UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: American Express Financial Corporation Address: 430 AXP Financial Center Minneapolis, MN 55474-0000 Form 13F File Number: 28-139 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Fox Title: V.P. Investment Accounting Phone: 612-671-6741 Signature, Place, and Date of Signing: /s/ Jeffrey Fox Minneapolis, MN February 10, 2003 ------------------- ------------------ -------------------- [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: 4352 Form 13F Information Table Value Total: $50248185 (thousands) List of Other Included Managers: No. 13F File Number Name -------------------- ----------------------------------------- 01 28-698 American Express Company 02 28-2069 American Express Asset Management 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 International 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 498 96645 SH DEFINED 01 96645 0 0 ADC TELECOM COM 000886101 712 340438 SH DEFINED 01 340438 0 0 ADC TELECOM COM 000886101 363 173607 SH DEFINED 01 03 0 173607 0 ABM INDUSTRIES INC COM 000957100 2319 149584 SH DEFINED 01 149584 0 0 AFLAC INC COM 001055102 37717 1252214 SH DEFINED 01 1252214 0 0 AFLAC INC COM 001055102 10635 353072 SH DEFINED 01 02 0 353072 0 AFLAC INC COM 001055102 3258 108175 SH DEFINED 01 03 0 108175 0 AFLAC INC COM 001055102 990 32862 SH DEFINED 01 13 0 32862 0 AGCO CORP COM 001084102 1419 64241 SH DEFINED 01 64241 0 0 AGL RESOURCES INC COM 001204106 18139 746474 SH DEFINED 01 746474 0 0 AGL RESOURCES INC COM 001204106 81 3315 SH DEFINED 01 02 0 3315 0 AGL RESOURCES INC COM 001204106 5 219 SH DEFINED 01 03 0 219 0 AES CORP COM 00130H105 413 137056 SH DEFINED 01 137056 0 0 AES CORP COM 00130H105 346 114477 SH DEFINED 01 03 0 114477 0 AK STEEL COM 001547108 340 42502 SH DEFINED 01 42502 0 0 AMC ENTERTAINMENT IN COM 001669100 873 98600 SH DEFINED 01 98600 0 0 AMN HEALTHCARE SERV COM 001744101 203 12000 SH DEFINED 01 12000 0 0 AMR CORP DEL COM 001765106 24085 3649235 SH DEFINED 01 3649235 0 0 AMR CORP DEL COM 001765106 139 21100 SH DEFINED 01 02 0 21100 0 AMR CORP DEL COM 001765106 753 114099 SH DEFINED 01 03 0 114099 0 ANC RENTAL CORP COM 001813104 0 91 SH DEFINED 01 91 0 0 AOL TIME WARNER INC COM 00184A105 214242 16354153 SH DEFINED 01 16354153 0 0 AOL TIME WARNER INC COM 00184A105 5280 402980 SH DEFINED 01 02 0 402980 0 AOL TIME WARNER INC COM 00184A105 13775 1051535 SH DEFINED 01 03 0 1051535 0 AOL TIME WARNER INC COM 00184A105 1914 146105 SH DEFINED 01 13 0 146105 0 APAC CUSTOMER SVCS COM 00185E106 499 213400 SH DEFINED 01 213400 0 0 APAC CUSTOMER SVCS COM 00185E106 54 23074 SH DEFINED 01 02 0 23074 0 APAC CUSTOMER SVCS COM 00185E106 3 1441 SH DEFINED 01 03 0 1441 0 AT&T CORP COM 001957505 55596 2129312 SH DEFINED 01 2129312 0 0 AT&T CORP COM 001957505 1029 39400 SH DEFINED 01 02 0 39400 0 AT&T CORP COM 001957505 5378 205991 SH DEFINED 01 03 0 205991 0 A S A LIMITED COM 002050102 6471 157900 SH DEFINED 01 157900 0 0 ATMI INC COM 00207R101 2950 159337 SH DEFINED 01 159337 0 0 AT&T WIRELESS SVCS COM 00209A106 4980 881399 SH DEFINED 01 881399 0 0 AT&T WIRELESS SVCS COM 00209A106 3222 570212 SH DEFINED 01 03 0 570212 0 AT&T WIRELESS SVCS COM 00209A106 158 27900 SH DEFINED 01 13 0 27900 0 AVX COM 002444107 3346 341400 SH DEFINED 01 341400 0 0 AARON RENTS INC COM 002535201 2186 99991 SH DEFINED 01 99991 0 0 ALLIED IRISH BANKS COM 002535300 46 2000 SH DEFINED 01 2000 0 0 ABBOTT LABS COM 002824100 82313 2057790 SH DEFINED 01 2057790 0 0 ABBOTT LABS COM 002824100 22671 566702 SH DEFINED 01 02 0 566702 0 ABBOTT LABS COM 002824100 13151 328779 SH DEFINED 01 03 0 328779 0 ABERCROMBIE & FITCH COM 002896207 2090 102174 SH DEFINED 01 102174 0 0 ABGENIX INC COM 00339B107 531 72000 SH DEFINED 01 72000 0 0 ABGENIX INC COM 00339B107 34 4553 SH DEFINED 01 02 0 4553 0 ABGENIX INC COM 00339B107 2 288 SH DEFINED 01 03 0 288 0 ABITIBI-CONSOLIDATED COM 003924107 19130 2481148 SH DEFINED 01 2481148 0 0 ACCREDO HEALTH INC COM 00437V104 6612 187587 SH DEFINED 01 187587 0 0 ACTIVISION INC COM 004930202 41 2799 SH DEFINED 01 2799 0 0 ACTION PERFORMANCE COM 004933107 2379 125207 SH DEFINED 01 125207 0 0 ACTION PERFORMANCE COM 004933107 2 100 SH DEFINED 01 02 0 100 0 ACTEL CORP COM 004934105 2784 171627 SH DEFINED 01 171627 0 0 ACTEL CORP COM 004934105 489 30090 SH DEFINED 01 02 0 30090 0 ACTEL CORP COM 004934105 2 121 SH DEFINED 01 03 0 121 0 ACTUATE CORPORATION COM 00508B102 469 265000 SH DEFINED 01 265000 0 0 ACTUATE CORPORATION COM 00508B102 1 360 SH DEFINED 01 02 0 360 0 ACTUANT CORPORATION COM 00508X203 1644 35400 SH DEFINED 01 35400 0 0 ACTUANT CORPORATION COM 00508X203 84 1801 SH DEFINED 01 02 0 1801 0 ACTUANT CORPORATION COM 00508X203 5 105 SH DEFINED 01 03 0 105 0 ACUITIY BRANDS INC COM 00508Y102 3515 259553 SH DEFINED 01 259553 0 0 ACUITIY BRANDS INC COM 00508Y102 69 5093 SH DEFINED 01 02 0 5093 0 ACUITIY BRANDS INC COM 00508Y102 5 354 SH DEFINED 01 03 0 354 0 ACXIOM CORP COM 005125109 23954 1557518 SH DEFINED 01 1557518 0 0 ACXIOM CORP COM 005125109 1175 76360 SH DEFINED 01 02 0 76360 0 ACXIOM CORP COM 005125109 1793 116600 SH DEFINED 01 03 0 116600 0 ADAPTEC INC COM 00651F108 8039 1422952 SH DEFINED 01 1422952 0 0 ADAPTEC INC COM 00651F108 28 4936 SH DEFINED 01 02 0 4936 0 ADAPTEC INC COM 00651F108 2 324 SH DEFINED 01 03 0 324 0 EXP 05/10/05 WT 006900997 0 33440 SH DEFINED 01 0 0 33440 ADAYTUM SORTWARE INC 0% PFD S PRF 006900XX7 7655 1594896 SH DEFINED 01 0 0 1594896 ADAYTUM SORTWARE INC 0% CVT PF PRF 006900XY5 1980 133761 SH DEFINED 01 0 0 133761 ADMINISTAFF INC COM 007094105 1516 252610 SH DEFINED 01 252610 0 0 ADMINISTAFF INC COM 007094105 1 180 SH DEFINED 01 02 0 180 0 ADOBE SYSTEMS INC COM 00724F101 3941 158194 SH DEFINED 01 158194 0 0 ADOBE SYSTEMS INC COM 00724F101 1272 51070 SH DEFINED 01 03 0 51070 0 ADTRAN COM 00738A106 1295 39353 SH DEFINED 01 39353 0 0 ADTRAN COM 00738A106 40 1230 SH DEFINED 01 02 0 1230 0 ADTRAN COM 00738A106 3 80 SH DEFINED 01 03 0 80 0 ADVANCE AUTO PARTS. COM 00751Y106 2812 57500 SH DEFINED 01 57500 0 0 ADVANCED MKTG SERV COM 00753T105 2269 154346 SH DEFINED 01 154346 0 0 ADVANCED FIBRE COMM COM 00754A105 1177 70607 SH DEFINED 01 70607 0 0 ADVANCED NEUROMODULA COM 00757T101 407 11600 SH DEFINED 01 11600 0 0 ADVO INC COM 007585102 4236 129036 SH DEFINED 01 129036 0 0 ADVANCED POWER TECH COM 00761E108 914 281400 SH DEFINED 01 281400 0 0 ADVISORY BOARD CO COM 00762W107 1112 37200 SH DEFINED 01 37200 0 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 1043 87175 SH DEFINED 01 87175 0 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 0 0 SH DEFINED 01 03 0 0 0 AEROFLEX INC COM 007768104 3223 467228 SH DEFINED 01 467228 0 0 AEROFLEX INC COM 007768104 39 5688 SH DEFINED 01 02 0 5688 0 AEROFLEX INC COM 007768104 2 350 SH DEFINED 01 03 0 350 0 AEROPOSTALE INC. COM 007865108 844 79800 SH DEFINED 01 79800 0 0 ADVANCED MICRO DEV COM 007903107 4375 677278 SH DEFINED 01 677278 0 0 ADVANCED MICRO DEV COM 007903107 465 71995 SH DEFINED 01 03 0 71995 0 ADVANCEPCS COM 00790K109 6262 281951 SH DEFINED 01 281951 0 0 ADVANCED ENERGY IND COM 007973100 1239 97408 SH DEFINED 01 97408 0 0 ADVENT SOFTWARE COM 007974108 3600 264078 SH DEFINED 01 264078 0 0 ADVENT SOFTWARE COM 007974108 101 7363 SH DEFINED 01 02 0 7363 0 ADVENT SOFTWARE COM 007974108 157 11500 SH DEFINED 01 03 0 11500 0 AETNA INC NEW COM 00817Y108 4279 104045 SH DEFINED 01 104045 0 0 AETNA INC NEW COM 00817Y108 1297 31541 SH DEFINED 01 03 0 31541 0 AFFILIATED COMPUTER COM 008190100 30890 586716 SH DEFINED 01 586716 0 0 AFFILIATED MANAGERS COM 008252108 5354 106430 SH DEFINED 01 106430 0 0 AFFILIATED MANAGERS COM 008252108 10545 209640 SH DEFINED 01 02 0 209640 0 AFFILIATED MANAGERS COM 008252108 269 5350 SH DEFINED 01 03 0 5350 0 AFTER MARKET TECH. COM 008318107 1395 96200 SH DEFINED 01 96200 0 0 AFTER MARKET TECH. COM 008318107 3 200 SH DEFINED 01 02 0 200 0 AGERE SYSTEMS INC-CL A COM 00845V100 2180 1513900 SH DEFINED 01 1513900 0 0 AGERE SYSTEMS INC-CL A COM 00845V100 0 217 SH DEFINED 01 02 0 217 0 AGERE SYSTEMS INC-CL B COM 00845V209 7 5343 SH DEFINED 01 02 0 21372 0 AGILENT TECHNOLOGIES COM 00846U101 6325 352146 SH DEFINED 01 352146 0 0 AGILENT TECHNOLOGIES COM 00846U101 1757 97818 SH DEFINED 01 03 0 97818 0 AGILENT TECH CVT CONV BND 00846UAB7 767 800000 PRN DEFINED 01 0 0 800000 AGILE SOFTWARE CORP. COM 00846X105 532 68700 SH DEFINED 01 68700 0 0 AGNICO EAGLE MINES.. COM 008474108 743 50000 SH DEFINED 01 50000 0 0 AGRIUM COM 008916108 955 84400 SH DEFINED 01 84400 0 0 AIR PROD & CHEM COM 009158106 178133 4166853 SH DEFINED 01 4166853 0 0 AIR PROD & CHEM COM 009158106 12584 294310 SH DEFINED 01 02 0 294310 0 AIR PROD & CHEM COM 009158106 4151 97113 SH DEFINED 01 03 0 97113 0 AIRBORNE INC COM 009269101 2126 143320 SH DEFINED 01 143320 0 0 AIRBORNE INC COM 009269101 91 6141 SH DEFINED 01 02 0 6141 0 AIRBORNE INC COM 009269101 6 392 SH DEFINED 01 03 0 392 0 AIRGAS INC COM 009363102 1889 109486 SH DEFINED 01 109486 0 0 AIRGAS INC COM 009363102 59 3463 SH DEFINED 01 02 0 3463 0 AIRGAS INC COM 009363102 4 210 SH DEFINED 01 03 0 210 0 ALAMO GROUP INC COM 011311107 2734 223200 SH DEFINED 01 223200 0 0 ALASKA AIRGROUP COM 011659109 24 1107 SH DEFINED 01 1107 0 0 ALBANY INTL CORP NEW COM 012348108 1927 93250 SH DEFINED 01 93250 0 0 ALBANY INTL CORP NEW COM 012348108 64 3102 SH DEFINED 01 02 0 3102 0 ALBANY INTL CORP NEW COM 012348108 4 186 SH DEFINED 01 03 0 186 0 ALBEMARLE CORP COM 012653101 5195 182594 SH DEFINED 01 182594 0 0 ALBERTO CULVER COM 013068101 149 2949 SH DEFINED 01 2949 0 0 ALBERTO CULVER COM 013068101 614 12186 SH DEFINED 01 03 0 12186 0 ALBERTSONS INC COM 013104104 1995 89642 SH DEFINED 01 89642 0 0 ALBERTSONS INC COM 013104104 1769 79461 SH DEFINED 01 03 0 79461 0 ALCAN INC COM 013716105 5619 190302 SH DEFINED 01 190302 0 0 ALCOA INC COM 013817101 206708 9074096 SH DEFINED 01 9074096 0 0 ALCOA INC COM 013817101 11666 511991 SH DEFINED 01 02 0 511991 0 ALCOA INC COM 013817101 6370 279627 SH DEFINED 01 03 0 279627 0 ALEXANDER & BALDWIN COM 014482103 7565 293333 SH DEFINED 01 293333 0 0 ALEXANDER & BALDWIN COM 014482103 91 3528 SH DEFINED 01 02 0 3528 0 ALEXANDER & BALDWIN COM 014482103 6 233 SH DEFINED 01 03 0 233 0 ALEX REAL ESTATE EQU. COM 015271109 631 14791 SH DEFINED 01 14791 0 0 ALLEGHANY CORP COM 017175100 1740 9800 SH DEFINED 01 9800 0 0 ALLEGHENY ENERGY COM 017361106 1732 229011 SH DEFINED 01 229011 0 0 ALLEGHENY ENERGY COM 017361106 199 26343 SH DEFINED 01 03 0 26343 0 ALLEGHENY TECHNOLOGY COM 01741R102 26 4084 SH DEFINED 01 4084 0 0 ALLEGHENY TECHNOLOGY COM 01741R102 105 16905 SH DEFINED 01 03 0 16905 0 ALLEGIANT BANCORP INC COM 017476102 707 38800 SH DEFINED 01 38800 0 0 ALLEGIANT BANCORP INC COM 017476102 28 1496 SH DEFINED 01 02 0 1496 0 ALLEGIANT BANCORP INC COM 017476102 2 100 SH DEFINED 01 03 0 100 0 ALLEN TELECOM INC COM 018091108 1189 125489 SH DEFINED 01 125489 0 0 ALLEN TELECOM INC COM 018091108 28 2939 SH DEFINED 01 02 0 2939 0 ALLEN TELECOM INC COM 018091108 2 188 SH DEFINED 01 03 0 188 0 ALLERGAN INC COM 018490102 23868 414218 SH DEFINED 01 414218 0 0 ALLERGAN INC COM 018490102 3420 59396 SH DEFINED 01 02 0 59396 0 ALLERGAN INC COM 018490102 1562 27117 SH DEFINED 01 03 0 27117 0 ALLETE COM 018522102 9770 430756 SH DEFINED 01 430756 0 0 ALLIANCE DATA SYSTEM COM 018581108 13061 737100 SH DEFINED 01 737100 0 0 ALLIANCE GAMING CORP COM 01859P609 1173 68890 SH DEFINED 01 68890 0 0 ALLIANCE GAMING CORP COM 01859P609 2 110 SH DEFINED 01 02 0 110 0 ALLIANCE SEMI CONDUC COM 01877H100 431 109614 SH DEFINED 01 109614 0 0 ALLIANT ENERGY CORP COM 018802108 63 3827 SH DEFINED 01 3827 0 0 ALLIANT TECHSYSTEMS COM 018804104 7940 127348 SH DEFINED 01 127348 0 0 FHLMC 15YR #E92463 COM 019121201 669 25500 SH DEFINED 01 25500 0 0 ALLIED WASTE IND COM 019589308 2200 220005 SH DEFINED 01 220005 0 0 ALLIED WASTE IND COM 019589308 413 41330 SH DEFINED 01 03 0 41330 0 ALLMERICA FINANCIAL COM 019754100 22 2207 SH DEFINED 01 2207 0 0 ALLOY INC COM 019855105 2073 189300 SH DEFINED 01 189300 0 0 ALLOY INC COM 019855105 1 100 SH DEFINED 01 02 0 100 0 ALLSCRIPTS HLTHCARE COM 01988P108 513 214600 SH DEFINED 01 214600 0 0 ALLSTATE CORP COM 020002101 77151 2085695 SH DEFINED 01 2085695 0 0 ALLSTATE CORP COM 020002101 4187 113200 SH DEFINED 01 02 0 113200 0 ALLSTATE CORP COM 020002101 5450 147324 SH DEFINED 01 03 0 147324 0 ALLTEL CORP COM 020039103 43987 862490 SH DEFINED 01 862490 0 0 ALLTEL CORP COM 020039103 612 12000 SH DEFINED 01 02 0 12000 0 ALLTEL CORP COM 020039103 3338 65457 SH DEFINED 01 03 0 65457 0 ALLTEL CVT PFD CONV PRF 020039822 8983 175000 SH DEFINED 01 0 0 175000 ALPHARMA INC CL A COM 020813101 2477 207932 SH DEFINED 01 207932 0 0 ALTERA CORP COM 021441100 9928 804524 SH DEFINED 01 804524 0 0 ALTERA CORP COM 021441100 10381 841350 SH DEFINED 01 02 0 841350 0 ALTERA CORP COM 021441100 1033 83769 SH DEFINED 01 03 0 83769 0 ALZA (JNJ) CVT CONV BND 02261WAB5 808 1040000 PRN DEFINED 01 0 0 1040000 AMAZON COM INC COM 023135106 15849 839000 SH DEFINED 01 839000 0 0 AMAZON COM INC COM 023135106 32 1690 SH DEFINED 01 03 0 1690 0 AMBAC FINANCIAL GRP COM 023139108 303 5379 SH DEFINED 01 5379 0 0 AMBAC FINANCIAL GRP COM 023139108 1250 22220 SH DEFINED 01 03 0 22220 0 AMERADA HESS COM 023551104 5611 101911 SH DEFINED 01 101911 0 0 AMERADA HESS COM 023551104 1029 18685 SH DEFINED 01 03 0 18685 0 AMEREN CORP COM 023608102 14937 359315 SH DEFINED 01 359315 0 0 AMEREN CORP COM 023608102 1346 32375 SH DEFINED 01 03 0 32375 0 AMERICA MOVIL SA CV. COM 02364W105 277 19279 SH DEFINED 01 19279 0 0 AMER AXLE & MFG HDGS COM 024061103 811 34600 SH DEFINED 01 34600 0 0 AMERICAN ELEC PWR COM 025537101 13652 499508 SH DEFINED 01 499508 0 0 AMERICAN ELEC PWR COM 025537101 1951 71381 SH DEFINED 01 03 0 71381 0 AMERICAN EAGLE OUTFI COM 02553E106 4864 352995 SH DEFINED 01 352995 0 0 AMERICAN EXPRESS COM 025816109 2359 66732 SH DEFINED 01 66732 0 0 AMERICAN EXPRESS COM 025816109 9737 275452 SH DEFINED 01 03 0 275452 0 AMERICAN FINCIAL GRP COM 025932104 67 2883 SH DEFINED 01 2883 0 0 AMERICAN FINC HLDS COM 026075101 1995 66768 SH DEFINED 01 66768 0 0 AM GREETINGS CL A COM 026375105 6953 440024 SH DEFINED 01 440024 0 0 AM GREETINGS CL A COM 026375105 248 15701 SH DEFINED 01 03 0 15701 0 AMERICAN INTL GROUP COM 026874107 392765 6789385 SH DEFINED 01 6789385 0 0 AMERICAN INTL GROUP COM 026874107 16990 293673 SH DEFINED 01 02 0 293673 0 AMERICAN INTL GROUP COM 026874107 31775 549262 SH DEFINED 01 03 0 549262 0 AMERICAN INTL GROUP COM 026874107 17057 294857 SH DEFINED 01 11 0 294857 0 AMERICAN INTL GROUP COM 026874107 46 800 SH DEFINED 01 12 0 800 0 AMERICAN INTL GROUP COM 026874107 1380 23852 SH DEFINED 01 13 0 23852 0 AMERICAN INTL GROUP CONV BND 026874AP2 1491 2320000 PRN DEFINED 01 0 0 2320000 AMER ITALIAN PASTA COM 027070101 2845 79066 SH DEFINED 01 79066 0 0 AMERICAN MANAGEMENT COM 027352103 2752 229450 SH DEFINED 01 229450 0 0 AMERICAN MANAGEMENT COM 027352103 35 2840 SH DEFINED 01 02 0 2840 0 AMERICAN MANAGEMENT COM 027352103 2 185 SH DEFINED 01 03 0 185 0 AMERICAN MEDICAL SEC COM 02744P101 549 39300 SH DEFINED 01 39300 0 0 AMER PWR CONVERSION COM 029066107 35622 2351253 SH DEFINED 01 2351253 0 0 AMER PWR CONVERSION COM 029066107 1241 81880 SH DEFINED 01 02 0 81880 0 AMER PWR CONVERSION COM 029066107 2576 170058 SH DEFINED 01 03 0 170058 0 AMERICAN STD CO COM 029712106 3435 48279 SH DEFINED 01 48279 0 0 AMERICAN STD CO COM 029712106 1081 15190 SH DEFINED 01 03 0 15190 0 AMERICAN STS WATER COM 029899101 1066 46030 SH DEFINED 01 46030 0 0 AMERICAN TOWER CORP COM 029912201 88 25000 SH DEFINED 01 02 0 25000 0 AMERICAN WATERWORKS COM 030411102 13834 304177 SH DEFINED 01 304177 0 0 AMERICREDIT CORP COM 03060R101 630 81380 SH DEFINED 01 81380 0 0 AMERISTAR CASINOS IN COM 03070Q101 910 64500 SH DEFINED 01 64500 0 0 AMERISTAR CASINOS IN COM 03070Q101 1 60 SH DEFINED 01 02 0 60 0 AMERIPATH INC COM 03071D109 2000 93030 SH DEFINED 01 93030 0 0 AMERUS GROUP CO COM 03072M108 6955 246027 SH DEFINED 01 246027 0 0 AMERISOURCEBERGEN COM 03073E105 50975 938575 SH DEFINED 01 938575 0 0 AMERISOURCEBERGEN COM 03073E105 2733 50332 SH DEFINED 01 02 0 50332 0 AMERISOURCEBERGEN COM 03073E105 2374 43700 SH DEFINED 01 03 0 43700 0 AMERIGROUP CORP COM 03073T102 11077 365465 SH DEFINED 01 365465 0 0 AMERIGROUP CORP COM 03073T102 2 80 SH DEFINED 01 02 0 80 0 AMETEK INC (NEW) COM 031100100 784 20378 SH DEFINED 01 20378 0 0 AMETEK INC (NEW) COM 031100100 2 50 SH DEFINED 01 02 0 50 0 AMGEN INC COM 031162100 512420 10600315 SH DEFINED 01 10600315 0 0 AMGEN INC COM 031162100 22955 474829 SH DEFINED 01 02 0 474829 0 AMGEN INC COM 031162100 14990 310077 SH DEFINED 01 03 0 310077 0 AMGEN INC COM 031162100 285 5900 SH DEFINED 01 13 0 5900 0 AMGEN CVT CONV BND 031162AE0 1517 2060000 PRN DEFINED 01 0 0 2060000 AMSOUTH BANCORPORATI COM 032165102 4528 235836 SH DEFINED 01 235836 0 0 AMSOUTH BANCORPORATI COM 032165102 1442 75094 SH DEFINED 01 03 0 75094 0 AMSURG CORP. COM 03232P405 2055 100550 SH DEFINED 01 100550 0 0 AMSURG CORP. COM 03232P405 2 110 SH DEFINED 01 02 0 110 0 AMYLIN PHARM. COM 032346108 1097 68000 SH DEFINED 01 68000 0 0 AMYLIN PHARM. COM 032346108 22 1365 SH DEFINED 01 02 0 1365 0 AMYLIN PHARM. COM 032346108 1 80 SH DEFINED 01 03 0 80 0 ANADARKO PETRO CORP COM 032511107 39082 815893 SH DEFINED 01 815893 0 0 ANADARKO PETRO CORP COM 032511107 647 13500 SH DEFINED 01 02 0 13500 0 ANADARKO PETRO CORP COM 032511107 4373 91291 SH DEFINED 01 03 0 91291 0 ANALOG DEVICES COM 032654105 9587 401655 SH DEFINED 01 401655 0 0 ANALOG DEVICES COM 032654105 4812 201545 SH DEFINED 01 02 0 201545 0 ANALOG DEVICES COM 032654105 1836 76903 SH DEFINED 01 03 0 76903 0 ANALOG DEVICES COM 032654105 320 13400 SH DEFINED 01 13 0 13400 0 ANALOGIC COM 032657207 5052 100469 SH DEFINED 01 100469 0 0 ANALYSTS INTERNATION COM 032681108 145 73441 SH DEFINED 01 73441 0 0 ANAREN MICROWAVE COM 032744104 917 104150 SH DEFINED 01 104150 0 0 ANAREN MICROWAVE COM 032744104 31 3472 SH DEFINED 01 02 0 3472 0 ANAREN MICROWAVE COM 032744104 2 225 SH DEFINED 01 03 0 225 0 ANCHOR BANCORP COM 032839102 3568 171954 SH DEFINED 01 171954 0 0 ANCHOR BANCORP COM 032839102 52 2498 SH DEFINED 01 02 0 2498 0 ANCHOR BANCORP COM 032839102 4 175 SH DEFINED 01 03 0 175 0 ANDREW CORP COM 034425108 51 4972 SH DEFINED 01 4972 0 0 ANDREW CORP COM 034425108 211 20564 SH DEFINED 01 03 0 20564 0 ANDRX CORP-ANDRX GRP COM 034553107 587 40000 SH DEFINED 01 40000 0 0 ANGELICA CORP COM 034663104 545 26409 SH DEFINED 01 26409 0 0 ANGLOGOLD LTD COM 035128206 12556 366500 SH DEFINED 01 366500 0 0 ANHEUSER BUSCH CO COM 035229103 178321 3684342 SH DEFINED 01 3684342 0 0 ANHEUSER BUSCH CO COM 035229103 6965 143870 SH DEFINED 01 02 0 143870 0 ANHEUSER BUSCH CO COM 035229103 8697 179677 SH DEFINED 01 03 0 179677 0 ANHEUSER BUSCH CO COM 035229103 1362 28138 SH DEFINED 01 13 0 28138 0 ANIXTER INTL INC COM 035290105 3471 149296 SH DEFINED 01 149296 0 0 ANIXTER INTL INC COM 035290105 45 1962 SH DEFINED 01 02 0 1962 0 ANIXTER INTL INC COM 035290105 3 120 SH DEFINED 01 03 0 120 0 ANNTAYLOR STORES COR COM 036115103 4000 195891 SH DEFINED 01 195891 0 0 ANNTAYLOR STORES COR COM 036115103 75 3648 SH DEFINED 01 02 0 3648 0 ANNTAYLOR STORES COR COM 036115103 4 213 SH DEFINED 01 03 0 213 0 ANSYS COM 03662Q105 2036 100810 SH DEFINED 01 100810 0 0 ANSYS COM 03662Q105 2 100 SH DEFINED 01 02 0 100 0 ANTHEM INC COM 03674B104 81551 1296514 SH DEFINED 01 1296514 0 0 ANTHEM INC COM 03674B104 1907 30325 SH DEFINED 01 03 0 30325 0 ANTEON INTERNATIONAL CORP COM 03674E108 1801 75040 SH DEFINED 01 75040 0 0 ANSWERTHINK INC COM 036916104 1244 497500 SH DEFINED 01 497500 0 0 ANTIGENICS INC/DEL COM 037032109 4441 433700 SH DEFINED 01 433700 0 0 ANWORTH MORTGAGE ASSET CORP COM 037347101 5 440 SH DEFINED 01 440 0 0 AON CORP COM 037389103 4203 222529 SH DEFINED 01 222529 0 0 AON CORP COM 037389103 2135 113000 SH DEFINED 01 02 0 113000 0 AON CORP COM 037389103 1226 64925 SH DEFINED 01 03 0 64925 0 APACHE CORP COM 037411105 103686 1819370 SH DEFINED 01 1819370 0 0 APACHE CORP COM 037411105 11694 205183 SH DEFINED 01 02 0 205183 0 APACHE CORP COM 037411105 3122 54773 SH DEFINED 01 03 0 54773 0 AIMCO COM 03748R101 5663 151094 SH DEFINED 01 151094 0 0 APOGEE ENTERPRISES COM 037598109 1445 161424 SH DEFINED 01 161424 0 0 APOGEE ENTERPRISES COM 037598109 2 170 SH DEFINED 01 02 0 170 0 APOLLO GROUP INC -C COM 037604105 38913 884380 SH DEFINED 01 884380 0 0 APOLLO GROUP INC -C COM 037604105 95878 2178997 SH DEFINED 01 02 0 2178997 0 APOLLO GROUP INC -C COM 037604105 3924 89167 SH DEFINED 01 03 0 89167 0 UNIVERSITY OF PHOENIX ONLINE COM 037604204 509 14193 SH DEFINED 01 14193 0 0 APOGENT TECHNOLOGIES COM 03760A101 17760 853843 SH DEFINED 01 853843 0 0 APOGENT TECHNOLOGIES COM 03760A101 37221 1789327 SH DEFINED 01 02 0 1789327 0 APOGENT TECHNOLOGIES COM 03760A101 2298 110450 SH DEFINED 01 03 0 110450 0 APPALACHIAN POWER 5.900 PFD 1 PRF 037735842 884 10000 SH DEFINED 01 10000 0 0 APPALACHIAN POWER 5.920 PFD 1 PRF 037735859 1060 11000 SH DEFINED 01 11000 0 0 APPLE COMPUTER COM 037833100 101501 7083201 SH DEFINED 01 7083201 0 0 APPLE COMPUTER COM 037833100 2685 187400 SH DEFINED 01 02 0 187400 0 APPLE COMPUTER COM 037833100 1126 78562 SH DEFINED 01 03 0 78562 0 APPLEBEES INTL INC COM 037899101 3888 167659 SH DEFINED 01 167659 0 0 APRIA HEALTHCARE GRO COM 037933108 2485 111690 SH DEFINED 01 111690 0 0 APRIA HEALTHCARE GRO COM 037933108 3 150 SH DEFINED 01 02 0 150 0 APPLERA - APP BIOSYS COM 038020103 23069 1315153 SH DEFINED 01 1315153 0 0 APPLERA - APP BIOSYS COM 038020103 790 44990 SH DEFINED 01 02 0 44990 0 APPLERA - APP BIOSYS COM 038020103 1866 106379 SH DEFINED 01 03 0 106379 0 APPLERA - CELERA GNM COM 038020202 4276 447600 SH DEFINED 01 518768 0 0 APPLICA INC COM 03815A106 356 71214 SH DEFINED 01 71214 0 0 APPLIED FILMS CORP COM 038197109 500 25000 SH DEFINED 01 25000 0 0 APPLIED IND TECHNOLO COM 03820C105 1095 57956 SH DEFINED 01 57956 0 0 APPLIED MATERIALS COM 038222105 112579 8639972 SH DEFINED 01 8639972 0 0 APPLIED MATERIALS COM 038222105 14038 1077491 SH DEFINED 01 02 0 1077491 0 APPLIED MATERIALS COM 038222105 4586 351996 SH DEFINED 01 03 0 351996 0 APPLIED MICRO CIRCUT COM 03822W109 610 165330 SH DEFINED 01 165330 0 0 APPLIED MICRO CIRCUT COM 03822W109 234 63327 SH DEFINED 01 03 0 63327 0 APTARGROUP INC COM 038336103 4321 138329 SH DEFINED 01 138329 0 0 AQUILA INC COM 03840P102 562 317579 SH DEFINED 01 317579 0 0 ARACRUZ CELLULOSE SA COM 038496204 3923 211395 SH DEFINED 01 211395 0 0 ARADIGM CORP COM 038505103 203 125000 SH DEFINED 01 125000 0 0 ARAMARK CORP- CL B. COM 038521100 404 17200 SH DEFINED 01 17200 0 0 ARBITRON INC COM 03875Q108 4542 135581 SH DEFINED 01 135581 0 0 ARBITRON INC COM 03875Q108 2 70 SH DEFINED 01 02 0 70 0 ARCH CHEMICALS INC COM 03937R102 1241 67987 SH DEFINED 01 67987 0 0 ARCH COAL COM 039380100 393 18226 SH DEFINED 01 18226 0 0 ARCHER DANIELS MDLND COM 039483102 30586 2466614 SH DEFINED 01 2466614 0 0 ARCHER DANIELS MDLND COM 039483102 1728 139380 SH DEFINED 01 03 0 139380 0 ARCHSTONE-SMITH TRUS COM 039583109 3848 163470 SH DEFINED 01 02 0 163470 0 ARCTIC CAT INC COM 039670104 4341 271299 SH DEFINED 01 271299 0 0 ARGONAUT GROUP INC COM 040157109 1662 112600 SH DEFINED 01 112600 0 0 ARGOSY GAMING COM 040228108 3330 175954 SH DEFINED 01 175954 0 0 ARGOSY GAMING COM 040228108 2 120 SH DEFINED 01 02 0 120 0 ARIBA COM 04033V104 4229 1705200 SH DEFINED 01 1705200 0 0 ARIBA COM 04033V104 1 490 SH DEFINED 01 02 0 490 0 ARIBA COM 04033V104 1 459 SH DEFINED 01 03 0 459 0 ARKANSAS BEST CORP COM 040790107 4459 171645 SH DEFINED 01 171645 0 0 ARKANSAS BEST CORP COM 040790107 70 2718 SH DEFINED 01 02 0 2718 0 ARKANSAS BEST CORP COM 040790107 5 182 SH DEFINED 01 03 0 182 0 ARMOR HOLDINGS INC COM 042260109 1231 89395 SH DEFINED 01 89395 0 0 ARQULE INC COM 04269E107 198 64844 SH DEFINED 01 64844 0 0 ARRIS GROUP INC COM 04269Q100 1115 312350 SH DEFINED 01 312350 0 0 ARRIS GROUP INC COM 04269Q100 43 12254 SH DEFINED 01 02 0 12254 0 ARRIS GROUP INC COM 04269Q100 3 781 SH DEFINED 01 03 0 781 0 ARRAY BIOPHARMA INC COM 04269X105 735 132400 SH DEFINED 01 132400 0 0 ARRAY BIOPHARMA INC COM 04269X105 1 160 SH DEFINED 01 02 0 160 0 ARROW ELECTRONICS COM 042735100 53 4169 SH DEFINED 01 4169 0 0 ARROW ELECTRONIC CVT CONV BND 042735AY6 1298 2950000 PRN DEFINED 01 0 0 2950000 ARTISAN COMPONENTS. COM 042923102 2473 160300 SH DEFINED 01 160300 0 0 ARTESYN TECHNOLOGIES COM 043127109 447 116484 SH DEFINED 01 116484 0 0 ARTHROCARE CORP COM 043136100 627 63611 SH DEFINED 01 63611 0 0 ARVINMERITOR INC COM 043353101 47 2835 SH DEFINED 01 2835 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 446 53100 SH DEFINED 01 53100 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 50 5796 SH DEFINED 01 02 0 5796 0 ASBURY AUTOMOTIVE GROUP COM 043436104 3 377 SH DEFINED 01 03 0 377 0 ASCENTIAL SOFTWARE COM 04362P108 560 233365 SH DEFINED 01 233365 0 0 ASCENTIAL SOFTWARE COM 04362P108 201 84129 SH DEFINED 01 02 0 84129 0 ASCENTIAL SOFTWARE COM 04362P108 2 1023 SH DEFINED 01 03 0 1023 0 ASHANTI GOLDFLDS-GDR. COM 043743202 1463 250000 SH DEFINED 01 250000 0 0 ASHLAND INC COM 044204105 1065 37354 SH DEFINED 01 37354 0 0 ASHLAND INC COM 044204105 408 14310 SH DEFINED 01 03 0 14310 0 ASHWORTH INC COM 04516H101 258 40370 SH DEFINED 01 40370 0 0 3/15/10 UNIT 14% WT 04516V118 0 15500 SH DEFINED 01 0 0 15500 3/15/10 UNIT 14% WT 04516V118 0 6400 SH DEFINED 01 02 0 0 6400 ASSO BANCORP COM 045487105 106 3112 SH DEFINED 01 3112 0 0 ASTEC INDS INC COM 046224101 593 59713 SH DEFINED 01 59713 0 0 ASTORIA FINL CORP. COM 046265104 323 11893 SH DEFINED 01 11893 0 0 ASTROPOWER INC COM 04644A101 530 66295 SH DEFINED 01 66295 0 0 ATHEROGENICS INC COM 047439104 866 116800 SH DEFINED 01 116800 0 0 ATHEROGENICS INC COM 047439104 1 180 SH DEFINED 01 02 0 180 0 ATLANTIC COAST AIRLI COM 048396105 3085 256438 SH DEFINED 01 256438 0 0 ATLANTIC COAST AIRLI COM 048396105 1 90 SH DEFINED 01 02 0 90 0 ATMEL CORP COM 049513104 70 31431 SH DEFINED 01 31431 0 0 ATMOS ENERGY CORP COM 049560105 14838 636270 SH DEFINED 01 636270 0 0 ATRIX LAB INC COM 04962L101 269 17510 SH DEFINED 01 17510 0 0 ATWOOD OCEANICS COM 050095108 3420 113622 SH DEFINED 01 113622 0 0 ATWOOD OCEANICS COM 050095108 2 50 SH DEFINED 01 02 0 50 0 AUDIOVOX CORP COM 050757103 718 69447 SH DEFINED 01 69447 0 0 AUGUST TECH CORP COM 05106U105 1166 230500 SH DEFINED 01 230500 0 0 AUGUST TECH CORP COM 05106U105 1 210 SH DEFINED 01 02 0 210 0 AURIGIN SYSTEMS INC AURIGIN SY PRF 051400XX2 0 6097561 SH DEFINED 01 0 0 6097561 AUSPEX COM 052116100 174 470000 SH DEFINED 01 470000 0 0 AUTODESK INC COM 052769106 2084 145717 SH DEFINED 01 145717 0 0 AUTODESK INC COM 052769106 338 23642 SH DEFINED 01 03 0 23642 0 AUTOMATIC DATA PROC. COM 053015103 15833 403398 SH DEFINED 01 403398 0 0 AUTOMATIC DATA PROC. COM 053015103 4926 125509 SH DEFINED 01 03 0 125509 0 AUTOMATIC DATA PROC. COM 053015103 145 3700 SH DEFINED 01 13 0 3700 0 AUTONATION INC COM 05329W102 690 55000 SH DEFINED 01 55000 0 0 AUTOZONE COM 053332102 59208 838027 SH DEFINED 01 838027 0 0 AUTOZONE COM 053332102 2102 29779 SH DEFINED 01 02 0 29779 0 AUTOZONE COM 053332102 1460 20662 SH DEFINED 01 03 0 20662 0 AVALONBAY COMM COM 053484101 235 6000 SH DEFINED 01 6000 0 0 AVATAR HOLDINGS INC COM 053494100 202 8800 SH DEFINED 01 8800 0 0 AVAYA INC COM 053499109 45 18372 SH DEFINED 01 18372 0 0 AVAYA INC COM 053499109 186 75858 SH DEFINED 01 03 0 75858 0 AVERY DENNISON CORP COM 053611109 5989 98047 SH DEFINED 01 98047 0 0 AVERY DENNISON CORP COM 053611109 1406 23020 SH DEFINED 01 03 0 23020 0 AVERY DENNISON CORP COM 053611109 375 6135 SH DEFINED 01 13 0 6135 0 AVIALL. COM 05366B102 355 44100 SH DEFINED 01 44100 0 0 AVIALL. COM 05366B102 22 2691 SH DEFINED 01 02 0 2691 0 AVIALL. COM 05366B102 1 177 SH DEFINED 01 03 0 177 0 AVICI SYSTEMS INC COM 05367L802 0 1 SH DEFINED 01 1 0 0 AVID TECH COM 05367P100 2468 107505 SH DEFINED 01 107505 0 0 AVIRON CVT CONV BND 053762AD2 1479 1490000 PRN DEFINED 01 0 0 1490000 AVISTA CORP COM 05379B107 1682 145518 SH DEFINED 01 145518 0 0 AVNET INC COM 053807103 471 43484 SH DEFINED 01 43484 0 0 AVOCENT CORPORATION COM 053893103 449 20181 SH DEFINED 01 20181 0 0 AVOCENT CORPORATION COM 053893103 3 135 SH DEFINED 01 02 0 135 0 AVON PRODUCTS COM 054303102 91993 1707677 SH DEFINED 01 1707677 0 0 AVON PRODUCTS COM 054303102 14994 278370 SH DEFINED 01 02 0 278370 0 AVON PRODUCTS COM 054303102 2655 49290 SH DEFINED 01 03 0 49290 0 AXA COM 054536107 0 24 SH DEFINED 01 05 0 24 0 AWARE INC COM 05453N100 150 68847 SH DEFINED 01 68847 0 0 AXCELIS TECH INC COM 054540109 2813 501408 SH DEFINED 01 501408 0 0 AXCELIS TECH INC COM 054540109 2 340 SH DEFINED 01 02 0 340 0 AZTAR CORP COM 054802103 4186 293132 SH DEFINED 01 293132 0 0 AZTAR CORP COM 054802103 98 6906 SH DEFINED 01 02 0 6906 0 AZTAR CORP COM 054802103 6 403 SH DEFINED 01 03 0 403 0 BB&T CORP COM 054937107 1506 40715 SH DEFINED 01 40715 0 0 BB&T CORP COM 054937107 1702 46000 SH DEFINED 01 02 0 46000 0 BB&T CORP COM 054937107 3712 100356 SH DEFINED 01 03 0 100356 0 BCE INC COM 05534B109 19811 1100000 SH DEFINED 01 1100000 0 0 BEI TECHNOLOGIES INC COM 05538P104 489 43742 SH DEFINED 01 43742 0 0 BHP OPERATIONS BHP OPERATIONS PRF 055453740 5319 50000 SH DEFINED 01 0 0 50000 BISYS GROUP COM 055472104 20456 1286520 SH DEFINED 01 1286520 0 0 BISYS GROUP COM 055472104 21274 1337950 SH DEFINED 01 02 0 1337950 0 BISYS GROUP COM 055472104 545 34300 SH DEFINED 01 03 0 34300 0 BJ SERVICES CO COM 055482103 19192 593978 SH DEFINED 01 593978 0 0 BJ SERVICES CO COM 055482103 1062 32860 SH DEFINED 01 03 0 32860 0 BJ SERVICES CVT CONV BND 055482AF0 932 1140000 PRN DEFINED 01 0 0 1140000 BKF CAPITAL GROUP. COM 05548G102 1885 106800 SH DEFINED 01 106800 0 0 BJ`S WHOLESALE CLUB COM 05548J106 4295 234695 SH DEFINED 01 234695 0 0 BP PLC ADR COM 055622104 37555 923840 SH DEFINED 01 923840 0 0 BP PLC ADR COM 055622104 7407 182210 SH DEFINED 01 02 0 182210 0 BP PLC ADR COM 055622104 1756 43200 SH DEFINED 01 03 0 43200 0 BT GROUP PLC SPN ADR COM 05577E101 720 23000 SH DEFINED 01 23000 0 0 BMC SOFTWARE INC COM 055921100 75654 4421569 SH DEFINED 01 4421569 0 0 BMC SOFTWARE INC COM 055921100 2077 121360 SH DEFINED 01 02 0 121360 0 BMC SOFTWARE INC COM 055921100 4095 239378 SH DEFINED 01 03 0 239378 0 BAKER HUGHES COM 057224107 36923 1147035 SH DEFINED 01 1147035 0 0 BAKER HUGHES COM 057224107 486 15100 SH DEFINED 01 02 0 15100 0 BAKER HUGHES COM 057224107 3648 113345 SH DEFINED 01 03 0 113345 0 BAKER HUGHES COM 057224107 17276 536700 SH DEFINED 01 11 0 536700 0 BAKER HUGHES COM 057224107 32 1000 SH DEFINED 01 12 0 1000 0 BAKER HUGHES COM 057224107 1439 44700 SH DEFINED 01 13 0 44700 0 BALDOR ELECTRIC COM 057741100 2046 103574 SH DEFINED 01 103574 0 0 BALDOR ELECTRIC COM 057741100 1 30 SH DEFINED 01 02 0 30 0 BALL CORP COM 058498106 4664 91109 SH DEFINED 01 91109 0 0 BALL CORP COM 058498106 622 12139 SH DEFINED 01 03 0 12139 0 BALLY TOTAL FITNESS COM 05873K108 714 100650 SH DEFINED 01 100650 0 0 BANCFIRST CORP. COM 05945F103 691 14700 SH DEFINED 01 14700 0 0 BANCFIRST CORP. COM 05945F103 52 1114 SH DEFINED 01 02 0 1114 0 BANCFIRST CORP. COM 05945F103 3 73 SH DEFINED 01 03 0 73 0 BANDAG INC. COM 059815100 31 799 SH DEFINED 01 799 0 0 0% CVT PFD SERIES F CONV PRF 0600001A4 738 1413043 SH DEFINED 01 0 0 1413043 BANK OF AMERICA CORP COM 060505104 789875 11353631 SH DEFINED 01 11353631 0 0 BANK OF AMERICA CORP COM 060505104 44971 646368 SH DEFINED 01 02 0 646368 0 BANK OF AMERICA CORP COM 060505104 22001 316250 SH DEFINED 01 03 0 316250 0 BANK OF AMERICA CORP COM 060505104 3375 48513 SH DEFINED 01 13 0 48513 0 BANK OF HAWAII COM 062540109 82 2705 SH DEFINED 01 2705 0 0 BANK OF THE OZARKS INC COM 063904106 347 14800 SH DEFINED 01 14800 0 0 BANK OF THE OZARKS INC COM 063904106 2 90 SH DEFINED 01 02 0 90 0 BANK OF NEW YORK COM 064057102 21427 894265 SH DEFINED 01 894265 0 0 BANK OF NEW YORK COM 064057102 3647 152209 SH DEFINED 01 03 0 152209 0 BANK ONE CORP COM 06423A103 35591 973718 SH DEFINED 01 973718 0 0 BANK ONE CORP COM 06423A103 3180 87000 SH DEFINED 01 02 0 87000 0 BANK ONE CORP COM 06423A103 8945 244721 SH DEFINED 01 03 0 244721 0 BANK UNITED CORP RTS WT 065416117 0 60 SH DEFINED 01 0 0 60 BANKATLANTIC CL A COM 065908501 1421 150400 SH DEFINED 01 150400 0 0 BANKATLANTIC CL A COM 065908501 44 4674 SH DEFINED 01 02 0 4674 0 BANKATLANTIC CL A COM 065908501 3 296 SH DEFINED 01 03 0 296 0 BANKNORTH GROUP INC COM 06646R107 139 6170 SH DEFINED 01 6170 0 0 BANKUNITED FINANCIAL COM 06652B103 1733 107100 SH DEFINED 01 10710 0 0 BANKUNITED FINANCIAL COM 06652B103 81 5045 SH DEFINED 01 02 0 505 0 BANKUNITED FINANCIAL COM 06652B103 5 328 SH DEFINED 01 03 0 33 0 BANTA CORP COM 066821109 33 1057 SH DEFINED 01 1057 0 0 C R BARD INC COM 067383109 152 2617 SH DEFINED 01 2617 0 0 C R BARD INC COM 067383109 629 10838 SH DEFINED 01 03 0 10838 0 BARNES & NOBLE COM 067774109 51 2815 SH DEFINED 01 2815 0 0 BARNES GROUP COM 067806109 1167 57337 SH DEFINED 01 57337 0 0 BARRICK GOLD INC COM 067901108 32936 2137324 SH DEFINED 01 2137324 0 0 BARR LABORATORIES COM 068306109 1747 26831 SH DEFINED 01 26831 0 0 BARRA INC COM 068313105 1822 60078 SH DEFINED 01 60078 0 0 BASSETT FURN IND. COM 070203104 509 35579 SH DEFINED 01 35579 0 0 BAUSCH & LOMB COM 071707103 98 2735 SH DEFINED 01 2735 0 0 BAUSCH & LOMB COM 071707103 407 11304 SH DEFINED 01 03 0 11304 0 BAXTER INTL INC COM 071813109 94923 3390109 SH DEFINED 01 3390109 0 0 BAXTER INTL INC COM 071813109 17714 632600 SH DEFINED 01 02 0 632600 0 BAXTER INTL INC COM 071813109 4839 172834 SH DEFINED 01 03 0 172834 0 BAXTER INTL CVT PFD CONV PRF 071813406 15030 300000 SH DEFINED 01 0 0 300000 BAYCORP HOLDINGS LTD COM 072728108 0 28 SH DEFINED 01 28 0 0 BE AEROSPACE COM 073302101 397 109009 SH DEFINED 01 109009 0 0 BEA SYSTEMS INC COM 073325102 23237 2025912 SH DEFINED 01 2025912 0 0 BEA SYSTEMS INC COM 073325102 1356 118200 SH DEFINED 01 02 0 118200 0 BEA SYSTEMS INC COM 073325102 29 2533 SH DEFINED 01 03 0 2533 0 BEA SYSTEMS CVT CONV BND 073325AD4 815 900000 PRN DEFINED 01 0 0 900000 BEAR STEARNS COM 073902108 5422 91297 SH DEFINED 01 91297 0 0 BEAR STEARNS COM 073902108 1196 20141 SH DEFINED 01 03 0 20141 0 BEASLEY BRD GRP A. COM 074014101 624 52200 SH DEFINED 01 52200 0 0 BEAZER HOMES USA INC. COM 07556Q105 430 7100 SH DEFINED 01 7100 0 0 BEAZER HOMES USA INC. COM 07556Q105 68 1119 SH DEFINED 01 02 0 1119 0 BEAZER HOMES USA INC. COM 07556Q105 5 76 SH DEFINED 01 03 0 76 0 BEBE STORES INC COM 075571109 570 42500 SH DEFINED 01 42500 0 0 BECKMAN COULTER INC COM 075811109 77 2599 SH DEFINED 01 2599 0 0 BECTON DICKINSON COM 075887109 15972 520438 SH DEFINED 01 520438 0 0 BECTON DICKINSON COM 075887109 5 150 SH DEFINED 01 02 0 150 0 BECTON DICKINSON COM 075887109 1674 54559 SH DEFINED 01 03 0 54559 0 BED BATH & BEYOND IN COM 075896100 93723 2714253 SH DEFINED 01 2714253 0 0 BED BATH & BEYOND IN COM 075896100 1790 51830 SH DEFINED 01 02 0 51830 0 BED BATH & BEYOND IN COM 075896100 2214 64106 SH DEFINED 01 03 0 64106 0 BEL FUSE INC COM 077347300 5607 278280 SH DEFINED 01 278280 0 0 BELDEN INC COM 077459105 1152 75718 SH DEFINED 01 75718 0 0 BELL ATLANTIC NZ (US) 7.080 PF PRF 07786G208 3639 35000 SH DEFINED 01 0 0 35000 BELL ATLANTIC CORP 5.800 PFD PRF 07786G307 10203 100000 SH DEFINED 01 0 0 100000 BELL MICRPROD INC COM 078137106 435 78534 SH DEFINED 01 78534 0 0 BELL SOUTH COM 079860102 87038 3364465 SH DEFINED 01 3364465 0 0 BELL SOUTH COM 079860102 4512 174434 SH DEFINED 01 02 0 174434 0 BELL SOUTH COM 079860102 10121 391219 SH DEFINED 01 03 0 391219 0 BELO CORP COM 080555105 943 44280 SH DEFINED 01 44280 0 0 BEMIS CO. COM 081437105 133 2678 SH DEFINED 01 2678 0 0 BEMIS CO. COM 081437105 551 11102 SH DEFINED 01 03 0 11102 0 BENCHMARK ELECTRONIC COM 08160H101 3179 110933 SH DEFINED 01 110933 0 0 BENCHMARK ELECTRONIC COM 08160H101 60 2090 SH DEFINED 01 02 0 2090 0 BENCHMARK ELECTRONIC COM 08160H101 4 135 SH DEFINED 01 03 0 135 0 BENNETT ENVIRONMENTAL INC COM 081906109 760 110000 SH DEFINED 01 110000 0 0 WR BERKLEY COM 084423102 380 9590 SH DEFINED 01 9590 0 0 BERKSHIRE HATHAWAY B COM 084670207 18931 7813 SH DEFINED 01 39 0 0 BERKSHIRE HATHAWAY B COM 084670207 204 84 SH DEFINED 01 02 0 0 0 BERKSHIRE HATHAWAY B COM 084670207 1110 458 SH DEFINED 01 03 0 2 0 BEST BUY CO COM 086516101 71817 2973776 SH DEFINED 01 2973776 0 0 BEST BUY CO COM 086516101 11485 475695 SH DEFINED 01 02 0 475695 0 BEST BUY CO