UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13 (F) COVER PAGE
Report for the Calendar Year or Quarter Ended: June 28, 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: John Knight
Title: V.P. Investment Accounting
Phone: 612-671-3618
Signature, Place, and Date of Signing:
/s/ John Knight Minneapolis, MN August 01, 2002
------------------- ------------------ --------------------
[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: 7502
Form 13F Information Table Value Total: $73137641 (thousands)
List of Other Included Managers:
No. 13F File Number Name
-------------------- -----------------------------------------
01 28-698 American Express Company
02 28-2069 IDS Advisory Group, Inc.
03 28-1151 American Express Trust Company
04 28-140 American Express Certificate Company
05 28-143 IDS Life Insurance Company
06 IDS Life Insurance Company of New York
07 American Partners Life
08 American Centurion Life of New York
09 American Enterprise Life
10 State Street
11 American Express Asset Management International
12 American Express Asset Management International-Japan
13 American Express Asset Management Limited
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR COM 000361105 1031 102185 SH DEFINED 01 102185 0 0
AAREAL BANK AG COM 000365999 51 3150 SH DEFINED 01 3150 0 0
ABENGOA COM 000369991 116 16000 SH DEFINED 01 16000 0 0
ABN AMRO HOLDING NV COM 000770990 1597 87925 SH DEFINED 01 87925 0 0
ADC TELECOMMUNICATIONS COM 000886101 108 47221 SH DEFINED 01 47221 0 0
ADC TELECOMMUNICATIONS COM 000886101 428 186858 SH DEFINED 01 03 0 186858 0
ADC TELECOMMUNICATIONS COM 000886101 20 8563 SH DEFINED 01 05 0 8563 0
ACTV INC COM 00088E104 0 131 SH DEFINED 01 131 0 0
ADIDAS AG COM 000900993 3057 37300 SH DEFINED 01 03 0 37300 0
ABM INDS COM 000957100 2756 158764 SH DEFINED 01 158764 0 0
ADVANTECH CO LTD COM 001009992 365 166000 SH DEFINED 01 166000 0 0
AFC ENTERPRISES COM 00104Q107 6 190 SH DEFINED 01 190 0 0
AFLAC COM 001055102 20630 644703 SH DEFINED 01 644703 0 0
AFLAC COM 001055102 3900 121885 SH DEFINED 01 03 0 121885 0
AFLAC COM 001055102 7245 226383 SH DEFINED 01 05 0 226383 0
AFLAC INC COM 001055102 3584 112000 SH DEFINED 01 0 112000 0
AGCO COM 001084102 4165 212264 SH DEFINED 01 212264 0 0
AGCO COM 001084102 3 168 SH DEFINED 01 03 0 168 0
AGCO COM 001084102 133 6773 SH DEFINED 01 05 0 6773 0
AGCO CORP COM 001084102 55 2814 SH DEFINED 01 02 0 2814 0
MY TRAVLE PLC COM 0010979 3 1124 SH DEFINED 01 10 1124 0 0
AGL RESOURCES COM 001204106 17015 726798 SH DEFINED 01 726798 0 0
AGL RESOURCES COM 001204106 7 318 SH DEFINED 01 03 0 318 0
AGL RESOURCES INC COM 001204106 118 5050 SH DEFINED 01 02 0 5050 0
AES COM 00130H105 80 14772 SH DEFINED 01 14772 0 0
AES COM 00130H105 681 125707 SH DEFINED 01 03 0 125707 0
AES COM 00130H105 31 5760 SH DEFINED 01 05 0 5760 0
CHUBB PLC COM 0015219 4 1717 SH DEFINED 01 10 1717 0 0
KIDDE PLC COM 0015402 2 1717 SH DEFINED 01 10 1717 0 0
AK STEEL HOLDINGS COM 001547108 564 44121 SH DEFINED 01 44121 0 0
AMB PROPERTY CORP COM 00163T109 4 135 SH DEFINED 01 135 0 0
AMC ENTERTAINMENT COM 001669100 1423 100200 SH DEFINED 01 100200 0 0
AMEY COM 001730993 82 30000 SH DEFINED 01 30000 0 0
AMN HEALTHCARE SERV COM 001744101 1177 33632 SH DEFINED 01 33632 0 0
AMR COM 001765106 48157 2856315 SH DEFINED 01 2856315 0 0
AMR COM 001765106 1565 92849 SH DEFINED 01 03 0 92849 0
AMR COM 001765106 5970 354085 SH DEFINED 01 05 0 354085 0
AMR CORP DEL COM 001765106 16470 976878 SH DEFINED 01 02 0 976878 0
ANC RENTAL CORPORATION COM 001813104 0 91 SH DEFINED 01 91 0 0
AOL TIME WARNER COM 00184A105 166604 11325917 SH DEFINED 01 11325917 0 0
AOL TIME WARNER COM 00184A105 16745 1138315 SH DEFINED 01 03 0 1138315 0
AOL TIME WARNER COM 00184A105 102318 6955799 SH DEFINED 01 05 0 6955799 0
AOL TIME WARNER COM 00184A105 1944 132200 SH DEFINED 11 12 0 132200 0
AOL TIME WARNER COM 00184A105 10608 721100 SH DEFINED 11 12 13 0 721100 0
AOL TIME WARNER INC COM 00184A105 1383 94000 SH DEFINED 01 0 94000 0
AOL TIME WARNER INC COM 00184A105 783 53264 SH DEFINED 01 02 0 53264 0
ATI TECHNOLOGIES COM 001941103 326 47200 SH DEFINED 01 02 0 47200 0
AT&T COM 001957109 98385 9194723 SH DEFINED 01 9194723 0 0
AT&T COM 001957109 11621 1085998 SH DEFINED 01 03 0 1085998 0
AT&T COM 001957109 72747 6798935 SH DEFINED 01 05 0 6798935 0
AT&T CORP COM 001957109 632 59100 SH DEFINED 01 02 0 59100 0
A S A LIMITED COM 002050102 3869 126200 SH DEFINED 01 126200 0 0
A S A LIMITED COM 002050102 374 12200 SH DEFINED 01 05 0 12200 0
ATMI COM 00207R101 3531 157867 SH DEFINED 01 157867 0 0
A T & T WIRELESS SERVICES COM 00209A106 163 27900 SH DEFINED 11 12 0 27900 0
AT&T WIRELESS SERVICES COM 00209A106 17592 3007005 SH DEFINED 01 3007005 0 0
AT&T WIRELESS SERVICES COM 00209A106 4351 743701 SH DEFINED 01 03 0 743701 0
AT&T WIRELESS SERVICES COM 00209A106 1783 304683 SH DEFINED 01 05 0 304683 0
AT&T WIRELESS SVCS COM 00209A106 189 32300 SH DEFINED 01 02 0 32300 0
AVX COM 002444107 7 404 SH DEFINED 01 404 0 0
AXT COM 00246W103 1318 165182 SH DEFINED 01 165182 0 0
AXT COM 00246W103 74 9277 SH DEFINED 01 05 0 9277 0
AXT INC COM 00246W103 1 150 SH DEFINED 01 02 0 150 0
AARON RENTS COM 002535201 1781 74341 SH DEFINED 01 74341 0 0
AARON RENTS INC-CL A COM 002535300 45 2000 SH DEFINED 01 2000 0 0
ABBOTT LABORATORIES COM 002824100 111287 2955856 SH DEFINED 01 2955856 0 0
ABBOTT LABORATORIES COM 002824100 13951 370534 SH DEFINED 01 03 0 370534 0
ABBOTT LABORATORIES COM 002824100 46123 1224999 SH DEFINED 01 05 0 1224999 0
ABBOTT LABS COM 002824100 15993 424765 SH DEFINED 01 02 0 424765 0
AMEC ORD COM 0028262 3 478 SH DEFINED 01 10 478 0 0
ABERCROMBIE & FITCH COM 002896207 2054 85161 SH DEFINED 01 85161 0 0
ABERCROMBIE & FITCH COM 002896207 1765 73200 SH DEFINED 01 05 0 73200 0
ABGENIX COM 00339B107 678 68564 SH DEFINED 01 68564 0 0
ABGENIX COM 00339B107 2 224 SH DEFINED 01 03 0 224 0
ABGENIX INC COM 00339B107 36 3562 SH DEFINED 01 02 0 3562 0
ABITIBI-CONSOLIDATED COM 003924107 20232 2191950 SH DEFINED 01 2191950 0 0
ABITIBI-CONSOLIDATED COM 003924107 2312 250498 SH DEFINED 01 05 0 250498 0
SIGNET GROUP PLC COM 0040374 7 5047 SH DEFINED 01 10 5047 0 0
ACCLAIM ENMNT INC COM 004325205 2 630 SH DEFINED 01 02 0 630 0
ACCLAIM ENTERTAINMENT INC COM 004325205 1581 448000 SH DEFINED 01 448000 0 0
ACCLAIM ENTERTAINMENT INC COM 004325205 129 36500 SH DEFINED 01 05 0 36500 0
ACCOR COM 004340998 1192 29400 SH DEFINED 01 29400 0 0
ACCOR COM 004347993 10511 259141 SH DEFINED 01 259141 0 0
ACCOR COM 004347993 15825 390180 SH DEFINED 01 05 0 390180 0
ACCREDO HEALTH COM 00437V104 6446 139691 SH DEFINED 01 139691 0 0
ACCREDO HEALTH COM 00437V104 102 2200 SH DEFINED 01 05 0 2200 0
ACCREDO HEALTH INC COM 00437V104 4 80 SH DEFINED 01 02 0 80 0
ACCRUE SOFTWARE COM 00437W102 0 64 SH DEFINED 01 64 0 0
EMI GROUP COM 0044473 7 1800 SH DEFINED 01 10 1800 0 0
ACLARA BIOSCIENCES COM 00461P106 0 80 SH DEFINED 01 80 0 0
DIXONS GROUP PLC COM 0047245 15 5004 SH DEFINED 01 10 5004 0 0
ACOM COM 004900999 1045 15300 SH DEFINED 01 15300 0 0
SAFEWAY COM 0049241 13 3123 SH DEFINED 01 10 3123 0 0
ACTIVISION COM 004930202 1451 49942 SH DEFINED 01 49942 0 0
ACTIVISION COM 004930202 89 3050 SH DEFINED 01 05 0 3050 0
ACTIVISION INC COM 004930202 2 75 SH DEFINED 01 02 0 75 0
ACTION PERFORMANCE COM 004933107 3 90 SH DEFINED 01 02 0 90 0
ACTION PERFORMANCE COMPANIES COM 004933107 3495 110607 SH DEFINED 01 110607 0 0
ACTION PERFORMANCE COMPANIES COM 004933107 180 5700 SH DEFINED 01 05 0 5700 0
ACTEL COM 004934105 3951 187946 SH DEFINED 01 187946 0 0
ACTEL COM 004934105 4 175 SH DEFINED 01 03 0 175 0
ACTEL COM 004934105 152 7251 SH DEFINED 01 05 0 7251 0
ACTEL CORP COM 004934105 589 28000 SH DEFINED 01 0 28000 0
ACTEL CORP COM 004934105 63 3000 SH DEFINED 01 02 0 3000 0
ACTIVE POWER INC COM 00504W100 0 60 SH DEFINED 01 60 0 0
ACTUATE COM 00508B102 1029 228790 SH DEFINED 01 228790 0 0
ACTUATE COM 00508B102 118 26146 SH DEFINED 01 05 0 26146 0
ACTUATE CORPORATION COM 00508B102 1 300 SH DEFINED 01 02 0 300 0
ACTUANT CORPORATION -CL A COM 00508X203 1 35 SH DEFINED 01 35 0 0
ACUITIY BRANDS COM 00508Y102 2550 140085 SH DEFINED 01 140085 0 0
ACXIOM COM 005125109 24548 1403540 SH DEFINED 01 1403540 0 0
ACXIOM COM 005125109 2309 132000 SH DEFINED 01 03 0 132000 0
ACXIOM COM 005125109 1002 57295 SH DEFINED 01 05 0 57295 0
ACXIOM CORP COM 005125109 1331 76100 SH DEFINED 01 02 0 76100 0
ADERANS COM 005320999 314 10000 SH DEFINED 01 10000 0 0
SEVERN TRENT COM 0054632 11 1019 SH DEFINED 01 10 1019 0 0
ASSOCIATED BRITISH PORTS COM 0056434 7 979 SH DEFINED 01 10 979 0 0
BILLITON A COM 0056650 35 6501 SH DEFINED 01 10 6501 0 0
ARM HOLDING PLC COM 0059585 5 2222 SH DEFINED 01 10 2222 0 0
ADAPTEC COM 00651F108 4269 541040 SH DEFINED 01 541040 0 0
ADAPTEC COM 00651F108 3 417 SH DEFINED 01 03 0 417 0
ADAPTEC COM 00651F108 1218 154300 SH DEFINED 01 05 0 154300 0
ADAPTEC INC COM 00651F108 51 6410 SH DEFINED 01 02 0 6410 0
ADECCO SA REG COM 006700991 567 9544 SH DEFINED 01 9544 0 0
ADECCO SA REG COM 006700991 562 9458 SH DEFINED 01 05 0 9458 0
BAA COM 0067340 27 2917 SH DEFINED 01 10 2917 0 0
BBA GROUP COM 0067748 4 966 SH DEFINED 01 10 966 0 0
ADELPHIA COMMUNICATIONS CL A COM 006848105 23 150000 SH DEFINED 01 150000 0 0
BPB COM 0068707 8 1459 SH DEFINED 01 10 1459 0 0
ADAYTUM SOFTWARE SERIES E PRF 006900XX7 2626 669857 SH DEFINED 01 669857 0 0
ADAYTUM SOFTWARE SERIES E PRF 006900XX7 3626 925039 SH DEFINED 01 05 0 925039 0
ADAYTUM SOFTWARE SERIES E PRF 006900XY5 220 56179 SH DEFINED 01 56179 0 0
ADAYTUM SOFTWARE SERIES E PRF 006900XY5 304 77582 SH DEFINED 01 05 0 77582 0
ADMINISTAFF COM 007094105 14880 1488062 SH DEFINED 01 1488062 0 0
ADMINISTAFF COM 007094105 117 11700 SH DEFINED 01 05 0 11700 0
ADMINISTAFF INC COM 007094105 2 200 SH DEFINED 01 02 0 200 0
ADOBE SYSTEMS COM 00724F101 9942 348809 SH DEFINED 01 348809 0 0
ADOBE SYSTEMS COM 00724F101 1608 56406 SH DEFINED 01 03 0 56406 0
ADOBE SYSTEMS COM 00724F101 7376 258788 SH DEFINED 01 05 0 258788 0
ADTRAN COM 00738A106 32 1690 SH DEFINED 01 1690 0 0
ADVANCE AUTO PARTS COM 00751Y106 1489 27300 SH DEFINED 01 27300 0 0
ADVANCE AUTO PARTS COM 00751Y106 6236 114400 SH DEFINED 01 05 0 114400 0
ADV DIGITAL INFORMAT COM 007525108 1 139 SH DEFINED 01 139 0 0
ADVANCED MARKETING SERVICES COM 00753T105 1128 61626 SH DEFINED 01 61626 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1675 101229 SH DEFINED 01 101229 0 0
ADVO COM 007585102 3528 91266 SH DEFINED 01 91266 0 0
ADVANCED POWER TECHNOLOGY COM 00761E108 3194 220400 SH DEFINED 01 220400 0 0
ADVANCED POWER TECHNOLOGY COM 00761E108 543 37500 SH DEFINED 01 05 0 37500 0
AEROFLEX COM 007768104 2479 356810 SH DEFINED 01 356810 0 0
AEROFLEX COM 007768104 69 9874 SH DEFINED 01 05 0 9874 0
AEROFLEX INC COM 007768104 2 270 SH DEFINED 01 02 0 270 0
AEROPOSTALE INC COM 007865108 156 5710 SH DEFINED 01 5710 0 0
AEROPOSTALE INC COM 007865108 486 17750 SH DEFINED 01 05 0 17750 0
ADVANCED MICRO DEVICES COM 007903107 1308 134543 SH DEFINED 01 134543 0 0
ADVANCED MICRO DEVICES COM 007903107 781 80345 SH DEFINED 01 03 0 80345 0
ADVANCED MICRO DEVICES COM 007903107 2029 208676 SH DEFINED 01 05 0 208676 0
ADVANCEPCS COM 00790K109 23965 1001037 SH DEFINED 01 1001037 0 0
ADVANCEPCS COM 00790K109 8 350 SH DEFINED 01 02 0 350 0
ADVANCEPCS COM 00790K109 7477 312300 SH DEFINED 01 05 0 312300 0
ADVANTA CORP - CL A COM 007942105 1 114 SH DEFINED 01 114 0 0
ADVANCED ENERGY INDS COM 007973100 2281 102852 SH DEFINED 01 102852 0 0
ADVENT SOFTWARE COM 007974108 7744 301319 SH DEFINED 01 301319 0 0
ADVENT SOFTWARE COM 007974108 403 15677 SH DEFINED 01 02 0 15677 0
ADVENT SOFTWARE COM 007974108 696 27100 SH DEFINED 01 03 0 27100 0
ADVENT SOFTWARE COM 007974108 316 12298 SH DEFINED 01 05 0 12298 0
AEON CREDIT SERVICES COM 008010993 78 200000 SH DEFINED 01 200000 0 0
AEON CREDIT SERVICE COM 008011991 275 4600 SH DEFINED 01 4600 0 0
AETHER SYS COM 00808V105 0 61 SH DEFINED 01 61 0 0
BARRATT DEVE COM 0081180 3 509 SH DEFINED 01 10 509 0 0
AETNA COM 00817Y108 196 4093 SH DEFINED 01 4093 0 0
AETNA COM 00817Y108 1647 34341 SH DEFINED 01 03 0 34341 0
AETNA COM 00817Y108 75 1573 SH DEFINED 01 05 0 1573 0
AFFILIATED COMPUTER COM 008190100 128 2700 SH DEFINED 01 02 0 2700 0
AFFILIATED COMPUTER SERVICES C COM 008190100 9734 205016 SH DEFINED 01 205016 0 0
AFFILIATED COMPUTER SERVICES C COM 008190100 10303 217000 SH DEFINED 01 05 0 217000 0
AFFILIATED MANAGERS COM 008252108 24310 395310 SH DEFINED 01 02 0 395310 0
AFFILIATED MANAGERS GROUP COM 008252108 4185 68032 SH DEFINED 01 68032 0 0
AFFILIATED MANAGERS GROUP COM 008252108 667 10850 SH DEFINED 01 03 0 10850 0
AFFILIATED MANAGERS GROUP COM 008252108 129 2100 SH DEFINED 01 05 0 2100 0
AFFYMETRIX COM 00826T108 6 268 SH DEFINED 01 268 0 0
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 01 02 0 460 0
AFRICAN RAINBOW MIN COM 008279994 1120 220000 SH DEFINED 01 220000 0 0
AGFA GEVAERT NV COM 008453995 1202 66000 SH DEFINED 01 66000 0 0
AGGREKO COM 008455990 138 50000 SH DEFINED 01 50000 0 0
AGERE SYSTEMS CL A COM 00845V100 879 628287 SH DEFINED 01 628287 0 0
AGERE SYSTEMS CL A COM 00845V100 12 8461 SH DEFINED 01 05 0 8461 0
AGERE SYSTEMS INC-CL COM 00845V209 8 5238 SH DEFINED 01 0 5238 0
AGERE SYSTEMS INC-CL B COM 00845V209 185 123221 SH DEFINED 01 123221 0 0
AGERE SYSTEMS INC-CL B COM 00845V209 312 207681 SH DEFINED 01 05 0 207681 0
AGILENT TECHNOLOGIES COM 00846U101 1972 82618 SH DEFINED 01 82618 0 0
AGILENT TECHNOLOGIES COM 00846U101 2608 109218 SH DEFINED 01 03 0 109218 0
AGILENT TECHNOLOGIES COM 00846U101 1791 75004 SH DEFINED 01 05 0 75004 0
AGILENT TECH CVT CONV BND 00846UAB7 112 110000 PRN DEFINED 01 02 0 0 110000
AGILE SOFTWARE COM 00846X105 799 109811 SH DEFINED 01 109811 0 0
L'AIR LIQUIDE COM 009126103 257 1669 SH DEFINED 01 1669 0 0
AIR PROD & CHEM COM 009158106 3331 66000 SH DEFINED 01 0 66000 0
AIR PROD & CHEM COM 009158106 14751 292263 SH DEFINED 01 02 0 292263 0
AIR PRODUCTS & CHEMICALS COM 009158106 176201 3491211 SH DEFINED 01 3491211 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 4712 93363 SH DEFINED 01 03 0 93363 0
AIR PRODUCTS & CHEMICALS COM 009158106 39362 779901 SH DEFINED 01 05 0 779901 0
AIRBORNE COM 009269101 1742 90731 SH DEFINED 01 90731 0 0
AIRBORNE COM 009269101 8 399 SH DEFINED 01 03 0 399 0
AIRBORNE COM 009269101 196 10200 SH DEFINED 01 05 0 10200 0
AIRBORNE INC COM 009269101 118 6160 SH DEFINED 01 02 0 6160 0
AIRGAS COM 009363102 2736 158187 SH DEFINED 01 158187 0 0
AIRGAS COM 009363102 8 472 SH DEFINED 01 03 0 472 0
AIRGAS COM 009363102 299 17294 SH DEFINED 01 05 0 17294 0
AIRGAS INC COM 009363102 128 7390 SH DEFINED 01 02 0 7390 0
BERKELEY GRO COM 0094177 3 276 SH DEFINED 01 10 276 0 0
AIRNET COMMUNICATION COM 00941P106 0 49 SH DEFINED 01 49 0 0
BALFOUR BEATTY PLC COM 0096162 3 935 SH DEFINED 01 10 935 0 0
AKAMAI TECHNOLOGIES COM 00971T101 13 10000 SH DEFINED 01 0 10000 0
AKAMAI TECHNOLOGIES COM 00971T101 0 180 SH DEFINED 01 180 0 0
BTG PLC COM 0100159 1 246 SH DEFINED 01 10 246 0 0
AKZO NOBEL NV ORD COM 010199990 9797 225000 SH DEFINED 01 225000 0 0
AKZO NOBEL NV ORD COM 010199990 370 8500 SH DEFINED 01 05 0 8500 0
ALABAMA NATL BANC COM 010317105 58 1350 SH DEFINED 01 02 0 1350 0
ALABAMA NATL BANC COM 010317105 4 88 SH DEFINED 01 03 0 88 0
BOC GROUP COM 0108120 21 1364 SH DEFINED 01 10 1364 0 0
BOOTS CO COM 0111441 25 2526 SH DEFINED 01 10 2526 0 0
ALAMO GROUP COM 011311107 1121 72300 SH DEFINED 01 72300 0 0
ALAMO GROUP COM 011311107 228 14700 SH DEFINED 01 05 0 14700 0
ALAMOSA HOLDINGS INC COM 011589108 0 347 SH DEFINED 01 347 0 0
ALASKA AIR GROUP COM 011659109 32 1210 SH DEFINED 01 1210 0 0
ALASKA COMM SYSTEM GROUP COM 01167P101 4 748 SH DEFINED 01 748 0 0
ALBANY INTL CL A COM 012348108 2184 81137 SH DEFINED 01 81137 0 0
ALBANY INTL CL A COM 012348108 5 190 SH DEFINED 01 03 0 190 0
ALBANY INTL CL A COM 012348108 251 9310 SH DEFINED 01 05 0 9310 0
ALBANY INTL CORP NEW COM 012348108 82 3071 SH DEFINED 01 02 0 3071 0
ALBANY MOLECULAR RESEARCH COM 012423109 4 211 SH DEFINED 01 211 0 0
ALBEMARLE COM 012653101 3708 120169 SH DEFINED 01 120169 0 0
ALBEMARLE COM 012653101 330 10700 SH DEFINED 01 05 0 10700 0
AMVESCAP PLC COM 0128269 16 2024 SH DEFINED 01 10 2024 0 0
BRITISH AIRW COM 0129057 7 2538 SH DEFINED 01 10 2538 0 0
ALBERTO-CULVER CL B COM 013068101 78 1637 SH DEFINED 01 1637 0 0
ALBERTO-CULVER CL B COM 013068101 650 13596 SH DEFINED 01 03 0 13596 0
ALBERTO-CULVER CL B COM 013068101 30 620 SH DEFINED 01 05 0 620 0
ALBERTSON'S COM 013104104 13957 458206 SH DEFINED 01 458206 0 0
ALBERTSON'S COM 013104104 2914 95671 SH DEFINED 01 03 0 95671 0
ALBERTSON'S COM 013104104 1084 35599 SH DEFINED 01 05 0 35599 0
BRITISH LAND COM 0136701 10 1218 SH DEFINED 01 10 1218 0 0
ALCAN COM 013716105 21658 577221 SH DEFINED 01 577221 0 0
ALCAN COM 013716105 2961 78907 SH DEFINED 01 03 0 78907 0
ALCAN COM 013716105 3920 104469 SH DEFINED 01 05 0 104469 0
ALCOA COM 013817101 262074 7905735 SH DEFINED 01 7905735 0 0
ALCOA COM 013817101 9590 289282 SH DEFINED 01 03 0 289282 0
ALCOA COM 013817101 45328 1367336 SH DEFINED 01 05 0 1367336 0
ALCOA INC COM 013817101 7307 220395 SH DEFINED 01 0 220395 0
ALCOA INC COM 013817101 48183 1453449 SH DEFINED 01 02 0 1453449 0
BRITISH SKY COM 0141192 36 3797 SH DEFINED 01 10 3797 0 0
ALEXANDER & BALDWIN COM 014482103 6105 239161 SH DEFINED 01 239161 0 0
ALEXANDER & BALDWIN COM 014482103 454 17800 SH DEFINED 01 05 0 17800 0
ALEXION PHARMACEUTIC COM 015351109 1 69 SH DEFINED 01 69 0 0
ALFA LAVAL - AB COM 015355993 798 79719 SH DEFINED 01 79719 0 0
ALFA LAVAL - AB COM 015355993 5118 511233 SH DEFINED 01 03 0 511233 0
ALFA CORP COM 015385107 5 428 SH DEFINED 01 428 0 0
BUNZL COM 0154004 8 992 SH DEFINED 01 10 992 0 0
CABLE & WIRE COM 0162557 17 6694 SH DEFINED 01 10 6694 0 0
ALKERMES COM 01642T108 3 188 SH DEFINED 01 188 0 0
ALLEGHANY COM 017175100 1151 6027 SH DEFINED 01 6027 0 0
CAPITA GROUP COM 0173474 7 1500 SH DEFINED 01 10 1500 0 0
ALLEGHENY ENERGY COM 017361106 4678 181707 SH DEFINED 01 181707 0 0
ALLEGHENY ENERGY COM 017361106 760 29533 SH DEFINED 01 03 0 29533 0
ALLEGHENY ENERGY COM 017361106 67 2590 SH DEFINED 01 05 0 2590 0
ALLEGHENY TECHNOLOGIES COM 01741R102 39 2509 SH DEFINED 01 2509 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 301 18965 SH DEFINED 01 03 0 18965 0
ALLEGHENY TECHNOLOGIES COM 01741R102 14 865 SH DEFINED 01 05 0 865 0
ALLEGIANT BANCORP IN COM 017476102 30 1610 SH DEFINED 01 02 0 1610 0
ALLEGIANT BANCORP INC COM 017476102 858 47200 SH DEFINED 01 47200 0 0
ALLEGIANT BANCORP INC COM 017476102 2 110 SH DEFINED 01 03 0 110 0
ALLEGIANT BANCORP INC COM 017476102 85 4700 SH DEFINED 01 05 0 4700 0
ALLEGIANCE TELECOM COM 01747T102 1 604 SH DEFINED 01 604 0 0
NOVAR PLC COM 0176268 2 1018 SH DEFINED 01 10 1018 0 0
ALLEN TELECOM COM 018091108 415 97709 SH DEFINED 01 97709 0 0
CELLTECH CHIRO COM 0182276 5 615 SH DEFINED 01 10 615 0 0
ALLERGAN COM 018490102 16037 240247 SH DEFINED 01 240247 0 0
ALLERGAN COM 018490102 2350 35217 SH DEFINED 01 03 0 35217 0
ALLERGAN COM 018490102 23468 351587 SH DEFINED 01 05 0 351587 0
ALLERGAN INC COM 018490102 34515 517066 SH DEFINED 01 02 0 517066 0
ALLERGAN INC CVT CONV BND 018490AA0 119 190000 PRN DEFINED 01 02 0 0 190000
ALLETE COM 018522102 16351 603362 SH DEFINED 01 603362 0 0
ALLIANCE CAPITAL MANAGEMENT HO COM 01855A101 6 167 SH DEFINED 01 167 0 0
ALLIANCE DATA SYSTEM COM 018581108 136 5340 SH DEFINED 01 02 0 5340 0
ALLIANCE DATA SYSTEMS COM 018581108 14722 576200 SH DEFINED 01 576200 0 0
ALLIANCE DATA SYSTEMS COM 018581108 17075 668300 SH DEFINED 01 05 0 668300 0
ALLIANCE GAMING COM 01859P609 665 54390 SH DEFINED 01 54390 0 0
ALLIANCE & LEICESTER COM 018655993 302 23916 SH DEFINED 01 23916 0 0
ALLIANCE SEMICONDUCTOR COM 01877H100 929 130839 SH DEFINED 01 130839 0 0
ALLIANT ENERGY COM 018802108 86 3354 SH DEFINED 01 3354 0 0
ALLIANT TECHSYSTEMS COM 018804104 10935 171386 SH DEFINED 01 171386 0 0
ALLIANT TECHSYSTEMS COM 018804104 27 433 SH DEFINED 01 02 0 433 0
ALLIANT TECHSYSTEMS COM 018804104 2 24 SH DEFINED 01 03 0 24 0
ALLIANT TECHSYSTEMS COM 018804104 182 2850 SH DEFINED 01 05 0 2850 0
ALLIANZ COM 018828996 26082 130223 SH DEFINED 01 130223 0 0
ALLIANZ COM 018828996 4602 22979 SH DEFINED 01 03 0 22979 0
ALLIANZ COM 018828996 19793 98820 SH DEFINED 01 05 0 98820 0
ALLIED CAPITAL COM 01903Q108 9 404 SH DEFINED 01 404 0 0
ALLIED IRISH BANKS COM 019224880 1580 118935 SH DEFINED 01 118935 0 0
ALLIED IRISH BANK COM 019224997 765 58102 SH DEFINED 01 58102 0 0
ALLIED WASTE INDS COM 019589308 2189 225402 SH DEFINED 01 225402 0 0
ALLIED WASTE INDS COM 019589308 450 46390 SH DEFINED 01 03 0 46390 0
ALLIED WASTE INDS COM 019589308 21 2121 SH DEFINED 01 05 0 2121 0
ALLMERICA FINANCIAL COM 019754100 6153 133181 SH DEFINED 01 133181 0 0
ALLMERICA FINANCIAL COM 019754100 9379 203000 SH DEFINED 01 05 0 203000 0
ALLOY INC COM 019855105 4444 307700 SH DEFINED 01 307700 0 0
ALLOY INC COM 019855105 3 180 SH DEFINED 01 02 0 180 0
ALLOY INC COM 019855105 146 10100 SH DEFINED 01 05 0 10100 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 0 105 SH DEFINED 01 105 0 0
ALLIANCE UNICHEM COM 020000998 444 47000 SH DEFINED 01 47000 0 0
ALLSTATE COM 020002101 20251 547623 SH DEFINED 01 547623 0 0
ALLSTATE COM 020002101 6264 169414 SH DEFINED 01 03 0 169414 0
ALLSTATE COM 020002101 11310 305854 SH DEFINED 01 05 0 305854 0
ALLTEL COM 020039103 10716 228000 SH DEFINED 01 228000 0 0
ALLTEL COM 020039103 3479 74012 SH DEFINED 01 03 0 74012 0
ALLTEL COM 020039103 8514 181150 SH DEFINED 01 05 0 181150 0
ALLTEL CORP COM 020039103 564 12000 SH DEFINED 01 0 12000 0
ALPHARMA CL A COM 020813101 2795 164586 SH DEFINED 01 164586 0 0
ALTANA COM 021275995 595 11821 SH DEFINED 01 11821 0 0
ALTADIS SA COM 021280995 540 26149 SH DEFINED 01 26149 0 0
ALTERA COM 021441100 333 24544 SH DEFINED 01 24544 0 0
ALTERA COM 021441100 1229 90390 SH DEFINED 01 03 0 90390 0
ALTERA COM 021441100 4296 315936 SH DEFINED 01 05 0 315936 0
ALTERA CORP COM 021441100 490 36000 SH DEFINED 01 0 36000 0
CGNU PLC COM 0216238 50 6274 SH DEFINED 01 10 6274 0 0
ALZA (JNJ) CVT CONV BND 02261WAB5 106 140000 PRN DEFINED 01 02 0 0 140000
AMADA COM 022631105 2836 585000 SH DEFINED 01 585000 0 0
AMADA COM 022631105 1459 301000 SH DEFINED 01 03 0 301000 0
AMADA COM 022631105 5395 1113000 SH DEFINED 01 05 0 1113000 0
AMADEUS GLOBAL TRAV COM 022657993 204 31864 SH DEFINED 01 31864 0 0
AMAZON COM INC COM 023135106 15052 926258 SH DEFINED 01 926258 0 0
AMAZON COM INC COM 023135106 65 4000 SH DEFINED 01 02 0 4000 0
AMAZON COM INC COM 023135106 73 4500 SH DEFINED 01 03 0 4500 0
AMAZON COM INC COM 023135106 5526 340100 SH DEFINED 01 05 0 340100 0
AMB GENERALI HOLDING COM 023138993 1670 17150 SH DEFINED 01 17150 0 0
AMBAC FINANCIAL GROUP COM 023139108 201 2973 SH DEFINED 01 2973 0 0
AMBAC FINANCIAL GROUP COM 023139108 1681 24940 SH DEFINED 01 03 0 24940 0
AMBAC FINANCIAL GROUP COM 023139108 77 1145 SH DEFINED 01 05 0 1145 0
AMCOR ORD COM 02341R104 768 166026 SH DEFINED 01 03 0 166026 0
AMERADA HESS COM 023551104 903 10946 SH DEFINED 01 10946 0 0
AMERADA HESS COM 023551104 1726 20925 SH DEFINED 01 03 0 20925 0
AMERADA HESS COM 023551104 79 958 SH DEFINED 01 05 0 958 0
AMERCO COM 023586100 1 73 SH DEFINED 01 73 0 0
AMEREN COM 023608102 2811 65343 SH DEFINED 01 65343 0 0
AMEREN COM 023608102 1481 34445 SH DEFINED 01 03 0 34445 0
AMEREN COM 023608102 119 2753 SH DEFINED 01 05 0 2753 0
AMERICA WEST HLDG CP COM 023657208 0 110 SH DEFINED 01 110 0 0
REUTERS GROU COM 0236913 20 3710 SH DEFINED 01 10 3710 0 0
DIAGEO COM 0237400 124 9522 SH DEFINED 01 10 9522 0 0
AMCORE FINL INC COM 023912108 2 92 SH DEFINED 01 92 0 0
AMERICA FIRST MORTGAGE INVESTM COM 023934102 1207 122600 SH DEFINED 01 122600 0 0
SCHRODERS COM 0240549 6 699 SH DEFINED 01 10 699 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 1129 37956 SH DEFINED 01 37956 0 0
SIX CONTINENTS PLC COM 0243195 24 2376 SH DEFINED 01 10 2376 0 0
AMER CAP STRATEGIES COM 024937104 6 217 SH DEFINED 01 217 0 0
AMERICAN ELEC PWR COM 025537101 170 4250 SH DEFINED 01 02 0 4250 0
AMERICAN ELECTRIC POWER COM 025537101 51339 1282827 SH DEFINED 01 1282827 0 0
AMERICAN ELECTRIC POWER COM 025537101 3228 80661 SH DEFINED 01 03 0 80661 0
AMERICAN ELECTRIC POWER COM 025537101 267 6662 SH DEFINED 01 05 0 6662 0
AMER ELEC PFD CVT PFD PRF 025537200 7384 150000 SH DEFINED 01 150000 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 646 30535 SH DEFINED 01 30535 0 0
AMERICAN EXPRESS COM 025816109 1354 37258 SH DEFINED 01 37258 0 0
AMERICAN EXPRESS COM 025816109 11365 312902 SH DEFINED 01 03 0 312902 0
AMERICAN EXPRESS COM 025816109 521 14347 SH DEFINED 01 05 0 14347 0
AMERICAN FINANCIAL GROUP COM 025932104 66 2758 SH DEFINED 01 2758 0 0
AMERICAN FINANCIAL HOLDINGS COM 026075101 2237 74778 SH DEFINED 01 74778 0 0
BAE SYSTEMS PLC COM 0263494 46 9001 SH DEFINED 01 10 9001 0 0
AMERICAN GREETINGS CL A COM 026375105 9286 557349 SH DEFINED 01 557349 0 0
AMERICAN GREETINGS CL A COM 026375105 304 18281 SH DEFINED 01 03 0 18281 0
AMERICAN GREETINGS CL A COM 026375105 275 16501 SH DEFINED 01 05 0 16501 0
AMER GROUP COM 026377994 345 10600 SH DEFINED 01 10600 0 0
PROVIDENT FI COM 0268596 6 573 SH DEFINED 01 10 573 0 0
AMERICAN INTL GROUP COM 026874107 14228 208522 SH DEFINED 01 0 208522 0
AMERICAN INTL GROUP COM 026874107 532569 7805491 SH DEFINED 01 7805491 0 0
AMERICAN INTL GROUP COM 026874107 35435 519444 SH DEFINED 01 02 0 519444 0
AMERICAN INTL GROUP COM 026874107 42437 621970 SH DEFINED 01 03 0 621970 0
AMERICAN INTL GROUP COM 026874107 187514 2748252 SH DEFINED 01 05 0 2748252 0
AMERICAN INTL GROUP CONV BND 026874AP2 195 320000 PRN DEFINED 01 02 0 0 320000
AMER ITALIAN PASTA COM 027070101 5 100 SH DEFINED 01 02 0 100 0
AMERICAN ITALIAN PASTA CL A COM 027070101 6848 134307 SH DEFINED 01 134307 0 0
AMERICAN ITALIAN PASTA CL A COM 027070101 337 6600 SH DEFINED 01 05 0 6600 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 5194 271751 SH DEFINED 01 271751 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 113 5900 SH DEFINED 01 05 0 5900 0
AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 1523 75900 SH DEFINED 01 75900 0 0
AMERICAN MEDICAL SEC COM 02744P101 431 18000 SH DEFINED 01 18000 0 0
AMERSHAM PLC COM 0274753 18 2071 SH DEFINED 01 10 2071 0 0
AMERICAN NATL INS CO COM 028591105 8 78 SH DEFINED 01 78 0 0
BRIT AMER TO COM 0287580 61 5655 SH DEFINED 01 10 5655 0 0
AMER PWR CONVERSION COM 029066107 977 77370 SH DEFINED 01 02 0 77370 0
AMERICAN POWER CONVERSION COM 029066107 24070 1905768 SH DEFINED 01 1905768 0 0
AMERICAN POWER CONVERSION COM 029066107 2293 181592 SH DEFINED 01 03 0 181592 0
AMERICAN POWER CONVERSION COM 029066107 1718 136056 SH DEFINED 01 05 0 136056 0
MAN E.D & F COM 0294405 11 716 SH DEFINED 01 10 716 0 0
AMERICAN STANDARD COM 029712106 2335 31106 SH DEFINED 01 31106 0 0
AMERICAN STANDARD COM 029712106 1283 17080 SH DEFINED 01 03 0 17080 0
AMERICAN STANDARD COM 029712106 59 781 SH DEFINED 01 05 0 781 0
AMERICAN STATES WATER COM 029899101 1278 48520 SH DEFINED 01 48520 0 0
AMERICAN TOWER CL A COM 029912201 6 1612 SH DEFINED 01 1612 0 0
AMERICAN TOWER CORP COM 029912201 86 25000 SH DEFINED 01 0 25000 0
AMERICAN WATER WORKS COM 030411102 17449 403815 SH DEFINED 01 403815 0 0
AMERICREDIT COM 03060R101 9699 345783 SH DEFINED 01 345783 0 0
AMERICREDIT COM 03060R101 67 2400 SH DEFINED 01 03 0 2400 0
AMERICREDIT COM 03060R101 233 8300 SH DEFINED 01 05 0 8300 0
AMERISTAR CASINOS IN COM 03070Q101 2034 70000 SH DEFINED 01 70000 0 0
AMERISTAR CASINOS IN COM 03070Q101 2 60 SH DEFINED 01 02 0 60 0
AMERISTAR CASINOS IN COM 03070Q101 232 8000 SH DEFINED 01 05 0 8000 0
AMERON INTL CORP COM 030710107 1221 17000 SH DEFINED 01 17000 0 0
AMERON INTL CORP COM 030710107 96 1340 SH DEFINED 01 02 0 1340 0
AMERON INTL CORP COM 030710107 6 77 SH DEFINED 01 03 0 77 0
AMERON INTL CORP COM 030710107 144 2000 SH DEFINED 01 05 0 2000 0
AMERSHAM COM 030719108 3 60 SH DEFINED 01 02 0 60 0
AMERIPATH COM 03071D109 5431 226281 SH DEFINED 01 226281 0 0
AMERIPATH COM 03071D109 226 9426 SH DEFINED 01 05 0 9426 0
AMERIPATH INC COM 03071D109 4 180 SH DEFINED 01 02 0 180 0
AMERITRADE HLDGS COM 03072H109 4 931 SH DEFINED 01 931 0 0
AMERUS GROUP COM 03072M108 10155 274087 SH DEFINED 01 274087 0 0
AMERUS GROUP COM 03072M108 4 121 SH DEFINED 01 03 0 121 0
AMERUS GROUP COM 03072M108 882 23800 SH DEFINED 01 05 0 23800 0
AMERUS GROUP CO COM 03072M108 66 1756 SH DEFINED 01 02 0 1756 0
AMERISOURCEBERGEN COM 03073E105 30295 398607 SH DEFINED 01 398607 0 0
AMERISOURCEBERGEN COM 03073E105 945 12417 SH DEFINED 01 02 0 12417 0
AMERISOURCEBERGEN COM 03073E105 3555 46770 SH DEFINED 01 03 0 46770 0
AMERISOURCEBERGEN COM 03073E105 11925 156907 SH DEFINED 01 05 0 156907 0
AMERIGROUP CORP COM 03073T102 2643 95293 SH DEFINED 01 95293 0 0
AMERIGROUP CORP COM 03073T102 227 8200 SH DEFINED 01 05 0 8200 0
ELECTROCOMPO COM 0309644 6 1019 SH DEFINED 01 10 1019 0 0
AMETEK COM 031100100 588 15787 SH DEFINED 01 15787 0 0
AMETEK INC (NEW) COM 031100100 4 120 SH DEFINED 01 02 0 120 0
AMGEN COM 031162100 186132 4444380 SH DEFINED 01 4444380 0 0
AMGEN COM 031162100 10440 249287 SH DEFINED 01 03 0 249287 0
AMGEN COM 031162100 24207 578005 SH DEFINED 01 05 0 578005 0
AMGEN INC COM 031162100 6198 148000 SH DEFINED 01 0 148000 0
AMGEN INC COM 031162100 17666 421834 SH DEFINED 01 02 0 421834 0
AMGEN CONV BND 031162AE0 197 290000 PRN DEFINED 01 02 0 0 290000
AMKOR TECHNOLOGY COM 031652100 4 578 SH DEFINED 01 578 0 0
AMPHENOL CL A COM 032095101 1627 45177 SH DEFINED 01 45177 0 0
AMPHENOL CL A COM 032095101 2700 75000 SH DEFINED 01 05 0 75000 0
AMSOUTH BANCORPORATION COM 032165102 226 10137 SH DEFINED 01 10137 0 0
AMSOUTH BANCORPORATION COM 032165102 1904 85074 SH DEFINED 01 03 0 85074 0
AMSOUTH BANCORPORATION COM 032165102 87 3900 SH DEFINED 01 05 0 3900 0
AMVESCAP COM 03235E993 84 10297 SH DEFINED 01 10297 0 0
ANADARKO PETRO CORP COM 032511107 641 13000 SH DEFINED 01 02 0 13000 0
ANADARKO PETROLEUM COM 032511107 24340 493732 SH DEFINED 01 493732 0 0
ANADARKO PETROLEUM COM 032511107 4389 89016 SH DEFINED 01 03 0 89016 0
ANADARKO PETROLEUM COM 032511107 3992 80974 SH DEFINED 01 05 0 80974 0
ANADIGICS COM 032515108 2 183 SH DEFINED 01 183 0 0
ANALOG DEVICES COM 032654105 8089 272368 SH DEFINED 01 272368 0 0
ANALOG DEVICES COM 032654105 9316 313655 SH DEFINED 01 02 0 313655 0
ANALOG DEVICES COM 032654105 2583 86988 SH DEFINED 01 03 0 86988 0
ANALOG DEVICES COM 032654105 298 10034 SH DEFINED 01 05 0 10034 0
ANALOGIC COM 032657207 4673 95049 SH DEFINED 01 95049 0 0
ANALOGIC COM 032657207 369 7500 SH DEFINED 01 05 0 7500 0
ANALYSTS INTL COM 032681108 330 77621 SH DEFINED 01 77621 0 0
ANAREN MICROWAVE COM 032744104 312 36128 SH DEFINED 01 36128 0 0
ANCHOR BANCORP COM 032839102 98 4050 SH DEFINED 01 02 0 4050 0
ANCHOR BANCORP WISCONSIN COM 032839102 3978 165006 SH DEFINED 01 165006 0 0
ANCHOR BANCORP WISCONSIN COM 032839102 6 252 SH DEFINED 01 03 0 252 0
ANCHOR BANCORP WISCONSIN COM 032839102 236 9800 SH DEFINED 01 05 0 9800 0
FKI COM 0329459 3 1243 SH DEFINED 01 10 1243 0 0
CARLTON COM 0341925 5 1453 SH DEFINED 01 10 1453 0 0
ANDREW CORP COM 034425108 43 2961 SH DEFINED 01 2961 0 0
ANDREW CORP COM 034425108 41 2960 SH DEFINED 01 02 0 2960 0
ANDREW CORP COM 034425108 334 23270 SH DEFINED 01 03 0 23270 0
ANDREW CORP COM 034425108 15 1054 SH DEFINED 01 05 0 1054 0
BIRSTGROUP PLC COM 0345217 5 1259 SH DEFINED 01 10 1259 0 0
ANDRX CORP-ANDRX GROUP COM 034553107 52 1922 SH DEFINED 01 1922 0 0
ANDRX CORP-ANDRX GROUP COM 034553107 1160 43000 SH DEFINED 01 05 0 43000 0
ANGELICA COM 034663104 476 27659 SH DEFINED 01 27659 0 0
ANGLO AMERICAN PLC COM 034671883 5061 304307 SH DEFINED 01 304307 0 0
ANGLO AMERICAN PLC COM 034671883 208 12520 SH DEFINED 01 05 0 12520 0
ANGLO IRISH BANK CRP COM 034675959 181 28000 SH DEFINED 01 28000 0 0
ANGLO IRISH BANK COM 034675991 143 22000 SH DEFINED 01 22000 0 0
ANGLOGOLD ADR COM 035128206 3252 124700 SH DEFINED 01 124700 0 0
ANGLOGOLD ADR COM 035128206 47 1800 SH DEFINED 01 05 0 1800 0
ANHEUSER BUSCH CO COM 035229103 20116 402274 SH DEFINED 01 02 0 402274 0
ANHEUSER-BUSCH COM 035229103 176954 3539082 SH DEFINED 01 3539082 0 0
ANHEUSER-BUSCH COM 035229103 10310 206207 SH DEFINED 01 03 0 206207 0
ANHEUSER-BUSCH COM 035229103 61996 1239935 SH DEFINED 01 05 0 1239935 0
ANIXTER INTL COM 035290105 3960 170393 SH DEFINED 01 170393 0 0
ANIXTER INTL COM 035290105 130 5600 SH DEFINED 01 05 0 5600 0
ANNALY MORT MGMT COM 035710409 2278 117391 SH DEFINED 01 117391 0 0
ANNALY MORT MGMT COM 035710409 71 3690 SH DEFINED 01 02 0 3690 0
ANNALY MORT MGMT COM 035710409 4 230 SH DEFINED 01 03 0 230 0
ANNALY MORT MGMT COM 035710409 231 11900 SH DEFINED 01 05 0 11900 0
ANNTAYLOR STORES COM 036115103 9542 375808 SH DEFINED 01 375808 0 0
ANNTAYLOR STORES COM 036115103 2 93 SH DEFINED 01 03 0 93 0
ANNTAYLOR STORES COM 036115103 52 2050 SH DEFINED 01 05 0 2050 0
ANNTAYLOR STORES COR COM 036115103 46 1802 SH DEFINED 01 02 0 1802 0
ANSYS COM 03662Q105 2538 126280 SH DEFINED 01 126280 0 0
ANSYS COM 03662Q105 3 160 SH DEFINED 01 02 0 160 0
ANSYS COM 03662Q105 133 6600 SH DEFINED 01 05 0 6600 0
ANTHEM COM 03674B104 28250 420251 SH DEFINED 01 420251 0 0
ANTHEM COM 03674B104 18703 278232 SH DEFINED 01 05 0 278232 0
ANTHEM INC. COM 03674B104 172 2555 SH DEFINED 01 02 0 2555 0
ANTEON INTERNATIONAL CORP COM 03674E108 302 11940 SH DEFINED 01 11940 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 3653 963700 SH DEFINED 01 963700 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 309 81400 SH DEFINED 01 05 0 81400 0
ANTIGENICS COM 037032109 3908 396800 SH DEFINED 01 396800 0 0
ANTIGENICS COM 037032109 363 36900 SH DEFINED 01 05 0 36900 0
ANTOFAGASTA PLC COM 037111994 4112 451877 SH DEFINED 01 451877 0 0
ANTOFAGASTA PLC COM 037111994 161 17735 SH DEFINED 01 05 0 17735 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 220 16200 SH DEFINED 01 16200 0 0
AO TATNEFT SPON ADR COM 03737P306 2074 150000 SH DEFINED 01 150000 0 0
AO TATNEFT SPON ADR COM 03737P306 81 5850 SH DEFINED 01 05 0 5850 0
AON COM 037389103 59396 2014783 SH DEFINED 01 2014783 0 0
AON COM 037389103 4221 143190 SH DEFINED 01 03 0 143190 0
AON COM 037389103 8864 300656 SH DEFINED 01 05 0 300656 0
AON CORP COM 037389103 3331 113000 SH DEFINED 01 0 113000 0
AON CORP COM 037389103 740 25100 SH DEFINED 01 02 0 25100 0
APACHE COM 037411105 34482 599895 SH DEFINED 01 599895 0 0
APACHE COM 037411105 3541 61608 SH DEFINED 01 03 0 61608 0
APACHE COM 037411105 15897 276578 SH DEFINED 01 05 0 276578 0
APACHE CORP COM 037411105 27092 471441 SH DEFINED 01 02 0 471441 0
AIMCON STOCK COM 03748R101 3951 80318 SH DEFINED 01 80318 0 0
AIMCON STOCK COM 03748R101 6642 135000 SH DEFINED 01 05 0 135000 0
APOGEE ENTERPRISES COM 037598109 1305 90874 SH DEFINED 01 90874 0 0
APOLLO GROUP CL A COM 037604105 16128 409252 SH DEFINED 01 409252 0 0
APOLLO GROUP CL A COM 037604105 4558 115660 SH DEFINED 01 03 0 115660 0
APOLLO GROUP CL A COM 037604105 21808 553360 SH DEFINED 01 05 0 553360 0
APOLLO GROUP INC -C COM 037604105 117715 2986937 SH DEFINED 01 02 0 2986937 0
UNIVERSITY OF PHOENIX ONLINE COM 037604204 263 8893 SH DEFINED 01 8893 0 0
APOGENT TECHNOLOGIES COM 03760A101 17566 853982 SH DEFINED 01 853982 0 0
APOGENT TECHNOLOGIES COM 03760A101 36459 1772527 SH DEFINED 01 02 0 1772527 0
APOGENT TECHNOLOGIES COM 03760A101 2607 126750 SH DEFINED 01 03 0 126750 0
APOGENT TECHNOLOGIES COM 03760A101 715 34747 SH DEFINED 01 05 0 34747 0
APPALACHIAN PWR $100 PRF 037735842 1018 10000 SH DEFINED 01 04 0 10000 0
APPALACHIAN PWR $100 PRF 037735859 1119 11000 SH DEFINED 01 04 0 11000 0
APPLE COMPUTER COM 037833100 48032 2710669 SH DEFINED 01 2710669 0 0
APPLE COMPUTER COM 037833100 1483 83693 SH DEFINED 01 03 0 83693 0
APPLE COMPUTER COM 037833100 31832 1796331 SH DEFINED 01 05 0 1796331 0
APPLEBEE'S INTL COM 037899101 4114 179252 SH DEFINED 01 179252 0 0
APRIA HEALTHCARE GRO COM 037933108 4 180 SH DEFINED 01 02 0 180 0
APRIA HEALTHCARE GROUP COM 037933108 2055 91703 SH DEFINED 01 91703 0 0
APRIA HEALTHCARE GROUP COM 037933108 215 9600 SH DEFINED 01 05 0 9600 0
APPLERA - APP BIOSYS COM 038020103 27229 1397274 SH DEFINED 01 02 0 1397274 0
APPLERA - APPLIED BIOSYSTEM GR COM 038020103 16292 835911 SH DEFINED 01 835911 0 0
APPLERA - APPLIED BIOSYSTEM GR COM 038020103 2562 131424 SH DEFINED 01 03 0 131424 0
APPLERA - APPLIED BIOSYSTEM GR COM 038020103 682 34990 SH DEFINED 01 05 0 34990 0
APPLERA - CELERA GENOMICS GROU COM 038020202 4673 389459 SH DEFINED 01 389459 0 0
APPLERA - CELERA GENOMICS GROU COM 038020202 360 30000 SH DEFINED 01 05 0 30000 0
APPLICA COM 03815A106 929 74934 SH DEFINED 01 74934 0 0
APPLIED IND TECHNOLO COM 03820C105 63 3210 SH DEFINED 01 02 0 3210 0
APPLIED INDUSTRIAL TECHNOLOGIE COM 03820C105 1200 61536 SH DEFINED 01 61536 0 0
APPLIED INDUSTRIAL TECHNOLOGIE COM 03820C105 4 208 SH DEFINED 01 03 0 208 0
APPLIED MATERIALS COM 038222105 4763 250420 SH DEFINED 01 0 250420 0
APPLIED MATERIALS COM 038222105 239202 12576308 SH DEFINED 01 12576308 0 0
APPLIED MATERIALS COM 038222105 50552 2657902 SH DEFINED 01 02 0 2657902 0
APPLIED MATERIALS COM 038222105 7720 405893 SH DEFINED 01 03 0 405893 0
APPLIED MATERIALS COM 038222105 39430 2073038 SH DEFINED 01 05 0 2073038 0
APPLIED MICRO CIRCUITS COM 03822W109 81 17146 SH DEFINED 01 17146 0 0
APPLIED MICRO CIRCUITS COM 03822W109 333 70437 SH DEFINED 01 03 0 70437 0
APPLIED MICRO CIRCUITS COM 03822W109 15 3225 SH DEFINED 01 05 0 3225 0
APTARGROUP COM 038336103 3552 115511 SH DEFINED 01 115511 0 0
AQUILA INC COM 03840P102 54 6798 SH DEFINED 01 6798 0 0
GUS PLC COM 0384704 26 2778 SH DEFINED 01 10 2778 0 0
CMG PLC -- (GBP) COM 0384737 2 1419 SH DEFINED 01 10 1419 0 0
ARACRUZ CELULOSE ADR COM 038496204 2522 126089 SH DEFINED 01 126089 0 0
ARACRUZ CELULOSE ADR COM 038496204 105 5239 SH DEFINED 01 05 0 5239 0
ARADIGM COM 038505103 480 110000 SH DEFINED 01 110000 0 0
ARAMARK CL B COM 038521100 6 254 SH DEFINED 01 254 0 0
MISYS COM 0385785 5 1305 SH DEFINED 01 10 1305 0 0
ARBITRON INC COM 03875Q108 81 2590 SH DEFINED 01 02 0 2590 0
ARBITRON3 COM 03875Q108 3265 104646 SH DEFINED 01 104646 0 0
ARBITRON3 COM 03875Q108 5 165 SH DEFINED 01 03 0 165 0
ARCELOR COM 039366992 12208 860192 SH DEFINED 01 860192 0 0
ARCELOR COM 039366992 13565 955881 SH DEFINED 01 05 0 955881 0
ARCH CHEMICALS COM 03937R102 1752 71697 SH DEFINED 01 71697 0 0
ARCH COAL COM 039380100 48 2075 SH DEFINED 01 2075 0 0
ARCHER-DANIELS-MIDLAND COM 039483102 23524 1839201 SH DEFINED 01 1839201 0 0
ARCHER-DANIELS-MIDLAND COM 039483102 2013 157395 SH DEFINED 01 03 0 157395 0
ARCHER-DANIELS-MIDLAND COM 039483102 1696 132538 SH DEFINED 01 05 0 132538 0
ARCHSTONE-SMITH TRUS COM 039583109 4365 163470 SH DEFINED 01 0 163470 0
ARCHSTONE-SMITH TRUST COM 039583109 12 460 SH DEFINED 01 460 0 0
ARCTIC CAT COM 039670104 4500 258769 SH DEFINED 01 258769 0 0
ARCTIC CAT COM 039670104 289 16600 SH DEFINED 01 05 0 16600 0
ARDEN REALTY COM 039793104 6 208 SH DEFINED 01 208 0 0
ARENA BRANDS HLD CRP ARENA BRA COM 03999M207 1111 111111 SH DEFINED 01 111111 0 0
ARGONAUT GROUP COM 040157109 1915 89400 SH DEFINED 01 89400 0 0
ARGONAUT GROUP COM 040157109 144 6700 SH DEFINED 01 05 0 6700 0
ARGOSY GAMING COM 040228108 4222 148640 SH DEFINED 01 148640 0 0
ARGOSY GAMING COM 040228108 3 120 SH DEFINED 01 02 0 120 0
ARGOSY GAMING COM 040228108 182 6400 SH DEFINED 01 05 0 6400 0
ARIBA COM 04033V104 11814 3703620 SH DEFINED 01 3703620 0 0
ARIBA COM 04033V104 254 79700 SH DEFINED 01 05 0 79700 0
HAMMERSON COM 0406501 5 629 SH DEFINED 01 10 629 0 0
ARKANSAS BEST COM 040790107 4708 184800 SH DEFINED 01 184800 0 0
ARKANSAS BEST COM 040790107 6 245 SH DEFINED 01 03 0 245 0
ARKANSAS BEST COM 040790107 292 11450 SH DEFINED 01 05 0 11450 0
ARKANSAS BEST CORP COM 040790107 101 3954 SH DEFINED 01 02 0 3954 0
HANSON COM 0408983 13 1845 SH DEFINED 01 10 1845 0 0
STAGECOACH COM 0414667 4 3754 SH DEFINED 01 10 3754 0 0
HAYS PLC COM 0416102 10 4052 SH DEFINED 01 10 4052 0 0
NEXT COM 0421861 14 980 SH DEFINED 01 10 980 0 0
ARMOR HOLDINGS COM 042260109 2559 100357 SH DEFINED 01 100357 0 0
ARMSTRONG WORLD IND COM 042384107 0 88 SH DEFINED 01 88 0 0
REXAM COM 0425045 6 862 SH DEFINED 01 10 862 0 0
ARQULE COM 04269E107 574 85164 SH DEFINED 01 85164 0 0
ARRIS GROUP COM 04269Q100 825 187471 SH DEFINED 01 187471 0 0
ARRIS GROUP COM 04269Q100 75 17028 SH DEFINED 01 05 0 17028 0
ARRAY BIOPHARMA INC COM 04269X105 1118 116000 SH DEFINED 01 116000 0 0
ARRAY BIOPHARMA INC COM 04269X105 2 160 SH DEFINED 01 02 0 160 0
ARRAY BIOPHARMA INC COM 04269X105 128 13300 SH DEFINED 01 05 0 13300 0
ARRK CORPORATION COM 042700997 451 10000 SH DEFINED 01 10000 0 0
ARROW ELECTRONICS COM 042735100 77 3737 SH DEFINED 01 3737 0 0
ARROW ELECTRONIC CVT CONV BND 042735AY6 178 400000 PRN DEFINED 01 02 0 0 400000
ARROW FINANCIAL CORP COM 042744102 578 17000 SH DEFINED 01 17000 0 0
ARROW FINANCIAL CORP COM 042744102 75 2200 SH DEFINED 01 05 0 2200 0
ARROW INTL COM 042764100 193 4930 SH DEFINED 01 4930 0 0
ARROW INTL COM 042764100 39 1000 SH DEFINED 01 05 0 1000 0
ART TECH GROUP COM 04289L107 0 318 SH DEFINED 01 318 0 0
ARTISAN COMPONENTS COM 042923102 2062 229100 SH DEFINED 01 229100 0 0
ARTESYN TECHNOLOGIES COM 043127109 799 123325 SH DEFINED 01 123325 0 0
ARTHROCARE COM 043136100 902 70115 SH DEFINED 01 70115 0 0
ARVINMERITOR COM 043353101 1719 71628 SH DEFINED 01 71628 0 0
ARVINMERITOR COM 043353101 5 208 SH DEFINED 01 03 0 208 0
ARVINMERITOR COM 043353101 130 5400 SH DEFINED 01 05 0 5400 0
ARVINMERITOR INC COM 043353101 77 3220 SH DEFINED 01 02 0 3220 0
ASAHI GLASS CO COM 043393990 5612 877000 SH DEFINED 01 877000 0 0
ASAHI GLASS CO COM 043393990 3334 521000 SH DEFINED 01 03 0 521000 0
ASAHI GLASS CO COM 043393990 3571 558000 SH DEFINED 01 05 0 558000 0
ASBURY AUTOMOTIVE GROUP COM 043436104 5 335 SH DEFINED 01 335 0 0
ASCENTIAL SOFTWARE COM 04362P108 190 68000 SH DEFINED 01 0 68000 0
ASCENTIAL SOFTWARE COM 04362P108 27 9978 SH DEFINED 01 9978 0 0
ASHANTI GOLDFLDS-GDR COM 043743202 1228 250000 SH DEFINED 01 250000 0 0
ASHLAND COM 044204105 76 1872 SH DEFINED 01 1872 0 0
ASHLAND COM 044204105 661 16330 SH DEFINED 01 03 0 16330 0
ASHLAND COM 044204105 30 746 SH DEFINED 01 05 0 746 0
EXEL PLC COM 0448688 9 698 SH DEFINED 01 10 698 0 0
ASHWORTH COM 04516H101 382 42350 SH DEFINED 01 42350 0 0
ASK JEEVES INC COM 045174109 0 128 SH DEFINED 01 128 0 0
ASPECT COMMUNICATIONS COM 04523Q102 539 168519 SH DEFINED 01 168519 0 0
ASPEN TECHNOLOGY COM 045327103 1182 141767 SH DEFINED 01 141767 0 0
IMPERIAL TOBACCO GROUP PLC COM 0454492 30 1860 SH DEFINED 01 10 1860 0 0
ASSOCIATED BANC-CORP COM 045487105 112 2964 SH DEFINED 01 2964 0 0
ASSURANCES GENERALES DE FRANCE COM 045611993 2210 48100 SH DEFINED 01 48100 0 0
IMI COM 0457963 4 764 SH DEFINED 01 10 764 0 0
IMPERIAL CHE COM 0459497 14 2816 SH DEFINED 01 10 2816 0 0
ASTEC INDS COM 046224101 1015 63101 SH DEFINED 01 63101 0 0
ASTORIA FINANCIAL COM 046265104 2498 77946 SH DEFINED 01 77946 0 0
ASTORIA FINANCIAL COM 046265104 3013 94000 SH DEFINED 01 05 0 94000 0
ASTORIA FINL CORP COM 046265104 26 800 SH DEFINED 01 02 0 800 0
ASTRAZENECA COM 046322996 1350 32600 SH DEFINED 01 32600 0 0
ASTRAZENECA PLC-ADR COM 046353108 16 400 SH DEFINED 01 02 0 400 0
ASTROPOWER COM 04644A101 1371 69805 SH DEFINED 01 69805 0 0
ASYST COM 04648X107 1 64 SH DEFINED 01 64 0 0
ASTRA F COM 046550992 1267 2598500 SH DEFINED 01 2598500 0 0
ASTRA F COM 046550992 51 104000 SH DEFINED 01 05 0 104000 0
SPIRENT COM 0472609 3 2418 SH DEFINED 01 10 2418 0 0
JOHNSON MATT COM 0476407 7 476 SH DEFINED 01 10 476 0 0
AGILITI SERIES C CV PRF 047800XX0 0 2250000 SH DEFINED 01 2250000 0 0
AGILITI SERIES C CV PRF 047800XX0 0 2750000 SH DEFINED 01 05 0 2750000 0
ATLANTIC COAST AIRLI COM 048396105 4 170 SH DEFINED 01 02 0 170 0
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 5270 242842 SH DEFINED 01 242842 0 0
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 5015 231100 SH DEFINED 01 05 0 231100 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164106 6 1575 SH DEFINED 01 1575 0 0
ATMEL COM 049513104 292 46722 SH DEFINED 01 46722 0 0
ATMOS ENERGY COM 049560105 14834 632828 SH DEFINED 01 632828 0 0
ATRIX LABORATORIES COM 04962L101 503 22610 SH DEFINED 01 22610 0 0
HILTON GROUP COM 0500254 15 4416 SH DEFINED 01 10 4416 0 0
ATWOOD OCEANICS COM 050095108 4548 120202 SH DEFINED 01 120202 0 0
ATWOOD OCEANICS COM 050095108 2 50 SH DEFINED 01 02 0 50 0
ATWOOD OCEANICS COM 050095108 178 4700 SH DEFINED 01 05 0 4700 0
LAND SECURIT COM 0504502 21 1561 SH DEFINED 01 10 1561 0 0
AUDIOVOX CL A COM 050757103 584 73468 SH DEFINED 01 73468 0 0
AUGUST TECH CORP COM 05106U105 678 68550 SH DEFINED 01 68550 0 0
AUGUST TECH CORP COM 05106U105 3 350 SH DEFINED 01 02 0 350 0
AUGUST TECH CORP COM 05106U105 79 7950 SH DEFINED 01 05 0 7950 0
AURIGIN SYSTEMS 2.46% PRF 051400XX2 0 2285975 SH DEFINED 01 2285975 0 0
AURIGIN SYSTEMS 2.46% PRF 051400XX2 0 3811586 SH DEFINED 01 05 0 3811586 0
AURIONGOLD LIMITED COM 051455996 1324 600000 SH DEFINED 01 600000 0 0
AUSPEX SYSTEMS COM 052116100 119 475000 SH DEFINED 01 475000 0 0
LOGICA COM 0522708 3 1051 SH DEFINED 01 10 1051 0 0
AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 1504 138900 SH DEFINED 01 138900 0 0
AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 4282 395400 SH DEFINED 01 03 0 395400 0
AUTODESK COM 052769106 1318 99420 SH DEFINED 01 99420 0 0
AUTODESK COM 052769106 358 26992 SH DEFINED 01 03 0 26992 0
AUTODESK COM 052769106 16 1235 SH DEFINED 01 05 0 1235 0
AUTOGRILL SPA COM 052775996 527 45300 SH DEFINED 01 45300 0 0
AUTOMATIC DATA PROC. COM 053015103 245 5625 SH DEFINED 01 02 0 5625 0
AUTOMATIC DATA PROCESSING COM 053015103 217977 5005217 SH DEFINED 01 5005217 0 0
AUTOMATIC DATA PROCESSING COM 053015103 6413 147249 SH DEFINED 01 03 0 147249 0
AUTOMATIC DATA PROCESSING COM 053015103 45355 1041445 SH DEFINED 01 05 0 1041445 0
AUTONATION COM 05329W102 4223 291129 SH DEFINED 01 291129 0 0
AUTONATION COM 05329W102 6250 431000 SH DEFINED 01 05 0 431000 0
AUTOLIV COM 053300992 1097 45000 SH DEFINED 01 45000 0 0
AUTOSTRADE SPA COM 053309993 715 86268 SH DEFINED 01 86268 0 0
COMPASS GROUP COM 0533153 40 6585 SH DEFINED 01 10 6585 0 0
AUTOZONE COM 053332102 34745 449487 SH DEFINED 01 449487 0 0
AUTOZONE COM 053332102 54 700 SH DEFINED 01 02 0 700 0
AUTOZONE COM 053332102 1919 24819 SH DEFINED 01 03 0 24819 0
AUTOZONE COM 053332102 45771 592111 SH DEFINED 01 05 0 592111 0
AVALONBAY COMMUNITIES COM 053484101 170 3661 SH DEFINED 01 3661 0 0
AVANEX CORP COM 05348W109 0 111 SH DEFINED 01 111 0 0
AVAYA COM 053499109 53 10829 SH DEFINED 01 10829 0 0
AVAYA COM 053499109 421 84978 SH DEFINED 01 03 0 84978 0
AVAYA COM 053499109 19 3885 SH DEFINED 01 05 0 3885 0
AdvantGo COM 05349M928 71 142153 SH DEFINED 01 142153 0 0
AVENTIS COM 053561106 6339 90000 SH DEFINED 01 90000 0 0
AVENTIS COM 053561106 24 340 SH DEFINED 01 02 0 340 0
AVENTIS COM 053561106 291 4125 SH DEFINED 01 05 0 4125 0
AVENTIS COM 053561999 775 10933 SH DEFINED 01 10933 0 0
AVENTIS COM 053561999 3264 46066 SH DEFINED 01 03 0 46066 0
AVERY DENNISON COM 053611109 192 3067 SH DEFINED 01 3067 0 0
AVERY DENNISON COM 053611109 1622 25850 SH DEFINED 01 03 0 25850 0
AVERY DENNISON COM 053611109 74 1178 SH DEFINED 01 05 0 1178 0
AVICI SYSTEMS INC COM 05367L109 0 270 SH DEFINED 01 270 0 0
AVID TECHNOLOGY COM 05367P100 780 84185 SH DEFINED 01 84185 0 0
AVIRON CVT CONV BND 053762AD2 180 200000 PRN DEFINED 01 02 0 0 200000
AVISTA COM 05379B107 2116 153303 SH DEFINED 01 153303 0 0
AVNET COM 053807103 161 7327 SH DEFINED 01 7327 0 0
AVOCENT COM 053893103 754 47337 SH DEFINED 01 47337 0 0
AVOCENT CORPORATION COM 053893103 2 135 SH DEFINED 01 02 0 135 0
HSBC HLDGS COM 0540528 317 27532 SH DEFINED 01 10 27532 0 0
AVON PRODUCTS COM 054303102 20461 391689 SH DEFINED 01 391689 0 0
AVON PRODUCTS COM 054303102 19934 381550 SH DEFINED 01 02 0 381550 0
AVON PRODUCTS COM 054303102 2906 55620 SH DEFINED 01 03 0 55620 0
AVON PRODUCTS COM 054303102 67616 1294350 SH DEFINED 01 05 0 1294350 0
AXA COM 054537998 3443 188256 SH DEFINED 01 03 0 188256 0
AWARE COM 05453N100 276 72790 SH DEFINED 01 72790 0 0
AXCELIS TECHNOLOGIES COM 054540109 3609 314362 SH DEFINED 01 314362 0 0
AZTAR COM 054802103 4794 230527 SH DEFINED 01 230527 0 0
AZTAR COM 054802103 5 219 SH DEFINED 01 03 0 219 0
AZTAR COM 054802103 155 7464 SH DEFINED 01 05 0 7464 0
AZTAR CORP COM 054802103 83 3980 SH DEFINED 01 02 0 3980 0
BB&T COM 054937107 1195 30945 SH DEFINED 01 30945 0 0
BB&T COM 054937107 4352 112746 SH DEFINED 01 03 0 112746 0
BB&T COM 054937107 199 5167 SH DEFINED 01 05 0 5167 0
BB&T CORP COM 054937107 92 2359 SH DEFINED 01 02 0 2359 0
BACHEM AG-REG B COM 055100994 320 5300 SH DEFINED 01 5300 0 0
BCE COM 055340996 1027 59210 SH DEFINED 01 59210 0 0
BCE COM 05534B109 8710 500000 SH DEFINED 01 500000 0 0
BEI TECHNOLOGIES COM 05538P104 529 46202 SH DEFINED 01 46202 0 0
BISYS GROUP COM 055472104 20632 619561 SH DEFINED 01 619561 0 0
BISYS GROUP COM 055472104 89688 2693320 SH DEFINED 01 02 0 2693320 0
BISYS GROUP COM 055472104 2244 67400 SH DEFINED 01 03 0 67400 0
BISYS GROUP COM 055472104 28585 858400 SH DEFINED 01 05 0 858400 0
BJ SERVICES COM 055482103 17934 529325 SH DEFINED 01 529325 0 0
BJ SERVICES COM 055482103 1249 36860 SH DEFINED 01 03 0 36860 0
BJ SERVICES COM 055482103 22531 665038 SH DEFINED 01 05 0 665038 0
BJ SERVICES CO COM 055482103 179 5275 SH DEFINED 01 02 0 5275 0
BKF CAPITAL GROUP COM 05548G102 43 1500 SH DEFINED 01 1500 0 0
BJ`S WHOLESALE CLUB COM 05548J106 13008 337876 SH DEFINED 01 337876 0 0
BJ`S WHOLESALE CLUB COM 05548J106 16016 416000 SH DEFINED 01 05 0 416000 0
BJ'S WHOLESALE CLUB COM 05548J106 127 3300 SH DEFINED 01 02 0 3300 0
BAYERISCHE MOTOREN WERKE COM 055501993 427 10351 SH DEFINED 01 10351 0 0
BAYERISCHE MOTOREN WERKE COM 055501993 5344 129594 SH DEFINED 01 03 0 129594 0
BOK FINANCIAL CORP COM 05561Q201 12 350 SH DEFINED 01 350 0 0
