
BOYD GAMING CORP               COM              103304101        2      630 SH       DEFINED 01 02               0      630        0
BOYDS COLLECTION LTD           COM              103354106        2      158 SH       DEFINED 01                158        0        0
BRADY CORP - CL A              COM              104674106     2317    68749 SH       DEFINED 01              68749        0        0
BRANCOTE HOLDINGS PLC          COM              105210991      782   400000 SH       DEFINED 01             400000        0        0
BRAUN CONSULTING INC           COM              105651103        1      250 SH       DEFINED 01 03               0      250        0
BREAKWAY SOLUTIONS             COM              106372105        0      132 SH       DEFINED 01                132        0        0
BRIGGS & STRATTON              COM              109043109       10      275 SH       DEFINED 01                275        0        0
BRIGGS & STRATTON              COM              109043109      163     4250 SH       DEFINED 01 03               0     4250        0
BRIGGS & STRATTON              COM              109043109        3       71 SH       DEFINED 01 05               0       71        0
BRIGHT POINT                   COM              109473108      405   168193 SH       DEFINED 01             168193        0        0
BRINKER INT'L INC              COM              109641100     2598    93085 SH       DEFINED 01 02               0    93085        0
BRINKER INT`L INC              COM              109641100    37524  1344475 SH       DEFINED 01            1344475        0        0
BRINKER INT`L INC              COM              109641100     3934   140950 SH       DEFINED 01 03               0   140950        0
BRIO TECHNOLOGY                COM              109704106        0       49 SH       DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108   332980  5605722 SH       DEFINED 01            5605722        0        0
BRISTOL MYERS SQUIBB           COM              110122108    80079  1348096 SH       DEFINED 01 02               0  1348096        0
BRISTOL MYERS SQUIBB           COM              110122108    29695   499928 SH       DEFINED 01 03               0   499928        0
BRISTOL MYERS SQUIBB           COM              110122108    54617   919480 SH       DEFINED 01 05               0   919480        0
BROADBASE SOFTWARE             COM              11130R100        0      112 SH       DEFINED 01                112        0        0
BROADCOM CORP                  COM              111320107    34996  1210963 SH       DEFINED 01            1210963        0        0
BROADCOM CORP                  COM              111320107     1674    57913 SH       DEFINED 01 03               0    57913        0
BROADCOM CORP                  COM              111320107      969    33521 SH       DEFINED 01 05               0    33521        0
BROADVISION INC                COM              111412102      371    69366 SH       DEFINED 01              69366        0        0
BROADVISION INC                COM              111412102      353    66065 SH       DEFINED 01 03               0    66065        0
BROADVISION INC                COM              111412102        5      885 SH       DEFINED 01 05               0      885        0
BROADWING INC                  COM              111620100     9352   488347 SH       DEFINED 01             488347        0        0
BROCADE COMMUNICATIO           COM              111621108    67167  3215286 SH       DEFINED 01            3215286        0        0
BROCADE COMMUNICATIO           COM              111621108      190     9099 SH       DEFINED 01 02               0     9099        0
BROCADE COMMUNICATIO           COM              111621108    21074  1008760 SH       DEFINED 01 05               0  1008760        0
BROOKS AUTOMATION              COM              11434A100     2251    56634 SH       DEFINED 01              56634        0        0
BROOKTROUT INC                 COM              114580103      231    37294 SH       DEFINED 01              37294        0        0
BROWN & BROWN INC              COM              115236101        4      120 SH       DEFINED 01                120        0        0
BROWN FORMAN CL B              COM              115637209       54      866 SH       DEFINED 01                866        0        0
BROWN FORMAN CL B              COM              115637209      975    15736 SH       DEFINED 01 03               0    15736        0
BROWN FORMAN CL B              COM              115637209       14      225 SH       DEFINED 01 05               0      225        0
BROWN (TOM) INC                COM              115660201     6531   197891 SH       DEFINED 01             197891        0        0
BROWN (TOM) INC                COM              115660201        6      190 SH       DEFINED 01 02               0      190        0
BROWN (TOM) INC                COM              115660201      109     3300 SH       DEFINED 01 05               0     3300        0
BROWN GROUP INC                COM              115736100     1005    53333 SH       DEFINED 01              53333        0        0
BROWN SHOE CO INC              COM              115736100        6      310 SH       DEFINED 01 02               0      310        0
BRUNSWICK CORP                 COM              117043109       23     1155 SH       DEFINED 01               1155        0        0
BRUNSWICK CORP                 COM              117043109      376    19178 SH       DEFINED 01 03               0    19178        0
BRUNSWICK CORP                 COM              117043109        6      287 SH       DEFINED 01 05               0      287        0
BRUSH ENGINEERED MATERIALS     COM              117421107      934    50069 SH       DEFINED 01              50069        0        0
BSQUARE CORP                   COM              11776U102        1      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        7      204 SH       DEFINED 01                204        0        0
BUCKEYE TECHNOLOGIE            COM              118255108     1199   104257 SH       DEFINED 01             104257        0        0
BUHRMANN N.V.                  COM              120075999     3128   121204 SH       DEFINED 01 03               0   121204        0
BLDG MATERIAL HOLD   BMHC      COM              120113105      379    38771 SH       DEFINED 01              38771        0        0
BURLINGTON COAT FACT           COM              121579106     2639   133984 SH       DEFINED 01             133984        0        0
BURLINGTON N SANTA             COM              12189T104   123258  4057202 SH       DEFINED 01            4057202        0        0
BURLINGTON N SANTA             COM              12189T104       35     1153 SH       DEFINED 01 02               0     1153        0
BURLINGTON N SANTA             COM              12189T104     3866   127279 SH       DEFINED 01 03               0   127279        0
BURLINGTON N SANTA             COM              12189T104    14126   464970 SH       DEFINED 01 05               0   464970        0
BURLINGTON RESOURCES           COM              122014103     2551    57000 SH       DEFINED 01                  0    57000        0
BURLINGTON RESOURCES           COM              122014103      127     2844 SH       DEFINED 01               2844        0        0
BURLINGTON RESOURCES           COM              122014103     2347    52454 SH       DEFINED 01 03               0    52454        0
BURLINGTON RESOURCES           COM              122014103    33594   750709 SH       DEFINED 01 05               0   750709        0
BUSINESS OBJECTS SA-SP ADR     COM              12328X107       32     1050 SH       DEFINED 01               1050        0        0
BUTLER MFG CO DEL              COM              123655102      444    19319 SH       DEFINED 01              19319        0        0
BUY.COM INC                    COM              124269101        0      368 SH       DEFINED 01                368        0        0
C&D TECHNOLOGY                 COM              124661109     2196    79564 SH       DEFINED 01              79564        0        0
CBL & ASSOCIATES               COM              124830100        2       87 SH       DEFINED 01                 87        0        0
CBRL GROUP INC                 COM              12489V106       26     1411 SH       DEFINED 01               1411        0        0
CBRL GROUP INC                 COM              12489V106        5      300 SH       DEFINED 01 02               0      300        0
C-BRIDGE INTERNET              COM              12500B105       94    50000 SH       DEFINED 01              50000        0        0
C-COR.NET CORPORATION          COM              125010108      654    97719 SH       DEFINED 01              97719        0        0
C-CUBE MICROSYSTEMS            COM              12501N108        4      310 SH       DEFINED 01 02               0      310        0
C-CUBE MICROSYSTEMS INC-NEW    COM              12501N108     1839   149387 SH       DEFINED 01             149387        0        0
CDI CORP                       COM              125071100      751    57735 SH       DEFINED 01              57735        0        0
CDW COMPUTER CENTERS           COM              125129106      933    30103 SH       DEFINED 01              30103        0        0
CDW COMPUTER CENTERS           COM              125129106       85     2750 SH       DEFINED 01 02               0     2750        0
CEC ENTERTAINMENT              COM              125137109     9075   204612 SH       DEFINED 01             204612        0        0
CEC ENTERTAINMENT              COM              125137109      200     4500 SH       DEFINED 01 05               0     4500        0
CHINA EVERBRIGHT (0165)        COM              12541A991     5103  5896000 SH       DEFINED 01            5896000        0        0
CHINA EVERBRIGHT (0165)        COM              12541A991       97   112000 SH       DEFINED 01 05               0   112000        0
CH ENERGY GROUP INC            COM              12541M102     2225    50289 SH       DEFINED 01              50289        0        0
CH ROBINSON WORLDWID           COM              12541W100       56     2054 SH       DEFINED 01               2054        0        0
CIGNA CORP                     COM              125509109    72150   672037 SH       DEFINED 01             672037        0        0
CIGNA CORP                     COM              125509109     5906    55013 SH       DEFINED 01 03               0    55013        0
CIGNA CORP                     COM              125509109      773     7209 SH       DEFINED 01 05               0     7209        0
C.I.T. GROUP CL A              COM              125577106      100     3459 SH       DEFINED 01               3459        0        0
C.I.T. GROUP CL A              COM              125577106     2146    74298 SH       DEFINED 01 03               0    74298        0
C.I.T. GROUP CL A              COM              125577106     8545   295862 SH       DEFINED 01 05               0   295862        0
CLECO CORP                     COM              12561W105     2935    64570 SH       DEFINED 01              64570        0        0
CLECO CORP                     COM              12561W105        3       60 SH       DEFINED 01 02               0       60        0
CLECO CORP                     COM              12561W105      173     3800 SH       DEFINED 01 05               0     3800        0
CMGI INC                       COM              125750109       18     7361 SH       DEFINED 01               7361        0        0
CMS ENERGY CORP                COM              125896100       51     1738 SH       DEFINED 01               1738        0        0
CMS ENERGY CORP                COM              125896100      955    32259 SH       DEFINED 01 03               0    32259        0
CMS ENERGY CORP                COM              125896100       13      431 SH       DEFINED 01 05               0      431        0
CPI CORP                       COM              125902106      453    22918 SH       DEFINED 01              22918        0        0
CPI CORP                       COM              125902106     2640   133658 SH       DEFINED 01 03               0   133658        0
CSK AUTO CORP                  COM              125965103        1      102 SH       DEFINED 01                102        0        0
CNA FINANCIAL                  COM              126117100       14      386 SH       DEFINED 01                386        0        0
CNA SURETY CORP                COM              12612L108        4      270 SH       DEFINED 01 02               0      270        0
CNF TRUST SER A CVT            PRF              12612V205    26132   587220 SH       DEFINED 01             587220        0        0
CNF TRUST SER A CVT            PRF              12612V205     2113    47500 SH       DEFINED 01 05               0    47500        0
CNF INC                        COM              12612W104       41     1425 SH       DEFINED 01               1425        0        0
CNF INC                        COM              12612W104        6      200 SH       DEFINED 01 02               0      200        0
CN NATLOFFSHORE OIL  (CNOOC)   COM              126130996     3589  4057000 SH       DEFINED 01            4057000        0        0
CN NATLOFFSHORE OIL  (CNOOC)   COM              126130996       67    75500 SH       DEFINED 01 05               0    75500        0
CNOOC LTD                      COM              126132109    19448  1105000 SH       DEFINED 01            1105000        0        0
CNOOC LTD                      COM              126132109       87     4954 SH       DEFINED 01 02               0     4954        0
CNOOC LTD                      COM              126132109    19536  1110000 SH       DEFINED 01 05               0  1110000        0
CNET NETWORKS INC              COM              12613R104       40     3592 SH       DEFINED 01               3592        0        0
CRA-RIOTINTO LTD               COM              126169994     3472   219100 SH       DEFINED 01 03               0   219100        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    43493   399940 SH       DEFINED 01             399940        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    14745   135586 SH       DEFINED 01 05               0   135586        0
CSC HOLDINGS INC PIK  11.75  1 PRF              126304609    20017   181976 SH       DEFINED 01             181976        0        0
CSC HOLDINGS INC PIK  11.75  1 PRF              126304609     4843    44034 SH       DEFINED 01 05               0    44034        0
CSG SYSTEMS                    COM              126349109       53     1296 SH       DEFINED 01               1296        0        0
CSX CORP                       COM              126408103    37166  1102822 SH       DEFINED 01            1102822        0        0
CSX CORP                       COM              126408103     1739    51598 SH       DEFINED 01 03               0    51598        0
CSX CORP                       COM              126408103       24      700 SH       DEFINED 01 05               0      700        0
CTC COMMUNICATIONS G           COM              126419100       30     4800 SH       DEFINED 01               4800        0        0
CTS CORP                       COM              126501105     1741    83903 SH       DEFINED 01              83903        0        0
CTS CORP                       COM              126501105        2       90 SH       DEFINED 01 02               0       90        0
CUNO INC                       COM              126583103     1432    49386 SH       DEFINED 01              49386        0        0
CVB FINL CORP                  COM              126600105        2      110 SH       DEFINED 01                110        0        0
CVS CV PFD   6.00%             PRF              126645209    19000   200000 SH       DEFINED 01             200000        0        0
CVS CORP                       COM              126650100     9471   161925 SH       DEFINED 01                  0   161925        0
CVS CORP                       COM              126650100    21200   362471 SH       DEFINED 01             362471        0        0
CVS CORP                       COM              126650100    19924   340617 SH       DEFINED 01 02               0   340617        0
CVS CORP                       COM              126650100     7742   132361 SH       DEFINED 01 03               0   132361        0
CVS CORP                       COM              126650100   112052  1915740 SH       DEFINED 01 05               0  1915740        0
CV THERAPEUTICS INC            COM              126667104      109     3288 SH       DEFINED 01               3288        0        0
CABLEVISION SYSTEMS-NY GROUP-A COM              12686C109       19      277 SH       DEFINED 01                277        0        0
CABLEVISION SYSTEMS CORPORATIO COM              12686C844        4      138 SH       DEFINED 01                138        0        0
CABLETRON SYSTEMS              COM              126920107       29     2315 SH       DEFINED 01               2315        0        0
CABLETRON SYSTEMS              COM              126920107     1194    92613 SH       DEFINED 01 03               0    92613        0
CABLETRON SYSTEMS              COM              126920107      164    12706 SH       DEFINED 01 05               0    12706        0
CABLE DESIGN TECH              COM              126924109     1773   132324 SH       DEFINED 01             132324        0        0
CABLE DESIGN TECH              COM              126924109        5      385 SH       DEFINED 01 02               0      385        0
CABLE SATIFACTION INTL WT EXP  COM              126934116       76     7565 SH       DEFINED 01               7565        0        0
CABLE SATIFACTION INTL WT EXP  COM              126934116       16     1585 SH       DEFINED 01 05               0     1585        0
CACHEFLOW INC                  COM              126946102        1      159 SH       DEFINED 01                159        0        0
CABOT CORPORATION              COM              127055101       54     1707 SH       DEFINED 01               1707        0        0
CABOT INDUSTRIAL TRU           COM              127072106        2      105 SH       DEFINED 01                105        0        0
CABOT OIL & GAS CORP           COM              127097103     3464   128308 SH       DEFINED 01             128308        0        0
CABOT OIL & GAS CORP           COM              127097103        3      100 SH       DEFINED 01 02               0      100        0
CABOT MICROELECTRONI           COM              12709P103     1835    41696 SH       DEFINED 01              41696        0        0
CABOT MICROELECTRONI           COM              12709P103        5      110 SH       DEFINED 01 02               0      110        0
CABOT MICROELECTRONI           COM              12709P103       70     1600 SH       DEFINED 01 05               0     1600        0
CACI INTERNATIONAL             COM              127190304      921    34125 SH       DEFINED 01              34125        0        0
CADENCE DESIGN SYS             COM              127387108     1128    60968 SH       DEFINED 01              60968        0        0
CAL DIVE INTL INC              COM              127914109     2752   108448 SH       DEFINED 01             108448        0        0
CALDERA SYSTEMS INC            COM              128780103        0      120 SH       DEFINED 01                120        0        0
CALICO COMMERCE                COM              129897104        0      100 SH       DEFINED 01                100        0        0
CALIENT NETWK D PFD            PRF              130500XX4    15000  2076124 SH       DEFINED 01 05               0  2076124        0
CALIF PIZZA KITCHEN            COM              13054D109      167     5900 SH       DEFINED 01               5900        0        0
CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
CALLAWAY GOLF CO               COM              131193104      122     5518 SH       DEFINED 01               5518        0        0
CALLAWAY GOLF CO               COM              131193104        4      200 SH       DEFINED 01 02               0      200        0
CALPINE CORP                   COM              131347106     5342    97000 SH       DEFINED 01                  0    97000        0
CALPINE CORP                   COM              131347106   236579  4296008 SH       DEFINED 01            4296008        0        0
CALPINE CORP                   COM              131347106   155683  2827042 SH       DEFINED 01 02               0  2827042        0
CALPINE CORP                   COM              131347106    11144   202370 SH       DEFINED 01 03               0   202370        0
CALPINE CORP                   COM              131347106   138213  2509778 SH       DEFINED 01 05               0  2509778        0
CAMBREX CORP                   COM              132011107     7622   183451 SH       DEFINED 01             183451        0        0
CAMBREX CORP                   COM              132011107        5      130 SH       DEFINED 01 02               0      130        0
CAMBREX CORP                   COM              132011107      183     4400 SH       DEFINED 01 05               0     4400        0
CAMBRDG TECH PRNTS             COM              132524109        1      155 SH       DEFINED 01                155        0        0
CAMDEN PROP TRUST              COM              133131102     2479    74592 SH       DEFINED 01              74592        0        0
CAMDEN PROP TRUST              COM              133131102      150     4500 SH       DEFINED 01 05               0     4500        0
CAMPBELL SOUP                  COM              134429109      165     5546 SH       DEFINED 01               5546        0        0
CAMPBELL SOUP                  COM              134429109     3091   103494 SH       DEFINED 01 03               0   103494        0
CAMPBELL SOUP                  COM              134429109       41     1386 SH       DEFINED 01 05               0     1386        0
CANON INC ORD                  COM              138006408    20659   569000 SH       DEFINED 01             569000        0        0
CANON INC ORD                  COM              138006408     2469    68000 SH       DEFINED 01 03               0    68000        0
CANON INC ORD                  COM              138006408    36779  1013000 SH       DEFINED 01 05               0  1013000        0
CAPCOM CO LTD                  COM              139200992     2291    80200 SH       DEFINED 01 03               0    80200        0
CAP GEMINI SA                  COM              140179995        0        3 SH       DEFINED 01                  3        0        0
CAP GEMINI SA                  COM              140179995     2208    19212 SH       DEFINED 01 03               0    19212        0
CAPITAL ONE FINL COR           COM              14040H105    25411   457849 SH       DEFINED 01             457849        0        0
CAPITAL ONE FINL COR           COM              14040H105    26944   485460 SH       DEFINED 01 02               0   485460        0
CAPITAL ONE FINL COR           COM              14040H105     5206    93801 SH       DEFINED 01 03               0    93801        0
CAPITAL ONE FINL COR           COM              14040H105    13146   236848 SH       DEFINED 01 05               0   236848        0
CAPITAL FED FINL               COM              14057C106       10      619 SH       DEFINED 01                619        0        0
CAPITAL FED FINL               COM              14057C106        5      330 SH       DEFINED 01 02               0      330        0
CAPSTONE TURBINE               COM              14067D102     4318   152125 SH       DEFINED 01             152125        0        0
CARAUSTAR                      COM              140909102      637    79281 SH       DEFINED 01              79281        0        0
CARDINAL HEALTH                COM              14149Y108   508359  5254358 SH       DEFINED 01            5254358        0        0
CARDINAL HEALTH                COM              14149Y108     1108    11454 SH       DEFINED 01 02               0    11454        0
CARDINAL HEALTH                COM              14149Y108     8186    84616 SH       DEFINED 01 03               0    84616        0
CARDINAL HEALTH                COM              14149Y108    80077   827672 SH       DEFINED 01 05               0   827672        0
CAREMARK RX INC                COM              141705103     7502   575298 SH       DEFINED 01             575298        0        0
CAREMARK RX INC                COM              141705103       49     3722 SH       DEFINED 01 02               0     3722        0
CAREMARK RX INC                COM              141705103     8313   637500 SH       DEFINED 01 05               0   637500        0
CARLISLE COS INC.              COM              142339100       27      826 SH       DEFINED 01                826        0        0
CARNIVAL CORP                  COM              143658102    24012   867828 SH       DEFINED 01             867828        0        0
CARNIVAL CORP                  COM              143658102    64361  2326034 SH       DEFINED 01 02               0  2326034        0
CARNIVAL CORP                  COM              143658102     4261   154013 SH       DEFINED 01 03               0   154013        0
CARNIVAL CORP                  COM              143658102       53     1924 SH       DEFINED 01 05               0     1924        0
CARPENTER TECHNOLGY            COM              144285103       16      583 SH       DEFINED 01                583        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER CORPORATION           COM              144433109     1218    64090 SH       DEFINED 01              64090        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CARTER-WALLACE INC             COM              146285101       35     1405 SH       DEFINED 01               1405        0        0
CASCADE NATURAL GAS            COM              147339105      680    33406 SH       DEFINED 01              33406        0        0
CASEY S GENERAL STOR           COM              147528103     1786   149595 SH       DEFINED 01             149595        0        0
CASH AMERICA INVESTM           COM              14754D100      469    76822 SH       DEFINED 01              76822        0        0
CASTLE A M CO PV10             COM              148411101      382    42455 SH       DEFINED 01              42455        0        0
CASUAL MALE CORP               COM              148710106      128    42507 SH       DEFINED 01              42507        0        0
CATALINA MKTG                  COM              148867104    22849   701537 SH       DEFINED 01             701537        0        0
CATALINA MKTG                  COM              148867104    36939  1134088 SH       DEFINED 01 02               0  1134088        0
CATALINA MKTG                  COM              148867104     3057    93850 SH       DEFINED 01 03               0    93850        0
CATELLUS DEVELOPMENT           COM              149111106     2149   136468 SH       DEFINED 01             136468        0        0
CATELLUS DEVELOPMENT           COM              149111106      121     7700 SH       DEFINED 01 05               0     7700        0
CATERPILLAR INC                COM              149123101   198535  4473543 SH       DEFINED 01            4473543        0        0
CATERPILLAR INC                COM              149123101       27      600 SH       DEFINED 01 02               0      600        0
CATERPILLAR INC                COM              149123101     5275   118854 SH       DEFINED 01 03               0   118854        0
CATERPILLAR INC                COM              149123101    10718   241504 SH       DEFINED 01 05               0   241504        0
CATO CORP  -CL A               COM              149205106     1133    75236 SH       DEFINED 01              75236        0        0
CATO CORP  -CL A               COM              149205106        5      330 SH       DEFINED 01 02               0      330        0
CEDAR FAIR  LP                 COM              150185106        4      198 SH       DEFINED 01                198        0        0
CELL THERAPEUTICS              COM              150934107       65     3588 SH       DEFINED 01               3588        0        0
CELESTICA INC                  COM              15101Q108    14336   519800 SH       DEFINED 01             519800        0        0
CELESTICA INC                  COM              15101Q108       89     3240 SH       DEFINED 01 02               0     3240        0
CELESTICA INC                  COM              15101Q108    13953   505900 SH       DEFINED 01 05               0   505900        0
CELGENE CORP                   COM              151020104       80     3189 SH       DEFINED 01               3189        0        0
CELL PATHWAYS INC              COM              15114R101        0      111 SH       DEFINED 01                111        0        0
CENDANT CORP                   COM              151313103      146    10063 SH       DEFINED 01              10063        0        0
CENDANT CORP                   COM              151313103     2851   195408 SH       DEFINED 01 03               0   195408        0
CENDANT CORP                   COM              151313103    16086  1102531 SH       DEFINED 01 05               0  1102531        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        5      447 SH       DEFINED 01                447        0        0
CENTER POINT                   COM              151895109        3       61 SH       DEFINED 01                 61        0        0
CENTEX CORPORATION             COM              152312104     5784   138870 SH       DEFINED 01             138870        0        0
CENTEX CORPORATION             COM              152312104        9      210 SH       DEFINED 01 02               0      210        0
CENTEX CORPORATION             COM              152312104      696    16702 SH       DEFINED 01 03               0    16702        0
CENTEX CORPORATION             COM              152312104      241     5794 SH       DEFINED 01 05               0     5794        0
CENTILLIUM COMM                COM              152319109        1       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        1       53 SH       DEFINED 01                 53        0        0
CENTRAL ILL LT $100            PRF              153645882     6610    65000 SH       DEFINED 01 04               0    65000        0
CENTRAL PARKING                COM              154785109     1999   109866 SH       DEFINED 01             109866        0        0
CENTRAL VT PUB SRV             COM              155771108      573    34764 SH       DEFINED 01              34764        0        0
CENTURA BKS INC                COM              15640T100     5898   119287 SH       DEFINED 01             119287        0        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104        0      188 SH       DEFINED 01                188        0        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104     2000   800000 SH       DEFINED 01 05               0   800000        0
CENTURY MAINT PIK PFD  07 01 2 PRF              156616401    15226   191524 SH       DEFINED 01             191524        0        0
CENTURY MAINT PIK PFD  07 01 2 PRF              156616401     4963    62428 SH       DEFINED 01 05               0    62428        0
CENTURYTEL INC                 COM              156700106     7037   244777 SH       DEFINED 01             244777        0        0
CENTURYTEL INC                 COM              156700106      984    34238 SH       DEFINED 01 03               0    34238        0
CENTURYTEL INC                 COM              156700106       13      462 SH       DEFINED 01 05               0      462        0
CEPHALON INC                   COM              156708109     6281   130696 SH       DEFINED 01             130696        0        0
CERIDIAN CORP                  COM              15677T106        4      225 SH       DEFINED 01                225        0        0
CERNER CORP                    COM              156782104     5426   158407 SH       DEFINED 01             158407        0        0
CERNER CORP                    COM              156782104        4      130 SH       DEFINED 01 02               0      130        0
CERNER CORP                    COM              156782104      115     3350 SH       DEFINED 01 05               0     3350        0
CHAMPION ENTERPRISES           COM              158496109      764   148486 SH       DEFINED 01             148486        0        0
CHARLES RIV LABORATORIES       COM              159864107      200     8071 SH       DEFINED 01               8071        0        0
CHAPTER 2 ESERVICES            COM              160000998        0   508113 SH       DEFINED 01 05               0   508113        0
CHAPTER 2 SER B PFD            PRF              160000XX8     6770  1234287 SH       DEFINED 01            1234287        0        0
CHAPTER 2 SER B PFD            PRF              160000XX8     8230  1500694 SH       DEFINED 01 05               0  1500694        0
CHARTER ONE FINL INC           COM              160903100    15360   542760 SH       DEFINED 01             542760        0        0
CHARTER ONE FINL INC           COM              160903100      108     3803 SH       DEFINED 01 02               0     3803        0
CHARTER ONE FINL INC           COM              160903100     1427    50437 SH       DEFINED 01 03               0    50437        0
CHARTER ONE FINL INC           COM              160903100    16291   575684 SH       DEFINED 01 05               0   575684        0
CHARLOTTE RUSSE HOLDINGS       COM              161048103      131     4400 SH       DEFINED 01               4400        0        0
CHARMING SHOPPES               COM              161133103    14654  2824790 SH       DEFINED 01            2824790        0        0
CHARMING SHOPPES               COM              161133103        4      830 SH       DEFINED 01 02               0      830        0
CHARMING SHOPPES               COM              161133103      285    54850 SH       DEFINED 01 05               0    54850        0
CHARTER COMMUNICATIONS INC     COM              16117M107       12      528 SH       DEFINED 01                528        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
CHECKFREE CORPORATION          COM              162813109       56     1878 SH       DEFINED 01               1878        0        0
CHECKPOINT SYSTEMS I           COM              162825103      865    91532 SH       DEFINED 01              91532        0        0
CHEESECAKE FACTORY             COM              163072101    42060  1142562 SH       DEFINED 01            1142562        0        0
CHEESECAKE FACTORY             COM              163072101   108456  2946221 SH       DEFINED 01 02               0  2946221        0
CHEESECAKE FACTORY             COM              163072101     4944   134325 SH       DEFINED 01 03               0   134325        0
CHEESECAKE FACTORY             COM              163072101      176     4782 SH       DEFINED 01 05               0     4782        0
CHELSEA PROPERTY GROUP         COM              163421100        3       68 SH       DEFINED 01                 68        0        0
CHEMED CORP                    COM              163596109     1052    30287 SH       DEFINED 01              30287        0        0
CHEMFIRST INC WI     US;CEM    COM              16361A106     1194    44800 SH       DEFINED 01              44800        0        0
CHEMICAL FINANCIAL C           COM              163731102        1       66 SH       DEFINED 01                 66        0        0
CHESAPEAKE CORP                COM              165159104     1059    45722 SH       DEFINED 01              45722        0        0
CHESAPEAKE ENERGY              COM              165167107       67     7547 SH       DEFINED 01               7547        0        0
CHEUNG KONG HOLDINGS HK;0001   COM              166400994    30156  2877000 SH       DEFINED 01            2877000        0        0
CHEUNG KONG HOLDINGS HK;0001   COM              166400994    10901  1040000 SH       DEFINED 01 03               0  1040000        0
CHEUNG KONG HOLDINGS HK;0001   COM              166400994    13763  1313000 SH       DEFINED 01 05               0  1313000        0
CHEVRON                        COM              166751107     6076    69200 SH       DEFINED 11 12               0    69200        0
CHEVRON                        COM              166751107    29800   339400 SH       DEFINED 11 12 13            0   339400        0
CHEVRON CORP                   COM              166751107   689620  7854422 SH       DEFINED 01            7854422        0        0
CHEVRON CORP                   COM              166751107    29794   339335 SH       DEFINED 01 02               0   339335        0
CHEVRON CORP                   COM              166751107    19642   223713 SH       DEFINED 01 03               0   223713        0
CHEVRON CORP                   COM              166751107   124871  1422217 SH       DEFINED 01 05               0  1422217        0
CHICOS                         COM              168615102     1735    52880 SH       DEFINED 01              52880        0        0
CHICOS                         COM              168615102        3       80 SH       DEFINED 01 02               0       80        0
CHILDRENS PLACE                COM              168905107        2       76 SH       DEFINED 01                 76        0        0
CHINA SOUTHERN AIR             COM              169409992     2755 10112000 SH       DEFINED 01           10112000        0        0
CHINA SOUTHERN AIR             COM              169409992       51   186000 SH       DEFINED 01 05               0   186000        0
CHINA MOBILE (HONG KONG)       COM              169425105     8514  1936000 SH       DEFINED 01            1936000        0        0
CHINA MOBILE (HONG KONG)       COM              169425105      158    36000 SH       DEFINED 01 05               0    36000        0
CHOICE HOTELS INTL             COM              169905106        2      139 SH       DEFINED 01                139        0        0
CHIRON                         COM              170040109      338     7707 SH       DEFINED 01               7707        0        0
CHIRON                         COM              170040109     2039    46470 SH       DEFINED 01 03               0    46470        0
CHIRON                         COM              170040109       28      630 SH       DEFINED 01 05               0      630        0
CHITTENDEN CORP                COM              170228100     2483    79580 SH       DEFINED 01              79580        0        0
CHOICEPOINT INC                COM              170388102       53     1540 SH       DEFINED 01               1540        0        0
CHOICE ONE COMM                COM              17038P104       10     1512 SH       DEFINED 01               1512        0        0
CHRIS CRAFT IND                COM              170520100       53      844 SH       DEFINED 01                844        0        0
CHRISTOPHER & BANKS            COM              171046105     1307    43400 SH       DEFINED 01              43400        0        0
CHRISTOPHER & BANKS            COM              171046105        2       60 SH       DEFINED 01 02               0       60        0
CHRISTOPHER & BANKS            COM              171046105       71     2350 SH       DEFINED 01 05               0     2350        0
CHUBB CORP                     COM              171232101      168     2308 SH       DEFINED 01               2308        0        0
CHUBB CORP                     COM              171232101     3244    44777 SH       DEFINED 01 03               0    44777        0
CHUBB CORP                     COM              171232101       42      576 SH       DEFINED 01 05               0      576        0
CHURCH & DWIGHT                COM              171340102       24     1113 SH       DEFINED 01               1113        0        0
CIA VALE DO RIO DOCE- PNA      COM              171599996     4109   168000 SH       DEFINED 01             168000        0        0
CIA VALE DO RIO DOCE- PNA      COM              171599996       73     3000 SH       DEFINED 01 05               0     3000        0
CIBER INC                      COM              17163B102      879   180145 SH       DEFINED 01             180145        0        0
CIENA CORPORATION              COM              171779101   105788  2541480 SH       DEFINED 01            2541480        0        0
CIENA CORPORATION              COM              171779101    19829   476342 SH       DEFINED 01 02               0   476342        0
CIENA CORPORATION              COM              171779101      300     7200 SH       DEFINED 01 03               0     7200        0
CIENA CORPORATION              COM              171779101    71413  1715600 SH       DEFINED 01 05               0  1715600        0
CIMA LABS                      COM              171796105       81     1300 SH       DEFINED 01               1300        0        0
CINCINNATI FINANCIAL           COM              172062101       81     2123 SH       DEFINED 01               2123        0        0
CINCINNATI FINANCIAL           COM              172062101     1672    44071 SH       DEFINED 01 03               0    44071        0
CINCINNATI FINANCIAL           COM              172062101       20      529 SH       DEFINED 01 05               0      529        0
CINERGY CORP                   COM              172474108    28589   852110 SH       DEFINED 01             852110        0        0
CINERGY CORP                   COM              172474108     1282    38204 SH       DEFINED 01 03               0    38204        0
CINERGY CORP                   COM              172474108       18      523 SH       DEFINED 01 05               0      523        0
CIRCUIT CITY                   COM              172737108     1855   175025 SH       DEFINED 01             175025        0        0
CIRCUIT CITY                   COM              172737108    29520  2784848 SH       DEFINED 01 02               0  2784848        0
CIRCUIT CITY                   COM              172737108      747    70366 SH       DEFINED 01 03               0    70366        0
CIRCUIT CITY                   COM              172737108        7      676 SH       DEFINED 01 05               0      676        0
CIRCOR INTERNATIONAL           COM              17273K109        1       50 SH       DEFINED 01                 50        0        0
CIRRUS LOGIC                   COM              172755100     2747   183889 SH       DEFINED 01             183889        0        0
CIRRUS LOGIC                   COM              172755100        4      280 SH       DEFINED 01 02               0      280        0
CIRRUS LOGIC                   COM              172755100      111     7400 SH       DEFINED 01 05               0     7400        0
CISCO SYSTEMS                  COM              17275R102    18447  1166634 SH       DEFINED 01                  0  1166634        0
CISCO SYSTEMS                  COM              17275R102   618926 39141614 SH       DEFINED 01           39141614        0        0
CISCO SYSTEMS                  COM              17275R102    91632  5795370 SH       DEFINED 01 02               0  5795370        0
CISCO SYSTEMS                  COM              17275R102    32777  2072861 SH       DEFINED 01 03               0  2072861        0
CISCO SYSTEMS                  COM              17275R102   193542 12239868 SH       DEFINED 01 05               0 12239868        0
CISCO SYSTEMS                  COM              17275R102     1654   104585 SH       DEFINED 11 12               0   104585        0
CISCO SYSTEMS                  COM              17275R102     8266   522806 SH       DEFINED 11 12 13            0   522806        0
CITADEL COMMUNICATIO           COM              172853202        5      182 SH       DEFINED 01                182        0        0
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COUNTRYWIDE CREDIT             COM              222372104     1598    32372 SH       DEFINED 01 03               0    32372        0
COUNTRYWIDE CREDIT             COM              222372104    37293   755683 SH       DEFINED 01 05               0   755683        0
COUSINS PROPERTIES I           COM              222795106        8      317 SH       DEFINED 01                317        0        0
COVAD COMM GROUP               COM              222814204        0      226 SH       DEFINED 01                226        0        0
COVANCE INC                    COM              222816100       20     1512 SH       DEFINED 01               1512        0        0
COVANIA ENERGY CORP            COM              22281N103       23     1335 SH       DEFINED 01               1335        0        0
COVENTRY HEALTH CARE           COM              222862104     2976   179688 SH       DEFINED 01             179688        0        0
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COX BROADCAST                  COM              224044107     1010    22700 SH       DEFINED 01 02               0    22700        0
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COX RADIO INC                  COM              224051102      632    30099 SH       DEFINED 01              30099        0        0
CRANE CO.                      COM              224399105    20734   795930 SH       DEFINED 01             795930        0        0
CRANE CO.                      COM              224399105      354    13590 SH       DEFINED 01 03               0    13590        0
CRANE CO.                      COM              224399105      406    15620 SH       DEFINED 01 05               0    15620        0
CRAWFORD & CO                  COM              224633107        2      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS COR           COM              225302108       32     1551 SH       DEFINED 01               1551        0        0
CREDIT SUISSE GROUP            COM              225400993    45342   256173 SH       DEFINED 01             256173        0        0
CREDIT SUISSE GROUP            COM              225400993    61320   346439 SH       DEFINED 01 05               0   346439        0
CREE INC                       COM              225447101       19     1288 SH       DEFINED 01               1288        0        0
CRESCENT                       COM              225756105    45744  2015186 SH       DEFINED 01            2015186        0        0
CRESCENT                       COM              225756105      935    41200 SH       DEFINED 01 03               0    41200        0
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CRH                            COM              226530996     1706   110641 SH       DEFINED 01 03               0   110641        0
CK WITCO CORPORATION           COM              227116100       33     2915 SH       DEFINED 01               2915        0        0
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CROSSROADS SYSTEMS             COM              22765D100        1      132 SH       DEFINED 01                132        0        0
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CROWN CORK & SEAL              COM              228255105        1      295 SH       DEFINED 01 02               0      295        0
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CROWN MEDIA HOLDINGS           COM              228411104      255    13400 SH       DEFINED 01              13400        0        0
CRYOLIFE                       COM              228903100     1464    56452 SH       DEFINED 01              56452        0        0
CUBIST PHARMACEUTICA           COM              229678107       85     3488 SH       DEFINED 01               3488        0        0
CULLEN FROST BANKERS           COM              229899109    12410   362312 SH       DEFINED 01             362312        0        0
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CURATIVE TECHNOLOGIE           COM              231264102      136    23779 SH       DEFINED 01              23779        0        0
CURIS INC                      COM              231269XX4     2777   750000 SH       DEFINED 01 05               0   750000        0
CURAGEN CORP                   COM              23126R101        5      216 SH       DEFINED 01                216        0        0
CYBEAR GROUP                   COM              23243C102        0       14 SH       DEFINED 01                 14        0        0
CYBER-CARE INC                 COM              23243T105        0      133 SH       DEFINED 01                133        0        0
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CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS INC COM                 COM              232560102      610    81678 SH       DEFINED 01              81678        0        0
CYMER INC                      COM              232572107     1992    92093 SH       DEFINED 01              92093        0        0
CYMER INC                      COM              232572107        5      250 SH       DEFINED 01 02               0      250        0
CYPRESS COMM INC               COM              232743104        0       80 SH       DEFINED 01                 80        0        0
CYPRESS SEMICONDCTR            COM              232806109      669    37736 SH       DEFINED 01              37736        0        0
CYRK INC                       COM              232817106       97    48542 SH       DEFINED 01              48542        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDUSTRIES               COM              232820100     4468   139527 SH       DEFINED 01             139527        0        0
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CYTOGEN CORP                   COM              232824102        1      242 SH       DEFINED 01                242        0        0
CESKE ENERGETICKE ZA           COM              232900993     3111  1199176 SH       DEFINED 01            1199176        0        0
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CYTYC CORP                     COM              232946103    15797   957396 SH       DEFINED 01             957396        0        0
CYTYC CORP                     COM              232946103      114     6889 SH       DEFINED 01 02               0     6889        0
CYTYC CORP                     COM              232946103    17355  1051800 SH       DEFINED 01 05               0  1051800        0
DDI CORP                       COM              233162106       66     3924 SH       DEFINED 01               3924        0        0
DMC STRATEX NETWORKS           COM              23322L106        2      240 SH       DEFINED 01 02               0      240        0
DMC STRATEX NETWORKS INC       COM              23322L106     4082   491779 SH       DEFINED 01             491779        0        0
DMC STRATEX NETWORKS INC       COM              23322L106       72     8644 SH       DEFINED 01 05               0     8644        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 1                1758        0        0
DPL INCSTOCK                   COM              233293109       88     3131 SH       DEFINED 01               3131        0        0
DQE                            COM              23329J104       40     1381 SH       DEFINED 01               1381        0        0
D R HORTON INC                 COM              23331A109    10961   518203 SH       DEFINED 01             518203        0        0
D R HORTON INC                 COM              23331A109        7      326 SH       DEFINED 01 02               0      326        0
D R HORTON INC                 COM              23331A109      238    11239 SH       DEFINED 01 05               0    11239        0
DST SYSTEMS                    COM              233326107    35198   730382 SH       DEFINED 01             730382        0        0
DST SYSTEMS                    COM              233326107   131048  2719318 SH       DEFINED 01 02               0  2719318        0
DST SYSTEMS                    COM              233326107     3946    81870 SH       DEFINED 01 03               0    81870        0
DSP GROUP                      COM              23332B106       10      704 SH       DEFINED 01                704        0        0
DSP GROUP                      COM              23332B106        3      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY COMPANY             COM              233331107    43855  1101894 SH       DEFINED 01            1101894        0        0
DTE ENERGY COMPANY             COM              233331107     1393    35000 SH       DEFINED 01 03               0    35000        0
DTE ENERGY COMPANY             COM              233331107       19      469 SH       DEFINED 01 05               0      469        0
DAIRY MART WARRANTS            COM              2338602*5        4   362999 SH       DEFINED 01             362999        0        0
DAIRY MART WARRANTS            COM              2338602*5        0    10000 SH       DEFINED 01 05               0    10000        0
DAL-TILE INTERNATION           COM              23426R108     2797   185830 SH       DEFINED 01             185830        0        0
DAL-TILE INTERNATION           COM              23426R108        5      300 SH       DEFINED 01 02               0      300        0
DAL-TILE INTERNATION           COM              23426R108      116     7700 SH       DEFINED 01 05               0     7700        0
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DALLAS SEMICONDUCTOR           COM              235204104     1797    69100 SH       DEFINED 01 03               0    69100        0
DANA CORP                      COM              235811106       32     1898 SH       DEFINED 01               1898        0        0
DANA CORP                      COM              235811106      558    32508 SH       DEFINED 01 03               0    32508        0
DANA CORP                      COM              235811106        8      486 SH       DEFINED 01 05               0      486        0
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DATA RETURN CORP               COM              23785M104        0       98 SH       DEFINED 01                 98        0        0
DATASCOPE                      COM              238113104     1617    44693 SH       DEFINED 01              44693        0        0
DAVITA INC                     COM              23918K108       74     4359 SH       DEFINED 01               4359        0        0
DAVITA INC                     COM              23918K108        3      200 SH       DEFINED 01 02               0      200        0
DAVOX CORP                     COM              239208101      440    38668 SH       DEFINED 01              38668        0        0
DEAN FOODS                     COM              242361103       30      897 SH       DEFINED 01                897        0        0
DEERE & COMPANY                COM              244199105      920    25296 SH       DEFINED 01              25296        0        0
DEERE & COMPANY                COM              244199105     2158    59371 SH       DEFINED 01 03               0    59371        0
DEERE & COMPANY                COM              244199105       28      772 SH       DEFINED 01 05               0      772        0
DEL MONTE FOODS CO             COM              24522P103        1      139 SH       DEFINED 01                139        0        0
DELHAIZE AMERICA INC           COM              246688105        9      439 SH       DEFINED 01                439        0        0
DELIA*S CORPORATION-A          COM              24688Q101       92    23400 SH       DEFINED 01              23400        0        0
DELL COMPUTER CORP             COM              247025109     5754   224000 SH       DEFINED 01                  0   224000        0
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DELPHI FINANCIAL GRP           COM              247131105     1811    61193 SH       DEFINED 01              61193        0        0
DELTA & PINE LAND CO           COM              247357106     6190   256829 SH       DEFINED 01             256829        0        0
DELTA & PINE LAND CO           COM              247357106        5      200 SH       DEFINED 01 02               0      200        0
DELTA & PINE LAND CO           COM              247357106      116     4800 SH       DEFINED 01 05               0     4800        0
DELTA AIR LINES                COM              247361108    16218   410582 SH       DEFINED 01             410582        0        0
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DELTA GOLD ORD AU;DGD          COM              247800998      549  1000000 SH       DEFINED 01            1000000        0        0
DELTIC TIMBER CORP             COM              247850100      733    36221 SH       DEFINED 01              36221        0        0
DELUXE CORPORATION             COM              248019101     4646   196271 SH       DEFINED 01             196271        0        0
DELUXE CORPORATION             COM              248019101      369    15587 SH       DEFINED 01 03               0    15587        0
DELUXE CORPORATION             COM              248019101        6      238 SH       DEFINED 01 05               0      238        0
DENDRITE                       COM              248239105    12892   920865 SH       DEFINED 01             920865        0        0
DENDRITE                       COM              248239105    17707  1264705 SH       DEFINED 01 02               0  1264705        0
DENDRITE                       COM              248239105     1490   106425 SH       DEFINED 01 03               0   106425        0
DENTSPLY INTERNATL I           COM              249030107       47     1307 SH       DEFINED 01               1307        0        0
DEPARTMENT 56                  COM              249509100      361    40541 SH       DEFINED 01              40541        0        0
DEUTSCHE BANK ORDS             COM              251525101    63189   825422 SH       DEFINED 01             825422        0        0
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DEVELOPERS DIV                 COM              251591103     1145    77844 SH       DEFINED 01              77844        0        0
DEVELOPERS DIV                 COM              251591103       78     5300 SH       DEFINED 01 05               0     5300        0
DEVON ENERGY                   COM              25179M103    24892   427703 SH       DEFINED 01             427703        0        0
DEVON ENERGY                   COM              25179M103    88324  1517580 SH       DEFINED 01 02               0  1517580        0
DEVON ENERGY                   COM              25179M103     5571    95723 SH       DEFINED 01 03               0    95723        0
DEVON ENERGY                   COM              25179M103       25      422 SH       DEFINED 01 05               0      422        0
DEVRY INC.                     COM              251893103    24092   801740 SH       DEFINED 01             801740        0        0
DEVRY INC.                     COM              251893103    96942  3225950 SH       DEFINED 01 02               0  3225950        0
DEVRY INC.                     COM              251893103     4035   134300 SH       DEFINED 01 03               0   134300        0
DIAGEO                         COM              252350996    22053  2194021 SH       DEFINED 01            2194021        0        0
DIAGEO                         COM              252350996    24902  2477423 SH       DEFINED 01 05               0  2477423        0
DIA DEXUS INC                  COM              252425996     6167   795698 SH       DEFINED 01             795698        0        0
DIA DEXUS INC                  COM              252425996    12333  1591398 SH       DEFINED 01 05               0  1591398        0
DIAGEO PLC - SPON ADR          COM              25243Q205    43281  1070000 SH       DEFINED 01            1070000        0        0
DIAGEO PLC - SPON ADR          COM              25243Q205     1019    25200 SH       DEFINED 01 03               0    25200        0
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DIAGNOSTIC PRODUCTS            COM              252450101      130     2500 SH       DEFINED 01 05               0     2500        0
DIAL CORP                      COM              25247D101       31     2505 SH       DEFINED 01               2505        0        0
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DIAMONDS TRUST SERIE           COM              252787106       56      567 SH       DEFINED 01 02               0      567        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106       18     1963 SH       DEFINED 01               1963        0        0
DIANON SYSTEMS INC             COM              252826102      233     7800 SH       DEFINED 01               7800        0        0
DIEBOLD INC.                   COM              253651103    11995   436832 SH       DEFINED 01             436832        0        0
DIEBOLD INC.                   COM              253651103      232     8440 SH       DEFINED 01 05               0     8440        0
DIGEX                          COM              253756100       22     1539 SH       DEFINED 01               1539        0        0
DIGI INTL INC COM              COM              253798102      266    45959 SH       DEFINED 01              45959        0        0
DIGITAL LIGHTWAVE              COM              253855100       45     2580 SH       DEFINED 01               2580        0        0
DIGITAL ISLAND                 COM              25385N101        1      395 SH       DEFINED 01                395        0        0
DIGITAL INSIGHT                COM              25385P106        1       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104        0       88 SH       DEFINED 01                 88        0        0
DIGITAS INC                    COM              25388K104        1      110 SH       DEFINED 01                110        0        0
DIGITAL THINK INC              COM              25388M100      685    65570 SH       DEFINED 01              65570        0        0
DIGITAL THINK INC              COM              25388M100        2      170 SH       DEFINED 01 02               0      170        0
DIME COMMUNITY                 COM              253922108        5      170 SH       DEFINED 01 02               0      170        0
DILLARDS INC-CL A              COM              254067101       30     1404 SH       DEFINED 01               1404        0        0
DILLARDS INC-CL A              COM              254067101      401    18257 SH       DEFINED 01 03               0    18257        0
DILLARDS INC-CL A              COM              254067101        7      302 SH       DEFINED 01 05               0      302        0
DIME BANCORP INC               COM              25429Q102      152     4628 SH       DEFINED 01               4628        0        0
DIMON INC                      COM              254394109     1037   134616 SH       DEFINED 01             134616        0        0
DIONEX                         COM              254546104     2105    66984 SH       DEFINED 01              66984        0        0
DISCOUNT AUTO PARTS            COM              254642101      386    50485 SH       DEFINED 01              50485        0        0
DISNEY WALT CO                 COM              254687106     5863   205000 SH       DEFINED 01                  0   205000        0
DISNEY WALT CO                 COM              254687106        6      226 SH       DEFINED 01 02               0      226        0
DISNEY WALT CO (HOLDING CO)    COM              254687106    23763   830888 SH       DEFINED 01             830888        0        0
DISNEY WALT CO (HOLDING CO)    COM              254687106    16853   589271 SH       DEFINED 01 03               0   589271        0
DISNEY WALT CO (HOLDING CO)    COM              254687106    70608  2468791 SH       DEFINED 01 05               0  2468791        0
DIRECT FOCUS INC               COM              254931108     3073   122900 SH       DEFINED 01             122900        0        0
DIRECT FOCUS INC               COM              254931108        6      225 SH       DEFINED 01 02               0      225        0
DIRECT FOCUS INC               COM              254931108      132     5300 SH       DEFINED 01 05               0     5300        0
DITECH COMMU CORP              COM              25500M103        2      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107        0       12 SH       DEFINED 01                 12        0        0
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DIVERSA - RESTRICTED           COM              255064990     7638   505000 SH       DEFINED 01 05               0   505000        0
THEROX INC                     PRF              256000XY1     3745   814130 SH       DEFINED 01             814130        0        0
THEROX INC                     PRF              256000XY1     6255  1359783 SH       DEFINED 01 05               0  1359783        0
DOBSON COMM CORP A             COM              256069105      817    49311 SH       DEFINED 01              49311        0        0
DOBSON COMM PIK PFD            PRF              256072505    10508    11179 SH       DEFINED 01              11179        0        0
DOBSON COMM PIK PFD            PRF              256072505     2129     2265 SH       DEFINED 01 05               0     2265        0
DOCENT INC                     COM              25608L106     2319   700000 SH       DEFINED 01 05               0   700000        0
DOCENT RESTRICTED              COM              25608L981       37    13936 SH       DEFINED 01 05               0    13936        0
DOCENT INC RESTRICTED          COM              25608L999      881   265957 SH       DEFINED 01 05               0   265957        0
DOCUMENTUM INC                 COM              256159104       37     3434 SH       DEFINED 01               3434        0        0
DR REDDYS LABS                 COM              256300997     2948   110193 SH       DEFINED 01             110193        0        0
DR REDDYS LABS                 COM              256300997       54     2003 SH       DEFINED 01 05               0     2003        0
DOLE FOOD CO INC               COM              256605106       22     1374 SH       DEFINED 01               1374        0        0
DOLLAR GENERAL                 COM              256669102     4171   204062 SH       DEFINED 01                  0   204062        0
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DOLLAR GENERAL                 COM              256669102     1667    81551 SH       DEFINED 01 03               0    81551        0
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DOLLAR THRIF AUTOMOT           COM              256743105      175     8500 SH       DEFINED 01 05               0     8500        0
DOLLAR TREE STORES INC         COM              256747106      533    27666 SH       DEFINED 01              27666        0        0
DOMINION RES INC VA            COM              25746U109    10380   161000 SH       DEFINED 01                  0   161000        0
DOMINION RES INC VA            COM              25746U109   194418  3015655 SH       DEFINED 01            3015655        0        0
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DOMINION RES INC VA            COM              25746U109     5667    87899 SH       DEFINED 01 03               0    87899        0
DOMINION RES INC VA            COM              25746U109    21619   335323 SH       DEFINED 01 05               0   335323        0
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DONALDSON CO                   COM              257651109       32     1196 SH       DEFINED 01               1196        0        0
DONNELLEY (RR)&SONS            COM              257867101    26787  1021652 SH       DEFINED 01            1021652        0        0
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DORAL FINANCIAL                COM              25811P100     2573    85754 SH       DEFINED 01              85754        0        0
DORAL FINANCIAL                COM              25811P100        8      270 SH       DEFINED 01 02               0      270        0
DORAL FINANCIAL                COM              25811P100      159     5300 SH       DEFINED 01 05               0     5300        0
DOUBLECLICK INC                COM              258609304        8      706 SH       DEFINED 01                706        0        0
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DOVER CORP                     COM              260003108     1794    50042 SH       DEFINED 01 03               0    50042        0
DOVER CORP                     COM              260003108      293     8184 SH       DEFINED 01 05               0     8184        0
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DOW JONES & CO                 COM              260561105       61     1162 SH       DEFINED 01               1162        0        0
DOW JONES & CO                 COM              260561105     1135    21681 SH       DEFINED 01 03               0    21681        0
DOW JONES & CO                 COM              260561105       15      288 SH       DEFINED 01 05               0      288        0
DOWNEY FINL CORP               COM              261018105     8558   188945 SH       DEFINED 01             188945        0        0
DOWNEY FINL CORP               COM              261018105        7      165 SH       DEFINED 01 02               0      165        0
DOWNEY FINL CORP               COM              261018105      168     3700 SH       DEFINED 01 05               0     3700        0
THE DRESS BARN                 COM              261570105     2973   126853 SH       DEFINED 01             126853        0        0
THE DRESS BARN                 COM              261570105        5      200 SH       DEFINED 01 02               0      200        0
THE DRESS BARN                 COM              261570105      108     4600 SH       DEFINED 01 05               0     4600        0
DREYERS GRAND ICE              COM              261878102       20      752 SH       DEFINED 01                752        0        0
DRIL QUIP INC                  COM              262037104     1327    55275 SH       DEFINED 01              55275        0        0
DRKOOP.COM INC                 COM              262098106        0      140 SH       DEFINED 01                140        0        0
DRUG STORE.COM                 COM              262241102        0       66 SH       DEFINED 01                 66        0        0
DSL.NET INC                    COM              262506108        0      274 SH       DEFINED 01                274        0        0
E I DUPONT                     COM              263534109   114764  2819740 SH       DEFINED 01            2819740        0        0
E I DUPONT                     COM              263534109      567    13950 SH       DEFINED 01 02               0    13950        0
E I DUPONT                     COM              263534109    13307   326968 SH       DEFINED 01 03               0   326968        0
E I DUPONT                     COM              263534109      864    21233 SH       DEFINED 01 05               0    21233        0
DUKE ENERGY CORP               COM              264399106     3761    88000 SH       DEFINED 01                  0    88000        0
DUKE ENERGY CORP               COM              264399106   403986  9452177 SH       DEFINED 01            9452177        0        0
DUKE ENERGY CORP               COM              264399106    33995   795457 SH       DEFINED 01 02               0   795457        0
DUKE ENERGY CORP               COM              264399106     9696   226857 SH       DEFINED 01 03               0   226857        0
DUKE ENERGY CORP               COM              264399106    96127  2249121 SH       DEFINED 01 05               0  2249121        0
DUKE ENERGY CVT PFD            PRF              264399585     9296   341100 SH       DEFINED 01             341100        0        0
DUKE ENERGY CVT PFD            PRF              264399585     3477   127600 SH       DEFINED 01 05               0   127600        0
DUKE-WEEKS REALTY CO           COM              264411505        4      182 SH       DEFINED 01                182        0        0
DUN & BRADSTREET CORP          COM              26483E100       52     2187 SH       DEFINED 01               2187        0        0
DUPONT PHOTO                   COM              26613X101     5102   116277 SH       DEFINED 01             116277        0        0
DUPONT PHOTO                   COM              26613X101        3       60 SH       DEFINED 01 02               0       60        0
DUPONT PHOTO                   COM              26613X101      105     2400 SH       DEFINED 01 05               0     2400        0
DYCOM INDUSTRIES               COM              267475101       18     1431 SH       DEFINED 01               1431        0        0
DYNEGY INC                     COM              26816Q101   156014  3058494 SH       DEFINED 01            3058494        0        0
DYNEGY INC                     COM              26816Q101    16953   332350 SH       DEFINED 01 02               0   332350        0
DYNEGY INC                     COM              26816Q101     6136   120281 SH       DEFINED 01 03               0   120281        0
DYNEGY INC                     COM              26816Q101    86750  1700664 SH       DEFINED 01 05               0  1700664        0
EGILITY PRVT PLCMT  PFD UNIT   PRF              268470994     5000  1444043 SH       DEFINED 01 05               0  1444043        0
EGL INC                        COM              268484102       31     1259 SH       DEFINED 01               1259        0        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC CORPORATION                COM              268648102    14083   479000 SH       DEFINED 01                  0   479000        0
EMC CORPORATION                COM              268648102   629701 21418368 SH       DEFINED 01           21418368        0        0
EMC CORPORATION                COM              268648102    21120   718389 SH       DEFINED 01 02               0   718389        0
EMC CORPORATION                COM              268648102    19306   656646 SH       DEFINED 01 03               0   656646        0
EMC CORPORATION                COM              268648102   150303  5112339 SH       DEFINED 01 05               0  5112339        0
EMC CORPORATION                COM              268648102     5371   182700 SH       DEFINED 11 12               0   182700        0
EMC CORPORATION                COM              268648102    47131  1603100 SH       DEFINED 11 12 13            0  1603100        0
AMERICAN INTERNATIONAL GROUP   COM              26874107      6127    76117 SH       DEFINED 11 12               0    76117        0