COM 086516101 1635 67705 SH DEFINED 01 03 0 67705 0 BIG LOTS INC COM 089302103 14425 1090271 SH DEFINED 01 1090271 0 0 BIG LOTS INC COM 089302103 323 24382 SH DEFINED 01 03 0 24382 0 BIO-RAD LABS CL A. COM 090572207 2353 60800 SH DEFINED 01 6080 0 0 BIO-RAD LABS CL A. COM 090572207 3 80 SH DEFINED 01 02 0 8 0 BIO TECH GENERAL COM 090578105 571 178227 SH DEFINED 01 178227 0 0 BIOGEN INC COM 090597105 22834 570004 SH DEFINED 01 570004 0 0 BIOGEN INC COM 090597105 23941 597583 SH DEFINED 01 02 0 597583 0 BIOGEN INC COM 090597105 3544 88465 SH DEFINED 01 03 0 88465 0 BIOMET COM 090613100 101255 3532963 SH DEFINED 01 3532963 0 0 BIOMET COM 090613100 2461 85834 SH DEFINED 01 02 0 85834 0 BIOMET COM 090613100 5397 188298 SH DEFINED 01 03 0 188298 0 BIOVAIL CORP COM 09067J109 8 300 SH DEFINED 01 02 0 300 0 BIOSITE INC COM 090945106 4165 122395 SH DEFINED 01 122395 0 0 BIOSITE INC COM 090945106 3 100 SH DEFINED 01 02 0 100 0 BLACK & DECKER COM 091797100 17116 399085 SH DEFINED 01 399085 0 0 BLACK & DECKER COM 091797100 724 16890 SH DEFINED 01 03 0 16890 0 BLACK BOX CORP COM 091826107 3531 78801 SH DEFINED 01 78801 0 0 BLACK BOX CORP COM 091826107 2 50 SH DEFINED 01 02 0 50 0 BLACK HILLS CORP COM 092113109 1467 55322 SH DEFINED 01 55322 0 0 BLACK HILLS CORP COM 092113109 69 2583 SH DEFINED 01 02 0 2583 0 BLACK HILLS CORP COM 092113109 5 180 SH DEFINED 01 03 0 180 0 BLOCK H&R INC COM 093671105 1289 32078 SH DEFINED 01 32078 0 0 BLOCK H&R INC COM 093671105 1523 37876 SH DEFINED 01 03 0 37876 0 BLYTH INC COM 09643P108 5228 195333 SH DEFINED 01 195333 0 0 BLYTH INC COM 09643P108 53 1963 SH DEFINED 01 02 0 1963 0 BLYTH INC COM 09643P108 3 122 SH DEFINED 01 03 0 122 0 BOB EVANS FARMS COM 096761101 1781 76271 SH DEFINED 01 76271 0 0 BOEING COM 097023105 50900 1542868 SH DEFINED 01 1542868 0 0 BOEING COM 097023105 796 24150 SH DEFINED 01 02 0 24150 0 BOEING COM 097023105 8047 243916 SH DEFINED 01 03 0 243916 0 BOEING COM 097023105 868 26300 SH DEFINED 01 13 0 26300 0 BOISE CASCADE COM 097383103 201 7952 SH DEFINED 01 7952 0 0 BOISE CASCADE COM 097383103 308 12218 SH DEFINED 01 03 0 12218 0 BOOTS & COOTS INTL W COM 099469108 44 295000 SH DEFINED 01 295000 0 0 BORDERS GROUP INC. COM 099709107 1531 95115 SH DEFINED 01 95115 0 0 BORG WARNER INC COM 099724106 2448 48552 SH DEFINED 01 48552 0 0 BORLAND SOFTWARE COM 099849101 1003 81500 SH DEFINED 01 81500 0 0 BORLAND SOFTWARE COM 099849101 3 230 SH DEFINED 01 02 0 230 0 BOSTON COMMUNICATION COM 100582105 1860 146353 SH DEFINED 01 146353 0 0 BOSTON COMMUNICATION COM 100582105 30 2337 SH DEFINED 01 02 0 2337 0 BOSTON COMMUNICATION COM 100582105 2 145 SH DEFINED 01 03 0 145 0 BOSTON PRIVATE FINL COM 101119105 2710 136469 SH DEFINED 01 136469 0 0 BOSTON PROPERTIES IN COM 101121101 656 17800 SH DEFINED 01 17800 0 0 BOSTON SCIENTIFIC COM 101137107 24195 569017 SH DEFINED 01 569017 0 0 BOSTON SCIENTIFIC COM 101137107 7294 171550 SH DEFINED 01 02 0 171550 0 BOSTON SCIENTIFIC COM 101137107 3688 86745 SH DEFINED 01 03 0 86745 0 BOSTON SCIENTIFIC COM 101137107 1340 31507 SH DEFINED 01 13 0 31507 0 BOWATER INC COM 102183100 12845 306192 SH DEFINED 01 306192 0 0 BOWNE & CO COM 103043105 1217 101815 SH DEFINED 01 101815 0 0 BOYD GAMING CORP COM 103304101 628 44700 SH DEFINED 01 44700 0 0 BOYD GAMING CORP COM 103304101 57 4089 SH DEFINED 01 02 0 4089 0 BOYD GAMING CORP COM 103304101 4 267 SH DEFINED 01 03 0 267 0 BRADY CORP COM 104674106 2339 70137 SH DEFINED 01 70137 0 0 BRANDYWINE RLTY TR COM 105368203 986 45200 SH DEFINED 01 45200 0 0 BRASCAN CORP - A COM 10549P606 5722 279100 SH DEFINED 01 279100 0 0 BRIGGS & STRATTON COM 109043109 4727 111284 SH DEFINED 01 111284 0 0 BRIGGS & STRATTON COM 109043109 97 2302 SH DEFINED 01 02 0 2302 0 BRIGGS & STRATTON COM 109043109 6 131 SH DEFINED 01 03 0 131 0 BRINKER INT`L INC COM 109641100 63352 1964414 SH DEFINED 01 1964414 0 0 BRINKER INT`L INC COM 109641100 2333 72345 SH DEFINED 01 02 0 72345 0 BRINKER INT`L INC COM 109641100 3578 110950 SH DEFINED 01 03 0 110950 0 BRINKER INTL CVT CONV BND 109641AC4 958 1390000 PRN DEFINED 01 0 0 1390000 BRISTOL MYERS SQUIBB COM 110122108 79888 3450871 SH DEFINED 01 3450871 0 0 BRISTOL MYERS SQUIBB COM 110122108 23 1000 SH DEFINED 01 02 0 1000 0 BRISTOL MYERS SQUIBB COM 110122108 9472 409161 SH DEFINED 01 03 0 409161 0 BROADCOM CORP COM 111320107 211 14003 SH DEFINED 01 14003 0 0 BROADCOM CORP COM 111320107 890 59057 SH DEFINED 01 03 0 59057 0 BROADWING INC COM 111620100 1127 320334 SH DEFINED 01 320334 0 0 BROADWING INC COM 111620100 41 11929 SH DEFINED 01 02 0 11929 0 BROADWING INC COM 111620100 3 780 SH DEFINED 01 03 0 780 0 BROCADE COMMUNICATIO COM 111621108 7 1589 SH DEFINED 01 03 0 1589 0 BROOKFIELD PROP CORP COM 112900105 4228 209300 SH DEFINED 01 209300 0 0 BROOKLINE BANCORP INC COM 11373M107 3739 314208 SH DEFINED 01 314208 0 0 BROOKS-PRI AUTOMATION INC COM 11442E102 2362 206183 SH DEFINED 01 206183 0 0 BROOKTROUT INC COM 114580103 2489 469463 SH DEFINED 01 469463 0 0 BROWN & BROWN INC.. COM 115236101 93 2887 SH DEFINED 01 2887 0 0 BROWN-FORMAN CORP COM 115637100 2144 32000 SH DEFINED 01 32000 0 0 BROWN FORMAN CL B COM 115637209 227 3466 SH DEFINED 01 3466 0 0 BROWN FORMAN CL B COM 115637209 937 14343 SH DEFINED 01 03 0 14343 0 BROWN (TOM) INC COM 115660201 11718 466882 SH DEFINED 01 466882 0 0 BROWN (TOM) INC COM 115660201 50 1972 SH DEFINED 01 02 0 1972 0 BROWN (TOM) INC COM 115660201 3 128 SH DEFINED 01 03 0 128 0 BROWN SHOE CO INC COM 115736100 1276 53534 SH DEFINED 01 53534 0 0 BRUNSWICK CORP COM 117043109 2150 108278 SH DEFINED 01 108278 0 0 BRUNSWICK CORP COM 117043109 375 18901 SH DEFINED 01 03 0 18901 0 BRUSH ENGINEERED MAT COM 117421107 278 50490 SH DEFINED 01 50490 0 0 BUCKEYE TECHNOLOGIES COM 118255108 690 112204 SH DEFINED 01 112204 0 0 BUCKLE INC COM 118440106 7638 424300 SH DEFINED 01 424300 0 0 BLDG MATERIAL HOLD COM 120113105 2285 159821 SH DEFINED 01 159821 0 0 BLDG MATERIAL HOLD COM 120113105 51 3548 SH DEFINED 01 02 0 3548 0 BLDG MATERIAL HOLD COM 120113105 4 281 SH DEFINED 01 03 0 281 0 BURLINGTON COAT FACT COM 121579106 2423 135010 SH DEFINED 01 135010 0 0 BURLINGTON N SANTA COM 12189T104 95967 3689638 SH DEFINED 01 3689638 0 0 BURLINGTON N SANTA COM 12189T104 962 37000 SH DEFINED 01 02 0 37000 0 BURLINGTON N SANTA COM 12189T104 5707 219407 SH DEFINED 01 03 0 219407 0 BURLINGTON RESOURCES COM 122014103 36565 857286 SH DEFINED 01 857286 0 0 BURLINGTON RESOURCES COM 122014103 1817 42602 SH DEFINED 01 03 0 42602 0 BUSINESS OBJECTS SA COM 12328X107 450 30000 SH DEFINED 01 30000 0 0 BUTLER MFG CO DEL COM 123655102 371 19153 SH DEFINED 01 19153 0 0 C&D TECHNOLOGY COM 124661109 6678 377928 SH DEFINED 01 377928 0 0 C&D TECHNOLOGY COM 124661109 76 4249 SH DEFINED 01 02 0 4249 0 C&D TECHNOLOGY COM 124661109 4 230 SH DEFINED 01 03 0 230 0 CBL & ASSOCIATES COM 124830100 2543 63500 SH DEFINED 01 63500 0 0 CBRL GROUP INC COM 12489V106 12489 414477 SH DEFINED 01 414477 0 0 CBRL GROUP INC COM 12489V106 210 6947 SH DEFINED 01 02 0 6947 0 CBRL GROUP INC COM 12489V106 322 10700 SH DEFINED 01 03 0 10700 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 493 19200 SH DEFINED 01 19200 0 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 40 1615 SH DEFINED 01 02 0 1615 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 3 106 SH DEFINED 01 03 0 106 0 C-COR.NET CORP COM 125010108 767 231371 SH DEFINED 01 231371 0 0 CDI CORP COM 125071100 2197 81417 SH DEFINED 01 81417 0 0 CDW COMPUTER CENTERS COM 125129106 9867 225003 SH DEFINED 01 225003 0 0 CDW COMPUTER CENTERS COM 125129106 26 582 SH DEFINED 01 03 0 582 0 CEC ENTERTAINMENT COM 125137109 2564 83526 SH DEFINED 01 83526 0 0 CH ENERGY GROUP COM 12541M102 7419 159100 SH DEFINED 01 159100 0 0 CH ENERGY GROUP COM 12541M102 75 1590 SH DEFINED 01 02 0 1590 0 CH ENERGY GROUP COM 12541M102 5 99 SH DEFINED 01 03 0 99 0 CH ROBINSON WORLDWID COM 12541W100 10718 343526 SH DEFINED 01 343526 0 0 CH ROBINSON WORLDWID COM 12541W100 17 558 SH DEFINED 01 03 0 558 0 CIGNA CORP COM 125509109 1110 26983 SH DEFINED 01 26983 0 0 CIGNA CORP COM 125509109 1201 29219 SH DEFINED 01 03 0 29219 0 CIT GROUP INC COM 125581108 6614 337425 SH DEFINED 01 337425 0 0 CLECO CORP COM 12561W105 27 1962 SH DEFINED 01 1962 0 0 CMS ENERGY CORP COM 125896100 9925 1051400 SH DEFINED 01 1051400 0 0 CMS ENERGY CORP COM 125896100 285 30200 SH DEFINED 01 03 0 30200 0 CPI CORP COM 125902106 354 24412 SH DEFINED 01 24412 0 0 CPB INC -. COM 125903104 903 32900 SH DEFINED 01 32900 0 0 CPB INC -. COM 125903104 36 1304 SH DEFINED 01 02 0 1304 0 CPB INC -. COM 125903104 2 85 SH DEFINED 01 03 0 85 0 CSK AUTO CORP COM 125965103 1150 104564 SH DEFINED 01 104564 0 0 CNA SURETY CORP COM 12612L108 3337 425100 SH DEFINED 01 425100 0 0 CNF TRANS SER A CVT CONV PRF 12612V205 24895 500000 SH DEFINED 01 0 0 500000 CNF INC COM 12612W104 1454 43756 SH DEFINED 01 43756 0 0 CABLEVISION SYSTEMS CORPORATIO PRF 126304401 12913 138858 SH DEFINED 01 0 0 138858 CABLEVISION SYSTEMS CORPORATIO PRF 126304609 4700 49481 SH DEFINED 01 0 0 49481 CSG SYSTEMS COM 126349109 29 2153 SH DEFINED 01 2153 0 0 CSX CORP COM 126408103 3570 126114 SH DEFINED 01 126114 0 0 CSX CORP COM 126408103 1264 44655 SH DEFINED 01 03 0 44655 0 CTS CORP COM 126501105 936 120716 SH DEFINED 01 120716 0 0 CUNO INC COM 126583103 1665 50281 SH DEFINED 01 50281 0 0 CVS CORP COM 126650100 11520 461372 SH DEFINED 01 461372 0 0 CVS CORP COM 126650100 2056 82346 SH DEFINED 01 03 0 82346 0 CV THERAPEUTICS INC COM 126667104 1697 93200 SH DEFINED 01 93200 0 0 CV THERAPEUTICS INC COM 126667104 36 1972 SH DEFINED 01 02 0 1972 0 CV THERAPEUTICS INC COM 126667104 2 127 SH DEFINED 01 03 0 127 0 CABLEVISION NY GROUP COM 12686C109 10379 619999 SH DEFINED 01 619999 0 0 CABLE DESIGN TECH COM 126924109 2223 376625 SH DEFINED 01 376625 0 0 CABOT CORPORATION COM 127055101 68 2564 SH DEFINED 01 2564 0 0 CABOT OIL & GAS CORP COM 127097103 3120 125897 SH DEFINED 01 125897 0 0 CABOT OIL & GAS CORP COM 127097103 3 120 SH DEFINED 01 02 0 120 0 CABOT MICROELECTRONI COM 12709P103 1194 25315 SH DEFINED 01 25315 0 0 CABOT MICROELECTRONI COM 12709P103 3 60 SH DEFINED 01 02 0 60 0 CACI INTERNATIONAL COM 127190304 3683 103336 SH DEFINED 01 103336 0 0 CACI INTERNATIONAL COM 127190304 2 60 SH DEFINED 01 02 0 60 0 CADENCE DESIGN SYS COM 127387108 839 71221 SH DEFINED 01 71221 0 0 CAL DIVE INTL INC COM 127914109 5652 240461 SH DEFINED 01 240461 0 0 CALIENT NETWORKS INC 0% PFD SE PRF 130500XX4 1192 2076124 SH DEFINED 01 0 0 2076124 CALIF PIZZA KITCHEN COM 13054D109 1195 47430 SH DEFINED 01 47430 0 0 CALLAWAY GOLF CO COM 131193104 5377 405771 SH DEFINED 01 405771 0 0 CALPINE CORP COM 131347106 880 269781 SH DEFINED 01 269781 0 0 CALPINE CORP COM 131347106 259 79578 SH DEFINED 01 03 0 79578 0 CAMBREX CORP COM 132011107 2845 94179 SH DEFINED 01 94179 0 0 CAMBREX CORP COM 132011107 2 50 SH DEFINED 01 02 0 50 0 CAMDEN PROP TRUST COM 133131102 455 13800 SH DEFINED 01 13800 0 0 CAMPBELL SOUP COM 134429109 4830 205808 SH DEFINED 01 205808 0 0 CAMPBELL SOUP COM 134429109 2016 85902 SH DEFINED 01 03 0 85902 0 CANADIAN NATL RAILWA COM 136375102 301 7251 SH DEFINED 01 7251 0 0 CANADIAN PAC RAILWAY COM 13645T100 188 9546 SH DEFINED 01 9546 0 0 CANTEL MEDICAL CORP COM 138098108 664 52450 SH DEFINED 01 52450 0 0 CANTEL MEDICAL CORP COM 138098108 2 125 SH DEFINED 01 02 0 125 0 CAPITAL AUTOMOTIVE REIT COM 139733109 2012 84915 SH DEFINED 01 84915 0 0 CAPITAL ONE FINL COR COM 14040H105 10823 364163 SH DEFINED 01 364163 0 0 CAPITAL ONE FINL COR COM 14040H105 419 14100 SH DEFINED 01 02 0 14100 0 CAPITAL ONE FINL COR COM 14040H105 1382 46507 SH DEFINED 01 03 0 46507 0 CAPTARIS INC COM 14071N104 232 96771 SH DEFINED 01 96771 0 0 CARBO CERAMICS COM 140781105 1573 46672 SH DEFINED 01 46672 0 0 CARAUSTAR COM 140909102 1697 179089 SH DEFINED 01 179089 0 0 CARAUSTAR COM 140909102 51 5318 SH DEFINED 01 02 0 5318 0 CARAUSTAR COM 140909102 3 354 SH DEFINED 01 03 0 354 0 CARDIAC SCIENCE INC COM 141410209 306 138600 SH DEFINED 01 138600 0 0 CARDIAC SCIENCE INC COM 141410209 1 270 SH DEFINED 01 02 0 270 0 CARDINAL HEALTH COM 14149Y108 386701 6533177 SH DEFINED 01 6533177 0 0 CARDINAL HEALTH COM 14149Y108 9255 156406 SH DEFINED 01 02 0 156406 0 CARDINAL HEALTH COM 14149Y108 5527 93384 SH DEFINED 01 03 0 93384 0 CAREER EDUCATIONS COM 141665109 1390 34751 SH DEFINED 01 34751 0 0 CAREMARK RX INC COM 141705103 77520 4770352 SH DEFINED 01 4770352 0 0 CAREMARK RX INC COM 141705103 582 35800 SH DEFINED 01 02 0 35800 0 CARLISLE COS INC. COM 142339100 1890 45677 SH DEFINED 01 45677 0 0 CARLISLE COS INC. COM 142339100 84 2025 SH DEFINED 01 02 0 2025 0 CARLISLE COS INC. COM 142339100 5 123 SH DEFINED 01 03 0 123 0 CARMAX INC COM 143130102 77 4301 SH DEFINED 01 4301 0 0 CARNIVAL CORP COM 143658102 31138 1247994 SH DEFINED 01 1247994 0 0 CARNIVAL CORP COM 143658102 524 21000 SH DEFINED 01 02 0 21000 0 CARNIVAL CORP COM 143658102 5070 203187 SH DEFINED 01 03 0 203187 0 CARNIVAL CORP COM 143658102 7123 285500 SH DEFINED 01 11 0 285500 0 CARNIVAL CORP COM 143658102 17 700 SH DEFINED 01 12 0 700 0 CARNIVAL CORP COM 143658102 566 22700 SH DEFINED 01 13 0 22700 0 CARNIVAL CORP CVT CONV BND 143658AN2 1341 1280000 PRN DEFINED 01 0 0 1280000 CARPENTER TECHNOLGY COM 144285103 12 932 SH DEFINED 01 932 0 0 CARREKER CORPORATION COM 144433109 324 71448 SH DEFINED 01 71448 0 0 CASCADE CORP COM 147195101 1280 80250 SH DEFINED 01 80250 0 0 CASCADE NATURAL GAS COM 147339105 670 33519 SH DEFINED 01 33519 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 488 54915 SH DEFINED 01 54915 0 0 CASEYS GENERAL STOR COM 147528103 2337 191443 SH DEFINED 01 191443 0 0 CASH AMERICA INVESTM COM 14754D100 705 74103 SH DEFINED 01 74103 0 0 CASTLE A M CO PV10 COM 148411101 208 45823 SH DEFINED 01 45823 0 0 CATALINA MKTG COM 148867104 16703 902851 SH DEFINED 01 902851 0 0 CATALINA MKTG COM 148867104 15317 827905 SH DEFINED 01 02 0 827905 0 CATALINA MKTG COM 148867104 1537 83050 SH DEFINED 01 03 0 83050 0 CATAPULT COMM. CORP COM 149016107 5101 427015 SH DEFINED 01 427015 0 0 CATAPULT COMM. CORP COM 149016107 1 70 SH DEFINED 01 02 0 70 0 CATELLUS DEVELOPMENT COM 149111106 7916 398800 SH DEFINED 01 398800 0 0 CATERPILLAR INC COM 149123101 268070 5863293 SH DEFINED 01 5863293 0 0 CATERPILLAR INC COM 149123101 6614 144622 SH DEFINED 01 02 0 144622 0 CATERPILLAR INC COM 149123101 8238 180178 SH DEFINED 01 03 0 180178 0 CATHAY BANCORP INC COM 149150104 1322 34800 SH DEFINED 01 34800 0 0 CATHAY BANCORP INC COM 149150104 3 80 SH DEFINED 01 02 0 80 0 CATO CORP -CL A COM 149205106 3944 182691 SH DEFINED 01 182691 0 0 CELL GENESYS INC. COM 150921104 1017 91200 SH DEFINED 01 91200 0 0 CELL GENESYS INC. COM 150921104 43 3918 SH DEFINED 01 02 0 3918 0 CELL GENESYS INC. COM 150921104 3 245 SH DEFINED 01 03 0 245 0 CEMEX COM 151290889 16079 747462 SH DEFINED 01 747462 0 0 CEMEX COM 151290889 1575 73200 SH DEFINED 01 03 0 73200 0 CENDANT CORP COM 151313103 211041 20137525 SH DEFINED 01 20137525 0 0 CENDANT CORP COM 151313103 11795 1125450 SH DEFINED 01 02 0 1125450 0 CENDANT CORP COM 151313103 2284 217939 SH DEFINED 01 03 0 217939 0 CENTENE CORP COM 15135B101 7166 213300 SH DEFINED 01 213300 0 0 CENTER POINT COM 151895109 6504 113800 SH DEFINED 01 113800 0 0 CENTERPOINT ENERGY INC COM 15189T107 2764 325172 SH DEFINED 01 325172 0 0 CENTERPOINT ENERGY INC COM 15189T107 544 64008 SH DEFINED 01 03 0 64008 0 CENTEX CORPORATION COM 152312104 13176 262472 SH DEFINED 01 262472 0 0 CENTEX CORPORATION COM 152312104 649 12919 SH DEFINED 01 03 0 12919 0 CENTRAL ILLINOIS LIGHT COMPANY PRF 153645882 3485 35000 SH DEFINED 01 35000 0 0 CENTRAL PARKING COM 154785109 2058 109097 SH DEFINED 01 109097 0 0 CENTRAL VT PUB SRV COM 155771108 650 35577 SH DEFINED 01 35577 0 0 CENTURY ALUMINUM COM 156431108 1012 136584 SH DEFINED 01 136584 0 0 CENTURY ALUMINUM COM 156431108 40 5431 SH DEFINED 01 02 0 5431 0 CENTURY ALUMINUM COM 156431108 2 298 SH DEFINED 01 03 0 298 0 CENTURY MAINTENANCE SUPPLY INC PRF 156616401 22209 249546 SH DEFINED 01 0 0 249546 CENTURYTEL INC COM 156700106 44135 1502243 SH DEFINED 01 1502243 0 0 CENTURYTEL INC COM 156700106 882 30019 SH DEFINED 01 03 0 30019 0 CEPHALON INC COM 156708109 8150 167456 SH DEFINED 01 167456 0 0 CEPHALON INC COM 156708109 16 337 SH DEFINED 01 03 0 337 0 CERIDIAN CORP - NEW COM 156779100 89 6194 SH DEFINED 01 6194 0 0 CERNER CORP COM 156782104 3912 125151 SH DEFINED 01 125151 0 0 CERTEGY INC COM 156880106 68 2770 SH DEFINED 01 2770 0 0 CHAMPION ENTERPRISES COM 158496109 441 154619 SH DEFINED 01 154619 0 0 CHARLES RIV LABORATO COM 159864107 28977 753084 SH DEFINED 01 753084 0 0 AVASTA ESERVICES WTS COM 160000998 0 1367490 SH DEFINED 01 0 0 1367490 CHAPTER 2 E-SERVICES 0% (PREV PRF 160000XX8 0 2734981 SH DEFINED 01 0 0 2734981 CHARTER ONE FINL INC COM 160903100 9920 345272 SH DEFINED 01 345272 0 0 CHARTER ONE FINL INC COM 160903100 1395 48530 SH DEFINED 01 03 0 48530 0 CHARTER MUNICIPAL MG COM 160908109 1652 95100 SH DEFINED 01 95100 0 0 CHARTER MUNICIPAL MG COM 160908109 83 4795 SH DEFINED 01 02 0 4795 0 CHARTER MUNICIPAL MG COM 160908109 5 302 SH DEFINED 01 03 0 302 0 CHARMING SHOPPES COM 161133103 12923 3091355 SH DEFINED 01 3091355 0 0 CHATTEM INC COM 162456107 1118 54400 SH DEFINED 01 54400 0 0 CHATTEM INC COM 162456107 2 120 SH DEFINED 01 02 0 120 0 CHECKERS DRIVEN REST. COM 162809305 795 127000 SH DEFINED 01 127000 0 0 CHECKERS DRIVEN REST. COM 162809305 2 270 SH DEFINED 01 02 0 270 0 CHECKFREE CORP COM 162813109 1020 63683 SH DEFINED 01 63683 0 0 CHECKPOINT SYSTEMS I COM 162825103 1020 98675 SH DEFINED 01 98675 0 0 CHECKPOINT SYSTEMS I COM 162825103 77 7404 SH DEFINED 01 02 0 7404 0 CHECKPOINT SYSTEMS I COM 162825103 5 494 SH DEFINED 01 03 0 494 0 CHEESECAKE FACTORY COM 163072101 42297 1170062 SH DEFINED 01 1170062 0 0 CHEESECAKE FACTORY COM 163072101 117271 3244086 SH DEFINED 01 02 0 3244086 0 CHEESECAKE FACTORY COM 163072101 6180 170937 SH DEFINED 01 03 0 170937 0 CHEMED CORP COM 163596109 2534 71715 SH DEFINED 01 71715 0 0 CHESAPEAKE CORP COM 165159104 821 46010 SH DEFINED 01 46010 0 0 CHESAPEAKE ENERGY COM 165167107 2509 324285 SH DEFINED 01 324285 0 0 CHESAPEAKE ENERGY COM 165167107 70 9053 SH DEFINED 01 02 0 9053 0 CHESAPEAKE ENERGY COM 165167107 5 622 SH DEFINED 01 03 0 622 0 CHEVRONTEXACO CORP COM 166764100 553019 8318571 SH DEFINED 01 8318571 0 0 CHEVRONTEXACO CORP COM 166764100 26464 398108 SH DEFINED 01 02 0 398108 0 CHEVRONTEXACO CORP COM 166764100 16845 253388 SH DEFINED 01 03 0 253388 0 CHEVRONTEXACO CORP COM 166764100 10411 156600 SH DEFINED 01 11 0 156600 0 CHEVRONTEXACO CORP COM 166764100 1353 20359 SH DEFINED 01 13 0 20359 0 CHICAGO PIZZA BREW- COM 167889104 870 126000 SH DEFINED 01 126000 0 0 CHICAGO PIZZA BREW- COM 167889104 2 280 SH DEFINED 01 02 0 280 0 CHICO'S FAS INC COM 168615102 27069 1431442 SH DEFINED 01 1431442 0 0 CHICO'S FAS INC COM 168615102 23219 1227850 SH DEFINED 01 02 0 1227850 0 CHICO'S FAS INC COM 168615102 520 27500 SH DEFINED 01 03 0 27500 0 CHILDRENS PLACE COM 168905107 856 80430 SH DEFINED 01 80430 0 0 CHIPPAC INC. COM 169657103 235 66164 SH DEFINED 01 66164 0 0 CHOICE HOTELS INTL. COM 169905106 70 3061 SH DEFINED 01 02 0 3061 0 CHOICE HOTELS INTL. COM 169905106 4 196 SH DEFINED 01 03 0 196 0 CHIQUITA BRANDS INTL. COM 170032809 4 300 SH DEFINED 01 300 0 0 CHIRON COM 170040109 1850 49200 SH DEFINED 01 49200 0 0 CHIRON COM 170040109 1555 41351 SH DEFINED 01 03 0 41351 0 CHITTENDEN CORP COM 170228100 2470 96939 SH DEFINED 01 96939 0 0 CHOICEPOINT INC COM 170388102 308 7805 SH DEFINED 01 7805 0 0 CHRISTOPHER & BANKS COM 171046105 1622 78185 SH DEFINED 01 78185 0 0 CHUBB CORP COM 171232101 20257 388086 SH DEFINED 01 388086 0 0 CHUBB CORP COM 171232101 423 8100 SH DEFINED 01 02 0 8100 0 CHUBB CORP COM 171232101 3553 68057 SH DEFINED 01 03 0 68057 0 CHURCH & DWIGHT COM 171340102 15571 511664 SH DEFINED 01 511664 0 0 CHURCHILL DOWNS INC COM 171484108 218 5700 SH DEFINED 01 5700 0 0 CIBER INC COM 17163B102 1706 331294 SH DEFINED 01 331294 0 0 CIENA CORPORATION COM 171779101 9376 1824006 SH DEFINED 01 1824006 0 0 CIENA CORPORATION COM 171779101 502 97613 SH DEFINED 01 03 0 97613 0 CIMA LABS INC COM 171796105 4577 189200 SH DEFINED 01 189200 0 0 CIMAREX ENERGY CO COM 171798101 8710 486609 SH DEFINED 01 486609 0 0 CINCINNATI FINANCIAL COM 172062101 308 8199 SH DEFINED 01 8199 0 0 CINCINNATI FINANCIAL COM 172062101 1271 33849 SH DEFINED 01 03 0 33849 0 CINERGY CORP COM 172474108 16471 488461 SH DEFINED 01 488461 0 0 CINERGY CORP COM 172474108 1197 35486 SH DEFINED 01 03 0 35486 0 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1168 338500 SH DEFINED 01 338500 0 0 CIRCUIT CITY COM 172737108 120705 16267448 SH DEFINED 01 16267448 0 0 CIRCUIT CITY COM 172737108 1143 154100 SH DEFINED 01 02 0 154100 0 CIRCUIT CITY COM 172737108 327 44037 SH DEFINED 01 03 0 44037 0 CIRRUS LOGIC COM 172755100 555 192683 SH DEFINED 01 192683 0 0 CIRRUS LOGIC COM 172755100 1 260 SH DEFINED 01 02 0 260 0 CISCO SYSTEMS COM 17275R102 326193 24900161 SH DEFINED 01 24900161 0 0 CISCO SYSTEMS COM 17275R102 39610 3023090 SH DEFINED 01 02 0 3023090 0 CISCO SYSTEMS COM 17275R102 20904 1595670 SH DEFINED 01 03 0 1595670 0 CISCO SYSTEMS COM 17275R102 6880 525154 SH DEFINED 01 11 0 525154 0 CISCO SYSTEMS COM 17275R102 25 1920 SH DEFINED 01 12 0 1920 0 CISCO SYSTEMS COM 17275R102 653 49858 SH DEFINED 01 13 0 49858 0 CINTAS CORP COM 172908105 48308 1055919 SH DEFINED 01 1055919 0 0 CINTAS CORP COM 172908105 2271 49650 SH DEFINED 01 02 0 49650 0 CINTAS CORP COM 172908105 4924 107631 SH DEFINED 01 03 0 107631 0 CITIGROUP INC COM 172967101 997016 28332392 SH DEFINED 01 28332392 0 0 CITIGROUP INC COM 172967101 39592 1125231 SH DEFINED 01 02 0 1125231 0 CITIGROUP INC COM 172967101 41325 1174326 SH DEFINED 01 03 0 1174326 0 CITIGROUP INC COM 172967101 5236 148799 SH DEFINED 01 11 0 148799 0 CITIGROUP INC COM 172967101 22 616 SH DEFINED 01 12 0 616 0 CITIGROUP INC COM 172967101 428 12166 SH DEFINED 01 13 0 12166 0 CITIGROUP INC PFD SER 23 $50 P PRF 172967648 7966 149515 SH DEFINED 01 0 0 149515 CITIBANK-NEW YORK, NY CITIBANK PRF 17305A202 10081 100000 SH DEFINED 01 0 0 100000 CITIZENS COMMUNICATI COM 17453B101 7427 703873 SH DEFINED 01 703873 0 0 CITIZENS COMMUNICATI COM 17453B101 627 59404 SH DEFINED 01 03 0 59404 0 CITRIX COM 177376100 12026 976075 SH DEFINED 01 976075 0 0 CITRIX COM 177376100 505 40954 SH DEFINED 01 03 0 40954 0 CITY HLDG CO COM 177835105 3 100 SH DEFINED 01 02 0 0 100 CITY NATIONAL CORP COM 178566105 794 18033 SH DEFINED 01 18033 0 0 CLAIRES STORES INC COM 179584107 983 44536 SH DEFINED 01 44536 0 0 CLAIRES STORES INC COM 179584107 76 3438 SH DEFINED 01 02 0 3438 0 CLAIRES STORES INC COM 179584107 5 218 SH DEFINED 01 03 0 218 0 CLARCOR INC COM 179895107 9068 280974 SH DEFINED 01 280974 0 0 CLARCOR INC COM 179895107 4 110 SH DEFINED 01 02 0 110 0 CLARENT CORP COM 180461105 0 194 SH DEFINED 01 194 0 0 CLAYTON HOMES INC COM 184190106 69 5672 SH DEFINED 01 5672 0 0 CLEAR CHANNEL COMMUN COM 184502102 24267 650708 SH DEFINED 01 650708 0 0 CLEAR CHANNEL COMMUN COM 184502102 858 23000 SH DEFINED 01 02 0 23000 0 CLEAR CHANNEL COMMUN COM 184502102 4789 128425 SH DEFINED 01 03 0 128425 0 CLEAR CHANNEL COMMUN COM 184502102 5776 154900 SH DEFINED 01 11 0 154900 0 CLEAR CHANNEL COMMUN COM 184502102 15 400 SH DEFINED 01 12 0 400 0 CLEAR CHANNEL COMMUN COM 184502102 634 17000 SH DEFINED 01 13 0 17000 0 CLEVELAND-CLIFFS IRN COM 185896107 614 30913 SH DEFINED 01 30913 0 0 CLOROX CO. COM 189054109 8351 202461 SH DEFINED 01 202461 0 0 CLOROX CO. COM 189054109 1939 46997 SH DEFINED 01 03 0 46997 0 COACH INC COM 189754104 1638 49763 SH DEFINED 01 49763 0 0 COACHMEN INDUSTRIES COM 189873102 759 48031 SH DEFINED 01 48031 0 0 COBALT CORPORATION COM 19074W100 516 37400 SH DEFINED 01 37400 0 0 COBALT CORPORATION COM 19074W100 27 1967 SH DEFINED 01 02 0 1967 0 COBALT CORPORATION COM 19074W100 2 128 SH DEFINED 01 03 0 128 0 COCA-COLA BOTTLING COM 191098102 1767 27389 SH DEFINED 01 27389 0 0 COCA-COLA COM 191216100 127594 2911743 SH DEFINED 01 2911743 0 0 COCA-COLA COM 191216100 5017 114437 SH DEFINED 01 02 0 114437 0 COCA-COLA COM 191216100 22861 521695 SH DEFINED 01 03 0 521695 0 COCA COLA ENTERPRISE COM 191219104 12707 585075 SH DEFINED 01 585075 0 0 COCA COLA ENTERPRISE COM 191219104 2075 95549 SH DEFINED 01 03 0 95549 0 COCA COLA ENTERPRISE COM 191219104 522 24026 SH DEFINED 01 13 0 24026 0 COGNEX CORP COM 192422103 3117 169137 SH DEFINED 01 169137 0 0 COGNIZANT TECH SOLUT COM 192446102 1040 14400 SH DEFINED 01 14400 0 0 COGNOS. COM 19244C109 741 31600 SH DEFINED 01 31600 0 0 COHERENT INC COM 192479103 7339 367847 SH DEFINED 01 367847 0 0 COHERENT INC COM 192479103 47 2342 SH DEFINED 01 02 0 2342 0 COHERENT INC COM 192479103 3 155 SH DEFINED 01 03 0 155 0 COHU INC COM 192576106 929 63171 SH DEFINED 01 63171 0 0 COINSTAR INC COM 19259P300 3411 150600 SH DEFINED 01 150600 0 0 COINSTAR INC COM 19259P300 2 110 SH DEFINED 01 02 0 110 0 COLE KENNETH PRODTN COM 193294105 2200 108400 SH DEFINED 01 108400 0 0 COLE KENNETH PRODTN COM 193294105 2 90 SH DEFINED 01 02 0 90 0 COLGATE-PALMOLIVE COM 194162103 2565 48930 SH DEFINED 01 48930 0 0 COLGATE-PALMOLIVE COM 194162103 248 4733 SH DEFINED 01 02 0 4733 0 COLGATE-PALMOLIVE COM 194162103 5915 112808 SH DEFINED 01 03 0 112808 0 COLONIAL BANCGROUP COM 195493309 62 5162 SH DEFINED 01 5162 0 0 COLONIAL PPTYS TR COM 195872106 3514 103545 SH DEFINED 01 103545 0 0 COLUMBIA SPORTSWEAR COM 198516106 560 12600 SH DEFINED 01 12600 0 0 COMCAST CORPORATION CL A COM 20030N101 75802 3215999 SH DEFINED 01 3215999 0 0 COMCAST CORPORATION CL A COM 20030N101 1506 63893 SH DEFINED 01 02 0 63893 0 COMCAST CORPORATION CL A COM 20030N101 13270 563042 SH DEFINED 01 03 0 563042 0 COMCAST CORP SPECIAL CLA SPL COM 20030N200 26685 1181316 SH DEFINED 01 1181316 0 0 COMCAST CORP SPECIAL CLA SPL COM 20030N200 1039 46000 SH DEFINED 01 02 0 46000 0 COMDISCO INC CONT DIST RTS COM 200334118 0 743 SH DEFINED 01 743 0 0 COMERICA INC COM 200340107 5793 133971 SH DEFINED 01 133971 0 0 COMERICA INC COM 200340107 1603 37073 SH DEFINED 01 03 0 37073 0 COMMERCE BANCORP COM 200519106 617 14287 SH DEFINED 01 14287 0 0 COMMERCE GROUP INC COM 200641108 1365 36400 SH DEFINED 01 36400 0 0 COMMERCE GROUP INC COM 200641108 69 1853 SH DEFINED 01 02 0 1853 0 COMMERCE GROUP INC COM 200641108 5 122 SH DEFINED 01 03 0 122 0 COMMERCIAL FED CORP COM 201647104 5584 239123 SH DEFINED 01 239123 0 0 COMMERCIAL FED CORP COM 201647104 101 4306 SH DEFINED 01 02 0 4306 0 COMMERCIAL FED CORP COM 201647104 7 290 SH DEFINED 01 03 0 290 0 COMMERCIAL METALS COM 201723103 1401 86254 SH DEFINED 01 86254 0 0 COMMONWEALTH IND COM 203004106 332 48552 SH DEFINED 01 48552 0 0 COMMONWEALTH TEL ENT COM 203349105 1516 42300 SH DEFINED 01 42300 0 0 COMMONWEALTH TEL ENT COM 203349105 60 1651 SH DEFINED 01 02 0 1651 0 COMMONWEALTH TEL ENT COM 203349105 3 97 SH DEFINED 01 03 0 97 0 COMMONWEALTH TELE-B COM 203349204 110 3000 SH DEFINED 01 45000 0 0 COMMSCOPE COM 203372107 3329 421271 SH DEFINED 01 421271 0 0 COMMSCOPE COM 203372107 36 4555 SH DEFINED 01 02 0 4555 0 COMMSCOPE COM 203372107 2 289 SH DEFINED 01 03 0 289 0 COMMUNITY HEALTH SYS COM 203668108 20735 1007000 SH DEFINED 01 1007000 0 0 COMMUNITY HEALTH SYS COM 203668108 31978 1553050 SH DEFINED 01 02 0 1553050 0 COMMUNITY HEALTH SYS COM 203668108 830 40300 SH DEFINED 01 03 0 40300 0 COMMUNITY FIRST BANK COM 203902101 3145 118843 SH DEFINED 01 118843 0 0 CLA VALE DO RIO DOCE COM 204412100 33 1200 SH DEFINED 01 0 0 1200 CVRD COM 204412209 4748 164200 SH DEFINED 01 164200 0 0 COMPANHIA DE BEBIDAS COM 20441W203 56 3600 SH DEFINED 01 3600 0 0 BUENAVENTURA ADR COM 204448104 5097 193169 SH DEFINED 01 193169 0 0 COMPASS BANCSHARES COM 20449H109 636 20350 SH DEFINED 01 20350 0 0 COMPUCOM SYSTEMS INC COM 204780100 595 106000 SH DEFINED 01 106000 0 0 COMPUCOM SYSTEMS INC COM 204780100 45 8091 SH DEFINED 01 02 0 8091 0 COMPUCOM SYSTEMS INC COM 204780100 3 614 SH DEFINED 01 03 0 614 0 COMPUCREDIT CORP COM 20478N100 0 45 SH DEFINED 01 45 0 0 COMPUTER ASSOC COM 204912109 9997 740499 SH DEFINED 01 740499 0 0 COMPUTER ASSOC COM 204912109 235 17400 SH DEFINED 01 02 0 17400 0 COMPUTER ASSOC COM 204912109 2606 193037 SH DEFINED 01 03 0 193037 0 COMPUTER NETWORK TEC. COM 204925101 355 50000 SH DEFINED 01 50000 0 0 COMPUTER SCIENCES COM 205363104 15328 444955 SH DEFINED 01 444955 0 0 COMPUTER SCIENCES COM 205363104 8 230 SH DEFINED 01 02 0 230 0 COMPUTER SCIENCES COM 205363104 1284 37255 SH DEFINED 01 03 0 37255 0 COMPUTER TASK GROUP COM 205477102 221 63331 SH DEFINED 01 63331 0 0 COMPUWARE COM 205638109 1239 257884 SH DEFINED 01 257884 0 0 COMPUWARE COM 205638109 387 80768 SH DEFINED 01 03 0 80768 0 COMVERSE TECH INC COM 205862402 9331 931319 SH DEFINED 01 931319 0 0 COMVERSE TECH INC COM 205862402 407 40631 SH DEFINED 01 03 0 40631 0 CONAGRA FOODS INC COM 205887102 25805 1031763 SH DEFINED 01 1031763 0 0 CONAGRA FOODS INC COM 205887102 2875 114962 SH DEFINED 01 03 0 114962 0 CONCEPTUS COM 206016107 721 60200 SH DEFINED 01 60200 0 0 CONCERTO SOFTWARE COM 20602T106 240 35576 SH DEFINED 01 35576 0 0 CONCORD CAMERA CORP COM 206156101 726 133700 SH DEFINED 01 133700 0 0 CONCORD COMMUNICATIO COM 206186108 467 51940 SH DEFINED 01 51940 0 0 CONCORD EFS INC. COM 206197105 406 25826 SH DEFINED 01 25826 0 0 CONCORD EFS INC. COM 206197105 1678 106631 SH DEFINED 01 03 0 106631 0 CONCURRENT COMPT NEW COM 206710204 268 93000 SH DEFINED 01 93000 0 0 CONMED CORP COM 207410101 3630 185266 SH DEFINED 01 185266 0 0 CONMED CORP COM 207410101 49 2495 SH DEFINED 01 02 0 2495 0 CONMED CORP COM 207410101 3 150 SH DEFINED 01 03 0 150 0 CONNETICS CORP. COM 208192104 1003 83500 SH DEFINED 01 83500 0 0 CONNETICS CORP. COM 208192104 2 140 SH DEFINED 01 02 0 140 0 CONOCO PHILLIPS COM 20825C104 546353 11290661 SH DEFINED 01 11290661 0 0 CONOCO PHILLIPS COM 20825C104 21295 440040 SH DEFINED 01 02 0 440040 0 CONOCO PHILLIPS COM 20825C104 11545 238577 SH DEFINED 01 03 0 238577 0 CONOCO PHILLIPS COM 20825C104 7840 162010 SH DEFINED 01 11 0 162010 0 CONOCO PHILLIPS COM 20825C104 16 322 SH DEFINED 01 12 0 322 0 CONOCO PHILLIPS COM 20825C104 1164 24056 SH DEFINED 01 13 0 24056 0 CONSOLIDATED EDISON COM 209115104 19823 462944 SH DEFINED 01 462944 0 0 CONSOLIDATED EDISON COM 209115104 1927 45004 SH DEFINED 01 03 0 45004 0 CONSOLIDTED GRAPHICS COM 209341106 3065 137782 SH DEFINED 01 137782 0 0 CONSOLIDTED GRAPHICS COM 209341106 66 2967 SH DEFINED 01 02 0 2967 0 CONSOLIDTED GRAPHICS COM 209341106 5 210 SH DEFINED 01 03 0 210 0 CONSTELLATION BRANDS COM 21036P108 8015 338068 SH DEFINED 01 338068 0 0 CONSTELLATION BRANDS COM 21036P108 20 825 SH DEFINED 01 03 0 825 0 CONSTELLATION ENERGY COM 210371100 29866 1073526 SH DEFINED 01 1073526 0 0 CONSTELLATION ENERGY COM 210371100 961 34533 SH DEFINED 01 03 0 34533 0 CONTIFINANCIAL COM 21075M107 234 7809969 SH DEFINED 01 02 0 7809969 0 CONTL AIRLINES CL B COM 210795308 8066 1112566 SH DEFINED 01 1112566 0 0 CONTL AIRLINES CL B COM 210795308 124 17100 SH DEFINED 01 02 0 17100 0 CONTL AIRLINES CL B COM 210795308 492 67900 SH DEFINED 01 03 0 67900 0 CONVERGYS CORP COM 212485106 134 8795 SH DEFINED 01 8795 0 0 CONVERGYS CORP COM 212485106 550 36328 SH DEFINED 01 03 0 36328 0 COOPER CAMERON COM 216640102 163 3269 SH DEFINED 01 3269 0 0 COOPER COS INC COM 216648402 5930 237060 SH DEFINED 01 237060 0 0 COOPER COS INC COM 216648402 4 150 SH DEFINED 01 02 0 150 0 COOPER TIRE & RUBBER COM 216831107 57 3733 SH DEFINED 01 3733 0 0 COOPER TIRE & RUBBER COM 216831107 237 15418 SH DEFINED 01 03 0 15418 0 COORS ADOLPH COM 217016104 2291 37409 SH DEFINED 01 37409 0 0 COORS ADOLPH COM 217016104 466 7607 SH DEFINED 01 03 0 7607 0 COPART COM 217204106 46 3850 SH DEFINED 01 3850 0 0 CORINTHIAN COLLEGES COM 218868107 7831 206838 SH DEFINED 01 206838 0 0 CORINTHIAN COLLEGES COM 218868107 5 130 SH DEFINED 01 02 0 130 0 CORN PRODUCTS INTL COM 219023108 5973 198218 SH DEFINED 01 198218 0 0 CORNELL COMPANIES COM 219141108 2082 231400 SH DEFINED 01 231400 0 0 CORNING INC COM 219350105 1683 508881 SH DEFINED 01 508881 0 0 CORNING INC COM 219350105 182 55000 SH DEFINED 01 02 0 55000 0 CORNING INC COM 219350105 799 241650 SH DEFINED 01 03 0 241650 0 CORP EXECUTIVE BOARD COM 21988R102 13613 426490 SH DEFINED 01 426490 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 560 39955 SH DEFINED 01 39955 0 0 CORRECTIONS CORP CONV PRF 22025Y308 0 6 SH DEFINED 01 0 0 6 COST PLUS COM 221485105 2521 87931 SH DEFINED 01 87931 0 0 COSTCO WHOLESALE COR COM 22160K105 143129 5100838 SH DEFINED 01 5100838 0 0 COSTCO WHOLESALE COR COM 22160K105 2277 81135 SH DEFINED 01 02 0 81135 0 COSTCO WHOLESALE COR COM 22160K105 2739 97613 SH DEFINED 01 03 0 97613 0 COSTAR GROUP INC COM 22160N109 1008 54600 SH DEFINED 01 54600 0 0 COSTCO COMPANIES INC 144A LIQU CONV BND 22160QAA0 14543 21000000 PRN DEFINED 01 0 0 21000000 COSTCO COMPANIES CVT. CONV BND 22160QAC6 873 1260000 PRN DEFINED 01 0 0 1260000 COUNTRYWIDE FINANCIAL CORP COM 222372104 15905 307948 SH DEFINED 01 307948 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 1398 27065 SH DEFINED 01 03 0 27065 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 453 8773 SH DEFINED 01 13 0 8773 0 COURIER CORP COM 222660102 1374 30000 SH DEFINED 01 30000 0 0 COURIER CORP COM 222660102 3 70 SH DEFINED 01 02 0 70 0 COVANCE INC COM 222816100 6243 253897 SH DEFINED 01 253897 0 0 COVANCE INC COM 222816100 3 120 SH DEFINED 01 02 0 120 0 COVENANT TRANSPORT COM 22284P105 1176 62000 SH DEFINED 01 62000 0 0 COVENANT TRANSPORT COM 22284P105 50 2568 SH DEFINED 01 02 0 2568 0 COVENANT TRANSPORT COM 22284P105 3 159 SH DEFINED 01 03 0 159 0 COVENTRY HEALTH CARE COM 222862104 14453 497832 SH DEFINED 01 497832 0 0 COVENTRY HEALTH CARE COM 222862104 31 1075 SH DEFINED 01 03 0 1075 0 COX COMMUNICATIONS COM 224044107 8230 289800 SH DEFINED 01 289800 0 0 COX RADIO INC COM 224051102 17290 758000 SH DEFINED 01 758000 0 0 CRANE CO. COM 224399105 15712 788345 SH DEFINED 01 788345 0 0 CRANE CO. COM 224399105 249 12479 SH DEFINED 01 03 0 12479 0 CRAY INC COM 225223106 384 50000 SH DEFINED 01 50000 0 0 CREDENCE SYSTEMS COR COM 225302108 4458 477740 SH DEFINED 01 477740 0 0 CREDIT ACCEPTANCE. COM 225310101 568 89000 SH DEFINED 01 89000 0 0 CREDIT ACCEPTANCE. COM 225310101 1 190 SH DEFINED 01 02 0 190 0 CREE INC COM 225447101 1905 116437 SH DEFINED 01 116437 0 0 CREE INC COM 225447101 59 3616 SH DEFINED 01 02 0 3616 0 CREE INC COM 225447101 4 250 SH DEFINED 01 03 0 250 0 CRESCENT COM 225756105 69758 4192158 SH DEFINED 01 4192158 0 0 CRESCENT COM 225756105 434 26100 SH DEFINED 01 02 0 26100 0 CRESCENT COM 225756105 1642 98700 SH DEFINED 01 03 0 98700 0 CROMPTON CORP COM 227116100 28 4748 SH DEFINED 01 4748 0 0 CROSS A T CO CL A COM 227478104 255 47590 SH DEFINED 01 47590 0 0 CROWN AMERICA. COM 228186102 276 30081 SH DEFINED 01 30081 0 0 CROWN CASTLE INTL COM 228227104 684 182200 SH DEFINED 01 182200 0 0 CROWN CASTLE INTL COM 228227104 23 6277 SH DEFINED 01 02 0 6277 0 CROWN CASTLE INTL COM 228227104 2 413 SH DEFINED 01 03 0 413 0 CROWN CORK & SEAL COM 228255105 1537 193234 SH DEFINED 01 193234 0 0 CROWN CORK & SEAL COM 228255105 101 12686 SH DEFINED 01 02 0 12686 0 CROWN CORK & SEAL COM 228255105 4 521 SH DEFINED 01 03 0 521 0 CRYOLIFE COM 228903100 406 59406 SH DEFINED 01 59406 0 0 CTI MOLECULAR IMAGING INC. COM 22943D105 617 25000 SH DEFINED 01 25000 0 0 CTI MOLECULAR IMAGING INC. COM 22943D105 128 5200 SH DEFINED 01 13 0 5200 0 CULLEN FROST BANKERS COM 229899109 6533 199778 SH DEFINED 01 199778 0 0 CUMMINS INC COM 231021106 421 14967 SH DEFINED 01 14967 0 0 CUMMINS INC COM 231021106 245 8700 SH DEFINED 01 03 0 8700 0 CUMULUS MEDIA COM 231082108 938 63100 SH DEFINED 01 63100 0 0 CURATIVE HEALTH SERV COM 231264102 1689 97891 SH DEFINED 01 97891 0 0 CURTISS-WRIGHT CORP COM 231561101 4173 65395 SH DEFINED 01 65395 0 0 CURTISS-WRIGHT CL B COM 231561408 1433 23000 SH DEFINED 01 23000 0 0 CUTTER & BUCK INC COM 232217109 1972 525900 SH DEFINED 01 525900 0 0 CYBEROPTICS CORP COM 232517102 1682 353200 SH DEFINED 01 353200 0 0 CYBERONICS COM 23251P102 552 30000 SH DEFINED 01 30000 0 0 CYMER INC COM 232572107 4656 144388 SH DEFINED 01 144388 0 0 CYPRESS SEMICONDCTR COM 232806109 831 145166 SH DEFINED 01 145166 0 0 CYTEC INDUSTRIES COM 232820100 2273 83337 SH DEFINED 01 83337 0 0 CYTEC INDUSTRIES COM 232820100 40 1461 SH DEFINED 01 02 0 1461 0 CYTEC INDUSTRIES COM 232820100 2 90 SH DEFINED 01 03 0 90 0 CYTYC CORP COM 232946103 49 4835 SH