BP ADR COM 055622104 40392 800000 SH DEFINED 01 800000 0 0
BP ADR COM 055622104 1702 33700 SH DEFINED 01 03 0 33700 0
BP ADR COM 055622104 6223 123259 SH DEFINED 01 05 0 123259 0
BP PLC ADR COM 055622104 8576 169860 SH DEFINED 01 0 169860 0
BP PLC ADR COM 055622104 535 10600 SH DEFINED 01 02 0 10600 0
BP COM 055622997 46842 5577164 SH DEFINED 01 5577164 0 0
BP COM 055622997 11190 1332345 SH DEFINED 01 03 0 1332345 0
BP COM 055622997 42751 5090010 SH DEFINED 01 05 0 5090010 0
BPB PLC COM 055635999 109 20355 SH DEFINED 01 20355 0 0
BRE PROPERTIES CL A COM 05564E106 9 275 SH DEFINED 01 275 0 0
BT GROUP ADR COM 05577E101 496 13000 SH DEFINED 01 13000 0 0
BT GROUP PLC COM 055885990 1253 326100 SH DEFINED 01 326100 0 0
BMC SOFTWARE COM 055921100 42539 2562587 SH DEFINED 01 2562587 0 0
BMC SOFTWARE COM 055921100 4376 263623 SH DEFINED 01 03 0 263623 0
BMC SOFTWARE COM 055921100 9652 581482 SH DEFINED 01 05 0 581482 0
BMC SOFTWARE INC COM 055921100 1987 119750 SH DEFINED 01 02 0 119750 0
LEGAL & GENE COM 0560399 27 13721 SH DEFINED 01 10 13721 0 0
BACOU DALLOZ COM 056437999 217 2000 SH DEFINED 01 2000 0 0
BAKER HUGHES COM 057224107 36486 1095971 SH DEFINED 01 1095971 0 0
BAKER HUGHES COM 057224107 483 14500 SH DEFINED 01 02 0 14500 0
BAKER HUGHES COM 057224107 3756 112850 SH DEFINED 01 03 0 112850 0
BAKER HUGHES COM 057224107 2887 86737 SH DEFINED 01 05 0 86737 0
CENTRICA COM 0573438 39 12454 SH DEFINED 01 10 12454 0 0
UNILEVER COM 0574873 74 8105 SH DEFINED 01 10 8105 0 0
BALDOR ELECTRIC COM 057741100 2734 109091 SH DEFINED 01 109091 0 0
BALL COM 058498106 67 1622 SH DEFINED 01 1622 0 0
BALL COM 058498106 554 13364 SH DEFINED 01 03 0 13364 0
BALL COM 058498106 25 612 SH DEFINED 01 05 0 612 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 1975 105568 SH DEFINED 01 105568 0 0
INTESABCI SPA COM 059422998 17637 5779746 SH DEFINED 01 5779746 0 0
INTESABCI SPA COM 059422998 4226 1384678 SH DEFINED 01 03 0 1384678 0
INTESABCI SPA COM 059422998 9688 3174633 SH DEFINED 01 05 0 3174633 0
BANCO POPULAR E COM 059444992 184 4164 SH DEFINED 01 4164 0 0
BANCO SANTANDER CENTRAL HISPAN COM 059469999 23421 2949614 SH DEFINED 01 2949614 0 0
BANCO SANTANDER CENTRAL HISPAN COM 059469999 5723 720723 SH DEFINED 01 03 0 720723 0
BANCO SANTANDER CENTRAL HISPAN COM 059469999 21166 2665687 SH DEFINED 01 05 0 2665687 0
BANCO ITAU PRF 059615559 2018 36256000 SH DEFINED 01 36256000 0 0
BANCO ITAU PRF 059615559 78 1403000 SH DEFINED 01 05 0 1403000 0
BANGKOK BANK PUBLIC-F/REG COM 059688994 4255 2533600 SH DEFINED 01 2533600 0 0
BANGKOK BANK PUBLIC-F/REG COM 059688994 180 107400 SH DEFINED 01 05 0 107400 0
BANCORPSOUTH INC COM 059692103 6 293 SH DEFINED 01 293 0 0
BANCORPSOUTH INC COM 059692103 126 6160 SH DEFINED 01 02 0 6160 0
BANCORPSOUTH INC COM 059692103 8 395 SH DEFINED 01 03 0 395 0
BANDAG COM 059815100 28 979 SH DEFINED 01 979 0 0
BANDWIDTH9 SERIES F PRF 0600001A4 4423 1413043 SH DEFINED 01 1413043 0 0
BANK OF AMERICA COM 060505104 641044 9110937 SH DEFINED 01 9110937 0 0
BANK OF AMERICA COM 060505104 26084 370730 SH DEFINED 01 03 0 370730 0
BANK OF AMERICA COM 060505104 174959 2486640 SH DEFINED 01 05 0 2486640 0
BANK OF AMERICA CORP COM 060505104 13103 186221 SH DEFINED 01 0 186221 0
BANK OF AMERICA CORP COM 060505104 38889 552713 SH DEFINED 01 02 0 552713 0
BANK OF EAST ASIA COM 060722998 3603 1789800 SH DEFINED 01 1789800 0 0
BANK OF EAST ASIA COM 060722998 141 70000 SH DEFINED 01 05 0 70000 0
CADBURY SCHW COM 0610700 45 6056 SH DEFINED 01 10 6056 0 0
PACIFIC CENTURY FINANCIAL COM 062540109 80 2812 SH DEFINED 01 2812 0 0
INTERNATIONAL POWER COM 0632016 7 2704 SH DEFINED 01 10 2704 0 0
BANK OF NEW YORK COM 064057102 10368 307211 SH DEFINED 01 307211 0 0
BANK OF NEW YORK COM 064057102 5817 172369 SH DEFINED 01 03 0 172369 0
BANK OF NEW YORK COM 064057102 5462 161856 SH DEFINED 01 05 0 161856 0
BANK OF NOVA SCOTIA COM 064100993 4605 140100 SH DEFINED 01 140100 0 0
BANK ONE COM 06423A103 33604 873281 SH DEFINED 01 873281 0 0
BANK ONE COM 06423A103 10745 279236 SH DEFINED 01 03 0 279236 0
BANK ONE COM 06423A103 11262 292660 SH DEFINED 01 05 0 292660 0
BANK ONE CORP COM 06423A103 4454 115748 SH DEFINED 01 0 115748 0
BANK POLSKA KASA OPIEKI COM 064269996 2386 103856 SH DEFINED 01 103856 0 0
BANK POLSKA KASA OPIEKI COM 064269996 85 3713 SH DEFINED 01 05 0 3713 0
UTD UTILITIE COM 0646233 12 1301 SH DEFINED 01 10 1301 0 0
BANKATLANTIC CL A COM 065908501 3030 251463 SH DEFINED 01 251463 0 0
BANKATLANTIC CL A COM 065908501 114 9350 SH DEFINED 01 02 0 9350 0
BANKATLANTIC CL A COM 065908501 7 592 SH DEFINED 01 03 0 592 0
BANKATLANTIC CL A COM 065908501 350 29037 SH DEFINED 01 05 0 29037 0
ROYAL&SUN COM 0661689 16 4262 SH DEFINED 01 10 4262 0 0
BANK OF IRELAND COM 066206996 1616 129736 SH DEFINED 01 129736 0 0
BANK HAPOALIM IL;BHP/IL COM 066211996 2537 1614771 SH DEFINED 01 1614771 0 0
BANK HAPOALIM IL;BHP/IL COM 066211996 106 67513 SH DEFINED 01 05 0 67513 0
BANKNORTH GROUP COM 06646R107 146 5633 SH DEFINED 01 5633 0 0
BANRO CORP COM 066800996 394 85100 SH DEFINED 01 85100 0 0
BANTA COM 066821109 35 982 SH DEFINED 01 982 0 0
BANYU PHARMACEUTICAL CO LTD COM 066907999 322 25000 SH DEFINED 01 25000 0 0
BNP PARIBAS COM 067250993 39213 709005 SH DEFINED 01 709005 0 0
BNP PARIBAS COM 067250993 6207 112231 SH DEFINED 01 03 0 112231 0
BNP PARIBAS COM 067250993 36250 655444 SH DEFINED 01 05 0 655444 0
BARD (CR) COM 067383109 4893 86482 SH DEFINED 01 86482 0 0
BARD (CR) COM 067383109 700 12378 SH DEFINED 01 03 0 12378 0
BARD (CR) COM 067383109 221 3898 SH DEFINED 01 05 0 3898 0
BARCLAYS COM 06738E105 583 69278 SH DEFINED 01 69278 0 0
PEARSON COM 0677608 21 2130 SH DEFINED 01 10 2130 0 0
BARNES & NOBLE COM 067774109 71 2687 SH DEFINED 01 2687 0 0
BARNES GROUP COM 067806109 1380 60257 SH DEFINED 01 60257 0 0
BARNESANDNOBLE.COM COM 067846105 0 105 SH DEFINED 01 105 0 0
BARRICK GOLD COM 067901108 15833 833737 SH DEFINED 01 833737 0 0
BARRICK GOLD COM 067901108 2417 127301 SH DEFINED 01 03 0 127301 0
BARRICK GOLD COM 067901108 289 15172 SH DEFINED 01 05 0 15172 0
P & O COM 0680048 6 1520 SH DEFINED 01 10 1520 0 0
BARPLATS INVESTMENTS COM 068299999 419 900000 SH DEFINED 01 900000 0 0
BARR LABORATORIES COM 068306109 41400 651663 SH DEFINED 01 651663 0 0
BARR LABORATORIES COM 068306109 1645 25900 SH DEFINED 01 05 0 25900 0
BARRA COM 068313105 3816 102651 SH DEFINED 01 102651 0 0
BARRA COM 068313105 136 3650 SH DEFINED 01 05 0 3650 0
BARRA INC COM 068313105 2 50 SH DEFINED 01 02 0 50 0
PILKINGTON COM 0688462 3 2433 SH DEFINED 01 10 2433 0 0
SCOT POWER COM 0690070 27 4978 SH DEFINED 01 10 4978 0 0
BASF COM 069730992 2172 46843 SH DEFINED 01 46843 0 0
BASSETT FURN IND. COM 070203104 57 2936 SH DEFINED 01 02 0 2936 0
BASSETT FURNITURE INDS COM 070203104 2256 115679 SH DEFINED 01 115679 0 0
BASSETT FURNITURE INDS COM 070203104 4 181 SH DEFINED 01 03 0 181 0
BASSETT FURNITURE INDS COM 070203104 172 8800 SH DEFINED 01 05 0 8800 0
PRUDENTIAL COM 0709954 51 5591 SH DEFINED 01 10 5591 0 0
BAUSCH & LOMB COM 071707103 15278 451374 SH DEFINED 01 451374 0 0
BAUSCH & LOMB COM 071707103 429 12684 SH DEFINED 01 03 0 12684 0
BAUSCH & LOMB COM 071707103 611 18052 SH DEFINED 01 05 0 18052 0
BAXTER INTL COM 071813109 50002 1125171 SH DEFINED 01 1125171 0 0
BAXTER INTL COM 071813109 6284 141414 SH DEFINED 01 03 0 141414 0
BAXTER INTL COM 071813109 358 8056 SH DEFINED 01 05 0 8056 0
BAXTER INTL INC COM 071813109 16447 370105 SH DEFINED 01 0 370105 0
BAXTER INTL INC COM 071813109 20080 451835 SH DEFINED 01 02 0 451835 0
RIO TINTO COM 0718875 54 2964 SH DEFINED 01 10 2964 0 0
VODAFONE GROUP PLC COM 0719210 275 200584 SH DEFINED 01 10 200584 0 0
RANK GROUP COM 0724076 7 1688 SH DEFINED 01 10 1688 0 0
RMC GROUP COM 0726641 6 569 SH DEFINED 01 10 569 0 0
BAYCORP HOLDINGS LTD COM 072728108 0 28 SH DEFINED 01 05 0 28 0
RECKITT BENCKISER PLC COM 0727871 29 1591 SH DEFINED 01 10 1591 0 0
REED COM 0730835 33 3489 SH DEFINED 01 10 3489 0 0
RENTOKIL INI COM 0732712 21 5118 SH DEFINED 01 10 5118 0 0
BE AEROSPACE COM 073302101 2337 177329 SH DEFINED 01 177329 0 0
BE AEROSPACE COM 073302101 2 140 SH DEFINED 01 02 0 140 0
BE AEROSPACE COM 073302101 90 6800 SH DEFINED 01 05 0 6800 0
BEA SYSTEMS COM 073325102 10322 1096909 SH DEFINED 01 1096909 0 0
BEA SYSTEMS COM 073325102 33883 3600800 SH DEFINED 01 05 0 3600800 0
BEA SYSTEMS CVT CONV BND 073325AD4 187 230000 PRN DEFINED 01 02 0 0 230000
BEAR STEARNS COMPANIES COM 073902108 18136 297068 SH DEFINED 01 297068 0 0
BEAR STEARNS COMPANIES COM 073902108 1533 25116 SH DEFINED 01 03 0 25116 0
BEAR STEARNS COMPANIES COM 073902108 407 6669 SH DEFINED 01 05 0 6669 0
BEASLEY BROADCAST GROUP CL A COM 074014101 147 10000 SH DEFINED 01 10000 0 0
ROLLS ROYCE COM 0747761 11 4279 SH DEFINED 01 10 4279 0 0
ROYAL BK SCO COM 0754783 227 8010 SH DEFINED 01 10 8010 0 0
BEAZER HOMES USA COM 07556Q105 712 8900 SH DEFINED 01 8900 0 0
BEBE STORES INC COM 075571109 2 102 SH DEFINED 01 102 0 0
BECKMAN COULTER COM 075811109 120 2403 SH DEFINED 01 2403 0 0
BECTON DICKINSON COM 075887109 2 70 SH DEFINED 01 02 0 70 0
BECTON, DICKINSON & CO COM 075887109 16094 467165 SH DEFINED 01 467165 0 0
BECTON, DICKINSON & CO COM 075887109 2093 60769 SH DEFINED 01 03 0 60769 0
BECTON, DICKINSON & CO COM 075887109 712 20676 SH DEFINED 01 05 0 20676 0
BED BATH & BEYOND COM 075896100 30316 803263 SH DEFINED 01 803263 0 0
BED BATH & BEYOND COM 075896100 2698 71491 SH DEFINED 01 03 0 71491 0
BED BATH & BEYOND COM 075896100 25533 676547 SH DEFINED 01 05 0 676547 0
BED BATH & BEYOND IN COM 075896100 981 26000 SH DEFINED 01 0 26000 0
BED BATH & BEYOND IN COM 075896100 200 5300 SH DEFINED 01 02 0 5300 0
CLOSE BROTHERS COM 0766807 4 432 SH DEFINED 01 10 432 0 0
SAINSBURY(J) COM 0767640 24 4514 SH DEFINED 01 10 4514 0 0
BEL FUSE CL B COM 077347300 6803 251510 SH DEFINED 01 251510 0 0
BEL FUSE CL B COM 077347300 427 15800 SH DEFINED 01 05 0 15800 0
BELDEN COM 077459105 1666 79957 SH DEFINED 01 79957 0 0
BELL MICROPRODUCTS COM 078137106 638 79254 SH DEFINED 01 79254 0 0
SCOT & NEWCA COM 0783969 17 1823 SH DEFINED 01 10 1823 0 0
SCOT & SOUTH COM 0790873 25 2540 SH DEFINED 01 10 2540 0 0
SERCO GROUP COM 0797379 4 1306 SH DEFINED 01 10 1306 0 0
BP PLC COM 0798059 555 66055 SH DEFINED 01 10 66055 0 0
SSL INTERNATIONAL COM 0798112 2 402 SH DEFINED 01 10 402 0 0
BELL SOUTH COM 079860102 5203 165184 SH DEFINED 01 0 165184 0
BELLSOUTH COM 079860102 113277 3596148 SH DEFINED 01 3596148 0 0
BELLSOUTH COM 079860102 14039 445699 SH DEFINED 01 03 0 445699 0
BELLSOUTH COM 079860102 29645 941096 SH DEFINED 01 05 0 941096 0
BELLSYSTEM 24 INC COM 079869996 227 650 SH DEFINED 01 650 0 0
SAGE GROUP PLC COM 0802165 8 3029 SH DEFINED 01 10 3029 0 0
SHELL TRAN COM 0803414 217 28710 SH DEFINED 01 10 28710 0 0
BELO CL A COM 080555105 457 20187 SH DEFINED 01 20187 0 0
INVENSYS COM 0807041 12 8574 SH DEFINED 01 10 8574 0 0
SLOUGH ESTAT COM 0814104 5 897 SH DEFINED 01 10 897 0 0
BEMIS COM 081437105 70 1470 SH DEFINED 01 1470 0 0
BEMIS COM 081437105 592 12462 SH DEFINED 01 03 0 12462 0
BEMIS COM 081437105 27 562 SH DEFINED 01 05 0 562 0
BENCHMARK ELECTRONIC COM 08160H101 103 3583 SH DEFINED 01 02 0 3583 0
BENCHMARK ELECTRONICS COM 08160H101 3702 128373 SH DEFINED 01 128373 0 0
BENCHMARK ELECTRONICS COM 08160H101 7 234 SH DEFINED 01 03 0 234 0
BENCHMARK ELECTRONICS COM 08160H101 159 5500 SH DEFINED 01 05 0 5500 0
SMITHS GROUP COM 0818270 21 1631 SH DEFINED 01 10 1631 0 0
BENIHANA INC COM 082047200 1 60 SH DEFINED 01 02 0 60 0
BENTLEY PHARMACEUTICALS INC COM 082657107 348 30000 SH DEFINED 01 30000 0 0
GRANADA PLC COM 0827566 11 6738 SH DEFINED 01 10 6738 0 0
CORUS GROUP COM 0828053 9 7377 SH DEFINED 01 10 7377 0 0
ANGLIAN WATE COM 0843443 5 594 SH DEFINED 01 10 594 0 0
WR BERKLEY COM 084423102 555 10090 SH DEFINED 01 10090 0 0
BERKSHIRE HATHAWAY I COM 084670108 20240 303 SH DEFINED 01 303 0 0
BERKSHIRE HATHAWAY I COM 084670108 1069 16 SH DEFINED 01 05 0 16 0
BERKSHIRE HATHAWAY B COM 084670207 607 272 SH DEFINED 01 02 0 272 0
BERKSHIRE HATHAWAY CL B COM 084670207 28263 12657 SH DEFINED 01 12657 0 0
BERKSHIRE HATHAWAY CL B COM 084670207 1876 840 SH DEFINED 01 03 0 840 0
BERKSHIRE HATHAWAY CL B COM 084670207 4466 2000 SH DEFINED 01 05 0 2000 0
SECURICOR COM 0849902 4 1939 SH DEFINED 01 10 1939 0 0
BERU AG COM 086066990 188 3500 SH DEFINED 01 3500 0 0
BEST BUY COM 086516101 109018 3003231 SH DEFINED 01 3003231 0 0
BEST BUY COM 086516101 2831 77965 SH DEFINED 01 03 0 77965 0
BEST BUY COM 086516101 28590 787605 SH DEFINED 01 05 0 787605 0
BEST BUY CO COM 086516101 490 13500 SH DEFINED 01 0 13500 0
BEST BUY CO COM 086516101 3030 83473 SH DEFINED 01 02 0 83473 0
LLOYDS TSB G COM 0870612 163 16383 SH DEFINED 01 10 16383 0 0
BETHLEHEM STEEL COM 087509105 0 317 SH DEFINED 01 317 0 0
TATE & LYLE COM 0875413 5 996 SH DEFINED 01 10 996 0 0
BG COM 0876289 45 10406 SH DEFINED 01 10 10406 0 0
TAYLOR WOODR COM 0878230 2 879 SH DEFINED 01 10 879 0 0
BEVERLY ENTERPRISES COM 087851309 1246 163616 SH DEFINED 01 163616 0 0
TESCO COM 0884709 75 20614 SH DEFINED 01 10 20614 0 0
BHP BILLITON COM 088606991 15593 2696558 SH DEFINED 01 2696558 0 0
BHP BILLITON COM 088606991 2764 478166 SH DEFINED 01 03 0 478166 0
BHP BILLITON COM 088606991 24926 4310664 SH DEFINED 01 05 0 4310664 0
3I GROUP PLC COM 0888693 18 1710 SH DEFINED 01 10 1710 0 0
BIG LOTS COM 089302103 3891 197695 SH DEFINED 01 197695 0 0
BIG LOTS COM 089302103 537 27289 SH DEFINED 01 03 0 27289 0
BIG LOTS COM 089302103 372 18942 SH DEFINED 01 05 0 18942 0
BINDVIEW DEVEL CORP COM 090327107 0 150 SH DEFINED 01 150 0 0
BHP BILLITON COM 090525999 2766 507533 SH DEFINED 01 507533 0 0
BHP BILLITON COM 090525999 98 17953 SH DEFINED 01 05 0 17953 0
BHP BILLITON COM 090527995 2086 382904 SH DEFINED 01 382904 0 0
BHP BILLITON COM 090527995 2472 453637 SH DEFINED 01 03 0 453637 0
BIO-RAD LABS CL A COM 090572207 4 90 SH DEFINED 01 02 0 90 0
BIO-TECHNOLOGY GENERAL COM 090578105 2505 416865 SH DEFINED 01 416865 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 100 16700 SH DEFINED 01 05 0 16700 0
BIOGEN COM 090597105 28857 696512 SH DEFINED 01 696512 0 0
BIOGEN COM 090597105 4009 96758 SH DEFINED 01 03 0 96758 0
BIOGEN COM 090597105 6568 158542 SH DEFINED 01 05 0 158542 0
BIOGEN INC COM 090597105 23430 565537 SH DEFINED 01 02 0 565537 0
BIOMET COM 090613100 53720 1980834 SH DEFINED 01 1980834 0 0
BIOMET COM 090613100 2448 90269 SH DEFINED 01 02 0 90269 0
BIOMET COM 090613100 5746 211884 SH DEFINED 01 03 0 211884 0
BIOMET COM 090613100 36835 1358193 SH DEFINED 01 05 0 1358193 0
BIOMARIN PHARMACEUTI COM 09061G101 1 125 SH DEFINED 01 125 0 0
BIOSITE INC COM 090945106 1327 47155 SH DEFINED 01 47155 0 0
BIOSITE INC COM 090945106 3 100 SH DEFINED 01 02 0 100 0
BLACK & DECKER COM 091797100 10317 214027 SH DEFINED 01 214027 0 0
BLACK & DECKER COM 091797100 15682 325400 SH DEFINED 01 02 0 325400 0
BLACK & DECKER COM 091797100 912 18930 SH DEFINED 01 03 0 18930 0
BLACK & DECKER COM 091797100 22937 475861 SH DEFINED 01 05 0 475861 0
BLACK BOX COM 091826107 3923 96305 SH DEFINED 01 96305 0 0
BLACK BOX COM 091826107 143 3500 SH DEFINED 01 05 0 3500 0
BLACK BOX CORP COM 091826107 3 80 SH DEFINED 01 02 0 80 0
BLACK HILLS COM 092113109 660 19072 SH DEFINED 01 19072 0 0
BLACK HILLS COM 092113109 6 175 SH DEFINED 01 03 0 175 0
BLACK HILLS COM 092113109 66 1900 SH DEFINED 01 05 0 1900 0
BLACK HILLS CORP COM 092113109 94 2720 SH DEFINED 01 02 0 2720 0
SMITH AND NEPHEW PLC COM 0922320 12 2150 SH DEFINED 01 10 2150 0 0
GLAXOSMITHKLINE COM 0925288 391 18091 SH DEFINED 01 10 18091 0 0
H&R BLOCK COM 093671105 11313 245140 SH DEFINED 01 245140 0 0
H&R BLOCK COM 093671105 1992 43166 SH DEFINED 01 03 0 43166 0
H&R BLOCK COM 093671105 557 12080 SH DEFINED 01 05 0 12080 0
BLOCKBUSTER INC COM 093679108 6 221 SH DEFINED 01 221 0 0
DE LA RUE COM 0938059 3 418 SH DEFINED 01 10 418 0 0
DAILY MAIL A COM 0945736 9 906 SH DEFINED 01 10 906 0 0
BLUE MARTINI SFTWARE COM 095698106 0 378 SH DEFINED 01 378 0 0
BLUESTREAM VENTURES LP 0.00% PRF 096120XX3 3975 5250000 SH DEFINED 01 5250000 0 0
BLUESTREAM VENTURES LP 0.00% PRF 096120XX3 5490 7250000 SH DEFINED 01 05 0 7250000 0
GREAT PORTLA COM 0962951 2 494 SH DEFINED 01 10 494 0 0
P&0 PRINCESS CRUISES COM 0963590 13 2082 SH DEFINED 01 10 2082 0 0
BLYTH INDS COM 09643P108 5053 161839 SH DEFINED 01 161839 0 0
BLYTH INDS COM 09643P108 406 13000 SH DEFINED 01 05 0 13000 0
AEGIS GROUP PLC COM 0965756 5 3308 SH DEFINED 01 10 3308 0 0
BOB EVANS FARMS COM 096761101 2089 66381 SH DEFINED 01 66381 0 0
BOB EVANS FARMS COM 096761101 101 3200 SH DEFINED 01 02 0 3200 0
BOB EVANS FARMS COM 096761101 6 197 SH DEFINED 01 03 0 197 0
BOB EVANS FARMS COM 096761101 236 7500 SH DEFINED 01 05 0 7500 0
BOCA RESORTS INC COM 09688T106 3 199 SH DEFINED 01 199 0 0
BOEING COM 097023105 47941 1065373 SH DEFINED 01 1065373 0 0
BOEING COM 097023105 833 18500 SH DEFINED 01 02 0 18500 0
BOEING COM 097023105 11241 249776 SH DEFINED 01 03 0 249776 0
BOEING COM 097023105 11599 257746 SH DEFINED 01 05 0 257746 0
WIMPEY (GEORGE) COM 0971344 3 813 SH DEFINED 01 10 813 0 0
BOISE CASCADE COM 097383103 403 11679 SH DEFINED 01 11679 0 0
BOISE CASCADE COM 097383103 473 13698 SH DEFINED 01 03 0 13698 0
BOISE CASCADE COM 097383103 22 624 SH DEFINED 01 05 0 624 0
WPP GROUP PLC COM 0974042 29 3406 SH DEFINED 01 10 3406 0 0
WOLSELEY COM 0976402 17 1725 SH DEFINED 01 10 1725 0 0
LATTICE GROUP PLC COM 0976640 25 9686 SH DEFINED 01 10 9686 0 0
KELDA GROUP COM 0987794 8 1174 SH DEFINED 01 10 1174 0 0
BON APPETIT GROUP AG COM 098900996 192 2270 SH DEFINED 01 2270 0 0
ASTRAZENECA COM 0989529 212 5130 SH DEFINED 01 10 5130 0 0
BOOTS & COOTS/INTL WELL CONTRO COM 099469108 79 375000 SH DEFINED 01 375000 0 0
BOOTS COM 099555997 2675 269807 SH DEFINED 01 03 0 269807 0
BORDERS GROUP COM 099709107 1511 82093 SH DEFINED 01 82093 0 0
BORG WARNER INC COM 099724106 77 1330 SH DEFINED 01 02 0 1330 0
BORGWARNER COM 099724106 2247 38878 SH DEFINED 01 38878 0 0
BORGWARNER COM 099724106 4 77 SH DEFINED 01 03 0 77 0
BORGWARNER COM 099724106 127 2200 SH DEFINED 01 05 0 2200 0
BORLAND SOFTWARE COM 099849101 1030 100000 SH DEFINED 01 100000 0 0
BOSTON COMMUNICATIONS GROUP COM 100582105 445 55293 SH DEFINED 01 55293 0 0
BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 4065 164323 SH DEFINED 01 164323 0 0
BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 102 4126 SH DEFINED 01 05 0 4126 0
BOSTON PRIVATE FINL COM 101119105 2 90 SH DEFINED 01 02 0 90 0
BOSTON PROPERTIES IN COM 101121101 638 15982 SH DEFINED 01 15982 0 0
BOSTON SCIENTIFIC COM 101137107 15701 535541 SH DEFINED 01 535541 0 0
BOSTON SCIENTIFIC COM 101137107 5 180 SH DEFINED 01 02 0 180 0
BOSTON SCIENTIFIC COM 101137107 2910 99260 SH DEFINED 01 03 0 99260 0
BOSTON SCIENTIFIC COM 101137107 500 17076 SH DEFINED 01 05 0 17076 0
BOWATER COM 102183100 6465 118918 SH DEFINED 01 118918 0 0
BOWATER COM 102183100 5165 95000 SH DEFINED 01 05 0 95000 0
BOWNE & CO COM 103043105 1583 107415 SH DEFINED 01 107415 0 0
BOYD GAMING CORP COM 103304101 671 46710 SH DEFINED 01 46710 0 0
BOYD GAMING CORP COM 103304101 79 5500 SH DEFINED 01 05 0 5500 0
BOYDS COLLECTION LTD COM 103354106 1 158 SH DEFINED 01 158 0 0
BRADY CL A COM 104674106 2548 73923 SH DEFINED 01 73923 0 0
BRAMBLES IND LTD AU;BIL/AU COM 104900998 1948 367677 SH DEFINED 01 03 0 367677 0
BRANCOTE HOLDINGS COM 105210991 2129 700000 SH DEFINED 01 700000 0 0
BRASCAN CL A COM 10549P606 6754 293900 SH DEFINED 01 293900 0 0
BRASCAN CL A COM 10549P606 823 35800 SH DEFINED 01 05 0 35800 0
BRAUN CONSULTING INC COM 105651103 1 250 SH DEFINED 01 03 0 250 0
BRIDGESTONE CORP COM 108050998 1540 111910 SH DEFINED 01 111910 0 0
BRIGGS & STRATTON COM 109043109 4345 112440 SH DEFINED 01 112440 0 0
BRIGGS & STRATTON COM 109043109 68 1750 SH DEFINED 01 02 0 1750 0
BRIGGS & STRATTON COM 109043109 4 109 SH DEFINED 01 03 0 109 0
BRIGGS & STRATTON COM 109043109 205 5300 SH DEFINED 01 05 0 5300 0
BRINKER INTL COM 109641100 41394 1303746 SH DEFINED 01 1303746 0 0
BRINKER INTL COM 109641100 3983 125450 SH DEFINED 01 03 0 125450 0
BRINKER INTL COM 109641100 1691 53250 SH DEFINED 01 05 0 53250 0
BRINKER INT'L INC COM 109641100 2288 72085 SH DEFINED 01 02 0 72085 0
BRIO SOFTWARE INC COM 109704106 0 49 SH DEFINED 01 49 0 0
BRISTOL MYERS SQUIBB COM 110122108 28 1100 SH DEFINED 01 02 0 1100 0
BRISTOL-MYERS SQUIBB COM 110122108 31398 1221738 SH DEFINED 01 1221738 0 0
BRISTOL-MYERS SQUIBB COM 110122108 11764 457731 SH DEFINED 01 03 0 457731 0
BRISTOL-MYERS SQUIBB COM 110122108 10760 418707 SH DEFINED 01 05 0 418707 0
BRITESMILE COM 110415106 303 127900 SH DEFINED 01 127900 0 0
BRITISH AIRWAYS PLC COM 110419108 6308 2221854 SH DEFINED 01 2221854 0 0
BRITISH AIRWAYS PLC COM 110419108 2263 797175 SH DEFINED 01 03 0 797175 0
BRITISH AIRWAYS PLC COM 110419108 8618 3035500 SH DEFINED 01 05 0 3035500 0
BRITISH AMERICAN TOBACCO COM 110420999 1845 171700 SH DEFINED 01 171700 0 0
BRITISH SKY BROADCASTING GROUP COM 111014999 24442 2549317 SH DEFINED 01 2549317 0 0
BRITISH SKY BROADCASTING GROUP COM 111014999 5180 540253 SH DEFINED 01 03 0 540253 0
BRITISH SKY BROADCASTING GROUP COM 111014999 19980 2083818 SH DEFINED 01 05 0 2083818 0
BROADCOM CL A COM 111320107 1087 61971 SH DEFINED 01 61971 0 0
BROADCOM CL A COM 111320107 1108 63176 SH DEFINED 01 03 0 63176 0
BROADCOM CL A COM 111320107 2601 148299 SH DEFINED 01 05 0 148299 0
BROADVISION INC COM 111412102 0 563 SH DEFINED 01 563 0 0
BROADWING COM 111620100 284 109269 SH DEFINED 01 109269 0 0
BROCADE COMMUNICATIO COM 111621108 29546 1690204 SH DEFINED 01 02 0 1690204 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621108 53457 3058192 SH DEFINED 01 3058192 0 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621108 441 25200 SH DEFINED 01 03 0 25200 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621108 21089 1206439 SH DEFINED 01 05 0 1206439 0
BROCADE COM CVT CONV BND 111621AB4 117 150000 PRN DEFINED 01 02 0 0 150000
BROOKFIELD PROPERTIES CORP COM 112900105 5083 252900 SH DEFINED 01 252900 0 0
BROOKFIELD PROPERTIES CORP COM 112900105 804 40000 SH DEFINED 01 05 0 40000 0
BROOKLINE BANCORP COM 113739106 1622 64100 SH DEFINED 01 64100 0 0
BROOKS-PRI AUTOMATIO COM 11442E102 8903 348250 SH DEFINED 01 02 0 348250 0
BROOKS-PRI AUTOMATION COM 11442E102 5756 225241 SH DEFINED 01 225241 0 0
BROOKS-PRI AUTOMATION COM 11442E102 243 9500 SH DEFINED 01 03 0 9500 0
BROOKS-PRI AUTOMATION COM 11442E102 147 5740 SH DEFINED 01 05 0 5740 0
BROOKTROUT COM 114580103 1185 207853 SH DEFINED 01 207853 0 0
BROOKTROUT COM 114580103 82 14400 SH DEFINED 01 05 0 14400 0
BROWN & BROWN COM 115236101 3151 99240 SH DEFINED 01 99240 0 0
BROWN & BROWN COM 115236101 327 10300 SH DEFINED 01 05 0 10300 0
BROWN & BROWN INC COM 115236101 6 190 SH DEFINED 01 02 0 190 0
BROWN-FORMAN CL A COM 115637100 981 14000 SH DEFINED 01 14000 0 0
BROWN-FORMAN CL B COM 115637209 131 1891 SH DEFINED 01 1891 0 0
BROWN-FORMAN CL B COM 115637209 1109 16063 SH DEFINED 01 03 0 16063 0
BROWN-FORMAN CL B COM 115637209 51 736 SH DEFINED 01 05 0 736 0
BROWN (TOM) COM 115660201 14498 511403 SH DEFINED 01 511403 0 0
BROWN (TOM) COM 115660201 1040 36700 SH DEFINED 01 05 0 36700 0
BROWN (TOM) INC COM 115660201 4 140 SH DEFINED 01 02 0 140 0
BROWN SHOE COM 115736100 1581 56274 SH DEFINED 01 56274 0 0
BRUKER DALTONICS INC COM 116795105 1 255 SH DEFINED 01 255 0 0
BRUKER DALTONICS INC COM 116795105 1 170 SH DEFINED 01 02 0 170 0
BRUNSWICK COM 117043109 69 2476 SH DEFINED 01 2476 0 0
BRUNSWICK COM 117043109 593 21191 SH DEFINED 01 03 0 21191 0
BRUNSWICK COM 117043109 27 969 SH DEFINED 01 05 0 969 0
BRUNSWICK CORP COM 117043109 867 30950 SH DEFINED 01 02 0 30950 0
BRUSH ENGINEERED MATERIALS COM 117421107 662 53370 SH DEFINED 01 53370 0 0
BUCA COM 117769109 2846 149400 SH DEFINED 01 149400 0 0
BSQUARE CORP COM 11776U102 0 100 SH DEFINED 01 100 0 0
BUCKEYE PARTNERS LP COM 118230101 7 204 SH DEFINED 01 204 0 0
BUCKEYE TECHNOLOGIES COM 118255108 1116 111609 SH DEFINED 01 111609 0 0
BUCKLE COM 118440106 9725 393400 SH DEFINED 01 393400 0 0
BUCKLE COM 118440106 833 33700 SH DEFINED 01 05 0 33700 0
BLDG MATERIAL HOLD COM 120113105 63 4420 SH DEFINED 01 02 0 4420 0
BUILDING MATERIALS HOLDING COM 120113105 2434 169371 SH DEFINED 01 169371 0 0
BUILDING MATERIALS HOLDING COM 120113105 4 263 SH DEFINED 01 03 0 263 0
BUILDING MATERIALS HOLDING COM 120113105 198 13800 SH DEFINED 01 05 0 13800 0
BURLINGTON COAT FACTORY WAREHO COM 121579106 3029 142554 SH DEFINED 01 142554 0 0
BURLINGTON N SANTA COM 12189T104 1068 35600 SH DEFINED 01 02 0 35600 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 104591 3486385 SH DEFINED 01 3486385 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 6150 205007 SH DEFINED 01 03 0 205007 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 14206 473510 SH DEFINED 01 05 0 473510 0
BURLINGTON RESOURCES COM 122014103 16212 426634 SH DEFINED 01 426634 0 0
BURLINGTON RESOURCES COM 122014103 1818 47832 SH DEFINED 01 03 0 47832 0
BURLINGTON RESOURCES COM 122014103 8628 227070 SH DEFINED 01 05 0 227070 0
BUTLER MFG COM 123655102 555 20203 SH DEFINED 01 20203 0 0
C&D TECHNOLOGIES COM 124661109 7176 398282 SH DEFINED 01 398282 0 0
C&D TECHNOLOGIES COM 124661109 542 30100 SH DEFINED 01 05 0 30100 0
C&D TECHNOLOGY COM 124661109 2 120 SH DEFINED 01 02 0 120 0
CBL & ASSOCIATES COM 124830100 2272 56087 SH DEFINED 01 56087 0 0
CBL & ASSOCIATES COM 124830100 251 6200 SH DEFINED 01 05 0 6200 0
CBRL GROUP COM 12489V106 1377 45136 SH DEFINED 01 45136 0 0
CBRL GROUP COM 12489V106 4 143 SH DEFINED 01 03 0 143 0
CBRL GROUP COM 12489V106 153 5000 SH DEFINED 01 05 0 5000 0
CBRL GROUP INC COM 12489V106 71 2325 SH DEFINED 01 02 0 2325 0
CGNU COM 124950999 33 4100 SH DEFINED 01 4100 0 0
C-COR.NET COM 125010108 815 116383 SH DEFINED 01 116383 0 0
CDI COM 125071100 2721 83623 SH DEFINED 01 83623 0 0
CDW COMPUTER CENTERS COM 125129106 261 5580 SH DEFINED 01 5580 0 0
CEC ENTERTAINMENT COM 125137109 4077 98719 SH DEFINED 01 98719 0 0
CIA DE CONCES SOES COM 125300996 146 27300 SH DEFINED 01 27300 0 0
CH ENERGY GROUP COM 12541M102 10222 206532 SH DEFINED 01 206532 0 0
CH ENERGY GROUP COM 12541M102 78 1590 SH DEFINED 01 02 0 1590 0
CH ENERGY GROUP COM 12541M102 5 99 SH DEFINED 01 03 0 99 0
C.H. ROBINSON WORLDWIDE COM 12541W100 16871 503170 SH DEFINED 01 503170 0 0
C.H. ROBINSON WORLDWIDE COM 12541W100 22280 664500 SH DEFINED 01 05 0 664500 0
CH ROBINSON WORLDWID COM 12541W100 222 6620 SH DEFINED 01 02 0 6620 0
COMPAGNIE DE SAINT-GOBAIN COM 125500991 21842 486608 SH DEFINED 01 486608 0 0
COMPAGNIE DE SAINT-GOBAIN COM 125500991 6867 152980 SH DEFINED 01 03 0 152980 0
COMPAGNIE DE SAINT-GOBAIN COM 125500991 26039 580104 SH DEFINED 01 05 0 580104 0
CIGNA COM 125509109 90653 930541 SH DEFINED 01 930541 0 0
CIGNA COM 125509109 7164 73539 SH DEFINED 01 03 0 73539 0
CIGNA COM 125509109 14745 151357 SH DEFINED 01 05 0 151357 0
CIGNA CORP COM 125509109 1247 12800 SH DEFINED 01 02 0 12800 0
CLECO COM 12561W105 11474 523918 SH DEFINED 01 523918 0 0
CLECO COM 12561W105 296 13500 SH DEFINED 01 05 0 13500 0
CMGI INC COM 125750109 1 1954 SH DEFINED 01 1954 0 0
CMS ENERGY COM 125896100 36277 3303913 SH DEFINED 01 3303913 0 0
CMS ENERGY COM 125896100 348 31720 SH DEFINED 01 03 0 31720 0
CMS ENERGY COM 125896100 4291 390761 SH DEFINED 01 05 0 390761 0
CPI COM 125902106 490 25772 SH DEFINED 01 25772 0 0
CPI COM 125902106 2743 144381 SH DEFINED 01 03 0 144381 0
CSK AUTO CORP COM 125965103 87 6302 SH DEFINED 01 6302 0 0
CNA FINANCIAL COM 126117100 15 552 SH DEFINED 01 552 0 0
CNA SURETY COM 12612L108 5610 381900 SH DEFINED 01 381900 0 0
CNA SURETY COM 12612L108 530 36100 SH DEFINED 01 05 0 36100 0
CNF TRUST I CM CVT SERIES A 5. PRF 12612V205 26500 500000 SH DEFINED 01 500000 0 0
CNF COM 12612W104 1572 41378 SH DEFINED 01 41378 0 0
CNOOC COM 126130996 2856 2131500 SH DEFINED 01 2131500 0 0
CNOOC COM 126130996 116 86500 SH DEFINED 01 05 0 86500 0
CNET NETWORKS INC COM 12613R104 1 531 SH DEFINED 01 531 0 0
CSC HOLDINGS INC 11.125 04 0 PRF 126304401 20220 315940 SH DEFINED 01 315940 0 0
CSC HOLDINGS INC 11.125 04 0 PRF 126304401 8473 132386 SH DEFINED 01 05 0 132386 0
CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 14681 219126 SH DEFINED 01 219126 0 0
CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 2399 35814 SH DEFINED 01 05 0 35814 0
CSG SYSTEMS INTL COM 126349109 42 2217 SH DEFINED 01 2217 0 0
CSX COM 126408103 3277 94135 SH DEFINED 01 94135 0 0
CSX COM 126408103 1739 49955 SH DEFINED 01 03 0 49955 0
CSX COM 126408103 80 2289 SH DEFINED 01 05 0 2289 0
CTS COM 126501105 1432 119044 SH DEFINED 01 119044 0 0
CUNO COM 126583103 1920 53061 SH DEFINED 01 53061 0 0
CVB FINL CORP COM 126600105 3 137 SH DEFINED 01 137 0 0
CVS COM 126650100 18093 591270 SH DEFINED 01 591270 0 0
CVS COM 126650100 2822 92206 SH DEFINED 01 03 0 92206 0
CVS COM 126650100 10386 339431 SH DEFINED 01 05 0 339431 0
CVS CORP COM 126650100 122 4000 SH DEFINED 01 02 0 4000 0
CV THERAPEUTICS COM 126667104 1029 55275 SH DEFINED 01 55275 0 0
CV THERAPEUTICS INC COM 126667104 4 210 SH DEFINED 01 02 0 210 0
CABLEVISION SYSTEMS NY GROUP C COM 12686C109 2037 215277 SH DEFINED 01 215277 0 0
CABLEVISION SYSTEMS-RAINBOW ME COM 12686C844 1601 183000 SH DEFINED 01 183000 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 1905 177315 SH DEFINED 01 177315 0 0
CACHEFLOW INC COM 126946102 0 159 SH DEFINED 01 159 0 0
CABOT COM 127055101 69 2435 SH DEFINED 01 2435 0 0
CABOT OIL & GAS CL A COM 127097103 3018 132046 SH DEFINED 01 132046 0 0
CABOT OIL & GAS CORP COM 127097103 4 180 SH DEFINED 01 02 0 180 0
CABOT MICROELECTRONI COM 12709P103 2 50 SH DEFINED 01 02 0 50 0
CABOT MICROELECTRONICS COM 12709P103 702 16261 SH DEFINED 01 16261 0 0
CACI INTL CL A COM 127190304 4626 121126 SH DEFINED 01 121126 0 0
CADENCE DESIGN SYSTEMS COM 127387108 161 10003 SH DEFINED 01 10003 0 0
CAL DIVE INTL COM 127914109 6258 284436 SH DEFINED 01 284436 0 0
CAL DIVE INTL INC COM 127914109 4 160 SH DEFINED 01 02 0 160 0
CALDERA INTL INC COM 12877Q206 0 30 SH DEFINED 01 30 0 0
CALICO COMMERCE COM 129897104 0 100 SH DEFINED 01 100 0 0
CALIENT NETWK D PFD PRF 130500XX4 3972 2076124 SH DEFINED 01 05 0 2076124 0
CALIFORNIA PIZZA KITCHEN COM 13054D109 569 22930 SH DEFINED 01 22930 0 0
CALIPER TECH CORP COM 130876105 1 61 SH DEFINED 01 61 0 0
CALLAWAY GOLF COM 131193104 5989 378049 SH DEFINED 01 378049 0 0
CALLAWAY GOLF COM 131193104 399 25200 SH DEFINED 01 05 0 25200 0
CALPINE COM 131347106 1328 188868 SH DEFINED 01 188868 0 0
CALPINE COM 131347106 618 87978 SH DEFINED 01 03 0 87978 0
CALPINE COM 131347106 28 4028 SH DEFINED 01 05 0 4028 0
CAMBREX COM 132011107 3343 83375 SH DEFINED 01 83375 0 0
CAMBREX CORP COM 132011107 4 90 SH DEFINED 01 02 0 90 0
CAMDEN PROPERTY TRUST COM 133131102 7 192 SH DEFINED 01 192 0 0
CAMPBELL SOUP COM 134429109 868 31402 SH DEFINED 01 31402 0 0
CAMPBELL SOUP COM 134429109 2669 96502 SH DEFINED 01 03 0 96502 0
CAMPBELL SOUP COM 134429109 122 4428 SH DEFINED 01 05 0 4428 0
CANADIAN 88 ENERGY COM 13566G996 219 122000 SH DEFINED 01 122000 0 0
CANADIAN NATL RAILWAY COM 136375102 454 8774 SH DEFINED 01 8774 0 0
CANADIAN NATL RAILWAY COM 136377991 405 7700 SH DEFINED 01 7700 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 202 8225 SH DEFINED 01 8225 0 0
CANADIAN PAC RAILWAY COM 13645T993 586 23700 SH DEFINED 01 23700 0 0
CANON COM 138006408 9275 245418 SH DEFINED 01 245418 0 0
CANON COM 138006408 1474 39000 SH DEFINED 01 03 0 39000 0
CANON COM 138006408 3892 103000 SH DEFINED 01 05 0 103000 0
CANTEL MEDICAL CORP COM 138098108 543 29500 SH DEFINED 01 29500 0 0
CANTEL MEDICAL CORP COM 138098108 1 45 SH DEFINED 01 02 0 45 0
CANTEL MEDICAL CORP COM 138098108 54 2950 SH DEFINED 01 05 0 2950 0
CAPITA GROUP PLC COM 139650998 149 31269 SH DEFINED 01 31269 0 0
CAPITAL ONE FINANCIAL COM 14040H105 5042 82583 SH DEFINED 01 82583 0 0
CAPITAL ONE FINANCIAL COM 14040H105 3468 56797 SH DEFINED 01 03 0 56797 0
CAPITAL ONE FINANCIAL COM 14040H105 145 2369 SH DEFINED 01 05 0 2369 0
CAPITAL ONE FINL COR COM 14040H105 7089 116114 SH DEFINED 01 0 116114 0
CAPITAL ONE FINL COR COM 14040H105 34127 558942 SH DEFINED 01 02 0 558942 0
Capital One COM 1404H0105 408 6686 SH DEFINED 01 6686 0 0
CAPITAL FED FINL COM 14057C106 8 305 SH DEFINED 01 305 0 0
CAPSTONE TURBINE COM 14067D102 1 413 SH DEFINED 01 413 0 0
CAPTARIS COM 14071N104 302 102291 SH DEFINED 01 102291 0 0
CARBO CERAMICS COM 140781105 1786 48332 SH DEFINED 01 48332 0 0
CARAUSTAR INDS COM 140909102 1116 89428 SH DEFINED 01 89428 0 0
CARDINAL HEALTH COM 14149Y108 2888 47029 SH DEFINED 01 0 47029 0
CARDINAL HEALTH COM 14149Y108 411289 6697428 SH DEFINED 01 6697428 0 0
CARDINAL HEALTH COM 14149Y108 11523 187584 SH DEFINED 01 02 0 187584 0
CARDINAL HEALTH COM 14149Y108 6526 106264 SH DEFINED 01 03 0 106264 0
CARDINAL HEALTH COM 14149Y108 174983 2849398 SH DEFINED 01 05 0 2849398 0
CAREER EDUCATION COM 141665109 1044 23214 SH DEFINED 01 23214 0 0
CAREER EDUCATIONS COM 141665109 5 100 SH DEFINED 01 02 0 100 0
CAREMARK RX COM 141705103 34183 2071666 SH DEFINED 01 2071666 0 0
CAREMARK RX COM 141705103 39263 2379600 SH DEFINED 01 05 0 2379600 0
CAREMARK RX INC COM 141705103 128 7760 SH DEFINED 01 02 0 7760 0
CARDO AB COM 141955997 316 13900 SH DEFINED 01 13900 0 0
CARLISLE COMPANIES COM 142339100 55 1231 SH DEFINED 01 1231 0 0
CARNIVAL COM 143658102 20113 726352 SH DEFINED 01 726352 0 0
CARNIVAL COM 143658102 5554 200577 SH DEFINED 01 03 0 200577 0
CARNIVAL COM 143658102 4190 151329 SH DEFINED 01 05 0 151329 0
CARNIVAL CORP COM 143658102 559 20200 SH DEFINED 01 02 0 20200 0
CARNIVAL CORP CVT CONV BND 143658AN2 183 180000 PRN DEFINED 01 02 0 0 180000
CARPENTER TECHNOLGY COM 144285103 843 29284 SH DEFINED 01 29284 0 0
CARRAMERICA REALTY COM 144418100 4 130 SH DEFINED 01 130 0 0
CARREKER COM 144433109 795 70228 SH DEFINED 01 70228 0 0
CARRIER ACCESS CORP COM 144460102 0 95 SH DEFINED 01 95 0 0
CASCADE CORP COM 147195101 46 2960 SH DEFINED 01 02 0 2960 0
CASCADE CORP COM 147195101 3 189 SH DEFINED 01 03 0 189 0
CASCADE NATURAL GAS COM 147339105 740 35419 SH DEFINED 01 35419 0 0
CASEY'S GENERAL STORES COM 147528103 1918 159291 SH DEFINED 01 159291 0 0
CASH AMERICA INTL COM 14754D100 724 78673 SH DEFINED 01 78673 0 0
CASTLE (AM) COM 148411101 590 47243 SH DEFINED 01 47243 0 0
CATALINA MARKETING COM 148867104 24051 852265 SH DEFINED 01 852265 0 0
CATALINA MARKETING COM 148867104 2923 103550 SH DEFINED 01 03 0 103550 0
CATALINA MARKETING COM 148867104 980 34732 SH DEFINED 01 05 0 34732 0
CATALINA MKTG COM 148867104 34408 1219305 SH DEFINED 01 02 0 1219305 0
CATAPULT COMMUNICATIONS COM 149016107 2542 116245 SH DEFINED 01 116245 0 0
CATAPULT COMMUNICATIONS COM 149016107 147 6700 SH DEFINED 01 05 0 6700 0
CATELLUS DEVELOPMENT COM 149111106 6637 325068 SH DEFINED 01 325068 0 0
CATELLUS DEVELOPMENT COM 149111106 613 30000 SH DEFINED 01 05 0 30000 0
CATERPILLAR COM 149123101 396303 8096088 SH DEFINED 01 8096088 0 0
CATERPILLAR COM 149123101 8855 180898 SH DEFINED 01 03 0 180898 0
CATERPILLAR COM 149123101 100667 2056547 SH DEFINED 01 05 0 2056547 0
CATERPILLAR INC COM 149123101 5972 122000 SH DEFINED 01 0 122000 0
CATERPILLAR INC COM 149123101 22976 469387 SH DEFINED 01 02 0 469387 0
CATHAY BANCORP INC COM 149150104 1917 46200 SH DEFINED 01 46200 0 0
CATHAY BANCORP INC COM 149150104 92 2189 SH DEFINED 01 02 0 2189 0
CATHAY BANCORP INC COM 149150104 5 132 SH DEFINED 01 03 0 132 0
CATHAY BANCORP INC COM 149150104 216 5200 SH DEFINED 01 05 0 5200 0
CATO CORP - CL A COM 149205106 3867 173421 SH DEFINED 01 173421 0 0
CATO CORP - CL A COM 149205106 145 6500 SH DEFINED 01 05 0 6500 0
CEDAR FAIR LP COM 150185106 5 198 SH DEFINED 01 198 0 0
CELESTICA INC COM 150900991 293 13000 SH DEFINED 01 13000 0 0
CELL THERAPEUTICS COM 150934107 2 296 SH DEFINED 01 296 0 0
CELESTICA COM 15101Q108 3066 135000 SH DEFINED 01 135000 0 0
CELESTICA COM 15101Q108 118 5200 SH DEFINED 01 05 0 5200 0
CELESTICA INC CVT CONV BND 15101QAA6 249 590000 PRN DEFINED 01 02 0 0 590000
CELGENE CORP COM 151020104 3 189 SH DEFINED 01 189 0 0
CELL PATHWAYS INC COM 15114R101 0 111 SH DEFINED 01 111 0 0
CENDANT COM 151313103 130966 8247278 SH DEFINED 01 8247278 0 0
CENDANT COM 151313103 4017 252949 SH DEFINED 01 03 0 252949 0
CENDANT COM 151313103 27528 1733453 SH DEFINED 01 05 0 1733453 0
CENDANT CORP COM 151313103 348 21950 SH DEFINED 01 02 0 21950 0
CENTENNIAL COMMUNICATIONS CORP COM 15133V208 1 447 SH DEFINED 01 447 0 0
CENTENE CORP COM 15135B101 1084 35000 SH DEFINED 01 35000 0 0
CENTERPOINT PROPERTIES COM 151895109 4930 84787 SH DEFINED 01 84787 0 0
CENTEX COM 152312104 97 1665 SH DEFINED 01 1665 0 0
CENTEX COM 152312104 833 14409 SH DEFINED 01 03 0 14409 0
CENTEX COM 152312104 38 656 SH DEFINED 01 05 0 656 0
CENTILLIUM COMM COM 152319109 0 49 SH DEFINED 01 49 0 0
CENTEX CONSTRN PRODS INC COM 15231R109 2 53 SH DEFINED 01 53 0 0
CENTRAL ILL LT $100 PRF 153645882 6368 65000 SH DEFINED 01 04 0 65000 0
CENTRAL PARKING COM 154785109 2645 115300 SH DEFINED 01 115300 0 0
CENTRAL VERMONT PUBLIC SERVICE COM 155771108 657 37357 SH DEFINED 01 37357 0 0
CENTRICA PLC COM 155800998 6929 2239356 SH DEFINED 01 2239356 0 0
CENTRICA PLC COM 155800998 5256 1698806 SH DEFINED 01 03 0 1698806 0
CENTRICA PLC COM 155800998 9457 3056161 SH DEFINED 01 05 0 3056161 0
CENTURY ALUMINUM COM 156431108 2486 166934 SH DEFINED 01 166934 0 0
CENTURY ALUMINUM COM 156431108 48 3201 SH DEFINED 01 02 0 3201 0
CENTURY ALUMINUM COM 156431108 3 202 SH DEFINED 01 03 0 202 0
CENTURY ALUMINUM COM 156431108 176 11800 SH DEFINED 01 05 0 11800 0
CENTURY BUSINESS SRV RESTRICTE COM 156490104 1 188 SH DEFINED 01 188 0 0
CENTURY MAINTENANCE PIK SERIES PRF 156616401 18944 217740 SH DEFINED 01 217740 0 0
CENTURY MAINTENANCE PIK SERIES PRF 156616401 6173 70970 SH DEFINED 01 05 0 70970 0
CENTURYTEL COM 156700106 39439 1336910 SH DEFINED 01 1336910 0 0
CENTURYTEL COM 156700106 981 33264 SH DEFINED 01 03 0 33264 0
CENTURYTEL COM 156700106 45 1517 SH DEFINED 01 05 0 1517 0
CEPHALON COM 156708109 9469 209499 SH DEFINED 01 209499 0 0
CERES GROUP INC COM 156772105 359 92000 SH DEFINED 01 92000 0 0
CERES GROUP INC COM 156772105 37 9600 SH DEFINED 01 05 0 9600 0
CERIDIAN COM 156779100 6940 365665 SH DEFINED 01 365665 0 0
CERIDIAN COM 156779100 330 17400 SH DEFINED 01 05 0 17400 0
CERNER COM 156782104 5947 124330 SH DEFINED 01 124330 0 0
CERTEGY COM 156880106 98 2649 SH DEFINED 01 2649 0 0
CERUS CORPORATION COM 157085101 3 87 SH DEFINED 01 87 0 0
CHAMPION ENTERPRISES COM 158496109 879 156525 SH DEFINED 01 156525 0 0
CHARLES RIV LABORATO COM 159864107 296 8460 SH DEFINED 01 02 0 8460 0
CHARLES RIV LABORATORIES COM 159864107 14580 415971 SH DEFINED 01 415971 0 0
CHARLES RIV LABORATORIES COM 159864107 15177 433000 SH DEFINED 01 05 0 433000 0
CHARLES TAYLOR CONS COM 159888999 117 19000 SH DEFINED 01 19000 0 0
AVASTA E-SERVICES WARRANTS COM 160000998 0 508113 SH DEFINED 01 05 0 508113 0
AVASTA SERIES B PRF 160000XX8 0 933467 SH DEFINED 01 933467 0 0
AVASTA SERIES B PRF 160000XX8 0 1016226 SH DEFINED 01 05 0 1016226 0
CHARTER ONE FINANCIAL COM 160903100 14099 410088 SH DEFINED 01 410088 0 0
CHARTER ONE FINANCIAL COM 160903100 1921 55884 SH DEFINED 01 03 0 55884 0
CHARTER ONE FINANCIAL COM 160903100 423 12326 SH DEFINED 01 05 0 12326 0
CHARLOTTE RUSSE HOLDING COM 161048103 1139 51000 SH DEFINED 01 51000 0 0
CHARMING SHOPPES COM 161133103 26310 3045190 SH DEFINED 01 3045190 0 0
CHARMING SHOPPES COM 161133103 2912 337085 SH DEFINED 01 05 0 337085 0
CHARTER COMMUNICATIONS INC COM 16117M107 32 7829 SH DEFINED 01 7829 0 0
CHATEAU COMMUNITIES COM 161726104 2 79 SH DEFINED 01 79 0 0
CHATTEM COM 162456107 22 700 SH DEFINED 01 700 0 0
CHECKERS DRIVEN REST COM 162809305 618 52000 SH DEFINED 01 52000 0 0
CHECKERS DRIVEN REST COM 162809305 1 100 SH DEFINED 01 02 0 100 0
CHECKERS DRIVEN REST COM 162809305 64 5400 SH DEFINED 01 05 0 5400 0
CHECKFREE COM 162813109 220 13983 SH DEFINED 01 13983 0 0
CHECKPOINT SYSTEMS COM 162825103 1207 103125 SH DEFINED 01 103125 0 0
CHEESECAKE FACTORY COM 163072101 122352 3448440 SH DEFINED 01 02 0 3448440 0
CHEESECAKE FACTORY (THE) COM 163072101 48346 1362628 SH DEFINED 01 1362628 0 0
CHEESECAKE FACTORY (THE) COM 163072101 7569 213337 SH DEFINED 01 03 0 213337 0
CHEESECAKE FACTORY (THE) COM 163072101 1960 55248 SH DEFINED 01 05 0 55248 0
CHEIL COMMUNICATIONS INC COM 163100993 63 600 SH DEFINED 01 600 0 0
CHELSEA PROPERTY GROUP COM 163421100 5 136 SH DEFINED 01 136 0 0
CHEMED COM 163596109 2242 59495 SH DEFINED 01 59495 0 0
CHEMFIRST COM 16361A106 1300 45359 SH DEFINED 01 45359 0 0
CHEMICAL FINANCIAL C COM 163731102 3 69 SH DEFINED 01 69 0 0
CHESAPEAKE COM 165159104 1281 48652 SH DEFINED 01 48652 0 0
CHESAPEAKE ENERGY COM 165167107 1052 146047 SH DEFINED 01 146047 0 0
CHESAPEAKE ENERGY COM 165167107 91 12512 SH DEFINED 01 02 0 12512 0
CHESAPEAKE ENERGY COM 165167107 5 760 SH DEFINED 01 03 0 760 0
CHESAPEAKE ENERGY COM 165167107 109 15200 SH DEFINED 01 05 0 15200 0
CHEVRONTEXACO COM 166764100 593910 6710826 SH DEFINED 01 6710826 0 0
CHEVRONTEXACO COM 166764100 24401 275718 SH DEFINED 01 03 0 275718 0
CHEVRONTEXACO COM 166764100 197168 2227879 SH DEFINED 01 05 0 2227879 0
CHEVRONTEXACO CORP COM 166764100 10387 117358 SH DEFINED 01 0 117358 0
CHEVRONTEXACO CORP COM 166764100 27058 305725 SH DEFINED 01 02 0 305725 0
CHEVRONTEXACO CORP COM 166764100 13894 157000 SH DEFINED 11 12 13 0 157000 0
CHEVRONTEXACO CORPORATION COM 166764100 2637 29800 SH DEFINED 11 12 0 29800 0
CHICAGO PIZZA BREW COM 167889104 1108 111000 SH DEFINED 01 111000 0 0
CHICAGO PIZZA BREW COM 167889104 66 6550 SH DEFINED 01 02 0 6550 0
CHICAGO PIZZA BREW COM 167889104 4 395 SH DEFINED 01 03 0 395 0
CHICAGO PIZZA BREW COM 167889104 122 12200 SH DEFINED 01 05 0 12200 0
CHICOS COM 168615102 11460 315490 SH DEFINED 01 02 0 315490 0
CHICO'S FAS COM 168615102 13869 381851 SH DEFINED 01 381851 0 0
CHICO'S FAS COM 168615102 311 8550 SH DEFINED 01 03 0 8550 0
CHICO'S FAS COM 168615102 16559 455900 SH DEFINED 01 05 0 455900 0
CHILDREN'S PLACE RETAIL STORES COM 168905107 2252 84966 SH DEFINED 01 84966 0 0
CHINATRUST FINANCIAL HOLDING C COM 169205994 5288 5989000 SH DEFINED 01 5989000 0 0
CLP HOLDINGS COM 169400108 994 250000 SH DEFINED 01 250000 0 0
CHINA STEEL CORP GDR 144A COM 169417102 188 18367 SH DEFINED 01 05 0 18367 0
CHINA MOBILE COM 169425105 6533 2206000 SH DEFINED 01 2206000 0 0
CHINA MOBILE COM 169425105 253 85500 SH DEFINED 01 05 0 85500 0
CHINA STEEL TW;2002 COM 169650991 866 1682000 SH DEFINED 01 1682000 0 0
CHOICE HOTELS INTL COM 169905106 5 241 SH DEFINED 01 241 0 0
CHIRON COM 170040109 426 12081 SH DEFINED 01 12081 0 0
CHIRON COM 170040109 1578 44711 SH DEFINED 01 03 0 44711 0
CHIRON COM 170040109 72 2047 SH DEFINED 01 05 0 2047 0
CHITTENDEN COM 170228100 3002 103610 SH DEFINED 01 103610 0 0
CHOICEPOINT COM 170388102 343 7535 SH DEFINED 01 7535 0 0
CHOICE ONE COMMUNICATIONS COM 17038P104 0 112 SH DEFINED 01 112 0 0
CHORDIANT SOFTWARE COM 170404107 419 215000 SH DEFINED 01 215000 0 0
CHRISTOPHER & BANKS COM 171046105 3457 81735 SH DEFINED 01 81735 0 0
CHUBB COM 171232101 40411 570773 SH DEFINED 01 570773 0 0
CHUBB COM 171232101 4922 69527 SH DEFINED 01 03 0 69527 0
CHUBB COM 171232101 4755 67162 SH DEFINED 01 05 0 67162 0
CHUBB CORP COM 171232101 644 9100 SH DEFINED 01 02 0 9100 0
CHURCH & DWIGHT COM 171340102 6418 204853 SH DEFINED 01 204853 0 0
CHURCH & DWIGHT COM 171340102 70 2250 SH DEFINED 01 02 0 2250 0
CHURCH & DWIGHT COM 171340102 5755 183700 SH DEFINED 01 05 0 183700 0
CHURCHILL DOWNS COM 171484108 129 3200 SH DEFINED 01 3200 0 0
CIBER COM 17163B102 1416 195252 SH DEFINED 01 195252 0 0
CIENA COM 171779101 7702 1838255 SH DEFINED 01 1838255 0 0
CIENA COM 171779101 425 101320 SH DEFINED 01 03 0 101320 0
CIENA COM 171779101 459 109646 SH DEFINED 01 05 0 109646 0
CIMA LABS COM 171796105 6440 266981 SH DEFINED 01 266981 0 0
CIMA LABS COM 171796105 579 24000 SH DEFINED 01 05 0 24000 0
CINCINNATI FINANCIAL COM 172062101 212 4545 SH DEFINED 01 4545 0 0
CINCINNATI FINANCIAL COM 172062101 1776 38169 SH DEFINED 01 03 0 38169 0
CINCINNATI FINANCIAL COM 172062101 81 1750 SH DEFINED 01 05 0 1750 0
CINERGY COM 172474108 27748 770982 SH DEFINED 01 770982 0 0
CINERGY COM 172474108 1430 39741 SH DEFINED 01 03 0 39741 0
CINERGY COM 172474108 119 3297 SH DEFINED 01 05 0 3297 0
CIPHERGEN BIOSYSTEMS COM 17252Y104 1181 321700 SH DEFINED 01 321700 0 0
CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 12014 640774 SH DEFINED 01 640774 0 0
CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 926 49377 SH DEFINED 01 03 0 49377 0
CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 368 19657 SH DEFINED 01 05 0 19657 0
CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0
CIRRUS LOGIC COM 172755100 584 77983 SH DEFINED 01 77983 0 0
CIRRUS LOGIC COM 172755100 1 130 SH DEFINED 01 02 0 130 0
CIRRUS LOGIC COM 172755100 58 7700 SH DEFINED 01 05 0 7700 0
CISCO SYSTEMS COM 17275R102 11815 847002 SH DEFINED 01 0 847002 0
CISCO SYSTEMS COM 17275R102 332846 23859914 SH DEFINED 01 23859914 0 0
CISCO SYSTEMS COM 17275R102 46032 3299917 SH DEFINED 01 02 0 3299917 0
CISCO SYSTEMS COM 17275R102 24556 1760262 SH DEFINED 01 03 0 1760262 0
CISCO SYSTEMS COM 17275R102 94703 6788809 SH DEFINED 01 05 0 6788809 0
CISCO SYSTEMS COM 17275R102 2013 144331 SH DEFINED 11 12 0 144331 0
CISCO SYSTEMS COM 17275R102 8568 614188 SH DEFINED 11 12 13 0 614188 0
CIPLA LIMITED COM 172800997 1686 87540 SH DEFINED 01 87540 0 0
CIPLA LIMITED COM 172800997 71 3663 SH DEFINED 01 05 0 3663 0
CINTAS COM 172908105 45940 929952 SH DEFINED 01 929952 0 0
CINTAS COM 172908105 5916 119769 SH DEFINED 01 03 0 119769 0
CINTAS COM 172908105 1911 38673 SH DEFINED 01 05 0 38673 0
CINTAS CORP COM 172908105 2444 49450 SH DEFINED 01 02 0 49450 0
CITIGROUP COM 172967101 960085 24776402 SH DEFINED 01 24776402 0 0
CITIGROUP COM 172967101 49238 1270670 SH DEFINED 01 03 0 1270670 0
CITIGROUP COM 172967101 261028 6736256 SH DEFINED 01 05 0 6736256 0
CITIGROUP INC COM 172967101 18215 470051 SH DEFINED 01 0 470051 0
CITIGROUP INC COM 172967101 70399 1816593 SH DEFINED 01 02 0 1816593 0
CITIGROUP INC COM 172967101 2511 64798 SH DEFINED 11 12 0 64798 0
CITIGROUP INC COM 172967101 16917 436569 SH DEFINED 11 12 13 0 436569 0
CITIZENS BKG CORP MI COM 174420109 4 147 SH DEFINED 01 147 0 0
CITIZENS COMMUNICATIONS COM 17453B101 693 82817 SH DEFINED 01 82817 0 0
CITIZENS COMMUNICATIONS COM 17453B101 554 66304 SH DEFINED 01 03 0 66304 0
CITIZENS COMMUNICATIONS COM 17453B101 25 3034 SH DEFINED 01 05 0 3034 0
CITRIX SYSTEMS COM 177376100 2492 412642 SH DEFINED 01 412642 0 0
CITRIX SYSTEMS COM 177376100 259 42829 SH DEFINED 01 03 0 42829 0
CITRIX SYSTEMS COM 177376100 106 17559 SH DEFINED 01 05 0 17559 0
CITY NATL COM 178566105 1073 19970 SH DEFINED 01 19970 0 0
CLARIANT AG COM 179490990 100 4200 SH DEFINED 01 4200 0 0
CLAIRE'S STORES COM 179584107 43 1867 SH DEFINED 01 1867 0 0
CLARCOR COM 179895107 5842 184614 SH DEFINED 01 184614 0 0
CLARCOR COM 179895107 6 175 SH DEFINED 01 03 0 175 0
CLARCOR COM 179895107 301 9500 SH DEFINED 01 05 0 9500 0
CLARCOR INC COM 179895107 92 2890 SH DEFINED 01 02 0 2890 0
CLARENT CORP COM 180461105 0 194 SH DEFINED 01 194 0 0
CLARK/BARDES INC COM 180668105 1224 53600 SH DEFINED 01 53600 0 0
CLARK/BARDES INC COM 180668105 30 1300 SH DEFINED 01 05 0 1300 0
CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0
CLAYTON HOMES COM 184190106 85 5365 SH DEFINED 01 5365 0 0
CLEAR CHANNEL COMMUN COM 184502102 1771 55313 SH DEFINED 01 0 55313 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 21383 667790 SH DEFINED 01 667790 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4615 144135 SH DEFINED 01 03 0 144135 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5649 176411 SH DEFINED 01 05 0 176411 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1140 35600 SH DEFINED 11 12 0 35600 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4131 129000 SH DEFINED 11 12 13 0 129000 0
CLEVELAND-CLIFFS COM 185896107 884 32671 SH DEFINED 01 32671 0 0
CLICK COMMERCE ING COM 18681D109 0 130 SH DEFINED 01 130 0 0
CLICK2LEARN INC COM 18681S106 426 250000 SH DEFINED 01 250000 0 0
CLOROX COM 189054109 13217 319619 SH DEFINED 01 319619 0 0
CLOROX COM 189054109 2334 56452 SH DEFINED 01 03 0 56452 0
CLOROX COM 189054109 417 10086 SH DEFINED 01 05 0 10086 0
COACH COM 189754104 12976 236352 SH DEFINED 01 236352 0 0
COACH COM 189754104 89 1625 SH DEFINED 01 03 0 1625 0
COACH COM 189754104 302 5500 SH DEFINED 01 05 0 5500 0
COACHMEN INDS COM 189873102 744 51661 SH DEFINED 01 51661 0 0
COCA-COLA BOTTLING COM 191098102 1212 28186 SH DEFINED 01 28186 0 0
COCA-COLA COM 191216100 3360 60000 SH DEFINED 01 0 60000 0
COCA-COLA COM 191216100 210522 3759308 SH DEFINED 01 3759308 0 0
COCA-COLA COM 191216100 1209 21580 SH DEFINED 01 02 0 21580 0
COCA-COLA COM 191216100 33011 589490 SH DEFINED 01 03 0 589490 0
COCA-COLA COM 191216100 108128 1930850 SH DEFINED 01 05 0 1930850 0
COCA-COLA ENTERPRISES COM 191219104 24441 1106920 SH DEFINED 01 1106920 0 0
COCA-COLA ENTERPRISES COM 191219104 2378 107704 SH DEFINED 01 03 0 107704 0
COCA-COLA ENTERPRISES COM 191219104 932 42216 SH DEFINED 01 05 0 42216 0
COFACE COM 192300994 393 6600 SH DEFINED 01 6600 0 0
COGENT COMMUNICATIONS GROUP COM 19239V104 0 4 SH DEFINED 01 4 0 0
COGNEX COM 192422103 3164 157758 SH DEFINED 01 157758 0 0
COGNEX COM 192422103 26 1300 SH DEFINED 01 05 0 1300 0
COGNIZANT TECH SOLUT COM 192446102 2 35 SH DEFINED 01 02 0 35 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 973 18100 SH DEFINED 01 18100 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 113 2100 SH DEFINED 01 05 0 2100 0
COHERENT COM 192479103 7686 260190 SH DEFINED 01 260190 0 0
COHERENT COM 192479103 455 15400 SH DEFINED 01 05 0 15400 0
COHU COM 192576106 1601 92691 SH DEFINED 01 92691 0 0
COINSTAR COM 19259P300 3993 163300 SH DEFINED 01 163300 0 0
COINSTAR COM 19259P300 183 7500 SH DEFINED 01 05 0 7500 0