AMERICAN INTL GROUP            COM              26874107     31001   385107 SH       DEFINED 11 12 13            0   385107        0
ENSCO INTL INC                 COM              26874Q100    31620   903429 SH       DEFINED 01             903429        0        0
ENSCO INTL INC                 COM              26874Q100    57676  1647795 SH       DEFINED 01 02               0  1647795        0
ENSCO INTL INC                 COM              26874Q100     4322   123500 SH       DEFINED 01 03               0   123500        0
ENI SPA ORDS                   COM              26874R991    47025  7188683 SH       DEFINED 01            7188683        0        0
ENI SPA ORDS                   COM              26874R991     4726   722561 SH       DEFINED 01 03               0   722561        0
ENI SPA ORDS                   COM              26874R991    40244  6151972 SH       DEFINED 01 05               0  6151972        0
EOG RESOURCES INC              COM              26875P101    20678   501535 SH       DEFINED 01             501535        0        0
EOG RESOURCES INC              COM              26875P101     7432   180271 SH       DEFINED 01 02               0   180271        0
EOG RESOURCES INC              COM              26875P101     3375    81861 SH       DEFINED 01 03               0    81861        0
EOG RESOURCES INC              COM              26875P101       16      384 SH       DEFINED 01 05               0      384        0
E.PIPHANY INC                  COM              26881V100        5      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106      765   132994 SH       DEFINED 01             132994        0        0
E TRADE                        COM              269246104       55     7861 SH       DEFINED 01               7861        0        0
EARTHGRAINS                    COM              270319106     5184   243914 SH       DEFINED 01             243914        0        0
EARTHGRAINS                    COM              270319106        5      230 SH       DEFINED 01 02               0      230        0
EARTHGRAINS                    COM              270319106      142     6700 SH       DEFINED 01 05               0     6700        0
EARTHLINK INC                  COM              270321102      186    15359 SH       DEFINED 01              15359        0        0
EARTHWATCH 144A 12% CVT PFD SE COM              270324502      807   357031 SH       DEFINED 01             357031        0        0
EAST WEST BANCORP              COM              27579R104     4436   230370 SH       DEFINED 01             230370        0        0
EAST WEST BANCORP              COM              27579R104        4      230 SH       DEFINED 01 02               0      230        0
EAST WEST BANCORP              COM              27579R104      131     6800 SH       DEFINED 01 05               0     6800        0
EASTMAN CHEMICAL CO            COM              277432100     1155    23474 SH       DEFINED 01              23474        0        0
EASTMAN CHEMICAL CO            COM              277432100      878    17842 SH       DEFINED 01 03               0    17842        0
EASTMAN CHEMICAL CO            COM              277432100       12      252 SH       DEFINED 01 05               0      252        0
EASTMAN KODAK                  COM              277461109    41246  1033980 SH       DEFINED 01            1033980        0        0
EASTMAN KODAK                  COM              277461109     3909    98009 SH       DEFINED 01 03               0    98009        0
EASTMAN KODAK                  COM              277461109      442    11078 SH       DEFINED 01 05               0    11078        0
EATON CORP                     COM              278058102    12095   176570 SH       DEFINED 01             176570        0        0
EATON CORP                     COM              278058102     1153    16836 SH       DEFINED 01 03               0    16836        0
EATON CORP                     COM              278058102      248     3625 SH       DEFINED 01 05               0     3625        0
EATON VANCE                    COM              278265103     7623   245520 SH       DEFINED 01             245520        0        0
EATON VANCE                    COM              278265103       68     2200 SH       DEFINED 01 05               0     2200        0
EBAY INC                       COM              278642103      162     4493 SH       DEFINED 01               4493        0        0
ECHELON CORPORATION            COM              27874N105        1       53 SH       DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109     4991   180284 SH       DEFINED 01             180284        0        0
ECHOSTAR COMMUN CORP           COM              278762109        1       34 SH       DEFINED 01 02               0       34        0
ECLIPSYS CORP                  COM              278856109        3      132 SH       DEFINED 01                132        0        0
ECOLAB, INC.                   COM              278865100     1345    31686 SH       DEFINED 01              31686        0        0
ECOLAB, INC.                   COM              278865100     1319    31090 SH       DEFINED 01 03               0    31090        0
ECOLAB, INC.                   COM              278865100       18      418 SH       DEFINED 01 05               0      418        0
EDEN BIOSCIENCE CORP           COM              279445100       11      755 SH       DEFINED 01                755        0        0
EDGEWATER TECHNOLOGY INC       COM              280358102      155    37625 SH       DEFINED 01              37625        0        0
EDISON INTLK                   COM              281020107       55     4301 SH       DEFINED 01               4301        0        0
EDISON INTLK                   COM              281020107     1023    80920 SH       DEFINED 01 03               0    80920        0
EDISON INTLK                   COM              281020107       14     1072 SH       DEFINED 01 05               0     1072        0
EDISON SCHOOLS INC             COM              281033100      111     5476 SH       DEFINED 01               5476        0        0
EDISON SCHOOLS INC             COM              281033100     7088   350000 SH       DEFINED 01 05               0   350000        0
J D EDWARDS & CO               COM              281667105        2      239 SH       DEFINED 01                239        0        0
A.G. EDWARDS INC.              COM              281760108       72     1960 SH       DEFINED 01               1960        0        0
EDWARDS LIFESCIENCES           COM              28176E108        4      200 SH       DEFINED 01 02               0      200        0
EDWARDS LIFESCIENCES CORP      COM              28176E108       84     4292 SH       DEFINED 01               4292        0        0
EFFICIENT NETWORKS             COM              282056100        2       77 SH       DEFINED 01                 77        0        0
EFUNDS CORP                    COM              28224R101      100     5201 SH       DEFINED 01               5201        0        0
EGAIN COMMUN CORP              COM              28225C103        0       92 SH       DEFINED 01                 92        0        0
ABBOT LABORATORIES             COM              2824100      31150   660100 SH       DEFINED 11 12 13            0   660100        0
ABBOTT LABORATORIES            COM              2824100       6012   127400 SH       DEFINED 11 12               0   127400        0
ABBOTT LABORATORIES            COM              2824100         71     1500 SH       DEFINED 11 12 13            0     1500        0
EL PASO CORPORATION            COM              28336L109     4096    62730 SH       DEFINED 01                  0    62730        0
EL PASO CORPORATION            COM              28336L109   971178 14872551 SH       DEFINED 01           14872551        0        0
EL PASO CORPORATION            COM              28336L109      727    11117 SH       DEFINED 01 02               0    11117        0
EL PASO CORPORATION            COM              28336L109     9203   140933 SH       DEFINED 01 03               0   140933        0
EL PASO CORPORATION            COM              28336L109   203906  3122603 SH       DEFINED 01 05               0  3122603        0
EL PASO ELECTRIC               COM              283677854     5361   367135 SH       DEFINED 01             367135        0        0
EL PASO ELECTRIC               COM              283677854        6      410 SH       DEFINED 01 02               0      410        0
EL PASO ELECTRIC               COM              283677854      147    10065 SH       DEFINED 01 05               0    10065        0
ELAN CORP PLC ADR              COM              284131208     5957   114000 SH       DEFINED 01                  0   114000        0
ELAN CORP PLC ADR              COM              284131208    45013   861500 SH       DEFINED 01 05               0   861500        0
ELANTEC SEMICONDUCTO           COM              284155108     2303    86900 SH       DEFINED 01              86900        0        0
ELANTEC SEMICONDUCTO           COM              284155108        3      110 SH       DEFINED 01 02               0      110        0
ELANTEC SEMICONDUCTO           COM              284155108       83     3150 SH       DEFINED 01 05               0     3150        0
ELCOR CORP                     COM              284443108      812    58078 SH       DEFINED 01              58078        0        0
ELECTRO SCIENTIFIC             COM              285229100     4665   166252 SH       DEFINED 01             166252        0        0
ELECTRO SCIENTIFIC             COM              285229100        4      160 SH       DEFINED 01 02               0      160        0
ELECTRO SCIENTIFIC             COM              285229100       81     2900 SH       DEFINED 01 05               0     2900        0
ELECTROGLAS INC                COM              285324109     1036    62785 SH       DEFINED 01              62785        0        0
ELECTRONIC ARTS INC            COM              285512109    51306   945727 SH       DEFINED 01             945727        0        0
ELECTRONIC ARTS INC            COM              285512109       54     1000 SH       DEFINED 01 02               0     1000        0
ELECTRONIC ARTS INC            COM              285512109     8154   150300 SH       DEFINED 01 05               0   150300        0
ELECTRONIC DATA SYST           COM              285661104    35542   636272 SH       DEFINED 01             636272        0        0
ELECTRONIC DATA SYST           COM              285661104        2       27 SH       DEFINED 01 02               0       27        0
ELECTRONIC DATA SYST           COM              285661104     7108   127246 SH       DEFINED 01 03               0   127246        0
ELECTRONIC DATA SYST           COM              285661104      350     6268 SH       DEFINED 01 05               0     6268        0
ELECTRONIC IMAGING             COM              286082102        8      324 SH       DEFINED 01                324        0        0
ELOYALTY CORPORATION           COM              290151109      367   150711 SH       DEFINED 01             150711        0        0
EMACHINES INC                  COM              29076P102        0      440 SH       DEFINED 01                440        0        0
EMBARCADERO TECH               COM              290787100     2992   180000 SH       DEFINED 01             180000        0        0
EMBARCADERO TECH               COM              290787100       21     1267 SH       DEFINED 01 02               0     1267        0
EMBARCADERO TECH               COM              290787100     3180   191300 SH       DEFINED 01 05               0   191300        0
EMCOR CORP                     COM              290846104     1510    60224 SH       DEFINED 01              60224        0        0
EMCOR GROUP INC                COM              29084Q100        6      190 SH       DEFINED 01 02               0      190        0
EMERSON ELECTRIC               COM              291011104      351     5657 SH       DEFINED 01               5657        0        0
EMERSON ELECTRIC               COM              291011104      167     2690 SH       DEFINED 01 02               0     2690        0
EMERSON ELECTRIC               COM              291011104     6536   105482 SH       DEFINED 01 03               0   105482        0
EMERSON ELECTRIC               COM              291011104       87     1412 SH       DEFINED 01 05               0     1412        0
EMISPHERE                      COM              291345106        3      200 SH       DEFINED 01                200        0        0
EMMIS COMMUNICATIONS           COM              291525103      173     6853 SH       DEFINED 01               6853        0        0
EMPIRE DISTRICT ELEC           COM              291641108        3      150 SH       DEFINED 01 02               0      150        0
EMPIRE DISTRICT ELEC           COM              291641108    11132   595624 SH       DEFINED 01 03               0   595624        0
EMULEX                         COM              292475209    20415  1085164 SH       DEFINED 01            1085164        0        0
EMULEX                         COM              292475209      123     6556 SH       DEFINED 01 02               0     6556        0
EMULEX                         COM              292475209    24870  1322000 SH       DEFINED 01 05               0  1322000        0
ENERGEN                        COM              29265N108     4865   137836 SH       DEFINED 01             137836        0        0
ENERGEN                        COM              29265N108        7      210 SH       DEFINED 01 02               0      210        0
ENERGY EAST CORP               COM              29266M109       49     2829 SH       DEFINED 01               2829        0        0
ENERGIZER HOLDINGS INC         COM              29266R108       58     2311 SH       DEFINED 01               2311        0        0
ENERGY PARTNERS LTD            COM              29270U105        3      300 SH       DEFINED 01                300        0        0
ENERSIS SA ADR                 COM              29274F104     4672   278917 SH       DEFINED 01             278917        0        0
ENERSIS SA ADR                 COM              29274F104       81     4834 SH       DEFINED 01 05               0     4834        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD CORP                 COM              292845104       42     1613 SH       DEFINED 01               1613        0        0
ENGELHARD CORP                 COM              292845104      771    29830 SH       DEFINED 01 03               0    29830        0
ENGELHARD CORP                 COM              292845104       11      420 SH       DEFINED 01 05               0      420        0
ENGINEERED SUPPORT             COM              292866100     1240    64000 SH       DEFINED 01              64000        0        0
ENGINEERED SUPPORT             COM              292866100        1       40 SH       DEFINED 01 02               0       40        0
ENGINEERED SUPPORT             COM              292866100       50     2600 SH       DEFINED 01 05               0     2600        0
ENESCO GROUP INC               COM              292973104      271    40747 SH       DEFINED 01              40747        0        0
ENRON CORP                     COM              293561106    27341   470600 SH       DEFINED 01                  0   470600        0
ENRON CORP                     COM              293561106   596954 10274596 SH       DEFINED 01           10274596        0        0
ENRON CORP                     COM              293561106      641    11009 SH       DEFINED 01 02               0    11009        0
ENRON CORP                     COM              293561106    10732   184715 SH       DEFINED 01 03               0   184715        0
ENRON CORP                     COM              293561106   155369  2674158 SH       DEFINED 01 05               0  2674158        0
ENTERCOM COMMUNICATI           COM              293639100     1203    30631 SH       DEFINED 01              30631        0        0
ENTERGY CORP                   COM              29364G103    45518  1197843 SH       DEFINED 01            1197843        0        0
ENTERGY CORP                   COM              29364G103     2064    54315 SH       DEFINED 01 03               0    54315        0
ENTERGY CORP                   COM              29364G103       28      734 SH       DEFINED 01 05               0      734        0
ENTERPRISE PRODS PAR           COM              293792107        6      167 SH       DEFINED 01                167        0        0
ENTRAVISION COMMUNIC           COM              29382R107       76     7700 SH       DEFINED 01               7700        0        0
ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST TECHNOLOGIES           COM              293848107        1      169 SH       DEFINED 01                169        0        0
ENZON   INC                    COM              293904108     3599    75770 SH       DEFINED 01              75770        0        0
ENZON   INC                    COM              293904108        7      150 SH       DEFINED 01 02               0      150        0
ENZON   INC                    COM              293904108      122     2570 SH       DEFINED 01 05               0     2570        0
ENZO BIOCHEM                   COM              294100102     1369    81590 SH       DEFINED 01              81590        0        0
Epimmune Inc                   COM              29425Y101       55    20310 SH       DEFINED 1               20310        0        0
ECM FUND / CORP LPI  11.918 UN COM              294300XX1     1854  2156687 SH       DEFINED 01            2156687        0        0
EPRESENCE INC                  COM              294348107      326    71458 SH       DEFINED 01              71458        0        0
EQUANT               ENT/$     COM              294409107    11688   485000 SH       DEFINED 01 05               0   485000        0
EQUIFAX INC                    COM              294429105     2290    73295 SH       DEFINED 01              73295        0        0
EQUIFAX INC                    COM              294429105     1228    39280 SH       DEFINED 01 03               0    39280        0
EQUIFAX INC                    COM              294429105     6890   220466 SH       DEFINED 01 05               0   220466        0
EQUINIX INC                    COM              29444U106     1437  1150000 SH       DEFINED 01            1150000        0        0
EQUINIX INC                    COM              29444U106        9     6845 SH       DEFINED 01 02               0     6845        0
EQUINIX INC                    COM              29444U106     1917  1533400 SH       DEFINED 01 05               0  1533400        0
EQUINIX INC WTS EXP 12/01/2007 COM              29444U114      651     9300 SH       DEFINED 01               9300        0        0
EQUINIX INC WTS EXP 12/01/2007 COM              29444U114     1449    20700 SH       DEFINED 01 05               0    20700        0
EQUINIX INC RESTRICTED         COM              29444U999      299   265251 SH       DEFINED 01             265251        0        0
EQUINIX INC RESTRICTED         COM              29444U999      447   397878 SH       DEFINED 01 05               0   397878        0
EQUITABLE RESOURCES            COM              294549100    88402  1281201 SH       DEFINED 01            1281201        0        0
EQUITABLE RESOURCES            COM              294549100     5720    82899 SH       DEFINED 01 05               0    82899        0
EQUITY OFFICE                  COM              294741103     1278    45643 SH       DEFINED 01              45643        0        0
EQUITY RESIDENTIAL             COM              29476L107    30737   590777 SH       DEFINED 01             590777        0        0
EQUITY RESIDENTIAL             COM              29476L107      546    10500 SH       DEFINED 01 03               0    10500        0
EQUITY RESIDENTIAL             COM              29476L107      356     6837 SH       DEFINED 01 05               0     6837        0
ERICSSON LM B ADR              COM              294821400     5699  1018820 SH       DEFINED 01            1018820        0        0
ERICSSON LM B ADR              COM              294821400      268    48000 SH       DEFINED 01 02               0    48000        0
ERICSSON LM B ADR              COM              294821400      153    27400 SH       DEFINED 01 05               0    27400        0
ERIE INDTY CO                  COM              29530P102       10      336 SH       DEFINED 01                336        0        0
ESCO TECHNOLOGIES              COM              296315104        4      170 SH       DEFINED 01 02               0      170        0
ESPERION THERAPEUTIC           COM              29664R106      200    29600 SH       DEFINED 01              29600        0        0
ESSEX PROP TRUST               COM              297178105     1348    28061 SH       DEFINED 01              28061        0        0
ESSEX PROP TRUST               COM              297178105       86     1800 SH       DEFINED 01 05               0     1800        0
ESTERLINE CORP                 COM              297425100     4977   228784 SH       DEFINED 01             228784        0        0
ESTERLINE CORP                 COM              297425100        5      230 SH       DEFINED 01 02               0      230        0
ESTERLINE CORP                 COM              297425100      136     6250 SH       DEFINED 01 05               0     6250        0
ETHAN ALLEN                    COM              297602104      608    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN                    COM              297602104    74438  2203609 SH       DEFINED 01            2203609        0        0
ETHAN ALLEN                    COM              297602104        7      200 SH       DEFINED 01 02               0      200        0
ETHAN ALLEN                    COM              297602104     1941    57461 SH       DEFINED 01 05               0    57461        0
ETOYS INC                      COM              297862104        0      179 SH       DEFINED 01                179        0        0
EVERGREEN RESOURCES            COM              299900308      117     3100 SH       DEFINED 01               3100        0        0
EVOICE SER D CVT PFD           PRF              300200XX5     4515  4022475 SH       DEFINED 01            4022475        0        0
EVOICE SER D CVT PFD           PRF              300200XX5     5496  4896540 SH       DEFINED 01 05               0  4896540        0
EXABYTE CORP                   COM              300615101      100    69891 SH       DEFINED 01              69891        0        0
EXACT SCIENCES CORP            COM              30063P105     2288   300000 SH       DEFINED 01 05               0   300000        0
EXAR CORP                      COM              300645108     2837   144588 SH       DEFINED 01             144588        0        0
EXAR CORP                      COM              300645108        4      220 SH       DEFINED 01 02               0      220        0
EXAR CORP                      COM              300645108      109     5550 SH       DEFINED 01 05               0     5550        0
EXCHANGE APPLICATION           COM              300867108        0       90 SH       DEFINED 01                 90        0        0
EXELON CORP                    COM              30161N101   135293  2062391 SH       DEFINED 01            2062391        0        0
EXELON CORP                    COM              30161N101     5190    79116 SH       DEFINED 01 03               0    79116        0
EXELON CORP                    COM              30161N101       69     1048 SH       DEFINED 01 05               0     1048        0
EXELIXIS INC                   COM              30161Q104        1      126 SH       DEFINED 01                126        0        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4     7817 19500000 PRN      DEFINED 01 02               0        0 19500000
EXODUS COMMUNICATION           COM              302088109      135    12542 SH       DEFINED 01              12542        0        0
EXODUS COMMUNICATION           COM              302088109        2      240 SH       DEFINED 01 02               0      240        0
EXPEDIA INC CL A               COM              302125109        1       86 SH       DEFINED 01                 86        0        0
EXPEDITORS INTL WASH           COM              302130109     9843   195140 SH       DEFINED 01             195140        0        0
EXPEDITORS INTL WASH           COM              302130109       45      900 SH       DEFINED 01 02               0      900        0
EXPEDITORS INTL WASH           COM              302130109     7772   154100 SH       DEFINED 01 05               0   154100        0
EXPRESS SCRIPT                 COM              302182100    59301   684136 SH       DEFINED 01             684136        0        0
EXPRESS SCRIPT                 COM              302182100     2031    23449 SH       DEFINED 01 02               0    23449        0
EXPRESS SCRIPT                 COM              302182100     2696    31100 SH       DEFINED 01 03               0    31100        0
EXPRESS SCRIPT                 COM              302182100    43253   499000 SH       DEFINED 01 05               0   499000        0
EXTENDED STAY AMERIC           COM              30224P101        6      430 SH       DEFINED 01 02               0      430        0
EXTENDED STAY AMERIC STAY      COM              30224P101     2603   173560 SH       DEFINED 01             173560        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101    33160  2210700 SH       DEFINED 01 05               0  2210700        0
EXTREME NETWORKS INC           COM              30226D106    33102  2176232 SH       DEFINED 01            2176232        0        0
EXTREME NETWORKS INC           COM              30226D106       91     5965 SH       DEFINED 01 02               0     5965        0
EXTREME NETWORKS INC           COM              30226D106    19402  1275624 SH       DEFINED 01 05               0  1275624        0
EXXON MOBIL CORP               COM              30231G102     9801   121000 SH       DEFINED 01                  0   121000        0
EXXON MOBIL CORP               COM              30231G102    46324   571828 SH       DEFINED 01 02               0   571828        0
EXXON MOBIL CORPORATION        COM              30231G102  1234635 15242405 SH       DEFINED 01           15242405        0        0
EXXON MOBIL CORPORATION        COM              30231G102    74132   915212 SH       DEFINED 01 03               0   915212        0
EXXON MOBIL CORPORATION        COM              30231G102   249636  3081929 SH       DEFINED 01 05               0  3081929        0
F & M NATIONAL CORP            COM              302374103        3       74 SH       DEFINED 01                 74        0        0
FMC CORP                       COM              302491303       30      412 SH       DEFINED 01                412        0        0
FMC CORP                       COM              302491303      510     6926 SH       DEFINED 01 03               0     6926        0
FMC CORP                       COM              302491303        7      100 SH       DEFINED 01 05               0      100        0
FBN CORP                       COM              302520101        2       81 SH       DEFINED 01                 81        0        0
FPL GROUP INC.                 COM              302571104      143     2337 SH       DEFINED 01               2337        0        0
FPL GROUP INC.                 COM              302571104     2799    45663 SH       DEFINED 01 03               0    45663        0
FPL GROUP INC.                 COM              302571104       36      582 SH       DEFINED 01 05               0      582        0
FYI INC.                       COM              302712104     1626    48629 SH       DEFINED 01              48629        0        0
FACTORY 2 U STORES             COM              303072102     1155    42288 SH       DEFINED 01              42288        0        0
FACTSET RESEARCH               COM              303075105     3828   126751 SH       DEFINED 01             126751        0        0
FACTSET RESEARCH               COM              303075105        2       75 SH       DEFINED 01 02               0       75        0
FACTSET RESEARCH               COM              303075105       42     1400 SH       DEFINED 01 05               0     1400        0
FAIR ISAAC & CO INC            COM              303250104    20087   343307 SH       DEFINED 01             343307        0        0
FAIR ISAAC & CO INC            COM              303250104     1277    21840 SH       DEFINED 01 02               0    21840        0
FAIR ISAAC & CO INC            COM              303250104     1972    33700 SH       DEFINED 01 03               0    33700        0
FAIRCHILD SEMICONDUC           COM              303726103        6      419 SH       DEFINED 01                419        0        0
FAIRFIELD COMMUNITIE           COM              304231301        3      170 SH       DEFINED 01                170        0        0
FAMILY DLR STORES              COM              307000109      106     4138 SH       DEFINED 01               4138        0        0
AMGEN                          COM              31162100       313     5200 SH       DEFINED 11 12               0     5200        0
FASTENAL CO                    COM              311900104    35029   642731 SH       DEFINED 01             642731        0        0
FASTENAL CO                    COM              311900104    43206   792756 SH       DEFINED 01 02               0   792756        0
FASTENAL CO                    COM              311900104     4177    76650 SH       DEFINED 01 03               0    76650        0
FEDDERS USA INC.               COM              313135105      541    96567 SH       DEFINED 01              96567        0        0
FREDDIE MAC                    COM              313400301     5316    82000 SH       DEFINED 01                  0    82000        0
FREDDIE MAC                    COM              313400301    14932   230324 SH       DEFINED 01             230324        0        0
FREDDIE MAC                    COM              313400301    13080   201756 SH       DEFINED 01 03               0   201756        0
FREDDIE MAC                    COM              313400301     8703   134238 SH       DEFINED 01 05               0   134238        0
FEDERAL MOGUL                  COM              313549107        1      230 SH       DEFINED 01                230        0        0
FED. NAT.MORTGAGE              COM              313586109     6160    77392 SH       DEFINED 11 12               0    77392        0
FED.NAT.MORTGAGE               COM              313586109    34817   437394 SH       DEFINED 11 12 13            0   437394        0
FEDERAL NATL MTGE              COM              313586109     8358   105000 SH       DEFINED 01                  0   105000        0
FEDERAL NATL MTGE              COM              313586109   496572  6238349 SH       DEFINED 01            6238349        0        0
FEDERAL NATL MTGE              COM              313586109   109356  1373749 SH       DEFINED 01 02               0  1373749        0
FEDERAL NATL MTGE              COM              313586109    23864   299791 SH       DEFINED 01 03               0   299791        0
FEDERAL NATL MTGE              COM              313586109   154135  1936366 SH       DEFINED 01 05               0  1936366        0
FEDERAL SIGNAL CORP            COM              313855108       22     1128 SH       DEFINED 01               1128        0        0
FEDERATED DPT STORES           COM              31410H101    53631  1290741 SH       DEFINED 01            1290741        0        0
FEDERATED DPT STORES           COM              31410H101     2844    68453 SH       DEFINED 01 03               0    68453        0
FEDERATED DPT STORES           COM              31410H101       27      653 SH       DEFINED 01 05               0      653        0
Federated Department Stores In COM              31410J107        2       75 SH       DEFINED 1                   0       75        0
FEDERATED INVESTORS            COM              314211103        6      196 SH       DEFINED 01                196        0        0
FEDEX CORPORATION              COM              31428X106      165     3957 SH       DEFINED 01               3957        0        0
FEDEX CORPORATION              COM              31428X106     3042    72979 SH       DEFINED 01 03               0    72979        0
FEDEX CORPORATION              COM              31428X106       41      975 SH       DEFINED 01 05               0      975        0
FELCOR LODGING TRUST           COM              31430F101        6      266 SH       DEFINED 01                266        0        0
FERRO CORP                     COM              315405100       18      873 SH       DEFINED 01                873        0        0
FERRO CORP                     COM              315405100        5      230 SH       DEFINED 01 02               0      230        0
F5 NETWORKS INC                COM              315616102        0       88 SH       DEFINED 01                 88        0        0
FIBERNET TELECOM GROUP IN      COM              315653105      108    40000 SH       DEFINED 01              40000        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1     5000  1113586 SH       DEFINED 01            1113586        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NAT FINL              COM              316326107    40288  1504966 SH       DEFINED 01            1504966        0        0
FIDELITY NAT FINL              COM              316326107      214     8010 SH       DEFINED 01 02               0     8010        0
FIDELITY NAT FINL              COM              316326107    31700  1184150 SH       DEFINED 01 05               0  1184150        0
FIFTH THIRD BANCORP            COM              316773100     9947   186142 SH       DEFINED 01             186142        0        0
FIFTH THIRD BANCORP            COM              316773100      262     4900 SH       DEFINED 01 02               0     4900        0
FIFTH THIRD BANCORP            COM              316773100     6181   115663 SH       DEFINED 01 03               0   115663        0
FIFTH THIRD BANCORP            COM              316773100    13442   251532 SH       DEFINED 01 05               0   251532        0
FILENET CORP                   COM              316869106     3014   192106 SH       DEFINED 01             192106        0        0
FILENET CORP                   COM              316869106        3      160 SH       DEFINED 01 02               0      160        0
FILENET CORP                   COM              316869106       51     3250 SH       DEFINED 01 05               0     3250        0
FINISAR CORP                   COM              31787A101    32238  3360177 SH       DEFINED 01            3360177        0        0
FINISAR CORP                   COM              31787A101    14237  1483700 SH       DEFINED 01 02               0  1483700        0
FINISAR CORP                   COM              31787A101      767    80000 SH       DEFINED 01 03               0    80000        0
FINISAR CORP                   COM              31787A101    12423  1294900 SH       DEFINED 01 05               0  1294900        0
FINOVA GROUP INC.              COM              317928109        1      293 SH       DEFINED 01                293        0        0
FIREPOND INC                   COM              318224102        0       53 SH       DEFINED 01                 53        0        0
FIRST AMERICAN CORP            COM              318522307        3      125 SH       DEFINED 01 02               0      125        0
FIRST AMERICAN CORPORATION     COM              318522307     6463   248572 SH       DEFINED 01             248572        0        0
FIRST AMERICAN CORPORATION     COM              318522307       88     3400 SH       DEFINED 01 05               0     3400        0
FIRST BANCORP/PR               COM              318672102     2069    79894 SH       DEFINED 01              79894        0        0
FIRST BANCORP/PR               COM              318672102        5      200 SH       DEFINED 01 02               0      200        0
FIRST CITIZENS BANK            COM              31946M103        3       27 SH       DEFINED 01                 27        0        0
FIRST COMWLTH FINL P           COM              319829107        2      146 SH       DEFINED 01                146        0        0
FIRST DATA CORP                COM              319963104    89814  1504188 SH       DEFINED 01            1504188        0        0
FIRST DATA CORP                COM              319963104     8167   136786 SH       DEFINED 01 03               0   136786        0
FIRST DATA CORP                COM              319963104      826    13831 SH       DEFINED 01 05               0    13831        0
FIRST FINL BANCORP             COM              320209109        2      101 SH       DEFINED 01                101        0        0
FIRST INDUSTRIAL REL           COM              32054K103        9      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104     5883   208993 SH       DEFINED 01             208993        0        0
FIRST MIDWEST BANC             COM              320867104        5      190 SH       DEFINED 01 02               0      190        0
FIRST MIDWEST BANC             COM              320867104       70     2469 SH       DEFINED 01 05               0     2469        0
FIRST HEALTH GROUP             COM              320960107      189     4307 SH       DEFINED 01               4307        0        0
FIRST SOURCE CORP              COM              336901103        1       72 SH       DEFINED 01                 72        0        0
FIRST TN NAT`L CORP            COM              337162101       96     3110 SH       DEFINED 01               3110        0        0
UTS 1ST TR AD #041-M           COM              33732A194        4       25 SH       DEFINED 01 02               0       25        0
FIRST UNION CORP               COM              337358105     4163   126165 SH       DEFINED 01                  0   126165        0
FIRST UNION CORP               COM              337358105    16431   497935 SH       DEFINED 01             497935        0        0
FIRST UNION CORP               COM              337358105       38     1160 SH       DEFINED 01 02               0     1160        0
FIRST UNION CORP               COM              337358105     8827   267501 SH       DEFINED 01 03               0   267501        0
FIRST UNION CORP               COM              337358105      106     3225 SH       DEFINED 01 05               0     3225        0
FIRST VIRGINIA BANK            COM              337477103     1306    30121 SH       DEFINED 01              30121        0        0
FISERV INC                     COM              337738108      809    18000 SH       DEFINED 01                  0    18000        0
FISERV INC                     COM              337738108    58604  1304112 SH       DEFINED 01            1304112        0        0
FISERV INC                     COM              337738108     3064    68173 SH       DEFINED 01 02               0    68173        0
FISERV INC                     COM              337738108     4316    96037 SH       DEFINED 01 03               0    96037        0
FISERV INC                     COM              337738108    18955   421800 SH       DEFINED 01 05               0   421800        0
FIRSTFED FINL CORP             COM              337907109     3860   137820 SH       DEFINED 01             137820        0        0
FIRSTFED FINL CORP             COM              337907109        6      200 SH       DEFINED 01 02               0      200        0
FIRSTFED FINL CORP             COM              337907109      148     5300 SH       DEFINED 01 05               0     5300        0
FIRSTMERIT CORP                COM              337915102       57     2195 SH       DEFINED 01               2195        0        0
FIRSTENERGY CORP               COM              337932107     1954    69983 SH       DEFINED 01              69983        0        0
FIRSTENERGY CORP               COM              337932107     1521    54466 SH       DEFINED 01 03               0    54466        0
FIRSTENERGY CORP               COM              337932107       21      742 SH       DEFINED 01 05               0      742        0
FISHER SCIENTIFIC IN           COM              338032204        4      115 SH       DEFINED 01                115        0        0
FLEETBOSTON FINANCIAL CORPORAT COM              339030108   304895  8076643 SH       DEFINED 01            8076643        0        0
FLEETBOSTON FINANCIAL CORPORAT COM              339030108    14661   388367 SH       DEFINED 01 03               0   388367        0
FLEETBOSTON FINANCIAL CORPORAT COM              339030108     9008   238590 SH       DEFINED 01 05               0   238590        0
FLEETBOSTON FINL CO            COM              339030108   136750  3622279 SH       DEFINED 01 02               0  3622279        0
FLEETWOOD ENTERPRISE           COM              339099103      896    99055 SH       DEFINED 01              99055        0        0
FLEMING CO                     COM              339130106     3043   119578 SH       DEFINED 01             119578        0        0
FL EAST COAST RY CO            COM              340632108        3       82 SH       DEFINED 01                 82        0        0
FLORIDA ROCK                   COM              341140101     2217    56204 SH       DEFINED 01              56204        0        0
FLUOR CORP (NEW)               COM              343412102    26741   600936 SH       DEFINED 01             600936        0        0
FLUOR CORP (NEW)               COM              343412102      852    19157 SH       DEFINED 01 03               0    19157        0
FLUOR CORP (NEW)               COM              343412102      530    11903 SH       DEFINED 01 05               0    11903        0
FLOW SYSTEMS                   COM              343468104      470    44715 SH       DEFINED 01              44715        0        0
FLOWERS FOODS INC              COM              343498101        2       77 SH       DEFINED 01                 77        0        0
FLOWSERVE CORP                 COM              34354P105       22      973 SH       DEFINED 01                973        0        0
FOCAL COM                      COM              344155106        1      121 SH       DEFINED 01                121        0        0
FOOTSTAR INC                   COM              344912100     5106   127171 SH       DEFINED 01             127171        0        0
FOOTSTAR INC                   COM              344912100        5      120 SH       DEFINED 01 02               0      120        0
FOOTSTAR INC                   COM              344912100      100     2500 SH       DEFINED 01 05               0     2500        0
FORD MOTOR CO                  COM              345370860    88778  3157142 SH       DEFINED 01            3157142        0        0
FORD MOTOR CO                  COM              345370860       48     1711 SH       DEFINED 01 02               0     1711        0
FORD MOTOR CO                  COM              345370860    14618   519837 SH       DEFINED 01 03               0   519837        0
FORD MOTOR CO                  COM              345370860      834    29675 SH       DEFINED 01 05               0    29675        0
FOREST CITY ENTERPRI           COM              345550107        4       89 SH       DEFINED 01                 89        0        0
FOREST LABS                    COM              345838106    20102   339322 SH       DEFINED 01             339322        0        0
FOREST LABS                    COM              345838106      234     3958 SH       DEFINED 01 02               0     3958        0
FOREST LABS                    COM              345838106     2543    42933 SH       DEFINED 01 03               0    42933        0
FOREST LABS                    COM              345838106    28742   485177 SH       DEFINED 01 05               0   485177        0
FOREST OIL CORP                COM              346091705     1225    41005 SH       DEFINED 01              41005        0        0
FOREST OIL CORP                COM              346091705        2       70 SH       DEFINED 01 02               0       70        0
FOREST OIL CORP                COM              346091705       81     2700 SH       DEFINED 01 05               0     2700        0
FORRESTER                      COM              346563109        2       80 SH       DEFINED 01 02               0       80        0
FORRESTER RESEARCH INC         COM              346563109      107     4500 SH       DEFINED 01               4500        0        0
GRANADA PLC                    COM              348900994      332   134840 SH       DEFINED 01 03               0   134840        0
FORTUNE BRANDS                 COM              349631101       71     2055 SH       DEFINED 01               2055        0        0
FORTUNE BRANDS                 COM              349631101     1242    36106 SH       DEFINED 01 03               0    36106        0
FORTUNE BRANDS                 COM              349631101       18      509 SH       DEFINED 01 05               0      509        0
FORWARD AIR CORP               COM              349853101     5365   164143 SH       DEFINED 01             164143        0        0
FORWARD AIR CORP               COM              349853101        4      110 SH       DEFINED 01 02               0      110        0
FORWARD AIR CORP               COM              349853101      127     3900 SH       DEFINED 01 05               0     3900        0
FOSSIL INC                     COM              349882100     1608    92589 SH       DEFINED 01              92589        0        0
FOSTER WHEELER                 COM              350244109     2213   123199 SH       DEFINED 01             123199        0        0
FOSTER'S BREWING GROUP         COM              350300992     2670  1062000 SH       DEFINED 01 03               0  1062000        0
FOUNDRY NETWORKS INC           COM              35063R100      342    45600 SH       DEFINED 01              45600        0        0
4KIDS ENTERTAINMENT            COM              350865101     1548   137359 SH       DEFINED 01             137359        0        0
4KIDS ENTERTAINMENT            COM              350865101       63     5600 SH       DEFINED 01 05               0     5600        0
FOUR SEASONS HOTELS            COM              35100E104     7424   150000 SH       DEFINED 01             150000        0        0
FOUR SEASONS HOTELS            COM              35100E104      538    10872 SH       DEFINED 01 02               0    10872        0
FOUR SEASONS HOTELS            COM              35100E104      762    15400 SH       DEFINED 01 03               0    15400        0
FOX ENTERTAINMENT GR           COM              35138T107        6      281 SH       DEFINED 01                281        0        0
FRANCHISE FINANCE              COM              351807102        9      375 SH       DEFINED 01                375        0        0
FRANKLIN COVEY CO              COM              353469109      505    62395 SH       DEFINED 01              62395        0        0
FRANKLIN RESOURCES             COM              354613101      126     3217 SH       DEFINED 01               3217        0        0
FRANKLIN RESOURCES             COM              354613101     2663    68095 SH       DEFINED 01 03               0    68095        0
FRANKLIN RESOURCES             COM              354613101       31      802 SH       DEFINED 01 05               0      802        0
FREEMARKETS INC                COM              356602102        2      182 SH       DEFINED 01                182        0        0
Freemarkets Inc                COM              356602102     8708   305414 SH       DEFINED 1                   0   305414        0
FREEPORT COPPER `B`            COM              35671D857     1331   102041 SH       DEFINED 01             102041        0        0
FREEPORT COPPER `B`            COM              35671D857      416    31869 SH       DEFINED 01 03               0    31869        0
FREEPORT COPPER `B`            COM              35671D857        6      488 SH       DEFINED 01 05               0      488        0
FREMONT GENERAL CORP           COM              357288109      820   211439 SH       DEFINED 01             211439        0        0
FRITZ                          COM              358846103     1215   111047 SH       DEFINED 01             111047        0        0
FRONTIER AIRLINES              COM              359065109     2278   186920 SH       DEFINED 01             186920        0        0
FRONTIER AIRLINES              COM              359065109        1      120 SH       DEFINED 01 02               0      120        0
FRONTIER AIRLINES              COM              359065109       62     5100 SH       DEFINED 01 05               0     5100        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTLINE CAPITAL GROUP        COM              35921N101        1      103 SH       DEFINED 01                103        0        0
FUELCELL ENERGY INC            COM              35952H106        3       59 SH       DEFINED 01                 59        0        0
FUJI HEAVY INDUSTRIES (7270)   COM              359555992     3927   590000 SH       DEFINED 01 03               0   590000        0
FULLER H B COMPANY             COM              359694106       14      353 SH       DEFINED 01                353        0        0
FULTON FINL CORP               COM              360271100     2146   105653 SH       DEFINED 01             105653        0        0
FULTON FINL CORP               COM              360271100        6      300 SH       DEFINED 01 02               0      300        0
FULTON FINL CORP               COM              360271100       93     4600 SH       DEFINED 01 05               0     4600        0
FURNITURE BRAND INTL           COM              360921100       30     1228 SH       DEFINED 01               1228        0        0
FURNITURE BRAND INTL           COM              360921100        5      200 SH       DEFINED 01 02               0      200        0
G&K SERVICES CL A              COM              361268105     1237    62059 SH       DEFINED 01              62059        0        0
GATX CORP                      COM              361448103       51     1197 SH       DEFINED 01               1197        0        0
GBC BANCORP/CALIFORN           COM              361475106     2396    84079 SH       DEFINED 01              84079        0        0
GBC BANCORP/CALIFORN           COM              361475106        4      155 SH       DEFINED 01 02               0      155        0
GBC BANCORP/CALIFORN           COM              361475106       71     2500 SH       DEFINED 01 05               0     2500        0
GABRIEL RESOURCES              COM              361970999     1262   750000 SH       DEFINED 01             750000        0        0
GPU INCSTOCK                   COM              36225X100       50     1541 SH       DEFINED 01               1541        0        0
GPU INCSTOCK                   COM              36225X100      953    29347 SH       DEFINED 01 03               0    29347        0
GPU INCSTOCK                   COM              36225X100       13      399 SH       DEFINED 01 05               0      399        0
GT GROUP TELECOME INC WTS EXP  COM              362359101      660    23540 SH       DEFINED 01              23540        0        0
GT GROUP TELECOME INC WTS EXP  COM              362359101      134     4765 SH       DEFINED 01 05               0     4765        0
GABLE RESIDENTIAL              COM              362418105     1995    68783 SH       DEFINED 01              68783        0        0
GABLE RESIDENTIAL              COM              362418105      122     4200 SH       DEFINED 01 05               0     4200        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALILEO INTL                   COM              363547100       50     2273 SH       DEFINED 01               2273        0        0
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GALLAGHER ARTHUR J             COM              363576109        9      320 SH       DEFINED 01 02               0      320        0
GALLAGHER ARTHUR J             COM              363576109      212     7660 SH       DEFINED 01 05               0     7660        0
GANNETT CO INC                 COM              364730101   206839  3463481 SH       DEFINED 01            3463481        0        0
GANNETT CO INC                 COM              364730101       83     1389 SH       DEFINED 01 02               0     1389        0
GANNETT CO INC                 COM              364730101     4541    76042 SH       DEFINED 01 03               0    76042        0
GANNETT CO INC                 COM              364730101    33861   566983 SH       DEFINED 01 05               0   566983        0
GAP INC.  THE                  COM              364760108    26515  1117820 SH       DEFINED 01            1117820        0        0
GAP INC.  THE                  COM              364760108     6955   293240 SH       DEFINED 01 02               0   293240        0
GAP INC.  THE                  COM              364760108     7302   307839 SH       DEFINED 01 03               0   307839        0
GAP INC.  THE                  COM              364760108    26149  1102397 SH       DEFINED 01 05               0  1102397        0
GARDNER DENVER INC   GARDNER D COM              365558105      909    46401 SH       DEFINED 01              46401        0        0
GARTNER GRP INC CL B           COM              366651206       15     2408 SH       DEFINED 01               2408        0        0
GATEWAY INC                    COM              367626108      740    44036 SH       DEFINED 01              44036        0        0
GATEWAY INC                    COM              367626108    33487  1992359 SH       DEFINED 01 02               0  1992359        0
GATEWAY INC                    COM              367626108     1507    89649 SH       DEFINED 01 03               0    89649        0
GATEWAY INC                    COM              367626108       18     1064 SH       DEFINED 01 05               0     1064        0
GAYLORD ENTERTAINMEN           COM              367905106        2       67 SH       DEFINED 01                 67        0        0
GAYLORD CONTAINER    CLASS A   COM              368145108     1160  1000000 SH       DEFINED 01            1000000        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      268     9311 SH       DEFINED 01               9311        0        0
GENCORP INC                    COM              368682100     1362   128221 SH       DEFINED 01             128221        0        0
GENE LOGIC INC                 COM              368689105        1       68 SH       DEFINED 01                 68        0        0
GENENTECH INC                  COM              368710406   175274  3470754 SH       DEFINED 01            3470754        0        0
GENENTECH INC                  COM              368710406      245     4850 SH       DEFINED 01 02               0     4850        0
GENENTECH INC                  COM              368710406    44388   878968 SH       DEFINED 01 05               0   878968        0
GEMINI INDS PRIV               COM              368990149     1357   245278 SH       DEFINED 01             245278        0        0
GEMINI INDS PRIV               COM              368990149      151    27253 SH       DEFINED 01 05               0    27253        0
GENRL  COMMUNICATION           COM              369385109     1421   157891 SH       DEFINED 01             157891        0        0
GENERAL DATACOMM IND           COM              369487103        2     5000 SH       DEFINED 01 02               0     5000        0
GENERAL DYNAMICS               COM              369550108      245     3900 SH       DEFINED 01 02               0     3900        0
GENERAL DYNAMICS CORP          COM              369550108     1614    25729 SH       DEFINED 01              25729        0        0
GENERAL DYNAMICS CORP          COM              369550108     3114    49631 SH       DEFINED 01 03               0    49631        0
GENERAL DYNAMICS CORP          COM              369550108       41      656 SH       DEFINED 01 05               0      656        0
GENERAL ELECTRIC               COM              369604103    39979   955068 SH       DEFINED 01                  0   955068        0
GENERAL ELECTRIC               COM              369604103  1277721 30523686 SH       DEFINED 01           30523686        0        0
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GENERAL ELECTRIC               COM              369604103    31142   743960 SH       DEFINED 11 12 13            0   743960        0
GENERAL ELECTRIC COMPANY       COM              369604103       88     2100 SH       DEFINED 11 12 13            0     2100        0
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GENERAL MILLS                  COM              370334104       40      930 SH       DEFINED 01 05               0      930        0
ASSICURAZIONI GENERALI ORD     COM              370336992     7947   251118 SH       DEFINED 01 03               0   251118        0
GENERAL MOTORS                 COM              370442105    49844   961305 SH       DEFINED 01             961305        0        0
GENERAL MOTORS                 COM              370442105     8257   159235 SH       DEFINED 01 03               0   159235        0
GENERAL MOTORS                 COM              370442105      635    12253 SH       DEFINED 01 05               0    12253        0
GENERAL MOTORS CL H            COM              370442832     3443   176594 SH       DEFINED 01             176594        0        0
GENERAL MOTORS CL H            COM              370442832        1       32 SH       DEFINED 01 02               0       32        0
GENERAL SEMICONDUCT            COM              370787103     1082   114277 SH       DEFINED 01             114277        0        0
GENESCO INC.                   COM              371532102     1777    64870 SH       DEFINED 01              64870        0        0
GENESCO INC.                   COM              371532102        4      160 SH       DEFINED 01 02               0      160        0
GENTEX CORP                    COM              371901109     2022    87395 SH       DEFINED 01              87395        0        0
GENTEX CORP                    COM              371901109    40025  1730790 SH       DEFINED 01 02               0  1730790        0
GENTEX CORP                    COM              371901109      550    23800 SH       DEFINED 01 03               0    23800        0
GENTEX CORP                    COM              371901109       72     3100 SH       DEFINED 01 05               0     3100        0
GENLYTE GROUP INC              COM              372302109        3      120 SH       DEFINED 01 02               0      120        0
GENRAD                         COM              372447102        1      118 SH       DEFINED 01                118        0        0
GENUINE PARTS                  COM              372460105     4082   157562 SH       DEFINED 01                  0   157562        0
GENUINE PARTS                  COM              372460105       57     2198 SH       DEFINED 01               2198        0        0
GENUINE PARTS                  COM              372460105     1066    41131 SH       DEFINED 01 03               0    41131        0
GENUINE PARTS                  COM              372460105       15      569 SH       DEFINED 01 05               0      569        0
GENTIVA HEALTH SERVICES        COM              37247A102        1       48 SH       DEFINED 01                 48        0        0
GENZYME CORP                   COM              372917104     2482    27479 SH       DEFINED 01              27479        0        0
GEORGIA GULF CORP              COM              373200203     5133   294837 SH       DEFINED 01             294837        0        0
GEORGIA GULF CORP              COM              373200203        4      220 SH       DEFINED 01 02               0      220        0
GEORGIA GULF CORP              COM              373200203      134     7700 SH       DEFINED 01 05               0     7700        0
GEORGIA-PACIFIC GP             COM              373298108      387    13166 SH       DEFINED 01              13166        0        0
GEORGIA-PACIFIC GP             COM              373298108    41360  1406828 SH       DEFINED 01 02               0  1406828        0
GEORGIA-PACIFIC GP             COM              373298108     1762    59965 SH       DEFINED 01 03               0    59965        0
GEORGIA-PACIFIC GP             COM              373298108       22      739 SH       DEFINED 01 05               0      739        0
GEORGIA PAC TIMBER             COM              373298702       56     1946 SH       DEFINED 01               1946        0        0
GEORGIA PACIFIC GROUP   7.50%  PRF              373298801    39143  1118350 SH       DEFINED 01            1118350        0        0
GEORGIA PACIFIC GROUP   7.50%  PRF              373298801     3685   105280 SH       DEFINED 01 05               0   105280        0
GERBER SCIENTIFIC              COM              373730100      444    66524 SH       DEFINED 01              66524        0        0
GETTY IMAGES INC               COM              374276103        5      330 SH       DEFINED 01                330        0        0
GILEAD SCIENCES                COM              375558103      788    24257 SH       DEFINED 01              24257        0        0
GILEAD SCIENCES                COM              375558103    17507   538600 SH       DEFINED 01 02               0   538600        0
GILEAD SCIENCES                COM              375558103      286     8800 SH       DEFINED 01 03               0     8800        0
GILLETTE CO                    COM              375766102    69958  2244386 SH       DEFINED 01            2244386        0        0
GILLETTE CO                    COM              375766102     8024   257400 SH       DEFINED 01 02               0   257400        0
GILLETTE CO                    COM              375766102    10791   346178 SH       DEFINED 01 03               0   346178        0
GILLETTE CO                    COM              375766102    15597   500367 SH       DEFINED 01 05               0   500367        0
GLATFELTER (P.H.) CO           COM              377316104       14     1092 SH       DEFINED 01               1092        0        0
GLAXOSMITHKLINE PLC            COM              377555990     1467    56047 SH       DEFINED 01              56047        0        0
GLAXOSMITHKLINE PLC            COM              377555990     7036   268820 SH       DEFINED 01 03               0   268820        0
GLENAYRE TECHNOLOGIE           COM              377899109     1370   635412 SH       DEFINED 01             635412        0        0
GLENAYRE TECHNOLOGIE           COM              377899109        2      850 SH       DEFINED 01 02               0      850        0
GLENAYRE TECHNOLOGIE           COM              377899109       44    20300 SH       DEFINED 01 05               0    20300        0
GLENBOROUGH REALTY T           COM              37803P105        2      139 SH       DEFINED 01                139        0        0
GLOBAL CROSSING HLDG           PRF              37931K309     3875    41440 SH       DEFINED 01              41440        0        0
GLOBAL CROSSING HLDG           PRF              37931K309      969    10360 SH       DEFINED 01 05               0    10360        0
GLOBAL INDUSTRIES              COM              379336100        6      443 SH       DEFINED 01                443        0        0
GLOBAL MARINE                  COM              379352404      112     4362 SH       DEFINED 01               4362        0        0
GLOBAL TELESYSTEMS INC         COM              37936U104        1      897 SH       DEFINED 01                897        0        0
GLOBAL PAYMENTS INC            COM              37940X102     1478    79886 SH       DEFINED 01              79886        0        0
GLOBESPAN INC                  COM              379571102        8      360 SH       DEFINED 01                360        0        0
GLOBIX CORP                    COM              37957F101      143    47316 SH       DEFINED 01              47316        0        0
GLOBIX CORP                    COM              37957F101       17     5688 SH       DEFINED 01 05               0     5688        0
GOAMERICA INC                  COM              38020R106        1      371 SH       DEFINED 01                371        0        0
GOLDFIELDS LTD ADR             COM              38059T106     1496   386000 SH       DEFINED 01             386000        0        0
GOLDCORP INC                   COM              380956409     1763   260000 SH       DEFINED 01             260000        0        0
GOLDEN STATE BANC              COM              381197102     1174    42106 SH       DEFINED 01              42106        0        0
GOLDEN WEST FIN                COM              381317106     1791    27588 SH       DEFINED 01              27588        0        0
GOLDEN WEST FIN                COM              381317106     2669    41126 SH       DEFINED 01 03               0    41126        0
GOLDEN WEST FIN                COM              381317106       34      521 SH       DEFINED 01 05               0      521        0
GOLDMAN SACHS GP INC           COM              38141G104       24      282 SH       DEFINED 01                282        0        0
GOODRICH B.F.                  COM              382388106     5756   150000 SH       DEFINED 01                  0   150000        0
GOODRICH B.F.                  COM              382388106    17989   468811 SH       DEFINED 01             468811        0        0
GOODRICH B.F.                  COM              382388106     8455   220370 SH       DEFINED 01 02               0   220370        0
GOODRICH B.F.                  COM              382388106     1058    27569 SH       DEFINED 01 03               0    27569        0
GOODRICH B.F.                  COM              382388106    20530   535043 SH       DEFINED 01 05               0   535043        0
GOODYEAR                       COM              382550101       48     2004 SH       DEFINED 01               2004        0        0
GOODYEAR                       COM              382550101      916    38389 SH       DEFINED 01 03               0    38389        0
GOODYEAR                       COM              382550101       12      518 SH       DEFINED 01 05               0      518        0
GOODYS FAMILY CLTHNG           COM              382588101      442    98288 SH       DEFINED 01              98288        0        0
GORP.COM(SER B PREF).          PRF              382900XX1      151    97087 SH       DEFINED 01              97087        0        0
GORP.COM(SER B PREF).          PRF              382900XX1     1363   873786 SH       DEFINED 01 05               0   873786        0
GOTTSCHALKS INC                COM              383485109      193    38144 SH       DEFINED 01              38144        0        0
GOTO.COM INC                   COM              38348T107        2      276 SH       DEFINED 01                276        0        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO INC.                     COM              384109104        5      170 SH       DEFINED 01 02               0      170        0
GRACO INC.                     COM              384109104     6033   215479 SH       DEFINED 01             215479        0        0
GRACO INC.                     COM              384109104      109     3900 SH       DEFINED 01 05               0     3900        0
GRAINGER (W.W.)                COM              384802104       40     1187 SH       DEFINED 01               1187        0        0
GRAINGER (W.W.)                COM              384802104      790    23351 SH       DEFINED 01 03               0    23351        0
GRAINGER (W.W.)                COM              384802104       10      309 SH       DEFINED 01 05               0      309        0
Granite Broadcasting Corp      COM              387241102       13     8566 SH       DEFINED 1                   0        0     8566
GRANITE CONSTRUCTION           COM              387328107     2772    81604 SH       DEFINED 01              81604        0        0
GRANITE CONSTRUCTION           COM              387328107        5      150 SH       DEFINED 01 02               0      150        0
GRANITE CONSTRUCTION           COM              387328107      105     3100 SH       DEFINED 01 05               0     3100        0
GRANT PRIDECO INC              COM              38821G101     2150   125000 SH       DEFINED 01                  0   125000        0
GRANT PRIDECO INC              COM              38821G101      236    13743 SH       DEFINED 01              13743        0        0
GRANT PRIDECO INC              COM              38821G101    27950  1625000 SH       DEFINED 01 05               0  1625000        0
GREAT AMERICAN FINANCIAL RESOU COM              389915109        7      410 SH       DEFINED 01                410        0        0
GREAT A. & P. TEA              COM              390064103     1061   115927 SH       DEFINED 01             115927        0        0
GREAT LAKES CHEM CO            COM              390568103       26      839 SH       DEFINED 01                839        0        0
GREAT LAKES CHEM CO            COM              390568103      358    11640 SH       DEFINED 01 03               0    11640        0
GREAT LAKES CHEM CO            COM              390568103        5      165 SH       DEFINED 01 05               0      165        0
GREAT PLAINS SFTWARE           COM              39119E105        8      130 SH       DEFINED 01                130        0        0
GREATER BAY BANCORP            COM              391648102     4552   180725 SH       DEFINED 01             180725        0        0
GREATER BAY BANCORP            COM              391648102        8      300 SH       DEFINED 01 02               0      300        0
GREATER BAY BANCORP            COM              391648102      136     5400 SH       DEFINED 01 05               0     5400        0
GREEN MOUNTAIN POWER           COM              393154109      281    16768 SH       DEFINED 01              16768        0        0
GREENPOINT FINL CORP           COM              395384100       80     2454 SH       DEFINED 01               2454        0        0
GREIF BROS CORP                COM              397624107        4      144 SH       DEFINED 01                144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
GREY WOLF INC                  COM              397888108     1606   247000 SH       DEFINED 01             247000        0        0
GREY WOLF INC                  COM              397888108        2      330 SH       DEFINED 01 02               0      330        0
GREY WOLF INC                  COM              397888108      101    15600 SH       DEFINED 01 05               0    15600        0
GRIFFON CORP                   COM              398433102      709    89699 SH       DEFINED 01              89699        0        0
GROUP ONE AUTOMOTIVE           COM              398905109      756    60263 SH       DEFINED 01              60263        0        0
BOUYGUES                       COM              4002121         25      740 SH       DEFINED 01 10             740        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401998     5648  8405669 SH       DEFINED 01            8405669        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401998      100   148913 SH       DEFINED 01 05               0   148913        0
G-FIN BANAMEX 'O'              COM              400492955    41132 23669920 SH       DEFINED 01           23669920        0        0
G-FIN BANAMEX 'O'              COM              400492955      208   119520 SH       DEFINED 01 05               0   119520        0
UNION MINIERE SA BEFORDS       COM              4005001          2       58 SH       DEFINED 01 10              58        0        0
G-TECH HOLDINGS CORP           COM              400518106       24      863 SH       DEFINED 01                863        0        0
G-TECH HOLDINGS CORP           COM              400518106        4      140 SH       DEFINED 01 02               0      140        0
GUANGDONG ALLIANCE             COM              400651998        1    52309 SH       DEFINED 01                  0    52309        0
AIR LIQUIDE(                   COM              4011406         29      207 SH       DEFINED 01 10             207        0        0
GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT CORP                   COM              401698105   181366  4031261 SH       DEFINED 01            4031261        0        0
GUIDANT CORP                   COM              401698105    64580  1435571 SH       DEFINED 01 02               0  1435571        0
GUIDANT CORP                   COM              401698105     5894   131012 SH       DEFINED 01 03               0   131012        0
GUIDANT CORP                   COM              401698105   116256  2584013 SH       DEFINED 01 05               0  2584013        0
ALLIED IRISH                   COM              4020684         24     2325 SH       DEFINED 01 10            2325        0        0
AXA                            COM              4026927        118     1057 SH       DEFINED 01 10            1057        0        0
ADIDAS-SALOM                   COM              4031976          5      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105      921    92075 SH       DEFINED 01              92075        0        0
HCA - THE HEALTHCARE COMPANY   COM              404119109   375292  9319406 SH       DEFINED 01            9319406        0        0
HCA - THE HEALTHCARE COMPANY   COM              404119109     9156   227392 SH       DEFINED 01 03               0   227392        0
HCA - THE HEALTHCARE COMPANY   COM              404119109    68552  1702319 SH       DEFINED 01 05               0  1702319        0
HCA-HLTHCARE CO                COM              404119109    21956   545239 SH       DEFINED 01 02               0   545239        0
HCC INSURANCE                  COM              404132102      320    12098 SH       DEFINED 01              12098        0        0
HCC INSURANCE                  COM              404132102    15679   592800 SH       DEFINED 01 02               0   592800        0
HCC INSURANCE                  COM              404132102      280    10600 SH       DEFINED 01 03               0    10600        0