DEFINED 01 4835 0 0 DMI FURNITURE INC COM 233230101 3 1758 SH DEFINED 01 1758 0 0 DPL INC COM 233293109 6524 425279 SH DEFINED 01 425279 0 0 DQE COM 23329J104 8429 553101 SH DEFINED 01 553101 0 0 DRS TECHNOLOGIES INC COM 23330X100 2056 65610 SH DEFINED 01 65610 0 0 D R HORTON INC COM 23331A109 106 6114 SH DEFINED 01 6114 0 0 DST SYSTEMS COM 233326107 28285 795652 SH DEFINED 01 795652 0 0 DST SYSTEMS COM 233326107 44869 1262124 SH DEFINED 01 02 0 1262124 0 DST SYSTEMS COM 233326107 2174 61170 SH DEFINED 01 03 0 61170 0 DSP GROUP COM 23332B106 4542 287125 SH DEFINED 01 287125 0 0 DSP GROUP COM 23332B106 2 110 SH DEFINED 01 02 0 110 0 DTE ENERGY COMPANY COM 233331107 77814 1677041 SH DEFINED 01 1677041 0 0 DTE ENERGY COMPANY COM 233331107 179 3850 SH DEFINED 01 02 0 3850 0 DTE ENERGY COMPANY COM 233331107 1638 35305 SH DEFINED 01 03 0 35305 0 DTE ENERGY CVT PFD CONV PRF 233331206 7914 290000 SH DEFINED 01 0 0 290000 DAKTRONICS. COM 234264109 0 30 SH DEFINED 01 02 0 30 0 DANA CORP COM 235811106 2206 187533 SH DEFINED 01 187533 0 0 DANA CORP COM 235811106 366 31137 SH DEFINED 01 03 0 31137 0 DANAHER CORP COM 235851102 59710 908824 SH DEFINED 01 908824 0 0 DANAHER CORP COM 235851102 11178 170143 SH DEFINED 01 02 0 170143 0 DANAHER CORP COM 235851102 4320 65751 SH DEFINED 01 03 0 65751 0 DANAHER CVT CONV BND 235851AF9 1786 2660000 PRN DEFINED 01 0 0 2660000 DARDEN RESTAURANT COM 237194105 1343 65660 SH DEFINED 01 65660 0 0 DARDEN RESTAURANT COM 237194105 2497 122100 SH DEFINED 01 02 0 122100 0 DARDEN RESTAURANT COM 237194105 732 35817 SH DEFINED 01 03 0 35817 0 DATASCOPE COM 238113104 4435 178841 SH DEFINED 01 178841 0 0 DAVEL COMMUNICATIONS. COM 238341101 84 5603423 SH DEFINED 01 5603423 0 0 DAVITA INC COM 23918K108 1378 55860 SH DEFINED 01 55860 0 0 DEAN FOODS COMPANY COM 242370104 141 3809 SH DEFINED 01 3809 0 0 DEERE & COMPANY COM 244199105 115913 2528113 SH DEFINED 01 2528113 0 0 DEERE & COMPANY COM 244199105 5963 130105 SH DEFINED 01 02 0 130105 0 DEERE & COMPANY COM 244199105 2325 50710 SH DEFINED 01 03 0 50710 0 DEL MONTE FOODS CO COM 24522P103 2123 275656 SH DEFINED 01 275656 0 0 DEL MONTE FOODS CO COM 24522P103 46 6045 SH DEFINED 01 02 0 6045 0 DEL MONTE FOODS CO COM 24522P103 3 366 SH DEFINED 01 03 0 366 0 DELL COMPUTER CORP COM 247025109 348342 13026927 SH DEFINED 01 13026927 0 0 DELL COMPUTER CORP COM 247025109 25591 956812 SH DEFINED 01 02 0 956812 0 DELL COMPUTER CORP COM 247025109 14787 552957 SH DEFINED 01 03 0 552957 0 DELL COMPUTER CORP COM 247025109 14327 535781 SH DEFINED 01 11 0 535781 0 DELL COMPUTER CORP COM 247025109 27 1001 SH DEFINED 01 12 0 1001 0 DELL COMPUTER CORP COM 247025109 3676 137479 SH DEFINED 01 13 0 137479 0 DELPHI CORPORATION COM 247126105 1174 145850 SH DEFINED 01 145850 0 0 DELPHI CORPORATION COM 247126105 942 117040 SH DEFINED 01 03 0 117040 0 DELPHI FINANCIAL GRP COM 247131105 2805 73896 SH DEFINED 01 73896 0 0 DELTA & PINE LAND CO COM 247357106 2363 115763 SH DEFINED 01 115763 0 0 DELTA AIR LINES COM 247361108 1269 104860 SH DEFINED 01 104860 0 0 DELTA AIR LINES COM 247361108 313 25859 SH DEFINED 01 03 0 25859 0 DELTIC TIMBER CORP COM 247850100 965 36151 SH DEFINED 01 36151 0 0 DELUXE CORPORATION COM 248019101 6957 165229 SH DEFINED 01 165229 0 0 DELUXE CORPORATION COM 248019101 545 12941 SH DEFINED 01 03 0 12941 0 DENDRITE COM 248239105 15921 2131260 SH DEFINED 01 2131260 0 0 DENDRITE COM 248239105 693 92855 SH DEFINED 01 02 0 92855 0 DENDRITE COM 248239105 1048 140350 SH DEFINED 01 03 0 140350 0 DENISON INTL PLC-ADR COM 248335101 3563 222700 SH DEFINED 01 222700 0 0 DENTSPLY INTERNATL I COM 249030107 122 3270 SH DEFINED 01 3270 0 0 DENTSPLY INTERNATL I COM 249030107 19 502 SH DEFINED 01 03 0 502 0 DEPARTMENT 56 COM 249509100 1370 106180 SH DEFINED 01 106180 0 0 DEPARTMENT 56 COM 249509100 81 6300 SH DEFINED 01 02 0 6300 0 DEPARTMENT 56 COM 249509100 5 414 SH DEFINED 01 03 0 414 0 DEUTSCHE TELE ADR COM 251566105 64 5000 SH DEFINED 01 5000 0 0 DEVELOPERS DIV COM 251591103 409 18606 SH DEFINED 01 18606 0 0 DEVON ENERGY COM 25179M103 15267 332631 SH DEFINED 01 332631 0 0 DEVON ENERGY COM 25179M103 35405 771350 SH DEFINED 01 02 0 771350 0 DEVON ENERGY COM 25179M103 2415 52594 SH DEFINED 01 03 0 52594 0 DEVON ENERGY COM 25179M103 483 10512 SH DEFINED 01 13 0 10512 0 DEVON ENERGY CVT CONV BND 25179MAA1 16451 16390000 PRN DEFINED 01 0 0 16390000 DEVRY INC. COM 251893103 12394 746193 SH DEFINED 01 746193 0 0 DEVRY INC. COM 251893103 13421 808026 SH DEFINED 01 02 0 808026 0 DEVRY INC. COM 251893103 970 58400 SH DEFINED 01 03 0 58400 0 DIA DEXUS INC COM 252425996 9250 2387096 SH DEFINED 01 2387096 0 0 DIAGEO PLC-SPON ADR COM 25243Q205 8616 196700 SH DEFINED 01 196700 0 0 DIAGNOSTIC PRODUCTS COM 252450101 34740 899554 SH DEFINED 01 899554 0 0 DIAGNOSTIC PRODUCTS COM 252450101 31029 803456 SH DEFINED 01 02 0 803456 0 DIAGNOSTIC PRODUCTS COM 252450101 3271 84700 SH DEFINED 01 03 0 84700 0 DIAL CORP COM 25247D101 81 3968 SH DEFINED 01 3968 0 0 DIAMONDS TRUST SERIE COM 252787106 48 577 SH DEFINED 01 02 0 577 0 DIANON SYSTEMS INC. COM 252826102 1746 36590 SH DEFINED 01 36590 0 0 DIEBOLD INC. COM 253651103 33999 824793 SH DEFINED 01 824793 0 0 DIGI INTL INC COM COM 253798102 196 67460 SH DEFINED 01 67460 0 0 DIGITAL RIVER COM 25388B104 478 40000 SH DEFINED 01 40000 0 0 DIGITAS INC COM 25388K104 519 150000 SH DEFINED 01 150000 0 0 DIME COMMUNITY COM 253922108 4192 218829 SH DEFINED 01 218829 0 0 DIME COMMUNITY COM 253922108 75 3953 SH DEFINED 01 02 0 3953 0 DIME COMMUNITY COM 253922108 5 248 SH DEFINED 01 03 0 248 0 DILLARDS INC-CL A COM 254067101 906 57140 SH DEFINED 01 57140 0 0 DILLARDS INC-CL A COM 254067101 282 17752 SH DEFINED 01 03 0 17752 0 DIMON INC COM 254394109 814 135725 SH DEFINED 01 135725 0 0 DIONEX COM 254546104 1911 64330 SH DEFINED 01 64330 0 0 DISNEY WALT CO COM 254687106 28686 1758808 SH DEFINED 01 1758808 0 0 DISNEY WALT CO COM 254687106 6981 427995 SH DEFINED 01 03 0 427995 0 THEROX INC CONV PRF 256000XY1 8696 2173913 SH DEFINED 01 0 0 2173913 DOBSON COMMUNICATIONS CP 13% 0 PRF 256072505 5214 10864 SH DEFINED 01 0 0 10864 DOCUMENTUM INC COM 256159104 2800 178800 SH DEFINED 01 178800 0 0 DOCUMENTUM INC COM 256159104 2 150 SH DEFINED 01 02 0 150 0 DOLE FOOD CO INC COM 256605106 1793 55044 SH DEFINED 01 55044 0 0 DOLLAR GENERAL COM 256669102 49732 4161593 SH DEFINED 01 4161593 0 0 DOLLAR GENERAL COM 256669102 1042 87200 SH DEFINED 01 02 0 87200 0 DOLLAR GENERAL COM 256669102 835 69852 SH DEFINED 01 03 0 69852 0 DOLLAR THRIF AUTOMOT COM 256743105 97 4600 SH DEFINED 01 4600 0 0 DOLLAR TREE STORES COM 256747106 17997 732465 SH DEFINED 01 732465 0 0 DOLLAR TREE STORES COM 256747106 18 732 SH DEFINED 01 03 0 732 0 DOMINION RES INC VA COM 25746U109 546386 9952369 SH DEFINED 01 9952369 0 0 DOMINION RES INC VA COM 25746U109 21878 398480 SH DEFINED 01 02 0 398480 0 DOMINION RES INC VA COM 25746U109 3598 65545 SH DEFINED 01 03 0 65545 0 DOMINION RES CVT PFD CONV PRF 25746U208 29371 542000 SH DEFINED 01 0 0 542000 DONALDSON CO COM 257651109 7374 204832 SH DEFINED 01 204832 0 0 DONNELLEY (RR)&SONS COM 257867101 25236 1159207 SH DEFINED 01 1159207 0 0 DONNELLEY (RR)&SONS COM 257867101 517 23753 SH DEFINED 01 03 0 23753 0 DORAL FINANCIAL COM 25811P100 5903 206400 SH DEFINED 01 206400 0 0 DOUBLECLICK INC COM 258609304 571 100900 SH DEFINED 01 100900 0 0 DOUBLECLICK INC COM 258609304 1 250 SH DEFINED 01 02 0 250 0 DOVER CORP COM 260003108 31569 1082562 SH DEFINED 01 1082562 0 0 DOVER CORP COM 260003108 1237 42408 SH DEFINED 01 03 0 42408 0 DOVER DOWNS GAMING & ENTERTAIN COM 260095104 6176 679400 SH DEFINED 01 679400 0 0 DOVER MOTORSPORTS COM 260174107 49 10500 SH DEFINED 01 10500 0 0 DOW CHEMICAL COM 260543103 139614 4700744 SH DEFINED 01 4700744 0 0 DOW CHEMICAL COM 260543103 4160 140080 SH DEFINED 01 02 0 140080 0 DOW CHEMICAL COM 260543103 8873 298744 SH DEFINED 01 03 0 298744 0 DOW JONES & CO COM 260561105 180 4177 SH DEFINED 01 4177 0 0 DOW JONES & CO COM 260561105 747 17290 SH DEFINED 01 03 0 17290 0 DOWNEY FINL CORP COM 261018105 3316 85030 SH DEFINED 01 85030 0 0 THE DRESS BARN COM 261570105 1175 88358 SH DEFINED 01 88358 0 0 DREXLER TECH CORP COM 261876106 1 80 SH DEFINED 01 02 0 80 0 DREYERS GRAND ICE COM 261878102 103 1457 SH DEFINED 01 1457 0 0 DRIL QUIP INC COM 262037104 887 52487 SH DEFINED 01 52487 0 0 DRKOOP.COM INC COM 262098106 0 140 SH DEFINED 01 140 0 0 E I DUPONT COM 263534109 49985 1178886 SH DEFINED 01 1178886 0 0 E I DUPONT COM 263534109 8875 209310 SH DEFINED 01 03 0 209310 0 DUANE READE COM 263578106 1236 72680 SH DEFINED 01 72680 0 0 DUKE ENERGY CORP COM 264399106 18447 944022 SH DEFINED 01 944022 0 0 DUKE ENERGY CORP COM 264399106 3669 187771 SH DEFINED 01 03 0 187771 0 DUKE ENERGY CVT PFD CONV PRF 264399585 6260 400000 SH DEFINED 01 0 0 400000 DUN & BRADSTREET COM 26483E100 3522 102102 SH DEFINED 01 102102 0 0 DURA AUTOMOTIVE SYST COM 265903104 1287 128200 SH DEFINED 01 128200 0 0 DURA AUTOMOTIVE SYST COM 265903104 46 4544 SH DEFINED 01 02 0 4544 0 DURA AUTOMOTIVE SYST COM 265903104 3 348 SH DEFINED 01 03 0 348 0 DUPONT PHOTO COM 26613X101 1270 54608 SH DEFINED 01 54608 0 0 DURBAN ROODEPORT ADR. COM 266597301 1802 445000 SH DEFINED 01 445000 0 0 DYCOM INDUSTRIES COM 267475101 725 54697 SH DEFINED 01 54697 0 0 DYCOM INDUSTRIES COM 267475101 40 3066 SH DEFINED 01 02 0 3066 0 DYCOM INDUSTRIES COM 267475101 3 198 SH DEFINED 01 03 0 198 0 DYNEGY INC COM 26816Q101 109 92601 SH DEFINED 01 92601 0 0 DYNEGY INC COM 26816Q101 92 78157 SH DEFINED 01 03 0 78157 0 CBEYOND COMMUNICATIONS CBEYOND PRF 268470986 472 136251 SH DEFINED 01 0 0 136251 CBEYOND COMMUNICATIONS CBEYOND PRF 268470994 0 8990 SH DEFINED 01 0 0 8990 EGL INC COM 268484102 1768 124062 SH DEFINED 01 124062 0 0 E-L FINANCIAL CORP LTD COM 268575107 3625 24900 SH DEFINED 01 24900 0 0 EMC CORPORATION COM 268648102 11943 1944908 SH DEFINED 01 1944908 0 0 EMC CORPORATION COM 268648102 252 41000 SH DEFINED 01 02 0 41000 0 EMC CORPORATION COM 268648102 3326 541742 SH DEFINED 01 03 0 541742 0 ENSCO INTL INC COM 26874Q100 24582 834678 SH DEFINED 01 834678 0 0 ENSCO INTL INC COM 26874Q100 43819 1487943 SH DEFINED 01 02 0 1487943 0 ENSCO INTL INC COM 26874Q100 2376 80700 SH DEFINED 01 03 0 80700 0 EOG RESOURCES INC COM 26875P101 16951 424652 SH DEFINED 01 424652 0 0 EOG RESOURCES INC COM 26875P101 967 24224 SH DEFINED 01 03 0 24224 0 EOG RESOURCES INC COM 26875P101 2846 71300 SH DEFINED 01 11 0 71300 0 EOG RESOURCES INC COM 26875P101 16 400 SH DEFINED 01 12 0 400 0 EOG RESOURCES INC COM 26875P101 232 5800 SH DEFINED 01 13 0 5800 0 ESS TECHNOLOGY COM 269151106 2410 383046 SH DEFINED 01 383046 0 0 E TRADE COM 269246104 4476 920984 SH DEFINED 01 920984 0 0 EARTHLINK INK COM 270321102 723 132700 SH DEFINED 01 132700 0 0 EARTHLINK INK COM 270321102 43 8012 SH DEFINED 01 02 0 8012 0 EARTHLINK INK COM 270321102 3 512 SH DEFINED 01 03 0 512 0 EAST WEST BANCORP COM 27579R104 4659 129128 SH DEFINED 01 129128 0 0 EAST WEST BANCORP COM 27579R104 42 1184 SH DEFINED 01 02 0 1184 0 EAST WEST BANCORP COM 27579R104 2 62 SH DEFINED 01 03 0 62 0 EASTMAN CHEMICAL CO COM 277432100 3645 99155 SH DEFINED 01 99155 0 0 EASTMAN CHEMICAL CO COM 277432100 1129 30692 SH DEFINED 01 02 0 30692 0 EASTMAN CHEMICAL CO COM 277432100 596 16211 SH DEFINED 01 03 0 16211 0 EASTMAN KODAK COM 277461109 90715 2588893 SH DEFINED 01 2588893 0 0 EASTMAN KODAK COM 277461109 764 21800 SH DEFINED 01 02 0 21800 0 EASTMAN KODAK COM 277461109 5040 143840 SH DEFINED 01 03 0 143840 0 EATON CORP COM 278058102 23648 302763 SH DEFINED 01 302763 0 0 EATON CORP COM 278058102 1153 14766 SH DEFINED 01 03 0 14766 0 EATON VANCE COM 278265103 777 27495 SH DEFINED 01 27495 0 0 EATON VANCE COM 278265103 20229 716000 SH DEFINED 01 02 0 716000 0 EATON VANCE COM 278265103 517 18300 SH DEFINED 01 03 0 18300 0 EBAY INC COM 278642103 174270 2569581 SH DEFINED 01 2569581 0 0 EBAY INC COM 278642103 72356 1066936 SH DEFINED 01 02 0 1066936 0 EBAY INC COM 278642103 6104 89996 SH DEFINED 01 03 0 89996 0 ECHO BAY MINES LTD. COM 278751102 882 700000 SH DEFINED 01 700000 0 0 ECHO BAY MINES WTS WT 278751169 322 700000 SH DEFINED 01 0 0 700000 ECHOSTAR COMMUN CORP COM 278762109 35510 1595225 SH DEFINED 01 1595225 0 0 ECHOSTAR COMMUN CORP COM 278762109 37 1669 SH DEFINED 01 03 0 1669 0 ECOLAB INC. COM 278865100 40555 819275 SH DEFINED 01 819275 0 0 ECOLAB INC. COM 278865100 14059 283980 SH DEFINED 01 02 0 283980 0 ECOLAB INC. COM 278865100 1344 27159 SH DEFINED 01 03 0 27159 0 EDISON INTL COM 281020107 1780 150175 SH DEFINED 01 150175 0 0 EDISON INTL COM 281020107 809 68293 SH DEFINED 01 03 0 68293 0 EDO CORP COM 281347104 1241 59725 SH DEFINED 01 59725 0 0 EDUCATION MGMT CORP COM 28139T101 1006 26772 SH DEFINED 01 26772 0 0 J D EDWARDS & CO COM 281667105 1934 171400 SH DEFINED 01 171400 0 0 J D EDWARDS & CO COM 281667105 1 90 SH DEFINED 01 02 0 90 0 J D EDWARDS & CO COM 281667105 9 775 SH DEFINED 01 03 0 775 0 A.G. EDWARDS INC. COM 281760108 108 3289 SH DEFINED 01 3289 0 0 EDWARDS LIFESCIENCES COM 28176E108 64 2506 SH DEFINED 01 2506 0 0 EFUNDS CORP COM 28224R101 6536 717520 SH DEFINED 01 717520 0 0 EL PASO CORPORATION COM 28336L109 22097 3175059 SH DEFINED 01 3175059 0 0 EL PASO CORPORATION COM 28336L109 878 126059 SH DEFINED 01 03 0 126059 0 EL PASO ELECTRIC COM 283677854 3882 352933 SH DEFINED 01 352933 0 0 EL PASO ELECTRIC COM 283677854 50 4456 SH DEFINED 01 02 0 4456 0 EL PASO ELECTRIC COM 283677854 3 286 SH DEFINED 01 03 0 286 0 ELECTRO SCIENTIFIC COM 285229100 8650 432489 SH DEFINED 01 432489 0 0 ELECTRO SCIENTIFIC COM 285229100 2 95 SH DEFINED 01 02 0 95 0 ELECTRONIC ARTS INC COM 285512109 80019 1607767 SH DEFINED 01 1607767 0 0 ELECTRONIC ARTS INC COM 285512109 793 15945 SH DEFINED 01 02 0 15945 0 ELECTRONIC ARTS INC COM 285512109 1525 30658 SH DEFINED 01 03 0 30658 0 ELECTRONIC ARTS INC COM 285512109 561 11264 SH DEFINED 01 13 0 11264 0 ELECTRONIC DATA SYST COM 285661104 31315 1699118 SH DEFINED 01 1699118 0 0 ELECTRONIC DATA SYST COM 285661104 402 21850 SH DEFINED 01 02 0 21850 0 ELECTRONIC DATA SYST COM 285661104 3053 165652 SH DEFINED 01 03 0 165652 0 ELECTRONIC DATA SYST COM 285661104 555 30135 SH DEFINED 01 13 0 30135 0 ELECTRONICS BOUTIQUE COM 286045109 1000 63300 SH DEFINED 01 63300 0 0 ELECTRONIC IMAGING COM 286082102 683 42000 SH DEFINED 01 42000 0 0 ELECTRONIC IMAGING COM 286082102 51 3084 SH DEFINED 01 02 0 3084 0 ELECTRONIC IMAGING COM 286082102 3 197 SH DEFINED 01 03 0 197 0 ELKCORP COM 287456107 1022 59088 SH DEFINED 01 59088 0 0 EMCOR GROUP INC COM 29084Q100 4407 83134 SH DEFINED 01 83134 0 0 EMCOR GROUP INC COM 29084Q100 91 1720 SH DEFINED 01 02 0 1720 0 EMCOR GROUP INC COM 29084Q100 6 117 SH DEFINED 01 03 0 117 0 EMERSON ELECTRIC COM 291011104 2267 44577 SH DEFINED 01 44577 0 0 EMERSON ELECTRIC COM 291011104 21 410 SH DEFINED 01 02 0 410 0 EMERSON ELECTRIC COM 291011104 4487 88242 SH DEFINED 01 03 0 88242 0 EMMIS COMMUNICATIONS COM 291525103 2902 139285 SH DEFINED 01 139285 0 0 EMMIS COMMUNICATIONS COM 291525103 2 110 SH DEFINED 01 02 0 110 0 ENCANA CORP. COM 292505104 4665 150000 SH DEFINED 01 150000 0 0 ENBRIDGE INC COM 29250N105 4071 150000 SH DEFINED 01 150000 0 0 ENBRIDGE ENERGY MGMT L COM 29250X103 0 0 SH DEFINED 01 0 0 0 ENDO PHARMACEUTICAL COM 29264F205 793 103000 SH DEFINED 01 103000 0 0 ENDO PHARMACEUTICAL COM 29264F205 45 5782 SH DEFINED 01 02 0 5782 0 ENDO PHARMACEUTICAL COM 29264F205 3 364 SH DEFINED 01 03 0 364 0 ENERGEN COM 29265N108 6254 214912 SH DEFINED 01 214912 0 0 ENERGEN COM 29265N108 133 4536 SH DEFINED 01 02 0 4536 0 ENERGEN COM 29265N108 9 301 SH DEFINED 01 03 0 301 0 ENERGY EAST CORP COM 29266M109 1524 69041 SH DEFINED 01 69041 0 0 ENERGIZER HLDGS INC COM 29266R108 5017 179785 SH DEFINED 01 179785 0 0 ENERGIZER HLDGS INC COM 29266R108 7 250 SH DEFINED 01 03 0 250 0 ENGELHARD CORP COM 292845104 145 6481 SH DEFINED 01 6481 0 0 ENGELHARD CORP COM 292845104 599 26787 SH DEFINED 01 03 0 26787 0 ENGINEERED SUPPORT COM 292866100 1757 47925 SH DEFINED 01 47925 0 0 ENGINEERED SUPPORT COM 292866100 1 40 SH DEFINED 01 02 0 40 0 ENESCO GROUP INC COM 292973104 298 42152 SH DEFINED 01 42152 0 0 ENPRO INDUSTRIES INC COM 29355X107 120 30000 SH DEFINED 01 02 0 30000 0 ENRON CORP COM 293561106 19 306600 SH DEFINED 01 02 0 306600 0 ENTEGRIS INC COM 29362U104 9042 877898 SH DEFINED 01 877898 0 0 ENTEGRIS INC COM 29362U104 37 3507 SH DEFINED 01 02 0 3507 0 ENTEGRIS INC COM 29362U104 2 216 SH DEFINED 01 03 0 216 0 ENTERCOM COMMUNICATI COM 293639100 98 2079 SH DEFINED 01 2079 0 0 ENTERCOM COMMUNICATI COM 293639100 21050 448615 SH DEFINED 01 02 0 448615 0 ENTERCOM COMMUNICATI COM 293639100 605 12900 SH DEFINED 01 03 0 12900 0 ENTERGY CORP COM 29364G103 36515 800940 SH DEFINED 01 800940 0 0 ENTERGY CORP COM 29364G103 2132 46771 SH DEFINED 01 03 0 46771 0 ENTRAVISION COMM COM 29382R107 304 30480 SH DEFINED 01 30480 0 0 ENZON INC COM 293904108 1260 75300 SH DEFINED 01 75300 0 0 ENZON INC COM 293904108 2 140 SH DEFINED 01 02 0 140 0 ENZON INC CVT CONV BND 293904AB4 852 1150000 PRN DEFINED 01 0 0 1150000 ENZO BIOCHEM COM 294100102 1209 86372 SH DEFINED 01 86372 0 0 EPIMMUNE INC COM 29425Y101 19 20310 SH DEFINED 01 20310 0 0 EQUIFAX INC COM 294429105 167 7214 SH DEFINED 01 7214 0 0 EQUIFAX INC COM 294429105 690 29821 SH DEFINED 01 03 0 29821 0 EQUITABLE RESOURCES COM 294549100 35980 1026818 SH DEFINED 01 1026818 0 0 EQUITY OFFICE COM 294741103 27919 1117649 SH DEFINED 01 1117649 0 0 EQUITY OFFICE COM 294741103 2164 86663 SH DEFINED 01 03 0 86663 0 EQUITY RESIDENTIAL COM 29476L107 22181 902375 SH DEFINED 01 902375 0 0 EQUITY RESIDENTIAL COM 29476L107 1401 57008 SH DEFINED 01 03 0 57008 0 ERICSSON LM B ADR COM 294821608 6 921 SH DEFINED 01 03 0 921 0 ESPERION THERAPEUTIC COM 29664R106 632 88400 SH DEFINED 01 88400 0 0 ESPERION THERAPEUTIC COM 29664R106 46 6384 SH DEFINED 01 02 0 6384 0 ESPERION THERAPEUTIC COM 29664R106 3 409 SH DEFINED 01 03 0 409 0 ESSEX PROP TRUST COM 297178105 5477 107725 SH DEFINED 01 107725 0 0 ESTERLINE CORP COM 297425100 1114 63035 SH DEFINED 01 63035 0 0 ETHAN ALLEN COM 297602104 4378 127387 SH DEFINED 01 127387 0 0 ETHAN ALLEN COM 297602104 619 18000 SH DEFINED 01 02 0 18000 0 EVERGREEN RESOURCE COM 299900308 5689 126842 SH DEFINED 01 126842 0 0 EVERGREEN RESOURCE COM 299900308 4 80 SH DEFINED 01 02 0 80 0 EXACT SCIENCES CORP.. COM 30063P105 733 67700 SH DEFINED 01 67700 0 0 EXACT SCIENCES CORP.. COM 30063P105 2 160 SH DEFINED 01 02 0 160 0 EXAR CORP COM 300645108 3053 246227 SH DEFINED 01 246227 0 0 EXAR CORP COM 300645108 1 120 SH DEFINED 01 02 0 120 0 EXELON CORP COM 30161N101 59152 1120925 SH DEFINED 01 1120925 0 0 EXELON CORP COM 30161N101 844 16000 SH DEFINED 01 02 0 16000 0 EXELON CORP COM 30161N101 3589 68010 SH DEFINED 01 03 0 68010 0 EXELON CORP COM 30161N101 494 9367 SH DEFINED 01 13 0 9367 0 EXIDE CORP 144A CONV BND 302051AF4 22 16500000 PRN DEFINED 01 02 0 0 16500000 EXPEDIA INC CL A COM 302125109 3346 50000 SH DEFINED 01 50000 0 0 EXPEDIA INC WTS WT 302125125 1 25 SH DEFINED 01 0 0 25 EXPEDITORS INTL WASH COM 302130109 5190 158944 SH DEFINED 01 158944 0 0 EXPEDITORS INTL WASH COM 302130109 22 682 SH DEFINED 01 03 0 682 0 EXPRESS SCRIPTS INC COM 302182100 42936 893760 SH DEFINED 01 893760 0 0 EXPRESS SCRIPTS INC COM 302182100 1533 31906 SH DEFINED 01 02 0 31906 0 EXPRESS SCRIPTS INC COM 302182100 2251 46863 SH DEFINED 01 03 0 46863 0 EXPRESSJET HOLDINGS INC COM 30218U108 1125 109827 SH DEFINED 01 109827 0 0 EXPRESSJET HOLDINGS INC COM 30218U108 59 5776 SH DEFINED 01 02 0 5776 0 EXPRESSJET HOLDINGS INC COM 30218U108 4 363 SH DEFINED 01 03 0 363 0 EXTENDED STAY AMERIC COM 30224P101 58 3915 SH DEFINED 01 3915 0 0 EXTREME NETWORKS INC COM 30226D106 476 145600 SH DEFINED 01 145600 0 0 EXTREME NETWORKS INC COM 30226D106 1 300 SH DEFINED 01 02 0 300 0 EXXON MOBIL CORP COM 30231G102 651990 18660334 SH DEFINED 01 18660334 0 0 EXXON MOBIL CORP COM 30231G102 16823 481541 SH DEFINED 01 02 0 481541 0 EXXON MOBIL CORP COM 30231G102 49522 1417346 SH DEFINED 01 03 0 1417346 0 FBL FINL GROUP INC COM 30239F106 537 27600 SH DEFINED 01 0 0 27600 FBR ASSET INVESTMENT. COM 30241E303 1845 54400 SH DEFINED 01 54400 0 0 FBR ASSET INVESTMENT. COM 30241E303 75 2233 SH DEFINED 01 02 0 2233 0 FBR ASSET INVESTMENT. COM 30241E303 4 124 SH DEFINED 01 03 0 124 0 FEI COMPANY COM 30241L109 21 1360 SH DEFINED 01 1360 0 0 FLIR SYSTEMS INC COM 302445101 10886 223070 SH DEFINED 01 223070 0 0 FLIR SYSTEMS INC COM 302445101 1 20 SH DEFINED 01 02 0 20 0 FMC CORP COM 302491303 40 1464 SH DEFINED 01 1464 0 0 FMC TECHNOLOGIES INC COM 30249U101 435 21268 SH DEFINED 01 21268 0 0 FPIC INSURANCE GROUP INC COM 302563101 50 7280 SH DEFINED 01 7280 0 0 FPL GROUP INC. COM 302571104 78494 1305398 SH DEFINED 01 1305398 0 0 FPL GROUP INC. COM 302571104 11821 196610 SH DEFINED 01 02 0 196610 0 FPL GROUP INC. COM 302571104 2313 38460 SH DEFINED 01 03 0 38460 0 FPL GROUP PFD CVT CONV PRF 302571203 16608 300000 SH DEFINED 01 0 0 300000 FTI CONSULTING INC COM 302941109 2819 70190 SH DEFINED 01 70190 0 0 FTI CONSULTING INC COM 302941109 4 90 SH DEFINED 01 02 0 90 0 FACTSET RESEARCH COM 303075105 3517 124422 SH DEFINED 01 124422 0 0 FACTSET RESEARCH COM 303075105 3 95 SH DEFINED 01 02 0 95 0 FAIR ISAAC & CO INC COM 303250104 48090 1126244 SH DEFINED 01 1126244 0 0 FAIR ISAAC & CO INC COM 303250104 1909 44709 SH DEFINED 01 02 0 44709 0 FAIR ISAAC & CO INC COM 303250104 3425 80200 SH DEFINED 01 03 0 80200 0 FAIRCHILD SEMICONDUC COM 303726103 15398 1437689 SH DEFINED 01 1437689 0 0 FAMILY DLR STORES COM 307000109 32262 1033679 SH DEFINED 01 1033679 0 0 FAMILY DLR STORES COM 307000109 14042 449930 SH DEFINED 01 02 0 449930 0 FAMILY DLR STORES COM 307000109 1132 36256 SH DEFINED 01 03 0 36256 0 FASTENAL CO COM 311900104 52367 1400579 SH DEFINED 01 1400579 0 0 FASTENAL CO COM 311900104 57115 1527522 SH DEFINED 01 02 0 1527522 0 FASTENAL CO COM 311900104 4965 132784 SH DEFINED 01 03 0 132784 0 FEDDERS CORPORATION COM 313135501 260 91765 SH DEFINED 01 91765 0 0 FREDDIE MAC COM 313400301 115972 1963963 SH DEFINED 01 1963963 0 0 FREDDIE MAC COM 313400301 10382 175810 SH DEFINED 01 02 0 175810 0 FREDDIE MAC COM 313400301 8691 147178 SH DEFINED 01 03 0 147178 0 FEDERAL NATL MTGE COM 313586109 292503 4546904 SH DEFINED 01 4546904 0 0 FEDERAL NATL MTGE COM 313586109 14326 222735 SH DEFINED 01 02 0 222735 0 FEDERAL NATL MTGE COM 313586109 15612 242701 SH DEFINED 01 03 0 242701 0 FEDERAL SIGNAL CORP COM 313855108 39 1990 SH DEFINED 01 1990 0 0 FEDERATED DPT STORES COM 31410H101 11582 402736 SH DEFINED 01 402736 0 0 FEDERATED DPT STORES COM 31410H101 196 6800 SH DEFINED 01 02 0 6800 0 FEDERATED DPT STORES COM 31410H101 1982 68906 SH DEFINED 01 03 0 68906 0 FEDEX CORPORATION COM 31428X106 9839 181471 SH DEFINED 01 181471 0 0 FEDEX CORPORATION COM 31428X106 3389 62505 SH DEFINED 01 03 0 62505 0 FEDEX CORPORATION COM 31428X106 695 12810 SH DEFINED 01 13 0 12810 0 FERRO CORP COM 315405100 853 34941 SH DEFINED 01 34941 0 0 F5 NETWORKS INC COM 315616102 462 43000 SH DEFINED 01 43000 0 0 F5 NETWORKS INC COM 315616102 2 180 SH DEFINED 01 02 0 180 0 FIBROGEN INC CVT PFD CONV PRF 316000XX1 15000 3340757 SH DEFINED 01 0 0 3340757 FIDELITY NATL INFO SOLUTIONS COM 31620P109 316 18300 SH DEFINED 01 18300 0 0 FIDELITY NAT FINL COM 316326107 7078 215612 SH DEFINED 01 215612 0 0 FIDELITY NAT FINL COM 316326107 25 775 SH DEFINED 01 03 0 775 0 FIFTH THIRD BANCORP COM 316773100 3732 63742 SH DEFINED 01 63742 0 0 FIFTH THIRD BANCORP COM 316773100 7090 121086 SH DEFINED 01 03 0 121086 0 FILENET CORP COM 316869106 1875 153664 SH DEFINED 01 153664 0 0 FILENET CORP COM 316869106 1 90 SH DEFINED 01 02 0 90 0 FINANCIAL FEDERAL COM 317492106 3115 123964 SH DEFINED 01 123964 0 0 FINANCIAL FEDERAL COM 317492106 43 1717 SH DEFINED 01 02 0 1717 0 FINANCIAL FEDERAL COM 317492106 3 105 SH DEFINED 01 03 0 105 0 FINANCIAL INSTITUTIONS INC COM 317585404 364 12400 SH DEFINED 01 12400 0 0 FINANCIAL INSTITUTIONS INC COM 317585404 1 30 SH DEFINED 01 02 0 30 0 FIRST AMERICAN CORP COM 318522307 7901 355897 SH DEFINED 01 355897 0 0 FIRST BANCORP/PR COM 318672102 4173 184658 SH DEFINED 01 184658 0 0 FIRST BANCORP/PR COM 318672102 4 155 SH DEFINED 01 02 0 155 0 FIRST CITIZENS BANK COM 31946M103 72 748 SH DEFINED 01 02 0 748 0 FIRST CITIZENS BANK COM 31946M103 5 52 SH DEFINED 01 03 0 52 0 FIRST COMMUNITY BANCORP COM 31983B101 741 22500 SH DEFINED 01 22500 0 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 1911 98990 SH DEFINED 01 98990 0 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 88 4540 SH DEFINED 01 02 0 4540 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 6 295 SH DEFINED 01 03 0 295 0 FIRST DATA CORP COM 319963104 60496 1708431 SH DEFINED 01 1708431 0 0 FIRST DATA CORP COM 319963104 1300 36700 SH DEFINED 01 02 0 36700 0 FIRST DATA CORP COM 319963104 5624 158819 SH DEFINED 01 03 0 158819 0 FIRST DATA CORP COM 319963104 661 18653 SH DEFINED 01 13 0 18653 0 FIRST ESSEX BANCORP. COM 320103104 1743 52200 SH DEFINED 01 52200 0 0 FIRST ESSEX BANCORP. COM 320103104 86 2573 SH DEFINED 01 02 0 2573 0 FIRST ESSEX BANCORP. COM 320103104 6 168 SH DEFINED 01 03 0 168 0 FIRST FINL BANKSHARES INC COM 32020R109 1429 37600 SH DEFINED 01 37600 0 0 FIRST FINL BANKSHARES INC COM 32020R109 68 1772 SH DEFINED 01 02 0 1772 0 FIRST FINL BANKSHARES INC COM 32020R109 5 124 SH DEFINED 01 03 0 124 0 FIRST HORIZON PHARMA COM 32051K106 696 93150 SH DEFINED 01 93150 0 0 FIRST INDUSTRIAL REL COM 32054K103 21 745 SH DEFINED 01 745 0 0 WACHOVIA CORP COM 320817109 823 36090 SH DEFINED 01 36090 0 0 WACHOVIA CORP COM 320817109 47 2083 SH DEFINED 01 02 0 2083 0 WACHOVIA CORP COM 320817109 3 124 SH DEFINED 01 03 0 124 0 FIRST MIDWEST BANC COM 320867104 3923 146872 SH DEFINED 01 146872 0 0 FIRST NATIONAL CORP COM 320942105 652 27170 SH DEFINED 01 27170 0 0 FIRST NATIONAL CORP COM 320942105 2 85 SH DEFINED 01 02 0 85 0 FIRST HEALTH GROUP COM 320960107 35044 1439159 SH DEFINED 01 1439159 0 0 FIRST HEALTH GROUP COM 320960107 54059 2220085 SH DEFINED 01 02 0 2220085 0 FIRST HEALTH GROUP COM 320960107 2488 102203 SH DEFINED 01 03 0 102203 0 FIRST REPUBLIC BANK COM 336158100 2039 102027 SH DEFINED 01 102027 0 0 FIRST REPUBLIC BANK COM 336158100 52 2583 SH DEFINED 01 02 0 2583 0 FIRST REPUBLIC BANK COM 336158100 3 162 SH DEFINED 01 03 0 162 0 FIRST TN NAT`L CORP COM 337162101 229 6365 SH DEFINED 01 6365 0 0 FIRST TN NAT`L CORP COM 337162101 946 26325 SH DEFINED 01 03 0 26325 0 FIRST VIRGINIA BANK COM 337477103 967 25992 SH DEFINED 01 25992 0 0 FISERV INC COM 337738108 166883 4915522 SH DEFINED 01 4915522 0 0 FISERV INC COM 337738108 18309 539311 SH DEFINED 01 02 0 539311 0 FISERV INC COM 337738108 5565 163914 SH DEFINED 01 03 0 163914 0 FISHER COMMUNICATIONS COM 337756209 474 9000 SH DEFINED 01 9000 0 0 FIRSTFED FINL CORP COM 337907109 3563 123064 SH DEFINED 01 123064 0 0 FIRSTFED FINL CORP COM 337907109 89 3074 SH DEFINED 01 02 0 3074 0 FIRSTFED FINL CORP COM 337907109 6 220 SH DEFINED 01 03 0 220 0 FIRSTMERIT CORP COM 337915102 76 3526 SH DEFINED 01 3526 0 0 FLAGSTAR BANCORP INC COM 337930101 2808 130005 SH DEFINED 01 130005 0 0 FLAGSTAR BANCORP INC COM 337930101 34 1594 SH DEFINED 01 02 0 1594 0 FLAGSTAR BANCORP INC COM 337930101 2 100 SH DEFINED 01 03 0 100 0 FIRSTENERGY CORP COM 337932107 56250 1706079 SH DEFINED 01 1706079 0 0 FIRSTENERGY CORP COM 337932107 81 2450 SH DEFINED 01 02 0 2450 0 FIRSTENERGY CORP COM 337932107 2067 62695 SH DEFINED 01 03 0 62695 0 FISHER SCIENTIFIC IN COM 338032204 1404 46658 SH DEFINED 01 46658 0 0 FIVE STAR QUALITY CR COM 33832D106 0 0 SH DEFINED 01 0 0 0 FLEETBOSTON FINL CO COM 339030108 74064 3047839 SH DEFINED 01 3047839 0 0 FLEETBOSTON FINL CO COM 339030108 407 16720 SH DEFINED 01 02 0 16720 0 FLEETBOSTON FINL CO COM 339030108 6721 276566 SH DEFINED 01 03 0 276566 0 FLEETWOOD ENTERPRISE COM 339099103 856 109055 SH DEFINED 01 109055 0 0 FLEMING CO COM 339130106 1579 240282 SH DEFINED 01 240282 0 0 FLEMING CO COM 339130106 1 200 SH DEFINED 01 02 0 200 0 FLORIDA ROCK COM 341140101 8669 227820 SH DEFINED 01 227820 0 0 FLUOR CORP (NEW) COM 343412102 21141 755034 SH DEFINED 01 755034 0 0 FLUOR CORP (NEW) COM 343412102 506 18089 SH DEFINED 01 03 0 18089 0 FLOW SYSTEMS COM 343468104 119 46616 SH DEFINED 01 46616 0 0 FLOWERS FOODS INC COM 343498101 546 28000 SH DEFINED 01 28000 0 0 FLOWSERVE CORP COM 34354P105 1070 72303 SH DEFINED 01 72303 0 0 FOAMEX COM 344123104 735 232600 SH DEFINED 01 232600 0 0 FOAMEX COM 344123104 31 9840 SH DEFINED 01 02 0 9840 0 FOAMEX COM 344123104 2 643 SH DEFINED 01 03 0 643 0 FOCAL COMM WTS07 WT 344155114 0 19 SH DEFINED 01 0 0 19 FOMENTO ECONOMICO MX COM 344419106 67 1827 SH DEFINED 01 1827 0 0 FOOT LOCKER INC COM 344849104 1214 115600 SH DEFINED 01 115600 0 0 FOOTSTAR INC COM 344912100 426 61182 SH DEFINED 01 61182 0 0 FORD MOTOR CO COM 345370860 5209 560099 SH DEFINED 01 560099 0 0 FORD MOTOR CO COM 345370860 16 1711 SH DEFINED 01 02 0 1711 0 FORD MOTOR CO COM 345370860 3577 384601 SH DEFINED 01 03 0 384601 0 FOREST CITY ENTERPRI COM 345550107 12951 388333 SH DEFINED 01 388333 0 0 FOREST LABS COM 345838106 192215 1956997 SH DEFINED 01 1956997 0 0 FOREST LABS COM 345838106 16207 164988 SH DEFINED 01 02 0 164988 0 FOREST LABS COM 345838106 3740 38074 SH DEFINED 01 03 0 38074 0 FOREST OIL CORP COM 346091705 391 14191 SH DEFINED 01 14191 0 0 FORTUNE BRANDS COM 349631101 6444 138554 SH DEFINED 01 138554 0 0 FORTUNE BRANDS COM 349631101 1460 31396 SH DEFINED 01 03 0 31396 0 FORTUNE BRANDS COM 349631101 405 8715 SH DEFINED 01 13 0 8715 0 FORWARD AIR CORP COM 349853101 2793 143859 SH DEFINED 01 143859 0 0 FORWARD AIR CORP COM 349853101 3 130 SH DEFINED 01 02 0 130 0 FOSSIL INC COM 349882100 3388 166540 SH DEFINED 01 166540 0 0 FOSSIL INC COM 349882100 2 80 SH DEFINED 01 02 0 80 0 FOUNDRY NETWORKS INC COM 35063R100 1121 159200 SH DEFINED 01 159200 0 0 FOUNDRY NETWORKS INC COM 35063R100 17 2505 SH DEFINED 01 02 0 2505 0 FOUNDRY NETWORKS INC COM 35063R100 1 188 SH DEFINED 01 03 0 188 0 4KIDS ENTERTAINMENT COM 350865101 845 38267 SH DEFINED 01 38267 0 0 FOX ENTERTAINMENT GR COM 35138T107 5472 211000 SH DEFINED 01 211000 0 0 FRANKLIN ELECTRIC. COM 353514102 3 60 SH DEFINED 01 02 0 60 0 FRANKLIN RESOURCES COM 354613101 450 13196 SH DEFINED 01 13196 0 0 FRANKLIN RESOURCES COM 354613101 1857 54481 SH DEFINED 01 03 0 54481 0 FREDS INC COM 356108100 3768 146660 SH DEFINED 01 146660 0 0 FREDS INC COM 356108100 2 70 SH DEFINED 01 02 0 70 0 FREEMARKETS INC COM 356602102 402 62400 SH DEFINED 01 62400 0 0 FREEMARKETS INC COM 356602102 1 100 SH DEFINED 01 02 0 100 0 FREEPORT MCMORAN COP. COM 35671D857 51054 3042573 SH DEFINED 01 3042573 0 0 FREEPORT MCMORAN COP. COM 35671D857 1210 72100 SH DEFINED 01 02 0 72100 0 FREEPORT MCMORAN COP. COM 35671D857 510 30369 SH DEFINED 01 03 0 30369 0 FREEPORT MCMORAN CVT CONV BND 35671DAF2 1036 730000 PRN DEFINED 01 0 0 730000 FREMONT GENERAL CORP COM 357288109 1025 228350 SH DEFINED 01 228350 0 0 FRIEDMAN BILLINGS. COM 358433100 1633 174500 SH DEFINED 01 174500 0 0 FRIEDMAN BILLINGS. COM 358433100 2 210 SH DEFINED 01 02 0 210 0 FRIEDMANS INC -CL A... COM 358438109 526 60600 SH DEFINED 01 60600 0 0 FRONTIER AIRLINES COM 359065109 608 89973 SH DEFINED 01 89973 0 0 FRONTIER OIL CORP COM 35914P105 2729 158513 SH DEFINED 01 158513 0 0 FULLER H B COMPANY COM 359694106 2266 87583 SH DEFINED 01 87583 0 0 FULLER H B COMPANY COM 359694106 105 4083 SH DEFINED 01 02 0 4083 0 FULLER H B COMPANY COM 359694106 7 265 SH DEFINED 01 03 0 265 0 FULTON FINL CORP COM 360271100 572 32381 SH DEFINED 01 32381 0 0 FURNITURE BRAND INTL COM 360921100 585 24549 SH DEFINED 01 24549 0 0 G&K SERVICES CL A COM 361268105 2227 62901 SH DEFINED 01 62901 0 0 GATX CORP COM 361448103 1690 74044 SH DEFINED 01 74044 0 0 GBC BANCORP/CALIFORN COM 361475106 678 35028 SH DEFINED 01 35028 0 0 GABLE RESIDENTIAL COM 362418105 1748 70100 SH DEFINED 01 70100 0 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALLAGHER ARTHUR J COM 363576109 108 3671 SH DEFINED 01 3671 0 0 GALLAHER GROUP ADR COM 363595109 235 6000 SH DEFINED 01 6000 0 0 GALYANS TRADING CO. COM 36458R101 2929 292900 SH DEFINED 01 292900 0 0 GAMESTOP CORP COM 36466R101 10740 1096000 SH DEFINED 01 1096000 0 0 GANNETT CO INC COM 364730101 195591 2724127 SH DEFINED 01 2724127 0 0 GANNETT CO INC COM 364730101 13890 193455 SH DEFINED 01 02 0 193455 0 GANNETT CO INC COM 364730101 4039 56258 SH DEFINED 01 03 0 56258 0 GAP INC. THE COM 364760108 22862 1473085 SH DEFINED 01 1473085 0 0 GAP INC. THE COM 364760108 610 39300 SH DEFINED 01 02 0 39300 0 GAP INC. THE COM 364760108 4737 305258 SH DEFINED 01 03 0 305258 0 GAP STORES CVT CONV BND 364760AJ7 999 800000 PRN DEFINED 01 0 0 800000 GARDNER DENVER INC COM 365558105 980 48280 SH DEFINED 01 48280 0 0 GARTNER GRP INC CL B COM 366651206 33 3454 SH DEFINED 01 3454 0 0 GATEWAY INC COM 367626108 52 16443 SH DEFINED 01 16443 0 0 GATEWAY INC COM 367626108 213 67920 SH DEFINED 01 03 0 67920 0 GAYLORD ENTERTAINMEN COM 367905106 1236 60000 SH DEFINED 01 60000 0 0 GEN-PROBE INC COM 36866T103 369 15500 SH DEFINED 01 0 0 15500 GEMSTAR-TV GUIDE COM 36866W106 975 300000 SH DEFINED 01 300000 0 0 GENCORP INC COM 368682100 2543 321208 SH DEFINED 01 321208 0 0 GENENCOR INTL INC COM 368709101 2 190 SH DEFINED 01 02 0 190 0 GENRL COMMUNICATION COM 369385109 2249 335182 SH DEFINED 01 335182 0 0 GENRL COMMUNICATION COM 369385109 2 260 SH DEFINED 01 02 0 260 0 GENERAL DYNAMICS COM 369550108 10081 127007 SH DEFINED 01 127007 0 0 GENERAL DYNAMICS COM 369550108 3342 42103 SH DEFINED 01 03 0 42103 0 GENERAL ELECTRIC COM 369604103 757009 31088642 SH DEFINED 01 31088642 0 0 GENERAL ELECTRIC COM 369604103 47648 1956911 SH DEFINED 01 02 0 1956911 0 GENERAL ELECTRIC COM 369604103 51033 2095833 SH DEFINED 01 03 0 2095833 0 GENERAL ELECTRIC COM 369604103 17281 709710 SH DEFINED 01 11 0 709710 0 GENERAL ELECTRIC COM 369604103 27 1100 SH DEFINED 01 12 0 1100 0 GENERAL ELECTRIC COM 369604103 1631 66993 SH DEFINED 01 13 0 66993 0 GENERAL GROWTH COM 370021107 417 8022 SH DEFINED 01 8022 0 0 GENERAL MILLS COM 370334104 25785 549198 SH DEFINED 01 549198 0 0 GENERAL MILLS COM 370334104 7772 165565 SH DEFINED 01 02 0 165565 0 GENERAL MILLS COM 370334104 3620 77103 SH DEFINED 01 03 0 77103 0 GENERAL MOTORS. COM 370442105 31250 847785 SH DEFINED 01 847785 0 0 GENERAL MOTORS. COM 370442105 4 100 SH DEFINED 01 02 0 100 0 GENERAL MOTORS. COM 370442105 4329 117450 SH DEFINED 01 03 0 117450 0 GENERAL MOTORS. COM 370442105 913 24771 SH DEFINED 01 13 0 24771 0 GENERAL MOTORS CL H COM 370442832 535 50000 SH DEFINED 01 50000 0 0 GENESCO INC. COM 371532102 1236 66323 SH DEFINED 01 66323 0 0 GENESEE & WYOMING COM 371559105 1529 75150 SH DEFINED 01 75150 0 0 GENESEE & WYOMING COM 371559105 65 3178 SH DEFINED 01 02 0 3178 0 GENESEE & WYOMING COM 371559105 5 223 SH DEFINED 01 03 0 223 0 GENTEX CORP COM 371901109 30246 955975 SH DEFINED 01 955975 0 0 GENTEX CORP COM 371901109 53411 1688050 SH DEFINED 01 02 0 1688050 0 GENTEX CORP COM 371901109 1371 43329 SH DEFINED 01 03 0 43329 0 GENLYTE GROUP INC COM 372302109 844 27100 SH DEFINED 01 27100 0 0 GENLYTE GROUP INC COM 372302109 1 40 SH DEFINED 01 02 0 40 0 GENTA INC COM 37245M207 2 250 SH DEFINED 01 02 0 250 0 GENUINE PARTS COM 372460105 2891 93870 SH DEFINED 01 93870 0 0 GENUINE PARTS COM 372460105 4853 157562 SH DEFINED 01 02 0 157562 0 GENUINE PARTS COM 372460105 1128 36608 SH DEFINED 01 03 0 36608 0 GENTIVA HEALTH SVCS COM 37247A102 38 4300 SH DEFINED 01 4300 0 0 GENZYME CORP COM 372917104 1717 58099 SH DEFINED 01 58099 0 0 GENZYME CORP COM 372917104 5 170 SH DEFINED 01 02 0 170 0 GENZYME CORP COM 372917104 1389 46973 SH DEFINED 01 03 0 46973 0 GEORGIA GULF CORP COM 373200203 4584 198050 SH DEFINED 01 198050 0 0 GEORGIA GULF CORP COM 373200203 65 2814 SH DEFINED 01 02 0 2814 0 GEORGIA GULF CORP COM 373200203 4 159 SH DEFINED 01 03 0 159 0 GEORGIA-PACIFIC GP COM 373298108 771 47699 SH DEFINED 01 47699 0 0 GEORGIA-PACIFIC GP COM 373298108 847 52414 SH DEFINED 01 03 0 52414 0 GERBER SCIENTIFIC COM 373730100 273 67130 SH DEFINED 01 67130 0 0 GETTY IMAGES INC COM 374276103 488 15980 SH DEFINED 01 15980 0 0 GIBRALTAR STEEL. COM 37476F103 184 9634 SH DEFINED 01 9634 0 0 GILEAD SCIENCES COM 375558103 52958 1557608 SH DEFINED 01 1557608 0 0 GILEAD SCIENCES COM 375558103 31371 922645 SH DEFINED 01 02 0 922645 0 GILEAD SCIENCES COM 375558103 850 24992 SH DEFINED 01 03 0 24992 0 GILLETTE CO COM 375766102 192729 6348099 SH DEFINED 01 6348099 0 0 GILLETTE CO