COINSTAR INC COM 19259P300 4 150 SH DEFINED 01 02 0 150 0
COLE KENNETH PRODTN COM 193294105 1788 63084 SH DEFINED 01 63084 0 0
COLE KENNETH PRODTN COM 193294105 3 100 SH DEFINED 01 02 0 100 0
COLE KENNETH PRODTN COM 193294105 207 7300 SH DEFINED 01 05 0 7300 0
COLES MYER COM 193870995 1365 366800 SH DEFINED 01 366800 0 0
COLGATE-PALMOLIVE COM 194162103 6006 120000 SH DEFINED 01 0 120000 0
COLGATE-PALMOLIVE COM 194162103 768 15338 SH DEFINED 01 15338 0 0
COLGATE-PALMOLIVE COM 194162103 142 2838 SH DEFINED 01 02 0 2838 0
COLGATE-PALMOLIVE COM 194162103 6442 128718 SH DEFINED 01 03 0 128718 0
COLGATE-PALMOLIVE COM 194162103 296 5906 SH DEFINED 01 05 0 5906 0
COLLINS AIKMAN COM 194830204 3 286 SH DEFINED 01 286 0 0
COLONIAL BANCGROUP COM 195493309 76 5029 SH DEFINED 01 5029 0 0
COLONIAL BANCGROUP COM 195493309 107 7140 SH DEFINED 01 02 0 7140 0
COLONIAL BANCGROUP COM 195493309 7 450 SH DEFINED 01 03 0 450 0
COLONIAL PROPERTIES TRUST COM 195872106 2746 70515 SH DEFINED 01 70515 0 0
COLUMBIA SPORTSWEAR COM 198516106 4 113 SH DEFINED 01 113 0 0
COMCAST CL A COM 200300200 42302 1805532 SH DEFINED 01 1805532 0 0
COMCAST CL A COM 200300200 5262 224612 SH DEFINED 01 03 0 224612 0
COMCAST CL A COM 200300200 6006 256301 SH DEFINED 01 05 0 256301 0
COMDISCO INC COM 200336105 0 743 SH DEFINED 01 743 0 0
COMERICA COM 200340107 50546 823205 SH DEFINED 01 823205 0 0
COMERICA COM 200340107 2594 42253 SH DEFINED 01 03 0 42253 0
COMERICA COM 200340107 360 5863 SH DEFINED 01 05 0 5863 0
COMERICA INC COM 200340107 270 4412 SH DEFINED 01 02 0 4412 0
COMFORT GROUP LTD COM 200383990 22 52000 SH DEFINED 01 52000 0 0
COMMERCE BANCORP COM 200519106 1083 24499 SH DEFINED 01 24499 0 0
COMMERCE BANCSHARES COM 200525103 5 106 SH DEFINED 01 106 0 0
COMMERCE GROUP COM 200641108 1588 40162 SH DEFINED 01 40162 0 0
COMMERCE GROUP COM 200641108 186 4700 SH DEFINED 01 05 0 4700 0
COMMERCE ONE INC COM 200693109 1 1387 SH DEFINED 01 1387 0 0
COMMERCIAL FED CORP COM 201647104 56 1960 SH DEFINED 01 02 0 1960 0
COMMERCIAL FEDERAL COM 201647104 5541 192716 SH DEFINED 01 192716 0 0
COMMERCIAL FEDERAL COM 201647104 3 121 SH DEFINED 01 03 0 121 0
COMMERCIAL FEDERAL COM 201647104 158 5500 SH DEFINED 01 05 0 5500 0
COMMERCIAL METALS COM 201723103 2059 43878 SH DEFINED 01 43878 0 0
COMMONWLTH BK AUST AU;CBA COM 202779989 431 23320 SH DEFINED 01 23320 0 0
COMMONWEALTH INDS COM 203004106 369 51312 SH DEFINED 01 51312 0 0
COMMONWEALTH TEL ENT COM 203349105 3 70 SH DEFINED 01 02 0 70 0
COMMONWEALTH TELEPHONE ENTERPR COM 203349105 1900 47231 SH DEFINED 01 47231 0 0
COMMONWEALTH TELEPHONE ENTERPR COM 203349105 213 5300 SH DEFINED 01 05 0 5300 0
COMMSCOPE COM 203372107 31 2453 SH DEFINED 01 2453 0 0
COMMUNITY HEALTH SYS COM 203668108 32872 1226595 SH DEFINED 01 02 0 1226595 0
COMMUNITY HEALTH SYSTEMS COM 203668108 9627 359225 SH DEFINED 01 359225 0 0
COMMUNITY HEALTH SYSTEMS COM 203668108 898 33500 SH DEFINED 01 03 0 33500 0
COMMUNITY HEALTH SYSTEMS COM 203668108 10157 379000 SH DEFINED 01 05 0 379000 0
COMMUNITY FIRST BANKSHARES COM 203902101 3345 128235 SH DEFINED 01 128235 0 0
ALCATEL COM 204363105 366 52700 SH DEFINED 01 52700 0 0
CIE GEN DE GEOPHYSIQ COM 204379994 204 6000 SH DEFINED 01 6000 0 0
COPEL ADS COM 20441B407 2327 574665 SH DEFINED 01 574665 0 0
COPEL ADS COM 20441B407 87 21373 SH DEFINED 01 05 0 21373 0
COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 2212 142350 SH DEFINED 01 142350 0 0
COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 88 5641 SH DEFINED 01 05 0 5641 0
COMPANIA DE MINAS BUENAVENTURA COM 204448104 4799 188927 SH DEFINED 01 188927 0 0
COMPANIA DE MINAS BUENAVENTURA COM 204448104 130 5106 SH DEFINED 01 05 0 5106 0
COMPASS BANCSHARES COM 20449H109 902 26864 SH DEFINED 01 26864 0 0
COMPASS GROUP PLC COM 204501993 7778 1281969 SH DEFINED 01 1281969 0 0
COMPASS GROUP PLC COM 204501993 4263 702782 SH DEFINED 01 03 0 702782 0
COMPASS GROUP PLC COM 204501993 10508 1732038 SH DEFINED 01 05 0 1732038 0
COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0
COMPUTER ASSOC COM 204912109 265 16700 SH DEFINED 01 02 0 16700 0
COMPUTER ASSOCIATES INTL COM 204912109 19893 1251937 SH DEFINED 01 1251937 0 0
COMPUTER ASSOCIATES INTL COM 204912109 3002 188917 SH DEFINED 01 03 0 188917 0
COMPUTER ASSOCIATES INTL COM 204912109 14956 941240 SH DEFINED 01 05 0 941240 0
COMPUTER NETWORK TECHNOLOGY COM 204925101 830 135400 SH DEFINED 01 135400 0 0
COMPUTER NETWORK TECHNOLOGY COM 204925101 72 11800 SH DEFINED 01 05 0 11800 0
COMPUTER SCIENCES COM 205363104 10755 225000 SH DEFINED 01 0 225000 0
COMPUTER SCIENCES COM 205363104 3011 63004 SH DEFINED 01 63004 0 0
COMPUTER SCIENCES COM 205363104 11 230 SH DEFINED 01 02 0 230 0
COMPUTER SCIENCES COM 205363104 1922 40210 SH DEFINED 01 03 0 40210 0
COMPUTER SCIENCES COM 205363104 3195 66843 SH DEFINED 01 05 0 66843 0
COMPUTER TASK GROUP COM 205477102 333 66941 SH DEFINED 01 66941 0 0
COMPUTERSHARE LTD COM 205560998 201 163000 SH DEFINED 01 163000 0 0
COMPUWARE COM 205638109 760 125203 SH DEFINED 01 125203 0 0
COMPUWARE COM 205638109 533 87853 SH DEFINED 01 03 0 87853 0
COMPUWARE COM 205638109 24 4018 SH DEFINED 01 05 0 4018 0
COMVERSE TECHNOLOGY COM 205862402 26324 2842766 SH DEFINED 01 2842766 0 0
COMVERSE TECHNOLOGY COM 205862402 407 43962 SH DEFINED 01 03 0 43962 0
COMVERSE TECHNOLOGY COM 205862402 7497 809614 SH DEFINED 01 05 0 809614 0
COMVERSE TECH CVT CONV BND 205862AJ4 125 160000 PRN DEFINED 01 02 0 0 160000
CONAGRA FOODS COM 205887102 81486 2947040 SH DEFINED 01 2947040 0 0
CONAGRA FOODS COM 205887102 5998 216932 SH DEFINED 01 03 0 216932 0
CONAGRA FOODS COM 205887102 9841 355901 SH DEFINED 01 05 0 355901 0
CONAGRA FOODS INC COM 205887102 6158 222703 SH DEFINED 01 0 222703 0
CONAGRA FOODS INC COM 205887102 755 27300 SH DEFINED 01 02 0 27300 0
COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0
CONCEPTUS COM 206016107 1017 61700 SH DEFINED 01 61700 0 0
CONCERTO SOFTWARE COM 20602T106 247 39146 SH DEFINED 01 39146 0 0
CONCORD CAMERA COM 206156101 1893 371060 SH DEFINED 01 371060 0 0
CONCORD CAMERA COM 206156101 182 35600 SH DEFINED 01 05 0 35600 0
CONCORD COMMUNICATIONS COM 206186108 898 54500 SH DEFINED 01 54500 0 0
CONCORD EFS COM 206197105 59192 1963941 SH DEFINED 01 1963941 0 0
CONCORD EFS COM 206197105 3620 120121 SH DEFINED 01 03 0 120121 0
CONCORD EFS COM 206197105 17093 567104 SH DEFINED 01 05 0 567104 0
CONCORD EFS INC. COM 206197105 123 4085 SH DEFINED 01 02 0 4085 0
Concur COM 206708901 1458 520606 SH DEFINED 01 0 520606 0
Concur Technologies Inc COM 206708901 2436 870161 SH DEFINED 01 870161 0 0
CONCURRENT COMPUTER COM 206710204 227 48667 SH DEFINED 01 48667 0 0
CONDUCTUS COM 206784100 285 237800 SH DEFINED 01 237800 0 0
CONECTIV COM 206829103 1488 58468 SH DEFINED 01 58468 0 0
CONEXANT SYSTEMS COM 207142100 13 7785 SH DEFINED 01 7785 0 0
CONMED COM 207410101 3104 138993 SH DEFINED 01 138993 0 0
CONMED COM 207410101 7 307 SH DEFINED 01 03 0 307 0
CONMED CORP COM 207410101 107 4800 SH DEFINED 01 02 0 4800 0
CONNETICS CORP COM 208192104 388 30000 SH DEFINED 01 30000 0 0
CONOCO COM 208251504 188552 6782434 SH DEFINED 01 6782434 0 0
CONOCO COM 208251504 7628 274400 SH DEFINED 01 03 0 274400 0
CONOCO COM 208251504 49958 1797024 SH DEFINED 01 05 0 1797024 0
CONOCO INC COM 208251504 23186 834030 SH DEFINED 01 02 0 834030 0
CONOCO INC COM 208251504 2513 90400 SH DEFINED 11 12 0 90400 0
CONOCO INC COM 208251504 9661 347500 SH DEFINED 11 12 13 0 347500 0
CONSECO COM 208464107 22 10706 SH DEFINED 01 10706 0 0
CONSECO COM 208464107 163 81410 SH DEFINED 01 03 0 81410 0
CONSECO COM 208464107 7 3724 SH DEFINED 01 05 0 3724 0
CONSOL ENERGY INC COM 20854P109 5 247 SH DEFINED 01 247 0 0
CON EDISON $100 SR J PRF 209111863 2542 25000 SH DEFINED 01 0 25000 0
CON EDISON $100 SR J PRF 209111863 15253 150000 SH DEFINED 01 04 0 150000 0
CONSOLIDATED EDISON COM 209115104 20413 488935 SH DEFINED 01 488935 0 0
CONSOLIDATED EDISON COM 209115104 2117 50719 SH DEFINED 01 03 0 50719 0
CONSOLIDATED EDISON COM 209115104 188 4492 SH DEFINED 01 05 0 4492 0
CONSOLIDATED GRAPHICS COM 209341106 2878 153348 SH DEFINED 01 153348 0 0
CONSOLIDATED GRAPHICS COM 209341106 6 340 SH DEFINED 01 03 0 340 0
CONSOLIDATED GRAPHICS COM 209341106 242 12914 SH DEFINED 01 05 0 12914 0
CONSOLIDTED GRAPHICS COM 209341106 100 5300 SH DEFINED 01 02 0 5300 0
CONSORCIO ARA COM 210305991 161 110000 SH DEFINED 01 110000 0 0
CONSTELLATION BRANDS COM 21036P108 142 4423 SH DEFINED 01 4423 0 0
CONSTELLATION ENERGY GROUP COM 210371100 44144 1504582 SH DEFINED 01 1504582 0 0
CONSTELLATION ENERGY GROUP COM 210371100 1132 38593 SH DEFINED 01 03 0 38593 0
CONSTELLATION ENERGY GROUP COM 210371100 52 1761 SH DEFINED 01 05 0 1761 0
CONTIFINANCIAL COM 21075M107 565 7419470 SH DEFINED 01 02 0 7419470 0
CONTINENTAL AIRLINES CL B COM 210795308 8364 530013 SH DEFINED 01 530013 0 0
CONTINENTAL AIRLINES CL B COM 210795308 653 41400 SH DEFINED 01 03 0 41400 0
CONTINENTAL AIRLINES CL B COM 210795308 1578 100000 SH DEFINED 01 05 0 100000 0
CONTL AIRLINES CL B COM 210795308 227 14400 SH DEFINED 01 02 0 14400 0
CONVERGYS COM 212485106 94 4815 SH DEFINED 01 4815 0 0
CONVERGYS COM 212485106 793 40688 SH DEFINED 01 03 0 40688 0
CONVERGYS COM 212485106 36 1864 SH DEFINED 01 05 0 1864 0
COOPER CAMERON COM 216640102 200 4139 SH DEFINED 01 4139 0 0
COOPER CAMERON COM 216640102 9925 205000 SH DEFINED 01 05 0 205000 0
COOPER COMPANIES COM 216648402 5195 110287 SH DEFINED 01 110287 0 0
COOPER COMPANIES COM 216648402 332 7043 SH DEFINED 01 05 0 7043 0
COOPER COS INC COM 216648402 5 110 SH DEFINED 01 02 0 110 0
COOPER TIRE & RUBBER COM 216831107 41 2007 SH DEFINED 01 2007 0 0
COOPER TIRE & RUBBER COM 216831107 354 17208 SH DEFINED 01 03 0 17208 0
COOPER TIRE & RUBBER COM 216831107 16 788 SH DEFINED 01 05 0 788 0
COORS (ADOLPH) CL B COM 217016104 843 13520 SH DEFINED 01 13520 0 0
COORS (ADOLPH) CL B COM 217016104 529 8497 SH DEFINED 01 03 0 8497 0
COORS (ADOLPH) CL B COM 217016104 24 387 SH DEFINED 01 05 0 387 0
COORSTEK COM 217020106 1789 57887 SH DEFINED 01 57887 0 0
COORSTEK COM 217020106 201 6493 SH DEFINED 01 05 0 6493 0
COORSTEK INC COM 217020106 4 125 SH DEFINED 01 02 0 125 0
COPART COM 217204106 395 24372 SH DEFINED 01 24372 0 0
COPART COM 217204106 14630 901435 SH DEFINED 01 02 0 901435 0
COPART COM 217204106 401 24700 SH DEFINED 01 03 0 24700 0
COPPER MOUNTAIN COM 217510106 0 72 SH DEFINED 01 72 0 0
CORINTHIAN COLLEGES COM 218868107 11540 340526 SH DEFINED 01 340526 0 0
CORINTHIAN COLLEGES COM 218868107 6 190 SH DEFINED 01 02 0 190 0
CORINTHIAN COLLEGES COM 218868107 485 14300 SH DEFINED 01 05 0 14300 0
CORIXA CORP COM 21887F100 1 78 SH DEFINED 01 78 0 0
CORN PRODUCTS INTL COM 219023108 5359 172202 SH DEFINED 01 172202 0 0
CORNELL COMPANIES COM 219141108 2544 214700 SH DEFINED 01 214700 0 0
CORNELL COMPANIES COM 219141108 198 16700 SH DEFINED 01 05 0 16700 0
CORNING COM 219350105 5775 1626573 SH DEFINED 01 1626573 0 0
CORNING COM 219350105 841 236755 SH DEFINED 01 03 0 236755 0
CORNING COM 219350105 251 70840 SH DEFINED 01 05 0 70840 0
CORNING INC COM 219350105 692 195000 SH DEFINED 01 0 195000 0
CORNING INC COM 219350105 21 5950 SH DEFINED 01 02 0 5950 0
CORP EXECUTIVE BOARD COM 21988R102 241 7010 SH DEFINED 01 02 0 7010 0
CORPORATE EXECUTIVE BOARD COM 21988R102 8995 262599 SH DEFINED 01 262599 0 0
CORPORATE EXECUTIVE BOARD COM 21988R102 6552 191300 SH DEFINED 01 05 0 191300 0
CORRECTIONS CORP OF AMERICA SE PRF 22025Y308 0 6 SH DEFINED 01 6 0 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 1 33 SH DEFINED 01 33 0 0
CORTEFIEL SA COM 220500995 67 11000 SH DEFINED 01 11000 0 0
CORUS BANKSARES INC COM 220873103 3 74 SH DEFINED 01 74 0 0
CORUS ENTERTAINMENT INC COM 220880991 354 20000 SH DEFINED 01 20000 0 0
CORVIS CORP COM 221009103 1 1323 SH DEFINED 01 1323 0 0
COSINE COMM INC COM 221222102 0 298 SH DEFINED 01 298 0 0
COST PLUS COM 221485105 3441 112961 SH DEFINED 01 112961 0 0
COSTCO WHOLESALE COM 22160K105 283519 7341262 SH DEFINED 01 7341262 0 0
COSTCO WHOLESALE COM 22160K105 4125 106821 SH DEFINED 01 03 0 106821 0
COSTCO WHOLESALE COM 22160K105 60174 1558102 SH DEFINED 01 05 0 1558102 0
COSTCO WHOLESALE COR COM 22160K105 300 7769 SH DEFINED 01 02 0 7769 0
COSTAR GROUP COM 22160N109 1047 51000 SH DEFINED 01 51000 0 0
COUNTRYWIDE CREDIT INDS COM 222372104 2792 57861 SH DEFINED 01 57861 0 0
COUNTRYWIDE CREDIT INDS COM 222372104 1403 29070 SH DEFINED 01 03 0 29070 0
COUNTRYWIDE CREDIT INDS COM 222372104 64 1335 SH DEFINED 01 05 0 1335 0
COURIER CORP COM 222660102 552 13550 SH DEFINED 01 13550 0 0
COURIER CORP COM 222660102 2 40 SH DEFINED 01 02 0 40 0
COURIER CORP COM 222660102 59 1450 SH DEFINED 01 05 0 1450 0
COUSINS PROPERTIES I COM 222795106 8 317 SH DEFINED 01 317 0 0
COVAD COMMUNICATIONS GROUP COM 222814204 0 226 SH DEFINED 01 226 0 0
COVANCE COM 222816100 6836 364534 SH DEFINED 01 364534 0 0
COVANCE COM 222816100 14918 795600 SH DEFINED 01 05 0 795600 0
COVANCE INC COM 222816100 463 24700 SH DEFINED 01 02 0 24700 0
COVANSYS CORPORATION COM 22281W103 1 139 SH DEFINED 01 139 0 0
COVENTRY HEALTH CARE COM 222862104 7273 255198 SH DEFINED 01 255198 0 0
COVENTRY HEALTH CARE COM 222862104 74 2590 SH DEFINED 01 02 0 2590 0
COVENTRY HEALTH CARE COM 222862104 5 165 SH DEFINED 01 03 0 165 0
COVENTRY HEALTH CARE COM 222862104 197 6900 SH DEFINED 01 05 0 6900 0
COX COMMUNICATIONS CL A COM 224044107 5964 216491 SH DEFINED 01 216491 0 0
COX COMMUNICATIONS CL A COM 224044107 231 8400 SH DEFINED 01 05 0 8400 0
COX COMMUNICATIONS CONV PRF 224044305 1644 40340 SH DEFINED 01 0 40340 0
COX RADIO CL A COM 224051102 7961 330337 SH DEFINED 01 330337 0 0
COX RADIO CL A COM 224051102 7832 325000 SH DEFINED 01 05 0 325000 0
COX RADIO INC COM 224051102 96 4000 SH DEFINED 01 02 0 4000 0
CRANE COM 224399105 17429 687275 SH DEFINED 01 687275 0 0
CRANE COM 224399105 357 14069 SH DEFINED 01 03 0 14069 0
CRANE COM 224399105 1813 71514 SH DEFINED 01 05 0 71514 0
CRAWFORD & CO COM 224633107 1 167 SH DEFINED 01 167 0 0
CREDENCE SYSTEMS COM 225302108 9243 520202 SH DEFINED 01 520202 0 0
CREDENCE SYSTEMS COM 225302108 718 40400 SH DEFINED 01 05 0 40400 0
CREDIT SUISSE GROUP COM 225400993 337 10615 SH DEFINED 01 10615 0 0
UNICREDITO ITALIANO IT;UC/EUR COM 225423995 7076 1564108 SH DEFINED 01 1564108 0 0
UNICREDITO ITALIANO IT;UC/EUR COM 225423995 4038 892597 SH DEFINED 01 03 0 892597 0
UNICREDITO ITALIANO IT;UC/EUR COM 225423995 9778 2161883 SH DEFINED 01 05 0 2161883 0
CREDIT LYONNAIS COM 225444991 366 8535 SH DEFINED 01 8535 0 0
CREE COM 225447101 42 3230 SH DEFINED 01 3230 0 0
CRESCENT COM 225756105 469 25100 SH DEFINED 01 02 0 25100 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 56473 3019986 SH DEFINED 01 3019986 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 1431 76500 SH DEFINED 01 03 0 76500 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 7982 426858 SH DEFINED 01 05 0 426858 0
CRH PLC COM 226530996 371 22741 SH DEFINED 01 22741 0 0
CROMPTON COM 227116100 57 4430 SH DEFINED 01 4430 0 0
CROSS (AT) CL A COM 227478104 391 52100 SH DEFINED 01 52100 0 0
CROSS COUNTRY COM 22748P105 885 23420 SH DEFINED 01 23420 0 0
CROSS COUNTRY INC COM 22748P105 11 300 SH DEFINED 01 02 0 300 0
CROSS MEDIA MKTG COM 22754R201 0 16 SH DEFINED 01 16 0 0
CROSSROADS SYSTEMS COM 22765D100 0 132 SH DEFINED 01 132 0 0
CROWN CASTLE INTL COM 228227104 2 461 SH DEFINED 01 461 0 0
CROWN CORK & SEAL COM 228255105 4046 590617 SH DEFINED 01 590617 0 0
CROWN CORK & SEAL COM 228255105 108 15747 SH DEFINED 01 02 0 15747 0
CROWN CORK & SEAL COM 228255105 7 987 SH DEFINED 01 03 0 987 0
CROWN CORK & SEAL COM 228255105 309 45100 SH DEFINED 01 05 0 45100 0
CROWN MEDIA HOLDINGS CL A COM 228411104 1460 185100 SH DEFINED 01 185100 0 0
CRYOLIFE COM 228903100 1621 100956 SH DEFINED 01 100956 0 0
CTI MOLECULAR IMAGING COM 22943D105 746 32500 SH DEFINED 11 12 0 32500 0
CTI MOLECULAR IMAGING INC COM 22943D105 479 20900 SH DEFINED 01 20900 0 0
COMP SIDERURGICA NACIONAL ORD COM 229540992 93 5935000 SH DEFINED 01 05 0 5935000 0
CSR COM 229555990 1144 319000 SH DEFINED 01 319000 0 0
CUBIST PHARMACEUTICALS COM 229678107 3 270 SH DEFINED 01 270 0 0
CULLEN/FROST BANKERS COM 229899109 7467 208038 SH DEFINED 01 208038 0 0
CUMMINS COM 231021106 38 1149 SH DEFINED 01 1149 0 0
CUMMINS COM 231021106 323 9750 SH DEFINED 01 03 0 9750 0
CUMMINS COM 231021106 14 438 SH DEFINED 01 05 0 438 0
CUMULUS MEDIA CL A COM 231082108 2072 150368 SH DEFINED 01 150368 0 0
CUMULUS MEDIA CL A COM 231082108 92 6700 SH DEFINED 01 05 0 6700 0
CURATIVE HEALTH SERVICES COM 231264102 622 37081 SH DEFINED 01 37081 0 0
CURAGEN CORP COM 23126R101 1 216 SH DEFINED 01 216 0 0
CURTISS-WRIGHT COM 231561101 5727 71715 SH DEFINED 01 71715 0 0
CURTISS-WRIGHT COM 231561101 216 2700 SH DEFINED 01 05 0 2700 0
CUTTER & BUCK INC COM 232217109 2779 471700 SH DEFINED 01 471700 0 0
CUTTER & BUCK INC COM 232217109 257 43600 SH DEFINED 01 05 0 43600 0
CYBERCARE INC COM 23243T105 0 133 SH DEFINED 01 133 0 0
CYBEROPTICS CORP COM 232517102 2437 254100 SH DEFINED 01 254100 0 0
CYBEROPTICS CORP COM 232517102 224 23400 SH DEFINED 01 05 0 23400 0
CYBER SOURCE COPR COM 23251J106 0 38 SH DEFINED 01 38 0 0
CYGNUS COM 232560102 247 122471 SH DEFINED 01 122471 0 0
CYMER COM 232572107 4387 125216 SH DEFINED 01 125216 0 0
CYMER INC COM 232572107 2 60 SH DEFINED 01 02 0 60 0
CYPRESS SEMICONDUCTOR COM 232806109 71 4687 SH DEFINED 01 4687 0 0
CYSIVE INC COM 23281T108 0 76 SH DEFINED 01 76 0 0
CYTEC INDS COM 232820100 1451 46136 SH DEFINED 01 46136 0 0
CYTOGEN CORP COM 232824102 0 242 SH DEFINED 01 242 0 0
D & K HEALTHCARE RESOURCES COM 232861104 1056 29940 SH DEFINED 01 29940 0 0
DNB HOLDING ASA COM 232919993 1674 307100 SH DEFINED 01 307100 0 0
CYTYC COM 232946103 61 8092 SH DEFINED 01 8092 0 0
DDI COM 233162106 0 124 SH DEFINED 01 124 0 0
DMC STRATEX NETWORKS COM 23322L106 532 264773 SH DEFINED 01 264773 0 0
DMI Furniture Inc COM 233230101 3 1758 SH DEFINED 01 1758 0 0
DPL COM 233293109 127 4774 SH DEFINED 01 4774 0 0
DQE COM 23329J104 1784 127443 SH DEFINED 01 127443 0 0
DRS TECHNOLOGIES COM 23330X100 2264 52970 SH DEFINED 01 52970 0 0
HORTON (DR) COM 23331A109 145 5560 SH DEFINED 01 5560 0 0
DST SYSTEMS COM 233326107 33135 724898 SH DEFINED 01 724898 0 0
DST SYSTEMS COM 233326107 79424 1737497 SH DEFINED 01 02 0 1737497 0
DST SYSTEMS COM 233326107 3541 77470 SH DEFINED 01 03 0 77470 0
DST SYSTEMS COM 233326107 15318 335116 SH DEFINED 01 05 0 335116 0
DSP GROUP COM 23332B106 2894 147677 SH DEFINED 01 147677 0 0
DSP GROUP COM 23332B106 4 190 SH DEFINED 01 02 0 190 0
DTE ENERGY COM 233331107 103204 2311915 SH DEFINED 01 2311915 0 0
DTE ENERGY COM 233331107 1776 39765 SH DEFINED 01 03 0 39765 0
DTE ENERGY COM 233331107 196 4401 SH DEFINED 01 05 0 4401 0
DTE ENERGY COMPANY COM 233331107 171 3850 SH DEFINED 01 02 0 3850 0
DTE ENERGY CVT PFD CVT PRF 233331206 7612 290000 SH DEFINED 01 290000 0 0
D/S 1912 CL B COM 233334994 158 21 SH DEFINED 01 21 0 0
GROUP DANONE COM 233640994 635 4619 SH DEFINED 01 4619 0 0
DAILY MAIL & GENERAL COM 233803998 210 21954 SH DEFINED 01 21954 0 0
DAIICHI PHARM COM 233816990 1535 84000 SH DEFINED 01 84000 0 0
DAIEI OMC INC COM 233827997 317 85000 SH DEFINED 01 85000 0 0
DAIMLERCHRYSLER COM 233833995 9122 188512 SH DEFINED 01 188512 0 0
DAIMLERCHRYSLER COM 233833995 12370 255616 SH DEFINED 01 05 0 255616 0
DAISEKI CO LTD COM 234025997 291 18000 SH DEFINED 01 18000 0 0
DAISYTEK INTRNATIONA COM 234053106 1594 94000 SH DEFINED 01 94000 0 0
DAISYTEK INTRNATIONA COM 234053106 2 100 SH DEFINED 01 02 0 100 0
DAISYTEK INTRNATIONA COM 234053106 183 10800 SH DEFINED 01 05 0 10800 0
DAITO TRUST CONSTR COM 234055994 1704 91000 SH DEFINED 01 91000 0 0
DAIWA HOUSE INDS COM 234062107 1382 226000 SH DEFINED 01 226000 0 0
DAIWA SECURITIES GROUP COM 234064103 1945 300000 SH DEFINED 01 300000 0 0
DAIWA SECURITIES GROUP COM 234064103 78 12000 SH DEFINED 01 05 0 12000 0
DANA COM 235811106 2548 139293 SH DEFINED 01 139293 0 0
DANA COM 235811106 639 34957 SH DEFINED 01 03 0 34957 0
DANA COM 235811106 29 1601 SH DEFINED 01 05 0 1601 0
DANAHER COM 235851102 33452 504184 SH DEFINED 01 504184 0 0
DANAHER COM 235851102 4891 73711 SH DEFINED 01 03 0 73711 0
DANAHER COM 235851102 8363 126040 SH DEFINED 01 05 0 126040 0
DANAHER CORP COM 235851102 18870 284410 SH DEFINED 01 02 0 284410 0
DANAHER CVT CONV BND 235851AF9 183 280000 PRN DEFINED 01 02 0 0 280000
DARDEN RESTAURANTS COM 237194105 120 4835 SH DEFINED 01 4835 0 0
DARDEN RESTAURANTS COM 237194105 1006 40747 SH DEFINED 01 03 0 40747 0
DARDEN RESTAURANTS COM 237194105 46 1865 SH DEFINED 01 05 0 1865 0
DATASCOPE COM 238113104 2331 84343 SH DEFINED 01 84343 0 0
DATASCOPE COM 238113104 97 3500 SH DEFINED 01 05 0 3500 0
DAVITA COM 23918K108 301 12619 SH DEFINED 01 12619 0 0
DBS GROUP HOLDINGS COM 240100990 2267 323000 SH DEFINED 01 323000 0 0
DBS GROUP HOLDINGS COM 240100990 91 13000 SH DEFINED 01 05 0 13000 0
DEAN FOODS COM 242370104 2521 67594 SH DEFINED 01 67594 0 0
DEAN FOODS COM 242370104 9 230 SH DEFINED 01 03 0 230 0
DEAN FOODS COM 242370104 250 6700 SH DEFINED 01 05 0 6700 0
DEAN FOODS COMPANY COM 242370104 133 3570 SH DEFINED 01 02 0 3570 0
DEB SHOPS COM 242728103 995 29457 SH DEFINED 01 29457 0 0
DEB SHOPS COM 242728103 66 1970 SH DEFINED 01 02 0 1970 0
DEB SHOPS COM 242728103 4 132 SH DEFINED 01 03 0 132 0
DEB SHOPS COM 242728103 120 3543 SH DEFINED 01 05 0 3543 0
DEERE & CO COM 244199105 38384 801349 SH DEFINED 01 801349 0 0
DEERE & CO COM 244199105 2852 59523 SH DEFINED 01 03 0 59523 0
DEERE & CO COM 244199105 160 3339 SH DEFINED 01 05 0 3339 0
DEERE & COMPANY COM 244199105 16649 347593 SH DEFINED 01 02 0 347593 0
DEL MONTE FOODS CO COM 24522P103 2 139 SH DEFINED 01 139 0 0
DEL MONTE FOODS CO COM 24522P103 83 7150 SH DEFINED 01 02 0 7150 0
DEL MONTE FOODS CO COM 24522P103 5 461 SH DEFINED 01 03 0 461 0
DELIAS CL A COM 24688Q101 1610 315600 SH DEFINED 01 315600 0 0
DELL COMPUTERS COM 24702509 2583 98814 SH DEFINED 11 12 0 98814 0
DELL COMPUTER COM 247025109 284054 10866670 SH DEFINED 01 10866670 0 0
DELL COMPUTER COM 247025109 16336 624945 SH DEFINED 01 03 0 624945 0
DELL COMPUTER COM 247025109 34785 1330695 SH DEFINED 01 05 0 1330695 0
DELL COMPUTER CORP COM 247025109 3702 141620 SH DEFINED 01 0 141620 0
DELL COMPUTER CORP COM 247025109 48956 1872970 SH DEFINED 01 02 0 1872970 0
DELL COMPUTERS COM 247025109 14202 543301 SH DEFINED 11 12 13 0 543301 0
DELPHI COM 247126105 2466 186745 SH DEFINED 01 186745 0 0
DELPHI COM 247126105 1742 131970 SH DEFINED 01 03 0 131970 0
DELPHI COM 247126105 80 6050 SH DEFINED 01 05 0 6050 0
DELPHI FINANCIAL GROUP CL A COM 247131105 2845 65769 SH DEFINED 01 65769 0 0
DELTA & PINE LAND COM 247357106 2472 122978 SH DEFINED 01 122978 0 0
DELTA AIR LINES COM 247361108 68 3436 SH DEFINED 01 3436 0 0
DELTA AIR LINES COM 247361108 580 28999 SH DEFINED 01 03 0 28999 0
DELTA AIR LINES COM 247361108 26 1320 SH DEFINED 01 05 0 1320 0
DELTIC TIMBER COM 247850100 1318 38211 SH DEFINED 01 38211 0 0
DELUXE COM 248019101 69 1780 SH DEFINED 01 1780 0 0
DELUXE COM 248019101 580 14921 SH DEFINED 01 03 0 14921 0
DELUXE COM 248019101 26 677 SH DEFINED 01 05 0 677 0
DANSKE BANK COM 248205999 933 50668 SH DEFINED 01 50668 0 0
DENDRITE COM 248239105 714 73855 SH DEFINED 01 02 0 73855 0
DENDRITE INTL COM 248239105 14777 1528137 SH DEFINED 01 1528137 0 0
DENDRITE INTL COM 248239105 1279 132250 SH DEFINED 01 03 0 132250 0
DENDRITE INTL COM 248239105 554 57305 SH DEFINED 01 05 0 57305 0
DENISON INTL ADR COM 248335101 3165 170600 SH DEFINED 01 170600 0 0
DENISON INTL ADR COM 248335101 328 17700 SH DEFINED 01 05 0 17700 0
DENTSPLY INTL COM 249030107 111 3011 SH DEFINED 01 3011 0 0
DENTSU (4324) COM 249040999 2702 490 SH DEFINED 01 490 0 0
DENTSU (4324) COM 249040999 1407 255 SH DEFINED 01 03 0 255 0
DENTSU (4324) COM 249040999 5118 928 SH DEFINED 01 05 0 928 0
DENWAY MOTORS LTD COM 249112996 2483 8802000 SH DEFINED 01 8802000 0 0
DENWAY MOTORS LTD COM 249112996 100 354000 SH DEFINED 01 05 0 354000 0
DEPT 56 COM 249509100 675 41470 SH DEFINED 01 41470 0 0
DEPFA BANK PLC COM 249527995 171 3150 SH DEFINED 01 3150 0 0
DEUTSCHE BANK COM 251525101 13406 192933 SH DEFINED 01 192933 0 0
DEUTSCHE BANK COM 251525101 6152 88548 SH DEFINED 01 03 0 88548 0
DEUTSCHE BANK COM 251525101 17716 254988 SH DEFINED 01 05 0 254988 0
DEUTSCHE BOERSE AG COM 251549994 359 8500 SH DEFINED 01 8500 0 0
DEUTSCHE TELEKOM ADR COM 251566105 307 33000 SH DEFINED 01 33000 0 0
DEVELOPERS DIVERSIFIED REALTY COM 251591103 1591 70676 SH DEFINED 01 70676 0 0
DEVELOPERS DIVERSIFIED REALTY COM 251591103 169 7500 SH DEFINED 01 05 0 7500 0
DEVON ENERGY COM 25179M103 19094 387464 SH DEFINED 01 387464 0 0
DEVON ENERGY COM 25179M103 37545 761900 SH DEFINED 01 02 0 761900 0
DEVON ENERGY COM 25179M103 2858 57999 SH DEFINED 01 03 0 57999 0
DEVON ENERGY COM 25179M103 517 10489 SH DEFINED 01 05 0 10489 0
DEVON ENERGY CVT CONV BND 25179MAA1 189 190000 PRN DEFINED 01 02 0 0 190000
DEVRY COM 251893103 16620 727665 SH DEFINED 01 727665 0 0
DEVRY COM 251893103 2514 110050 SH DEFINED 01 03 0 110050 0
DEVRY COM 251893103 679 29707 SH DEFINED 01 05 0 29707 0
DEVRY INC. COM 251893103 37510 1642276 SH DEFINED 01 02 0 1642276 0
DIA DEXUS CV SERIES C COM 252425996 6167 795698 SH DEFINED 01 795698 0 0
DIA DEXUS CV SERIES C COM 252425996 12333 1591398 SH DEFINED 01 05 0 1591398 0
DIAGEO PLC NEW ORDS COM 25243A994 1127 86801 SH DEFINED 01 86801 0 0
DIAGEO ADR COM 25243Q205 9369 181400 SH DEFINED 01 181400 0 0
DIAGNOSTIC PRODUCTS COM 252450101 32586 880681 SH DEFINED 01 880681 0 0
DIAGNOSTIC PRODUCTS COM 252450101 20470 553256 SH DEFINED 01 02 0 553256 0
DIAGNOSTIC PRODUCTS COM 252450101 3263 88200 SH DEFINED 01 03 0 88200 0
DIAGNOSTIC PRODUCTS COM 252450101 1284 34716 SH DEFINED 01 05 0 34716 0
DIAL COM 25247D101 2073 103553 SH DEFINED 01 103553 0 0
DIAL COM 25247D101 128 6400 SH DEFINED 01 05 0 6400 0
DIAL CORP COM 25247D101 4 200 SH DEFINED 01 02 0 200 0
DIAMOND OFFSHORE DRI COM 25271C102 8 293 SH DEFINED 01 293 0 0
DIAMONDS TRUST SERIE COM 252787106 53 577 SH DEFINED 01 02 0 577 0
DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 824 137863 SH DEFINED 01 137863 0 0
DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 54 9000 SH DEFINED 01 05 0 9000 0
DIAMONDCLUSTER INTL COM 25278P106 1 240 SH DEFINED 01 02 0 240 0
DIANON SYSTEMS COM 252826102 5536 103610 SH DEFINED 01 103610 0 0
DIANON SYSTEMS COM 252826102 283 5300 SH DEFINED 01 05 0 5300 0
DIANON SYSTEMS INC COM 252826102 5 90 SH DEFINED 01 02 0 90 0
DIEBOLD COM 253651103 27784 746092 SH DEFINED 01 746092 0 0
DIEBOLD COM 253651103 3154 84711 SH DEFINED 01 05 0 84711 0
DIGEX COM 253756100 0 39 SH DEFINED 01 39 0 0
DIGI INTL COM 253798102 235 71140 SH DEFINED 01 71140 0 0
DIGITAL LIGHTWAVE COM 253855100 0 80 SH DEFINED 01 80 0 0
DIGITAL INSIGHT COM 25385P106 1 72 SH DEFINED 01 72 0 0
DIGITAL RIVER COM 25388B104 1 88 SH DEFINED 01 88 0 0
DIGITAS INC COM 25388K104 1 110 SH DEFINED 01 110 0 0
DIGITAL THINK COM 25388M100 0 70 SH DEFINED 01 70 0 0
DIME COMMUNITY COM 253922108 86 3815 SH DEFINED 01 02 0 3815 0
DIME COMMUNITY BANCSHARES COM 253922108 4162 183426 SH DEFINED 01 183426 0 0
DIME COMMUNITY BANCSHARES COM 253922108 6 247 SH DEFINED 01 03 0 247 0
DIME COMMUNITY BANCSHARES COM 253922108 254 11183 SH DEFINED 01 05 0 11183 0
DILLARD'S CL A COM 254067101 5854 222665 SH DEFINED 01 222665 0 0
DILLARD'S CL A COM 254067101 557 21210 SH DEFINED 01 03 0 21210 0
DILLARD'S CL A COM 254067101 134 5099 SH DEFINED 01 05 0 5099 0
DILLARDS INC-CL A COM 254067101 39 1470 SH DEFINED 01 02 0 1470 0
DIMON COM 254394109 991 143175 SH DEFINED 01 143175 0 0
DIONEX COM 254546104 1830 68304 SH DEFINED 01 68304 0 0
DISNEY (WALT) COM 254687106 25935 1372239 SH DEFINED 01 1372239 0 0
DISNEY (WALT) COM 254687106 9109 481970 SH DEFINED 01 03 0 481970 0
DISNEY (WALT) COM 254687106 16280 861402 SH DEFINED 01 05 0 861402 0
DISNEY WALT CO COM 254687106 3728 197230 SH DEFINED 01 0 197230 0
DITECH COMMU CORP COM 25500M103 0 157 SH DEFINED 01 157 0 0
DIVERSA CORP COM 255064107 0 12 SH DEFINED 01 12 0 0
DIVINE INC-A COM 255402406 0 13 SH DEFINED 01 13 0 0
THEROX SERIES H PRF 256000XY1 3257 814130 SH DEFINED 01 814130 0 0
THEROX SERIES H PRF 256000XY1 5439 1359783 SH DEFINED 01 05 0 1359783 0
DOBSON COMMUNICATIONS CL A COM 256069105 0 311 SH DEFINED 01 311 0 0
DOBSON COMM PIK PFD 13.00% PRF 256072505 6173 13135 SH DEFINED 01 13135 0 0
DOBSON COMM PIK PFD 13.00% PRF 256072505 1251 2662 SH DEFINED 01 05 0 2662 0
DOCTOR REDDY'S LAB COM 256135203 78 4000 SH DEFINED 01 4000 0 0
DOCUMENTUM INC COM 256159104 2 134 SH DEFINED 01 134 0 0
DOLE FOOD COM 256605106 64 2198 SH DEFINED 01 2198 0 0
DOLLAR GENERAL COM 256669102 21572 1133499 SH DEFINED 01 1133499 0 0
DOLLAR GENERAL COM 256669102 1490 78302 SH DEFINED 01 03 0 78302 0
DOLLAR GENERAL COM 256669102 20023 1052184 SH DEFINED 01 05 0 1052184 0
DOLLAR THRIFY AUTOMOTIVE GROUP COM 256743105 3 100 SH DEFINED 01 100 0 0
DOLLAR TREE STORES COM 256747106 14333 363690 SH DEFINED 01 363690 0 0
DOLLAR TREE STORES COM 256747106 129 3270 SH DEFINED 01 02 0 3270 0
DOLLAR TREE STORES COM 256747106 10691 271300 SH DEFINED 01 05 0 271300 0
DOMINION RES INC VA COM 25746U109 6468 98035 SH DEFINED 01 0 98035 0
DOMINION RES INC VA COM 25746U109 19681 298292 SH DEFINED 01 02 0 298292 0
DOMINION RESOURCES COM 25746U109 586572 8890172 SH DEFINED 01 8890172 0 0
DOMINION RESOURCES COM 25746U109 4344 65840 SH DEFINED 01 03 0 65840 0
DOMINION RESOURCES COM 25746U109 118730 1799490 SH DEFINED 01 05 0 1799490 0
DOMINION RESOURCES CV 9.50% PRF 25746U208 32899 542000 SH DEFINED 01 542000 0 0
DONALDSON COM 257651109 1152 32878 SH DEFINED 01 32878 0 0
DONALDSON CO COM 257651109 2 45 SH DEFINED 01 02 0 45 0
DONNELLEY (RR) & SONS COM 257867101 28158 1022077 SH DEFINED 01 1022077 0 0
DONNELLEY (RR) & SONS COM 257867101 734 26653 SH DEFINED 01 03 0 26653 0
DONNELLEY (RR) & SONS COM 257867101 3231 117247 SH DEFINED 01 05 0 117247 0
DORAL FINANCIAL COM 25811P100 5 154 SH DEFINED 01 154 0 0
DORAL FINANCIAL COM 25811P100 2 60 SH DEFINED 01 02 0 60 0
DORAL FINANCIAL COM 25811P100 6377 191000 SH DEFINED 01 05 0 191000 0
DOUBLECLICK INC COM 258609304 5 708 SH DEFINED 01 708 0 0
DOVER COM 260003108 19556 558756 SH DEFINED 01 558756 0 0
DOVER COM 260003108 1669 47698 SH DEFINED 01 03 0 47698 0
DOVER COM 260003108 1705 48712 SH DEFINED 01 05 0 48712 0
DOVER DOWNS GAMING & ENTERTAIN COM 260095104 2724 215397 SH DEFINED 01 215397 0 0
DOVER DOWNS GAMING & ENTERTAIN COM 260095104 301 23800 SH DEFINED 01 05 0 23800 0
DOVER MOTORSPORTS COM 260174107 29 5139 SH DEFINED 01 5139 0 0
DOW CHEMICAL COM 260543103 2693 78330 SH DEFINED 01 0 78330 0
DOW CHEMICAL COM 260543103 122612 3566410 SH DEFINED 01 3566410 0 0
DOW CHEMICAL COM 260543103 14071 409270 SH DEFINED 01 02 0 409270 0
DOW CHEMICAL COM 260543103 10433 303444 SH DEFINED 01 03 0 303444 0
DOW CHEMICAL COM 260543103 62192 1808955 SH DEFINED 01 05 0 1808955 0
DOW JONES COM 260561105 113 2333 SH DEFINED 01 2333 0 0
DOW JONES COM 260561105 960 19820 SH DEFINED 01 03 0 19820 0
DOW JONES COM 260561105 44 905 SH DEFINED 01 05 0 905 0
DOWNEY FINANCIAL COM 261018105 5263 111284 SH DEFINED 01 111284 0 0
DOWNEY FINANCIAL COM 261018105 109 2300 SH DEFINED 01 05 0 2300 0
DRESS BARN COM 261570105 1801 116438 SH DEFINED 01 116438 0 0
DRESS BARN COM 261570105 7 483 SH DEFINED 01 03 0 483 0
THE DRESS BARN COM 261570105 118 7620 SH DEFINED 01 02 0 7620 0
DREXLER TECH CORP COM 261876106 1 40 SH DEFINED 01 02 0 40 0
DREYER'S GRAND ICE CREAM COM 261878102 779 11354 SH DEFINED 01 11354 0 0
DRIL-QUIP COM 262037104 1402 55552 SH DEFINED 01 55552 0 0
DRUG STORE.COM COM 262241102 0 66 SH DEFINED 01 66 0 0
DSL.NET INC COM 262506108 0 274 SH DEFINED 01 274 0 0
DSM COM 262510993 3430 73900 SH DEFINED 01 73900 0 0
DU PONT(EI) DE NEMOURS COM 263534109 126151 2841242 SH DEFINED 01 2841242 0 0
DU PONT(EI) DE NEMOURS COM 263534109 10516 236835 SH DEFINED 01 03 0 236835 0
DU PONT(EI) DE NEMOURS COM 263534109 62742 1413106 SH DEFINED 01 05 0 1413106 0
E I DUPONT COM 263534109 267 6030 SH DEFINED 01 02 0 6030 0
DUANE READE COM 263578106 7819 229637 SH DEFINED 01 229637 0 0
DUANE READE COM 263578106 2 60 SH DEFINED 01 02 0 60 0
DUANE READE COM 263578106 189 5553 SH DEFINED 01 05 0 5553 0
DUKE ENERGY COM 264399106 58556 1882815 SH DEFINED 01 1882815 0 0
DUKE ENERGY COM 264399106 6139 197421 SH DEFINED 01 03 0 197421 0
DUKE ENERGY COM 264399106 18699 601253 SH DEFINED 01 05 0 601253 0
DUKE ENERGY CORP COM 264399106 2163 69541 SH DEFINED 01 0 69541 0
DUKE ENERGY CORP COM 264399106 323 10370 SH DEFINED 01 02 0 10370 0
DUKE ENERGY CV 8.25% PRF 264399585 31050 1380000 SH DEFINED 01 1380000 0 0
DUKE REALTY CORP COM 264411505 9 303 SH DEFINED 01 303 0 0
DUN & BRADSTREET COM 26483E100 3115 94255 SH DEFINED 01 94255 0 0
DURA AUTOMOTIVE SYST COM 265903104 88 4170 SH DEFINED 01 02 0 4170 0
DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 2294 110554 SH DEFINED 01 110554 0 0
DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 5 252 SH DEFINED 01 03 0 252 0
DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 254 12246 SH DEFINED 01 05 0 12246 0
DUPONT PHOTOMASKS COM 26613X101 1865 57430 SH DEFINED 01 57430 0 0
DURBAN RESTRICTED COM 266599992 584 140000 SH DEFINED 01 140000 0 0
DYCOM INDS COM 267475101 21 1796 SH DEFINED 01 1796 0 0
DYNEGY CL A COM 26816Q101 3637 505089 SH DEFINED 01 505089 0 0
DYNEGY CL A COM 26816Q101 912 126592 SH DEFINED 01 03 0 126592 0
DYNEGY CL A COM 26816Q101 748 103894 SH DEFINED 01 05 0 103894 0
DYNEGY INC COM 26816Q101 91 12700 SH DEFINED 01 02 0 12700 0
CBEYOND COMMUNICATIO PRF 268470986 1887 545002 SH DEFINED 01 05 0 545002 0
CBEYOND COMMUNICATIONS - FORMA PRF 268470994 3113 899041 SH DEFINED 01 05 0 899041 0
EGL COM 268484102 2810 165722 SH DEFINED 01 165722 0 0
E-L FINANCIAL CORP LTD COM 268575107 922 5100 SH DEFINED 01 5100 0 0
E-LOAN COM 26861P107 0 102 SH DEFINED 01 102 0 0
EMC COM 268648102 37734 4997853 SH DEFINED 01 4997853 0 0
EMC COM 268648102 4074 539592 SH DEFINED 01 03 0 539592 0
EMC COM 268648102 11051 1463778 SH DEFINED 01 05 0 1463778 0
EMC CORPORATION COM 268648102 423 56000 SH DEFINED 01 0 56000 0
EMC CORPORATION COM 268648102 15864 2101074 SH DEFINED 01 02 0 2101074 0
AMERICAN INTERNATIONAL GROUP COM 26874107 3422 50161 SH DEFINED 11 12 0 50161 0
AMERICAN INTL GROUP COM 26874107 23141 339157 SH DEFINED 11 12 13 0 339157 0
ENSCO INTL COM 26874Q100 19495 715149 SH DEFINED 01 715149 0 0
ENSCO INTL COM 26874Q100 2107 77300 SH DEFINED 01 03 0 77300 0
ENSCO INTL COM 26874Q100 781 28638 SH DEFINED 01 05 0 28638 0
ENSCO INTL INC COM 26874Q100 28026 1028023 SH DEFINED 01 02 0 1028023 0
ENI COM 26874R991 25794 1622151 SH DEFINED 01 1622151 0 0
ENI COM 26874R991 10470 658472 SH DEFINED 01 03 0 658472 0
ENI COM 26874R991 30090 1892417 SH DEFINED 01 05 0 1892417 0
EOG RESOURCES COM 26875P101 3223 81188 SH DEFINED 01 81188 0 0
EOG RESOURCES COM 26875P101 1084 27304 SH DEFINED 01 03 0 27304 0
EOG RESOURCES COM 26875P101 49 1244 SH DEFINED 01 05 0 1244 0
E.ON ADR COM 268780103 26109 450000 SH DEFINED 01 450000 0 0
E.ON COM 268780996 11387 195439 SH DEFINED 01 195439 0 0
E.ON COM 268780996 11696 200735 SH DEFINED 01 05 0 200735 0
E.PIPHANY INC COM 26881V100 2 462 SH DEFINED 01 462 0 0
ESS TECHNOLOGY COM 269151106 4520 257693 SH DEFINED 01 257693 0 0
ESS TECHNOLOGY COM 269151106 82 4690 SH DEFINED 01 02 0 4690 0
ESS TECHNOLOGY COM 269151106 5 296 SH DEFINED 01 03 0 296 0
ESS TECHNOLOGY COM 269151106 219 12500 SH DEFINED 01 05 0 12500 0
E*TRADE GROUP COM 269246104 4643 850495 SH DEFINED 01 850495 0 0
E*TRADE GROUP COM 269246104 286 52400 SH DEFINED 01 05 0 52400 0
EARTHLINK COM 270321102 2 359 SH DEFINED 01 359 0 0
EAST JAPAN RAILWAY COM 275200996 1498 320 SH DEFINED 01 320 0 0
EAST WEST BANCORP COM 27579R104 5492 159098 SH DEFINED 01 159098 0 0
EAST WEST BANCORP COM 27579R104 94 2745 SH DEFINED 01 02 0 2745 0
EAST WEST BANCORP COM 27579R104 6 165 SH DEFINED 01 03 0 165 0
EAST WEST BANCORP COM 27579R104 331 9600 SH DEFINED 01 05 0 9600 0
EASTMAN CHEMICAL COM 277432100 2473 52740 SH DEFINED 01 52740 0 0
EASTMAN CHEMICAL COM 277432100 1097 23391 SH DEFINED 01 03 0 23391 0
EASTMAN CHEMICAL COM 277432100 39 833 SH DEFINED 01 05 0 833 0
EASTMAN CHEMICAL CO COM 277432100 16587 353819 SH DEFINED 01 02 0 353819 0
EASTMAN KODAK COM 277461109 74924 2568503 SH DEFINED 01 2568503 0 0
EASTMAN KODAK COM 277461109 613 21000 SH DEFINED 01 02 0 21000 0
EASTMAN KODAK COM 277461109 3990 136780 SH DEFINED 01 03 0 136780 0
EASTMAN KODAK COM 277461109 9064 310688 SH DEFINED 01 05 0 310688 0
EATON COM 278058102 19111 262694 SH DEFINED 01 262694 0 0
EATON COM 278058102 1202 16526 SH DEFINED 01 03 0 16526 0
EATON COM 278058102 2228 30634 SH DEFINED 01 05 0 30634 0
EATON VANCE COM 278265103 552 17721 SH DEFINED 01 17721 0 0
EATON VANCE COM 278265103 22045 707950 SH DEFINED 01 02 0 707950 0
EATON VANCE COM 278265103 601 19300 SH DEFINED 01 03 0 19300 0
EBAY COM 278642103 132948 2157546 SH DEFINED 01 2157546 0 0
EBAY COM 278642103 1306 21200 SH DEFINED 01 03 0 21200 0
EBAY COM 278642103 42415 688329 SH DEFINED 01 05 0 688329 0
EBAY INC COM 278642103 47646 773232 SH DEFINED 01 02 0 773232 0
ECHELON CORPORATION COM 27874N105 1 53 SH DEFINED 01 53 0 0
ECHO BAY MINES LTD UNITS COM 278751995 1092 700000 SH DEFINED 01 700000 0 0
ECHOSTAR COMMUN CORP COM 278762109 26488 1427170 SH DEFINED 01 1427170 0 0
ECHOSTAR COMMUN CORP COM 278762109 3434 185000 SH DEFINED 01 05 0 185000 0
ECLIPSYS COM 278856109 522 79632 SH DEFINED 01 79632 0 0
ECOLAB COM 278865100 3581 77455 SH DEFINED 01 77455 0 0
ECOLAB COM 278865100 1403 30349 SH DEFINED 01 03 0 30349 0
ECOLAB COM 278865100 64 1386 SH DEFINED 01 05 0 1386 0
ECOLAB INC. COM 278865100 15969 345450 SH DEFINED 01 02 0 345450 0
EDEN BIOSCIENCE CORP COM 279445100 0 155 SH DEFINED 01 155 0 0
EDISON INTL COM 281020107 16052 944250 SH DEFINED 01 944250 0 0
EDISON INTL COM 281020107 1319 77588 SH DEFINED 01 03 0 77588 0
EDISON INTL COM 281020107 113 6607 SH DEFINED 01 05 0 6607 0
EDISON SCHOOLS INC COM 281033100 0 176 SH DEFINED 01 176 0 0
EDO CORP COM 281347104 1795 62965 SH DEFINED 01 62965 0 0
EDUCATION MANAGEMENT COM 28139T101 852 20926 SH DEFINED 01 20926 0 0
EDWARDS (JD) & CO COM 281667105 970 79839 SH DEFINED 01 79839 0 0
EDWARDS (JD) & CO COM 281667105 103 8500 SH DEFINED 01 05 0 8500 0
J D EDWARDS & CO COM 281667105 6 470 SH DEFINED 01 02 0 470 0
EDWARDS (AG) COM 281760108 118 3032 SH DEFINED 01 3032 0 0
EDWARDS LIFESCIENCES COM 28176E108 729 31826 SH DEFINED 01 31826 0 0
EDWARDS LIFESCIENCES COM 28176E108 45 1970 SH DEFINED 01 02 0 1970 0
EDWARDS LIFESCIENCES COM 28176E108 3 132 SH DEFINED 01 03 0 132 0
EFUNDS COM 28224R101 6251 658711 SH DEFINED 01 658711 0 0
EFUNDS COM 28224R101 434 45700 SH DEFINED 01 05 0 45700 0
EGAIN COMMUN CORP COM 28225C103 0 92 SH DEFINED 01 92 0 0
ABBOT LABORATORIES COM 2824100 18953 503400 SH DEFINED 11 12 13 0 503400 0
ABBOTT LABORATORIES COM 2824100 2217 58900 SH DEFINED 11 12 0 58900 0
ABBOTT LABORATORIES COM 2824100 33 900 SH DEFINED 11 12 13 0 900 0
EL PASO COM 28336L109 41059 1992152 SH DEFINED 01 1992152 0 0
EL PASO COM 28336L109 3551 172314 SH DEFINED 01 03 0 172314 0
EL PASO COM 28336L109 3619 175615 SH DEFINED 01 05 0 175615 0
EL PASO CORPORATION COM 28336L109 256 12400 SH DEFINED 01 02 0 12400 0
EL PASO ELECTRIC COM 283677854 5661 408789 SH DEFINED 01 408789 0 0
EL PASO ELECTRIC COM 283677854 72 5180 SH DEFINED 01 02 0 5180 0
EL PASO ELECTRIC COM 283677854 5 329 SH DEFINED 01 03 0 329 0
EL PASO ELECTRIC COM 283677854 262 18904 SH DEFINED 01 05 0 18904 0
ELCOR COM 284443108 1725 62252 SH DEFINED 01 62252 0 0
ELECTRO SCIENTIFIC COM 285229100 2 95 SH DEFINED 01 02 0 95 0
ELECTRO SCIENTIFIC INDS COM 285229100 8574 352817 SH DEFINED 01 352817 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 655 26934 SH DEFINED 01 05 0 26934 0
ELECTROCOMPONENTS COM 285299996 1249 223000 SH DEFINED 01 223000 0 0
ELECTROGLAS COM 285324109 5149 514914 SH DEFINED 01 514914 0 0
ELECTROGLAS COM 285324109 444 44400 SH DEFINED 01 05 0 44400 0
ELECTROLUX CL B COM 285378998 2802 138800 SH DEFINED 01 138800 0 0
ELECTRONIC ARTS COM 285512109 17096 258841 SH DEFINED 01 258841 0 0
ELECTRONIC ARTS COM 285512109 17900 271000 SH DEFINED 01 05 0 271000 0
ELECTRONIC ARTS INC COM 285512109 412 6230 SH DEFINED 01 02 0 6230 0
ELECTRONIC DATA SYST COM 285661104 628 16900 SH DEFINED 01 02 0 16900 0
ELECTRONIC DATA SYSTEMS COM 285661104 21857 588362 SH DEFINED 01 588362 0 0
ELECTRONIC DATA SYSTEMS COM 285661104 6119 164692 SH DEFINED 01 03 0 164692 0
ELECTRONIC DATA SYSTEMS COM 285661104 4464 120163 SH DEFINED 01 05 0 120163 0
ELECTRONIC DATA SYSTEMS CV 7.6 PRF 285661203 18600 500000 SH DEFINED 01 500000 0 0
ELECTRONICS BOUTIQUE HLDS COM 286045109 1234 42100 SH DEFINED 01 42100 0 0
ELECTRONICS FOR IMAGING COM 286082102 960 60324 SH DEFINED 01 60324 0 0
ELIZABETH ARDEN COM 28660G106 752 43000 SH DEFINED 01 43000 0 0
ELIZABETH ARDEN COM 28660G106 3 169 SH DEFINED 01 03 0 169 0
ELIZABETH ARDEN COM 28660G106 82 4700 SH DEFINED 01 05 0 4700 0
ELIZABETH ARDEN INC COM 28660G106 50 2804 SH DEFINED 01 02 0 2804 0
ELOYALTY CORPORATION COM 290151307 0 12 SH DEFINED 01 12 0 0
EMAP PLC COM 290733997 108 8646 SH DEFINED 01 8646 0 0
EMCORE COM 290846104 1 224 SH DEFINED 01 224 0 0
EMCOR GROUP COM 29084Q100 5571 96030 SH DEFINED 01 96030 0 0
EMCOR GROUP COM 29084Q100 8 140 SH DEFINED 01 03 0 140 0
EMCOR GROUP COM 29084Q100 315 5434 SH DEFINED 01 05 0 5434 0
EMCOR GROUP INC COM 29084Q100 127 2202 SH DEFINED 01 02 0 2202 0
EMERSON ELECTRIC COM 291011104 4381 81861 SH DEFINED 01 81861 0 0
EMERSON ELECTRIC COM 291011104 5300 99042 SH DEFINED 01 03 0 99042 0
EMERSON ELECTRIC COM 291011104 6397 119538 SH DEFINED 01 05 0 119538 0
EMMIS COMMUNICATIONS COM 291525103 61 2910 SH DEFINED 01 02 0 2910 0
EMMIS COMMUNICATIONS CL A COM 291525103 2568 121188 SH DEFINED 01 121188 0 0
EMMIS COMMUNICATIONS CL A COM 291525103 4 181 SH DEFINED 01 03 0 181 0
EMMIS COMMUNICATIONS CL A COM 291525103 201 9500 SH DEFINED 01 05 0 9500 0
EMPRESA NACIONAL DE ELECTRICID COM 29244T101 2473 309557 SH DEFINED 01 309557 0 0
EMPRESA NACIONAL DE ELECTRICID COM 29244T101 100 12460 SH DEFINED 01 05 0 12460 0
EMULEX COM 292475209 679 30164 SH DEFINED 01 30164 0 0
EMULEX COM 292475209 214 9500 SH DEFINED 01 02 0 9500 0
EMULEX COM 292475209 5279 234500 SH DEFINED 01 05 0 234500 0
ENCOMPASS SVS CORP COM 29255U104 2 3091 SH DEFINED 01 02 0 3091 0
ENCORE WIRE COM 292562105 1370 96303 SH DEFINED 01 96303 0 0
ENCORE WIRE COM 292562105 4 307 SH DEFINED 01 03 0 307 0
ENCORE WIRE COM 292562105 161 11297 SH DEFINED 01 05 0 11297 0
ENCORE WIRE CORP COM 292562105 68 4800 SH DEFINED 01 02 0 4800 0
ENDESA ORD COM 292580990 9686 666742 SH DEFINED 01 666742 0 0
ENDESA ORD COM 292580990 2556 175989 SH DEFINED 01 03 0 175989 0
ENDESA ORD COM 292580990 13165 906227 SH DEFINED 01 05 0 906227 0
ENDO PHARMACEUTICAL COM 29264F205 362 51789 SH DEFINED 01 51789 0 0
ENDOCARE COM 29264P104 1415 107100 SH DEFINED 01 107100 0 0
ENERGEN COM 29265N108 5577 206206 SH DEFINED 01 206206 0 0
ENERGEN COM 29265N108 311 11486 SH DEFINED 01 05 0 11486 0
ENERGY EAST COM 29266M109 1224 54159 SH DEFINED 01 54159 0 0
ENERGIZER HOLDINGS COM 29266R108 3451 125812 SH DEFINED 01 125812 0 0
ENERGIZER HOLDINGS COM 29266R108 463 16900 SH DEFINED 01 05 0 16900 0
ENESERVE CORP COM 292799996 405 9000 SH DEFINED 01 9000 0 0
ENGAGE INC COM 292827102 0 641 SH DEFINED 01 641 0 0
ENGELHARD COM 292845104 102 3599 SH DEFINED 01 3599 0 0
ENGELHARD COM 292845104 863 30487 SH DEFINED 01 03 0 30487 0
ENGELHARD COM 292845104 40 1395 SH DEFINED 01 05 0 1395 0
ENGINEERED SUPPORT COM 292866100 24 431 SH DEFINED 01 02 0 431 0
ENGINEERED SUPPORT SYSTEMS COM 292866100 2308 44124 SH DEFINED 01 44124 0 0
ENGINEERED SUPPORT SYSTEMS COM 292866100 2 33 SH DEFINED 01 03 0 33 0
ENGINEERED SUPPORT SYSTEMS COM 292866100 182 3476 SH DEFINED 01 05 0 3476 0
ENESCO GROUP COM 292973104 388 44352 SH DEFINED 01 44352 0 0
ENPRO INDUSTRIES INC COM 29355X107 169 30000 SH DEFINED 01 0 30000 0
ENPRO INDUSTRIES INC COM 29355X107 0 53 SH DEFINED 01 53 0 0
ENRON CORP COM 293561106 32 306600 SH DEFINED 01 0 306600 0
ENTEGRIS COM 29362U104 9362 641227 SH DEFINED 01 641227 0 0
ENTEGRIS COM 29362U104 6 404 SH DEFINED 01 03 0 404 0
ENTEGRIS COM 29362U104 913 62573 SH DEFINED 01 05 0 62573 0
ENTEGRIS INC COM 29362U104 96 6617 SH DEFINED 01 02 0 6617 0
ENTERASYS NETWORKS COM 293637104 1 433 SH DEFINED 01 433 0 0
ENTERCOM COMMUNICATI COM 293639100 11747 255900 SH DEFINED 01 02 0 255900 0
ENTERCOM COMMUNICATIONS CL A COM 293639100 86 1880 SH DEFINED 01 1880 0 0
ENTERCOM COMMUNICATIONS CL A COM 293639100 321 7000 SH DEFINED 01 03 0 7000 0
ENTERGY COM 29364G103 68162 1606053 SH DEFINED 01 1606053 0 0
ENTERGY COM 29364G103 2269 53461 SH DEFINED 01 03 0 53461 0
ENTERGY COM 29364G103 196 4620 SH DEFINED 01 05 0 4620 0
ENTERPRISE PRODS PAR COM 293792107 5 334 SH DEFINED 01 334 0 0
ENTRAVISION COMMUNICATIONS CL COM 29382R107 787 64280 SH DEFINED 01 64280 0 0
ENTRADA NETWORKS INC COM 29382Y102 0 8 SH DEFINED 01 8 0 0
ENTRUST INC COM 293848107 0 169 SH DEFINED 01 169 0 0
ENZON COM 293904108 14611 593720 SH DEFINED 01 593720 0 0
ENZON COM 293904108 130 5300 SH DEFINED 01 03 0 5300 0
ENZON COM 293904108 9742 395900 SH DEFINED 01 05 0 395900 0
ENZON INC COM 293904108 4860 197485 SH DEFINED 01 02 0 197485 0
ENZON INC CVT CONV BND 293904AB4 116 160000 PRN DEFINED 01 02 0 0 160000
ENZO BIOCHEM COM 294100102 1308 91290 SH DEFINED 01 91290 0 0
Epimmune Inc COM 29425Y101 34 20310 SH DEFINED 01 20310 0 0
EPLUS INC COM 294268107 62 8981 SH DEFINED 01 02 0 8981 0
EPLUS INC COM 294268107 4 517 SH DEFINED 01 03 0 517 0
EPRESENCE COM 294348107 274 73150 SH DEFINED 01 73150 0 0
EQUIFAX COM 294429105 108 3985 SH DEFINED 01 3985 0 0
EQUIFAX COM 294429105 920 34071 SH DEFINED 01 03 0 34071 0
EQUIFAX COM 294429105 42 1555 SH DEFINED 01 05 0 1555 0
EQUITABLE RESOURCES COM 294549100 13803 402419 SH DEFINED 01 402419 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 26351 875471 SH DEFINED 01 875471 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 2981 99008 SH DEFINED 01 03 0 99008 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 19450 646194 SH DEFINED 01 05 0 646194 0
EQUITY RESIDENTIAL COM 29476L107 46397 1613787 SH DEFINED 01 1613787 0 0
EQUITY RESIDENTIAL COM 29476L107 354 12300 SH DEFINED 01 02 0 12300 0
EQUITY RESIDENTIAL COM 29476L107 3001 104383 SH DEFINED 01 03 0 104383 0
EQUITY RESIDENTIAL COM 29476L107 5263 183064 SH DEFINED 01 05 0 183064 0
ERICSSON LM ADR CL B COM 294821400 34 23390 SH DEFINED 01 23390 0 0
ERIE INDTY CO COM 29530P102 7 161 SH DEFINED 01 161 0 0
ERSTE BANK DER OESTERRICHISCHE COM 295599997 159 2222 SH DEFINED 01 2222 0 0
ESCO TECHNOLOGIES COM 296315104 7 197 SH DEFINED 01 197 0 0
ESCO TECHNOLOGIES COM 296315104 77 2210 SH DEFINED 01 02 0 2210 0
ESCO TECHNOLOGIES COM 296315104 5 140 SH DEFINED 01 03 0 140 0
ESPERION THERAPEUTICS COM 29664R106 394 72500 SH DEFINED 01 72500 0 0
ESSILOR INTERNATIONAL COM 296700990 423 10400 SH DEFINED 01 10400 0 0
ESSEX PROPERTY TRUST COM 297178105 5248 95946 SH DEFINED 01 95946 0 0
ESSEX PROPERTY TRUST COM 297178105 224 4100 SH DEFINED 01 05 0 4100 0
ESTERLINE CORP COM 297425100 67 2955 SH DEFINED 01 02 0 2955 0
ESTERLINE TECHNOLOGIES COM 297425100 3144 138505 SH DEFINED 01 138505 0 0
ESTERLINE TECHNOLOGIES COM 297425100 4 186 SH DEFINED 01 03 0 186 0
ESTERLINE TECHNOLOGIES COM 297425100 186 8200 SH DEFINED 01 05 0 8200 0
DELHAIZE GROUP COM 29759W994 1586 33800 SH DEFINED 01 33800 0 0
ETHAN ALLEN COM 297602104 635 18000 SH DEFINED 01 0 18000 0
ETHAN ALLEN INTERIORS COM 297602104 4387 124427 SH DEFINED 01 124427 0 0
EURONEXT COM 298699992 203 10800 SH DEFINED 01 10800 0 0
EUROMONEY INSTITUTIONAL INVEST COM 298730995 40 8700 SH DEFINED 01 8700 0 0
EURONET WORLDWIDE INC COM 298736109 1754 109700 SH DEFINED 01 109700 0 0
EVERGREEN RESOURCE COM 299900308 6 130 SH DEFINED 01 02 0 130 0
EVERGREEN RESOURCES COM 299900308 5765 135652 SH DEFINED 01 135652 0 0
EVERGREEN RESOURCES COM 299900308 285 6700 SH DEFINED 01 05 0 6700 0
EVOICE SERIES D CV PRF 300200XX5 2255 4022475 SH DEFINED 01 4022475 0 0
EVOICE SERIES D CV PRF 300200XX5 2745 4896540 SH DEFINED 01 05 0 4896540 0
EXAR COM 300645108 5388 273225 SH DEFINED 01 273225 0 0
EXAR COM 300645108 166 8400 SH DEFINED 01 05 0 8400 0
EXAR CORP COM 300645108 3 170 SH DEFINED 01 02 0 170 0
EXCHANGE APPLICATION COM 300867306 0 3 SH DEFINED 01 3 0 0
EXEL PLC COM 301600995 448 35162 SH DEFINED 01 35162 0 0
EXELON COM 30161N101 92330 1765388 SH DEFINED 01 1765388 0 0
EXELON COM 30161N101 4010 76680 SH DEFINED 01 03 0 76680 0
EXELON COM 30161N101 4738 90585 SH DEFINED 01 05 0 90585 0
EXELIXIS INC COM 30161Q104 1 126 SH DEFINED 01 126 0 0
EXELIXIS INC COM 30161Q104 2 320 SH DEFINED 01 02 0 320 0
EXTENDED SYSTEMS INC COM 301973103 0 34 SH DEFINED 01 34 0 0
EXIDE CORP 144A CONV BND 302051AF4 39 16500000 PRN DEFINED 01 02 0 0 16500000
EXPEDIA INC CL A COM 302125109 26096 440135 SH DEFINED 01 440135 0 0
EXPEDIA INC CL A COM 302125109 943 15900 SH DEFINED 01 05 0 15900 0
EXPEDIA INC WTS EXP 02/04/2009 COM 302125125 1 25 SH DEFINED 01 25 0 0
EXPEDITORS INTL OF WASHINGTON COM 302130109 6764 203982 SH DEFINED 01 203982 0 0
EXPEDITORS INTL OF WASHINGTON COM 302130109 11076 334000 SH DEFINED 01 05 0 334000 0
EXPEDITORS INTL WASH COM 302130109 88 2655 SH DEFINED 01 02 0 2655 0
EXPRO INTERNATIONAL COM 302155999 237 33500 SH DEFINED 01 33500 0 0
EXPRESS SCRIPTS CL A COM 302182100 34067 679859 SH DEFINED 01 679859 0 0
EXPRESS SCRIPTS CL A COM 302182100 2631 52500 SH DEFINED 01 03 0 52500 0
EXPRESS SCRIPTS CL A COM 302182100 6591 131526 SH DEFINED 01 05 0 131526 0
EXPRESS SCRIPTS INC COM 302182100 1908 38057 SH DEFINED 01 02 0 38057 0
EXPRESSJET HOLDINGS INC COM 30218U108 585 44800 SH DEFINED 01 44800 0 0
UTD BUSINESS COM 3022421 7 999 SH DEFINED 01 10 999 0 0