HF HOLDINGS WTS  EXP 09/27/09  COM              40417K116       53    53125 SH       DEFINED 01              53125        0        0
HF HOLDINGS WTS  EXP 09/27/09  COM              40417K116        4     4250 SH       DEFINED 01 05               0     4250        0
HK PROPERTY                    COM              404207995        1    52309 SH       DEFINED 01                  0    52309        0
HNC SOFTWARE                   COM              40425P107     1710    97368 SH       DEFINED 01              97368        0        0
HRPT PROPERTIES TR             COM              40426W101        2      205 SH       DEFINED 01                205        0        0
HS RESOURCES                   COM              404297103     8586   190802 SH       DEFINED 01             190802        0        0
HS RESOURCES                   COM              404297103        7      150 SH       DEFINED 01 02               0      150        0
HS RESOURCES                   COM              404297103      217     4824 SH       DEFINED 01 05               0     4824        0
HAEMONETICS CORP               COM              405024100     2537    76634 SH       DEFINED 01              76634        0        0
ATLAS COPCO                    COM              4050971          5      300 SH       DEFINED 01 10             300        0        0
ATLAS COPCO                    COM              4050982          2      100 SH       DEFINED 01 10             100        0        0
ASSIDOMAN AB                   COM              4051576          4      200 SH       DEFINED 01 10             200        0        0
HAGGAR                         COM              405173105      252    19654 SH       DEFINED 01              19654        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     8712   300436 SH       DEFINED 01             300436        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     1141    39350 SH       DEFINED 01 03               0    39350        0
HAIN CELESTIAL GRP             COM              405217100    33296  1148100 SH       DEFINED 01 02               0  1148100        0
ASSIC GENERALI                 COM              4056719        112     3530 SH       DEFINED 01 10            3530        0        0
ASTURIANA DE ZINC              COM              4057080          1      105 SH       DEFINED 01 10             105        0        0
L'OREAL                        COM              4057808        113     1669 SH       DEFINED 01 10            1669        0        0
BCO ESPIR SA                   COM              4058061          7      489 SH       DEFINED 01 10             489        0        0
BANCO DI ROMA                  COM              4058351         13    12000 SH       DEFINED 01 10           12000        0        0
NEDLLOYD GROUP NV              COM              4060129          1       56 SH       DEFINED 01 10              56        0        0
HALL KINION & ASSOC            COM              406069104      230    39775 SH       DEFINED 01              39775        0        0
LVMH MOET                      COM              4061412         59     1173 SH       DEFINED 01 10            1173        0        0
HALLIBURTON                    COM              406216101   530993 14448748 SH       DEFINED 01           14448748        0        0
HALLIBURTON                    COM              406216101    21971   597836 SH       DEFINED 01 02               0   597836        0
HALLIBURTON                    COM              406216101     6360   173043 SH       DEFINED 01 03               0   173043        0
HALLIBURTON                    COM              406216101   134780  3667468 SH       DEFINED 01 05               0  3667468        0
AUTOPISTAS C                   COM              4065663          6      654 SH       DEFINED 01 10             654        0        0
BCA POP DI M                   COM              4072168          2      500 SH       DEFINED 01 10             500        0        0
SAGEM(APPLIC GEN)              COM              4074432          7       86 SH       DEFINED 01 10              86        0        0
BCA INTESA S                   COM              4076836         44    11463 SH       DEFINED 01 10           11463        0        0
BCA INTESA S                   COM              4076847          5     2000 SH       DEFINED 01 10            2000        0        0
SONAE ISSUE 2000               COM              4079329          4     4396 SH       DEFINED 01 10            4396        0        0
MONDADORI                      COM              4084895          5      500 SH       DEFINED 01 10             500        0        0
ERIDANIA BEG                   COM              4089403          5       59 SH       DEFINED 01 10              59        0        0
HANCOCK FABRICS                COM              409900107      394    52226 SH       DEFINED 01              52226        0        0
BERGESEN DY ASA CL A           COM              4100898          2      135 SH       DEFINED 01 10             135        0        0
HANCOCK HLDG CO                COM              410120109        2       51 SH       DEFINED 01                 51        0        0
HANCOCK JOHN FINL SV           COM              41014S106     1299    33764 SH       DEFINED 01              33764        0        0
HANDLEMAN COMPANY              COM              410252100        1      142 SH       DEFINED 01                142        0        0
HANDLEMAN COMPANY              COM              410252100        7      680 SH       DEFINED 01 02               0      680        0
HANDSPRING INC                 COM              410293104        3      277 SH       DEFINED 01                277        0        0
ELEC DE PORT                   COM              4103596         23     8755 SH       DEFINED 01 10            8755        0        0
HANOVER COMPRESSOR CO          COM              410768105      138     4370 SH       DEFINED 01               4370        0        0
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON PLC ADR                 COM              411352404    48384  1680000 SH       DEFINED 01            1680000        0        0
HANSON PLC ADR                 COM              411352404     1115    38700 SH       DEFINED 01 03               0    38700        0
HANSON PLC ADR                 COM              411352404      484    16814 SH       DEFINED 01 05               0    16814        0
HARCOURT GENERAL CRP           COM              41163G101       54      972 SH       DEFINED 01                972        0        0
HARCOURT GENERAL CRP           COM              41163G101     1031    18519 SH       DEFINED 01 03               0    18519        0
HARCOURT GENERAL CRP           COM              41163G101       13      240 SH       DEFINED 01 05               0      240        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
HARLAND JOHN H                 COM              412693103     1611    86131 SH       DEFINED 01              86131        0        0
HARLAND JOHN H                 COM              412693103        5      250 SH       DEFINED 01 02               0      250        0
HARLEY DAVIDSON                COM              412822108      531    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108   140370  3698800 SH       DEFINED 01            3698800        0        0
HARLEY DAVIDSON                COM              412822108     4067   107160 SH       DEFINED 01 02               0   107160        0
HARLEY DAVIDSON                COM              412822108     4387   115605 SH       DEFINED 01 03               0   115605        0
HARLEY DAVIDSON                COM              412822108    11892   313373 SH       DEFINED 01 05               0   313373        0
HARMAN INTERNATIONAL           COM              413086109     4977   194472 SH       DEFINED 01             194472        0        0
HARMAN INTERNATIONAL           COM              413086109        4      150 SH       DEFINED 01 02               0      150        0
HARMAN INTERNATIONAL           COM              413086109       93     3638 SH       DEFINED 01 05               0     3638        0
HARMONIC INC                   COM              413160102      983   174792 SH       DEFINED 01             174792        0        0
BNP PARIBAS S.A.               COM              4133667         90     1073 SH       DEFINED 01 10            1073        0        0
HARRAHS' ENT                   COM              413619107       44     1494 SH       DEFINED 01               1494        0        0
HARRAHS' ENT                   COM              413619107      826    28074 SH       DEFINED 01 03               0    28074        0
HARRAHS' ENT                   COM              413619107       11      384 SH       DEFINED 01 05               0      384        0
HARRIS CORP                    COM              413875105       40     1609 SH       DEFINED 01               1609        0        0
ELSEVIER NV                    COM              4148810         24     1847 SH       DEFINED 01 10            1847        0        0
DANISCO A/S                    COM              4155586          3      100 SH       DEFINED 01 10             100        0        0
HARSCO CORP                    COM              415864107       24      977 SH       DEFINED 01                977        0        0
HARSCO CORP                    COM              415864107        3      125 SH       DEFINED 01 02               0      125        0
HARTE-HANKS INC                COM              416196103       42     1859 SH       DEFINED 01               1859        0        0
THALES (EX THOMPSON CSF)       COM              4162791         17      400 SH       DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         34      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINL SVCS             COM              416515104    11246   190592 SH       DEFINED 01             190592        0        0
HARTFORD FINL SVCS             COM              416515104     4131    70022 SH       DEFINED 01 03               0    70022        0
HARTFORD FINL SVCS             COM              416515104      217     3678 SH       DEFINED 01 05               0     3678        0
HARVARD BIOSCIENCE, INC.       COM              416906105      133    22000 SH       DEFINED 01              22000        0        0
CARLSBERG                      COM              4169208          4      100 SH       DEFINED 01 10             100        0        0
CARLSBERG                      COM              4169219          5      100 SH       DEFINED 01 10             100        0        0
HARTMARX CORP                  COM              417119104      286    89946 SH       DEFINED 01              89946        0        0
CIMPOR CIMEN                   COM              4175896         12      392 SH       DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         17      195 SH       DEFINED 01 10             195        0        0
CASINO GUICH                   COM              4178431          2       38 SH       DEFINED 01 10              38        0        0
HASBRO INC                     COM              418056107       29     2215 SH       DEFINED 01               2215        0        0
HASBRO INC                     COM              418056107      527    40887 SH       DEFINED 01 03               0    40887        0
HASBRO INC                     COM              418056107        7      567 SH       DEFINED 01 05               0      567        0
COFLEXIP                       COM              4181741          6       41 SH       DEFINED 01 10              41        0        0
CRH                            COM              4182249         21     1362 SH       DEFINED 01 10            1362        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS ADVERTISING              COM              419313101      287    24678 SH       DEFINED 01                  0    24678        0
HAVERTY FURNITURE              COM              419596101        1       78 SH       DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100       32      870 SH       DEFINED 01                870        0        0
HAWAIIAN ELEC IND              COM              419870100        6      170 SH       DEFINED 01 02               0      170        0
HAYS PLC                       COM              420400996    14197  3525355 SH       DEFINED 01            3525355        0        0
HAYS PLC                       COM              420400996     6509  1616166 SH       DEFINED 01 03               0  1616166        0
HAYS PLC                       COM              420400996    18014  4473246 SH       DEFINED 01 05               0  4473246        0
CLUB MEDITER                   COM              4204370          3       40 SH       DEFINED 01 10              40        0        0
HAYES LEMMERZ INTL             COM              420781106        0       86 SH       DEFINED 01                 86        0        0
HCL TECHNOLOGIES               COM              421789991     2893   365846 SH       DEFINED 01             365846        0        0
HCL TECHNOLOGIES               COM              421789991       50     6350 SH       DEFINED 01 05               0     6350        0
HEALTH CARE PROP INV           COM              421915109        5      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH CORP               COM              421924101       66     5130 SH       DEFINED 01               5130        0        0
HEALTHSOUTH CORP               COM              421924101     1245    96573 SH       DEFINED 01 03               0    96573        0
HEALTHSOUTH CORP               COM              421924101       16     1271 SH       DEFINED 01 05               0     1271        0
HEALTH MGMT ASSOC              COM              421933102    21862  1405893 SH       DEFINED 01            1405893        0        0
HEALTH MGMT ASSOC              COM              421933102     1418    91230 SH       DEFINED 01 02               0    91230        0
HEALTH MGMT ASSOC              COM              421933102     2183   140400 SH       DEFINED 01 03               0   140400        0
HEALTHCARE RLTY TR             COM              421946104        3      110 SH       DEFINED 01                110        0        0
HEALTH CARE REIT INC           COM              42217K106        2      103 SH       DEFINED 01                103        0        0
HEALTH NET INC                 COM              42222G108     6228   302144 SH       DEFINED 01             302144        0        0
HEALTH NET INC                 COM              42222G108        8      400 SH       DEFINED 01 02               0      400        0
HEALTH NET INC                 COM              42222G108      262    12700 SH       DEFINED 01 05               0    12700        0
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HEARTLAND EXPRESS IN           COM              422347104     1025    40600 SH       DEFINED 01 02               0    40600        0
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HELIX TECHNOLOGY               COM              423319102     3905   166306 SH       DEFINED 01             166306        0        0
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ELAN CORP PLC                  COM              4305507         45      841 SH       DEFINED 01 10             841        0        0
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HOLLINGER INTL INC             COM              435569108        8      585 SH       DEFINED 01                585        0        0
SYNGENTA AG                    COM              4356646         14      272 SH       DEFINED 01 10             272        0        0
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HOLOGIC                        COM              436440101      187    46770 SH       DEFINED 01              46770        0        0
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ZELTIA SA                      COM              4370839          5      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES                COM              437306103        2       73 SH       DEFINED 01                 73        0        0
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HON HAI PRECISION GDR 144A     COM              438090102       84     5840 SH       DEFINED 01 05               0     5840        0
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HONEYWELL INTERNATIONAL INC    COM              438516106      430    10528 SH       DEFINED 01              10528        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106     8062   197586 SH       DEFINED 01 03               0   197586        0
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HON HAI PRECISION    TW;2317   COM              438800997     5131   838380 SH       DEFINED 01             838380        0        0
HOOPER HOLMES INC              COM              439104100     1715   199633 SH       DEFINED 01             199633        0        0
GPE BRUXELLE                   COM              4391551         18       66 SH       DEFINED 01 10              66        0        0
GECINA                         COM              4391807          4       44 SH       DEFINED 01 10              44        0        0
HORACE MANN EDUCATOR           COM              440327104       17      994 SH       DEFINED 01                994        0        0
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HORMEL                         COM              440452100       65     3353 SH       DEFINED 01               3353        0        0
HOSIERY CORP "A" WTS           COM              441016102      400    10000 SH       DEFINED 01              10000        0        0
HOSPITALITY PROP               COM              44106M102       10      368 SH       DEFINED 01                368        0        0
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HOTJOBS COM INC                COM              441474103        0       75 SH       DEFINED 01                 75        0        0
HOUGHTON MIFFLIN CO            COM              441560109       35      763 SH       DEFINED 01                763        0        0
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HOUSEHOLD INTL                 COM              441815107     7218   121841 SH       DEFINED 01 03               0   121841        0
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HOLDERBANK FIN GLARUS A        COM              4420488          3       10 SH       DEFINED 01 10              10        0        0
HOLDERBANK                     COM              4420499         18       18 SH       DEFINED 01 10              18        0        0
HOUSTON EXPLOR                 COM              442120101        3       98 SH       DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         32     2226 SH       DEFINED 01 10            2226        0        0
INSTUMENTAR                    COM              4434166          3      100 SH       DEFINED 01 10             100        0        0
HUBBELL INC C/B                COM              443510201       36     1548 SH       DEFINED 01               1548        0        0
ENI                            COM              4436399        144    22000 SH       DEFINED 01 10           22000        0        0
HUDSON CITY BANCORP            COM              443683107        6      322 SH       DEFINED 01                322        0        0
IHC CALAND N                   COM              4441155          3       65 SH       DEFINED 01 10              65        0        0
HUDSON UNITED BANC             COM              444165104     3657   161139 SH       DEFINED 01             161139        0        0
HUFFY CORP                     COM              444356109      202    30854 SH       DEFINED 01              30854        0        0
HUGHES SUPPLY                  COM              444482103     1076    73616 SH       DEFINED 01              73616        0        0
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HUMAN GENOME SCIENCE           COM              444903108      122     2648 SH       DEFINED 01               2648        0        0
IRISH LIFE &                   COM              4455253          7      684 SH       DEFINED 01 10             684        0        0
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J.B. HUNT TRANSPORT            COM              445658107        3      200 SH       DEFINED 01 02               0      200        0
SNIA ORDS                      COM              4457594          3     1300 SH       DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          3       34 SH       DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARE           COM              446150104       46     3176 SH       DEFINED 01               3176        0        0
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HUNTINGTON BANCSHARE           COM              446150104       12      825 SH       DEFINED 01 05               0      825        0
JERONIMO MAR                   COM              4477235          1      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECH                COM              448407106     1123    75225 SH       DEFINED 01              75225        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUT NEW             COM              448924100       50     1965 SH       DEFINED 01               1965        0        0
IDT CORP                       COM              448947101        2       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     1613   100055 SH       DEFINED 01             100055        0        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
IBP INC                        COM              449223106       46     2834 SH       DEFINED 01               2834        0        0
ICG COMMUNICATIONS             COM              449246107        0      126 SH       DEFINED 01                126        0        0
ICOS CORP                      COM              449295104        4       91 SH       DEFINED 01                 91        0        0
IDEC PHARM                     COM              449370105    78858  1971436 SH       DEFINED 01 02               0  1971436        0
IDEC PHARMACEUTICALS CORP      COM              449370105    31100   777520 SH       DEFINED 01             777520        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105     2464    61600 SH       DEFINED 01 03               0    61600        0
IDEC PHARMACEUTICALS CORP      COM              449370105    19056   476400 SH       DEFINED 01 05               0   476400        0
IDX SYSTEMS                    COM              449491109        2      120 SH       DEFINED 01                120        0        0
IGEN INC                       COM              449536101        1       77 SH       DEFINED 01                 77        0        0
IHOP CORP NEW                  COM              449623107     1208    60402 SH       DEFINED 01              60402        0        0
IMC GLOBAL INC                 COM              449669100       36     2909 SH       DEFINED 01               2909        0        0
IMCO RECYCLING INC             COM              449681105      209    46306 SH       DEFINED 01              46306        0        0
I-MAY INC                      COM              44973Q103      182    16000 SH       DEFINED 01              16000        0        0
KBC                            COM              4497749         32      808 SH       DEFINED 01 10             808        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115      333    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115       71     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH INC                 COM              449934108      249    10000 SH       DEFINED 01                  0    10000        0
IMS HEALTH INC                 COM              449934108       97     3884 SH       DEFINED 01               3884        0        0
IMS HEALTH INC                 COM              449934108     1795    72104 SH       DEFINED 01 03               0    72104        0
IMS HEALTH INC                 COM              449934108       24      966 SH       DEFINED 01 05               0      966        0
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LAFARGE                        COM              4502706         24      270 SH       DEFINED 01 10             270        0        0
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DB UK TECH BASKET              COM              450315999        8   290683 SH       DEFINED 01 05               0   290683        0
ITC GDR 144A                   COM              450318100      142     7537 SH       DEFINED 01 05               0     7537        0
ITC DELTACOM INC               COM              45031T104        2      296 SH       DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        4      185 SH       DEFINED 01                185        0        0
ITC LIMITED                    COM              45031U994     7376   422288 SH       DEFINED 01             422288        0        0
ITT EDUCATIONAL SVCS           COM              45068B109        3      110 SH       DEFINED 01                110        0        0
ITXC CORP                      COM              45069F109        1      100 SH       DEFINED 01                100        0        0
IXL ENTERPRISES INC            COM              450718101        1      304 SH       DEFINED 01                304        0        0
IXIA                           COM              45071R109        2      195 SH       DEFINED 01                195        0        0
IBASIS INC                     COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBEAM BROADCAST CORP           COM              45073P101        0      310 SH       DEFINED 01                310        0        0
ITT INDUSTRIES                 COM              450911102      895    23112 SH       DEFINED 01              23112        0        0
ITT INDUSTRIES                 COM              450911102      784    20243 SH       DEFINED 01 03               0    20243        0
ITT INDUSTRIES                 COM              450911102       11      289 SH       DEFINED 01 05               0      289        0
IAM GOLD ORD                   COM              450913108      714   500000 SH       DEFINED 01             500000        0        0
IDACORP INC                    COM              451107106     1450    37958 SH       DEFINED 01              37958        0        0
IDACORP INC                    COM              451107106        6      160 SH       DEFINED 01 02               0      160        0
LEIF HOEGH & CO.               COM              4512017          1      163 SH       DEFINED 01 10             163        0        0
KEMIRA OYJ                     COM              4513612          3      500 SH       DEFINED 01 10             500        0        0
IDEX CORP                      COM              45167R104     2637    90997 SH       DEFINED 01              90997        0        0
IDEXX LABS INC                 COM              45168D104      395    18000 SH       DEFINED 01                  0    18000        0
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IGATE CAPITAL CORPORATION      COM              45169U105        0      162 SH       DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101        3      579 SH       DEFINED 01                579        0        0
ILEX ONCOLOGY INC              COM              451923106     1397    91600 SH       DEFINED 01              91600        0        0
ILEX ONCOLOGY INC              COM              451923106        2      100 SH       DEFINED 01 02               0      100        0
ILEX ONCOLOGY INC              COM              451923106       43     2800 SH       DEFINED 01 05               0     2800        0
KERRY GROUP                    COM              4519579          4      406 SH       DEFINED 01 10             406        0        0
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ILLUMINA INC                   COM              452327109        1      128 SH       DEFINED 01                128        0        0
ILLUMINET                      COM              452334105        1       50 SH       DEFINED 01                 50        0        0
IMATION CORP                   COM              45245A107       20      906 SH       DEFINED 01                906        0        0
IMCLONE SYSTEMS                COM              45245W109        6      172 SH       DEFINED 01                172        0        0
IMCLONE SYSTEMS                COM              45245W109        3       90 SH       DEFINED 01 02               0       90        0
IMANAGE INC                    COM              45245Y105      136    69000 SH       DEFINED 01              69000        0        0
WARTSILA OY                    COM              4525189          2      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        0       85 SH       DEFINED 01                 85        0        0
IMMUNEX CORP                   COM              452528102    29121  2034699 SH       DEFINED 01            2034699        0        0
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IMMUNE RESPONSE CORP           COM              45252T106      231    91273 SH       DEFINED 01              91273        0        0
IMMUNOGEN INC                  COM              45253H101        3      200 SH       DEFINED 01 02               0      200        0
IMPATH                         COM              45255G101     3148    67875 SH       DEFINED 01              67875        0        0
IMMUNOMEDICS INC               COM              452907108        2      166 SH       DEFINED 01                166        0        0
INCO LIMITED                   COM              453258402       30     2016 SH       DEFINED 01               2016        0        0
INCO LIMITED                   COM              453258402      620    41812 SH       DEFINED 01 03               0    41812        0
INCO LIMITED                   COM              453258402        9      598 SH       DEFINED 01 05               0      598        0
INCYTE GENOMICS INC            COM              45337C102       27     1784 SH       DEFINED 01               1784        0        0
INDEPENDENCE COMM BK           COM              453414104        3      169 SH       DEFINED 01                169        0        0
SUEZ LYONN E                   COM              4540438         41      277 SH       DEFINED 01 10             277        0        0
LAGARDERE SC                   COM              4547213         16      313 SH       DEFINED 01 10             313        0        0
MAYR-MELWKOF KARTON            COM              4563640          1       21 SH       DEFINED 01 10              21        0        0
SMEDVIG ASA-A SHARES           COM              4564665          3      270 SH       DEFINED 01 10             270        0        0
INDYMAC BANCORP INC            COM              456607100     3853   134061 SH       DEFINED 01             134061        0        0
INDYMAC BANCORP INC            COM              456607100        8      270 SH       DEFINED 01 02               0      270        0
INDYMAC BANCORP INC            COM              456607100      233     8100 SH       DEFINED 01 05               0     8100        0
INFINEON TECHNOLOGIES          COM              456625995     8442   223129 SH       DEFINED 01             223129        0        0
INET TECH                      COM              45662V105        1      169 SH       DEFINED 01                169        0        0
INFOCURE CORP                  COM              45665A108        0      101 SH       DEFINED 01                101        0        0
INFOCUS CORPORATION            COM              45665B106     2687   164120 SH       DEFINED 01             164120        0        0
INFOCUS CORPORATION            COM              45665B106        3      200 SH       DEFINED 01 02               0      200        0
INFOCUS CORPORATION            COM              45665B106      113     6900 SH       DEFINED 01 05               0     6900        0
INFORMATICA CORP               COM              45666Q102     1239    93018 SH       DEFINED 01              93018        0        0
INFORMATICA CORP               COM              45666Q102        3      220 SH       DEFINED 01 02               0      220        0
INFORMATICA CORP               COM              45666Q102       32     2400 SH       DEFINED 01 05               0     2400        0
INFONET SERVICES               COM              45666T106      575    86503 SH       DEFINED 01              86503        0        0
INFORMATION HLDS INC           COM              456727106     1397    65290 SH       DEFINED 01              65290        0        0
INFORMIX CORP                  COM              456779107      357    68000 SH       DEFINED 01                  0    68000        0
INFORMIX CORP                  COM              456779107       38     7185 SH       DEFINED 01               7185        0        0
INFORMAX INC                   COM              45677N205       84    18700 SH       DEFINED 01              18700        0        0
INFOSYS TECHNOLOGIES ORD       COM              456788991     3660    41794 SH       DEFINED 01              41794        0        0
INFOSYS TECHNOLOGIES ORD       COM              456788991       73      834 SH       DEFINED 01 05               0      834        0
Infospace Com Inc              COM              45678T102    58457  2198614 SH       DEFINED 1                   0  2198614        0
INFOSPACE INC                  COM              45678T102        1      605 SH       DEFINED 01                605        0        0
INGERSOLL-RAND CO              COM              456866102    65336  1645320 SH       DEFINED 01            1645320        0        0
INGERSOLL-RAND CO              COM              456866102     3088    77751 SH       DEFINED 01 03               0    77751        0
INGERSOLL-RAND CO              COM              456866102      623    15668 SH       DEFINED 01 05               0    15668        0
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INGRAM MICRO                   COM              457153104        4      266 SH       DEFINED 01                266        0        0
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INHALE THERAPEUTIC             COM              457191104        3      130 SH       DEFINED 01 02               0      130        0
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INKINE PHARMACEUTICAL          COM              457214104      152    28400 SH       DEFINED 01              28400        0        0
INKTOMI CORP                   COM              457277101       19     2813 SH       DEFINED 01               2813        0        0
MEDIOBANCA S                   COM              4574813         14     1500 SH       DEFINED 01 10            1500        0        0
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INPUT/OUTPUT INC               COM              457652105     1445   154593 SH       DEFINED 01             154593        0        0
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INSITUFORM TECH INC            COM              457667103     4204   128845 SH       DEFINED 01             128845        0        0
INSITUFORM TECH INC            COM              457667103        4      110 SH       DEFINED 01 02               0      110        0
INSITUFORM TECH INC            COM              457667103       85     2600 SH       DEFINED 01 05               0     2600        0
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INSIGHT COMM INC               COM              45768V108     1259    47504 SH       DEFINED 01              47504        0        0
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VALORA HOLDI                   COM              4581619          2       10 SH       DEFINED 01 10              10        0        0
INTER-TEL                      COM              458372109      814    79897 SH       DEFINED 01              79897        0        0
INTERCEPT GROUP                COM              45845L107      179     7000 SH       DEFINED 01               7000        0        0
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DANSKE BANK                    COM              4588825         31     1960 SH       DEFINED 01 10            1960        0        0
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INTL FLAVORS & FRAG            COM              459506101        7      321 SH       DEFINED 01 05               0      321        0
INTL FIBERCOM INC              COM              45950T101      390   100525 SH       DEFINED 01             100525        0        0
DOUGLAS HLDG                   COM              4596680          3      100 SH       DEFINED 01 10             100        0        0
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INTL GAME TECHNOLOGY           COM              459902102      996    19796 SH       DEFINED 01              19796        0        0
INTL MULTIFOODS                COM              460043102     1089    56585 SH       DEFINED 01              56585        0        0
ING GROEP NV                   COM              460122997    65347   998950 SH       DEFINED 01             998950        0        0
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INTL RECTIFIER CORP            COM              460254105       62     1522 SH       DEFINED 01               1522        0        0
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INTL SPECIALTY PRODS           COM              460337108        2      224 SH       DEFINED 01                224        0        0
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INTERSIL HOLDING COR           COM              46069S109     2819   152930 SH       DEFINED 01             152930        0        0
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INTERSTATE BAKERIES            COM              46072H108       19     1248 SH       DEFINED 01               1248        0        0
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INTERTRUST TECH                COM              46113Q109        2      360 SH       DEFINED 01                360        0        0
INTERVOICE-BRITE INC           COM              461142101      809    99558 SH       DEFINED 01              99558        0        0
INTERWORLD CORP                COM              46114Q108        0       49 SH       DEFINED 01                 49        0        0
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INTIMATE BRANDS                COM              461156101      765    52033 SH       DEFINED 01              52033        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTUIT                         COM              461202103     9929   357841 SH       DEFINED 01             357841        0        0
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UNAXIS HOLDING                 COM              4612757          5       32 SH       DEFINED 01 10              32        0        0
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IOMEGA CORP                    COM              462030107     3504   952016 SH       DEFINED 01             952016        0        0
IOMEGA CORP                    COM              462030107        5     1270 SH       DEFINED 01 02               0     1270        0
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IONA TECHNOLOGIES ADR          COM              46206P109      271     8200 SH       DEFINED 01               8200        0        0
IONICS                         COM              462218108     1280    49224 SH       DEFINED 01              49224        0        0
IRON MOUNTAIN INC              COM              462846106      422    11000 SH       DEFINED 01                  0    11000        0
IRON MOUNTAIN INC              COM              462846106      181     4725 SH       DEFINED 01               4725        0        0
TELEKOM AUSTRIA AG             COM              4635088          2      366 SH       DEFINED 01 10             366        0        0
IRWIN FINL CORP                COM              464119106        2      103 SH       DEFINED 01                103        0        0
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NKT HOLDING A/S                COM              4642464          3       20 SH       DEFINED 01 10              20        0        0
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OMV AG                         COM              4651459          5       60 SH       DEFINED 01 10              60        0        0
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ITO-YOKADO ORD                 COM              465714103     3591    74000 SH       DEFINED 01 03               0    74000        0
ITRON INC                      COM              465741106      550    46325 SH       DEFINED 01              46325        0        0
I2 TECHNOLOGIES                COM              465754109      134     9234 SH       DEFINED 01               9234        0        0
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IVAX                           COM              465823102      628    19932 SH       DEFINED 01              19932        0        0
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J & J SNACK FOODS CO           COM              466032109      429    25504 SH       DEFINED 01              25504        0        0
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OUTOKUMPU OY                   COM              4665148          4      500 SH       DEFINED 01 10             500        0        0
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JAKKS PACIFIC INC              COM              47012E106      578    54354 SH       DEFINED 01              54354        0        0
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JOHN NUVEEN                    COM              478035108       10      180 SH       DEFINED 01                180        0        0
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SEB SA                         COM              4792132          2       34 SH       DEFINED 01 10              34        0        0
JONES APPAREL GROUP            COM              480074103      112     2955 SH       DEFINED 01               2955        0        0
LASALLE PARTNERS               COM              48020Q107        1       46 SH       DEFINED 01                 46        0        0
SIKA FINANZ                    COM              4808084          3       10 SH       DEFINED 01 10              10        0        0
SIMCO                          COM              4809689          3       50 SH       DEFINED 01 10              50        0        0
JOURNAL REGISTER CO            COM              481138105        2      147 SH       DEFINED 01                147        0        0
JOURNAL REGISTER CO            COM              481138105        5      300 SH       DEFINED 01 02               0      300        0
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JUNO ONLINE SERVICES           COM              482048105        0      131 SH       DEFINED 01                131        0        0
JUPITER MEDIA METRIX INC       COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
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KMC TELECOM WTS 144A EXP 1/31/ COM              482562121       16    15000 SH       DEFINED 01              15000        0        0
KMC TELECOM WTS 144A EXP 1/31/ COM              482562121        9     8000 SH       DEFINED 01 05               0     8000        0
K-MART CORPORATION             COM              482584109       60     6423 SH       DEFINED 01               6423        0        0
K-MART CORPORATION             COM              482584109     1124   119530 SH       DEFINED 01 03               0   119530        0
K-MART CORPORATION             COM              482584109       15     1591 SH       DEFINED 01 05               0     1591        0
KPMG CONSULTING INC            COM              48265R109        4      335 SH       DEFINED 01                335        0        0
K-SWISS                        COM              482686102      776    30299 SH       DEFINED 01              30299        0        0
K2 INC                         COM              482732104      475    54256 SH       DEFINED 01              54256        0        0
KAISER ALUMINUM CORP           COM              483007100        1      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         21      368 SH       DEFINED 01 10             368        0        0
VIVENDI                        COM              4834777        162     2666 SH       DEFINED 01 10            2666        0        0
KAMAN CORP                     COM              483548103     1100    67181 SH       DEFINED 01              67181        0        0
KANA COMMUN                    COM              483600102        1      490 SH       DEFINED 01                490        0        0
SCHERING AG                    COM              4845757         24      500 SH       DEFINED 01 10             500        0        0
SAP AG                         COM              4846288         50      435 SH       DEFINED 01 10             435        0        0
SAP AG                         COM              4846868         35      300 SH       DEFINED 01 10             300        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH       DEFINED 01 10             200        0        0
SWISS REINSURANCE CO. REGD     COM              4850029         79       39 SH       DEFINED 01 10              39        0        0
KANSAS CITY P & L              COM              485134100     1273    51782 SH       DEFINED 01              51782        0        0
KANSAS CITY P & L              COM              485134100        6      230 SH       DEFINED 01 02               0      230        0
KANSAS CITY P & L              COM              485134100       79     3200 SH       DEFINED 01 05               0     3200        0
KANSAS CITY SOUTHERN INDS      COM              485170302        1       86 SH       DEFINED 01                 86        0        0
STOREBRAND A                   COM              4852832          4      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          6       10 SH       DEFINED 01 10              10        0        0
SVENSKA CELL                   COM              4865379         10      500 SH       DEFINED 01 10             500        0        0
KAYDON CORP                    COM              486587108       20      756 SH       DEFINED 01                756        0        0
KEANE INC                      COM              486665102       21     1669 SH       DEFINED 01               1669        0        0
KEANE INC                      COM              486665102     5200   400000 SH       DEFINED 01 05               0   400000        0
KB HOME                        COM              48666K109       25      765 SH       DEFINED 01                765        0        0
KB HOME                        COM              48666K109        4      130 SH       DEFINED 01 02               0      130        0
KB HOME                        COM              48666K109      355    10867 SH       DEFINED 01 03               0    10867        0
KB HOME                        COM              48666K109        5      141 SH       DEFINED 01 05               0      141        0
TECHNIP                        COM              4874160          5       34 SH       DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104     2074   128090 SH       DEFINED 01             128090        0        0
KEITHLEY INSTRUMENTS           COM              487584104        2      100 SH       DEFINED 01 02               0      100        0
KEITHLEY INSTRUMENTS           COM              487584104       52     3200 SH       DEFINED 01 05               0     3200        0
T.I.M.SPA                      COM              4876746        162    24000 SH       DEFINED 01 10           24000        0        0
KELLOGG CO.                    COM              487836108    27175  1005355 SH       DEFINED 01            1005355        0        0
KELLOGG CO.                    COM              487836108     2673    98880 SH       DEFINED 01 03               0    98880        0
KELLOGG CO.                    COM              487836108       36     1335 SH       DEFINED 01 05               0     1335        0
KELLWOOD             TEXTILES  COM              488044108    11486   553512 SH       DEFINED 01             553512        0        0
KELLWOOD             TEXTILES  COM              488044108      195     9400 SH       DEFINED 01 05               0     9400        0
KELLY SERVICES                 COM              488152208       21      880 SH       DEFINED 01                880        0        0
KEMET CORP                     COM              488360108      533    31464 SH       DEFINED 01              31464        0        0
ITALGAS(SOC                    COM              4884073          9     1000 SH       DEFINED 01 10            1000        0        0
KENDLE INTERNATIONAL           COM              48880L107       52     4100 SH       DEFINED 01               4100        0        0
KENNAMETAL INC                 COM              489170100     2284    83056 SH       DEFINED 01              83056        0        0
KENNAMETAL INC                 COM              489170100        2       80 SH       DEFINED 01 02               0       80        0
KENNAMETAL INC                 COM              489170100      140     5100 SH       DEFINED 01 05               0     5100        0
USINOR                         COM              4894544          6      528 SH       DEFINED 01 10             528        0        0
TRELLEBORG SER B               COM              4902384          1      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        249     1833 SH       DEFINED 01 10            1833        0        0
KENT ELECTRONICS               COM              490553104     1557    86515 SH       DEFINED 01              86515        0        0
KENT ELECTRONICS               COM              490553104        4      200 SH       DEFINED 01 02               0      200        0
UNIBAIL SA                     COM              4911346          5       34 SH       DEFINED 01 10              34        0        0
UNION ELEC F                   COM              4913223         13      717 SH       DEFINED 01 10             717        0        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107   108185  1666945 SH       DEFINED 01            1666945        0        0
KERR MCGEE                     COM              492386107      218     3363 SH       DEFINED 01 02               0     3363        0
KERR MCGEE                     COM              492386107     3472    53497 SH       DEFINED 01 03               0    53497        0
KERR MCGEE                     COM              492386107    41237   635386 SH       DEFINED 01 05               0   635386        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     4437    82780 SH       DEFINED 01              82780        0        0
KERR-MCGEE/DEVON   5.50%  PFD  PRF              492386305     2416    45070 SH       DEFINED 01 05               0    45070        0
STORK NV                       COM              4925701          1       74 SH       DEFINED 01 10              74        0        0
KEY ENERGY SERVICES            COM              492914106     1720   160686 SH       DEFINED 01             160686        0        0
KEY ENERGY SERVICES            COM              492914106        4      400 SH       DEFINED 01 02               0      400        0
KEY ENERGY SERVICES            COM              492914106     4380   409300 SH       DEFINED 01 05               0   409300        0
KEY PRODUCTION CO              COM              493138101      861    41500 SH       DEFINED 01              41500        0        0
KEY PRODUCTION CO              COM              493138101        3      150 SH       DEFINED 01 02               0      150        0
KEYCORP NEW                    COM              493267108      145     5632 SH       DEFINED 01               5632        0        0
KEYCORP NEW                    COM              493267108     2726   105644 SH       DEFINED 01 03               0   105644        0
KEYCORP NEW                    COM              493267108       36     1402 SH       DEFINED 01 05               0     1402        0
KEY3MEDIA GROUP                COM              49326R104        7      581 SH       DEFINED 01                581        0        0
KEYENCE (6861)                 COM              493300990     5924    32000 SH       DEFINED 01 03               0    32000        0
KEYNOTE SYSTEMS INC            COM              493308100        1       55 SH       DEFINED 01                 55        0        0
KEYSPAN CORP                   COM              49337W100    62982  1651787 SH       DEFINED 01            1651787        0        0
KEYSPAN CORP                   COM              49337W100     1201    31500 SH       DEFINED 01 03               0    31500        0
KEYSPAN CORP                   COM              49337W100       17      443 SH       DEFINED 01 05               0      443        0
VALEO                          COM              4937579          8      180 SH       DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          5      300 SH       DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         11      700 SH       DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          2     1580 SH       DEFINED 01 10            1580        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH       DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108        5      178 SH       DEFINED 01                178        0        0
E.ON AG                        COM              4942904         86     1800 SH       DEFINED 01 10            1800        0        0
KIMBERLY CLARK                 COM              494368103     5969    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103   166556  2455503 SH       DEFINED 01            2455503        0        0
KIMBERLY CLARK                 COM              494368103    96849  1427825 SH       DEFINED 01 02               0  1427825        0
KIMBERLY CLARK                 COM              494368103     9451   139347 SH       DEFINED 01 03               0   139347        0
KIMBERLY CLARK                 COM              494368103    28987   427358 SH       DEFINED 01 05               0   427358        0
PECHINEY                       COM              4943792          8      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        4       94 SH       DEFINED 01                 94        0        0
KINDER MORGAN INC              COM              49455P101     2475    46517 SH       DEFINED 01              46517        0        0
KINDER MORGAN INC              COM              49455P101     1472    27674 SH       DEFINED 01 03               0    27674        0
KINDER MORGAN INC              COM              49455P101       20      376 SH       DEFINED 01 05               0      376        0
KING FISHER ORD                COM              495286999     1878   290380 SH       DEFINED 01 03               0   290380        0
KING PHARMACEUTICAL            COM              495582108    65706  1612460 SH       DEFINED 01            1612460        0        0
KING PHARMACEUTICAL            COM              495582108    20403   500708 SH       DEFINED 01 02               0   500708        0
KING PHARMACEUTICAL            COM              495582108     3569    87569 SH       DEFINED 01 03               0    87569        0
KING PHARMACEUTICAL            COM              495582108    49092  1204705 SH       DEFINED 01 05               0  1204705        0
KINGSGATE AU;KCN /AUD          COM              496500992      549  1500000 SH       DEFINED 01            1500000        0        0
KIRBY CORP                     COM              497266106     1451    72558 SH       DEFINED 01              72558        0        0
KNIGHT RIDDER                  COM              499040103    31015   577439 SH       DEFINED 01             577439        0        0
KNIGHT RIDDER                  COM              499040103     1668    31056 SH       DEFINED 01 03               0    31056        0
KNIGHT RIDDER                  COM              499040103      272     5068 SH       DEFINED 01 05               0     5068        0
KNIGHT TRADING GROUP INC       COM              499063105        8      551 SH       DEFINED 01                551        0        0
KNIGHT TRANSPORTATION          COM              499064103       50     2050 SH       DEFINED 01               2050        0        0
KNOLOGY HLDGS WT EXP 10/15/200 COM              499183119       11    11000 SH       DEFINED 01              11000        0        0
KNOLOGY HLDGS WT EXP 10/15/200 COM              499183119        2     1500 SH       DEFINED 01 05               0     1500        0
ZODIAC                         COM              4994693          2       11 SH       DEFINED 01 10              11        0        0
KOGER EQUITY INC               COM              500228101        2      131 SH       DEFINED 01                131        0        0
KOHLS CORP                     COM              500255104    40874   662575 SH       DEFINED 01             662575        0        0
KOHLS CORP                     COM              500255104    23983   388741 SH       DEFINED 01 02               0   388741        0
KOHLS CORP                     COM              500255104     7306   118427 SH       DEFINED 01 03               0   118427        0
KOHLS CORP                     COM              500255104    78343  1269942 SH       DEFINED 01 05               0  1269942        0
KOPIN                          COM              500600101     1763   306687 SH       DEFINED 01             306687        0        0
KOREA ELEC POWER     1576 KS/K COM              500610993     3031   199700 SH       DEFINED 01             199700        0        0
KOREA ELEC POWER     1576 KS/K COM              500610993       55     3600 SH       DEFINED 01 05               0     3600        0
KOREAN TELECOM       KR;3020   COM              500637996     2698    64000 SH       DEFINED 01              64000        0        0
KORN FERRY INTL                COM              500643200       16      943 SH       DEFINED 01                943        0        0
KORN FERRY INTL                COM              500643200        3      150 SH       DEFINED 01 02               0      150        0
KRISPY KREME DOUGHNUTS         COM              501014104    18360   510000 SH       DEFINED 01 05               0   510000        0
KROGER CO.                     COM              501044101      413    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101   139614  5413610 SH       DEFINED 01 02               0  5413610        0
KROGER COMPANY                 COM              501044101    77299  2997214 SH       DEFINED 01            2997214        0        0
KROGER COMPANY                 COM              501044101    10040   389283 SH       DEFINED 01 03               0   389283        0
KROGER COMPANY                 COM              501044101      867    33646 SH       DEFINED 01 05               0    33646        0
KROLL O GARA                   COM              501050108      362    67418 SH       DEFINED 01              67418        0        0
KRONOS INC                     COM              501052104     1189    37843 SH       DEFINED 01              37843        0        0
KULICKE &SOFFA IND             COM              501242101     2002   147634 SH       DEFINED 01             147634        0        0
KULICKE &SOFFA IND             COM              501242101        4      290 SH       DEFINED 01 02               0      290        0
LCC INTERNATIONAL              COM              501810105      295    59000 SH       DEFINED 01              59000        0        0
LCC INTERNATIONAL              COM              501810105        1      200 SH       DEFINED 01 02               0      200        0
LTV CORP NEW                   COM              501921100        0      471 SH       DEFINED 01                471        0        0
LNR PPTY CORP                  COM              501940100        3      108 SH       DEFINED 01                108        0        0
CHARGEURS                      COM              5021318          1       15 SH       DEFINED 01 10              15        0        0
LSI LOGIC                      COM              502161102      767    48735 SH       DEFINED 01              48735        0        0
LSI LOGIC                      COM              502161102     1234    78467 SH       DEFINED 01 03               0    78467        0
LSI LOGIC                      COM              502161102       17     1051 SH       DEFINED 01 05               0     1051        0
LTX CORP                       COM              502392103        2      129 SH       DEFINED 01                129        0        0
L-3 COMMUNICATIONS             COM              502424104     1026    13000 SH       DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS             COM              502424104       67      840 SH       DEFINED 01                840        0        0
METRO AG                       COM              5041413         34      800 SH       DEFINED 01 10             800        0        0
METRO AG                       COM              5041424          3      100 SH       DEFINED 01 10             100        0        0
NOVARTIS AG                    COM              5047831        298      190 SH       DEFINED 01 10             190        0        0
SWEDISH MATC                   COM              5048566          3      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         17      600 SH       DEFINED 01 10             600        0        0
LA-Z-BOY CHAIR CO              COM              505336107     3244   182228 SH       DEFINED 01             182228        0        0
LABOR READY INC                COM              505401208      394   124977 SH       DEFINED 01             124977        0        0
LAB CORP OF AMERICA            COM              50540R409      217     1807 SH       DEFINED 01 02               0     1807        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    24081   200260 SH       DEFINED 01             200260        0        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    30060   249980 SH       DEFINED 01 05               0   249980        0
LABRANCHE & CO                 COM              505447102     2870    89259 SH       DEFINED 01              89259        0        0
LABRANCHE & CO                 COM              505447102        5      160 SH       DEFINED 01 02               0      160        0
LABRANCHE & CO                 COM              505447102      116     3600 SH       DEFINED 01 05               0     3600        0
LACLEDE GAS CO                 COM              505588103     1328    56993 SH       DEFINED 01              56993        0        0
LAFARGE SA (BEARER)            COM              505861989    11814   133646 SH       DEFINED 01             133646        0        0
LAFARGE SA (BEARER)            COM              505861989     5139    58133 SH       DEFINED 01 03               0    58133        0
LAFARGE SA (BEARER)            COM              505861989    13128   148510 SH       DEFINED 01 05               0   148510        0
LAFARGE                        COM              505862102        6      198 SH       DEFINED 01                198        0        0
ING GROEP NV                   COM              5058877        167     2560 SH       DEFINED 01 10            2560        0        0
PUBLIGROUPE AG                 COM              5064744          2        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060         11      350 SH       DEFINED 01 10             350        0        0
SAS NORGE ASA CL A             COM              5066472          1      135 SH       DEFINED 01 10             135        0        0
HAFSLUND ASA CL A              COM              5067550          1      270 SH       DEFINED 01 10             270        0        0
HAFSLUND ASA CL B              COM              5067561          1      270 SH       DEFINED 01 10             270        0        0
BAYER AG                       COM              5069211         72     1700 SH       DEFINED 01 10            1700        0        0
MEDIASET                       COM              5077946         28     3000 SH       DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         59     1500 SH       DEFINED 01 10            1500        0        0
SIDEL                          COM              5092433          3       73 SH       DEFINED 01 10              73        0        0
GEHE AG                        COM              5105182          7      200 SH       DEFINED 01 10             200        0        0
BEIERSDORF A                   COM              5107401         21      200 SH       DEFINED 01 10             200        0        0
HOCHTIEF AG                    COM              5108664          5      200 SH       DEFINED 01 10             200        0        0
FAG KUGELFISCHER               COM              5115998          1      100 SH       DEFINED 01 10             100        0        0
BILFINGER &                    COM              5117381          2      100 SH       DEFINED 01 10             100        0        0
HEIDELBERGER                   COM              5120679          5      100 SH       DEFINED 01 10             100        0        0
DILIGENTIA                     COM              5127261          2      200 SH       DEFINED 01 10             200        0        0
LAM RESEARCH CORP              COM              512807108     1388    58439 SH       DEFINED 01              58439        0        0
LAMAR ADVERTISING              COM              512815101        4      111 SH       DEFINED 01                111        0        0
FRESENIUS ME                   COM              5129074         14      200 SH       DEFINED 01 10             200        0        0
LANCASTER COLONY COR           COM              513847103      744    25599 SH       DEFINED 01              25599        0        0
LANCASTER COLONY COR           COM              513847103        4      150 SH       DEFINED 01 02               0      150        0
LANCASTER COLONY COR           COM              513847103       38     1300 SH       DEFINED 01 05               0     1300        0
PROSEGUR                       COM              5140213          2      157 SH       DEFINED 01 10             157        0        0
ALITALIA LINEE                 COM              5140343          6     4000 SH       DEFINED 01 10            4000        0        0
LANCE INC                      COM              514606102        7      654 SH       DEFINED 01                654        0        0
LANDAMERICA FINL               COM              514936103     1451    40775 SH       DEFINED 01              40775        0        0
LANDS END INC                  COM              515086106       22      805 SH       DEFINED 01                805        0        0
LANDRY'S SEAFOOD               COM              51508L103      739    65074 SH       DEFINED 01              65074        0        0
LANDSTAR SYSTEM INC            COM              515098101     4830    71302 SH       DEFINED 01              71302        0        0
LANDSTAR SYSTEM INC            COM              515098101        3       50 SH       DEFINED 01 02               0       50        0
LANDSTAR SYSTEM INC            COM              515098101       67      991 SH       DEFINED 01 05               0      991        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
FRANCE TELEC                   COM              5176177        144     2453 SH       DEFINED 01 10            2453        0        0
LASON INC                      COM              51808R107        0       57 SH       DEFINED 01                 57        0        0
LATITUDE  COMM INC             COM              518292107      197    49569 SH       DEFINED 01              49569        0        0
LATTICE SEMICONDUCTR           COM              518415104     1595    87727 SH       DEFINED 01              87727        0        0
ESTE  LAUDER                   COM              518439104       10      271 SH       DEFINED 01                271        0        0
ROYAL DUTCH                    COM              5202704        313     5615 SH       DEFINED 01 10            5615        0        0
VEDIOR                         COM              5205361          3      230 SH       DEFINED 01 10             230        0        0
LAWSON PRODUCTS                COM              520776105      727    29359 SH       DEFINED 01              29359        0        0
HAGEMEYER                      COM              5209073          5      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL I           COM              521863100     3208   114296 SH       DEFINED 01             114296        0        0
LEAP WIRELESS INTL I           COM              521863100        4      130 SH       DEFINED 01 02               0      130        0
LEAP WIRELESS INTL I           COM              521863100      129     4610 SH       DEFINED 01 05               0     4610        0
LEAR SEATING CORP              COM              521865105        8      270 SH       DEFINED 01 02               0      270        0
LEAR SEATING CORP    LEAR SEAT COM              521865105     4396   150042 SH       DEFINED 01             150042        0        0
LEAR SEATING CORP    LEAR SEAT COM              521865105      173     5900 SH       DEFINED 01 05               0     5900        0
LEARNING TREE INTL             COM              522015106     1628    78600 SH       DEFINED 01              78600        0        0
LEARNING TREE INTL             COM              522015106        1       70 SH       DEFINED 01 02               0       70        0
LEARNING TREE INTL             COM              522015106       52     2500 SH       DEFINED 01 05               0     2500        0
GROUP 4 FALCK A/S              COM              5223459          6       53 SH       DEFINED 01 10              53        0        0
SAMPO-LEONIA INS.              COM              5226038         10      200 SH       DEFINED 01 10             200        0        0
HOLLANDSCHE BETON GROEP        COM              5227804          1       83 SH       DEFINED 01 10              83        0        0
ALLIANZ AG                     COM              5231485        188      645 SH       DEFINED 01 10             645        0        0
UPONOR OYJ                     COM              5232671          1      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES INC            COM              523768109       38     1244 SH       DEFINED 01               1244        0        0
LEE ENTERPRISES INC            COM              523768109        4      140 SH       DEFINED 01 02               0      140        0
LEGATO                         COM              524651106      265    22000 SH       DEFINED 01                  0    22000        0
LEGATO                         COM              524651106       29     2374 SH       DEFINED 01               2374        0        0
LEGGETT & PLATT                COM              524660107       48     2482 SH       DEFINED 01               2482        0        0
LEGGETT & PLATT                COM              524660107      872    45364 SH       DEFINED 01 03               0    45364        0
LEGGETT & PLATT                COM              524660107    21203  1102645 SH       DEFINED 01 05               0  1102645        0
LEGG MASON INC                 COM              524901105    25323   601495 SH       DEFINED 01             601495        0        0
LEGG MASON INC                 COM              524901105   137737  3271649 SH       DEFINED 01 02               0  3271649        0
LEGG MASON INC                 COM              524901105     4658   110632 SH       DEFINED 01 03               0   110632        0
LEHMAN BROS HOLDINGS           COM              524908100   213603  3406735 SH       DEFINED 01            3406735        0        0
LEHMAN BROS HOLDINGS           COM              524908100    17793   283790 SH       DEFINED 01 02               0   283790        0
LEHMAN BROS HOLDINGS           COM              524908100    10411   166025 SH       DEFINED 01 03               0   166025        0
LEHMAN BROS HOLDINGS           COM              524908100     2288    36482 SH       DEFINED 01 05               0    36482        0
ABN-AMRO HLD                   COM              5250769         70     3798 SH       DEFINED 01 10            3798        0        0
AHOLD (KON)                    COM              5252602         67     2139 SH       DEFINED 01 10            2139        0        0
SAPA AB                        COM              5255850          1      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206         11     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477         11     1000 SH       DEFINED 01 10            1000        0        0
LENNAR CORP                    COM              526057104     4579   114863 SH       DEFINED 01             114863        0        0
LENNAR CORP                    COM              526057104        8      190 SH       DEFINED 01 02               0      190        0
LENNAR CORP                    COM              526057104      175     4400 SH       DEFINED 01 05               0     4400        0
LENNOX INTL                    COM              526107107     1728   167799 SH       DEFINED 01             167799        0        0
LENNOX INTL                    COM              526107107        4      420 SH       DEFINED 01 02               0      420        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
ENDESA SA                      COM              5271782         47     2812 SH       DEFINED 01 10            2812        0        0
LUCADIA NATL CORP              COM              527288104       50     1553 SH       DEFINED 01               1553        0        0
LEVEL 3 COMM                   COM              52729N100      100     5788 SH       DEFINED 01               5788        0        0
SUEZ LYINNAISE DES EAUX        COM              5286764         30      200 SH       DEFINED 01 10             200        0        0
DEUTSCHE                       COM              5287488         15      800 SH       DEFINED 01 10             800        0        0
LEXAR MEDIA INC                COM              52886P104        1      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS INC           COM              528872104        1      113 SH       DEFINED 01                113        0        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH       DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121        142      474 SH       DEFINED 01 10             474        0        0
TELECOM ITAL                   COM              5297313         11     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         91     9000 SH       DEFINED 01 10            9000        0        0