COM 375766102 1582 52110 SH DEFINED 01 02 0 52110 0 GILLETTE CO COM 375766102 6764 222773 SH DEFINED 01 03 0 222773 0 GLATFELTER COM 377316104 1056 80220 SH DEFINED 01 80220 0 0 GLAXOSMITHKLINE PLC COM 37733W105 17556 468678 SH DEFINED 01 468678 0 0 GLAXOSMITHKLINE PLC COM 37733W105 67 1785 SH DEFINED 01 02 0 1785 0 GLENBOROUGH REALTY T COM 37803P105 1499 84100 SH DEFINED 01 84100 0 0 GLOBAL INDUSTRIES. COM 379336100 889 213400 SH DEFINED 01 213400 0 0 GLOBAL IMAGING SYS. COM 37934A100 1658 90210 SH DEFINED 01 90210 0 0 GLOBAL IMAGING SYS. COM 37934A100 2 130 SH DEFINED 01 02 0 130 0 GLOBAL PAYMENTS INC COM 37940X102 3586 112012 SH DEFINED 01 112012 0 0 GLOBAL POWER EQUIP COM 37941P108 766 155600 SH DEFINED 01 155600 0 0 GLOBAL POWER EQUIP COM 37941P108 1 180 SH DEFINED 01 02 0 180 0 GLOBIX CORP COM 37957F101 0 104 SH DEFINED 01 104 0 0 GLOBESPANVIRATA INC COM 37957V106 470 106600 SH DEFINED 01 106600 0 0 GOLD BANC CORP COM 379907108 2103 211900 SH DEFINED 01 211900 0 0 GOLD BANC CORP COM 379907108 78 7899 SH DEFINED 01 02 0 7899 0 GOLD BANC CORP COM 379907108 5 509 SH DEFINED 01 03 0 509 0 GOLDFIELDS LTD ADR.. COM 38059T106 15980 1144600 SH DEFINED 01 1144600 0 0 GOLDEN STAR RESOURCE COM 38119T104 1029 550000 SH DEFINED 01 550000 0 0 GOLDEN WEST FIN COM 381317106 21947 305641 SH DEFINED 01 305641 0 0 GOLDEN WEST FIN COM 381317106 2342 32619 SH DEFINED 01 03 0 32619 0 GOLDEN WEST FIN COM 381317106 515 7171 SH DEFINED 01 13 0 7171 0 GOLDMAN SACHS GP INC COM 38141G104 12942 190049 SH DEFINED 01 190049 0 0 GOLDMAN SACHS GP INC COM 38141G104 6814 100060 SH DEFINED 01 03 0 100060 0 GOLDMAN SACHS GP INC COM 38141G104 8730 128200 SH DEFINED 01 11 0 128200 0 GOLDMAN SACHS GP INC COM 38141G104 27 400 SH DEFINED 01 12 0 400 0 GOLDMAN SACHS GP INC COM 38141G104 695 10200 SH DEFINED 01 13 0 10200 0 GOODRICH CORPORATION COM 382388106 45548 2486318 SH DEFINED 01 2486318 0 0 GOODRICH CORPORATION COM 382388106 2748 150000 SH DEFINED 01 02 0 150000 0 GOODRICH CORPORATION COM 382388106 503 27453 SH DEFINED 01 03 0 27453 0 GOODYEAR COM 382550101 60 8896 SH DEFINED 01 8896 0 0 GOODYEAR COM 382550101 250 36750 SH DEFINED 01 03 0 36750 0 GOODYS FAMILY CLTHNG COM 382588101 439 98796 SH DEFINED 01 98796 0 0 GRACO INC. COM 384109104 4139 144476 SH DEFINED 01 144476 0 0 GRAFTECH INTL LTD COM 384313102 784 131502 SH DEFINED 01 131502 0 0 GRAINGER (W.W.) COM 384802104 9143 177379 SH DEFINED 01 177379 0 0 GRAINGER (W.W.) COM 384802104 438 8500 SH DEFINED 01 02 0 8500 0 GRAINGER (W.W.) COM 384802104 988 19157 SH DEFINED 01 03 0 19157 0 GRANITE BROADCASTING CORP COM 387241102 161 78166 SH DEFINED 01 78166 0 0 GRANITE CONSTRUCTION COM 387328107 844 54422 SH DEFINED 01 54422 0 0 GRANT PRIDECO INC COM 38821G101 31672 2720994 SH DEFINED 01 2720994 0 0 GRAY TELEVISION CL B COM 389375106 975 100000 SH DEFINED 01 100000 0 0 GREAT A. & P. TEA COM 390064103 942 116873 SH DEFINED 01 116873 0 0 GREAT LAKES CHEM CO COM 390568103 3709 155340 SH DEFINED 01 155340 0 0 GREAT LAKES CHEM CO COM 390568103 111 4652 SH DEFINED 01 02 0 4652 0 GREAT LAKES CHEM CO COM 390568103 258 10814 SH DEFINED 01 03 0 10814 0 GREAT LAKES REIT INC COM 390752103 292 17555 SH DEFINED 01 17555 0 0 GREAT PLAINS ENERGY COM 391164100 6243 272850 SH DEFINED 01 272850 0 0 GREATER BAY BANCORP COM 391648102 431 24889 SH DEFINED 01 24889 0 0 GREEN MOUNTAIN POWER COM 393154109 313 14919 SH DEFINED 01 14919 0 0 GREENPOINT FINL CORP COM 395384100 10551 233523 SH DEFINED 01 233523 0 0 GREENPOINT FINL CORP COM 395384100 46 1025 SH DEFINED 01 03 0 1025 0 GREIF BROS CORP COM 397624107 678 28500 SH DEFINED 01 28500 0 0 GREY WOLF INC COM 397888108 3748 939300 SH DEFINED 01 939300 0 0 GREY WOLF INC COM 397888108 56 14083 SH DEFINED 01 02 0 14083 0 GREY WOLF INC COM 397888108 4 919 SH DEFINED 01 03 0 919 0 GRIFFON CORP COM 398433102 3273 240283 SH DEFINED 01 240283 0 0 GRIFFON CORP COM 398433102 79 5802 SH DEFINED 01 02 0 5802 0 GRIFFON CORP COM 398433102 5 363 SH DEFINED 01 03 0 363 0 GROUP ONE AUTOMOTIVE COM 398905109 2924 122444 SH DEFINED 01 122444 0 0 GROUP ONE AUTOMOTIVE COM 398905109 2 100 SH DEFINED 01 02 0 100 0 G-TELEVISA COM 40049J206 1732 62000 SH DEFINED 01 62000 0 0 G-TECH HOLDINGS CORP COM 400518106 66 2382 SH DEFINED 01 2382 0 0 GRUPO AEROPORTUARIO COM 40051E202 346 29390 SH DEFINED 01 0 0 29390 GUCCI COM 401566104 2947 32176 SH DEFINED 01 32176 0 0 GUIDANT CORP COM 401698105 5502 178304 SH DEFINED 01 178304 0 0 GUIDANT CORP COM 401698105 1994 64627 SH DEFINED 01 03 0 64627 0 GUJARAT AMBUJA GDR COM 401841994 69 21060 SH DEFINED 01 21060 0 0 GUITAR CENTER INC COM 402040109 679 41000 SH DEFINED 01 41000 0 0 GUITAR CENTER INC COM 402040109 1 60 SH DEFINED 01 02 0 60 0 GYMBOREE COM 403777105 2899 182743 SH DEFINED 01 182743 0 0 GYMBOREE COM 403777105 3 160 SH DEFINED 01 02 0 160 0 HCA INC COM 404119109 494039 11904502 SH DEFINED 01 11904502 0 0 HCA INC COM 404119109 10913 262939 SH DEFINED 01 02 0 262939 0 HCA INC COM 404119109 5335 128550 SH DEFINED 01 03 0 128550 0 HCA INC COM 404119109 884 21313 SH DEFINED 01 13 0 21313 0 HCC INSURANCE COM 404132102 1491 60600 SH DEFINED 01 60600 0 0 HCC INSURANCE COM 404132102 30767 1250700 SH DEFINED 01 02 0 1250700 0 HCC INSURANCE COM 404132102 802 32600 SH DEFINED 01 03 0 32600 0 HDFC BANK ADR COM 40415F101 538 40000 SH DEFINED 01 40000 0 0 HEI INC COM 404160103 614 191800 SH DEFINED 01 191800 0 0 HAEMONETICS CORP COM 405024100 2449 114112 SH DEFINED 01 114112 0 0 HAGGAR COM 405173105 245 19486 SH DEFINED 01 19486 0 0 HAIN CELESTIAL GRP COM 405217100 1551 102012 SH DEFINED 01 102012 0 0 HALL KINION & ASSOC COM 406069104 215 38484 SH DEFINED 01 38484 0 0 HALLIBURTON COM 406216101 41192 2201613 SH DEFINED 01 2201613 0 0 HALLIBURTON COM 406216101 1603 85700 SH DEFINED 01 02 0 85700 0 HALLIBURTON COM 406216101 1740 93019 SH DEFINED 01 03 0 93019 0 HANCOCK FABRICS COM 409900107 2467 161728 SH DEFINED 01 161728 0 0 HANCOCK FABRICS COM 409900107 39 2566 SH DEFINED 01 02 0 2566 0 HANCOCK FABRICS COM 409900107 2 159 SH DEFINED 01 03 0 159 0 HANCOCK HLDG CO COM 410120109 77 1730 SH DEFINED 01 02 0 1730 0 HANCOCK HLDG CO COM 410120109 5 110 SH DEFINED 01 03 0 110 0 HANCOCK JOHN FINL SV COM 41014S106 919 32928 SH DEFINED 01 32928 0 0 HANCOCK JOHN FINL SV COM 41014S106 1685 60390 SH DEFINED 01 03 0 60390 0 HANDLEMAN COMPANY COM 410252100 451 39200 SH DEFINED 01 39200 0 0 HANDLEMAN COMPANY COM 410252100 45 3942 SH DEFINED 01 02 0 3942 0 HANDLEMAN COMPANY COM 410252100 3 252 SH DEFINED 01 03 0 252 0 HANGER ORTHOPEDIC COM 41043F208 859 65375 SH DEFINED 01 65375 0 0 HANGER ORTHOPEDIC COM 41043F208 24 1862 SH DEFINED 01 02 0 1862 0 HANGER ORTHOPEDIC COM 41043F208 1 114 SH DEFINED 01 03 0 114 0 HANMI FINANCIAL CORP COM 410495105 909 54200 SH DEFINED 01 54200 0 0 HANMI FINANCIAL CORP COM 410495105 25 1533 SH DEFINED 01 02 0 1533 0 HANMI FINANCIAL CORP COM 410495105 1 81 SH DEFINED 01 03 0 81 0 HANOVER COMPRESSOR COM 410768105 25 2776 SH DEFINED 01 2776 0 0 HANOVER COMPRESSOR COM 410768105 17 1800 SH DEFINED 01 02 0 1800 0 HANOVER COMPRESS CVT CONV BND 410768AC9 2404 3000000 PRN DEFINED 01 02 0 0 3000000 HANSON PLC ADR COM 411352404 35908 1618918 SH DEFINED 01 1618918 0 0 HANSON PLC ADR COM 411352404 461 20800 SH DEFINED 01 02 0 20800 0 HANSON PLC ADR COM 411352404 1060 47800 SH DEFINED 01 03 0 47800 0 HARLAND JOHN H COM 412693103 2594 117265 SH DEFINED 01 117265 0 0 HARLAND JOHN H COM 412693103 1 30 SH DEFINED 01 02 0 30 0 HARLEY DAVIDSON COM 412822108 4669 101073 SH DEFINED 01 101073 0 0 HARLEY DAVIDSON COM 412822108 4397 95083 SH DEFINED 01 02 0 95083 0 HARLEY DAVIDSON COM 412822108 2931 63438 SH DEFINED 01 03 0 63438 0 HARLEYSVILLE GROUP. COM 412824104 2547 96327 SH DEFINED 01 96327 0 0 HARLEYSVILLE GROUP. COM 412824104 81 3082 SH DEFINED 01 02 0 3082 0 HARLEYSVILLE GROUP. COM 412824104 5 203 SH DEFINED 01 03 0 203 0 HARMAN INTERNATIONAL COM 413086109 7272 122234 SH DEFINED 01 122234 0 0 HARMONIC INC COM 413160102 419 182276 SH DEFINED 01 182276 0 0 EXP 06/29/03 WT 413216110 413 33000 SH DEFINED 01 0 0 33000 HARMONY GOLD MNG-ADR.. COM 413216300 12368 735700 SH DEFINED 01 735700 0 0 HARRAH`S ENT COM 413619107 6760 170704 SH DEFINED 01 170704 0 0 HARRAH`S ENT COM 413619107 938 23681 SH DEFINED 01 03 0 23681 0 HARRAH`S ENT COM 413619107 323 8168 SH DEFINED 01 13 0 8168 0 HARRIS CORP COM 413875105 263 10004 SH DEFINED 01 10004 0 0 HARSCO CORP COM 415864107 54 1691 SH DEFINED 01 1691 0 0 HARTE-HANKS INC COM 416196103 71 3799 SH DEFINED 01 3799 0 0 HARTFORD FINL SVCS COM 416515104 53216 1171394 SH DEFINED 01 1171394 0 0 HARTFORD FINL SVCS COM 416515104 1122 24700 SH DEFINED 01 02 0 24700 0 HARTFORD FINL SVCS COM 416515104 3188 70176 SH DEFINED 01 03 0 70176 0 HARVARD BIOSCIENCE COM 416906105 512 155300 SH DEFINED 01 155300 0 0 HASBRO INC COM 418056107 1326 114888 SH DEFINED 01 114888 0 0 HASBRO INC COM 418056107 419 36295 SH DEFINED 01 03 0 36295 0 HAVAS COM 419313101 100 25088 SH DEFINED 01 02 0 25088 0 HAVERTY FURNITURE COM 419596101 1166 83911 SH DEFINED 01 83911 0 0 HAWAIIAN ELEC IND COM 419870100 1560 35483 SH DEFINED 01 35483 0 0 HAYES LEMMERZ INTL COM 420781106 0 86 SH DEFINED 01 86 0 0 HEALTHCARE SVC GROUP COM 421906108 1083 83000 SH DEFINED 01 83000 0 0 HEALTHSOUTH CORP COM 421924101 85 20119 SH DEFINED 01 20119 0 0 HEALTHSOUTH CORP COM 421924101 349 83089 SH DEFINED 01 03 0 83089 0 HEALTH MGMT ASSOC COM 421933102 39179 2188746 SH DEFINED 01 2188746 0 0 HEALTH MGMT ASSOC COM 421933102 1983 110790 SH DEFINED 01 02 0 110790 0 HEALTH MGMT ASSOC COM 421933102 3957 221067 SH DEFINED 01 03 0 221067 0 HEALTHCARE RLTY TR COM 421946104 1091 37300 SH DEFINED 01 37300 0 0 HEADWATERS INC COM 42210P102 1242 80100 SH DEFINED 01 80100 0 0 HEADWATERS INC COM 42210P102 2 140 SH DEFINED 01 02 0 140 0 HEALTH NET INC COM 42222G108 585 22178 SH DEFINED 01 22178 0 0 HEARTLAND EXPRESS IN COM 422347104 4744 207072 SH DEFINED 01 207072 0 0 HEARTLAND EXPRESS IN COM 422347104 45 1997 SH DEFINED 01 02 0 1997 0 HEARTLAND EXPRESS IN COM 422347104 3 129 SH DEFINED 01 03 0 129 0 HECLA NMINING CO COM 422704106 1125 222200 SH DEFINED 01 222200 0 0 HECLA NMINING CO COM 422704106 39 7871 SH DEFINED 01 02 0 7871 0 HECLA NMINING CO COM 422704106 3 498 SH DEFINED 01 03 0 498 0 HEIDRICK & STRUGGLES COM 422819102 1540 105011 SH DEFINED 01 105011 0 0 HEINZ H.J. COM 423074103 2953 89828 SH DEFINED 01 89828 0 0 HEINZ H.J. COM 423074103 2419 73588 SH DEFINED 01 03 0 73588 0 HELIX TECHNOLOGY COM 423319102 2581 230518 SH DEFINED 01 230518 0 0 HELIX TECHNOLOGY COM 423319102 1 120 SH DEFINED 01 02 0 120 0 HELMERICH & PAYNE COM 423452101 1458 52195 SH DEFINED 01 52195 0 0 HENRY (JACK) & ASSOC COM 426281101 595 49458 SH DEFINED 01 49458 0 0 HERCULES INC COM 427056106 1255 142543 SH DEFINED 01 142543 0 0 HERCULES INC COM 427056106 201 22889 SH DEFINED 01 03 0 22889 0 HERITAGE PROPERTY INVESTMENT COM 42725M107 645 25797 SH DEFINED 01 25797 0 0 HERLEY INDUST INC COM 427398102 1565 89900 SH DEFINED 01 89900 0 0 HERLEY INDUST INC COM 427398102 1 70 SH DEFINED 01 02 0 70 0 HERSHEY FOODS COM 427866108 5760 85410 SH DEFINED 01 85410 0 0 HERSHEY FOODS COM 427866108 1924 28526 SH DEFINED 01 03 0 28526 0 HEWITT ASSOCIATES INC COM 42822Q100 9919 313000 SH DEFINED 01 313000 0 0 HEWLETT PACKARD COM 428236103 90097 5189792 SH DEFINED 01 5189792 0 0 HEWLETT PACKARD COM 428236103 550 31700 SH DEFINED 01 02 0 31700 0 HEWLETT PACKARD COM 428236103 13212 761041 SH DEFINED 01 03 0 761041 0 HIBERNIA CORP COM 428656102 1001 52074 SH DEFINED 01 52074 0 0 HIGHWOOD PROPERTY COM 431284108 484 21940 SH DEFINED 01 21940 0 0 HILB ROGAL & HAMILTO COM 431294107 6482 158480 SH DEFINED 01 158480 0 0 HILB ROGAL & HAMILTO COM 431294107 4 90 SH DEFINED 01 02 0 90 0 HILLENBRAND IND COM 431573104 124 2575 SH DEFINED 01 2575 0 0 HILTON HOTELS COM 432848109 20088 1580498 SH DEFINED 01 1580498 0 0 HILTON HOTELS COM 432848109 1002 78871 SH DEFINED 01 03 0 78871 0 HISPANIC BROADCAST COM 43357B104 93 4541 SH DEFINED 01 4541 0 0 HOLLY CORP COM 435758305 1543 70600 SH DEFINED 01 70600 0 0 HOLLY CORP COM 435758305 1 60 SH DEFINED 01 02 0 60 0 HOLLYWOOD ENTERTAINM COM 436141105 3179 210600 SH DEFINED 01 210600 0 0 HOLLYWOOD ENTERTAINM COM 436141105 59 3955 SH DEFINED 01 02 0 3955 0 HOLLYWOOD ENTERTAINM COM 436141105 4 250 SH DEFINED 01 03 0 250 0 HOLOGIC COM 436440101 721 59021 SH DEFINED 01 59021 0 0 HOME DEPOT INC COM 437076102 229655 9584900 SH DEFINED 01 9584900 0 0 HOME DEPOT INC COM 437076102 8724 364129 SH DEFINED 01 02 0 364129 0 HOME DEPOT INC COM 437076102 11753 490483 SH DEFINED 01 03 0 490483 0 HON INDUSTRIES COM 438092108 70 2459 SH DEFINED 01 2459 0 0 HONEYWELL INTL INC COM 438516106 67316 2804860 SH DEFINED 01 2804860 0 0 HONEYWELL INTL INC COM 438516106 542 22600 SH DEFINED 01 02 0 22600 0 HONEYWELL INTL INC COM 438516106 6134 255587 SH DEFINED 01 03 0 255587 0 HOOPER HOLMES COM 439104100 2001 325916 SH DEFINED 01 325916 0 0 HORACE MANN EDUCATOR COM 440327104 26 1704 SH DEFINED 01 1704 0 0 HORIZON HEALTH CORP COM 44041Y104 4576 260700 SH DEFINED 01 260700 0 0 HORIZON OFFSHORE INC COM 44043J105 498 100000 SH DEFINED 01 100000 0 0 HORMEL COM 440452100 135 5787 SH DEFINED 01 5787 0 0 HOSPITALITY PROP COM 44106M102 92 2610 SH DEFINED 01 2610 0 0 HOST MARRIOTT COM 44107P104 957 108200 SH DEFINED 01 108200 0 0 HOT TOPIC COM 441339108 2972 129884 SH DEFINED 01 129884 0 0 HOTELS.COM COM 44147T108 15143 277200 SH DEFINED 01 277200 0 0 HOUSEHOLD INTL COM 441815107 25677 923325 SH DEFINED 01 923325 0 0 HOUSEHOLD INTL COM 441815107 2760 99248 SH DEFINED 01 03 0 99248 0 HOUSTON EXPLOR COM 442120101 2837 92700 SH DEFINED 01 92700 0 0 HOVNANIAN ENTERPRISE. COM 442487203 3 90 SH DEFINED 01 02 0 90 0 HUBBELL INC C/B COM 443510201 87 2468 SH DEFINED 01 2468 0 0 HUDSON UNITED BANC COM 444165104 4249 136613 SH DEFINED 01 136613 0 0 HUFFY CORP COM 444356109 280 46924 SH DEFINED 01 46924 0 0 HUGHES SUPPLY COM 444482103 3470 127051 SH DEFINED 01 127051 0 0 HUGHES SUPPLY COM 444482103 84 3085 SH DEFINED 01 02 0 3085 0 HUGHES SUPPLY COM 444482103 6 220 SH DEFINED 01 03 0 220 0 HUMANA COM 444859102 8755 875532 SH DEFINED 01 875532 0 0 HUMANA COM 444859102 340 34009 SH DEFINED 01 03 0 34009 0 HUMAN GENOME SCIENCE COM 444903108 903 102500 SH DEFINED 01 102500 0 0 HUMAN GENOME SCIENCE COM 444903108 8 854 SH DEFINED 01 03 0 854 0 J.B. HUNT TRANSPORT COM 445658107 22922 782338 SH DEFINED 01 782338 0 0 J.B. HUNT TRANSPORT COM 445658107 79 2726 SH DEFINED 01 02 0 2726 0 J.B. HUNT TRANSPORT COM 445658107 6 189 SH DEFINED 01 03 0 189 0 HUNTINGTON BANCSHARE COM 446150104 224 11957 SH DEFINED 01 11957 0 0 HUNTINGTON BANCSHARE COM 446150104 924 49374 SH DEFINED 01 03 0 49374 0 HUTCHINSON TECH COM 448407106 2016 97337 SH DEFINED 01 97337 0 0 HUTCHINSON TECH COM 448407106 33 1575 SH DEFINED 01 02 0 1575 0 HUTCHINSON TECH COM 448407106 2 93 SH DEFINED 01 03 0 93 0 HYDRIL COMPANY COM 448774109 3076 130515 SH DEFINED 01 130515 0 0 HYDRIL COMPANY COM 448774109 3 130 SH DEFINED 01 02 0 130 0 ICN PHARMACEUT NEW COM 448924100 38 3495 SH DEFINED 01 3495 0 0 HYPERCOM CORP COM 44913M105 473 126800 SH DEFINED 01 126800 0 0 HYPERCOM CORP COM 44913M105 22 5887 SH DEFINED 01 02 0 5887 0 HYPERCOM CORP COM 44913M105 2 653 SH DEFINED 01 03 0 653 0 HYPERION SOLUTIONS COM 44914M104 4594 178978 SH DEFINED 01 178978 0 0 HYPERION SOLUTIONS COM 44914M104 3 120 SH DEFINED 01 02 0 120 0 ICOS CORP COM 449295104 9 401 SH DEFINED 01 03 0 401 0 ICU MEDICAL INC COM 44930G107 2198 58925 SH DEFINED 01 58925 0 0 IDEC PHARM COM 449370105 40605 1224132 SH DEFINED 01 1224132 0 0 IDEC PHARM COM 449370105 30125 908117 SH DEFINED 01 02 0 908117 0 IDEC PHARM COM 449370105 1881 56710 SH DEFINED 01 03 0 56710 0 IDX SYSTEMS COM 449491109 1041 61100 SH DEFINED 01 61100 0 0 IHOP CORP NEW COM 449623107 1530 63755 SH DEFINED 01 63755 0 0 IMC GLOBAL INC COM 449669100 1491 139698 SH DEFINED 01 139698 0 0 IMCO RECYCLING INC COM 449681105 374 45972 SH DEFINED 01 45972 0 0 IMS HEALTH INC COM 449934108 228 14261 SH DEFINED 01 14261 0 0 IMS HEALTH INC COM 449934108 160 10000 SH DEFINED 01 02 0 10000 0 IMS HEALTH INC COM 449934108 942 58866 SH DEFINED 01 03 0 58866 0 ITLA CAPITAL CORP COM 450565106 1306 39300 SH DEFINED 01 39300 0 0 ITLA CAPITAL CORP COM 450565106 92 2748 SH DEFINED 01 02 0 2748 0 ITLA CAPITAL CORP COM 450565106 5 153 SH DEFINED 01 03 0 153 0 ITT EDUCATIONAL SVCS COM 45068B109 3248 137912 SH DEFINED 01 137912 0 0 IBEAM BROADCASTING COM 45073P408 0 31 SH DEFINED 01 31 0 0 IBERIABANK CORP COM 450828108 1318 32800 SH DEFINED 01 32800 0 0 IBERIABANK CORP COM 450828108 83 2090 SH DEFINED 01 02 0 2090 0 IBERIABANK CORP COM 450828108 5 132 SH DEFINED 01 03 0 132 0 ITT INDUSTRIES COM 450911102 15052 248037 SH DEFINED 01 248037 0 0 ITT INDUSTRIES COM 450911102 73 1200 SH DEFINED 01 02 0 1200 0 ITT INDUSTRIES COM 450911102 1168 19244 SH DEFINED 01 03 0 19244 0 ITT INDUSTRIES COM 450911102 379 6251 SH DEFINED 01 13 0 6251 0 IDACORP INC COM 451107106 39 1580 SH DEFINED 01 1580 0 0 IDEX CORP COM 45167R104 3221 98494 SH DEFINED 01 98494 0 0 IDINE REWARDS NETWORKS INC COM 45168A100 410 38600 SH DEFINED 01 38600 0 0 IDEXX LABS INC COM 45168D104 3735 112168 SH DEFINED 01 112168 0 0 IDEXX LABS INC COM 45168D104 599 18000 SH DEFINED 01 02 0 18000 0 IKON OFFICE SOLUTION COM 451713101 1061 148300 SH DEFINED 01 148300 0 0 IKON OFFICE SOLUTION COM 451713101 71 9908 SH DEFINED 01 02 0 9908 0 IKON OFFICE SOLUTION COM 451713101 5 665 SH DEFINED 01 03 0 665 0 IDENTIX INC COM 451906101 355 69000 SH DEFINED 01 69000 0 0 IDENTIX INC COM 451906101 1 160 SH DEFINED 01 02 0 160 0 ILLINOIS TOOL WORKS COM 452308109 295415 4554640 SH DEFINED 01 4554640 0 0 ILLINOIS TOOL WORKS COM 452308109 16303 251413 SH DEFINED 01 02 0 251413 0 ILLINOIS TOOL WORKS COM 452308109 6909 106516 SH DEFINED 01 03 0 106516 0 ILLINOIS TOOL WORKS COM 452308109 10566 162900 SH DEFINED 01 11 0 162900 0 ILLINOIS TOOL WORKS COM 452308109 26 400 SH DEFINED 01 12 0 400 0 ILLINOIS TOOL WORKS COM 452308109 798 12300 SH DEFINED 01 13 0 12300 0 IMATION CORP COM 45245A107 1763 50272 SH DEFINED 01 50272 0 0 IMATION CORP COM 45245A107 69 1973 SH DEFINED 01 02 0 1973 0 IMATION CORP COM 45245A107 5 136 SH DEFINED 01 03 0 136 0 IMANAGE INC COM 45245Y105 1456 455000 SH DEFINED 01 455000 0 0 IMAGISTICS INTL INC COM 45247T104 1105 55244 SH DEFINED 01 55244 0 0 IMMUCOR INC COM 452526106 2 90 SH DEFINED 01 02 0 90 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 1088 94600 SH DEFINED 01 94600 0 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 64 5533 SH DEFINED 01 02 0 5533 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 4 362 SH DEFINED 01 03 0 362 0 IMPATH COM 45255G101 977 49543 SH DEFINED 01 49543 0 0 IMPERIAL CHEM IN ADR. COM 452704505 6761 469876 SH DEFINED 01 469876 0 0 INAMED CORP COM 453235103 2045 66387 SH DEFINED 01 66387 0 0 INCO LIMITED. COM 453258402 7682 361955 SH DEFINED 01 361955 0 0 INCO LIMITED. COM 453258402 484 22800 SH DEFINED 01 02 0 22800 0 INCO CVT CONV BND 453258AH8 6602 6619000 PRN DEFINED 01 0 0 6619000 INCYTE GENOMICS INC COM 45337C102 656 143835 SH DEFINED 01 143835 0 0 INCYTE GENOMICS INC COM 45337C102 1 150 SH DEFINED 01 02 0 150 0 INDEPENDENCE COMM BK COM 453414104 61 2386 SH DEFINED 01 2386 0 0 INDEPENDENT BK CO MI COM 453838104 1609 53177 SH DEFINED 01 53177 0 0 INDEPENDENT BK CO MI COM 453838104 70 2303 SH DEFINED 01 02 0 2303 0 INDEPENDENT BK CO MI COM 453838104 5 150 SH DEFINED 01 03 0 150 0 INDIANA MICHIGAN PWR CO 6.300 PRF 454889833 5266 52250 SH DEFINED 01 0 0 52250 INDIANA MICHIGAN PWR CO 6.250 PRF 454889841 2010 20000 SH DEFINED 01 0 0 20000 INDIANA MICHIGAN PWR CO 5.900 PRF 454889858 3202 32500 SH DEFINED 01 0 0 32500 INDYMAC BANCORP INC COM 456607100 43 2304 SH DEFINED 01 2304 0 0 INFOCUS CORPORATION COM 45665B106 734 119141 SH DEFINED 01 119141 0 0 INFOCUS CORPORATION COM 45665B106 41 6773 SH DEFINED 01 02 0 6773 0 INFOCUS CORPORATION COM 45665B106 3 434 SH DEFINED 01 03 0 434 0 INFORMATICA CORP. COM 45666Q102 576 100000 SH DEFINED 01 100000 0 0 INFORMATION HLDS INC COM 456727106 1027 66195 SH DEFINED 01 66195 0 0 INFOSYS TECHNOLOGIES.. COM 456788108 696 10000 SH DEFINED 01 10000 0 0 INFORMATION RESOURCE COM 456905108 144 89719 SH DEFINED 01 89719 0 0 INGRAM MICRO COM 457153104 1139 92200 SH DEFINED 01 92200 0 0 INPUT/OUTPUT INC COM 457652105 659 155131 SH DEFINED 01 155131 0 0 INSIGHT ENTERPRISES COM 45765U103 1162 139818 SH DEFINED 01 139818 0 0 INSITUFORM TECH INC COM 457667103 1372 80465 SH DEFINED 01 80465 0 0 INSTINET GRP INC COM 457750107 8185 1935100 SH DEFINED 01 1935100 0 0 INSURANCE AUTO AUCTS COM 457875102 617 37172 SH DEFINED 01 37172 0 0 INTEGRA LIFESCIENCES COM 457985208 392 22200 SH DEFINED 01 22200 0 0 INTEGRATED DEV TECH COM 458118106 469 56105 SH DEFINED 01 56105 0 0 INTEGRATED ELECTRICA COM 45811E103 877 227700 SH DEFINED 01 227700 0 0 INTEGRATED ELECTRICA COM 45811E103 63 16211 SH DEFINED 01 02 0 16211 0 INTEGRATED ELECTRICA COM 45811E103 4 1129 SH DEFINED 01 03 0 1129 0 INTERGRATED CIRCUT COM 45811K208 3121 171000 SH DEFINED 01 171000 0 0 INTERGRATED CIRCUT COM 45811K208 1 80 SH DEFINED 01 02 0 80 0 INTEL COM 458140100 260572 16735606 SH DEFINED 01 16735606 0 0 INTEL COM 458140100 17383 1116630 SH DEFINED 01 02 0 1116630 0 INTEL COM 458140100 21965 1410681 SH DEFINED 01 03 0 1410681 0 INTEL COM 458140100 9027 579800 SH DEFINED 01 11 0 579800 0 INTEL COM 458140100 14 900 SH DEFINED 01 12 0 900 0 INTEL COM 458140100 821 52700 SH DEFINED 01 13 0 52700 0 INTER-TEL COM 458372109 2346 112192 SH DEFINED 01 112192 0 0 INTER-TEL COM 458372109 1 60 SH DEFINED 01 02 0 60 0 INTERFACE FLRNG SYS COM 458665106 477 155370 SH DEFINED 01 155370 0 0 INTERDIGITAL COMM CO COM 45866A105 691 47400 SH DEFINED 01 47400 0 0 INTERDIGITAL COMM CO COM 45866A105 2 140 SH DEFINED 01 02 0 140 0 INTERGRAPH CORP. COM 458683109 1321 74400 SH DEFINED 01 74400 0 0 INTERGRAPH CORP. COM 458683109 3 160 SH DEFINED 01 02 0 160 0 INTERMAGNETICS GENER COM 458771102 982 50010 SH DEFINED 01 50010 0 0 WORLDCOM INC 13.5% 3/09 1000 PRF 458801404 0 3 SH DEFINED 01 0 0 3 INTERMET CORP COM 45881K104 325 77363 SH DEFINED 01 77363 0 0 INTERNATIONAL ALUMINUM CORP COM 45884103 0 1 SH DEFINED 01 1 0 0 INTERMUNE INC COM 45884X103 23202 909500 SH DEFINED 01 909500 0 0 INTERMUNE INC COM 45884X103 2 70 SH DEFINED 01 02 0 70 0 INTL BUSINESS MACH COM 459200101 302899 3908368 SH DEFINED 01 3908368 0 0 INTL BUSINESS MACH COM 459200101 6507 83990 SH DEFINED 01 02 0 83990 0 INTL BUSINESS MACH COM 459200101 27602 356158 SH DEFINED 01 03 0 356158 0 INTL FLAVORS & FRAG COM 459506101 11837 337230 SH DEFINED 01 337230 0 0 INTL FLAVORS & FRAG COM 459506101 694 19781 SH DEFINED 01 03 0 19781 0 INTL GAME TECHNOLOGY COM 459902102 154376 2033403 SH DEFINED 01 2033403 0 0 INTL GAME TECHNOLOGY COM 459902102 5256 69210 SH DEFINED 01 02 0 69210 0 INTL GAME TECHNOLOGY COM 459902102 1393 18353 SH DEFINED 01 03 0 18353 0 INTL MULTIFOODS COM 460043102 1230 58053 SH DEFINED 01 58053 0 0 INTERNATIONAL PAPER COM 460146103 230931 6603703 SH DEFINED 01 6603703 0 0 INTERNATIONAL PAPER COM 460146103 21272 608448 SH DEFINED 01 02 0 608448 0 INTERNATIONAL PAPER COM 460146103 7323 209422 SH DEFINED 01 03 0 209422 0 INTERNATIONAL PAPER CVT CONV BND 460146BM4 1411 2680000 PRN DEFINED 01 0 0 2680000 INTL RECTIFIER CORP COM 460254105 49 2664 SH DEFINED 01 2664 0 0 INTL RECTIFIER CVT CONV BND 460254AE5 1221 1430000 PRN DEFINED 01 0 0 1430000 INTL SPEEDWAY COM 460335201 83 2220 SH DEFINED 01 2220 0 0 INTERNT SECURITY SYS COM 46060X107 556 30366 SH DEFINED 01 30366 0 0 INTERNT SECURITY SYS COM 46060X107 1 70 SH DEFINED 01 02 0 70 0 INTERPUBLIC GROUP COM 460690100 529 37577 SH DEFINED 01 37577 0 0 INTERPUBLIC GROUP COM 460690100 1138 80829 SH DEFINED 01 03 0 80829 0 INTERSIL CORPORATION COM 46069S109 2582 185210 SH DEFINED 01 185210 0 0 INTERSTATE BAKERIES COM 46072H108 1309 85809 SH DEFINED 01 85809 0 0 INTERSTATE BAKERIES COM 46072H108 4 232 SH DEFINED 01 03 0 232 0 INTRAWEST CORP COM 460915200 1206 97330 SH DEFINED 01 97330 0 0 INTERTAN INC COM 461120107 5968 834600 SH DEFINED 01 834600 0 0 INTRADO INC COM 46117A100 211 21300 SH DEFINED 01 21300 0 0 INTUIT COM 461202103 142659 3040475 SH DEFINED 01 3040475 0 0 INTUIT COM 461202103 91641 1953140 SH DEFINED 01 02 0 1953140 0 INTUIT COM 461202103 6746 143763 SH DEFINED 01 03 0 143763 0 INTUIT COM 461202103 529 11279 SH DEFINED 01 13 0 11279 0 INVACARE CORP COM 461203101 3132 94050 SH DEFINED 01 94050 0 0 INVERESK RESEARCH GROUP COM 461238107 1199 55550 SH DEFINED 01 55550 0 0 INVESTMENT TECH GRP COM 46145F105 979 43800 SH DEFINED 01 43800 0 0 STK-FD AXP PRE 1979 COM 461795130 22613 1534108 SH DEFINED 01 05 0 0 1534108 STK-FD AXP CURRENT COM 461795148 10330 700831 SH DEFINED 01 05 0 0 700831 INVITROGEN CORP COM 46185R100 13635 435237 SH DEFINED 01 435237 0 0 INVITROGEN CORP COM 46185R100 687 21932 SH DEFINED 01 02 0 21932 0 INVITROGEN CORP COM 46185R100 1088 34723 SH DEFINED 01 03 0 34723 0 INVESTORS FINL SERV COM 461915100 27337 998061 SH DEFINED 01 998061 0 0 INVESTORS FINL SERV COM 461915100 26341 961630 SH DEFINED 01 02 0 961630 0 INVESTORS FINL SERV COM 461915100 2427 88600 SH DEFINED 01 03 0 88600 0 INVESTORS ECON SYSTS COM 461990103 0 2305 SH DEFINED 01 05 0 2305 0 IOMEGA CORPORATION COM 462030305 651 82900 SH DEFINED 01 82900 0 0 IOMEGA CORPORATION COM 462030305 40 5170 SH DEFINED 01 02 0 5170 0 IOMEGA CORPORATION COM 462030305 3 337 SH DEFINED 01 03 0 337 0 IONA ADS. COM 46206P109 1425 500000 SH DEFINED 01 500000 0 0 IONICS COM 462218108 1215 53271 SH DEFINED 01 53271 0 0 IRON MOUNTAIN INC COM 462846106 545 16500 SH DEFINED 01 02 0 16500 0 IRWIN FINANCIAL CORP COM 464119106 2822 171035 SH DEFINED 01 171035 0 0 IRWIN FINANCIAL CORP COM 464119106 50 2970 SH DEFINED 01 02 0 2970 0 IRWIN FINANCIAL CORP COM 464119106 3 197 SH DEFINED 01 03 0 197 0 ISHARE GLBL HEALTHCARE COM 464287325 46 1150 SH DEFINED 01 02 0 0 1150 MSCI EAFE I-SHARES COM 464287465 16901 170700 SH DEFINED 01 0 0 170700 GS SEMICON INDEX FD COM 464287523 1 39 SH DEFINED 01 02 0 0 39 ISHARES TRUST DJ US COM 464287580 8 173 SH DEFINED 01 02 0 0 173 ISHARES TRUST-S&P400 COM 464287606 16 179 SH DEFINED 01 02 0 179 0 ISHARES TRUST-S&P COM 464287861 18 363 SH DEFINED 01 02 0 363 0 ISLE OF CAPRIS CASIN COM 464592104 1 90 SH DEFINED 01 02 0 90 0 ITRON INC COM 465741106 2781 145025 SH DEFINED 01 145025 0 0 ITRON INC COM 465741106 1 70 SH DEFINED 01 02 0 70 0 IVAX COM 465823102 1009 83122 SH DEFINED 01 83122 0 0 IVAX COM 465823102 1274 105000 SH DEFINED 01 02 0 105000 0 JDN REALTY CORP COM 465917102 12401 1132421 SH DEFINED 01 1132421 0 0 J & J SNACK FOODS CO COM 466032109 2008 56231 SH DEFINED 01 56231 0 0 J & J SNACK FOODS CO COM 466032109 59 1669 SH DEFINED 01 02 0 1669 0 J & J SNACK FOODS CO COM 466032109 1 42 SH DEFINED 01 03 0 42 0 JDS UNIPHASE CORP COM 46612J101 1656 670526 SH DEFINED 01 670526 0 0 JDS UNIPHASE CORP COM 46612J101 122 49310 SH DEFINED 01 02 0 49310 0 JDS UNIPHASE CORP COM 46612J101 760 307699 SH DEFINED 01 03 0 307699 0 JDA SOFTWARE GROUP I COM 46612K108 4020 416030 SH DEFINED 01 416030 0 0 JDA SOFTWARE GROUP I COM 46612K108 1 110 SH DEFINED 01 02 0 110 0 J. JILL GROUP INC COM 466189107 1558 111465 SH DEFINED 01 111465 0 0 J. JILL GROUP INC COM 466189107 2 110 SH DEFINED 01 02 0 110 0 JLG INDUSTRIES COM 466210101 982 130410 SH DEFINED 01 130410 0 0 J P MORGAN CHASE COM 46625H100 59243 2468394 SH DEFINED 01 2468394 0 0 J P MORGAN CHASE COM 46625H100 238 9900 SH DEFINED 01 02 0 9900 0 J P MORGAN CHASE COM 46625H100 10919 454975 SH DEFINED 01 03 0 454975 0 JABIL CIRCUT COM 466313103 3591 200403 SH DEFINED 01 200403 0 0 JABIL CIRCUT COM 466313103 8028 448000 SH DEFINED 01 02 0 448000 0 JABIL CIRCUT COM 466313103 755 42114 SH DEFINED 01 03 0 42114 0 JACK IN THE BOX INC COM 466367109 2052 118666 SH DEFINED 01 118666 0 0 JACK IN THE BOX INC COM 466367109 36 2111 SH DEFINED 01 02 0 2111 0 JACK IN THE BOX INC COM 466367109 2 137 SH DEFINED 01 03 0 137 0 JACOBS ENGR GROUP COM 469814107 626 17570 SH DEFINED 01 17570 0 0 JAKKS PACIFIC INC COM 47012E106 7786 578066 SH DEFINED 01 578066 0 0 JANUS CAPITAL GROUP COM 47102X105 2575 197087 SH DEFINED 01 197087 0 0 JANUS CAPITAL GROUP COM 47102X105 609 46633 SH DEFINED 01 03 0 46633 0 JEFFERIES GROUP -NEW COM 472319102 4856 115708 SH DEFINED 01 115708 0 0 JEFFERIES GROUP -NEW COM 472319102 23 552 SH DEFINED 01 02 0 552 0 JEFFERIES GROUP -NEW COM 472319102 1 35 SH DEFINED 01 03 0 35 0 JEFFERSON PILOT COM 475070108 43929 1152701 SH DEFINED 01 1152701 0 0 JEFFERSON PILOT COM 475070108 1146 30069 SH DEFINED 01 03 0 30069 0 JETBLUE AIRWAYS CORP COM 477143101 1717 63600 SH DEFINED 01 63600 0 0 JETBLUE AIRWAYS CORP COM 477143101 6806 252070 SH DEFINED 01 02 0 252070 0 JETBLUE AIRWAYS CORP COM 477143101 150 5550 SH DEFINED 01 03 0 5550 0 JO-ANN STORES CL A COM 47758P109 3223 140331 SH DEFINED 01 140331 0 0 JO-ANN STORES CL A COM 47758P109 65 2837 SH DEFINED 01 02 0 2837 0 JO-ANN STORES CL A COM 47758P109 3 150 SH DEFINED 01 03 0 150 0 JOHNSON & JOHNSON COM 478160104 638900 11895371 SH DEFINED 01 11895371 0 0 JOHNSON & JOHNSON COM 478160104 56106 1044580 SH DEFINED 01 02 0 1044580 0 JOHNSON & JOHNSON COM 478160104 33649 626502 SH DEFINED 01 03 0 626502 0 JOHNSON CONTROLS COM 478366107 3103 38708 SH DEFINED 01 38708 0 0 JOHNSON CONTROLS COM 478366107 1985 24766 SH DEFINED 01 02 0 24766 0 JOHNSON CONTROLS COM 478366107 1492 18610 SH DEFINED 01 03 0 18610 0 JOHNSON OUTDOORS INC. COM 479167108 560 56700 SH DEFINED 01 56700 0 0 JOHNSON OUTDOORS INC. COM 479167108 57 5901 SH DEFINED 01 02 0 5901 0 JOHNSON OUTDOORS INC. COM 479167108 3 322 SH DEFINED 01 03 0 322 0 JONES APPAREL GROUP COM 480074103 19963 563295 SH DEFINED 01 563295 0 0 JONES APPAREL GROUP COM 480074103 1011 28539 SH DEFINED 01 03 0 28539 0 JONES APPAREL CVT. CONV BND 480081AD0 938 1710000 PRN DEFINED 01 0 0 1710000 LASALLE PARTNERS COM 48020Q107 1332 86600 SH DEFINED 01 86600 0 0 JOURNAL REGISTER CO COM 481138105 3524 198200 SH DEFINED 01 198200 0 0 JOURNAL REGISTER CO COM 481138105 68 3837 SH DEFINED 01 02 0 3837 0 JOURNAL REGISTER CO COM 481138105 4 248 SH DEFINED 01 03 0 248 0 JOY GLOBAL INC COM 481165108 1308 116147 SH DEFINED 01 116147 0 0 JOY GLOBAL INC COM 481165108 62 5406 SH DEFINED 01 02 0 5406 0 JOY GLOBAL INC COM 481165108 4 353 SH DEFINED 01 03 0 353 0 JUNIPER COM 48203R104 11 1631 SH DEFINED 01 03 0 1631 0 JUNIPER NETWORKS INC CONV BND 48203RAA2 1163 1500000 PRN DEFINED 01 02 0 0 1500000 KLA-TENCOR CORP COM 482480100 46387 1311496 SH DEFINED 01 1311496 0 0 KLA-TENCOR CORP COM 482480100 1762 49808 SH DEFINED 01 02 0 49808 0 KLA-TENCOR CORP COM 482480100 1452 41065 SH DEFINED 01 03 0 41065 0 K-SWISS COM 482686102 1182 54442 SH DEFINED 01 54442 0 0 K-SWISS COM 482686102 2 100 SH DEFINED 01 02 0 100 0 KT CORP - SPON ADR COM 48268K101 12956 601131 SH DEFINED 01 601131 0 0 K2 INC COM 482732104 512 54444 SH DEFINED 01 54444 0 0 KADANT INC COM 48282T104 395 26345 SH DEFINED 01 26345 0 0 KAMAN CORP COM 483548103 749 68094 SH DEFINED 01 68094 0 0 KANSAS CITY SO COM 485170302 9804 816986 SH DEFINED 01 816986 0 0 KANSAS CITY SO COM 485170302 13331 1110869 SH DEFINED 01 02 0 1110869 0 KANSAS CITY SO COM 485170302 345 28707 SH DEFINED 01 03 0 28707 0 KAYDON CORP COM 486587108 27 1253 SH DEFINED 01 1253 0 0 KEANE INC COM 486665102 215 23941 SH DEFINED 01 23941 0 0 KB HOME COM 48666K109 14405 336158 SH DEFINED 01 336158 0 0 KB HOME COM 48666K109 478 11170 SH DEFINED 01 03 0 11170 0 KEITH COMPANIES INC COM 487539108 3643 278700 SH DEFINED 01 278700 0 0 KEITHLEY INSTRUMENTS COM 487584104 604 48295 SH DEFINED 01 48295 0 0 KELLOGG CO. COM 487836108 18845 549882 SH DEFINED 01 549882 0 0 KELLOGG CO. COM 487836108 4842 141300 SH DEFINED 01 02 0 141300 0 KELLOGG CO. COM 487836108 2957 86284 SH DEFINED 01 03 0 86284 0 KELLWOOD COM 488044108 32674 1256676 SH DEFINED 01 1256676 0 0 KELLWOOD COM 488044108 118 4546 SH DEFINED 01 02 0 4546 0 KELLWOOD COM 488044108 8 301 SH DEFINED 01 03 0 301 0 KELLY SERVICES COM 488152208 37 1482 SH DEFINED 01 1482 0 0 KEMET CORP COM 488360108 9484 1085196 SH DEFINED 01 1085196 0 0 KENNAMETAL INC COM 489170100 6001 174040 SH DEFINED 01 174040 0 0 KENSEY NASH CORP COM 490057106 1264 69200 SH DEFINED 01 69200 0 0 KERR MCGEE COM 492386107 45279 1022087 SH DEFINED 01 1022087 0 0 KERR MCGEE COM 492386107 110 2480 SH DEFINED 01 02 0 2480 0 KERR MCGEE COM 492386107 932 21038 SH DEFINED 01 03 0 21038 0 KERR MCGEE CORP CVT CONV BND 492386AP2 845 780000 PRN DEFINED 01 0 0 780000 KEY ENERGY SERVICES COM 492914106 2573 286900 SH DEFINED 01 286900 0 0 KEY ENERGY SERVICES COM 492914106 4 440 SH DEFINED 01 02 0 440 0 KEYCORP NEW COM 493267108 8231 327378 SH DEFINED 01 327378 0 0 KEYCORP NEW COM 493267108 2262 89986 SH DEFINED 01 03 0 89986 0 KEYSPAN CORP COM 49337W100 36978 1049315 SH DEFINED 01 1049315 0 0 KEYSPAN CORP COM 49337W100 1053 29894 SH DEFINED 01 03 0 29894 0 KILROY REALTY COM 49427F108 1953 84747 SH DEFINED 01 84747 0 0 KIMBERLY CLARK COM 494368103 40301 848949 SH DEFINED 01 848949 0 0 KIMBERLY CLARK COM 494368103 5140 108271 SH DEFINED 01 03 0 108271 0 KIMBERLY CLARK COM 494368103 3033 63900 SH DEFINED 01 11 0 63900 0 KIMBERLY CLARK COM 494368103 28 600 SH DEFINED 01 12 0 600 0 KIMBERLY CLARK COM 494368103 242 5100 SH DEFINED 01 13 0 5100 0 KINDER MORGAN INC COM 49455P101 55295 1308104 SH DEFINED 01 1308104 0 0 KINDER MORGAN INC COM 49455P101 1083 25617 SH DEFINED 01 03 0 25617 0 KINDER MORGAN MGMT. COM 49455U100 3110 98431 SH DEFINED 01 98431 0 0 KING PHARMACEUTICAL COM 495582108 7894 459220 SH DEFINED 01 459220 0 0 KING PHARMACEUTICAL COM 495582108 867 50449 SH DEFINED 01 03 0 50449 0 KIRBY CORP COM 497266106 1996 72861 SH DEFINED 01 72861 0 0 KNIGHT RIDDER COM 499040103 18594 293946 SH DEFINED 01 293946 0 0 KNIGHT RIDDER COM 499040103 1092 17267 SH DEFINED 01 03 0 17267 0 KNIGHT TRANSPORTATIO.. COM 499064103 2365 112600 SH DEFINED 01 112600 0 0 KNOWLEDGE MECHANICS COM 49925M993 0 2611470 SH DEFINED 01 2611470 0 0 KOGER EQUITY INC COM 500228101 195 12500 SH DEFINED 01 12500 0 0 KOHLS CORP COM 500255104 41193 736227 SH DEFINED 01 736227 0 0 KOHLS CORP COM 500255104 3487 62299 SH DEFINED 01 02 0 62299 0 KOHLS CORP COM 500255104 3957 70730 SH DEFINED 01 03 0 70730 0 PHILIPS ELECTRON NYS. COM 500472303 168 9532 SH DEFINED 01 9532 0 0 KOOKMIN BANK ADR COM 50049M109 21 600 SH DEFINED 01 600 0 0 KOPIN COM 500600101 1448 369360 SH DEFINED 01 369360 0 0 KOPIN COM 500600101 1 270 SH DEFINED 01 02 0 270 0 KEPCO ADR (KEP US$) COM 500631106 225 26415 SH DEFINED 01 26415 0 0 KORN FERRY INTL COM 500643200 12 1579 SH DEFINED 01 1579 0 0 KRAFT FOODS INC - A COM 50075N104 38620 992055 SH DEFINED 01 992055 0 0 KRISPY KREME DONUTS COM 501014104 30133 892314 SH DEFINED 01 892314 0 0 KROGER CO. COM 501044101 22697 1469114 SH DEFINED 01 1469114 0 0 KROGER CO. COM 501044101 1408 91164 SH DEFINED 01 02 0 91164 0 KROGER CO. COM 501044101 3737 241897 SH DEFINED 01 03 0 241897 0 KROLL INC COM 501049100 2783 145831 SH DEFINED 01 145831 0 0 KROLL INC COM 501049100 2 100 SH DEFINED 01 02 0 100 0 KRONOS INC COM 501052104 2881 77864 SH DEFINED 01 77864 0 0 KRONOS INC COM 501052104 3 75 SH DEFINED 01 02 0 75 0 KULICKE & SOFFA IND COM 501242101 856 149709 SH DEFINED 01 149709 0 0 LNR PPTY CORP COM 501940100 11895 336000 SH DEFINED 01 336000 0 0 LSI LOGIC COM 502161102 109 18875 SH DEFINED 01 18875 0 0 LSI LOGIC COM 502161102 450 77942 SH DEFINED 01 03 0 77942 0 LTX CORP COM 502392103 555 92057 SH DEFINED 01 92057 0 0 L-3 COMMUNICATIONS COM 502424104 592 13193 SH DEFINED 01 13193 0 0 L-3 COMMUNICATIONS COM 502424104 1666 37113 SH DEFINED 01 02 0 37113 0 LA-Z-BOY CHAIR CO COM 505336107 4127 172115 SH DEFINED 01 172115 0 0 LABOR READY INC COM 505401208 2175 338720 SH DEFINED 01 338720 0 0 LABOR READY INC COM 505401208 66 10207 SH DEFINED 01 02 0 10207 0 LABOR READY INC COM 505401208 4 618 SH DEFINED 01 03 0 618 0 LAB CORP OF AMERICA COM 50540R409 34251 1473801 SH DEFINED 01 1473801 0 0 LABRANCHE & CO COM 505447102 66 2483 SH DEFINED 01 2483 0 0 LACLEDE GROUP INC COM 505597104 1389 57415 SH DEFINED 01 57415 0 0 LAFARGE NORTH AMER COM 505862102 259 7890 SH DEFINED 01 7890 0 0 LAKELAND FINANCIAL CORP COM 511656100 37 1595 SH DEFINED 01 02 0 1595 0 LAKELAND FINANCIAL CORP COM 511656100 2 100 SH DEFINED 01 03 0 100 0 LAM RESEARCH CORP COM 512807108 4764 441032 SH DEFINED 01 441032 0 0 LAMAR ADVERTISING. COM 512815101 18 545 SH DEFINED 01 03 0 545 0 LANCASTER COLONY COR COM 513847103 1682 43023 SH DEFINED 01 43023 0 