EXTENDED STAY AMERICA COM 30224P101 58 3576 SH DEFINED 01 3576 0 0
EXTREME NETWORKS COM 30226D106 7 724 SH DEFINED 01 724 0 0
EXULT COM 302284104 3 410 SH DEFINED 01 410 0 0
EXXON CORP COM 30231G102 827 20200 SH DEFINED 11 12 0 20200 0
EXXON CORP COM 30231g102 7423 181400 SH DEFINED 11 12 13 0 181400 0
EXXON MOBIL COM 30231G102 692788 16930280 SH DEFINED 01 16930280 0 0
EXXON MOBIL COM 30231G102 65940 1611450 SH DEFINED 01 03 0 1611450 0
EXXON MOBIL COM 30231G102 226852 5543800 SH DEFINED 01 05 0 5543800 0
EXXON MOBIL CORP COM 30231G102 8286 202475 SH DEFINED 01 0 202475 0
EXXON MOBIL CORP COM 30231G102 3881 94736 SH DEFINED 01 02 0 94736 0
FBR ASSET INVESTMENT COM 30241E303 550 16500 SH DEFINED 01 16500 0 0
FEI COM 30241L109 34 1403 SH DEFINED 01 1403 0 0
FLIR SYSTEMS INC COM 302445101 2250 53620 SH DEFINED 01 53620 0 0
FMC COM 302491303 45 1494 SH DEFINED 01 1494 0 0
FMC TECHNOLOGIES COM 30249U101 735 35709 SH DEFINED 01 35709 0 0
FNB COM 302520101 9 327 SH DEFINED 01 327 0 0
FNX MINING COM 30253R994 299 90000 SH DEFINED 01 90000 0 0
FPL GROUP COM 302571104 90225 1504000 SH DEFINED 01 1504000 0 0
FPL GROUP COM 302571104 2517 41950 SH DEFINED 01 03 0 41950 0
FPL GROUP COM 302571104 270 4502 SH DEFINED 01 05 0 4502 0
FPL GROUP INC. COM 302571104 3599 60000 SH DEFINED 01 0 60000 0
FPL GROUP INC. COM 302571104 13721 228700 SH DEFINED 01 02 0 228700 0
FPL GROUP PFD CVT PRF 302571203 16623 300000 SH DEFINED 01 300000 0 0
FTI CONSULTING INC COM 302941109 4184 119490 SH DEFINED 01 119490 0 0
FTI CONSULTING INC COM 302941109 5 150 SH DEFINED 01 02 0 150 0
FTI CONSULTING INC COM 302941109 333 9500 SH DEFINED 01 05 0 9500 0
FACTORY 2-U STORES COM 303072102 575 41510 SH DEFINED 01 41510 0 0
FACTSET RESEARCH COM 303075105 3 95 SH DEFINED 01 02 0 95 0
FACTSET RESEARCH SYSTEMS COM 303075105 4003 134469 SH DEFINED 01 134469 0 0
FACTSET RESEARCH SYSTEMS COM 303075105 104 3500 SH DEFINED 01 05 0 3500 0
FAIR ISAAC & CO INC COM 303250104 1467 44641 SH DEFINED 01 02 0 44641 0
FAIR, ISAAC & CO COM 303250104 33386 1015686 SH DEFINED 01 1015686 0 0
FAIR, ISAAC & CO COM 303250104 2981 90700 SH DEFINED 01 03 0 90700 0
FAIR, ISAAC & CO COM 303250104 1210 36822 SH DEFINED 01 05 0 36822 0
UNIQ PLC COM 3032925 1 263 SH DEFINED 01 10 263 0 0
WHITBREAD PLC COM 3034545 8 878 SH DEFINED 01 10 878 0 0
FAIRCHILD SEMICONDUC COM 303726103 112 4600 SH DEFINED 01 02 0 4600 0
FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 12123 498912 SH DEFINED 01 498912 0 0
FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 28662 1179500 SH DEFINED 01 05 0 1179500 0
FAIRMONT HOTELS & RESORTS INC COM 305204109 124 4805 SH DEFINED 01 4805 0 0
HBOS PLC COM 3058750 119 11016 SH DEFINED 01 10 11016 0 0
BRAMBLES INDUSTRIES COM 3061673 9 1877 SH DEFINED 01 10 1877 0 0
GKN COM 3064650 8 1674 SH DEFINED 01 10 1674 0 0
FAMILY DLR STORES COM 307000109 3525 100000 SH DEFINED 01 0 100000 0
FAMILY DLR STORES COM 307000109 22388 635110 SH DEFINED 01 02 0 635110 0
FAMILY DOLLAR STORES COM 307000109 23211 658486 SH DEFINED 01 658486 0 0
FAMILY DOLLAR STORES COM 307000109 1436 40726 SH DEFINED 01 03 0 40726 0
FAMILY DOLLAR STORES COM 307000109 22122 627568 SH DEFINED 01 05 0 627568 0
BANK OF IRELAND COM 3070732 41 3264 SH DEFINED 01 10 3264 0 0
FANUC LTD COM 307295998 293 5842 SH DEFINED 01 5842 0 0
KINGFISHER COM 3073850 17 3592 SH DEFINED 01 10 3592 0 0
BT GROUP PLC COM 3091357 98 25539 SH DEFINED 01 10 25539 0 0
CANARY WHARF COM 3101609 11 1609 SH DEFINED 01 10 1609 0 0
RYANAIR HLDG COM 3111761 6 1548 SH DEFINED 01 10 1548 0 0
AMGEN COM 31162100 373 8900 SH DEFINED 11 12 0 8900 0
AMGEN COM 31162100 29 700 SH DEFINED 11 12 13 0 700 0
FASTENAL COM 311900104 48291 1253961 SH DEFINED 01 1253961 0 0
FASTENAL COM 311900104 5326 138300 SH DEFINED 01 03 0 138300 0
FASTENAL COM 311900104 1891 49112 SH DEFINED 01 05 0 49112 0
FASTENAL CO COM 311900104 46307 1202422 SH DEFINED 01 02 0 1202422 0
NATIONAL GRI COM 3122387 35 4884 SH DEFINED 01 10 4884 0 0
MARKS & SPEN PLC COM 3127489 35 6227 SH DEFINED 01 10 6227 0 0
FEDDERS CORPORATION COM 313135501 275 103146 SH DEFINED 01 103146 0 0
FEDERAL AG MORTGAGE COM 313148306 2 80 SH DEFINED 01 02 0 80 0
FEDERAL AGRICULTURAL MTGE CL C COM 313148306 1030 38586 SH DEFINED 01 38586 0 0
FEDERAL AGRICULTURAL MTGE CL C COM 313148306 118 4414 SH DEFINED 01 05 0 4414 0
FREDDIE MAC COM 313400301 2340 38242 SH DEFINED 01 0 38242 0
FREDDIE MAC COM 313400301 49194 803817 SH DEFINED 01 803817 0 0
FREDDIE MAC COM 313400301 102 1660 SH DEFINED 01 02 0 1660 0
FREDDIE MAC COM 313400301 10144 165748 SH DEFINED 01 03 0 165748 0
FREDDIE MAC COM 313400301 68814 1124418 SH DEFINED 01 05 0 1124418 0
BARCLAYS COM 3134865 165 19584 SH DEFINED 01 10 19584 0 0
FEDERAL MOGUL COM 313549107 0 230 SH DEFINED 01 230 0 0
FANNIE MAE COM 313586109 355531 4820754 SH DEFINED 01 4820754 0 0
FANNIE MAE COM 313586109 17525 237631 SH DEFINED 01 03 0 237631 0
FANNIE MAE COM 313586109 128362 1740479 SH DEFINED 01 05 0 1740479 0
FEDERAL NATL MTGE COM 313586109 838 11353 SH DEFINED 01 02 0 11353 0
FEDERAL REALTY INVS COM 313747206 7 240 SH DEFINED 01 240 0 0
FEDERAL SIGNAL COM 313855108 41 1724 SH DEFINED 01 1724 0 0
FEDERATED DEPT STORES COM 31410H101 13377 336936 SH DEFINED 01 336936 0 0
FEDERATED DEPT STORES COM 31410H101 2701 68026 SH DEFINED 01 03 0 68026 0
FEDERATED DEPT STORES COM 31410H101 6637 167169 SH DEFINED 01 05 0 167169 0
FEDERATED DPT STORES COM 31410H101 258 6500 SH DEFINED 01 02 0 6500 0
FEDERATED INVESTORS CL B COM 314211103 57 1650 SH DEFINED 01 1650 0 0
FEDERATED INVESTORS CL B COM 314211103 10025 290000 SH DEFINED 01 05 0 290000 0
FEDEX COM 31428X106 16015 299915 SH DEFINED 01 299915 0 0
FEDEX COM 31428X106 3844 71980 SH DEFINED 01 03 0 71980 0
FEDEX COM 31428X106 503 9416 SH DEFINED 01 05 0 9416 0
FELCOR LODGING TRUST COM 31430F101 5 266 SH DEFINED 01 266 0 0
IMPERIAL TOBACCO NEW COM 3143526 5 292 SH DEFINED 01 10 292 0 0
FERRO COM 315405100 3188 105756 SH DEFINED 01 105756 0 0
FERRO COM 315405100 6 186 SH DEFINED 01 03 0 186 0
FERRO COM 315405100 318 10560 SH DEFINED 01 05 0 10560 0
FERRO CORP COM 315405100 89 2960 SH DEFINED 01 02 0 2960 0
F5 NETWORKS COM 315616102 1 88 SH DEFINED 01 88 0 0
FIBROGEN CV SERIES E PRF 316000XX1 5000 1113586 SH DEFINED 01 1113586 0 0
FIBROGEN CV SERIES E PRF 316000XX1 10000 2227171 SH DEFINED 01 05 0 2227171 0
FIDELITY NATL FINANCIAL COM 316326107 1889 59773 SH DEFINED 01 59773 0 0
FIFTH THIRD BANCORP COM 316773100 5116 76784 SH DEFINED 01 76784 0 0
FIFTH THIRD BANCORP COM 316773100 9234 138546 SH DEFINED 01 03 0 138546 0
FIFTH THIRD BANCORP COM 316773100 424 6356 SH DEFINED 01 05 0 6356 0
FILENET COM 316869106 1658 114321 SH DEFINED 01 114321 0 0
FINANCIAL FEDERAL COM 317492106 3710 110599 SH DEFINED 01 110599 0 0
FINANCIAL FEDERAL COM 317492106 87 2590 SH DEFINED 01 02 0 2590 0
FINANCIAL FEDERAL COM 317492106 6 165 SH DEFINED 01 03 0 165 0
FINANCIAL FEDERAL COM 317492106 211 6300 SH DEFINED 01 05 0 6300 0
FINANCIAL INSTITUTIO COM 317585404 102 2700 SH DEFINED 01 02 0 2700 0
FINANCIAL INSTITUTIONS INC COM 317585404 946 25000 SH DEFINED 01 25000 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 6 165 SH DEFINED 01 03 0 165 0
FINANCIAL INSTITUTIONS INC COM 317585404 102 2700 SH DEFINED 01 05 0 2700 0
FININFO COM 317869998 453 16400 SH DEFINED 01 16400 0 0
FINISAR COM 31787A101 1897 800572 SH DEFINED 01 800572 0 0
FINISAR COM 31787A101 95 40222 SH DEFINED 01 05 0 40222 0
FINOVA GROUP INC. COM 317928109 0 293 SH DEFINED 01 293 0 0
FIREPOND INC COM 318224102 0 53 SH DEFINED 01 53 0 0
FIRST AMERICAN COM 318522307 7860 348597 SH DEFINED 01 348597 0 0
FIRST AMERICAN COM 318522307 4 186 SH DEFINED 01 03 0 186 0
FIRST AMERICAN COM 318522307 532 23600 SH DEFINED 01 05 0 23600 0
FIRST AMERICAN CORP COM 318522307 64 2835 SH DEFINED 01 02 0 2835 0
FIRST BANCORP COM 318672102 5337 142570 SH DEFINED 01 142570 0 0
FIRST BANCORP COM 318672102 6 165 SH DEFINED 01 03 0 165 0
FIRST BANCORP COM 318672102 238 6360 SH DEFINED 01 05 0 6360 0
FIRST BANCORP/PR COM 318672102 97 2590 SH DEFINED 01 02 0 2590 0
FIRST CITIZENS BANK COM 31946M103 10 93 SH DEFINED 01 93 0 0
FIRST COMWLTH FINL P COM 319829107 2 146 SH DEFINED 01 146 0 0
FIRST DATA COM 319963104 17117 454524 SH DEFINED 01 454524 0 0
FIRST DATA COM 319963104 6873 182494 SH DEFINED 01 03 0 182494 0
FIRST DATA COM 319963104 657 17450 SH DEFINED 01 05 0 17450 0
FIRST FINL BANCORP COM 320209109 9 470 SH DEFINED 01 470 0 0
FIRST HORIZON PHARMA COM 32051K106 3 150 SH DEFINED 01 02 0 150 0
FIRST HORIZON PHARMACEUTICAL COM 32051K106 2805 135590 SH DEFINED 01 135590 0 0
FIRST HORIZON PHARMACEUTICAL COM 32051K106 187 9050 SH DEFINED 01 05 0 9050 0
FIRST INDUSTRIAL REL COM 32054K103 9 277 SH DEFINED 01 277 0 0
FIRST MIDWEST BANC COM 320867104 69 2455 SH DEFINED 01 02 0 2455 0
FIRST MIDWEST BANCORP COM 320867104 6297 226696 SH DEFINED 01 226696 0 0
FIRST MIDWEST BANCORP COM 320867104 4 154 SH DEFINED 01 03 0 154 0
FIRST MIDWEST BANCORP COM 320867104 161 5811 SH DEFINED 01 05 0 5811 0
FIRST HEALTH GROUP COM 320960107 34311 1223646 SH DEFINED 01 1223646 0 0
FIRST HEALTH GROUP COM 320960107 57158 2038424 SH DEFINED 01 02 0 2038424 0
FIRST HEALTH GROUP COM 320960107 2930 104500 SH DEFINED 01 03 0 104500 0
FIRST HEALTH GROUP COM 320960107 13026 464561 SH DEFINED 01 05 0 464561 0
ANALOG DEVICES COM 32654105 374 12600 SH DEFINED 11 12 0 12600 0
FIRST QUANTUM MINERALS COM 335934998 1131 400000 SH DEFINED 01 400000 0 0
FIRST REPUBLIC BANK COM 336158100 2589 94927 SH DEFINED 01 94927 0 0
FIRST REPUBLIC BANK COM 336158100 51 1839 SH DEFINED 01 02 0 1839 0
FIRST REPUBLIC BANK COM 336158100 2 89 SH DEFINED 01 03 0 89 0
FIRST REPUBLIC BANK COM 336158100 155 5700 SH DEFINED 01 05 0 5700 0
FIRST TECHNOLOGY PLC COM 336297999 125 18500 SH DEFINED 01 18500 0 0
FIRST SOURCE COM 336901103 2 75 SH DEFINED 01 75 0 0
FIRST TN NAT'L CORP COM 337162101 134 3506 SH DEFINED 01 3506 0 0
FIRST TN NAT'L CORP COM 337162101 1143 29835 SH DEFINED 01 03 0 29835 0
FIRST TN NAT'L CORP COM 337162101 52 1365 SH DEFINED 01 05 0 1365 0
FIRST VIRGINIA BANKS COM 337477103 1061 19790 SH DEFINED 01 19790 0 0
FISERV COM 337738108 136434 3716546 SH DEFINED 01 3716546 0 0
FISERV COM 337738108 6784 184807 SH DEFINED 01 03 0 184807 0
FISERV COM 337738108 33295 906971 SH DEFINED 01 05 0 906971 0
FISERV INC COM 337738108 991 27000 SH DEFINED 01 0 27000 0
FISERV INC COM 337738108 3274 89171 SH DEFINED 01 02 0 89171 0
FIRSTFED FINANCIAL COM 337907109 3290 113421 SH DEFINED 01 113421 0 0
FIRSTFED FINANCIAL COM 337907109 4 132 SH DEFINED 01 03 0 132 0
FIRSTFED FINANCIAL COM 337907109 184 6343 SH DEFINED 01 05 0 6343 0
FIRSTFED FINL CORP COM 337907109 60 2090 SH DEFINED 01 02 0 2090 0
FIRSTMERIT COM 337915102 90 3252 SH DEFINED 01 3252 0 0
FLAGSTAR BANCORP COM 337930101 3180 137675 SH DEFINED 01 137675 0 0
FLAGSTAR BANCORP COM 337930101 7 297 SH DEFINED 01 03 0 297 0
FLAGSTAR BANCORP COM 337930101 370 16000 SH DEFINED 01 05 0 16000 0
FLAGSTAR BANCORP INC COM 337930101 108 4679 SH DEFINED 01 02 0 4679 0
FIRSTENERGY COM 337932107 45562 1364974 SH DEFINED 01 1364974 0 0
FIRSTENERGY COM 337932107 2368 70945 SH DEFINED 01 03 0 70945 0
FIRSTENERGY COM 337932107 10876 325808 SH DEFINED 01 05 0 325808 0
FISHER SCIENTIFIC IN COM 338032204 4 160 SH DEFINED 01 02 0 160 0
FISHER SCIENTIFIC INTL COM 338032204 3390 121090 SH DEFINED 01 121090 0 0
FISHER SCIENTIFIC INTL COM 338032204 129 4600 SH DEFINED 01 05 0 4600 0
FIVE STAR QUALITY CARE COM 33832D106 0 9 SH DEFINED 01 9 0 0
FLEETBOSTON FINANCIAL COM 339030108 60519 1870741 SH DEFINED 01 1870741 0 0
FLEETBOSTON FINANCIAL COM 339030108 9210 284676 SH DEFINED 01 03 0 284676 0
FLEETBOSTON FINANCIAL COM 339030108 33483 1035014 SH DEFINED 01 05 0 1035014 0
FLEETBOSTON FINL CO COM 339030108 30190 933267 SH DEFINED 01 02 0 933267 0
FLEETWOOD ENTERPRISES COM 339099103 3024 347662 SH DEFINED 01 347662 0 0
FLEETWOOD ENTERPRISES COM 339099103 3480 400000 SH DEFINED 01 05 0 400000 0
FLEMING COMPANIES COM 339130106 3171 172805 SH DEFINED 01 172805 0 0
FL EAST COAST RY CO COM 340632108 4 155 SH DEFINED 01 155 0 0
FLORIDA ROCK INDS COM 341140101 7225 200650 SH DEFINED 01 200650 0 0
FLORIDA ROCK INDS COM 341140101 364 10100 SH DEFINED 01 05 0 10100 0
FLUOR COM 343412102 24026 616834 SH DEFINED 01 616834 0 0
FLUOR COM 343412102 800 20559 SH DEFINED 01 03 0 20559 0
FLUOR COM 343412102 2100 53929 SH DEFINED 01 05 0 53929 0
FLOW INTL COM 343468104 330 48966 SH DEFINED 01 48966 0 0
FLOWERS FOODS COM 343498101 468 18115 SH DEFINED 01 18115 0 0
FLOWSERVE COM 34354P105 1106 37101 SH DEFINED 01 37101 0 0
FLUGHAFEN WIEN AG COM 343599999 316 9200 SH DEFINED 01 9200 0 0
FOAMEX COM 344123104 56 5050 SH DEFINED 01 02 0 5050 0
FOAMEX COM 344123104 4 318 SH DEFINED 01 03 0 318 0
FOCAL COM COM 344155205 0 3 SH DEFINED 01 3 0 0
FOMENTO ECONOMICO MEXICANO ADR COM 344419106 217 5532 SH DEFINED 01 5532 0 0
FOOT LOCKER COM 344849104 1287 89067 SH DEFINED 01 89067 0 0
FOOTSTAR COM 344912100 1581 64662 SH DEFINED 01 64662 0 0
FORD MOTOR COM 345370860 4946 309173 SH DEFINED 01 309173 0 0
FORD MOTOR COM 345370860 6824 426491 SH DEFINED 01 03 0 426491 0
FORD MOTOR COM 345370860 7193 449549 SH DEFINED 01 05 0 449549 0
FORD MOTOR CO COM 345370860 27 1711 SH DEFINED 01 02 0 1711 0
FORD PRF 345395206 11250 200000 SH DEFINED 01 05 0 200000 0
FOREST CITY ENTERPRISES CL A COM 345550107 10628 305833 SH DEFINED 01 305833 0 0
FOREST CITY ENTERPRISES CL A COM 345550107 653 18800 SH DEFINED 01 05 0 18800 0
FOREST LABORATORIES COM 345838106 126677 1789226 SH DEFINED 01 1789226 0 0
FOREST LABORATORIES COM 345838106 2975 42024 SH DEFINED 01 03 0 42024 0
FOREST LABORATORIES COM 345838106 57188 807730 SH DEFINED 01 05 0 807730 0
FOREST LABS COM 345838106 2407 34000 SH DEFINED 01 0 34000 0
FOREST LABS COM 345838106 14858 209875 SH DEFINED 01 02 0 209875 0
FOREST OIL COM 346091705 53 1872 SH DEFINED 01 1872 0 0
FORRESTER RESEARCH COM 346563109 914 47100 SH DEFINED 01 47100 0 0
FORMOSA CHEMICAL & FIBRE CORP COM 348001991 2380 2616000 SH DEFINED 01 2616000 0 0
GRANADA PLC COM 348900994 1726 1015297 SH DEFINED 01 1015297 0 0
GRANADA PLC COM 348900994 229 134840 SH DEFINED 01 03 0 134840 0
FORTUM OYJ COM 349581991 692 120000 SH DEFINED 01 120000 0 0
FORTUNE BRANDS COM 349631101 16889 301906 SH DEFINED 01 301906 0 0
FORTUNE BRANDS COM 349631101 2028 36246 SH DEFINED 01 03 0 36246 0
FORTUNE BRANDS COM 349631101 622 11122 SH DEFINED 01 05 0 11122 0
FORWARD AIR COM 349853101 4795 146279 SH DEFINED 01 146279 0 0
FORWARD AIR COM 349853101 193 5900 SH DEFINED 01 05 0 5900 0
FORWARD AIR CORP COM 349853101 4 110 SH DEFINED 01 02 0 110 0
FOSSIL COM 349882100 3030 147389 SH DEFINED 01 147389 0 0
FOUNDRY NETWORKS COM 35063R100 4 600 SH DEFINED 01 600 0 0
4 KIDS ENTERTAINMENT COM 350865101 818 40421 SH DEFINED 01 40421 0 0
FOX ENTERTAINMENT GROUP CL A COM 35138T107 1395 64144 SH DEFINED 01 64144 0 0
FOX ENTERTAINMENT GROUP CL A COM 35138T107 6743 310000 SH DEFINED 01 05 0 310000 0
FRANKLIN COVEY COM 353469109 185 63932 SH DEFINED 01 63932 0 0
FRANKLIN ELECTRIC COM 353514102 2 50 SH DEFINED 01 02 0 50 0
FRANKLIN RESOURCES COM 354613101 312 7317 SH DEFINED 01 7317 0 0
FRANKLIN RESOURCES COM 354613101 2627 61611 SH DEFINED 01 03 0 61611 0
FRANKLIN RESOURCES COM 354613101 121 2829 SH DEFINED 01 05 0 2829 0
FREDS INC COM 356108100 5493 149340 SH DEFINED 01 149340 0 0
FREDS INC COM 356108100 5 140 SH DEFINED 01 02 0 140 0
FREDS INC COM 356108100 7207 195950 SH DEFINED 01 05 0 195950 0
FREEMARKETS INC COM 356602102 808 57182 SH DEFINED 01 57182 0 0
FREEMARKETS INC COM 356602102 3 240 SH DEFINED 01 02 0 240 0
FREEMARKETS INC COM 356602102 89 6300 SH DEFINED 01 05 0 6300 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 9584 536957 SH DEFINED 01 536957 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 606 33959 SH DEFINED 01 03 0 33959 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 11739 657646 SH DEFINED 01 05 0 657646 0
FREMONT GENERAL COM 357288109 974 233050 SH DEFINED 01 233050 0 0
FRESENIUS MED CR-ADR COM 358029106 1 100 SH DEFINED 01 02 0 100 0
FRESENIUS AG PFD PRF 358029999 91 1800 SH DEFINED 01 1800 0 0
FRONTIER AIRLINES COM 359065109 771 94773 SH DEFINED 01 94773 0 0
FRONTIER FINL CORP W COM 35907K105 2 85 SH DEFINED 01 85 0 0
FRONTIER OIL CORP COM 35914P105 1457 83665 SH DEFINED 01 83665 0 0
FUBON FINANCIAL HLDS GDR-144A COM 359515202 294 28638 SH DEFINED 01 05 0 28638 0
FUELCELL ENERGY INC COM 35952H106 1 118 SH DEFINED 01 118 0 0
FUGRO NV COM 359539996 347 6334 SH DEFINED 01 6334 0 0
FUJI HEAVY INDS COM 359555992 639 134000 SH DEFINED 01 134000 0 0
FUJI SEAL INC COM 359575990 431 10000 SH DEFINED 01 10000 0 0
FUJITSU LTD COM 359591997 656 94000 SH DEFINED 01 94000 0 0
FULLER (HB) COM 359694106 2639 90081 SH DEFINED 01 90081 0 0
FULLER (HB) COM 359694106 6 208 SH DEFINED 01 03 0 208 0
FULLER (HB) COM 359694106 255 8700 SH DEFINED 01 05 0 8700 0
FULLER H B COMPANY COM 359694106 94 3210 SH DEFINED 01 02 0 3210 0
FULTON FINL CORP COM 360271100 6 331 SH DEFINED 01 331 0 0
FURNITURE BRAND INTL COM 360921100 67 2220 SH DEFINED 01 02 0 2220 0
FURNITURE BRANDS INTL COM 360921100 608 20086 SH DEFINED 01 20086 0 0
FURNITURE BRANDS INTL COM 360921100 4 143 SH DEFINED 01 03 0 143 0
G&K SERVICES CL A COM 361268105 2274 66390 SH DEFINED 01 66390 0 0
GATX COM 361448103 1321 43870 SH DEFINED 01 43870 0 0
GBC BANCORP COM 361475106 1070 36958 SH DEFINED 01 36958 0 0
GFK AG COM 361670995 243 13300 SH DEFINED 01 13300 0 0
GABRIEL RES PVT 144A COM 361970957 722 215000 SH DEFINED 01 215000 0 0
GKN PLC COM 362001992 376 80133 SH DEFINED 01 80133 0 0
GSI COMMERCE INC COM 36238G102 3 350 SH DEFINED 01 350 0 0
GABLE RESIDENTIAL TRUST COM 362418105 1976 61883 SH DEFINED 01 61883 0 0
GABLE RESIDENTIAL TRUST COM 362418105 233 7300 SH DEFINED 01 05 0 7300 0
GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0
GALEN HOLDINGS PLC COM 363278995 115 16000 SH DEFINED 01 16000 0 0
GALLAGHER (ARTHUR J) COM 363576109 1152 33238 SH DEFINED 01 33238 0 0
GALLAHER GROUP ADR COM 363595109 224 6000 SH DEFINED 01 6000 0 0
GALYAN'S TRADING COM 36458R101 5975 268400 SH DEFINED 01 268400 0 0
GALYAN'S TRADING COM 36458R101 539 24200 SH DEFINED 01 05 0 24200 0
GAMESTOP CORP COM 36466R101 8486 404300 SH DEFINED 01 404300 0 0
GAMESTOP CORP COM 36466R101 102 4860 SH DEFINED 01 02 0 4860 0
GAMESTOP CORP COM 36466R101 12644 602400 SH DEFINED 01 05 0 602400 0
GANNETT COM 364730101 204965 2700468 SH DEFINED 01 2700468 0 0
GANNETT COM 364730101 5846 77018 SH DEFINED 01 03 0 77018 0
GANNETT COM 364730101 31170 410681 SH DEFINED 01 05 0 410681 0
GANNETT CO INC COM 364730101 18238 240275 SH DEFINED 01 02 0 240275 0
GAP COM 364760108 3967 279376 SH DEFINED 01 279376 0 0
GAP COM 364760108 2896 203918 SH DEFINED 01 03 0 203918 0
GAP COM 364760108 2874 202347 SH DEFINED 01 05 0 202347 0
GAP INC. THE COM 364760108 16 1150 SH DEFINED 01 02 0 1150 0
GARDNER DENVER COM 365558105 3068 153420 SH DEFINED 01 153420 0 0
GARDNER DENVER COM 365558105 5 248 SH DEFINED 01 03 0 248 0
GARDNER DENVER COM 365558105 227 11340 SH DEFINED 01 05 0 11340 0
GARDNER DENVER INC COM 365558105 72 3590 SH DEFINED 01 02 0 3590 0
GARTNER GROUP CL B COM 366651206 32 3490 SH DEFINED 01 3490 0 0
GATEWAY COM 367626108 40 8940 SH DEFINED 01 8940 0 0
GATEWAY COM 367626108 339 76240 SH DEFINED 01 03 0 76240 0
GATEWAY COM 367626108 15 3489 SH DEFINED 01 05 0 3489 0
GAYLORD ENTERTAINMENT COM 367905106 1149 51149 SH DEFINED 01 51149 0 0
OAO GAZPROM ADR COM 368287207 2550 155472 SH DEFINED 01 155472 0 0
OAO GAZPROM ADR COM 368287207 90 5503 SH DEFINED 01 05 0 5503 0
GEAC COMPUTER COM 368289104 4424 1475500 SH DEFINED 01 1475500 0 0
GEBERIT AG COM 368394995 282 1000 SH DEFINED 01 1000 0 0
GEMSTAR-TV GUIDE INTL COM 36866W106 200 37071 SH DEFINED 01 37071 0 0
GENCORP COM 368682100 3236 226323 SH DEFINED 01 226323 0 0
GENE LOGIC INC COM 368689105 883 63068 SH DEFINED 01 63068 0 0
GENE LOGIC INC COM 368689105 41 2977 SH DEFINED 01 02 0 2977 0
GENE LOGIC INC COM 368689105 3 182 SH DEFINED 01 03 0 182 0
GENE LOGIC INC COM 368689105 108 7700 SH DEFINED 01 05 0 7700 0
GENENTECH COM 368710406 18 544 SH DEFINED 01 544 0 0
GENERAL COMMUNICATION CL A COM 369385109 1752 262622 SH DEFINED 01 262622 0 0
GENERAL COMMUNICATION CL A COM 369385109 59 8870 SH DEFINED 01 05 0 8870 0
GENERAL DYNAMICS COM 369550108 5173 48655 SH DEFINED 01 48655 0 0
GENERAL DYNAMICS COM 369550108 5048 47463 SH DEFINED 01 03 0 47463 0
GENERAL DYNAMICS COM 369550108 28415 267179 SH DEFINED 01 05 0 267179 0
GENERAL ELECTRIC COM 369604103 20293 698527 SH DEFINED 01 0 698527 0
GENERAL ELECTRIC COM 369604103 737148 25375183 SH DEFINED 01 25375183 0 0
GENERAL ELECTRIC COM 369604103 83931 2889071 SH DEFINED 01 02 0 2889071 0
GENERAL ELECTRIC COM 369604103 68996 2375093 SH DEFINED 01 03 0 2375093 0
GENERAL ELECTRIC COM 369604103 220712 7597647 SH DEFINED 01 05 0 7597647 0
GENERAL ELECTRIC COM 369604103 3792 130533 SH DEFINED 11 12 0 130533 0
GENERAL ELECTRIC COMPANY COM 369604103 22776 784010 SH DEFINED 11 12 13 0 784010 0
GENERAL GROWTH COM 370021107 5 105 SH DEFINED 01 105 0 0
GENERAL MILLS COM 370334104 6088 138110 SH DEFINED 01 0 138110 0
GENERAL MILLS COM 370334104 75339 1709155 SH DEFINED 01 1709155 0 0
GENERAL MILLS COM 370334104 5793 131403 SH DEFINED 01 02 0 131403 0
GENERAL MILLS COM 370334104 3799 86183 SH DEFINED 01 03 0 86183 0
GENERAL MILLS COM 370334104 18771 425834 SH DEFINED 01 05 0 425834 0
GENERAL MOTORS COM 370442105 155214 2903938 SH DEFINED 01 2903938 0 0
GENERAL MOTORS COM 370442105 16339 305650 SH DEFINED 01 02 0 305650 0
GENERAL MOTORS COM 370442105 9392 175720 SH DEFINED 01 03 0 175720 0
GENERAL MOTORS COM 370442105 29041 543322 SH DEFINED 01 05 0 543322 0
GENERAL MOTORS PRF 370442733 15762 600000 SH DEFINED 01 600000 0 0
GENERAL MOTORS CL H COM 370442832 372 34208 SH DEFINED 01 34208 0 0
GENESCO COM 371532102 1706 70053 SH DEFINED 01 70053 0 0
GENESEE & WYOMING COM 371559105 978 43350 SH DEFINED 01 43350 0 0
GENESEE & WYOMING COM 371559105 45 1988 SH DEFINED 01 02 0 1988 0
GENESEE & WYOMING COM 371559105 3 141 SH DEFINED 01 03 0 141 0
GENESEE & WYOMING COM 371559105 92 4100 SH DEFINED 01 05 0 4100 0
GENESIS HEALTH VENTU COM 37183F107 9 432 SH DEFINED 01 432 0 0
GENTEX COM 371901109 8592 312784 SH DEFINED 01 312784 0 0
GENTEX COM 371901109 1011 36800 SH DEFINED 01 03 0 36800 0
GENTEX COM 371901109 9137 332600 SH DEFINED 01 05 0 332600 0
GENTEX CORP COM 371901109 36636 1333600 SH DEFINED 01 02 0 1333600 0
GENLYTE GROUP COM 372302109 613 15100 SH DEFINED 01 15100 0 0
GENLYTE GROUP COM 372302109 6 143 SH DEFINED 01 03 0 143 0
GENLYTE GROUP INC COM 372302109 90 2220 SH DEFINED 01 02 0 2220 0
GENTA INC COM 37245M207 3 385 SH DEFINED 01 385 0 0
GENTA INC COM 37245M207 2 250 SH DEFINED 01 02 0 250 0
GENUINE PARTS COM 372460105 5494 157562 SH DEFINED 01 0 157562 0
GENUINE PARTS COM 372460105 1563 44813 SH DEFINED 01 44813 0 0
GENUINE PARTS COM 372460105 1429 40988 SH DEFINED 01 03 0 40988 0
GENUINE PARTS COM 372460105 66 1882 SH DEFINED 01 05 0 1882 0
GENTIVA HEALTH SERVICES COM 37247A102 0 48 SH DEFINED 01 48 0 0
GENZYME CORP COM 372917104 37 1900 SH DEFINED 01 02 0 1900 0
GENZYME-GENERAL DIVISION COM 372917104 21898 1138152 SH DEFINED 01 1138152 0 0
GENZYME-GENERAL DIVISION COM 372917104 968 50318 SH DEFINED 01 03 0 50318 0
GENZYME-GENERAL DIVISION COM 372917104 23630 1228202 SH DEFINED 01 05 0 1228202 0
GEORGIA GULF COM 373200203 5326 201427 SH DEFINED 01 201427 0 0
GEORGIA GULF COM 373200203 5 187 SH DEFINED 01 03 0 187 0
GEORGIA GULF COM 373200203 291 11003 SH DEFINED 01 05 0 11003 0
GEORGIA GULF CORP COM 373200203 75 2844 SH DEFINED 01 02 0 2844 0
GEORGIA-PACIFIC COM 373298108 15234 619748 SH DEFINED 01 619748 0 0
GEORGIA-PACIFIC COM 373298108 1441 58639 SH DEFINED 01 03 0 58639 0
GEORGIA-PACIFIC COM 373298108 427 17376 SH DEFINED 01 05 0 17376 0
GERBER SCIENTIFIC COM 373730100 249 70890 SH DEFINED 01 70890 0 0
GETTY IMAGES INC COM 374276103 277 12710 SH DEFINED 01 12710 0 0
GILBRALTER STEEL COM 37476F103 1886 85000 SH DEFINED 01 85000 0 0
GILBRALTER STEEL COM 37476F103 200 9000 SH DEFINED 01 05 0 9000 0
GILEAD SCIENCES COM 375558103 22602 687394 SH DEFINED 01 687394 0 0
GILEAD SCIENCES COM 375558103 30124 916190 SH DEFINED 01 02 0 916190 0
GILEAD SCIENCES COM 375558103 819 24900 SH DEFINED 01 03 0 24900 0
GILEAD SCIENCES COM 375558103 25387 772100 SH DEFINED 01 05 0 772100 0
GIORDANO INTL LTD COM 375760998 2677 4350000 SH DEFINED 01 4350000 0 0
GIORDANO INTL LTD COM 375760998 105 170000 SH DEFINED 01 05 0 170000 0
GILLETTE COM 375766102 202902 5990555 SH DEFINED 01 5990555 0 0
GILLETTE COM 375766102 8421 248628 SH DEFINED 01 03 0 248628 0
GILLETTE COM 375766102 28533 842418 SH DEFINED 01 05 0 842418 0
GILLETTE CO COM 375766102 117 3467 SH DEFINED 01 02 0 3467 0
GJENSIDIGE NOR SPAREBANK COM 376499992 30 800 SH DEFINED 01 800 0 0
GLADSTONE CAP CORP COM 376535100 34 1830 SH DEFINED 01 02 0 1830 0
GLADSTONE CAPITAL COM 376535100 1170 64800 SH DEFINED 01 64800 0 0
GLADSTONE CAPITAL COM 376535100 2 110 SH DEFINED 01 03 0 110 0
GLADSTONE CAPITAL COM 376535100 130 7200 SH DEFINED 01 05 0 7200 0
GIVAUDAN AG COM 376543997 1162 2880 SH DEFINED 01 2880 0 0
GLAMIS GOLD LTD COM 376775102 1318 150000 SH DEFINED 01 150000 0 0
GLATFELTER COM 377316104 38 2032 SH DEFINED 01 2032 0 0
GLAXOSMITHKLINE PLC COM 37733W105 46 1060 SH DEFINED 01 02 0 1060 0
GLAXOSMITHKLINE PLC-ADR COM 37733W105 6471 150000 SH DEFINED 01 150000 0 0
GLAXOSMITHKLINE PLC-ADR COM 37733W105 293 6800 SH DEFINED 01 05 0 6800 0
GLAXOSMITHKLINE COM 377555990 47023 2175539 SH DEFINED 01 2175539 0 0
GLAXOSMITHKLINE COM 377555990 9801 453471 SH DEFINED 01 03 0 453471 0
GLAXOSMITHKLINE COM 377555990 31131 1440298 SH DEFINED 01 05 0 1440298 0
GLENAYRE TECHNOLOGIE COM 377899109 0 212 SH DEFINED 01 212 0 0
GLENBOROUGH REALTY T COM 37803P105 3 139 SH DEFINED 01 139 0 0
GLOBAL BIO-CHEM TECH COM 379305998 338 900000 SH DEFINED 01 900000 0 0
GLOBAL INDS COM 379336100 270 38643 SH DEFINED 01 38643 0 0
GLOBAL IMAGING SYS COM 37934A100 855 45000 SH DEFINED 01 45000 0 0
GLOBAL PAYMENTS COM 37940X102 4927 165030 SH DEFINED 01 165030 0 0
GLOBAL PAYMENTS COM 37940X102 143 4800 SH DEFINED 01 05 0 4800 0
GLOBAL PAYMENTS INC COM 37940X102 4 120 SH DEFINED 01 02 0 120 0
GLOBIX CORP COM 37957F101 0 104 SH DEFINED 01 104 0 0
GLOBESPAN VIRATA COM 37957V106 927 239429 SH DEFINED 01 239429 0 0
GOLD BANC CORP COM 379907108 888 81000 SH DEFINED 01 81000 0 0
GOLD BANC CORP COM 379907108 81 7394 SH DEFINED 01 02 0 7394 0
GOLD BANC CORP COM 379907108 5 438 SH DEFINED 01 03 0 438 0
GOLD BANC CORP COM 379907108 100 9100 SH DEFINED 01 05 0 9100 0
GOAMERICA INC COM 38020R106 0 371 SH DEFINED 01 371 0 0
GOLDCREST CO LTD COM 380455998 107 3500 SH DEFINED 01 3500 0 0
GOLD FIELDS COM 380570994 2457 208000 SH DEFINED 01 208000 0 0
GOLD FIELDS COM 380570994 95 8000 SH DEFINED 01 05 0 8000 0
GOLDFIELDS ADR COM 38059T106 5675 505800 SH DEFINED 01 505800 0 0
GOLDFIELDS ADR COM 38059T106 197 17600 SH DEFINED 01 05 0 17600 0
GOLDCORP COM 380956995 2349 230000 SH DEFINED 01 230000 0 0
GOLDEN STATE BANCORP COM 381197102 2543 70177 SH DEFINED 01 70177 0 0
GOLDEN STATE BANCORP COM 381197102 2175 60000 SH DEFINED 01 05 0 60000 0
GOLDEN STAR RESOURCES LTD COM 38119T104 990 550000 SH DEFINED 01 550000 0 0
GOLDEN WEST FINANCIAL COM 381317106 7918 115113 SH DEFINED 01 115113 0 0
GOLDEN WEST FINANCIAL COM 381317106 2506 36439 SH DEFINED 01 03 0 36439 0
GOLDEN WEST FINANCIAL COM 381317106 115 1671 SH DEFINED 01 05 0 1671 0
GOLDMAN SACHS GROUP COM 38141f104 37 500 SH DEFINED 11 12 13 0 500 0
GOLDMAN SACHS GROUP COM 38141G104 14009 190984 SH DEFINED 01 190984 0 0
GOLDMAN SACHS GROUP COM 38141G104 2032 27700 SH DEFINED 11 12 0 27700 0
GOLDMAN SACHS GROUP COM 38141G104 11773 160500 SH DEFINED 11 12 13 0 160500 0
GOODRICH COM 382388106 22447 821604 SH DEFINED 01 821604 0 0
GOODRICH COM 382388106 656 23998 SH DEFINED 01 03 0 23998 0
GOODRICH COM 382388106 2490 91132 SH DEFINED 01 05 0 91132 0
GOODRICH CORPORATION COM 382388106 4098 150000 SH DEFINED 01 0 150000 0
GOODYEAR TIRE & RUBBER COM 382550101 84 4501 SH DEFINED 01 4501 0 0
GOODYEAR TIRE & RUBBER COM 382550101 719 38425 SH DEFINED 01 03 0 38425 0
GOODYEAR TIRE & RUBBER COM 382550101 33 1756 SH DEFINED 01 05 0 1756 0
GOODY'S FAMILY CLOTHING COM 382588101 1193 104246 SH DEFINED 01 104246 0 0
W R GRACE COM 38388F108 0 124 SH DEFINED 01 124 0 0
GRACO COM 384109104 3904 152452 SH DEFINED 01 152452 0 0
GAMESA ORDS COM 38414M911 320 18300 SH DEFINED 01 18300 0 0
GRAFTECH INTL LTD COM 384313102 26 2093 SH DEFINED 01 2093 0 0
GRAFTON GROUP PLC COM 384326997 174 40000 SH DEFINED 01 40000 0 0
GRAINGER (WW) COM 384802104 8813 175896 SH DEFINED 01 175896 0 0
GRAINGER (WW) COM 384802104 1162 23187 SH DEFINED 01 03 0 23187 0
GRAINGER (WW) COM 384802104 250 5006 SH DEFINED 01 05 0 5006 0
GRANDVISION COM 386538995 218 13000 SH DEFINED 01 13000 0 0
Granite Broadcasting Corp COM 387241102 21 8566 SH DEFINED 01 0 0 8566
GRANITE CONSTRUCTION COM 387328107 1694 66987 SH DEFINED 01 66987 0 0
GRANITE STATE BANKSHARES COM 387472103 1488 46500 SH DEFINED 01 46500 0 0
GRANT PRIDECO COM 38821G101 12709 934470 SH DEFINED 01 934470 0 0
GRANT PRIDECO COM 38821G101 12778 939600 SH DEFINED 01 05 0 939600 0
GRANT PRIDECO INC COM 38821G101 3073 225948 SH DEFINED 01 0 225948 0
GRANT PRIDECO INC COM 38821G101 95 6980 SH DEFINED 01 02 0 6980 0
GREAT AMERICAN FINANCIAL RESOU COM 389915109 8 410 SH DEFINED 01 410 0 0
GREAT ATLANTIC & PACIFIC TEA COM 390064103 2305 123306 SH DEFINED 01 123306 0 0
GREAT LAKES CHEMICAL COM 390568103 1635 61554 SH DEFINED 01 61554 0 0
GREAT LAKES CHEMICAL COM 390568103 314 11812 SH DEFINED 01 03 0 11812 0
GREAT LAKES CHEMICAL COM 390568103 14 537 SH DEFINED 01 05 0 537 0
GUS PLC COM 391091998 506 55050 SH DEFINED 01 55050 0 0
GREAT PLAINS ENERGY COM 391164100 51 2499 SH DEFINED 01 2499 0 0
GREATER BAY BANCORP COM 391648102 10665 346720 SH DEFINED 01 346720 0 0
GREATER BAY BANCORP COM 391648102 107 3450 SH DEFINED 01 02 0 3450 0
GREATER BAY BANCORP COM 391648102 15097 490800 SH DEFINED 01 05 0 490800 0
GREEN MOUNTAIN COFFEE COM 393122106 831 39200 SH DEFINED 01 39200 0 0
GREEN MOUNTAIN COFFEE COM 393122106 93 4400 SH DEFINED 01 05 0 4400 0
GREEN MOUNTAIN INC COM 393122106 2 100 SH DEFINED 01 02 0 100 0
GREEN MOUNTAIN POWER COM 393154109 333 18314 SH DEFINED 01 18314 0 0
GREENPOINT FINANCIAL COM 395384100 188 3832 SH DEFINED 01 3832 0 0
GREIF BROS CL A COM 397624107 672 20144 SH DEFINED 01 20144 0 0
GREY ADVERTISING INC COM 39787M108 3 5 SH DEFINED 01 5 0 0
GREY WOLF COM 397888108 4351 1071701 SH DEFINED 01 1071701 0 0
GREY WOLF COM 397888108 5 1339 SH DEFINED 01 03 0 1339 0
GREY WOLF COM 397888108 318 78400 SH DEFINED 01 05 0 78400 0
GREY WOLF INC COM 397888108 91 22185 SH DEFINED 01 02 0 22185 0
GRIFFON COM 398433102 4433 244883 SH DEFINED 01 244883 0 0
GRIFFON COM 398433102 6 352 SH DEFINED 01 03 0 352 0
GRIFFON COM 398433102 275 15200 SH DEFINED 01 05 0 15200 0
GRIFFON CORP COM 398433102 103 5662 SH DEFINED 01 02 0 5662 0
GROUP 1 AUTOMOTIVE COM 398905109 5138 135824 SH DEFINED 01 135824 0 0
GROUP 1 AUTOMOTIVE COM 398905109 261 6900 SH DEFINED 01 05 0 6900 0
GROUP ONE AUTOMOTIVE COM 398905109 5 140 SH DEFINED 01 02 0 140 0
GROUP 4 FALCK A/S COM 399011998 163 4707 SH DEFINED 01 4707 0 0
BOUYGUES COM 4002121 15 524 SH DEFINED 01 10 524 0 0
GRUPO DRAGADOS COM 400380994 2086 117000 SH DEFINED 01 117000 0 0
GRUPO FERROVIAL COM 400400990 215 7886 SH DEFINED 01 7886 0 0
GRUPO FINANCIERO BBVA BANCOMER COM 400401550 19836 24294233 SH DEFINED 01 24294233 0 0
GRUPO FINANCIERO BBVA BANCOMER COM 400401550 2453 3005160 SH DEFINED 01 03 0 3005160 0
GRUPO FINANCIERO BBVA BANCOMER COM 400401550 8764 10734275 SH DEFINED 01 05 0 10734275 0
GRUPO MODELO - C ... MX;GMOD. COM 400488987 3853 1633219 SH DEFINED 01 1633219 0 0
GRUPO MODELO - C ... MX;GMOD. COM 400488987 156 66219 SH DEFINED 01 05 0 66219 0
GRUPO TELEVISA ADR COM 40049J206 47793 1278601 SH DEFINED 01 1278601 0 0
GRUPO TELEVISA ADR COM 40049J206 8726 233444 SH DEFINED 01 05 0 233444 0
G-TELEVISA COM 40049J206 50 1350 SH DEFINED 01 02 0 1350 0
UMICORE COM 4005001 3 58 SH DEFINED 01 10 58 0 0
GTECH HOLDINGS COM 400518106 58 2248 SH DEFINED 01 2248 0 0
GRUPO AEROPORTUARIO S-ADR COM 40051E202 258 20000 SH DEFINED 01 20000 0 0
GUANGDONG ALLIANCE COM 400651998 1 52309 SH DEFINED 01 0 52309 0
AIR LIQUIDE( COM 4011406 48 309 SH DEFINED 01 10 309 0 0
EADS COM 4012250 13 864 SH DEFINED 01 10 864 0 0
GUCCI GROUP COM 401566104 942 9957 SH DEFINED 01 9957 0 0
ALLEANZA ASSICURAZ COM 4015970 10 1000 SH DEFINED 01 10 1000 0 0
GUESS INC COM 401617105 1 174 SH DEFINED 01 174 0 0
GUIDANT COM 401698105 12228 404500 SH DEFINED 01 404500 0 0
GUIDANT COM 401698105 2247 74327 SH DEFINED 01 03 0 74327 0
GUIDANT COM 401698105 3964 131099 SH DEFINED 01 05 0 131099 0
GUITAR CENTER INC COM 402040109 2170 117000 SH DEFINED 01 117000 0 0
GUITAR CENTER INC COM 402040109 2 130 SH DEFINED 01 02 0 130 0
GUITAR CENTER INC COM 402040109 252 13600 SH DEFINED 01 05 0 13600 0
ALLIED IRISH COM 4020684 36 2712 SH DEFINED 01 10 2712 0 0
ADIDAS-SALOM COM 4031976 8 100 SH DEFINED 01 10 100 0 0
GYMBOREE COM 403777105 3581 223483 SH DEFINED 01 223483 0 0
GYMBOREE COM 403777105 3 200 SH DEFINED 01 02 0 200 0
GYMBOREE COM 403777105 235 14700 SH DEFINED 01 05 0 14700 0
HM SAMPOERNA TBK COM 404004996 2730 5801300 SH DEFINED 01 5801300 0 0
HM SAMPOERNA TBK COM 404004996 113 240200 SH DEFINED 01 05 0 240200 0
HCA COM 404119109 440102 9265277 SH DEFINED 01 9265277 0 0
HCA COM 404119109 7117 149830 SH DEFINED 01 03 0 149830 0
HCA COM 404119109 88715 1867684 SH DEFINED 01 05 0 1867684 0
HCA INC COM 404119109 2945 62000 SH DEFINED 01 0 62000 0
HCA INC COM 404119109 25094 528231 SH DEFINED 01 02 0 528231 0
HCA INC COM 404119109 2503 52700 SH DEFINED 11 12 0 52700 0
HCA INC COM 404119109 11552 243200 SH DEFINED 11 12 13 0 243200 0
HCC INSURANCE COM 404132102 32278 1225050 SH DEFINED 01 02 0 1225050 0
HCC INSURANCE HOLDINGS COM 404132102 1343 50943 SH DEFINED 01 50943 0 0
HCC INSURANCE HOLDINGS COM 404132102 904 34300 SH DEFINED 01 03 0 34300 0
HDFC BANK ADR COM 40415F101 2033 157600 SH DEFINED 01 157600 0 0
HDFC BANK ADR COM 40415F101 83 6400 SH DEFINED 01 05 0 6400 0
HEI COM 404160103 978 127000 SH DEFINED 01 127000 0 0
HNC SOFTWARE COM 40425P107 1914 114569 SH DEFINED 01 114569 0 0
HPL TECHNOLOGIES INC COM 40426C105 2 150 SH DEFINED 01 02 0 150 0
HRPT PROPERTIES TR COM 40426W101 8 923 SH DEFINED 01 923 0 0
HSBC HOLDINGS COM 404400996 42986 3737679 SH DEFINED 01 3737679 0 0
HSBC HOLDINGS COM 404400996 10099 878179 SH DEFINED 01 03 0 878179 0
HSBC HOLDINGS COM 404400996 26643 2316610 SH DEFINED 01 05 0 2316610 0
HAEMONETICS COM 405024100 5271 180540 SH DEFINED 01 180540 0 0
ATLAS COPCO COM 4050971 7 300 SH DEFINED 01 10 300 0 0
ATLAS COPCO COM 4050982 2 100 SH DEFINED 01 10 100 0 0
HAGEMEYER COM 405111998 986 71341 SH DEFINED 01 71341 0 0
HAGGAR COM 405173105 328 20466 SH DEFINED 01 20466 0 0
HAIN CELESTIAL GROUP COM 405217100 2056 111142 SH DEFINED 01 111142 0 0
ASSIC GENERALI COM 4056719 84 3530 SH DEFINED 01 10 3530 0 0
L'OREAL COM 4057808 80 1031 SH DEFINED 01 10 1031 0 0
BCO ESPIR SA COM 4058061 6 489 SH DEFINED 01 10 489 0 0
HALL, KINION & ASSOCIATES COM 406069104 297 39564 SH DEFINED 01 39564 0 0
LVMH MOET COM 4061412 34 672 SH DEFINED 01 10 672 0 0
HALLA CLIMATE CONTRO COM 406150995 358 8000 SH DEFINED 01 8000 0 0
HALLIBURTON COM 406216101 3888 243896 SH DEFINED 01 243896 0 0
HALLIBURTON COM 406216101 1654 103749 SH DEFINED 01 03 0 103749 0
HALLIBURTON COM 406216101 147 9193 SH DEFINED 01 05 0 9193 0
AUTOPISTAS C COM 4065663 8 686 SH DEFINED 01 10 686 0 0
BCA POP DI M COM 4072168 3 680 SH DEFINED 01 10 680 0 0
SAGEM(APPLIC GEN) COM 4074432 6 84 SH DEFINED 01 10 84 0 0
INTESABCI S.P.A. COM 4076836 37 11963 SH DEFINED 01 10 11963 0 0
INTESABCI SPA COM 4076847 4 2000 SH DEFINED 01 10 2000 0 0
MONDADORI COM 4084895 3 500 SH DEFINED 01 10 500 0 0
HANCOCK FABRICS COM 409900107 2979 160438 SH DEFINED 01 160438 0 0
HANCOCK FABRICS COM 409900107 58 3191 SH DEFINED 01 02 0 3191 0
HANCOCK FABRICS COM 409900107 4 202 SH DEFINED 01 03 0 202 0
HANCOCK FABRICS COM 409900107 201 10800 SH DEFINED 01 05 0 10800 0
BERGESEN DY ASA CL A COM 4100898 3 135 SH DEFINED 01 10 135 0 0
HANCOCK HLDG CO COM 410120109 3 51 SH DEFINED 01 51 0 0
HANCOCK JOHN FINL SV COM 41014S106 14807 420710 SH DEFINED 01 02 0 420710 0
JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 2398 68124 SH DEFINED 01 68124 0 0
JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 2438 69270 SH DEFINED 01 03 0 69270 0
JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 112 3169 SH DEFINED 01 05 0 3169 0
HANDLEMAN COM 410252100 2 142 SH DEFINED 01 142 0 0
HANDSPRING INC COM 410293104 2 962 SH DEFINED 01 962 0 0
ELEC DE PORT COM 4103596 17 8755 SH DEFINED 01 10 8755 0 0
HANG LUNG PROPERTIES LTD COM 410435994 114 100000 SH DEFINED 01 100000 0 0
HANGER ORTHOPEDIC COM 41043F208 603 40000 SH DEFINED 01 40000 0 0
HANMI FINANCIAL CORP COM 410495105 675 39400 SH DEFINED 01 39400 0 0
HANMI FINANCIAL CORP COM 410495105 24 1410 SH DEFINED 01 02 0 1410 0
HANMI FINANCIAL CORP COM 410495105 1 77 SH DEFINED 01 03 0 77 0
HANMI FINANCIAL CORP COM 410495105 69 4000 SH DEFINED 01 05 0 4000 0
HANNOVER RUECKVERSICHERUNGS COM 410755995 433 5500 SH DEFINED 01 5500 0 0
HANOVER COMPRESSOR COM 410768105 740 54783 SH DEFINED 01 54783 0 0
HANOVER COMPRESSOR COM 410768105 24 1800 SH DEFINED 01 02 0 1800 0
HANOVER COMPRESSOR COM 410768105 4023 298000 SH DEFINED 01 05 0 298000 0
HANOVER COMPRESS CVT CONV BND 410768AC9 2407 3000000 PRN DEFINED 01 02 0 0 3000000
HANOVER DIRECT INC COM 410783104 0 889 SH DEFINED 01 889 0 0
HANSON ADR COM 411352404 59892 1680000 SH DEFINED 01 1680000 0 0
HANSON ADR COM 411352404 2221 62300 SH DEFINED 01 03 0 62300 0
HANSON ADR COM 411352404 9268 259991 SH DEFINED 01 05 0 259991 0
HANSON PLC ADR COM 411352404 713 20000 SH DEFINED 01 02 0 20000 0
BWT COM 4119054 1 30 SH DEFINED 01 10 30 0 0
BANK OF PIRAEUS COM 4122676 4 520 SH DEFINED 01 10 520 0 0
HARLAND (JOHN H) COM 412693103 4663 162830 SH DEFINED 01 162830 0 0
HARLAND (JOHN H) COM 412693103 7 252 SH DEFINED 01 03 0 252 0
HARLAND (JOHN H) COM 412693103 223 7800 SH DEFINED 01 05 0 7800 0
HARLAND JOHN H COM 412693103 117 4050 SH DEFINED 01 02 0 4050 0
HARLEY DAVIDSON COM 412822108 718 14000 SH DEFINED 01 0 14000 0
HARLEY DAVIDSON COM 412822108 14594 284625 SH DEFINED 01 02 0 284625 0
HARLEY-DAVIDSON COM 412822108 12615 246039 SH DEFINED 01 246039 0 0
HARLEY-DAVIDSON COM 412822108 3763 73418 SH DEFINED 01 03 0 73418 0
HARLEY-DAVIDSON COM 412822108 327 6369 SH DEFINED 01 05 0 6369 0
HARMAN INTERNATIONAL COM 413086109 78 1591 SH DEFINED 01 02 0 1591 0
HARMAN INTL INDS COM 413086109 7552 153330 SH DEFINED 01 153330 0 0
HARMAN INTL INDS COM 413086109 5 99 SH DEFINED 01 03 0 99 0
HARMAN INTL INDS COM 413086109 130 2638 SH DEFINED 01 05 0 2638 0
HARMONY GOLD MINING COM 413138991 138 10000 SH DEFINED 01 10000 0 0
HARMONIC COM 413160102 700 191223 SH DEFINED 01 191223 0 0
HARMONY GOLD MINING WTS EXP 06 COM 413216110 296 33000 SH DEFINED 01 33000 0 0
HARMONY GOLD MINING ADR COM 413216300 3382 250000 SH DEFINED 01 250000 0 0
HARRAH'S ENTERTAINMENT COM 413619107 7380 166395 SH DEFINED 01 166395 0 0
HARRAH'S ENTERTAINMENT COM 413619107 1246 28081 SH DEFINED 01 03 0 28081 0
HARRAH'S ENTERTAINMENT COM 413619107 237 5341 SH DEFINED 01 05 0 5341 0
HARRIS COM 413875105 91 2495 SH DEFINED 01 2495 0 0
REED ELSEVIER COM 4148810 25 1847 SH DEFINED 01 10 1847 0 0
DANISCO A/S COM 4155586 4 100 SH DEFINED 01 10 100 0 0
HARSCO COM 415864107 61 1634 SH DEFINED 01 1634 0 0
HARSCO COM 415864107 6 154 SH DEFINED 01 03 0 154 0
HARSCO CORP COM 415864107 92 2455 SH DEFINED 01 02 0 2455 0
HARTE-HANKS COM 416196103 80 3885 SH DEFINED 01 3885 0 0
THALES (EX THOMPSON CSF) COM 4162791 9 205 SH DEFINED 01 10 205 0 0
CAP GEMINI COM 4163437 12 298 SH DEFINED 01 10 298 0 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 7365 123858 SH DEFINED 01 123858 0 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 3462 58206 SH DEFINED 01 03 0 58206 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 8187 137669 SH DEFINED 01 05 0 137669 0
HARVARD BIOSCIENCE COM 416906105 1 200 SH DEFINED 01 02 0 200 0
HARVARD BIOSCIENCE, INC. COM 416906105 844 151000 SH DEFINED 01 151000 0 0
HARVARD BIOSCIENCE, INC. COM 416906105 91 16300 SH DEFINED 01 05 0 16300 0
CARLSBERG COM 4169219 5 100 SH DEFINED 01 10 100 0 0
CIMPOR CIMEN COM 4175896 3 148 SH DEFINED 01 10 148 0 0
CASINO GUICH COM 4178419 7 85 SH DEFINED 01 10 85 0 0
HASBRO COM 418056107 704 51900 SH DEFINED 01 51900 0 0
HASBRO COM 418056107 552 40735 SH DEFINED 01 03 0 40735 0
HASBRO COM 418056107 25 1861 SH DEFINED 01 05 0 1861 0
CRH COM 4182249 28 1695 SH DEFINED 01 10 1695 0 0
DCC PLC COM 4189477 2 189 SH DEFINED 01 10 189 0 0
HAVAS COM 419313101 153 25088 SH DEFINED 01 0 25088 0
HAVERTY FURNITURE COM 419596101 1370 69358 SH DEFINED 01 69358 0 0
HAWAIIAN ELEC IND COM 419870100 63 1470 SH DEFINED 01 02 0 1470 0
HAWAIIAN ELECTRIC INDS COM 419870100 2060 48424 SH DEFINED 01 48424 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 4 99 SH DEFINED 01 03 0 99 0
HAWAIIAN ELECTRIC INDS COM 419870100 204 4800 SH DEFINED 01 05 0 4800 0
CLUB MEDITER COM 4204370 1 40 SH DEFINED 01 10 40 0 0
HAYES LEMMERZ INTERNATIONAL IN COM 420781106 0 86 SH DEFINED 01 86 0 0
COMMERCIAL BANK OF GREECE COM 4212823 6 300 SH DEFINED 01 10 300 0 0
HEALTH CARE PROP INV COM 421915109 7 153 SH DEFINED 01 153 0 0
HEALTHSOUTH COM 421924101 6252 488832 SH DEFINED 01 488832 0 0
HEALTHSOUTH COM 421924101 1230 96189 SH DEFINED 01 03 0 96189 0
HEALTHSOUTH COM 421924101 209 16336 SH DEFINED 01 05 0 16336 0
HEALTH MANAGEMENT ASSOCIATES C COM 421933102 40434 2006680 SH DEFINED 01 2006680 0 0
HEALTH MANAGEMENT ASSOCIATES C COM 421933102 4908 243577 SH DEFINED 01 03 0 243577 0
HEALTH MANAGEMENT ASSOCIATES C COM 421933102 1701 84444 SH DEFINED 01 05 0 84444 0
HEALTH MGMT ASSOC COM 421933102 2172 107830 SH DEFINED 01 02 0 107830 0
HEALTHCARE RLTY TR COM 421946104 1387 43338 SH DEFINED 01 43338 0 0
HEALTHCARE RLTY TR COM 421946104 163 5100 SH DEFINED 01 05 0 5100 0
HEADWATERS COM 42210P102 2590 164426 SH DEFINED 01 164426 0 0
HEADWATERS COM 42210P102 300 19074 SH DEFINED 01 05 0 19074 0
HEADWATERS INC COM 42210P102 4 240 SH DEFINED 01 02 0 240 0
HEALTH CARE REIT INC COM 42217K106 3 103 SH DEFINED 01 103 0 0
HEALTH NET COM 42222G108 162 6070 SH DEFINED 01 6070 0 0
HEALTH NET INC COM 42222G108 5 200 SH DEFINED 01 02 0 200 0
HEARST-ARGYLE TELEVI COM 422317107 6 253 SH DEFINED 01 253 0 0
HEARTLAND EXPRESS COM 422347104 7639 319200 SH DEFINED 01 319200 0 0
HEARTLAND EXPRESS COM 422347104 5 223 SH DEFINED 01 03 0 223 0
HEARTLAND EXPRESS COM 422347104 283 11812 SH DEFINED 01 05 0 11812 0
HEARTLAND EXPRESS IN COM 422347104 77 3226 SH DEFINED 01 02 0 3226 0
HEIDRICK & STRUGGLES INTL COM 422819102 2032 101741 SH DEFINED 01 101741 0 0
HEIDELBERGER ZEMENT COM 422820100 989 20100 SH DEFINED 01 20100 0 0
HEINEKEN NV COM 423011998 429 9770 SH DEFINED 01 9770 0 0
HERO HONDA MOTORS COM 423055995 1819 288216 SH DEFINED 01 288216 0 0
HERO HONDA MOTORS COM 423055995 73 11545 SH DEFINED 01 05 0 11545 0
HEINZ (HJ) COM 423074103 2046 49788 SH DEFINED 01 49788 0 0
HEINZ (HJ) COM 423074103 3387 82418 SH DEFINED 01 03 0 82418 0
HEINZ (HJ) COM 423074103 155 3778 SH DEFINED 01 05 0 3778 0
HEINZ H.J. COM 423074103 4562 111000 SH DEFINED 01 02 0 111000 0
UNICREDITO COM 4232445 45 10000 SH DEFINED 01 10 10000 0 0
HELIX TECHNOLOGY COM 423319102 3160 153419 SH DEFINED 01 153419 0 0
HELIX TECHNOLOGY COM 423319102 3 140 SH DEFINED 01 02 0 140 0
HELIX TECHNOLOGY COM 423319102 159 7734 SH DEFINED 01 05 0 7734 0
HELMERICH & PAYNE COM 423452101 4361 122076 SH DEFINED 01 122076 0 0
HELMERICH & PAYNE COM 423452101 186 5200 SH DEFINED 01 05 0 5200 0
ALPHA BANK COM 4235864 9 620 SH DEFINED 01 10 620 0 0
D'IETEREN TR COM 4247494 2 13 SH DEFINED 01 10 13 0 0
D S 1912 DK1000 COM 4248754 8 1 SH DEFINED 01 10 1 0 0
HENDERSON LAND DEVL COM 425166105 2268 546000 SH DEFINED 01 546000 0 0
HENDERSON LAND DEVL COM 425166105 91 22000 SH DEFINED 01 05 0 22000 0
D/S SVENBORG COM 4253048 20 2 SH DEFINED 01 10 2 0 0
DELHAIZE GROUP COM 4262118 12 250 SH DEFINED 01 10 250 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 281 16842 SH DEFINED 01 16842 0 0
DNB HOLDING ASA COM 4263304 17 3100 SH DEFINED 01 10 3100 0 0
HERCULES COM 427056106 816 68451 SH DEFINED 01 68451 0 0
HERCULES COM 427056106 306 25659 SH DEFINED 01 03 0 25659 0
HERCULES COM 427056106 14 1174 SH DEFINED 01 05 0 1174 0
HERLEY INDUST INC COM 427398102 2280 107500 SH DEFINED 01 107500 0 0
HERLEY INDUST INC COM 427398102 30 1415 SH DEFINED 01 02 0 1415 0
HERLEY INDUST INC COM 427398102 2 90 SH DEFINED 01 03 0 90 0
HERLEY INDUST INC COM 427398102 108 5100 SH DEFINED 01 05 0 5100 0
HERSHEY FOODS COM 427866108 1880 29912 SH DEFINED 01 29912 0 0
HERSHEY FOODS COM 427866108 2018 32106 SH DEFINED 01 03 0 32106 0
HERSHEY FOODS COM 427866108 93 1473 SH DEFINED 01 05 0 1473 0
HEWITT ASSOCIATES IN COM 42822Q100 220 9450 SH DEFINED 01 02 0 9450 0
HEWITT ASSOCIATES INC COM 42822Q100 8721 374300 SH DEFINED 01 374300 0 0
HEWITT ASSOCIATES INC COM 42822Q100 249 10700 SH DEFINED 01 03 0 10700 0
HEWITT ASSOCIATES INC COM 42822Q100 6524 280000 SH DEFINED 01 05 0 280000 0
HEWLETT-PACKARD COM 428236103 1510 98800 SH DEFINED 11 12 0 98800 0
HEWLETT-PACKARD COM 428236103 11002 720000 SH DEFINED 11 12 13 0 720000 0
HEWLETT-PACKARD CO COM 428236103 2874 188072 SH DEFINED 01 0 188072 0
HEWLETT-PACKARD CO COM 428236103 15953 1044050 SH DEFINED 01 02 0 1044050 0
HEWLETT-PACKARD COMPANY COM 428236103 201018 13155568 SH DEFINED 01 13155568 0 0
HEWLETT-PACKARD COMPANY COM 428236103 12487 817196 SH DEFINED 01 03 0 817196 0
HEWLETT-PACKARD COMPANY COM 428236103 79635 5211787 SH DEFINED 01 05 0 5211787 0
HIBERNIA CL A COM 428656102 1021 51617 SH DEFINED 01 51617 0 0
ELECTRABEL COM 4294791 24 104 SH DEFINED 01 10 104 0 0
HIGH SPEED ACCESS COM 42979U102 0 86 SH DEFINED 01 86 0 0
ELAN CORP PLC COM 4305507 6 1030 SH DEFINED 01 10 1030 0 0
ELKEM ASA COM 4310385 3 135 SH DEFINED 01 10 135 0 0
HIGHWOOD PROPERTY COM 431284108 10 374 SH DEFINED 01 374 0 0
HILB, ROGAL & HAMILTON COM 431294107 4152 91770 SH DEFINED 01 91770 0 0
HILLENBRAND INDS COM 431573104 4346 77408 SH DEFINED 01 77408 0 0
HILLENBRAND INDS COM 431573104 163 2900 SH DEFINED 01 05 0 2900 0
BAYER COM 4325419 23 700 SH DEFINED 01 10 700 0 0
HILTON GROUP COM 432835999 1435 412382 SH DEFINED 01 412382 0 0
HILTON HOTELS COM 432848109 8534 613989 SH DEFINED 01 613989 0 0
HILTON HOTELS COM 432848109 83 6000 SH DEFINED 01 02 0 6000 0
HILTON HOTELS COM 432848109 1212 87181 SH DEFINED 01 03 0 87181 0
HILTON HOTELS COM 432848109 10366 745788 SH DEFINED 01 05 0 745788 0
HINDUSTAN LEVER COM 433099991 2416 610521 SH DEFINED 01 610521 0 0
HINDUSTAN LEVER COM 433099991 97 24454 SH DEFINED 01 05 0 24454 0
HIT ENTERTAINMENT PLC COM 433571999 193 47000 SH DEFINED 01 47000 0 0
HITACHI COM 433578101 12386 1915725 SH DEFINED 01 1915725 0 0
HITACHI COM 433578101 3224 498600 SH DEFINED 01 03 0 498600 0
HITACHI COM 433578101 11923 1844000 SH DEFINED 01 05 0 1844000 0
HISPANIC BROADCASTING COM 43357B104 115 4379 SH DEFINED 01 4379 0 0
HITACHI SOFTWARE ENGINEERING COM 433602992 3357 95800 SH DEFINED 01 03 0 95800 0
HK EXCHANGES & CLEAR (0388) COM 434150991 428 260000 SH DEFINED 01 260000 0 0
GEORG FISCHE COM 4341783 2 10 SH DEFINED 01 10 10 0 0
ROCHE HOLDS GENUSSCHEINE COM 434510996 12255 162119 SH DEFINED 01 162119 0 0
ROCHE HOLDS GENUSSCHEINE COM 434510996 10001 132308 SH DEFINED 01 05 0 132308 0
HOKUTO CORPORATION COM 434900999 346 13280 SH DEFINED 01 13280 0 0
HOLLINGER INTL INC COM 435569108 7 585 SH DEFINED 01 585 0 0
SYNGENTA AG COM 4356646 21 347 SH DEFINED 01 10 347 0 0
HOLLY CORP COM 435758305 1038 62000 SH DEFINED 01 62000 0 0
HOLLY CORP COM 435758305 4 210 SH DEFINED 01 02 0 210 0
HOLLY CORP COM 435758305 126 7500 SH DEFINED 01 05 0 7500 0
FLUGHAFFEN WIEN AG COM 4359690 1 27 SH DEFINED 01 10 27 0 0
HOLLYWOOD ENTERTAINM COM 436141105 140 6770 SH DEFINED 01 02 0 6770 0
HOLLYWOOD ENTERTAINMENT COM 436141105 734 35478 SH DEFINED 01 35478 0 0
HOLLYWOOD ENTERTAINMENT COM 436141105 9 428 SH DEFINED 01 03 0 428 0
HOLMES PLACE COM 436269997 263 135000 SH DEFINED 01 135000 0 0
HOLMEN CL B COM 436435994 234 8800 SH DEFINED 01 8800 0 0
HOLOGIC COM 436440101 957 61801 SH DEFINED 01 61801 0 0
HOME DEPOT COM 437076102 365949 9963257 SH DEFINED 01 9963257 0 0
HOME DEPOT COM 437076102 20797 566208 SH DEFINED 01 03 0 566208 0
HOME DEPOT COM 437076102 91133 2481128 SH DEFINED 01 05 0 2481128 0
HOME DEPOT INC COM 437076102 10964 298493 SH DEFINED 01 0 298493 0
HOME DEPOT INC COM 437076102 47050 1280889 SH DEFINED 01 02 0 1280889 0
ZELTIA SA COM 4370839 4 483 SH DEFINED 01 10 483 0 0
HOME PROPERTIES COM 437306103 3 73 SH DEFINED 01 73 0 0
HOMESTORE INC COM 437852106 2 1054 SH DEFINED 01 1054 0 0
HOMESTYLE GROUP PLC COM 437857998 184 40000 SH DEFINED 01 40000 0 0
PUBLICIS GROUPE SA COM 4380429 9 321 SH DEFINED 01 10 321 0 0
HON HAI PRECISION GDR 144A COM 438090102 109 13308 SH DEFINED 01 05 0 13308 0
HON INDS COM 438092108 67 2468 SH DEFINED 01 2468 0 0
HONDA MOTOR COM 438120990 5583 137671 SH DEFINED 01 137671 0 0
HONEYWELL INTERNATIONAL COM 438516106 2790 79200 SH DEFINED 11 12 0 79200 0
HONEYWELL INTERNATIONAL COM 438516106 11982 340100 SH DEFINED 11 12 13 0 340100 0
HONEYWELL INTL COM 438516106 96357 2735140 SH DEFINED 01 2735140 0 0
HONEYWELL INTL COM 438516106 8761 248657 SH DEFINED 01 03 0 248657 0
HONEYWELL INTL COM 438516106 22770 646301 SH DEFINED 01 05 0 646301 0
HONEYWELL INTL INC COM 438516106 638 18100 SH DEFINED 01 02 0 18100 0
HONG KONG& CHINA GAS COM 438556995 133 100000 SH DEFINED 01 100000 0 0
