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
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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
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CARNIVAL CORP                  COM              143658102      524    21000 SH       DEFINED 01 02               0    21000        0
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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
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CASTLE A M CO PV10             COM              148411101      208    45823 SH       DEFINED 01              45823        0        0
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CATO CORP  -CL A               COM              149205106     3944   182691 SH       DEFINED 01             182691        0        0
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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
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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
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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