0 LANCE INC COM 514606102 1046 88313 SH DEFINED 01 88313 0 0 LANDAMERICA FINL COM 514936103 1959 55270 SH DEFINED 01 55270 0 0 LANDRY`S RESTAURANTS COM 51508L103 5130 241539 SH DEFINED 01 241539 0 0 LANDRY`S RESTAURANTS COM 51508L103 91 4312 SH DEFINED 01 02 0 4312 0 LANDRY`S RESTAURANTS COM 51508L103 6 304 SH DEFINED 01 03 0 304 0 LANDSTAR SYSTEM INC COM 515098101 4085 69994 SH DEFINED 01 69994 0 0 LATTICE SEMICONDUCTR COM 518415104 655 74687 SH DEFINED 01 74687 0 0 LATTICE SEMICONDUCTR COM 518415104 2 220 SH DEFINED 01 02 0 220 0 ESTEE LAUDER COM 518439104 8282 313700 SH DEFINED 01 313700 0 0 ESTEE LAUDER COM 518439104 6629 251100 SH DEFINED 01 11 0 251100 0 ESTEE LAUDER COM 518439104 11 400 SH DEFINED 01 12 0 400 0 ESTEE LAUDER COM 518439104 499 18900 SH DEFINED 01 13 0 18900 0 LAWSON PRODUCTS COM 520776105 894 28851 SH DEFINED 01 28851 0 0 LAWSON SOFTWARE COM 520780107 926 161043 SH DEFINED 01 161043 0 0 LAWSON SOFTWARE COM 520780107 22 3725 SH DEFINED 01 02 0 3725 0 LAWSON SOFTWARE COM 520780107 1 232 SH DEFINED 01 03 0 232 0 LEAR CORP COM 521865105 948 28489 SH DEFINED 01 28489 0 0 LEE ENTERPRISES INC COM 523768109 62 1848 SH DEFINED 01 1848 0 0 LEGATO COM 524651106 1107 220242 SH DEFINED 01 220242 0 0 LEGATO COM 524651106 112 22240 SH DEFINED 01 02 0 22240 0 LEGGETT & PLATT COM 524660107 5422 241642 SH DEFINED 01 241642 0 0 LEGGETT & PLATT COM 524660107 915 40781 SH DEFINED 01 03 0 40781 0 LEGG MASON INC COM 524901105 31055 639789 SH DEFINED 01 639789 0 0 LEGG MASON INC COM 524901105 119394 2459724 SH DEFINED 01 02 0 2459724 0 LEGG MASON INC COM 524901105 5127 105632 SH DEFINED 01 03 0 105632 0 LEHMAN BROS HOLDINGS COM 524908100 152840 2868042 SH DEFINED 01 2868042 0 0 LEHMAN BROS HOLDINGS COM 524908100 10872 204145 SH DEFINED 01 02 0 204145 0 LEHMAN BROS HOLDINGS COM 524908100 7648 143509 SH DEFINED 01 03 0 143509 0 LEHMAN BROS CVT CONV BND 524908EC0 1369 1380000 PRN DEFINED 01 0 0 1380000 LENNAR CORP COM 526057104 140 2707 SH DEFINED 01 2707 0 0 LENNAR CORP CVT CONV BND 526057AF1 905 2000000 PRN DEFINED 01 0 0 2000000 LENNOX INTL COM 526107107 2201 175342 SH DEFINED 01 175342 0 0 LUCADIA NATL CORP COM 527288104 4597 123210 SH DEFINED 01 123210 0 0 LEXAR MEDIA INC COM 52886P104 510 81400 SH DEFINED 01 81400 0 0 LEXAR MEDIA INC COM 52886P104 2 270 SH DEFINED 01 02 0 270 0 LEXICON GENETICS INC COM 528872104 975 206200 SH DEFINED 01 206200 0 0 LEXMARK INTL INC COM 529771107 29527 488043 SH DEFINED 01 488043 0 0 LEXMARK INTL INC COM 529771107 169 2800 SH DEFINED 01 02 0 2800 0 LEXMARK INTL INC COM 529771107 1643 27161 SH DEFINED 01 03 0 27161 0 LIBBEY COM 529898108 1169 44968 SH DEFINED 01 44968 0 0 LIBERTY CORP S C COM 530370105 310 8000 SH DEFINED 01 8000 0 0 LIBERTY TX EXMPT INS COM 530544402 31 3582 SH DEFINED 01 02 0 0 3582 LIBERTY MEDIA (VIA.B CVT CONV BND 530715AR2 816 870000 PRN DEFINED 01 0 0 870000 LIBERTY MEDIA COM 530718105 20368 2278300 SH DEFINED 01 2278300 0 0 LIBERTY PROPERTY TRU. COM 531172104 102 3186 SH DEFINED 01 3186 0 0 LIFEPOINT HOSP INC COM 53219L109 23611 788908 SH DEFINED 01 788908 0 0 LIFEPOINT HOSP INC COM 53219L109 38792 1296030 SH DEFINED 01 02 0 1296030 0 LIFEPOINT HOSP INC COM 53219L109 994 33200 SH DEFINED 01 03 0 33200 0 LIGAND PHARM. COM 53220K207 471 87700 SH DEFINED 01 87700 0 0 LIGHTBRIDGE INC COM 532226107 4825 784700 SH DEFINED 01 784700 0 0 ELI LILLY COM 532457108 61014 960840 SH DEFINED 01 960840 0 0 ELI LILLY COM 532457108 34 530 SH DEFINED 01 02 0 530 0 ELI LILLY COM 532457108 14999 236204 SH DEFINED 01 03 0 236204 0 ELI LILLY COM 532457108 4153 65400 SH DEFINED 01 11 0 65400 0 ELI LILLY COM 532457108 13 200 SH DEFINED 01 12 0 200 0 ELI LILLY COM 532457108 267 4200 SH DEFINED 01 13 0 4200 0 LIMITED BRANDS INC COM 532716107 24619 1767305 SH DEFINED 01 1767305 0 0 LIMITED BRANDS INC COM 532716107 547 39270 SH DEFINED 01 02 0 39270 0 LIMITED BRANDS INC COM 532716107 1564 112272 SH DEFINED 01 03 0 112272 0 LIMITED BRANDS INC COM 532716107 412 29544 SH DEFINED 01 13 0 29544 0 ENCANA CORP. COM 532774106 19785 812550 SH DEFINED 01 812550 0 0 ENCANA CORP. COM 532774106 2 80 SH DEFINED 01 02 0 80 0 LINCARE HOLDINGS INC COM 532791100 55181 1745108 SH DEFINED 01 1745108 0 0 LINCARE HOLDINGS INC COM 532791100 58964 1864810 SH DEFINED 01 02 0 1864810 0 LINCARE HOLDINGS INC COM 532791100 3819 120780 SH DEFINED 01 03 0 120780 0 LINCOLN ELECTRIC HLD COM 533900106 5410 233700 SH DEFINED 01 233700 0 0 LINCOLN NAT COM 534187109 34888 1104755 SH DEFINED 01 1104755 0 0 LINCOLN NAT COM 534187109 382 12100 SH DEFINED 01 02 0 12100 0 LINCOLN NAT COM 534187109 2650 83915 SH DEFINED 01 03 0 83915 0 LINDSAY MANUFACTURIN COM 535555106 1704 79601 SH DEFINED 01 79601 0 0 LINEAR TECHNOLOGY COM 535678106 1159 45033 SH DEFINED 01 45033 0 0 LINEAR TECHNOLOGY COM 535678106 1754 68178 SH DEFINED 01 03 0 68178 0 LINEN & THINGS COM 535679104 3987 176408 SH DEFINED 01 176408 0 0 AVIGEN COM 53690103 503 88200 SH DEFINED 01 88200 0 0 AVIGEN COM 53690103 2 266 SH DEFINED 01 03 0 266 0 LIZ CLAIBORNE COM 539320101 18353 618969 SH DEFINED 01 618969 0 0 LIZ CLAIBORNE COM 539320101 683 23044 SH DEFINED 01 03 0 23044 0 LLOYDS TSB GROUP ADR COM 539439109 3153 110300 SH DEFINED 01 110300 0 0 LOCAL FINANCIAL CORP COM 539553107 2432 166000 SH DEFINED 01 166000 0 0 LOCAL FINANCIAL CORP COM 539553107 87 5947 SH DEFINED 01 02 0 5947 0 LOCAL FINANCIAL CORP COM 539553107 6 381 SH DEFINED 01 03 0 381 0 LOCKHEED MARTIN CORP COM 539830109 172178 2981399 SH DEFINED 01 2981399 0 0 LOCKHEED MARTIN CORP COM 539830109 1890 32695 SH DEFINED 01 02 0 32695 0 LOCKHEED MARTIN CORP COM 539830109 5525 95666 SH DEFINED 01 03 0 95666 0 LOEWS CORP COM 540424108 90718 2040393 SH DEFINED 01 2040393 0 0 LOEWS CORP COM 540424108 1107 24900 SH DEFINED 01 02 0 24900 0 LOEWS CORP COM 540424108 5894 132575 SH DEFINED 01 03 0 132575 0 LONE STAR STEAK HS COM 542307103 1230 63605 SH DEFINED 01 63605 0 0 LONE STAR TECHNOLOG COM 542312103 1287 86459 SH DEFINED 01 86459 0 0 LONGS DRUG STORES COM 543162101 33 1600 SH DEFINED 01 1600 0 0 LONGVIEW FIBRE WASH COM 543213102 15 2131 SH DEFINED 01 2131 0 0 LOUISIANA PAC. COM 546347105 1516 188139 SH DEFINED 01 188139 0 0 LOUISIANA PAC. COM 546347105 84 10414 SH DEFINED 01 02 0 10414 0 LOUISIANA PAC. COM 546347105 183 22688 SH DEFINED 01 03 0 22688 0 LOUISVILLE GAS & ELECTRIC CO $ PRF 546676800 1279 12000 SH DEFINED 01 12000 0 0 LOWES COMPANIES COM 548661107 9741 259772 SH DEFINED 01 259772 0 0 LOWES COMPANIES COM 548661107 136 3620 SH DEFINED 01 02 0 3620 0 LOWES COMPANIES COM 548661107 6171 164553 SH DEFINED 01 03 0 164553 0 LOWES CORP CVT CONV BND 548661CF2 870 1180000 PRN DEFINED 01 0 0 1180000 LUBRIZOL CORP COM 549271104 65 2147 SH DEFINED 01 2147 0 0 LUBYS INC COM 549282101 198 68133 SH DEFINED 01 68133 0 0 LUCENT TECHNOLOGIES COM 549463107 2675 2122929 SH DEFINED 01 2122929 0 0 LUCENT TECHNOLOGIES COM 549463107 26 20200 SH DEFINED 01 02 0 20200 0 LUCENT TECHNOLOGIES COM 549463107 910 722561 SH DEFINED 01 03 0 722561 0 LYDALL INC COM 550819106 1852 163211 SH DEFINED 01 163211 0 0 LYDALL INC COM 550819106 55 4931 SH DEFINED 01 02 0 4931 0 LYDALL INC COM 550819106 4 318 SH DEFINED 01 03 0 318 0 LYONDELL CHEMICAL CO COM 552078107 26841 2123487 SH DEFINED 01 2123487 0 0 LYONDELL CHEMICAL CO COM 552078107 829 65600 SH DEFINED 01 02 0 65600 0 M&T BK CORP COM 55261F104 1415 17836 SH DEFINED 01 17836 0 0 MAF BANCORP COM 55261R108 4411 129973 SH DEFINED 01 129973 0 0 MAF BANCORP COM 55261R108 88 2586 SH DEFINED 01 02 0 2586 0 MAF BANCORP COM 55261R108 6 170 SH DEFINED 01 03 0 170 0 MBIA INC COM 55262C100 323 7358 SH DEFINED 01 7358 0 0 MBIA INC COM 55262C100 1334 30419 SH DEFINED 01 03 0 30419 0 MBNA COM 55262L100 264240 13892730 SH DEFINED 01 13892730 0 0 MBNA COM 55262L100 9799 515161 SH DEFINED 01 02 0 515161 0 MBNA COM 55262L100 5145 270493 SH DEFINED 01 03 0 270493 0 MDC HOLDINGS INC COM 552676108 5368 140292 SH DEFINED 01 140292 0 0 MDU RESOURCES GROUP COM 552690109 16340 633091 SH DEFINED 01 633091 0 0 MCSI INC COM 55270M108 485 102100 SH DEFINED 01 102100 0 0 MCSI INC COM 55270M108 31 6528 SH DEFINED 01 02 0 6528 0 MCSI INC COM 55270M108 2 430 SH DEFINED 01 03 0 430 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 823 98000 SH DEFINED 01 98000 0 0 MGE ENERGY INC COM 55277P104 546 20400 SH DEFINED 01 20400 0 0 MGIC INVESTMENT CORP COM 552848103 2743 66422 SH DEFINED 01 66422 0 0 MGIC INVESTMENT CORP COM 552848103 870 21067 SH DEFINED 01 03 0 21067 0 MGI PHARM COM 552880106 554 76406 SH DEFINED 01 76406 0 0 MGM MIRAGE COM 552953101 27917 846724 SH DEFINED 01 846724 0 0 MGM MIRAGE COM 552953101 2473 75000 SH DEFINED 01 02 0 75000 0 MIM CORP COM 553044108 476 82200 SH DEFINED 01 82200 0 0 MIM CORP COM 553044108 1 210 SH DEFINED 01 02 0 210 0 M/I SCHOTTENSTEIN HM COM 55305B101 1646 59200 SH DEFINED 01 59200 0 0 M/I SCHOTTENSTEIN HM COM 55305B101 61 2207 SH DEFINED 01 02 0 2207 0 M/I SCHOTTENSTEIN HM COM 55305B101 4 158 SH DEFINED 01 03 0 158 0 MKS INSTRUMENT INC COM 55306N104 587 35700 SH DEFINED 01 35700 0 0 MMO2 PLC ADR COM 55309W101 533 74500 SH DEFINED 01 74500 0 0 MPS GROUP INC COM 553409103 2079 375195 SH DEFINED 01 375195 0 0 MPS GROUP INC COM 553409103 55 10078 SH DEFINED 01 02 0 10078 0 MPS GROUP INC COM 553409103 4 633 SH DEFINED 01 03 0 633 0 MRO SOFTWARE INC COM 55347W105 1876 154451 SH DEFINED 01 154451 0 0 MSC COM 553530106 309 17400 SH DEFINED 01 17400 0 0 MTR GAMING GROUP INC COM 553769100 215 26918 SH DEFINED 01 26918 0 0 MTS SYSTEMS CORP. COM 553777103 686 68500 SH DEFINED 01 68500 0 0 MTS SYSTEMS CORP. COM 553777103 35 3438 SH DEFINED 01 02 0 3438 0 MTS SYSTEMS CORP. COM 553777103 2 219 SH DEFINED 01 03 0 219 0 MTC TECHNOLOGIES INC COM 55377A106 1258 49700 SH DEFINED 01 49700 0 0 MTC TECHNOLOGIES INC COM 55377A106 2 70 SH DEFINED 01 02 0 70 0 MACDERMID INC COM 554273102 2230 97572 SH DEFINED 01 97572 0 0 MACK-CALI REALTY COM 554489104 512 16900 SH DEFINED 01 16900 0 0 MACROVISION CORP COM 555904101 2536 158118 SH DEFINED 01 158118 0 0 MACROVISION CORP COM 555904101 1 70 SH DEFINED 01 02 0 70 0 MACRO MEDIA COM 556100105 27 2516 SH DEFINED 01 2516 0 0 STEVEN MADDEN LTD COM 556269108 4716 261000 SH DEFINED 01 261000 0 0 MAGNA ENTERTAINMENT. COM 559211107 155 25000 SH DEFINED 01 25000 0 0 MAGNETEK INC COM 559424106 516 116201 SH DEFINED 01 116201 0 0 MAGNETEK INC COM 559424106 15 3212 SH DEFINED 01 02 0 3212 0 MAGNETEK INC COM 559424106 1 214 SH DEFINED 01 03 0 214 0 MAKITA CORP-SPONS ADR COM 560877300 3713 512200 SH DEFINED 01 512200 0 0 MANDALAY RESORT GRP COM 562567107 388 12671 SH DEFINED 01 12671 0 0 MANDALAY RESORT GRP COM 562567107 826 27000 SH DEFINED 01 02 0 27000 0 MANHATTAN ASS COM 562750109 3286 138882 SH DEFINED 01 138882 0 0 MANHATTAN ASS COM 562750109 2 95 SH DEFINED 01 02 0 95 0 MANITOWOC CO. COM 563571108 2042 80079 SH DEFINED 01 80079 0 0 MANITOWOC CO. COM 563571108 2 80 SH DEFINED 01 02 0 80 0 MANOR CARE INC COM 564055101 1503 80786 SH DEFINED 01 80786 0 0 MANOR CARE INC COM 564055101 376 20194 SH DEFINED 01 03 0 20194 0 MANPOWER INC-WIS COM 56418H100 25494 799202 SH DEFINED 01 799202 0 0 MANTECH INTL CORP-A. COM 564563104 929 48700 SH DEFINED 01 48700 0 0 MANTECH INTL CORP-A. COM 564563104 44 2340 SH DEFINED 01 02 0 2340 0 MANTECH INTL CORP-A. COM 564563104 3 150 SH DEFINED 01 03 0 150 0 MANUGISTICS GROUP IN COM 565011103 2548 1061865 SH DEFINED 01 1061865 0 0 MANUGISTICS GROUP IN COM 565011103 147 61470 SH DEFINED 01 02 0 61470 0 MANUGISTICS GROUP IN COM 565011103 212 88400 SH DEFINED 01 03 0 88400 0 MAP INFO COM 565105103 255 45936 SH DEFINED 01 45936 0 0 MARATHON OIL CORP COM 565849106 30434 1429531 SH DEFINED 01 1429531 0 0 MARATHON OIL CORP COM 565849106 28 1300 SH DEFINED 01 02 0 1300 0 MARATHON OIL CORP COM 565849106 1393 65433 SH DEFINED 01 03 0 65433 0 MARCUS CORP COM 566330106 1268 89297 SH DEFINED 01 89297 0 0 MARKEL CORP COM 570535104 226 1100 SH DEFINED 01 1100 0 0 MARKETSOFT CVT PFD CONV PRF 570620XX7 1024 2049180 SH DEFINED 01 0 0 2049180 MARS INC MARS INC PFD SER G. PRF 571650993 0 7140000 SH DEFINED 01 0 0 7140000 MARS INC. C CVT PFD CONV PRF 571650XX3 0 2702703 SH DEFINED 01 0 0 2702703 MARS INC D CVT PFD CONV PRF 571650XY1 0 4761905 SH DEFINED 01 0 0 4761905 MARS INC, FLORIDA CONV BND 571650XZ8 0 2000000 PRN DEFINED 01 0 0 2000000 MARSH MCLENNAN CO COM 571748102 281777 6097772 SH DEFINED 01 6097772 0 0 MARSH MCLENNAN CO COM 571748102 25052 542120 SH DEFINED 01 02 0 542120 0 MARSH MCLENNAN CO COM 571748102 5255 113727 SH DEFINED 01 03 0 113727 0 MARSHALL & ILSLEY COM 571834100 304 11089 SH DEFINED 01 11089 0 0 MARSHALL & ILSLEY COM 571834100 1253 45770 SH DEFINED 01 03 0 45770 0 MARRIOTT INTL CL A COM 571903202 198863 6049965 SH DEFINED 01 6049965 0 0 MARRIOTT INTL CL A COM 571903202 3263 99290 SH DEFINED 01 02 0 99290 0 MARRIOTT INTL CL A COM 571903202 1659 50476 SH DEFINED 01 03 0 50476 0 MARTEK BIOSCIENCES. COM 572901106 2911 115700 SH DEFINED 01 115700 0 0 MARTEK BIOSCIENCES. COM 572901106 2 80 SH DEFINED 01 02 0 80 0 MARTIN MARIETTA MATE COM 573284106 29531 963195 SH DEFINED 01 963195 0 0 MARTIN MARIETTA MATE COM 573284106 1186 38643 SH DEFINED 01 02 0 38643 0 MARTIN MARIETTA MATE COM 573284106 1226 40000 SH DEFINED 01 03 0 40000 0 MASCO CORP COM 574599106 20783 987299 SH DEFINED 01 987299 0 0 MASCO CORP COM 574599106 2193 104205 SH DEFINED 01 03 0 104205 0 MASCO CVT CONV BND 574599AW6 1381 3230000 PRN DEFINED 01 0 0 3230000 MASSEY ENERGY CO COM 576206106 2662 273770 SH DEFINED 01 273770 0 0 MASSEY ENERGY CO COM 576206106 34 3457 SH DEFINED 01 02 0 3457 0 MASSEY ENERGY CO COM 576206106 2 228 SH DEFINED 01 03 0 228 0 MATERIAL SCIENCES COM 576674105 551 42597 SH DEFINED 01 42597 0 0 MATRIXONE INC COM 57685P304 538 125000 SH DEFINED 01 125000 0 0 MATTEL INC. COM 577081102 133417 6967079 SH DEFINED 01 6967079 0 0 MATTEL INC. COM 577081102 1125 58850 SH DEFINED 01 02 0 58850 0 MATTEL INC. COM 577081102 1788 93371 SH DEFINED 01 03 0 93371 0 MATTEL INC. COM 577081102 6936 362200 SH DEFINED 01 11 0 362200 0 MATTEL INC. COM 577081102 25 1300 SH DEFINED 01 12 0 1300 0 MATTEL INC. COM 577081102 548 28600 SH DEFINED 01 13 0 28600 0 MAXTOR CORP COM 577729205 3735 737800 SH DEFINED 01 737800 0 0 MAXTOR CORP COM 577729205 76 15138 SH DEFINED 01 02 0 15138 0 MAXTOR CORP COM 577729205 5 963 SH DEFINED 01 03 0 963 0 MAXIM INTEGRATED COM 57772K101 204869 6200641 SH DEFINED 01 6200641 0 0 MAXIM INTEGRATED COM 57772K101 89469 2707801 SH DEFINED 01 02 0 2707801 0 MAXIM INTEGRATED COM 57772K101 6674 201959 SH DEFINED 01 03 0 201959 0 MAXWELL SHOE INC - A COM 577766108 10372 892625 SH DEFINED 01 892625 0 0 MAXWELL SHOE INC - A COM 577766108 73 6307 SH DEFINED 01 02 0 6307 0 MAXWELL SHOE INC - A COM 577766108 5 391 SH DEFINED 01 03 0 391 0 MAY DEPT STORES COM 577778103 21193 922188 SH DEFINED 01 922188 0 0 MAY DEPT STORES COM 577778103 250 10900 SH DEFINED 01 02 0 10900 0 MAY DEPT STORES COM 577778103 2422 105402 SH DEFINED 01 03 0 105402 0 MAVERICK TUBE CORP COM 577914104 2110 161920 SH DEFINED 01 161920 0 0 MAXIMUS INC COM 577933104 4372 167522 SH DEFINED 01 167522 0 0 MAYTAG CO COM 578592107 9657 338816 SH DEFINED 01 338816 0 0 MAYTAG CO COM 578592107 466 16357 SH DEFINED 01 03 0 16357 0 MCCLATCHY CO HOLDING COM 579489105 1912 33700 SH DEFINED 01 33700 0 0 MCCORMICK & CO COM 579780206 135 5840 SH DEFINED 01 5840 0 0 MCDATA CORP - CL B COM 580031102 7465 1061834 SH DEFINED 01 106183 0 0 MCDATA CORP - CL B COM 580031102 407 57849 SH DEFINED 01 02 0 5785 0 MCDATA CORP - CL B COM 580031102 624 88700 SH DEFINED 01 03 0 8870 0 MCDATA CORPORATION-A COM 580031201 572 80532 SH DEFINED 01 80532 0 0 MCDATA CORPORATION-A COM 580031201 6 926 SH DEFINED 01 02 0 926 0 MCDERMOTT INTL COM 580037109 12920 2949930 SH DEFINED 01 2949930 0 0 MCDERMOTT INTL COM 580037109 59 13365 SH DEFINED 01 03 0 13365 0 MCDONALDS COM 580135101 131364 8169364 SH DEFINED 01 8169364 0 0 MCDONALDS COM 580135101 4326 269000 SH DEFINED 01 02 0 269000 0 MCDONALDS COM 580135101 4278 266015 SH DEFINED 01 03 0 266015 0 MCGRAW-HILL COS INC COM 580645109 47185 780674 SH DEFINED 01 780674 0 0 MCGRAW-HILL COS INC COM 580645109 4938 81700 SH DEFINED 01 02 0 81700 0 MCGRAW-HILL COS INC COM 580645109 2501 41384 SH DEFINED 01 03 0 41384 0 MCKESSON CORP COM 58155Q103 116124 4296083 SH DEFINED 01 4296083 0 0 MCKESSON CORP COM 58155Q103 7170 265269 SH DEFINED 01 02 0 265269 0 MCKESSON CORP COM 58155Q103 1649 61005 SH DEFINED 01 03 0 61005 0 MCKESSON CORP COM 58155Q103 9296 343900 SH DEFINED 01 11 0 343900 0 MCKESSON CORP COM 58155Q103 22 800 SH DEFINED 01 12 0 800 0 MCKESSON CORP COM 58155Q103 724 26800 SH DEFINED 01 13 0 26800 0 MCLEODUSA INC ESCROW COM 582266995 0 2746 SH DEFINED 01 2746 0 0 MEADE INSTRUMENTS COM 583062104 187 60041 SH DEFINED 01 60041 0 0 MEADWESTVACO CORP COM 583334107 251 10152 SH DEFINED 01 10152 0 0 MEADWESTVACO CORP COM 583334107 1036 41928 SH DEFINED 01 03 0 41928 0 MEDAREX INC COM 583916101 465 117700 SH DEFINED 01 117700 0 0 MEDCATH CORP COM 58404W109 512 51200 SH DEFINED 01 51200 0 0 MEDCATH CORP COM 58404W109 26 2634 SH DEFINED 01 02 0 2634 0 MEDCATH CORP COM 58404W109 2 162 SH DEFINED 01 03 0 162 0 MEDIA GENERAL COM 584404107 3295 54968 SH DEFINED 01 54968 0 0 MEDIACOM COMM CORP COM 58446K105 1338 151900 SH DEFINED 01 151900 0 0 MEDIACOM COMM CORP COM 58446K105 2 180 SH DEFINED 01 02 0 180 0 MEDICINES COMPANY COM 584688105 370 23100 SH DEFINED 01 23100 0 0 MEDICIS PHARMACEUTIC COM 584690309 4107 82677 SH DEFINED 01 82677 0 0 MEDIMMUNE INC \ COM 584699102 91578 3370531 SH DEFINED 01 3370531 0 0 MEDIMMUNE INC \ COM 584699102 33718 1241027 SH DEFINED 01 02 0 1241027 0 MEDIMMUNE INC \ COM 584699102 3927 144555 SH DEFINED 01 03 0 144555 0 MEDTRONIC COM 585055106 453550 9946279 SH DEFINED 01 9946279 0 0 MEDTRONIC COM 585055106 34266 751440 SH DEFINED 01 02 0 751440 0 MEDTRONIC COM 585055106 11745 257582 SH DEFINED 01 03 0 257582 0 MEDTRONIC COM 585055106 4770 104600 SH DEFINED 01 11 0 104600 0 MEDTRONIC COM 585055106 479 10500 SH DEFINED 01 13 0 10500 0 MEDTRONIC CVT CONV BND 585055AB2 1445 1380000 PRN DEFINED 01 0 0 1380000 MELLON FINANCIAL COR COM 58551A108 25111 961780 SH DEFINED 01 961780 0 0 MELLON FINANCIAL COR COM 58551A108 2358 90309 SH DEFINED 01 03 0 90309 0 MEMBER WORKS COM 586002107 1005 55888 SH DEFINED 01 55888 0 0 MENS WEARHOUSE INC COM 587118100 2807 163659 SH DEFINED 01 163659 0 0 MENTOR CORP MN COM 587188103 3545 92095 SH DEFINED 01 92095 0 0 MENTOR CORP MN COM 587188103 2 40 SH DEFINED 01 02 0 40 0 MENTOR GRAPHIC COM 587200106 253 32178 SH DEFINED 01 32178 0 0 MENTOR GRAPHIC COM 587200106 1 70 SH DEFINED 01 02 0 70 0 MERCANTILE BANKSHARE COM 587405101 111 2873 SH DEFINED 01 2873 0 0 MERCK COM 589331107 214807 3794487 SH DEFINED 01 3794487 0 0 MERCK COM 589331107 27630 488175 SH DEFINED 01 02 0 488175 0 MERCK COM 589331107 26793 473298 SH DEFINED 01 03 0 473298 0 MERCURY COMP SYS INC COM 589378108 2421 79329 SH DEFINED 01 79329 0 0 MERCURY COMP SYS INC COM 589378108 2 65 SH DEFINED 01 02 0 65 0 MERCURY INTERACTIVE COM 589405109 31241 1053704 SH DEFINED 01 1053704 0 0 MERCURY INTERACTIVE COM 589405109 1186 40000 SH DEFINED 01 02 0 40000 0 MERCURY INTERACTIVE COM 589405109 543 18299 SH DEFINED 01 03 0 18299 0 MEREDITH CORP COM 589433101 104 2510 SH DEFINED 01 2510 0 0 MEREDITH CORP COM 589433101 427 10398 SH DEFINED 01 03 0 10398 0 MERIDIAN GOLD INC COM 589975952 2318 132020 SH DEFINED 01 132020 0 0 MERIX CORP COM 590049102 583 69500 SH DEFINED 01 69500 0 0 MERIX CORP COM 590049102 1 130 SH DEFINED 01 02 0 130 0 MERRILL LYNCH & CO COM 590188108 47206 1243854 SH DEFINED 01 1243854 0 0 MERRILL LYNCH & CO COM 590188108 835 22000 SH DEFINED 01 02 0 22000 0 MERRILL LYNCH & CO COM 590188108 6876 181182 SH DEFINED 01 03 0 181182 0 MERRILL LYNCH CVT CONV BND 590188A73 1391 1430000 PRN DEFINED 01 0 0 1430000 MESA AIR COM 590479101 401 98568 SH DEFINED 01 98568 0 0 METHODE ELEC COM 591520200 1204 109771 SH DEFINED 01 109771 0 0 METLIFE INC COM 59156R108 26180 968154 SH DEFINED 01 968154 0 0 METLIFE INC COM 59156R108 4021 148733 SH DEFINED 01 03 0 148733 0 MET LIFE CONV PRF 59156R207 24669 300000 SH DEFINED 01 0 0 300000 METRIS COMPANIES INC COM 591598107 1520 615339 SH DEFINED 01 615339 0 0 METRO GOLDWYN MAYER COM 591610100 3068 236000 SH DEFINED 01 236000 0 0 METRO ONE TELECO INC COM 59163F105 483 74886 SH DEFINED 01 74886 0 0 METROMEDIA FIBER NET COM 591689104 0 1037 SH DEFINED 01 1037 0 0 MICHAELS STORES INC COM 594087108 714 22800 SH DEFINED 01 22800 0 0 MICREL COM 594793101 34 3825 SH DEFINED 01 3825 0 0 MICROS SYSTEMS COM 594901100 1279 57081 SH DEFINED 01 57081 0 0 MICROSOFT COM 594918104 995107 19247710 SH DEFINED 01 19247710 0 0 MICROSOFT COM 594918104 75302 1456491 SH DEFINED 01 02 0 1456491 0 MICROSOFT COM 594918104 58884 1138942 SH DEFINED 01 03 0 1138942 0 MICROSOFT COM 594918104 14199 274642 SH DEFINED 01 11 0 274642 0 MICROSOFT COM 594918104 31 606 SH DEFINED 01 12 0 606 0 MICROSOFT COM 594918104 1312 25373 SH DEFINED 01 13 0 25373 0 MICRO STRATEGY COM 594972408 5286 350000 SH DEFINED 01 350000 0 0 MICRO-CHIP COM 595017104 77686 3177313 SH DEFINED 01 3177313 0 0 MICRO-CHIP COM 595017104 55735 2279478 SH DEFINED 01 02 0 2279478 0 MICRO-CHIP COM 595017104 4466 182638 SH DEFINED 01 03 0 182638 0 MICRO MUSE COM 595094103 642 168000 SH DEFINED 01 168000 0 0 MICRON TECHNOLOGY COM 595112103 7342 753795 SH DEFINED 01 753795 0 0 MICRON TECHNOLOGY COM 595112103 2 160 SH DEFINED 01 02 0 160 0 MICRON TECHNOLOGY COM 595112103 1235 126817 SH DEFINED 01 03 0 126817 0 MICRON TECHNOLOGY COM 595112103 72 7400 SH DEFINED 01 13 0 7400 0 MICROSEMI CORP COM 595137100 534 87659 SH DEFINED 01 87659 0 0 MID ATLANTIC MEDICAL COM 59523C107 5059 156146 SH DEFINED 01 156146 0 0 MIDAS INC COM 595626102 292 45451 SH DEFINED 01 45451 0 0 S&P 400 MID CAP DEP COM 595635103 685 8714 SH DEFINED 01 0 0 8714 MIDDLESEX WATER CO. COM 596680108 210 10000 SH DEFINED 01 10000 0 0 MIDWEST EXPRESS COM 597911106 252 47079 SH DEFINED 01 47079 0 0 MIDWAY GAMES INC COM 598148104 588 141020 SH DEFINED 01 141020 0 0 MIDWEST BANC HOLDINGS INC COM 598251106 4 190 SH DEFINED 01 02 0 190 0 MILACRON INC COM 598709103 1533 257668 SH DEFINED 01 257668 0 0 MILACRON INC COM 598709103 30 4906 SH DEFINED 01 02 0 4906 0 MILACRON INC COM 598709103 2 316 SH DEFINED 01 03 0 316 0 MILLENIUM PHARM COM 599902103 10476 1319410 SH DEFINED 01 1319410 0 0 MILLENIUM PHARM COM 599902103 17 2105 SH DEFINED 01 03 0 2105 0 HERMAN MILLER COM 600544100 4042 219717 SH DEFINED 01 219717 0 0 MILLIPORE CORP COM 601073109 83 2451 SH DEFINED 01 2451 0 0 MILLIPORE CORP COM 601073109 345 10143 SH DEFINED 01 03 0 10143 0 MINERALS TECHNOLOGIE COM 603158106 1728 40055 SH DEFINED 01 40055 0 0 MIRANT CORPORATION COM 604675108 361 190906 SH DEFINED 01 190906 0 0 MIRANT CORPORATION COM 604675108 161 84826 SH DEFINED 01 03 0 84826 0 MOBILE MINI INC. COM 60740F105 679 43342 SH DEFINED 01 43342 0 0 MODINE MFG CO COM 607828100 2059 116403 SH DEFINED 01 116403 0 0 MODINE MFG CO COM 607828100 68 3811 SH DEFINED 01 02 0 3811 0 MODINE MFG CO COM 607828100 4 243 SH DEFINED 01 03 0 243 0 MODTECH HOLDINGS INC . COM 60783C100 1346 138743 SH DEFINED 01 138743 0 0 MODTECH HOLDINGS INC . COM 60783C100 28 2942 SH DEFINED 01 02 0 2942 0 MODTECH HOLDINGS INC . COM 60783C100 2 184 SH DEFINED 01 03 0 184 0 MOHAWK INDUSTRIES COM 608190104 8262 145069 SH DEFINED 01 145069 0 0 MOLEX INC COM 608554101 225 9754 SH DEFINED 01 9754 0 0 MOLEX INC COM 608554101 943 40951 SH DEFINED 01 03 0 40951 0 MONACO COACH CORP COM 60886R103 1450 87614 SH DEFINED 01 87614 0 0 MONOLITHIC SYS TECH COM 609842109 483 40000 SH DEFINED 01 40000 0 0 MONSANTO CO NEW COM 61166W101 25669 1333510 SH DEFINED 01 1333510 0 0 MONSANTO CO NEW COM 61166W101 1055 54789 SH DEFINED 01 03 0 54789 0 MONTEREY PASTA CO. COM 612570101 73 19500 SH DEFINED 01 19500 0 0 MONTPELIER RE HLDGS COM 614500981 14606 633930 SH DEFINED 01 633930 0 0 MONTPELIER RE HLDS COM 614500999 5364 266070 SH DEFINED 01 0 0 266070 MONY GROUP INC COM 615337102 4016 167757 SH DEFINED 01 167757 0 0 MOODY`S CORPORATION COM 615369105 6834 165520 SH DEFINED 01 165520 0 0 MOODY`S CORPORATION COM 615369105 1307 31661 SH DEFINED 01 03 0 31661 0 MOOG INC CL A COM 615394202 2151 69300 SH DEFINED 01 69300 0 0 MOOG INC CL A COM 615394202 63 2010 SH DEFINED 01 02 0 2010 0 MOOG INC CL A COM 615394202 5 155 SH DEFINED 01 03 0 155 0 MOORE CORP. COM 615785102 252 27650 SH DEFINED 01 27650 0 0 MORGAN STANLEY COM 617446448 258724 6481033 SH DEFINED 01 6481033 0 0 MORGAN STANLEY COM 617446448 5325 133310 SH DEFINED 01 02 0 133310 0 MORGAN STANLEY COM 617446448 10176 254894 SH DEFINED 01 03 0 254894 0 PYRAMID RUSSELL 2000 COM 619464XX3 58745 137137 SH DEFINED 01 03 0 137137 0 MOSSIMO COM 619696107 481 87500 SH DEFINED 01 87500 0 0 MOSSIMO COM 619696107 53 9724 SH DEFINED 01 02 0 9724 0 MOSSIMO COM 619696107 3 617 SH DEFINED 01 03 0 617 0 MOTHERS WORK INC COM 619903107 2 60 SH DEFINED 01 02 0 60 0 MOTIENT CORP-WT04 WT 619908148 0 4 SH DEFINED 01 0 0 4 MOTOROLA COM 620076109 88729 10257663 SH DEFINED 01 10257663 0 0 MOTOROLA COM 620076109 1689 195200 SH DEFINED 01 02 0 195200 0 MOTOROLA COM 620076109 4171 482250 SH DEFINED 01 03 0 482250 0 MUELLER INDS COM 624756102 2832 103942 SH DEFINED 01 103942 0 0 MULTIMEDIA GAMES INC. COM 625453105 2263 82400 SH DEFINED 01 82400 0 0 MURPHY OIL COM 626717102 45666 1065714 SH DEFINED 01 1065714 0 0 MURPHY OIL COM 626717102 2293 53524 SH DEFINED 01 02 0 53524 0 MURPHY OIL COM 626717102 3539 82590 SH DEFINED 01 03 0 82590 0 MYERS IND INC COM 628464109 976 91225 SH DEFINED 01 91225 0 0 MYKROLIS CORP. COM 62852P103 1158 158686 SH DEFINED 01 158686 0 0 MYLAN LABS COM 628530107 178 5112 SH DEFINED 01 5112 0 0 MYRIAD GENETICS COM 62855J104 771 52800 SH DEFINED 01 52800 0 0 MYRIAD GENETICS COM 62855J104 1 60 SH DEFINED 01 02 0 60 0 NBTY INC COM 628782104 7050 400967 SH DEFINED 01 400967 0 0 NBTY INC COM 628782104 62 3551 SH DEFINED 01 02 0 3551 0 NBTY INC COM 628782104 3 198 SH DEFINED 01 03 0 198 0 NCI BUILDING SYSTEMS COM 628852105 2108 96600 SH DEFINED 01 96600 0 0 NCI BUILDING SYSTEMS COM 628852105 73 3333 SH DEFINED 01 02 0 3333 0 NCI BUILDING SYSTEMS COM 628852105 5 214 SH DEFINED 01 03 0 214 0 NCO GROUP COM 628858102 1254 78630 SH DEFINED 01 78630 0 0 NCR CORPORATION COM 62886E108 117 4950 SH DEFINED 01 4950 0 0 NCR CORPORATION COM 62886E108 486 20451 SH DEFINED 01 03 0 20451 0 NDS GROUP PLC-SPONS COM 628891103 44 5800 SH DEFINED 01 5800 0 0 NPS PHARMACEUTICALS. COM 62936P103 1832 72780 SH DEFINED 01 72780 0 0 NPS PHARMACEUTICALS. COM 62936P103 2 70 SH DEFINED 01 02 0 70 0 NTL INC (FORMERLY INTL CABLETA PRF 629407503 0 0 SH DEFINED 01 0 0 0 NUI CORP COM 629431107 1171 67841 SH DEFINED 01 67841 0 0 NVR INC COM 62944T105 7170 22029 SH DEFINED 01 22029 0 0 NABI BIOPHARMACEUTICALS. COM 629519109 485 78200 SH DEFINED 01 78200 0 0 NABI BIOPHARMACEUTICALS. COM 629519109 37 5922 SH DEFINED 01 02 0 5922 0 NABI BIOPHARMACEUTICALS. COM 629519109 2 380 SH DEFINED 01 03 0 380 0 NABORS INDUSTRIES INC. CVT CONV BND 629568AD8 1339 2040000 PRN DEFINED 01 0 0 2040000 NASDAQ-100 SHARES COM 631100104 234067 9589000 SH DEFINED 01 0 0 9589000 NASDAQ-100 SHARES COM 631100104 3144 128850 SH DEFINED 01 02 0 0 128850 NASDAQ-100 SHARES COM 631100104 156 6395 SH DEFINED 01 03 0 0 6395 NASDAQ STOCK MARKET COM 631103108 6 600 SH DEFINED 01 05 0 600 0 NASH FINCH CO COM 631158102 280 36190 SH DEFINED 01 36190 0 0 NASSDA CORP COM 63172M101 1066 95000 SH DEFINED 01 95000 0 0 NATIONAL CITY CORP COM 635405103 9742 356651 SH DEFINED 01 356651 0 0 NATIONAL CITY CORP COM 635405103 3531 129263 SH DEFINED 01 03 0 129263 0 NATL COMMERCE FINL COM 63545P104 204 8566 SH DEFINED 01 8566 0 0 NATIONAL FUEL GAS CO COM 636180101 69 3345 SH DEFINED 01 3345 0 0 NATIONAL INSTRUMENT COM 636518102 511 15728 SH DEFINED 01 15728 0 0 NATIONAL OILWELL INC COM 637071101 2114 96780 SH DEFINED 01 96780 0 0 NATL PENN BANCSHARE COM 637138108 0 0 SH DEFINED 01 0 0 0 NATL PRESTO IND COM 637215104 609 20739 SH DEFINED 01 20739 0 0 NATIONAL PROCESSING COM 637229105 3579 223000 SH DEFINED 01 223000 0 0 NATL SEMICONDUCTOR COM 637640103 6791 452446 SH DEFINED 01 452446 0 0 NATL SEMICONDUCTOR COM 637640103 569 37931 SH DEFINED 01 03 0 37931 0 NATIONAL VISION INC COM 63845P101 105 292419 SH DEFINED 01 02 0 292419 0 NATIONWIDE FINL. COM 638612101 7040 245725 SH DEFINED 01 245725 0 0 NATIONWIDE FINL. COM 638612101 444 15500 SH DEFINED 01 02 0 15500 0 NAVIGATORS GROUP INC COM 638904102 707 30800 SH DEFINED 01 30800 0 0 NAVIGATORS GROUP INC COM 638904102 54 2330 SH DEFINED 01 02 0 2330 0 NAVIGATORS GROUP INC COM 638904102 3 143 SH DEFINED 01 03 0 143 0 NATURES SUNSHINE PRO COM 639027101 448 46121 SH DEFINED 01 46121 0 0 NATUZZI SPA-SP ADR COM 63905A101 4391 432200 SH DEFINED 01 432200 0 0 NAUTICA ENTERPRISES COM 639089101 7502 675256 SH DEFINED 01 675256 0 0 NAUTILUS GROUP INC COM 63910B102 963 72100 SH DEFINED 01 72100 0 0 NAUTILUS GROUP INC COM 63910B102 2 137 SH DEFINED 01 02 0 137 0 NAVISTAR INTL CORP COM 63934E108 30697 1262690 SH DEFINED 01 1262690 0 0 NAVISTAR INTL CORP COM 63934E108 647 26600 SH DEFINED 01 02 0 26600 0 NAVISTAR INTL CORP COM 63934E108 308 12681 SH DEFINED 01 03 0 12681 0 NAVIGANT CONSULTING COM 63935N107 112 19000 SH DEFINED 01 02 0 19000 0 NDCHEALTH CORP COM 639480102 3291 165383 SH DEFINED 01 165383 0 0 NDCHEALTH CORP COM 639480102 3 130 SH DEFINED 01 02 0 130 0 NEIMAN-MARCUS GROUP COM 640204202 821 27002 SH DEFINED 01 27002 0 0 NELSON (THOMAS) INC COM 640376109 637 63612 SH DEFINED 01 63612 0 0 NEON COMMUNICATIONS COM 640506101 0 61 SH DEFINED 01 61 0 0 NETWORK ASSOCIATES COM 640938106 26112 1622866 SH DEFINED 01 1622866 0 0 NETCENTIVES INC COM 64108P101 0 83 SH DEFINED 01 83 0 0 NETFLIX.COM INC COM 64110L106 1206 109500 SH DEFINED 01 109500 0 0 NETEGRITY INC COM 64110P107 338 103766 SH DEFINED 01 103766 0 0 NET IQ COM 64115P102 358 29000 SH DEFINED 01 29000 0 0 NET IQ COM 64115P102 1 110 SH DEFINED 01 02 0 110 0 NETSCOUT SYS INC COM 64115T104 500 114800 SH DEFINED 01 114800 0 0 NETSCOUT SYS INC COM 64115T104 30 6795 SH DEFINED 01 02 0 6795 0 NETSCOUT SYS INC COM 64115T104 2 453 SH DEFINED 01 03 0 453 0 NETSCREEN TECH INC COM 64117V107 3090 183500 SH DEFINED 01 183500 0 0 NETWORK EQUIP TECH COM 641208103 267 68197 SH DEFINED 01 68197 0 0 NETWORK APPLIANCE COM 64120L104 13446 1344590 SH DEFINED 01 1344590 0 0 NETWORK APPLIANCE COM 64120L104 730 72982 SH DEFINED 01 03 0 72982 0 NETWORK PLUS COM 64122D506 0 167 SH DEFINED 01 167 0 0 NEUBERGER BERMAN COM 641234109 98 2912 SH DEFINED 01 2912 0 0 NEURO CRINE COM 64125C109 2013 44070 SH DEFINED 01 44070 0 0 NEURO CRINE COM 64125C109 3 70 SH DEFINED 01 02 0 70 0 NEW CENTURY FINL. COM 64352D101 1921 75660 SH DEFINED 01 75660 0 0 NEW ENGLAND BUS SERV COM 643872104 970 39742 SH DEFINED 01 39742 0 0 NEW JERSEY RESOURCES COM 646025106 27750 878441 SH DEFINED 01 878441 0 0 NEW JERSEY RESOURCES COM 646025106 101 3210 SH DEFINED 01 02 0 3210 0 NEW JERSEY RESOURCES COM 646025106 7 221 SH DEFINED 01 03 0 221 0 NEW PLAN EXCEL REALT COM 648053106 77 4044 SH DEFINED 01 4044 0 0 NEW WORLD RESTAURANT COM 649271103 14 130000 SH DEFINED 01 130000 0 0 NEW YORK COM BANCORP COM 649445103 16221 561673 SH DEFINED 01 561673 0 0 NEW YORK TIMES CLA COM 650111107 6045 132159 SH DEFINED 01 132159 0 0 NEW YORK TIMES CLA COM 650111107 1452 31750 SH DEFINED 01 03 0 31750 0 NEWELL RUBBERMAID COM 651229106 43703 1440956 SH DEFINED 01 1440956 0 0 NEWELL RUBBERMAID COM 651229106 1727 56949 SH DEFINED 01 03 0 56949 0 NEWELL RUBBERMAID COM 651229106 509 16785 SH DEFINED 01 13 0 16785 0 NEWFIELD EXPLORATION COM 651290108 31914 885285 SH DEFINED 01 885285 0 0 NEWFIELD EXPLORATION COM 651290108 65539 1818000 SH DEFINED 01 02 0 1818000 0 NEWFIELD EXPLORATION COM 651290108 2971 82400 SH DEFINED 01 03 0 82400 0 NEWMONT MINING COM 651639106 119861 4128875 SH DEFINED 01 4128875 0 0 NEWMONT MINING COM 651639106 1667 57430 SH DEFINED 01 02 0 57430 0 NEWMONT MINING COM 651639106 2459 84706 SH DEFINED 01 03 0 84706 0 NEWPARK RESOURCES COM 651718504 562 129200 SH DEFINED 01 129200 0 0 NEWPARK RESOURCES COM 651718504 1 170 SH DEFINED 01 02 0 170 0 NEWPORT CORP COM 651824104 713 56805 SH DEFINED 01 56805 0 0 NEWPORT CORP COM 651824104 2 150 SH DEFINED 01 02 0 150 0 NEWPOWER HOLDINGS COM 652463100 0 667 SH DEFINED 01 667 0 0 NEWS CORP LTD ADR JH COM 652487703 229 8711 SH DEFINED 01 8711 0 0 NEWS CORP ADR PFD COM 652487802 1133 50000 SH DEFINED 01 50000 0 0 NEWTEK CAPITAL -RESTRICTED COM 652526997 18 5000 SH DEFINED 01 05 0 5000 0 NEXTEL COMMUNICATION COM 65332V103 8684 751748 SH DEFINED 01 751748 0 0 NEXTEL COMMUNICATION COM 65332V103 2433 210647 SH DEFINED 01 03 0 210647 0 NEXTEL COMMUNICATIONS INC 11.1 PRF 65332V400 13999 15216 SH DEFINED 01 0 0 15216 NEXTEL COMMUNICATION CONVERTIB CONV BND 65332VAY9 8611 12000000 PRN DEFINED 01 02 0 0 12000000 NEXTEL PARTNERS INC COM 65333F107 4624 761700 SH DEFINED 01 761700 0 0 NEXTEL PARTNERS INC COM 65333F107 48 7875 SH DEFINED 01 02 0 7875 0 NEXTEL PARTNERS INC COM 65333F107 3 486 SH DEFINED 01 03 0 486 0 NICOR COM 654086107 375 11027 SH DEFINED 01 11027 0 0 NICOR COM 654086107 316 9284 SH DEFINED 01 03 0 9284 0 NIKE INC CL B COM 654106103 6649 149517 SH DEFINED 01 149517 0 0 NIKE INC CL B COM 654106103 2472 55593 SH DEFINED 01 03 0 55593 0 99 CENTS ONLY STORE COM 65440K106 31374 1168045 SH DEFINED 01 1168045 0 0 99 CENTS ONLY STORE COM 65440K106 38778 1443734 SH DEFINED 01 02 0 1443734 0 99 CENTS ONLY STORE COM 65440K106 3097 115299 SH DEFINED 01 03 0 115299 0 NISOURCE INC COM 65473P105 30017 1500868 SH DEFINED 01 1500868 0 0 NISOURCE INC COM 65473P105 3335 166750 SH DEFINED 01 02 0 166750 0 NISOURCE INC COM 65473P105 1027 51323 SH DEFINED 01 03 0 51323 0 NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0 NOKIA ADR A COM 654902204 79494 5128493 SH DEFINED 01 5128493 0 0 NOKIA ADR A COM 654902204 3665 236530 SH DEFINED 01 02 0 236530 0 NOKIA ADR A COM 654902204 1318 85050 SH DEFINED 01 03 0 85050 0 NOBLE ENERGY INC COM 655044105 466 12391 SH DEFINED 01 12391 0 0 NORDSON CORP COM 655663102 35 1400 SH DEFINED 01 1400 0 0 NORDSTROM INC COM 655664100 130 6866 SH DEFINED 01 6866 0 0 NORDSTROM INC COM 655664100 539 28391 SH DEFINED 01 03 0 28391 0 NORFOLK SOUTHERN CO COM 655844108 4367 218433 SH DEFINED 01 218433 0 0 NORFOLK SOUTHERN CO COM 655844108 199 9950 SH DEFINED 01 02 0 9950 0 NORFOLK SOUTHERN CO COM 655844108 1628 81446 SH DEFINED 01 03 0 81446 0 NORTEK HOLDINGS INC COM 656557105 412 9000 SH DEFINED 01 9000 0 0 NORTH FOLK BANCORP COM 659424105 17354 514339 SH DEFINED 01 514339 0 0 NORTH FOLK BANCORP COM 659424105 1142 33855 SH DEFINED 01 03 0 33855 0 NORTHEAST UTILITIES COM 664397106 2331 153665 SH DEFINED 01 153665 0 0 NORTHERN TRUST CORP COM 665859104 673 19213 SH DEFINED 01 19213 0 0 NORTHERN TRUST CORP COM 665859104 1623 46294 SH DEFINED 01 03 0 46294 0 NORTHROP GRUMMAN COR. COM 666807102 44116 454802 SH DEFINED 01 454802 0 0 NORTHROP GRUMMAN COR. COM 666807102 8598 88630 SH DEFINED 01 02 0 88630 0 NORTHROP GRUMMAN COR. COM 666807102 3700 38144 SH DEFINED 01 03 0 38144 0 NWA COM 667280101 2164 294793 SH DEFINED 01 294793 0 0 NWA COM 667280101 43 5924 SH DEFINED 01 02 0 5924 0 NWA COM 667280101 3 392 SH DEFINED 01 03 0 392 0 NW NATURAL GAS CO COM 667655104 7509 277484 SH DEFINED 01 277484 0 0 NW NATURAL GAS CO COM 667655104 119 4430 SH DEFINED 01 02 0 4430 0 NW NATURAL GAS CO COM 667655104 8 288 SH DEFINED 01 03 0 288 0 NORTHWESTERN CORP COM 668074107 577 113489 SH DEFINED 01 113489 0 0 NOVARTIS AG-ADR COM 66987V109 42 1150 SH DEFINED 01 02 0 1150 0 NU HORIZONS ELEC COR COM 669908105 4166 720800 SH DEFINED 01 720800 0 0 NOVAVAX INC.. COM 670002104 556 213900 SH DEFINED 01 213900 0 0 NOVELL INC COM 670006105 1127 337498 SH DEFINED 01 337498 0 0 NOVELL INC COM 670006105 71 21256 SH DEFINED 01 02 0 21256 0 NOVELL INC COM 670006105 260 77748 SH DEFINED 01 03 0 77748 0 NOVELLUS SYSTEMS INC COM 670008101 43004 1531475 SH DEFINED 01 1531475 0 0 NOVELLUS SYSTEMS INC COM 670008101 38673 1377309 SH DEFINED 01 02 0 1377309 0 NOVELLUS SYSTEMS INC COM 670008101 3353 119418 SH DEFINED 01 03 0 119418 0 NOVEN PHARMACEUTICAL COM 670009109 632 68446 SH DEFINED 01 68446 0 0 NOVOZYMES COM 670110998 96 4590 SH DEFINED 01 4590 0 0 NU SKIN ENTERPRISES. COM 67018T105 4492 375400 SH DEFINED 01 375400 0 0 NU SKIN ENTERPRISES. COM 67018T105 92 7764 SH DEFINED 01 02 0 7764 0 NU SKIN ENTERPRISES. COM 67018T105 6 500 SH DEFINED 01 03 0 500 0 NSTAR COM 67019E107 98 2213 SH