HSBC HOLDINGS PLC COM 438560104 432 37691 SH DEFINED 01 37691 0 0
HOOPER HOLMES COM 439104100 3364 416910 SH DEFINED 01 416910 0 0
HORACE MANN EDUCATORS COM 440327104 34 1837 SH DEFINED 01 1837 0 0
HORIZON HEALTH CORP COM 44041Y104 971 49300 SH DEFINED 01 49300 0 0
HORIZON HEALTH CORP COM 44041Y104 75 3800 SH DEFINED 01 05 0 3800 0
HORIZON OFFSHORE, INC. COM 44043J105 675 80000 SH DEFINED 01 80000 0 0
HORIZON ORGANIC HLDG COM 44043T103 670 38000 SH DEFINED 01 38000 0 0
HORIZON ORGANIC HLDG COM 44043T103 1 70 SH DEFINED 01 02 0 70 0
HORIZON ORGANIC HLDG COM 44043T103 69 3900 SH DEFINED 01 05 0 3900 0
HORIZON PCS INC WTS EXP 10/01/ COM 44043U118 33 26625 SH DEFINED 01 26625 0 0
HORIZON PCS INC WTS EXP 10/01/ COM 44043U118 7 5325 SH DEFINED 01 05 0 5325 0
HORMEL FOODS COM 440452100 127 5319 SH DEFINED 01 5319 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 90 2453 SH DEFINED 01 2453 0 0
HOST MARRIOTT COM 44107P104 7 612 SH DEFINED 01 612 0 0
HOT TOPIC COM 441339108 5540 207394 SH DEFINED 01 207394 0 0
HOTELS.COM COM 44147T108 24921 590115 SH DEFINED 01 590115 0 0
HOTELS.COM COM 44147T108 929 22000 SH DEFINED 01 05 0 22000 0
HOUSEHOLD INTL COM 441815107 37216 748851 SH DEFINED 01 748851 0 0
HOUSEHOLD INTL COM 441815107 5498 110623 SH DEFINED 01 03 0 110623 0
HOUSEHOLD INTL COM 441815107 5995 120624 SH DEFINED 01 05 0 120624 0
COCA-COLA HELLENIC BOT. COM 4420723 7 420 SH DEFINED 01 10 420 0 0
HOUSTON EXPLOR COM 442120101 9 307 SH DEFINED 01 307 0 0
IBERDROLA SA COM 4424640 39 2660 SH DEFINED 01 10 2660 0 0
HOYA CORP COM 443302997 229 3153 SH DEFINED 01 3153 0 0
HUB INTERNATIONAL LIMITED COM 44332P101 942 62450 SH DEFINED 01 62450 0 0
INSTUMENTAR COM 4434166 5 200 SH DEFINED 01 10 200 0 0
HUBBELL CL B COM 443510201 79 2321 SH DEFINED 01 2321 0 0
HUDSON CITY BANCORP COM 443683107 10 486 SH DEFINED 01 486 0 0
IHC CALAND N COM 4441155 4 65 SH DEFINED 01 10 65 0 0
HUDSON UNITED BANCORP COM 444165104 4154 145422 SH DEFINED 01 145422 0 0
HUFFY COM 444356109 281 33354 SH DEFINED 01 33354 0 0
HUGHES SUPPLY COM 444482103 5610 126592 SH DEFINED 01 126592 0 0
HUGHES SUPPLY COM 444482103 142 3210 SH DEFINED 01 02 0 3210 0
HUGHES SUPPLY COM 444482103 9 208 SH DEFINED 01 03 0 208 0
HUGHES SUPPLY COM 444482103 266 6000 SH DEFINED 01 05 0 6000 0
HUGO BOSS PFD PRF 444600993 273 15000 SH DEFINED 01 15000 0 0
HUMANA COM 444859102 13040 834212 SH DEFINED 01 834212 0 0
HUMANA COM 444859102 622 39819 SH DEFINED 01 03 0 39819 0
HUMANA COM 444859102 353 22621 SH DEFINED 01 05 0 22621 0
HUMAN GENOME SCIENCES COM 444903108 47 3525 SH DEFINED 01 3525 0 0
IRISH LIFE & COM 4455253 10 684 SH DEFINED 01 10 684 0 0
HUNT (JB) TRANSPORT SERVICES COM 445658107 13686 463648 SH DEFINED 01 463648 0 0
HUNT (JB) TRANSPORT SERVICES COM 445658107 5 186 SH DEFINED 01 03 0 186 0
HUNT (JB) TRANSPORT SERVICES COM 445658107 13275 449700 SH DEFINED 01 05 0 449700 0
J.B. HUNT TRANSPORT COM 445658107 221 7460 SH DEFINED 01 02 0 7460 0
HUNTER DOUGLAS NV COM 445666993 450 14600 SH DEFINED 01 14600 0 0
SNIA ORDS COM 4457594 3 1300 SH DEFINED 01 10 1300 0 0
IMETAL COM 4457765 4 34 SH DEFINED 01 10 34 0 0
HUNTINGTON BANCSHARES COM 446150104 133 6853 SH DEFINED 01 6853 0 0
HUNTINGTON BANCSHARES COM 446150104 1130 58174 SH DEFINED 01 03 0 58174 0
HUNTINGTON BANCSHARES COM 446150104 52 2658 SH DEFINED 01 05 0 2658 0
JERONIMO MAR COM 4477235 1 200 SH DEFINED 01 10 200 0 0
HUTCHINSON TECHNOLOGY COM 448407106 1272 81317 SH DEFINED 01 81317 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 0 23 SH DEFINED 01 23 0 0
ICN PHARMACEUTICALS COM 448924100 76 3144 SH DEFINED 01 3144 0 0
IDT CORP COM 448947101 1 88 SH DEFINED 01 88 0 0
KESKO OYJ COM 4490005 2 200 SH DEFINED 01 10 200 0 0
HYPERION SOLUTIONS COM 44914M104 3927 215303 SH DEFINED 01 215303 0 0
HYPERION SOLUTIONS COM 44914M104 44 2460 SH DEFINED 01 02 0 2460 0
HYPERION SOLUTIONS COM 44914M104 3 154 SH DEFINED 01 03 0 154 0
HYPERION SOLUTIONS COM 44914M104 104 5700 SH DEFINED 01 05 0 5700 0
HYSEQ INC COM 449163302 0 38 SH DEFINED 01 38 0 0
HYUNDAI MOTOR C COM 449181999 344 11449 SH DEFINED 01 11449 0 0
HYUNDAI MOBIS COM 449185990 274 13000 SH DEFINED 01 13000 0 0
ICOS COM 449295104 27 1592 SH DEFINED 01 1592 0 0
ICU MEDICAL INC COM 44930G107 1373 44445 SH DEFINED 01 44445 0 0
IDEC PHARM COM 449370105 2375 67000 SH DEFINED 01 0 67000 0
IDEC PHARM COM 449370105 46982 1325289 SH DEFINED 01 02 0 1325289 0
IDEC PHARMACEUTICALS COM 449370105 53531 1510044 SH DEFINED 01 1510044 0 0
IDEC PHARMACEUTICALS COM 449370105 2531 71400 SH DEFINED 01 03 0 71400 0
IDEC PHARMACEUTICALS COM 449370105 23126 652373 SH DEFINED 01 05 0 652373 0
IDX SYSTEMS COM 449491109 2 120 SH DEFINED 01 120 0 0
IGEN INC COM 449536101 2 77 SH DEFINED 01 77 0 0
IHOP COM 449623107 1972 66975 SH DEFINED 01 66975 0 0
IMC GLOBAL COM 449669100 1371 109731 SH DEFINED 01 109731 0 0
IMCO RECYCLING COM 449681105 471 49112 SH DEFINED 01 49112 0 0
KBC COM 4497749 13 313 SH DEFINED 01 10 313 0 0
INT MEDIA GROUP INC COM 44979N104 0 79 SH DEFINED 01 79 0 0
IPCS INC WTS EXP 06/15/2010 COM 44980Y115 4 14810 SH DEFINED 01 14810 0 0
IPCS INC WTS EXP 06/15/2010 COM 44980Y115 1 3155 SH DEFINED 01 05 0 3155 0
IMS HEALTH COM 449934108 5735 319452 SH DEFINED 01 319452 0 0
IMS HEALTH COM 449934108 1219 67936 SH DEFINED 01 03 0 67936 0
IMS HEALTH COM 449934108 4920 274107 SH DEFINED 01 05 0 274107 0
IMS HEALTH INC COM 449934108 180 10000 SH DEFINED 01 0 10000 0
IMS HEALTH INC COM 449934108 59 3310 SH DEFINED 01 02 0 3310 0
KVAERNER ASA CL A COM 4502029 1 673 SH DEFINED 01 10 673 0 0
LAFARGE COM 4502706 37 368 SH DEFINED 01 10 368 0 0
ITC DELTACOM INC COM 45031T104 0 296 SH DEFINED 01 296 0 0
STARWOOD FINANCIAL INC COM 45031U101 5 185 SH DEFINED 01 185 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 5346 245252 SH DEFINED 01 245252 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 235 10800 SH DEFINED 01 05 0 10800 0
ITT EDUCATIONAL SVCS COM 45068B109 5 240 SH DEFINED 01 02 0 240 0
ITXC CORP COM 45069F109 1 100 SH DEFINED 01 100 0 0
IXIA COM 45071R109 1 195 SH DEFINED 01 195 0 0
IBASIS INC COM 450732102 0 68 SH DEFINED 01 68 0 0
IBERDROLA COM 450740105 2506 172000 SH DEFINED 01 172000 0 0
IBERIABANK CORP COM 450828108 84 2090 SH DEFINED 01 02 0 2090 0
IBERIABANK CORP COM 450828108 5 132 SH DEFINED 01 03 0 132 0
ITT INDS COM 450911102 1624 23011 SH DEFINED 01 23011 0 0
ITT INDS COM 450911102 1508 21354 SH DEFINED 01 03 0 21354 0
ITT INDS COM 450911102 69 975 SH DEFINED 01 05 0 975 0
IAM GOLD COM 450913108 1442 375000 SH DEFINED 01 375000 0 0
I AM GOLD COM 450913991 481 125000 SH DEFINED 01 125000 0 0
IDACORP COM 451107106 40 1460 SH DEFINED 01 1460 0 0
IDEX COM 45167R104 3486 104059 SH DEFINED 01 104059 0 0
IDINE REWARDS NETWORKS INC COM 45168A100 66 5700 SH DEFINED 01 5700 0 0
IDEXX LABORATORIES COM 45168D104 2812 109034 SH DEFINED 01 109034 0 0
IDEXX LABS INC COM 45168D104 464 18000 SH DEFINED 01 0 18000 0
IGATE CORPORATION COM 45169U105 1 162 SH DEFINED 01 162 0 0
IKON OFFICE SOLUTION COM 451713101 79 8410 SH DEFINED 01 02 0 8410 0
IKON OFFICE SOLUTIONS COM 451713101 2951 313979 SH DEFINED 01 313979 0 0
IKON OFFICE SOLUTIONS COM 451713101 8 833 SH DEFINED 01 03 0 833 0
IKON OFFICE SOLUTIONS COM 451713101 320 34000 SH DEFINED 01 05 0 34000 0
KERRY GROUP COM 4519579 6 406 SH DEFINED 01 10 406 0 0
ILLINOIS TOOL WORKERS COM 452308109 16534 239900 SH DEFINED 11 12 13 0 239900 0
ILLINOIS TOOL WORKS COM 452308109 9275 134579 SH DEFINED 01 0 134579 0
ILLINOIS TOOL WORKS COM 452308109 285914 4148452 SH DEFINED 01 4148452 0 0
ILLINOIS TOOL WORKS COM 452308109 17765 257728 SH DEFINED 01 02 0 257728 0
ILLINOIS TOOL WORKS COM 452308109 7414 107566 SH DEFINED 01 03 0 107566 0
ILLINOIS TOOL WORKS COM 452308109 46468 674244 SH DEFINED 01 05 0 674244 0
ILLINOIS TOOL WORKS COM 452308109 2467 35800 SH DEFINED 11 12 0 35800 0
ILLUMINA INC COM 452327109 1 128 SH DEFINED 01 128 0 0
IMATION COM 45245A107 48 1642 SH DEFINED 01 1642 0 0
IMATION COM 45245A107 5 160 SH DEFINED 01 03 0 160 0
IMATION CORP COM 45245A107 74 2469 SH DEFINED 01 02 0 2469 0
IMCLONE SYSTEMS COM 45245W109 18 2097 SH DEFINED 01 2097 0 0
IMANAGE COM 45245Y105 1146 342200 SH DEFINED 01 342200 0 0
IMAGISTICS INTL COM 45247T104 1350 62887 SH DEFINED 01 62887 0 0
WARTSILA OY COM 4525189 2 100 SH DEFINED 01 10 100 0 0
IMMERSION CORP COM 452521107 0 85 SH DEFINED 01 85 0 0
IMMUNEX COM 452528102 22001 984821 SH DEFINED 01 984821 0 0
IMMUNEX COM 452528102 4846 216880 SH DEFINED 01 03 0 216880 0
IMMUNEX COM 452528102 1001 44825 SH DEFINED 01 05 0 44825 0
IMMUNEX CORP COM 452528102 1169 52288 SH DEFINED 01 02 0 52288 0
IMPALA PLATINUM HOLDINGS LTD COM 452554991 4719 85088 SH DEFINED 01 85088 0 0
IMPALA PLATINUM HOLDINGS LTD COM 452554991 143 2579 SH DEFINED 01 05 0 2579 0
IMPATH COM 45255G101 937 52223 SH DEFINED 01 52223 0 0
IMPAX LABORATORIES INC COM 45256B101 533 71100 SH DEFINED 01 71100 0 0
IMPERIAL CHEMICL IND GB;ICI COM 452704992 291 59929 SH DEFINED 01 59929 0 0
IMMUNOMEDICS INC COM 452907108 3 523 SH DEFINED 01 523 0 0
INAMED COM 453235103 1780 66607 SH DEFINED 01 66607 0 0
INCO COM 453258402 105 4619 SH DEFINED 01 4619 0 0
INCO COM 453258402 972 42883 SH DEFINED 01 03 0 42883 0
INCO COM 453258402 44 1955 SH DEFINED 01 05 0 1955 0
SYNTHES-STRA COM 4532673 4 7 SH DEFINED 01 10 7 0 0
INCYTE GENOMICS COM 45337C102 969 133340 SH DEFINED 01 133340 0 0
INCYTE GENOMICS INC COM 45337C102 1 150 SH DEFINED 01 02 0 150 0
INDEPENDENCE COMM BK COM 453414104 124 4310 SH DEFINED 01 02 0 4310 0
INDEPENDENCE COMMUNITY BANK COM 453414104 2104 73237 SH DEFINED 01 73237 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 8 274 SH DEFINED 01 03 0 274 0
INDEPENDENCE COMMUNITY BANK COM 453414104 210 7300 SH DEFINED 01 05 0 7300 0
INDEPENDENT BANK CO COM 453836108 938 41000 SH DEFINED 01 41000 0 0
INDEPENDENT BANK CO COM 453836108 44 1950 SH DEFINED 01 02 0 1950 0
INDEPENDENT BANK CO COM 453836108 3 120 SH DEFINED 01 03 0 120 0
INDEPENDENT BANK CO COM 453836108 124 5400 SH DEFINED 01 05 0 5400 0
INDEPENDENT BANK COM 453838104 1309 41463 SH DEFINED 01 41463 0 0
INDEPENDENT BANK COM 453838104 3 106 SH DEFINED 01 03 0 106 0
INDEPENDENT BANK COM 453838104 164 5182 SH DEFINED 01 05 0 5182 0
INDEPENDENT BK CO MI COM 453838104 51 1609 SH DEFINED 01 02 0 1609 0
INDEPENDENT NEWS COM 453900995 198 100000 SH DEFINED 01 100000 0 0
INDEVUS PHARM COM 454072109 232 200000 SH DEFINED 01 200000 0 0
LAGARDERE SC COM 4547213 18 406 SH DEFINED 01 10 406 0 0
INDITEX SA COM 455366997 4051 191869 SH DEFINED 01 03 0 191869 0
MAYR-MELWKOF KARTON COM 4563640 2 21 SH DEFINED 01 10 21 0 0
SMEDVIG ASA-A SHARES COM 4564665 2 270 SH DEFINED 01 10 270 0 0
INDYMAC BANCORP COM 456607100 52 2309 SH DEFINED 01 2309 0 0
INET TECH COM 45662V105 1 169 SH DEFINED 01 169 0 0
INFOCUS COM 45665B106 20 1654 SH DEFINED 01 1654 0 0
INFORMATICA CORP COM 45666Q102 498 70218 SH DEFINED 01 70218 0 0
INFONET SERVICES COM 45666T106 2 722 SH DEFINED 01 722 0 0
INFORMATION HOLDINGS COM 456727106 1705 69875 SH DEFINED 01 69875 0 0
INFOSYS TECHNOLOGIES ORD COM 456788991 6 93 SH DEFINED 01 05 0 93 0
INFOSPACE INC COM 45678T102 1 2164 SH DEFINED 01 2164 0 0
Infospace COM 45678T904 47 115495 SH DEFINED 01 0 115495 0
INFORMATION RESOURCE COM 456905108 2 210 SH DEFINED 01 02 0 210 0
INFORMATION RESOURCES COM 456905108 1989 211789 SH DEFINED 01 211789 0 0
INFORMATION RESOURCES COM 456905108 126 13400 SH DEFINED 01 05 0 13400 0
INGRAM MICRO CL A COM 457153104 1173 85300 SH DEFINED 01 85300 0 0
INHALE THERAPEUTIC COM 457191104 5 459 SH DEFINED 01 459 0 0
INKTOMI CORP COM 457277101 0 538 SH DEFINED 01 538 0 0
MEDIOBANCA S COM 4574813 16 1750 SH DEFINED 01 10 1750 0 0
INPUT/OUTPUT COM 457652105 1471 163441 SH DEFINED 01 163441 0 0
INSIGHT ENTERPRISES COM 45765U103 5446 216178 SH DEFINED 01 216178 0 0
INSIGHT ENTERPRISES COM 45765U103 3 120 SH DEFINED 01 02 0 120 0
INSITUFORM TECHNOLOGIES CL A COM 457667103 1806 85264 SH DEFINED 01 85264 0 0
INSMED COM 457669208 182 130000 SH DEFINED 01 130000 0 0
INSIGHT COMMUNICATIONS COM 45768V108 3 254 SH DEFINED 01 254 0 0
INSTINET GROUP COM 457750107 6721 1030800 SH DEFINED 01 1030800 0 0
INSTINET GROUP COM 457750107 716 109800 SH DEFINED 01 05 0 109800 0
INSURANCE AUTO AUCTIONS COM 457875102 764 39202 SH DEFINED 01 39202 0 0
PROSIEBEN SAT.1 -- (DEM) COM 4579131 4 357 SH DEFINED 01 10 357 0 0
INTEGRA LIFESCIENCES COM 457985208 3 140 SH DEFINED 01 02 0 140 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 2281 104866 SH DEFINED 01 104866 0 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 103 4734 SH DEFINED 01 05 0 4734 0
METRO AG COM 4580241 15 500 SH DEFINED 01 10 500 0 0
INSUR SERV OFFICE IN COM 45806@109 282 11767 SH DEFINED 01 0 11767 0
INSWEB CORPORATION COM 45809K202 0 17 SH DEFINED 01 17 0 0
INTEGRATED DEV TECH COM 458118106 138 7600 SH DEFINED 01 02 0 7600 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 683 37650 SH DEFINED 01 37650 0 0
INTEGRATED ELECTRICAL SERVICES COM 45811E103 0 41 SH DEFINED 01 41 0 0
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 914 45236 SH DEFINED 01 45236 0 0
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 91 4500 SH DEFINED 01 05 0 4500 0
INTERGRATED CIRCUT COM 45811K208 3 150 SH DEFINED 01 02 0 150 0
INTEL COM 458140100 10603 580368 SH DEFINED 01 0 580368 0
INTEL COM 458140100 325655 17824558 SH DEFINED 01 17824558 0 0
INTEL COM 458140100 47688 2609815 SH DEFINED 01 02 0 2609815 0
INTEL COM 458140100 29340 1605894 SH DEFINED 01 03 0 1605894 0
INTEL COM 458140100 44389 2429549 SH DEFINED 01 05 0 2429549 0
INTEL CORP COM 458140100 895 49000 SH DEFINED 11 12 0 49000 0
INTEL CORP COM 458140100 4054 221900 SH DEFINED 11 12 13 0 221900 0
INTEGRA BANK CORPORATION COM 45814P105 2 78 SH DEFINED 01 78 0 0
VALORA HOLDI COM 4581619 2 10 SH DEFINED 01 10 10 0 0
INTERBREW 144A COM 458300993 87 3039 SH DEFINED 01 3039 0 0
INTER-TEL COM 458372109 2936 171602 SH DEFINED 01 171602 0 0
INTER-TEL COM 458372109 55 3230 SH DEFINED 01 02 0 3230 0
INTER-TEL COM 458372109 3 197 SH DEFINED 01 03 0 197 0
INTER-TEL COM 458372109 185 10800 SH DEFINED 01 05 0 10800 0
INTERACTIVE DATA COM 45840J107 6 435 SH DEFINED 01 435 0 0
INTERFACE COM 458665106 1317 163810 SH DEFINED 01 163810 0 0
INTERDIGITAL COMM CO COM 45866A105 2 228 SH DEFINED 01 228 0 0
INTERGRAPH COM 458683109 872 50000 SH DEFINED 01 50000 0 0
INTERLAND INC COM 458727104 1046 300505 SH DEFINED 01 300505 0 0
INTERNET SOFTWARE COM 458742103 0 133 SH DEFINED 01 133 0 0
INTERMAGNETICS GENER COM 458771102 2 102 SH DEFINED 01 02 0 102 0
INTERMAGNETICS GENERAL COM 458771102 1815 89856 SH DEFINED 01 89856 0 0
INTERMAGNETICS GENERAL COM 458771102 84 4141 SH DEFINED 01 05 0 4141 0
INTERMEDIA COMMUNICATIONS PIK PRF 458801404 893 17866 SH DEFINED 01 17866 0 0
INTERMEDIA COMMUNICATIONS PIK PRF 458801404 215 4301 SH DEFINED 01 05 0 4301 0
INTERMET COM 45881K104 887 82633 SH DEFINED 01 82633 0 0
MICHELIN(CGD COM 4588364 12 300 SH DEFINED 01 10 300 0 0
INTERMUNE INC COM 45884X103 1298 61533 SH DEFINED 01 61533 0 0
INTERMUNE INC COM 45884X103 2 90 SH DEFINED 01 02 0 90 0
INTERMUNE INC COM 45884X103 82 3900 SH DEFINED 01 05 0 3900 0
INTERNAP NETWORKS COM 45885A102 0 639 SH DEFINED 01 639 0 0
DANSKE BANK COM 4588825 36 1960 SH DEFINED 01 10 1960 0 0
International Alum Corp COM 458884103 0 1 SH DEFINED 01 1 0 0
INTERNATIONAL BNCSHR COM 459044103 11 262 SH DEFINED 01 262 0 0
IBM COM 459200101 144 2000 SH DEFINED 11 12 0 2000 0
INTL BUSINESS MACH COM 459200101 864 12000 SH DEFINED 01 0 12000 0
INTL BUSINESS MACH COM 459200101 396 5466 SH DEFINED 01 02 0 5466 0
INTL BUSINESS MACHINES COM 459200101 268955 3735479 SH DEFINED 01 3735479 0 0
INTL BUSINESS MACHINES COM 459200101 29376 407998 SH DEFINED 01 03 0 407998 0
INTL BUSINESS MACHINES COM 459200101 51261 711965 SH DEFINED 01 05 0 711965 0
IMTECH NV COM 459370995 377 17950 SH DEFINED 01 17950 0 0
INTL FLAVORS/FRAGRANCES COM 459506101 317 9751 SH DEFINED 01 9751 0 0
INTL FLAVORS/FRAGRANCES COM 459506101 721 22181 SH DEFINED 01 03 0 22181 0
INTL FLAVORS/FRAGRANCES COM 459506101 33 1009 SH DEFINED 01 05 0 1009 0
DOUGLAS HLDG COM 4596680 3 110 SH DEFINED 01 10 110 0 0
CONTINENTAL COM 4598589 5 300 SH DEFINED 01 10 300 0 0
INTL GAME TECHNOLOGY COM 459902102 62070 1094699 SH DEFINED 01 1094699 0 0
INTL GAME TECHNOLOGY COM 459902102 62 1100 SH DEFINED 01 02 0 1100 0
INTL GAME TECHNOLOGY COM 459902102 1239 21853 SH DEFINED 01 03 0 21853 0
INTL GAME TECHNOLOGY COM 459902102 10607 187066 SH DEFINED 01 05 0 187066 0
INTL MULTIFOODS COM 460043102 1610 61083 SH DEFINED 01 61083 0 0
ING GROEP COM 460122997 760 29600 SH DEFINED 01 29600 0 0
INTERNATIONAL PAPER COM 460146103 10465 240145 SH DEFINED 01 0 240145 0
INTERNATIONAL PAPER COM 460146103 55681 1277789 SH DEFINED 01 02 0 1277789 0
INTL PAPER COM 460146103 217279 4985702 SH DEFINED 01 4985702 0 0
INTL PAPER COM 460146103 9860 226222 SH DEFINED 01 03 0 226222 0
INTL PAPER COM 460146103 49240 1129892 SH DEFINED 01 05 0 1129892 0
INTERNATIONAL PAPER CONV BND 460146BM4 195 370000 PRN DEFINED 01 02 0 0 370000
INTERNATIONAL P COM 460147994 155 60391 SH DEFINED 01 60391 0 0
INTL PURSUIT CVT PFD PRF 460200XX1 2256 5000 SH DEFINED 01 5000 0 0
INTL RECTIFIER COM 460254105 69 2389 SH DEFINED 01 2389 0 0
INTL RECTIFIER CVT CONV BND 460254AE5 166 200000 PRN DEFINED 01 02 0 0 200000
INTL SPEEDWAY CL A COM 460335201 79 1984 SH DEFINED 01 1984 0 0
INTL SPECIALTY PRODS COM 460337108 2 224 SH DEFINED 01 224 0 0
INTERNET CAPITAL GP COM 46059C106 0 46 SH DEFINED 01 46 0 0
iPIX COM 46059S200 89 44426 SH DEFINED 01 44426 0 0
INTERNET SECURITY SYSTEMS COM 46060X107 26 1926 SH DEFINED 01 1926 0 0
INTERPUBLIC GROUP OF COMPANIES COM 460690100 15565 628619 SH DEFINED 01 628619 0 0
INTERPUBLIC GROUP OF COMPANIES COM 460690100 2226 89889 SH DEFINED 01 03 0 89889 0
INTERPUBLIC GROUP OF COMPANIES COM 460690100 488 19721 SH DEFINED 01 05 0 19721 0
INTERSIL COM 46069S109 112 5221 SH DEFINED 01 5221 0 0
INTERSTATE BAKERIES COM 46072H108 45 1559 SH DEFINED 01 1559 0 0
INTRAWEST COM 460915200 1563 92030 SH DEFINED 01 92030 0 0
INTERTAN INC COM 461120107 8529 764900 SH DEFINED 01 764900 0 0
INTERTAN INC COM 461120107 755 67700 SH DEFINED 01 05 0 67700 0
INTERTRUST TECH COM 46113Q109 1 360 SH DEFINED 01 360 0 0
INTERVOICE-BRITE COM 461142101 156 109345 SH DEFINED 01 109345 0 0
INTERWOVEN COM 46114T102 2 665 SH DEFINED 01 665 0 0
INTRADO INC COM 46117A100 978 50500 SH DEFINED 01 50500 0 0
INTRAWARE INC COM 46118M103 0 67 SH DEFINED 01 67 0 0
INTRAWEST CORP COM 461190993 97 5800 SH DEFINED 01 5800 0 0
INTRUM JUSTITIA AB COM 461201998 37 6500 SH DEFINED 01 6500 0 0
INTUIT COM 461202103 3729 75000 SH DEFINED 01 0 75000 0
INTUIT COM 461202103 61519 1237288 SH DEFINED 01 1237288 0 0
INTUIT COM 461202103 88422 1778505 SH DEFINED 01 02 0 1778505 0
INTUIT COM 461202103 7452 149877 SH DEFINED 01 03 0 149877 0
INTUIT COM 461202103 31467 632896 SH DEFINED 01 05 0 632896 0
INVACARE COM 461203101 3655 99429 SH DEFINED 01 99429 0 0
INVACARE CORP COM 461203101 4191 114000 SH DEFINED 01 0 114000 0
UNAXIS HOLDING COM 4612757 4 32 SH DEFINED 01 10 32 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 1297 39648 SH DEFINED 01 39648 0 0
INVESTORS GROUP INC COM 46152H994 648 35500 SH DEFINED 01 35500 0 0
DEUTSCHE POST AG COM 4617859 17 1306 SH DEFINED 01 10 1306 0 0
INVITROGEN COM 46185R100 10448 326398 SH DEFINED 01 326398 0 0
INVITROGEN COM 46185R100 1527 47700 SH DEFINED 01 03 0 47700 0
INVITROGEN COM 46185R100 427 13338 SH DEFINED 01 05 0 13338 0
INVITROGEN CORP COM 46185R100 21103 659255 SH DEFINED 01 02 0 659255 0
INVESTORS FINANCIAL SERVICES COM 461915100 28245 842128 SH DEFINED 01 842128 0 0
INVESTORS FINANCIAL SERVICES COM 461915100 2918 87000 SH DEFINED 01 03 0 87000 0
INVESTORS FINANCIAL SERVICES COM 461915100 1098 32724 SH DEFINED 01 05 0 32724 0
INVESTORS FINL SERV COM 461915100 27404 817030 SH DEFINED 01 02 0 817030 0
Infospace COM 461991127 320 781160 SH DEFINED 01 0 781160 0
IOMEGA CORP COM 462030305 3 203 SH DEFINED 01 203 0 0
IONA TECHNOLOGIES ADR COM 46206P109 424 80000 SH DEFINED 01 80000 0 0
IONICS COM 462218108 1366 56294 SH DEFINED 01 56294 0 0
NATL BANK OF GREECE COM 4625959 17 820 SH DEFINED 01 10 820 0 0
IRISH LIFE & PERMANENT PLC COM 462600990 107 7500 SH DEFINED 01 7500 0 0
IRISH LIFE & PERMANENT COM 462603994 166 11500 SH DEFINED 01 11500 0 0
IRON MOUNTAIN COM 462846106 10 337 SH DEFINED 01 337 0 0
IRON MOUNTAIN INC COM 462846106 509 16500 SH DEFINED 01 0 16500 0
TELEKOM AUSTRIA AG COM 4635088 3 366 SH DEFINED 01 10 366 0 0
IRWIN FINANCIAL COM 464119106 1520 75609 SH DEFINED 01 75609 0 0
IRWIN FINANCIAL COM 464119106 4 197 SH DEFINED 01 03 0 197 0
IRWIN FINANCIAL COM 464119106 159 7894 SH DEFINED 01 05 0 7894 0
IRWIN FINANCIAL CORP COM 464119106 60 2970 SH DEFINED 01 02 0 2970 0
ISHARES MSCI JAPAN I EWJ COM 464286848 506 60000 SH DEFINED 01 60000 0 0
MSCI EAFE I-SHARES COM 464287465 20238 170700 SH DEFINED 01 170700 0 0
GS SEMICON INDEX FD COM 464287523 2 39 SH DEFINED 01 02 0 39 0
ISHARES TRUST DJ US COM 464287580 8 173 SH DEFINED 01 02 0 173 0
ISHARES TRUST-S&P400 COM 464287606 18 179 SH DEFINED 01 02 0 179 0
ISHARES S&P SMALLCAP 600 COM 464287804 920 8000 SH DEFINED 01 8000 0 0
ISHARES TRUST-S&P COM 464287861 21 363 SH DEFINED 01 02 0 363 0
ISIS PHAMACEUTICALS COM 464330109 3 266 SH DEFINED 01 266 0 0
NORSK HYDRO COM 4645805 26 537 SH DEFINED 01 10 537 0 0
OMV AG COM 4651459 6 60 SH DEFINED 01 10 60 0 0
ITO-YOKADO CO LTD COM 465714103 5498 109856 SH DEFINED 01 109856 0 0
ITO-YOKADO CO LTD COM 465714103 2903 58000 SH DEFINED 01 03 0 58000 0
ITO-YOKADO CO LTD COM 465714103 9461 189000 SH DEFINED 01 05 0 189000 0
ITRON COM 465741106 4383 167105 SH DEFINED 01 167105 0 0
ITRON COM 465741106 245 9350 SH DEFINED 01 05 0 9350 0
ITRON INC COM 465741106 4 140 SH DEFINED 01 02 0 140 0
I2 TECHNOLOGIES COM 465754109 19 12750 SH DEFINED 01 12750 0 0
IVAX COM 465823102 1134 105000 SH DEFINED 01 0 105000 0
IVAX COM 465823102 1106 102388 SH DEFINED 01 102388 0 0
NOVOZYMES COM 4658535 4 175 SH DEFINED 01 10 175 0 0
JAAKKO POYRY GROUP COM 465910990 152 8400 SH DEFINED 01 8400 0 0
JDN REALTY COM 465917102 12471 1000106 SH DEFINED 01 1000106 0 0
JDN REALTY COM 465917102 1485 119046 SH DEFINED 01 05 0 119046 0
IXYS CORP COM 46600W106 1 170 SH DEFINED 01 02 0 170 0
J & J SNACK FOODS COM 466032109 1270 28251 SH DEFINED 01 28251 0 0
JDS UNIPHASE COM 46612J101 1315 488526 SH DEFINED 01 488526 0 0
JDS UNIPHASE COM 46612J101 870 323150 SH DEFINED 01 03 0 323150 0
JDS UNIPHASE COM 46612J101 64 24075 SH DEFINED 01 05 0 24075 0
JDS UNIPHASE CORP COM 46612J101 129 48000 SH DEFINED 01 0 48000 0
JDS UNIPHASE CORP COM 46612J101 4 1310 SH DEFINED 01 02 0 1310 0
JDA SOFTWARE GROUP COM 46612K108 5882 208200 SH DEFINED 01 208200 0 0
JDA SOFTWARE GROUP COM 46612K108 3 99 SH DEFINED 01 03 0 99 0
JDA SOFTWARE GROUP COM 46612K108 178 6300 SH DEFINED 01 05 0 6300 0
JDA SOFTWARE GROUP I COM 46612K108 47 1660 SH DEFINED 01 02 0 1660 0
OEST COM 4661607 10 110 SH DEFINED 01 10 110 0 0
J. JILL GROUP COM 466189107 3375 88930 SH DEFINED 01 88930 0 0
JLG INDS COM 466210101 1923 137096 SH DEFINED 01 137096 0 0
JNI CORP COM 46622G105 361 103168 SH DEFINED 01 103168 0 0
JNI CORP COM 46622G105 1 180 SH DEFINED 01 02 0 180 0
JNI CORP COM 46622G105 33 9300 SH DEFINED 01 05 0 9300 0
J P MORGAN CHASE COM 46625H100 19943 587930 SH DEFINED 01 02 0 587930 0
J.P. MORGAN CHASE COM 46625H100 87954 2592966 SH DEFINED 01 2592966 0 0
J.P. MORGAN CHASE COM 46625H100 17896 527590 SH DEFINED 01 03 0 527590 0
J.P. MORGAN CHASE COM 46625H100 31174 919055 SH DEFINED 01 05 0 919055 0
JABIL CIRCUIT COM 466313103 2226 105430 SH DEFINED 01 105430 0 0
JABIL CIRCUIT COM 466313103 981 46484 SH DEFINED 01 03 0 46484 0
JABIL CIRCUIT COM 466313103 45 2123 SH DEFINED 01 05 0 2123 0
JABIL CIRCUT COM 466313103 549 26000 SH DEFINED 01 0 26000 0
JACK IN THE BOX COM 466367109 4061 127709 SH DEFINED 01 127709 0 0
OUTOKUMPU OY COM 4665148 6 500 SH DEFINED 01 10 500 0 0
PERNOD-RICAR COM 4682329 12 125 SH DEFINED 01 10 125 0 0
PIRELLI SPA COM 4689900 5 5000 SH DEFINED 01 10 5000 0 0
JACOBS ENGINEERING GROUP COM 469814107 78 2243 SH DEFINED 01 2243 0 0
INDEPENDENT COM 4699103 2 1216 SH DEFINED 01 10 1216 0 0
JAKKS PACIFIC COM 47012E106 8190 462431 SH DEFINED 01 462431 0 0
JAKKS PACIFIC COM 47012E106 3 197 SH DEFINED 01 03 0 197 0
JAKKS PACIFIC COM 47012E106 581 32760 SH DEFINED 01 05 0 32760 0
JAKKS PACIFIC INC COM 47012E106 54 3090 SH DEFINED 01 02 0 3090 0
NEW BARCO COM 4704096 1 28 SH DEFINED 01 10 28 0 0
RENAULT COM 4712798 22 470 SH DEFINED 01 10 470 0 0
KUOMI REISEN NAMEN B COM 4714750 5 16 SH DEFINED 01 10 16 0 0
RAS COM 4718246 15 1150 SH DEFINED 01 10 1150 0 0
JCG HOLDINGS LTD COM 472168996 179 300000 SH DEFINED 01 300000 0 0
JEFFERIES GROUP COM 472319102 6106 143889 SH DEFINED 01 143889 0 0
JEFFERIES GROUP COM 472319102 5 121 SH DEFINED 01 03 0 121 0
JEFFERIES GROUP COM 472319102 293 6900 SH DEFINED 01 05 0 6900 0
JEFFERIES GROUP -NEW COM 472319102 83 1960 SH DEFINED 01 02 0 1960 0
RAUTARUUKKI OYJ COM 4727662 2 500 SH DEFINED 01 10 500 0 0
TOMRA SYSTEM COM 4730875 3 400 SH DEFINED 01 10 400 0 0
TELENOR AS COM 4732495 4 1186 SH DEFINED 01 10 1186 0 0
AVENTIS COM 4736817 146 2063 SH DEFINED 01 10 2063 0 0
RINASCENTE(L COM 4740034 4 1000 SH DEFINED 01 10 1000 0 0
MERCK KGAA COM 4741844 3 100 SH DEFINED 01 10 100 0 0
JEFFERSON-PILOT COM 475070108 51210 1084502 SH DEFINED 01 1084502 0 0
JEFFERSON-PILOT COM 475070108 1669 35349 SH DEFINED 01 03 0 35349 0
JEFFERSON-PILOT COM 475070108 2739 58007 SH DEFINED 01 05 0 58007 0
INTERBREW + COM 4755317 11 397 SH DEFINED 01 10 397 0 0
JENOPTIK AG COM 476199997 409 21600 SH DEFINED 01 21600 0 0
SKF AB COM 4767066 3 100 SH DEFINED 01 10 100 0 0
SKF AB COM 4767099 3 100 SH DEFINED 01 10 100 0 0
RWE AG COM 4768962 48 1201 SH DEFINED 01 10 1201 0 0
RWE AG COM 4769147 6 200 SH DEFINED 01 10 200 0 0
JIANGSU EXP CO LTD H COM 477311997 136 500000 SH DEFINED 01 500000 0 0
JO-ANN STORES CL A COM 47758P109 1762 60351 SH DEFINED 01 60351 0 0
JOHN NUVEEN COM 478035108 6 242 SH DEFINED 01 242 0 0
JOHNSON & JOHNSON COM 478160104 11309 216396 SH DEFINED 01 0 216396 0
JOHNSON & JOHNSON COM 478160104 578798 11075333 SH DEFINED 01 11075333 0 0
JOHNSON & JOHNSON COM 478160104 43383 830160 SH DEFINED 01 02 0 830160 0
JOHNSON & JOHNSON COM 478160104 37386 715397 SH DEFINED 01 03 0 715397 0
JOHNSON & JOHNSON COM 478160104 89821 1718735 SH DEFINED 01 05 0 1718735 0
JOHNSON CONTROLS COM 478366107 8967 109873 SH DEFINED 01 109873 0 0
JOHNSON CONTROLS COM 478366107 1752 21465 SH DEFINED 01 03 0 21465 0
JOHNSON CONTROLS COM 478366107 249 3058 SH DEFINED 01 05 0 3058 0
SCHIBSTED AS COM 4790534 2 200 SH DEFINED 01 10 200 0 0
LUXOTTICA GROUP SPA COM 4800659 8 400 SH DEFINED 01 10 400 0 0
JONES APPAREL GROUP COM 480074103 12643 337134 SH DEFINED 01 337134 0 0
JONES APPAREL GROUP COM 480074103 1228 32754 SH DEFINED 01 03 0 32754 0
JONES APPAREL GROUP COM 480074103 356 9492 SH DEFINED 01 05 0 9492 0
JONES LANG LASALLE COM 48020Q107 1967 79646 SH DEFINED 01 79646 0 0
JONES LANG LASALLE COM 48020Q107 173 7000 SH DEFINED 01 05 0 7000 0
JOURNAL REGISTER COM 481138105 3481 173147 SH DEFINED 01 173147 0 0
JOURNAL REGISTER COM 481138105 6 307 SH DEFINED 01 03 0 307 0
JOURNAL REGISTER COM 481138105 261 13000 SH DEFINED 01 05 0 13000 0
JOURNAL REGISTER CO COM 481138105 96 4810 SH DEFINED 01 02 0 4810 0
KUALA LUMPUR KEPONG BHD COM 481230993 2123 1241000 SH DEFINED 01 1241000 0 0
KUALA LUMPUR KEPONG BHD COM 481230993 87 51000 SH DEFINED 01 05 0 51000 0
SKAND ENSKIL COM 4813345 18 1720 SH DEFINED 01 10 1720 0 0
JULIUS BAER HOLDING LTD COM 481600997 467 1625 SH DEFINED 01 1625 0 0
SMURFIT(JEFF COM 4816151 8 2555 SH DEFINED 01 10 2555 0 0
VINCI COM 4818083 17 254 SH DEFINED 01 10 254 0 0
SGL CARBON AG COM 4818351 2 100 SH DEFINED 01 10 100 0 0
JUNIPER NETWORKS COM 48203R104 36 6242 SH DEFINED 01 6242 0 0
JUNIPER NETWORKS CONV BND 48203RAA2 919 1500000 PRN DEFINED 01 02 0 0 1500000
JUPITER MEDIA METRIX INC COM 48206U104 0 40 SH DEFINED 01 40 0 0
SOLVAY SA COM 4821100 14 200 SH DEFINED 01 10 200 0 0
K&S AG NPV COM 482255999 63 3000 SH DEFINED 01 3000 0 0
KBC BANKVERZEKE COM 482300993 204 5036 SH DEFINED 01 5036 0 0
SGS SOCIETE GENERALE COM 4824778 3 10 SH DEFINED 01 10 10 0 0
KLA-TENCOR COM 482480100 59358 1349335 SH DEFINED 01 1349335 0 0
KLA-TENCOR COM 482480100 2027 46074 SH DEFINED 01 03 0 46074 0
KLA-TENCOR COM 482480100 14971 340318 SH DEFINED 01 05 0 340318 0
KLA-TENCOR CORP COM 482480100 180 4090 SH DEFINED 01 02 0 4090 0
K-MART CORPORATION COM 482584109 1 1060 SH DEFINED 01 1060 0 0
KPMG CONSULTING INC COM 48265R109 5 335 SH DEFINED 01 335 0 0
K-SWISS CL A COM 482686102 1538 59212 SH DEFINED 01 59212 0 0
KT CORP COM 48268K101 3144 145250 SH DEFINED 01 145250 0 0
KT CORP COM 48268K101 5304 245000 SH DEFINED 01 05 0 245000 0
K2 COM 482732104 562 57534 SH DEFINED 01 57534 0 0
KADANT INC COM 48282T104 0 25 SH DEFINED 01 25 0 0
KABA HOLDING AG-REG B COM 482999992 346 1610 SH DEFINED 01 1610 0 0
KAISER ALUMINUM CORP COM 483007100 0 286 SH DEFINED 01 286 0 0
SCHNEIDER COM 4834108 34 623 SH DEFINED 01 10 623 0 0
VIVENDI COM 4834777 61 2820 SH DEFINED 01 10 2820 0 0
KAMAN CL A COM 483548103 1204 71854 SH DEFINED 01 71854 0 0
KANA SOFTWARE INC COM 483600300 0 60 SH DEFINED 01 60 0 0
SCHERING AG COM 4845757 38 600 SH DEFINED 01 10 600 0 0
SAP AG COM 4846288 62 635 SH DEFINED 01 10 635 0 0
SSAB(SVENSKT COM 4847195 3 200 SH DEFINED 01 10 200 0 0
GJENSIDIGE NOR SPAREBANK COM 4848820 6 164 SH DEFINED 01 10 164 0 0
KANSAS CITY SO COM 485170302 3852 230000 SH DEFINED 01 02 0 230000 0
KANSAS CITY SOUTHERN INDS COM 485170302 3237 193282 SH DEFINED 01 193282 0 0
STOREBRAND A COM 4852832 4 600 SH DEFINED 01 10 600 0 0
SULZER AG COM 4854719 2 10 SH DEFINED 01 10 10 0 0
KAO COM 485570998 4959 215354 SH DEFINED 01 215354 0 0
KAO COM 485570998 2257 98000 SH DEFINED 01 03 0 98000 0
KAO COM 485570998 8612 374000 SH DEFINED 01 05 0 374000 0
KARSTADT COM 485700991 647 24900 SH DEFINED 01 24900 0 0
KAWASUMI LABS INC COM 486524994 223 24000 SH DEFINED 01 24000 0 0
SVENSKA CELL COM 4865379 18 500 SH DEFINED 01 10 500 0 0
KAYDON COM 486587108 27 1156 SH DEFINED 01 1156 0 0
KCI KONECRANES INTERNATIONAL COM 486663990 223 6650 SH DEFINED 01 6650 0 0
KEANE COM 486665102 41 3155 SH DEFINED 01 3155 0 0
KB HOME COM 48666K109 11813 229339 SH DEFINED 01 229339 0 0
KB HOME COM 48666K109 101 1970 SH DEFINED 01 02 0 1970 0
KB HOME COM 48666K109 714 13867 SH DEFINED 01 03 0 13867 0
KB HOME COM 48666K109 316 6148 SH DEFINED 01 05 0 6148 0
TECHNIP COM 4874160 4 34 SH DEFINED 01 10 34 0 0
KEITH COMPANIES INC COM 487539108 2154 141500 SH DEFINED 01 141500 0 0
KEITH COMPANIES INC COM 487539108 224 14700 SH DEFINED 01 05 0 14700 0
KEITHLEY INSTRUMENTS COM 487584104 729 50505 SH DEFINED 01 50505 0 0
T.I.M.SPA COM 4876746 50 12250 SH DEFINED 01 10 12250 0 0
KELLOGG COM 487836108 14589 406832 SH DEFINED 01 406832 0 0
KELLOGG COM 487836108 3452 96259 SH DEFINED 01 03 0 96259 0
KELLOGG COM 487836108 642 17917 SH DEFINED 01 05 0 17917 0
KELLWOOD COM 488044108 36146 1112200 SH DEFINED 01 1112200 0 0
KELLWOOD COM 488044108 108 3320 SH DEFINED 01 02 0 3320 0
KELLWOOD COM 488044108 7 208 SH DEFINED 01 03 0 208 0
KELLWOOD COM 488044108 3978 122385 SH DEFINED 01 05 0 122385 0
KELLY SERVICES CL A COM 488152208 44 1605 SH DEFINED 01 1605 0 0
KEMET COM 488360108 14379 805057 SH DEFINED 01 805057 0 0
KEMET COM 488360108 1198 67100 SH DEFINED 01 05 0 67100 0
ITALGAS(SOC COM 4884073 11 1000 SH DEFINED 01 10 1000 0 0
KENNAMETAL COM 489170100 4076 111656 SH DEFINED 01 111656 0 0
KENNAMETAL COM 489170100 4380 120000 SH DEFINED 01 05 0 120000 0
KENOR ASA-RESTRICTED COM 489911990 493 1200000 SH DEFINED 01 1200000 0 0
KENSEY NASH COM 490057106 1042 64300 SH DEFINED 01 64300 0 0
TRELLEBORG SER B COM 4902384 2 200 SH DEFINED 01 10 200 0 0
TOTAL FINA ELF SA COM 4905413 318 1960 SH DEFINED 01 10 1960 0 0
ALTRAN TECH COM 4907732 6 198 SH DEFINED 01 10 198 0 0
UNION FENOSA COM 4913223 13 717 SH DEFINED 01 10 717 0 0
AIR FRANCE + COM 4916039 4 240 SH DEFINED 01 10 240 0 0
KEPPEL CORP ORD COM 492051990 2483 1065000 SH DEFINED 01 1065000 0 0
KEPPEL CORP ORD COM 492051990 100 43000 SH DEFINED 01 05 0 43000 0
VA TECHNOLOG COM 4921635 1 35 SH DEFINED 01 10 35 0 0
KERR MCGEE COM 492386107 188 3530 SH DEFINED 01 02 0 3530 0
KERR-MCGEE COM 492386107 62333 1164016 SH DEFINED 01 1164016 0 0
KERR-MCGEE COM 492386107 1285 23998 SH DEFINED 01 03 0 23998 0
KERR-MCGEE COM 492386107 4593 85777 SH DEFINED 01 05 0 85777 0
KERR MCGEE CORP CONV BND 492386AP2 122 110000 PRN DEFINED 01 02 0 0 110000
KERRY GROUP PLC CL A COM 492400999 459 31000 SH DEFINED 01 31000 0 0
KEY ENERGY SERVICES COM 492914106 3526 338646 SH DEFINED 01 338646 0 0
KEY ENERGY SERVICES COM 492914106 2 200 SH DEFINED 01 02 0 200 0
KEY ENERGY SERVICES COM 492914106 322 30940 SH DEFINED 01 05 0 30940 0
KEY PRODUCTION COM 493138101 6300 323062 SH DEFINED 01 323062 0 0
KEY PRODUCTION COM 493138101 489 25100 SH DEFINED 01 05 0 25100 0
KEYCORP COM 493267108 14863 544412 SH DEFINED 01 544412 0 0
KEYCORP COM 493267108 2838 103961 SH DEFINED 01 03 0 103961 0
KEYCORP COM 493267108 464 16995 SH DEFINED 01 05 0 16995 0
KEY3MEDIA GROUP COM 49326R104 0 581 SH DEFINED 01 581 0 0
KEYENCE (6861) COM 493300990 7456 35200 SH DEFINED 01 35200 0 0
KEYENCE (6861) COM 493300990 1547 7300 SH DEFINED 01 03 0 7300 0
KEYENCE (6861) COM 493300990 5127 24200 SH DEFINED 01 05 0 24200 0
KEYNOTE SYSTEMS INC COM 493308100 0 55 SH DEFINED 01 55 0 0
KEYSPAN COM 49337W100 54641 1451274 SH DEFINED 01 1451274 0 0
KEYSPAN COM 49337W100 1256 33374 SH DEFINED 01 03 0 33374 0
KEYSPAN COM 49337W100 98 2617 SH DEFINED 01 05 0 2617 0
VALEO COM 4937579 7 180 SH DEFINED 01 10 180 0 0
VOLVO(AB) COM 4937728 6 300 SH DEFINED 01 10 300 0 0
VOLVO(AB) COM 4937739 15 700 SH DEFINED 01 10 700 0 0
WATERFORD WEDGEWOOD COM 4942636 1 1594 SH DEFINED 01 10 1594 0 0
KIMBALL INTL INC COM 494274103 2 125 SH DEFINED 01 125 0 0
KILROY REALTY COM 49427F108 2382 89025 SH DEFINED 01 89025 0 0
E.ON AG COM 4942904 110 1900 SH DEFINED 01 10 1900 0 0
KIMBERLY CLARK COM 494368103 5456 88000 SH DEFINED 01 0 88000 0
KIMBERLY CLARK COM 494368103 140 2250 SH DEFINED 01 02 0 2250 0
KIMBERLY-CLARK COM 494368103 19590 315980 SH DEFINED 01 315980 0 0
KIMBERLY-CLARK COM 494368103 7662 123586 SH DEFINED 01 03 0 123586 0
KIMBERLY-CLARK COM 494368103 10571 170493 SH DEFINED 01 05 0 170493 0
PECHINEY COM 4943792 8 177 SH DEFINED 01 10 177 0 0
KIMCO REALTY CORP COM 49446R109 8 228 SH DEFINED 01 228 0 0
KINDER MORGAN COM 49455P101 31211 820920 SH DEFINED 01 820920 0 0
KINDER MORGAN COM 49455P101 1102 29002 SH DEFINED 01 03 0 29002 0
KINDER MORGAN COM 49455P101 1125 29588 SH DEFINED 01 05 0 29588 0
KINDER MORGAN MGMT COM 49455U100 6 201 SH DEFINED 01 201 0 0
KINDRED HEALTHCARE COM 494580103 1631 36524 SH DEFINED 01 36524 0 0
KINDRED HEALTHCARE COM 494580103 27 616 SH DEFINED 01 02 0 616 0
KINDRED HEALTHCARE COM 494580103 2 42 SH DEFINED 01 03 0 42 0
KINDRED HEALTHCARE COM 494580103 40 900 SH DEFINED 01 05 0 900 0
KING PHARMACEUTICALS COM 495582108 154 6940 SH DEFINED 01 6940 0 0
KING PHARMACEUTICALS COM 495582108 1298 58349 SH DEFINED 01 03 0 58349 0
KING PHARMACEUTICALS COM 495582108 4086 183673 SH DEFINED 01 05 0 183673 0
KINGSGATE CONSOLIDATED COM 496500992 1544 1100000 SH DEFINED 01 1100000 0 0
KINROSS GOLD COM 496902107 1118 500000 SH DEFINED 01 500000 0 0
VNU-VER NED UITGEV COM 4970950 20 704 SH DEFINED 01 10 704 0 0
KIRBY COM 497266106 1892 77401 SH DEFINED 01 77401 0 0
KNIGHT-RIDDER COM 499040103 22491 357282 SH DEFINED 01 357282 0 0
KNIGHT-RIDDER COM 499040103 1234 19607 SH DEFINED 01 03 0 19607 0
KNIGHT-RIDDER COM 499040103 2425 38535 SH DEFINED 01 05 0 38535 0
KNIGHT TRADING GROUP INC COM 499063105 3 551 SH DEFINED 01 551 0 0
KNOWLEDGE MECHANICS COM 49925M993 2 1175160 SH DEFINED 01 1175160 0 0
KNOWLEDGE MECHANICS COM 49925M993 3 1436310 SH DEFINED 01 05 0 1436310 0
KOBENHAVNS LUFTHAVNE COM 500000997 193 2500 SH DEFINED 01 2500 0 0
KOC HOLDINGS AS COM 500055991 148 15166000 SH DEFINED 01 05 0 15166000 0
KOGER EQUITY COM 500228101 244 12631 SH DEFINED 01 12631 0 0
KOHL'S COM 500255104 31282 446388 SH DEFINED 01 446388 0 0
KOHL'S COM 500255104 5694 81250 SH DEFINED 01 03 0 81250 0
KOHL'S COM 500255104 21425 305728 SH DEFINED 01 05 0 305728 0
KOHLS CORP COM 500255104 771 11000 SH DEFINED 01 0 11000 0
KOHLS CORP COM 500255104 10198 145435 SH DEFINED 01 02 0 145435 0
KONINKLIJKE KPN NA COM 500468996 2463 526144 SH DEFINED 01 03 0 526144 0
PHILIPS ELECTRON NYS COM 500472303 365 13233 SH DEFINED 01 13233 0 0
KOOKMIN BANK NEW COM 500497995 21346 439713 SH DEFINED 01 439713 0 0
KOOKMIN BANK NEW COM 500497995 8165 168216 SH DEFINED 01 05 0 168216 0
KOPIN COM 500600101 1471 222873 SH DEFINED 01 222873 0 0
KOREA ELEC POWER COM 500610993 224 12261 SH DEFINED 01 12261 0 0
KORN/FERRY INTL COM 500643200 13 1443 SH DEFINED 01 1443 0 0
KOSAN BIOSCIENCED INC COM 50064W107 6 703 SH DEFINED 01 703 0 0
KRAFT FOODS CL A COM 50075N104 54948 1341829 SH DEFINED 01 1341829 0 0
KRAFT FOODS CL A COM 50075N104 16 400 SH DEFINED 01 03 0 400 0
KRAFT FOODS CL A COM 50075N104 9491 231785 SH DEFINED 01 05 0 231785 0
KRISPY KREME DONUTS COM 501014104 183 5680 SH DEFINED 01 02 0 5680 0
KRISPY KREME DOUGHNUTS COM 501014104 13687 425174 SH DEFINED 01 425174 0 0
KRISPY KREME DOUGHNUTS COM 501014104 14840 461000 SH DEFINED 01 05 0 461000 0
KROGER COM 501044101 32433 1629806 SH DEFINED 01 1629806 0 0
KROGER COM 501044101 5234 263002 SH DEFINED 01 03 0 263002 0
KROGER COM 501044101 3330 167324 SH DEFINED 01 05 0 167324 0
KROGER CO. COM 501044101 318 16000 SH DEFINED 01 0 16000 0
KROGER CO. COM 501044101 38197 1919088 SH DEFINED 01 02 0 1919088 0
KROLL COM 501049100 3018 143846 SH DEFINED 01 143846 0 0
KRONOS COM 501052104 2940 96434 SH DEFINED 01 96434 0 0
KRONOS COM 501052104 52 1700 SH DEFINED 01 05 0 1700 0
KRONOS INC COM 501052104 1 40 SH DEFINED 01 02 0 40 0
KULICKE & SOFFA INDS COM 501242101 2258 182277 SH DEFINED 01 182277 0 0
KULICKE & SOFFA INDS COM 501242101 2 170 SH DEFINED 01 03 0 170 0
KULICKE &SOFFA IND COM 501242101 36 2831 SH DEFINED 01 02 0 2831 0
KULICKE & SOFFA CVT CONV BND 501242AE1 151 180000 PRN DEFINED 01 02 0 0 180000
KUONI REISEN AG REG SHARES COM 501255996 336 1190 SH DEFINED 01 1190 0 0
KYUSHU ELECTRIC POWER COM 501588990 1212 81800 SH DEFINED 01 81800 0 0
LI & FUNG LTD-NEW COM 501918999 538 399592 SH DEFINED 01 399592 0 0
LNR PPTY CORP COM 501940100 10530 305208 SH DEFINED 01 305208 0 0
LNR PPTY CORP COM 501940100 752 21800 SH DEFINED 01 05 0 21800 0
LSI LOGIC COM 502161102 89 10232 SH DEFINED 01 10232 0 0
LSI LOGIC COM 502161102 762 87042 SH DEFINED 01 03 0 87042 0
LSI LOGIC COM 502161102 35 3984 SH DEFINED 01 05 0 3984 0
LTX COM 502392103 6490 454467 SH DEFINED 01 454467 0 0
LTX COM 502392103 5940 416000 SH DEFINED 01 05 0 416000 0
LTX CORP COM 502392103 73 5090 SH DEFINED 01 02 0 5090 0
L-3 COMMUNICATIONS COM 502424104 1404 26000 SH DEFINED 01 0 26000 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 193 3577 SH DEFINED 01 3577 0 0
LA QUINTA CORP COM 50419U202 8 1159 SH DEFINED 01 1159 0 0
SWEDISH MATC COM 5048566 6 743 SH DEFINED 01 10 743 0 0
UPM-KYMMENE COM 5051252 31 800 SH DEFINED 01 10 800 0 0
OTE (HELLENIC TLCM) COM 5051605 18 1140 SH DEFINED 01 10 1140 0 0
LA-Z-BOY COM 505336107 4930 195460 SH DEFINED 01 195460 0 0
LABOR READY COM 505401208 2249 384405 SH DEFINED 01 384405 0 0
LABOR READY COM 505401208 4 746 SH DEFINED 01 03 0 746 0
LABOR READY COM 505401208 173 29600 SH DEFINED 01 05 0 29600 0
LABOR READY INC COM 505401208 72 12250 SH DEFINED 01 02 0 12250 0
LAB CORP OF AMERICA COM 50540R409 91 1995 SH DEFINED 01 02 0 1995 0
LABORATORY CORP AMERICA HOLDGI COM 50540R409 74995 1642802 SH DEFINED 01 1642802 0 0
LABORATORY CORP AMERICA HOLDGI COM 50540R409 33428 732251 SH DEFINED 01 05 0 732251 0
LAB CORP CVT CONV BND 50540RAC6 119 160000 PRN DEFINED 01 02 0 0 160000
LABRANCHE COM 505447102 53 2324 SH DEFINED 01 2324 0 0
LACLEDE GROUP COM 505597104 1422 60545 SH DEFINED 01 60545 0 0
LAFARGE COM 505861989 8646 86674 SH DEFINED 01 86674 0 0
LAFARGE COM 505861989 4366 43763 SH DEFINED 01 03 0 43763 0
LAFARGE COM 505861989 11894 119245 SH DEFINED 01 05 0 119245 0
LAFARGE NORTH AMERICA INC COM 505862102 7508 210198 SH DEFINED 01 210198 0 0
LAFARGE NORTH AMERICA INC COM 505862102 319 8930 SH DEFINED 01 05 0 8930 0
PUBLIGROUPE AG COM 5064744 1 6 SH DEFINED 01 10 6 0 0
TELE2 AB COM 5065060 6 350 SH DEFINED 01 10 350 0 0
BAYER AG COM 5069211 71 2200 SH DEFINED 01 10 2200 0 0
STORA ENSO COM 5072673 31 2225 SH DEFINED 01 10 2225 0 0
HENKEL KGAA COM 5076705 13 192 SH DEFINED 01 10 192 0 0
MEDIASET COM 5077946 15 1900 SH DEFINED 01 10 1900 0 0
BASF AG COM 5086577 79 1700 SH DEFINED 01 10 1700 0 0
GEHE AG COM 5105182 10 233 SH DEFINED 01 10 233 0 0
BEIERSDORF A COM 5107401 12 100 SH DEFINED 01 10 100 0 0
HEIDELBERGER COM 5120679 5 100 SH DEFINED 01 10 100 0 0
LAM RESEARCH COM 512807108 8480 471632 SH DEFINED 01 471632 0 0
LAM RESEARCH COM 512807108 29 1600 SH DEFINED 01 03 0 1600 0
LAM RESEARCH COM 512807108 9266 515300 SH DEFINED 01 05 0 515300 0
LAM RESEARCH CORP COM 512807108 61 3400 SH DEFINED 01 02 0 3400 0
LAMAR ADVERTISING COM 512815101 7 186 SH DEFINED 01 186 0 0
FRESENIUS ME COM 5129074 8 179 SH DEFINED 01 10 179 0 0
LANCASTER COLONY COM 513847103 53 1478 SH DEFINED 01 1478 0 0
ALITALIA LINEE COM 5140343 3 4000 SH DEFINED 01 10 4000 0 0
LANCE COM 514606102 1358 93153 SH DEFINED 01 93153 0 0
LANDAMERICA FINANCIAL GROUP COM 514936103 1876 59540 SH DEFINED 01 59540 0 0
LANDRY'S RESTAURANTS COM 51508L103 5740 224989 SH DEFINED 01 224989 0 0
LANDRY'S RESTAURANTS COM 51508L103 91 3570 SH DEFINED 01 02 0 3570 0
LANDRY'S RESTAURANTS COM 51508L103 6 230 SH DEFINED 01 03 0 230 0
LANDRY'S RESTAURANTS COM 51508L103 2374 93050 SH DEFINED 01 05 0 93050 0
LANDSTAR SYSTEM COM 515098101 5499 51458 SH DEFINED 01 51458 0 0
LANDSTAR SYSTEM COM 515098101 181 1691 SH DEFINED 01 05 0 1691 0
LANDSTAR SYSTEM INC COM 515098101 3 30 SH DEFINED 01 02 0 30 0
LANTE CORP COM 516540101 0 84 SH DEFINED 01 84 0 0
FRANCE TELEC COM 5176177 11 1232 SH DEFINED 01 10 1232 0 0
LATITUDE COMMUNICATIONS COM 518292107 104 78869 SH DEFINED 01 78869 0 0
LATTICE GROUP COM 518411996 171 65700 SH DEFINED 01 65700 0 0
LATTICE SEMICONDUCTR COM 518415104 38 4423 SH DEFINED 01 4423 0 0
ESTE LAUDER COM 518439104 1062 30171 SH DEFINED 01 30171 0 0
CIAB SPECIALTY COM 5196744 17 214 SH DEFINED 01 10 214 0 0
ROYAL DUTCH COM 5202704 389 6986 SH DEFINED 01 10 6986 0 0
VEDIOR COM 5205361 3 233 SH DEFINED 01 10 233 0 0
LAWSON PRODUCTS COM 520776105 950 30841 SH DEFINED 01 30841 0 0
LAWSON SOFTWARE COM 520780107 519 90000 SH DEFINED 01 90000 0 0
HAGEMEYER COM 5209073 3 248 SH DEFINED 01 10 248 0 0
LEAP WIRELESS INTL COM 521863100 92 85096 SH DEFINED 01 85096 0 0
LEAR COM 521865105 881 19051 SH DEFINED 01 19051 0 0
GROUP 4 FALCK A/S COM 5223459 7 212 SH DEFINED 01 10 212 0 0
SAMPO-LEONIA PLC COM 5226038 8 1000 SH DEFINED 01 10 1000 0 0
ALLIANZ AG COM 5231485 130 645 SH DEFINED 01 10 645 0 0
UPONOR OYJ COM 5232671 2 100 SH DEFINED 01 10 100 0 0
LEE ENTERPRISES COM 523768109 64 1840 SH DEFINED 01 1840 0 0
LEE ENTERPRISES INC COM 523768109 3 90 SH DEFINED 01 02 0 90 0
LEGATO COM 524651106 79 22000 SH DEFINED 01 0 22000 0
LEGATO SYSTEMS COM 524651106 17 4520 SH DEFINED 01 4520 0 0
LEGGETT & PLATT COM 524660107 2120 90572 SH DEFINED 01 90572 0 0
LEGGETT & PLATT COM 524660107 1079 46121 SH DEFINED 01 03 0 46121 0
LEGGETT & PLATT COM 524660107 3442 147106 SH DEFINED 01 05 0 147106 0
LEGG MASON COM 524901105 29647 602458 SH DEFINED 01 602458 0 0
LEGG MASON COM 524901105 5705 115932 SH DEFINED 01 03 0 115932 0
LEGG MASON COM 524901105 1209 24577 SH DEFINED 01 05 0 24577 0
LEGG MASON INC COM 524901105 121120 2461314 SH DEFINED 01 02 0 2461314 0
LEHMAN BROS HOLDINGS COM 524908100 2194 35100 SH DEFINED 01 02 0 35100 0
LEHMAN BROTHERS HOLDINGS COM 524908100 168619 2697025 SH DEFINED 01 2697025 0 0
LEHMAN BROTHERS HOLDINGS COM 524908100 10301 164759 SH DEFINED 01 03 0 164759 0
LEHMAN BROTHERS HOLDINGS COM 524908100 38687 618798 SH DEFINED 01 05 0 618798 0
LEHMAN BROS CVT CONV BND 524908EC0 193 190000 PRN DEFINED 01 02 0 0 190000
ABN-AMRO HLD COM 5250769 80 4422 SH DEFINED 01 10 4422 0 0
AHOLD (KON) COM 5252602 52 2475 SH DEFINED 01 10 2475 0 0
SAPA AB COM 5255850 2 100 SH DEFINED 01 10 100 0 0
AUTOGRILL SP COM 5256206 12 1000 SH DEFINED 01 10 1000 0 0
BULGARI SPA COM 5256477 6 1000 SH DEFINED 01 10 1000 0 0
LENNAR COM 526057104 149 2440 SH DEFINED 01 2440 0 0
LENNOX INTL COM 526107107 3300 183432 SH DEFINED 01 183432 0 0
LENNOX INTL COM 526107107 106 5900 SH DEFINED 01 02 0 5900 0
LENNOX INTL COM 526107107 7 373 SH DEFINED 01 03 0 373 0
FLS INDUSTRI COM 5263574 1 100 SH DEFINED 01 10 100 0 0
CENTERPULSE COM 5268319 3 20 SH DEFINED 01 10 20 0 0
ENDESA SA COM 5271782 45 3103 SH DEFINED 01 10 3103 0 0
LEUCADIA NATL COM 527288104 3461 109283 SH DEFINED 01 109283 0 0
LEUCADIA NATL COM 527288104 440 13900 SH DEFINED 01 05 0 13900 0
LEVEL 3 COMM COM 52729N100 4 1394 SH DEFINED 01 1394 0 0
ALTANA AG COM 5273131 5 100 SH DEFINED 01 10 100 0 0
DEUTSCHE COM 5287488 16 1100 SH DEFINED 01 10 1100 0 0
LEXAR MEDIA INC COM 52886P104 2 467 SH DEFINED 01 467 0 0
LEXICON GENETICS COM 528872104 1336 273113 SH DEFINED 01 273113 0 0
LEXICON GENETICS COM 528872104 116 23800 SH DEFINED 01 05 0 23800 0
AUSTRIAN AIRLINES COM 5288726 1 65 SH DEFINED 01 10 65 0 0
MUNCHENER COM 5294121 65 274 SH DEFINED 01 10 274 0 0
TELECOM ITAL COM 5297313 11 2000 SH DEFINED 01 10 2000 0 0
TELECOM ITAL COM 5297506 86 11000 SH DEFINED 01 10 11000 0 0
LEXMARK INTL CL A COM 529771107 18710 343926 SH DEFINED 01 343926 0 0
LEXMARK INTL CL A COM 529771107 1660 30516 SH DEFINED 01 03 0 30516 0
LEXMARK INTL CL A COM 529771107 11881 218398 SH DEFINED 01 05 0 218398 0
LEXMARK INTL INC COM 529771107 1088 20000 SH DEFINED 01 0 20000 0
LEXMARK INTL INC COM 529771107 147 2700 SH DEFINED 01 02 0 2700 0
LG ELECTRONICS INC COM 529844995 449 11248 SH DEFINED 01 11248 0 0
BIC COM 5298781 5 120 SH DEFINED 01 10 120 0 0
LIBBEY COM 529898108 1682 49338 SH DEFINED 01 49338 0 0
LIBERATE TECH COM 530129105 1 560 SH DEFINED 01 560 0 0
AUTOMATIC DATA PROCESSING COM 53015103 200 4600 SH DEFINED 11 12 0 4600 0
LIBERTY COM 530370105 108 2689 SH DEFINED 01 2689 0 0
LIBERTY TX EXMPT INS COM 530544402 30 3509 SH DEFINED 01 02 0 3509 0
LIBERTY MEDIA (PCS)C CONV BND 530715AG6 168 340000 PRN DEFINED 01 02 0 0 340000
LIBERTY MEDIA (VIA.B CONV BND 530715AR2 113 120000 PRN DEFINED 01 02 0 0 120000
LIBERTY MEDIA CL A COM 530718105 10513 1051340 SH DEFINED 01 1051340 0 0
LIBERTY MEDIA CL A COM 530718105 18850 1885000 SH DEFINED 01 05 0 1885000 0
LIBERTY PROPERTY TRU COM 531172104 5 130 SH DEFINED 01 130 0 0
LIFEPOINT HOSP INC COM 53219L109 40250 1108530 SH DEFINED 01 02 0 1108530 0
LIFEPOINT HOSPITALS COM 53219L109 14704 404965 SH DEFINED 01 404965 0 0
LIFEPOINT HOSPITALS COM 53219L109 1097 30200 SH DEFINED 01 03 0 30200 0
LIFEPOINT HOSPITALS COM 53219L109 12053 331950 SH DEFINED 01 05 0 331950 0
LIGAND PHARM COM 53220K207 725 50000 SH DEFINED 01 50000 0 0
LIGAND PHARM COM 53220K207 2 140 SH DEFINED 01 02 0 140 0
LIGAND PHARM COM 53220K207 80 5500 SH DEFINED 01 05 0 5500 0
LIGHTBRIDGE INC COM 532226107 5432 661600 SH DEFINED 01 661600 0 0
LIGHTBRIDGE INC COM 532226107 496 60400 SH DEFINED 01 05 0 60400 0
LIHIR GOLD COM 532300993 978 1300000 SH DEFINED 01 1300000 0 0
LIHIR GOLD COM 532300993 783 1040740 SH DEFINED 01 03 0 1040740 0
ELI LILLY COM 532457108 15 260 SH DEFINED 01 02 0 260 0
LILLY (ELI) COM 532457108 27398 485791 SH DEFINED 01 485791 0 0
LILLY (ELI) COM 532457108 15059 267014 SH DEFINED 01 03 0 267014 0
LILLY (ELI) COM 532457108 1175 20825 SH DEFINED 01 05 0 20825 0
LIMITED BRANDS COM 532716107 4167 195622 SH DEFINED 01 195622 0 0
LIMITED BRANDS COM 532716107 2600 122082 SH DEFINED 01 03 0 122082 0
LIMITED BRANDS COM 532716107 119 5592 SH DEFINED 01 05 0 5592 0
LIMITED BRANDS INC COM 532716107 836 39270 SH DEFINED 01 0 39270 0
LIN TV COM 532774106 11758 434800 SH DEFINED 01 434800 0 0
LIN TV COM 532774106 5 186 SH DEFINED 01 03 0 186 0
LIN TV COM 532774106 9027 333850 SH DEFINED 01 05 0 333850 0
LIN TV CORP COM 532774106 191 7050 SH DEFINED 01 02 0 7050 0
LINCARE HOLDINGS COM 532791100 40508 1254137 SH DEFINED 01 1254137 0 0
LINCARE HOLDINGS COM 532791100 4076 126200 SH DEFINED 01 03 0 126200 0
LINCARE HOLDINGS COM 532791100 13431 415796 SH DEFINED 01 05 0 415796 0
LINCARE HOLDINGS INC COM 532791100 52209 1616330 SH DEFINED 01 02 0 1616330 0
MODERN TIMES COM 5328127 2 159 SH DEFINED 01 10 159 0 0
DASSAULT SYS COM 5330047 6 122 SH DEFINED 01 10 122 0 0
ACS ACTIVIDA COM 5333381 4 129 SH DEFINED 01 10 129 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 5437 202097 SH DEFINED 01 202097 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 457 17000 SH DEFINED 01 05 0 17000 0
LINCOLN NAT COM 534187109 10699 254790 SH DEFINED 01 02 0 254790 0
LINCOLN NATL COM 534187109 52729 1255455 SH DEFINED 01 1255455 0 0
LINCOLN NATL COM 534187109 3604 85805 SH DEFINED 01 03 0 85805 0
LINCOLN NATL COM 534187109 6466 153939 SH DEFINED 01 05 0 153939 0
LINDSAY MFG COM 535555106 1924 81551 SH DEFINED 01 81551 0 0
LINMARK GROUP LTD COM 535600993 29 100000 SH DEFINED 01 100000 0 0
LINEAR TECHNOLOGY COM 535678106 620 19731 SH DEFINED 01 19731 0 0
LINEAR TECHNOLOGY COM 535678106 2347 74666 SH DEFINED 01 03 0 74666 0
LINEAR TECHNOLOGY COM 535678106 108 3424 SH DEFINED 01 05 0 3424 0
LINENS 'N THINGS COM 535679104 5578 170015 SH DEFINED 01 170015 0 0
LION BIOSCIENCE ORD COM 536100993 24 5800 SH DEFINED 01 5800 0 0
LION NATHAN LTD NPV COM 536200991 245 90000 SH DEFINED 01 90000 0 0
LIQUID AUDIO COM 53631T102 0 62 SH DEFINED 01 62 0 0
LIQUIDMETAL TECHNOLOGIES COM 53634X100 2938 250000 SH DEFINED 01 05 0 250000 0