LEXMARK INTL INC               COM              529771107      910    20000 SH       DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107       77     1686 SH       DEFINED 01               1686        0        0
LEXMARK INTL INC               COM              529771107     1413    31038 SH       DEFINED 01 03               0    31038        0
LEXMARK INTL INC               COM              529771107       19      418 SH       DEFINED 01 05               0      418        0
LG HOME SHOPPING(28150)        COM              529782997       66     2376 SH       DEFINED 01               2376        0        0
BIC                            COM              5298781          5      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1379    46181 SH       DEFINED 01              46181        0        0
LIBERATE TECH                  COM              530129105        5      560 SH       DEFINED 01                560        0        0
LIBERTY CORP  S C              COM              530370105        1       44 SH       DEFINED 01                 44        0        0
LIBERTY FINL COS INC           COM              530512102        4       97 SH       DEFINED 01                 97        0        0
COL TX EXEMPT INS  A           COM              530544402       28     3298 SH       DEFINED 01 02               0     3298        0
LIBERTY PROPERTY TRU           COM              531172104     1184    41930 SH       DEFINED 01              41930        0        0
LIBERTY PROPERTY TRU           COM              531172104       71     2500 SH       DEFINED 01 05               0     2500        0
LIFEPOINT HOSP INC             COM              53219L109    11889   332552 SH       DEFINED 01             332552        0        0
LIFEPOINT HOSP INC             COM              53219L109    72834  2037365 SH       DEFINED 01 02               0  2037365        0
LIFEPOINT HOSP INC             COM              53219L109     1934    54100 SH       DEFINED 01 03               0    54100        0
LIFEPOINT HOSP INC             COM              53219L109      181     5050 SH       DEFINED 01 05               0     5050        0
LIFEMINDERS INC                COM              53220Q105        0       62 SH       DEFINED 01                 62        0        0
LIGHTBRIDGE INC                COM              532226107      109     9500 SH       DEFINED 01               9500        0        0
LIHIR GOLD ORD                 COM              532300993      651  2300000 SH       DEFINED 01            2300000        0        0
LILLIAN VERNON CO              COM              532430105      192    26263 SH       DEFINED 01              26263        0        0
ELI LILLY                      COM              532457108    11917   155444 SH       DEFINED 01             155444        0        0
ELI LILLY                      COM              532457108    29544   385449 SH       DEFINED 01 02               0   385449        0
ELI LILLY                      COM              532457108    22167   289167 SH       DEFINED 01 03               0   289167        0
ELI LILLY                      COM              532457108      460     6007 SH       DEFINED 01 05               0     6007        0
THE LIMITED INC                COM              532716107      596    37931 SH       DEFINED 01              37931        0        0
THE LIMITED INC                COM              532716107    39825  2533737 SH       DEFINED 01 02               0  2533737        0
THE LIMITED INC                COM              532716107     1787   113675 SH       DEFINED 01 03               0   113675        0
THE LIMITED INC                COM              532716107       22     1401 SH       DEFINED 01 05               0     1401        0
LINCARE HOLDINGS INC           COM              532791100    38185   721319 SH       DEFINED 01             721319        0        0
LINCARE HOLDINGS INC           COM              532791100    74799  1412970 SH       DEFINED 01 02               0  1412970        0
LINCARE HOLDINGS INC           COM              532791100     3994    75450 SH       DEFINED 01 03               0    75450        0
LINCARE HOLDINGS INC           COM              532791100     5939   112200 SH       DEFINED 01 05               0   112200        0
MODERN TIMES                   COM              5328127          4      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047         11      258 SH       DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          4      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HLD           COM              533900106        2       97 SH       DEFINED 01                 97        0        0
LINCOLN NAT                    COM              534187109     3026    71260 SH       DEFINED 01 02               0    71260        0
LINCOLN NATK                   COM              534187109    39180   922527 SH       DEFINED 01             922527        0        0
LINCOLN NATK                   COM              534187109     2980    70185 SH       DEFINED 01 03               0    70185        0
LINCOLN NATK                   COM              534187109      408     9599 SH       DEFINED 01 05               0     9599        0
EM TV                          COM              5352353          1      300 SH       DEFINED 01 10             300        0        0
LINDSAY MANUFACTURIN           COM              535555106      654    35368 SH       DEFINED 01              35368        0        0
AUSTRIA TABA                   COM              5355921          3       51 SH       DEFINED 01 10              51        0        0
LINEAR TECHNOLOGY              COM              535678106    22255   541974 SH       DEFINED 01             541974        0        0
LINEAR TECHNOLOGY              COM              535678106     9538   232272 SH       DEFINED 01 02               0   232272        0
LINEAR TECHNOLOGY              COM              535678106     3211    78198 SH       DEFINED 01 03               0    78198        0
LINEAR TECHNOLOGY              COM              535678106       43     1043 SH       DEFINED 01 05               0     1043        0
LINEN & THINGS                 COM              535679104     3434   124905 SH       DEFINED 01             124905        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
LITTELFUSE INC                 COM              537008104     1974    78600 SH       DEFINED 01              78600        0        0
LITTELFUSE INC                 COM              537008104        4      150 SH       DEFINED 01 02               0      150        0
LITTELFUSE INC                 COM              537008104       85     3400 SH       DEFINED 01 05               0     3400        0
NORDEA                         COM              5380031         38     6199 SH       DEFINED 01 10            6199        0        0
LITTON INDUSTRIES              COM              538021106       95     1179 SH       DEFINED 01               1179        0        0
CORTEFIEL SA                   COM              5385564          1       92 SH       DEFINED 01 10              92        0        0
CORP MAPFRE                    COM              5387559          3      142 SH       DEFINED 01 10             142        0        0
LIZ CLAIBORNE                  COM              539320101       31      669 SH       DEFINED 01                669        0        0
LIZ CLAIBORNE                  COM              539320101      606    12888 SH       DEFINED 01 03               0    12888        0
LIZ CLAIBORNE                  COM              539320101        8      170 SH       DEFINED 01 05               0      170        0
LOCKHEED MARTIN CORP           COM              539830109    29586   829915 SH       DEFINED 01             829915        0        0
LOCKHEED MARTIN CORP           COM              539830109     3827   107351 SH       DEFINED 01 03               0   107351        0
LOCKHEED MARTIN CORP           COM              539830109       51     1418 SH       DEFINED 01 05               0     1418        0
LOEWS CORP                     COM              540424108   191242  3219006 SH       DEFINED 01            3219006        0        0
LOEWS CORP                     COM              540424108     7557   127204 SH       DEFINED 01 03               0   127204        0
LOEWS CORP                     COM              540424108     1830    30806 SH       DEFINED 01 05               0    30806        0
LONE STAR STEAK HS             COM              542307103        5      564 SH       DEFINED 01                564        0        0
LONE STAR TECHNOLOG            COM              542312103     6686   156404 SH       DEFINED 01             156404        0        0
LONE STAR TECHNOLOG            COM              542312103        6      145 SH       DEFINED 01 02               0      145        0
LONE STAR TECHNOLOG            COM              542312103      128     3000 SH       DEFINED 01 05               0     3000        0
LONGS DRUG STORES              COM              543162101       14      490 SH       DEFINED 01                490        0        0
LONGS DRUG STORES              COM              543162101      256     8676 SH       DEFINED 01 03               0     8676        0
LONGS DRUG STORES              COM              543162101        4      123 SH       DEFINED 01 05               0      123        0
LONGVIEW FIBRE WASH            COM              543213102       16     1233 SH       DEFINED 01               1233        0        0
LOOKSMART LTD                  COM              543442107        1      427 SH       DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          2      200 SH       DEFINED 01 10             200        0        0
OM GRUPPEN A                   COM              5437744          4      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      122 SH       DEFINED 01 10             122        0        0
TELEPIZZA                      COM              5443365          1      505 SH       DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         11      864 SH       DEFINED 01 10             864        0        0
RAISIO YHTYM                   COM              5446632          1      400 SH       DEFINED 01 10             400        0        0
OCE NV                         COM              5446751          3      197 SH       DEFINED 01 10             197        0        0
OYJ HARWALL                    COM              5446944          2      150 SH       DEFINED 01 10             150        0        0
GAMBRO AB                      COM              5450031          3      500 SH       DEFINED 01 10             500        0        0
GAMBRO AB                      COM              5450053          1      200 SH       DEFINED 01 10             200        0        0
HEINEKEN NV                    COM              5455821         43      821 SH       DEFINED 01 10             821        0        0
MERKANTILDAT                   COM              5457162          1      300 SH       DEFINED 01 10             300        0        0
LOUDEYE TECHNOLOGIES           COM              545754103        0       80 SH       DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         31      749 SH       DEFINED 01 10             749        0        0
ORKLA ASA                      COM              5459715          9      535 SH       DEFINED 01 10             535        0        0
LOUIS DREYFUS NAT GA           COM              546011107     8786   237444 SH       DEFINED 01             237444        0        0
LOUIS DREYFUS NAT GA           COM              546011107      178     4800 SH       DEFINED 01 05               0     4800        0
SKANDIA INSU                   COM              5461572         22     2400 SH       DEFINED 01 10            2400        0        0
STOCKMANN AB                   COM              5462371          1       50 SH       DEFINED 01 10              50        0        0
SAIRGROUP                      COM              5463471          3       30 SH       DEFINED 01 10              30        0        0
LOUISIANA PAC.                 COM              546347105     2318   241270 SH       DEFINED 01             241270        0        0
LOUISIANA PAC.                 COM              546347105        4      410 SH       DEFINED 01 02               0      410        0
LOUISIANA PAC.                 COM              546347105      229    23834 SH       DEFINED 01 03               0    23834        0
LOUISIANA PAC.                 COM              546347105       98    10242 SH       DEFINED 01 05               0    10242        0
LOUISVILLE G&E PFD             PRF              546676800     1228    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         11      800 SH       DEFINED 01 10             800        0        0
EBRO PULEVA SA                 COM              5468324          3      255 SH       DEFINED 01 10             255        0        0
PETROLEUM GE                   COM              5469372          2      200 SH       DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          5      200 SH       DEFINED 01 10             200        0        0
TNT POST GRO                   COM              5481558         24     1147 SH       DEFINED 01 10            1147        0        0
LOWE`S CO`S                    COM              548661107      295     5050 SH       DEFINED 01               5050        0        0
LOWE`S CO`S                    COM              548661107     5579    95451 SH       DEFINED 01 03               0    95451        0
LOWE`S CO`S                    COM              548661107    10595   181261 SH       DEFINED 01 05               0   181261        0
BENETTON GRO                   COM              5486672          6     4000 SH       DEFINED 01 10            4000        0        0
LUBRIZOL CORP                  COM              549271104     2146    70814 SH       DEFINED 01              70814        0        0
LUBRIZOL CORP                  COM              549271104        6      190 SH       DEFINED 01 02               0      190        0
LUBRIZOL CORP                  COM              549271104      130     4300 SH       DEFINED 01 05               0     4300        0
LUBY S INC                     COM              549282101      515    67763 SH       DEFINED 01              67763        0        0
LUCENT TECHNOLOGIES            COM              549463107      197    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107    10101  1013153 SH       DEFINED 01            1013153        0        0
LUCENT TECHNOLOGIES            COM              549463107        4      400 SH       DEFINED 01 02               0      400        0
LUCENT TECHNOLOGIES            COM              549463107     8412   843731 SH       DEFINED 01 03               0   843731        0
LUCENT TECHNOLOGIES            COM              549463107      112    11195 SH       DEFINED 01 05               0    11195        0
VOLKSWAGEN A                   COM              5497102         32      700 SH       DEFINED 01 10             700        0        0
VOLKSWAGEN A                   COM              5497168          6      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          4      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906        116     8487 SH       DEFINED 01 10            8487        0        0
LUMINANT WORLDWIDE C           COM              550260103        0       67 SH       DEFINED 01                 67        0        0
VALLEHERMOSO                   COM              5504789          2      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         47      272 SH       DEFINED 01 10             272        0        0
PORTLAND VALDERRIVAS           COM              5505878          1       57 SH       DEFINED 01 10              57        0        0
LYDALL INC                     COM              550819106      498    47883 SH       DEFINED 01              47883        0        0
BUHRMANN NV                    COM              5516751          6      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL CO           COM              552078107       99     6937 SH       DEFINED 01               6937        0        0
M&T BK CORP                    COM              55261F104      167     2379 SH       DEFINED 01               2379        0        0
MAF BANCORP                    COM              55261R108     3443   125779 SH       DEFINED 01             125779        0        0
MAF BANCORP                    COM              55261R108        7      240 SH       DEFINED 01 02               0      240        0
MAF BANCORP                    COM              55261R108       66     2400 SH       DEFINED 01 05               0     2400        0
MBIA INC                       COM              55262C100      105     1298 SH       DEFINED 01               1298        0        0
MBIA INC                       COM              55262C100     2016    24982 SH       DEFINED 01 03               0    24982        0
MBIA INC                       COM              55262C100       26      324 SH       DEFINED 01 05               0      324        0
MBNA                           COM              55262L100     5230   158000 SH       DEFINED 01                  0   158000        0
MBNA                           COM              55262L100   380766 11503546 SH       DEFINED 01           11503546        0        0
MBNA                           COM              55262L100    23599   712984 SH       DEFINED 01 02               0   712984        0
MBNA                           COM              55262L100    10123   305834 SH       DEFINED 01 03               0   305834        0
MBNA                           COM              55262L100   119902  3622414 SH       DEFINED 01 05               0  3622414        0
MDC HOLDINGS INC               COM              552676108     2775    70512 SH       DEFINED 01              70512        0        0
MDC HOLDINGS INC               COM              552676108        6      158 SH       DEFINED 01 02               0      158        0
MCN ENERGY GROUP               COM              55267J100       56     2173 SH       DEFINED 01               2173        0        0
MDU RESOURCES GROUP            COM              552690109        5      130 SH       DEFINED 01 02               0      130        0
MDU RESOURCES GROUP  INC       COM              552690109    28635   801642 SH       DEFINED 01             801642        0        0
MCSI INC                       COM              55270M108     1852   125000 SH       DEFINED 01             125000        0        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT CORP           COM              552848103       96     1408 SH       DEFINED 01               1408        0        0
MGIC INVESTMENT CORP           COM              552848103     1847    27001 SH       DEFINED 01 03               0    27001        0
MGIC INVESTMENT CORP           COM              552848103       24      351 SH       DEFINED 01 05               0      351        0
MGI PHARM                      COM              552880106      545    49785 SH       DEFINED 01              49785        0        0
DAIMLERCHRYS                   COM              5529027        106     2400 SH       DEFINED 01 10            2400        0        0
MGM MIRAGE                     COM              552953101     1387    55271 SH       DEFINED 01              55271        0        0
MKS INSTRUMENT INC             COM              55306N104        2      100 SH       DEFINED 01                100        0        0
SWISSCOM AG                    COM              5533976         41      180 SH       DEFINED 01 10             180        0        0
MRV COMMUNICATIONS             COM              553477100        3      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE INC               COM              55347W105      539    66755 SH       DEFINED 01              66755        0        0
M.S. CARRIERS                  COM              553533100     1033    33728 SH       DEFINED 01              33728        0        0
MTI TECHOLOGY CORP             COM              553903105        0      136 SH       DEFINED 01                136        0        0
DROTT AB-B SHS                 COM              5541087          3      300 SH       DEFINED 01 10             300        0        0
MACDERMID INC                  COM              554273102     1701    94064 SH       DEFINED 01              94064        0        0
MACERICH CO                    COM              554382101        2       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104        6      223 SH       DEFINED 01                223        0        0
SECURITAS                      COM              5554041         17     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         18     2862 SH       DEFINED 01 10            2862        0        0
SAN PAOLO-IM                   COM              5556575         51     3750 SH       DEFINED 01 10            3750        0        0
SONERA OYJ                     COM              5556586         14     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION CORP               COM              555904101     1608    36908 SH       DEFINED 01              36908        0        0
MACRO MEDIA                    COM              556100105       26     1648 SH       DEFINED 01               1648        0        0
MACRONIX INTL ADR              COM              556103109       29     1800 SH       DEFINED 01 05               0     1800        0
VENDEX KBB                     COM              5562389          4      231 SH       DEFINED 01 10             231        0        0
MAN AG ORD N                   COM              5563520          5      200 SH       DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          2      100 SH       DEFINED 01 10             100        0        0
MAGNETEK INC                   COM              559424106      638    67645 SH       DEFINED 01              67645        0        0
FORTIS B                       COM              5596593         52     1996 SH       DEFINED 01 10            1996        0        0
UCB                            COM              5596991         11      340 SH       DEFINED 01 10             340        0        0
MAIL WELL INC                  COM              560321200        1      153 SH       DEFINED 01                153        0        0
WCM                            COM              5604816          7      400 SH       DEFINED 01 10             400        0        0
MANDALAY RESORT GRP            COM              562567107      539    27000 SH       DEFINED 01                  0    27000        0
MANDALAY RESORT GRP            COM              562567107       42     2113 SH       DEFINED 01               2113        0        0
MANHATTAN ASS                  COM              562750109     1819   116894 SH       DEFINED 01             116894        0        0
MANHATTAN ASS                  COM              562750109        2      125 SH       DEFINED 01 02               0      125        0
MANHATTAN ASS                  COM              562750109       78     5000 SH       DEFINED 01 05               0     5000        0
MANITOWOC CO.                  COM              563571108     1847    74467 SH       DEFINED 01              74467        0        0
THYSSENKRUPP AG                COM              5636927         16     1100 SH       DEFINED 01 10            1100        0        0
MANOR CARE INC                 COM              564055101    17244   845284 SH       DEFINED 01             845284        0        0
MANOR CARE INC                 COM              564055101       20     1010 SH       DEFINED 01 02               0     1010        0
MANOR CARE INC                 COM              564055101      517    25352 SH       DEFINED 01 03               0    25352        0
MANOR CARE INC                 COM              564055101    23347  1144437 SH       DEFINED 01 05               0  1144437        0
UNILEVER NV                    COM              5640898         76     1436 SH       DEFINED 01 10            1436        0        0
NAVISIONDAMGAARD A/S           COM              5641125          2      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         96     1755 SH       DEFINED 01 10            1755        0        0
MANPOWER INC-WIS               COM              56418H100       52     1832 SH       DEFINED 01               1832        0        0
MANUF HOME                     COM              564682102        2       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP IN           COM              565011103     7868   429706 SH       DEFINED 01             429706        0        0
MANUGISTICS GROUP IN           COM              565011103      202    11000 SH       DEFINED 01 02               0    11000        0
MANUGISTICS GROUP IN           COM              565011103      309    16900 SH       DEFINED 01 03               0    16900        0
MANUGISTICS GROUP IN           COM              565011103      106     5800 SH       DEFINED 01 05               0     5800        0
GAS NATURAL                    COM              5650422         17     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      776    43740 SH       DEFINED 01              43740        0        0
ABB LTD                        COM              5661190         59      810 SH       DEFINED 01 10             810        0        0
MARCONI PLC                    COM              566255998    39967  8268256 SH       DEFINED 01            8268256        0        0
MARCONI PLC                    COM              566255998     7228  1495317 SH       DEFINED 01 03               0  1495317        0
MARCONI PLC                    COM              566255998    30456  6300522 SH       DEFINED 01 05               0  6300522        0
MARCUS CORP                    COM              566330106     1215    88051 SH       DEFINED 01              88051        0        0
PREUSSAG AG                    COM              5666292         16      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         58     3242 SH       DEFINED 01 10            3242        0        0
WOLTERS KLUW                   COM              5671519         16      654 SH       DEFINED 01 10             654        0        0
SANOFI-SYNTH                   COM              5671735        101     1805 SH       DEFINED 01 10            1805        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
MARINE DRILLING CO             COM              568240204      152     5704 SH       DEFINED 01               5704        0        0
CHARLES VOEGELE HOLDING AG     COM              5682577          2       21 SH       DEFINED 01 10              21        0        0
ADECCO SA                      COM              5683097         26       50 SH       DEFINED 01 10              50        0        0
GRUPO DRAGAD                   COM              5687000          5      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         29     2075 SH       DEFINED 01 10            2075        0        0
AGFA GEVAERT                   COM              5689051          6      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789         11      800 SH       DEFINED 01 10             800        0        0
TELE DANMARK                   COM              5698790         18      500 SH       DEFINED 01 10             500        0        0
WIENERBERGER                   COM              5699373          3      162 SH       DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         20     1400 SH       DEFINED 01 10            1400        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          1      100 SH       DEFINED 01 10             100        0        0
MARKEL CORP                    COM              570535104      116      620 SH       DEFINED 01                620        0        0
BCO SANT CEN                   COM              5705946        110    11991 SH       DEFINED 01 10           11991        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH       DEFINED 01                 40        0        0
MARKETSOFT CVT PFD             PRF              570620XX7     4510   924180 SH       DEFINED 01             924180        0        0
MARKETSOFT CVT PFD             PRF              570620XX7     5490  1125000 SH       DEFINED 01 05               0  1125000        0
METSO OYJ                      COM              5713422          3      300 SH       DEFINED 01 10             300        0        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     5000  2702703 SH       DEFINED 01 05               0  2702703        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     4500  2142857 SH       DEFINED 01            2142857        0        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     5500  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH MCLENNAN CO              COM              571748102   413698  4353350 SH       DEFINED 01            4353350        0        0
MARSH MCLENNAN CO              COM              571748102    34169   359540 SH       DEFINED 01 02               0   359540        0
MARSH MCLENNAN CO              COM              571748102     9179    96589 SH       DEFINED 01 03               0    96589        0
MARSH MCLENNAN CO              COM              571748102    97090  1021683 SH       DEFINED 01 05               0  1021683        0
MARSHALL & LLSLEY C            COM              571834100      135     2547 SH       DEFINED 01               2547        0        0
CANAL PLUS                     COM              5718988          1      286 SH       DEFINED 01 10             286        0        0
MARRIOTT INTL CL A             COM              571903202   340484  8268168 SH       DEFINED 01            8268168        0        0
MARRIOTT INTL CL A             COM              571903202       98     2390 SH       DEFINED 01 02               0     2390        0
MARRIOTT INTL CL A             COM              571903202     3856    93645 SH       DEFINED 01 03               0    93645        0
MARRIOTT INTL CL A             COM              571903202    54540  1324396 SH       DEFINED 01 05               0  1324396        0
BPI SGPS                       COM              5721759          4     1462 SH       DEFINED 01 10            1462        0        0
HUGO BOSS VZ                   COM              5726709          5       16 SH       DEFINED 01 10              16        0        0
SIEMENS AG                     COM              5727973        145     1400 SH       DEFINED 01 10            1400        0        0
EIRCOM                         COM              5728415         11     5212 SH       DEFINED 01 10            5212        0        0
AGUAS DE                       COM              5729065          5      325 SH       DEFINED 01 10             325        0        0
TELEFONICA S                   COM              5732524        197    12230 SH       DEFINED 01 10           12230        0        0
QIAGEN NV                      COM              5732825          7      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      427    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106    55389  1297177 SH       DEFINED 01            1297177        0        0
MARTIN MARIETTA MATE           COM              573284106     1275    29858 SH       DEFINED 01 02               0    29858        0
MARTIN MARIETTA MATE           COM              573284106     2683    62850 SH       DEFINED 01 03               0    62850        0
MARTIN MARIETTA MATE           COM              573284106    22047   516334 SH       DEFINED 01 05               0   516334        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
SOL MELIA SA                   COM              5738298          4      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         13      300 SH       DEFINED 01 10             300        0        0
MASCO CORP                     COM              574599106     5779   239415 SH       DEFINED 01             239415        0        0
MASCO CORP                     COM              574599106     2745   113720 SH       DEFINED 01 03               0   113720        0
MASCO CORP                     COM              574599106       35     1469 SH       DEFINED 01 05               0     1469        0
FIAT SPA                       COM              5748521         21     1000 SH       DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          3      210 SH       DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355        111     1450 SH       DEFINED 01 10            1450        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH       DEFINED 01 10             128        0        0
MASSEY ENERGY COMPANY          COM              576206106     5476   228916 SH       DEFINED 01             228916        0        0
MASTEC INC.                    COM              576323109      198    14625 SH       DEFINED 01 02               0    14625        0
MASTEC INC.          MTZ       COM              576323109       19     1353 SH       DEFINED 01               1353        0        0
MATERIAL SCIENCES              COM              576674105      348    43177 SH       DEFINED 01              43177        0        0
MATRIXONE INC                  COM              57685P304      144     8416 SH       DEFINED 01               8416        0        0
MATSUSHITA ELECTRIC            COM              576879100     4139   229000 SH       DEFINED 01 03               0   229000        0
MATTEL INC.                    COM              577081102    42055  2370633 SH       DEFINED 01            2370633        0        0
MATTEL INC.                    COM              577081102     2841   160126 SH       DEFINED 01 03               0   160126        0
MATTEL INC.                    COM              577081102      499    28105 SH       DEFINED 01 05               0    28105        0
ZARDOYA-OTIS                   COM              5770900          3      353 SH       DEFINED 01 10             353        0        0
MAXTOR CORP                    COM              577729205        2      348 SH       DEFINED 01                348        0        0
MAXIM INTEGRATED               COM              57772K101   146719  3527707 SH       DEFINED 01 02               0  3527707        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101   434748 10453134 SH       DEFINED 01           10453134        0        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101     9864   237181 SH       DEFINED 01 03               0   237181        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101    97338  2340414 SH       DEFINED 01 05               0  2340414        0
MAXIM PHARMACEUTICAL           COM              57772M107        1      134 SH       DEFINED 01                134        0        0
MAXYGEN                        COM              577776107       32     2669 SH       DEFINED 01               2669        0        0
MAY DEPT STORES                COM              577778103    16669   469832 SH       DEFINED 01             469832        0        0
MAY DEPT STORES                COM              577778103     3197    90096 SH       DEFINED 01 03               0    90096        0
MAY DEPT STORES                COM              577778103       35      980 SH       DEFINED 01 05               0      980        0
MAXXAM INC                     COM              577913106        2      152 SH       DEFINED 01                152        0        0
MAXIMUS INC                    COM              577933104     1899    64159 SH       DEFINED 01              64159        0        0
MAYOR'S JEWELERS INC           COM              578462103      231    57639 SH       DEFINED 01              57639        0        0
MAYTAG CO                      COM              578592107       32      989 SH       DEFINED 01                989        0        0
MAYTAG CO                      COM              578592107      568    17623 SH       DEFINED 01 03               0    17623        0
MAYTAG CO                      COM              578592107        8      253 SH       DEFINED 01 05               0      253        0
EPCOS AG                       COM              5785993          8      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          2      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565          9      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          6      283 SH       DEFINED 01 10             283        0        0
KONE CORP                      COM              5792528          3       40 SH       DEFINED 01 10              40        0        0
LONZA GROUP AG                 COM              5794223         11       20 SH       DEFINED 01 10              20        0        0
MCCLATCHY CO HOLDING           COM              579489105     2369    58652 SH       DEFINED 01              58652        0        0
MCCLATCHY CO HOLDING           COM              579489105        4      100 SH       DEFINED 01 02               0      100        0
MCCLATCHY CO HOLDING           COM              579489105      105     2600 SH       DEFINED 01 05               0     2600        0
TOP DANMARK AS                 COM              5797147          2      100 SH       DEFINED 01 10             100        0        0
MCCORMICK & CO                 COM              579780206       70     1658 SH       DEFINED 01               1658        0        0
ENEL SPA                       COM              5798021         63    19213 SH       DEFINED 01 10           19213        0        0
MCDATA CORPORATION             COM              580031102    10202   450000 SH       DEFINED 01             450000        0        0
MCDATA CORPORATION             COM              580031102      732    32250 SH       DEFINED 01 02               0    32250        0
MCDATA CORPORATION             COM              580031102     1077    47500 SH       DEFINED 01 03               0    47500        0
MCDATA CORPORATION             COM              580031102     2267   100000 SH       DEFINED 01 05               0   100000        0
MCDATA CORPORATION             COM              580031201       39     2061 SH       DEFINED 01                  0     2061        0
MCDATA CORPORATION             COM              580031201        3      174 SH       DEFINED 01                174        0        0
MCDATA CORPORATION             COM              580031201       86     4541 SH       DEFINED 01 02               0     4541        0
MCDATA CORPORATION             COM              580031201      170     9017 SH       DEFINED 01 05               0     9017        0
MCDERMOTT INTL                 COM              580037109    25377  2006180 SH       DEFINED 01            2006180        0        0
MCDERMOTT INTL                 COM              580037109      141    11134 SH       DEFINED 01 03               0    11134        0
MCDERMOTT INTL                 COM              580037109      493    38898 SH       DEFINED 01 05               0    38898        0
MCDONALDS                      COM              580135101      460    17321 SH       DEFINED 01              17321        0        0
MCDONALDS                      COM              580135101     8673   326672 SH       DEFINED 01 03               0   326672        0
MCDONALDS                      COM              580135101      115     4317 SH       DEFINED 01 05               0     4317        0
DRESDNER BAN                   COM              5801628         57     1250 SH       DEFINED 01 10            1250        0        0
BRISA(AUTO-E                   COM              5803925          8      875 SH       DEFINED 01 10             875        0        0
COLRUYT SA                     COM              5806225          4       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL COS INC            COM              580645109    71721  1202379 SH       DEFINED 01            1202379        0        0
MCGRAW-HILL COS INC            COM              580645109     2917    48897 SH       DEFINED 01 03               0    48897        0
MCGRAW-HILL COS INC            COM              580645109       38      643 SH       DEFINED 01 05               0      643        0
BENI STABILI SPA               COM              5808135          1     3000 SH       DEFINED 01 10            3000        0        0
KONINKLIJKE VOPAK NV           COM              5809428          3      130 SH       DEFINED 01 10             130        0        0
MCK COMMUNICATIONS             COM              581243102       32    15004 SH       DEFINED 01              15004        0        0
BCO COM PORT                   COM              5812493         23     5053 SH       DEFINED 01 10            5053        0        0
MCKESSON HBOC INC              COM              58155Q103     1711    63948 SH       DEFINED 01              63948        0        0
MCKESSON HBOC INC              COM              58155Q103    28741  1074242 SH       DEFINED 01 02               0  1074242        0
MCKESSON HBOC INC              COM              58155Q103     1983    74107 SH       DEFINED 01 03               0    74107        0
MCKESSON HBOC INC              COM              58155Q103       25      935 SH       DEFINED 01 05               0      935        0
PORTUGAL TELECOM SGPS SA       COM              5817186         25     2936 SH       DEFINED 01 10            2936        0        0
MCLEOD                         COM              582266102       92    10581 SH       DEFINED 01              10581        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEAD CORP                      COM              582834107       32     1257 SH       DEFINED 01               1257        0        0
MEAD CORP                      COM              582834107      616    24567 SH       DEFINED 01 03               0    24567        0
MEAD CORP                      COM              582834107        8      331 SH       DEFINED 01 05               0      331        0
MEADE INSTRUMENTS              COM              583062104      205    49705 SH       DEFINED 01              49705        0        0
GRUPPO ED                      COM              5836200          5      833 SH       DEFINED 01 10             833        0        0
MEDAREX INC                    COM              583916101      104     6230 SH       DEFINED 01               6230        0        0
DEUTSCHE TEL                   COM              5842359        170     7209 SH       DEFINED 01 10            7209        0        0
SEAT-PAGINE SPA                COM              5843642          1      616 SH       DEFINED 01 10             616        0        0
MEDIA GENERAL                  COM              584404107       32      695 SH       DEFINED 01                695        0        0
AT&T      7.00%                PRF              58440J500    20594   675000 SH       DEFINED 01             675000        0        0
MEDIAPLEX INC                  COM              58446B105        0      105 SH       DEFINED 01                105        0        0
MEDIACOM COMM CORP             COM              58446K105        6      324 SH       DEFINED 01                324        0        0
MEDICAL ASSURN INC             COM              58449U100        1       84 SH       DEFINED 01                 84        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTIC           COM              584690309     7605   169668 SH       DEFINED 01             169668        0        0
MEDICIS PHARMACEUTIC           COM              584690309        5      110 SH       DEFINED 01 02               0      110        0
MEDICIS PHARMACEUTIC           COM              584690309      121     2700 SH       DEFINED 01 05               0     2700        0
MEDIMMUNE INC                  COM              584699102    12339   343955 SH       DEFINED 01             343955        0        0
MEDIMMUNE INC                  COM              584699102    83555  2328956 SH       DEFINED 01 02               0  2328956        0
MEDIMMUNE INC                  COM              584699102     5935   165474 SH       DEFINED 01 03               0   165474        0
MEDIMMUNE INC                  COM              584699102      509    14193 SH       DEFINED 01 05               0    14193        0
MEDQUIST INC                   COM              584949101        5      216 SH       DEFINED 01                216        0        0
MEDITRUST CORP                 COM              58501T306        1      250 SH       DEFINED 01                250        0        0
MEDTRONIC                      COM              585055106     9527   208276 SH       DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   593445 12974328 SH       DEFINED 01           12974328        0        0
MEDTRONIC                      COM              585055106     1831    39948 SH       DEFINED 01 02               0    39948        0
MEDTRONIC                      COM              585055106    15530   339516 SH       DEFINED 01 03               0   339516        0
MEDTRONIC                      COM              585055106   168504  3683966 SH       DEFINED 01 05               0  3683966        0
MEDTRONIC INC                  COM              585055106     7363   160980 SH       DEFINED 11 12               0   160980        0
MEDTRONIC INC                  COM              585055106    39798   870100 SH       DEFINED 11 12 13            0   870100        0
ACCOR                          COM              5852842         16      415 SH       DEFINED 01 10             415        0        0
MELLON FINANCIAL COR           COM              58551A108    20067   495245 SH       DEFINED 01 02               0   495245        0
MELLON FINANCIAL CORP          COM              58551A108    30384   749843 SH       DEFINED 01             749843        0        0
MELLON FINANCIAL CORP          COM              58551A108     7244   178766 SH       DEFINED 01 03               0   178766        0
MELLON FINANCIAL CORP          COM              58551A108    40585  1001607 SH       DEFINED 01 05               0  1001607        0
MEMBER WORKS                   COM              586002107     1348    57358 SH       DEFINED 01              57358        0        0
MENS WEARHOUSE INC             COM              587118100     2735   126726 SH       DEFINED 01             126726        0        0
MENTOR CORP MN                 COM              587188103     1612    71623 SH       DEFINED 01              71623        0        0
MENTOR GRAPHIC                 COM              587200106       35     1686 SH       DEFINED 01               1686        0        0
MENTOR GRAPHIC                 COM              587200106        5      225 SH       DEFINED 01 02               0      225        0
MERCANTILE BANKSHARE           COM              587405101     1564    42289 SH       DEFINED 01              42289        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
MERCK                          COM              589331107     8119   106964 SH       DEFINED 01                  0   106964        0
MERCK                          COM              589331107       65      850 SH       DEFINED 01 02               0      850        0
MERCK AND CO INC               COM              589331107    48931   644672 SH       DEFINED 01             644672        0        0
MERCK AND CO INC               COM              589331107    45009   593008 SH       DEFINED 01 03               0   593008        0
MERCK AND CO INC               COM              589331107    50697   667934 SH       DEFINED 01 05               0   667934        0
MERCURY COMP SYS INC           COM              589378108     5552   144688 SH       DEFINED 01             144688        0        0
MERCURY COMP SYS INC           COM              589378108        5      120 SH       DEFINED 01 02               0      120        0
MERCURY COMP SYS INC           COM              589378108      123     3200 SH       DEFINED 01 05               0     3200        0
MERCURY GENERAL CORP           COM              589400100        4      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109     1675    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109    69282  1654459 SH       DEFINED 01            1654459        0        0
MERCURY INTERACTIVE            COM              589405109    19985   477270 SH       DEFINED 01 02               0   477270        0
MERCURY INTERACTIVE            COM              589405109     1149    27454 SH       DEFINED 01 03               0    27454        0
MERCURY INTERACTIVE            COM              589405109    33645   803466 SH       DEFINED 01 05               0   803466        0
MEREDITH CORP                  COM              589433101       24      706 SH       DEFINED 01                706        0        0
MEREDITH CORP                  COM              589433101      398    11391 SH       DEFINED 01 03               0    11391        0
MEREDITH CORP                  COM              589433101        6      164 SH       DEFINED 01 05               0      164        0
MERISTAR HOSPITALITY           COM              58984Y103        6      309 SH       DEFINED 01                309        0        0
IMMSI                          COM              5898619          1     1000 SH       DEFINED 01 10            1000        0        0
MERIDIAN GOLD                  COM              589975101        2      294 SH       DEFINED 01                294        0        0
MERIDIAN GOLD INC CA;MNG/CAD   COM              589975952     1113   175000 SH       DEFINED 01             175000        0        0
MERRILL LYNCH                  COM              590188108     5343    96444 SH       DEFINED 11 12               0    96444        0
MERRILL LYNCH                  COM              590188108    29647   535156 SH       DEFINED 11 12 13            0   535156        0
MERRILL LYNCH & CO             COM              590188108   196564  3548091 SH       DEFINED 01            3548091        0        0
MERRILL LYNCH & CO             COM              590188108     1266    22830 SH       DEFINED 01 02               0    22830        0
MERRILL LYNCH & CO             COM              590188108    11562   208704 SH       DEFINED 01 03               0   208704        0
MERRILL LYNCH & CO             COM              590188108    51797   934984 SH       DEFINED 01 05               0   934984        0
NOKIA (AB) O                   COM              5902941        300    12480 SH       DEFINED 01 10           12480        0        0
MESA AIR                       COM              590479101      817    97573 SH       DEFINED 01              97573        0        0
MESA AIR                       COM              590479101        3      350 SH       DEFINED 01 02               0      350        0
MESSAGEMEDIA INC               COM              590787107        0      163 SH       DEFINED 01                163        0        0
METASOLV INC                   COM              59139P104       55     3869 SH       DEFINED 01               3869        0        0
METAWAVE COMM CORP             COM              591409107       62    10000 SH       DEFINED 01              10000        0        0
RYANAIR HLDG                   COM              5914452          7      774 SH       DEFINED 01 10             774        0        0
METHODE ELEC                   COM              591520200     1939   108081 SH       DEFINED 01             108081        0        0
METLIFE INC                    COM              59156R108     3494   116294 SH       DEFINED 01             116294        0        0
METLIFE INC                    COM              59156R108     6655   221479 SH       DEFINED 01 03               0   221479        0
METLIFE INC                    COM              59156R108    29516   982217 SH       DEFINED 01 05               0   982217        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207    32147   340180 SH       DEFINED 01             340180        0        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207     2067    21880 SH       DEFINED 01 05               0    21880        0
METRICOM INC                   COM              591596101        0       70 SH       DEFINED 01                 70        0        0
METRIS COMPANIES INC           COM              591598107    25006  1203367 SH       DEFINED 01            1203367        0        0
METRIS COMPANIES INC           COM              591598107      142     6806 SH       DEFINED 01 02               0     6806        0
METRIS COMPANIES INC           COM              591598107    26611  1280600 SH       DEFINED 01 05               0  1280600        0
METRO GOLDWYN MAYER            COM              591610100        6      339 SH       DEFINED 01                339        0        0
METROMEDIA FIBER NET           COM              591689104    11545  2106725 SH       DEFINED 01            2106725        0        0
METROMEDIA FIBER NET           COM              591689104      316    57578 SH       DEFINED 01 02               0    57578        0
METROMEDIA FIBER NET           COM              591689104     9068  1654700 SH       DEFINED 01 05               0  1654700        0
METTLER TOLEDO                 COM              592688105    11141   270700 SH       DEFINED 01             270700        0        0
METTLER TOLEDO                 COM              592688105      555    13460 SH       DEFINED 01 02               0    13460        0
METTLER TOLEDO                 COM              592688105      840    20400 SH       DEFINED 01 03               0    20400        0
METTLER TOLEDO                 COM              592688105     5446   132300 SH       DEFINED 01 05               0   132300        0
AEGON NV                       COM              5927375        104     3537 SH       DEFINED 01 10            3537        0        0
MICHAEL FOODS                  COM              594079105     1651    55275 SH       DEFINED 01              55275        0        0
MICHAELS STORES INC            COM              594087108     2945    98373 SH       DEFINED 01              98373        0        0
MICHAELS STORES INC            COM              594087108        4      120 SH       DEFINED 01 02               0      120        0
MICREL                         COM              594793101    20816   745054 SH       DEFINED 01             745054        0        0
MICREL                         COM              594793101    22183   794090 SH       DEFINED 01 02               0   794090        0
MICREL                         COM              594793101     1137    40700 SH       DEFINED 01 03               0    40700        0
MICREL                         COM              594793101     9415   337000 SH       DEFINED 01 05               0   337000        0
MICROS SYSTEMS                 COM              594901100     1064    52534 SH       DEFINED 01              52534        0        0
MICROSOFT                      COM              594918104    19469   356000 SH       DEFINED 01                  0   356000        0
MICROSOFT                      COM              594918104   892455 16319159 SH       DEFINED 01           16319159        0        0
MICROSOFT                      COM              594918104   112126  2050242 SH       DEFINED 01 02               0  2050242        0
MICROSOFT                      COM              594918104    72575  1327074 SH       DEFINED 01 03               0  1327074        0
MICROSOFT                      COM              594918104   261481  4781370 SH       DEFINED 01 05               0  4781370        0
MICROSOFT CORPORATION          COM              594918104     6301   115216 SH       DEFINED 11 12               0   115216        0
MICROSOFT CORPORATION          COM              594918104    31679   579280 SH       DEFINED 11 12 13            0   579280        0
ASM LITHOGRAPHY                COM              5949368         22      997 SH       DEFINED 01 10             997        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    21535   850809 SH       DEFINED 01             850809        0        0
MICRO-CHIP                     COM              595017104    30762  1215294 SH       DEFINED 01 02               0  1215294        0
MICRO-CHIP                     COM              595017104     2579   101875 SH       DEFINED 01 03               0   101875        0
MICRO MUSE                     COM              595094103    48225  1276120 SH       DEFINED 01            1276120        0        0
MICRO MUSE                     COM              595094103      204     5376 SH       DEFINED 01 02               0     5376        0
MICRO MUSE                     COM              595094103    36032   953500 SH       DEFINED 01 05               0   953500        0
MICRON ELECTRONICS             COM              595100108        1      505 SH       DEFINED 01                505        0        0
MICRON TECHNOLOGIES            COM              595112103     4386   105600 SH       DEFINED 11 12               0   105600        0
MICRON TECHNOLOGY              COM              595112103    27945   672880 SH       DEFINED 01             672880        0        0
MICRON TECHNOLOGY              COM              595112103    33624   809578 SH       DEFINED 01 02               0   809578        0
MICRON TECHNOLOGY              COM              595112103     6303   151759 SH       DEFINED 01 03               0   151759        0
MICRON TECHNOLOGY              COM              595112103    25826   621852 SH       DEFINED 01 05               0   621852        0
MICRON TECHNOLOGY              COM              595112103    71510  1721900 SH       DEFINED 11 12 13            0  1721900        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107     7114   350424 SH       DEFINED 01             350424        0        0
MID ATLANTIC MEDICAL           COM              59523C107        5      230 SH       DEFINED 01 02               0      230        0
MID ATLANTIC MEDICAL           COM              59523C107      158     7800 SH       DEFINED 01 05               0     7800        0
NORDEA AB                      COM              5952496          9     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          5      100 SH       DEFINED 01 10             100        0        0
TISCALI SPA -- (EUR)           COM              5953529          3      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078         31     3152 SH       DEFINED 01 10            3152        0        0
MIDAMERICAN ENERGY             PRF              595620204     3735    35000 SH       DEFINED 01                  0    35000        0
MIDAMERICAN ENERGY             PRF              595620204     7822    73300 SH       DEFINED 01 04               0    73300        0
MIDAS INC                      COM              595626102      600    45810 SH       DEFINED 01              45810        0        0
S&P 400 MID CAP DEP            COM              595635103      738     8750 SH       DEFINED 01               8750        0        0
ERICSSON(LM)                   COM              5959378        110    20100 SH       DEFINED 01 10           20100        0        0
WILLIAM DEMANT                 COM              5961544          7      200 SH       DEFINED 01 10             200        0        0
STM MICROELECTRONICS           COM              5962332         73     2080 SH       DEFINED 01 10            2080        0        0
UBS AG                         COM              5962354        165     1140 SH       DEFINED 01 10            1140        0        0
SANDVIK AB                     COM              5963108         11      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651         12      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         61      990 SH       DEFINED 01 10             990        0        0
WM-DATA AB                     COM              5970465          4     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          3      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          1     1383 SH       DEFINED 01 10            1383        0        0
ALCATEL "A" SHARES             COM              5975006         88     2901 SH       DEFINED 01 10            2901        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062         24     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          4      520 SH       DEFINED 01 10             520        0        0
SAI                            COM              5975987          4      250 SH       DEFINED 01 10             250        0        0
TELIA AB                       COM              5978384         19     3400 SH       DEFINED 01 10            3400        0        0
MIDWEST EXPRESS                COM              597911106      662    41883 SH       DEFINED 01              41883        0        0
GIVAUDAN                       COM              5980613          6       22 SH       DEFINED 01 10              22        0        0
MIDWAY GAMES INC               COM              598148104      833   114074 SH       DEFINED 01             114074        0        0
DANONE                         COM              5981810         45      351 SH       DEFINED 01 10             351        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         71      216 SH       DEFINED 01 10             216        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622         92     3362 SH       DEFINED 01 10            3362        0        0
MILACRON INC                   COM              598709103     1843   101796 SH       DEFINED 01             101796        0        0
MILACRON INC                   COM              598709103        5      300 SH       DEFINED 01 02               0      300        0
MILLENIUM PHARM                COM              599902103     1158    38012 SH       DEFINED 01              38012        0        0
MILLENIUM PHARM                COM              599902103    11397   374130 SH       DEFINED 01 02               0   374130        0
MILLENIUM PHARM                COM              599902103      186     6100 SH       DEFINED 01 03               0     6100        0
MILLENIUM CHEM INC             COM              599903101        3      208 SH       DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          2     1000 SH       DEFINED 01 10            1000        0        0
HERMAN MILLER                  COM              600544100       43     1876 SH       DEFINED 01               1876        0        0
MILLIPORE CORP                 COM              601073109      154     3333 SH       DEFINED 01               3333        0        0
MILLIPORE CORP                 COM              601073109      520    11244 SH       DEFINED 01 03               0    11244        0
MILLIPORE CORP                 COM              601073109        7      152 SH       DEFINED 01 05               0      152        0
AJINOMOTO CO                   COM              6010906         21     2000 SH       DEFINED 01 10            2000        0        0
MILLS                          COM              601148109        2       74 SH       DEFINED 01                 74        0        0
AMADA CO                       COM              6022105          6     1000 SH       DEFINED 01 10            1000        0        0
MINEFIND (RESTRCTD) CA;MFL/C$  COM              602500993       86   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106       18      501 SH       DEFINED 01                501        0        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          7        1 SH       DEFINED 01 10               1        0        0
MINIMED INC                    COM              60365K108     7956   273752 SH       DEFINED 01             273752        0        0
MINIMED INC                    COM              60365K108       84     2880 SH       DEFINED 01 02               0     2880        0
MINIMED INC                    COM              60365K108    10895   374900 SH       DEFINED 01 05               0   374900        0
MN MINING & MFG CO             COM              604059105   490205  4718053 SH       DEFINED 01            4718053        0        0
MN MINING & MFG CO             COM              604059105    19626   188896 SH       DEFINED 01 02               0   188896        0
MN MINING & MFG CO             COM              604059105    12993   125050 SH       DEFINED 01 03               0   125050        0
MN MINING & MFG CO             COM              604059105   118207  1137703 SH       DEFINED 01 05               0  1137703        0
SINGAPORE TE                   COM              6043214         10     7000 SH       DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107        4      173 SH       DEFINED 01                173        0        0
MIPS TECH INC                  COM              604567107        2       90 SH       DEFINED 01 02               0       90        0
MIPS TECHNOLOGIES INC - CL B   COM              604567206       20      874 SH       DEFINED 01                874        0        0
AOYAMA TRADI                   COM              6045878          2      200 SH       DEFINED 01 10             200        0        0
MIRANT CORPORATION             COM              604675108    61187  1723585 SH       DEFINED 01            1723585        0        0
MIRANT CORPORATION             COM              604675108       21      600 SH       DEFINED 01 02               0      600        0
MIRANT CORPORATION             COM              604675108     8669   244200 SH       DEFINED 01 05               0   244200        0
ACOM CO                        COM              6049784         32      400 SH       DEFINED 01 10             400        0        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      265    78948 SH       DEFINED 01              78948        0        0
ASAHI BREWER                   COM              6054409         10     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         17     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         21     3000 SH       DEFINED 01 10            3000        0        0
ASATSU DK                      COM              6056052          2      100 SH       DEFINED 01 10             100        0        0
ASHIKAGA BAN                   COM              6056977          2     1000 SH       DEFINED 01 10            1000        0        0
AUST GAS LIG                   COM              6064969          4      722 SH       DEFINED 01 10             722        0        0
MITCHELL ENERGY CL A           COM              606592202     4063    77385 SH       DEFINED 01              77385        0        0
MITCHELL ENERGY CL A           COM              606592202        5      100 SH       DEFINED 01 02               0      100        0
MITCHELL ENERGY CL A           COM              606592202      236     4500 SH       DEFINED 01 05               0     4500        0
AMCOR LIMITE                   COM              6066608          4     1360 SH       DEFINED 01 10            1360        0        0
MITSUBISHI CORP                COM              606755999     4666   702000 SH       DEFINED 01 03               0   702000        0
AUTOBACS SEV                   COM              6068422          2      100 SH       DEFINED 01 10             100        0        0
MIZUHO HOLDINGS INC            COM              606890994     1986      353 SH       DEFINED 01 03               0      353        0
BK OF TOKYO - MITSUBISHI       COM              6070364        107    12000 SH       DEFINED 01 10           12000        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     2856   109844 SH       DEFINED 01             109844        0        0
MOBILE TELESYSTEMS ADR         COM              607409109       49     1889 SH       DEFINED 01 05               0     1889        0
BK OF EAST A                   COM              6075648          7     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          9     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         23     3707 SH       DEFINED 01 10            3707        0        0
MODINE MFG CO                  COM              607828100       19      747 SH       DEFINED 01                747        0        0
MODIS PROFESSIONAL             COM              607830106     1010   219523 SH       DEFINED 01             219523        0        0
MODIS PROFESSIONAL             COM              607830106        2      460 SH       DEFINED 01 02               0      460        0
MODIS PROFESSIONAL             COM              607830106       36     7900 SH       DEFINED 01 05               0     7900        0
MOHAWK INDUSTRIES              COM              608190104       39     1398 SH       DEFINED 01               1398        0        0
MOLDFLOW CORP                  COM              608507109     2905   154700 SH       DEFINED 01             154700        0        0
MOLDFLOW CORP                  COM              608507109        1       27 SH       DEFINED 01 02               0       27        0
MOLECULAR DEVICES              COM              60851C107      141     3114 SH       DEFINED 01               3114        0        0
MOLEX INC                      COM              608554101      159     4490 SH       DEFINED 01               4490        0        0
MOLEX INC                      COM              608554101     1695    48044 SH       DEFINED 01 03               0    48044        0
MOLEX INC                      COM              608554101       23      644 SH       DEFINED 01 05               0      644        0
TELSTRA CORP                   COM              6087289         50    16049 SH       DEFINED 01 10           16049        0        0
MONACO COACH CORP              COM              60886R103     1132    63045 SH       DEFINED 01              63045        0        0
CLP HOLDINGS                   COM              6097017         29     5500 SH       DEFINED 01 10            5500        0        0
BERGESEN D Y ASA-B SHARES      COM              6100906          1       35 SH       DEFINED 01 10              35        0        0
AMP LIMITED                    COM              6115715         22     2202 SH       DEFINED 01 10            2202        0        0
BRAMBLES IND                   COM              6120009         10      483 SH       DEFINED 01 10             483        0        0
MONTANA POWER CO               COM              612085100       36     2560 SH       DEFINED 01               2560        0        0
BENESSE CORP                   COM              6121927         11      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          5     2242 SH       DEFINED 01 10            2242        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
SEMBCORP                       COM              6128713          4     4000 SH       DEFINED 01 10            4000        0        0
BRIDGESTONE                    COM              6132101         20     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         11     1000 SH       DEFINED 01 10            1000        0        0
HOPEWELL HOLDINGS              COM              6140290          1     2000 SH       DEFINED 01 10            2000        0        0
BHP LTD                        COM              6144690         35     3637 SH       DEFINED 01 10            3637        0        0
CONTACT ENER                   COM              6152529          2     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP INC                 COM              615337102       43     1272 SH       DEFINED 01               1272        0        0
MOODY'S CORPORATION            COM              615369105     4933   179000 SH       DEFINED 01                  0   179000        0
MOODY'S CORPORATION            COM              615369105       60     2159 SH       DEFINED 01               2159        0        0
MOODY'S CORPORATION            COM              615369105     1092    39634 SH       DEFINED 01 03               0    39634        0
MOODY'S CORPORATION            COM              615369105       15      534 SH       DEFINED 01 05               0      534        0
MOOG INC CL A                  COM              615394202        3       80 SH       DEFINED 01 02               0       80        0
MIRVAC GROUP                   COM              6161978          2     1014 SH       DEFINED 01 10            1014        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007         14    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323         73     2000 SH       DEFINED 01 10            2000        0        0
MORGAN KEEGAN                  COM              617410105        3      119 SH       DEFINED 01                119        0        0
MORGAN ST DEAN WITTE           COM              617446448    15194   284000 SH       DEFINED 01                  0   284000        0
MORGAN ST DEAN WITTE           COM              617446448   571057 10673964 SH       DEFINED 01           10673964        0        0
MORGAN ST DEAN WITTE           COM              617446448    20742   387710 SH       DEFINED 01 02               0   387710        0
MORGAN ST DEAN WITTE           COM              617446448    16939   316635 SH       DEFINED 01 03               0   316635        0
MORGAN ST DEAN WITTE           COM              617446448   167131  3123955 SH       DEFINED 01 05               0  3123955        0
DBS GROUP HL                   COM              6175203         36     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          3     4053 SH       DEFINED 01 10            4053        0        0
CASIO COMPUT                   COM              6178967          6     1000 SH       DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755         12     8000 SH       DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          3      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          7     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         37        6 SH       DEFINED 01 10               6        0        0
CSL                            COM              6185495          5      281 SH       DEFINED 01 10             281        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    40807    83446 SH       DEFINED 01 03               0    83446        0
PYRAMID FIXED INCOME           COM              619465XX0    20167    80422 SH       DEFINED 01 03               0    80422        0
PYRAMID EAFE INDEX             COM              619466XX8      947     7105 SH       DEFINED 01 03               0     7105        0
CITIC PACIFIC LTD.             COM              6196152         14     5000 SH       DEFINED 01 10            5000        0        0
CHUGAI PHARM                   COM              6196408         15     1000 SH       DEFINED 01 10            1000        0        0
CHUO MITSUI TRUST AND BANKING  COM              6196840          6     2900 SH       DEFINED 01 10            2900        0        0