DEFINED 01 2213 0 0 NUCOR CORP COM 670346105 115280 2791254 SH DEFINED 01 2791254 0 0 NUCOR CORP COM 670346105 10470 253396 SH DEFINED 01 02 0 253396 0 NUCOR CORP COM 670346105 2060 49888 SH DEFINED 01 03 0 49888 0 NUEVO ENERGY CO COM 670509108 646 58208 SH DEFINED 01 58208 0 0 NVIDIA CORP COM 67066G104 90 7766 SH DEFINED 01 7766 0 0 NVIDIA CORP COM 67066G104 382 33213 SH DEFINED 01 03 0 33213 0 NYFIX INC COM 670712108 425 94344 SH DEFINED 01 94344 0 0 O`CHARLEY`S COM 670823103 1171 57055 SH DEFINED 01 57055 0 0 OKLAHOMA GAS & ELEC COM 670837103 58 3274 SH DEFINED 01 3274 0 0 OM GROUP INC COM 670872100 588 85530 SH DEFINED 01 85530 0 0 OSI SYSTEMS INC.. COM 671044105 666 39240 SH DEFINED 01 39240 0 0 OAK INDUSTRIES INC CVT CONV BND 671400AL3 121 200000 PRN DEFINED 01 0 0 200000 OAK TECHNOLOGY COM 671802106 543 205000 SH DEFINED 01 205000 0 0 OAK TECHNOLOGY COM 671802106 1 440 SH DEFINED 01 02 0 440 0 OAKLEY INC COM 673662102 674 65600 SH DEFINED 01 65600 0 0 OCCIDENTAL PETROLEUM COM 674599105 10829 380636 SH DEFINED 01 380636 0 0 OCCIDENTAL PETROLEUM COM 674599105 2258 79395 SH DEFINED 01 03 0 79395 0 OCCIDENTAL PETROLEUM COM 674599105 530 18626 SH DEFINED 01 13 0 18626 0 OCEAN ENERGY INC TEX COM 67481E106 39574 1981613 SH DEFINED 01 1981613 0 0 OCEAN ENERGY INC TEX COM 67481E106 4149 207750 SH DEFINED 01 02 0 207750 0 OCEANEERING INT`L COM 675232102 1859 75144 SH DEFINED 01 75144 0 0 OCEANEERING INT`L COM 675232102 60 2477 SH DEFINED 01 02 0 2477 0 OCEANEERING INT`L COM 675232102 4 158 SH DEFINED 01 03 0 158 0 OCULAR SCIENCES COM 675744106 2479 159700 SH DEFINED 01 159700 0 0 ODYSSEY HEALTHCARE COM 67611V101 600 17300 SH DEFINED 01 0 0 17300 ODYSSEY RE HOLDING COM 67612W108 2058 116260 SH DEFINED 01 116260 0 0 OFFICE DEPOT INC COM 676220106 7712 522438 SH DEFINED 01 522438 0 0 OFFICE DEPOT INC COM 676220106 955 64670 SH DEFINED 01 03 0 64670 0 OFFICE DEPOT INC COM 676220106 5693 385700 SH DEFINED 01 11 0 385700 0 OFFICE DEPOT INC COM 676220106 32 2200 SH DEFINED 01 12 0 2200 0 OFFICE DEPOT INC COM 676220106 456 30900 SH DEFINED 01 13 0 30900 0 OFFICE MAX COM 67622M108 1322 264300 SH DEFINED 01 264300 0 0 OFFICE MAX COM 67622M108 67 13300 SH DEFINED 01 02 0 13300 0 OFFICE MAX COM 67622M108 4 845 SH DEFINED 01 03 0 845 0 OFFSHORE LOGISTICS COM 676255102 1497 68289 SH DEFINED 01 68289 0 0 OHIO CASUALTY CORP COM 677240103 3650 281833 SH DEFINED 01 281833 0 0 OHIO POWER CO 5.900 PFD 01012 PRF 677415796 3908 36000 SH DEFINED 01 36000 0 0 OHIO POWER CO 6.020 PFD 12012 PRF 677415812 1094 10000 SH DEFINED 01 10000 0 0 OHIO POWER CO 6.350 PFD 06012 PRF 677415820 538 5000 SH DEFINED 01 5000 0 0 LUKOIL ADR COM 677862104 6979 114781 SH DEFINED 01 114781 0 0 OIL STATES INTERNATIONAL COM 678026105 1391 107800 SH DEFINED 01 107800 0 0 OIL STATES INTERNATIONAL COM 678026105 62 4804 SH DEFINED 01 02 0 4804 0 OIL STATES INTERNATIONAL COM 678026105 4 316 SH DEFINED 01 03 0 316 0 OLD DOMINION FREIGHT LINE COM 679580100 14 500 SH DEFINED 01 500 0 0 OLD REPUBLIC INTER COM 680223104 141 5031 SH DEFINED 01 5031 0 0 OLIN COM 680665205 465 29952 SH DEFINED 01 29952 0 0 ARCADIA FINANCIAL COM 681593125 0 2500 SH DEFINED 01 02 0 2500 0 OMNICARE INC. COM 681904108 94 3934 SH DEFINED 01 3934 0 0 OMNICOM GROUP COM 681919106 14326 221759 SH DEFINED 01 221759 0 0 OMNICOM GROUP COM 681919106 446 6900 SH DEFINED 01 02 0 6900 0 OMNICOM GROUP COM 681919106 2547 39421 SH DEFINED 01 03 0 39421 0 OMNICOM GROUP COM 681919106 271 4200 SH DEFINED 01 13 0 4200 0 OMNIVISION TECHNOLOG. COM 682128103 404 29800 SH DEFINED 01 29800 0 0 OMNOVA SOLUTIONS INC COM 682129101 1605 398294 SH DEFINED 01 398294 0 0 OMNOVA SOLUTIONS INC COM 682129101 52 12560 SH DEFINED 01 02 0 12560 0 OMNOVA SOLUTIONS INC COM 682129101 3 764 SH DEFINED 01 03 0 764 0 ON ASSIGNMENT INC COM 682159108 1928 226346 SH DEFINED 01 226346 0 0 ONEOK INC COM 682680103 3896 202922 SH DEFINED 01 202922 0 0 ONEOK INC COM 682680103 80 4179 SH DEFINED 01 02 0 4179 0 ONEOK INC COM 682680103 5 279 SH DEFINED 01 03 0 279 0 OPNET TECHNOLOGIES COM 683757108 808 100000 SH DEFINED 01 100000 0 0 ORACLE CORP COM COM 68389X105 69018 6390476 SH DEFINED 01 6390476 0 0 ORACLE CORP COM COM 68389X105 5800 537083 SH DEFINED 01 02 0 537083 0 ORACLE CORP COM COM 68389X105 12372 1145615 SH DEFINED 01 03 0 1145615 0 OPTION CARE INC COM 683948103 1985 249400 SH DEFINED 01 249400 0 0 OPTION CARE INC COM 683948103 2 202 SH DEFINED 01 02 0 202 0 ORBITAL SCIENCES COR COM 685564106 1055 250000 SH DEFINED 01 250000 0 0 ORBITAL SCIENCES COR COM 685564106 40 9215 SH DEFINED 01 02 0 9215 0 ORBITAL SCIENCES COR COM 685564106 2 487 SH DEFINED 01 03 0 487 0 EXP 08/31/04 WT 685564130 8 5220 SH DEFINED 01 0 0 5220 OREGON STEEL MLS INC. COM 686079104 1313 326700 SH DEFINED 01 326700 0 0 OREGON STEEL MLS INC. COM 686079104 34 8560 SH DEFINED 01 02 0 8560 0 OREGON STEEL MLS INC. COM 686079104 3 696 SH DEFINED 01 03 0 696 0 O REILLY AUTOMOTIVE COM 686091109 4090 161743 SH DEFINED 01 161743 0 0 ORIENTAL FINANCIAL GROUP INC COM 68618W100 33 1351 SH DEFINED 01 02 0 1351 0 ORIENTAL FINANCIAL GROUP INC COM 68618W100 2 89 SH DEFINED 01 03 0 89 0 ORTHODONTIC CENTER COM 68750P103 4218 386548 SH DEFINED 01 386548 0 0 OSHKOSH B-GOSH CLA COM 688222207 1042 37156 SH DEFINED 01 37156 0 0 OSHKOSH TRUCK CORP COM 688239201 7493 121820 SH DEFINED 01 121820 0 0 OSHKOSH TRUCK CORP COM 688239201 54 892 SH DEFINED 01 02 0 892 0 OSHKOSH TRUCK CORP COM 688239201 4 60 SH DEFINED 01 03 0 60 0 OSTEOTECH INC COM 688582105 332 51560 SH DEFINED 01 51560 0 0 OUTBACK STEAKHOUSE COM 689899102 109 3163 SH DEFINED 01 3163 0 0 OVERLAND STORAGE INC COM 690310107 296 20300 SH DEFINED 01 20300 0 0 OVERSEAS SHIPHOLD GR COM 690368105 26 1436 SH DEFINED 01 1436 0 0 OVERTURE SVCS INC COM 69039R100 2158 78988 SH DEFINED 01 78988 0 0 OVERTURE SVCS INC COM 69039R100 4 150 SH DEFINED 01 02 0 150 0 OWENS & MINOR INC COM 690732102 2465 150088 SH DEFINED 01 150088 0 0 OWENS & MINOR INC COM 690732102 2 130 SH DEFINED 01 02 0 130 0 OXFORD HEALTH COM 691471106 21767 597200 SH DEFINED 01 597200 0 0 OXFORD HEALTH COM 691471106 49 1350 SH DEFINED 01 03 0 1350 0 OXFORD INDUSTRIES COM 691497309 585 22814 SH DEFINED 01 22814 0 0 PC-TEL INC COM 69325Q105 3553 524025 SH DEFINED 01 524025 0 0 PDI INC COM 69329V100 1458 135100 SH DEFINED 01 135100 0 0 P G & E CORP COM 69331C108 4841 348300 SH DEFINED 01 348300 0 0 P G & E CORP COM 69331C108 1179 84821 SH DEFINED 01 03 0 84821 0 P.F. CHANGS CHINA B COM 69333Y108 3260 89810 SH DEFINED 01 89810 0 0 P.F. CHANGS CHINA B COM 69333Y108 43663 1202840 SH DEFINED 01 02 0 1202840 0 P.F. CHANGS CHINA B COM 69333Y108 1118 30800 SH DEFINED 01 03 0 30800 0 PLX TECHNOLOGY INC COM 693417107 74 18850 SH DEFINED 01 18850 0 0 PMA CAPITAL CORP A COM 693419202 3155 220200 SH DEFINED 01 220200 0 0 PMC-SIERRA INC COM 69344F106 48 8491 SH DEFINED 01 8491 0 0 PMC-SIERRA INC COM 69344F106 6 1040 SH DEFINED 01 02 0 1040 0 PMC-SIERRA INC COM 69344F106 195 35101 SH DEFINED 01 03 0 35101 0 PMI GROUP INC. COM 69344M101 113 3768 SH DEFINED 01 3768 0 0 PMI GROUP CVT CONV BND 69344MAE1 973 910000 PRN DEFINED 01 0 0 910000 PNC FINCL SERV GROUP COM 693475105 13262 316510 SH DEFINED 01 316510 0 0 PNC FINCL SERV GROUP COM 693475105 2494 59514 SH DEFINED 01 03 0 59514 0 POSCO. COM 693483109 69 2785 SH DEFINED 01 2785 0 0 PNM RESOURCES INC COM 69349H107 8626 362132 SH DEFINED 01 362132 0 0 PNM RESOURCES INC COM 69349H107 100 4188 SH DEFINED 01 02 0 4188 0 PNM RESOURCES INC COM 69349H107 7 285 SH DEFINED 01 03 0 285 0 PPG INDUSTRIES INC COM 693506107 7530 150154 SH DEFINED 01 150154 0 0 PPG INDUSTRIES INC COM 693506107 3186 63421 SH DEFINED 01 02 0 63421 0 PPG INDUSTRIES INC COM 693506107 1807 36044 SH DEFINED 01 03 0 36044 0 PPL CORPORATION COM 69351T106 42337 1220846 SH DEFINED 01 1220846 0 0 PPL CORPORATION COM 69351T106 83 2400 SH DEFINED 01 02 0 2400 0 PPL CORPORATION COM 69351T106 1202 34672 SH DEFINED 01 03 0 34672 0 PRG-SCHULTZ INTL INC COM 69357C107 3340 375311 SH DEFINED 01 375311 0 0 PSS WORLD MEDICAL COM 69366A100 1470 215000 SH DEFINED 01 215000 0 0 PSS WORLD MEDICAL COM 69366A100 78 11339 SH DEFINED 01 02 0 11339 0 PSS WORLD MEDICAL COM 69366A100 5 777 SH DEFINED 01 03 0 777 0 PTEK HOLDINGS INC. COM 69366M104 1148 260900 SH DEFINED 01 260900 0 0 PTEK HOLDINGS INC. COM 69366M104 34 7532 SH DEFINED 01 02 0 7532 0 PTEK HOLDINGS INC. COM 69366M104 2 482 SH DEFINED 01 03 0 482 0 PACCAR INC COM 693718108 5391 116884 SH DEFINED 01 116884 0 0 PACCAR INC COM 693718108 1174 25445 SH DEFINED 01 03 0 25445 0 PACIFIC CAP BANCORP COM 69404P101 745 29300 SH DEFINED 01 29300 0 0 PACIFIC CAP BANCORP COM 69404P101 2 70 SH DEFINED 01 02 0 70 0 PACIFIC NORTHWEST BANCORP COM 69466M103 2191 87600 SH DEFINED 01 87600 0 0 PACIFIC NORTHWEST BANCORP COM 69466M103 25 1004 SH DEFINED 01 02 0 1004 0 PACIFIC NORTHWEST BANCORP COM 69466M103 2 72 SH DEFINED 01 03 0 72 0 PACIFIC SUNWEAR COM 694873100 9856 557151 SH DEFINED 01 557151 0 0 PACIFIC SUNWEAR COM 694873100 3 150 SH DEFINED 01 02 0 150 0 PACIFICARE HLTH SYS COM 695112102 57342 2040604 SH DEFINED 01 2040604 0 0 PACIFICARE HLTH SYS COM 695112102 55 1985 SH DEFINED 01 02 0 1985 0 PACIFICARE HLTH SYS COM 695112102 4 129 SH DEFINED 01 03 0 129 0 PACKAGING CP OF AMER COM 695156109 675 36953 SH DEFINED 01 36953 0 0 PACTIV CORPORATION COM 695257105 1785 81663 SH DEFINED 01 81663 0 0 PACTIV CORPORATION COM 695257105 726 33213 SH DEFINED 01 03 0 33213 0 PALL CORP COM 696429307 104 6235 SH DEFINED 01 6235 0 0 PALL CORP COM 696429307 429 25749 SH DEFINED 01 03 0 25749 0 PALM INC COM 696642206 851 54190 SH DEFINED 01 54190 0 0 PANAMSAT CORP COM 697933109 20 1348 SH DEFINED 01 03 0 1348 0 PAN PACIFIC RETAIL COM 69806L104 2294 62800 SH DEFINED 01 62800 0 0 PANERA BREAD CO COM 69840W108 3935 113048 SH DEFINED 01 113048 0 0 PANERA BREAD CO COM 69840W108 22281 640100 SH DEFINED 01 02 0 640100 0 PANERA BREAD CO COM 69840W108 571 16400 SH DEFINED 01 03 0 16400 0 PAPA JOHN COM 698813102 22 779 SH DEFINED 01 779 0 0 PAPA JOHN COM 698813102 2 80 SH DEFINED 01 02 0 80 0 PAR TECHNOLOGY CORP/DEL COM 698884103 311 45000 SH DEFINED 01 45000 0 0 PARAMETRIC TECH CORP COM 699173100 869 344754 SH DEFINED 01 344754 0 0 PARAMETRIC TECH CORP COM 699173100 2 780 SH DEFINED 01 02 0 780 0 PARAMETRIC TECH CORP COM 699173100 138 54750 SH DEFINED 01 03 0 54750 0 PAREXEL COM 699462107 2347 213502 SH DEFINED 01 213502 0 0 PARTHUSCEVA INC COM 7.02E+110 1017 172201 SH DEFINED 01 172201 0 0 PARK ELECTROCHEMICAL COM 700416209 7547 393070 SH DEFINED 01 393070 0 0 PARK-OHIO HOLDINGS CORP. COM 700666100 22 5300 SH DEFINED 01 5300 0 0 PARK PLACE ENT COR COM 700690100 105 12543 SH DEFINED 01 12543 0 0 PARKER-HANNIFIN COM 701094104 66531 1442254 SH DEFINED 01 1442254 0 0 PARKER-HANNIFIN COM 701094104 641 13900 SH DEFINED 01 02 0 13900 0 PARKER-HANNIFIN COM 701094104 3591 77844 SH DEFINED 01 03 0 77844 0 PATINA OIL AND GAS COM 703224105 4020 127021 SH DEFINED 01 127021 0 0 PATINA OIL AND GAS COM 703224105 4 112 SH DEFINED 01 02 0 112 0 PATTERSON DENTAL COM 703412106 125 2847 SH DEFINED 01 2847 0 0 PATTERSON DENTAL COM 703412106 2056 47000 SH DEFINED 01 02 0 47000 0 PATTERSON DENTAL COM 703412106 19 436 SH DEFINED 01 03 0 436 0 PATTERSON-UTI ENERGY COM 703481101 4840 160405 SH DEFINED 01 160405 0 0 PATTERSON-UTI ENERGY COM 703481101 16 546 SH DEFINED 01 03 0 546 0 PAXONET COMMUNICATIONS INC 0% PRF 704200XX7 0 1889432 SH DEFINED 01 0 0 1889432 PAXAR CORPORATION COM 704227107 1758 119207 SH DEFINED 01 119207 0 0 PAXSON COMMUNICATION COM 704231109 144 70000 SH DEFINED 01 70000 0 0 PAXSON COMM CORP PFD 13.25 11/ PRF 704231505 0 0 SH DEFINED 01 0 0 0 PAYCHEX INC COM 704326107 117244 4202247 SH DEFINED 01 4202247 0 0 PAYCHEX INC COM 704326107 55957 2005720 SH DEFINED 01 02 0 2005720 0 PAYCHEX INC COM 704326107 6144 220246 SH DEFINED 01 03 0 220246 0 PAYLESS SHOESOURCE COM 704379106 914 17745 SH DEFINED 01 17745 0 0 PAYLESS SHOESOURCE COM 704379106 45 864 SH DEFINED 01 02 0 864 0 PAYLESS SHOESOURCE COM 704379106 3 54 SH DEFINED 01 03 0 54 0 PEABODY ENERGY CORP COM 704549104 521 17813 SH DEFINED 01 17813 0 0 PEC SOLUTIONS INC COM 705107100 492 16460 SH DEFINED 01 16460 0 0 PEDIATRIX COM 705324101 5023 125381 SH DEFINED 01 125381 0 0 PEDIATRIX COM 705324101 33 827 SH DEFINED 01 02 0 827 0 PEDIATRIX COM 705324101 2 51 SH DEFINED 01 03 0 51 0 12.75% STRIP 1/1/07 PRF 70558A502 0 3 SH DEFINED 01 0 0 3 PEGASUS SOLUTIONS COM 705906105 749 74662 SH DEFINED 01 74662 0 0 PENFORD CORP COM 707051108 329 23348 SH DEFINED 01 23348 0 0 PENN NATIONAL GAMING COM 707569109 952 60000 SH DEFINED 01 60000 0 0 PENN NATIONAL GAMING COM 707569109 3 160 SH DEFINED 01 02 0 160 0 PENNEY J C COM 708160106 12344 536407 SH DEFINED 01 536407 0 0 PENNEY J C COM 708160106 1343 58362 SH DEFINED 01 03 0 58362 0 JC PENNEY CVT CONV BND 708160BV7 896 840000 PRN DEFINED 01 0 0 840000 PENTAIR INC COM 709631105 4338 125554 SH DEFINED 01 125554 0 0 PENTAIR INC COM 709631105 16 450 SH DEFINED 01 03 0 450 0 PEOPLES ENERGY CORP COM 711030106 347 8944 SH DEFINED 01 8944 0 0 PEOPLES ENERGY CORP COM 711030106 289 7466 SH DEFINED 01 03 0 7466 0 PEOPLE SOFT COM 712713106 27564 1506191 SH DEFINED 01 1506191 0 0 PEOPLE SOFT COM 712713106 754 41210 SH DEFINED 01 02 0 41210 0 PEOPLE SOFT COM 712713106 1255 68554 SH DEFINED 01 03 0 68554 0 PEP BOYS COM 713278109 2538 218779 SH DEFINED 01 218779 0 0 PEP BOYS COM 713278109 68 5788 SH DEFINED 01 02 0 5788 0 PEP BOYS COM 713278109 4 372 SH DEFINED 01 03 0 372 0 PEPCO HOLDINGS INC COM 713291102 132 6829 SH DEFINED 01 6829 0 0 PEPSI BOTTLING GROUP INC COM 713409100 5286 205633 SH DEFINED 01 205633 0 0 PEPSI BOTTLING GROUP INC COM 713409100 1510 58769 SH DEFINED 01 03 0 58769 0 PEPSIAMERICAS INC COM 71343P200 2270 169072 SH DEFINED 01 169072 0 0 PEPSICO COM 713448108 351994 8337137 SH DEFINED 01 8337137 0 0 PEPSICO COM 713448108 14744 349135 SH DEFINED 01 02 0 349135 0 PEPSICO COM 713448108 15374 364130 SH DEFINED 01 03 0 364130 0 PEPSICO COM 713448108 5923 140300 SH DEFINED 01 11 0 140300 0 PEPSICO COM 713448108 13 300 SH DEFINED 01 12 0 300 0 PEPSICO COM 713448108 490 11600 SH DEFINED 01 13 0 11600 0 PEREGRINE SYSTEMS COM 71366Q101 0 1314 SH DEFINED 01 1314 0 0 PERFORMANCE FOOD COM 713755106 16578 488167 SH DEFINED 01 488167 0 0 PERFORMANCE FOOD COM 713755106 520 15346 SH DEFINED 01 02 0 15346 0 PERFORMANCE FOOD COM 713755106 798 23500 SH DEFINED 01 03 0 23500 0 PERICOM SEMICOND COM 713831105 650 78239 SH DEFINED 01 78239 0 0 PERKINELMER INC COM 714046109 53 6405 SH DEFINED 01 6405 0 0 PERKINELMER INC COM 714046109 219 26486 SH DEFINED 01 03 0 26486 0 PEROT SYSTEMS CP CLA COM 714265105 3259 304000 SH DEFINED 01 304000 0 0 PERRIGO COMPANY COM 714290103 3445 283594 SH DEFINED 01 283594 0 0 PERRIGO COMPANY COM 714290103 55 4514 SH DEFINED 01 02 0 4514 0 PERRIGO COMPANY COM 714290103 3 261 SH DEFINED 01 03 0 261 0 PERVASIVE SOFTWARE COM 715710109 1407 341600 SH DEFINED 01 341600 0 0 PETROLEO BRASILEIRO COM 71654V408 31485 2107439 SH DEFINED 01 2107439 0 0 PETROLEO BRASILEIRO COM 71654V408 33 2200 SH DEFINED 01 02 0 2200 0 PETROLEO BRASILEIRO COM 71654V408 1209 80900 SH DEFINED 01 03 0 80900 0 PETSMART COM 716768106 878 51253 SH DEFINED 01 51253 0 0 PETSMART COM 716768106 16 911 SH DEFINED 01 03 0 911 0 PFIZER COM 717081103 810542 26514213 SH DEFINED 01 26514213 0 0 PFIZER COM 717081103 58974 1929316 SH DEFINED 01 02 0 1929316 0 PFIZER COM 717081103 39690 1298348 SH DEFINED 01 03 0 1298348 0 PFIZER COM 717081103 7574 247760 SH DEFINED 01 11 0 247760 0 PFIZER COM 717081103 18 600 SH DEFINED 01 12 0 600 0 PFIZER COM 717081103 670 21930 SH DEFINED 01 13 0 21930 0 PHARMACEUTICAL PROD COM 717124101 10738 366861 SH DEFINED 01 366861 0 0 PHARMACEUTICAL RES. COM 717125108 3242 108800 SH DEFINED 01 108800 0 0 PHARMACEUTICAL RES. COM 717125108 3 110 SH DEFINED 01 02 0 110 0 PHARMACIA CORP COM 71713U102 90413 2162974 SH DEFINED 01 2162974 0 0 PHARMACIA CORP COM 71713U102 2685 64235 SH DEFINED 01 02 0 64235 0 PHARMACIA CORP COM 71713U102 11376 272145 SH DEFINED 01 03 0 272145 0 PHARMACIA CORP COM 71713U102 18417 440600 SH DEFINED 01 11 0 440600 0 PHARMACIA CORP COM 71713U102 25 600 SH DEFINED 01 12 0 600 0 PHARMACIA CORP COM 71713U102 1425 34100 SH DEFINED 01 13 0 34100 0 PHELPS DODGE COM 717265102 18784 593430 SH DEFINED 01 593430 0 0 PHELPS DODGE COM 717265102 3174 100300 SH DEFINED 01 02 0 100300 0 PHELPS DODGE COM 717265102 590 18637 SH DEFINED 01 03 0 18637 0 PHILADELPHIA CONS HD COM 717528103 2316 65418 SH DEFINED 01 65418 0 0 PHILADELPHIA SUBN COM 718009608 12335 598773 SH DEFINED 01 598773 0 0 PHILIP MORRIS COM 718154107 699275 17253234 SH DEFINED 01 17253234 0 0 PHILIP MORRIS COM 718154107 36004 888328 SH DEFINED 01 02 0 888328 0 PHILIP MORRIS COM 718154107 18888 466018 SH DEFINED 01 03 0 466018 0 PHILIP MORRIS COM 718154107 1352 33365 SH DEFINED 01 13 0 33365 0 PHILLIPS-VAN HEUSEN COM 718592108 2192 189592 SH DEFINED 01 189592 0 0 PHILLIPS-VAN HEUSEN COM 718592108 55 4806 SH DEFINED 01 02 0 4806 0 PHILLIPS-VAN HEUSEN COM 718592108 4 310 SH DEFINED 01 03 0 310 0 PHOENIX COMPANIES COM 71902E109 4017 528549 SH DEFINED 01 528549 0 0 PHOENIX TECHNOLOGY COM 719153108 437 75755 SH DEFINED 01 75755 0 0 PHOTON DYNAMICS COM 719364101 1915 84009 SH DEFINED 01 84009 0 0 PHOTON DYNAMICS COM 719364101 2 90 SH DEFINED 01 02 0 90 0 PHOTRONICS CORP COM 719405102 1727 125999 SH DEFINED 01 125999 0 0 PIEDMONT NATURAL GAS COM 720186105 3535 100009 SH DEFINED 01 100009 0 0 PIER ONE IMPORTS INC COM 720279108 3542 187144 SH DEFINED 01 187144 0 0 PINNACLE ENTERTAIN COM 723456109 545 78708 SH DEFINED 01 78708 0 0 PINNACLE COM 723481107 4047 297400 SH DEFINED 01 297400 0 0 PINNACLE COM 723481107 2 180 SH DEFINED 01 02 0 180 0 PINNACLE WEST CAPITA COM 723484101 4928 144546 SH DEFINED 01 144546 0 0 PINNACLE WEST CAPITA COM 723484101 646 18961 SH DEFINED 01 03 0 18961 0 PIONEER NATURAL RES COM 723787107 64418 2551253 SH DEFINED 01 2551253 0 0 PIONEER NATURAL RES COM 723787107 783 31000 SH DEFINED 01 02 0 31000 0 PIONEER NATURAL RES COM 723787107 1914 75800 SH DEFINED 01 03 0 75800 0 PIONEER STANDARD ELE COM 723877106 2162 235403 SH DEFINED 01 235403 0 0 PIONEER STANDARD ELE COM 723877106 50 5341 SH DEFINED 01 02 0 5341 0 PIONEER STANDARD ELE COM 723877106 3 335 SH DEFINED 01 03 0 335 0 PITNEY BOWES COM 724479100 22849 699625 SH DEFINED 01 699625 0 0 PITNEY BOWES COM 724479100 11374 348200 SH DEFINED 01 02 0 348200 0 PITNEY BOWES COM 724479100 1641 50255 SH DEFINED 01 03 0 50255 0 PITTSTON BRINKS GRP COM 725701106 42 2264 SH DEFINED 01 2264 0 0 PIXAR COM 725811103 472 8900 SH DEFINED 01 8900 0 0 PIXAR COM 725811103 18 346 SH DEFINED 01 03 0 346 0 PLACER DOME INC COM 725906101 15410 1340000 SH DEFINED 01 1340000 0 0 PLAINS RESOURCES INC COM 726540503 863 72810 SH DEFINED 01 72810 0 0 PLANAR SYSTEMS INC COM 726900103 2055 99625 SH DEFINED 01 99625 0 0 PLANAR SYSTEMS INC COM 726900103 2 120 SH DEFINED 01 02 0 120 0 PLANTRONICS COM 727493108 599 39678 SH DEFINED 01 39678 0 0 PLANTRONICS COM 727493108 2 150 SH DEFINED 01 02 0 150 0 PLAYTEX PRODUCTS INC COM 72813P100 965 97650 SH DEFINED 01 97650 0 0 PLEXUS CORP COM 729132100 962 109693 SH DEFINED 01 109693 0 0 PLEXUS CORP COM 729132100 2 190 SH DEFINED 01 02 0 190 0 PLUM CREEK TIMBER CO COM 729251108 221 9380 SH DEFINED 01 9380 0 0 PLUM CREEK TIMBER CO COM 729251108 915 38750 SH DEFINED 01 03 0 38750 0 POGO PRODUCING CO COM 730448107 44122 1184468 SH DEFINED 01 1184468 0 0 POGO PRODUCING CO COM 730448107 56962 1529157 SH DEFINED 01 02 0 1529157 0 POGO PRODUCING CO COM 730448107 3818 102500 SH DEFINED 01 03 0 102500 0 POLARIS INDS INC COM 731068102 4040 68938 SH DEFINED 01 68938 0 0 POLARIS INDS INC COM 731068102 2 30 SH DEFINED 01 02 0 30 0 POLO RALPH LAUREN COM 731572103 3414 156900 SH DEFINED 01 156900 0 0 POLY COM COM 73172K104 40 4152 SH DEFINED 01 4152 0 0 POLYMEDICA CORP COM 731738100 1151 37316 SH DEFINED 01 37316 0 0 POLYONE CORP COM 73179P106 1090 278092 SH DEFINED 01 278092 0 0 POMEROY COMPUTER RES COM 731822102 752 64329 SH DEFINED 01 64329 0 0 POPE & TALBOT COM 732827100 1331 93343 SH DEFINED 01 93343 0 0 POPE & TALBOT COM 732827100 40 2852 SH DEFINED 01 02 0 2852 0 POPE & TALBOT COM 732827100 3 180 SH DEFINED 01 03 0 180 0 PORTERA SER G PFD CONV PRF 736400XX5 0 4253735 SH DEFINED 01 0 0 4253735 POTASH CORP SASK INC.. COM 73755L107 2938 46200 SH DEFINED 01 46200 0 0 POTLATCH CORP COM 737628107 28 1189 SH DEFINED 01 1189 0 0 POTOMAC ELECTRIC 6.800 PFD 09 PRF 737679811 7841 154308 SH DEFINED 01 0 0 154308 POWER INTEGRATIONS COM 739276103 1470 86453 SH DEFINED 01 86453 0 0 POWER INTEGRATIONS COM 739276103 2 130 SH DEFINED 01 02 0 130 0 POWER-ONE INC COM 739308104 23 4047 SH DEFINED 01 4047 0 0 POWER-ONE INC COM 739308104 0 80 SH DEFINED 01 02 0 80 0 POWER-ONE INC COM 739308104 95 16749 SH DEFINED 01 03 0 16749 0 POWERWAVE COM 739363109 15 2742 SH DEFINED 01 2742 0 0 PRAXAIR COM 74005P104 50271 870188 SH DEFINED 01 870188 0 0 PRAXAIR COM 74005P104 10164 175930 SH DEFINED 01 02 0 175930 0 PRAXAIR COM 74005P104 1957 33882 SH DEFINED 01 03 0 33882 0 PRE PAID LEGAL SVCS COM 740065107 1511 57680 SH DEFINED 01 57680 0 0 PRECISION CASTPARTS COM 740189105 2802 115483 SH DEFINED 01 115483 0 0 PRECISION CASTPARTS COM 740189105 10 400 SH DEFINED 01 03 0 400 0 PRECISION DRILLING COM 74022D100 6620 203440 SH DEFINED 01 203440 0 0 PREMCOR INC COM 74045Q104 11 490 SH DEFINED 01 490 0 0 PRESIDENTIAL LIFE CO COM 740884101 884 89027 SH DEFINED 01 89027 0 0 PRICE COMMUNICATIONS COM 741437305 31 2276 SH DEFINED 01 2276 0 0 T ROWE PRICE GROUP COM 74144T108 1736 63613 SH DEFINED 01 63613 0 0 T ROWE PRICE GROUP COM 74144T108 700 25652 SH DEFINED 01 03 0 25652 0 PRICESMART INC COM 741511109 465 20000 SH DEFINED 01 20000 0 0 PRIDE INTERNATIONAL COM 74153Q102 680 45611 SH DEFINED 01 45611 0 0 PRIME SUCCESSION CVT PIK CONV BND 741572AA9 0 1287 PRN DEFINED 01 02 0 0 1287 PRIMEDIA INC COM 74157K101 266 129000 SH DEFINED 01 129000 0 0 PRIMA ENERGY COM 741901201 866 38732 SH DEFINED 01 38732 0 0 PRIME HOSPITALITY CO COM 741917108 1115 136852 SH DEFINED 01 136852 0 0 PRIMUS TELE GROUP COM 741929103 70 35000 SH DEFINED 01 35000 0 0 PRINCETON REVIEW INC COM 742352107 569 115000 SH DEFINED 01 115000 0 0 PRINCIPAL FINANCIAL COM 74251V102 4817 159898 SH DEFINED 01 159898 0 0 PRINCIPAL FINANCIAL COM 74251V102 2137 70925 SH DEFINED 01 03 0 70925 0 PRIORITY HEALTHCARE COM 74264T102 9077 391251 SH DEFINED 01 391251 0 0 PROASSURANCE CORP COM 74267C106 3146 149800 SH DEFINED 01 149800 0 0 PROCTER & GAMBLE COM 742718109 533539 6208267 SH DEFINED 01 6208267 0 0 PROCTER & GAMBLE COM 742718109 44266 515121 SH DEFINED 01 02 0 515121 0 PROCTER & GAMBLE COM 742718109 23553 274056 SH DEFINED 01 03 0 274056 0 PROCTER & GAMBLE COM 742718109 9007 104800 SH DEFINED 01 11 0 104800 0 PROCTER & GAMBLE COM 742718109 3074 35771 SH DEFINED 01 13 0 35771 0 PRIVATEBANCORP, INC. COM 742962103 4 110 SH DEFINED 01 02 0 110 0 PROGRESS ENERGY INC COM 743263105 41226 950983 SH DEFINED 01 950983 0 0 PROGRESS ENERGY INC COM 743263105 2163 49885 SH DEFINED 01 03 0 49885 0 PROGRESS ENERGY-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0 PROGRESS SOFTWARE CO COM 743312100 1341 103550 SH DEFINED 01 103550 0 0 PROGRESSIVE CORP OH COM 743315103 5784 116555 SH DEFINED 01 116555 0 0 PROGRESSIVE CORP OH COM 743315103 2265 45634 SH DEFINED 01 03 0 45634 0 PROSPERITY BANCSHARE. COM 743606105 1129 59400 SH DEFINED 01 59400 0 0 PROSPERITY BANCSHARE. COM 743606105 60 3230 SH DEFINED 01 02 0 3230 0 PROSPERITY BANCSHARE. COM 743606105 4 192 SH DEFINED 01 03 0 192 0 PROTECTIVE LIFE CORP COM 743674103 3329 120966 SH DEFINED 01 120966 0 0 PROTEIN DELIVERY INC PREV PROT PRF 743690XX2 4200 6000000 SH DEFINED 01 0 0 6000000 PROTEIN DESIGN COM 74369L103 1348 158516 SH DEFINED 01 158516 0 0 PROTEIN DESIGN COM 74369L103 69 8140 SH DEFINED 01 02 0 8140 0 PROTEIN DESIGN COM 74369L103 5 591 SH DEFINED 01 03 0 591 0 PROVIDENT BANK COM 743859100 1719 74382 SH DEFINED 01 74382 0 0 PROVIDENT FINL COM 743866105 596 22870 SH DEFINED 01 22870 0 0 PROVINCE HEALTHCARE COM 743977100 2493 256261 SH DEFINED 01 256261 0 0 PROVINCE HEALTHCARE COM 743977100 1 135 SH DEFINED 01 02 0 135 0 PROVIDIAN FIN COM 74406A102 3347 515761 SH DEFINED 01 515761 0 0 PROVIDIAN FIN COM 74406A102 143 22000 SH DEFINED 01 02 0 22000 0 PROVIDIAN FIN COM 74406A102 393 60581 SH DEFINED 01 03 0 60581 0 PRUDENTIAL FINANCIAL COM 744320102 25119 791405 SH DEFINED 01 791405 0 0 PRUDENTIAL FINANCIAL COM 744320102 416 13100 SH DEFINED 01 02 0 13100 0 PRUDENTIAL FINANCIAL COM 744320102 3783 119170 SH DEFINED 01 03 0 119170 0 PUB SERV ENTERPRISE COM 744573106 54159 1687163 SH DEFINED 01 1687163 0 0 PUB SERV ENTERPRISE COM 744573106 1504 46868 SH DEFINED 01 03 0 46868 0 10.25 11-16-05 CVT PFD CONV PRF 744573304 24951 500500 SH DEFINED 01 0 0 500500 PUGET ENERGY INC COM 745310102 12170 551943 SH DEFINED 01 551943 0 0 PUGET ENERGY INC 7.750 PFD 02 PRF 745332817 3445 33207 SH DEFINED 01 0 0 33207 PULITZER INC COM 745769109 2158 48000 SH DEFINED 01 48000 0 0 PULTE HOMES INC COM 745867101 4805 100374 SH DEFINED 01 100374 0 0 PULTE HOMES INC COM 745867101 615 12837 SH DEFINED 01 03 0 12837 0 QRS CORP COM 74726X105 317 47965 SH DEFINED 01 47965 0 0 QLOGIC CORP COM 747277101 9131 264539 SH DEFINED 01 264539 0 0 QLOGIC CORP COM 747277101 2494 72268 SH DEFINED 01 02 0 72268 0 QLOGIC CORP COM 747277101 705 20434 SH DEFINED 01 03 0 20434 0 QUAKER CHEMICAL CORP COM 747316107 656 28293 SH DEFINED 01 28293 0 0 QUAKER CITY BANCORP COM 74731K106 1432 43475 SH DEFINED 01 43475 0 0 QUAKER CITY BANCORP COM 74731K106 54 1672 SH DEFINED 01 02 0 1672 0 QUAKER CITY BANCORP COM 74731K106 4 121 SH DEFINED 01 03 0 121 0 QUALCOMM COM 747525103 56173 1543590 SH DEFINED 01 1543590 0 0 QUALCOMM COM 747525103 397 10900 SH DEFINED 01 02 0 10900 0 QUALCOMM COM 747525103 6262 172099 SH DEFINED 01 03 0 172099 0 QUALCOMM COM 747525103 720 19777 SH DEFINED 01 13 0 19777 0 QUANEX CORP COM 747620102 4754 141924 SH DEFINED 01 141924 0 0 QUANEX CORP COM 747620102 99 2963 SH DEFINED 01 02 0 2963 0 QUANEX CORP COM 747620102 6 194 SH DEFINED 01 03 0 194 0 QUANTA SERVICES INC COM 74762E102 558 159502 SH DEFINED 01 159502 0 0 QUANTA SERVICES INC COM 74762E102 25 7271 SH DEFINED 01 02 0 7271 0 QUANTA SERVICES INC COM 74762E102 2 479 SH DEFINED 01 03 0 479 0 QUANTUM CORP COM 747906204 646 241996 SH DEFINED 01 241996 0 0 QUANTUM CORP COM 747906204 35 12800 SH DEFINED 01 02 0 12800 0 QUANTUM CORP COM 747906204 2 837 SH DEFINED 01 03 0 837 0 QUEST DIAGNOSTICS COM 74834L100 23839 418965 SH DEFINED 01 418965 0 0 QUEST DIAGNOSTICS COM 74834L100 44 765 SH DEFINED 01 02 0 765 0 QUEST DIAGNOSTICS COM 74834L100 1166 20500 SH DEFINED 01 03 0 20500 0 QUEST SOFTWARE INC COM 74834T103 1006 97600 SH DEFINED 01 97600 0 0 QUEST SOFTWARE INC COM 74834T103 2 150 SH DEFINED 01 02 0 150 0 QUESTAR COM 748356102 30697 1103419 SH DEFINED 01 1103419 0 0 QUICKLOGIC CORP COM 74837P108 260 245200 SH DEFINED 01 245200 0 0 QUICKLOGIC CORP COM 74837P108 0 350 SH DEFINED 01 02 0 350 0 QUIKSILVER INC COM 74838C106 3504 131467 SH DEFINED 01 131467 0 0 QUIKSILVER INC COM 74838C106 2 90 SH DEFINED 01 02 0 90 0 QUINTILES TRANSNATIO COM 748767100 72 5968 SH DEFINED 01 5968 0 0 QUINTILES TRANSNATIO COM 748767100 299 24677 SH DEFINED 01 03 0 24677 0 QWEST COMM INTL INC COM 749121109 6365 1272731 SH DEFINED 01 1272731 0 0 QWEST COMM INTL INC COM 749121109 1785 356848 SH DEFINED 01 03 0 356848 0 R & G FINANCIAL CORP COM 749136107 2117 91050 SH DEFINED 01 91050 0 0 R & G FINANCIAL CORP COM 749136107 62 2692 SH DEFINED 01 02 0 2692 0 R & G FINANCIAL CORP COM 749136107 3 128 SH DEFINED 01 03 0 128 0 RFS HOTEL. COM 74955J108 1086 100000 SH DEFINED 01 100000 0 0 RH DONNELLEY CORP COM 74955W307 2779 94800 SH DEFINED 01 94800 0 0 RH DONNELLEY CORP COM 74955W307 4 140 SH DEFINED 01 02 0 140 0 RLI CORP COM 749607107 5090 182457 SH DEFINED 01 182457 0 0 RLI CORP COM 749607107 69 2446 SH DEFINED 01 02 0 2446 0 RLI CORP COM 749607107 4 160 SH DEFINED 01 03 0 160 0 RPC INC COM 749660106 917 79000 SH DEFINED 01 79000 0 0 RPM INC OHIO COM 749685103 762 49896 SH DEFINED 01 49896 0 0 RSA SECURITY INC COM 749719100 605 100973 SH DEFINED 01 100973 0 0 RTI INTL METALS COM 74973W107 2396 237253 SH DEFINED 01 237253 0 0 RMH TELESERVICES COM 749938106 2255 214800 SH DEFINED 01 214800 0 0 RF MICRO DEVICES INC COM 749941100 554 75660 SH DEFINED 01 75660 0 0 RF MICRO DEVICES INC COM 749941100 1 80 SH DEFINED 01 02 0 80 0 RF MICRO DEVICES INC COM 749941100 9 1284 SH DEFINED 01 03 0 1284 0 RACING CHAMPION. COM 750069106 3020 221200 SH DEFINED 01 221200 0 0 RADIAN GROUP INC COM 750236101 6908 185951 SH DEFINED 01 185951 0 0 RADIAN GROUP INC COM 750236101 31 825 SH DEFINED 01 03 0 825 0 RADIANT SYSTEMS COM 75025N102 817 84865 SH DEFINED 01 84865 0 0 RADIO ONE INC -CL D COM 75040P405 1060 73490 SH DEFINED 01 73490 0 0 RADIOSHACK CORP COM 750438103 4165 222259 SH DEFINED 01 222259 0 0 RADIOSHACK CORP COM 750438103 662 35307 SH DEFINED 01 03 0 35307 0 RADISYS COM 750459109 427 53571 SH DEFINED 01 53571 0 0 RAINBOW TECHNOLOGIES COM 750862104 1240 172962 SH DEFINED 01 172962 0 0 RAINBOW TECHNOLOGIES COM 750862104 34 4680 SH DEFINED 01 02 0 4680 0 RAINBOW TECHNOLOGIES COM 750862104 2 292 SH DEFINED 01 03 0 292 0 RAINDANCE COMMUN INC COM 75086X106 1722 532950 SH DEFINED 01 532950 0 0 RAINDANCE COMMUN INC COM 75086X106 34 10548 SH DEFINED 01 02 0 10548 0 RAINDANCE COMMUN INC COM 75086X106 1 454 SH DEFINED 01 03 0 454 0 RAMBUS INC COM 750917106 745 111000 SH DEFINED 01 111000 0 0 RAMBUS INC COM 750917106 23 3472 SH DEFINED 01 02 0 3472 0 RAMBUS INC COM 750917106 1 208 SH DEFINED 01 03 0 208 0 RALCORP HOLDINGS INC COM 751028101 4459 177336 SH DEFINED 01 177336 0 0 RALCORP HOLDINGS INC COM 751028101 78 3079 SH DEFINED 01 02 0 3079 0 RALCORP HOLDINGS INC COM 751028101 6 220 SH DEFINED 01 03 0 220 0 RAMCO-GERSHENSON PROPERTIES COM 751452202 291 14775 SH DEFINED 01 14775 0 0 RANGE RESOURCES COM 75281A109 1480 274000 SH DEFINED 01 274000 0 0 RANGE RESOURCES COM 75281A109 62 11454 SH DEFINED 01 02 0 11454 0 RANGE RESOURCES COM 75281A109 4 722 SH DEFINED 01 03 0 722 0 RANDGOLD & EXPLORATION-ADR COM 753009307 1862 215000 SH DEFINED 01 215000 0 0 RARE HOSPITALITY INT COM 753820109 9120 330200 SH DEFINED 01 330200 0 0 RARE HOSPITALITY INT COM 753820109 4 135 SH DEFINED 01 02 0 135 0 RATIONAL SOFTWARE. COM 75409P202 725 69904 SH DEFINED 01 69904 0 0 RATIONAL SOFTWARE. COM 75409P202 425 40905 SH DEFINED 01 03 0 40905 0 RAYMOND JAMES FIN COM 754730109 5005 169220 SH DEFINED 01 169220 0 0 RAYONIER COM 754907103 682 15084 SH DEFINED 01 15084 0 0 RAYOVAC CORP COM 755081106 27 2000 SH DEFINED 01 2000 0 0 RAYTECH CORP-DEL. COM 755103108 18 3100 SH DEFINED 01 3100 0 0 RAYTHEON CO. COM 755111507 33117 1076995 SH DEFINED 01 1076995 0 0 RAYTHEON CO. COM 755111507 2650 86171 SH DEFINED 01 03 0 86171 0 READ RITE COM 755246105 12 34000 SH DEFINED 01 02 0 34000 0 READERS DIGEST ASSN COM 755267101 298 19700 SH DEFINED 01 19700 0 0 REALITY INCOME CORP COM 756109104 1260 36000 SH DEFINED 01 36000 0 0 RED HAT COM 756577102 596 100800 SH DEFINED 01 100800 0 0 RED HAT COM 756577102 1 250 SH DEFINED 01 02 0 250 0 REDWOOD TRUST INC. COM 758075402 52 1844 SH DEFINED 01 02 0 1844 0 REDWOOD TRUST INC. COM 758075402 3 117 SH DEFINED 01 03 0 117 0 REEBOK INTERNATIONAL COM 758110100 15884 540246 SH DEFINED 01 540246 0 0 REEBOK INTERNATIONAL COM 758110100 399 13572 SH DEFINED 01 03 0 13572 0 REGAL BELOIT COM 758750103 2889 139606 SH DEFINED 01 139606 0 0 REGAL BELOIT COM 758750103 74 3571 SH DEFINED 01 02 0 3571 0 REGAL BELOIT COM 758750103 5 237 SH DEFINED 01 03 0 237 0 REGAL ENTERTAINMENT. COM 758766109 497 23200 SH DEFINED 01 23200 0 0 REGENT COMMUNICATION. COM 758865109 1840 311350 SH DEFINED 01 311350 0 0 REGENT COMMUNICATION. COM 758865109 58 9963 SH DEFINED 01 02 0 9963 0 REGENT COMMUNICATION. COM 758865109 4 630 SH DEFINED 01 03 0 630 0 REGENERON PHARMACEUT COM 75886F107 3489 188524 SH DEFINED 01 188524 0 0 REGENERON PHARMACEUT COM 75886F107 2 100 SH DEFINED 01 02 0 100 0 REGENERATION TECH COM 75886N100 2278 225100 SH DEFINED 01 225100 0 0 REGIS CORP MINN COM 758932107 4411 169708 SH DEFINED 01 169708 0 0 REGIS CORP MINN COM 758932107 66 2581 SH DEFINED 01 02 0 2581 0 REGIS CORP MINN COM 758932107 4 169 SH DEFINED 01 03 0 169 0 REGIONS FINL CORP COM 758940100 6616 198316 SH DEFINED 01 198316 0 0 REGIONS FINL CORP COM 758940100 1563 46838 SH DEFINED 01 03 0 46838 0 REHABCARE GROUP INC COM 759148109 3485 182671 SH DEFINED 01 182671 0 0 REINSURANCE GP OF AM COM 759351109 7403 273400 SH DEFINED 01 273400 0 0 RELIANCE STEEL & ALU COM 759509102 2008 96351 SH DEFINED 01 96351 0 0 REMEC INC COM 759543101 1502 387050 SH DEFINED 01 387050 0 0 REMEC INC COM 759543101 1 140 SH DEFINED 01 02 0 140 0 REMINGTON OIL & GAS COM 759594302 2047 124718 SH DEFINED 01 124718 0 0 RENAL CARE GROUP. COM 759930100 5686 179710 SH DEFINED 01 179710 0 0 REPSOL YPF SA COM 76026T205 124 9500 SH DEFINED 01 9500 0 0 REPUBLIC BANCORP COM 760282103 67 5673 SH DEFINED 01 02 0 5673 0 REPUBLIC BANCORP COM 760282103 4 358 SH DEFINED 01 03 0 358 0 REPUBLIC SRVS CL-A COM 760759100 794 37838 SH DEFINED 01 37838 0 0 RESMED INC COM 761152107 3063 100187 SH DEFINED 01 100187 0 0 RESPIRONICS INC COM 761230101 4425 145406 SH DEFINED 01 145406 0 0 RESPIRONICS INC COM 761230101 2 70 SH DEFINED 01 02 0 70 0 RETAILEXCHANGE.COM INC 0% PFD PRF 761270XX0 0 1571429 SH DEFINED 01 0 0 1571429 WRTS - BUY CVT PFD WT 761270XY8 0 139736 SH DEFINED 01 0 0 139736 RETEK INC COM 76128Q109 394 144619 SH DEFINED 01 144619 0 0 RETEK INC COM 76128Q109 1 290 SH DEFINED 01 02 0 290 0 REYNOLDS & REYNOLDS COM 761695105 74 2898 SH DEFINED 01 2898 0 0 RJ REYNOLDS TOBACCO COM 76182K105 1277 30327 SH DEFINED 01 30327 0 0 RJ REYNOLDS TOBACCO COM 76182K105 779 18490 SH DEFINED 01 03 0 18490 0 RIGGS NATL CORP WASH COM 766570105 1340 86510 SH DEFINED 01 86510 0 0 RIGHT MANAGEMENT CON. COM 766573109 1386 104650 SH DEFINED 01 104650 0 0 RIGHT MANAGEMENT CON. COM 766573109 36 2614 SH DEFINED 01 02 0 2614 0 RIGHT MANAGEMENT CON. COM 766573109 2 162 SH DEFINED 01 03 0 162 0 RITE AID COM 767754104 59 24000 SH DEFINED 01 02 0 24000 0 ROADWAY CORP COM 769742107 2162 58729 SH DEFINED 01 58729 0 0 ROBBINS & MYERS INC COM 770196103 1142 62084 SH DEFINED 01 62084 0 0 ROBERT HALF INTL INC COM 770323103 27364 1698566 SH DEFINED 01 1698566 0 0 ROBERT HALF INTL INC COM 770323103 892 55320 SH DEFINED 01 02 0 55320 0 ROBERT HALF INTL INC COM 770323103 1872 116220 SH DEFINED 01 03 0 116220 0 ROCHE HOLDINGS ADR COM 771195104 32 460 SH DEFINED 01 02 0 460 0 RGS ENERGY GROUP INC 6.60 PFD PRF 771367828 10459 100000 SH DEFINED 01 0 0 100000 ROCK TENN CO COM 772739207 2519 186880 SH DEFINED 01 186880 0 0 ROCK TENN CO COM 772739207 63 4673 SH DEFINED 01 02 0 4673 0 ROCK TENN CO COM 772739207 4 304 SH DEFINED 01 03 0 304 0 ROCKWELL INT CORP COM 773903109 60389 2915932 SH DEFINED 01 2915932 0 0 ROCKWELL INT CORP COM 773903109 3993 192800 SH DEFINED 01 02 0 192800 0 ROCKWELL INT CORP COM 773903109 807 38966 SH DEFINED 01 03 0 38966 0 ROCKWELL COLLINS COM 774341101 216 9289 SH DEFINED 01 9289 0 0 ROCKWELL COLLINS COM 774341101 892 38347 SH DEFINED 01 03 0 38347 0 ROGERS COMM INC CLB COM 775109200 281 30000 SH DEFINED 01 30000 0 0 ROGERS CORP COM 775133101 1069 48052 SH DEFINED 01 48052 0 0 ROHM & HAAS CO COM 775371107 18426 567323 SH DEFINED 01 567323 0 0 ROHM & HAAS CO COM 775371107 164 5050 SH DEFINED 01 02 0 5050 0 ROHM & HAAS CO COM 775371107 1505 46330 SH DEFINED 01 03 0 46330 0 ROLLINS COM 775711104 737 28945 SH DEFINED 01 28945 0 0 ROPER INC NEW COM 776696106 3479 95049 SH DEFINED 01 95049 0 0 ROSLYN BANCORP INC COM 778162107 62 3462 SH DEFINED 01 3462 0 0 ROSS STORES COM 778296103 8425 198746 SH DEFINED 01 198746 0 0 ROSS STORES COM 778296103 22 510 SH DEFINED 01 03 0 510 0 ROWAN COMPANIES INC COM 779382100 1316 57969 SH DEFINED 01 57969 0 0 ROWAN COMPANIES INC COM 779382100 445 19614 SH DEFINED 01 03 0 19614 0 ROXIO INC COM 780008108 1433 300343 SH DEFINED 01 300343 0 0 ROYAL APPLIANCE COM 780076105 283 38894 SH DEFINED 01 38894 0 0 ROYAL CARIBBEAN CVT. CONV BND 780153AK8 555 1460000 PRN DEFINED 01 0 0 1460000 ROYAL DUTCH PETRO COM 780257804 3361 76357 SH DEFINED 01 76357 0 0 ROYAL DUTCH PETRO COM 780257804 53 1200 SH DEFINED 01 02 0 1200 0 RUBY TUESDAY INC COM COM 781182100 3950 228424 SH DEFINED 01 228424 0 0 RUDDICK CORP COM 781258108 27 1942 SH DEFINED 01 1942 0 0 RUDOLPH TECHNOLOGIES COM 