LITHIA MOTORS INC CL A COM 536797103 288 11000 SH DEFINED 01 11000 0 0
NORDEA COM 5380031 26 4699 SH DEFINED 01 10 4699 0 0
LIZ CLAIBORNE COM 539320101 4040 127049 SH DEFINED 01 127049 0 0
LIZ CLAIBORNE COM 539320101 798 25094 SH DEFINED 01 03 0 25094 0
LIZ CLAIBORNE COM 539320101 5124 161142 SH DEFINED 01 05 0 161142 0
LLOYDS TSB GROUP ADR COM 539439109 3536 88300 SH DEFINED 01 88300 0 0
LLOYDS TSB GROUP COM 539500991 15788 1586090 SH DEFINED 01 1586090 0 0
LLOYDS TSB GROUP COM 539500991 3801 381846 SH DEFINED 01 03 0 381846 0
LLOYDS TSB GROUP COM 539500991 11117 1116910 SH DEFINED 01 05 0 1116910 0
LOCAL FINANCIAL COM 539553107 2644 162100 SH DEFINED 01 162100 0 0
LOCAL FINANCIAL COM 539553107 6 384 SH DEFINED 01 03 0 384 0
LOCAL FINANCIAL COM 539553107 307 18800 SH DEFINED 01 05 0 18800 0
LOCAL FINANCIAL CORP COM 539553107 101 6150 SH DEFINED 01 02 0 6150 0
LOCKHEED MARTIN COM 539830109 185048 2662568 SH DEFINED 01 2662568 0 0
LOCKHEED MARTIN COM 539830109 7370 106048 SH DEFINED 01 03 0 106048 0
LOCKHEED MARTIN COM 539830109 49041 705622 SH DEFINED 01 05 0 705622 0
LOCKHEED MARTIN CORP COM 539830109 45 650 SH DEFINED 01 02 0 650 0
LOCKHEED MARTIN CORPORATION COM 539830109 2641 38000 SH DEFINED 11 12 0 38000 0
LOCKHEED MARTIN CORPORATION COM 539830109 14123 203200 SH DEFINED 11 12 13 0 203200 0
LODGENET ENTERTAINMENT COM 540211109 171 11900 SH DEFINED 01 11900 0 0
NUTRICIA COM 5402601 10 468 SH DEFINED 01 10 468 0 0
LOEWS COM 540424108 92578 1723973 SH DEFINED 01 1723973 0 0
LOEWS COM 540424108 6432 119765 SH DEFINED 01 03 0 119765 0
LOEWS COM 540424108 14329 266822 SH DEFINED 01 05 0 266822 0
LOEWS CORP COM 540424108 1283 23900 SH DEFINED 01 02 0 23900 0
LONE STAR STEAKHOUSE & SALOON COM 542307103 1571 66580 SH DEFINED 01 66580 0 0
LONE STAR TECHNOLOG COM 542312103 4 155 SH DEFINED 01 02 0 155 0
LONE STAR TECHNOLOGIES COM 542312103 4353 190084 SH DEFINED 01 190084 0 0
LONE STAR TECHNOLOGIES COM 542312103 264 11534 SH DEFINED 01 05 0 11534 0
LONGS DRUG STORES COM 543162101 48 1683 SH DEFINED 01 1683 0 0
LONGVIEW FIBRE COM 543213102 18 1893 SH DEFINED 01 1893 0 0
LOOKSMART LTD COM 543442107 1 427 SH DEFINED 01 427 0 0
OM AB COM 5437744 2 200 SH DEFINED 01 10 200 0 0
METROVACESA COM 5442685 3 128 SH DEFINED 01 10 128 0 0
TELEPIZZA COM 5443365 1 505 SH DEFINED 01 10 505 0 0
ALTADIS SA COM 5444012 18 864 SH DEFINED 01 10 864 0 0
OCE NV COM 5446751 2 197 SH DEFINED 01 10 197 0 0
OYJ HARWALL COM 5446944 4 150 SH DEFINED 01 10 150 0 0
GAMBRO AB COM 5450031 3 500 SH DEFINED 01 10 500 0 0
GAMBRO AB COM 5450053 1 200 SH DEFINED 01 10 200 0 0
LOUDEYE CORPORATION COM 545754103 0 80 SH DEFINED 01 80 0 0
AKZO NOBEL N COM 5458314 38 863 SH DEFINED 01 10 863 0 0
ORKLA ASA COM 5459715 16 835 SH DEFINED 01 10 835 0 0
SKANDIA INSU COM 5461572 14 3000 SH DEFINED 01 10 3000 0 0
LOUISIANA PAC. COM 546347105 124 11655 SH DEFINED 01 02 0 11655 0
LOUISIANA-PACIFIC COM 546347105 3662 346185 SH DEFINED 01 346185 0 0
LOUISIANA-PACIFIC COM 546347105 268 25318 SH DEFINED 01 03 0 25318 0
LOUISIANA-PACIFIC COM 546347105 379 35805 SH DEFINED 01 05 0 35805 0
LOUISVILLE G&E PFD PRF 546676800 1191 12000 SH DEFINED 01 04 0 12000 0
ELECTROLUX A COM 5466782 16 800 SH DEFINED 01 10 800 0 0
EBRO PULEVA SA COM 5468324 1 51 SH DEFINED 01 10 51 0 0
PETROLEUM GE COM 5469372 1 200 SH DEFINED 01 10 200 0 0
ALSTOM COM 5474978 6 591 SH DEFINED 01 10 591 0 0
TIETOENATOR COM 5479702 5 200 SH DEFINED 01 10 200 0 0
TPG NV COM 5481558 26 1147 SH DEFINED 01 10 1147 0 0
LOWES COMPANIES COM 548661107 6454 142170 SH DEFINED 01 02 0 142170 0
LOWE'S COMPANIES COM 548661107 45308 997990 SH DEFINED 01 997990 0 0
LOWE'S COMPANIES COM 548661107 8434 185768 SH DEFINED 01 03 0 185768 0
LOWE'S COMPANIES COM 548661107 48953 1078281 SH DEFINED 01 05 0 1078281 0
LOWES CORP CVT CONV BND 548661CF2 130 160000 PRN DEFINED 01 02 0 0 160000
LUBRIZOL COM 549271104 67 1976 SH DEFINED 01 1976 0 0
LUBY'S CAFETERIAS COM 549282101 473 71913 SH DEFINED 01 71913 0 0
LUCENT TECHNOLOGIES COM 549463107 33 19800 SH DEFINED 01 0 19800 0
LUCENT TECHNOLOGIES COM 549463107 6150 3705111 SH DEFINED 01 3705111 0 0
LUCENT TECHNOLOGIES COM 549463107 1 400 SH DEFINED 01 02 0 400 0
LUCENT TECHNOLOGIES COM 549463107 1351 813776 SH DEFINED 01 03 0 813776 0
LUCENT TECHNOLOGIES COM 549463107 1529 921348 SH DEFINED 01 05 0 921348 0
VOLKSWAGEN A COM 5497102 43 900 SH DEFINED 01 10 900 0 0
VOLKSWAGEN A COM 5497168 6 200 SH DEFINED 01 10 200 0 0
ACERINOX SA COM 5500118 6 138 SH DEFINED 01 10 138 0 0
BCO BILBAO ARGENTARIA COM 5501906 111 9860 SH DEFINED 01 10 9860 0 0
VALLEHERMOSO COM 5504789 3 304 SH DEFINED 01 10 304 0 0
PIN-PRINTEMP COM 5505072 24 205 SH DEFINED 01 10 205 0 0
LYDALL COM 550819106 1967 129001 SH DEFINED 01 129001 0 0
LYDALL COM 550819106 4 286 SH DEFINED 01 03 0 286 0
LYDALL COM 550819106 125 8200 SH DEFINED 01 05 0 8200 0
LYDALL INC COM 550819106 68 4435 SH DEFINED 01 02 0 4435 0
BUHRMANN NV COM 5516751 2 232 SH DEFINED 01 10 232 0 0
LYONDELL CHEMICAL COM 552078107 864 57242 SH DEFINED 01 57242 0 0
M&T BANK COM 55261F104 1506 17558 SH DEFINED 01 17558 0 0
MAF BANCORP COM 55261R108 3989 106086 SH DEFINED 01 106086 0 0
MAF BANCORP COM 55261R108 141 3743 SH DEFINED 01 05 0 3743 0
MBIA COM 55262C100 15608 276113 SH DEFINED 01 276113 0 0
MBIA COM 55262C100 2071 36634 SH DEFINED 01 03 0 36634 0
MBIA COM 55262C100 474 8390 SH DEFINED 01 05 0 8390 0
MBNA COM 55262L100 3921 118566 SH DEFINED 01 0 118566 0
MBNA COM 55262L100 275731 8337791 SH DEFINED 01 8337791 0 0
MBNA COM 55262L100 9034 273206 SH DEFINED 01 02 0 273206 0
MBNA COM 55262L100 6703 202692 SH DEFINED 01 03 0 202692 0
MBNA COM 55262L100 54063 1634803 SH DEFINED 01 05 0 1634803 0
M.D.C. HOLDINGS COM 552676108 7243 139274 SH DEFINED 01 139274 0 0
M.D.C. HOLDINGS COM 552676108 9 170 SH DEFINED 01 03 0 170 0
M.D.C. HOLDINGS COM 552676108 303 5830 SH DEFINED 01 05 0 5830 0
MDC HOLDINGS INC COM 552676108 135 2598 SH DEFINED 01 02 0 2598 0
MDU RESOURCES GROUP COM 552690109 18607 702694 SH DEFINED 01 702694 0 0
MEMC ELECTRONIC MAT COM 552715104 1 164 SH DEFINED 01 164 0 0
MGIC INVESTMENT COM 552848103 200 2950 SH DEFINED 01 2950 0 0
MGIC INVESTMENT COM 552848103 1685 24857 SH DEFINED 01 03 0 24857 0
MGIC INVESTMENT COM 552848103 77 1132 SH DEFINED 01 05 0 1132 0
BANC NAZIO COM 5528604 5 2672 SH DEFINED 01 10 2672 0 0
MGI PHARMA COM 552880106 567 80376 SH DEFINED 01 80376 0 0
DAIMLERCHRYS COM 5529027 141 2900 SH DEFINED 01 10 2900 0 0
MGM MIRAGE COM 552953101 1132 33540 SH DEFINED 01 33540 0 0
MGM MIRAGE COM 552953101 1890 56000 SH DEFINED 01 05 0 56000 0
M/I SCHOTTENSTEIN HM COM 55305B101 3054 82000 SH DEFINED 01 82000 0 0
M/I SCHOTTENSTEIN HM COM 55305B101 137 3682 SH DEFINED 01 02 0 3682 0
M/I SCHOTTENSTEIN HM COM 55305B101 8 208 SH DEFINED 01 03 0 208 0
M/I SCHOTTENSTEIN HM COM 55305B101 343 9200 SH DEFINED 01 05 0 9200 0
MKS INSTRUMENT INC COM 55306N104 7 345 SH DEFINED 01 345 0 0
MMO2 PLC ADR COM 55309W101 466 74000 SH DEFINED 01 74000 0 0
SWISSCOM AG COM 5533976 25 86 SH DEFINED 01 10 86 0 0
MPS GROUP COM 553409103 2870 337688 SH DEFINED 01 337688 0 0
MPS GROUP COM 553409103 4 439 SH DEFINED 01 03 0 439 0
MPS GROUP COM 553409103 263 30900 SH DEFINED 01 05 0 30900 0
MPS GROUP INC COM 553409103 59 7010 SH DEFINED 01 02 0 7010 0
MRV COMMUNICATIONS COM 553477100 1 424 SH DEFINED 01 424 0 0
MRO SOFTWARE COM 55347W105 845 74208 SH DEFINED 01 74208 0 0
MTI TECHOLOGY CORP COM 553903105 0 136 SH DEFINED 01 136 0 0
DROTT AB-B SHS COM 5541087 3 300 SH DEFINED 01 10 300 0 0
MACDERMID COM 554273102 2199 103442 SH DEFINED 01 103442 0 0
MACERICH CO COM 554382101 3 99 SH DEFINED 01 99 0 0
MACK-CALI REALTY COM 554489104 8 223 SH DEFINED 01 223 0 0
SECURITAS COM 5554041 21 1000 SH DEFINED 01 10 1000 0 0
AUTOSTRADE SPA COM 5554654 29 3448 SH DEFINED 01 10 3448 0 0
SAN PAOLO-IM COM 5556575 34 3400 SH DEFINED 01 10 3400 0 0
SONERA OYJ COM 5556586 7 1900 SH DEFINED 01 10 1900 0 0
MACROVISION COM 555904101 929 70855 SH DEFINED 01 70855 0 0
MACROVISION COM 555904101 83 6300 SH DEFINED 01 05 0 6300 0
MACROMEDIA COM 556100105 12324 1389384 SH DEFINED 01 1389384 0 0
MACROMEDIA COM 556100105 348 39200 SH DEFINED 01 05 0 39200 0
KON VENDEX KBB COM 5562389 3 231 SH DEFINED 01 10 231 0 0
STEVEN MADDEN LTD COM 556269108 4172 210400 SH DEFINED 01 210400 0 0
STEVEN MADDEN LTD COM 556269108 371 18700 SH DEFINED 01 05 0 18700 0
MAN AG ORD N COM 5563520 4 200 SH DEFINED 01 10 200 0 0
MAN AG NON V COM 5563531 2 100 SH DEFINED 01 10 100 0 0
MADISON GAS & ELECTRIC COM 557497104 245 8800 SH DEFINED 01 8800 0 0
MAGNA ENTERTAINMENT CL A COM 559211107 105 15000 SH DEFINED 01 15000 0 0
MAGNA INTERNATIONAL COM 559222997 2093 30400 SH DEFINED 01 30400 0 0
MAGNETEK COM 559424106 725 73251 SH DEFINED 01 73251 0 0
UCB COM 5596991 11 304 SH DEFINED 01 10 304 0 0
MAIL WELL INC COM 560321200 1 153 SH DEFINED 01 153 0 0
WCM COM 5604816 3 533 SH DEFINED 01 10 533 0 0
MALAYAN BANKING BHD COM 560801995 5577 2408200 SH DEFINED 01 2408200 0 0
MALAYAN BANKING BHD COM 560801995 228 98600 SH DEFINED 01 05 0 98600 0
MAKITA CORP-SPONS ADR COM 560877300 2905 440200 SH DEFINED 01 440200 0 0
MAN AG COM 561500992 105 4998 SH DEFINED 01 4998 0 0
MANDALAY RESORT GROUP COM 562567107 72 2631 SH DEFINED 01 2631 0 0
MANDALAY RESORT GRP COM 562567107 744 27000 SH DEFINED 01 0 27000 0
MANHATTAN ASS COM 562750109 47 1475 SH DEFINED 01 02 0 1475 0
MANHATTAN ASSOCIATES COM 562750109 5807 180576 SH DEFINED 01 180576 0 0
MANHATTAN ASSOCIATES COM 562750109 3 88 SH DEFINED 01 03 0 88 0
MANHATTAN ASSOCIATES COM 562750109 227 7050 SH DEFINED 01 05 0 7050 0
MANITOWOC COM 563571108 5459 154012 SH DEFINED 01 154012 0 0
MANITOWOC COM 563571108 5 143 SH DEFINED 01 03 0 143 0
MANITOWOC COM 563571108 304 8568 SH DEFINED 01 05 0 8568 0
MANITOWOC CO. COM 563571108 91 2550 SH DEFINED 01 02 0 2550 0
THYSSENKRUPP AG COM 5636927 23 1500 SH DEFINED 01 10 1500 0 0
MANOR CARE COM 564055101 1418 61690 SH DEFINED 01 61690 0 0
MANOR CARE COM 564055101 543 23604 SH DEFINED 01 03 0 23604 0
MANOR CARE COM 564055101 25 1074 SH DEFINED 01 05 0 1074 0
UNILEVER NV COM 5640898 123 1878 SH DEFINED 01 10 1878 0 0
NAVISION COM 5641125 4 100 SH DEFINED 01 10 100 0 0
CARREFOUR COM 5641567 91 1675 SH DEFINED 01 10 1675 0 0
MANPOWER COM 56418H100 12865 350078 SH DEFINED 01 350078 0 0
MANPOWER COM 56418H100 31530 858000 SH DEFINED 01 05 0 858000 0
MANPOWER INC-WIS COM 56418H100 107 2900 SH DEFINED 01 02 0 2900 0
MANUF HOME COM 564682102 3 88 SH DEFINED 01 88 0 0
MANUGISTICS GROUP COM 565011103 7233 1183819 SH DEFINED 01 1183819 0 0
MANUGISTICS GROUP COM 565011103 611 100000 SH DEFINED 01 03 0 100000 0
MANUGISTICS GROUP COM 565011103 288 47065 SH DEFINED 01 05 0 47065 0
MANUGISTICS GROUP IN COM 565011103 373 61250 SH DEFINED 01 02 0 61250 0
GAS NATURAL COM 5650422 20 1054 SH DEFINED 01 10 1054 0 0
MAP INFO COM 565105103 441 48496 SH DEFINED 01 48496 0 0
EFG EUROBANK COM 5654316 8 600 SH DEFINED 01 10 600 0 0
MARATHON OIL COM 565849106 48898 1803024 SH DEFINED 01 1803024 0 0
MARATHON OIL COM 565849106 2001 73798 SH DEFINED 01 03 0 73798 0
MARATHON OIL COM 565849106 4857 179127 SH DEFINED 01 05 0 179127 0
MARATHON OIL CORP COM 565849106 24 900 SH DEFINED 01 02 0 900 0
MARCUS COM 566330106 1552 94007 SH DEFINED 01 94007 0 0
PREUSSAG AG COM 5666292 12 500 SH DEFINED 01 10 500 0 0
REPSOL SA (R COM 5669354 42 3602 SH DEFINED 01 10 3602 0 0
WOLTERS KLUW COM 5671519 16 865 SH DEFINED 01 10 865 0 0
SANOFI-SYNTH COM 5671735 75 1228 SH DEFINED 01 10 1228 0 0
MARIMBA COM 56781Q109 0 65 SH DEFINED 01 65 0 0
MARINEMAX INC COM 567908108 1296 100100 SH DEFINED 01 100100 0 0
MARINEMAX INC COM 567908108 66 5100 SH DEFINED 01 05 0 5100 0
GRUPO DRAGAD COM 5687000 7 405 SH DEFINED 01 10 405 0 0
HENNES & MAU COM 5687431 28 1375 SH DEFINED 01 10 1375 0 0
AGFA GEVAERT COM 5689051 6 325 SH DEFINED 01 10 325 0 0
ASSA ABLOY COM 5698789 11 800 SH DEFINED 01 10 800 0 0
TDC A/S COM 5698790 14 500 SH DEFINED 01 10 500 0 0
WIENERBERGER AG COM 5699373 3 162 SH DEFINED 01 10 162 0 0
SVENSKA COM 5703661 29 1900 SH DEFINED 01 10 1900 0 0
SVENSKA HANDELSBANKEN-B SHS COM 5703672 1 100 SH DEFINED 01 10 100 0 0
MARKEL COM 570535104 221 1120 SH DEFINED 01 1120 0 0
BCO SANT CEN COM 5705946 106 13324 SH DEFINED 01 10 13324 0 0
MARKETWATCH.COM INC COM 570619106 0 40 SH DEFINED 01 40 0 0
MARKETSOFT CV PRF 570620XX7 462 924180 SH DEFINED 01 924180 0 0
MARKETSOFT CV PRF 570620XX7 562 1125000 SH DEFINED 01 05 0 1125000 0
MARKS & SPENCER GROUP PLC COM 570697508 17906 3151404 SH DEFINED 01 3151404 0 0
MARKS & SPENCER GROUP PLC COM 570697508 23735 4177437 SH DEFINED 01 05 0 4177437 0
MARKS & SPENCER GROUP PLC REDE COM 570697557 4009 3823786 SH DEFINED 01 3823786 0 0
MARKS & SPENCER GROUP PLC REDE COM 570697557 5410 5160365 SH DEFINED 01 05 0 5160365 0
METSO OYJ COM 5713422 4 300 SH DEFINED 01 10 300 0 0
MARS SERIES G PRF 571650993 2380 2380000 SH DEFINED 01 2380000 0 0
MARS SERIES G PRF 571650993 4760 4760000 SH DEFINED 01 05 0 4760000 0
MARS INC. CVT PFD CVT PFD PRF 571650XX3 3000 2702703 SH DEFINED 01 05 0 2702703 0
MARS CV SERIES D PRF 571650XY1 2143 2142857 SH DEFINED 01 2142857 0 0
MARS CV SERIES D PRF 571650XY1 2619 2619048 SH DEFINED 01 05 0 2619048 0
MARSH & MCLENNAN COM 571748102 341331 3533453 SH DEFINED 01 3533453 0 0
MARSH & MCLENNAN COM 571748102 6279 64996 SH DEFINED 01 03 0 64996 0
MARSH & MCLENNAN COM 571748102 60872 630151 SH DEFINED 01 05 0 630151 0
MARSH MCLENNAN CO COM 571748102 27550 285200 SH DEFINED 01 02 0 285200 0
MARSHALL & ILSLEY COM 571834100 181 5946 SH DEFINED 01 5946 0 0
MARSHALL & ILSLEY COM 571834100 1519 49930 SH DEFINED 01 03 0 49930 0
MARSHALL & ILSLEY COM 571834100 70 2290 SH DEFINED 01 05 0 2290 0
MARRIOTT INTL CL A COM 571903202 196207 5156568 SH DEFINED 01 5156568 0 0
MARRIOTT INTL CL A COM 571903202 213 5609 SH DEFINED 01 02 0 5609 0
MARRIOTT INTL CL A COM 571903202 2174 57126 SH DEFINED 01 03 0 57126 0
MARRIOTT INTL CL A COM 571903202 36731 965317 SH DEFINED 01 05 0 965317 0
MLP AG COM 5720273 3 84 SH DEFINED 01 10 84 0 0
BPI SGPS COM 5721759 4 1720 SH DEFINED 01 10 1720 0 0
BAKER HUGHES COM 57224107 2940 88300 SH DEFINED 11 12 0 88300 0
BAKER HUGHES COM 57224107 14737 442700 SH DEFINED 11 12 13 0 442700 0
HUGO BOSS VZ COM 5726709 3 149 SH DEFINED 01 10 149 0 0
SIEMENS AG COM 5727973 156 2600 SH DEFINED 01 10 2600 0 0
MARTEK BIOSCIENCES COM 572901106 1987 95000 SH DEFINED 01 95000 0 0
MARTEK BIOSCIENCES COM 572901106 2 90 SH DEFINED 01 02 0 90 0
MARTEK BIOSCIENCES COM 572901106 75 3600 SH DEFINED 01 05 0 3600 0
AGUAS DE COM 5729065 4 331 SH DEFINED 01 10 331 0 0
TELEFONICA S COM 5732524 120 14247 SH DEFINED 01 10 14247 0 0
QIAGEN NV COM 5732825 4 307 SH DEFINED 01 10 307 0 0
MARTIN MARIETTA MATE COM 573284106 390 10000 SH DEFINED 01 0 10000 0
MARTIN MARIETTA MATE COM 573284106 1114 28532 SH DEFINED 01 02 0 28532 0
MARTIN MARIETTA MATERIALS COM 573284106 34257 878366 SH DEFINED 01 878366 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1767 45300 SH DEFINED 01 03 0 45300 0
MARTIN MARIETTA MATERIALS COM 573284106 2128 54573 SH DEFINED 01 05 0 54573 0
BUDERUS ORD COM 5733486 2 100 SH DEFINED 01 10 100 0 0
MARTINREA INTL INC COM 573459997 98 11200 SH DEFINED 01 11200 0 0
MARUI CO. LTD. ORD COM 573814100 151 11930 SH DEFINED 01 11930 0 0
MARUICHI STEEL TUBE LTD COM 573820990 226 20000 SH DEFINED 01 20000 0 0
SOL MELIA SA COM 5738298 3 404 SH DEFINED 01 10 404 0 0
LINDE AG COM 5740817 15 300 SH DEFINED 01 10 300 0 0
MASCO COM 574599106 26167 965201 SH DEFINED 01 965201 0 0
MASCO COM 574599106 3190 117655 SH DEFINED 01 03 0 117655 0
MASCO COM 574599106 12279 452926 SH DEFINED 01 05 0 452926 0
MASCO CVT CONV BND 574599AW6 188 440000 PRN DEFINED 01 02 0 0 440000
FIAT SPA COM 5748521 13 1000 SH DEFINED 01 10 1000 0 0
FIAT SPA-PRIV COM 5748554 2 210 SH DEFINED 01 10 210 0 0
DEUTSCHE BAN COM 5750355 122 1750 SH DEFINED 01 10 1750 0 0
DYCKERHOFF A COM 5761573 2 128 SH DEFINED 01 10 128 0 0
MASSEY ENERGY COM 576206106 3054 240476 SH DEFINED 01 240476 0 0
MASTEC INC. MTZ COM 576323109 2 277 SH DEFINED 01 277 0 0
MATERIAL SCIENCES COM 576674105 663 47317 SH DEFINED 01 47317 0 0
MATRIA HEALTHCARE COM 576817209 295 35900 SH DEFINED 01 35900 0 0
MATRIXONE COM 57685P304 2886 480116 SH DEFINED 01 480116 0 0
MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 10230 750000 SH DEFINED 01 750000 0 0
MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 1800 132000 SH DEFINED 01 03 0 132000 0
MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 6138 450000 SH DEFINED 01 05 0 450000 0
MATTEL COM 577081102 119793 5701700 SH DEFINED 01 5701700 0 0
MATTEL COM 577081102 2226 105946 SH DEFINED 01 03 0 105946 0
MATTEL COM 577081102 28315 1347656 SH DEFINED 01 05 0 1347656 0
MATTEL INC. COM 577081102 10945 520893 SH DEFINED 01 02 0 520893 0
MATTHEWS INTL CORP COM 577128101 3 130 SH DEFINED 01 02 0 130 0
MAXIS COMM 144A COM 577600984 699 548000 SH DEFINED 01 548000 0 0
MAXIS COMM 144A COM 577600984 31 24000 SH DEFINED 01 05 0 24000 0
MAXTOR COM 577729205 1904 421160 SH DEFINED 01 421160 0 0
MAXIM INTEGRATED COM 57772K101 103705 2705560 SH DEFINED 01 02 0 2705560 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 246133 6421415 SH DEFINED 01 6421415 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 8534 222664 SH DEFINED 01 03 0 222664 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 56585 1476285 SH DEFINED 01 05 0 1476285 0
MAXIM PHARMACEUTICAL COM 57772M107 0 134 SH DEFINED 01 134 0 0
MAXWELL SHOE CL A COM 577766108 10407 640400 SH DEFINED 01 640400 0 0
MAXWELL SHOE CL A COM 577766108 5 307 SH DEFINED 01 03 0 307 0
MAXWELL SHOE CL A COM 577766108 1032 63525 SH DEFINED 01 05 0 63525 0
MAXWELL SHOE INC - A COM 577766108 81 4960 SH DEFINED 01 02 0 4960 0
MAXYGEN COM 577776107 1 69 SH DEFINED 01 69 0 0
MAY DEPT STORES COM 577778103 26077 791879 SH DEFINED 01 791879 0 0
MAY DEPT STORES COM 577778103 346 10500 SH DEFINED 01 02 0 10500 0
MAY DEPT STORES COM 577778103 3389 102902 SH DEFINED 01 03 0 102902 0
MAY DEPT STORES COM 577778103 2881 87482 SH DEFINED 01 05 0 87482 0
MAVERICK TUBE CORP COM 577914104 1149 76570 SH DEFINED 01 76570 0 0
MAXIMUS COM 577933104 2319 73168 SH DEFINED 01 73168 0 0
MAYTAG COM 578592107 9346 219110 SH DEFINED 01 219110 0 0
MAYTAG COM 578592107 805 18872 SH DEFINED 01 03 0 18872 0
MAYTAG COM 578592107 8237 193130 SH DEFINED 01 05 0 193130 0
EPCOS AG COM 5785993 5 142 SH DEFINED 01 10 142 0 0
KLM COM 5786491 2 131 SH DEFINED 01 10 131 0 0
KARSTADT AG COM 5786565 8 300 SH DEFINED 01 10 300 0 0
FOM CONST Y COM 5787115 7 283 SH DEFINED 01 10 283 0 0
MCCLATCHY CO HOLDING COM 579489105 2077 32152 SH DEFINED 01 32152 0 0
TOP DANMARK AS COM 5797147 3 100 SH DEFINED 01 10 100 0 0
MCCORMICK COM 579780206 137 5336 SH DEFINED 01 5336 0 0
MCDATA CL B COM 580031102 8900 1000000 SH DEFINED 01 1000000 0 0
MCDATA CL B COM 580031102 894 100400 SH DEFINED 01 03 0 100400 0
MCDATA CL B COM 580031102 364 40934 SH DEFINED 01 05 0 40934 0
MCDATA CORP - CL B COM 580031102 511 57529 SH DEFINED 01 02 0 57529 0
MCDATA CL A COM 580031201 38 4332 SH DEFINED 01 4332 0 0
MCDATA CORPORATION-A COM 580031201 18 2061 SH DEFINED 01 0 2061 0
MCDERMOTT INTL COM 580037109 21168 2613348 SH DEFINED 01 2613348 0 0
MCDERMOTT INTL COM 580037109 120 14835 SH DEFINED 01 03 0 14835 0
MCDERMOTT INTL COM 580037109 2419 298672 SH DEFINED 01 05 0 298672 0
MCDONALDS COM 580135101 3300 116000 SH DEFINED 01 0 116000 0
MCDONALDS COM 580135101 378 13300 SH DEFINED 01 02 0 13300 0
MCDONALD'S COM 580135101 81544 2866259 SH DEFINED 01 2866259 0 0
MCDONALD'S COM 580135101 9643 338955 SH DEFINED 01 03 0 338955 0
MCDONALD'S COM 580135101 20535 721814 SH DEFINED 01 05 0 721814 0
BRISA(AUTO-E COM 5803925 10 1750 SH DEFINED 01 10 1750 0 0
COLRUYT SA COM 5806225 4 93 SH DEFINED 01 10 93 0 0
MCGRAW-HILL COMPANIES COM 580645109 60930 1020594 SH DEFINED 01 1020594 0 0
MCGRAW-HILL COMPANIES COM 580645109 2783 46624 SH DEFINED 01 03 0 46624 0
MCGRAW-HILL COMPANIES COM 580645109 5487 91927 SH DEFINED 01 05 0 91927 0
MCGRAW-HILL COS INC COM 580645109 4657 78000 SH DEFINED 01 0 78000 0
MCGRAW-HILL COS INC COM 580645109 102 1700 SH DEFINED 01 02 0 1700 0
MCK COMMUNICATIONS COM 581243102 0 4 SH DEFINED 01 4 0 0
BCO COM PORT COM 5812493 19 5594 SH DEFINED 01 10 5594 0 0
TERRA NETWORKS COM 5813720 3 575 SH DEFINED 01 10 575 0 0
MCKESSON CORP COM 58155Q103 25541 781166 SH DEFINED 01 02 0 781166 0
MCKESSON CORP COM 58155Q103 2201 67300 SH DEFINED 11 12 0 67300 0
MCKESSON CORP COM 58155Q103 9025 276000 SH DEFINED 11 12 13 0 276000 0
MCKESSON HBOC COM 58155Q103 30292 926361 SH DEFINED 01 926361 0 0
MCKESSON HBOC COM 58155Q103 2420 74025 SH DEFINED 01 03 0 74025 0
MCKESSON HBOC COM 58155Q103 114529 3502398 SH DEFINED 01 05 0 3502398 0
PORTUGAL TELECOM SGPS SA COM 5817186 29 4139 SH DEFINED 01 10 4139 0 0
MCLEODUSA INC CL A COM 582266706 0 161 SH DEFINED 01 161 0 0
BEKAERT SA COM 5827431 2 51 SH DEFINED 01 10 51 0 0
MEADE INSTRUMENTS COM 583062104 300 52871 SH DEFINED 01 52871 0 0
MEADWESTVACO COM 583334107 187 5581 SH DEFINED 01 5581 0 0
MEADWESTVACO COM 583334107 1578 47018 SH DEFINED 01 03 0 47018 0
MEADWESTVACO COM 583334107 72 2157 SH DEFINED 01 05 0 2157 0
GRUPPO ED COM 5836200 3 833 SH DEFINED 01 10 833 0 0
MEDAREX COM 583916101 3 418 SH DEFINED 01 418 0 0
MED-DESIGN COM 583926100 446 34500 SH DEFINED 01 34500 0 0
MEDCATH CORP COM 58404W109 274 16000 SH DEFINED 01 16000 0 0
MEDCATH CORP COM 58404W109 45 2634 SH DEFINED 01 02 0 2634 0
MEDCATH CORP COM 58404W109 3 162 SH DEFINED 01 03 0 162 0
MEDCATH CORP COM 58404W109 26 1500 SH DEFINED 01 05 0 1500 0
DEUTSCHE TEL COM 5842359 64 6837 SH DEFINED 01 10 6837 0 0
SEAT-PAGINE SPA COM 5843642 6 8793 SH DEFINED 01 10 8793 0 0
MEDIA GENERAL CL A COM 584404107 2235 37005 SH DEFINED 01 37005 0 0
MEDIACOM COMMUNICATIONS COM 58446K105 3 324 SH DEFINED 01 324 0 0
MEDIASET SPA COM 584475990 225 29027 SH DEFINED 01 29027 0 0
MEDICALOGIC/MEDSCAPE INC COM 584642102 0 126 SH DEFINED 01 126 0 0
MEDICIS PHARMACEUTICAL CL A COM 584690309 4220 98684 SH DEFINED 01 98684 0 0
MEDIMMUNE COM 584699102 81293 3079230 SH DEFINED 01 3079230 0 0
MEDIMMUNE COM 584699102 4288 162493 SH DEFINED 01 03 0 162493 0
MEDIMMUNE COM 584699102 38950 1475346 SH DEFINED 01 05 0 1475346 0
MEDIMMUNE INC COM 584699102 3538 134000 SH DEFINED 01 0 134000 0
MEDIMMUNE INC COM 584699102 70815 2682686 SH DEFINED 01 02 0 2682686 0
MEDQUIST INC COM 584949101 6 216 SH DEFINED 01 216 0 0
MEDTRONIC COM 585055106 12310 287276 SH DEFINED 01 0 287276 0
MEDTRONIC COM 585055106 379702 8861164 SH DEFINED 01 8861164 0 0
MEDTRONIC COM 585055106 26106 609251 SH DEFINED 01 02 0 609251 0
MEDTRONIC COM 585055106 12332 287802 SH DEFINED 01 03 0 287802 0
MEDTRONIC COM 585055106 73220 1708744 SH DEFINED 01 05 0 1708744 0
MEDTRONIC INC COM 585055106 986 23000 SH DEFINED 11 12 0 23000 0
MEDTRONIC INC COM 585055106 8630 201400 SH DEFINED 11 12 13 0 201400 0
MEDTRONIC CVT CONV BND 585055AB2 191 190000 PRN DEFINED 01 02 0 0 190000
ACCOR COM 5852842 24 586 SH DEFINED 01 10 586 0 0
MELLON FINANCIAL COM 58551A108 14507 461541 SH DEFINED 01 461541 0 0
MELLON FINANCIAL COM 58551A108 3261 103769 SH DEFINED 01 03 0 103769 0
MELLON FINANCIAL COM 58551A108 15078 479755 SH DEFINED 01 05 0 479755 0
MEMBERWORKS COM 586002107 1706 92068 SH DEFINED 01 92068 0 0
MEN'S WEARHOUSE COM 587118100 4919 192893 SH DEFINED 01 192893 0 0
MENTOR COM 587188103 5658 154129 SH DEFINED 01 154129 0 0
MENTOR COM 587188103 341 9300 SH DEFINED 01 05 0 9300 0
MENTOR CORP MN COM 587188103 7 180 SH DEFINED 01 02 0 180 0
MENTOR GRAPHICS COM 587200106 36 2567 SH DEFINED 01 2567 0 0
MERCANTILE BANKSHARES COM 587405101 111 2685 SH DEFINED 01 2685 0 0
MERCATOR SOFTWARE INC COM 587587106 0 74 SH DEFINED 01 74 0 0
BUSINESS OBJECTS COM 5876507 6 190 SH DEFINED 01 10 190 0 0
INFINEON TECH COM 5889505 18 1120 SH DEFINED 01 10 1120 0 0
MERCK COM 589331107 343 6770 SH DEFINED 01 02 0 6770 0
MERCK & CO COM 589331107 129260 2552526 SH DEFINED 01 2552526 0 0
MERCK & CO COM 589331107 28197 556823 SH DEFINED 01 03 0 556823 0
MERCK & CO COM 589331107 17721 349924 SH DEFINED 01 05 0 349924 0
MERCK KGAA COM 589359991 1060 39400 SH DEFINED 01 39400 0 0
MERCURY COMP SYS INC COM 589378108 2 95 SH DEFINED 01 02 0 95 0
MERCURY COMPUTER SYSTEMS COM 589378108 2026 93489 SH DEFINED 01 93489 0 0
MERCURY COMPUTER SYSTEMS COM 589378108 59 2700 SH DEFINED 01 05 0 2700 0
MERCURY GENERAL CORP COM 589400100 6 129 SH DEFINED 01 129 0 0
MERCURY INTERACTIVE COM 589405109 918 40000 SH DEFINED 01 0 40000 0
MERCURY INTERACTIVE COM 589405109 19362 843272 SH DEFINED 01 843272 0 0
MERCURY INTERACTIVE COM 589405109 8097 352680 SH DEFINED 01 02 0 352680 0
MERCURY INTERACTIVE COM 589405109 696 30290 SH DEFINED 01 03 0 30290 0
MERCURY INTERACTIVE COM 589405109 3744 163099 SH DEFINED 01 05 0 163099 0
MEREDITH COM 589433101 54 1414 SH DEFINED 01 1414 0 0
MEREDITH COM 589433101 448 11678 SH DEFINED 01 03 0 11678 0
MEREDITH COM 589433101 20 528 SH DEFINED 01 05 0 528 0
MERISTAR HOSPITALITY COM 58984Y103 5 309 SH DEFINED 01 309 0 0
MERIDIAN GOLD COM 589975101 1613 100480 SH DEFINED 01 100480 0 0
MERIX COM 590049102 309 36000 SH DEFINED 01 36000 0 0
MERIX CORP COM 590049102 1 130 SH DEFINED 01 02 0 130 0
MERRILL LYNCH COM 590188108 19473 480820 SH DEFINED 01 480820 0 0
MERRILL LYNCH COM 590188108 8220 202952 SH DEFINED 01 03 0 202952 0
MERRILL LYNCH COM 590188108 13511 333602 SH DEFINED 01 05 0 333602 0
NOKIA (AB) O COM 5902941 224 15278 SH DEFINED 01 10 15278 0 0
MESA AIR GROUP COM 590479101 973 105758 SH DEFINED 01 105758 0 0
METASOLV INC COM 59139P104 0 69 SH DEFINED 01 69 0 0
METHODE ELECTRONICS CL A COM 591520200 1476 115635 SH DEFINED 01 115635 0 0
METLIFE COM 59156R108 25775 894957 SH DEFINED 01 894957 0 0
METLIFE COM 59156R108 4900 170108 SH DEFINED 01 03 0 170108 0
METLIFE COM 59156R108 15022 521610 SH DEFINED 01 05 0 521610 0
METLIFE CAPITAL 8.00% CM PRF 59156R207 26649 300000 SH DEFINED 01 300000 0 0
METRICOM INC COM 591596101 0 70 SH DEFINED 01 70 0 0
METRIS COMPANIES COM 591598107 20 2395 SH DEFINED 01 2395 0 0
METRO-GOLDWYN-MAYER COM 591610100 1715 140493 SH DEFINED 01 140493 0 0
METRO ONE TELECOMMUNICATIONS COM 59163F105 4633 331856 SH DEFINED 01 331856 0 0
METRO ONE TELECOMMUNICATIONS COM 59163F105 331 23700 SH DEFINED 01 05 0 23700 0
METROMEDIA FIBER NET COM 591689104 0 1037 SH DEFINED 01 1037 0 0
METROMEDIA FIBER NET COM 591689104 1 57420 SH DEFINED 01 02 0 57420 0
AEGON NV COM 5927375 61 2942 SH DEFINED 01 10 2942 0 0
MICHAELS STORES COM 594087108 2011 51577 SH DEFINED 01 51577 0 0
MICHAELS STORES COM 594087108 2 49 SH DEFINED 01 03 0 49 0
MICHAELS STORES COM 594087108 207 5300 SH DEFINED 01 05 0 5300 0
MICHAELS STORES INC COM 594087108 36 915 SH DEFINED 01 02 0 915 0
MICHELIN B COM 594100992 96 2357 SH DEFINED 01 2357 0 0
MICREL COM 594793101 5806 403716 SH DEFINED 01 403716 0 0
MICREL COM 594793101 294 20558 SH DEFINED 01 02 0 20558 0
MICREL COM 594793101 496 34500 SH DEFINED 01 03 0 34500 0
MICREL COM 594793101 235 16348 SH DEFINED 01 05 0 16348 0
MICROS SYSTEMS COM 594901100 1561 56308 SH DEFINED 01 56308 0 0
MICROSOFT COM 594918104 22277 411608 SH DEFINED 01 0 411608 0
MICROSOFT COM 594918104 923905 17071390 SH DEFINED 01 17071390 0 0
MICROSOFT COM 594918104 96953 1791538 SH DEFINED 01 02 0 1791538 0
MICROSOFT COM 594918104 69835 1290371 SH DEFINED 01 03 0 1290371 0
MICROSOFT COM 594918104 244363 4515225 SH DEFINED 01 05 0 4515225 0
MICROSOFT CORPORATION COM 594918104 2895 53486 SH DEFINED 11 12 0 53486 0
MICROSOFT CORPORATION COM 594918104 14917 275620 SH DEFINED 11 12 13 0 275620 0
ASML HOLDINGS NV COM 5949368 21 1326 SH DEFINED 01 10 1326 0 0
MICRO STRATEGY COM 594972101 0 52 SH DEFINED 01 52 0 0
MICRO-CHIP COM 595017104 58935 2148618 SH DEFINED 01 02 0 2148618 0
MICROCHIP TECHNOLOGY COM 595017104 63414 2311839 SH DEFINED 01 2311839 0 0
MICROCHIP TECHNOLOGY COM 595017104 5439 198312 SH DEFINED 01 03 0 198312 0
MICROCHIP TECHNOLOGY COM 595017104 37481 1366412 SH DEFINED 01 05 0 1366412 0
MICROMUSE COM 595094103 22 5101 SH DEFINED 01 5101 0 0
MICRON TECHNOLOGIES COM 595112103 129 6400 SH DEFINED 11 12 0 6400 0
MICRON TECHNOLOGY COM 595112103 9811 485177 SH DEFINED 01 485177 0 0
MICRON TECHNOLOGY COM 595112103 3 160 SH DEFINED 01 02 0 160 0
MICRON TECHNOLOGY COM 595112103 2917 144267 SH DEFINED 01 03 0 144267 0
MICRON TECHNOLOGY COM 595112103 24066 1190186 SH DEFINED 01 05 0 1190186 0
MICROSEMI COM 595137100 895 135599 SH DEFINED 01 135599 0 0
MICROTUNE COM 59514P109 1293 145181 SH DEFINED 01 145181 0 0
MID-AMERICA APT COM 59522J103 2 87 SH DEFINED 01 87 0 0
MID ATLANTIC MEDICAL COM 59523C107 4 140 SH DEFINED 01 02 0 140 0
MID ATLANTIC MEDICAL SERVICES COM 59523C107 7792 248528 SH DEFINED 01 248528 0 0
MID ATLANTIC MEDICAL SERVICES COM 59523C107 248 7900 SH DEFINED 01 05 0 7900 0
NORDEA AB COM 5952496 8 1501 SH DEFINED 01 10 1501 0 0
ISS INTERNAT COM 5952816 5 100 SH DEFINED 01 10 100 0 0
TISCALI SPA -- (EUR) COM 5953529 1 204 SH DEFINED 01 10 204 0 0
KON KPN NV COM 5956078 27 5728 SH DEFINED 01 10 5728 0 0
MIDAS INC COM 595626102 600 48001 SH DEFINED 01 48001 0 0
S&P MID-CAP 400 DEPOSITARY REC COM 595635103 857 9549 SH DEFINED 01 9549 0 0
S&P MID-CAP 400 DEPOSITARY REC COM 595635103 13427 149600 SH DEFINED 01 05 0 149600 0
ERICSSON(LM) COM 5959378 36 23500 SH DEFINED 01 10 23500 0 0
WILLIAM DEMANT COM 5961544 5 200 SH DEFINED 01 10 200 0 0
STM MICROELECTRONICS COM 5962332 44 1782 SH DEFINED 01 10 1782 0 0
SANDVIK AB COM 5963108 15 600 SH DEFINED 01 10 600 0 0
VESTAS WIND COM 5964651 7 270 SH DEFINED 01 10 270 0 0
SOC GENERALE COM 5966516 60 906 SH DEFINED 01 10 906 0 0
MIDDLESEX WATER COM 596680108 184 7000 SH DEFINED 01 7000 0 0
WM-DATA AB COM 5970465 2 1000 SH DEFINED 01 10 1000 0 0
GETRONICS NV COM 5971424 2 808 SH DEFINED 01 10 808 0 0
SONAE SGPS S COM 5973992 3 5779 SH DEFINED 01 10 5779 0 0
MIDLAND CO. COM 597486109 45 880 SH DEFINED 01 02 0 880 0
MIDLAND CO. COM 597486109 3 66 SH DEFINED 01 03 0 66 0
ALCATEL "A" SHARES COM 5975006 24 3408 SH DEFINED 01 10 3408 0 0
BANCA POPOLARE-CARIRE SPA COM 5975062 7 5099 SH DEFINED 01 10 5099 0 0
ITALCEMENT SPA COM 5975932 5 520 SH DEFINED 01 10 520 0 0
TELIA AB COM 5978384 12 4400 SH DEFINED 01 10 4400 0 0
MIDWEST EXPRESS COM 597911106 586 44369 SH DEFINED 01 44369 0 0
GIVAUDAN COM 5980613 9 22 SH DEFINED 01 10 22 0 0
SERONO COM 5981070 15 23 SH DEFINED 01 10 23 0 0
MIDWAY GAMES COM 598148104 1316 154800 SH DEFINED 01 154800 0 0
DANONE COM 5981810 54 393 SH DEFINED 01 10 393 0 0
ZURICH FINANCIAL SERVICES GRP COM 5983816 55 272 SH DEFINED 01 10 272 0 0
KON PHILIPS ELECTRONICS NV COM 5986622 117 4188 SH DEFINED 01 10 4188 0 0
MILACRON INC COM 598709103 2714 263500 SH DEFINED 01 263500 0 0
MILACRON INC COM 598709103 2626 255000 SH DEFINED 01 05 0 255000 0
THOMSON MULT COM 5988930 11 471 SH DEFINED 01 10 471 0 0
TF1-TV COM 5997118 10 389 SH DEFINED 01 10 389 0 0
MILLENIUM PHARMACEUTICALS COM 599902103 230 18944 SH DEFINED 01 18944 0 0
MILLENIUM CHEM INC COM 599903101 3 208 SH DEFINED 01 208 0 0
ASM PACIFIC TECHNOLOGY COM 6002453 2 1000 SH DEFINED 01 10 1000 0 0
MILLER (MILLER) COM 600544100 3108 153125 SH DEFINED 01 153125 0 0
MILLER (MILLER) COM 600544100 5075 250000 SH DEFINED 01 05 0 250000 0
MILLIPORE COM 601073109 351 10998 SH DEFINED 01 10998 0 0
MILLIPORE COM 601073109 364 11373 SH DEFINED 01 03 0 11373 0
MILLIPORE COM 601073109 16 512 SH DEFINED 01 05 0 512 0
AJINOMOTO CO COM 6010906 21 2000 SH DEFINED 01 10 2000 0 0
MILLS COM 601148109 2 74 SH DEFINED 01 74 0 0
AIFUL CORP. COM 6019419 10 150 SH DEFINED 01 10 150 0 0
AMADA CO COM 6022105 5 1000 SH DEFINED 01 10 1000 0 0
MINEFINDERS RESTRICTED SPECIAL COM 602500993 431 125000 SH DEFINED 01 125000 0 0
MINERALS TECHNOLOGIE COM 603158106 103 2100 SH DEFINED 01 02 0 2100 0
MINERALS TECHNOLOGIES COM 603158106 1282 26002 SH DEFINED 01 26002 0 0
MINERALS TECHNOLOGIES COM 603158106 7 143 SH DEFINED 01 03 0 143 0
FUJI TELEVISION NETWORK, INC. COM 6036582 6 1 SH DEFINED 01 10 1 0 0
SINGAPORE TE COM 6043214 8 7000 SH DEFINED 01 10 7000 0 0
MIPS TECH INC COM 604567107 1 173 SH DEFINED 01 173 0 0
MIPS TECHNOLOGIES CL B COM 604567206 469 84104 SH DEFINED 01 84104 0 0
AOYAMA TRADI COM 6045878 2 200 SH DEFINED 01 10 200 0 0
MIRANT COM 604675108 834 114194 SH DEFINED 01 114194 0 0
MIRANT COM 604675108 690 94581 SH DEFINED 01 03 0 94581 0
MIRANT COM 604675108 32 4329 SH DEFINED 01 05 0 4329 0
ACOM CO COM 6049784 16 230 SH DEFINED 01 10 230 0 0
BANK OF AMERICA CORP COM 60505104 2512 35700 SH DEFINED 11 12 0 35700 0
BANK OF AMERICA CORP COM 60505104 17913 254600 SH DEFINED 11 12 13 0 254600 0
WESTFIELD HOLDINGS COM 6054142 9 1100 SH DEFINED 01 10 1100 0 0
ASAHI BREWER COM 6054409 8 1000 SH DEFINED 01 10 1000 0 0
ASAHI KASEI CO COM 6054603 13 4000 SH DEFINED 01 10 4000 0 0
ASAHI GLASS COM 6055208 19 3000 SH DEFINED 01 10 3000 0 0
ASATSU DK COM 6056052 2 100 SH DEFINED 01 10 100 0 0
ASHIKAGA BAN COM 6056977 1 1000 SH DEFINED 01 10 1000 0 0
MISSISSIPPI VALLEY B COM 605720101 4 70 SH DEFINED 01 02 0 70 0
MISSISSIPPI VALLEY BANCSHARES COM 605720101 1307 25274 SH DEFINED 01 25274 0 0
MISSISSIPPI VALLEY BANCSHARES COM 605720101 157 3026 SH DEFINED 01 05 0 3026 0
AUST GAS LIG COM 6064969 4 784 SH DEFINED 01 10 784 0 0
ANZ BANK COM 6065586 42 3904 SH DEFINED 01 10 3904 0 0
AMCOR LIMITE COM 6066608 7 1454 SH DEFINED 01 10 1454 0 0
MITSUBISHI COM 606755999 10149 1403000 SH DEFINED 01 1403000 0 0
MITSUBISHI COM 606755999 3334 461000 SH DEFINED 01 03 0 461000 0
MITSUBISHI COM 606755999 6944 960000 SH DEFINED 01 05 0 960000 0
MITSUBISHI ELECTRIC COM 606777993 727 162000 SH DEFINED 01 162000 0 0
MITSUBISHI HEAVY IND LTD COM 606793107 227 75000 SH DEFINED 01 75000 0 0
MITSUBISHI ESTATE COM 606796993 12 1526 SH DEFINED 01 1526 0 0
MITSUBISHI ESTATES. COM 606797X29 197 24068 SH DEFINED 01 24068 0 0
MITSUBISHI TOKYO FINL COM 606819993 4045 600 SH DEFINED 01 600 0 0
MITSUBISHI TOKYO FINL COM 606819993 155 23 SH DEFINED 01 05 0 23 0
MITSUI CHEMICALS COM 606822997 1359 272000 SH DEFINED 01 272000 0 0
MITSUI & CO LTD COM 606827996 923 138000 SH DEFINED 01 138000 0 0
MITSUI O.S.K. LINES COM 606829992 1238 589000 SH DEFINED 01 589000 0 0
MITSUI FUDOSAN COM 606839991 6680 755291 SH DEFINED 01 755291 0 0
MITSUI FUDOSAN COM 606839991 4103 464000 SH DEFINED 01 03 0 464000 0
MITSUI FUDOSAN COM 606839991 12699 1436000 SH DEFINED 01 05 0 1436000 0
AUTOBACS SEV COM 6068422 3 100 SH DEFINED 01 10 100 0 0
MOBILE MINI INC. COM 60740F105 781 45692 SH DEFINED 01 45692 0 0
BK OF EAST A COM 6075648 6 3200 SH DEFINED 01 10 3200 0 0
FUKUOKA BANK COM 6075693 8 2000 SH DEFINED 01 10 2000 0 0
WESTPAC BKG COM 6076146 40 4378 SH DEFINED 01 10 4378 0 0
MODINE MFG COM 607828100 2714 110462 SH DEFINED 01 110462 0 0
MODINE MFG COM 607828100 4 154 SH DEFINED 01 03 0 154 0
MODINE MFG COM 607828100 123 5017 SH DEFINED 01 05 0 5017 0
MODINE MFG CO COM 607828100 60 2460 SH DEFINED 01 02 0 2460 0
MODTECH HOLDINGS INC COM 60783C100 582 49543 SH DEFINED 01 49543 0 0
MODTECH HOLDINGS INC COM 60783C100 58 4900 SH DEFINED 01 05 0 4900 0
MOHAWK INDS COM 608190104 14716 239156 SH DEFINED 01 239156 0 0
MOHAWK INDS COM 608190104 20254 329184 SH DEFINED 01 05 0 329184 0
MOLECULAR DEVICES COM 60851C107 769 43214 SH DEFINED 01 43214 0 0
MOLEX COM 608554101 266 7922 SH DEFINED 01 7922 0 0
MOLEX COM 608554101 1527 45538 SH DEFINED 01 03 0 45538 0
MOLEX COM 608554101 70 2084 SH DEFINED 01 05 0 2084 0
TELSTRA CORP COM 6087289 24 9217 SH DEFINED 01 10 9217 0 0
MONACO COACH COM 60886R103 2000 92284 SH DEFINED 01 92284 0 0
CLP HOLDINGS COM 6097017 26 6600 SH DEFINED 01 10 6600 0 0
MONOLITHIC SYS TECH COM 609842109 3 309 SH DEFINED 01 309 0 0
BERGESEN D Y ASA-B SHARES COM 6100906 1 35 SH DEFINED 01 10 35 0 0
AMP LIMITED COM 6115715 24 2794 SH DEFINED 01 10 2794 0 0
MONSANTO CO NEW COM 61166W101 14514 815388 SH DEFINED 01 815388 0 0
MONSANTO CO NEW COM 61166W101 1634 91800 SH DEFINED 01 05 0 91800 0
BRAMBLES IND COM 6120009 11 1994 SH DEFINED 01 10 1994 0 0
BENESSE CORP COM 6121927 5 300 SH DEFINED 01 10 300 0 0
COCA-COLA AM COM 6123451 8 2301 SH DEFINED 01 10 2301 0 0
AUCKLAND INTL AIRPORT CO COM 6123707 1 691 SH DEFINED 01 10 691 0 0
TREND MICRO INC COM 6125286 14 500 SH DEFINED 01 10 500 0 0
NTT DATA COM COM 6125639 16 4 SH DEFINED 01 10 4 0 0
MONTEREY PASTA COM 612570101 338 35800 SH DEFINED 01 35800 0 0
SEMBCORP COM 6128713 3 4000 SH DEFINED 01 10 4000 0 0
NIT DOCOMO COM 6129277 76 31 SH DEFINED 01 10 31 0 0
BRIDGESTONE COM 6132101 28 2000 SH DEFINED 01 10 2000 0 0
SINGAPORE PR COM 6133966 11 1000 SH DEFINED 01 10 1000 0 0
BHP BILLITON LTD COM 6144690 54 9319 SH DEFINED 01 10 9319 0 0
MONTPELIER RE HLDS COM 614500999 14790 150000 SH DEFINED 01 05 0 150000 0
CONTACT ENER COM 6152529 3 1411 SH DEFINED 01 10 1411 0 0
MONY GROUP COM 615337102 4708 138480 SH DEFINED 01 138480 0 0
MONY GROUP COM 615337102 381 11200 SH DEFINED 01 05 0 11200 0
MOODY'S COM 615369105 4282 86062 SH DEFINED 01 86062 0 0
MOODY'S COM 615369105 1806 36311 SH DEFINED 01 03 0 36311 0
MOODY'S COM 615369105 83 1665 SH DEFINED 01 05 0 1665 0
MOOG CL A COM 615394202 2615 60986 SH DEFINED 01 60986 0 0
MOOG CL A COM 615394202 5 120 SH DEFINED 01 03 0 120 0
MOOG CL A COM 615394202 224 5214 SH DEFINED 01 05 0 5214 0
MOOG INC CL A COM 615394202 79 1854 SH DEFINED 01 02 0 1854 0
MOORE CORP LTD COM 615785995 254 22200 SH DEFINED 01 22200 0 0
MIRVAC GROUP COM 6161978 3 1067 SH DEFINED 01 10 1067 0 0
PACIFIC CENTURY CYBERWORKS COM 6164007 8 34355 SH DEFINED 01 10 34355 0 0
CANON INC COM 6172323 113 3000 SH DEFINED 01 10 3000 0 0
MORGAN STANLEY COM 617446448 5288 122732 SH DEFINED 01 0 122732 0
MORGAN STANLEY COM 617446448 312668 7257859 SH DEFINED 01 7257859 0 0
MORGAN STANLEY COM 617446448 1071 24856 SH DEFINED 01 02 0 24856 0
MORGAN STANLEY COM 617446448 13864 321819 SH DEFINED 01 03 0 321819 0
MORGAN STANLEY COM 617446448 69044 1602716 SH DEFINED 01 05 0 1602716 0
MORGAN STANLEY DAN WITTER COM 617446448 3050 70800 SH DEFINED 11 12 13 0 70800 0
MORGAN STANLEY DEAN WITTER COM 617446448 504 11700 SH DEFINED 11 12 0 11700 0
MORGAN STANLEY DEAN WITTER COM 617446448 9 200 SH DEFINED 11 12 13 0 200 0
DBS GROUP HL COM 6175203 28 4000 SH DEFINED 01 10 4000 0 0
CARTER HOLT COM 6178406 4 4053 SH DEFINED 01 10 4053 0 0
CASIO COMPUT COM 6178967 5 1000 SH DEFINED 01 10 1000 0 0
CATHAY PACIF COM 6179755 5 3000 SH DEFINED 01 10 3000 0 0
COMPUTERSHARE LTD COM 6180412 1 997 SH DEFINED 01 10 997 0 0
CHARTERED SEMICONDUCTOR COM 6180917 6 3000 SH DEFINED 01 10 3000 0 0
CENTRAL JAPA COM 6183552 18 3 SH DEFINED 01 10 3 0 0
CSL COM 6185495 5 281 SH DEFINED 01 10 281 0 0
CHEUNG COM 6190273 42 5000 SH DEFINED 01 10 5000 0 0
CHIBA BANK COM 6190563 7 2000 SH DEFINED 01 10 2000 0 0
PYRAMID RUSSELL 2000 COM 619464XX3 87833 171442 SH DEFINED 01 03 0 171442 0
PYRAMID FIXED INCOME COM 619465XX0 29406 107217 SH DEFINED 01 03 0 107217 0
PYRAMID EAFE INDEX COM 619466XX8 1492 12594 SH DEFINED 01 03 0 12594 0
CHUBU COM 6195609 35 2000 SH DEFINED 01 10 2000 0 0
CHUGAI PHARM COM 6196408 12 1000 SH DEFINED 01 10 1000 0 0
CITIZEN WATC COM 6197304 7 1000 SH DEFINED 01 10 1000 0 0
CITY DEVELOP COM 6197928 6 2000 SH DEFINED 01 10 2000 0 0
MOTIENT CORP-WT04 COM 619908148 0 4 SH DEFINED 01 4 0 0
MOTOROLA COM 620076109 6374 442000 SH DEFINED 01 0 442000 0
MOTOROLA COM 620076109 149936 10397729 SH DEFINED 01 10397729 0 0
MOTOROLA COM 620076109 14329 993541 SH DEFINED 01 02 0 993541 0
MOTOROLA COM 620076109 7932 550025 SH DEFINED 01 03 0 550025 0
MOTOROLA COM 620076109 53623 3718746 SH DEFINED 01 05 0 3718746 0
TRANSURBAN GROUP COM 6200882 2 955 SH DEFINED 01 10 955 0 0
COLES MYER COM 6209908 10 2656 SH DEFINED 01 10 2656 0 0
ORIGIN ENERGY COM 6214861 2 1202 SH DEFINED 01 10 1202 0 0
CMNWLTH BK OF AUST COM 6215035 58 3144 SH DEFINED 01 10 3144 0 0
CSK CORP COM 6215552 7 200 SH DEFINED 01 10 200 0 0
BORAL LIMITE COM 6218670 3 1202 SH DEFINED 01 10 1202 0 0
RIO TINTO LI COM 6220103 15 818 SH DEFINED 01 10 818 0 0
PAPERLINX LTD COM 6222206 1 453 SH DEFINED 01 10 453 0 0
COMFORT GROUP COM 6223629 1 1500 SH DEFINED 01 10 1500 0 0
COSMO OIL COM 6226338 2 1000 SH DEFINED 01 10 1000 0 0
CSR LIMITED COM 6238645 8 2208 SH DEFINED 01 10 2208 0 0
CYCLE & CARR COM 6242260 3 1006 SH DEFINED 01 10 1006 0 0
MOVIE GALLERY COM 624581104 2080 98500 SH DEFINED 01 98500 0 0
MOVIE GALLERY COM 624581104 224 10600 SH DEFINED 01 05 0 10600 0
MPOWER HOLDING COM 62473L101 0 100 SH DEFINED 01 100 0 0
MUELLER INDS COM 624756102 3451 108692 SH DEFINED 01 108692 0 0
DAIEI INC COM 6249982 2 1000 SH DEFINED 01 10 1000 0 0
DAIICHI PHAR COM 6250218 18 1000 SH DEFINED 01 10 1000 0 0
DAITO TRUST COM 6250508 6 300 SH DEFINED 01 10 300 0 0
DAICEL CHEM COM 6250542 3 1000 SH DEFINED 01 10 1000 0 0
DAIMARU INC COM 6250768 5 1000 SH DEFINED 01 10 1000 0 0
DAINIPPON COM 6250821 4 2000 SH DEFINED 01 10 2000 0 0
DAI NIPPON COM 6250906 27 2000 SH DEFINED 01 10 2000 0 0
DAIWA HOUSE COM 6251363 12 2000 SH DEFINED 01 10 2000 0 0
DAIWA SECS G COM 6251448 26 4000 SH DEFINED 01 10 4000 0 0
ARISTOCRAT LEISURE LTD AUD COM 6253983 2 785 SH DEFINED 01 10 785 0 0
MUENCHENER RUECKVERSICHERUNGS- COM 625820998 2944 12443 SH DEFINED 01 12443 0 0
MUENCHENER RUECKVERSICHERUNGS- COM 625820998 1029 4349 SH DEFINED 01 03 0 4349 0
MUENCHENER RUECKVERSICHERUNGS- COM 625820998 3253 13752 SH DEFINED 01 05 0 13752 0
LAWSON COM 6266914 6 200 SH DEFINED 01 10 200 0 0
MURPHY OIL COM 626717102 123894 1501746 SH DEFINED 01 1501746 0 0
MURPHY OIL COM 626717102 2292 27772 SH DEFINED 01 02 0 27772 0
MURPHY OIL COM 626717102 3852 46695 SH DEFINED 01 03 0 46695 0
MURPHY OIL COM 626717102 16867 204444 SH DEFINED 01 05 0 204444 0
HONG KONG E&C COM 6267359 7 4000 SH DEFINED 01 10 4000 0 0
NRMA INSURANCE COM 6271026 6 3660 SH DEFINED 01 10 3660 0 0
JOHNSON ELECTRIC HOLDINGS ORD COM 6281939 6 5000 SH DEFINED 01 10 5000 0 0
GIORDANO HOLDINGS LD COM 6282040 2 4000 SH DEFINED 01 10 4000 0 0
MYERS IND INC COM 628464109 1304 76586 SH DEFINED 01 76586 0 0
MYKROLIS COM 62852P103 652 55139 SH DEFINED 01 55139 0 0
MYLAN LABORATORIES COM 628530107 150 4795 SH DEFINED 01 4795 0 0
MYRIAD GENETICS COM 62855J104 535 26278 SH DEFINED 01 26278 0 0
MYRIAD GENETICS COM 62855J104 2 100 SH DEFINED 01 02 0 100 0
LI & FUNG COM 6286257 11 8000 SH DEFINED 01 10 8000 0 0
MIZUHO HOLDINGS, INC. COM 6286280 38 17 SH DEFINED 01 10 17 0 0
ANSELL COM 6286611 1 394 SH DEFINED 01 10 394 0 0
NBTY COM 628782104 7267 469388 SH DEFINED 01 469388 0 0
NBTY COM 628782104 8 526 SH DEFINED 01 03 0 526 0
NBTY COM 628782104 367 23700 SH DEFINED 01 05 0 23700 0
NBTY INC COM 628782104 129 8360 SH DEFINED 01 02 0 8360 0
NCI BUILDING SYSTEMS COM 628852105 1780 100000 SH DEFINED 01 100000 0 0
NCI BUILDING SYSTEMS COM 628852105 56 3220 SH DEFINED 01 02 0 3220 0
NCI BUILDING SYSTEMS COM 628852105 4 208 SH DEFINED 01 03 0 208 0
NCI BUILDING SYSTEMS COM 628852105 194 10900 SH DEFINED 01 05 0 10900 0
NCO GROUP COM 628858102 21 970 SH DEFINED 01 970 0 0
NCO GROUP COM 628858102 2 110 SH DEFINED 01 02 0 110 0
NCR COM 62886E108 95 2721 SH DEFINED 01 2721 0 0
NCR COM 62886E108 808 23171 SH DEFINED 01 03 0 23171 0
NCR COM 62886E108 37 1062 SH DEFINED 01 05 0 1062 0
NIC INC COM 62914B100 0 153 SH DEFINED 01 153 0 0
NL INDUSTRIES INC COM 629156407 3 200 SH DEFINED 01 200 0 0
NMS COMM CORP COM 629248105 51 20988 SH DEFINED 01 20988 0 0
NPS PHARMACEUTICALS COM 62936P103 538 35094 SH DEFINED 01 35094 0 0
NPS PHARMACEUTICALS COM 62936P103 1 50 SH DEFINED 01 02 0 50 0
NPS PHARMACEUTICALS COM 62936P103 41 2700 SH DEFINED 01 05 0 2700 0
ONESTEEL LTD. COM 6293729 1 909 SH DEFINED 01 10 909 0 0
NRG ENERGY CV 6.50% PRF 629377201 5494 486200 SH DEFINED 01 486200 0 0
NRJ GROUP COM 629379991 279 15400 SH DEFINED 01 15400 0 0
NTL INCORPORATED COM 629407107 0 570 SH DEFINED 01 570 0 0
NTL INC PIK PFD 13.00% 02/15 PRF 629407503 712 35588 SH DEFINED 01 35588 0 0
NTL INC PIK PFD 13.00% 02/15 PRF 629407503 106 5296 SH DEFINED 01 05 0 5296 0
NTT DOCOMO COM 629425992 12353 5019 SH DEFINED 01 5019 0 0
NTT DOCOMO COM 629425992 2648 1076 SH DEFINED 01 03 0 1076 0
NTT DOCOMO COM 629425992 12729 5172 SH DEFINED 01 05 0 5172 0
NUI CORP COM 629431107 1377 50541 SH DEFINED 01 50541 0 0
NVR COM 62944T105 9027 27949 SH DEFINED 01 27949 0 0
NVR COM 62944T105 187 580 SH DEFINED 01 05 0 580 0
NVR INC COM 62944T105 5 14 SH DEFINED 01 02 0 14 0
NYMAGIC COM 629484106 127 8500 SH DEFINED 01 8500 0 0
NABORS INDS CVT CONV BND 629568AD8 178 280000 PRN DEFINED 01 02 0 0 280000
NACCO IND CL A COM 629579103 2 31 SH DEFINED 01 31 0 0
EAST JAPAN COM 6298542 42 9 SH DEFINED 01 10 9 0 0
NANOGEN INC COM 630075109 0 75 SH DEFINED 01 75 0 0
EBARA CORP COM 6302700 5 1000 SH DEFINED 01 10 1000 0 0
EISAI CO COM 6307200 18 700 SH DEFINED 01 10 700 0 0
CAPITALAND COM 6309303 5 6000 SH DEFINED 01 10 6000 0 0
DENKI KAGAKU COM 6309820 3 1000 SH DEFINED 01 10 1000 0 0
NASDAQ-100 INDEX TRACKING COM 631100104 208686 8004825 SH DEFINED 01 8004825 0 0
NASDAQ-100 INDEX TRACKING COM 631100104 38344 1470800 SH DEFINED 01 05 0 1470800 0
NASDAQ-100 SHARES COM 631100104 233 8953 SH DEFINED 01 02 0 8953 0
NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 0 300 0
NASDAQ STOCK MARKET COM 631103108 3 300 SH DEFINED 01 05 0 300 0
NASH FINCH COM 631158102 3949 123570 SH DEFINED 01 123570 0 0
NASH FINCH COM 631158102 6 197 SH DEFINED 01 03 0 197 0
NASH FINCH COM 631158102 316 9900 SH DEFINED 01 05 0 9900 0
NASH FINCH CO COM 631158102 99 3090 SH DEFINED 01 02 0 3090 0
NASSDA CORP COM 63172M101 1608 130000 SH DEFINED 01 130000 0 0
ESPRIT HOLDINGS LIMITED COM 6321642 6 3040 SH DEFINED 01 10 3040 0 0
NATL AUSTRALIA BANK COM 632993994 1248 62800 SH DEFINED 01 62800 0 0
NATL AUSTRALIA BANK COM 632996997 10002 503254 SH DEFINED 01 503254 0 0
NATL AUSTRALIA BANK COM 632996997 18337 922713 SH DEFINED 01 05 0 922713 0
NIPPON UNIPAC HOLDING COM 6334781 19 3 SH DEFINED 01 10 3 0 0
MITSUBISHI TOKYO FINANCIAL GRO COM 6335171 74 11 SH DEFINED 01 10 11 0 0
UFJ HOLDINGS INC COM 6335223 24 10 SH DEFINED 01 10 10 0 0
GOODMAN FIEL COM 6336549 3 2933 SH DEFINED 01 10 2933 0 0
FOSTERS GROUP LTD COM 6349268 14 5384 SH DEFINED 01 10 5384 0 0
NATL CITY COM 635405103 11467 344882 SH DEFINED 01 344882 0 0
NATL CITY COM 635405103 4839 145558 SH DEFINED 01 03 0 145558 0
NATL CITY COM 635405103 467 14067 SH DEFINED 01 05 0 14067 0
NATL COMMERCE FINANCIAL COM 63545P104 207 7861 SH DEFINED 01 7861 0 0
FUJI PHOTO F COM 6356525 32 1000 SH DEFINED 01 10 1000 0 0
FUJI MACHINE COM 6356592 2 100 SH DEFINED 01 10 100 0 0
FUJIKURA COM 6356707 4 1000 SH DEFINED 01 10 1000 0 0
FUJISAWA PHARMACEUTICAL CO COM 6356804 24 1000 SH DEFINED 01 10 1000 0 0
FANUC COM 6356934 15 300 SH DEFINED 01 10 300 0 0
FUJITSU COM 6356945 35 5000 SH DEFINED 01 10 5000 0 0
FUJI SOFT AB COM 6357001 4 100 SH DEFINED 01 10 100 0 0
FURUKAWA ELE COM 6357562 8 2000 SH DEFINED 01 10 2000 0 0
GANDEL RETAIL TRUST COM 6361370 2 2559 SH DEFINED 01 10 2559 0 0
NATL FUEL GAS COM 636180101 69 3097 SH DEFINED 01 3097 0 0
NATL GRID GROUP PLC COM 636251993 7866 1107492 SH DEFINED 01 1107492 0 0
NATL GRID GROUP PLC COM 636251993 10496 1477604 SH DEFINED 01 05 0 1477604 0
NATL INSTRUMENT COM 636518102 64 1961 SH DEFINED 01 1961 0 0
GEN PROPERTY COM 6365866 5 3449 SH DEFINED 01 10 3449 0 0
GENERAL SEKIYU KK COM 6366007 7 1000 SH DEFINED 01 10 1000 0 0
NATL-OILWELL COM 637071101 1116 53040 SH DEFINED 01 53040 0 0
NATL PENN BANCSHARE COM 637138108 2 86 SH DEFINED 01 86 0 0
NATL PRESTO IND COM 637215104 702 21949 SH DEFINED 01 21949 0 0
NATIONAL PROCESSING COM 637229105 7 262 SH DEFINED 01 262 0 0
NATL SEMICONDUCTOR COM 637640103 11412 391217 SH DEFINED 01 391217 0 0
NATL SEMICONDUCTOR COM 637640103 1230 42171 SH DEFINED 01 03 0 42171 0
NATL SEMICONDUCTOR COM 637640103 11425 391679 SH DEFINED 01 05 0 391679 0
NATIONAL SERVICE INDUSTRIES IN COM 637657206 0 16 SH DEFINED 01 16 0 0
NATIONAL VISION INC COM 63845P101 325 292419 SH DEFINED 01 02 0 292419 0
NATIONWIDE FINL COM 638612101 8 203 SH DEFINED 01 203 0 0
NATIONWIDE HEALTH COM 638620104 2 120 SH DEFINED 01 120 0 0
NAVIGATORS GROUP COM 638904102 891 33300 SH DEFINED 01 33300 0 0
NAVIGATORS GROUP COM 638904102 1 45 SH DEFINED 01 03 0 45 0
NAVIGATORS GROUP COM 638904102 59 2200 SH DEFINED 01 05 0 2200 0
NAVIGATORS GROUP INC COM 638904102 23 850 SH DEFINED 01 02 0 850 0
NATURES SUNSHINE PRO COM 639027101 584 51641 SH DEFINED 01 51641 0 0
NATUZZI SPA-SP ADR COM 63905A101 5708 375800 SH DEFINED 01 375800 0 0
NATUZZI SPA-SP ADR COM 63905A101 475 31300 SH DEFINED 01 05 0 31300 0
NAUTICA ENTERPRISES COM 639089101 9697 746475 SH DEFINED 01 746475 0 0
NAUTICA ENTERPRISES COM 639089101 774 59600 SH DEFINED 01 05 0 59600 0
NAUTILUS GROUP INC COM 63910B102 2223 72676 SH DEFINED 01 72676 0 0
NAUTILUS GROUP INC COM 63910B102 4 147 SH DEFINED 01 02 0 147 0
NAUTILUS GROUP INC COM 63910B102 269 8800 SH DEFINED 01 05 0 8800 0
NAVISTAR INTL COM 63934E108 5597 174919 SH DEFINED 01 174919 0 0
NAVISTAR INTL COM 63934E108 455 14231 SH DEFINED 01 03 0 14231 0
NAVISTAR INTL COM 63934E108 3541 110643 SH DEFINED 01 05 0 110643 0
NAVISITE INC COM 63935M109 0 279 SH DEFINED 01 279 0 0
NAVIGANT CONSULTING COM 63935N107 133 19000 SH DEFINED 01 0 19000 0
NAVIGANT CONSULTING COM 63935N107 0 66 SH DEFINED 01 66 0 0
NDCHEALTH COM 639480102 3065 109876 SH DEFINED 01 109876 0 0
NDCHEALTH CORP COM 639480102 4 130 SH DEFINED 01 02 0 130 0
GUNMA BANK COM 6398088 5 1000 SH DEFINED 01 10 1000 0 0
GUNZE COM 6398709 4 1000 SH DEFINED 01 10 1000 0 0
NEIMAN MARCUS GROUP CL A COM 640204202 828 23872 SH DEFINED 01 23872 0 0
THOMAS NELSON COM 640376109 519 49092 SH DEFINED 01 49092 0 0
NEOFORMA INC COM 640475505 0 10 SH DEFINED 01 10 0 0
NEOPOST SA COM 640479994 458 11500 SH DEFINED 01 11500 0 0
NEON COMMUNICATIONS INC COM 640506101 0 61 SH DEFINED 01 61 0 0
HANG SENG BA COM 6408374 27 2500 SH DEFINED 01 10 2500 0 0
HANKYU DEPT STORES COM 6408705 8 1000 SH DEFINED 01 10 1000 0 0
NEUBERGER BERMAN GENESIS TRUST COM 640917100 139 4672 SH DEFINED 01 03 0 4672 0