CITIZEN WATC                   COM              6197304          7     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          7     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT CORP                   COM              619908106       55    41970 SH       DEFINED 01              41970        0        0
MOTOROLA                       COM              620076109     1283    90000 SH       DEFINED 01                  0    90000        0
MOTOROLA                       COM              620076109      413    28958 SH       DEFINED 01              28958        0        0
MOTOROLA                       COM              620076109     7704   540267 SH       DEFINED 01 03               0   540267        0
MOTOROLA                       COM              620076109      103     7191 SH       DEFINED 01 05               0     7191        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908          8     2561 SH       DEFINED 01 10            2561        0        0
ORIGIN ENERGY                  COM              6214861          1     1202 SH       DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         39     2819 SH       DEFINED 01 10            2819        0        0
CSK CORP                       COM              6215552          5      200 SH       DEFINED 01 10             200        0        0
BORAL LIMITE                   COM              6218670          1     1202 SH       DEFINED 01 10            1202        0        0
RIO TINTO LI                   COM              6220103         10      617 SH       DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
COSMO OIL                      COM              6226338          2     1000 SH       DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          6     2208 SH       DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1000 SH       DEFINED 01 10            1000        0        0
MPOWER COMMUNICATIONS CORP     COM              62473J106       44    17600 SH       DEFINED 01              17600        0        0
MP3.COM INC                    COM              62473M109        0      106 SH       DEFINED 01                106        0        0
MUELLER INDS                   COM              624756102     3037   101093 SH       DEFINED 01             101093        0        0
MUELLER INDS                   COM              624756102        6      190 SH       DEFINED 01 02               0      190        0
DAIEI INC                      COM              6249982          3     2000 SH       DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         23     1000 SH       DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          5      300 SH       DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH       DEFINED 01 10            1000        0        0
DAIKIN INDUS                   COM              6250724         16     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          3     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          5     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         24     2000 SH       DEFINED 01 10            2000        0        0
DAIWA BANK                     COM              6251341          7     5000 SH       DEFINED 01 10            5000        0        0
DAIWA HOUSE                    COM              6251363          6     1000 SH       DEFINED 01 10            1000        0        0
DAIWA SECS G                   COM              6251448         28     3000 SH       DEFINED 01 10            3000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          3      785 SH       DEFINED 01 10             785        0        0
MURPHY OIL                     COM              626717102    51673   776086 SH       DEFINED 01             776086        0        0
MURPHY OIL                     COM              626717102     2031    30518 SH       DEFINED 01 02               0    30518        0
MURPHY OIL                     COM              626717102     3009    45200 SH       DEFINED 01 03               0    45200        0
MURPHY OIL                     COM              626717102    28749   431800 SH       DEFINED 01 05               0   431800        0
MURATA MANUFACTURING           COM              626999999    14487   174400 SH       DEFINED 01             174400        0        0
MURATA MANUFACTURING           COM              626999999    25784   310400 SH       DEFINED 01 05               0   310400        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939         16    10000 SH       DEFINED 01 10           10000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH       DEFINED 01 10            4000        0        0
MUTUAL RISK                    COM              628351108      903   124514 SH       DEFINED 01             124514        0        0
MYERS IND INC                  COM              628464109      881    65261 SH       DEFINED 01              65261        0        0
MYLAN LABS                     COM              628530107       78     3023 SH       DEFINED 01               3023        0        0
MYRIAD GENETICS                COM              62855J104     1621    39978 SH       DEFINED 01              39978        0        0
MYRIAD GENETICS                COM              62855J104        2       50 SH       DEFINED 01 02               0       50        0
MYRIAD GENETICS                COM              62855J104       57     1400 SH       DEFINED 01 05               0     1400        0
MYPOINTS.COM INC               COM              62855T102        0      150 SH       DEFINED 01                150        0        0
LI & FUNG                      COM              6286257         12     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280        129       23 SH       DEFINED 01 10              23        0        0
PACIFIC DUNL                   COM              6286611          1     1971 SH       DEFINED 01 10            1971        0        0
NBTY INC                       COM              628782104     1694   199345 SH       DEFINED 01             199345        0        0
NCH CORP                       COM              628850109        6      119 SH       DEFINED 01                119        0        0
NCI BUILDING SYSTEMS           COM              628852105     1291    76400 SH       DEFINED 01              76400        0        0
NCI BUILDING SYSTEMS           COM              628852105        4      220 SH       DEFINED 01 02               0      220        0
NCI BUILDING SYSTEMS           COM              628852105       79     4700 SH       DEFINED 01 05               0     4700        0
NCO GROUP                      COM              628858102       16      621 SH       DEFINED 01                621        0        0
NCO GROUP                      COM              628858102        3      110 SH       DEFINED 01 02               0      110        0
NCR CORPORATION                COM              62886E108       47     1215 SH       DEFINED 01               1215        0        0
NCR CORPORATION                COM              62886E108      870    22293 SH       DEFINED 01 03               0    22293        0
NCR CORPORATION                COM              62886E108       12      317 SH       DEFINED 01 05               0      317        0
NEC CORP. ORD (6701)           COM              629050105    16135  1012000 SH       DEFINED 01            1012000        0        0
NEC CORP. ORD (6701)           COM              629050105     3890   244000 SH       DEFINED 01 03               0   244000        0
NEC CORP. ORD (6701)           COM              629050105    28729  1802000 SH       DEFINED 01 05               0  1802000        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01 02               0      200        0
NPS PHARMACEUTICALS            COM              62936P103       10      500 SH       DEFINED 01                500        0        0
NRG ENERGY INC                 COM              629377102    82191  2258000 SH       DEFINED 01            2258000        0        0
NRG ENERGY INC                 COM              629377102      126     3450 SH       DEFINED 01 02               0     3450        0
NRG ENERGY INC                 COM              629377102    15725   432000 SH       DEFINED 01 05               0   432000        0
NTL INCORPORATED               COM              629407107       14      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503    25381    32333 SH       DEFINED 01              32333        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503     3777     4812 SH       DEFINED 01 05               0     4812        0
NTT DOCOMO INC                 COM              629425992    80853     4648 SH       DEFINED 01               4648        0        0
NTT DOCOMO INC                 COM              629425992     3862      222 SH       DEFINED 01 03               0      222        0
NTT DOCOMO INC                 COM              629425992    51300     2949 SH       DEFINED 01 05               0     2949        0
NUI CORP                       COM              629431107     1055    39057 SH       DEFINED 01              39057        0        0
NUI CORP                       COM              629431107        4      130 SH       DEFINED 01 02               0      130        0
NVR INC                        COM              62944T105     4122    25285 SH       DEFINED 01              25285        0        0
NVR INC                        COM              62944T105        8       50 SH       DEFINED 01 02               0       50        0
NABORS INDUSTRIES IN           COM              629568106     1501    28949 SH       DEFINED 01              28949        0        0
NABORS INDUSTRIES IN           COM              629568106     9613   185440 SH       DEFINED 01 02               0   185440        0
NABORS INDUSTRIES IN           COM              629568106     1867    36015 SH       DEFINED 01 03               0    36015        0
NABORS INDUSTRIES IN           COM              629568106       25      484 SH       DEFINED 01 05               0      484        0
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        0        0
ERG LTD.                       COM              6296870          1     1188 SH       DEFINED 01 10            1188        0        0
NAKORNTHAI STRIP WTS 2/01/98   COM              629844119        0 10129482 SH       DEFINED 01           10129482        0        0
NAKORNTHAI STRIP WTS 2/01/98   COM              629844119        0  4115102 SH       DEFINED 01 05               0  4115102        0
EAST JAPAN                     COM              6298542         54       10 SH       DEFINED 01 10              10        0        0
NANOGEN INC                    COM              630075109        1       75 SH       DEFINED 01                 75        0        0
NANOMETRICS INC                COM              630077105     1058    67200 SH       DEFINED 01              67200        0        0
NANOMETRICS INC                COM              630077105        4      280 SH       DEFINED 01 02               0      280        0
NANOMETRICS INC                COM              630077105       41     2600 SH       DEFINED 01 05               0     2600        0
EBARA CORP                     COM              6302700          9     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         25     1000 SH       DEFINED 01 10            1000        0        0
CAPITALAND                     COM              6309303          7     6000 SH       DEFINED 01 10            6000        0        0
DENKI KAGAKU                   COM              6309820          3     1000 SH       DEFINED 01 10            1000        0        0
NASDAQ 100 SHARES              COM              631100104     1687    43100 SH       DEFINED 11 12               0    43100        0
NASDAQ 100 SHARES              COM              631100104    13013   332400 SH       DEFINED 11 12 13            0   332400        0
NASDAQ-100 SHARES              COM              631100104   269153  6874912 SH       DEFINED 01            6874912        0        0
NASDAQ-100 SHARES              COM              631100104       86     2207 SH       DEFINED 01 02               0     2207        0
NASDAQ-100 SHARES              COM              631100104    35377   903620 SH       DEFINED 01 05               0   903620        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01                  0      300        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01 05               0      300        0
NASH FINCH CO                  COM              631158102      603    34714 SH       DEFINED 01              34714        0        0
ESPRIT HOLDINGS LIMITED        COM              6321642          3     3000 SH       DEFINED 01 10            3000        0        0
FAULDING(FH)                   COM              6332600          2      340 SH       DEFINED 01 10             340        0        0
NIPPON UNIPAC HOLDING          COM              6334781         10        2 SH       DEFINED 01 10               2        0        0
GOODMAN FIEL                   COM              6336549          2     2792 SH       DEFINED 01 10            2792        0        0
FOSTERS BREW                   COM              6349268         10     3802 SH       DEFINED 01 10            3802        0        0
FRASER & NEA                   COM              6350602          4     1000 SH       DEFINED 01 10            1000        0        0
NATIONAL CITY CORP             COM              635405103      215     8031 SH       DEFINED 01               8031        0        0
NATIONAL CITY CORP             COM              635405103     4043   151124 SH       DEFINED 01 03               0   151124        0
NATIONAL CITY CORP             COM              635405103       54     2003 SH       DEFINED 01 05               0     2003        0
NATL COMMERCE BANCOR           COM              635449101      124     4983 SH       DEFINED 01               4983        0        0
NATL DATA CORP                 COM              635621105     2332    99848 SH       DEFINED 01              99848        0        0
FUJI PHOTO F                   COM              6356525         37     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          3      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          7     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         34      600 SH       DEFINED 01 10             600        0        0
FUJITSU                        COM              6356945         67     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          5      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562         21     2000 SH       DEFINED 01 10            2000        0        0
GANDEL RETAIL TRUST            COM              6361370          1     2559 SH       DEFINED 01 10            2559        0        0
NATIONAL FUEL GAS CO           COM              636180101       54     1010 SH       DEFINED 01               1010        0        0
NATL INFO CONSORT              COM              636491102        1      153 SH       DEFINED 01                153        0        0
NATIONAL INSTRUMENT            COM              636518102       41     1261 SH       DEFINED 01               1261        0        0
GEN PROPERTY                   COM              6365866          4     3268 SH       DEFINED 01 10            3268        0        0
NATIONAL OILWELL INC           COM              637071101      400    11571 SH       DEFINED 01              11571        0        0
NATL PENN BANCSHARE            COM              637138108        2       84 SH       DEFINED 01                 84        0        0
NATL PRESTO IND                COM              637215104      628    20963 SH       DEFINED 01              20963        0        0
NATL SEMICONDUCTOR             COM              637640103    46511  1738732 SH       DEFINED 01            1738732        0        0
NATL SEMICONDUCTOR             COM              637640103     2241    83771 SH       DEFINED 01 03               0    83771        0
NATL SEMICONDUCTOR             COM              637640103      482    18016 SH       DEFINED 01 05               0    18016        0
NATL SERVICES IND              COM              637657107       13      517 SH       DEFINED 01                517        0        0
NATL SERVICES IND              COM              637657107      180     7675 SH       DEFINED 01 03               0     7675        0
NATL SERVICES IND              COM              637657107        3      134 SH       DEFINED 01 05               0      134        0
NAT CORP HOUSING               COM              637995994      100      500 SH       DEFINED 01                  0      500        0
NATIONWIDE FINL                COM              638612101        8      203 SH       DEFINED 01                203        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NATURAL MICROSYSTEMS           COM              638882100        1       88 SH       DEFINED 01                 88        0        0
NATURES SUNSHINE PRO           COM              639027101      347    50041 SH       DEFINED 01              50041        0        0
NAUTICA ENTERPRISES            COM              639089101     1719    95861 SH       DEFINED 01              95861        0        0
NAUTICA ENTERPRISES            COM              639089101        5      260 SH       DEFINED 01 02               0      260        0
NAVISTAR INTL CORP             COM              63934E108       19      836 SH       DEFINED 01                836        0        0
NAVISTAR INTL CORP             COM              63934E108      356    15599 SH       DEFINED 01 03               0    15599        0
NAVISTAR INTL CORP             COM              63934E108        4      194 SH       DEFINED 01 05               0      194        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      127    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
GUNMA BANK                     COM              6398088          4     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          3     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN-MARCUS GROUP            COM              640204202     3023    92728 SH       DEFINED 01              92728        0        0
NEIMAN-MARCUS GROUP            COM              640204202        8      250 SH       DEFINED 01 02               0      250        0
NEIMAN-MARCUS GROUP            COM              640204202      134     4100 SH       DEFINED 01 05               0     4100        0
NELSON (THOMAS) INC            COM              640376109      281    43355 SH       DEFINED 01              43355        0        0
NEOFORMA.COM INC               COM              640475109        0      100 SH       DEFINED 01                100        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG LUNG DE                   COM              6408352          3     3000 SH       DEFINED 01 10            3000        0        0
HANG SENG BA                   COM              6408374         58     5000 SH       DEFINED 01 10            5000        0        0
NEUBERGER BERMAN G             COM              640917100       27     1009 SH       DEFINED 01 03               0     1009        0
NEUBERGER BERMAN               COM              640917407      244    15469 SH       DEFINED 01 03               0    15469        0
NET.B@NK INC                   COM              640933107        1       94 SH       DEFINED 01                 94        0        0
NETWORK ASSOCIATES             COM              640938106     8696  1053930 SH       DEFINED 01 02               0  1053930        0
NETWORKS ASSOCIATES            COM              640938106      493    59765 SH       DEFINED 01              59765        0        0
NETWORKS ASSOCIATES            COM              640938106       28     3450 SH       DEFINED 01 03               0     3450        0
JAMES HARDIE                   COM              6409407          2      868 SH       DEFINED 01 10             868        0        0
NET 2 PHONE                    COM              64108N106        0       37 SH       DEFINED 01                 37        0        0
NETCENTIVES INC                COM              64108P101        0       83 SH       DEFINED 01                 83        0        0
Netcentives Inc                COM              64108P101     1632  1632942 SH       DEFINED 1                   0  1632942        0
NETEGRITY INC                  COM              64110P107     2277    92499 SH       DEFINED 01              92499        0        0
NETEGRITY INC                  COM              64110P107        3      130 SH       DEFINED 01 02               0      130        0
NETEGRITY INC                  COM              64110P107       84     3400 SH       DEFINED 01 05               0     3400        0
NETOPIA INC                    COM              64114K104        0       48 SH       DEFINED 01                 48        0        0
NETRO CORP                     COM              64114R109        1      102 SH       DEFINED 01                102        0        0
NETPLIANCE INC                 COM              64115K103        0      200 SH       DEFINED 01                200        0        0
NET IQ                         COM              64115P102     1277    67663 SH       DEFINED 01              67663        0        0
NET IQ                         COM              64115P102     3192   169138 SH       DEFINED 01 02               0   169138        0
NET IQ                         COM              64115P102       47     2500 SH       DEFINED 01 05               0     2500        0
NETSCOUT SYS INC               COM              64115T104        0       88 SH       DEFINED 01                 88        0        0
NETRATINGS INC                 COM              64116M108        2      157 SH       DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      280    65993 SH       DEFINED 01              65993        0        0
NETWORK APPLIANCE              COM              64120L104     5451   324213 SH       DEFINED 01             324213        0        0
NETWORK APPLIANCE              COM              64120L104     8315   494579 SH       DEFINED 01 02               0   494579        0
NETWORK APPLIANCE              COM              64120L104     1877   111651 SH       DEFINED 01 03               0   111651        0
NETWORK APPLIANCE              COM              64120L104      118     7006 SH       DEFINED 01 05               0     7006        0
NETWORK ACCESS SOLUT           COM              64120S109        0      154 SH       DEFINED 01                154        0        0
NETWORK PLUS                   COM              64122D506        1      167 SH       DEFINED 01                167        0        0
NET2000 COMM INC               COM              64122G103        0      110 SH       DEFINED 01                110        0        0
NETZERO INC                    COM              64122R109        0      160 SH       DEFINED 01                160        0        0
NEUBERGER BERMAN               COM              641234109     1351    21724 SH       DEFINED 01              21724        0        0
HENDERSON LAND                 COM              6420538         20     4000 SH       DEFINED 01 10            4000        0        0
HIROSE ELECT                   COM              6428725          9      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         68     8000 SH       DEFINED 01 10            8000        0        0
HITACHI ZOSEN CORP             COM              6429308          1     2000 SH       DEFINED 01 10            2000        0        0
HOKURIKU BAN                   COM              6433161          4     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145         82     2000 SH       DEFINED 01 10            2000        0        0
WHARF (HOLDI                   COM              6435576         16     6000 SH       DEFINED 01 10            6000        0        0
H.K. & SHANGHAI HOTELS         COM              6436386          1     2500 SH       DEFINED 01 10            2500        0        0
HONGKONG&CHI                   COM              6436557         18    13100 SH       DEFINED 01 10           13100        0        0
NEW ENGLAND BUS SERV           COM              643872104      720    38934 SH       DEFINED 01              38934        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         20      300 SH       DEFINED 01 10             300        0        0
NEW ERA NETWORKS               COM              644312100        0       84 SH       DEFINED 01                 84        0        0
NEW FOCUS INC                  COM              644383101      106     8461 SH       DEFINED 01               8461        0        0
HUTCHISON WH                   COM              6448068        114    10900 SH       DEFINED 01 10           10900        0        0
HYSAN DEVELO                   COM              6449629          3     2000 SH       DEFINED 01 10            2000        0        0
ORICA LIMITE                   COM              6458001          1      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    24438   593851 SH       DEFINED 01             593851        0        0
NEW JERSEY RESOURCES           COM              646025106       82     2000 SH       DEFINED 01 05               0     2000        0
INAX CORPORA                   COM              6461504          5     1000 SH       DEFINED 01 10            1000        0        0
ISETAN                         COM              6466844         11     1000 SH       DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          2     1000 SH       DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          6     3000 SH       DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803         14     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         49     1000 SH       DEFINED 01 10            1000        0        0
JAPAN STEEL WORKS              COM              6470685          1     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871         15     4000 SH       DEFINED 01 10            4000        0        0
JGC CORP                       COM              6473468          8     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         33        5 SH       DEFINED 01 10               5        0        0
JOYO BANK                      COM              6479767          7     2000 SH       DEFINED 01 10            2000        0        0
JUSCO CO                       COM              6480048         21     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALT           COM              648053106        9      579 SH       DEFINED 01                579        0        0
KAJIMA CORP                    COM              6481320          5     2000 SH       DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          4     1000 SH       DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          3     1000 SH       DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360          8     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         36     2500 SH       DEFINED 01 10            2500        0        0
KAO CORP                       COM              6483809         50     2000 SH       DEFINED 01 10            2000        0        0
KATOKICHI CO                   COM              6484244          2      100 SH       DEFINED 01 10             100        0        0
KAWASAKI HEA                   COM              6484620          4     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          7     7000 SH       DEFINED 01 10            7000        0        0
KAWASAKI KIS                   COM              6484686          1     1000 SH       DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          4     1000 SH       DEFINED 01 10            1000        0        0
NEW WORLD COFFEE, INC.         COM              648904209       72    72500 SH       DEFINED 01              72500        0        0
KEPPEL CORP                    COM              6490263          3     2000 SH       DEFINED 01 10            2000        0        0
KINDEN                         COM              6492924          5     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         15     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         18     2000 SH       DEFINED 01 10            2000        0        0
NEW YORK COMMUNITY BANCORP INC COM              649445103     9547   329230 SH       DEFINED 01             329230        0        0
NEW YORK COMMUNITY BANCORP INC COM              649445103      239     8250 SH       DEFINED 01 05               0     8250        0
KOMATSU                        COM              6496584          9     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681         14      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          6     1000 SH       DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         10     3000 SH       DEFINED 01 10            3000        0        0
KURARAY CO                     COM              6497662          6     1000 SH       DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         45      500 SH       DEFINED 01 10             500        0        0
ASAHI BANK                     COM              6499367         18     7000 SH       DEFINED 01 10            7000        0        0
KYOWA HAKKO                    COM              6499550          6     1000 SH       DEFINED 01 10            1000        0        0
NEW YORK TIMES CLA             COM              650111107     1973    48156 SH       DEFINED 01              48156        0        0
NEW YORK TIMES CLA             COM              650111107     1662    40563 SH       DEFINED 01 03               0    40563        0
NEW YORK TIMES CLA             COM              650111107       22      535 SH       DEFINED 01 05               0      535        0
NEWCREST MINING                COM              650902992      348   200000 SH       DEFINED 01             200000        0        0
LEIGHTON HOL                   COM              6511227          2      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          7     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106     2767   104430 SH       DEFINED 01 02               0   104430        0
NEWELL RUBBERMAID INC          COM              651229106    48853  1843536 SH       DEFINED 01            1843536        0        0
NEWELL RUBBERMAID INC          COM              651229106     2867   108203 SH       DEFINED 01 03               0   108203        0
NEWELL RUBBERMAID INC          COM              651229106      506    19100 SH       DEFINED 01 05               0    19100        0
NEWFIELD EXPLORATION           COM              651290108    32277   924846 SH       DEFINED 01             924846        0        0
NEWFIELD EXPLORATION           COM              651290108    51426  1473515 SH       DEFINED 01 02               0  1473515        0
NEWFIELD EXPLORATION           COM              651290108     2397    68700 SH       DEFINED 01 03               0    68700        0
NEWFIELD EXPLORATION           COM              651290108    14767   423100 SH       DEFINED 01 05               0   423100        0
NEWHALL LAND & FARMG           COM              651426108        2       83 SH       DEFINED 01                 83        0        0
NEWMONT MINING                 COM              651639106     3749   232554 SH       DEFINED 01             232554        0        0
NEWMONT MINING                 COM              651639106      774    47993 SH       DEFINED 01 03               0    47993        0
NEWMONT MINING                 COM              651639106       10      633 SH       DEFINED 01 05               0      633        0
NEWPARK RESOURCES              COM              651718504        3      330 SH       DEFINED 01                330        0        0
NEWPORT CORP                   COM              651824104       41     1367 SH       DEFINED 01               1367        0        0
NEWPORT NEWS SHIPBLG           COM              652228107     2202    45020 SH       DEFINED 01              45020        0        0
NEWPORT NEWS SHIPBLG           COM              652228107        7      150 SH       DEFINED 01 02               0      150        0
NEWPORT NEWS SHIPBLG           COM              652228107      132     2700 SH       DEFINED 01 05               0     2700        0
NEWPOWER HOLDINGS INC          COM              652463100        4      667 SH       DEFINED 01                667        0        0
NEXT PLC ORD                   COM              652500992    31351  2488897 SH       DEFINED 01            2488897        0        0
NEXT PLC ORD                   COM              652500992     7124   565597 SH       DEFINED 01 03               0   565597        0
NEXT PLC ORD                   COM              652500992    27527  2185312 SH       DEFINED 01 05               0  2185312        0
NEXT CARD                      COM              65332K107       80     7822 SH       DEFINED 01               7822        0        0
NEXTEL COMMUNICATION           COM              65332V103      409    28445 SH       DEFINED 01              28445        0        0
NEXTEL COMMUNICATION           COM              65332V103     2716   188919 SH       DEFINED 01 03               0   188919        0
NEXTEL COMMUNICATION           COM              65332V103       36     2508 SH       DEFINED 01 05               0     2508        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    27798    33093 SH       DEFINED 01              33093        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     6748     8032 SH       DEFINED 01 05               0     8032        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707    11792    16153 SH       DEFINED 01              16153        0        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     1927     2640 SH       DEFINED 01 05               0     2640        0
NEXTEL PARTNERS INC            COM              65333F107        4      282 SH       DEFINED 01                282        0        0
NET LEVEL COMM                 COM              65333U104        1      121 SH       DEFINED 01                121        0        0
NIAGARA MOHAWK POWER           COM              653520106       35     2068 SH       DEFINED 01               2068        0        0
NIAGARA MOHAWK POWER           COM              653520106      659    38997 SH       DEFINED 01 03               0    38997        0
NIAGARA MOHAWK POWER           COM              653520106        9      527 SH       DEFINED 01 05               0      527        0
NICOR                          COM              654086107    18662   500727 SH       DEFINED 01             500727        0        0
NICOR                          COM              654086107      343     9215 SH       DEFINED 01 03               0     9215        0
NICOR                          COM              654086107        6      150 SH       DEFINED 01 05               0      150        0
NIKE INC CL B                  COM              654106103      145     3565 SH       DEFINED 01               3565        0        0
NIKE INC CL B                  COM              654106103     2723    67154 SH       DEFINED 01 03               0    67154        0
NIKE INC CL B                  COM              654106103       36      889 SH       DEFINED 01 05               0      889        0
99 CENTS ONLY STORE            COM              65440K106    33194  1436263 SH       DEFINED 01 02               0  1436263        0
99 CENTS ONLY STORES           COM              65440K106    19763   855185 SH       DEFINED 01             855185        0        0
99 CENTS ONLY STORES           COM              65440K106     2240    96900 SH       DEFINED 01 03               0    96900        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995     1694   112000 SH       DEFINED 01             112000        0        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995     2691   178000 SH       DEFINED 01 03               0   178000        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995     2918   193000 SH       DEFINED 01 05               0   193000        0
NIPPON TELEGRAPH & T ORD JP;94 COM              654620962     1730      271 SH       DEFINED 01 03               0      271        0
NIPSCO STOCK                   COM              65473P105   110560  3552706 SH       DEFINED 01            3552706        0        0
NIPSCO STOCK                   COM              65473P105     1567    50357 SH       DEFINED 01 03               0    50357        0
NIPSCO STOCK                   COM              65473P105       21      671 SH       DEFINED 01 05               0      671        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NOBLE AFFILIATES               COM              654894104     1481    35469 SH       DEFINED 01              35469        0        0
NOKIA ADR A                    COM              654902204    17856   744000 SH       DEFINED 01                  0   744000        0
NOKIA ADR A                    COM              654902204   131427  5476100 SH       DEFINED 01            5476100        0        0
NOKIA ADR A                    COM              654902204    39421  1642721 SH       DEFINED 01 02               0  1642721        0
NOKIA ADR A                    COM              654902204      253    10500 SH       DEFINED 01 03               0    10500        0
NOKIA ADR A                    COM              654902204    81665  3402714 SH       DEFINED 01 05               0  3402714        0
MIM HOLDINGS                   COM              6550167          2     3659 SH       DEFINED 01 10            3659        0        0
NOBLE DRILLING CORP            COM              655042109     1975    42781 SH       DEFINED 01              42781        0        0
NOBLE DRILLING CORP            COM              655042109     1528    33111 SH       DEFINED 01 03               0    33111        0
NOBLE DRILLING CORP            COM              655042109       20      442 SH       DEFINED 01 05               0      442        0
NOMURA SECURITIES              COM              655361103    20234  1127000 SH       DEFINED 01            1127000        0        0
NOMURA SECURITIES              COM              655361103     3788   211000 SH       DEFINED 01 03               0   211000        0
NOMURA SECURITIES              COM              655361103    35872  1998000 SH       DEFINED 01 05               0  1998000        0
NORDSON CORP                   COM              655663102       21      817 SH       DEFINED 01                817        0        0
NORDSON CORP                   COM              655663102        5      190 SH       DEFINED 01 02               0      190        0
NORDSTROM INC                  COM              655664100       28     1704 SH       DEFINED 01               1704        0        0
NORDSTROM INC                  COM              655664100      541    33243 SH       DEFINED 01 03               0    33243        0
NORDSTROM INC                  COM              655664100        7      441 SH       DEFINED 01 05               0      441        0
NORFOLK SOUTHERN CO            COM              655844108       85     5064 SH       DEFINED 01               5064        0        0
NORFOLK SOUTHERN CO            COM              655844108     1536    91762 SH       DEFINED 01 03               0    91762        0
NORFOLK SOUTHERN CO            COM              655844108       21     1262 SH       DEFINED 01 05               0     1262        0
NORMANDY MINING LTD            COM              656100997      344   800000 SH       DEFINED 01             800000        0        0
NORTEK INC                     COM              656559101        4      150 SH       DEFINED 01 02               0      150        0
NORTEL NETWORKS CORP           COM              656568102    14477  1030375 SH       DEFINED 01            1030375        0        0
NORTEL NETWORKS CORP           COM              656568102    14539  1034720 SH       DEFINED 01 02               0  1034720        0
NORTEL NETWORKS CORP           COM              656568102    10696   761275 SH       DEFINED 01 03               0   761275        0
NORTEL NETWORKS CORP           COM              656568102     8917   634657 SH       DEFINED 01 05               0   634657        0
NORTH AMER PALLADIUM           COM              656912102      642    85000 SH       DEFINED 01              85000        0        0
MARUBENI COR                   COM              6569464          5     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         14     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA E                   COM              6572707         90     5000 SH       DEFINED 01 10            5000        0        0
MAYNE NICKLE                   COM              6574606          2      732 SH       DEFINED 01 10             732        0        0
MEIJI MILK                     COM              6576088          4     1000 SH       DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          5     1000 SH       DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          4      100 SH       DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          2      437 SH       DEFINED 01 10             437        0        0
NOKIA (DB) OYJ                 COM              659002FR5    60774  2526603 SH       DEFINED 01            2526603        0        0
NOKIA (DB) OYJ                 COM              659002FR5     4479   186198 SH       DEFINED 01 03               0   186198        0
NOKIA (DB) OYJ                 COM              659002FR5    57916  2407803 SH       DEFINED 01 05               0  2407803        0
CREDIT SAISO                   COM              6591809          8      400 SH       DEFINED 01 10             400        0        0
NORTH FOLK BANCORP             COM              659424105      104     4015 SH       DEFINED 01               4015        0        0
MITSUBISHI E                   COM              6596729         28     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         27     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI T                   COM              6596826         18     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI G                   COM              6596923          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         14     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         28     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI H                   COM              6597067         33     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          7     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI & CO                    COM              6597302         21     4000 SH       DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          6     1000 SH       DEFINED 01 10            1000        0        0
MITSUI ENG & SHIP              COM              6597380          2     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          4     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         19     2000 SH       DEFINED 01 10            2000        0        0
SAKURA BANK                    COM              6598714         46    10000 SH       DEFINED 01 10           10000        0        0
MURATA MFG C                   COM              6610403         50      600 SH       DEFINED 01 10             600        0        0
NGK INSULATO                   COM              6619507         11     1000 SH       DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604         12     1000 SH       DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         29     4554 SH       DEFINED 01 10            4554        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         43     3085 SH       DEFINED 01 10            3085        0        0
NEPTUNE ORIE                   COM              6628859          2     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          6     5000 SH       DEFINED 01 10            5000        0        0
MYCAL CORPOR                   COM              6638449          1     1000 SH       DEFINED 01 10            1000        0        0
NICHIEI CO                     COM              6638892          1      100 SH       DEFINED 01 10             100        0        0
NINTENDO CO                    COM              6639550         65      400 SH       DEFINED 01 10             400        0        0
DENSO CORP                     COM              6640381         38     2000 SH       DEFINED 01 10            2000        0        0
NEC CORP                       COM              6640400         64     4000 SH       DEFINED 01 10            4000        0        0
NIDEC CORPOR                   COM              6640682          9      200 SH       DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767         11     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          4     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          2     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN FLOU                   COM              6640961          8     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          4     1000 SH       DEFINED 01 10            1000        0        0
NIPPON LIGHT METAL             COM              6641124          1     1000 SH       DEFINED 01 10            1000        0        0
JAPAN ENERGY                   COM              6641209          4     2000 SH       DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373        211       33 SH       DEFINED 01 10              33        0        0
NIPPON MITSU                   COM              6641403         20     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447         10     1000 SH       DEFINED 01 10            1000        0        0
NSK                            COM              6641544          5     1000 SH       DEFINED 01 10            1000        0        0
NISSIN FOOD                    COM              6641760          7      300 SH       DEFINED 01 10             300        0        0
NITTO DENKO CORP               COM              6641801         10      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         13     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321         11     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387         11     1000 SH       DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406          7     1000 SH       DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         28    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         63    10000 SH       DEFINED 01 10           10000        0        0
NISSHINBO IN                   COM              6642923          4     1000 SH       DEFINED 01 10            1000        0        0
NOMURA SECUR                   COM              6643108         90     5000 SH       DEFINED 01 10            5000        0        0
NIPPON SHINP                   COM              6643528          2     1000 SH       DEFINED 01 10            1000        0        0
NIPPON YUSEN                   COM              6643960         12     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106       60     3452 SH       DEFINED 01               3452        0        0
NORMANDY MIN                   COM              6645201          2     3762 SH       DEFINED 01 10            3762        0        0
ORIENTAL LAN                   COM              6648891         19      300 SH       DEFINED 01 10             300        0        0
NTN CORP                       COM              6651189          3     1000 SH       DEFINED 01 10            1000        0        0
OMNI INDUSTRIES LTD.           COM              6654865          1     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          8     2000 SH       DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         13     3000 SH       DEFINED 01 10            3000        0        0
OKUMURA CORP                   COM              6657808          4     1000 SH       DEFINED 01 10            1000        0        0
NORTHERN TRUST CORP            COM              665859104      183     2928 SH       DEFINED 01               2928        0        0
NORTHERN TRUST CORP            COM              665859104     3516    56259 SH       DEFINED 01 03               0    56259        0
NORTHERN TRUST CORP            COM              665859104       46      730 SH       DEFINED 01 05               0      730        0
OLYMPUS OPTI                   COM              6658801         14     1000 SH       DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         17     1000 SH       DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          4     2000 SH       DEFINED 01 10            2000        0        0
ORIENT CORP                    COM              6661122          2     1000 SH       DEFINED 01 10            1000        0        0
ORIX CORP                      COM              6661144         18      220 SH       DEFINED 01 10             220        0        0
ORIENTAL PRESS                 COM              6661490          1     4800 SH       DEFINED 01 10            4800        0        0
OSAKA GAS CO                   COM              6661768         16     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         26     4000 SH       DEFINED 01 10            4000        0        0
OYO CORPORATION                COM              6665061          1      100 SH       DEFINED 01 10             100        0        0
NORTHPOINT                     COM              666610100        0      317 SH       DEFINED 01                317        0        0
NORTHROP GRUMMAN COR           COM              666807102     1675    19251 SH       DEFINED 01              19251        0        0
NORTHROP GRUMMAN COR           COM              666807102     6854    78810 SH       DEFINED 01 02               0    78810        0
NORTHROP GRUMMAN COR           COM              666807102     1520    17469 SH       DEFINED 01 03               0    17469        0
NORTHROP GRUMMAN COR           COM              666807102       21      236 SH       DEFINED 01 05               0      236        0
NWA                            COM              667280101    19009   840197 SH       DEFINED 01             840197        0        0
NWA                            COM              667280101      223     9879 SH       DEFINED 01 02               0     9879        0
NWA                            COM              667280101    30734  1358400 SH       DEFINED 01 05               0  1358400        0
NORTHWEST NATURAL GA           COM              667655104     1827    76100 SH       DEFINED 01              76100        0        0
NORTHWEST NATURAL GA           COM              667655104        3      140 SH       DEFINED 01 02               0      140        0
NORTHWEST NAT GA 100           PRF              667655708    17404   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1710    69795 SH       DEFINED 01              69795        0        0
PENTA-OCEAN CONTSRUCTION CO    COM              6680804          1     1000 SH       DEFINED 01 10            1000        0        0
NOVA                           COM              669784100       35     1921 SH       DEFINED 01               1921        0        0
NUANCE COMMUNICATION           COM              669967101        1       82 SH       DEFINED 01                 82        0        0
NUANCE COMMUNICATION           COM              669967101        1       60 SH       DEFINED 01 02               0       60        0
NOVAVAX INC                    COM              670002104      120    15400 SH       DEFINED 01              15400        0        0
NOVELL INC                     COM              670006105       58    11529 SH       DEFINED 01              11529        0        0
NOVELL INC                     COM              670006105      396    79231 SH       DEFINED 01 03               0    79231        0
NOVELL INC                     COM              670006105        5     1080 SH       DEFINED 01 05               0     1080        0
NOVELLUS SYSTEMS INC           COM              670008101    42012  1035774 SH       DEFINED 01            1035774        0        0
NOVELLUS SYSTEMS INC           COM              670008101    39533   974600 SH       DEFINED 01 02               0   974600        0
NOVELLUS SYSTEMS INC           COM              670008101     5807   143178 SH       DEFINED 01 03               0   143178        0
NOVELLUS SYSTEMS INC           COM              670008101      477    11763 SH       DEFINED 01 05               0    11763        0
NOVEN PHARMACEUTICAL           COM              670009109     5156   182132 SH       DEFINED 01             182132        0        0
NOVEN PHARMACEUTICAL           COM              670009109        5      160 SH       DEFINED 01 02               0      160        0
NOVEN PHARMACEUTICAL           COM              670009109      110     3900 SH       DEFINED 01 05               0     3900        0
NOVOSTE                        COM              67010C100     2195   125000 SH       DEFINED 01 05               0   125000        0
NU SKIN ENTERPRISES            COM              67018T105        0       37 SH       DEFINED 01                 37        0        0
NUCENTRIX BROADBAND            COM              670198100        1      119 SH       DEFINED 01                119        0        0
NSTAR                          COM              67019E107       50     1297 SH       DEFINED 01               1297        0        0
PROMISE CO                     COM              6703295         23      300 SH       DEFINED 01 10             300        0        0
NUCOR CORP                     COM              670346105    23411   584235 SH       DEFINED 01             584235        0        0
NUCOR CORP                     COM              670346105     1691    42192 SH       DEFINED 01 03               0    42192        0
NUCOR CORP                     COM              670346105       10      256 SH       DEFINED 01 05               0      256        0
NUEVO ENERGY CO                COM              670509108      942    53156 SH       DEFINED 01              53156        0        0
NUMERICAL TECHNOLOG            COM              67053T101        2      159 SH       DEFINED 01                159        0        0
NVIDIA CORP                    COM              67066G104     1473    22682 SH       DEFINED 01              22682        0        0
NYFIX INC                      COM              670712108     1732    75520 SH       DEFINED 01              75520        0        0
O`CHARLEY`S                    COM              670823103     1010    48240 SH       DEFINED 01              48240        0        0
OKLAHOMA GAS & ELEC            COM              670837103       45     1983 SH       DEFINED 01               1983        0        0
OM GROUP INC                   COM              670872100     8548   160527 SH       DEFINED 01             160527        0        0
OM GROUP INC                   COM              670872100        7      130 SH       DEFINED 01 02               0      130        0
OM GROUP INC                   COM              670872100      192     3600 SH       DEFINED 01 05               0     3600        0
OSI PHARMACEUTICALS            COM              671040103      178     4494 SH       DEFINED 01               4494        0        0
OTG SOFTWARE INC               COM              671059103      723   114370 SH       DEFINED 01             114370        0        0
OTG SOFTWARE INC               COM              671059103        1      120 SH       DEFINED 01 02               0      120        0
OTG SOFTWARE INC               COM              671059103       30     4800 SH       DEFINED 01 05               0     4800        0
OTP BANK GDR         GB;OTPD/U COM              67106E101     2884    61651 SH       DEFINED 01              61651        0        0
OTP BANK GDR         GB;OTPD/U COM              67106E101       50     1060 SH       DEFINED 01 05               0     1060        0
QBE INS GROU                   COM              6715740          5      858 SH       DEFINED 01 10             858        0        0
OAK TECHNOLOGY                 COM              671802106     2886   488616 SH       DEFINED 01             488616        0        0
OAK TECHNOLOGY                 COM              671802106        4      670 SH       DEFINED 01 02               0      670        0
OAK TECHNOLOGY                 COM              671802106      120    20300 SH       DEFINED 01 05               0    20300        0
OAKLEY INC                     COM              673662102       90     5017 SH       DEFINED 01               5017        0        0
OCCIDENTAL PETROLEUM           COM              674599105      120     4875 SH       DEFINED 01               4875        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2121    85689 SH       DEFINED 01 03               0    85689        0
OCCIDENTAL PETROLEUM           COM              674599105       30     1216 SH       DEFINED 01 05               0     1216        0
ROHM CO                        COM              6747204         50      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY INC TEX           COM              67481E106      700    42247 SH       DEFINED 01              42247        0        0
BRIT AMER TO                   COM              6752134          3      321 SH       DEFINED 01 10             321        0        0
OCEANEERING INT L              COM              675232102     1494    69482 SH       DEFINED 01              69482        0        0
OCEANFIRST FINANCIAL           COM              675234108        5      220 SH       DEFINED 01 02               0      220        0
OFFICE DEPOT INC               COM              676220106       34     3888 SH       DEFINED 01               3888        0        0
OFFICE DEPOT INC               COM              676220106      650    74331 SH       DEFINED 01 03               0    74331        0
OFFICE DEPOT INC               COM              676220106        9      980 SH       DEFINED 01 05               0      980        0
OFFICE MAX                     COM              67622M108        2      432 SH       DEFINED 01                432        0        0
OFFSHORE LOGISTICS             COM              676255102     1605    64668 SH       DEFINED 01              64668        0        0
SMC CORP                       COM              6763965         23      200 SH       DEFINED 01 10             200        0        0
SOUTHCORP LT                   COM              6764689          4     1317 SH       DEFINED 01 10            1317        0        0
SOFTBANK COR                   COM              6770620         34      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          4     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY CORP             COM              677240103       14     1489 SH       DEFINED 01               1489        0        0
OHIO POWER CO $100             PRF              677415796     3637    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812     1018    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      518     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         20     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          3      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          4     1291 SH       DEFINED 01 10            1291        0        0
SANYO ELECTR                   COM              6776769         30     5000 SH       DEFINED 01 10            5000        0        0
SANWA SHUTTE                   COM              6776781          2     1000 SH       DEFINED 01 10            1000        0        0
SAPPORO BREW                   COM              6776907          3     1000 SH       DEFINED 01 10            1000        0        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         28      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          5      300 SH       DEFINED 01 10             300        0        0
SEIYU                          COM              6793780          3     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI CHEM                   COM              6793821          3     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI HOUS                   COM              6793906         16     2000 SH       DEFINED 01 10            2000        0        0
OLD KENT FINL CORP             COM              679833103       69     1824 SH       DEFINED 01               1824        0        0
OLD KENT FINL CORP             COM              679833103     1304    34311 SH       DEFINED 01 03               0    34311        0
OLD KENT FINL CORP             COM              679833103       17      455 SH       DEFINED 01 05               0      455        0
OLD NATL BANCORP               COM              680033107        5      248 SH       DEFINED 01                248        0        0
SHARP CORP                     COM              6800602         38     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTER             COM              680223104     5095   179416 SH       DEFINED 01             179416        0        0
OLD REPUBLIC INTER             COM              680223104      128     4500 SH       DEFINED 01 05               0     4500        0
SHIMAMURA CO                   COM              6804035          6      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          5     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          7     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          1      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         34     1000 SH       DEFINED 01 10            1000        0        0
SHIONOGI & C                   COM              6804682         15     1000 SH       DEFINED 01 10            1000        0        0
SHIMANO INC                    COM              6804820          5      300 SH       DEFINED 01 10             300        0        0
SHISEIDO CO                    COM              6805265         10     1000 SH       DEFINED 01 10            1000        0        0
SHIZUOKA BAN                   COM              6805328         16     2000 SH       DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          4     2000 SH       DEFINED 01 10            2000        0        0
SHO-BOND COR                   COM              6805511          1      100 SH       DEFINED 01 10             100        0        0
SHOWA SHELL                    COM              6805544          5     1000 SH       DEFINED 01 10            1000        0        0
OLIN                           COM              680665205       23     1149 SH       DEFINED 01               1149        0        0
OLIVETTI WTS EXP 12/15/2002    COM              680667110      109   309540 SH       DEFINED 01             309540        0        0
OLIVETTI SPA                   COM              680667995    14849  7740727 SH       DEFINED 01            7740727        0        0
SINO LAND CO                   COM              6810429          4     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         16    15000 SH       DEFINED 01 10           15000        0        0
PARKWAY HOLDINGS               COM              6811143          1     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE                      COM              6811734         23     3000 SH       DEFINED 01 10            3000        0        0
HOWARD SMITH                   COM              6816308          2      408 SH       DEFINED 01 10             408        0        0
SNOW BRAND M                   COM              6818401          3     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE, INC.                 COM              681904108       51     2361 SH       DEFINED 01               2361        0        0
OMNICOM GROUP                  COM              681919106      194     2339 SH       DEFINED 01               2339        0        0
OMNICOM GROUP                  COM              681919106     3637    43880 SH       DEFINED 01 03               0    43880        0
OMNICOM GROUP                  COM              681919106       48      583 SH       DEFINED 01 05               0      583        0
OMNOVA SOLUTIONS W/I           COM              682129101      794   119641 SH       DEFINED 01             119641        0        0
SONY CORP                      COM              6821506        163     2300 SH       DEFINED 01 10            2300        0        0
ON ASSIGNMENT INC              COM              682159108     1456    69733 SH       DEFINED 01              69733        0        0
ON COMMAND CORP                COM              682160106        1      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        1      233 SH       DEFINED 01                233        0        0
STH CHINA MO                   COM              6824657          3     4000 SH       DEFINED 01 10            4000        0        0
ONEOK INC                      COM              682680103     3232    79035 SH       DEFINED 01              79035        0        0
ONEOK INC                      COM              682680103        7      180 SH       DEFINED 01 02               0      180        0
ONEOK INC                      COM              682680103      236     5781 SH       DEFINED 01 03               0     5781        0
ONEOK INC                      COM              682680103      200     4896 SH       DEFINED 01 05               0     4896        0
ONI SYSTEMS CORP               COM              68273F103        6      286 SH       DEFINED 01                286        0        0
ONYX SOFTWARE CP               COM              683402101       12     1556 SH       DEFINED 01               1556        0        0
OPEN MARKET                    COM              68370M100        0      152 SH       DEFINED 01                152        0        0
OPENWAVE SYSTEMS INC           COM              683718100        7      341 SH       DEFINED 01                341        0        0
OPNET TECHNOLOGIES, INC.       COM              683757108      151     9600 SH       DEFINED 01               9600        0        0
OPLINK COMM INC                COM              68375Q106      499   133062 SH       DEFINED 01             133062        0        0
OPTICAL CABLE CORP             COM              683827109        2      138 SH       DEFINED 01                138        0        0
ORACLE                         COM              68389X105      298    19900 SH       DEFINED 11 12               0    19900        0
ORACLE                         COM              68389X105    11160   745000 SH       DEFINED 11 12 13            0   745000        0
ORACLE CORP COM                COM              68389X105    12478   833000 SH       DEFINED 01                  0   833000        0
ORACLE CORP COM                COM              68389X105   191347 12773471 SH       DEFINED 01           12773471        0        0
ORACLE CORP COM                COM              68389X105     7372   492475 SH       DEFINED 01 02               0   492475        0
ORACLE CORP COM                COM              68389X105    21925  1463624 SH       DEFINED 01 03               0  1463624        0
ORACLE CORP COM                COM              68389X105    43031  2872571 SH       DEFINED 01 05               0  2872571        0
STOCKLAND TRUST                COM              6850856          2      804 SH       DEFINED 01 10             804        0        0
STRAITS TRADING CO             COM              6853521          1     1200 SH       DEFINED 01 10            1200        0        0
ORBITAL SCIENCES COR ORB       COM              685564106      681   113458 SH       DEFINED 01             113458        0        0
ORCHID BIOSCIENCES             COM              68571P100        1      133 SH       DEFINED 01                133        0        0
SUMITOMO BAN                   COM              6858526         71     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          3     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         19     4000 SH       DEFINED 01 10            4000        0        0
SUMITOMO ELE                   COM              6858708         23     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO MAR                   COM              6858786         12     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO MET                   COM              6858827          5     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          4     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO COR                   COM              6858946         19     3000 SH       DEFINED 01 10            3000        0        0
ORGANOGENISIS INC              COM              685906109      849   104219 SH       DEFINED 01             104219        0        0
SUN HUNG KAI                   COM              6859927         57     6000 SH       DEFINED 01 10            6000        0        0
OREGON STEEL MLS INC           COM              686079104      148    29000 SH       DEFINED 01              29000        0        0
O REILLY AUTOMOTIVE            COM              686091109     3089   154918 SH       DEFINED 01             154918        0        0
ORGANIC INC                    COM              68617E101        0      183 SH       DEFINED 01                183        0        0
ORIENTAL LAND (4661)           COM              686223991     2118    33800 SH       DEFINED 01 03               0    33800        0
ORION PWR HLDG INC             COM              686286105      170     5518 SH       DEFINED 01               5518        0        0
SWIRE PACIFI                   COM              6867748         25     4000 SH       DEFINED 01 10            4000        0        0
TAISEI CORP                    COM              6870100          4     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         11     2000 SH       DEFINED 01 10            2000        0        0
TAISHO PHARM                   COM              6870144         21     1000 SH       DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382         14     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          7     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445         97     2000 SH       DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         30      300 SH       DEFINED 01 10             300        0        0
TABCORP HLDG                   COM              6873262          3      649 SH       DEFINED 01 10             649        0        0
ORTHOLOGIC CORP                COM              68750J107        2      660 SH       DEFINED 01 02               0      660        0
ORTHODONTIC CENTER             COM              68750P103     5371   262006 SH       DEFINED 01             262006        0        0
ORTHODONTIC CENTER             COM              68750P103        3      150 SH       DEFINED 01 02               0      150        0
ORTHODONTIC CENTER             COM              68750P103       80     3900 SH       DEFINED 01 05               0     3900        0
TAKEFUJI COR                   COM              6876067         30      400 SH       DEFINED 01 10             400        0        0
TEIJIN                         COM              6880507          9     2000 SH       DEFINED 01 10            2000        0        0
TEIKOKU OIL                    COM              6880905          5     1000 SH       DEFINED 01 10            1000        0        0
TELECOM CORP                   COM              6881436          7     2886 SH       DEFINED 01 10            2886        0        0
TELEVISION                     COM              6881674          5     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207      939    36805 SH       DEFINED 01              36805        0        0
OSHKOSH B-GOSH CLA             COM              688222207        5      200 SH       DEFINED 01 02               0      200        0
OSHKOSH TRUCK CORP             COM              688239201     2901    81701 SH       DEFINED 01              81701        0        0
OSHKOSH TRUCK CORP             COM              688239201        2       60 SH       DEFINED 01 02               0       60        0
OSHKOSH TRUCK CORP             COM              688239201       57     1600 SH       DEFINED 01 05               0     1600        0
TERUMO CORP                    COM              6885074          8      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      227    42224 SH       DEFINED 01              42224        0        0
NEWS CORPORA                   COM              6886925         32     4160 SH       DEFINED 01 10            4160        0        0
TODA CORP                      COM              6893884          4     1000 SH       DEFINED 01 10            1000        0        0
TOKIO MARINE                   COM              6894768         40     4000 SH       DEFINED 01 10            4000        0        0
TOBU RAILWAY                   COM              6895169          6     2000 SH       DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         17     1300 SH       DEFINED 01 10            1300        0        0
TOKAI BANK                     COM              6895341         21     6000 SH       DEFINED 01 10            6000        0        0
TOKYO ELEC P                   COM              6895404         76     3400 SH       DEFINED 01 10            3400        0        0
TOKYO GAS CO                   COM              6895448         19     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         26      400 SH       DEFINED 01 10             400        0        0
TOKYU CORP                     COM              6896548         13     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         15     2000 SH       DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         16     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         47     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          6     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       54     2113 SH       DEFINED 01               2113        0        0
TOSTEM CO.                     COM              6900212         12     1000 SH       DEFINED 01 10            1000        0        0
TOYO SEIKAN KAISHA             COM              6900267         15     1000 SH       DEFINED 01 10            1000        0        0
TOSOH CORP                     COM              6900289          2     1000 SH       DEFINED 01 10            1000        0        0
TOYOBO CO                      COM              6900502          4     2000 SH       DEFINED 01 10            2000        0        0
TOYOTA MOTOR                   COM              6900643        323     9300 SH       DEFINED 01 10            9300        0        0