781270103 1868 97468 SH DEFINED 01 97468 0 0 RUDOLPH TECHNOLOGIES COM 781270103 2 80 SH DEFINED 01 02 0 80 0 RURAL CELLULAR CORP 12.25% 2/ PRF 781904404 3404 34038 SH DEFINED 01 34038 0 0 RUSS BERRIE & CO COM 782233100 2099 62126 SH DEFINED 01 62126 0 0 RUSSELL CORP COM 782352108 1635 97679 SH DEFINED 01 97679 0 0 RYANAIR HOLDINGS ADR. COM 783513104 16 406 SH DEFINED 01 03 0 406 0 RYANS FAMILY STEAK COM 783519101 7017 618232 SH DEFINED 01 618232 0 0 RYANS FAMILY STEAK COM 783519101 2 180 SH DEFINED 01 02 0 180 0 RYDER SYSTEM COM 783549108 1913 85252 SH DEFINED 01 85252 0 0 RYDER SYSTEM COM 783549108 293 13075 SH DEFINED 01 03 0 13075 0 RYERSON TULL INC COM 78375P107 459 75313 SH DEFINED 01 75313 0 0 RYLAND GROUP INC COM 783764103 3423 102620 SH DEFINED 01 102620 0 0 SBC COMMUNICATIONS COM 78387G103 90293 3330620 SH DEFINED 01 3330620 0 0 SBC COMMUNICATIONS COM 78387G103 158 5850 SH DEFINED 01 02 0 5850 0 SBC COMMUNICATIONS COM 78387G103 18946 698874 SH DEFINED 01 03 0 698874 0 SBC COMMUNICATIONS COM 78387G103 2851 105164 SH DEFINED 01 13 0 105164 0 SBS TECH INC COM 78387P103 406 44293 SH DEFINED 01 44293 0 0 SCM MICROSYSTEMS INC COM 784018103 202 47635 SH DEFINED 01 47635 0 0 SCP POOL CORP COM 784028102 3673 125779 SH DEFINED 01 125779 0 0 SCP POOL CORP COM 784028102 3 90 SH DEFINED 01 02 0 90 0 SCPIE HOLDINGS INC COM 78402P104 197 29820 SH DEFINED 01 29820 0 0 SEI INVESTMENTS CO COM 784117103 120 4426 SH DEFINED 01 4426 0 0 EXP 2/1/07 WT 78422P118 0 3000 SH DEFINED 01 0 0 3000 SEGA GAMEWORKS (SGW)HOLDINGS 1 PRF 78422P209 0 228143 SH DEFINED 01 0 0 228143 SAGA GAME WORKS INC CONV PRF 78422P993 0 96768 SH DEFINED 01 0 0 96768 SI INTERNATIONAL INC COM 78427V102 204 18900 SH DEFINED 01 18900 0 0 SJW CORP. COM 784305104 320 4100 SH DEFINED 01 4100 0 0 SK TELECOM LTD -ADR COM 78440P108 115 5409 SH DEFINED 01 5409 0 0 SL GREEN REALTY COM 78440X101 1826 57800 SH DEFINED 01 57800 0 0 SL INDS INC. COM 784413106 16 3000 SH DEFINED 01 3000 0 0 SLM CORP COM 78442P106 408122 3929531 SH DEFINED 01 3929531 0 0 SLM CORP COM 78442P106 6170 59415 SH DEFINED 01 02 0 59415 0 SLM CORP COM 78442P106 3383 32570 SH DEFINED 01 03 0 32570 0 SPS TECHNOLOGIES COM 784626103 2203 92748 SH DEFINED 01 92748 0 0 S&P 500 DEP RECPT COM 78462F103 918 10400 SH DEFINED 01 0 0 10400 S&P 500 DEP RECPT COM 78462F103 2232 25282 SH DEFINED 01 02 0 0 25282 SPSS INC COM 78462K102 1888 134988 SH DEFINED 01 134988 0 0 SPX CORP COM 784635104 4939 131861 SH DEFINED 01 131861 0 0 SPX CORP COM 784635104 21 550 SH DEFINED 01 03 0 550 0 S1 CORPORATION COM 78463B101 1352 303200 SH DEFINED 01 303200 0 0 S1 CORPORATION COM 78463B101 1 280 SH DEFINED 01 02 0 280 0 SRA INTERNATIONAL INC COM 78464R105 683 25220 SH DEFINED 01 25220 0 0 SWS GROUP INC COM 78503N107 6061 447016 SH DEFINED 01 447016 0 0 SABRE HOLDINGS CORP COM 785905100 131 7235 SH DEFINED 01 7235 0 0 SABRE HOLDINGS CORP COM 785905100 542 29903 SH DEFINED 01 03 0 29903 0 SAFECO CORP COM 786429100 59897 1727637 SH DEFINED 01 1727637 0 0 SAFECO CORP COM 786429100 1004 28970 SH DEFINED 01 03 0 28970 0 MARKS & SPENCER GRP COM 78645R107 770 30400 SH DEFINED 01 30400 0 0 MARKS & SPENCER GRP COM 78645R107 38 1532 SH DEFINED 01 02 0 1532 0 MARKS & SPENCER GRP COM 78645R107 2 90 SH DEFINED 01 03 0 90 0 SAFEWAY INC. COM 786514208 18581 795397 SH DEFINED 01 795397 0 0 SAFEWAY INC. COM 786514208 2796 119704 SH DEFINED 01 02 0 119704 0 SAFEWAY INC. COM 786514208 2160 92453 SH DEFINED 01 03 0 92453 0 ST JOE PAPER CORP COM 790148100 3711 123700 SH DEFINED 01 123700 0 0 ST JUDE MEDICAL COM 790849103 38483 968863 SH DEFINED 01 968863 0 0 ST JUDE MEDICAL COM 790849103 2761 69520 SH DEFINED 01 02 0 69520 0 ST JUDE MEDICAL COM 790849103 1828 46018 SH DEFINED 01 03 0 46018 0 ST MARY LD & EXPL COM 792228108 9848 393855 SH DEFINED 01 393855 0 0 ST MARY LD & EXPL COM 792228108 135 5404 SH DEFINED 01 02 0 5404 0 ST MARY LD & EXPL COM 792228108 9 359 SH DEFINED 01 03 0 359 0 ST PAUL COMPANIES COM 792860108 39076 1147635 SH DEFINED 01 1147635 0 0 ST PAUL COMPANIES COM 792860108 1008 29600 SH DEFINED 01 02 0 29600 0 ST PAUL COMPANIES COM 792860108 1616 47458 SH DEFINED 01 03 0 47458 0 ST PAUL COMPANIES PFD CVT CONV PRF 792860306 32449 491200 SH DEFINED 01 0 0 491200 SAKS INC COM 79377W108 70 5970 SH DEFINED 01 5970 0 0 SALEM COMM.. COM 794093104 157 6300 SH DEFINED 01 6300 0 0 SALIX PHARMACEUTICAL COM 795435106 197 28200 SH DEFINED 01 28200 0 0 SALTON INC COM 795757103 321 33372 SH DEFINED 01 33372 0 0 SAMSUNG ELECTR GDR COM 796050888 442 3291 SH DEFINED 01 3291 0 0 SAN DIEGO GAS & ELEC COMPANY 1 PRF 797440831 1489 59500 SH DEFINED 01 0 0 59500 SANCHEZ COMP ASS INC COM 799702105 417 144500 SH DEFINED 01 144500 0 0 SANDERSON FARMS INC COM 800013104 58 2820 SH DEFINED 01 02 0 2820 0 SANDERSON FARMS INC COM 800013104 4 173 SH DEFINED 01 03 0 173 0 SAN-DISK COM 80004C101 1010 49777 SH DEFINED 01 49777 0 0 SAN-DISK COM 80004C101 3 150 SH DEFINED 01 02 0 150 0 SANDY SPRINGS & SVNG COM 800363103 1488 47250 SH DEFINED 01 47250 0 0 SANDY SPRINGS & SVNG COM 800363103 51 1601 SH DEFINED 01 02 0 1601 0 SANDY SPRINGS & SVNG COM 800363103 4 132 SH DEFINED 01 03 0 132 0 SANMINA-SCI CORP. COM 800907107 6527 1453763 SH DEFINED 01 1453763 0 0 SANMINA-SCI CORP. COM 800907107 516 114950 SH DEFINED 01 03 0 114950 0 SANGSTAT MEDICAL CP COM 801003104 990 87600 SH DEFINED 01 87600 0 0 SANGSTAT MEDICAL CP COM 801003104 2 170 SH DEFINED 01 02 0 170 0 SAP AG ADR COM 803054204 2438 125000 SH DEFINED 01 125000 0 0 SAPPI LTD SPONSORED ADR COM 803069202 380 28795 SH DEFINED 01 28795 0 0 SARA LEE CORP COM 803111103 27936 1241093 SH DEFINED 01 1241093 0 0 SARA LEE CORP COM 803111103 394 17500 SH DEFINED 01 02 0 17500 0 SARA LEE CORP COM 803111103 5243 232928 SH DEFINED 01 03 0 232928 0 SATYAM COMPUTER SVCS ADR COM 804098101 102 7960 SH DEFINED 01 7960 0 0 SCANA CORP COM 80589M102 6335 204622 SH DEFINED 01 204622 0 0 SCANSOURCE INC COM 806037107 498 10100 SH DEFINED 01 10100 0 0 SCANSOURCE INC COM 806037107 1 30 SH DEFINED 01 02 0 30 0 SCANSOFT INC. COM 80603P107 876 168500 SH DEFINED 01 168500 0 0 SCANSOFT INC. COM 80603P107 37 7033 SH DEFINED 01 02 0 7033 0 SCANSOFT INC. COM 80603P107 2 426 SH DEFINED 01 03 0 426 0 HENRY SCHEIN INC COM 806407102 83 1836 SH DEFINED 01 1836 0 0 HENRY SCHEIN INC COM 806407102 12 273 SH DEFINED 01 03 0 273 0 SCHERING AG - ADR COM 806585204 7 160 SH DEFINED 01 02 0 160 0 SCHERING PLOUGH COM 806605101 86417 3892655 SH DEFINED 01 3892655 0 0 SCHERING PLOUGH COM 806605101 269 12100 SH DEFINED 01 02 0 12100 0 SCHERING PLOUGH COM 806605101 7903 355977 SH DEFINED 01 03 0 355977 0 SCHLUMBERGER LTD COM 806857108 328122 7795711 SH DEFINED 01 7795711 0 0 SCHLUMBERGER LTD COM 806857108 11166 265220 SH DEFINED 01 02 0 265220 0 SCHLUMBERGER LTD COM 806857108 5166 122743 SH DEFINED 01 03 0 122743 0 SCHOLASTIC CORP COM 807066105 6137 170692 SH DEFINED 01 170692 0 0 SCHOOL SPECIALTY INC COM 807863105 1117 55914 SH DEFINED 01 55914 0 0 SCHULMAN (A.) INC COM 808194104 1430 76829 SH DEFINED 01 76829 0 0 SCHULMAN (A.) INC COM 808194104 93 5032 SH DEFINED 01 02 0 5032 0 SCHULMAN (A.) INC COM 808194104 6 333 SH DEFINED 01 03 0 333 0 SCHWAB CHARLES CORP COM 808513105 1683 155214 SH DEFINED 01 155214 0 0 SCHWAB CHARLES CORP COM 808513105 1721 158704 SH DEFINED 01 02 0 158704 0 SCHWAB CHARLES CORP COM 808513105 3055 281595 SH DEFINED 01 03 0 281595 0 SCHWEITZER MAUDUIT COM 808541106 1111 45346 SH DEFINED 01 45346 0 0 SCIENTIFIC ATLANTA COM 808655104 3770 317833 SH DEFINED 01 317833 0 0 SCIENTIFIC ATLANTA COM 808655104 384 32348 SH DEFINED 01 03 0 32348 0 SCIENTIFIC GAMES COM 80874P109 1316 181200 SH DEFINED 01 181200 0 0 SCIOS INC COM 808905103 2422 74350 SH DEFINED 01 74350 0 0 SCIOS INC COM 808905103 5 140 SH DEFINED 01 02 0 140 0 SCOTTS CO CLA COM 810186106 4426 90258 SH DEFINED 01 90258 0 0 SCRIPPS CO (E.W) CLA COM 811054204 3155 41000 SH DEFINED 01 41000 0 0 SCS TRANSPORTATION COM 81111T102 1 95 SH DEFINED 01 95 0 0 SEACOAST BANK COR FL COM 811707306 1278 67825 SH DEFINED 01 67825 0 0 SEACOAST BANK COR FL COM 811707306 57 3070 SH DEFINED 01 02 0 3070 0 SEACOAST BANK COR FL COM 811707306 4 189 SH DEFINED 01 03 0 189 0 SEACOAST FINL SERV COM 81170Q106 3160 157932 SH DEFINED 01 157932 0 0 SEACOAST FINL SERV COM 81170Q106 78 3928 SH DEFINED 01 02 0 3928 0 SEACOAST FINL SERV COM 81170Q106 5 274 SH DEFINED 01 03 0 274 0 SEACOR SMIT INC COM 811904101 2692 60503 SH DEFINED 01 60503 0 0 SEALED AIR CORP COM 81211K100 10945 293458 SH DEFINED 01 293458 0 0 SEALED AIR CORP COM 81211K100 656 17596 SH DEFINED 01 03 0 17596 0 SEARS ROEBUCK & CO COM 812387108 10691 446357 SH DEFINED 01 446357 0 0 SEARS ROEBUCK & CO COM 812387108 1588 66284 SH DEFINED 01 03 0 66284 0 SECOND BANCORP INC COM 813114105 41 1592 SH DEFINED 01 02 0 1592 0 SECOND BANCORP INC COM 813114105 3 95 SH DEFINED 01 03 0 95 0 AMEX CONSUMER STAPLE COM 81369Y308 19 957 SH DEFINED 01 02 0 957 0 AMEX ENERGY SELECT S COM 81369Y506 9 370 SH DEFINED 01 02 0 370 0 AMEX FINANCIAL SELEC COM 81369Y605 12 546 SH DEFINED 01 02 0 546 0 AMEX TECH SEL SPDR COM 81369Y803 10 660 SH DEFINED 01 02 0 660 0 SECURE CO COM 813705100 1639 255700 SH DEFINED 01 255700 0 0 SELECT COMFORT CORP. COM 81616X103 658 70000 SH DEFINED 01 70000 0 0 SELECT MEDICAL CORP COM 816196109 1990 147500 SH DEFINED 01 147500 0 0 SELECT MEDICAL CORP COM 816196109 2 170 SH DEFINED 01 02 0 170 0 SELECTIVE INS GROUP. COM 816300107 2019 80187 SH DEFINED 01 80187 0 0 SEMTECH CORP COM 816850101 5130 469772 SH DEFINED 01 469772 0 0 SEMPRA ENERGY COM 816851109 47237 1997324 SH DEFINED 01 1997324 0 0 SEMPRA ENERGY COM 816851109 1020 43117 SH DEFINED 01 03 0 43117 0 SEMPRA ENERGY CVT PFD CONV PRF 816851208 9620 400000 SH DEFINED 01 0 0 400000 SEMI TOOL COM 816909105 3769 606900 SH DEFINED 01 606900 0 0 SENSIENT TECH COM 81725T100 2896 128878 SH DEFINED 01 128878 0 0 SENSIENT TECH COM 81725T100 93 4175 SH DEFINED 01 02 0 4175 0 SENSIENT TECH COM 81725T100 6 277 SH DEFINED 01 03 0 277 0 SEPRACOR INC COM 817315104 34 3512 SH DEFINED 01 3512 0 0 SEQUA CORP -CL A COM 817320104 17 435 SH DEFINED 01 435 0 0 SEQUA CORP -CL B COM 817320203 627 14000 SH DEFINED 01 14000 0 0 SERENA SOFTWARE INC COM 817492101 1938 122720 SH DEFINED 01 122720 0 0 SEROLOGICALS CORP COM 817523103 3330 302700 SH DEFINED 01 302700 0 0 SEROLOGICALS CORP COM 817523103 2 180 SH DEFINED 01 02 0 180 0 SERVICE CORP INTL COM 817565104 583 175500 SH DEFINED 01 175500 0 0 SERVICE CORP INTL COM 817565104 52 15761 SH DEFINED 01 02 0 15761 0 SERVICE CORP INTL COM 817565104 3 1033 SH DEFINED 01 03 0 1033 0 7-ELEVEN INC COM 817826209 1216 162100 SH DEFINED 01 162100 0 0 7-ELEVEN INC COM 817826209 49 6351 SH DEFINED 01 02 0 6351 0 7-ELEVEN INC COM 817826209 3 402 SH DEFINED 01 03 0 402 0 SHARPER IMAGE,THE COM 820013100 1133 65000 SH DEFINED 01 65000 0 0 SHARPER IMAGE,THE COM 820013100 2 130 SH DEFINED 01 02 0 130 0 SHAW GROUP INC COM 820280105 9922 603143 SH DEFINED 01 603143 0 0 SHERWIN WILLIAMS COM 824348106 214 7605 SH DEFINED 01 7605 0 0 SHERWIN WILLIAMS COM 824348106 888 31419 SH DEFINED 01 03 0 31419 0 SHOPKO STORES COM 824911101 1091 87635 SH DEFINED 01 87635 0 0 SHOPKO STORES COM 824911101 83 6755 SH DEFINED 01 02 0 6755 0 SHOPKO STORES COM 824911101 5 431 SH DEFINED 01 03 0 431 0 SHUFFLE MASTER INC COM 825549108 1013 53005 SH DEFINED 01 53005 0 0 SHURGARD STORAGE CTR COM 82567D104 3412 108862 SH DEFINED 01 108862 0 0 SIBNEFT SPON - ADR COM 825731102 2136 98200 SH DEFINED 01 98200 0 0 SICOR INC COM 825846108 1844 116386 SH DEFINED 01 116386 0 0 SIEBEL SYSTEMS COM 826170102 14672 1961650 SH DEFINED 01 1961650 0 0 SIEBEL SYSTEMS COM 826170102 788 105348 SH DEFINED 01 03 0 105348 0 SIEBEL SYSTEMS CVT CONV BND 826170AC6 1877 1940000 PRN DEFINED 01 0 0 1940000 SIERRA HEALTH SERVIC COM 826322109 1779 148065 SH DEFINED 01 148065 0 0 SIERRA HEALTH SERVIC COM 826322109 2 180 SH DEFINED 01 02 0 180 0 SIERRA PACIFIC RES COM 826428104 28 4262 SH DEFINED 01 4262 0 0 SIGMA-ALDRICH COM 826552101 87107 1788653 SH DEFINED 01 1788653 0 0 SIGMA-ALDRICH COM 826552101 2865 58822 SH DEFINED 01 02 0 58822 0 SIGMA-ALDRICH COM 826552101 5113 104990 SH DEFINED 01 03 0 104990 0 SILICON LABORATORIES COM 826919102 1252 65600 SH DEFINED 01 65600 0 0 SILICON LABORATORIES COM 826919102 2 80 SH DEFINED 01 02 0 80 0 SILICON STORAGE TECH COM 827057100 815 201600 SH DEFINED 01 201600 0 0 SILICON STORAGE TECH COM 827057100 1 170 SH DEFINED 01 02 0 170 0 SILICON IMAGE COM 82705T102 658 109700 SH DEFINED 01 109700 0 0 SILICON IMAGE COM 82705T102 33 5448 SH DEFINED 01 02 0 5448 0 SILICON IMAGE COM 82705T102 2 341 SH DEFINED 01 03 0 341 0 SILICON VALLEY BKSHR COM 827064106 738 40437 SH DEFINED 01 40437 0 0 SIMON PROPERTY GROUP COM 828806109 3024 88743 SH DEFINED 01 88743 0 0 SIMON PROPERTY GROUP COM 828806109 1346 39505 SH DEFINED 01 03 0 39505 0 SIMPSON MANUFAC COM 829073105 5607 170408 SH DEFINED 01 170408 0 0 SINCLAIR BROADCASTIN COM 829226109 1448 124455 SH DEFINED 01 124455 0 0 SIX FLAGS INC COM 83001P109 708 123865 SH DEFINED 01 123865 0 0 SKY FINL GROUP INC COM 83080P103 1370 68783 SH DEFINED 01 68783 0 0 SKYLINE COM 830830105 751 25468 SH DEFINED 01 25468 0 0 SKYWEST INC COM 830879102 3202 244988 SH DEFINED 01 244988 0 0 SKYWORKS SOLUTIONS COM 83088M102 7326 849943 SH DEFINED 01 849943 0 0 SKYWORKS SOLUTIONS COM 83088M102 18 2049 SH DEFINED 01 02 0 2049 0 SKYWORKS SOLUTIONS COM 83088M102 1 114 SH DEFINED 01 03 0 114 0 SKILLSOFT PLC COM 830928107 550 200000 SH DEFINED 01 200000 0 0 SMITH (A O) CORP COM 831865209 2374 87879 SH DEFINED 01 87879 0 0 SMITH (A O) CORP COM 831865209 42 1541 SH DEFINED 01 02 0 1541 0 SMITH (A O) CORP COM 831865209 4 141 SH DEFINED 01 03 0 141 0 SMITH INTL COM 832110100 800 24537 SH DEFINED 01 24537 0 0 SMITHFIELD FOODS INC COM 832248108 896 45166 SH DEFINED 01 45166 0 0 JM SMUCKER CO WI COM 832696405 82 2069 SH DEFINED 01 2069 0 0 JM SMUCKER CO WI COM 832696405 70 1741 SH DEFINED 01 02 0 1741 0 JM SMUCKER CO WI COM 832696405 4 112 SH DEFINED 01 03 0 112 0 SMURFIT STONE CONTAINER COM 832727101 19795 1286100 SH DEFINED 01 1286100 0 0 SMURFIT STONE CONTAINER COM 832727101 1323 85976 SH DEFINED 01 02 0 85976 0 SMURFIT STONE CONTAINER COM 832727101 25 1599 SH DEFINED 01 03 0 1599 0 SNAP ON INC COM 833034101 83 2962 SH DEFINED 01 2962 0 0 SNAP ON INC COM 833034101 344 12246 SH DEFINED 01 03 0 12246 0 SOLA INTL COM 834092108 1022 78577 SH DEFINED 01 78577 0 0 SOLECTRON CORP COM 834182107 149 41932 SH DEFINED 01 41932 0 0 SOLECTRON CORP COM 834182107 29 8160 SH DEFINED 01 02 0 8160 0 SOLECTRON CORP COM 834182107 615 173118 SH DEFINED 01 03 0 173118 0 SOLUTIA INC COM 834376105 4588 1263652 SH DEFINED 01 1263652 0 0 SOMERA COMMUNICATION COM 834458101 2931 1085900 SH DEFINED 01 1085900 0 0 SONIC CORP COM 835451105 2433 118728 SH DEFINED 01 118728 0 0 SONIC CORP COM 835451105 19761 964400 SH DEFINED 01 02 0 964400 0 SONIC CORP COM 835451105 520 25400 SH DEFINED 01 03 0 25400 0 SONIC AUTOMOTIVE INC COM 83545G102 5018 337488 SH DEFINED 01 337488 0 0 SONIC AUTOMOTIVE CVT CONV BND 83545GAE2 373 500000 PRN DEFINED 01 02 0 0 500000 SONOCO PRODUCTS COM 835495102 92 4032 SH DEFINED 01 4032 0 0 SONY CORP ADRS COM 835699307 2892 70000 SH DEFINED 01 70000 0 0 SORRENTO NETWORKS COM 83586Q209 0 1 SH DEFINED 01 1 0 0 SOTHEBYS HLD CL-A COM 835898107 23 2565 SH DEFINED 01 2565 0 0 SOURCECORP COM 836167106 987 53100 SH DEFINED 01 53100 0 0 SOUTH FINANCIAL GRP COM 837841105 4842 234374 SH DEFINED 01 234374 0 0 SOUTH FINANCIAL GRP COM 837841105 99 4756 SH DEFINED 01 02 0 4756 0 SOUTH FINANCIAL GRP COM 837841105 6 297 SH DEFINED 01 03 0 297 0 SOUTH JERSEY IND INC COM 838518108 98 2956 SH DEFINED 01 02 0 2956 0 SOUTH JERSEY IND INC COM 838518108 6 196 SH DEFINED 01 03 0 196 0 SOUTHERN CO. COM 842587107 48599 1711867 SH DEFINED 01 1711867 0 0 SOUTHERN CO. COM 842587107 4265 150241 SH DEFINED 01 03 0 150241 0 SOUTHERN CO. COM 842587107 943 33202 SH DEFINED 01 13 0 33202 0 SOUTHERN UNION CO COM 844030106 2781 168563 SH DEFINED 01 168563 0 0 SOUTHTRUST CORP COM 844730101 1306 52527 SH DEFINED 01 52527 0 0 SOUTHTRUST CORP COM 844730101 1807 72697 SH DEFINED 01 03 0 72697 0 SOUTHWEST AIRLINES COM 844741108 288270 20738781 SH DEFINED 01 20738781 0 0 SOUTHWEST AIRLINES COM 844741108 4273 307380 SH DEFINED 01 02 0 307380 0 SOUTHWEST AIRLINES COM 844741108 2285 164410 SH DEFINED 01 03 0 164410 0 SW BANCORP OF TX COM 84476R109 3824 132730 SH DEFINED 01 132730 0 0 SOUTHWEST GAS CORP COM 844895102 3231 137768 SH DEFINED 01 137768 0 0 SOUTHWESTERN ENERGY COM 845467109 894 78071 SH DEFINED 01 78071 0 0 SOVEREIGN BANCORP IN COM 845905108 153 10901 SH DEFINED 01 10901 0 0 SPANISH BRDCAST CL A COM 846425882 2 240 SH DEFINED 01 02 0 240 0 SPARTAN MOTORS INC. COM 846819100 1275 112000 SH DEFINED 01 112000 0 0 SPARTAN MOTORS INC. COM 846819100 45 3973 SH DEFINED 01 02 0 3973 0 SPARTAN MOTORS INC. COM 846819100 3 252 SH DEFINED 01 03 0 252 0 SPARTECH CORP COM 847220209 1743 84445 SH DEFINED 01 84445 0 0 SPARTECH CORP COM 847220209 2 120 SH DEFINED 01 02 0 120 0 SPECTRASITE HOLDINGS COM 84760T100 0 646 SH DEFINED 01 646 0 0 SPHERION CORPORATION COM 848420105 2405 358801 SH DEFINED 01 358801 0 0 SPINNAKER EXPLORAT COM 84855W109 646 29290 SH DEFINED 01 29290 0 0 SPORTS AUTHORITY. COM 849176102 1450 207100 SH DEFINED 01 207100 0 0 SPORTS AUTHORITY. COM 849176102 45 6485 SH DEFINED 01 02 0 6485 0 SPORTS AUTHORITY. COM 849176102 3 398 SH DEFINED 01 03 0 398 0 SPRINT CORP FON GRP COM 852061100 86629 5982593 SH DEFINED 01 5982593 0 0 SPRINT CORP FON GRP COM 852061100 668 46100 SH DEFINED 01 02 0 46100 0 SPRINT CORP FON GRP COM 852061100 5105 352474 SH DEFINED 01 03 0 352474 0 SPRINT CORP PCS GRP COM 852061506 1353 308873 SH DEFINED 01 308873 0 0 SPRINT CORP PCS GRP COM 852061506 921 210291 SH DEFINED 01 03 0 210291 0 STANCORP FINL GROUP COM 852891100 2830 57926 SH DEFINED 01 57926 0 0 STANCORP FINL GROUP COM 852891100 39 811 SH DEFINED 01 02 0 811 0 STANCORP FINL GROUP COM 852891100 3 56 SH DEFINED 01 03 0 56 0 STANDARD COMMERCIAL COM 853258101 2845 157150 SH DEFINED 01 157150 0 0 STANDARD COMMERCIAL COM 853258101 79 4436 SH DEFINED 01 02 0 4436 0 STANDARD COMMERCIAL COM 853258101 7 363 SH DEFINED 01 03 0 363 0 STANDARD MICROSYSTEM COM 853626109 1569 80605 SH DEFINED 01 80605 0 0 STANDARD MOTOR PRO COM 853666105 495 38115 SH DEFINED 01 38115 0 0 STANDARD PAC CORP COM 85375C101 2867 115817 SH DEFINED 01 115817 0 0 STANDARD PAC CORP COM 85375C101 82 3317 SH DEFINED 01 02 0 3317 0 STANDARD PAC CORP COM 85375C101 6 223 SH DEFINED 01 03 0 223 0 STANDARD REGISTER COM 853887107 1538 85419 SH DEFINED 01 85419 0 0 STANDEX INTERNATIONA COM 854231107 876 36765 SH DEFINED 01 36765 0 0 STANLEY WORKS THE COM 854616109 155 4479 SH DEFINED 01 4479 0 0 STANLEY WORKS THE COM 854616109 640 18506 SH DEFINED 01 03 0 18506 0 STAR CRUISES LTD COM 854922994 232 800000 SH DEFINED 01 800000 0 0 STAPLES INC COM 855030102 69981 3824143 SH DEFINED 01 3824143 0 0 STAPLES INC COM 855030102 824 45000 SH DEFINED 01 02 0 45000 0 STAPLES INC COM 855030102 1899 103726 SH DEFINED 01 03 0 103726 0 STARBUCKS COM 855244109 65691 3223322 SH DEFINED 01 3223322 0 0 STARBUCKS COM 855244109 1062 52140 SH DEFINED 01 02 0 52140 0 STARBUCKS COM 855244109 3266 160285 SH DEFINED 01 03 0 160285 0 STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0 STARTEK INC COM 85569C107 1188 43038 SH DEFINED 01 43038 0 0 STARWOOD HOTELS & RE COM 85590A203 65501 2759073 SH DEFINED 01 2759073 0 0 STARWOOD HOTELS & RE COM 85590A203 7335 309000 SH DEFINED 01 02 0 309000 0 STARWOOD HOTELS & RE COM 85590A203 993 41811 SH DEFINED 01 03 0 41811 0 STATE BANK OF INDIA. COM 856552104 2566 186651 SH DEFINED 01 186651 0 0 STATE STREET CORP COM 857477103 352610 9041283 SH DEFINED 01 9041283 0 0 STATE STREET CORP COM 857477103 16076 412100 SH DEFINED 01 02 0 412100 0 STATE STREET CORP COM 857477103 2686 68875 SH DEFINED 01 03 0 68875 0 STATEN BANCORP IN COM 857550107 3681 182777 SH DEFINED 01 182777 0 0 STATEN BANCORP IN COM 857550107 3 140 SH DEFINED 01 02 0 140 0 STATION CASINO COM 857689103 1587 89700 SH DEFINED 01 89700 0 0 THE STEAK N SHAKE CO COM 857873103 834 83398 SH DEFINED 01 83398 0 0 STEEL DYNAMICS COM 858119100 1736 144328 SH DEFINED 01 144328 0 0 STEEL TECHNOLOGIES COM 858147101 493 29053 SH DEFINED 01 29053 0 0 STEIN MART INC COM 858375108 3954 648270 SH DEFINED 01 648270 0 0 STEINWAY MUSICAL INSTRUMENTS I COM 858495104 54 3336 SH DEFINED 01 02 0 3336 0 STEINWAY MUSICAL INSTRUMENTS I COM 858495104 4 228 SH DEFINED 01 03 0 228 0 STERLING BANCSHARES COM 858907108 2548 208505 SH DEFINED 01 208505 0 0 STERLING BANCSHARES COM 858907108 47 3834 SH DEFINED 01 02 0 3834 0 STERLING BANCSHARES COM 858907108 3 231 SH DEFINED 01 03 0 231 0 STERICYCLE INC COM 858912108 2053 63400 SH DEFINED 01 63400 0 0 STERICYCLE INC COM 858912108 3 100 SH DEFINED 01 02 0 100 0 STERIS CORP COM 859152100 9501 391796 SH DEFINED 01 391796 0 0 STERLING FINL CORP COM 859319105 2328 123680 SH DEFINED 01 123680 0 0 STERLING FINL CORP COM 859319105 84 4440 SH DEFINED 01 02 0 4440 0 STERLING FINL CORP COM 859319105 6 302 SH DEFINED 01 03 0 302 0 STEWART & STEVENSON COM 860342104 1222 86450 SH DEFINED 01 86450 0 0 STEWART ENTERPRISES COM 860370105 454 81600 SH DEFINED 01 81600 0 0 STEWART ENTERPRISES COM 860370105 56 10106 SH DEFINED 01 02 0 10106 0 STEWART ENTERPRISES COM 860370105 4 665 SH DEFINED 01 03 0 665 0 STEWART INFO SVCS COM 860372101 2411 112702 SH DEFINED 01 112702 0 0 STILLWATER MINING CO COM 86074Q102 706 132028 SH DEFINED 01 132028 0 0 STMICROELECTRONICS COM 861012102 6904 353810 SH DEFINED 01 353810 0 0 STMICROELECTRONICS COM 861012102 341 17500 SH DEFINED 01 02 0 17500 0 STONE ENERGY CORP COM 861642106 3333 99918 SH DEFINED 01 99918 0 0 STONERIDGE. COM 86183P102 583 49000 SH DEFINED 01 49000 0 0 STONERIDGE. COM 86183P102 25 2074 SH DEFINED 01 02 0 2074 0 STONERIDGE. COM 86183P102 2 193 SH DEFINED 01 03 0 193 0 STORAGE TECHNOLOGY COM 862111200 3655 170645 SH DEFINED 01 170645 0 0 STORAGE TECHNOLOGY COM 862111200 1735 81000 SH DEFINED 01 02 0 81000 0 STORAGE TECHNOLOGY COM 862111200 16 750 SH DEFINED 01 03 0 750 0 STORAGENETWORKS INC COM 86211E103 354 305000 SH DEFINED 01 305000 0 0 STORAGENETWORKS INC COM 86211E103 1 760 SH DEFINED 01 02 0 760 0 STRATTEC SECURITY COM 863111100 3576 74600 SH DEFINED 01 74600 0 0 STRAYER EDUCATION COM 863236105 3 50 SH DEFINED 01 02 0 50 0 STRIDE RITE CORP COM 863314100 873 121705 SH DEFINED 01 121705 0 0 STRYKER CORP COM 863667101 89024 1326351 SH DEFINED 01 1326351 0 0 STRYKER CORP COM 863667101 937 13934 SH DEFINED 01 02 0 13934 0 STRYKER CORP COM 863667101 2790 41571 SH DEFINED 01 03 0 41571 0 STURM RUGER & CO INC COM 864159108 782 81674 SH DEFINED 01 81674 0 0 SUMMIT PROPERTIES COM 866239106 178 10007 SH DEFINED 01 10007 0 0 SUN LIFE FINL SVCS. COM 866796105 506 29700 SH DEFINED 01 29700 0 0 SUN MICROSYSTEMS INC. COM 866810104 123947 39854361 SH DEFINED 01 39854361 0 0 SUN MICROSYSTEMS INC. COM 866810104 4244 1364670 SH DEFINED 01 02 0 1364670 0 SUN MICROSYSTEMS INC. COM 866810104 2068 664904 SH DEFINED 01 03 0 664904 0 EXP 8/24/03 STRK=7.0 WT 867071128 0 83 SH DEFINED 01 0 0 83 SUNCOR ENERGY INC COM 867229106 20 1250 SH DEFINED 01 02 0 1250 0 SUNGARD DATA COM 867363103 124957 5303772 SH DEFINED 01 5303772 0 0 SUNGARD DATA COM 867363103 17635 748462 SH DEFINED 01 02 0 748462 0 SUNGARD DATA COM 867363103 4612 195750 SH DEFINED 01 03 0 195750 0 SUNOCO INC COM 86764P109 3247 97865 SH DEFINED 01 97865 0 0 SUNOCO INC COM 86764P109 531 15997 SH DEFINED 01 03 0 15997 0 SUNRISE ASSISTED. COM 86768K106 1681 67523 SH DEFINED 01 67523 0 0 SUNTRUST BANKS INC COM 867914103 877 15403 SH DEFINED 01 15403 0 0 SUNTRUST BANKS INC COM 867914103 3383 59440 SH DEFINED 01 03 0 59440 0 SUPERIOR ENERGY SERV COM 868157108 98 11900 SH DEFINED 01 11900 0 0 SUPERIOR IND INTL COM 868168105 48 1155 SH DEFINED 01 1155 0 0 SUPERIOR IND INTL COM 868168105 25478 616000 SH DEFINED 01 02 0 616000 0 SUPERIOR IND INTL COM 868168105 653 15800 SH DEFINED 01 03 0 15800 0 SUPERTEX INC COM 868532102 572 38395 SH DEFINED 01 38395 0 0 SUPERVALU INC COM 868536103 25509 1545084 SH DEFINED 01 1545084 0 0 SUPERVALU INC COM 868536103 2988 181000 SH DEFINED 01 02 0 181000 0 SUPERVALU INC COM 868536103 462 28009 SH DEFINED 01 03 0 28009 0 SUPPORTSOFT INC COM 868587106 2824 716800 SH DEFINED 01 716800 0 0 SUREBEAM CORP COM 86866R102 480 118900 SH DEFINED 01 118900 0 0 SUREBEAM CORP COM 86866R102 20 5019 SH DEFINED 01 02 0 5019 0 SUREBEAM CORP COM 86866R102 1 330 SH DEFINED 01 03 0 330 0 SURGUTNEFTEGAZ ADR COM 868861204 198 12636 SH DEFINED 01 12636 0 0 SURMODICS INC COM 868873100 1500 52291 SH DEFINED 01 52291 0 0 SUSQUEHANNA BANC COM 869099101 2506 120235 SH DEFINED 01 120235 0 0 SWIFT ENERGY CO COM 870738101 798 82525 SH DEFINED 01 82525 0 0 SWIFT TRANSPORTATION COM 870756103 70 3490 SH DEFINED 01 3490 0 0 SWIFT TRANSPORTATION COM 870756103 32769 1636949 SH DEFINED 01 02 0 1636949 0 SWIFT TRANSPORTATION COM 870756103 829 41400 SH DEFINED 01 03 0 41400 0 SYBASE INC COM 871130100 2006 149648 SH DEFINED 01 149648 0 0 SYBRON DENTAL SPEC COM 871142105 1712 115275 SH DEFINED 01 115275 0 0 SYCAMORE NETWORKS COM 871206108 1179 407800 SH DEFINED 01 407800 0 0 SYKES ENTERPRISES COM 871237103 6 1685 SH DEFINED 01 1685 0 0 SYLVAN LEARNING SYS COM 871399101 574 34983 SH DEFINED 01 34983 0 0 SYMANTEC CORP COM 871503108 7896 195187 SH DEFINED 01 195187 0 0 SYMANTEC CORP COM 871503108 704 17408 SH DEFINED 01 02 0 17408 0 SYMANTEC CORP COM 871503108 70 1743 SH DEFINED 01 03 0 1743 0 SYMANTEC CVT CONV BND 871503AB4 873 620000 PRN DEFINED 01 0 0 620000 SYMBOL TECHNOLOGIES COM 871508107 785 95497 SH DEFINED 01 95497 0 0 SYMBOL TECHNOLOGIES COM 871508107 397 48324 SH DEFINED 01 03 0 48324 0 SYMMETRICOM INC COM 871543104 538 127494 SH DEFINED 01 127494 0 0 SYNAPTICS INC COM 87157D109 1719 226300 SH DEFINED 01 226300 0 0 SYNOPSYS INC COM 871607107 146 3157 SH DEFINED 01 3157 0 0 SYNOPSYS INC COM 871607107 21 452 SH DEFINED 01 03 0 452 0 SYNOVUS COM 87161C105 296 15226 SH DEFINED 01 15226 0 0 SYNOVUS COM 87161C105 1219 62850 SH DEFINED 01 03 0 62850 0 SYNTEL INC COM 87162H103 655 31200 SH DEFINED 01 31200 0 0 SYSCO CORPORATION COM 871829107 11519 386647 SH DEFINED 01 386647 0 0 SYSCO CORPORATION COM 871829107 4100 137646 SH DEFINED 01 03 0 137646 0 SYSCO CORPORATION COM 871829107 9613 322700 SH DEFINED 01 11 0 322700 0 SYSCO CORPORATION COM 871829107 15 500 SH DEFINED 01 12 0 500 0 SYSCO CORPORATION COM 871829107 763 25600 SH DEFINED 01 13 0 25600 0 SYSTEMS &COMP TECH COM 871873105 1409 163763 SH DEFINED 01 163763 0 0 SYSTEMS &COMP TECH COM 871873105 1 150 SH DEFINED 01 02 0 150 0 TBC CORP COM 872180104 775 64503 SH DEFINED 01 64503 0 0 TCF FINL CORP MPLS COM 872275102 22810 522093 SH DEFINED 01 522093 0 0 TCF FINL CORP MPLS COM 872275102 917 21000 SH DEFINED 01 02 0 21000 0 TECO ENERGY COM 872375100 11063 715106 SH DEFINED 01 715106 0 0 TECO ENERGY COM 872375100 570 36818 SH DEFINED 01 03 0 36818 0 THQ INC COM 872443403 1596 120459 SH DEFINED 01 120459 0 0 TJX COS COM 872540109 38178 1955815 SH DEFINED 01 1955815 0 0 TJX COS COM 872540109 586 30000 SH DEFINED 01 02 0 30000 0 TJX COS COM 872540109 2213 113346 SH DEFINED 01 03 0 113346 0 TJX COS INC CVT CONV BND 872540AL3 931 1140000 PRN DEFINED 01 0 0 1140000 TRC COMPANIES INC COM 872625108 525 40000 SH DEFINED 01 40000 0 0 TMP WORLDWIDE INC COM 872941109 64 5636 SH DEFINED 01 5636 0 0 TMP WORLDWIDE INC COM 872941109 273 24099 SH DEFINED 01 03 0 24099 0 TTM TECHNOLOGIES COM 87305R109 3834 1158700 SH DEFINED 01 1158700 0 0 TVX GOLD INC COM 87308K309 883 56200 SH DEFINED 01 56200 0 0 TXU CORPORATION COM 873168108 1138 60884 SH DEFINED 01 60884 0 0 TXU CORPORATION COM 873168108 1261 67519 SH DEFINED 01 03 0 67519 0 TEXAS UTILITIES CONV PRF 873168504 14300 500000 SH DEFINED 01 0 0 500000 TEXAS UTILITIES ELECTRIC COMPA PRF 87317Q776 5241 54000 SH DEFINED 01 54000 0 0 TAIWAN SEMI ADR COM 874039100 15953 2262800 SH DEFINED 01 2262800 0 0 TAIWAN SEMI ADR COM 874039100 368 52200 SH DEFINED 01 02 0 52200 0 TAKE-TWO INTERACTIVE COM 874054109 3021 128619 SH DEFINED 01 128619 0 0 TAKE-TWO INTERACTIVE COM 874054109 3 110 SH DEFINED 01 02 0 110 0 TALBOTS COM 874161102 17928 651200 SH DEFINED 01 651200 0 0 TALBOTS COM 874161102 798 29000 SH DEFINED 01 02 0 29000 0 TALISMAN ENERGY INC COM 87425E103 20 550 SH DEFINED 01 02 0 550 0 TALX CORP. COM 874918105 542 41950 SH DEFINED 01 41950 0 0 TANGER FACTORY. COM 875465106 1454 46900 SH DEFINED 01 46900 0 0 TANOX INC COM 87588Q109 38 4185 SH DEFINED 01 02 0 4185 0 TANOX INC COM 87588Q109 2 268 SH DEFINED 01 03 0 268 0 TARGET CORPORATION COM 87612E106 414445 13814816 SH DEFINED 01 13814816 0 0 TARGET CORPORATION COM 87612E106 24901 829887 SH DEFINED 01 02 0 829887 0 TARGET CORPORATION COM 87612E106 5752 191726 SH DEFINED 01 03 0 191726 0 TARGET CORPORATION COM 87612E106 6 200 SH DEFINED 01 12 0 200 0 TARGET CORPORATION COM 87612E106 807 26907 SH DEFINED 01 13 0 26907 0 TECH DATA CORP COM 878237106 64 2356 SH DEFINED 01 2356 0 0 TECHNE CORP COM 878377100 26067 912404 SH DEFINED 01 912404 0 0 TECHNE CORP COM 878377100 1139 39863 SH DEFINED 01 02 0 39863 0 TECHNE CORP COM 878377100 1780 62300 SH DEFINED 01 03 0 62300 0 TECHNITROL INC COM 878555101 1965 121776 SH DEFINED 01 121776 0 0 TECUMSEH PRODUCT CLA COM 878895200 306 6932 SH DEFINED 01 6932 0 0 TEKELEC COM 879101103 2725 260730 SH DEFINED 01 260730 0 0 TEKELEC COM 879101103 3 240 SH DEFINED 01 02 0 240 0 TEKTRONIX COM 879131100 6281 345316 SH DEFINED 01 345316 0 0 TEKTRONIX COM 879131100 332 18238 SH DEFINED 01 03 0 18238 0 TELEBRAS NEW COM 879287308 82 4400 SH DEFINED 01 0 0 4400 TELEDYNE TECH COM 879360105 1525 97234 SH DEFINED 01 97234 0 0 TELEDYNE TECH COM 879360105 3 160 SH DEFINED 01 02 0 160 0 TELEFLEX INC COM 879369106 70 1643 SH DEFINED 01 1643 0 0 TELEFONOS DE MEXICO COM 879403780 7230 226070 SH DEFINED 01 226070 0 0 TELEPHONE & DATA COM 879433100 1911 40649 SH DEFINED 01 40649 0 0 TELEMIG CELULAR PART COM 87944E105 37 2180 SH DEFINED 01 2180 0 0 TELIK INC COM 87959M109 1640 140700 SH DEFINED 01 140700 0 0 TELIK INC COM 87959M109 2 170 SH DEFINED 01 02 0 170 0 TELLABS COM 879664100 15203 2091324 SH DEFINED 01 2091324 0 0 TELLABS COM 879664100 210 28800 SH DEFINED 01 02 0 28800 0 TELLABS COM 879664100 1277 175692 SH DEFINED 01 03 0 175692 0 TEMPLE INLAND COM 879868107 9095 202963 SH DEFINED 01 202963 0 0 TEMPLE INLAND COM 879868107 505 11261 SH DEFINED 01 03 0 11261 0 TELETECH HLDGS INC COM 879939106 1011 139200 SH DEFINED 01 139200 0 0 TENARIS SA ADR COM 88031M109 193 10061 SH DEFINED 01 0 0 10061 TENET HEALTHCARE COR COM 88033G100 14734 898415 SH DEFINED 01 898415 0 0 TENET HEALTHCARE COR COM 88033G100 428 26090 SH DEFINED 01 02 0 26090 0 TENET HEALTHCARE COR COM 88033G100 2325 141804 SH DEFINED 01 03 0 141804 0 TERADYNE INC COM 880770102 7373 566717 SH DEFINED 01 566717 0 0 TERADYNE INC COM 880770102 338 26000 SH DEFINED 01 02 0 26000 0 TERADYNE INC COM 880770102 499 38372 SH DEFINED 01 03 0 38372 0 TEREX CORP NEW COM 880779103 33 2852 SH DEFINED 01 02 0 2852 0 TEREX CORP NEW COM 880779103 2 183 SH DEFINED 01 03 0 183 0 TESORO PETROLEUM. COM 881609101 51 11079 SH DEFINED 01 02 0 11079 0 TESORO PETROLEUM. COM 881609101 3 726 SH DEFINED 01 03 0 726 0 TEVA PHARM INDS AD COM 881624209 15285 395900 SH DEFINED 01 395900 0 0 TEVA PHARM INDS AD COM 881624209 47 1213 SH DEFINED 01 03 0 1213 0 TETRA TECHNOLOGIES COM 88162F105 7806 365325 SH DEFINED 01 365325 0 0 TETRA TECH INC COM 88162G103 3344 274073 SH DEFINED 01 274073 0 0 TETRA TECH INC COM 88162G103 57 4668 SH DEFINED 01 02 0 4668 0 TETRA TECH INC COM 88162G103 4 295 SH DEFINED 01 03 0 295 0 TEXAS INDUSTRIES COM 882491103 1552 63857 SH DEFINED 01 63857 0 0 TEXAS INSTRUMENTS COM 882508104 242981 16187977 SH DEFINED 01 16187977 0 0 TEXAS INSTRUMENTS COM 882508104 4472 297694 SH DEFINED 01 02 0 297694 0 TEXAS INSTRUMENTS COM 882508104 5465 364084 SH DEFINED 01 03 0 364084 0 TEXAS INSTRUMENTS COM 882508104 4784 318700 SH DEFINED 01 11 0 318700 0 TEXAS INSTRUMENTS COM 882508104 12 800 SH DEFINED 01 12 0 800 0 TEXAS INSTRUMENTS COM 882508104 540 36000 SH DEFINED 01 13 0 36000 0 TEXAS REGIONAL BANCSHARES INC COM 882673106 206 5800 SH DEFINED 01 5800 0 0 TEXTRON INC COM 883203101 62797 1460728 SH DEFINED 01 1460728 0 0 TEXTRON INC COM 883203101 489 11362 SH DEFINED 01 02 0 11362 0 TEXTRON INC COM 883203101 1239 28821 SH DEFINED 01 03 0 28821 0 THERAGENICS CORP COM 883375107 4974 1234312 SH DEFINED 01 1234312 0 0 THERASENSE INC COM 883381105 668 80000 SH DEFINED 01 80000 0 0 THERMO-ELECTRON COM 883556102 1073 53293 SH DEFINED 01 53293 0 0 THERMO-ELECTRON COM 883556102 689 34261 SH DEFINED 01 03 0 34261 0 THOMAS & BETTS COM 884315102 946 55955 SH DEFINED 01 55955 0 0 THOMAS & BETTS COM 884315102 207 12226 SH DEFINED 01 03 0 12226 0 THOMAS INDS INC COM 884425109 9601 368400 SH DEFINED 01 368400 0 0 THOMAS INDS INC COM 884425109 74 2833 SH DEFINED 01 02 0 2833 0 THOMAS INDS INC COM 884425109 5 184 SH DEFINED 01 03 0 184 0 THOR INDS INC COM 885160101 2980 86554 SH DEFINED 01 86554 0 0 THORATEC CORPORATION COM 885175307 305 40000 SH DEFINED 01 40000 0 0 THORNBURG MORTGAGE COM 885218107 2652 131900 SH DEFINED 01 131900 0 0 THORNBURG MORTGAGE COM 885218107 81 4060 SH DEFINED 01 02 0 4060 0 THORNBURG MORTGAGE COM 885218107 5 268 SH DEFINED 01 03 0 268 0 3 COM CORP COM 885535104 2153 464939 SH DEFINED 01 464939 0 0 3 COM CORP COM 885535104 88 19000 SH DEFINED 01 02 0 19000 0 THREE-FIVE SYS IN COM 88554L108 419 65031 SH DEFINED 01 65031 0 0 3M COMPANY COM 88579Y101 693572 5625072 SH DEFINED 01 5625072 0 0 3M COMPANY COM 88579Y101 40286 326744 SH DEFINED 01 02 0 326744 0 3M COMPANY COM 88579Y101 10187 82615 SH DEFINED 01 03 0 82615 0 TIBCO SOFTWARE INC COM 88632Q103 1257 203330 SH DEFINED 01 203330 0 0 TIBCO SOFTWARE INC COM 88632Q103 2 270 SH DEFINED 01 02 0 270 0 TIDEWATER INC COM 886423102 48543 1560818 SH DEFINED 01 1560818 0 0 TIDEWATER INC COM 886423102 20033 644143 SH DEFINED 01 02 0 644143 0 TIDEWATER INC COM 886423102 1204 38700 SH DEFINED 01 03 0 38700 0 TIER TECHNOLOGIES COM 88650Q100 1098 68640 SH DEFINED 01 68640 0 0 TIERONE CORP COM 88650R108 905 59700 SH DEFINED 01 59700 0 0 TIFFANY & CO-NEW COM 886547108 1813 75826 SH DEFINED 01 75826 0 0 TIFFANY & CO-NEW COM 886547108 1052 44000 SH DEFINED 01 02 0 44000 0 TIFFANY & CO-NEW COM 886547108 729 30484 SH DEFINED 01 03 0 30484 0 TIMBERLAND CO -CL A COM 887100105 55 1537 SH DEFINED 01 1537 0 0 TIMBERWEST FOREST COM 887147999 3859 511300 SH DEFINED 01 511300 0 0 TIMKEN CO. COM 887389104 3671 192246 SH DEFINED 01 192246 0 0 TITAN CORPORATION COM 888266103 34 3256 SH DEFINED 01 3256 0 0 TIVO INC COM 888706108 584 111800 SH DEFINED 01 111800 0 0 TIVO INC COM 888706108 1 170 SH DEFINED 01 02 0 170 0 TOLL BROTHERS COM 889478103 4830 239120 SH DEFINED 01 239120 0 0 TOLLGRADE COMMUNICAT COM 889542106 483 41138 SH DEFINED 01 41138 0 0 TOMKINS PLC ADR COM 890030208 19374 1585412 SH DEFINED 01 1585412 0 0 TOO INC COM 890333107 5540 235569 SH DEFINED 01 235569 0 0 TOO INC COM 890333107 3 130 SH DEFINED 01 02 0 130 0 TOOTSIE ROLL INDS COM 890516107 66 2153 SH DEFINED 01 2153 0 0 TOPPS INC COM 890786106 4934 567100 SH DEFINED 01 567100 0 0 TORCHMARK CORP COM 891027104 27090 741595 SH DEFINED 01 741595 0 0 TORCHMARK CORP COM 891027104 907 24828 SH DEFINED 01 03 0 24828 0 TORO CO COM 891092108 5002 78277 SH DEFINED 01 78277 0 0 TORO CO COM 891092108 94 1479 SH DEFINED 01 02 0 1479 0 TORO CO COM 891092108 6 94 SH DEFINED 01 03 0 94 0 TOTAL ENTERTNT REST. COM 89150E100 621 73500 SH DEFINED 01 73500 0 0 TOTAL FINA ELF COM 89151E109 1437 20100 SH DEFINED 01 20100 0 0 TOTAL FINA ELF COM 89151E109 29 400 SH DEFINED 01 02 0 400 0 TOWER AUTO COM 891707101 776 172483 SH DEFINED 01 172483 0 0 TOWER AUTOMOTIVE CVT CONV BND 891707AE1 900 1000000 PRN DEFINED 01 02 0 0 1000000 TOWN & COUNTRY. COM 892081100 1393 66000 SH DEFINED 01 66000 0 0 TOYS R US COM 892335100 525 52486 SH DEFINED 01 52486 0 0 TOYS R US COM 892335100 445 44533 SH DEFINED 01 03 0 44533 0 TRACTOR SUPPLY COMPANY. COM 892356106 605 16100 SH DEFINED 01 16100 0 0 TRACTOR SUPPLY COMPANY. COM 892356106 56 1496 SH DEFINED 01 02 0 1496 0 TRACTOR SUPPLY COMPANY. COM 892356106 4 110 SH DEFINED 01 03 0 110 0 TRAMMELL CROW CO COM 89288R106 6363 707000 SH DEFINED 01 707000 0 0 TRANSACTION SYSTEM COM 893416107 10 1477 SH DEFINED 01 1477 0 0 TRANSATLANTIC HLDS COM 893521104 5756 86300 SH DEFINED 01 86300 0 0 TRANSCANADA PIPELINE