NEUBERGER BERMAN PARTNERS TRUS COM 640917407 729 50629 SH DEFINED 01 03 0 50629 0
NEOPHARM INC COM 640919106 754 60000 SH DEFINED 01 60000 0 0
NET.B@NK INC COM 640933107 758 65094 SH DEFINED 01 65094 0 0
NETWORK ASSOCIATES COM 640938106 32503 1686721 SH DEFINED 01 1686721 0 0
NETWORK ASSOCIATES COM 640938106 1095 56800 SH DEFINED 01 05 0 56800 0
NESTLE COM 641069992 38472 165004 SH DEFINED 01 165004 0 0
NESTLE COM 641069992 8608 36921 SH DEFINED 01 03 0 36921 0
NESTLE COM 641069992 20759 89039 SH DEFINED 01 05 0 89039 0
NET 2 PHONE COM 64108N106 0 37 SH DEFINED 01 37 0 0
Netcentives COM 64108P101 0 83334 SH DEFINED 01 0 8334 0
NETFLIX.COM INC COM 64110L106 858 61300 SH DEFINED 01 61300 0 0
NETEGRITY COM 64110P107 4153 674165 SH DEFINED 01 674165 0 0
NETEGRITY COM 64110P107 95 15400 SH DEFINED 01 05 0 15400 0
NESTOR HEALTHCARE GROUP COM 641111992 401 56000 SH DEFINED 01 56000 0 0
NETOPIA INC COM 64114K104 0 48 SH DEFINED 01 48 0 0
NETRO CORP COM 64114R109 0 102 SH DEFINED 01 102 0 0
NET IQ COM 64115P102 7 321 SH DEFINED 01 321 0 0
NET IQ COM 64115P102 2 110 SH DEFINED 01 02 0 110 0
NETSCOUT SYS INC COM 64115T104 724 106088 SH DEFINED 01 106088 0 0
NETSCOUT SYS INC COM 64115T104 88 12900 SH DEFINED 01 05 0 12900 0
NETRATINGS INC COM 64116M108 1 157 SH DEFINED 01 157 0 0
NETWORK EQUIP TECH COM 641208103 305 70947 SH DEFINED 01 70947 0 0
NETWORK APPLIANCE COM 64120L104 9844 793216 SH DEFINED 01 793216 0 0
NETWORK APPLIANCE COM 64120L104 130 10470 SH DEFINED 01 02 0 10470 0
NETWORK APPLIANCE COM 64120L104 975 78551 SH DEFINED 01 03 0 78551 0
NETWORK APPLIANCE COM 64120L104 16066 1294597 SH DEFINED 01 05 0 1294597 0
NEUBERGER BERMAN COM 641234109 99 2706 SH DEFINED 01 2706 0 0
NEURO CRINE COM 64125C109 3 100 SH DEFINED 01 02 0 100 0
NEUROCRINE BIOSCIENCES COM 64125C109 1575 54948 SH DEFINED 01 54948 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 152 5300 SH DEFINED 01 05 0 5300 0
JAMES HARDIE COM 6412977 3 868 SH DEFINED 01 10 868 0 0
NEVSUN RESOURCES LTD CA;NSU/C$ COM 64156L994 576 600000 SH DEFINED 01 600000 0 0
Netcentives COM 641993944 0 733137 SH DEFINED 01 0 733137 0
HENDERSON LAND COM 6420538 8 2000 SH DEFINED 01 10 2000 0 0
DAIWA BANK COM 6421553 9 12000 SH DEFINED 01 10 12000 0 0
HIROSE ELECT COM 6428725 9 100 SH DEFINED 01 10 100 0 0
HITACHI COM 6429104 58 9000 SH DEFINED 01 10 9000 0 0
HITACHI ZOSEN CORP COM 6429308 1 2000 SH DEFINED 01 10 2000 0 0
MITSUI TRUST HOLDINGS COM 6431897 6 2900 SH DEFINED 01 10 2900 0 0
HOKURIKU BAN COM 6433161 3 2000 SH DEFINED 01 10 2000 0 0
HONDA MOTOR COM 6435145 81 2000 SH DEFINED 01 10 2000 0 0
NEW CENTURY FINL COM 64352D101 612 17500 SH DEFINED 01 17500 0 0
HONG KONG ELECTRIC COM 6435327 17 4500 SH DEFINED 01 10 4500 0 0
WHARF (HOLDI COM 6435576 14 6000 SH DEFINED 01 10 6000 0 0
HONGKONG&CHI COM 6436557 21 15851 SH DEFINED 01 10 15851 0 0
NEW ENGLAND BUS SERV COM 643872104 1049 41722 SH DEFINED 01 41722 0 0
HOTEL PROPERTIES COM 6440183 1 1000 SH DEFINED 01 10 1000 0 0
HOYA CORP. COM 6441506 22 300 SH DEFINED 01 10 300 0 0
NEW FOCUS COM 644383101 2 561 SH DEFINED 01 561 0 0
HUTCHISON WH COM 6448068 52 6900 SH DEFINED 01 10 6900 0 0
HYSAN DEVELO COM 6449629 2 2029 SH DEFINED 01 10 2029 0 0
MACQUARIE INFRASTRUCTURE COM 6456942 8 4923 SH DEFINED 01 10 4923 0 0
ORICA LIMITE COM 6458001 3 577 SH DEFINED 01 10 577 0 0
NEW JERSEY RESOURCES COM 646025106 26200 877727 SH DEFINED 01 877727 0 0
NEW JERSEY RESOURCES COM 646025106 96 3210 SH DEFINED 01 02 0 3210 0
NEW JERSEY RESOURCES COM 646025106 6 208 SH DEFINED 01 03 0 208 0
NEW JERSEY RESOURCES COM 646025106 144 4839 SH DEFINED 01 05 0 4839 0
ISETAN COM 6466844 10 1000 SH DEFINED 01 10 1000 0 0
ISHIHARA SANGYO Y50 COM 6466866 2 1000 SH DEFINED 01 10 1000 0 0
ISHIKAWAJIMA COM 6466985 5 3000 SH DEFINED 01 10 3000 0 0
JOHN FAIRFAX COM 6467074 4 1942 SH DEFINED 01 10 1942 0 0
ITOCHU CORP COM 6467803 14 4000 SH DEFINED 01 10 4000 0 0
ITO-YOKADO C COM 6467944 50 1000 SH DEFINED 01 10 1000 0 0
NIPPON SHOKUBAI COM 6470588 5 1000 SH DEFINED 01 10 1000 0 0
JAPAN AIR LI COM 6471871 6 2000 SH DEFINED 01 10 2000 0 0
JGC CORP COM 6473468 7 1000 SH DEFINED 01 10 1000 0 0
JAPAN TOBACCO COM 6474535 13 2 SH DEFINED 01 10 2 0 0
JOYO BANK COM 6479767 5 2000 SH DEFINED 01 10 2000 0 0
AEON CO. LTD COM 6480048 27 1000 SH DEFINED 01 10 1000 0 0
NEW PLAN EXCEL REALTY TRUST COM 648053106 77 3680 SH DEFINED 01 3680 0 0
KAJIMA CORP COM 6481320 6 2000 SH DEFINED 01 10 2000 0 0
KAMIGUMI CO COM 6482668 4 1000 SH DEFINED 01 10 1000 0 0
KANEBO COM 6483241 2 1000 SH DEFINED 01 10 1000 0 0
KANEKA CORP COM 6483360 7 1000 SH DEFINED 01 10 1000 0 0
KANSAI ELEC COM 6483489 33 2100 SH DEFINED 01 10 2100 0 0
KAO CORP COM 6483809 46 2000 SH DEFINED 01 10 2000 0 0
KATOKICHI CO COM 6484244 2 100 SH DEFINED 01 10 100 0 0
KAWASAKI HEA COM 6484620 4 3000 SH DEFINED 01 10 3000 0 0
KAWASAKI STE COM 6484664 9 7000 SH DEFINED 01 10 7000 0 0
KAWASAKI KIS COM 6484686 1 1000 SH DEFINED 01 10 1000 0 0
KEIHIN ELEC COM 6487306 5 1000 SH DEFINED 01 10 1000 0 0
KEIO ELECTRIC COM 6487362 5 1000 SH DEFINED 01 10 1000 0 0
KEPPEL CORP COM 6490263 5 2000 SH DEFINED 01 10 2000 0 0
KIKKOMAN SHOYU COM 6490809 6 1000 SH DEFINED 01 10 1000 0 0
KEYENCE CORP COM 6490995 21 100 SH DEFINED 01 10 100 0 0
NEW WORLD RESTAURANT GROUP COM 649271103 35 130000 SH DEFINED 01 130000 0 0
KINDEN COM 6492924 5 1000 SH DEFINED 01 10 1000 0 0
KINKI NIPPON COM 6492968 13 4120 SH DEFINED 01 10 4120 0 0
KIRIN BREWER COM 6493745 14 2000 SH DEFINED 01 10 2000 0 0
NEW YORK COM BANCORP COM 649445103 75 2760 SH DEFINED 01 02 0 2760 0
NEW YORK COMMUNITY BANCORP COM 649445103 6996 258169 SH DEFINED 01 258169 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 9412 347300 SH DEFINED 01 05 0 347300 0
KOMATSU COM 6496584 7 2000 SH DEFINED 01 10 2000 0 0
KONAMI CORP. COM 6496681 6 300 SH DEFINED 01 10 300 0 0
KONICA COM 6496700 6 1000 SH DEFINED 01 10 1000 0 0
KOYO SEIKO CO COM 6497082 5 1000 SH DEFINED 01 10 1000 0 0
KUBOTA CORP COM 6497509 12 4000 SH DEFINED 01 10 4000 0 0
KURARAY CO COM 6497662 7 1000 SH DEFINED 01 10 1000 0 0
KYOCERA CORP. COM 6499260 37 500 SH DEFINED 01 10 500 0 0
KYOWA HAKKO COM 6499550 5 1000 SH DEFINED 01 10 1000 0 0
KYUSHU COM 6499806 18 1200 SH DEFINED 01 10 1200 0 0
NEW YORK TIMES CL A COM 650111107 937 18206 SH DEFINED 01 18206 0 0
NEW YORK TIMES CL A COM 650111107 1835 35640 SH DEFINED 01 03 0 35640 0
NEW YORK TIMES CL A COM 650111107 84 1634 SH DEFINED 01 05 0 1634 0
TELECOM CORP OF NEW ZEALAND COM 650200991 25 10511 SH DEFINED 01 10511 0 0
NEWCREST MINING COM 650902992 851 200000 SH DEFINED 01 200000 0 0
NEWCREST MINING COM 650902992 2412 566767 SH DEFINED 01 03 0 566767 0
NEWMONT MINING COM 6509772 4 1448 SH DEFINED 01 10 1448 0 0
LEIGHTON HOL COM 6511227 3 558 SH DEFINED 01 10 558 0 0
LEND LEASE C COM 6512004 6 1072 SH DEFINED 01 10 1072 0 0
NEWELL RUBBERMAID COM 651229106 31711 904502 SH DEFINED 01 904502 0 0
NEWELL RUBBERMAID COM 651229106 2338 66689 SH DEFINED 01 03 0 66689 0
NEWELL RUBBERMAID COM 651229106 3305 94274 SH DEFINED 01 05 0 94274 0
NEWFIELD EXPLORATION COM 651290108 24527 659869 SH DEFINED 01 659869 0 0
NEWFIELD EXPLORATION COM 651290108 39634 1066234 SH DEFINED 01 02 0 1066234 0
NEWFIELD EXPLORATION COM 651290108 2602 70000 SH DEFINED 01 03 0 70000 0
NEWFIELD EXPLORATION COM 651290108 762 20501 SH DEFINED 01 05 0 20501 0
MILLEA HOLDING COM 6513126 33 4 SH DEFINED 01 10 4 0 0
NEWHALL LAND & FARMG COM 651426108 9 282 SH DEFINED 01 282 0 0
NEWMONT MINING COM 651639106 30306 1151011 SH DEFINED 01 1151011 0 0
NEWMONT MINING COM 651639106 2427 92171 SH DEFINED 01 03 0 92171 0
NEWMONT MINING COM 651639106 1074 40796 SH DEFINED 01 05 0 40796 0
COM 651639999 519 192500 SH DEFINED 01 192500 0 0
NTT DOCOMO W/I COM 6516697 59 24 SH DEFINED 01 10 24 0 0
NEWPARK RESOURCES COM 651718504 259 35330 SH DEFINED 01 35330 0 0
NEWPORT COM 651824104 912 58267 SH DEFINED 01 58267 0 0
NEWPORT COM 651824104 96 6150 SH DEFINED 01 05 0 6150 0
NEWPORT CORP COM 651824104 1 90 SH DEFINED 01 02 0 90 0
FRASER & NEA COM 6519630 4 900 SH DEFINED 01 10 900 0 0
NEWPOWER HOLDINGS INC COM 652463100 0 667 SH DEFINED 01 667 0 0
NEWS CORP ADR COM 652487802 1047 53000 SH DEFINED 01 53000 0 0
NEXT COM 652500992 358 25231 SH DEFINED 01 25231 0 0
NEXT COM 652500992 3708 261008 SH DEFINED 01 03 0 261008 0
NEWTEK CAPITAL COM 652526997 15 5000 SH DEFINED 01 05 0 5000 0
NEXTCARD COM 65332K107 0 222 SH DEFINED 01 222 0 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 2914 908343 SH DEFINED 01 908343 0 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 615 191723 SH DEFINED 01 03 0 191723 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 134 41778 SH DEFINED 01 05 0 41778 0
NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 7241 24968 SH DEFINED 01 24968 0 0
NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 820 2826 SH DEFINED 01 05 0 2826 0
NEXTEL PIK PFD SERIES E 11.12 PRF 65332V707 3604 14414 SH DEFINED 01 14414 0 0
NEXTEL PIK PFD SERIES E 11.12 PRF 65332V707 500 1998 SH DEFINED 01 05 0 1998 0
NEXTEL COM CVT CONV BND 65332VAY9 4965 12000000 PRN DEFINED 01 02 0 0 12000000
NEXTEL PARTNERS CL A COM 65333F107 1144 379970 SH DEFINED 01 379970 0 0
NEXPRISE INC COM 65333Q202 0 3 SH DEFINED 01 3 0 0
NET LEVEL COMM COM 65333U104 0 121 SH DEFINED 01 121 0 0
NH HOTELES S.A. COM 653400994 557 44400 SH DEFINED 01 44400 0 0
NICOR COM 654086107 11489 251125 SH DEFINED 01 251125 0 0
NICOR COM 654086107 477 10424 SH DEFINED 01 03 0 10424 0
NICOR COM 654086107 21 468 SH DEFINED 01 05 0 468 0
NIFCO INC COM 654092998 298 30000 SH DEFINED 01 30000 0 0
NIKE CL B COM 654106103 4046 75403 SH DEFINED 01 75403 0 0
NIKE CL B COM 654106103 3389 63163 SH DEFINED 01 03 0 63163 0
NIKE CL B COM 654106103 155 2895 SH DEFINED 01 05 0 2895 0
99 CENTS ONLY STORE COM 65440K106 40972 1597363 SH DEFINED 01 02 0 1597363 0
99 CENTS ONLY STORES COM 65440K106 25719 1002678 SH DEFINED 01 1002678 0 0
99 CENTS ONLY STORES COM 65440K106 3524 137399 SH DEFINED 01 03 0 137399 0
99 CENTS ONLY STORES COM 65440K106 1050 40920 SH DEFINED 01 05 0 40920 0
NIPPON MEAT PACKERS INC COM 654460997 1930 154000 SH DEFINED 01 154000 0 0
NIPPON STEEL COM 654619956 318 203890 SH DEFINED 01 203890 0 0
NIPPON TELEGRAPH & TELEPHONE COM 654620962 4331 1053 SH DEFINED 01 1053 0 0
NIPPON TELEGRAPH & TELEPHONE COM 654620962 1324 322 SH DEFINED 01 03 0 322 0
NIPPON TELEGRAPH & TELEPHONE COM 654620962 4569 1111 SH DEFINED 01 05 0 1111 0
NISOURCE COM 65473P105 2505 114704 SH DEFINED 01 114704 0 0
NISOURCE COM 65473P105 1079 49433 SH DEFINED 01 03 0 49433 0
NISOURCE COM 65473P105 90 4135 SH DEFINED 01 05 0 4135 0
NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0
NISSAN MOTOR COM 654744994 9529 1376054 SH DEFINED 01 1376054 0 0
NISSAN MOTOR COM 654744994 1095 158000 SH DEFINED 01 03 0 158000 0
NISSAN MOTOR COM 654744994 3607 521000 SH DEFINED 01 05 0 521000 0
NISSIN HEALTHCARE COM 654885995 283 12000 SH DEFINED 01 12000 0 0
NOKIA ADR A COM 654902204 11237 776089 SH DEFINED 01 0 776089 0
NOKIA ADR A COM 654902204 867 59613 SH DEFINED 01 02 0 59613 0
NOKIA ADR CL A COM 654902204 45883 3168692 SH DEFINED 01 3168692 0 0
NOKIA ADR CL A COM 654902204 161 11100 SH DEFINED 01 03 0 11100 0
NOKIA ADR CL A COM 654902204 8822 609214 SH DEFINED 01 05 0 609214 0
MIM HOLDINGS COM 6550167 3 3659 SH DEFINED 01 10 3659 0 0
NOBLE ENERGY INC COM 655044105 622 17247 SH DEFINED 01 17247 0 0
MABUCHI MOTOR COM 6551030 10 100 SH DEFINED 01 10 100 0 0
MACQUARIE BANK LTD COM 6551353 8 517 SH DEFINED 01 10 517 0 0
NOMURA RESEARCH INST (4307) COM 655360998 11288 82100 SH DEFINED 01 82100 0 0
NOMURA RESEARCH INST (4307) COM 655360998 10766 78300 SH DEFINED 01 05 0 78300 0
NOMURA HOLDINGS COM 655361103 23656 1611000 SH DEFINED 01 1611000 0 0
NOMURA HOLDINGS COM 655361103 3642 248000 SH DEFINED 01 03 0 248000 0
NOMURA HOLDINGS COM 655361103 10000 681000 SH DEFINED 01 05 0 681000 0
NORDEA COM 655499994 800 146988 SH DEFINED 01 146988 0 0
NORDDEUTSCHE AFFINER COM 655558997 4 300 SH DEFINED 01 300 0 0
NORDSON COM 655663102 32 1289 SH DEFINED 01 1289 0 0
NORDSTROM COM 655664100 85 3756 SH DEFINED 01 3756 0 0
NORDSTROM COM 655664100 717 31671 SH DEFINED 01 03 0 31671 0
NORDSTROM COM 655664100 33 1451 SH DEFINED 01 05 0 1451 0
NORFOLK SOUTHERN COM 655844108 6465 276525 SH DEFINED 01 276525 0 0
NORFOLK SOUTHERN COM 655844108 2135 91296 SH DEFINED 01 03 0 91296 0
NORFOLK SOUTHERN COM 655844108 98 4189 SH DEFINED 01 05 0 4189 0
NORFOLK SOUTHERN CO COM 655844108 201 8600 SH DEFINED 01 02 0 8600 0
NORSKE SKOGSINDUSTRIER COM 656533999 11 600 SH DEFINED 01 600 0 0
NORTEK COM 656559101 1353 30000 SH DEFINED 01 30000 0 0
NORTEK COM 656559101 6 143 SH DEFINED 01 03 0 143 0
NORTEK INC COM 656559101 100 2210 SH DEFINED 01 02 0 2210 0
NORTEL NETWORKS COM 656568102 1789 1233673 SH DEFINED 01 1233673 0 0
NORTEL NETWORKS COM 656568102 1341 924778 SH DEFINED 01 03 0 924778 0
NORTEL NETWORKS COM 656568102 100 68770 SH DEFINED 01 05 0 68770 0
NORTEL NETWORKS CORP COM 656568102 10 6680 SH DEFINED 01 02 0 6680 0
NORTEL NETWORKS COM 656568995 238 164400 SH DEFINED 01 164400 0 0
MARUBENI COR COM 6569464 3 3000 SH DEFINED 01 10 3000 0 0
MARUI CO COM 6569527 13 1000 SH DEFINED 01 10 1000 0 0
MATSUSHITA COMM COM 6572666 12 300 SH DEFINED 01 10 300 0 0
MATSUSHITA E COM 6572707 82 6000 SH DEFINED 01 10 6000 0 0
MATSUSHITA COM 6572729 7 1000 SH DEFINED 01 10 1000 0 0
MAYNE GROUP COM 6574606 4 1528 SH DEFINED 01 10 1528 0 0
MEIJI DAIRIES CORP COM 6576088 3 1000 SH DEFINED 01 10 1000 0 0
MEIJI SEIKA COM 6576185 4 1000 SH DEFINED 01 10 1000 0 0
MEITEC COM 6576356 3 100 SH DEFINED 01 10 100 0 0
SUNCORP-METW COM 6585084 7 974 SH DEFINED 01 10 974 0 0
NOKIA COM 659002FR5 10469 715283 SH DEFINED 01 715283 0 0
NOKIA COM 659002FR5 3940 269147 SH DEFINED 01 03 0 269147 0
NOKIA COM 659002FR5 14316 978121 SH DEFINED 01 05 0 978121 0
CREDIT SAISO COM 6591809 9 400 SH DEFINED 01 10 400 0 0
NORTH FOLK BANCORP COM 659424105 105 2635 SH DEFINED 01 02 0 2635 0
NORTH FORK BANCORPORATION COM 659424105 9129 229282 SH DEFINED 01 229282 0 0
NORTH FORK BANCORPORATION COM 659424105 8639 217000 SH DEFINED 01 05 0 217000 0
MITSUBISHI E COM 6596729 25 3000 SH DEFINED 01 10 3000 0 0
MITSUBISHI C COM 6596785 22 3000 SH DEFINED 01 10 3000 0 0
MITSUBISHI G COM 6596923 2 1000 SH DEFINED 01 10 1000 0 0
MITSUBISHI C COM 6597001 12 5000 SH DEFINED 01 10 5000 0 0
MITSUBISHI E COM 6597045 27 6000 SH DEFINED 01 10 6000 0 0
MITSUBISHI H COM 6597067 27 9000 SH DEFINED 01 10 9000 0 0
MITSUBISHI COM 6597089 6 3000 SH DEFINED 01 10 3000 0 0
MITSUBISHI PAPER MILL COM 6597142 1 1000 SH DEFINED 01 10 1000 0 0
MITSUBISHI R COM 6597164 7 2000 SH DEFINED 01 10 2000 0 0
MITSUI & CO COM 6597302 27 4000 SH DEFINED 01 10 4000 0 0
MITSUI MININ COM 6597346 3 1000 SH DEFINED 01 10 1000 0 0
MITSUI CHEM COM 6597368 10 2000 SH DEFINED 01 10 2000 0 0
MITSUI ENG & SHIP COM 6597380 3 2000 SH DEFINED 01 10 2000 0 0
MITSUKOSHI COM 6597487 3 1000 SH DEFINED 01 10 1000 0 0
MITSUI FUDOS COM 6597603 18 2000 SH DEFINED 01 10 2000 0 0
MURATA MFG C COM 6610403 45 700 SH DEFINED 01 10 700 0 0
NGK INSULATO COM 6619507 8 1000 SH DEFINED 01 10 1000 0 0
NGK SPARK PL COM 6619604 8 1000 SH DEFINED 01 10 1000 0 0
NEWS CORPORA COM 6620758 26 5726 SH DEFINED 01 10 5726 0 0
NAMCO COM 6620941 2 100 SH DEFINED 01 10 100 0 0
NATL AUSTRAL COM 6624608 82 4110 SH DEFINED 01 10 4110 0 0
NEPTUNE ORIE COM 6628859 2 3000 SH DEFINED 01 10 3000 0 0
NEW WORLD DE COM 6633767 4 5000 SH DEFINED 01 10 5000 0 0
NINTENDO CO COM 6639550 44 300 SH DEFINED 01 10 300 0 0
NIKKO SECURITIES COM 6640284 20 4000 SH DEFINED 01 10 4000 0 0
DENSO CORP COM 6640381 23 1500 SH DEFINED 01 10 1500 0 0
NEC CORP COM 6640400 35 5000 SH DEFINED 01 10 5000 0 0
NKK CORP. COM 6640466 9 9000 SH DEFINED 01 10 9000 0 0
NIDEC CORPOR COM 6640682 7 100 SH DEFINED 01 10 100 0 0
NIPPON MEAT COM 6640767 13 1000 SH DEFINED 01 10 1000 0 0
NICHIREI COR COM 6640864 3 1000 SH DEFINED 01 10 1000 0 0
NIPPON SUISA COM 6640927 2 1000 SH DEFINED 01 10 1000 0 0
NISSHIN SEIFUN GROUP INC COM 6640961 7 1000 SH DEFINED 01 10 1000 0 0
NISHIMATSU COM 6640983 3 1000 SH DEFINED 01 10 1000 0 0
JAPAN ENERGY COM 6641209 3 2000 SH DEFINED 01 10 2000 0 0
NIPPON TELEGRAPH & TELEPHONE COM 6641373 70 17 SH DEFINED 01 10 17 0 0
NIPPON OIL COM 6641403 21 4000 SH DEFINED 01 10 4000 0 0
NIPPON SHEET COM 6641447 3 1000 SH DEFINED 01 10 1000 0 0
NSK COM 6641544 4 1000 SH DEFINED 01 10 1000 0 0
NISSIN FOOD COM 6641760 6 300 SH DEFINED 01 10 300 0 0
NITTO DENKO CORP COM 6641801 13 400 SH DEFINED 01 10 400 0 0
NIPPON EXPRE COM 6642127 16 3000 SH DEFINED 01 10 3000 0 0
NIKON CORP COM 6642321 11 1000 SH DEFINED 01 10 1000 0 0
YAMAHA COM 6642387 10 1000 SH DEFINED 01 10 1000 0 0
MINEBEA CO COM 6642406 6 1000 SH DEFINED 01 10 1000 0 0
NIPPON STEEL COM 6642569 27 17000 SH DEFINED 01 10 17000 0 0
NISSAN MOTOR COM 6642860 48 7000 SH DEFINED 01 10 7000 0 0
NISSHINBO IN COM 6642923 5 1000 SH DEFINED 01 10 1000 0 0
NOMURA HOLDINGS COM 6643108 88 6000 SH DEFINED 01 10 6000 0 0
NIPPON YUSEN COM 6643960 10 3000 SH DEFINED 01 10 3000 0 0
NORTHEAST UTILITIES COM 664397106 5291 283546 SH DEFINED 01 283546 0 0
NORTHEAST UTILITIES COM 664397106 4852 260000 SH DEFINED 01 05 0 260000 0
ORIENTAL LAN COM 6648891 7 100 SH DEFINED 01 10 100 0 0
NTN CORP COM 6651189 4 1000 SH DEFINED 01 10 1000 0 0
OBAYASHI COR COM 6656407 6 2000 SH DEFINED 01 10 2000 0 0
OJI PAPER CO COM 6657701 17 3000 SH DEFINED 01 10 3000 0 0
OKUMURA CORP COM 6657808 3 1000 SH DEFINED 01 10 1000 0 0
NORTHERN TRUST COM 665859104 361 8199 SH DEFINED 01 8199 0 0
NORTHERN TRUST COM 665859104 2298 52154 SH DEFINED 01 03 0 52154 0
NORTHERN TRUST COM 665859104 105 2390 SH DEFINED 01 05 0 2390 0
OLYMPUS OPTI COM 6658801 14 1000 SH DEFINED 01 10 1000 0 0
OMRON CORP COM 6659428 14 1000 SH DEFINED 01 10 1000 0 0
TAIHEIYO CEM COM 6660204 4 2000 SH DEFINED 01 10 2000 0 0
ORIX CORP COM 6661144 18 220 SH DEFINED 01 10 220 0 0
OSAKA GAS CO COM 6661768 14 6000 SH DEFINED 01 10 6000 0 0
O/SEAS CHINE COM 6663689 26 4000 SH DEFINED 01 10 4000 0 0
NORTHROP GRUMMAN COM 666807102 51869 414958 SH DEFINED 01 414958 0 0
NORTHROP GRUMMAN COM 666807102 3317 26534 SH DEFINED 01 03 0 26534 0
NORTHROP GRUMMAN COM 666807102 231 1844 SH DEFINED 01 05 0 1844 0
NORTHROP GRUMMAN COR COM 666807102 3250 26000 SH DEFINED 01 0 26000 0
NORTHROP GRUMMAN COR COM 666807102 36 280 SH DEFINED 01 02 0 280 0
NWA COM 667280101 849 70436 SH DEFINED 01 70436 0 0
NWA COM 667280101 1447 120000 SH DEFINED 01 05 0 120000 0
NORTHWEST NATURAL GAS COMPANY COM 667655104 2381 81621 SH DEFINED 01 81621 0 0
NORTHWEST NATURAL GAS COMPANY COM 667655104 8 274 SH DEFINED 01 03 0 274 0
NW NATURAL GAS CO COM 667655104 129 4430 SH DEFINED 01 02 0 4430 0
NORTHWEST NAT GA 100 PRF 667655708 17319 170000 SH DEFINED 01 04 0 170000 0
NORTHWESTERN CORP COM 668074107 1489 87869 SH DEFINED 01 87869 0 0
NORTHWESTERN CORP COM 668074107 54 3210 SH DEFINED 01 02 0 3210 0
NORTHWESTERN CORP COM 668074107 4 208 SH DEFINED 01 03 0 208 0
PIONEER CORP COM 6688745 9 500 SH DEFINED 01 10 500 0 0
BROWN CAP MGMT SM CO COM 66976M409 31262 1195024 SH DEFINED 01 03 0 1195024 0
NOVARTIS AG-ADR COM 66987V109 21258 485000 SH DEFINED 01 485000 0 0
NOVARTIS AG-ADR COM 66987V109 45 1020 SH DEFINED 01 02 0 1020 0
NOVARTIS AG-ADR COM 66987V109 859 19600 SH DEFINED 01 05 0 19600 0
NU HORIZONS ELEC COR COM 669908105 5393 650600 SH DEFINED 01 650600 0 0
NU HORIZONS ELEC COR COM 669908105 497 59900 SH DEFINED 01 05 0 59900 0
NOVADIGM COM 669937104 217 29900 SH DEFINED 01 29900 0 0
NUANCE COMMUNICATION COM 669967101 0 82 SH DEFINED 01 82 0 0
NOVAVAX COM 670002104 651 152700 SH DEFINED 01 152700 0 0
NOVELL COM 670006105 1249 389160 SH DEFINED 01 389160 0 0
NOVELL COM 670006105 274 85314 SH DEFINED 01 03 0 85314 0
NOVELL COM 670006105 146 45202 SH DEFINED 01 05 0 45202 0
NOVELLUS SYSTEMS COM 670008101 29847 877850 SH DEFINED 01 877850 0 0
NOVELLUS SYSTEMS COM 670008101 3976 116917 SH DEFINED 01 03 0 116917 0
NOVELLUS SYSTEMS COM 670008101 8355 245725 SH DEFINED 01 05 0 245725 0
NOVELLUS SYSTEMS INC COM 670008101 38463 1131232 SH DEFINED 01 02 0 1131232 0
NOVEN PHARMACEUTICAL COM 670009109 3 130 SH DEFINED 01 02 0 130 0
NOVEN PHARMACEUTICALS COM 670009109 4916 192786 SH DEFINED 01 192786 0 0
NOVEN PHARMACEUTICALS COM 670009109 263 10300 SH DEFINED 01 05 0 10300 0
NUCENTRIX BROADBAND COM 670198100 0 119 SH DEFINED 01 119 0 0
NSTAR COM 67019E107 89 1996 SH DEFINED 01 1996 0 0
PROMISE CO COM 6703295 15 300 SH DEFINED 01 10 300 0 0
NUCOR COM 670346105 72660 1117159 SH DEFINED 01 1117159 0 0
NUCOR COM 670346105 2997 46068 SH DEFINED 01 03 0 46068 0
NUCOR COM 670346105 12835 197340 SH DEFINED 01 05 0 197340 0
NUCOR CORP COM 670346105 631 9700 SH DEFINED 01 02 0 9700 0
NUEVO ENERGY CO COM 670509108 866 54801 SH DEFINED 01 54801 0 0
NUMERICAL TECHNOLOG COM 67053T101 1 159 SH DEFINED 01 159 0 0
NUTRECO HOLDING N.V. COM 670610997 164 4818 SH DEFINED 01 4818 0 0
NVIDIA COM 67066G104 6843 398360 SH DEFINED 01 398360 0 0
NVIDIA COM 67066G104 604 35186 SH DEFINED 01 03 0 35186 0
NVIDIA COM 67066G104 270 15712 SH DEFINED 01 05 0 15712 0
NYFIX INC COM 670712108 837 98464 SH DEFINED 01 98464 0 0
SUEZ SA COM 670800994 229 8600 SH DEFINED 01 8600 0 0
O`CHARLEY`S COM 670823103 1533 60575 SH DEFINED 01 60575 0 0
OKLAHOMA GAS & ELEC COM 670837103 69 3014 SH DEFINED 01 3014 0 0
OM GROUP COM 670872100 6234 100538 SH DEFINED 01 100538 0 0
NOVARTIS COM 670889997 61713 1403336 SH DEFINED 01 1403336 0 0
NOVARTIS COM 670889997 10474 238188 SH DEFINED 01 03 0 238188 0
NOVARTIS COM 670889997 44960 1022375 SH DEFINED 01 05 0 1022375 0
OMV COM 671039998 673 6850 SH DEFINED 01 6850 0 0
OSI PHARMACEUTICALS COM 671040103 2 94 SH DEFINED 01 94 0 0
OSI SYSTEMS INC COM 671044105 681 34340 SH DEFINED 01 34340 0 0
QBE INS GROU COM 6715740 4 1082 SH DEFINED 01 10 1082 0 0
OAK TECHNOLOGY COM 671802106 1186 261816 SH DEFINED 01 261816 0 0
OAK TECHNOLOGY COM 671802106 2 430 SH DEFINED 01 02 0 430 0
OAK TECHNOLOGY COM 671802106 95 20900 SH DEFINED 01 05 0 20900 0
OAKLEY COM 673662102 2148 122717 SH DEFINED 01 122717 0 0
OAKLEY COM 673662102 84 4800 SH DEFINED 01 05 0 4800 0
RICOH COM 6738220 35 2000 SH DEFINED 01 10 2000 0 0
OCCAM NETWORKS INC COM 67457P101 0 243 SH DEFINED 01 243 0 0
OCCIDENTAL PETROLEUM COM 674599105 14745 491617 SH DEFINED 01 491617 0 0
OCCIDENTAL PETROLEUM COM 674599105 2673 89155 SH DEFINED 01 03 0 89155 0
OCCIDENTAL PETROLEUM COM 674599105 619 20641 SH DEFINED 01 05 0 20641 0
OCE NV COM 674625991 232 19950 SH DEFINED 01 19950 0 0
ROHM CO COM 6747204 45 300 SH DEFINED 01 10 300 0 0
OCEAN ENERGY COM 67481E106 29878 1378831 SH DEFINED 01 1378831 0 0
OCEAN ENERGY COM 67481E106 21389 987034 SH DEFINED 01 05 0 987034 0
OCEAN ENERGY INC TEX COM 67481E106 5526 255000 SH DEFINED 01 0 255000 0
OCEAN ENERGY INC TEX COM 67481E106 205 9445 SH DEFINED 01 02 0 9445 0
OCEANEERING INT L COM 675232102 2091 78894 SH DEFINED 01 78894 0 0
OCEANEERING INT L COM 675232102 6 230 SH DEFINED 01 03 0 230 0
OCEANEERING INT'L COM 675232102 98 3680 SH DEFINED 01 02 0 3680 0
OCULAR SCIENCES COM 675744106 2751 103800 SH DEFINED 01 103800 0 0
OCULAR SCIENCES COM 675744106 315 11900 SH DEFINED 01 05 0 11900 0
OCWEN FINANCIAL COM 675746101 144 26900 SH DEFINED 01 26900 0 0
ODYSSEY RE HOLDINGS COM 67612W108 7 395 SH DEFINED 01 395 0 0
OFFICE DEPOT COM 676220106 144 8581 SH DEFINED 01 8581 0 0
OFFICE DEPOT COM 676220106 1219 72550 SH DEFINED 01 03 0 72550 0
OFFICE DEPOT COM 676220106 56 3321 SH DEFINED 01 05 0 3321 0
OFFICE MAX COM 67622M108 1364 231432 SH DEFINED 01 231432 0 0
OFFICE MAX COM 67622M108 79 13300 SH DEFINED 01 02 0 13300 0
OFFICE MAX COM 67622M108 5 845 SH DEFINED 01 03 0 845 0
OFFICE MAX COM 67622M108 144 24400 SH DEFINED 01 05 0 24400 0
OFFSHORE LOGISTICS COM 676255102 1707 71459 SH DEFINED 01 71459 0 0
SMC CORP COM 6763965 24 200 SH DEFINED 01 10 200 0 0
SOUTHCORP LT COM 6764689 4 1317 SH DEFINED 01 10 1317 0 0
SOFTBANK COR COM 6770620 12 900 SH DEFINED 01 10 900 0 0
SHANGRI-LA A COM 6771032 3 4000 SH DEFINED 01 10 4000 0 0
OHIO CASUALTY COM 677240103 7665 366786 SH DEFINED 01 366786 0 0
OHIO CASUALTY COM 677240103 9 417 SH DEFINED 01 03 0 417 0
OHIO CASUALTY COM 677240103 510 24400 SH DEFINED 01 05 0 24400 0
OHIO CASUALTY CORP COM 677240103 136 6520 SH DEFINED 01 02 0 6520 0
OHIO POWER CO $100 PRF 677415796 3670 36000 SH DEFINED 01 04 0 36000 0
OHI PWR CO $100 PRF 677415812 1026 10000 SH DEFINED 01 04 0 10000 0
OHIO PWR CO $100 PRF 677415820 505 5000 SH DEFINED 01 04 0 5000 0
SANKYO CO COM 6775283 14 1000 SH DEFINED 01 10 1000 0 0
SANRIO COM 6776349 2 200 SH DEFINED 01 10 200 0 0
SANTOS LIMIT COM 6776703 4 1191 SH DEFINED 01 10 1191 0 0
SANYO ELECTR COM 6776769 22 5000 SH DEFINED 01 10 5000 0 0
SAPPORO BREW COM 6776907 3 1000 SH DEFINED 01 10 1000 0 0
LUKOIL HOLDING ADR COM 677862104 7984 122721 SH DEFINED 01 122721 0 0
LUKOIL HOLDING ADR COM 677862104 309 4752 SH DEFINED 01 05 0 4752 0
OIL SERVICE HLDR DEP COM 678002106 616 10000 SH DEFINED 01 10000 0 0
OJI PAPER COM 678118993 1634 286000 SH DEFINED 01 286000 0 0
FIRST CAPITAL COM 6786735 1 1000 SH DEFINED 01 10 1000 0 0
SECOM CO COM 6791591 25 500 SH DEFINED 01 10 500 0 0
SEGA CORPORATION COM 6791955 7 300 SH DEFINED 01 10 300 0 0
SEIYU COM 6793780 4 1000 SH DEFINED 01 10 1000 0 0
SEKISUI CHEM COM 6793821 3 1000 SH DEFINED 01 10 1000 0 0
SEKISUI HOUS COM 6793906 15 2000 SH DEFINED 01 10 2000 0 0
SEVEN ELEVEN COM 6797179 39 1000 SH DEFINED 01 10 1000 0 0
OLD NATL BANCORP COM 680033107 7 260 SH DEFINED 01 260 0 0
SHARP CORP COM 6800602 38 3000 SH DEFINED 01 10 3000 0 0
OLD REPUBLIC INTL COM 680223104 144 4559 SH DEFINED 01 4559 0 0
SHIMAMURA CO COM 6804035 8 100 SH DEFINED 01 10 100 0 0
77TH BANK COM 6804165 4 1000 SH DEFINED 01 10 1000 0 0
SHIMIZU CORP COM 6804400 7 2000 SH DEFINED 01 10 2000 0 0
SHIMACHU COM 6804455 2 100 SH DEFINED 01 10 100 0 0
SHIN-ETSU COM 6804585 52 1200 SH DEFINED 01 10 1200 0 0
SHIONOGI & C COM 6804682 13 1000 SH DEFINED 01 10 1000 0 0
SHIMANO INC COM 6804820 4 300 SH DEFINED 01 10 300 0 0
SHISEIDO CO COM 6805265 13 1000 SH DEFINED 01 10 1000 0 0
SHIZUOKA BAN COM 6805328 12 2000 SH DEFINED 01 10 2000 0 0
SHOWA DENKO COM 6805469 3 2000 SH DEFINED 01 10 2000 0 0
SHOWA SHELL COM 6805544 6 1000 SH DEFINED 01 10 1000 0 0
OLIN COM 680665205 40 1839 SH DEFINED 01 1839 0 0
SINO LAND CO COM 6810429 3 8099 SH DEFINED 01 10 8099 0 0
SINGAPORE COM 6810753 12 15000 SH DEFINED 01 10 15000 0 0
PARKWAY HOLDINGS COM 6811143 1 2000 SH DEFINED 01 10 2000 0 0
SINGAPORE AIRLINES COM 6811734 22 3000 SH DEFINED 01 10 3000 0 0
SKYLARK COM 6813161 7 300 SH DEFINED 01 10 300 0 0
SNOW BRAND M COM 6818401 1 1000 SH DEFINED 01 10 1000 0 0
OMNICARE COM 681904108 922 35148 SH DEFINED 01 35148 0 0
OMNICOM GROUP COM 681919106 239 5222 SH DEFINED 01 5222 0 0
OMNICOM GROUP COM 681919106 121 2650 SH DEFINED 01 02 0 2650 0
OMNICOM GROUP COM 681919106 2016 44021 SH DEFINED 01 03 0 44021 0
OMNICOM GROUP COM 681919106 93 2021 SH DEFINED 01 05 0 2021 0
OMNICOM GROUP COM 681919106 256 5600 SH DEFINED 11 12 0 5600 0
OMNIVISION TECHNOLOG COM 682128103 26 1800 SH DEFINED 01 1800 0 0
OMNOVA SOLUTIONS W/I COM 682129101 2117 252004 SH DEFINED 01 252004 0 0
SONY CORP COM 6821506 143 2700 SH DEFINED 01 10 2700 0 0
ON ASSIGNMENT COM 682159108 1576 88526 SH DEFINED 01 88526 0 0
ON COMMAND CORP COM 682160106 0 113 SH DEFINED 01 113 0 0
ON SEMICONDUCTOR CORP COM 682189105 0 233 SH DEFINED 01 233 0 0
SCMP GROUP LTD COM 6824657 2 4000 SH DEFINED 01 10 4000 0 0
ONEOK COM 682680103 3460 157684 SH DEFINED 01 157684 0 0
ONEOK COM 682680103 364 16600 SH DEFINED 01 05 0 16600 0
ONYX SOFTWARE CP COM 683402101 0 56 SH DEFINED 01 56 0 0
OPENWAVE SYSTEMS COM 683718100 1533 273285 SH DEFINED 01 273285 0 0
OPG GROEP COM 683735997 497 11580 SH DEFINED 01 11580 0 0
OPNET TECHNOLOGIES COM 683757108 896 100000 SH DEFINED 01 100000 0 0
OPLINK COMM INC COM 68375Q106 0 362 SH DEFINED 01 362 0 0
OPTICAL CABLE CORP COM 683827109 0 138 SH DEFINED 01 138 0 0
ORACLE COM 68389X105 66341 7005258 SH DEFINED 01 7005258 0 0
ORACLE COM 68389X105 12376 1306867 SH DEFINED 01 03 0 1306867 0
ORACLE COM 68389X105 71848 7586915 SH DEFINED 01 05 0 7586915 0
ORACLE CORP COM COM 68389X105 2159 228000 SH DEFINED 01 0 228000 0
ORACLE CORP COM COM 68389X105 14730 1555640 SH DEFINED 01 02 0 1555640 0
OPTION CARE INC COM 683948103 3 202 SH DEFINED 01 02 0 202 0
STOCKLAND TRUST COM 6850856 2 832 SH DEFINED 01 10 832 0 0
ORBITAL SCIENCES COR COM 685564106 52 6372 SH DEFINED 01 02 0 6372 0
ORBITAL SCIENCES COR ORB COM 685564106 1459 183000 SH DEFINED 01 183000 0 0
ORBITAL SCIENCES COR ORB COM 685564106 3 407 SH DEFINED 01 03 0 407 0
ORBITAL SCIENCES COR ORB COM 685564106 162 20300 SH DEFINED 01 05 0 20300 0
ORBITAL SCIENCES WTS COM 685564130 23 5220 SH DEFINED 01 5220 0 0
ORCHID BIOSCIENCE COM 68571P100 0 133 SH DEFINED 01 133 0 0
SUMITOMO MITSUI BANK CORP COM 6858526 59 12000 SH DEFINED 01 10 12000 0 0
SUMITOMO OSAKA CEMENT COM 6858548 1 1000 SH DEFINED 01 10 1000 0 0
SUMITOMO CHE COM 6858560 18 4000 SH DEFINED 01 10 4000 0 0
SUMITOMO ELE COM 6858708 14 2000 SH DEFINED 01 10 2000 0 0
SUMITOMO HEA COM 6858731 1 1000 SH DEFINED 01 10 1000 0 0
SUMITOMO MET COM 6858827 4 8000 SH DEFINED 01 10 8000 0 0
SUMITOMO MET COM 6858849 9 2000 SH DEFINED 01 10 2000 0 0
SUMITOMO RLTY+DEV COM 6858902 6 1000 SH DEFINED 01 10 1000 0 0
SUMITOMO COR COM 6858946 12 2000 SH DEFINED 01 10 2000 0 0
SUMITOMO COM 6859002 14 3000 SH DEFINED 01 10 3000 0 0
SUN HUNG KAI COM 6859927 30 4000 SH DEFINED 01 10 4000 0 0
OREGON STEEL MILLS COM 686079104 1420 236600 SH DEFINED 01 236600 0 0
OREGON STEEL MILLS COM 686079104 3 477 SH DEFINED 01 03 0 477 0
OREGON STEEL MILLS COM 686079104 67 11200 SH DEFINED 01 05 0 11200 0
OREGON STEEL MLS INC COM 686079104 47 7863 SH DEFINED 01 02 0 7863 0
O REILLY AUTOMOTIVE COM 686091109 5384 195398 SH DEFINED 01 195398 0 0
ORIENTAL LAND CO LTD COM 686223991 1530 21400 SH DEFINED 01 03 0 21400 0
ORIX COM 686475997 11779 146000 SH DEFINED 01 146000 0 0
ORIX COM 686475997 3679 45600 SH DEFINED 01 03 0 45600 0
ORIX COM 686475997 14014 173700 SH DEFINED 01 05 0 173700 0
ORKLA ASA COM 686480997 343 17750 SH DEFINED 01 17750 0 0
SWIRE PACIFI COM 6867748 20 4000 SH DEFINED 01 10 4000 0 0
THK CO COM 6869131 6 300 SH DEFINED 01 10 300 0 0
TDK CORP COM 6869302 19 400 SH DEFINED 01 10 400 0 0
TAISEI CORP COM 6870100 5 2000 SH DEFINED 01 10 2000 0 0
MITSUI COM 6870122 22 4180 SH DEFINED 01 10 4180 0 0
TAISHO PHARM COM 6870144 15 1000 SH DEFINED 01 10 1000 0 0
TAKARA HOLDINGS COM 6870382 7 1000 SH DEFINED 01 10 1000 0 0
TAKASHIMAYA COM 6870401 6 1000 SH DEFINED 01 10 1000 0 0
TAKEDA CHEM COM 6870445 132 3000 SH DEFINED 01 10 3000 0 0
ADVANTEST COM 6870490 12 200 SH DEFINED 01 10 200 0 0
TABCORP HLDG COM 6873262 5 649 SH DEFINED 01 10 649 0 0
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 3771 164424 SH DEFINED 01 164424 0 0
TAKEFUJI COR COM 6876067 16 230 SH DEFINED 01 10 230 0 0
TEIJIN COM 6880507 7 2000 SH DEFINED 01 10 2000 0 0
TEIKOKU OIL COM 6880905 4 1000 SH DEFINED 01 10 1000 0 0
TELECOM CORP COM 6881436 7 2984 SH DEFINED 01 10 2984 0 0
TELEVISION COM 6881674 4 1000 SH DEFINED 01 10 1000 0 0
OSHKOSH B-GOSH CLA COM 688222207 1757 40396 SH DEFINED 01 40396 0 0
OSHKOSH TRUCK CORP COM 688239201 6216 105150 SH DEFINED 01 105150 0 0
OSHKOSH TRUCK CORP COM 688239201 103 1747 SH DEFINED 01 02 0 1747 0
OSHKOSH TRUCK CORP COM 688239201 6 107 SH DEFINED 01 03 0 107 0
OSHKOSH TRUCK CORP COM 688239201 343 5800 SH DEFINED 01 05 0 5800 0
TERUMO CORP COM 6885074 7 500 SH DEFINED 01 10 500 0 0
OSTEOTECH INC COM 688582105 402 54340 SH DEFINED 01 54340 0 0
NEWS CORPORA COM 6886925 25 4528 SH DEFINED 01 10 4528 0 0
TODA CORP COM 6893884 2 1000 SH DEFINED 01 10 1000 0 0
TOBU RAILWAY COM 6895169 6 2000 SH DEFINED 01 10 2000 0 0
TOHOKU ELEC COM 6895266 18 1300 SH DEFINED 01 10 1300 0 0
TOKYO ELEC P COM 6895404 78 3800 SH DEFINED 01 10 3800 0 0
TOKYO GAS CO COM 6895448 19 7000 SH DEFINED 01 10 7000 0 0
TOKYO ELECTRON LTD COM 6895675 33 500 SH DEFINED 01 10 500 0 0
TOKYU CORP COM 6896548 12 3000 SH DEFINED 01 10 3000 0 0
TOPPAN PRINT COM 6897024 21 2000 SH DEFINED 01 10 2000 0 0
TORAY INDS I COM 6897143 11 4000 SH DEFINED 01 10 4000 0 0
TOSHIBA CORP COM 6897217 33 8000 SH DEFINED 01 10 8000 0 0
TOTO COM 6897466 5 1000 SH DEFINED 01 10 1000 0 0
OUTBACK STEAKHOUSE COM 689899102 104 2953 SH DEFINED 01 2953 0 0
TOSTEM CORP. COM 6900212 17 1000 SH DEFINED 01 10 1000 0 0
TOSOH CORP COM 6900289 3 1000 SH DEFINED 01 10 1000 0 0
TOYOBO CO COM 6900502 3 2000 SH DEFINED 01 10 2000 0 0
TOYODA INSUSTRIES COM 6900546 6 400 SH DEFINED 01 10 400 0 0
TOYOTA MOTOR COM 6900643 196 7400 SH DEFINED 01 10 7400 0 0
TRANS COSMOS COM 6900955 2 100 SH DEFINED 01 10 100 0 0
OVERSEAS SHIPBUILDING GROUP COM 690368105 30 1412 SH DEFINED 01 1412 0 0
OVERTURE SERVICES INC COM 69039R100 908 36326 SH DEFINED 01 36326 0 0
OWENS & MINOR COM 690732102 2159 109273 SH DEFINED 01 109273 0 0
OWENS & MINOR INC COM 690732102 4 180 SH DEFINED 01 02 0 180 0
OWENS-CORNING COM 69073F103 0 102 SH DEFINED 01 102 0 0
OWENS ILLINOIS INC COM 690768403 1051 76499 SH DEFINED 01 76499 0 0
OWENS ILLINOIS INC COM 690768403 87 6310 SH DEFINED 01 02 0 6310 0
OWENS ILLINOIS INC COM 690768403 6 413 SH DEFINED 01 03 0 413 0
OWENS ILLINOIS INC COM 690768403 118 8600 SH DEFINED 01 05 0 8600 0
UBE INDUSTRI COM 6910705 3 2000 SH DEFINED 01 10 2000 0 0
UNI-CHARM CORP. COM 6911485 8 200 SH DEFINED 01 10 200 0 0
OXFORD HEALTH COM 691471106 5 100 SH DEFINED 01 02 0 100 0
OXFORD HEALTH PLANS COM 691471106 13803 297090 SH DEFINED 01 297090 0 0
OXFORD HEALTH PLANS COM 691471106 98 2100 SH DEFINED 01 03 0 2100 0
OXFORD HEALTH PLANS COM 691471106 17753 382100 SH DEFINED 01 05 0 382100 0
OXFORD INDUSTRIES COM 691497309 675 24094 SH DEFINED 01 24094 0 0
UNITED O/SEAS BK (LOCAL SHR'S) COM 6916781 22 3112 SH DEFINED 01 10 3112 0 0
UNITED OVERSEAS LAND COM 6916844 1 1000 SH DEFINED 01 10 1000 0 0
VENTURE CORP COM 6927374 8 1000 SH DEFINED 01 10 1000 0 0
PC-TEL COM 69325Q105 3363 496745 SH DEFINED 01 496745 0 0
PC-TEL COM 69325Q105 211 31100 SH DEFINED 01 05 0 31100 0
P-COM INC COM 693262206 0 42 SH DEFINED 01 42 0 0
PDI INC COM 69329V100 1 39 SH DEFINED 01 39 0 0
PG&E COM 69331C108 3269 182762 SH DEFINED 01 182762 0 0
PG&E COM 69331C108 1663 92946 SH DEFINED 01 03 0 92946 0
PG&E COM 69331C108 148 8303 SH DEFINED 01 05 0 8303 0
PFF BANCORP INC COM 69331W104 1037 27000 SH DEFINED 01 27000 0 0
PFF BANCORP INC COM 69331W104 38 990 SH DEFINED 01 02 0 990 0
PFF BANCORP INC COM 69331W104 3 66 SH DEFINED 01 03 0 66 0
PFF BANCORP INC COM 69331W104 111 2900 SH DEFINED 01 05 0 2900 0
P.F. CHANGS CHINA B COM 69333Y108 44910 1429340 SH DEFINED 01 02 0 1429340 0
P.F. CHANG'S CHINA BISTRO COM 69333Y108 2441 77700 SH DEFINED 01 77700 0 0
P.F. CHANG'S CHINA BISTRO COM 69333Y108 1232 39200 SH DEFINED 01 03 0 39200 0
PIMCO TOTAL RETURN FUND COM 693390726 5416 509469 SH DEFINED 01 03 0 509469 0
PLX TECHNOLOGY COM 693417107 351 82500 SH DEFINED 01 82500 0 0
PMA CAPITAL CORP A COM 693419202 4319 204200 SH DEFINED 01 204200 0 0
PMA CAPITAL CORP A COM 693419202 338 16000 SH DEFINED 01 05 0 16000 0
PMC-SIERRA COM 69344F106 83 8913 SH DEFINED 01 8913 0 0
PMC-SIERRA COM 69344F106 400 43091 SH DEFINED 01 03 0 43091 0
PMC-SIERRA COM 69344F106 17 1785 SH DEFINED 01 05 0 1785 0
PMC-SIERRA INC COM 69344F106 969 104305 SH DEFINED 01 02 0 104305 0
PMI GROUP COM 69344M101 130 3400 SH DEFINED 01 3400 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 29798 569967 SH DEFINED 01 569967 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 3574 68364 SH DEFINED 01 03 0 68364 0
PNC FINANCIAL SERVICES GROUP COM 693475105 28925 553263 SH DEFINED 01 05 0 553263 0
PNM RESOURCES COM 69349H107 3287 135841 SH DEFINED 01 135841 0 0
PNM RESOURCES COM 69349H107 7 274 SH DEFINED 01 03 0 274 0
PNM RESOURCES COM 69349H107 237 9800 SH DEFINED 01 05 0 9800 0
PNM RESOURCES INC COM 69349H107 102 4205 SH DEFINED 01 02 0 4205 0
PPG INDS COM 693506107 14644 236557 SH DEFINED 01 236557 0 0
PPG INDS COM 693506107 2553 41249 SH DEFINED 01 03 0 41249 0
PPG INDS COM 693506107 429 6922 SH DEFINED 01 05 0 6922 0
PPG INDUSTRIES INC COM 693506107 2548 41161 SH DEFINED 01 02 0 41161 0
PPL COM 69351T106 19982 604053 SH DEFINED 01 604053 0 0
PPL COM 69351T106 1145 34627 SH DEFINED 01 03 0 34627 0
PPL COM 69351T106 52 1582 SH DEFINED 01 05 0 1582 0
PRG-SCHULTZ INTL COM 69357C107 2642 214567 SH DEFINED 01 214567 0 0
PS BUSINESS PARKS COM 69360J107 3 88 SH DEFINED 01 88 0 0
PSS WORLD MEDICAL COM 69366A100 1844 227696 SH DEFINED 01 227696 0 0
PSS WORLD MEDICAL COM 69366A100 106 13050 SH DEFINED 01 02 0 13050 0
PSS WORLD MEDICAL COM 69366A100 7 834 SH DEFINED 01 03 0 834 0
PSS WORLD MEDICAL COM 69366A100 199 24600 SH DEFINED 01 05 0 24600 0
PACCAR COM 693718108 513 11535 SH DEFINED 01 11535 0 0
PACCAR COM 693718108 1210 27259 SH DEFINED 01 03 0 27259 0
PACCAR COM 693718108 55 1245 SH DEFINED 01 05 0 1245 0
PAC-WEST TELECOMM COM 69371Y101 0 132 SH DEFINED 01 132 0 0
PACER INTERNATIONAL INC COM 69373H106 3448 200000 SH DEFINED 01 200000 0 0
PACER INTERNATIONAL INC COM 69373H106 3741 217000 SH DEFINED 01 05 0 217000 0
THE WAREHOUSE GROUP LIMITED COM 6939625 2 474 SH DEFINED 01 10 474 0 0
PACIFIC CAP BANCORP COM 69404P101 2 80 SH DEFINED 01 80 0 0
PACIFIC NORTHWEST BA COM 69466M103 85 2710 SH DEFINED 01 02 0 2710 0
PACIFIC NORTHWEST BANCORP COM 69466M103 744 23750 SH DEFINED 01 23750 0 0
PACIFIC NORTHWEST BANCORP COM 69466M103 5 175 SH DEFINED 01 03 0 175 0
PACIFIC NORTHWEST BANCORP COM 69466M103 77 2450 SH DEFINED 01 05 0 2450 0
PACIFIC SUNWEAR COM 694873100 3 140 SH DEFINED 01 02 0 140 0
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 6252 282024 SH DEFINED 01 282024 0 0
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 3104 140000 SH DEFINED 01 05 0 140000 0
WESFARMERS COM 6948836 12 760 SH DEFINED 01 10 760 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 40704 1496464 SH DEFINED 01 1496464 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 4654 171087 SH DEFINED 01 05 0 171087 0
PACKAGING CORP OF AMERICA COM 695156109 75 3779 SH DEFINED 01 3779 0 0
PACKETER COM 695210104 0 63 SH DEFINED 01 63 0 0
PACTIV COM 695257105 103 4369 SH DEFINED 01 4369 0 0
PACTIV COM 695257105 882 37213 SH DEFINED 01 03 0 37213 0
PACTIV COM 695257105 40 1698 SH DEFINED 01 05 0 1698 0
WMC COM 6954985 12 2441 SH DEFINED 01 10 2441 0 0
WESTFIELD TR COM 6956312 7 3643 SH DEFINED 01 10 3643 0 0
WEST JAPAN RAILWAY COM 6957995 12 3 SH DEFINED 01 10 3 0 0
PALL COM 696429307 69 3307 SH DEFINED 01 3307 0 0
PALL COM 696429307 599 28879 SH DEFINED 01 03 0 28879 0
PALL COM 696429307 27 1319 SH DEFINED 01 05 0 1319 0
PALM COM 696642107 619 351385 SH DEFINED 01 351385 0 0
PALM COM 696642107 240 136288 SH DEFINED 01 03 0 136288 0
PALM COM 696642107 11 6240 SH DEFINED 01 05 0 6240 0
WING TAI HLDGS COM 6972385 1 2000 SH DEFINED 01 10 2000 0 0
WORLD CO COM 6977971 4 150 SH DEFINED 01 10 150 0 0
PANAMSAT CORP COM 697933109 124 5491 SH DEFINED 01 5491 0 0
WOODSIDE PETROLEUM LTD COM 6979728 9 1220 SH DEFINED 01 10 1220 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 1863 55300 SH DEFINED 01 55300 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 199 5900 SH DEFINED 01 05 0 5900 0
WOOLWORTHS L COM 6981239 19 2579 SH DEFINED 01 10 2579 0 0
PANERA BREAD CL A COM 69840W108 3780 108778 SH DEFINED 01 108778 0 0
PANERA BREAD CL A COM 69840W108 424 12200 SH DEFINED 01 03 0 12200 0
PANERA BREAD CO COM 69840W108 17454 502254 SH DEFINED 01 02 0 502254 0
YAMADA DENKI CO LTD COM 6985026 9 100 SH DEFINED 01 10 100 0 0
YAMANOUCHI P COM 6985383 26 1000 SH DEFINED 01 10 1000 0 0
YAMAZAKI BAKING COM 6985509 6 1000 SH DEFINED 01 10 1000 0 0
YAMATO TRANS COM 6985565 18 1000 SH DEFINED 01 10 1000 0 0
YASUDA COM 6986063 12 2000 SH DEFINED 01 10 2000 0 0
YOKOGAWA ELE COM 6986427 8 1000 SH DEFINED 01 10 1000 0 0
BK OF YOKOHA COM 6986449 13 3000 SH DEFINED 01 10 3000 0 0
PAPA JOHN'S INTL COM 698813102 27 785 SH DEFINED 01 785 0 0
PARADYNE NETWORKS COM 69911G107 0 69 SH DEFINED 01 69 0 0
PARAMETRIC TECHNOLOGY COM 699173100 29 7882 SH DEFINED 01 7882 0 0
PARAMETRIC TECHNOLOGY COM 699173100 220 61360 SH DEFINED 01 03 0 61360 0
PARAMETRIC TECHNOLOGY COM 699173100 10 2805 SH DEFINED 01 05 0 2805 0
PAREXEL COM 699462107 1116 80252 SH DEFINED 01 80252 0 0
PARGESA HOLDING AG COM 699470993 369 179 SH DEFINED 01 179 0 0
PARK ELECTROCHEMICAL COM 700416209 7448 281049 SH DEFINED 01 281049 0 0
PARK ELECTROCHEMICAL COM 700416209 65 2460 SH DEFINED 01 02 0 2460 0
PARK ELECTROCHEMICAL COM 700416209 4 154 SH DEFINED 01 03 0 154 0
PARK ELECTROCHEMICAL COM 700416209 505 19051 SH DEFINED 01 05 0 19051 0
PARK NATIONAL CORP COM 700658107 5 57 SH DEFINED 01 57 0 0
PARK-OHIO HOLDINGS COM 700666100 4 1000 SH DEFINED 01 1000 0 0
PARK PLACE ENT COR COM 700690100 119 11607 SH DEFINED 01 11607 0 0
PARK PLACE ENT COR COM 700690100 3513 342700 SH DEFINED 01 05 0 342700 0
PARKER DRILLING COM 701081101 86 25990 SH DEFINED 01 02 0 25990 0
PARKER DRILLING COMPANY COM 701081101 5 1656 SH DEFINED 01 03 0 1656 0
PARKER-HANNIFIN COM 701094104 60430 1264491 SH DEFINED 01 1264491 0 0
PARKER-HANNIFIN COM 701094104 640 13400 SH DEFINED 01 02 0 13400 0
PARKER-HANNIFIN COM 701094104 3311 69284 SH DEFINED 01 03 0 69284 0
PARKER-HANNIFIN COM 701094104 12236 256020 SH DEFINED 01 05 0 256020 0
PARMALAT FINANZIARIA COM 701799991 1424 460800 SH DEFINED 01 460800 0 0
DEUTSCHE BOERSE AG COM 7021963 9 200 SH DEFINED 01 10 200 0 0
BAYERISCHE HYPO VEREINSBANK COM 7023011 13 410 SH DEFINED 01 10 410 0 0
PATINA OIL AND GAS COM 703224105 2391 87191 SH DEFINED 01 87191 0 0
PATINA OIL AND GAS COM 703224105 3 112 SH DEFINED 01 02 0 112 0
PATHMARK STORES COM 70322A101 5 274 SH DEFINED 01 274 0 0
PATTERSON DENTAL COM 703412106 130 2592 SH DEFINED 01 2592 0 0
PATTERSON-UTI ENERGY COM 703481101 4458 157905 SH DEFINED 01 157905 0 0
PATTERSON-UTI ENERGY COM 703481101 102 3600 SH DEFINED 01 05 0 3600 0
PAXONET COMMUNICATIONS PRF 704200XX7 0 861064 SH DEFINED 01 861064 0 0
PAXONET COMMUNICATIONS PRF 704200XX7 0 921985 SH DEFINED 01 05 0 921985 0
PAXAR CORPORATION COM 704227107 2134 127407 SH DEFINED 01 127407 0 0
PAXAR CORPORATION COM 704227107 80 4810 SH DEFINED 01 02 0 4810 0
PAXAR CORPORATION COM 704227107 5 307 SH DEFINED 01 03 0 307 0
PAXSON COMMUNICATIONS CL A COM 704231109 262 45168 SH DEFINED 01 45168 0 0
PAXSON COMMUNICATION PRF 704231505 7 9 SH DEFINED 01 05 0 9 0
PAYCHEX COM 704326107 45849 1465285 SH DEFINED 01 1465285 0 0
PAYCHEX COM 704326107 8152 260496 SH DEFINED 01 03 0 260496 0
PAYCHEX COM 704326107 17166 548654 SH DEFINED 01 05 0 548654 0
PAYCHEX INC COM 704326107 97656 3120959 SH DEFINED 01 02 0 3120959 0
PAYLESS SHOESOURCE COM 704379106 50 881 SH DEFINED 01 881 0 0
PEABODY ENERGY CORP COM 704549104 7 247 SH DEFINED 01 247 0 0
PEARSON PLC COM 705010999 110 11052 SH DEFINED 01 11052 0 0
PEC SOLUTIONS COM 705107100 712 29760 SH DEFINED 01 29760 0 0
PECO II COM 705221109 1961 585300 SH DEFINED 01 585300 0 0
PECO II COM 705221109 221 65900 SH DEFINED 01 05 0 65900 0
PEDIATRIX COM 705324101 68 2710 SH DEFINED 01 02 0 2710 0
PEDIATRIX MEDICAL GROUP COM 705324101 3970 158803 SH DEFINED 01 158803 0 0
PEDIATRIX MEDICAL GROUP COM 705324101 4 175 SH DEFINED 01 03 0 175 0
PEDIATRIX MEDICAL GROUP COM 705324101 195 7800 SH DEFINED 01 05 0 7800 0
PEGASUS SATELLITE SERIES B 12 PRF 70558A502 0 1 SH DEFINED 01 1 0 0
PEGASUS SATELLITE SERIES B 12 PRF 70558A502 0 2 SH DEFINED 01 05 0 2 0
PEGASUS COMMUNICATIONS COM 705904100 6 8137 SH DEFINED 01 8137 0 0
PEGASUS SOLUTIONS COM 705906105 3 180 SH DEFINED 01 02 0 180 0
PEGASUS SOLUTIONS INC COM 705906105 3808 217617 SH DEFINED 01 217617 0 0
PEGASUS SOLUTIONS INC COM 705906105 264 15100 SH DEFINED 01 05 0 15100 0
SODEXHO ALLI COM 7062713 13 340 SH DEFINED 01 10 340 0 0
PENAUILLE POLYSERVICES COM 706589991 85 4000 SH DEFINED 01 4000 0 0
NORSKE COM 7070396 5 250 SH DEFINED 01 10 250 0 0
PENFORD CORP COM 707051108 443 24468 SH DEFINED 01 24468 0 0
PENN NATIONAL GAMING COM 707569109 3 160 SH DEFINED 01 02 0 160 0
PENN NATL GAMING COM 707569109 944 52000 SH DEFINED 01 52000 0 0
PENN NATL GAMING COM 707569109 116 6400 SH DEFINED 01 05 0 6400 0
UNIBAIL SA COM 7076242 6 102 SH DEFINED 01 10 102 0 0
NOVO-NORDISK COM 7077524 33 1000 SH DEFINED 01 10 1000 0 0
PENNEY (JC) COM 708160106 774 35169 SH DEFINED 01 35169 0 0
PENNEY (JC) COM 708160106 1385 62902 SH DEFINED 01 03 0 62902 0
PENNEY (JC) COM 708160106 63 2883 SH DEFINED 01 05 0 2883 0
PENNFED FINL SVCS COM 708167101 49 1720 SH DEFINED 01 02 0 1720 0
PENNFED FINL SVCS COM 708167101 3 110 SH DEFINED 01 03 0 110 0
AXA COM 7088429 78 4280 SH DEFINED 01 10 4280 0 0
PENNZOIL-QUAKER STATE COM 709323109 3297 153174 SH DEFINED 01 153174 0 0
PENTAIR COM 709631105 6363 132362 SH DEFINED 01 132362 0 0
PENTAIR COM 709631105 35 725 SH DEFINED 01 03 0 725 0
PENTAIR COM 709631105 135 2800 SH DEFINED 01 05 0 2800 0
PENTON MEDIA INC COM 709668107 220 102221 SH DEFINED 01 102221 0 0
GPE BRUXELLE COM 7097328 17 330 SH DEFINED 01 10 330 0 0
PORSCHE AG-PFD COM 7101069 6 12 SH DEFINED 01 10 12 0 0
PEOPLES BANK COM 710198102 10 393 SH DEFINED 01 393 0 0
NOVARTIS AG COM 7103065 391 8883 SH DEFINED 01 10 8883 0 0
PEUGEOT SA COM 7103526 25 474 SH DEFINED 01 10 474 0 0
NKT HOLDING A/S COM 7106354 1 100 SH DEFINED 01 10 100 0 0
HEINEKEN NV COM 7108048 38 865 SH DEFINED 01 10 865 0 0
ABB LTD COM 7108899 32 3640 SH DEFINED 01 10 3640 0 0
ROCHE HOLDING AG-BEARER COM 7108918 41 357 SH DEFINED 01 10 357 0 0
PEOPLES ENERGY COM 711030106 40 1100 SH DEFINED 01 1100 0 0
PEOPLES ENERGY COM 711030106 306 8351 SH DEFINED 01 03 0 8351 0
PEOPLES ENERGY COM 711030106 14 381 SH DEFINED 01 05 0 381 0
ROCHE HLDGS COM 7110388 157 2073 SH DEFINED 01 10 2073 0 0
ADECCO SA COM 7110720 23 391 SH DEFINED 01 10 391 0 0
HOLCIM LTD COM 7110764 23 100 SH DEFINED 01 10 100 0 0
INDITEX + COM 7111314 13 632 SH DEFINED 01 10 632 0 0
CLARIANT AG COM 7113990 5 211 SH DEFINED 01 10 211 0 0
SUEZ COM 7118047 40 1493 SH DEFINED 01 10 1493 0 0
KUDELSKI SA COM 7121250 4 116 SH DEFINED 01 10 116 0 0
SUEZ LYINNAISE DES EAUX COM 7121391 26 1000 SH DEFINED 01 10 1000 0 0
NESTLE SA COM 7123870 300 1285 SH DEFINED 01 10 1285 0 0
UBS AG COM 7126114 202 4016 SH DEFINED 01 10 4016 0 0
PEOPLE SOFT COM 712713106 48 3200 SH DEFINED 01 02 0 3200 0
PEOPLESOFT COM 712713106 7932 532996 SH DEFINED 01 532996 0 0
PEOPLESOFT COM 712713106 1103 74164 SH DEFINED 01 03 0 74164 0
PEOPLESOFT COM 712713106 9535 640750 SH DEFINED 01 05 0 640750 0
PARMALAT FIN COM 7128369 4 1300 SH DEFINED 01 10 1300 0 0
BANCA MONTE COM 7128541 8 2500 SH DEFINED 01 10 2500 0 0
BENETTON GRO COM 7128563 5 400 SH DEFINED 01 10 400 0 0
SAS NORGE ASA CL A COM 7130728 1 135 SH DEFINED 01 10 135 0 0
PEP BOYS COM 713278109 2780 164959 SH DEFINED 01 164959 0 0
STATOIL ASA COM 7133608 15 1702 SH DEFINED 01 10 1702 0 0
PEPSI BOTTLING GROUP COM 713409100 35337 1147317 SH DEFINED 01 1147317 0 0
PEPSI BOTTLING GROUP COM 713409100 2171 70479 SH DEFINED 01 03 0 70479 0
PEPSI BOTTLING GROUP COM 713409100 1203 39046 SH DEFINED 01 05 0 39046 0
PEPSIAMERICAS COM 71343P200 1403 93870 SH DEFINED 01 93870 0 0
PEPSICO COM 713448108 964 20000 SH DEFINED 01 0 20000 0
PEPSICO COM 713448108 214832 4457112 SH DEFINED 01 4457112 0 0
PEPSICO COM 713448108 17624 365720 SH DEFINED 01 02 0 365720 0
PEPSICO COM 713448108 20251 420125 SH DEFINED 01 03 0 420125 0
PEPSICO COM 713448108 79180 1642739 SH DEFINED 01 05 0 1642739 0
PEREGRINE SYSTEMS COM 71366Q101 0 1314 SH DEFINED 01 1314 0 0
PERFORMANCE FOOD COM 713755106 436 12854 SH DEFINED 01 02 0 12854 0
PERFORMANCE FOOD GROUP COM 713755106 15653 462293 SH DEFINED 01 462293 0 0
PERFORMANCE FOOD GROUP COM 713755106 758 22400 SH DEFINED 01 03 0 22400 0
PERFORMANCE FOOD GROUP COM 713755106 495 14624 SH DEFINED 01 05 0 14624 0
PERICOM SEMICONDUCTOR COM 713831105 947 81709 SH DEFINED 01 81709 0 0
PERKINELMER COM 714046109 38 3498 SH DEFINED 01 3498 0 0
PERKINELMER COM 714046109 327 29586 SH DEFINED 01 03 0 29586 0
PERKINELMER COM 714046109 15 1346 SH DEFINED 01 05 0 1346 0
SKANSKA AB COM 7142091 8 1200 SH DEFINED 01 10 1200 0 0
PEROT SYSTEMS CL A COM 714265105 850 78113 SH DEFINED 01 78113 0 0
PEROT SYSTEMS CL A COM 714265105 76 7000 SH DEFINED 01 05 0 7000 0
PERPETUAL TRUSTEES AUSTRALIA COM 714279999 241 10000 SH DEFINED 01 10000 0 0
PERRIGO COM 714290103 2445 188103 SH DEFINED 01 188103 0 0
PERRIGO COM 714290103 3 261 SH DEFINED 01 03 0 261 0
PERRIGO COM 714290103 3055 235000 SH DEFINED 01 05 0 235000 0
PERRIGO COMPANY COM 714290103 58 4514 SH DEFINED 01 02 0 4514 0
ENEL SPA COM 7144569 39 6876 SH DEFINED 01 10 6876 0 0
ENI COM 7145056 145 9100 SH DEFINED 01 10 9100 0 0
DEXIA COM 7147610 35 2231 SH DEFINED 01 10 2231 0 0
RICHEMONT COM 7151116 39 1694 SH DEFINED 01 10 1694 0 0
LOGITECH INTL. + COM 7151149 6 127 SH DEFINED 01 10 127 0 0
ING GROEP NV COM 7154182 143 5564 SH DEFINED 01 10 5564 0 0
BANCO DI ROMA COM 7154609 6 3000 SH DEFINED 01 10 3000 0 0
CASTORAMA DUBOIS COM 7155613 14 217 SH DEFINED 01 10 217 0 0
PERVASIVE SOFTWARE COM 715710109 0 55 SH DEFINED 01 55 0 0
PETCO ANIMAL SUP INC COM 716016209 2342 94000 SH DEFINED 01 94000 0 0
PETCO ANIMAL SUP INC COM 716016209 73 2950 SH DEFINED 01 02 0 2950 0
PETCO ANIMAL SUP INC COM 716016209 4 175 SH DEFINED 01 03 0 175 0
PETCO ANIMAL SUP INC COM 716016209 264 10600 SH DEFINED 01 05 0 10600 0
CORP MAPFRE COM 7160628 3 426 SH DEFINED 01 10 426 0 0
PETROLEO BRASILEIRO COM 716530555 5004 269133 SH DEFINED 01 269133 0 0
PETROLEO BRASILEIRO COM 716530555 193 10398 SH DEFINED 01 05 0 10398 0
PETROLEO BRASILEIRO COM 71654V408 34 1800 SH DEFINED 01 02 0 1800 0
PETROLEO BRASILEIRO ADR COM 71654V408 31684 1680000 SH DEFINED 01 1680000 0 0
PETROLEO BRASILEIRO ADR COM 71654V408 1164 61700 SH DEFINED 01 03 0 61700 0
PETROLEO BRASILEIRO ADR COM 71654V408 4929 261365 SH DEFINED 01 05 0 261365 0