TRANS COSMOS                   COM              6900955          5      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPHOLD GR           COM              690368105       21      768 SH       DEFINED 01                768        0        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994     5372  1539665 SH       DEFINED 01            1539665        0        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994     2216   635140 SH       DEFINED 01 03               0   635140        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994    10430  2989175 SH       DEFINED 01 05               0  2989175        0
OWENS & MINOR INC              COM              690732102     1653    99998 SH       DEFINED 01              99998        0        0
OWENS & MINOR INC              COM              690732102        6      370 SH       DEFINED 01 02               0      370        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403        2      242 SH       DEFINED 01                242        0        0
UBE INDUSTRI                   COM              6910705          4     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          9      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH                  COM              691471106      706    26409 SH       DEFINED 01              26409        0        0
OXFORD INDUSTRIES              COM              691497309      403    22240 SH       DEFINED 01              22240        0        0
UNITED INDUSTRIAL CORP         COM              6916532          1     3000 SH       DEFINED 01 10            3000        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         22     3112 SH       DEFINED 01 10            3112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
VARITRONIX I                   COM              6926854          1     1000 SH       DEFINED 01 10            1000        0        0
VENTURE MFG                    COM              6927374          7     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL INC                     COM              69325Q105      421    56115 SH       DEFINED 01              56115        0        0
P-COM INC                      COM              693262107      627   489757 SH       DEFINED 01             489757        0        0
P-COM INC                      COM              693262107       11     8900 SH       DEFINED 01 05               0     8900        0
P G & E CORP                   COM              69331C108      623    50108 SH       DEFINED 01              50108        0        0
P G & E CORP                   COM              69331C108     1209    97121 SH       DEFINED 01 03               0    97121        0
P G & E CORP                   COM              69331C108       16     1274 SH       DEFINED 01 05               0     1274        0
P.F. CHANGS CHINA B            COM              69333Y108     3055    87300 SH       DEFINED 01              87300        0        0
P.F. CHANGS CHINA B            COM              69333Y108    15076   430650 SH       DEFINED 01 02               0   430650        0
P.F. CHANGS CHINA B            COM              69333Y108      262     7500 SH       DEFINED 01 03               0     7500        0
PIMCO TOTAL RETURN FUND        COM              693390726     5183   492696 SH       DEFINED 01 03               0   492696        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     7000 SH       DEFINED 01               7000        0        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     5100 SH       DEFINED 01 05               0     5100        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     7000 SH       DEFINED 01               7000        0        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     5100 SH       DEFINED 01 05               0     5100        0
PMC-SIERRA INC                 COM              69344F106       88     3469 SH       DEFINED 01               3469        0        0
PMC-SIERRA INC                 COM              69344F106        5      200 SH       DEFINED 01 02               0      200        0
PMC-SIERRA INC                 COM              69344F106     3683   145000 SH       DEFINED 01 05               0   145000        0
PMI GROUP INC                  COM              69344M101       71     1088 SH       DEFINED 01               1088        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105      258     3816 SH       DEFINED 01               3816        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105     4945    72993 SH       DEFINED 01 03               0    72993        0
PNC FINANCIAL SERVICES GROUP   COM              693475105       64      952 SH       DEFINED 01 05               0      952        0
PPG INDUSTRIES INC             COM              693506107    14160   307231 SH       DEFINED 01             307231        0        0
PPG INDUSTRIES INC             COM              693506107     2564    55638 SH       DEFINED 01 03               0    55638        0
PPG INDUSTRIES INC             COM              693506107       26      555 SH       DEFINED 01 05               0      555        0
PPL CORPORATION                COM              69351T106    76751  1745925 SH       DEFINED 01            1745925        0        0
PPL CORPORATION                COM              69351T106     1560    35476 SH       DEFINED 01 03               0    35476        0
PPL CORPORATION                COM              69351T106       21      477 SH       DEFINED 01 05               0      477        0
PRI AUTOMATION INC             COM              69357H106        1       56 SH       DEFINED 01                 56        0        0
PS BUSINESS PARKS              COM              69360J107        2       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100        1      296 SH       DEFINED 01                296        0        0
PACCAR INC                     COM              693718108      119     2656 SH       DEFINED 01               2656        0        0
PACCAR INC                     COM              693718108      901    20106 SH       DEFINED 01 03               0    20106        0
PACCAR INC                     COM              693718108       11      251 SH       DEFINED 01 05               0      251        0
PAC-WEST TELECOMM              COM              69371Y101      380   108692 SH       DEFINED 01             108692        0        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          1      474 SH       DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       60 SH       DEFINED 01                 60        0        0
PACIFIC CENT FINL C            COM              694058108       38     1999 SH       DEFINED 01               1999        0        0
PACIFIC GAS & ELEC             PRF              694308651     1382   120200 SH       DEFINED 01 04               0   120200        0
PACIFIC GAS & ELEC             PRF              694308693     9328   717500 SH       DEFINED 01 04               0   717500        0
PACIFIC GULF PROPERT           COM              694396102        1       98 SH       DEFINED 01                 98        0        0
PACIFIC SUNWEAR                COM              694873100     2678    97369 SH       DEFINED 01              97369        0        0
PACIFIC SUNWEAR                COM              694873100        2       80 SH       DEFINED 01 02               0       80        0
WESFARMERS                     COM              6948836          6      568 SH       DEFINED 01 10             568        0        0
PACIFICARE HLTH SYS            COM              695112102    23655   950988 SH       DEFINED 01             950988        0        0
PACIFICARE HLTH SYS            COM              695112102      459    18434 SH       DEFINED 01 05               0    18434        0
PACIFICORP $100 PAR            PRF              695114678     1028    10000 SH       DEFINED 01                  0    10000        0
PACIFICORP $100 PAR            PRF              695114678    15417   150000 SH       DEFINED 01 04               0   150000        0
PACKAGING CP OF AMER           COM              695156109     3190   241637 SH       DEFINED 01             241637        0        0
PACKAGING CP OF AMER           COM              695156109        4      280 SH       DEFINED 01 02               0      280        0
PACKAGING CP OF AMER           COM              695156109      129     9800 SH       DEFINED 01 05               0     9800        0
PACKARD BIOSCIENCE INC         COM              695172205        2      295 SH       DEFINED 01                295        0        0
PACKETER                       COM              695210104        0       63 SH       DEFINED 01                 63        0        0
PACTIV CORPORATION             COM              695257105     4157   343309 SH       DEFINED 01             343309        0        0
PACTIV CORPORATION             COM              695257105        8      640 SH       DEFINED 01 02               0      640        0
PACTIV CORPORATION             COM              695257105      461    38080 SH       DEFINED 01 03               0    38080        0
PACTIV CORPORATION             COM              695257105      197    16320 SH       DEFINED 01 05               0    16320        0
WMC                            COM              6954985         10     2441 SH       DEFINED 01 10            2441        0        0
WESTFIELD TR                   COM              6956312          5     3518 SH       DEFINED 01 10            3518        0        0
PALL CORP                      COM              696429307       34     1559 SH       DEFINED 01               1559        0        0
PALL CORP                      COM              696429307      607    27712 SH       DEFINED 01 03               0    27712        0
PALL CORP                      COM              696429307        9      405 SH       DEFINED 01 05               0      405        0
PALM INC                       COM              696642107    14988  1782908 SH       DEFINED 01            1782908        0        0
PALM INC                       COM              696642107      282    33500 SH       DEFINED 01 02               0    33500        0
PALM INC                       COM              696642107     1172   139456 SH       DEFINED 01 03               0   139456        0
PALM INC                       COM              696642107     3337   396863 SH       DEFINED 01 05               0   396863        0
WING TAI HLDGS                 COM              6972385          1     2000 SH       DEFINED 01 10            2000        0        0
WORLD CO                       COM              6977971          4      150 SH       DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109      157     4021 SH       DEFINED 01               4021        0        0
PAN PACIFIC RETAIL             COM              69806L104     1353    61100 SH       DEFINED 01              61100        0        0
PAN PACIFIC RETAIL             COM              69806L104       78     3500 SH       DEFINED 01 05               0     3500        0
WOOLWORTHS L                   COM              6981239         10     2508 SH       DEFINED 01 10            2508        0        0
PANERA BREAD CO                COM              69840W108     3325   124314 SH       DEFINED 01             124314        0        0
PANERA BREAD CO                COM              69840W108        5      180 SH       DEFINED 01 02               0      180        0
PANERA BREAD CO                COM              69840W108      120     4500 SH       DEFINED 01 05               0     4500        0
YAMANOUCHI P                   COM              6985383         34     1000 SH       DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          7     1000 SH       DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         20     1000 SH       DEFINED 01 10            1000        0        0
YOKOGAWA ELE                   COM              6986427          9     1000 SH       DEFINED 01 10            1000        0        0
BK OF YOKOHA                   COM              6986449         12     3000 SH       DEFINED 01 10            3000        0        0
PAPA JOHN                      COM              698813102       13      565 SH       DEFINED 01                565        0        0
PARADYNE NETWORKS              COM              69911G107        0       69 SH       DEFINED 01                 69        0        0
PARAMETRIC TECH CORP           COM              699173100       95    10464 SH       DEFINED 01              10464        0        0
PARAMETRIC TECH CORP           COM              699173100      182    20000 SH       DEFINED 01 02               0    20000        0
PARAMETRIC TECH CORP           COM              699173100      602    66481 SH       DEFINED 01 03               0    66481        0
PARAMETRIC TECH CORP           COM              699173100        8      896 SH       DEFINED 01 05               0      896        0
PAREXEL                        COM              699462107      925    74360 SH       DEFINED 01              74360        0        0
PARK ELECTROCHEMICAL           COM              700416209     3341   147797 SH       DEFINED 01             147797        0        0
PARK ELECTROCHEMICAL           COM              700416209        4      190 SH       DEFINED 01 02               0      190        0
PARK ELECTROCHEMICAL           COM              700416209       97     4300 SH       DEFINED 01 05               0     4300        0
PARK NATIONAL CORP             COM              700658107        2       21 SH       DEFINED 01                 21        0        0
PARK PLACE ENT COR             COM              700690100       74     7194 SH       DEFINED 01               7194        0        0
PARKER DRILLING                COM              701081101        5      840 SH       DEFINED 01 02               0      840        0
PARKER-HANNIFIN                COM              701094104    48520  1221545 SH       DEFINED 01            1221545        0        0
PARKER-HANNIFIN                COM              701094104       95     2400 SH       DEFINED 01 02               0     2400        0
PARKER-HANNIFIN                COM              701094104     2229    56117 SH       DEFINED 01 03               0    56117        0
PARKER-HANNIFIN                COM              701094104      502    12636 SH       DEFINED 01 05               0    12636        0
PORTUCEL EMPRESA PRODUCTORA    COM              7018556          1      965 SH       DEFINED 01 10             965        0        0
BAYERISCHE HYPO VEREINSBANK    COM              7023011         22      410 SH       DEFINED 01 10             410        0        0
PATINA OIL AND GAS             COM              703224105     1633    61165 SH       DEFINED 01              61165        0        0
PATINA OIL AND GAS             COM              703224105        6      210 SH       DEFINED 01 02               0      210        0
PATHMARK STORES INC            COM              70322A101     2294   133367 SH       DEFINED 01                  0   133367        0
PATHMARK STORES INC            COM              70322A101     8258   480119 SH       DEFINED 01 05               0   480119        0
PATTERSON DENTAL               COM              703412106     7816   254175 SH       DEFINED 01             254175        0        0
PATTERSON DENTAL               COM              703412106      101     3300 SH       DEFINED 01 05               0     3300        0
PATTERSON ENERGY               COM              703414102     3855   121935 SH       DEFINED 01             121935        0        0
PATTERSON ENERGY               COM              703414102        5      160 SH       DEFINED 01 02               0      160        0
PATTERSON ENERGY               COM              703414102      149     4700 SH       DEFINED 01 05               0     4700        0
PAXAR CORPORATION              COM              704227107     1593   127445 SH       DEFINED 01             127445        0        0
PAXAR CORPORATION              COM              704227107        4      280 SH       DEFINED 01 02               0      280        0
PAXSON COMMUNICATION           COM              704231109        2      168 SH       DEFINED 01                168        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208    29781    29633 SH       DEFINED 01              29633        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208     6153     6122 SH       DEFINED 01 05               0     6122        0
PAXSON COMMUNICATION           PRF              704231505        6        7 SH       DEFINED 01 05               0        7        0
EURAFRANCE                     COM              7042395          6      100 SH       DEFINED 01 10             100        0        0
PAYCHEX INC                    COM              704326107    47324  1276870 SH       DEFINED 01            1276870        0        0
PAYCHEX INC                    COM              704326107   147000  3966292 SH       DEFINED 01 02               0  3966292        0
PAYCHEX INC                    COM              704326107    10463   282294 SH       DEFINED 01 03               0   282294        0
PAYCHEX INC                    COM              704326107       45     1226 SH       DEFINED 01 05               0     1226        0
PAYLESS SHOESOURCE             COM              704379106       36      570 SH       DEFINED 01                570        0        0
PAYLESS SHOESOURCE             COM              704379106        6      100 SH       DEFINED 01 02               0      100        0
PEDIATRIX                      COM              705324101     1064    47932 SH       DEFINED 01              47932        0        0
PEGASUS SATELLITE PIF PFD 12.7 PRF              70558A304    16123    16452 SH       DEFINED 01              16452        0        0
PEGASUS SATELLITE PIF PFD 12.7 PRF              70558A304     4890     4990 SH       DEFINED 01 05               0     4990        0
PEGASUS COMM CORP              COM              705904100      123     5337 SH       DEFINED 01               5337        0        0
PEGASUS SOLUTIONS INC          COM              705906105      664    74556 SH       DEFINED 01              74556        0        0
SODEXHO ALLI                   COM              7062713         14      292 SH       DEFINED 01 10             292        0        0
NORSKE                         COM              7070396          4      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      199    22558 SH       DEFINED 01              22558        0        0
PENNEY J C                     COM              708160106       53     3317 SH       DEFINED 01               3317        0        0
PENNEY J C                     COM              708160106     1009    63089 SH       DEFINED 01 03               0    63089        0
PENNEY J C                     COM              708160106       14      862 SH       DEFINED 01 05               0      862        0
PENNZOIL-QUAKER STAT           COM              709323109       27     1941 SH       DEFINED 01               1941        0        0
Administaff                    COM              7094105      25160  1386252 SH       DEFINED 1                   0  1386252        0
Administaff Inc                COM              7094105      25160  1386252 SH       DEFINED 1                   0  1386252        0
PENTAIR INC                    COM              709631105       33     1297 SH       DEFINED 01               1297        0        0
PENTON MEDIA INC               COM              709668107     1399    96161 SH       DEFINED 01              96161        0        0
PEOPLES BANK                   COM              710198102       10      393 SH       DEFINED 01                393        0        0
PEOPLES ENERGY CORP            COM              711030106       23      593 SH       DEFINED 01                593        0        0
PEOPLES ENERGY CORP            COM              711030106      260     6695 SH       DEFINED 01 03               0     6695        0
PEOPLES ENERGY CORP            COM              711030106        5      116 SH       DEFINED 01 05               0      116        0
PEOPLE SOFT                    COM              712713106     1071    45685 SH       DEFINED 01              45685        0        0
PEOPLE SOFT                    COM              712713106     1641    70035 SH       DEFINED 01 03               0    70035        0
PEOPLE SOFT                    COM              712713106       22      940 SH       DEFINED 01 05               0      940        0
PEP BOYS                       COM              713278109     1020   167471 SH       DEFINED 01             167471        0        0
PEPSI-COLA BOTTLING            COM              713409100     1722    45321 SH       DEFINED 01              45321        0        0
PEPSIAMERICAS INC              COM              71343P200       61     3935 SH       DEFINED 01               3935        0        0
PEPSICO                        COM              713448108     4221    96037 SH       DEFINED 01              96037        0        0
PEPSICO                        COM              713448108      195     4450 SH       DEFINED 01 02               0     4450        0
PEPSICO                        COM              713448108    15727   357838 SH       DEFINED 01 03               0   357838        0
PEPSICO                        COM              713448108      209     4752 SH       DEFINED 01 05               0     4752        0
PEREGRINE SYSTEMS              COM              71366Q101    32713  1677532 SH       DEFINED 01            1677532        0        0
PEREGRINE SYSTEMS              COM              71366Q101     6533   335015 SH       DEFINED 01 02               0   335015        0
PEREGRINE SYSTEMS              COM              71366Q101      115     5900 SH       DEFINED 01 03               0     5900        0
PEREGRINE SYSTEMS              COM              71366Q101    12000   615350 SH       DEFINED 01 05               0   615350        0
PERFORMANCE FOOD               COM              713755106     7042   134165 SH       DEFINED 01             134165        0        0
PERFORMANCE FOOD               COM              713755106        4       70 SH       DEFINED 01 02               0       70        0
PERFORMANCE FOOD               COM              713755106    15914   303125 SH       DEFINED 01 05               0   303125        0
PERICOM SEMICOND               COM              713831105     9268   719870 SH       DEFINED 01             719870        0        0
PERICOM SEMICOND               COM              713831105       48     3712 SH       DEFINED 01 02               0     3712        0
PERICOM SEMICOND               COM              713831105    12347   959000 SH       DEFINED 01 05               0   959000        0
PERKINELMER INC                COM              714046109      522     9957 SH       DEFINED 01               9957        0        0
PERKINELMER INC                COM              714046109      643    12264 SH       DEFINED 01 03               0    12264        0
PERKINELMER INC                COM              714046109        9      164 SH       DEFINED 01 05               0      164        0
PEROT SYSTEMS CP CLA           COM              714265105        5      413 SH       DEFINED 01                413        0        0
PERRIGO COMPANY                COM              714290103       19     1922 SH       DEFINED 01               1922        0        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH       DEFINED 01                 55        0        0
PETROBRAS LOCAL                COM              716530993     7768   332023 SH       DEFINED 01             332023        0        0
PETROBRAS LOCAL                COM              716530993      145     6200 SH       DEFINED 01 05               0     6200        0
PHARMACYCLICS INC              COM              716933106      113     5057 SH       DEFINED 01               5057        0        0
PHARMACYCLICS INC              COM              716933106     7875   350000 SH       DEFINED 01 05               0   350000        0
PFIZER                         COM              717081103    14824   362000 SH       DEFINED 01                  0   362000        0
PFIZER                         COM              717081103  1328740 32447866 SH       DEFINED 01           32447866        0        0
PFIZER                         COM              717081103   166803  4073388 SH       DEFINED 01 02               0  4073388        0
PFIZER                         COM              717081103    72000  1758244 SH       DEFINED 01 03               0  1758244        0
PFIZER                         COM              717081103   407878  9960410 SH       DEFINED 01 05               0  9960410        0
PFIZER INC                     COM              717081103     8088   197520 SH       DEFINED 11 12               0   197520        0
PFIZER INC                     COM              717081103    41009  1001430 SH       DEFINED 11 12 13            0  1001430        0
PHARMACEUTICAL PROD            COM              717124101     3198    75930 SH       DEFINED 01              75930        0        0
PHARMACOPEIA                   COM              71713B104        1       63 SH       DEFINED 01                 63        0        0
PHARMACOPEIA                   COM              71713B104        2      100 SH       DEFINED 01 02               0      100        0
PHARMACIA CORP                 COM              71713U102     6397   127000 SH       DEFINED 01                  0   127000        0
PHARMACIA CORP                 COM              71713U102    23493   466396 SH       DEFINED 01             466396        0        0
PHARMACIA CORP                 COM              71713U102    16068   319006 SH       DEFINED 01 03               0   319006        0
PHARMACIA CORP                 COM              71713U102    45184   897037 SH       DEFINED 01 05               0   897037        0
PHARMACIA CORPORATION          COM              71713U102    23401   464600 SH       DEFINED 11 12 13            0   464600        0
PHARMACIA CORPORATION          COM              71713U103     4523    89800 SH       DEFINED 11 12               0    89800        0
PHARMACIA CORP - ACES 6.50%  C PRF              71713U201    22924   487740 SH       DEFINED 01             487740        0        0
PHARMACIA CORP - ACES 6.50%  C PRF              71713U201     2246    47770 SH       DEFINED 01 05               0    47770        0
PHELPS DODGE                   COM              717265102      548    13643 SH       DEFINED 01              13643        0        0
PHELPS DODGE                   COM              717265102     6350   158105 SH       DEFINED 01 02               0   158105        0
PHELPS DODGE                   COM              717265102      788    19613 SH       DEFINED 01 03               0    19613        0
PHELPS DODGE                   COM              717265102       10      259 SH       DEFINED 01 05               0      259        0
PHILADELPHIA SUBN              COM              718009608     3786   160705 SH       DEFINED 01             160705        0        0
PHILIPS ELECTRONICS  NL;PHI/EU COM              718040991    51429  1870637 SH       DEFINED 01            1870637        0        0
PHILIPS ELECTRONICS  NL;PHI/EU COM              718040991     6496   236284 SH       DEFINED 01 03               0   236284        0
PHILIPS ELECTRONICS  NL;PHI/EU COM              718040991    29018  1055487 SH       DEFINED 01 05               0  1055487        0
PHILIP MORRIS                  COM              718154107   456307  9616577 SH       DEFINED 01            9616577        0        0
PHILIP MORRIS                  COM              718154107    38452   810363 SH       DEFINED 01 02               0   810363        0
PHILIP MORRIS                  COM              718154107    32164   677847 SH       DEFINED 01 03               0   677847        0
PHILIP MORRIS                  COM              718154107    56603  1192889 SH       DEFINED 01 05               0  1192889        0
PHILLIPS PETROLEUM             COM              718507106     4624    84000 SH       DEFINED 01                  0    84000        0
PHILLIPS PETROLEUM             COM              718507106      186     3370 SH       DEFINED 01               3370        0        0
PHILLIPS PETROLEUM             COM              718507106     3392    61620 SH       DEFINED 01 03               0    61620        0
PHILLIPS PETROLEUM             COM              718507106    29498   535840 SH       DEFINED 01 05               0   535840        0
PHILLIPS-VAN HEUSEN            COM              718592108     4503   298660 SH       DEFINED 01             298660        0        0
PHILLIPS-VAN HEUSEN            COM              718592108        6      420 SH       DEFINED 01 02               0      420        0
PHILLIPS-VAN HEUSEN            COM              718592108      128     8500 SH       DEFINED 01 05               0     8500        0
PHOENIXTEC POWER CO            COM              719080996     4641  4097000 SH       DEFINED 01            4097000        0        0
PHOENIX TECHNOLOGY             COM              719153108     1053    75922 SH       DEFINED 01              75922        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      463  2204000 SH       DEFINED 01            2204000        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      236  1121380 SH       DEFINED 01 05               0  1121380        0
PHOTON DYNAMICS                COM              719364101     2432   115130 SH       DEFINED 01             115130        0        0
PHOTON DYNAMICS                COM              719364101        2       80 SH       DEFINED 01 02               0       80        0
PHOTON DYNAMICS                COM              719364101       61     2900 SH       DEFINED 01 05               0     2900        0
PHOTRONICS CORP                COM              719405102     5342   216386 SH       DEFINED 01             216386        0        0
PHOTRONICS CORP                COM              719405102        4      180 SH       DEFINED 01 02               0      180        0
PHOTRONICS CORP                COM              719405102      123     5000 SH       DEFINED 01 05               0     5000        0
PIEDMONT NATURAL GAS           COM              720186105     3426    96518 SH       DEFINED 01              96518        0        0
PIER ONE IMPORTS INC           COM              720279108     6156   473584 SH       DEFINED 01             473584        0        0
PIER ONE IMPORTS INC           COM              720279108        6      490 SH       DEFINED 01 02               0      490        0
PIER ONE IMPORTS INC           COM              720279108      148    11400 SH       DEFINED 01 05               0    11400        0
PINNACLE ENTERTAIN             COM              723456109        2      200 SH       DEFINED 01 02               0      200        0
PINNACLE ENTERTAINMENT INC     COM              723456109      839    79936 SH       DEFINED 01              79936        0        0
PINNACLE HLDGS INC             COM              72346N101        1      105 SH       DEFINED 01                105        0        0
PINNACLE                       COM              723481107     1302   154353 SH       DEFINED 01             154353        0        0
PINNACLE WEST CAPITA           COM              723484101    24360   531071 SH       DEFINED 01             531071        0        0
PINNACLE WEST CAPITA           COM              723484101      950    20700 SH       DEFINED 01 03               0    20700        0
PINNACLE WEST CAPITA           COM              723484101       13      278 SH       DEFINED 01 05               0      278        0
PIONEER NATURAL RES            COM              723787107    27893  1776553 SH       DEFINED 01            1776553        0        0
PIONEER NATURAL RES            COM              723787107        6      380 SH       DEFINED 01 02               0      380        0
PIONEER NATURAL RES            COM              723787107      601    38300 SH       DEFINED 01 03               0    38300        0
PIONEER NATURAL RES            COM              723787107      328    20854 SH       DEFINED 01 05               0    20854        0
PIONEER STANDARD ELE PIOS      COM              723877106     1019    83204 SH       DEFINED 01              83204        0        0
PITNEY BOWES                   COM              724479100    15754   453335 SH       DEFINED 01             453335        0        0
PITNEY BOWES                   COM              724479100     2108    60668 SH       DEFINED 01 03               0    60668        0
PITNEY BOWES                   COM              724479100      330     9489 SH       DEFINED 01 05               0     9489        0
PITTSTON BRINKS GRP            COM              725701106       27     1273 SH       DEFINED 01               1273        0        0
PIXAR                          COM              725811103        7      223 SH       DEFINED 01                223        0        0
PIXELWORKS INC                 COM              72581M107        1       79 SH       DEFINED 01                 79        0        0
PLACER DOME INC                COM              725906101     1804   208634 SH       DEFINED 01             208634        0        0
PLACER DOME INC                COM              725906101      726    83950 SH       DEFINED 01 03               0    83950        0
PLACER DOME INC                COM              725906101        9     1078 SH       DEFINED 01 05               0     1078        0
PLAINS RESOURCES INC           COM              726540503     1111    52888 SH       DEFINED 01              52888        0        0
PLANTRONICS                    COM              727493108     2540   142921 SH       DEFINED 01             142921        0        0
PLANTRONICS                    COM              727493108        4      240 SH       DEFINED 01 02               0      240        0
PLANTRONICS                    COM              727493108      101     5700 SH       DEFINED 01 05               0     5700        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS INC           COM              72813P100       43     4623 SH       DEFINED 01               4623        0        0
PLEXUS CORP                    COM              729132100     3635   141867 SH       DEFINED 01             141867        0        0
PLEXUS CORP                    COM              729132100        5      190 SH       DEFINED 01 02               0      190        0
PLEXUS CORP                    COM              729132100      126     4900 SH       DEFINED 01 05               0     4900        0
PLUG PWR INC                   COM              72919P103        5      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER CO           COM              729251108        3      117 SH       DEFINED 01                117        0        0
POGO PRODUCING CO              COM              730448107    31624  1071660 SH       DEFINED 01            1071660        0        0
POGO PRODUCING CO              COM              730448107    48940  1658379 SH       DEFINED 01 02               0  1658379        0
POGO PRODUCING CO              COM              730448107     3331   112900 SH       DEFINED 01 03               0   112900        0
POGO PRODUCING CO              COM              730448107       83     2800 SH       DEFINED 01 05               0     2800        0
POLARIS INDS INC               COM              731068102     3606    79756 SH       DEFINED 01              79756        0        0
POLARIS INDS INC               COM              731068102        2       50 SH       DEFINED 01 02               0       50        0
POLAROID                       COM              731095105      582   136636 SH       DEFINED 01             136636        0        0
POLO RALPH LAUREN              COM              731572103     3177   115514 SH       DEFINED 01             115514        0        0
POLO RALPH LAUREN              COM              731572103        8      300 SH       DEFINED 01 02               0      300        0
POLO RALPH LAUREN              COM              731572103      121     4400 SH       DEFINED 01 05               0     4400        0
POLY COM                       COM              73172K104       43     3464 SH       DEFINED 01               3464        0        0
POLYMEDICA CORP                COM              731738100     1095    48159 SH       DEFINED 01              48159        0        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     2653   291499 SH       DEFINED 01             291499        0        0
POPE & TALBOT                  COM              732827100      519    41847 SH       DEFINED 01              41847        0        0
POPULAR INC                    COM              733174106        6      211 SH       DEFINED 01                211        0        0
PORTAL SOFTWARE                COM              736126103     4219   500013 SH       DEFINED 01             500013        0        0
PORTAL SOFTWARE                COM              736126103    31100  3685455 SH       DEFINED 01 02               0  3685455        0
PORTAL SOFTWARE                COM              736126103      164    19400 SH       DEFINED 01 03               0    19400        0
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POST PROPERTIES                COM              737464107        3       89 SH       DEFINED 01                 89        0        0
POTLATCH CORP                  COM              737628107       18      562 SH       DEFINED 01                562        0        0
POTLATCH CORP                  COM              737628107      178     5562 SH       DEFINED 01 03               0     5562        0
POTLATCH CORP                  COM              737628107        3       93 SH       DEFINED 01 05               0       93        0
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POWER INTEGRATIONS             COM              739276103     1437    83350 SH       DEFINED 01              83350        0        0
POWER-ONE INC                  COM              739308104      153    10484 SH       DEFINED 01              10484        0        0
POWER-ONE INC                  COM              739308104      279    19241 SH       DEFINED 01 03               0    19241        0
POWER-ONE INC                  COM              739308104        4      258 SH       DEFINED 01 05               0      258        0
POWERWAVE                      COM              739363109    18829  1382028 SH       DEFINED 01            1382028        0        0
POWERWAVE                      COM              739363109      100     7332 SH       DEFINED 01 02               0     7332        0
POWERWAVE                      COM              739363109    13590   997400 SH       DEFINED 01 05               0   997400        0
POWERTEL  INC                  COM              73936C109        8      148 SH       DEFINED 01                148        0        0
PRACTICWORKS INC               COM              739419109        0       25 SH       DEFINED 01                 25        0        0
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PRAECIS PHARMACEUTIC           COM              739421105    10021   502600 SH       DEFINED 01 05               0   502600        0
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PRE PAID LEGAL SVCS            COM              740065107      709    68352 SH       DEFINED 01              68352        0        0
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PRECISION DRILLING             COM              74022D100      350     9800 SH       DEFINED 01               9800        0        0
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PRICE COMMUNICATIONS           COM              741437305     2953   171558 SH       DEFINED 01             171558        0        0
PRICE COMMUNICATIONS           COM              741437305        3      200 SH       DEFINED 01 02               0      200        0
PRICE COMMUNICATIONS           COM              741437305      122     7100 SH       DEFINED 01 05               0     7100        0
T ROWE PRICE GROUP INC         COM              74144T108       48     1535 SH       DEFINED 01               1535        0        0
T ROWE PRICE GROUP INC         COM              74144T108     1223    39066 SH       DEFINED 01 03               0    39066        0
T ROWE PRICE GROUP INC         COM              74144T108       12      399 SH       DEFINED 01 05               0      399        0
PRICELINE.COM                  COM              741503106        1      287 SH       DEFINED 01                287        0        0
PRIMEDIA INC                   COM              74157K101        5      764 SH       DEFINED 01                764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIME HOSPITALITY CO           COM              741917108     1469   135989 SH       DEFINED 01             135989        0        0
PRIMUS TELE GROUP              COM              741929103      166    50099 SH       DEFINED 01              50099        0        0
PRIMUS TELECOM WTS EXP 8-1-04  COM              741929111       12    11550 SH       DEFINED 01              11550        0        0
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PRIDE INTL                     COM              741932107     9905   416820 SH       DEFINED 01             416820        0        0
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PRIORITY HEALTHCARE            COM              74264T102        5      120 SH       DEFINED 01 02               0      120        0
PRIORITY HEALTHCARE            COM              74264T102      166     4400 SH       DEFINED 01 05               0     4400        0
PROCTER & GAMBLE               COM              742718109     2350    37541 SH       DEFINED 01              37541        0        0
PROCTER & GAMBLE               COM              742718109       46      725 SH       DEFINED 01 02               0      725        0
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PROCTER & GAMBLE               COM              742718109    23430   374275 SH       DEFINED 01 05               0   374275        0
PRODIGY COMMUNICATIONS CORP -  COM              74283P206        1      290 SH       DEFINED 01                290        0        0
PROFESSIONAL DETAIL            COM              74312N107        2       39 SH       DEFINED 01                 39        0        0
PROFIT RECOVERY                COM              743168106      907   145213 SH       DEFINED 01             145213        0        0
PROGRESS ENERGY INC            COM              743263105    47494  1102714 SH       DEFINED 01            1102714        0        0
PROGRESS ENERGY INC            COM              743263105     2209    51290 SH       DEFINED 01 03               0    51290        0
PROGRESS ENERGY INC            COM              743263105       29      676 SH       DEFINED 01 05               0      676        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1548   106773 SH       DEFINED 01             106773        0        0
PROGRESSIVE CORP OH            COM              743315103       94      969 SH       DEFINED 01                969        0        0
PROGRESSIVE CORP OH            COM              743315103     5371    55347 SH       DEFINED 01 03               0    55347        0
PROGRESSIVE CORP OH            COM              743315103    17007   175242 SH       DEFINED 01 05               0   175242        0
PROLOGIS TRUST                 COM              743410102        5      251 SH       DEFINED 01                251        0        0
PROSOFT I NET SOL              COM              743477101      187    23700 SH       DEFINED 01              23700        0        0
PROTECTIVE LIFE CORP           COM              743674103       51     1652 SH       DEFINED 01               1652        0        0
PROTECTIVE LIFE CORP           COM              743674103    30310   988271 SH       DEFINED 01 03               0   988271        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2     5000  2000000 SH       DEFINED 01            2000000        0        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2    10000  4000000 SH       DEFINED 01 05               0  4000000        0
PROTEIN DESIGN                 COM              74369L103      285     6400 SH       DEFINED 01 02               0     6400        0
PROTEIN DESIGN LABS            COM              74369L103      836    18773 SH       DEFINED 01              18773        0        0
PROVIDENT BANK                 COM              743859100     1793    80123 SH       DEFINED 01              80123        0        0
PROVIDENT FINL                 COM              743866105       36     1270 SH       DEFINED 01               1270        0        0
PROVINCE HEALTHCARE            COM              743977100     2990    98237 SH       DEFINED 01              98237        0        0
PROVINCE HEALTHCARE            COM              743977100        5      150 SH       DEFINED 01 02               0      150        0
PROVIDIAN FIN                  COM              74406A102    18094   368886 SH       DEFINED 01                  0   368886        0
PROVIDIAN FIN                  COM              74406A102   250538  5107774 SH       DEFINED 01            5107774        0        0
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PROVIDIAN FIN                  COM              74406A102    19423   396004 SH       DEFINED 01 05               0   396004        0
PROXICOM INC                   COM              744282104        0      106 SH       DEFINED 01                106        0        0
PROXIM  INC                    COM              744284100     2151   213684 SH       DEFINED 01             213684        0        0
PROXIM  INC                    COM              744284100        2      200 SH       DEFINED 01 02               0      200        0
PROXIM  INC                    COM              744284100       54     5370 SH       DEFINED 01 05               0     5370        0
PSINET, INC                    COM              74437C101        0      338 SH       DEFINED 01                338        0        0
PUBLIC SER CO N MEX            COM              744499104     4779   164696 SH       DEFINED 01             164696        0        0
PUBLIC SER CO N MEX            COM              744499104        8      280 SH       DEFINED 01 02               0      280        0
PUBLIC SER CO N MEX            COM              744499104      157     5400 SH       DEFINED 01 05               0     5400        0
PUB SERV ENTERPRISE            COM              744573106    52821  1223831 SH       DEFINED 01            1223831        0        0
PUB SERV ENTERPRISE            COM              744573106     2267    52536 SH       DEFINED 01 03               0    52536        0
PUB SERV ENTERPRISE            COM              744573106       30      706 SH       DEFINED 01 05               0      706        0
PUBLIC STORAGE                 COM              74460D109        5      201 SH       DEFINED 01                201        0        0
PUGET ENERGY INC               COM              745310102       53     2331 SH       DEFINED 01               2331        0        0
PULTE CORP.                    COM              745867101     2907    71950 SH       DEFINED 01              71950        0        0
PULTE CORP.                    COM              745867101        8      200 SH       DEFINED 01 02               0      200        0
PULTE CORP.                    COM              745867101      429    10619 SH       DEFINED 01 03               0    10619        0
PULTE CORP.                    COM              745867101      179     4433 SH       DEFINED 01 05               0     4433        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM INC            COM              746144104        3      348 SH       DEFINED 01                348        0        0
PURE RES INC                   COM              74622E102        5      281 SH       DEFINED 01                281        0        0
QRS CORP                       COM              74726X105      376    44257 SH       DEFINED 01              44257        0        0
QLOGIC CORP                    COM              747277101       69     3052 SH       DEFINED 01               3052        0        0
QLOGIC CORP                    COM              747277101      508    22573 SH       DEFINED 01 03               0    22573        0
QLOGIC CORP                    COM              747277101        7      301 SH       DEFINED 01 05               0      301        0
QUAKER CHEMICAL CORP           COM              747316107      472    26693 SH       DEFINED 01              26693        0        0
QUAKER OATS                    COM              747402105     1405    14342 SH       DEFINED 01              14342        0        0
QUAKER OATS                    COM              747402105     3153    32169 SH       DEFINED 01 03               0    32169        0
QUAKER OATS                    COM              747402105       42      432 SH       DEFINED 01 05               0      432        0
QUALCOMM                       COM              747525103    34085   601943 SH       DEFINED 01             601943        0        0
QUALCOMM                       COM              747525103    10547   186269 SH       DEFINED 01 03               0   186269        0
QUALCOMM                       COM              747525103      140     2478 SH       DEFINED 01 05               0     2478        0
QUALCOMM                       COM              747525103     7135   126000 SH       DEFINED 11 12               0   126000        0
QUALCOMM                       COM              747525103    33652   594300 SH       DEFINED 11 12 13            0   594300        0
QUANEX CORP                    COM              747620102      735    40955 SH       DEFINED 01              40955        0        0
QUANTA SERVICES INC            COM              74762E102     2254   101003 SH       DEFINED 01             101003        0        0
QUANTA SERVICES INC            COM              74762E102       80     3600 SH       DEFINED 01 05               0     3600        0
QUANTUM CORP                   COM              747906204       45     3834 SH       DEFINED 01               3834        0        0
QUANTUM CORP                   COM              747906303        4      337 SH       DEFINED 01                337        0        0
QUEST DIAGNOSTICS              COM              74834L100      989    11126 SH       DEFINED 01              11126        0        0
QUEST DIAGNOSTICS              COM              74834L100     7998    90000 SH       DEFINED 01 05               0    90000        0
QUEST SOFTWARE INC             COM              74834T103        8      433 SH       DEFINED 01                433        0        0
QUESTAR                        COM              748356102    33619  1226955 SH       DEFINED 01            1226955        0        0
QUICKSILVER INC                COM              74838C106     1873    70551 SH       DEFINED 01              70551        0        0
QUINTILES TRANSNATIO           COM              748767100      279    14826 SH       DEFINED 01              14826        0        0
QUINTILES TRANSNATIO           COM              748767100      521    27619 SH       DEFINED 01 03               0    27619        0
QUINTILES TRANSNATIO           COM              748767100        7      379 SH       DEFINED 01 05               0      379        0
QUINTUS CORPORATION            COM              748798105        0       85 SH       DEFINED 01                 85        0        0
QUORUM HEALTH                  COM              749084109       30     1921 SH       DEFINED 01               1921        0        0
QUORUM HEALTH                  COM              749084109        6      380 SH       DEFINED 01 02               0      380        0
QWEST COMM INTL INC            COM              749121109    77718  2217355 SH       DEFINED 01            2217355        0        0
QWEST COMM INTL INC            COM              749121109    14324   408677 SH       DEFINED 01 03               0   408677        0
QWEST COMM INTL INC            COM              749121109    25477   726879 SH       DEFINED 01 05               0   726879        0
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QWEST COMMUNICATIONS INTL      COM              749121109    32453   925900 SH       DEFINED 11 12 13            0   925900        0
RCN CORP                       COM              749361101        2      357 SH       DEFINED 01                357        0        0
RH DONNELLEY CORP              COM              74955W307     3814   131509 SH       DEFINED 01             131509        0        0
RH DONNELLEY CORP              COM              74955W307        5      180 SH       DEFINED 01 02               0      180        0
RH DONNELLEY CORP              COM              74955W307      168     5800 SH       DEFINED 01 05               0     5800        0
RGS ENERGY GROUP INC           COM              74956K104     3871   104643 SH       DEFINED 01             104643        0        0
RGS ENERGY GROUP INC           COM              74956K104        6      170 SH       DEFINED 01 02               0      170        0
RLI CORP                       COM              749607107     1211    29663 SH       DEFINED 01              29663        0        0
RLI CORP                       COM              749607107        6      140 SH       DEFINED 01 02               0      140        0
RPM INC OHIO                   COM              749685103       26     2477 SH       DEFINED 01               2477        0        0
RSA SECURITY INC.              COM              749719100     8724   353402 SH       DEFINED 01             353402        0        0
RSA SECURITY INC.              COM              749719100      121     4904 SH       DEFINED 01 05               0     4904        0
RTI INTL METALS                COM              74973W107      848    63032 SH       DEFINED 01              63032        0        0
RF MICRO DEVICES INC           COM              749941100      720    61577 SH       DEFINED 01              61577        0        0
RADIAN GROUP INC               COM              750236101    26435   390161 SH       DEFINED 01             390161        0        0
RADIAN GROUP INC               COM              750236101      132     1955 SH       DEFINED 01 02               0     1955        0
RADIAN GROUP INC               COM              750236101    19762   291700 SH       DEFINED 01 05               0   291700        0
RADIANT SYSTEMS                COM              75025N102     1156    83725 SH       DEFINED 01              83725        0        0
RADIO ONE INC                  COM              75040P108     3689   210044 SH       DEFINED 01             210044        0        0
RADIO ONE INC                  COM              75040P108     7903   450000 SH       DEFINED 01 05               0   450000        0
RADIOSHACK CORP                COM              750438103      292     7950 SH       DEFINED 01 02               0     7950        0
RADIOSHACK CORPORATION         COM              750438103     4543   123803 SH       DEFINED 01             123803        0        0
RADIOSHACK CORPORATION         COM              750438103     2927    79782 SH       DEFINED 01 03               0    79782        0
RADIOSHACK CORPORATION         COM              750438103      363     9912 SH       DEFINED 01 05               0     9912        0
RADISYS                        COM              750459109      888    52247 SH       DEFINED 01              52247        0        0
RAINBOW TECHNOLOGIES           COM              750862104      386    77235 SH       DEFINED 01              77235        0        0
RAMBUS INC                     COM              750917106        3      148 SH       DEFINED 01                148        0        0
RALCORP HOLDINGS INC           COM              751028101     1616    90287 SH       DEFINED 01              90287        0        0
RALCORP HOLDINGS INC           COM              751028101        4      200 SH       DEFINED 01 02               0      200        0
RALSTON PURINA GP              COM              751277302      127     4079 SH       DEFINED 01               4079        0        0
RALSTON PURINA GP              COM              751277302      196     6300 SH       DEFINED 01 02               0     6300        0
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LONGHORN STEAK                 COM              753820109        7      300 SH       DEFINED 01 02               0      300        0
RARE HOSPITALITY INT           COM              753820109     5642   226815 SH       DEFINED 01             226815        0        0
RARE HOSPITALITY INT           COM              753820109     4502   181000 SH       DEFINED 01 05               0   181000        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RATIONAL SOFTWARE              COM              75409P202    35937  2024707 SH       DEFINED 01            2024707        0        0
RATIONAL SOFTWARE              COM              75409P202       62     3512 SH       DEFINED 01 02               0     3512        0
RATIONAL SOFTWARE              COM              75409P202    10057   566598 SH       DEFINED 01 05               0   566598        0
RAYMOND JAMES FIN              COM              754730109     7316   263204 SH       DEFINED 01             263204        0        0
RAYMOND JAMES FIN              COM              754730109        8      300 SH       DEFINED 01 02               0      300        0
RAYMOND JAMES FIN              COM              754730109      117     4200 SH       DEFINED 01 05               0     4200        0
RAYONIER                       COM              754907103       29      702 SH       DEFINED 01                702        0        0
RAYONIER                       COM              754907103        6      150 SH       DEFINED 01 02               0      150        0
RAYOVAC CORP                   COM              755081106        2       90 SH       DEFINED 01                 90        0        0
RAYTHEON CO CL B               COM              755111408      132     4488 SH       DEFINED 01               4488        0        0
RAYTHEON CO CL B               COM              755111408     2496    84954 SH       DEFINED 01 03               0    84954        0
RAYTHEON CO CL B               COM              755111408       33     1119 SH       DEFINED 01 05               0     1119        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105      282    34000 SH       DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     2955   356440 SH       DEFINED 01             356440        0        0
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REALNETWORKS INC               COM              75605L104       26     3621 SH       DEFINED 01               3621        0        0
REALITY INCOME CORP            COM              756109104        2       89 SH       DEFINED 01                 89        0        0
RECKSON                        COM              75621K106     1230    55112 SH       DEFINED 01              55112        0        0
RECKSON                        COM              75621K106       80     3600 SH       DEFINED 01 05               0     3600        0
RED HAT                        COM              756577102        6      958 SH       DEFINED 01                958        0        0
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REDBACK NETWORKS               COM              757209101      939    71787 SH       DEFINED 01 05               0    71787        0
REEBOK INTERNATIONAL           COM              758110100       22      858 SH       DEFINED 01                858        0        0
REEBOK INTERNATIONAL           COM              758110100        7      300 SH       DEFINED 01 02               0      300        0
REEBOK INTERNATIONAL           COM              758110100      345    13868 SH       DEFINED 01 03               0    13868        0
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REGAL BELOIT                   COM              758750103     1059    63551 SH       DEFINED 01              63551        0        0
REGENCY CENTERS CORP           COM              758849103        9      373 SH       DEFINED 01                373        0        0
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REGENERON PHARMACEUT           COM              75886F107        5      210 SH       DEFINED 01 02               0      210        0
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REGENERATION TECHNOLOGIES      COM              75886N100       77     7200 SH       DEFINED 01               7200        0        0
REGIS CORP MINN                COM              758932107     1808   123582 SH       DEFINED 01             123582        0        0
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REGIONS FINL CORP              COM              758940100     1695    59600 SH       DEFINED 01 03               0    59600        0
REGIONS FINL CORP              COM              758940100       23      804 SH       DEFINED 01 05               0      804        0
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REINSURANCE GP OF AM           COM              759351109     2371    61542 SH       DEFINED 01              61542        0        0
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RELIANCE 144A GDR              COM              759470107     5857   332338 SH       DEFINED 01             332338        0        0
RELIANCE 144A GDR              COM              759470107      108     6137 SH       DEFINED 01 05               0     6137        0
RELIANCE STEEL & ALU           COM              759509102     3068   130862 SH       DEFINED 01             130862        0        0
RELIANCE STEEL & ALU           COM              759509102        4      180 SH       DEFINED 01 02               0      180        0
RELIANCE STEEL & ALU           COM              759509102       73     3100 SH       DEFINED 01 05               0     3100        0
RELIANT ENERGY INC             COM              75952J108     2230    49290 SH       DEFINED 01              49290        0        0
RELIANT ENERGY INC             COM              75952J108     3143    69466 SH       DEFINED 01 03               0    69466        0
RELIANT ENERGY INC             COM              75952J108       44      970 SH       DEFINED 01 05               0      970        0
REMEC INC                      COM              759543101     2483   248270 SH       DEFINED 01             248270        0        0
REMEC INC                      COM              759543101        4      375 SH       DEFINED 01 02               0      375        0
REMEC INC                      COM              759543101       95     9525 SH       DEFINED 01 05               0     9525        0
REMEDY CORP                    COM              759548100     1789    92948 SH       DEFINED 01              92948        0        0
REMINGTON OIL & GAS            COM              759594302      897    64914 SH       DEFINED 01              64914        0        0
SAMSUNG E MECHANICS            COM              759800998     4149   138590 SH       DEFINED 01             138590        0        0
SAMSUNG E MECHANICS            COM              759800998       77     2560 SH       DEFINED 01 05               0     2560        0
RENAL CARE GROUP               COM              759930100     3877   144595 SH       DEFINED 01             144595        0        0
RENAL CARE GROUP               COM              759930100        3      120 SH       DEFINED 01 02               0      120        0
RENT-A-CENTER INC              COM              76009N100        5      112 SH       DEFINED 01                112        0        0
REPUBLIC BANCORP               COM              760282103        2      196 SH       DEFINED 01                196        0        0
REPUBLIC SRVS CL-A             COM              760759100     1205    64273 SH       DEFINED 01              64273        0        0
RESMED INC                     COM              761152107     3809    94281 SH       DEFINED 01              94281        0        0
RESMED INC                     COM              761152107        8      200 SH       DEFINED 01 02               0      200        0
RESPIRONICS INC                COM              761230101     2842    93189 SH       DEFINED 01              93189        0        0
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RETAIL EXCHANGE.COM            PRF              761270XX0     4400  1257143 SH       DEFINED 01 05               0  1257143        0
RETEK INC                      COM              76128Q109       80     4243 SH       DEFINED 01               4243        0        0
REYNOLDS & REYNOLDS            COM              761695105       48     2508 SH       DEFINED 01               2508        0        0
RJ REYNOLDS TOBACCO            COM              76182K105     2386    42528 SH       DEFINED 01              42528        0        0
RHYTHMS NETCONNECT             COM              762430205        0      344 SH       DEFINED 01                344        0        0
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RICHMOND CNTY FINAN            COM              764556106        8      270 SH       DEFINED 01 02               0      270        0
RIGGS NATL CORP WASH           COM              766570105     1363    85887 SH       DEFINED 01              85887        0        0
RIGHTCHOICE MANAGED            COM              76657T102        3       80 SH       DEFINED 01 02               0       80        0
RIO TINTO PLC REG              COM              767208994    20043  1150844 SH       DEFINED 01            1150844        0        0
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RITE AID                       COM              767754104      161    24000 SH       DEFINED 01                  0    24000        0
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RIVERSTONE NETWORKS            COM              769320102       23     2500 SH       DEFINED 01               2500        0        0
ROADWAY EXPRESS                COM              769742107     1286    58439 SH       DEFINED 01              58439        0        0
ROADWAY EXPRESS                COM              769742107        3      150 SH       DEFINED 01 02               0      150        0
ROBBINS & MYERS INC  RBN       COM              770196103      851    33228 SH       DEFINED 01              33228        0        0
ROBERT HALF INTL INC           COM              770323103   117270  5246955 SH       DEFINED 01            5246955        0        0
ROBERT HALF INTL INC           COM              770323103    20375   911756 SH       DEFINED 01 02               0   911756        0
ROBERT HALF INTL INC           COM              770323103     4922   220233 SH       DEFINED 01 03               0   220233        0
ROBERT HALF INTL INC           COM              770323103    22904  1024784 SH       DEFINED 01 05               0  1024784        0
ROBOTIC VISION SERV            COM              771074101      260   106576 SH       DEFINED 01             106576        0        0
ROCKWELL INT CORP              COM              773903109     3544    97510 SH       DEFINED 01              97510        0        0
ROCKWELL INT CORP              COM              773903109     1616    44455 SH       DEFINED 01 03               0    44455        0
ROCKWELL INT CORP              COM              773903109       22      604 SH       DEFINED 01 05               0      604        0
ROGERS CORP                    COM              775133101     1617    45530 SH       DEFINED 01              45530        0        0
ROHM COMPANY                   COM              775300999    22070   131700 SH       DEFINED 01             131700        0        0
ROHM COMPANY                   COM              775300999     1793    10700 SH       DEFINED 01 03               0    10700        0
ROHM COMPANY                   COM              775300999    27298   162900 SH       DEFINED 01 05               0   162900        0
ROHM & HAAS CO                 COM              775371107       89     2893 SH       DEFINED 01               2893        0        0
ROHM & HAAS CO                 COM              775371107     1658    53802 SH       DEFINED 01 03               0    53802        0
ROHM & HAAS CO                 COM              775371107       22      723 SH       DEFINED 01 05               0      723        0
ROLLINS                        COM              775711104       13      679 SH       DEFINED 01                679        0        0
ROPER INC NEW                  COM              776696106     5681   158674 SH       DEFINED 01             158674        0        0
ROPER INC NEW                  COM              776696106       88     2450 SH       DEFINED 01 05               0     2450        0
ROSLYN BANCORP INC             COM              778162107       36     1630 SH       DEFINED 01               1630        0        0
ROSLYN BANCORP INC             COM              778162107        7      300 SH       DEFINED 01 02               0      300        0
ROSS STORES                    COM              778296103       42     2252 SH       DEFINED 01               2252        0        0
ROUSE CO                       COM              779273101        6      221 SH       DEFINED 01                221        0        0
ROWAN COMPANIES INC            COM              779382100       35     1253 SH       DEFINED 01               1253        0        0
ROWAN COMPANIES INC            COM              779382100      596    21677 SH       DEFINED 01 03               0    21677        0
ROWAN COMPANIES INC            COM              779382100        9      310 SH       DEFINED 01 05               0      310        0
ROYAL APPLIANCE                COM              780076105      167    42850 SH       DEFINED 01              42850        0        0
ROYAL BANK OF CANADA           COM              780087995     5809   193870 SH       DEFINED 01             193870        0        0
ROYAL BANK OF CANADA           COM              780087995     9756   325600 SH       DEFINED 01 05               0   325600        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804     1312    23671 SH       DEFINED 01              23671        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    29463   531443 SH       DEFINED 01 03               0   531443        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804      389     7022 SH       DEFINED 01 05               0     7022        0
ROYAL DUTCH PET (BR)           COM              780257994    19103   343067 SH       DEFINED 01             343067        0        0
ROYAL DUTCH PET (BR)           COM              780257994    12520   224842 SH       DEFINED 01 03               0   224842        0
ROYAL DUTCH PET (BR)           COM              780257994    24777   444962 SH       DEFINED 01 05               0   444962        0
ROYCE VALUE TRUST              COM              780910105       38     2675 SH       DEFINED 01 02               0     2675        0
RSL COMM WT 11/15/06           COM              781076112        1     9500 SH       DEFINED 01               9500        0        0
RSL COMM WT 11/15/06           COM              781076112        0     1250 SH       DEFINED 01 05               0     1250        0
RUBY TUESDAY INC COM           COM              781182100     3747   191076 SH       DEFINED 01             191076        0        0
RUDDICK CORP                   COM              781258108       14     1044 SH       DEFINED 01               1044        0        0
RUDOLPH TECHNOLOGIES           COM              781270103       80     2300 SH       DEFINED 01               2300        0        0
RURAL CELLULAR                 COM              781904107        2       80 SH       DEFINED 01 02               0       80        0
RURAL CELLULAR CORP            PRF              781904404    17379    22570 SH       DEFINED 01              22570        0        0
RURAL CELLULAR CORP            PRF              781904404      420      546 SH       DEFINED 01 02               0      546        0
RURAL CELLULAR CORP            PRF              781904404     3846     4995 SH       DEFINED 01 05               0     4995        0
RUSS BERRIE & CO               COM              782233100     1517    60119 SH       DEFINED 01              60119        0        0
RUSSELL CORP                   COM              782352108     1803    96410 SH       DEFINED 01              96410        0        0
RYANAIR HOLDINGS ADR           COM              783513104    14462   325000 SH       DEFINED 01 05               0   325000        0
RYANS FAMILY STEAK             COM              783519101     1024    96386 SH       DEFINED 01              96386        0        0
RYANS FAMILY STEAK             COM              783519101        4      390 SH       DEFINED 01 02               0      390        0
RYDER SYSTEM                   COM              783549108       12      663 SH       DEFINED 01                663        0        0
RYDER SYSTEM                   COM              783549108      254    14116 SH       DEFINED 01 03               0    14116        0
RYDER SYSTEM                   COM              783549108        4      196 SH       DEFINED 01 05               0      196        0
RYERSON TULL INC               COM              78375P107        7      649 SH       DEFINED 01                649        0        0
RYLAND GROUP INC               COM              783764103     1658    39950 SH       DEFINED 01              39950        0        0
RYLAND GROUP INC               COM              783764103        5      110 SH       DEFINED 01 02               0      110        0
SAP PREFERRED                  COM              783769987    41617   363119 SH       DEFINED 01             363119        0        0
SAP PREFERRED                  COM              783769987    20834   181781 SH       DEFINED 01 05               0   181781        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103   283988  6363156 SH       DEFINED 01            6363156        0        0
SBC COMMUNICATIONS             COM              78387G103    40368   904538 SH       DEFINED 01 02               0   904538        0
SBC COMMUNICATIONS             COM              78387G103    43918   984047 SH       DEFINED 01 03               0   984047        0
SBC COMMUNICATIONS             COM              78387G103    73926  1656416 SH       DEFINED 01 05               0  1656416        0
SBS TECH INC                   COM              78387P103     2421   162700 SH       DEFINED 01             162700        0        0
SBS TECH INC                   COM              78387P103        4      290 SH       DEFINED 01 02               0      290        0
SBS TECH INC                   COM              78387P103       95     6400 SH       DEFINED 01 05               0     6400        0
SBA COMMUNICATIONS             COM              78388J106        1       73 SH       DEFINED 01                 73        0        0