COM 893526103 2902 200000 SH DEFINED 01 200000 0 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 120047 8194403 SH DEFINED 01 8194403 0 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 1806 123306 SH DEFINED 01 02 0 123306 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 3270 223226 SH DEFINED 01 03 0 223226 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 7886 538286 SH DEFINED 01 11 0 538286 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 14 967 SH DEFINED 01 12 0 967 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 808 55158 SH DEFINED 01 13 0 55158 0 TRAVELERS PROP CASUALT -B COM 89420G406 21318 1455106 SH DEFINED 01 10185743 0 0 TRAVELERS PROP CASUALT -B COM 89420G406 149 10204 SH DEFINED 01 02 0 71428 0 TRAVELERS PROP CASUALT -B COM 89420G406 3248 221703 SH DEFINED 01 03 0 1551918 0 TREDEGAR COM 894650100 1749 116584 SH DEFINED 01 116584 0 0 TREX COMPANY INC. COM 89531P105 1398 39600 SH DEFINED 01 39600 0 0 TREX COMPANY INC. COM 89531P105 2 70 SH DEFINED 01 02 0 70 0 TRIAD HOSPITAL INC COM 89579K109 1641 55018 SH DEFINED 01 55018 0 0 TRIAD GUARANTY INC COM 895925105 2181 59183 SH DEFINED 01 59183 0 0 TRIAD GUARANTY INC COM 895925105 81 2174 SH DEFINED 01 02 0 2174 0 TRIAD GUARANTY INC COM 895925105 5 143 SH DEFINED 01 03 0 143 0 TRIARC COS INC CL A COM 895927101 1620 61745 SH DEFINED 01 61745 0 0 TRIBUNE CO COM 896047107 27732 610012 SH DEFINED 01 610012 0 0 TRIBUNE CO COM 896047107 2903 63869 SH DEFINED 01 03 0 63869 0 TRIMBLE NAVIGATION L COM 896239100 1102 88242 SH DEFINED 01 88242 0 0 TRIMERIS INC COM 896263100 1430 33200 SH DEFINED 01 33200 0 0 TRIMERIS INC COM 896263100 28 664 SH DEFINED 01 02 0 664 0 TRIMERIS INC COM 896263100 2 37 SH DEFINED 01 03 0 37 0 TRINITY INDUSTRIES COM 896522109 2636 139015 SH DEFINED 01 139015 0 0 TRI QUINT COM 89674K103 5225 1232229 SH DEFINED 01 1232229 0 0 TRI QUINT COM 89674K103 1 320 SH DEFINED 01 02 0 320 0 TRITON PCS HLDS CL A COM 89677M106 317 80700 SH DEFINED 01 80700 0 0 TRIUMPH GROUP INC COM 896818101 3938 123306 SH DEFINED 01 123306 0 0 TRIUMPH GROUP INC COM 896818101 55 1709 SH DEFINED 01 02 0 1709 0 TRIUMPH GROUP INC COM 896818101 4 110 SH DEFINED 01 03 0 110 0 TRUSTCO BANK CORP COM 898349105 2428 225232 SH DEFINED 01 225232 0 0 TRUSTMARK CORP COM 898402102 377 15881 SH DEFINED 01 15881 0 0 TUESDAY MORNING CORP COM 899035505 1292 75520 SH DEFINED 01 75520 0 0 TUESDAY MORNING CORP COM 899035505 2 90 SH DEFINED 01 02 0 90 0 TUPPERWARE CORP COM 899896104 45 2955 SH DEFINED 01 2955 0 0 TUPPERWARE CORP COM 899896104 184 12230 SH DEFINED 01 03 0 12230 0 TWEETER HOME ENTERTA. COM 901167106 11 1900 SH DEFINED 01 1900 0 0 II VI INC COM 902104108 565 35200 SH DEFINED 01 35200 0 0 II VI INC COM 902104108 1 80 SH DEFINED 01 02 0 80 0 TYCO INTERNATIONAL COM 902124106 117232 6863606 SH DEFINED 01 6863606 0 0 TYCO INTERNATIONAL COM 902124106 7509 439530 SH DEFINED 01 02 0 439530 0 TYCO INTERNATIONAL COM 902124106 9392 549864 SH DEFINED 01 03 0 549864 0 TYCO INTERNATIONAL COM 902124106 1 30 SH DEFINED 01 05 0 30 0 TYCO INTERNATIONAL COM 902124106 8061 471951 SH DEFINED 01 11 0 471951 0 TYCO INTERNATIONAL COM 902124106 33 1923 SH DEFINED 01 12 0 1923 0 TYCO INTERNATIONAL COM 902124106 2467 144464 SH DEFINED 01 13 0 144464 0 TYLER TECHNOLOGIES. COM 902252105 668 160300 SH DEFINED 01 160300 0 0 TYLER TECHNOLOGIES. COM 902252105 48 11383 SH DEFINED 01 02 0 11383 0 TYLER TECHNOLOGIES. COM 902252105 3 695 SH DEFINED 01 03 0 695 0 TYSON FOODS INC -CL COM 902494103 1764 157224 SH DEFINED 01 157224 0 0 UCBH HOLDINGS INC COM 90262T308 3210 75627 SH DEFINED 01 75627 0 0 UGI CORP COM 902681105 7196 192459 SH DEFINED 01 192459 0 0 UGI CORP COM 902681105 100 2664 SH DEFINED 01 02 0 2664 0 UGI CORP COM 902681105 7 182 SH DEFINED 01 03 0 182 0 UICI COM 902737105 4907 315515 SH DEFINED 01 315515 0 0 UICI COM 902737105 75 4815 SH DEFINED 01 02 0 4815 0 UICI COM 902737105 5 323 SH DEFINED 01 03 0 323 0 UIL HOLDINGS CORP COM 902748102 1530 43879 SH DEFINED 01 43879 0 0 UST INC COM 902911106 2907 86988 SH DEFINED 01 86988 0 0 UST INC COM 902911106 12761 381730 SH DEFINED 01 02 0 381730 0 UST INC COM 902911106 1183 35394 SH DEFINED 01 03 0 35394 0 US BANCORP COM 902973304 88696 4179823 SH DEFINED 01 4179823 0 0 US BANCORP COM 902973304 3707 174690 SH DEFINED 01 02 0 174690 0 US BANCORP COM 902973304 8591 404833 SH DEFINED 01 03 0 404833 0 US BANCORP CVT P/C CONV BND 902973AE6 1823 2430000 PRN DEFINED 01 0 0 2430000 USA INTERACTIVE COM 902984103 269804 11802494 SH DEFINED 01 11802494 0 0 USA INTERACTIVE COM 902984103 5582 244280 SH DEFINED 01 02 0 244280 0 USA INTERACTIVE COM 902984103 81 3528 SH DEFINED 01 03 0 3528 0 USA NETWORKS COM 902984996 58750 2570000 SH DEFINED 01 2570000 0 0 URS CORP COM 903236107 1296 91053 SH DEFINED 01 91053 0 0 US PHYSICAL THERAPY COM 90337L108 515 46200 SH DEFINED 01 46200 0 0 US ONCOLOGY INC COM 90338W103 3055 352448 SH DEFINED 01 352448 0 0 US ONCOLOGY INC COM 90338W103 77 8790 SH DEFINED 01 02 0 8790 0 US ONCOLOGY INC COM 90338W103 5 537 SH DEFINED 01 03 0 537 0 ULTICOM INC COM 903844108 3945 526700 SH DEFINED 01 526700 0 0 ULTIMATE ELECTRONICS COM 903849107 955 94013 SH DEFINED 01 94013 0 0 ULTRA PETROLEUM CORP COM 903914109 1814 183200 SH DEFINED 01 183200 0 0 ULTRA PETROLEUM CORP COM 903914109 54 5407 SH DEFINED 01 02 0 5407 0 ULTRA PETROLEUM CORP COM 903914109 4 406 SH DEFINED 01 03 0 406 0 ULTRATECH STEPPER COM 904034105 995 101098 SH DEFINED 01 101098 0 0 UNIFI INC. COM 904677101 12 2247 SH DEFINED 01 2247 0 0 UNIFIRST CORP COM 904708104 1790 88600 SH DEFINED 01 88600 0 0 UNILEVER NV NEW COM 904784709 5696 92300 SH DEFINED 01 92300 0 0 UNION PACIFIC CORP COM 907818108 224025 3741862 SH DEFINED 01 3741862 0 0 UNION PACIFIC CORP COM 907818108 7012 117070 SH DEFINED 01 02 0 117070 0 UNION PACIFIC CORP COM 907818108 3196 53390 SH DEFINED 01 03 0 53390 0 UNION PACIFIC CORP CONV PRF 907824205 27726 541000 SH DEFINED 01 0 0 541000 UNION PAC CAP TR PFD CONV PRF 907824403 13863 270500 SH DEFINED 01 0 0 270500 UNION PLANTERS CORP COM 908068109 283 10057 SH DEFINED 01 10057 0 0 UNION PLANTERS CORP COM 908068109 1168 41518 SH DEFINED 01 03 0 41518 0 UNIONBANCAL CORP COM 908906100 628 16000 SH DEFINED 01 02 0 16000 0 UNISOURCE ENERGY CRP COM 909205106 3999 231295 SH DEFINED 01 231295 0 0 UNISOURCE ENERGY CRP COM 909205106 93 5431 SH DEFINED 01 02 0 5431 0 UNISOURCE ENERGY CRP COM 909205106 7 389 SH DEFINED 01 03 0 389 0 UNISYS CORP COM 909214108 6551 661614 SH DEFINED 01 661614 0 0 UNISYS CORP COM 909214108 248 25000 SH DEFINED 01 02 0 25000 0 UNISYS CORP COM 909214108 673 68008 SH DEFINED 01 03 0 68008 0 UNIT CORP COM 909218109 8303 447606 SH DEFINED 01 447606 0 0 UNIT CORP COM 909218109 3 180 SH DEFINED 01 02 0 180 0 UNITED BANCSHARES COM 909907107 3719 127977 SH DEFINED 01 127977 0 0 UNITED DEFENSE INDS COM 91018B104 2147 92160 SH DEFINED 01 92160 0 0 UNITED DEFENSE INDS COM 91018B104 80 3472 SH DEFINED 01 02 0 3472 0 UNITED DEFENSE INDS COM 91018B104 5 202 SH DEFINED 01 03 0 202 0 UNITED FIRE & CASUALTY COM 910331107 770 23000 SH DEFINED 01 23000 0 0 UNITED FIRE & CASUALTY COM 910331107 49 1458 SH DEFINED 01 02 0 1458 0 UNITED FIRE & CASUALTY COM 910331107 3 93 SH DEFINED 01 03 0 93 0 UNITED FIRE AND CA CVT PFD CONV PRF 910331305 1481 55000 SH DEFINED 01 0 0 55000 UNITED MICROELECTRON COM 910873207 5890 1753050 SH DEFINED 01 1753050 0 0 UNITED MICROELECTRON COM 910873207 315 93700 SH DEFINED 01 02 0 93700 0 UNITED NATURAL FOOD COM 911163103 2428 95786 SH DEFINED 01 95786 0 0 UNITED ONLINE INC COM 911268100 4354 273100 SH DEFINED 01 273100 0 0 UNITED ONLINE INC COM 911268100 38 2365 SH DEFINED 01 02 0 2365 0 UNITED ONLINE INC COM 911268100 2 146 SH DEFINED 01 03 0 146 0 UNITED PARCEL SERVIC COM 911312106 68369 1083848 SH DEFINED 01 1083848 0 0 UNITED PARCEL SERVIC COM 911312106 946 15007 SH DEFINED 01 02 0 15007 0 UNITED PARCEL SERVIC COM 911312106 14794 234523 SH DEFINED 01 03 0 234523 0 UNITED RENTALS INC COM 911363109 34 3195 SH DEFINED 01 3195 0 0 US CELLULAR CORP COM 911684108 500 20000 SH DEFINED 01 20000 0 0 UNITED STATES STEEL COM 912909108 404 30791 SH DEFINED 01 30791 0 0 UNITED STATES STEEL COM 912909108 281 21445 SH DEFINED 01 03 0 21445 0 UNITED STATIONERS COM 913004107 2838 98536 SH DEFINED 01 98536 0 0 UNITED SURGICAL PAR COM 913016309 859 55000 SH DEFINED 01 55000 0 0 UNITED TECHNOLOGIES COM 913017109 172430 2783825 SH DEFINED 01 2783825 0 0 UNITED TECHNOLOGIES COM 913017109 6642 107276 SH DEFINED 01 02 0 107276 0 UNITED TECHNOLOGIES COM 913017109 7119 114923 SH DEFINED 01 03 0 114923 0 UNITED TECHNOLOGIES COM 913017109 642 10370 SH DEFINED 01 13 0 10370 0 UNITED THERAPEUTICS COM 91307C102 585 35000 SH DEFINED 01 35000 0 0 UNITED THERAPEUTICS COM 91307C102 28 1651 SH DEFINED 01 02 0 1651 0 UNITED THERAPEUTICS COM 91307C102 2 107 SH DEFINED 01 03 0 107 0 UNITEDHEALTH GROUP COM 91324P102 533151 6385040 SH DEFINED 01 6385040 0 0 UNITEDHEALTH GROUP COM 91324P102 15750 188597 SH DEFINED 01 02 0 188597 0 UNITEDHEALTH GROUP COM 91324P102 5381 64449 SH DEFINED 01 03 0 64449 0 UNITEDHEALTH GROUP COM 91324P102 1131 13549 SH DEFINED 01 13 0 13549 0 UNITRIN INC COM 913275103 521 17824 SH DEFINED 01 17824 0 0 UNIVERSAL AMER FINANCIAL CRP COM 913377107 4004 688000 SH DEFINED 01 688000 0 0 UNIVERSAL COMPRESION COM 913431102 408 21300 SH DEFINED 01 21300 0 0 UNIVERSAL CORP COM 913456109 40 1074 SH DEFINED 01 1074 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 1127 115700 SH DEFINED 01 115700 0 0 UNIVERSAL FST PRO COM 913543104 1148 53834 SH DEFINED 01 53834 0 0 UNIVERSAL HEALTH REALTY INCOME COM 91359E105 1092 41600 SH DEFINED 01 41600 0 0 UNIVERSAL HLTH CR-B. COM 913903100 114 2527 SH DEFINED 01 2527 0 0 UNIVERSAL HEATH CVT CONV BND 913903AL4 825 1300000 PRN DEFINED 01 0 0 1300000 UNIVISION COM 914906102 50681 2068596 SH DEFINED 01 2068596 0 0 UNIVISION COM 914906102 33008 1347170 SH DEFINED 01 02 0 1347170 0 UNIVISION COM 914906102 3530 144072 SH DEFINED 01 03 0 144072 0 UNOCAL CORP COM 915289102 25941 848279 SH DEFINED 01 848279 0 0 UNOCAL CORP COM 915289102 1653 54041 SH DEFINED 01 03 0 54041 0 UNOVA INC COM 91529B106 1225 204100 SH DEFINED 01 204100 0 0 UNOVA INC COM 91529B106 51 8351 SH DEFINED 01 02 0 8351 0 UNOVA INC COM 91529B106 3 517 SH DEFINED 01 03 0 517 0 UNUMPROVIDENT CORP COM 91529Y106 8754 499118 SH DEFINED 01 499118 0 0 UNUMPROVIDENT CORP COM 91529Y106 913 52020 SH DEFINED 01 03 0 52020 0 USFREIGHTWAYS COM 916906100 2350 81756 SH DEFINED 01 81756 0 0 URBAN OUTFITTERS COM 917047102 3203 135900 SH DEFINED 01 135900 0 0 URBAN OUTFITTERS COM 917047102 2 90 SH DEFINED 01 02 0 90 0 VCA ANTECH INC COM 918194101 7315 487600 SH DEFINED 01 487600 0 0 VCA ANTECH INC COM 918194101 47 3156 SH DEFINED 01 02 0 3156 0 VCA ANTECH INC COM 918194101 3 184 SH DEFINED 01 03 0 184 0 V. F. CORP COM 918204108 1439 39913 SH DEFINED 01 39913 0 0 V. F. CORP COM 918204108 821 22775 SH DEFINED 01 03 0 22775 0 VALASSIS COMMUNICATI COM 918866104 65 2194 SH DEFINED 01 2194 0 0 VALERO ENERGY CORP COM 91913Y100 164 4447 SH DEFINED 01 4447 0 0 VALMONT INDUSTRIES COM 920253101 2807 144661 SH DEFINED 01 144661 0 0 VALSPAR CORP COM 920355104 92 2091 SH DEFINED 01 2091 0 0 VALUECLICK INC. COM 92046N102 272 97500 SH DEFINED 01 97500 0 0 VALUECLICK INC. COM 92046N102 35 12323 SH DEFINED 01 02 0 12323 0 VALUECLICK INC. COM 92046N102 2 811 SH DEFINED 01 03 0 811 0 DAVITA TERM LOAN B COM 921020103 1100 51200 SH DEFINED 01 51200 0 0 VCOMMERCE CORP PFD CONV PRF 922100XX5 172 2145923 SH DEFINED 01 0 0 2145923 VARCO INTL INC COM 922122106 16097 925143 SH DEFINED 01 925143 0 0 VARIAN INC COM 922206107 994 34614 SH DEFINED 01 34614 0 0 VARIAN INC COM 922206107 2 80 SH DEFINED 01 02 0 80 0 VARIAN SEMICONDUCTOR COM 922207105 3777 158952 SH DEFINED 01 158952 0 0 VARIAN SEMICONDUCTOR COM 922207105 2 100 SH DEFINED 01 02 0 100 0 VARIAN MEDICAL SYST. COM 92220P105 781 15736 SH DEFINED 01 15736 0 0 VECTREN CORPORATION COM 92240G101 5043 219274 SH DEFINED 01 219274 0 0 VEECO COM 922417100 1022 88436 SH DEFINED 01 88436 0 0 VENINFOTEL CVT PIK PVT SR, SEC CONV BND 922700ZZ5 288 28727433 PRN DEFINED 01 0 0 28727433 VENTAS INC COM 92276F100 974 85000 SH DEFINED 01 85000 0 0 VENTIV HEALTH INC COM 922793104 12 6000 SH DEFINED 01 02 0 6000 0 VERITAS SOFTWARE COM 923436109 2200 140897 SH DEFINED 01 140897 0 0 VERITAS SOFTWARE COM 923436109 1391 89062 SH DEFINED 01 03 0 89062 0 VERITAS SOFTWARE COM 923436109 84 5400 SH DEFINED 01 13 0 5400 0 VERITY SOFTWARE COM 92343C106 3215 240098 SH DEFINED 01 240098 0 0 VERITY SOFTWARE COM 92343C106 1 100 SH DEFINED 01 02 0 100 0 VERISIGN INC COM 92343E102 682 85000 SH DEFINED 01 85000 0 0 VERISIGN INC COM 92343E102 12 1492 SH DEFINED 01 03 0 1492 0 VERITAS DGC COM 92343P107 762 96428 SH DEFINED 01 96428 0 0 VERIZON COMM COM 92343V104 358935 9262819 SH DEFINED 01 9262819 0 0 VERIZON COMM COM 92343V104 5094 131346 SH DEFINED 01 02 0 131346 0 VERIZON COMM COM 92343V104 24837 640936 SH DEFINED 01 03 0 640936 0 VERIZON COMM COM 92343V104 7874 203200 SH DEFINED 01 11 0 203200 0 VERIZON COMM COM 92343V104 27 700 SH DEFINED 01 12 0 700 0 VERIZON COMM COM 92343V104 628 16200 SH DEFINED 01 13 0 16200 0 VERIZON CVT CONV BND 92344GAN6 941 1630000 PRN DEFINED 01 0 0 1630000 VERSICOR INC COM 925314106 2 170 SH DEFINED 01 02 0 170 0 VERTEX PHARM COM 92532F100 51 3187 SH DEFINED 01 3187 0 0 VIACOM INC. COM 925524100 1224 30000 SH DEFINED 01 30000 0 0 VIACOM INC. COM 925524100 312 7650 SH DEFINED 01 02 0 7650 0 VIACOM INC CL B COM 925524308 734211 18013076 SH DEFINED 01 18013076 0 0 VIACOM INC CL B COM 925524308 36408 893214 SH DEFINED 01 02 0 893214 0 VIACOM INC CL B COM 925524308 16750 410935 SH DEFINED 01 03 0 410935 0 VIAD CORP COM 92552R109 3581 160226 SH DEFINED 01 160226 0 0 VIAD CORP COM 92552R109 16 700 SH DEFINED 01 03 0 700 0 VIASAT INC COM 92552V100 911 78962 SH DEFINED 01 78962 0 0 VIASYS HEALTHCARE COM 92553Q209 1184 79548 SH DEFINED 01 79548 0 0 VIALTA INC - CL A COM 92554D306 0 77 SH DEFINED 01 293 0 0 VICOR CORP COM 925815102 1060 128448 SH DEFINED 01 128448 0 0 VIEWPOINT CORP COM 92672P108 916 489800 SH DEFINED 01 489800 0 0 VIGNETTE CORP COM 926734104 199 162200 SH DEFINED 01 162200 0 0 VIGNETTE CORP COM 926734104 1 410 SH DEFINED 01 02 0 410 0 VINTAGE PETE INC COM 927460105 2677 253761 SH DEFINED 01 253761 0 0 VIRAGE LOGIC CORP COM 92763R104 653 65100 SH DEFINED 01 65100 0 0 VISHAY INTRTECHNOLOG COM 928298108 75 6666 SH DEFINED 01 6666 0 0 VISTEON CORP COM 92839U107 46 6603 SH DEFINED 01 6603 0 0 VISTEON CORP COM 92839U107 1 128 SH DEFINED 01 02 0 128 0 VISTEON CORP COM 92839U107 190 27268 SH DEFINED 01 03 0 27268 0 VISTACARE INC-CL A COM 92839Y109 232 14500 SH DEFINED 01 0 0 14500 VISX INC COM 92844S105 8609 898552 SH DEFINED 01 898552 0 0 VITAL SIGNS INC COM 928469105 1171 39197 SH DEFINED 01 39197 0 0 VITALWORKS INC COM 928483106 775 201400 SH DEFINED 01 201400 0 0 VITALWORKS INC COM 928483106 2 430 SH DEFINED 01 02 0 430 0 VITESSE CORP COM 928497106 580 265650 SH DEFINED 01 265650 0 0 VITESSE CORP COM 928497106 1 460 SH DEFINED 01 02 0 460 0 VITESSE SEMICONDUCTOR CVT CONV BND 928497AB2 1461 1750000 PRN DEFINED 01 02 0 0 1750000 VIVENDI UNIVERSAL COM 92851S204 4580 285000 SH DEFINED 01 285000 0 0 VODAFONE GROUP PLC. COM 92857W100 27216 1502013 SH DEFINED 01 1502013 0 0 VODAFONE GROUP PLC. COM 92857W100 617 34100 SH DEFINED 01 02 0 34100 0 VOLT INFO SCIENCES COM 928703107 790 46184 SH DEFINED 01 46184 0 0 VULCAN MATERIALS COM 929160109 2740 73053 SH DEFINED 01 73053 0 0 VULCAN MATERIALS COM 929160109 2003 53400 SH DEFINED 01 02 0 53400 0 VULCAN MATERIALS COM 929160109 798 21281 SH DEFINED 01 03 0 21281 0 WD-40 CO COM 929236107 1325 50153 SH DEFINED 01 50153 0 0 WFS FINANCIAL INC COM 92923B106 1301 62200 SH DEFINED 01 62200 0 0 WFS FINANCIAL INC COM 92923B106 2 80 SH DEFINED 01 02 0 80 0 WGL HOLDINGS INC COM 92924F106 48 2027 SH DEFINED 01 2027 0 0 W HOLDING CO INC COM 929251106 1728 105300 SH DEFINED 01 105300 0 0 W HOLDING CO INC COM 929251106 49 2965 SH DEFINED 01 02 0 2965 0 W HOLDING CO INC COM 929251106 3 198 SH DEFINED 01 03 0 198 0 W-H ENERGY SERVICES INC COM 92925E108 1196 81990 SH DEFINED 01 81990 0 0 WMS INDUSTRIES INC COM 929297109 1401 93510 SH DEFINED 01 93510 0 0 WPP GROUP PLC -ADR COM 929309300 1174 31000 SH DEFINED 01 31000 0 0 WRC MEDIA INC 144A COM 92931A108 0 10282 SH DEFINED 01 02 0 10282 0 WPS RESOURES CORP COM 92931B106 52 1331 SH DEFINED 01 1331 0 0 WPS RESOURES CORP COM 92931B106 77 1972 SH DEFINED 01 02 0 1972 0 WPS RESOURES CORP COM 92931B106 5 132 SH DEFINED 01 03 0 132 0 WSFS FINANCIAL CORP COM 929328102 1734 52600 SH DEFINED 01 52600 0 0 WSFS FINANCIAL CORP COM 929328102 3 90 SH DEFINED 01 02 0 90 0 WABASH NATL COM 929566107 652 77823 SH DEFINED 01 77823 0 0 WABTEC COM 929740108 666 47462 SH DEFINED 01 47462 0 0 WACHOVIA CORPORATION COM 929903102 79139 2171753 SH DEFINED 01 2171753 0 0 WACHOVIA CORPORATION COM 929903102 5095 139825 SH DEFINED 01 02 0 139825 0 WACHOVIA CORPORATION COM 929903102 12168 333911 SH DEFINED 01 03 0 333911 0 WACHOVIA CORPORATION COM 929903102 1976 54227 SH DEFINED 01 13 0 54227 0 WADDELL & REED FIN COM 930059100 66 3351 SH DEFINED 01 3351 0 0 WAL MART STORES COM 931142103 957598 18958615 SH DEFINED 01 18958615 0 0 WAL MART STORES COM 931142103 59025 1168580 SH DEFINED 01 02 0 1168580 0 WAL MART STORES COM 931142103 47020 930911 SH DEFINED 01 03 0 930911 0 WAL MART STORES COM 931142103 10163 201200 SH DEFINED 01 11 0 201200 0 WAL MART STORES COM 931142103 20 400 SH DEFINED 01 12 0 400 0 WAL MART STORES COM 931142103 758 15000 SH DEFINED 01 13 0 15000 0 WALGREEN CO. COM 931422109 3454 118336 SH DEFINED 01 118336 0 0 WALGREEN CO. COM 931422109 6115 209582 SH DEFINED 01 02 0 209582 0 WALGREEN CO. COM 931422109 6270 214793 SH DEFINED 01 03 0 214793 0 WALLACE COMPUTER SVC COM 932270101 38 1745 SH DEFINED 01 1745 0 0 WANT-WANT HOLDINGS. COM 933697997 56 94030 SH DEFINED 01 94030 0 0 WASHINGTON FED INC COM 938824109 5237 210766 SH DEFINED 01 210766 0 0 WASHINGTON MUT INC COM 939322103 195218 5653560 SH DEFINED 01 5653560 0 0 WASHINGTON MUT INC COM 939322103 14203 411332 SH DEFINED 01 02 0 411332 0 WASHINGTON MUT INC COM 939322103 10148 293876 SH DEFINED 01 03 0 293876 0 WASHINGTON MUT INC COM 939322103 916 26535 SH DEFINED 01 13 0 26535 0 WASHINGTON POST CI B COM 939640108 293 397 SH DEFINED 01 397 0 0 WASTE CONNECTION COM 941053100 6802 176208 SH DEFINED 01 176208 0 0 WASTE CONNECTION COM 941053100 4 100 SH DEFINED 01 02 0 100 0 WASTE MANAGEMENT INC COM 94106L109 133517 5825413 SH DEFINED 01 5825413 0 0 WASTE MANAGEMENT INC COM 94106L109 6296 274831 SH DEFINED 01 02 0 274831 0 WASTE MANAGEMENT INC COM 94106L109 5422 236560 SH DEFINED 01 03 0 236560 0 WATERS CORPORATION COM 941848103 5393 247602 SH DEFINED 01 247602 0 0 WATERS CORPORATION COM 941848103 590 27075 SH DEFINED 01 03 0 27075 0 WATSCO COM 942622200 1274 77764 SH DEFINED 01 77764 0 0 WATSON PHARMACEUTICA COM 942683103 3743 132390 SH DEFINED 01 132390 0 0 WATSON PHARMACEUTICA COM 942683103 644 22775 SH DEFINED 01 03 0 22775 0 WATSON WYATT &CO. COM 942712100 2171 99830 SH DEFINED 01 99830 0 0 WATTS INDUSTRIES INC COM 942749102 2394 152103 SH DEFINED 01 152103 0 0 WAUSAU MOSINEE PAPER COM 943315101 24 2150 SH DEFINED 01 2150 0 0 WAYPOINT FINANCIAL CORP COM 946756103 1929 108365 SH DEFINED 01 108365 0 0 WEATHERFORD INTL CVT CONV BND 947074AB6 891 1400000 PRN DEFINED 01 0 0 1400000 WEBEX COMMUNICATIONS COM 94767L109 560 37300 SH DEFINED 01 37300 0 0 WEBEX COMMUNICATIONS COM 94767L109 1 90 SH DEFINED 01 02 0 90 0 WEBSENSE INC COM 947684106 1553 72700 SH DEFINED 01 72700 0 0 WEBSENSE INC COM 947684106 2 100 SH DEFINED 01 02 0 100 0 WEBMD CORPORATION. COM 94769M105 20740 2425750 SH DEFINED 01 2425750 0 0 WEBMD CORPORATION. COM 94769M105 13 1575 SH DEFINED 01 03 0 1575 0 WEBSTER FINANCIAL COM 947890109 102 2918 SH DEFINED 01 2918 0 0 WEBVAN GROUP INC COM 94845V103 0 312 SH DEFINED 01 312 0 0 WEIDER NUTRITION INT. COM 948603105 71 48700 SH DEFINED 01 48700 0 0 WELLCHOICE INC COM 949475107 1326 55355 SH DEFINED 01 55355 0 0 WELLMAN INC COM 949702104 3228 239283 SH DEFINED 01 239283 0 0 WELLPOINT COM 94973H108 52311 735117 SH DEFINED 01 735117 0 0 WELLPOINT COM 94973H108 2239 31459 SH DEFINED 01 03 0 31459 0 WELLS FARGO CO (NEW) COM 949746101 449949 9599965 SH DEFINED 01 9599965 0 0 WELLS FARGO CO (NEW) COM 949746101 23393 499109 SH DEFINED 01 02 0 499109 0 WELLS FARGO CO (NEW) COM 949746101 16740 357157 SH DEFINED 01 03 0 357157 0 WELLS FARGO CO (NEW) COM 949746101 2149 45860 SH DEFINED 01 13 0 45860 0 WELLSFORD REAL PROP COM 950240200 2309 146500 SH DEFINED 01 146500 0 0 WENDYS INTL INC COM 950590109 20819 769107 SH DEFINED 01 769107 0 0 WENDYS INTL INC COM 950590109 71 2600 SH DEFINED 01 02 0 2600 0 WENDYS INTL INC COM 950590109 655 24194 SH DEFINED 01 03 0 24194 0 WERNER ENTERPRISES COM 950755108 5258 244208 SH DEFINED 01 244208 0 0 WESCAST INDUSTRIES COM 950813105 4910 198700 SH DEFINED 01 198700 0 0 WESCO FINANCIAL CORP COM 950817106 884 2850 SH DEFINED 01 2850 0 0 WEST CORP COM 952355105 1932 116400 SH DEFINED 01 116400 0 0 WEST AMERICA BANCORP COM 957090103 56 1399 SH DEFINED 01 1399 0 0 WESTAR ENERGY INC COM 95709T100 1020 102983 SH DEFINED 01 102983 0 0 WESTERN DIGITAL COM 958102105 9593 1501300 SH DEFINED 01 1501300 0 0 WESTERN DIGITAL COM 958102105 195 30530 SH DEFINED 01 02 0 30530 0 WESTERN GAS RESOURCE COM 958259103 2133 57878 SH DEFINED 01 57878 0 0 WESTERN GAS RESOURCE COM 958259103 92 2506 SH DEFINED 01 02 0 2506 0 WESTERN GAS RESOURCE COM 958259103 6 160 SH DEFINED 01 03 0 160 0 WESTERN WIRELESS COM 95988E204 961 181200 SH DEFINED 01 181200 0 0 WESTERN WIRELESS COM 95988E204 1 280 SH DEFINED 01 02 0 280 0 WESTWOOD HLDGS GROUP COM 961765104 3901 290900 SH DEFINED 01 290900 0 0 WESTWOOD ONE CORP COM 961815107 83014 2222037 SH DEFINED 01 2222037 0 0 WESTWOOD ONE CORP COM 961815107 99225 2655939 SH DEFINED 01 02 0 2655939 0 WESTWOOD ONE CORP COM 961815107 4957 132700 SH DEFINED 01 03 0 132700 0 WET SEAL INC COM 961840105 994 92360 SH DEFINED 01 92360 0 0 WEYERHAUESER COM 962166104 41361 840499 SH DEFINED 01 840499 0 0 WEYERHAUESER COM 962166104 2259 45896 SH DEFINED 01 03 0 45896 0 WHIRLPOOL CORP COM 963320106 56171 1075687 SH DEFINED 01 1075687 0 0 WHIRLPOOL CORP COM 963320106 517 9900 SH DEFINED 01 02 0 9900 0 WHIRLPOOL CORP COM 963320106 2752 52701 SH DEFINED 01 03 0 52701 0 WHIRLPOOL CORP 6.550 PFD 0910 PRF 963328208 18169 180000 SH DEFINED 01 0 0 180000 WHITNEY HOLDING CORP COM 966612103 4591 137745 SH DEFINED 01 137745 0 0 WHOLE FOODS MARKET COM 966837106 84465 1601838 SH DEFINED 01 1601838 0 0 WHOLE FOODS MARKET COM 966837106 125342 2377045 SH DEFINED 01 02 0 2377045 0 WHOLE FOODS MARKET COM 966837106 9261 175628 SH DEFINED 01 03 0 175628 0 WILD OATS MARKETS COM 96808B107 2392 231700 SH DEFINED 01 231700 0 0 WILD OATS MARKETS COM 96808B107 51 4889 SH DEFINED 01 02 0 4889 0 WILD OATS MARKETS COM 96808B107 3 293 SH DEFINED 01 03 0 293 0 WILLIAM COMPANIES COM 969457100 352 130178 SH DEFINED 01 130178 0 0 WILLIAM COMPANIES COM 969457100 293 108759 SH DEFINED 01 03 0 108759 0 WILLIAMS SONOMA COM 969904101 110399 4066262 SH DEFINED 01 4066262 0 0 WILLIAMS SONOMA COM 969904101 111645 4112080 SH DEFINED 01 02 0 4112080 0 WILLIAMS SONOMA COM 969904101 8521 313850 SH DEFINED 01 03 0 313850 0 WILLOW GROVE BANCORP INC COM 97111W101 977 70300 SH DEFINED 01 70300 0 0 WILMINGTON TRUST COR COM 971807102 87 2736 SH DEFINED 01 2736 0 0 WARRANTS WT 97187@117 49 12 SH DEFINED 01 05 0 0 12 WARRANTS WT 97188#AA4 47 12 SH DEFINED 01 05 0 0 12 WILSHIRE NY ADVIS WT WT 971880117 44 6 SH DEFINED 01 0 0 6 WILSHIRE NY ADVIS WT WT 971880117 104 14 SH DEFINED 01 05 0 0 14 WARRANTS WT 97189#113 4 4 SH DEFINED 01 0 0 4 WARRANTS WT 97189#113 4 4 SH DEFINED 01 05 0 0 4 WILSHIRE NY ADVISOR WT 971993118 34 30 SH DEFINED 01 0 0 30 WILSHIRE NY ADVISOR WT 971993118 34 30 SH DEFINED 01 05 0 0 30 WILSON GREATBATCH COM 972232102 2427 83100 SH DEFINED 01 83100 0 0 WILSON GREATBATCH COM 972232102 3 90 SH DEFINED 01 02 0 90 0 WIND RIVER COM 973149107 1263 307702 SH DEFINED 01 307702 0 0 WIND RIVER COM 973149107 1 230 SH DEFINED 01 02 0 230 0 WINN-DIXIE COM 974280109 2971 194483 SH DEFINED 01 194483 0 0 WINN-DIXIE COM 974280109 462 30210 SH DEFINED 01 03 0 30210 0 WINNEBAGO IND INC COM 974637100 4163 106128 SH DEFINED 01 106128 0 0 WINNEBAGO IND INC COM 974637100 56 1448 SH DEFINED 01 02 0 1448 0 WINNEBAGO IND INC COM 974637100 3 78 SH DEFINED 01 03 0 78 0 WINTRUST FINANCIAL COM 97650W108 1633 52125 SH DEFINED 01 52125 0 0 WIRELESS FACILITIES COM 97653A103 674 112200 SH DEFINED 01 112200 0 0 WIRELESS FACILITIES COM 97653A103 30 4938 SH DEFINED 01 02 0 4938 0 WIRELESS FACILITIES COM 97653A103 2 308 SH DEFINED 01 03 0 308 0 WISCONSIN ENERGY COM 976657106 122 4823 SH DEFINED 01 4823 0 0 WOLVERINE TUBE INC COM 978093102 212 37211 SH DEFINED 01 37211 0 0 WOLVERINE WORLD WIDE COM 978097103 3208 212292 SH DEFINED 01 212292 0 0 WOODWARD GOVERNOR CO COM 980745103 6684 153671 SH DEFINED 01 153671 0 0 WORLD FUEL SERVICES COM 981475106 486 23700 SH DEFINED 01 23700 0 0 WORLD FUEL SERVICES COM 981475106 78 3787 SH DEFINED 01 02 0 3787 0 WORLD FUEL SERVICES COM 981475106 5 237 SH DEFINED 01 03 0 237 0 WORLDCOM INC/GROUP COM 98157D106 3 22500 SH DEFINED 01 02 0 22500 0 WORLDCOM INC-MCI GRP COM 98157D304 0 900 SH DEFINED 01 02 0 0 900 WORTHINGTON IND COM 981811102 5587 366550 SH DEFINED 01 366550 0 0 WORTHINGTON IND COM 981811102 116 7613 SH DEFINED 01 02 0 7613 0 WORTHINGTON IND COM 981811102 296 19439 SH DEFINED 01 03 0 19439 0 WRIGHT MEDICAL GROUP COM 98235T107 1524 87300 SH DEFINED 01 87300 0 0 WRIGHT MEDICAL GROUP COM 98235T107 2 100 SH DEFINED 01 02 0 100 0 WRIGLEY WM JR CO COM 982526105 19828 361295 SH DEFINED 01 361295 0 0 WRIGLEY WM JR CO COM 982526105 2591 47215 SH DEFINED 01 03 0 47215 0 WYETH COM 983024100 230954 6175249 SH DEFINED 01 6175249 0 0 WYETH COM 983024100 28906 772886 SH DEFINED 01 02 0 772886 0 WYETH COM 983024100 10391 277823 SH DEFINED 01 03 0 277823 0 WYETH COM 983024100 8692 232414 SH DEFINED 01 11 0 232414 0 WYETH COM 983024100 22 600 SH DEFINED 01 12 0 600 0 WYETH COM 983024100 830 22200 SH DEFINED 01 13 0 22200 0 WYNN RESORTS LTD COM 983134107 399 30400 SH DEFINED 01 30400 0 0 XL CAPITAL CVT CONV BND 98372PAB4 1361 2150000 PRN DEFINED 01 0 0 2150000 XO COMMUNICATIONS 13.5% PIK PF PRF 983764705 0 1 SH DEFINED 01 0 0 1 X-RITE INC COM 983857103 429 61377 SH DEFINED 01 61377 0 0 XTO ENERGY INC COM 98385X106 131 5285 SH DEFINED 01 5285 0 0 XCEL ENERGY INC COM 98389B100 15773 1434024 SH DEFINED 01 1434024 0 0 XCEL ENERGY INC COM 98389B100 2534 230350 SH DEFINED 01 02 0 230350 0 XCEL ENERGY INC COM 98389B100 919 83571 SH DEFINED 01 03 0 83571 0 XILINX COM 983919101 20806 1010014 SH DEFINED 01 1010014 0 0 XILINX COM 983919101 32208 1563515 SH DEFINED 01 02 0 1563515 0 XILINX COM 983919101 2342 113726 SH DEFINED 01 03 0 113726 0 XEROX CVT PFD 144A CONV PRF 98411F202 13813 250000 SH DEFINED 01 0 0 250000 XEROX COM 984121103 27586 3426880 SH DEFINED 01 3426880 0 0 XEROX COM 984121103 1241 154114 SH DEFINED 01 03 0 154114 0 YAHOO INC COM 984332106 491 29996 SH DEFINED 01 29996 0 0 YAHOO INC COM 984332106 2056 125728 SH DEFINED 01 03 0 125728 0 YANKEE CANDLE COM 984757104 936 58500 SH DEFINED 01 58500 0 0 YANKEE CANDLE COM 984757104 2 120 SH DEFINED 01 02 0 120 0 YARDVILLE NATIONAL BANCORP COM 985021104 65 3816 SH DEFINED 01 02 0 3816 0 YARDVILLE NATIONAL BANCORP COM 985021104 4 241 SH DEFINED 01 03 0 241 0 YELLOW CORPORATION COM 985509108 4616 183252 SH DEFINED 01 183252 0 0 YORK INTL CORP NEW COM 986670107 33832 1323133 SH DEFINED 01 1323133 0 0 YOUNG BROADCASTING COM 987434107 395 30000 SH DEFINED 01 30000 0 0 YUKOS-$US COM 988489993 182 19398 SH DEFINED 01 19398 0 0 YUM BRANDS INC COM 988498101 1218 50299 SH DEFINED 01 50299 0 0 YUM BRANDS INC COM 988498101 2182 90050 SH DEFINED 01 02 0 90050 0 YUM BRANDS INC COM 988498101 1500 61930 SH DEFINED 01 03 0 61930 0 YUK0S ADR COM 98849W108 7784 55700 SH DEFINED 01 55700 0 0 YUK0S ADR COM 98849W108 70 500 SH DEFINED 01 03 0 500 0 ZALE CORP COM 988858106 3212 100679 SH DEFINED 01 100679 0 0 ZEBRA TECH COM 989207105 6482 113122 SH DEFINED 01 113122 0 0 ZENITH NATIONAL COM 989390109 1339 56927 SH DEFINED 01 56927 0 0 ZIMMER HOLDINGS INC COM 98956P102 673 16206 SH DEFINED 01 16206 0 0 ZIMMER HOLDINGS INC COM 98956P102 7 175 SH DEFINED 01 02 0 175 0 ZIMMER HOLDINGS INC COM 98956P102 1699 40910 SH DEFINED 01 03 0 40910 0 ZIONS BANCORPORATION COM 989701107 181 4611 SH DEFINED 01 4611 0 0 ZIONS BANCORPORATION COM 989701107 3897 99049 SH DEFINED 01 02 0 99049 0 ZIONS BANCORPORATION COM 989701107 749 19045 SH DEFINED 01 03 0 19045 0 ZIX CORP COM 98974P100 249 56432 SH DEFINED 01 56432 0 0 ZORAN CORP COM 98975F101 301 21400 SH DEFINED 01 21400 0 0 ZORAN CORP COM 98975F101 1 60 SH DEFINED 01 02 0 60 0 DAIMLERCHRYSLER AG COM D1668R123 184 6000 SH DEFINED 01 6000 0 0 DEUTSCHE BANK AG COM D18190898 1908 42000 SH DEFINED 01 42000 0 0 SWISS RE REGS CVT CONV BND EC4791215 266 300000 PRN DEFINED 01 0 0 300000 SWISS RE CVT 144A CONV BND EC4791272 540 610000 PRN DEFINED 01 0 0 610000 MEXICAN STATES UNITED (GOV'T WT EC5952972 0 2000000 SH DEFINED 01 0 0 2000000 MEXICAN STATES UNITED (GOV'T WT EC5953053 0 2000000 SH DEFINED 01 0 0 2000000 MEXICAN STATES UNITED (GOV'T WT EC5953210 0 2000000 SH DEFINED 01 0 0 2000000 MEXICAN STATES UNITED (GOV'T WT EC6127640 0 2000000 SH DEFINED 01 0 0 2000000 ACE LIMITED COM G0070K103 78953 2690970 SH DEFINED 01 2690970 0 0 ACE LIMITED COM G0070K103 2478 84490 SH DEFINED 01 02 0 84490 0 ACE LIMITED COM G0070K103 2836 96640 SH DEFINED 01 03 0 96640 0 AMDOCS. COM G02602103 1129 115000 SH DEFINED 01 115000 0 0 ARCH CAPITAL GROUP COM G0450A105 705 22600 SH DEFINED 01 22600 0 0 ACCENTURE LTD-CL A COM G1150G111 6191 344191 SH DEFINED 01 344191 0 0 ACCENTURE LTD-CL A COM G1150G111 3028 168300 SH DEFINED 01 11 0 168300 0 ACCENTURE LTD-CL A COM G1150G111 20 1100 SH DEFINED 01 12 0 1100 0 ACCENTURE LTD-CL A COM G1150G111 371 20600 SH DEFINED 01 13 0 20600 0 COOPER INDUSTRIES COM G24182100 2875 78876 SH DEFINED 01 78876 0 0 COOPER INDUSTRIES COM G24182100 704 19318 SH DEFINED 01 03 0 19318 0 EVEREST RE GROUP LTD COM G3223R108 2344 42398 SH DEFINED 01 42398 0 0 GLOBALSANTAFE CORP COM G3930E101 36491 1500489 SH DEFINED 01 1500489 0 0 GLOBALSANTAFE CORP COM G3930E101 1311 53900 SH DEFINED 01 02 0 53900 0 INGERSOLL-RAND CO COM G4776G101 77177 1792279 SH DEFINED 01 1792279 0 0 INGERSOLL-RAND CO COM G4776G101 257 5965 SH DEFINED 01 02 0 5965 0 INGERSOLL-RAND CO COM G4776G101 2135 49590 SH DEFINED 01 03 0 49590 0 IPC HOLDINGS LTD COM G4933P101 1072 34000 SH DEFINED 01 34000 0 0 IPC HOLDINGS LTD COM G4933P101 85 2698 SH DEFINED 01 02 0 2698 0 IPC HOLDINGS LTD COM G4933P101 4 138 SH DEFINED 01 03 0 138 0 MARVELL TECH GP LTD COM G5876H105 9452 501144 SH DEFINED 01 501144 0 0 MONTPELIER RE HLDS LTD COM G62185106 4536 157505 SH DEFINED 01 157505 0 0 NABORS INDUSTRIES IN COM G6359F103 38609 1094682 SH DEFINED 01 1094682 0 0 NABORS INDUSTRIES IN COM G6359F103 836 23700 SH DEFINED 01 02 0 23700 0 NABORS INDUSTRIES IN COM G6359F103 1070 30337 SH DEFINED 01 03 0 30337 0 NOBLE CORP COM G65422100 27020 768694 SH DEFINED 01 768694 0 0 NOBLE CORP COM G65422100 847 24100 SH DEFINED 01 02 0 24100 0 NOBLE CORP COM G65422100 986 28060 SH DEFINED 01 03 0 28060 0 ORIENT EXPRESS HOTELS LTD -A COM G67743107 338 25000 SH DEFINED 01 2500 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 5989 227285 SH DEFINED 01 227285 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 219 8300 SH DEFINED 01 02 0 8300 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 335 12700 SH DEFINED 01 03 0 12700 0 RENAISSANCE RE HLDGS COM G7496G103 1102 27832 SH DEFINED 01 27832 0 0 SCOTTISH ANN & LIFE COM G7885T104 8684 497600 SH DEFINED 01 497600 0 0 SCOTTISH ANN & LIFE COM G7885T104 43 2478 SH DEFINED 01 02 0 2478 0 SCOTTISH ANN & LIFE COM G7885T104 3 154 SH DEFINED 01 03 0 154 0 SEAGATE TECHNOLOGY HLDS. COM G7945J104 2146 200000 SH DEFINED 01 200000 0 0 UTI WORLDWIDE INC COM G87210103 856 32600 SH DEFINED 01 32600 0 0 TRANSOCEAN INC COM G90078109 257732 11109072 SH DEFINED 01 11109072 0 0 TRANSOCEAN INC COM G90078109 24932 1074541 SH DEFINED 01 02 0 1074541 0 TRANSOCEAN INC COM G90078109 3920 168982 SH DEFINED 01 03 0 168982 0 TSAKOS ENERGY NAVIGATION LTD COM G9108L108 97 6230 SH DEFINED 01 6230 0 0 WEATHERFORD INTL COM G95089101 76699 1920831 SH DEFINED 01 1920831 0 0 WEATHERFORD INTL COM G95089101 802 20060 SH DEFINED 01 02 0 20060 0 WEATHERFORD INTL COM G95089101 5 132 SH DEFINED 01 03 0 132 0 WILLIS GRP HLDS LTD COM G96655108 13294 463700 SH DEFINED 01 463700 0 0 XL CAPITAL LTD CL A COM G98255105 94598 1224596 SH DEFINED 01 1224596 0 0 XL CAPITAL LTD CL A COM G98255105 1309 16950 SH DEFINED 01 02 0 16950 0 XL CAPITAL LTD CL A COM G98255105 6146 79562 SH DEFINED 01 03 0 79562 0 ALCON COM H01301102 14479 367000 SH DEFINED 01 367000 0 0 CHECKPOINT SOFTWARE COM M22465104 1648 127068 SH DEFINED 01 127068 0 0 CHECKPOINT SOFTWARE COM M22465104 21 1600 SH DEFINED 01 03 0 1600 0 ECTEL LTD COM M29925100 4313 539100 SH DEFINED 01 539100 0 0 M SYSTEMS FLSH DISK COM M7061C100 256 35000 SH DEFINED 01 35000 0 0 ORBOTECH LTD COM M75253100 66 4790 SH DEFINED 01 4790 0 0 VERISITY LTD. COM M97385112 654 34300 SH DEFINED 01 34300 0 0 CNH GLOBAL N.V. COM N20935107 524 138023 SH DEFINED 01 138023 0 0 AC050303 1150 980303 OPT S03CJCO05 38 14 SH CALL DEFINED 01 05 0 0 14 AC061003 1515 991005 OPT S03JCCO06 32 20 SH CALL DEFINED 01 05 0 0 20 P 050303 1500 980303 OPT S03ORCO05 774 13 SH PUT DEFINED 01 05 0 0 13 SP 030304 1146 OPT S04CJOO03 0 133 SH CALL DEFINED 01 0 0 133 AC050106 1096 980106 OPT S06ASCO05 98 28 SH CALL DEFINED 01 05 0 0 28 P 050106 1450 980106 OPT S06MJCO05 1373 25 SH PUT DEFINED 01 05 0 0 25 AC060207 1415 991019 OPT S07BCCO06 24 20 SH CALL DEFINED 01 05 0 0 20 AC050210 1150 980210 OPT S10BJCO05 39 15 SH CALL DEFINED 01 05 0 0 15 KP050210 1529 980210 OPT S10NFCO05 1 15 SH PUT DEFINED 01 05 0 0 15 KP060613 1950 990615 OPT S13RJCO06 1 20 SH PUT DEFINED 01 05 0 0 20 KP051213 1760 981222 OPT S13XLCO05 1 20 SH PUT DEFINED 01 05 0 0 20 AC060314 1480 990316 OPT S14CPCO06 16 20 SH CALL DEFINED 01 05 0 0 20 AC050414 1275 980414 OPT S14DOCO05 15 11 SH CALL DEFINED 01 05 0 0 11 AC050614 1170 980616 OPT S14FNCO05 44 14 SH CALL DEFINED 01 05 0 0 14 KP060314 1890 990316 OPT S14ORCO06 0 20 SH PUT DEFINED 01 05 0 0 20 AC050317 1180 980317 OPT S17CPCO05 25 11 SH CALL DEFINED 01 05 0 0 11 AC050517 1274 980519 OPT S17EOCO05 22 15 SH CALL DEFINED 01 05 0 0 15 AC051018 1220 981103 OPT S18JDCO05 77 24 SH CALL DEFINED 01 05 0 0 24 AC050719 1350 990706 OPT S19GJCO05 19 20 SH CALL DEFINED 01 05 0 0 20 EC031220 1300 020108 OPT S20LACO03 1 10 SH CALL DEFINED 01 05 0 0 10 EC031220 1250 020108 OPT S20LJCO03 2 10 SH CALL DEFINED 01 05 0 0 10 EC030620 1200 010626 OPT S21FTXO03 0 10 SH CALL DEFINED 01 05 0 0 10 AC050426 1290 980428 OPT S26DRCO05 19 15 SH CALL DEFINED 01 05 0 0 15 KP050426 1660 980428 OPT S26PLCO05 1 20 SH PUT DEFINED 01 05 0 0 20 KP050826 1640 980901 OPT S26THCO05 1 20 SH PUT DEFINED 01 05 0 0 20 AC050127 1098 980127 OPT S27ATCO05 43 12 SH CALL DEFINED 01 05 0 0 12 P 050127 1454 980127 OPT S27MKCO05 663 12 SH PUT DEFINED 01 05 0 0 12 C 030128 1130 980331 OPT S28AFCO03 0 1 SH CALL DEFINED 01 05 0 0 1 C 040128 1040 980127 OPT S28AHCO04 6 2 SH CALL DEFINED 01 05 0 0 2 C 030128 1050 980303 OPT S28AJCO03 0 2 SH CALL DEFINED 01 05 0 0 2 C 040128 1200 980414 OPT S28ATCO04 1 1 SH CALL DEFINED 01 05 0 0 1 C 040128 1092 980210 OPT S28AUCO04 2 1 SH CALL DEFINED 01 05 0 0 1 C 040128 1200 980519 OPT S28AXCO04 1 2 SH CALL DEFINED 01 05 0 0 2 C 040128 1150 980317 OPT S28AYCO04 1 1 SH CALL DEFINED 01 05 0 0 1 C 030429 1150 980428 OPT S29DJCO03 0 2 SH CALL DEFINED 01 05 0 0 2 P 040630 1337 970701 OPT S30SGCO04 539 12 SH PUT DEFINED 01 05 0 0 12 AC050331 1250 980331 OPT S31CJCO05 20 15 SH CALL DEFINED 01 05 0 0 15 EC030620 1300 030626 OPT SXGFWCO03 0 10 SH CALL DEFINED 01 05 0 0 10 ROYAL CARIBBEAN COM V7780T103 26068 1560972 SH DEFINED 01 1560972 0 0 ASE TEST LTD COM Y02516105 334 83500 SH DEFINED 01 83500 0 0 CREATIVE TECHNOLOGY COM Y1775U107 37 5200 SH DEFINED 01 5200 0 0 FLEXTRONICS INTL LTD COM Y2573F102 17743 2166395 SH DEFINED 01 2166395 0 0 FLEXTRONICS INTL LTD COM Y2573F102 507 61900 SH DEFINED 01 02 0 61900 0 FLEXTRONICS INTL LTD COM Y2573F102 31 3745 SH DEFINED 01 03 0 3745 0