SBA COMMUNICATIONS             COM              78388J106        2      100 SH       DEFINED 01 02               0      100        0
SCI SYSTEMS INC                COM              783890106       64     3523 SH       DEFINED 01               3523        0        0
SCM MICROSYSTEMS INC           COM              784018103      708    45832 SH       DEFINED 01              45832        0        0
SCP POOL CORP                  COM              784028102     1666    51268 SH       DEFINED 01              51268        0        0
SCP POOL CORP                  COM              784028102        3      100 SH       DEFINED 01 02               0      100        0
SCPIE HOLDINGS INC             COM              78402P104      573    28251 SH       DEFINED 01              28251        0        0
SEI INVESTMENTS CO             COM              784117103       81     2600 SH       DEFINED 01 02               0     2600        0
SEI INVESTMENTS COMPANY        COM              784117103       81     2619 SH       DEFINED 01               2619        0        0
STMICROELECTRONICS   ORD FR;SG COM              784214991    25957   743364 SH       DEFINED 01             743364        0        0
STMICROELECTRONICS   ORD FR;SG COM              784214991     9116   261076 SH       DEFINED 01 03               0   261076        0
STMICROELECTRONICS   ORD FR;SG COM              784214991    25724   736705 SH       DEFINED 01 05               0   736705        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        3     2750 SH       DEFINED 01               2750        0        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        0      250 SH       DEFINED 01 05               0      250        0
SGW HOLDINGS   12.50%    8-1-0 PRF              78422P209     1635   163509 SH       DEFINED 01             163509        0        0
SGW HOLDINGS   12.50%    8-1-0 PRF              78422P209      149    14858 SH       DEFINED 01 05               0    14858        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993      435    87091 SH       DEFINED 01              87091        0        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993       48     9677 SH       DEFINED 01 05               0     9677        0
SI FINANCING TRUST    06 30 20 PRF              784252207    18648   740000 SH       DEFINED 01             740000        0        0
SL GREEN REALTY                COM              78440X101     1864    67904 SH       DEFINED 01              67904        0        0
SL GREEN REALTY                COM              78440X101      115     4200 SH       DEFINED 01 05               0     4200        0
SLI INC                        COM              78442T108      877   105101 SH       DEFINED 01             105101        0        0
SPS TECHNOLOGIES               COM              784626103     1738    38569 SH       DEFINED 01              38569        0        0
S&P 500 DEP RECPT              COM              78462F103    47593   407852 SH       DEFINED 01             407852        0        0
S&P 500 DEP RECPT              COM              78462F103     2304    19748 SH       DEFINED 01 05               0    19748        0
STANDARD & POORS 500 INDEX     COM              78462F103     3641    31200 SH       DEFINED 11 12               0    31200        0
STANDARD & POORS 500 INDEX     COM              78462F103    45357   388700 SH       DEFINED 11 12 13            0   388700        0
SPSS INC                       COM              78462K102      696    41100 SH       DEFINED 01              41100        0        0
SPX CORP                       COM              784635104      883     9735 SH       DEFINED 01               9735        0        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
SABRE HOLDINGS CORP            COM              785905100       80     1750 SH       DEFINED 01               1750        0        0
SABRE HOLDINGS CORP            COM              785905100     1415    30657 SH       DEFINED 01 03               0    30657        0
SABRE HOLDINGS CORP            COM              785905100       20      434 SH       DEFINED 01 05               0      434        0
SAFECO CORP                    COM              786429100    58112  2061620 SH       DEFINED 01            2061620        0        0
SAFECO CORP                    COM              786429100     2279    80857 SH       DEFINED 01 03               0    80857        0
SAFECO CORP                    COM              786429100      585    20742 SH       DEFINED 01 05               0    20742        0
SAFEGUARD SCIENTIFIC           COM              786449108        3      555 SH       DEFINED 01                555        0        0
SAFEWAY INC.                   COM              786514208    31104   564000 SH       DEFINED 01                  0   564000        0
SAFEWAY INC.                   COM              786514208   990319 17956803 SH       DEFINED 01           17956803        0        0
SAFEWAY INC.                   COM              786514208   163243  2959813 SH       DEFINED 01 02               0  2959813        0
SAFEWAY INC.                   COM              786514208    10819   196160 SH       DEFINED 01 03               0   196160        0
SAFEWAY INC.                   COM              786514208   282883  5129335 SH       DEFINED 01 05               0  5129335        0
ST JOE PAPER CORP              COM              790148100       10      430 SH       DEFINED 01                430        0        0
ADVANCED MICRO DEVICES         COM              7903107      25394   956818 SH       DEFINED 11 12 13            0   956818        0
ST JUDE MEDICAL                COM              790849103       61     1129 SH       DEFINED 01               1129        0        0
ST JUDE MEDICAL                COM              790849103     1123    20848 SH       DEFINED 01 03               0    20848        0
ST JUDE MEDICAL                COM              790849103     8631   160279 SH       DEFINED 01 05               0   160279        0
ST MARY LD & EXPL              COM              792228108     1588    68292 SH       DEFINED 01              68292        0        0
ST PAUL COMPANIES              COM              792860108     1986    45085 SH       DEFINED 01              45085        0        0
ST PAUL COMPANIES              COM              792860108     2512    57030 SH       DEFINED 01 03               0    57030        0
ST PAUL COMPANIES              COM              792860108       32      717 SH       DEFINED 01 05               0      717        0
SAKS INC                       COM              79377W108       47     3571 SH       DEFINED 01               3571        0        0
SALTON INC                     COM              795757103     3093   203490 SH       DEFINED 01             203490        0        0
SALTON INC                     COM              795757103        2      100 SH       DEFINED 01 02               0      100        0
SALTON INC                     COM              795757103       88     5800 SH       DEFINED 01 05               0     5800        0
SAMSUNG DISP. DEVICE           COM              796600997     2422    59700 SH       DEFINED 01              59700        0        0
SAMSUNG DISP. DEVICE           COM              796600997       45     1100 SH       DEFINED 01 05               0     1100        0
SAMSUNG ELECTRONICS            COM              796611994    59950   383630 SH       DEFINED 01             383630        0        0
SAMSUNG ELECTRONICS            COM              796611994    59651   381710 SH       DEFINED 01 05               0   381710        0
SAN DIEGO G&E $25              PRF              797440831     1432    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI SPA    IT;SPI/EU COM              798200994     5673   419698 SH       DEFINED 01 03               0   419698        0
SANCHEZ COMP ASS INC           COM              799702105        1       70 SH       DEFINED 01                 70        0        0
SAN-DISK                       COM              80004C101      462    22685 SH       DEFINED 01              22685        0        0
SANDVIK AB-A SHS               COM              800200990     3156   172303 SH       DEFINED 01 03               0   172303        0
SANMINA CORP                   COM              800907107    91389  4671635 SH       DEFINED 01            4671635        0        0
SANMINA CORP                   COM              800907107    26963  1378166 SH       DEFINED 01 02               0  1378166        0
SANMINA CORP                   COM              800907107     3193   163205 SH       DEFINED 01 03               0   163205        0
SANMINA CORP                   COM              800907107    44972  2298897 SH       DEFINED 01 05               0  2298897        0
SANGSTAT MEDICAL CP            COM              801003104        1       83 SH       DEFINED 01                 83        0        0
BANCO SANTANDER ADR            COM              802809103        2      129 SH       DEFINED 01                129        0        0
SAPIENT                        COM              803062108       14     1934 SH       DEFINED 01               1934        0        0
SAPIENT                        COM              803062108      211    29301 SH       DEFINED 01 03               0    29301        0
SAPIENT                        COM              803062108        3      399 SH       DEFINED 01 05               0      399        0
SAPPI LTD ORD        ZA;SAP/SA COM              803110998     3445   438000 SH       DEFINED 01             438000        0        0
SAPPI LTD ORD        ZA;SAP/SA COM              803110998       62     7900 SH       DEFINED 01 05               0     7900        0
SARA LEE CORP                  COM              803111103      238    11001 SH       DEFINED 01              11001        0        0
SARA LEE CORP                  COM              803111103     4474   207300 SH       DEFINED 01 03               0   207300        0
SARA LEE CORP                  COM              803111103       59     2720 SH       DEFINED 01 05               0     2720        0
SASOL LTD ADR                  COM              803866300     2762   329790 SH       DEFINED 01 02               0   329790        0
SASOL ORD                      COM              803900992     4146   504000 SH       DEFINED 01             504000        0        0
SASOL ORD                      COM              803900992       79     9600 SH       DEFINED 01 05               0     9600        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SAWTEK INC                     COM              805468105       22     1236 SH       DEFINED 01               1236        0        0
SCANA CORP                     COM              80589M102       70     2605 SH       DEFINED 01               2605        0        0
HENRY SCHEIN INC               COM              806407102        7      204 SH       DEFINED 01                204        0        0
SCHERING PLOUGH                COM              806605101     9535   261000 SH       DEFINED 01                  0   261000        0
SCHERING PLOUGH                COM              806605101   297026  8131012 SH       DEFINED 01            8131012        0        0
SCHERING PLOUGH                COM              806605101    65080  1781413 SH       DEFINED 01 02               0  1781413        0
SCHERING PLOUGH                COM              806605101    13412   367155 SH       DEFINED 01 03               0   367155        0
SCHERING PLOUGH                COM              806605101   114035  3121660 SH       DEFINED 01 05               0  3121660        0
SCHLUMBERGER LTD               COM              806857108   162162  2814797 SH       DEFINED 01            2814797        0        0
SCHLUMBERGER LTD               COM              806857108    51378   891799 SH       DEFINED 01 02               0   891799        0
SCHLUMBERGER LTD               COM              806857108    10852   188359 SH       DEFINED 01 03               0   188359        0
SCHLUMBERGER LTD               COM              806857108   102566  1780324 SH       DEFINED 01 05               0  1780324        0
SCHOLASTIC CORP                COM              807066105     3496    96968 SH       DEFINED 01              96968        0        0
SCHOLASTIC CORP                COM              807066105        7      200 SH       DEFINED 01 02               0      200        0
SCHOLASTIC CORP                COM              807066105      141     3904 SH       DEFINED 01 05               0     3904        0
SCHOOL SPECIALTY INC           COM              807863105     1139    52811 SH       DEFINED 01              52811        0        0
SCHULMAN (A.) INC              COM              808194104        8      666 SH       DEFINED 01                666        0        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    64567   446664 SH       DEFINED 01             446664        0        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    15175   104973 SH       DEFINED 01 03               0   104973        0
UBS AG REGISTERED    CH;UBS.N/ COM              808411995    51006   352849 SH       DEFINED 01 05               0   352849        0
SCHWAB CHARLES CORP            COM              808513105      231    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    42243  2739461 SH       DEFINED 01            2739461        0        0
SCHWAB CHARLES CORP            COM              808513105    74862  4854778 SH       DEFINED 01 02               0  4854778        0
SCHWAB CHARLES CORP            COM              808513105     5750   372914 SH       DEFINED 01 03               0   372914        0
SCHWAB CHARLES CORP            COM              808513105    17326  1123655 SH       DEFINED 01 05               0  1123655        0
SCHWEITZER MAUDUIT             COM              808541106      798    45216 SH       DEFINED 01              45216        0        0
SCIENT                         COM              80864H109        0      110 SH       DEFINED 01                110        0        0
SCIENTIFIC ATLANTA             COM              808655104      712    17122 SH       DEFINED 01              17122        0        0
SCIENTIFIC ATLANTA             COM              808655104     1658    39857 SH       DEFINED 01 03               0    39857        0
SCIENTIFIC ATLANTA             COM              808655104       22      530 SH       DEFINED 01 05               0      530        0
SCIQUEST.COM INC               COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTT TECHNOLOGIES             COM              810022301     1133    51221 SH       DEFINED 01              51221        0        0
SCOTTS CO CLA                  COM              810186106     3280    86195 SH       DEFINED 01              86195        0        0
SCRIPPS CO (E.W) CLA           COM              811054204       10      172 SH       DEFINED 01                172        0        0
SEACHANGE INTL INC             COM              811699107        1       78 SH       DEFINED 01                 78        0        0
SEACOR SMIT INC                COM              811904101     2322    51374 SH       DEFINED 01              51374        0        0
SEACOR SMIT INC                COM              811904101        5      100 SH       DEFINED 01 02               0      100        0
SEALED AIR CORP                COM              81211K100      775    23258 SH       DEFINED 01              23258        0        0
SEALED AIR CORP                COM              81211K100      682    20466 SH       DEFINED 01 03               0    20466        0
SEALED AIR CORP                COM              81211K100        9      275 SH       DEFINED 01 05               0      275        0
SEARS ROEBUCK & CO             COM              812387108    12853   364431 SH       DEFINED 01             364431        0        0
SEARS ROEBUCK & CO             COM              812387108     3565   101077 SH       DEFINED 01 03               0   101077        0
SEARS ROEBUCK & CO             COM              812387108       39     1100 SH       DEFINED 01 05               0     1100        0
AMEX CONSUMER STAPLE           COM              81369Y308       25     1017 SH       DEFINED 01 02               0     1017        0
AMEX ENERGY SELECT S           COM              81369Y506       11      355 SH       DEFINED 01 02               0      355        0
AMEX FINANCIAL SELEC           COM              81369Y605       23      860 SH       DEFINED 01 02               0      860        0
AMEX TECHNOOGY SELEC           COM              81369Y803        2      100 SH       DEFINED 01 02               0      100        0
SECURE CO                      COM              813705100      991   103000 SH       DEFINED 01             103000        0        0
SECURE CO                      COM              813705100        3      300 SH       DEFINED 01 02               0      300        0
SECURITY CAPITAL GROUP-B       COM              81413P204        3      142 SH       DEFINED 01                142        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        2      172 SH       DEFINED 01                172        0        0
SEITEL INC                     COM              816074306     1368    73547 SH       DEFINED 01              73547        0        0
SELECTIVE INS GROUP            COM              816300107     1816    78144 SH       DEFINED 01              78144        0        0
SEMICONDUCTOR HLD TR           COM              816636203        1       33 SH       DEFINED 01 02               0       33        0
SEMTECH CORP                   COM              816850101      153     5202 SH       DEFINED 01               5202        0        0
SEMPRA ENERGY                  COM              816851109       62     2643 SH       DEFINED 01               2643        0        0
SEMPRA ENERGY                  COM              816851109     1175    50470 SH       DEFINED 01 03               0    50470        0
SEMPRA ENERGY                  COM              816851109       16      673 SH       DEFINED 01 05               0      673        0
SENSIENT TECH                  COM              81725T100       34     1487 SH       DEFINED 01               1487        0        0
SENSIENT TECH                  COM              81725T100        4      170 SH       DEFINED 01 02               0      170        0
SENSORMATIC ELECT              COM              817265101     4981   262202 SH       DEFINED 01             262202        0        0
SENSORMATIC ELECT              COM              817265101        7      360 SH       DEFINED 01 02               0      360        0
SENSORMATIC ELECT              COM              817265101      190    10000 SH       DEFINED 01 05               0    10000        0
SEPRACOR INC                   COM              817315104     3676   114878 SH       DEFINED 01             114878        0        0
SEPRACOR INC                   COM              817315104       35     1108 SH       DEFINED 01 02               0     1108        0
SEPRACOR INC                   COM              817315104     2407    75200 SH       DEFINED 01 05               0    75200        0
SEQUA CORP  -CL A              COM              817320104        9      234 SH       DEFINED 01                234        0        0
SEQUENOM INC                   COM              817337108        1       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101        1      128 SH       DEFINED 01                128        0        0
SERVICE CORP INTL              COM              817565104      144    30266 SH       DEFINED 01              30266        0        0
SERVICEMASTER CO               COM              81760N109        5      485 SH       DEFINED 01                485        0        0
7-ELEVEN INC                   COM              817826209        2      183 SH       DEFINED 01                183        0        0
SHAW GROUP INC                 COM              820280105    44659   956088 SH       DEFINED 01             956088        0        0
SHAW GROUP INC                 COM              820280105      253     5411 SH       DEFINED 01 02               0     5411        0
SHAW GROUP INC                 COM              820280105    37984   813200 SH       DEFINED 01 05               0   813200        0
SHERWIN WILLIAMS               COM              824348106       52     2044 SH       DEFINED 01               2044        0        0
SHERWIN WILLIAMS               COM              824348106      993    38990 SH       DEFINED 01 03               0    38990        0
SHERWIN WILLIAMS               COM              824348106       13      528 SH       DEFINED 01 05               0      528        0
SHOPKO STORES                  COM              824911101     3056   381901 SH       DEFINED 01             381901        0        0
SHOPKO STORES                  COM              824911101        3      410 SH       DEFINED 01 02               0      410        0
SHOPKO STORES                  COM              824911101       91    11400 SH       DEFINED 01 05               0    11400        0
SHURGARD STORAGE CTR           COM              82567D104        2       84 SH       DEFINED 01                 84        0        0
GENSIA PHARMACEUTICS INC       COM              825846108        6      444 SH       DEFINED 01                444        0        0
SIEBEL SYSTEMS                 COM              826170102    91114  3349791 SH       DEFINED 01            3349791        0        0
SIEBEL SYSTEMS                 COM              826170102       13      464 SH       DEFINED 01 02               0      464        0
SIEBEL SYSTEMS                 COM              826170102     3700   136058 SH       DEFINED 01 03               0   136058        0
SIEBEL SYSTEMS                 COM              826170102    27648  1016481 SH       DEFINED 01 05               0  1016481        0
SIEMENS                        COM              826197105     3151    30651 SH       DEFINED 01              30651        0        0
SIEMENS                        COM              826197105     3572    34742 SH       DEFINED 01 03               0    34742        0
SIERRA HEALTH SERVIC           COM              826322109      376    82480 SH       DEFINED 01              82480        0        0
SIERRA PACIFIC RESOURCES - NEW COM              826428104       32     2163 SH       DEFINED 01               2163        0        0
SIGMA-ALDRICH                  COM              826552101    57499  1201013 SH       DEFINED 01            1201013        0        0
SIGMA-ALDRICH                  COM              826552101     9228   192752 SH       DEFINED 01 02               0   192752        0
SIGMA-ALDRICH                  COM              826552101     6964   145458 SH       DEFINED 01 03               0   145458        0
SIGMA-ALDRICH                  COM              826552101       12      254 SH       DEFINED 01 05               0      254        0
SIGNALSOFT CORP                COM              82668M102     1181   150000 SH       DEFINED 01             150000        0        0
SIGNALSOFT RESTRICTED          COM              82668M961      494    78347 SH       DEFINED 01              78347        0        0
SIGNALSOFT RESTRICTED          COM              82668M961      987   156693 SH       DEFINED 01 05               0   156693        0
SIGNALSOFT RESTRICTED          COM              82668M979      555    78347 SH       DEFINED 01              78347        0        0
SIGNALSOFT RESTRICTED          COM              82668M979     1110   156693 SH       DEFINED 01 05               0   156693        0
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SIGNALSOFT RESTRICTED          COM              82668M987     1234   156693 SH       DEFINED 01 05               0   156693        0
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SIGNALSOFT RESTRICTED          COM              82668M995     6720  1219110 SH       DEFINED 01 05               0  1219110        0
SILICON GRAPHICS INC           COM              827056102       94    23843 SH       DEFINED 01              23843        0        0
SILICON STORAGE TECH           COM              827057100        3      303 SH       DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        0      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106     3840   163370 SH       DEFINED 01             163370        0        0
SILICON VALLEY BANCSHARES      COM              827064106      128     5467 SH       DEFINED 01 05               0     5467        0
SILICON VALLEY BKSHR           COM              827064106        5      200 SH       DEFINED 01 02               0      200        0
SILICON VALLEY GROUP           COM              827066101     5515   200533 SH       DEFINED 01             200533        0        0
SILICON VALLEY GROUP           COM              827066101        8      260 SH       DEFINED 01 02               0      260        0
SILICON VALLEY GROUP           COM              827066101      110     4000 SH       DEFINED 01 05               0     4000        0
SILICONIX INC                  COM              827079203        5      173 SH       DEFINED 01                173        0        0
SILOCONWARE PRECISION -ADR     COM              827084864       32     8000 SH       DEFINED 01 05               0     8000        0
SILVERSTREAM SOFTWA            COM              827907106        1       62 SH       DEFINED 01                 62        0        0
SIMON PROPERTY GROUP           COM              828806109       10      377 SH       DEFINED 01                377        0        0
SIMPSON MANUFAC                COM              829073105     1904    38624 SH       DEFINED 01              38624        0        0
SINCLAIR BROADCASTIN           COM              829226109        1      190 SH       DEFINED 01                190        0        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408    11760   140000 SH       DEFINED 01             140000        0        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408     4200    50000 SH       DEFINED 01 05               0    50000        0
SINGAPORE TECH ENGINEERING LTD COM              829298991     4864  3326441 SH       DEFINED 01 03               0  3326441        0
SIRIUS SATELLITE RADIO INC     COM              82966U103     1558   125274 SH       DEFINED 01             125274        0        0
SITEL CORP                     COM              82980K107      501   179000 SH       DEFINED 01             179000        0        0
SITEL CORP                     COM              82980K107        1      300 SH       DEFINED 01 02               0      300        0
SITEL CORP                     COM              82980K107       18     6600 SH       DEFINED 01 05               0     6600        0
SIG FLAGS INC                  COM              83001P109       39     2031 SH       DEFINED 01               2031        0        0
SK TELECOM                     COM              830530994     2468    17950 SH       DEFINED 01              17950        0        0
SK TELECOM                     COM              830530994       45      330 SH       DEFINED 01 05               0      330        0
SKETCHERS USA                  COM              830566105     3036   126500 SH       DEFINED 01             126500        0        0
SKETCHERS USA                  COM              830566105        4      150 SH       DEFINED 01 02               0      150        0
SKETCHERS USA                  COM              830566105      106     4400 SH       DEFINED 01 05               0     4400        0
SKILLSOFT CORPORATION          COM              83066P101       82     3500 SH       DEFINED 01               3500        0        0
SKY FINL GROUP INC             COM              83080P103        7      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      546    25308 SH       DEFINED 01              25308        0        0
SKYMALL, INC.                  COM              830859104       64    34300 SH       DEFINED 01              34300        0        0
SKYWEST INC                    COM              830879102    22565   970534 SH       DEFINED 01             970534        0        0
SKYWEST INC                    COM              830879102    78964  3396360 SH       DEFINED 01 02               0  3396360        0
SKYWEST INC                    COM              830879102     3009   129400 SH       DEFINED 01 03               0   129400        0
SKYWEST INC                    COM              830879102     5917   254504 SH       DEFINED 01 05               0   254504        0
SMARTFORCE PLC ADR             COM              83170A206      100     4500 SH       DEFINED 01               4500        0        0
SMITH (A O) CORP               COM              831865209     1391    71242 SH       DEFINED 01              71242        0        0
SMITH INTL                     COM              832110100       85     1214 SH       DEFINED 01               1214        0        0
SMITH CHARLES & RESD           COM              832197107     2532    55659 SH       DEFINED 01              55659        0        0
SMITH CHARLES & RESD           COM              832197107      155     3400 SH       DEFINED 01 05               0     3400        0
SMITHFIELD FOODS INC           COM              832248108     9712   298814 SH       DEFINED 01             298814        0        0
SMITHFIELD FOODS INC           COM              832248108        9      270 SH       DEFINED 01 02               0      270        0
SMITHFIELD FOODS INC           COM              832248108      181     5579 SH       DEFINED 01 05               0     5579        0
SMTC CORP                      COM              832682108       66    22000 SH       DEFINED 01              22000        0        0
SMUCKER J.M. CO                COM              832696306       17      645 SH       DEFINED 01                645        0        0
SMURFIT STONE CONTNR           COM              832727101      733    55033 SH       DEFINED 01              55033        0        0
CIRCLE.COM                     COM              832914204        4     4500 SH       DEFINED 01                  0     4500        0
CIRCLE.COM                     COM              832914204        0       38 SH       DEFINED 01                 38        0        0
SNAP ON INC                    COM              833034101     2768    95041 SH       DEFINED 01              95041        0        0
SNAP ON INC                    COM              833034101        7      230 SH       DEFINED 01 02               0      230        0
SNAP ON INC                    COM              833034101      386    13257 SH       DEFINED 01 03               0    13257        0
SNAP ON INC                    COM              833034101      140     4791 SH       DEFINED 01 05               0     4791        0
SODEXHO MARRIOTT               COM              833793102        3      114 SH       DEFINED 01                114        0        0
SOLA INTL                      COM              834092108      645    71586 SH       DEFINED 01              71586        0        0
SOLECTRON CORP                 COM              834182107     9754   513100 SH       DEFINED 01                  0   513100        0
SOLECTRON CORP                 COM              834182107   202158 10634398 SH       DEFINED 01           10634398        0        0
SOLECTRON CORP                 COM              834182107    24547  1291391 SH       DEFINED 01 02               0  1291391        0
SOLECTRON CORP                 COM              834182107     5691   299342 SH       DEFINED 01 03               0   299342        0
SOLECTRON CORP                 COM              834182107    90865  4779895 SH       DEFINED 01 05               0  4779895        0
SOLUTIA INC                    COM              834376105       85     6889 SH       DEFINED 01               6889        0        0
SOLUTIA INC                    COM              834376105       76     6200 SH       DEFINED 01 02               0     6200        0
SONIC CORP                     COM              835451105     2000    79816 SH       DEFINED 01              79816        0        0
S3 INCORPORATED                COM              83546Q109     1328   279625 SH       DEFINED 01             279625        0        0
SONICWALL INC                  COM              835470105     2485   203956 SH       DEFINED 01             203956        0        0
SONICWALL INC                  COM              835470105        3      220 SH       DEFINED 01 02               0      220        0
SONICWALL INC                  COM              835470105       85     7000 SH       DEFINED 01 05               0     7000        0
SONOCO PRODUCTS                COM              835495102       54     2510 SH       DEFINED 01               2510        0        0
SONY CORP ORD        JP;6758   COM              835699109    44714   629600 SH       DEFINED 01             629600        0        0
SONY CORP ORD        JP;6758   COM              835699109     3658    51500 SH       DEFINED 01 03               0    51500        0
SONY CORP ORD        JP;6758   COM              835699109    33670   474100 SH       DEFINED 01 05               0   474100        0
SONY CORP ADRS                 COM              835699307   245650  3400000 SH       DEFINED 01            3400000        0        0
SONY CORP ADRS                 COM              835699307       34      464 SH       DEFINED 01 02               0      464        0
SONY CORP ADRS                 COM              835699307    16795   232455 SH       DEFINED 01 05               0   232455        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100       64    10332 SH       DEFINED 01              10332        0        0
SOTHEBYS HLD CL-A              COM              835898107       27     1473 SH       DEFINED 01               1473        0        0
SONUS NETWORKS INC             COM              835916107     3799   190400 SH       DEFINED 01             190400        0        0
SONUS NETWORKS INC             COM              835916107       23     1128 SH       DEFINED 01 02               0     1128        0
SONUS NETWORKS INC             COM              835916107     3438   172300 SH       DEFINED 01 05               0   172300        0
SOUTH FINANCIAL GROUP          COM              837841105     1861   130639 SH       DEFINED 01             130639        0        0
SOUTH AFRICA BREW              COM              839900990     3080   470000 SH       DEFINED 01             470000        0        0
SOUTH AFRICA BREW              COM              839900990       61     9300 SH       DEFINED 01 05               0     9300        0
SO CA EDISON $100              PRF              842400780     1661    25000 SH       DEFINED 01                  0    25000        0
SO CA EDISON $100              PRF              842400780    11283   169750 SH       DEFINED 01 04               0   169750        0
SOUTHERN CO.                   COM              842587107    35405  1008976 SH       DEFINED 01            1008976        0        0
SOUTHERN CO.                   COM              842587107     5960   169843 SH       DEFINED 01 03               0   169843        0
SOUTHERN CO.                   COM              842587107       78     2225 SH       DEFINED 01 05               0     2225        0
SO INDIANA G&E 100             PRF              8431634@2     7463    75000 SH       DEFINED 01 04               0    75000        0
SOUTHERN UNION CO              COM              844030106     3239   154229 SH       DEFINED 01             154229        0        0
SOUTHTRUST CORP                COM              844730101    26797   585731 SH       DEFINED 01             585731        0        0
SOUTHTRUST CORP                COM              844730101      174     3806 SH       DEFINED 01 02               0     3806        0
SOUTHTRUST CORP                COM              844730101     1879    41067 SH       DEFINED 01 03               0    41067        0
SOUTHTRUST CORP                COM              844730101    26560   580554 SH       DEFINED 01 05               0   580554        0
SOUTHWEST AIRLINES             COM              844741108   476867 26865728 SH       DEFINED 01           26865728        0        0
SOUTHWEST AIRLINES             COM              844741108     1003    56435 SH       DEFINED 01 02               0    56435        0
SOUTHWEST AIRLINES             COM              844741108     3363   189487 SH       DEFINED 01 03               0   189487        0
SOUTHWEST AIRLINES             COM              844741108   123421  6953269 SH       DEFINED 01 05               0  6953269        0
SW BANCORP OF TX               COM              84476R109     6399   203948 SH       DEFINED 01             203948        0        0
SW BANCORP OF TX               COM              84476R109        7      220 SH       DEFINED 01 02               0      220        0
SW BANCORP OF TX               COM              84476R109      163     5200 SH       DEFINED 01 05               0     5200        0
SOUTHWEST GAS CORP             COM              844895102     1990    95443 SH       DEFINED 01              95443        0        0
SOUTHWEST SECURITIES           COM              845224104      897    48041 SH       DEFINED 01              48041        0        0
SOUTHWESTERN ENERGY            COM              845467109      749    75653 SH       DEFINED 01              75653        0        0
SOVEREIGN BANCORP IN           COM              845905108       54     6397 SH       DEFINED 01               6397        0        0
SOVEREIGN INV TRUST 144A       PRF              84610XAA1     4968     5400 SH       DEFINED 01               5400        0        0
SOVEREIGN INV TRUST 144A       PRF              84610XAA1     1472     1600 SH       DEFINED 01 05               0     1600        0
SPACELABS                      COM              846247104      324    28843 SH       DEFINED 01              28843        0        0
SPANISH BRDCAST CL A           COM              846425882        1      200 SH       DEFINED 01 02               0      200        0
SPARTECH CORP                  COM              847220209        1       71 SH       DEFINED 01                 71        0        0
SPECIALTY LAB                  COM              84749R100       20      800 SH       DEFINED 01                800        0        0
SPECIALTY LAB                  COM              84749R100    12535   511650 SH       DEFINED 01 02               0   511650        0
SPECIALTY LAB                  COM              84749R100      186     7600 SH       DEFINED 01 03               0     7600        0
SPECTRA-PHYSICS LASE           COM              847568102        1       56 SH       DEFINED 01                 56        0        0
SPECTRASITE HOLDINGS           COM              84760T100        3      646 SH       DEFINED 01                646        0        0
SPEECHWORKS INTL INC           COM              84764M101        2      311 SH       DEFINED 01                311        0        0
SPEEDFAM - IPEC INC            COM              847705100      585    90369 SH       DEFINED 01              90369        0        0
SPEEDWAY MOTOR SPORT           COM              847788106      138     5318 SH       DEFINED 01               5318        0        0
SPERION CORPORATION            COM              848420105     1306   188141 SH       DEFINED 01             188141        0        0
SPIEGEL INC  -CL A             COM              848457107        6      833 SH       DEFINED 01                833        0        0
SPIEKER PROPERTIES I           COM              848497103        5       99 SH       DEFINED 01                 99        0        0
SPINNAKER EXPLORATION          COM              84855W109      149     3400 SH       DEFINED 01               3400        0        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPRINGS INDS INC               COM              851783100     2320    54205 SH       DEFINED 01              54205        0        0
SPRINT CORP FON GRP            COM              852061100    43421  1974577 SH       DEFINED 01            1974577        0        0
SPRINT CORP FON GRP            COM              852061100       55     2500 SH       DEFINED 01 02               0     2500        0
SPRINT CORP FON GRP            COM              852061100     6770   307907 SH       DEFINED 01 03               0   307907        0
SPRINT CORP FON GRP            COM              852061100      709    32261 SH       DEFINED 01 05               0    32261        0
SPRINT CORP PCS GRP            COM              852061506    38234  2012300 SH       DEFINED 01            2012300        0        0
SPRINT CORP PCS GRP            COM              852061506     4386   230852 SH       DEFINED 01 03               0   230852        0
SPRINT CORP PCS GRP            COM              852061506     9929   522569 SH       DEFINED 01 05               0   522569        0
STAMPS.COM                     COM              852857101      119    39596 SH       DEFINED 01              39596        0        0
STANCORP FINL GROUP            COM              852891100     6066   144093 SH       DEFINED 01             144093        0        0
STANCORP FINL GROUP            COM              852891100        8      190 SH       DEFINED 01 02               0      190        0
STANCORP FINL GROUP            COM              852891100      219     5200 SH       DEFINED 01 05               0     5200        0
STANDARD BANK INVESTMENT       COM              853000990     3155   856600 SH       DEFINED 01             856600        0        0
STANDARD BANK INVESTMENT       COM              853000990       63    17177 SH       DEFINED 01 05               0    17177        0
STANDARD CHARTER PLC GB;STAN   COM              853201994    31760  2621994 SH       DEFINED 01            2621994        0        0
STANDARD CHARTER PLC GB;STAN   COM              853201994     7141   589520 SH       DEFINED 01 03               0   589520        0
STANDARD CHARTER PLC GB;STAN   COM              853201994    40253  3323163 SH       DEFINED 01 05               0  3323163        0
STANDARD MICROSYSTEM           COM              853626109      728    48341 SH       DEFINED 01              48341        0        0
STANDARD MOTOR PRO             COM              853666105      399    37626 SH       DEFINED 01              37626        0        0
STANDARD PAC CORP              COM              85375C101     1910    90512 SH       DEFINED 01              90512        0        0
STANDARD REGISTER              COM              853887107     1348    82700 SH       DEFINED 01              82700        0        0
STANDEX INTERNATIONA           COM              854231107      842    36706 SH       DEFINED 01              36706        0        0
STANDEX INTERNATIONA           COM              854231107    26995  1176231 SH       DEFINED 01 03               0  1176231        0
STANFORD MICRODEVICE           COM              854399102        1      101 SH       DEFINED 01                101        0        0
STANLEY WORKS THE              COM              854616109       36     1091 SH       DEFINED 01               1091        0        0
STANLEY WORKS THE              COM              854616109      625    18967 SH       DEFINED 01 03               0    18967        0
STANLEY WORKS THE              COM              854616109        9      282 SH       DEFINED 01 05               0      282        0
STAPLES INC                    COM              855030102      893    60007 SH       DEFINED 01              60007        0        0
STAPLES INC                    COM              855030102     1682   113098 SH       DEFINED 01 03               0   113098        0
STAPLES INC                    COM              855030102       22     1495 SH       DEFINED 01 05               0     1495        0
STARBUCKS                      COM              855244109    57616  1357670 SH       DEFINED 01            1357670        0        0
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STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107      600    42402 SH       DEFINED 01              42402        0        0
STARTEC GLOBAL COMM            COM              85569E103       34    60000 SH       DEFINED 01              60000        0        0
STARWOOD HOTELS & RE           COM              85590A203    35994  1058349 SH       DEFINED 01            1058349        0        0
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STATE STREET CORP              COM              857477103   289739  3102132 SH       DEFINED 01            3102132        0        0
STATE STREET CORP              COM              857477103      341     3646 SH       DEFINED 01 02               0     3646        0
STATE STREET CORP              COM              857477103     3787    40543 SH       DEFINED 01 03               0    40543        0
STATE STREET CORP              COM              857477103    80561   862532 SH       DEFINED 01 05               0   862532        0
STATEN BANCORP IN              COM              857550107     2655   106604 SH       DEFINED 01             106604        0        0
STATEN BANCORP IN              COM              857550107        4      170 SH       DEFINED 01 02               0      170        0
STATION CASINO                 COM              857689103        2      118 SH       DEFINED 01                118        0        0
THE STEAK N SHAKE COMPANY      COM              857873103      740    86078 SH       DEFINED 01              86078        0        0
STEAKHOUSE PARTNERS, INC       COM              857875108       42    15100 SH       DEFINED 01              15100        0        0
STEEL DYNAMICS                 COM              858119100     1530   137566 SH       DEFINED 01             137566        0        0
STEEL TECHNOLOGIES             COM              858147101      196    30906 SH       DEFINED 01              30906        0        0
STEIN MART INC                 COM              858375108     1402   128216 SH       DEFINED 01             128216        0        0
STERLING BANC                  COM              858907108     1385    79170 SH       DEFINED 01              79170        0        0
STERLING BANC                  COM              858907108        5      300 SH       DEFINED 01 02               0      300        0
STERICYCLE INC                 COM              858912108      134     3000 SH       DEFINED 01               3000        0        0
STERIS CORP                    COM              859152100       25     1782 SH       DEFINED 01               1782        0        0
STEWART & STEVENSON            COM              860342104     1634    75133 SH       DEFINED 01              75133        0        0
STEWART & STEVENSON            COM              860342104        4      200 SH       DEFINED 01 02               0      200        0
STEWART & STEVENSON            COM              860342104       88     4050 SH       DEFINED 01 05               0     4050        0
STEWART ENTERPRISES            COM              860370105     1003   201898 SH       DEFINED 01             201898        0        0
STEWART ENTERPRISES            COM              860370105        4      850 SH       DEFINED 01 02               0      850        0
STEWART ENTERPRISES            COM              860370105       36     7300 SH       DEFINED 01 05               0     7300        0
STILLWATER MINING CO           COM              86074Q102     6703   247825 SH       DEFINED 01             247825        0        0
STILLWATER MINING CO           COM              86074Q102        4      130 SH       DEFINED 01 02               0      130        0
STILLWATER MINING CO           COM              86074Q102      122     4500 SH       DEFINED 01 05               0     4500        0
STILWELL FINANCIAL INC         COM              860831106    30921  1152940 SH       DEFINED 01            1152940        0        0
STILWELL FINANCIAL INC         COM              860831106     2582    96261 SH       DEFINED 01 03               0    96261        0
STILWELL FINANCIAL INC         COM              860831106      239     8926 SH       DEFINED 01 05               0     8926        0
STMICROELECTRONICS             COM              861012102    61506  1800000 SH       DEFINED 01            1800000        0        0
STMICROELECTRONICS             COM              861012102     1787    52309 SH       DEFINED 01 05               0    52309        0
STONE ENERGY CORP              COM              861642106     6018   122147 SH       DEFINED 01             122147        0        0
STORAGE USA                    COM              861907103        2       72 SH       DEFINED 01                 72        0        0
STORAGE TECHNOLOGY             COM              862111200       30     2704 SH       DEFINED 01               2704        0        0
STORAGE TECHNOLOGY             COM              862111200        4      400 SH       DEFINED 01 02               0      400        0
STORAGENETWORKS INC            COM              86211E103        1       55 SH       DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103        4      429 SH       DEFINED 01                429        0        0
STRATOS LIGHTWAVE IN           COM              863100103        2      240 SH       DEFINED 01 02               0      240        0
STRIDE RITE CORP               COM              863314100      943   125671 SH       DEFINED 01             125671        0        0
STRUCTURAL DYNAMICS            COM              863555108       11      802 SH       DEFINED 01                802        0        0
STRYKER CORP SYK               COM              863667101      135     2583 SH       DEFINED 01               2583        0        0
STRYKER CORP SYK               COM              863667101     2505    47936 SH       DEFINED 01 03               0    47936        0
STRYKER CORP SYK               COM              863667101       34      644 SH       DEFINED 01 05               0      644        0
STUDENT ADVANTAGE IN           COM              86386Q105        0      158 SH       DEFINED 01                158        0        0
STUDENT LOAN CORP              COM              863902102        3       50 SH       DEFINED 01                 50        0        0
STURM RUGER & CO INC           COM              864159108      799    81325 SH       DEFINED 01              81325        0        0
STURM RUGER & CO INC           COM              864159108        3      300 SH       DEFINED 01 02               0      300        0
SUIZA FOODS CORP               COM              865077101     7068   146960 SH       DEFINED 01             146960        0        0
SUIZA FOODS CORP               COM              865077101        8      170 SH       DEFINED 01 02               0      170        0
SUIZA FOODS CORP               COM              865077101      245     5100 SH       DEFINED 01 05               0     5100        0
BESTS BUY COMPANY INC          COM              86516101       302     8400 SH       DEFINED 11 12               0     8400        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504    10070  2079000 SH       DEFINED 01            2079000        0        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504     1904   393000 SH       DEFINED 01 03               0   393000        0
SUMITOMO CHEMICAL    JP;4005   COM              865601504    17621  3638000 SH       DEFINED 01 05               0  3638000        0
SUMITOMO TRUST & BANK          COM              865603997     2121   368000 SH       DEFINED 01 03               0   368000        0
SUMMIT PROPERTIES              COM              866239106        3      108 SH       DEFINED 01                108        0        0
SUN COMMUNITIES INC            COM              866674104        2       63 SH       DEFINED 01                 63        0        0
SUN HUNG KAI PRP ORD           COM              86676H104     5483   574000 SH       DEFINED 01             574000        0        0
SUN HUNG KAI PRP ORD           COM              86676H104      105    11000 SH       DEFINED 01 05               0    11000        0
SUN MICROSYSTEMS INC           COM              866810104     4058   264000 SH       DEFINED 01                  0   264000        0
SUN MICROSYSTEMS INC           COM              866810104    69761  4538831 SH       DEFINED 01            4538831        0        0
SUN MICROSYSTEMS INC           COM              866810104      940    61145 SH       DEFINED 01 02               0    61145        0
SUN MICROSYSTEMS INC           COM              866810104    12886   838410 SH       DEFINED 01 03               0   838410        0
SUN MICROSYSTEMS INC           COM              866810104    28114  1829122 SH       DEFINED 01 05               0  1829122        0
TEXAS INSTRUMENTS INC          COM              866810104     6382   206000 SH       DEFINED 11 12               0   206000        0
SUNBEAM CORP                   COM              867071102        0      495 SH       DEFINED 01                495        0        0
SUNBEAM WTS                    COM              867071128        0       83 SH       DEFINED 01                 83        0        0
SUNCOR ENERGY INC              COM              867229106     6734   260000 SH       DEFINED 01 05               0   260000        0
SUNCOR ENERGY INC              COM              867229999    14821   575692 SH       DEFINED 01             575692        0        0
SUNCOR ENERGY INC              COM              867229999     4132   160500 SH       DEFINED 01 03               0   160500        0
SUNCOR ENERGY INC              COM              867229999    26014  1010400 SH       DEFINED 01 05               0  1010400        0
SUNGARD DATA                   COM              867363103    56191  1141378 SH       DEFINED 01            1141378        0        0
SUNGARD DATA                   COM              867363103     2997    60862 SH       DEFINED 01 02               0    60862        0
SUNGARD DATA                   COM              867363103     4268    86700 SH       DEFINED 01 03               0    86700        0
SUNGARD DATA                   COM              867363103    23694   481300 SH       DEFINED 01 05               0   481300        0
SUNGLASS HUT                   COM              86736F106        2      171 SH       DEFINED 01                171        0        0
SUMPLUS TECH GDR 144A          COM              86764M106       65     6000 SH       DEFINED 01 05               0     6000        0
SUNOCO INCCK                   COM              86764P109       36     1084 SH       DEFINED 01               1084        0        0
SUNOCO INCCK                   COM              86764P109      633    19532 SH       DEFINED 01 03               0    19532        0
SUNOCO INCCK                   COM              86764P109        9      279 SH       DEFINED 01 05               0      279        0
SUNPLUS TECHNOLOGY             COM              867650996     2739   517000 SH       DEFINED 01             517000        0        0
SUNRISE TELECOM INC            COM              86769Y105        1      137 SH       DEFINED 01                137        0        0
SUNTRUST BANKS INC             COM              867914103      254     3915 SH       DEFINED 01               3915        0        0
SUNTRUST BANKS INC             COM              867914103     4838    74665 SH       DEFINED 01 03               0    74665        0
SUNTRUST BANKS INC             COM              867914103       63      975 SH       DEFINED 01 05               0      975        0
SUPERGEN INC                   COM              868059106        1       82 SH       DEFINED 01                 82        0        0
SUPERIOR IND INTL              COM              868168105     2438    70556 SH       DEFINED 01              70556        0        0
SUPERIOR IND INTL              COM              868168105        5      140 SH       DEFINED 01 02               0      140        0
SUPERIOR IND INTL              COM              868168105      107     3100 SH       DEFINED 01 05               0     3100        0
SUPERTEX INC                   COM              868532102      472    37415 SH       DEFINED 01              37415        0        0
SUPERVALU INC                  COM              868536103    24163  1812655 SH       DEFINED 01            1812655        0        0
SUPERVALU INC                  COM              868536103       28     2120 SH       DEFINED 01 02               0     2120        0
SUPERVALU INC                  COM              868536103      365    27383 SH       DEFINED 01 03               0    27383        0
SUPERVALU INC                  COM              868536103      342    25620 SH       DEFINED 01 05               0    25620        0
SUPPORT.COM INC                COM              868587106        1      176 SH       DEFINED 01                176        0        0
SUREBEAM CORP                  COM              86866R102      113    12100 SH       DEFINED 01              12100        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     3463   329365 SH       DEFINED 01             329365        0        0
SURGUTNEFTEGAZ ADR             COM              868861204       68     6438 SH       DEFINED 01 05               0     6438        0
SUSQUEHANNA BANC               COM              869099101     2135   118618 SH       DEFINED 01             118618        0        0
SWIFT ENERGY CO                COM              870738101     5721   178550 SH       DEFINED 01             178550        0        0
SWIFT ENERGY CO                COM              870738101        5      150 SH       DEFINED 01 02               0      150        0
SWIFT ENERGY CO                COM              870738101      119     3700 SH       DEFINED 01 05               0     3700        0
SWIFT TRANSPORTATION           COM              870756103      333    18000 SH       DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103    43302  2340624 SH       DEFINED 01 02               0  2340624        0
SWIFT TRANSPORTATION CO INC    COM              870756103       35     1903 SH       DEFINED 01               1903        0        0
SWIFT TRANSPORTATION CO INC    COM              870756103      684    36950 SH       DEFINED 01 03               0    36950        0
SWIRE PACIFIC 'A' ORD          COM              870794104     9494  1533000 SH       DEFINED 01            1533000        0        0
SWIRE PACIFIC 'A' ORD          COM              870794104    11587  1871000 SH       DEFINED 01 05               0  1871000        0
SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE SOFTWARE                COM              871130100      905    58364 SH       DEFINED 01              58364        0        0
SYBRON DENTAL SPEC             COM              871142105     2227   106069 SH       DEFINED 01             106069        0        0
SYCAMORE NETWORKS              COM              871206108    25006  2500575 SH       DEFINED 01            2500575        0        0
SYCAMORE NETWORKS              COM              871206108      683    68311 SH       DEFINED 01 05               0    68311        0
SYKES ENTERPRISES              COM              871237103        6     1160 SH       DEFINED 01               1160        0        0
SYLVAN LEARNING SYS            COM              871399101      144     6965 SH       DEFINED 01               6965        0        0
SYLVAN LEARNING SYS            COM              871399101        4      170 SH       DEFINED 01 02               0      170        0
SYLVAN LEARNING SYS            COM              871399101     2062   100000 SH       DEFINED 01 05               0   100000        0
TAIWAN SEMICONDUCTOR TW;2330   COM              871456992     9083  3370827 SH       DEFINED 01            3370827        0        0
SYMANTEC CORP                  COM              871503108       78     1871 SH       DEFINED 01               1871        0        0
SYMBOL TECHNOLOGIES            COM              871508107   105606  3025932 SH       DEFINED 01            3025932        0        0
SYMBOL TECHNOLOGIES            COM              871508107     1233    35326 SH       DEFINED 01 03               0    35326        0
SYMBOL TECHNOLOGIES            COM              871508107     2874    82332 SH       DEFINED 01 05               0    82332        0
SYMMETRICOM INC                COM              871543104      861    70970 SH       DEFINED 01              70970        0        0
SYMYX TECHNOLOGIES             COM              87155S108     1516   120088 SH       DEFINED 01             120088        0        0
SYMYX TECHNOLOGIES             COM              87155S108        1      100 SH       DEFINED 01 02               0      100        0
SYMYX TECHNOLOGIES             COM              87155S108     3156   250000 SH       DEFINED 01 05               0   250000        0
SYNCOR INTL CORP               COM              87157J106     2353    72956 SH       DEFINED 01              72956        0        0
SYNOPSYS INC                   COM              871607107    24711   526481 SH       DEFINED 01             526481        0        0
SYNOPSYS INC                   COM              871607107      134     2848 SH       DEFINED 01 02               0     2848        0
SYNOPSYS INC                   COM              871607107    34330   731400 SH       DEFINED 01 05               0   731400        0
SYNNEX TECHNOLOGY GDR          COM              87161A109      110    12805 SH       DEFINED 01 05               0    12805        0
SYNOVUS                        COM              87161C105     1600    59287 SH       DEFINED 01              59287        0        0
SYNOVUS                        COM              87161C105     1913    70850 SH       DEFINED 01 03               0    70850        0
SYNOVUS                        COM              87161C105       25      936 SH       DEFINED 01 05               0      936        0
SYSCO CORPORATION              COM              871829107      236     8898 SH       DEFINED 01               8898        0        0
SYSCO CORPORATION              COM              871829107    10928   412212 SH       DEFINED 01 02               0   412212        0
SYSCO CORPORATION              COM              871829107     4397   165849 SH       DEFINED 01 03               0   165849        0
SYSCO CORPORATION              COM              871829107       59     2224 SH       DEFINED 01 05               0     2224        0
SYSTEMS &COMP TECH             COM              871873105      905    98504 SH       DEFINED 01              98504        0        0
TBC CORP                       COM              872180104      389    64135 SH       DEFINED 01              64135        0        0
TCF FINL CORP MPLS             COM              872275102      794    21000 SH       DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102    34334   908559 SH       DEFINED 01             908559        0        0
TCF FINL CORP MPLS             COM              872275102      234     6204 SH       DEFINED 01 02               0     6204        0
TCF FINL CORP MPLS             COM              872275102    47030  1244500 SH       DEFINED 01 05               0  1244500        0
TECO ENERGY                    COM              872375100    52526  1753222 SH       DEFINED 01            1753222        0        0
TEPPCO PARTNERS LP             COM              872384102        2       87 SH       DEFINED 01                 87        0        0
T & HQ INC                     COM              872443403     2315    60933 SH       DEFINED 01              60933        0        0
TJX COS                        COM              872540109      480    15000 SH       DEFINED 01                  0    15000        0
TJX COS                        COM              872540109     3425   107015 SH       DEFINED 01             107015        0        0
TJX COS                        COM              872540109     2273    71016 SH       DEFINED 01 03               0    71016        0
TJX COS                        COM              872540109       30      926 SH       DEFINED 01 05               0      926        0
TNT POST                       COM              872600994     3853   183908 SH       DEFINED 01 03               0   183908        0
TRW                            COM              872649108     1904    56000 SH       DEFINED 01                  0    56000        0
TRW INC                        COM              872649108    15621   459451 SH       DEFINED 01             459451        0        0
TRW INC                        COM              872649108     1768    52000 SH       DEFINED 01 03               0    52000        0
TRW INC                        COM              872649108       14      409 SH       DEFINED 01 05               0      409        0
TMP WORLDWIDE INC              COM              872941109       83     2203 SH       DEFINED 01               2203        0        0
TTM TECHNOLOGIES               COM              87305R109        9     1700 SH       DEFINED 01               1700        0        0
TXU CORPORATION                COM              873168108     1422    34421 SH       DEFINED 01              34421        0        0
TXU CORPORATION                COM              873168108     2616    63303 SH       DEFINED 01 03               0    63303        0
TXU CORPORATION                COM              873168108       35      850 SH       DEFINED 01 05               0      850        0
TXU ELECTRIC CO                PRF              87316T607     5614    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5261    50000 SH       DEFINED 01 04               0    50000        0
TAIWAN SEMI ADR                COM              874039100      160     8197 SH       DEFINED 01 05               0     8197        0
TAKEDA CHEMICAL ORD            COM              874058100    15207   315000 SH       DEFINED 01             315000        0        0
TAKEDA CHEMICAL ORD            COM              874058100     2703    56000 SH       DEFINED 01 03               0    56000        0
TAKEDA CHEMICAL ORD            COM              874058100    26649   552000 SH       DEFINED 01 05               0   552000        0
TALBOTS                        COM              874161102    17677   416116 SH       DEFINED 01             416116        0        0
TALBOTS                        COM              874161102      172     4056 SH       DEFINED 01 02               0     4056        0
TALBOTS                        COM              874161102    18266   430000 SH       DEFINED 01 05               0   430000        0
TALK.COM INC                   COM              874264104        0      150 SH       DEFINED 01                150        0        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        2      122 SH       DEFINED 01                122        0        0
TANOX INC                      COM              87588Q109        2      100 SH       DEFINED 01 02               0      100        0
TARGET CORPORATION             COM              87612E106     8082   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106   405512 11239247 SH       DEFINED 01           11239247        0        0
TARGET CORPORATION             COM              87612E106    85212  2361835 SH       DEFINED 01 02               0  2361835        0
TARGET CORPORATION             COM              87612E106     9757   270467 SH       DEFINED 01 03               0   270467        0
TARGET CORPORATION             COM              87612E106    85533  2370649 SH       DEFINED 01 05               0  2370649        0
TAUBMAN CENTERS INC            COM              876664103        2      182 SH       DEFINED 01                182        0        0
TECH DATA CORP                 COM              878237106      926    31395 SH       DEFINED 01              31395        0        0
TECHNE CORP                    COM              878377100    28399  1087054 SH       DEFINED 01            1087054        0        0
TECHNE CORP                    COM              878377100      824    31577 SH       DEFINED 01 02               0    31577        0
TECHNE CORP                    COM              878377100     1147    43900 SH       DEFINED 01 03               0    43900        0
TECHNE CORP                    COM              878377100    13137   502864 SH       DEFINED 01 05               0   502864        0
TECHNITROL INC                 COM              878555101     4991   200526 SH       DEFINED 01             200526        0        0
TECHNITROL INC                 COM              878555101        3      125 SH       DEFINED 01 02               0      125        0
TECHNITROL INC                 COM              878555101       87     3490 SH       DEFINED 01 05               0     3490        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECUMSEH PRODUCT CLA           COM              878895200       23      471 SH       DEFINED 01                471        0        0
TECUMSEH PRODUCT CLA           COM              878895200        5      100 SH       DEFINED 01 02               0      100        0
TELEFONICA SA;TEF/EUR          COM              878950997    53217  3307749 SH       DEFINED 01            3307749        0        0
TELEFONICA SA;TEF/EUR          COM              878950997     4556   283231 SH       DEFINED 01 03               0   283231        0
TELEFONICA SA;TEF/EUR          COM              878950997    47957  2980794 SH       DEFINED 01 05               0  2980794        0
TELECOM ITALIA SPA DI RISP     COM              878960996     4997   923558 SH       DEFINED 01             923558        0        0
TELECOM ITALIA (NEW) IT;TI/EUR COM              878985993    18540  1839738 SH       DEFINED 01            1839738        0        0
TELECOM ITALIA (NEW) IT;TI/EUR COM              878985993    32458  3220844 SH       DEFINED 01 05               0  3220844        0
TEKELEC              TKLC      COM              879101103       63     3532 SH       DEFINED 01               3532        0        0
TEKTRONIX                      COM              879131100       33     1195 SH       DEFINED 01               1195        0        0
TEKTRONIX                      COM              879131100      634    23219 SH       DEFINED 01 03               0    23219        0
TEKTRONIX                      COM              879131100        8      311 SH       DEFINED 01 05               0      311        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105     4722   583700 SH       DEFINED 01             583700        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105       87    10800 SH       DEFINED 01 05               0    10800        0
TELECOM ITALIA MOBIL           COM              879277994     4175   618214 SH       DEFINED 01 03               0   618214        0
TELECORP PCS INC-CL A          COM              879300101        8      520 SH       DEFINED 01                520        0        0
TELEDYNE TECH                  COM              879360105     1336    95412 SH       DEFINED 01              95412        0        0
TELEFLEX INC                   COM              879369106     1628    39777 SH       DEFINED 01              39777        0        0
TELEFLEX INC                   COM              879369106        8      200 SH       DEFINED 01 02               0      200        0
TELEFLEX INC                   COM              879369106       98     2400 SH       DEFINED 01 05               0     2400        0
TELEFONICA SA - SPON ADR       COM              879382208    45715   954394 SH       DEFINED 01             954394        0        0
TELEFONOS DE MEXICO ADR        COM              879403780     8878   281475 SH       DEFINED 01             281475        0        0
TELEFONOS DE MEXICO ADR        COM              879403780      164     5192 SH       DEFINED 01 05               0     5192        0
TELEKOMUNIKACJA PO             COM              879423994     2963   553177 SH       DEFINED 01             553177        0        0
TELEKOMUNIKACJA PO             COM              879423994       51     9514 SH       DEFINED 01 05               0     9514        0
TELEPHONE & DATA               COM              879433100     1632    17454 SH       DEFINED 01              17454        0        0
TELIGENT INC CL A              COM              87959Y103        0       21 SH       DEFINED 01                 21        0        0
TELLABS                        COM              879664100     5765   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100     4045    99421 SH       DEFINED 01              99421        0        0
TELLABS                        COM              879664100    80115  1969037 SH       DEFINED 01 02               0  1969037        0
TELLABS                        COM              879664100     5093   125176 SH       DEFINED 01 03               0   125176        0
TELLABS                        COM              879664100     9708   238602 SH       DEFINED 01 05               0   238602        0
TELLIUM INC PFD                PRF              879700XX5     3150   105000 SH       DEFINED 01             105000        0        0
TELLIUM INC PFD                PRF              879700XX5     4350   145000 SH       DEFINED 01 05               0   145000        0
TEMPLE INLAND                  COM              879868107       28      632 SH       DEFINED 01                632        0        0
TEMPLE INLAND                  COM              879868107      648    14641 SH       DEFINED 01 03               0    14641        0
TEMPLE INLAND                  COM              879868107        7      161 SH       DEFINED 01 05               0      161        0
TELETECH HLDGS INC             COM              879939106      159    20152 SH       DEFINED 01              20152        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    30160  1984233 SH       DEFINED 01 03               0  1984233        0
TEN FOLD                       COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE COR           COM              88033G100    25327   575621 SH       DEFINED 01             575621        0        0
TENET HEALTHCARE COR           COM              88033G100      257     5850 SH       DEFINED 01 02               0     5850        0
TENET HEALTHCARE COR           COM              88033G100     3530    80225 SH       DEFINED 01 03               0    80225        0
TENET HEALTHCARE COR           COM              88033G100    20128   457456 SH       DEFINED 01 05               0   457456        0
TENNECO AUTOMOTIVE INC         COM              880349105      302   107776 SH       DEFINED 01             107776        0        0
TERADYNE INC                   COM              880770102      858    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102     1145    34700 SH       DEFINED 01              34700        0        0
TERADYNE INC                   COM              880770102       90     2750 SH       DEFINED 01 02               0     2750        0
TERADYNE INC                   COM              880770102     1424    43145 SH       DEFINED 01 03               0    43145        0
TERADYNE INC                   COM              880770102       19      574 SH       DEFINED 01 05               0      574        0
TERAYON COMM. SYSTEM           COM              880775101        0       98 SH       DEFINED 01                 98        0        0
TEREX CORP NEW                 COM              880779103     2375   136867 SH       DEFINED 01             136867        0        0
TEREX CORP NEW                 COM              880779103        5      280 SH       DEFINED 01 02               0      280        0
TEREX CORP NEW                 COM              880779103      111     6400 SH       DEFINED 01 05               0     6400        0
TESCO PLC                      COM              881575104     6037  1691794 SH       DEFINED 01            1691794        0        0
TESCO PLC                      COM              881575104     2792   782586 SH       DEFINED 01 03               0   782586        0
TESCO PLC                      COM              881575104     8171  2289810 SH       DEFINED 01 05               0  2289810        0
TEVA PHARM INDS  -AD           COM              881624209     1397    25561 SH       DEFINED 01 02               0    25561        0
TEVA PHARM INDS ADR            COM              881624209    44613   816700 SH       DEFINED 01             816700        0        0
TEVA PHARM INDS ADR            COM              881624209     1699    31100 SH       DEFINED 01 03               0    31100        0
TEVA PHARM INDS ADR            COM              881624209    91852  1681500 SH       DEFINED 01 05               0  1681500        0
TETRA TECHNOLOGIES             COM              88162F105      834    41184 SH       DEFINED 01              41184        0        0
TETRA TECH INC                 COM              88162G103     2472   122051 SH       DEFINED 01             122051        0        0
TEXACO STOCK                   COM              881694103      485     7305 SH       DEFINED 01               7305        0        0
TEXACO STOCK                   COM              881694103     9114   137260 SH       DEFINED 01 03               0   137260        0
TEXACO STOCK                   COM              881694103    82914  1248711 SH       DEFINED 01 05               0  1248711        0
TEXAS INDUSTRIES               COM              882491103     1821    62729 SH       DEFINED 01              62729        0        0
TEXAS INSTRUMENTS              COM              882508104     4244   137000 SH       DEFINED 01                  0   137000        0
TEXAS INSTRUMENTS              COM              882508104   773985 24983382 SH       DEFINED 01           24983382        0        0
TEXAS INSTRUMENTS              COM              882508104    50563  1632074 SH       DEFINED 01 02               0  1632074        0
TEXAS INSTRUMENTS              COM              882508104    16392   529113 SH       DEFINED 01 03               0   529113        0
TEXAS INSTRUMENTS              COM              882508104   146253  4720842 SH       DEFINED 01 05               0  4720842        0
TEXAS INSTRUMENTS INC          COM              882508104    28434   917800 SH       DEFINED 11 12 13            0   917800        0
TEXTRON INC                    COM              883203101    96821  1703380 SH       DEFINED 01            1703380        0        0
TEXTRON INC                    COM              883203101     4213    74116 SH       DEFINED 01 03               0    74116        0
TEXTRON INC                    COM              883203101      811    14247 SH       DEFINED 01 05               0    14247        0
THERAGENICS CORP               COM              883375107      570    89270 SH       DEFINED 01              89270        0        0
THERMA-WAVE INC                COM              88343A108     1869   148000 SH       DEFINED 01             148000        0        0
THERMA-WAVE INC                COM              88343A108        2      140 SH       DEFINED 01 02               0      140        0
THERMA-WAVE INC                COM              88343A108       67     5300 SH       DEFINED 01 05               0     5300        0
THERMO-ELECTRON                COM              883556102       54     2415 SH       DEFINED 01               2415        0        0
THERMO-ELECTRON                COM              883556102      985    43828 SH       DEFINED 01 03               0    43828        0
THERMO-ELECTRON                COM              883556102       13      592 SH       DEFINED 01 05               0      592        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THIRD WAVE TECH INC            COM              88428W108     3518   502500 SH       DEFINED 01 05               0   502500        0
THOMAS & BETTS                 COM              884315102      197    11366 SH       DEFINED 01                  0    11366        0
THOMAS & BETTS                 COM              884315102    16584   955321 SH       DEFINED 01             955321        0        0
THOMAS & BETTS                 COM              884315102      216    12431 SH       DEFINED 01 03               0    12431        0
THOMAS & BETTS                 COM              884315102      325    18740 SH       DEFINED 01 05               0    18740        0
THOMAS INDS INC                COM              884425109      944    45582 SH       DEFINED 01              45582        0        0
THOR INDS INC                  COM              885160101      788    36251 SH       DEFINED 01              36251        0        0
THORATEC CORPORATION           COM              885175307       20     2300 SH       DEFINED 01               2300        0        0
EMI GROUP ORD                  COM              885250993    12575  1946012 SH       DEFINED 01            1946012        0        0
EMI GROUP ORD                  COM              885250993     5500   851085 SH       DEFINED 01 03               0   851085        0
EMI GROUP ORD                  COM              885250993    17399  2692786 SH       DEFINED 01 05               0  2692786        0
3 COM CORP                     COM              885535104      109    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104     1976   345632 SH       DEFINED 01             345632        0        0
3 COM CORP                     COM              885535104    11643  2036135 SH       DEFINED 01 02               0  2036135        0
3 COM CORP                     COM              885535104       30     5200 SH       DEFINED 01 03               0     5200        0
3D SYSTEMS CORPORATION         COM              88554D205       77     7500 SH       DEFINED 01               7500        0        0
THREE-FIVE SYS IN              COM              88554L108      794    65100 SH       DEFINED 01              65100        0        0
TIBCO SOFTWARE INC             COM              88632Q103       88    10410 SH       DEFINED 01              10410        0        0
Ticketmaster Online-Citysearch COM              88633P203    10340  1140987 SH       DEFINED 1                   0  1140987        0
TIDEWATER INC                  COM              886423102    22664   501412 SH       DEFINED 01             501412        0        0
TIDEWATER INC                  COM              886423102    56794  1256495 SH       DEFINED 01 02               0  1256495        0
TIDEWATER INC                  COM              886423102     3118    69000 SH       DEFINED 01 03               0    69000        0
TIFFANY & CO-NEW               COM              886547108     1199    44000 SH       DEFINED 01                  0    44000        0
TIFFANY & CO-NEW               COM              886547108     6282   230535 SH       DEFINED 01             230535        0        0
TIFFANY & CO-NEW               COM              886547108      396    14521 SH       DEFINED 01 02               0    14521        0
TIFFANY & CO-NEW               COM              886547108     1614    59221 SH       DEFINED 01 03               0    59221        0
TIFFANY & CO-NEW               COM              886547108       13      480 SH       DEFINED 01 05               0      480        0
TIMBERLAND CO  -CL A           COM              887100105     9063   178399 SH       DEFINED 01             178399        0        0
TIMBERLAND CO  -CL A           COM              887100105        4       70 SH       DEFINED 01 02               0       70        0
TIMBERLAND CO  -CL A           COM              887100105       97     1900 SH       DEFINED 01 05               0     1900        0
TIME WARNER TELECOM            COM              887319101    23573   648087 SH       DEFINED 01             648087        0        0
TIME WARNER TELECOM            COM              887319101      847    23305 SH       DEFINED 01 02               0    23305        0
TIME WARNER TELECOM            COM              887319101     1153    31700 SH       DEFINED 01 03               0    31700        0
TIME WARNER TELECOM            COM              887319101    16289   447800 SH       DEFINED 01 05               0   447800        0
TIMKEN CO.                     COM              887389104       12      779 SH       DEFINED 01                779        0        0
TIMKEN CO.                     COM              887389104        3      220 SH       DEFINED 01 02               0      220        0
TIMKEN CO.                     COM              887389104      183    11702 SH       DEFINED 01 03               0    11702        0
TIMKEN CO.                     COM              887389104        3      197 SH       DEFINED 01 05               0      197        0
TITAN CORPORATION              COM              888266103      192    10650 SH       DEFINED 01              10650        0        0
TITAN INTL INC                 COM              88830M102      222    62653 SH       DEFINED 01              62653        0        0
TITAN PHARMACEUTICAL           COM              888314101        3      123 SH       DEFINED 01                123        0        0
TOKYO ELECTRON ORD   JP;8035/Y COM              888696994    27618   418000 SH       DEFINED 01             418000        0        0
TOKYO ELECTRON ORD   JP;8035/Y COM              888696994     1341    20300 SH       DEFINED 01 03               0    20300        0
TIVO INC                       COM              888706108        0       68 SH       DEFINED 01                 68        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     7523   195439 SH       DEFINED 01             195439        0        0
TOLL BROTHERS        TOLL BROT COM              889478103      131     3400 SH       DEFINED 01 05               0     3400        0
TOLLGRADE COMMUNICAT           COM              889542106     1925    74745 SH       DEFINED 01              74745        0        0
TOLLGRADE COMMUNICAT           COM              889542106        3      110 SH       DEFINED 01 02               0      110        0
TOLLGRADE COMMUNICAT           COM              889542106       70     2700 SH       DEFINED 01 05               0     2700        0
TOO INC                        COM              890333107        1       60 SH       DEFINED 01                 60        0        0
TANJONG                        COM              890400997     2947  1821000 SH       DEFINED 01            1821000        0        0
TANJONG                        COM              890400997       74    46000 SH       DEFINED 01 05               0    46000        0
TOOTSIE ROLL INDS              COM              890516107       54     1182 SH       DEFINED 01               1182        0        0
TOPPS INC                      COM              890786106     3632   358700 SH       DEFINED 01             358700        0        0
TOPPS INC                      COM              890786106        4      370 SH       DEFINED 01 02               0      370        0
TOPPS INC                      COM              890786106      102    10100 SH       DEFINED 01 05               0    10100        0
TORCHMARK CORP                 COM              891027104    23942   616607 SH       DEFINED 01             616607        0        0
TORCHMARK CORP                 COM              891027104     1194    30740 SH       DEFINED 01 03               0    30740        0
TORCHMARK CORP                 COM              891027104      479    12331 SH       DEFINED 01 05               0    12331        0
TORO CO                        COM              891092108     1753    38114 SH       DEFINED 01              38114        0        0
TORO CO                        COM              891092108        6      140 SH       DEFINED 01 02               0      140        0
TOSCO CORP                     COM              891490302    16332   381921 SH       DEFINED 01             381921        0        0
TOSCO CORP                     COM              891490302     2301    53802 SH       DEFINED 01 03               0    53802        0
TOSCO CORP                     COM              891490302       20      476 SH       DEFINED 01 05               0      476        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    19187   141398 SH       DEFINED 01             141398        0        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    14649   107956 SH       DEFINED 01 03               0   107956        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996    24886   183395 SH       DEFINED 01 05               0   183395        0
TOWER AUTO                     COM              891707101     9442   880000 SH       DEFINED 01                  0   880000        0
TOWER AUTO                     COM              891707101     1459   135983 SH       DEFINED 01             135983        0        0
TOWER AUTO                     COM              891707101    20995  1956700 SH       DEFINED 01 05               0  1956700        0
TOTAL SYS SVCS INC             COM              891906109       11      427 SH       DEFINED 01                427        0        0
TOYOTA MOTOR ORD     JP;7203   COM              892331992     2048    59000 SH       DEFINED 01 03               0    59000        0
TOYS R US                      COM              892335100     1119    44573 SH       DEFINED 01              44573        0        0
TOYS R US                      COM              892335100     1224    48780 SH       DEFINED 01 03               0    48780        0
TOYS R US                      COM              892335100       16      649 SH       DEFINED 01 05               0      649        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEM             COM              893416107        7      899 SH       DEFINED 01                899        0        0
TRANSATLANTIC HLDS             COM              893521104        6       54 SH       DEFINED 01                 54        0        0
TRANSKARYOTIC THERAP           COM              893735100      133     7544 SH       DEFINED 01               7544        0        0
TRANSMETA CORP                 COM              89376R109        4      221 SH       DEFINED 01                221        0        0
TRANSTEXAS GAS CL A            COM              893895201       17     1233 SH       DEFINED 01 02               0     1233        0
TRANSWITCH CORP                COM              894065101      485    36977 SH       DEFINED 01              36977        0        0
TREDEGAR                       COM              894650100     2025   115018 SH       DEFINED 01             115018        0        0
TRIAD HOSPITAL INC             COM              89579K109     3721   131726 SH       DEFINED 01             131726        0        0
TRIAD HOSPITAL INC             COM              89579K109        6      220 SH       DEFINED 01 02               0      220        0
TRIAD HOSPITAL INC             COM              89579K109      144     5100 SH       DEFINED 01 05               0     5100        0
TRIANGLE PHARMACEUTI           COM              89589H104        1      121 SH       DEFINED 01                121        0        0
TRIAD GUARANTY INC             COM              895925105        5      160 SH       DEFINED 01 02               0      160        0
TRIARC COS INC CL A            COM              895927101     1660    67457 SH       DEFINED 01              67457        0        0
TRICON GLOBAL REST             COM              895953107       74     1941 SH       DEFINED 01               1941        0        0
TRICON GLOBAL REST             COM              895953107       92     2400 SH       DEFINED 01 02               0     2400        0
TRICON GLOBAL REST             COM              895953107     1343    35169 SH       DEFINED 01 03               0    35169        0
TRICON GLOBAL REST             COM              895953107       18      481 SH       DEFINED 01 05               0      481        0
TRIBUNE CO                     COM              896047107      161     3956 SH       DEFINED 01               3956        0        0
TRIBUNE CO                     COM              896047107     3055    74985 SH       DEFINED 01 03               0    74985        0
TRIBUNE CO                     COM              896047107       41      995 SH       DEFINED 01 05               0      995        0
TRIGON HEALTHCARE              COM              89618L100      719    13952 SH       DEFINED 01              13952        0        0
TRIMBLE NAVIGATION L           COM              896239100     1349    71210 SH       DEFINED 01              71210        0        0
TRIMERIS INC                   COM              896263100       83     2777 SH       DEFINED 01               2777        0        0
TRINITY INDUSTRIES             COM              896522109       17      902 SH       DEFINED 01                902        0        0
TRI QUINT                      COM              89674K103      481    32496 SH       DEFINED 01              32496        0        0
TRITON PCS HLDS CL A           COM              89677M106        4      135 SH       DEFINED 01                135        0        0
TRUE NORTH COMMUNICATIONS      COM              897844106       52     1377 SH       DEFINED 01               1377        0        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     2390   185650 SH       DEFINED 01             185650        0        0
TRUSTMARK CORP                 COM              898402102        8      368 SH       DEFINED 01                368        0        0
TRUSTMARK CORP                 COM              898402102        4      200 SH       DEFINED 01 02               0      200        0
TUCKER ANTHONY SUTRO           COM              898647102     1371    72341 SH       DEFINED 01              72341        0        0
TUESDAY MORNING COR            COM              899035505       97     9888 SH       DEFINED 01               9888        0        0
TULARIK INC                    COM              899165104        6      322 SH       DEFINED 01                322        0        0
TUMBLEWEED COMMUNICA           COM              899690101        0       63 SH       DEFINED 01                 63        0        0
Tumbleweed Communications      COM              899690101       61    31734 SH       DEFINED 1                   0    31734        0
Tumbleweed Communications Inc. COM              899690101       61    31734 SH       DEFINED 1                   0    31734        0
TUPPERWARE CORP                COM              899896104       60     2526 SH       DEFINED 01               2526        0        0
TUPPERWARE CORP                COM              899896104      293    12292 SH       DEFINED 01 03               0    12292        0
TUPPERWARE CORP                COM              899896104        5      189 SH       DEFINED 01 05               0      189        0
TURNSTONE SYSTEMS              COM              900423104        0       10 SH       DEFINED 01                 10        0        0
TUT SYSTEMS INC                COM              901103101        0       65 SH       DEFINED 01                 65        0        0
21ST CENTURY INSURANCE GROUP   COM              90130N103        6      386 SH       DEFINED 01                386        0        0
24-7 MEDIA INC                 COM              901314104        0       49 SH       DEFINED 01                 49        0        0
24/7 media                     COM              901314104      450  1310642 SH       DEFINED 1                   0  1310642        0
TYCO INTERNATIONAL             COM              902124106    17811   412030 SH       DEFINED 01                  0   412030        0
TYCO INTERNATIONAL             COM              902124106   673940 15589627 SH       DEFINED 01           15589627        0        0
TYCO INTERNATIONAL             COM              902124106   180974  4186202 SH       DEFINED 01 02               0  4186202        0
TYCO INTERNATIONAL             COM              902124106    23102   534366 SH       DEFINED 01 03               0   534366        0
TYCO INTERNATIONAL             COM              902124106   352675  8158102 SH       DEFINED 01 05               0  8158102        0
TYCO INTERNATIONAL             COM              902124106     8082   186950 SH       DEFINED 11 12               0   186950        0
TYCO INTERNATIONAL             COM              902124106    81506  1885400 SH       DEFINED 11 12 13            0  1885400        0
TYSON FOODS INC  -CL           COM              902494103       73     5375 SH       DEFINED 01               5375        0        0
UAL CORP                       COM              902549500        8      250 SH       DEFINED 01                250        0        0
UCAR INTERNATIONAL             COM              90262K109       13     1113 SH       DEFINED 01               1113        0        0
UCBH HOLDINGS INC              COM              90262T308     3597    73875 SH       DEFINED 01              73875        0        0
UCBH HOLDINGS INC              COM              90262T308        5      100 SH       DEFINED 01 02               0      100        0
UCBH HOLDINGS INC              COM              90262T308      127     2600 SH       DEFINED 01 05               0     2600        0
UGI CORP                       COM              902681105     4598   187767 SH       DEFINED 01             187767        0        0
UGI CORP                       COM              902681105        5      200 SH       DEFINED 01 02               0      200        0
UGI CORP                       COM              902681105      115     4700 SH       DEFINED 01 05               0     4700        0
UICI                           COM              902737105        1       86 SH       DEFINED 01                 86        0        0
UIL HOLDING CORPORATION        COM              902748102     3807    80142 SH       DEFINED 01              80142        0        0
UIL HOLDING CORPORATION        COM              902748102      113     2376 SH       DEFINED 01 05               0     2376        0
UMB FINL CORP                  COM              902788108        2       53 SH       DEFINED 01                 53        0        0
USX MARATHON GROUP             COM              902905827      111     4101 SH       DEFINED 01               4101        0        0
USX MARATHON GROUP             COM              902905827      121     4500 SH       DEFINED 01 02               0     4500        0
USX MARATHON GROUP             COM              902905827     2028    75232 SH       DEFINED 01 03               0    75232        0
USX MARATHON GROUP             COM              902905827       28     1022 SH       DEFINED 01 05               0     1022        0
UST INC                        COM              902911106    21675   721278 SH       DEFINED 01             721278        0        0
UST INC                        COM              902911106    19267   641200 SH       DEFINED 01 02               0   641200        0
UST INC                        COM              902911106     2521    83920 SH       DEFINED 01 03               0    83920        0
UST INC                        COM              902911106      443    14736 SH       DEFINED 01 05               0    14736        0
US BANCORP                     COM              902973304     3898   168000 SH       DEFINED 01                  0   168000        0
US BANCORP                     COM              902973304   158788  6844324 SH       DEFINED 01            6844324        0        0
US BANCORP                     COM              902973304    20847   898523 SH       DEFINED 01 02               0   898523        0
US BANCORP                     COM              902973304    13701   590550 SH       DEFINED 01 03               0   590550        0
US BANCORP                     COM              902973304   113152  4877265 SH       DEFINED 01 05               0  4877265        0
USA NETWORKS INC               COM              902984103     2513   105000 SH       DEFINED 01                  0   105000        0
USA NETWORKS INC               COM              902984103   101076  4222476 SH       DEFINED 01            4222476        0        0
USA NETWORKS INC               COM              902984103    88113  3680999 SH       DEFINED 01 05               0  3680999        0
URS CORP                       COM              903236107      964    50736 SH       DEFINED 01              50736        0        0
USG CORP                       COM              903293405       17     1084 SH       DEFINED 01               1084        0        0
USEC INC                       COM              90333E108        2      212 SH       DEFINED 01                212        0        0
USINOR                         COM              903368207     3527   287063 SH       DEFINED 01             287063        0        0
USX-US STEEL GROUP             COM              90337T101       16     1121 SH       DEFINED 01               1121        0        0
USX-US STEEL GROUP             COM              90337T101      259    17641 SH       DEFINED 01 03               0    17641        0
USX-US STEEL GROUP             COM              90337T101        4      292 SH       DEFINED 01 05               0      292        0
UTI ENERGY CORP                COM              903387108     3438   113646 SH       DEFINED 01             113646        0        0
UTI ENERGY CORP                COM              903387108        4      130 SH       DEFINED 01 02               0      130        0
UTI ENERGY CORP                COM              903387108      133     4400 SH       DEFINED 01 05               0     4400        0
US UNWIRED CLASS A             COM              90338R104       84    12500 SH       DEFINED 01              12500        0        0
US ONCOLOGY INC                COM              90338W103     2258   277902 SH       DEFINED 01             277902        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      653    21940 SH       DEFINED 01              21940        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      146     4900 SH       DEFINED 01 05               0     4900        0
UBIQUITEL INC                  COM              903474302      109    19000 SH       DEFINED 01              19000        0        0
ULTICOM INC                    COM              903844108        2      135 SH       DEFINED 01                135        0        0
ULTIMATE ELECTRONICS           COM              903849107      825    32990 SH       DEFINED 01              32990        0        0
USA EDUCATION INC              COM              90390U102   203576  2802148 SH       DEFINED 01            2802148        0        0
USA EDUCATION INC              COM              90390U102    29796   410106 SH       DEFINED 01 02               0   410106        0
USA EDUCATION INC              COM              90390U102     3150    43364 SH       DEFINED 01 03               0    43364        0
USA EDUCATION INC              COM              90390U102    35158   483940 SH       DEFINED 01 05               0   483940        0
ULTRAMAR DIAMOND SHA           COM              904000106       76     2101 SH       DEFINED 01               2101        0        0
ULTRATECH STEPPER              COM              904034105     1581    64215 SH       DEFINED 01              64215        0        0
UNIFI, INC.                    COM              904677101       10     1391 SH       DEFINED 01               1391        0        0
UNIFIED ENERGY ADR             COM              904688108     3193   319292 SH       DEFINED 01             319292        0        0
UNIFIED ENERGY ADR             COM              904688108       63     6331 SH       DEFINED 01 05               0     6331        0
UNILEVER NV NEW                COM              904784709      334     6336 SH       DEFINED 01               6336        0        0
UNILEVER NV NEW                COM              904784709     7489   142272 SH       DEFINED 01 03               0   142272        0
UNILEVER NV NEW                COM              904784709       99     1882 SH       DEFINED 01 05               0     1882        0
UNION PACIFIC CORP             COM              907818108      184     3272 SH       DEFINED 01               3272        0        0
UNION PACIFIC CORP             COM              907818108     3429    60965 SH       DEFINED 01 03               0    60965        0
UNION PACIFIC CORP             COM              907818108       46      816 SH       DEFINED 01 05               0      816        0
VIEW  PACIFIC CORP CONVERTABLE PRF              907824205    26509   541000 SH       DEFINED 01             541000        0        0
UNION PAC CAP TR PFD 6.25 CVT  PRF              907824403    13254   270500 SH       DEFINED 01             270500        0        0
UNION PLANTERS CORP            COM              908068109       71     1847 SH       DEFINED 01               1847        0        0
UNION PLANTERS CORP            COM              908068109     1289    33483 SH       DEFINED 01 03               0    33483        0
UNION PLANTERS CORP            COM              908068109       18      458 SH       DEFINED 01 05               0      458        0
UNIONBANCAL CORP               COM              908906100      465    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       10      354 SH       DEFINED 01                354        0        0
UNISOURCE ENERGY CRP           COM              909205106     2056    97884 SH       DEFINED 01              97884        0        0
UNISOURCE ENERGY CRP           COM              909205106        5      220 SH       DEFINED 01 02               0      220        0
UNISYS CORP                    COM              909214108      350    25000 SH       DEFINED 01                  0    25000        0
UNISYS CORP                    COM              909214108    26772  1912276 SH       DEFINED 01            1912276        0        0
UNISYS CORP                    COM              909214108       91     6500 SH       DEFINED 01 02               0     6500        0
UNISYS CORP                    COM              909214108     2809   200660 SH       DEFINED 01 03               0   200660        0
UNISYS CORP                    COM              909214108      491    35130 SH       DEFINED 01 05               0    35130        0
UNIT CORP                      COM              909218109       43     2600 SH       DEFINED 01               2600        0        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
UNITED BANCSHARES              COM              909907107     2793   126241 SH       DEFINED 01             126241        0        0
UTD DOMINION IND LTD           COM              909914103        2       94 SH       DEFINED 01                 94        0        0
UNITED DOMINION REAL           COM              910197102     1901   149653 SH       DEFINED 01             149653        0        0
UNITED DOMINION REAL           COM              910197102      114     9000 SH       DEFINED 01 05               0     9000        0
UNITED MICROELECTRONICS ADR    COM              910873207      152    16200 SH       DEFINED 01 05               0    16200        0
UNITED MICROELECTRONICS  TW230 COM              910875996     4846  3003000 SH       DEFINED 01            3003000        0        0
UNITED NATURAL FOOD            COM              911163103      894    63605 SH       DEFINED 01              63605        0        0
UNITED PARCEL SERVIC           COM              911312106       13      230 SH       DEFINED 01                230        0        0
UNITED RENTALS INC             COM              911363109       30     1813 SH       DEFINED 01               1813        0        0
US CELLULAR CORP               COM              911684108       12      187 SH       DEFINED 01                187        0        0
US AIR GROUP INC.              COM              911905107       30      867 SH       DEFINED 01                867        0        0
US AIR GROUP INC.              COM              911905107      591    16678 SH       DEFINED 01 03               0    16678        0
US AIR GROUP INC.              COM              911905107        8      220 SH       DEFINED 01 05               0      220        0
US INDUSTRIES INC              COM              912080108        1      140 SH       DEFINED 01                140        0        0
UNITED STATIONERS              COM              913004107     2509   103485 SH       DEFINED 01             103485        0        0
UNITED TECHNOLOGIES            COM              913017109     8234   112336 SH       DEFINED 01                  0   112336        0
UNITED TECHNOLOGIES            COM              913017109   152930  2086351 SH       DEFINED 01            2086351        0        0
UNITED TECHNOLOGIES            COM              913017109    17854   243538 SH       DEFINED 01 02               0   243538        0
UNITED TECHNOLOGIES            COM              913017109    10263   140011 SH       DEFINED 01 03               0   140011        0
UNITED TECHNOLOGIES            COM              913017109    32893   448749 SH       DEFINED 01 05               0   448749        0
UNITED TELEVISION IN           COM              913066106        6       56 SH       DEFINED 01                 56        0        0
UNITED THERAPEUTICS            COM              91307C102        1       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        6      489 SH       DEFINED 01                489        0        0
UNITEDHEALTH GROUP INC         COM              91324P102     2680    45222 SH       DEFINED 01              45222        0        0
UNITEDHEALTH GROUP INC         COM              91324P102     4697    79261 SH       DEFINED 01 03               0    79261        0
UNITEDHEALTH GROUP INC         COM              91324P102       62     1050 SH       DEFINED 01 05               0     1050        0
UNITRIN INC                    COM              913275103       60     1639 SH       DEFINED 01               1639        0        0
UNIVERSAL CORP                 COM              913456109       30      755 SH       DEFINED 01                755        0        0
UNIVERSAL CORP                 COM              913456109        7      190 SH       DEFINED 01 02               0      190        0
UNIVERSAL FST PRO              COM              913543104      913    60392 SH       DEFINED 01              60392        0        0
UNIVERSAL HLTH CR-B            COM              913903100    22175   251145 SH       DEFINED 01             251145        0        0
UNIVERSAL HLTH CR-B            COM              913903100       22      250 SH       DEFINED 01 02               0      250        0
UNIVERSAL HLTH CR-B            COM              913903100     7527    85238 SH       DEFINED 01 05               0    85238        0
UNIVISION                      COM              914906102   109138  2860024 SH       DEFINED 01            2860024        0        0
UNIVISION                      COM              914906102    81792  2143343 SH       DEFINED 01 02               0  2143343        0
UNIVISION                      COM              914906102     8599   225342 SH       DEFINED 01 03               0   225342        0
UNIVISION                      COM              914906102    77684  2035729 SH       DEFINED 01 05               0  2035729        0
UNOCAL CORP                    COM              915289102      111     3207 SH       DEFINED 01               3207        0        0
UNOCAL CORP                    COM              915289102     2024    58543 SH       DEFINED 01 03               0    58543        0
UNOCAL CORP                    COM              915289102       28      800 SH       DEFINED 01 05               0      800        0
UNOVA INC                      COM              91529B106        0      157 SH       DEFINED 01                157        0        0
UNUMPROVIDENT CORP             COM              91529Y106       93     3179 SH       DEFINED 01               3179        0        0
UNUMPROVIDENT CORP             COM              91529Y106     1718    58800 SH       DEFINED 01 03               0    58800        0
UNUMPROVIDENT CORP             COM              91529Y106       23      792 SH       DEFINED 01 05               0      792        0
USFREIGHTWAYS                  COM              916906100     2462    78145 SH       DEFINED 01              78145        0        0
URBAN OUTFITTERS, INC.         COM              917047102      171    16000 SH       DEFINED 01              16000        0        0
UROLOGIX INC                   COM              917273104      103     4800 SH       DEFINED 01               4800        0        0
US INTERNETWORKING             COM              917311805        0      420 SH       DEFINED 01                420        0        0
UTILICORP UNITED INC           COM              918005109    19503   602686 SH       DEFINED 01             602686        0        0
UTSTARCOM INC                  COM              918076100      155     9330 SH       DEFINED 01               9330        0        0
VA LINUX SYSTEMS INC           COM              91819B105        1      179 SH       DEFINED 01                179        0        0
V. F. CORP                     COM              918204108       50     1447 SH       DEFINED 01               1447        0        0
V. F. CORP                     COM              918204108      949    27118 SH       DEFINED 01 03               0    27118        0
V. F. CORP                     COM              918204108       13      374 SH       DEFINED 01 05               0      374        0
VALERO CVT PF                  PRF              91821D107     3838   129600 SH       DEFINED 01             129600        0        0
VALERO CVT PF                  PRF              91821D107     2085    70400 SH       DEFINED 01 05               0    70400        0
VAIL RESORTS INC               COM              91879Q109        2       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATI           COM              918866104       43     1472 SH       DEFINED 01               1472        0        0
VALHI INC NEW                  COM              918905100        3      311 SH       DEFINED 01                311        0        0
VALENCE TECH                   COM              918914102     3736   819028 SH       DEFINED 01             819028        0        0
VALENCE TECH                   COM              918914102        3      630 SH       DEFINED 01 02               0      630        0
VALENCE TECH                   COM              918914102       56    12200 SH       DEFINED 01 05               0    12200        0
VALERO ENERGY CORP             COM              91913Y100     2342    65982 SH       DEFINED 01              65982        0        0
VALERO ENERGY CORP             COM              91913Y100    21403   602900 SH       DEFINED 01 05               0   602900        0
VALLEY NATL BANCORP            COM              919794107        8      307 SH       DEFINED 01                307        0        0
VALMONT INDUSTRIES             COM              920253101     1190    70245 SH       DEFINED 01              70245        0        0
VALSPAR CORP                   COM              920355104       32     1102 SH       DEFINED 01               1102        0        0
VALUE CITY DEPT STOR           COM              920387107        1      129 SH       DEFINED 01                129        0        0
VALUEVISION INTL INC           COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
VANGUARD TOTAL INTL            COM              921909602      293    28490 SH       DEFINED 01 02               0    28490        0
VCOMMERCE CORP PFD             PRF              922100XX5     3888   834335 SH       DEFINED 01             834335        0        0
VCOMMERCE CORP PFD             PRF              922100XX5     6112  1311588 SH       DEFINED 01 05               0  1311588        0
VARCO INTERNATIONAL INC        COM              922122106     2317   112239 SH       DEFINED 01             112239        0        0
VARCO INTERNATIONAL INC        COM              922122106      142     6900 SH       DEFINED 01 05               0     6900        0
VARIAN INC                     COM              922206107     3193   124915 SH       DEFINED 01             124915        0        0
VARIAN INC                     COM              922206107        4      150 SH       DEFINED 01 02               0      150        0
VARIAN INC                     COM              922206107      112     4400 SH       DEFINED 01 05               0     4400        0
VARIAN SEMICONDUCTOR           COM              922207105     6607   206842 SH       DEFINED 01             206842        0        0
VARIAN SEMICONDUCTOR           COM              922207105        5      170 SH       DEFINED 01 02               0      170        0
VARIAN SEMICONDUCTOR           COM              922207105      144     4500 SH       DEFINED 01 05               0     4500        0
VARIAN MEDICAL SYST.           COM              92220P105     9583   157598 SH       DEFINED 01             157598        0        0
VARIAN MEDICAL SYST.           COM              92220P105        6      100 SH       DEFINED 01 02               0      100        0
VARIAN MEDICAL SYST.           COM              92220P105    11075   182154 SH       DEFINED 01 05               0   182154        0
VAUGHN BASSETT FURN            COM              922272117       48     1587 SH       DEFINED 01 02               0     1587        0
VASTERA INC                    COM              92239N109     1162   150000 SH       DEFINED 01             150000        0        0
VECTREN CORPORATION            COM              92240G101     2934   137113 SH       DEFINED 01             137113        0        0
VECTREN CORPORATION            COM              92240G101        6      290 SH       DEFINED 01 02               0      290        0
VECTREN CORPORATION            COM              92240G101      111     5200 SH       DEFINED 01 05               0     5200        0
VECTOR GROUP LTD               COM              92240M108        3      130 SH       DEFINED 01                130        0        0
VEECO                          COM              922417100     3510    84461 SH       DEFINED 01              84461        0        0
VEECO                          COM              922417100        5      120 SH       DEFINED 01 02               0      120        0
VEECO                          COM              922417100      137     3300 SH       DEFINED 01 05               0     3300        0
VENTIV HEALTH INC              COM              922793104       92     6000 SH       DEFINED 01                  0     6000        0
VENTIV HEALTH INC              COM              922793104       46     3000 SH       DEFINED 01               3000        0        0
VENTRO CORPORATION             COM              922815105        0       54 SH       DEFINED 01                 54        0        0
VANGUARD S/C GROWTH            COM              922908827      218    23214 SH       DEFINED 01 02               0    23214        0
VENATOR GROUP INC              COM              922944103     2948   213567 SH       DEFINED 01             213567        0        0
VENATOR GROUP INC              COM              922944103        7      500 SH       DEFINED 01 02               0      500        0
VENATOR GROUP INC              COM              922944103      175    12700 SH       DEFINED 01 05               0    12700        0
VERITAS SOFTWARE               COM              923436109   118989  2573256 SH       DEFINED 01            2573256        0        0
VERITAS SOFTWARE               COM              923436109       23      498 SH       DEFINED 01 02               0      498        0
VERITAS SOFTWARE               COM              923436109     4660   100789 SH       DEFINED 01 03               0   100789        0
VERITAS SOFTWARE               COM              923436109    25626   554185 SH       DEFINED 01 05               0   554185        0
VERITY SOFTWARE                COM              92343C106     4644   204748 SH       DEFINED 01             204748        0        0
VERITY SOFTWARE                COM              92343C106        4      160 SH       DEFINED 01 02               0      160        0
VERITY SOFTWARE                COM              92343C106       95     4200 SH       DEFINED 01 05               0     4200        0
VERISIGN INC                   COM              92343E102    35582  1004066 SH       DEFINED 01            1004066        0        0
VERISIGN INC                   COM              92343E102      966    27271 SH       DEFINED 01 05               0    27271        0
VERITAS DGC                    COM              92343P107     2950    92328 SH       DEFINED 01              92328        0        0
VERIZON COMM                   COM              92343V104     4930   100000 SH       DEFINED 01                  0   100000        0
VERIZON COMM                   COM              92343V104   567564 11512434 SH       DEFINED 01           11512434        0        0
VERIZON COMM                   COM              92343V104    92596  1878100 SH       DEFINED 01 02               0  1878100        0
VERIZON COMM                   COM              92343V104    39572   802651 SH       DEFINED 01 03               0   802651        0
VERIZON COMM                   COM              92343V104    89148  1808254 SH       DEFINED 01 05               0  1808254        0
VERTEX PHARM                   COM              92532F100      603    16465 SH       DEFINED 01              16465        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
VIACOM INC CL B                COM              925524308    10216   232340 SH       DEFINED 01                  0   232340        0
VIACOM INC CL B                COM              925524308   646435 14701748 SH       DEFINED 01           14701748        0        0
VIACOM INC CL B                COM              925524308    32901   748220 SH       DEFINED 01 02               0   748220        0
VIACOM INC CL B                COM              925524308    22361   508551 SH       DEFINED 01 03               0   508551        0
VIACOM INC CL B                COM              925524308   226379  5148484 SH       DEFINED 01 05               0  5148484        0
VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD CORP                      COM              92552R109       54     2237 SH       DEFINED 01               2237        0        0
VIASAT INC                     COM              92552V100     1053    69624 SH       DEFINED 01              69624        0        0
VIALOG CORP RESTRICTED         COM              92552X999     1132   228002 SH       DEFINED 01             228002        0        0
VIALOG CORP RESTRICTED         COM              92552X999      240    48374 SH       DEFINED 01 05               0    48374        0
VIASYSTEMS GRP INC             COM              92553H100        1      377 SH       DEFINED 01                377        0        0
VIASYSTEMS GRP INC             COM              92553H100        1      260 SH       DEFINED 01 02               0      260        0
VIANT CORP                     COM              92553N107        1      217 SH       DEFINED 01                217        0        0
VICINITY CORP                  COM              925653107        0      103 SH       DEFINED 01                103        0        0
VICOR CORP                     COM              925815102     2625   128052 SH       DEFINED 01             128052        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIDESH SANCHAR NI LT           COM              926599994     2823   450697 SH       DEFINED 01             450697        0        0
VIDESH SANCHAR NI LT           COM              926599994       52     8224 SH       DEFINED 01 05               0     8224        0
VIEWPOINT CORPORATION          COM              92672P108      147    32800 SH       DEFINED 01              32800        0        0
VIGNETTE CORP                  COM              926734104        7     1142 SH       DEFINED 01               1142        0        0
VINTAGE PETE INC               COM              927460105     8639   424529 SH       DEFINED 01             424529        0        0
VINTAGE PETE INC               COM              927460105        7      320 SH       DEFINED 01 02               0      320        0
VINTAGE PETE INC               COM              927460105      155     7600 SH       DEFINED 01 05               0     7600        0
VIRAGE LOGIC CORP              COM              92763R104       60     5000 SH       DEFINED 01               5000        0        0
VIRATA CORP                    COM              927646109        1       68 SH       DEFINED 01                 68        0        0
VIROPHARMA INC                 COM              928241108        1       41 SH       DEFINED 01                 41        0        0
VISHAY INTRTECHNOLOG           COM              928298108     1101    55316 SH       DEFINED 01              55316        0        0
VISTEON CORP                   COM              92839U107    12209   811809 SH       DEFINED 01             811809        0        0
VISTEON CORP                   COM              92839U107        2      128 SH       DEFINED 01 02               0      128        0
VISTEON CORP                   COM              92839U107      399    26499 SH       DEFINED 01 03               0    26499        0
VISTEON CORP                   COM              92839U107      265    17630 SH       DEFINED 01 05               0    17630        0
VISUAL NETWORKS INC            COM              928444108      334    93928 SH       DEFINED 01              93928        0        0
VISX INC/DEL                   COM              92844S105       28     1622 SH       DEFINED 01               1622        0        0
VITAL SIGNS INC                COM              928469105     1404    43719 SH       DEFINED 01              43719        0        0
VITESSE CORP                   COM              928497106      560    23532 SH       DEFINED 01              23532        0        0
VITESSE CORP                   COM              928497106      795    33400 SH       DEFINED 01 02               0    33400        0
VITESSE CORP                   COM              928497106     1115    46841 SH       DEFINED 01 03               0    46841        0
VITESSE CORP                   COM              928497106       15      625 SH       DEFINED 01 05               0      625        0
VITRIA TECHNOLOGY              COM              92849Q104        3      701 SH       DEFINED 01                701        0        0
VIVENDI UNIVERSAL              COM              928516996    44700   734437 SH       DEFINED 01             734437        0        0
VIVENDI UNIVERSAL              COM              928516996     7301   119947 SH       DEFINED 01 03               0   119947        0
VIVENDI UNIVERSAL              COM              928516996    40680   668375 SH       DEFINED 01 05               0   668375        0
VNU-VER NED VITGEV VER BEZIT   COM              928563998    14395   389097 SH       DEFINED 01             389097        0        0
VNU-VER NED VITGEV VER BEZIT   COM              928563998     5811   157078 SH       DEFINED 01 03               0   157078        0
VNU-VER NED VITGEV VER BEZIT   COM              928563998    18880   510348 SH       DEFINED 01 05               0   510348        0
VODAFONE GROUP PLC   ORD GB;VO COM              92857TXX0    78328 28546383 SH       DEFINED 01           28546383        0        0
VODAFONE GROUP PLC   ORD GB;VO COM              92857TXX0    13908  5068718 SH       DEFINED 01 03               0  5068718        0
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VODAFONE GROUP PLC             COM              92857W100     3753   138250 SH       DEFINED 01                  0   138250        0
VODAFONE GROUP PLC             COM              92857W100    19005   700000 SH       DEFINED 01 05               0   700000        0
VOICESTREAM WIRELESS           COM              928615103      536     5797 SH       DEFINED 01               5797        0        0
VOLT INFO SCIENCES             COM              928703107      827    45987 SH       DEFINED 01              45987        0        0
VOYAGEUR MN MUNI               COM              928922103       37     2600 SH       DEFINED 01 02               0     2600        0
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VORNADO                        COM              929042109      917    25600 SH       DEFINED 01 03               0    25600        0
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VULCAN MATERIALS               COM              929160109     5167   110332 SH       DEFINED 01 05               0   110332        0
WD-40 CO                       COM              929236107      932    46584 SH       DEFINED 01              46584        0        0
WFS FINANCIAL INC              COM              92923B106        2       98 SH       DEFINED 01                 98        0        0
WFS FINANCIAL INC              COM              92923B106     6609   375000 SH       DEFINED 01 05               0   375000        0
WGL HOLDINGS INC               COM              92924F106       37     1348 SH       DEFINED 01               1348        0        0
WGL HOLDINGS INC               COM              92924F106        3      120 SH       DEFINED 01 02               0      120        0
W HOLDING COMPANY INC          COM              929251106        2      142 SH       DEFINED 01                142        0        0
WJ COMMUNICATIONS              COM              929284107        1      202 SH       DEFINED 01                202        0        0
WMS INDUSTRIES INC             COM              929297109     1716    95350 SH       DEFINED 01              95350        0        0
W.P. CAREY & CO LLC            COM              92930Y107        2      118 SH       DEFINED 01                118        0        0
WPP                            COM              929310993    48607  4576946 SH       DEFINED 01            4576946        0        0
WPP                            COM              929310993     6439   606280 SH       DEFINED 01 03               0   606280        0
WPP                            COM              929310993    22767  2143850 SH       DEFINED 01 05               0  2143850        0
WRC MEDIA INC 144A             COM              92931A108       14    13543 SH       DEFINED 01              13543        0        0
WRC MEDIA INC 144A             COM              92931A108       14    12988 SH       DEFINED 01 02               0    12988        0
WRC MEDIA INC 144A             COM              92931A108        3     2692 SH       DEFINED 01 05               0     2692        0
WPS RESOURES CORP              COM              92931B106        2       71 SH       DEFINED 01                 71        0        0
WABASH NATL                    COM              929566107      711    69411 SH       DEFINED 01              69411        0        0
WESTINGHOUSE AIR BRA           COM              929740108        2      121 SH       DEFINED 01                121        0        0
WACHOVIA CORP                  COM              929771103      168     2780 SH       DEFINED 01               2780        0        0
WACHOVIA CORP                  COM              929771103     3214    53347 SH       DEFINED 01 03               0    53347        0
WACHOVIA CORP                  COM              929771103       42      690 SH       DEFINED 01 05               0      690        0
WADDELL & REED FIN             COM              930059100      198     6978 SH       DEFINED 01               6978        0        0
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WAL MART STORES                COM              931142103   737075 14595545 SH       DEFINED 01           14595545        0        0
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WAL MART STORES                COM              931142103   252672  5003390 SH       DEFINED 01 05               0  5003390        0
WAL-MART STORES INC            COM              931142103    40378   799562 SH       DEFINED 11 12 13            0   799562        0
WAL-MART STORES INC.           COM              931142103     6862   135883 SH       DEFINED 11 12               0   135883        0
WALGREEN CO.                   COM              931422109   140334  3439574 SH       DEFINED 01            3439574        0        0
WALGREEN CO.                   COM              931422109      573    14029 SH       DEFINED 01 02               0    14029        0
WALGREEN CO.                   COM              931422109    12030   294858 SH       DEFINED 01 03               0   294858        0
WALGREEN CO.                   COM              931422109    17961   440235 SH       DEFINED 01 05               0   440235        0
WALLACE COMPUTER SVC           COM              932270101       15      919 SH       DEFINED 01                919        0        0
WALTER INDUSTRIES              COM              93317Q105        1      153 SH       DEFINED 01                153        0        0
WARNACO                        COM              934390105        0      121 SH       DEFINED 01                121        0        0
WASHINGTON FED INC             COM              938824109     4277   174133 SH       DEFINED 01             174133        0        0
WASHINGTON GROUP INTL INC      COM              938862109        0      198 SH       DEFINED 01                198        0        0
WASHINGTON MUT INC             COM              939322103     5913   108000 SH       DEFINED 01                  0   108000        0
WASHINGTON MUT INC             COM              939322103    96192  1756931 SH       DEFINED 01            1756931        0        0
WASHINGTON MUT INC             COM              939322103    12034   219802 SH       DEFINED 01 03               0   219802        0
WASHINGTON MUT INC             COM              939322103    68684  1254536 SH       DEFINED 01 05               0  1254536        0
Washington Mut Inc             COM              939322103     6784   123910 SH       DEFINED 1              123910        0        0
WASHINGTON POST CI B           COM              939640108      132      229 SH       DEFINED 01                229        0        0
WASH REAL ESTATE INC           COM              939653101        3      130 SH       DEFINED 01                130        0        0
WASTE CONNECTION               COM              941053100        3      110 SH       DEFINED 01 02               0      110        0
WASTE CONNECTIONS              COM              941053100     3270   113450 SH       DEFINED 01             113450        0        0
WASTE CONNECTIONS              COM              941053100      102     3550 SH       DEFINED 01 05               0     3550        0
WASTE MANAGEMENT INC NEW       COM              94106L109      721    29207 SH       DEFINED 01              29207        0        0
WASTE MANAGEMENT INC NEW       COM              94106L109     3753   151959 SH       DEFINED 01 03               0   151959        0
WASTE MANAGEMENT INC NEW       COM              94106L109       51     2046 SH       DEFINED 01 05               0     2046        0
WATCHGUARD TECH                COM              941105108        0       53 SH       DEFINED 01                 53        0        0
WATER PIK TECH                 COM              94113U100        0       14 SH       DEFINED 01                 14        0        0
WATERS CORPORATION             COM              941848103    51447  1107587 SH       DEFINED 01            1107587        0        0
WATERS CORPORATION             COM              941848103   101182  2178294 SH       DEFINED 01 02               0  2178294        0
WATERS CORPORATION             COM              941848103     3548    76400 SH       DEFINED 01 03               0    76400        0
WATERS CORPORATION             COM              941848103    40253   866600 SH       DEFINED 01 05               0   866600        0
WATSCO                         COM              942622200      929    80224 SH       DEFINED 01              80224        0        0
WATSON PHARMACEUTICA           COM              942683103    40385   767763 SH       DEFINED 01             767763        0        0
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WATSON PHARMACEUTICA           COM              942683103      421     8009 SH       DEFINED 01 05               0     8009        0
WATTS INDUSTRIES INC           COM              942749102     1336    79997 SH       DEFINED 01              79997        0        0
WAUSAU MOSINEE PAPER           COM              943315101       17     1333 SH       DEFINED 01               1333        0        0
WAVE SYS CORP                  COM              943526103        1      127 SH       DEFINED 01                127        0        0
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WEATHERFORD INTL               COM              947074100      108     2194 SH       DEFINED 01 02               0     2194        0
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WEBMETHODS INC                 COM              94768C108        2       86 SH       DEFINED 01                 86        0        0
WEBMD CORPORATION              COM              94769M105        4      649 SH       DEFINED 01                649        0        0
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WEBSTER FINANCIAL              COM              947890109      129     4400 SH       DEFINED 01 05               0     4400        0
WEBTRENDS CORP                 COM              94844D104        1      122 SH       DEFINED 01                122        0        0
WEBVAN GROUP INC               COM              94845V103        0      312 SH       DEFINED 01                312        0        0
WEINGARTEN REALTY IN           COM              948741103        9      209 SH       DEFINED 01                209        0        0
WEIS MARKETS INC               COM              948849104        8      239 SH       DEFINED 01                239        0        0
WELLMAN INC                    COM              949702104     5609   291380 SH       DEFINED 01             291380        0        0
WELLMAN INC                    COM              949702104        5      250 SH       DEFINED 01 02               0      250        0
WELLMAN INC                    COM              949702104      148     7700 SH       DEFINED 01 05               0     7700        0
WELLPOINT                      COM              94973H108     1509    15826 SH       DEFINED 01              15826        0        0
WELLPOINT                      COM              94973H108     1527    16022 SH       DEFINED 01 03               0    16022        0
WELLPOINT                      COM              94973H108       20      206 SH       DEFINED 01 05               0      206        0
WELLS FARGO CO (NEW)           COM              949746101     7767   157000 SH       DEFINED 01                  0   157000        0
WELLS FARGO CO (NEW)           COM              949746101   763624 15436109 SH       DEFINED 01           15436109        0        0
WELLS FARGO CO (NEW)           COM              949746101    93097  1882043 SH       DEFINED 01 02               0  1882043        0
WELLS FARGO CO (NEW)           COM              949746101    25195   509298 SH       DEFINED 01 03               0   509298        0
WELLS FARGO CO (NEW)           COM              949746101   161762  3269917 SH       DEFINED 01 05               0  3269917        0
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WENDYS FINANCING     5.00% CM  PRF              950588202     3041    63090 SH       DEFINED 01 05               0    63090        0
WENDYS INTL INC                COM              950590109      983    44051 SH       DEFINED 01              44051        0        0
WENDYS INTL INC                COM              950590109      593    26547 SH       DEFINED 01 03               0    26547        0
WENDYS INTL INC                COM              950590109        8      374 SH       DEFINED 01 05               0      374        0
WERNER ENTERPRISES             COM              950755108     2501   146095 SH       DEFINED 01             146095        0        0
WESCO FINANCIAL CORP           COM              950817106        6       18 SH       DEFINED 01                 18        0        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH       DEFINED 01                146        0        0
WEST CORP                      COM              952355105        5      218 SH       DEFINED 01                218        0        0
WEST JAPAN RAILWAY             COM              953100997     2275      532 SH       DEFINED 01 03               0      532        0
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WEST AMERICA BANCORP           COM              957090103        4      100 SH       DEFINED 01 02               0      100        0
WESTCORP                       COM              957907108        2      128 SH       DEFINED 01                128        0        0
WESTERN DIGITAL                COM              958102105      143    30000 SH       DEFINED 01                  0    30000        0
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WESTERN GAS RESOURCE           COM              958259103      161     5000 SH       DEFINED 01 05               0     5000        0
WMC LIMITED ORD      AU;WMC    COM              958694101    13840  3529728 SH       DEFINED 01            3529728        0        0
WMC LIMITED ORD      AU;WMC    COM              958694101    22256  5676000 SH       DEFINED 01 05               0  5676000        0
WESTERN RES                    COM              959425109       47     1952 SH       DEFINED 01               1952        0        0
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WESTFIELD AMER INC             COM              959910100        2      145 SH       DEFINED 01                145        0        0
WESTPOINT STEVENS IN           COM              961238102       11     1218 SH       DEFINED 01               1218        0        0
WESTVACO CORP                  COM              961548104      976    40272 SH       DEFINED 01              40272        0        0
WESTVACO CORP                  COM              961548104      570    23514 SH       DEFINED 01 03               0    23514        0
WESTVACO CORP                  COM              961548104        8      331 SH       DEFINED 01 05               0      331        0
WESTWOOD ONE CORP              COM              961815107    20586   894241 SH       DEFINED 01             894241        0        0
WESTWOOD ONE CORP              COM              961815107      139     6024 SH       DEFINED 01 02               0     6024        0
WESTWOOD ONE CORP              COM              961815107    21273   924100 SH       DEFINED 01 05               0   924100        0
WET SEAL INC                   COM              961840105     1071    41787 SH       DEFINED 01              41787        0        0
WEYERHAUESER                   COM              962166104     1974    38871 SH       DEFINED 01              38871        0        0
WEYERHAUESER                   COM              962166104     2846    56043 SH       DEFINED 01 03               0    56043        0
WEYERHAUESER                   COM              962166104       36      714 SH       DEFINED 01 05               0      714        0
WHIRLPOOL CORP                 COM              963320106    43219   864555 SH       DEFINED 01             864555        0        0
WHIRLPOOL CORP                 COM              963320106     1809    36182 SH       DEFINED 01 03               0    36182        0
WHIRLPOOL CORP                 COM              963320106      383     7667 SH       DEFINED 01 05               0     7667        0
WHITNEY HOLDING CORP           COM              966612103     2717    68683 SH       DEFINED 01              68683        0        0
WHITNEY HOLDING CORP           COM              966612103        4      100 SH       DEFINED 01 02               0      100        0
WHOLE FOODS MARKET             COM              966837106    45527  1080769 SH       DEFINED 01            1080769        0        0
WHOLE FOODS MARKET             COM              966837106    92261  2190160 SH       DEFINED 01 02               0  2190160        0
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WILD OATS MARKETS              COM              96808B107        1       75 SH       DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        5      262 SH       DEFINED 01                262        0        0
WILLAMETTE IND INC   WLL       COM              969133107       67     1450 SH       DEFINED 01               1450        0        0
WILLAMETTE IND INC   WLL       COM              969133107     1247    27098 SH       DEFINED 01 03               0    27098        0
WILLAMETTE IND INC   WLL       COM              969133107       17      359 SH       DEFINED 01 05               0      359        0
WILLIAMS COMM GRP              COM              969455104        3      302 SH       DEFINED 01                302        0        0
WILLIAM COMPANIES              COM              969457100   150138  3503786 SH       DEFINED 01            3503786        0        0
WILLIAM COMPANIES              COM              969457100      351     8200 SH       DEFINED 01 02               0     8200        0
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WILLIAMS SONOMA                COM              969904101      394    15000 SH       DEFINED 01                  0    15000        0
WILLIAMS SONOMA                COM              969904101    28918  1101625 SH       DEFINED 01            1101625        0        0
WILLIAMS SONOMA                COM              969904101    63643  2424405 SH       DEFINED 01 02               0  2424405        0
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WILMINGTON TRUST COR           COM              971807102      138     2339 SH       DEFINED 01               2339        0        0
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WILSHIRE FINL SVCS             COM              971867205      395   225934 SH       DEFINED 01 02               0   225934        0
WILSHIRE FINL SVCS             COM              971867205     1988  1136001 SH       DEFINED 01 05               0  1136001        0
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WILSHIRE NY ADVISOR            WT               971993118       68       60 SH       DEFINED 01                  0       60        0
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WIND RIVER                     COM              973149107       47     2022 SH       DEFINED 01               2022        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
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WINN-DIXIE                     COM              974280109      855    30154 SH       DEFINED 01 03               0    30154        0
WINN-DIXIE                     COM              974280109       13      459 SH       DEFINED 01 05               0      459        0
WINNEBAGO IND INC              COM              974637100     1204    68018 SH       DEFINED 01              68018        0        0
WINSTAR                        COM              975515107        1      298 SH       DEFINED 01                298        0        0
WIRELESS FACILITIES            COM              97653A103        0       89 SH       DEFINED 01                 89        0        0
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WISCONSIN ENERGY               COM              976657106       63     2918 SH       DEFINED 01               2918        0        0
WOLVERINE TUBE INC             COM              978093102      460    36396 SH       DEFINED 01              36396        0        0
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WORLD ACCESS INC               COM              98141A101        0      162 SH       DEFINED 01                162        0        0
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WORLDCOM INC                   COM              98157D106     3979   212941 SH       DEFINED 01                  0   212941        0
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WORLDCOM INC                   COM              98157D106     8894   476055 SH       DEFINED 01 02               0   476055        0
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WORLDCOM INC                   COM              98157D106    11857   634477 SH       DEFINED 01 05               0   634477        0
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WORTHINGTON IND                COM              981811102      126    13554 SH       DEFINED 01 03               0    13554        0
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X-RITE INC                     COM              983857103      633    64490 SH       DEFINED 01              64490        0        0
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GARMIN LTD                     COM              G37260109     9938   500000 SH       DEFINED 01 05               0   500000        0
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W.P. STEWART & CO              COM              G84922106     2133    98300 SH       DEFINED 01              98300        0        0
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TRENWICK GROUP LTD             COM              G9032C109     2185   110724 SH       DEFINED 01             110724        0        0
TRITON ENERGY                  COM              G90751101      450    24000 SH       DEFINED 01              24000        0        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107        5       16 SH       DEFINED 01                 16        0        0
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ROYAL CARIBBEAN                COM              V7780T103        9      392 SH       DEFINED 01                392        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102      149     9949 SH       DEFINED 01               9949        0        0