PETSMART COM 716768106 1017 63371 SH DEFINED 01 63371 0 0
PETSMART COM 716768106 57 3552 SH DEFINED 01 02 0 3552 0
PETSMART COM 716768106 4 219 SH DEFINED 01 03 0 219 0
PETSMART COM 716768106 127 7900 SH DEFINED 01 05 0 7900 0
PSA PEUGEOT CITROEN COM 716826995 4728 91100 SH DEFINED 01 91100 0 0
PHARMACYCLICS COM 716933106 0 57 SH DEFINED 01 57 0 0
PFIZER COM 717081103 15405 440150 SH DEFINED 01 0 440150 0
PFIZER COM 717081103 754309 21551738 SH DEFINED 01 21551738 0 0
PFIZER COM 717081103 65230 1863501 SH DEFINED 01 02 0 1863501 0
PFIZER COM 717081103 52077 1487893 SH DEFINED 01 03 0 1487893 0
PFIZER COM 717081103 300234 8578120 SH DEFINED 01 05 0 8578120 0
PFIZER INC COM 717081103 4043 115500 SH DEFINED 11 12 0 115500 0
PFIZER INC COM 717081103 28310 808860 SH DEFINED 11 12 13 0 808860 0
PHARMACEUTICAL PROD COM 717124101 572 21700 SH DEFINED 01 02 0 21700 0
PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 5445 206715 SH DEFINED 01 206715 0 0
PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 7028 266800 SH DEFINED 01 05 0 266800 0
PHARMACEUTICAL RES. COM 717125108 4 140 SH DEFINED 01 02 0 140 0
PHARMACEUTICAL RESOURCES COM 717125108 4 158 SH DEFINED 01 158 0 0
PHARMACOPEIA COM 71713B104 1 63 SH DEFINED 01 63 0 0
PHARMACOPEIA COM 71713B104 1 100 SH DEFINED 01 02 0 100 0
PHARMACIA COM 71713U102 143406 3829267 SH DEFINED 01 3829267 0 0
PHARMACIA COM 71713U102 11503 307180 SH DEFINED 01 03 0 307180 0
PHARMACIA COM 71713U102 69346 1851703 SH DEFINED 01 05 0 1851703 0
PHARMACIA CORP COM 71713U102 3183 85002 SH DEFINED 01 0 85002 0
PHARMACIA CORP COM 71713U102 5106 136325 SH DEFINED 01 02 0 136325 0
PHARMACIA CORPORATION COM 71713U102 2693 71900 SH DEFINED 11 12 0 71900 0
PHARMACIA CORPORATION COM 71713U102 22834 609700 SH DEFINED 11 12 13 0 609700 0
CREDIT SUISS COM 7171589 110 3450 SH DEFINED 01 10 3450 0 0
PHELPS DODGE COM 717265102 8503 206371 SH DEFINED 01 206371 0 0
PHELPS DODGE COM 717265102 30849 748763 SH DEFINED 01 02 0 748763 0
PHELPS DODGE COM 717265102 1077 26127 SH DEFINED 01 03 0 26127 0
PHELPS DODGE COM 717265102 9927 240956 SH DEFINED 01 05 0 240956 0
PHILADELPHIA CONS HD COM 717528103 5047 111318 SH DEFINED 01 111318 0 0
PHILADELPHIA CONS HD COM 717528103 94 2090 SH DEFINED 01 02 0 2090 0
PHILADELPHIA CONS HD COM 717528103 6 132 SH DEFINED 01 03 0 132 0
PHILADELPHIA CONS HD COM 717528103 204 4500 SH DEFINED 01 05 0 4500 0
PHILADELPHIA SUBN COM 718009608 4453 220453 SH DEFINED 01 220453 0 0
KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 33305 1192918 SH DEFINED 01 1192918 0 0
KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 7556 270625 SH DEFINED 01 03 0 270625 0
KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 25991 930897 SH DEFINED 01 05 0 930897 0
PHILIP MORRIS COM 718154107 614639 14071445 SH DEFINED 01 14071445 0 0
PHILIP MORRIS COM 718154107 784 17952 SH DEFINED 01 02 0 17952 0
PHILIP MORRIS COM 718154107 23213 531448 SH DEFINED 01 03 0 531448 0
PHILIP MORRIS COM 718154107 194306 4448425 SH DEFINED 01 05 0 4448425 0
SWATCH GROUP COM 7184725 9 100 SH DEFINED 01 10 100 0 0
SWATCH GROUP COM 7184736 8 400 SH DEFINED 01 10 400 0 0
PHILLIPS PETROLEUM COM 718507106 7172 121804 SH DEFINED 01 0 121804 0
PHILLIPS PETROLEUM COM 718507106 90870 1543293 SH DEFINED 01 1543293 0 0
PHILLIPS PETROLEUM COM 718507106 564 9570 SH DEFINED 01 02 0 9570 0
PHILLIPS PETROLEUM COM 718507106 6433 109238 SH DEFINED 01 03 0 109238 0
PHILLIPS PETROLEUM COM 718507106 86431 1467871 SH DEFINED 01 05 0 1467871 0
PHILLIPS-VAN HEUSEN COM 718592108 1741 111592 SH DEFINED 01 111592 0 0
SWISS REINSURANCE CO. REGD COM 7189816 93 953 SH DEFINED 01 10 953 0 0
PHOENIX COMPANIES COM 71902E109 7654 417145 SH DEFINED 01 417145 0 0
PHOENIX COMPANIES COM 71902E109 565 30800 SH DEFINED 01 05 0 30800 0
PHOENIXTEC POWER CO COM 719080996 2271 2930000 SH DEFINED 01 2930000 0 0
PHOENIX TECHNOLOGY COM 719153108 834 83445 SH DEFINED 01 83445 0 0
PHONETEL TECHNOLOGIES INC COM 71921H505 81 2034800 SH DEFINED 01 2034800 0 0
PHONETEL TECHNOLOGIES INC COM 71921H505 41 1035580 SH DEFINED 01 05 0 1035580 0
PHOTON DYNAMICS COM 719364101 3611 120349 SH DEFINED 01 120349 0 0
PHOTON DYNAMICS COM 719364101 4 130 SH DEFINED 01 02 0 130 0
PHOTON DYNAMICS COM 719364101 159 5300 SH DEFINED 01 05 0 5300 0
PHOTRONICS COM 719405102 3536 186663 SH DEFINED 01 186663 0 0
PHOTRONICS COM 719405102 100 5268 SH DEFINED 01 05 0 5268 0
PHOTRONICS CORP COM 719405102 2 120 SH DEFINED 01 02 0 120 0
PIEDMONT NATURAL GAS COM 720186105 3883 104999 SH DEFINED 01 104999 0 0
PIER 1 IMPORTS COM 720279108 10414 501907 SH DEFINED 01 501907 0 0
PIER 1 IMPORTS COM 720279108 6 285 SH DEFINED 01 03 0 285 0
PIER 1 IMPORTS COM 720279108 203 9800 SH DEFINED 01 05 0 9800 0
PIER ONE IMPORTS INC COM 720279108 90 4310 SH DEFINED 01 02 0 4310 0
ESSILOR INTL COM 7212477 9 230 SH DEFINED 01 10 230 0 0
PINKROCCADE NV COM 723435996 113 13925 SH DEFINED 01 13925 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 884 83216 SH DEFINED 01 83216 0 0
PINNACLE COM 723481107 3 260 SH DEFINED 01 02 0 260 0
PINNACLE SYSTEMS COM 723481107 2071 188452 SH DEFINED 01 188452 0 0
PINNACLE WEST CAPITAL COM 723484101 17868 452349 SH DEFINED 01 452349 0 0
PINNACLE WEST CAPITAL COM 723484101 788 19961 SH DEFINED 01 03 0 19961 0
PINNACLE WEST CAPITAL COM 723484101 36 908 SH DEFINED 01 05 0 908 0
PIONEER NATURAL RES COM 723787107 813 31200 SH DEFINED 01 02 0 31200 0
PIONEER NATURAL RESOURCES COM 723787107 58482 2244981 SH DEFINED 01 2244981 0 0
PIONEER NATURAL RESOURCES COM 723787107 1662 63800 SH DEFINED 01 03 0 63800 0
PIONEER NATURAL RESOURCES COM 723787107 7578 290900 SH DEFINED 01 05 0 290900 0
PIONEER STANDARD COM 723877106 1889 181842 SH DEFINED 01 181842 0 0
PIONEER STANDARD COM 723877106 94 9000 SH DEFINED 01 05 0 9000 0
PIONEER STANDARD ELE COM 723877106 2 210 SH DEFINED 01 02 0 210 0
BILLERUD AB COM 7240371 1 92 SH DEFINED 01 10 92 0 0
PITNEY BOWES COM 724479100 33975 855374 SH DEFINED 01 855374 0 0
PITNEY BOWES COM 724479100 2367 59595 SH DEFINED 01 03 0 59595 0
PITNEY BOWES COM 724479100 2514 63301 SH DEFINED 01 05 0 63301 0
PITTSTON BRINK'S GROUP COM 725701106 56 2310 SH DEFINED 01 2310 0 0
PITTSTON BRINK'S GROUP COM 725701106 4 165 SH DEFINED 01 03 0 165 0
PITTSTON BRINKS GRP COM 725701106 62 2590 SH DEFINED 01 02 0 2590 0
PIXAR COM 725811103 857 19423 SH DEFINED 01 19423 0 0
PIXELWORKS COM 72581M107 1 79 SH DEFINED 01 79 0 0
PLACER DOME COM 725906101 4331 386275 SH DEFINED 01 386275 0 0
PLACER DOME COM 725906101 870 77617 SH DEFINED 01 03 0 77617 0
PLACER DOME COM 725906101 158 14053 SH DEFINED 01 05 0 14053 0
PLAINS ALL AMERN PIP COM 726503105 6 251 SH DEFINED 01 251 0 0
PLAINS RESOURCES INC COM 726540503 2047 76510 SH DEFINED 01 76510 0 0
FORTIS GROUP COM 7266139 72 3382 SH DEFINED 01 10 3382 0 0
PLANAR SYSTEMS COM 726900103 2251 116920 SH DEFINED 01 116920 0 0
PLANAR SYSTEMS COM 726900103 159 8260 SH DEFINED 01 05 0 8260 0
PLANAR SYSTEMS INC COM 726900103 2 120 SH DEFINED 01 02 0 120 0
PLANTRONICS COM 727493108 1489 78276 SH DEFINED 01 78276 0 0
PLANTRONICS COM 727493108 4 210 SH DEFINED 01 02 0 210 0
PLANTRONICS COM 727493108 167 8790 SH DEFINED 01 05 0 8790 0
PLAYBOY ENTERPRISES COM 728117300 1 86 SH DEFINED 01 86 0 0
PLAYTEX PRODUCTS COM 72813P100 2992 231073 SH DEFINED 01 231073 0 0
ARCELOR COM 7281875 14 957 SH DEFINED 01 10 957 0 0
PLEXUS COM 729132100 535 29575 SH DEFINED 01 29575 0 0
PLUG PWR INC COM 72919P103 3 325 SH DEFINED 01 325 0 0
PLUM CREEK TIMBER COM 729251108 2114 69106 SH DEFINED 01 69106 0 0
PLUM CREEK TIMBER COM 729251108 1329 43440 SH DEFINED 01 03 0 43440 0
PLUM CREEK TIMBER COM 729251108 61 1989 SH DEFINED 01 05 0 1989 0
ZODIAC COM 7294334 3 110 SH DEFINED 01 10 110 0 0
POGO PRODUCING COM 730448107 31789 974511 SH DEFINED 01 974511 0 0
POGO PRODUCING COM 730448107 3699 113400 SH DEFINED 01 03 0 113400 0
POGO PRODUCING COM 730448107 1068 32749 SH DEFINED 01 05 0 32749 0
POGO PRODUCING CO COM 730448107 49344 1512707 SH DEFINED 01 02 0 1512707 0
POSCO COM 730455995 3684 33200 SH DEFINED 01 33200 0 0
POSCO COM 730455995 153 1380 SH DEFINED 01 05 0 1380 0
BNP PARIBAS S.A. COM 7309681 133 2410 SH DEFINED 01 10 2410 0 0
POLARIS INDS INC COM 731068102 4855 74694 SH DEFINED 01 74694 0 0
POLARIS INDS INC COM 731068102 3 50 SH DEFINED 01 02 0 50 0
BANCO ESPIRITO NEW COM 7315451 3 244 SH DEFINED 01 10 244 0 0
POLO RALPH LAUREN COM 731572103 9 384 SH DEFINED 01 384 0 0
POLYCOM COM 73172K104 5892 491388 SH DEFINED 01 491388 0 0
POLYCOM COM 73172K104 199 16600 SH DEFINED 01 05 0 16600 0
POLYMEDICA COM 731738100 990 38776 SH DEFINED 01 38776 0 0
POLYMER COM 731745105 0 116 SH DEFINED 01 116 0 0
POLYONE CORP COM 73179P106 5367 477049 SH DEFINED 01 477049 0 0
POLYONE CORP COM 73179P106 89 7890 SH DEFINED 01 02 0 7890 0
POLYONE CORP COM 73179P106 6 505 SH DEFINED 01 03 0 505 0
POLYONE CORP COM 73179P106 240 21300 SH DEFINED 01 05 0 21300 0
POMEROY COMPUTER RES COM 731822102 700 48000 SH DEFINED 01 48000 0 0
POMEROY COMPUTER RES COM 731822102 52 3560 SH DEFINED 01 02 0 3560 0
POMEROY COMPUTER RES COM 731822102 3 219 SH DEFINED 01 03 0 219 0
POMEROY COMPUTER RES COM 731822102 87 6000 SH DEFINED 01 05 0 6000 0
AUTOROUTES ASF + COM 7327274 7 247 SH DEFINED 01 10 247 0 0
POPE & TALBOT COM 732827100 939 50113 SH DEFINED 01 50113 0 0
POPULAR INC COM 733174106 11 312 SH DEFINED 01 312 0 0
LONZA GROUP AG COM 7333378 15 200 SH DEFINED 01 10 200 0 0
KONE CORP COM 7347573 4 120 SH DEFINED 01 10 120 0 0
PORTAL SOFTWARE COM 736126103 109 145113 SH DEFINED 01 145113 0 0
PORTAL SOFTWARE COM 736126103 2744 3662730 SH DEFINED 01 02 0 3662730 0
PORTAL SOFTWARE COM 736126103 16 21950 SH DEFINED 01 03 0 21950 0
PORTERA SERIES G PRF 736400XX5 0 1446270 SH DEFINED 01 1446270 0 0
PORTERA SERIES G PRF 736400XX5 0 2382091 SH DEFINED 01 05 0 2382091 0
PORTUGAL TELECOM SGPS COM 737260992 18076 2559986 SH DEFINED 01 2559986 0 0
PORTUGAL TELECOM SGPS COM 737260992 2275 322095 SH DEFINED 01 03 0 322095 0
PORTUGAL TELECOM SGPS COM 737260992 12773 1808859 SH DEFINED 01 05 0 1808859 0
POST PROPERTIES COM 737464107 9 285 SH DEFINED 01 285 0 0
KAMPS AG COM 7375251 2 200 SH DEFINED 01 10 200 0 0
POTASH CORP SASK INC COM 73755L107 240 3600 SH DEFINED 01 3600 0 0
POTLATCH COM 737628107 2288 67264 SH DEFINED 01 67264 0 0
POTLATCH COM 737628107 6 172 SH DEFINED 01 03 0 172 0
POTLATCH COM 737628107 245 7200 SH DEFINED 01 05 0 7200 0
POTLATCH CORP COM 737628107 92 2711 SH DEFINED 01 02 0 2711 0
POTOMAC ELECTRIC POWER COM 737679100 86 4018 SH DEFINED 01 4018 0 0
CIE DE ST-GO COM 7380482 43 968 SH DEFINED 01 10 968 0 0
POWELL IND INC COM 739128106 994 41000 SH DEFINED 01 41000 0 0
POWELL IND INC COM 739128106 2 80 SH DEFINED 01 02 0 80 0
POWELL IND INC COM 739128106 116 4800 SH DEFINED 01 05 0 4800 0
POWER INTEGRATIONS COM 739276103 1623 90723 SH DEFINED 01 90723 0 0
POWER-ONE COM 739308104 1411 226926 SH DEFINED 01 226926 0 0
POWER-ONE COM 739308104 116 18619 SH DEFINED 01 03 0 18619 0
POWER-ONE COM 739308104 5 851 SH DEFINED 01 05 0 851 0
POWERWAVE TECHNOLOGIES COM 739363109 758 82789 SH DEFINED 01 82789 0 0
PRACTICWORKS INC COM 739419109 436 24225 SH DEFINED 01 24225 0 0
PRAECIS PHARMACEUTIC COM 739421105 0 135 SH DEFINED 01 135 0 0
PRAXAIR COM 74005P104 21669 380391 SH DEFINED 01 380391 0 0
PRAXAIR COM 74005P104 16843 295650 SH DEFINED 01 02 0 295650 0
PRAXAIR COM 74005P104 2247 39442 SH DEFINED 01 03 0 39442 0
PRAXAIR COM 74005P104 16820 295263 SH DEFINED 01 05 0 295263 0
PRE PAID LEGAL SVCS COM 740065107 1287 64666 SH DEFINED 01 64666 0 0
PRECISION CASTPARTS COM 740189105 213 6488 SH DEFINED 01 6488 0 0
PRECISION DRILLING COM 74022D100 6494 186940 SH DEFINED 01 186940 0 0
PRECISION DRILLING COM 74022D100 618 17800 SH DEFINED 01 05 0 17800 0
PREDICTIVE SYSTEMS COM 74036W102 0 76 SH DEFINED 01 76 0 0
PREMCOR COM 74045Q104 1106 43000 SH DEFINED 01 43000 0 0
PREMCOR COM 74045Q104 77 3000 SH DEFINED 01 05 0 3000 0
PRENTISS COM 740706106 10 323 SH DEFINED 01 323 0 0
PRESIDENTIAL LIFE CO COM 740884101 1907 94087 SH DEFINED 01 94087 0 0
PRESIDEN CHAIN STORE COM 740910997 2610 1395000 SH DEFINED 01 1395000 0 0
PRICE COMMUNICATIONS COM 741437305 572 35771 SH DEFINED 01 35771 0 0
PRICE COMMUNICATIONS COM 741437305 61 3800 SH DEFINED 01 05 0 3800 0
T ROWE PRICE COM 74144T108 1427 43416 SH DEFINED 01 43416 0 0
T ROWE PRICE COM 74144T108 957 29112 SH DEFINED 01 03 0 29112 0
T ROWE PRICE COM 74144T108 44 1331 SH DEFINED 01 05 0 1331 0
PRICELINE.COM COM 741503106 3 1014 SH DEFINED 01 1014 0 0
PRIDE INTL COM 74153Q102 1403 89515 SH DEFINED 01 89515 0 0
PRIME SUCCESSION COM 741572101 0 1197838 SH DEFINED 01 1197838 0 0
PRIMEDIA COM 74157K101 78 63764 SH DEFINED 01 63764 0 0
PRIMUS KNOWLEDGE COM 74163Q100 0 44 SH DEFINED 01 44 0 0
PRIMA ENERGY COM 741901201 936 41062 SH DEFINED 01 41062 0 0
PRIME HOSPITALITY CO COM 741917108 3167 244592 SH DEFINED 01 244592 0 0
PRIME HOSPITALITY CO COM 741917108 157 12100 SH DEFINED 01 05 0 12100 0
PRIMUS TELECOMMUNICATIONS GROU COM 741929103 44 63299 SH DEFINED 01 63299 0 0
PRINCETON REVIEW INC COM 742352107 1323 144700 SH DEFINED 01 144700 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1193 38471 SH DEFINED 01 38471 0 0
PRIORITY HEALTHCARE CL B COM 74264T102 5726 243673 SH DEFINED 01 243673 0 0
PRIORITY HEALTHCARE CL B COM 74264T102 148 6300 SH DEFINED 01 05 0 6300 0
PROASSURANCE COM 74267C106 1615 94284 SH DEFINED 01 94284 0 0
PROASSURANCE COM 74267C106 144 8400 SH DEFINED 01 05 0 8400 0
PROCTER & GAMBLE COM 742718109 10269 115000 SH DEFINED 01 0 115000 0
PROCTER & GAMBLE COM 742718109 407185 4559747 SH DEFINED 01 4559747 0 0
PROCTER & GAMBLE COM 742718109 38645 432767 SH DEFINED 01 02 0 432767 0
PROCTER & GAMBLE COM 742718109 27612 309206 SH DEFINED 01 03 0 309206 0
PROCTER & GAMBLE COM 742718109 74769 837274 SH DEFINED 01 05 0 837274 0
PROCTER & GAMBLE COM 742718109 2867 32100 SH DEFINED 11 12 0 32100 0
PROCTER & GAMBLE COM 742718109 14155 158500 SH DEFINED 11 12 13 0 158500 0
PROGRESS ENERGY COM 743263105 61881 1189798 SH DEFINED 01 1189798 0 0
PROGRESS ENERGY COM 743263105 2743 52745 SH DEFINED 01 03 0 52745 0
PROGRESS ENERGY COM 743263105 238 4587 SH DEFINED 01 05 0 4587 0
PROGRESS ENERGY INC-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0
PROGRESS SOFTWARE CO COM 743312100 1692 114632 SH DEFINED 01 114632 0 0
PROGRESSIVE COM 743315103 5369 92804 SH DEFINED 01 92804 0 0
PROGRESSIVE COM 743315103 8564 148052 SH DEFINED 01 03 0 148052 0
PROGRESSIVE COM 743315103 137 2369 SH DEFINED 01 05 0 2369 0
PROMISE COM 743400996 1895 37616 SH DEFINED 01 37616 0 0
PROLOGIS TRUST COM 743410102 13 499 SH DEFINED 01 499 0 0
PROQUEST CO COM 74346P102 341 9616 SH DEFINED 01 9616 0 0
PROSEGUR DE SEGURIDAD COM 743555997 334 23700 SH DEFINED 01 23700 0 0
PROSPERITY BANCSHARE COM 743606105 20 1100 SH DEFINED 01 1100 0 0
PROSPERITY BANCSHARE COM 743606105 60 3320 SH DEFINED 01 02 0 3320 0
PROSPERITY BANCSHARE COM 743606105 4 197 SH DEFINED 01 03 0 197 0
PROSPERITY BANCSHARE COM 743606105 2 100 SH DEFINED 01 05 0 100 0
PROTECTIVE LIFE COM 743674103 2781 84049 SH DEFINED 01 84049 0 0
PROTECTIVE LIFE COM 743674103 33686 1017705 SH DEFINED 01 03 0 1017705 0
PROTECTIVE LIFE COM 743674103 255 7700 SH DEFINED 01 05 0 7700 0
NOBEX SERIES E 2.50% PRF 743690XX2 4000 2000000 SH DEFINED 01 2000000 0 0
NOBEX SERIES E 2.50% PRF 743690XX2 8000 4000000 SH DEFINED 01 05 0 4000000 0
PROTEIN DESIGN LABS COM 74369L103 65 5953 SH DEFINED 01 5953 0 0
PROVIDENT BANKSHARES COM 743859100 1913 80767 SH DEFINED 01 80767 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 56 1931 SH DEFINED 01 1931 0 0
PROVINCE HEALTHCARE COM 743977100 7200 321999 SH DEFINED 01 321999 0 0
PROVINCE HEALTHCARE COM 743977100 3 135 SH DEFINED 01 02 0 135 0
PROVINCE HEALTHCARE COM 743977100 148 6600 SH DEFINED 01 05 0 6600 0
PROVIDIAN FIN COM 74406A102 893 152000 SH DEFINED 01 0 152000 0
PROVIDIAN FINANCIAL COM 74406A102 8394 1427369 SH DEFINED 01 1427369 0 0
PROVIDIAN FINANCIAL COM 74406A102 452 76931 SH DEFINED 01 03 0 76931 0
PROVIDIAN FINANCIAL COM 74406A102 196 33305 SH DEFINED 01 05 0 33305 0
PROXIM CORP - CL A COM 744283102 1 170 SH DEFINED 01 170 0 0
PRUDENTIAL FINANCIAL COM 744320102 51 1534 SH DEFINED 01 1534 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 62021 1432373 SH DEFINED 01 1432373 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 2123 49028 SH DEFINED 01 03 0 49028 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 191 4419 SH DEFINED 01 05 0 4419 0
PUBLIC STORAGE COM 74460D109 11 287 SH DEFINED 01 287 0 0
PUGET ENERGY COM 745310102 73 3521 SH DEFINED 01 3521 0 0
PULITZER COM 745769109 1225 23600 SH DEFINED 01 23600 0 0
PULTE HOMES COM 745867101 862 15009 SH DEFINED 01 15009 0 0
PULTE HOMES COM 745867101 824 14327 SH DEFINED 01 03 0 14327 0
PULTE HOMES COM 745867101 38 657 SH DEFINED 01 05 0 657 0
PUMATECH INC COM 745887109 0 92 SH DEFINED 01 92 0 0
PURCHASEPRO.COM INC COM 746144302 0 70 SH DEFINED 01 70 0 0
PURE RES INC COM 74622E102 6 281 SH DEFINED 01 281 0 0
QANTAS AIRLINES LTD AU;QAN COM 747269991 2342 907000 SH DEFINED 01 03 0 907000 0
QRS CORP COM 74726X105 393 50486 SH DEFINED 01 50486 0 0
QLOGIC COM 747277101 12664 332374 SH DEFINED 01 332374 0 0
QLOGIC COM 747277101 1007 26444 SH DEFINED 01 03 0 26444 0
QLOGIC COM 747277101 6473 169900 SH DEFINED 01 05 0 169900 0
QLOGIC CORP COM 747277101 18597 488180 SH DEFINED 01 02 0 488180 0
QUAKER CHEMICAL CORP COM 747316107 722 29483 SH DEFINED 01 29483 0 0
QUAKER CITY BANCORP COM 74731K106 1864 45000 SH DEFINED 01 45000 0 0
QUAKER CITY BANCORP COM 74731K106 92 2220 SH DEFINED 01 02 0 2220 0
QUAKER CITY BANCORP COM 74731K106 6 143 SH DEFINED 01 03 0 143 0
QUAKER CITY BANCORP COM 74731K106 220 5300 SH DEFINED 01 05 0 5300 0
QUALCOMM COM 747525103 15037 547026 SH DEFINED 01 547026 0 0
QUALCOMM COM 747525103 5003 181992 SH DEFINED 01 03 0 181992 0
QUALCOMM COM 747525103 654 23800 SH DEFINED 01 05 0 23800 0
QUANEX CORP COM 747620102 2645 60504 SH DEFINED 01 60504 0 0
QUANTA SERVICES COM 74762E102 28 2877 SH DEFINED 01 2877 0 0
QUANTUM-DLT & STORAGE SYSTEMS COM 747906204 28 6851 SH DEFINED 01 6851 0 0
QUEBECOR WORLD COM 748203999 25 950 SH DEFINED 01 950 0 0
QUEST DIAGNOSTICS COM 74834L100 67615 785760 SH DEFINED 01 785760 0 0
QUEST DIAGNOSTICS COM 74834L100 278 3232 SH DEFINED 01 02 0 3232 0
QUEST DIAGNOSTICS COM 74834L100 82 950 SH DEFINED 01 03 0 950 0
QUEST DIAGNOSTICS COM 74834L100 37772 438945 SH DEFINED 01 05 0 438945 0
QUEST SOFTWARE COM 74834T103 587 40366 SH DEFINED 01 40366 0 0
QUESTAR COM 748356102 14992 603060 SH DEFINED 01 603060 0 0
QUICKLOGIC CORP COM 74837P108 697 192000 SH DEFINED 01 192000 0 0
QUICKLOGIC CORP COM 74837P108 1 350 SH DEFINED 01 02 0 350 0
QUICKLOGIC CORP COM 74837P108 72 19700 SH DEFINED 01 05 0 19700 0
QUICKSILVER INC COM 74838C106 2389 96317 SH DEFINED 01 96317 0 0
QUINTILES TRANSNATIONAL COM 748767100 41 3272 SH DEFINED 01 3272 0 0
QUINTILES TRANSNATIONAL COM 748767100 349 27937 SH DEFINED 01 03 0 27937 0
QUINTILES TRANSNATIONAL COM 748767100 16 1274 SH DEFINED 01 05 0 1274 0
QWEST COMMUNICATIONS INTL COM 749121109 3184 1137326 SH DEFINED 01 1137326 0 0
QWEST COMMUNICATIONS INTL COM 749121109 1116 398583 SH DEFINED 01 03 0 398583 0
QWEST COMMUNICATIONS INTL COM 749121109 1093 390183 SH DEFINED 01 05 0 390183 0
R & G FINANCIAL CL B COM 749136107 2713 114419 SH DEFINED 01 114419 0 0
R & G FINANCIAL CL B COM 749136107 5 208 SH DEFINED 01 03 0 208 0
R & G FINANCIAL CL B COM 749136107 276 11631 SH DEFINED 01 05 0 11631 0
R & G FINANCIAL CORP COM 749136107 77 3230 SH DEFINED 01 02 0 3230 0
QUOVADX INC COM 74913K106 3 458 SH DEFINED 01 458 0 0
RCN CORP COM 749361101 0 357 SH DEFINED 01 357 0 0
DONNELLEY (RH) COM 74955W307 2834 101309 SH DEFINED 01 101309 0 0
DONNELLEY (RH) COM 74955W307 313 11200 SH DEFINED 01 05 0 11200 0
RH DONNELLEY CORP COM 74955W307 5 180 SH DEFINED 01 02 0 180 0
RGS ENERGY GROUP COM 74956K104 4507 114967 SH DEFINED 01 114967 0 0
RLI CORP COM 749607107 1641 31841 SH DEFINED 01 31841 0 0
RLI CORP COM 749607107 76 1470 SH DEFINED 01 02 0 1470 0
RLI CORP COM 749607107 5 88 SH DEFINED 01 03 0 88 0
RPC INC COM 749660106 85 7200 SH DEFINED 01 7200 0 0
RPC INC COM 749660106 8 700 SH DEFINED 01 05 0 700 0
RPM INC OHIO COM 749685103 83 5430 SH DEFINED 01 02 0 5430 0
RPM/OHIO COM 749685103 73 4728 SH DEFINED 01 4728 0 0
RPM/OHIO COM 749685103 5 340 SH DEFINED 01 03 0 340 0
RSA SECURITY COM 749719100 11 2332 SH DEFINED 01 2332 0 0
RTL GROUP COM 749735999 135 3429 SH DEFINED 01 3429 0 0
RTI INTL METALS COM 74973W107 2259 185922 SH DEFINED 01 185922 0 0
RTI INTL METALS COM 74973W107 64 5300 SH DEFINED 01 02 0 5300 0
RTI INTL METALS COM 74973W107 4 340 SH DEFINED 01 03 0 340 0
RTI INTL METALS COM 74973W107 169 13911 SH DEFINED 01 05 0 13911 0
RWE COM 749750998 6175 156531 SH DEFINED 01 156531 0 0
RWE COM 749750998 8455 214282 SH DEFINED 01 05 0 214282 0
RMH TELESERVICES COM 749938106 1058 154000 SH DEFINED 01 154000 0 0
RF MICRO DEVICES COM 749941100 5801 761233 SH DEFINED 01 761233 0 0
RF MICRO DEVICES COM 749941100 543 71200 SH DEFINED 01 03 0 71200 0
RF MICRO DEVICES COM 749941100 234 30716 SH DEFINED 01 05 0 30716 0
RF MICRO DEVICES INC COM 749941100 311 40785 SH DEFINED 01 02 0 40785 0
RACING CHAMPION COM 750069106 1443 78100 SH DEFINED 01 78100 0 0
RADIAN GROUP COM 750236101 176 3623 SH DEFINED 01 3623 0 0
RADIANT SYSTEMS COM 75025N102 1153 88515 SH DEFINED 01 88515 0 0
RADIO ONE CL A COM 75040P108 1 44 SH DEFINED 01 44 0 0
RADIO ONE CL A COM 75040P108 2974 200000 SH DEFINED 01 05 0 200000 0
RADIO ONE CL D COM 75040P405 1920 129090 SH DEFINED 01 129090 0 0
RADIOSHACK COM 750438103 8330 277100 SH DEFINED 01 277100 0 0
RADIOSHACK COM 750438103 1263 42007 SH DEFINED 01 03 0 42007 0
RADIOSHACK COM 750438103 170 5665 SH DEFINED 01 05 0 5665 0
RADISYS COM 750459109 651 56001 SH DEFINED 01 56001 0 0
RAINBOW TECHNOLOGIES COM 750862104 1073 218022 SH DEFINED 01 218022 0 0
RAINBOW TECHNOLOGIES COM 750862104 62 12550 SH DEFINED 01 05 0 12550 0
RAINDANCE COMMUNICATIONS COM 75086X106 2012 350000 SH DEFINED 01 350000 0 0
RAMBUS INC COM 750917106 2 504 SH DEFINED 01 504 0 0
RALCORP HOLDINGS INC COM 751028101 3380 108186 SH DEFINED 01 108186 0 0
RALCORP HOLDINGS INC COM 751028101 143 4560 SH DEFINED 01 02 0 4560 0
RALCORP HOLDINGS INC COM 751028101 9 296 SH DEFINED 01 03 0 296 0
RANGE RESOURCES COM 75281A109 1798 321000 SH DEFINED 01 321000 0 0
RANGE RESOURCES COM 75281A109 70 12570 SH DEFINED 01 02 0 12570 0
RANGE RESOURCES COM 75281A109 4 801 SH DEFINED 01 03 0 801 0
RANGE RESOURCES COM 75281A109 195 34900 SH DEFINED 01 05 0 34900 0
RANDGOLD & EXPLORATION-ADR COM 753009307 973 175000 SH DEFINED 01 175000 0 0
LONGHORN STEAK COM 753820109 4 135 SH DEFINED 01 02 0 135 0
RARE HOSPITALITY INTL COM 753820109 8771 325841 SH DEFINED 01 325841 0 0
RARE HOSPITALITY INTL COM 753820109 873 32434 SH DEFINED 01 05 0 32434 0
RARE MEDIUM GROUP IN COM 75382N109 0 77 SH DEFINED 01 77 0 0
RIUNIONE ADRIATICA DI SICURTA COM 754050995 1141 85000 SH DEFINED 01 85000 0 0
RATIONAL SOFTWARE COM 75409P202 5846 712142 SH DEFINED 01 712142 0 0
RATIONAL SOFTWARE COM 75409P202 36 4400 SH DEFINED 01 02 0 4400 0
RATIONAL SOFTWARE COM 75409P202 397 48435 SH DEFINED 01 03 0 48435 0
RATIONAL SOFTWARE COM 75409P202 8265 1006595 SH DEFINED 01 05 0 1006595 0
RAYMOND JAMES FIN COM 754730109 43 1480 SH DEFINED 01 02 0 1480 0
RAYMOND JAMES FINANCIAL COM 754730109 6400 222245 SH DEFINED 01 222245 0 0
RAYMOND JAMES FINANCIAL COM 754730109 3 99 SH DEFINED 01 03 0 99 0
RAYMOND JAMES FINANCIAL COM 754730109 153 5300 SH DEFINED 01 05 0 5300 0
RAYONIER COM 754907103 1085 22083 SH DEFINED 01 22083 0 0
RAYONIER COM 754907103 65 1340 SH DEFINED 01 02 0 1340 0
RAYONIER COM 754907103 4 77 SH DEFINED 01 03 0 77 0
RAYONIER COM 754907103 123 2500 SH DEFINED 01 05 0 2500 0
RAYOVAC COM 755081106 39 2090 SH DEFINED 01 2090 0 0
RAYTECH COM 755103108 28 3100 SH DEFINED 01 3100 0 0
RAYTHEON COM 755111507 47152 1157124 SH DEFINED 01 1157124 0 0
RAYTHEON COM 755111507 3818 93681 SH DEFINED 01 03 0 93681 0
RAYTHEON COM 755111507 638 15634 SH DEFINED 01 05 0 15634 0
RAZORFISH INC COM 755236106 0 421 SH DEFINED 01 421 0 0
READ RITE COM 755246105 16 34000 SH DEFINED 01 0 34000 0
READ-RITE COM 755246105 32 68200 SH DEFINED 01 68200 0 0
READER'S DIGEST ASSN CL A COM 755267101 77 4095 SH DEFINED 01 4095 0 0
READERS DIGEST ASSN CL B COM 755267200 190 8300 SH DEFINED 01 8300 0 0
REALNETWORKS INC COM 75605L104 3 702 SH DEFINED 01 702 0 0
REALTEK SEMI144A GDR COM 756063103 2929 212200 SH DEFINED 01 212200 0 0
REALTEK SEMI144A GDR COM 756063103 126 9100 SH DEFINED 01 05 0 9100 0
REALITY INCOME CORP COM 756109104 11 293 SH DEFINED 01 293 0 0
RECKSON ASSOCIATES REALTY COM 75621K106 5 212 SH DEFINED 01 212 0 0
RECKITT BENCKIS COM 756220992 770 42905 SH DEFINED 01 42905 0 0
RED ELECTRICA DE ESPANA COM 756499992 348 32200 SH DEFINED 01 32200 0 0
RED HAT COM 756577102 6 958 SH DEFINED 01 958 0 0
REALTEK SEMI COM 756600995 1971 551000 SH DEFINED 01 551000 0 0
REDBACK NETWORKS COM 757209101 1 308 SH DEFINED 01 308 0 0
REDWOOD TRUST COM 758075402 4 117 SH DEFINED 01 03 0 117 0
REDWOOD TRUST INC COM 758075402 57 1844 SH DEFINED 01 02 0 1844 0
REEBOK INTL COM 758110100 1545 52340 SH DEFINED 01 52340 0 0
REEBOK INTL COM 758110100 413 14002 SH DEFINED 01 03 0 14002 0
REEBOK INTL COM 758110100 19 633 SH DEFINED 01 05 0 633 0
REED ELSEVIER PLC COM 758212708 1139 119864 SH DEFINED 01 119864 0 0
REGAL BELOIT COM 758750103 4102 172293 SH DEFINED 01 172293 0 0
REGAL BELOIT COM 758750103 77 3210 SH DEFINED 01 02 0 3210 0
REGAL BELOIT COM 758750103 5 209 SH DEFINED 01 03 0 209 0
REGAL BELOIT COM 758750103 243 10200 SH DEFINED 01 05 0 10200 0
REGAL ENTERTAINMENT GROUP COM 758766109 315 13500 SH DEFINED 01 13500 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 543 23300 SH DEFINED 01 05 0 23300 0
REGENCY CENTERS CORP COM 758849103 11 373 SH DEFINED 01 373 0 0
REGENT COMMUNICATION COM 758865109 2329 329970 SH DEFINED 01 329970 0 0
REGENT COMMUNICATION COM 758865109 60 8476 SH DEFINED 01 02 0 8476 0
REGENT COMMUNICATION COM 758865109 4 528 SH DEFINED 01 03 0 528 0
REGENT COMMUNICATION COM 758865109 120 16950 SH DEFINED 01 05 0 16950 0
REGENERON PHARMACEUT COM 75886F107 1 100 SH DEFINED 01 02 0 100 0
REGENERON PHARMACEUTICALS COM 75886F107 2745 189174 SH DEFINED 01 189174 0 0
REGENERON PHARMACEUTICALS COM 75886F107 83 5700 SH DEFINED 01 05 0 5700 0
REGENERATION TECHNOLOGIES COM 75886N100 1208 200000 SH DEFINED 01 200000 0 0
REGIS CORP MINN COM 758932107 5084 188161 SH DEFINED 01 188161 0 0
REGIS CORP MINN COM 758932107 159 5892 SH DEFINED 01 02 0 5892 0
REGIS CORP MINN COM 758932107 10 367 SH DEFINED 01 03 0 367 0
REGIS CORP MINN COM 758932107 146 5400 SH DEFINED 01 05 0 5400 0
REGIONS FINANCIAL COM 758940100 226 6420 SH DEFINED 01 6420 0 0
REGIONS FINANCIAL COM 758940100 1897 53968 SH DEFINED 01 03 0 53968 0
REGIONS FINANCIAL COM 758940100 87 2473 SH DEFINED 01 05 0 2473 0
REHABCARE GROUP INC COM 759148109 1339 55721 SH DEFINED 01 55721 0 0
REINSURANCE GROUP OF AMERICA COM 759351109 11028 357842 SH DEFINED 01 357842 0 0
REINSURANCE GROUP OF AMERICA COM 759351109 841 27300 SH DEFINED 01 05 0 27300 0
RELIANCE STEEL & ALU COM 759509102 108 3577 SH DEFINED 01 02 0 3577 0
RELIANCE STEEL & ALUMINUM COM 759509102 5379 177570 SH DEFINED 01 177570 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 7 225 SH DEFINED 01 03 0 225 0
RELIANCE STEEL & ALUMINUM COM 759509102 275 9090 SH DEFINED 01 05 0 9090 0
RELIANT RESOURCES COM 75952B105 2 251 SH DEFINED 01 251 0 0
RELIANT ENERGY COM 75952J108 143 8459 SH DEFINED 01 8459 0 0
RELIANT ENERGY COM 75952J108 1207 71423 SH DEFINED 01 03 0 71423 0
RELIANT ENERGY COM 75952J108 55 3273 SH DEFINED 01 05 0 3273 0
REMEC COM 759543101 2566 457462 SH DEFINED 01 457462 0 0
REMEC COM 759543101 269 48033 SH DEFINED 01 05 0 48033 0
REMEC INC COM 759543101 1 140 SH DEFINED 01 02 0 140 0
REMINGTON OIL & GAS COM 759594302 3992 200375 SH DEFINED 01 200375 0 0
REMINGTON OIL & GAS COM 759594302 3 170 SH DEFINED 01 02 0 170 0
REMINGTON OIL & GAS COM 759594302 283 14193 SH DEFINED 01 05 0 14193 0
RENAISSANCE LEARNING COM 75968L105 2 121 SH DEFINED 01 121 0 0
SAMSUNG E MECHANICS COM 759800998 119 2458 SH DEFINED 01 2458 0 0
RENAL CARE GROUP COM 759930100 5324 170918 SH DEFINED 01 170918 0 0
RENAL CARE GROUP COM 759930100 4 120 SH DEFINED 01 02 0 120 0
RENT-A-CENTER COM 76009N100 6 112 SH DEFINED 01 112 0 0
RENT-WAY COM 76009U104 612 47400 SH DEFINED 01 47400 0 0
RENAULT SA COM 760100990 192 4099 SH DEFINED 01 4099 0 0
RENTOKIL INITIAL COM 760101998 12154 2986451 SH DEFINED 01 2986451 0 0
RENTOKIL INITIAL COM 760101998 3479 854915 SH DEFINED 01 03 0 854915 0
RENTOKIL INITIAL COM 760101998 16733 4111293 SH DEFINED 01 05 0 4111293 0
REPADRE CAPITAL CORP COM 76026J108 831 160000 SH DEFINED 01 160000 0 0
REPUBLIC BANCORP COM 760282103 3 215 SH DEFINED 01 215 0 0
REPUBLIC SERVICES COM 760759100 674 35393 SH DEFINED 01 35393 0 0
MAJESCOR RESOURCE COM 760960997 99 250000 SH DEFINED 01 250000 0 0
RANBAXY LABORATORIES COM 760990994 1924 106541 SH DEFINED 01 106541 0 0
RANBAXY LABORATORIES COM 760990994 83 4615 SH DEFINED 01 05 0 4615 0
RESMED INC COM 761152107 3047 103663 SH DEFINED 01 103663 0 0
RESORTS WORLD BHD COM 761200997 4296 1540000 SH DEFINED 01 1540000 0 0
RESORTS WORLD BHD COM 761200997 176 63000 SH DEFINED 01 05 0 63000 0
RESPIRONICS COM 761230101 5926 174057 SH DEFINED 01 174057 0 0
RESPIRONICS COM 761230101 260 7650 SH DEFINED 01 05 0 7650 0
RESPIRONICS INC COM 761230101 6 170 SH DEFINED 01 02 0 170 0
RETAIL EXCHANGE.COM PRF 761270XX0 0 1257143 SH DEFINED 01 05 0 1257143 0
RETEK COM 76128Q109 1829 75312 SH DEFINED 01 75312 0 0
RETEK INC COM 76128Q109 3 120 SH DEFINED 01 02 0 120 0
REYNOLDS & REYNOLDS COM 761695105 76 2724 SH DEFINED 01 2724 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 12743 237062 SH DEFINED 01 237062 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 426 7924 SH DEFINED 01 05 0 7924 0
RHOEN-KLINIKUM AG VORZUG COM 762420990 848 20000 SH DEFINED 01 20000 0 0
RHOEN-KLINIKUM AG COM 762421998 339 7000 SH DEFINED 01 7000 0 0
RIGGS NATL CORP WASH COM 766570105 1365 91556 SH DEFINED 01 91556 0 0
RIGHT MANAGEMENT CON COM 766573109 394 15000 SH DEFINED 01 15000 0 0
RIO TINTO COM 767208994 7818 426399 SH DEFINED 01 426399 0 0
RIO TINTO COM 767208994 11596 632373 SH DEFINED 01 05 0 632373 0
RITE AID COM 767754104 61 24000 SH DEFINED 01 0 24000 0
RITE AID COM 767754104 9 3455 SH DEFINED 01 3455 0 0
RIVERSTONE NETWORKS COM 769320102 2 553 SH DEFINED 01 553 0 0
ROADWAY CORPORATION COM 769742107 2233 62139 SH DEFINED 01 62139 0 0
ROBBINS & MYERS INC RBN COM 770196103 1165 44724 SH DEFINED 01 44724 0 0
ROBERT HALF INTL COM 770323103 102400 4394865 SH DEFINED 01 4394865 0 0
ROBERT HALF INTL COM 770323103 3072 131850 SH DEFINED 01 03 0 131850 0
ROBERT HALF INTL COM 770323103 22643 971797 SH DEFINED 01 05 0 971797 0
ROBERT HALF INTL INC COM 770323103 6184 265319 SH DEFINED 01 02 0 265319 0
ROCHE HOLDINGS ADR COM 771195104 12 160 SH DEFINED 01 02 0 160 0
ROCKWELL INTLORP COM 773903109 2681 135100 SH DEFINED 01 135100 0 0
ROCKWELL INTLORP COM 773903109 866 43616 SH DEFINED 01 03 0 43616 0
ROCKWELL INTLORP COM 773903109 139 6996 SH DEFINED 01 05 0 6996 0
ROCKWELL COLLINS COM 774341101 138 5029 SH DEFINED 01 5029 0 0
ROCKWELL COLLINS COM 774341101 1180 43017 SH DEFINED 01 03 0 43017 0
ROCKWELL COLLINS COM 774341101 54 1967 SH DEFINED 01 05 0 1967 0
ROGERS COMM INC CLB COM 775109200 292 32000 SH DEFINED 01 32000 0 0
ROGERS CORP COM 775133101 1410 50712 SH DEFINED 01 50712 0 0
ROHM COMPANY LTD COM 775300999 12755 85461 SH DEFINED 01 85461 0 0
ROHM COMPANY LTD COM 775300999 3015 20200 SH DEFINED 01 03 0 20200 0
ROHM COMPANY LTD COM 775300999 15314 102600 SH DEFINED 01 05 0 102600 0
ROHM & HAAS COM 775371107 40367 996966 SH DEFINED 01 996966 0 0
ROHM & HAAS COM 775371107 2104 51970 SH DEFINED 01 03 0 51970 0
ROHM & HAAS COM 775371107 6746 166623 SH DEFINED 01 05 0 166623 0
ROHM & HAAS CO COM 775371107 254 6250 SH DEFINED 01 02 0 6250 0
ROLLINS COM 775711104 530 26081 SH DEFINED 01 26081 0 0
ROPER INC NEW COM 776696106 3 90 SH DEFINED 01 02 0 90 0
ROPER INDS COM 776696106 5158 138286 SH DEFINED 01 138286 0 0
ROPER INDS COM 776696106 138 3700 SH DEFINED 01 05 0 3700 0
ROSLYN BANCORP COM 778162107 74 3384 SH DEFINED 01 3384 0 0
ROSS STORES COM 778296103 624 15336 SH DEFINED 01 15336 0 0
ROUSE COM 779273101 191 5821 SH DEFINED 01 5821 0 0
ROWAN COMPANIES COM 779382100 55 2586 SH DEFINED 01 2586 0 0
ROWAN COMPANIES COM 779382100 474 22104 SH DEFINED 01 03 0 22104 0
ROWAN COMPANIES COM 779382100 22 1008 SH DEFINED 01 05 0 1008 0
ROXIO INC COM 780008108 2363 328131 SH DEFINED 01 328131 0 0
ROXIO INC COM 780008108 179 24900 SH DEFINED 01 05 0 24900 0
ROYAL APPLIANCE COM 780076105 266 41854 SH DEFINED 01 41854 0 0
ROYAL DUTCH PETROLEUM ADR COM 780257804 50086 906201 SH DEFINED 01 906201 0 0
ROYAL DUTCH PETROLEUM ADR COM 780257804 27888 504583 SH DEFINED 01 03 0 504583 0
ROYAL DUTCH PETROLEUM ADR COM 780257804 2537 45911 SH DEFINED 01 05 0 45911 0
ROYAL BANK OF SCOTLAND GROUP COM 780261996 25796 909864 SH DEFINED 01 909864 0 0
ROYAL BANK OF SCOTLAND GROUP COM 780261996 10591 373546 SH DEFINED 01 03 0 373546 0
ROYAL BANK OF SCOTLAND GROUP COM 780261996 33604 1185245 SH DEFINED 01 05 0 1185245 0
ROYAL & SUN ALLIANCE INSURANCE COM 780490991 3901 1061800 SH DEFINED 01 1061800 0 0
ROYCE LOW-PRICE STK COM 780905808 42761 3741131 SH DEFINED 01 03 0 3741131 0
RUBY TUESDAY INC COM COM 781182100 4059 209221 SH DEFINED 01 209221 0 0
RUBY TUESDAY INC COM COM 781182100 4 205 SH DEFINED 01 02 0 205 0
RUDDICK COM 781258108 28 1661 SH DEFINED 01 1661 0 0
RUDOLPH TECHNOLOGIES COM 781270103 2346 94115 SH DEFINED 01 94115 0 0
RUDOLPH TECHNOLOGIES COM 781270103 59 2415 SH DEFINED 01 02 0 2415 0
RUDOLPH TECHNOLOGIES COM 781270103 4 148 SH DEFINED 01 03 0 148 0
RUDOLPH TECHNOLOGIES COM 781270103 110 4426 SH DEFINED 01 05 0 4426 0
RURAL CELLULAR PIK 12.25% PRF 781904404 2362 26241 SH DEFINED 01 26241 0 0
RURAL CELLULAR PIK 12.25% PRF 781904404 522 5805 SH DEFINED 01 05 0 5805 0
RUSS BERRIE & CO COM 782233100 2321 65557 SH DEFINED 01 65557 0 0
RUSSELL CORP COM 782352108 1985 103074 SH DEFINED 01 103074 0 0
RYANAIR HOLDINGS ADR COM 783513104 63 1802 SH DEFINED 01 1802 0 0
RYANAIR HOLDINGS ADR COM 783513104 6782 194500 SH DEFINED 01 05 0 194500 0
RYANS FAMILY STEAK COM 783519101 4435 335692 SH DEFINED 01 335692 0 0
RYANS FAMILY STEAK COM 783519101 90 6775 SH DEFINED 01 02 0 6775 0
RYANS FAMILY STEAK COM 783519101 6 428 SH DEFINED 01 03 0 428 0
RYANS FAMILY STEAK COM 783519101 297 22450 SH DEFINED 01 05 0 22450 0
RYDER SYSTEM COM 783549108 51 1883 SH DEFINED 01 1883 0 0
RYDER SYSTEM COM 783549108 395 14575 SH DEFINED 01 03 0 14575 0
RYDER SYSTEM COM 783549108 18 660 SH DEFINED 01 05 0 660 0
RYERSON TULL INC COM 78375P107 926 79652 SH DEFINED 01 79652 0 0
RYLAND GROUP COM 783764103 6532 131278 SH DEFINED 01 131278 0 0
RYLAND GROUP COM 783764103 3 66 SH DEFINED 01 03 0 66 0
RYLAND GROUP COM 783764103 100 2000 SH DEFINED 01 05 0 2000 0
RYLAND GROUP INC COM 783764103 34 687 SH DEFINED 01 02 0 687 0
S1 CORP COM 783770993 175 9000 SH DEFINED 01 9000 0 0
S&T BANCORP INC COM 783859101 2 87 SH DEFINED 01 87 0 0
SBC COMMUNICATIONS COM 78387G103 109938 3604536 SH DEFINED 01 3604536 0 0
SBC COMMUNICATIONS COM 78387G103 397 13000 SH DEFINED 01 02 0 13000 0
SBC COMMUNICATIONS COM 78387G103 25478 835357 SH DEFINED 01 03 0 835357 0
SBC COMMUNICATIONS COM 78387G103 28443 932578 SH DEFINED 01 05 0 932578 0
SBS TECH INC COM 78387P103 2 150 SH DEFINED 01 02 0 150 0
SBS TECHNOLOGIES COM 78387P103 1603 130863 SH DEFINED 01 130863 0 0
SBS TECHNOLOGIES COM 78387P103 122 10000 SH DEFINED 01 05 0 10000 0
SBA COMMUNICATIONS COM 78388J106 0 73 SH DEFINED 01 73 0 0
SWISSCOM AG COM 783901994 236 811 SH DEFINED 01 811 0 0
SCM MICROSYSTEMS INC COM 784018103 671 50102 SH DEFINED 01 50102 0 0
SCP POOL CORP COM 784028102 4184 150694 SH DEFINED 01 150694 0 0
SCP POOL CORP COM 784028102 4 150 SH DEFINED 01 02 0 150 0
SCP POOL CORP COM 784028102 208 7500 SH DEFINED 01 05 0 7500 0
SCPIE HOLDINGS INC COM 78402P104 182 29890 SH DEFINED 01 29890 0 0
SEI INVESTMENTS COM 784117103 118 4173 SH DEFINED 01 4173 0 0
SEI INVESTMENTS COM 784117103 293 10400 SH DEFINED 01 03 0 10400 0
SEI INVESTMENTS CO COM 784117103 10460 371350 SH DEFINED 01 02 0 371350 0
SJW COM 784305104 81 1000 SH DEFINED 01 1000 0 0
SK TELECOM ADR COM 78440P108 4835 195028 SH DEFINED 01 195028 0 0
SL GREEN REALTY COM 78440X101 2186 61304 SH DEFINED 01 61304 0 0
SL GREEN REALTY COM 78440X101 242 6800 SH DEFINED 01 05 0 6800 0
SL INDS COM 784413106 8 1000 SH DEFINED 01 1000 0 0
SLM CORP COM 78442P106 338709 3495442 SH DEFINED 01 3495442 0 0
SLM CORP COM 78442P106 507 5233 SH DEFINED 01 02 0 5233 0
SLM CORP COM 78442P106 3541 36540 SH DEFINED 01 03 0 36540 0
SLM CORP COM 78442P106 70602 728608 SH DEFINED 01 05 0 728608 0
SLI INC COM 78442T108 0 155 SH DEFINED 01 155 0 0
SMC CORP COM 784619991 8333 70491 SH DEFINED 01 70491 0 0
SMC CORP COM 784619991 2388 20200 SH DEFINED 01 03 0 20200 0
SMC CORP COM 784619991 6113 51700 SH DEFINED 01 05 0 51700 0
SPS TECHNOLOGIES COM 784626103 3328 87188 SH DEFINED 01 87188 0 0
S&P 500 DEP RECPT COM 78462F103 647 6534 SH DEFINED 01 6534 0 0
S&P 500 DEP RECPT COM 78462F103 2245 22660 SH DEFINED 01 02 0 22660 0
S&P 500 DEP RECPT COM 78462F103 1812 18291 SH DEFINED 01 05 0 18291 0
SYSCO CORP COM 78462F103 2804 103 SH DEFINED 11 12 0 103 0
SPSS COM 78462K102 2001 128778 SH DEFINED 01 128778 0 0
SPSS COM 78462K102 126 8100 SH DEFINED 01 05 0 8100 0
SPX COM 784635104 5085 43275 SH DEFINED 01 43275 0 0
SPX COM 784635104 35 300 SH DEFINED 01 03 0 300 0
SPX COM 784635104 129 1100 SH DEFINED 01 05 0 1100 0
S1 CORPORATION COM 78463B101 1 76 SH DEFINED 01 76 0 0
S1 CORPORATION COM 78463B101 1 180 SH DEFINED 01 02 0 180 0
SRA INTERNATIONAL INC COM 78464R105 98 3620 SH DEFINED 01 3620 0 0
SSL INTERNATIONAL COM 784730996 273 50000 SH DEFINED 01 50000 0 0
SWS GROUP INC COM 78503N107 7077 360676 SH DEFINED 01 360676 0 0
SWS GROUP INC COM 78503N107 553 28200 SH DEFINED 01 05 0 28200 0
SABRE HOLDINGS CL A COM 785905100 2296 64144 SH DEFINED 01 64144 0 0
SABRE HOLDINGS CL A COM 785905100 1217 33983 SH DEFINED 01 03 0 33983 0
SABRE HOLDINGS CL A COM 785905100 8523 238055 SH DEFINED 01 05 0 238055 0
SAFECO COM 786429100 29455 953548 SH DEFINED 01 953548 0 0
SAFECO COM 786429100 929 30070 SH DEFINED 01 03 0 30070 0
SAFECO COM 786429100 3541 114647 SH DEFINED 01 05 0 114647 0
SAFEGUARD SCIENTIFIC COM 786449108 1 555 SH DEFINED 01 555 0 0
SAFENET INC COM 78645R107 38 2710 SH DEFINED 01 02 0 2710 0
SAFENET INC COM 78645R107 2 165 SH DEFINED 01 03 0 165 0
SAFEWAY COM 786500991 3493 813300 SH DEFINED 01 813300 0 0
SAFEWAY COM 786514208 63082 2161093 SH DEFINED 01 2161093 0 0
SAFEWAY COM 786514208 3483 119323 SH DEFINED 01 03 0 119323 0
SAFEWAY COM 786514208 45710 1565902 SH DEFINED 01 05 0 1565902 0
SAFEWAY INC. COM 786514208 7471 255931 SH DEFINED 01 0 255931 0
SAFEWAY INC. COM 786514208 14038 480847 SH DEFINED 01 02 0 480847 0
SAGA COMMUNICATIONS COM 786598102 3 127 SH DEFINED 01 02 0 127 0
SAGE PLC COM 786639997 7390 2860535 SH DEFINED 01 2860535 0 0
SAGE PLC COM 786639997 3629 1404830 SH DEFINED 01 03 0 1404830 0
SAIPEM COM 786801993 601 83527 SH DEFINED 01 83527 0 0
SANKYO JP;4501 COM 786900993 1088 80000 SH DEFINED 01 80000 0 0
ST FRANCIS CAP CORP COM 789374105 45 1840 SH DEFINED 01 02 0 1840 0
ST. FRANCIS CAPITAL COM 789374105 3 121 SH DEFINED 01 03 0 121 0
ST JOE PAPER CORP COM 790148100 3779 125911 SH DEFINED 01 125911 0 0
ST JUDE MEDICAL COM 790849103 204 2755 SH DEFINED 01 02 0 2755 0
ST. JUDE MEDICAL COM 790849103 19013 257130 SH DEFINED 01 257130 0 0
ST. JUDE MEDICAL COM 790849103 1561 21109 SH DEFINED 01 03 0 21109 0
ST. JUDE MEDICAL COM 790849103 63822 863152 SH DEFINED 01 05 0 863152 0
ST. MARY LAND & EXPLORATION COM 792228108 7956 332445 SH DEFINED 01 332445 0 0
ST. MARY LAND & EXPLORATION COM 792228108 476 19900 SH DEFINED 01 05 0 19900 0
ST. PAUL COMPANIES COM 792860108 1200 30833 SH DEFINED 01 30833 0 0
ST. PAUL COMPANIES COM 792860108 1907 49003 SH DEFINED 01 03 0 49003 0
ST. PAUL COMPANIES COM 792860108 87 2245 SH DEFINED 01 05 0 2245 0
SAKS COM 79377W108 74 5779 SH DEFINED 01 5779 0 0
SALEM COMMUNICATIONS CL A COM 794093104 12 500 SH DEFINED 01 500 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 943 60500 SH DEFINED 01 60500 0 0
SALTON INC COM 795757103 492 35262 SH DEFINED 01 35262 0 0
SAMYOUNG CORP COM 796081990 57 5000 SH DEFINED 01 5000 0 0
SAMSUNG ELECTRONICS COM 796611994 56445 206394 SH DEFINED 01 206394 0 0
SAMSUNG ELECTRONICS COM 796611994 213 780 SH DEFINED 01 05 0 780 0
SAMSUNG ELECTRONICS COM 796700995 4566 33700 SH DEFINED 01 33700 0 0
SAMSUNG ELECTRONICS COM 796700995 199 1470 SH DEFINED 01 05 0 1470 0
SAMSUNG FIRE & MARIN COM 796722999 2879 46790 SH DEFINED 01 46790 0 0
SAMSUNG FIRE & MARIN COM 796722999 109 1780 SH DEFINED 01 05 0 1780 0
SAN DIEGO G&E $25 PRF 797440831 1506 59500 SH DEFINED 01 04 0 59500 0
SAN PAOLO-IMI COM 798200994 374 37300 SH DEFINED 01 37300 0 0
SANCHEZ COMPUTER ASSOCIATES COM 799702105 553 124170 SH DEFINED 01 124170 0 0
SANDERSON FARMS INC COM 800013104 85 3330 SH DEFINED 01 02 0 3330 0
SANDERSON FARMS INC COM 800013104 5 208 SH DEFINED 01 03 0 208 0
SANDISK COM 80004C101 35 2820 SH DEFINED 01 2820 0 0
SANDVIK AB-A SHS COM 800200990 142 5686 SH DEFINED 01 5686 0 0
SANDY SPRINGS & SVNG COM 800363103 29 890 SH DEFINED 01 02 0 890 0
SANDY SPRINGS BANCORP COM 800363103 1904 59235 SH DEFINED 01 59235 0 0
SANDY SPRINGS BANCORP COM 800363103 4 122 SH DEFINED 01 03 0 122 0
SANDY SPRINGS BANCORP COM 800363103 209 6515 SH DEFINED 01 05 0 6515 0
SANLAM COM 800800997 4647 5577539 SH DEFINED 01 5577539 0 0
SANLAM COM 800800997 184 221028 SH DEFINED 01 05 0 221028 0
SANMINA-SCI COM 800907107 2941 466185 SH DEFINED 01 466185 0 0
SANMINA-SCI COM 800907107 860 136254 SH DEFINED 01 03 0 136254 0
SANMINA-SCI COM 800907107 4863 770649 SH DEFINED 01 05 0 770649 0
SANMINA-SCI CORP COM 800907107 5896 934030 SH DEFINED 01 02 0 934030 0
SANOF SYNTHELABO COM 800955999 15513 255000 SH DEFINED 01 255000 0 0
SANOF SYNTHELABO COM 800955999 651 10700 SH DEFINED 01 05 0 10700 0
SANGSTAT MEDICAL CP COM 801003104 1978 86083 SH DEFINED 01 86083 0 0
SANGSTAT MEDICAL CP COM 801003104 4 160 SH DEFINED 01 02 0 160 0
SANGSTAT MEDICAL CP COM 801003104 221 9600 SH DEFINED 01 05 0 9600 0
SANTANDER BANCO COM 802809103 2 129 SH DEFINED 01 129 0 0
SAP ADR COM 803054204 21717 900000 SH DEFINED 01 900000 0 0
SAP ADR COM 803054204 34 1411 SH DEFINED 01 05 0 1411 0
SAPIENT COM 803062108 1 588 SH DEFINED 01 588 0 0
SAPPI LTD ORD ZA;SAP/SA COM 803110998 2334 165954 SH DEFINED 01 165954 0 0
SAPPI LTD ORD ZA;SAP/SA COM 803110998 95 6757 SH DEFINED 01 05 0 6757 0
SARA LEE COM 803111103 6981 338214 SH DEFINED 01 338214 0 0
SARA LEE COM 803111103 3856 186863 SH DEFINED 01 03 0 186863 0
SARA LEE COM 803111103 334 16160 SH DEFINED 01 05 0 16160 0
SAVVIS COMM CORP COM 805423100 0 229 SH DEFINED 01 229 0 0
SCANA COM 80589M102 123 3985 SH DEFINED 01 3985 0 0
SCHEIN (HENRY) COM 806407102 78 1751 SH DEFINED 01 1751 0 0
SCHERING COM 806584991 13160 210327 SH DEFINED 01 210327 0 0
SCHERING COM 806584991 5663 90507 SH DEFINED 01 03 0 90507 0
SCHERING COM 806584991 17716 283159 SH DEFINED 01 05 0 283159 0
SCHERING AG - ADR COM 806585204 10 160 SH DEFINED 01 02 0 160 0
SCHERING PLOUGH COM 806605101 1476 60000 SH DEFINED 01 0 60000 0
SCHERING PLOUGH COM 806605101 199 8100 SH DEFINED 01 02 0 8100 0
SCHERING-PLOUGH COM 806605101 48620 1976418 SH DEFINED 01 1976418 0 0
SCHERING-PLOUGH COM 806605101 9127 371027 SH DEFINED 01 03 0 371027 0
SCHERING-PLOUGH COM 806605101 16242 660214 SH DEFINED 01 05 0 660214 0
SCHLUMBERGER COM 806857108 249762 5371216 SH DEFINED 01 5371216 0 0
SCHLUMBERGER COM 806857108 6558 141023 SH DEFINED 01 03 0 141023 0
SCHLUMBERGER COM 806857108 49356 1061403 SH DEFINED 01 05 0 1061403 0
SCHLUMBERGER LTD COM 806857108 21788 468501 SH DEFINED 01 02 0 468501 0
SCHOLASTIC COM 807066105 928 24477 SH DEFINED 01 24477 0 0
SCHOLASTIC COM 807066105 2050 54100 SH DEFINED 01 05 0 54100 0
SCHOLASTIC CORP COM 807066105 2 50 SH DEFINED 01 02 0 50 0
SCHOOL SPECIALTY INC COM 807863105 1535 57784 SH DEFINED 01 57784 0 0
SCHRODERS PLC COM 808177992 65 7325 SH DEFINED 01 7325 0 0
SCHULMAN (A) COM 808194104 2145 100046 SH DEFINED 01 100046 0 0
SCHULMAN (A) COM 808194104 8 364 SH DEFINED 01 03 0 364 0
SCHULMAN (A) COM 808194104 234 10900 SH DEFINED 01 05 0 10900 0
SCHULMAN (A.) INC COM 808194104 127 5898 SH DEFINED 01 02 0 5898 0
UBS COM 808411995 36486 725504 SH DEFINED 01 725504 0 0
UBS COM 808411995 7684 152786 SH DEFINED 01 03 0 152786 0
UBS COM 808411995 28148 559681 SH DEFINED 01 05 0 559681 0
SCHWAB (CHARLES) COM 808513105 2678 239050 SH DEFINED 01 239050 0 0
SCHWAB (CHARLES) COM 808513105 3971 354625 SH DEFINED 01 03 0 354625 0
SCHWAB (CHARLES) COM 808513105 166 14788 SH DEFINED 01 05 0 14788 0
SCHWAB CHARLES CORP COM 808513105 168 15000 SH DEFINED 01 0 15000 0
SCHWAB CHARLES CORP COM 808513105 44353 3959844 SH DEFINED 01 02 0 3959844 0
SCHWEITZER MAUDUIT COM 808541106 1174 47726 SH DEFINED 01 47726 0 0
SCIENT INC COM 808649305 0 22 SH DEFINED 01 22 0 0
SCIENTIFIC ATLANTA COM 808655104 221 13450 SH DEFINED 01 02 0 13450 0
SCIENTIFIC-ATLANTA COM 808655104 8773 533301 SH DEFINED 01 533301 0 0
SCIENTIFIC-ATLANTA COM 808655104 713 43383 SH DEFINED 01 03 0 43383 0
SCIENTIFIC-ATLANTA COM 808655104 239 14529 SH DEFINED 01 05 0 14529 0
SCIENTIFIC GAMES COM 80874P109 1403 176700 SH DEFINED 01 176700 0 0
SCIOS COM 808905103 4009 130959 SH DEFINED 01 130959 0 0
SCIOS COM 808905103 253 8250 SH DEFINED 01 05 0 8250 0
SCIOS INC COM 808905103 6 180 SH DEFINED 01 02 0 180 0
SCIQUEST INC COM 80908Q107 0 82 SH DEFINED 01 82 0 0
SCOTTS CO CLA COM 810186106 4323 95224 SH DEFINED 01 95224 0 0
SCRIPPS (EW) CL A COM 811054204 2246 29172 SH DEFINED 01 29172 0 0
SEACHANGE INTL COM 811699107 1 78 SH DEFINED 01 78 0 0
SEACOAST BANK COR FL COM 811707306 71 1235 SH DEFINED 01 02 0 1235 0
SEACOAST BANKING OF FLORIDA COM 811707306 1204 20859 SH DEFINED 01 20859 0 0
SEACOAST BANKING OF FLORIDA COM 811707306 4 77 SH DEFINED 01 03 0 77 0
SEACOAST BANKING OF FLORIDA COM 811707306 141 2441 SH DEFINED 01 05 0 2441 0
SEACOAST FINL SERV COM 81170Q106 3434 136982 SH DEFINED 01 136982 0 0
SEACOAST FINL SERV COM 81170Q106 80 3200 SH DEFINED 01 02 0 3200 0
SEACOAST FINL SERV COM 81170Q106 5 201 SH DEFINED 01 03 0 201 0
SEACOAST FINL SERV COM 81170Q106 162 6450 SH DEFINED 01 05 0 6450 0
SEACOR SMIT INC COM 811904101 3074 64914 SH DEFINED 01 64914 0 0
SEALED AIR COM 81211K100 7000 173838 SH DEFINED 01 173838 0 0
SEALED AIR COM 81211K100 796 19756 SH DEFINED 01 03 0 19756 0
SEALED AIR COM 81211K100 36 899 SH DEFINED 01 05 0 899 0
SEARS, ROEBUCK COM 812387108 18061 332603 SH DEFINED 01 332603 0 0
SEARS, ROEBUCK COM 812387108 4103 75549 SH DEFINED 01 03 0 75549 0
SEARS, ROEBUCK COM 812387108 11845 218146 SH DEFINED 01 05 0 218146 0
SECOM COM 813113990 4317 88000 SH DEFINED 01 88000 0 0
SECOM COM 813113990 1864 38000 SH DEFINED 01 03 0 38000 0
SECOND BANCORP INC COM 813114105 91 3330 SH DEFINED 01 02 0 3330 0
SECOND BANCORP INC COM 813114105 6 208 SH DEFINED 01 03 0 208 0
AMEX CONSUMER STAPLE COM 81369Y308 21 957 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 14 546 SH DEFINED 01 02 0 546 0
AMEX TECH SEL SPDR COM 81369Y803 10 660 SH DEFINED 01 02 0 660 0
SECURITAS COM 813701992 606 29491 SH DEFINED 01 29491 0 0
SECURE COMPUTING COM 813705100 897 118800 SH DEFINED 01 118800 0 0
SEEBEYOND TECHNOLOGY CORP COM 815704101 1 172 SH DEFINED 01 172 0 0
SELECT MEDICAL COM 816196109 3540 226000 SH DEFINED 01 226000 0 0
SELECT MEDICAL COM 816196109 208 13300 SH DEFINED 01 05 0 13300 0
SELECT MEDICAL CORP COM 816196109 4 280 SH DEFINED 01 02 0 280 0
SELECTIVE INSURANCE GROUP COM 816300107 2410 85097 SH DEFINED 01 85097 0 0
SEMBCORP LOGISTICS LIMITED COM 816625990 313 250000 SH DEFINED 01 250000 0 0
SEMTECH COM 816850101 1232 46124 SH DEFINED 01 46124 0 0
SEMTECH COM 816850101 5340 200000 SH DEFINED 01 05 0 200000 0
SEMPRA ENERGY COM 816851109 61597 2783402 SH DEFINED 01 2783402 0 0
SEMPRA ENERGY COM 816851109 1080 48812 SH DEFINED 01 03 0 48812 0
SEMPRA ENERGY COM 816851109 7613 344012 SH DEFINED 01 05 0 344012 0
SEMPRA ENERGY CVT PFD CVT PRF 816851208 9240 400000 SH DEFINED 01 400000 0 0
SEMI TOOL COM 816909105 3057 374600 SH DEFINED 01 374600 0 0
SEMI TOOL COM 816909105 314 38500 SH DEFINED 01 05 0 38500 0
SENSIENT TECHNOLOGIES COM 81725T100 731 32093 SH DEFINED 01 32093 0 0
SERCO GROUP COM 817314990 138 45000 SH DEFINED 01 45000 0 0
SEPRACOR COM 817315104 52 5358 SH DEFINED 01 5358 0 0
SEQUA CL A COM 817320104 24 373 SH DEFINED 01 373 0 0
SEQUA CL B COM 817320203 230 3500 SH DEFINED 01 3500 0 0
SEQUENOM INC COM 817337108 0 61 SH DEFINED 01 61 0 0
SERENA SOFTWARE INC COM 817492101 2550 186088 SH DEFINED 01 186088 0 0
SERENA SOFTWARE INC COM 817492101 2 130 SH DEFINED 01 02 0 130 0
SERENA SOFTWARE INC COM 817492101 96 7000 SH DEFINED 01 05 0 7000 0
SEROLOGICALS COM 817523103 3185 174140 SH DEFINED 01 174140 0 0
SEROLOGICALS COM 817523103 191 10460 SH DEFINED 01 05 0 10460 0
SEROLOGICALS CORP COM 817523103 4 220 SH DEFINED 01 02 0 220 0
SERONO SA ADR COM 81752M101 1 90 SH DEFINED 01 02 0 90 0
SERVICE CORP INTL COM 817565104 7 1466 SH DEFINED 01 1466 0 0
SERVICEMASTER CO COM 81760N109 10 741 SH DEFINED 01 741 0 0
7-ELEVEN COM 817826209 47 5712 SH DEFINED 01 5712 0 0
SEVEN ELEVEN JAPAN 8183&J/YEN COM 818500993 16106 409000 SH DEFINED 01 409000 0 0
SEVEN ELEVEN JAPAN 8183&J/YEN COM 818500993 2284 58000 SH DEFINED 01 03 0 58000 0
SEVEN ELEVEN JAPAN 8183&J/YEN COM 818500993 8821 224000 SH DEFINED 01 05 0 224000 0
SINOPAC HOLDINGS COMPANY COM 819433996 2715 6212640 SH DEFINED 01 6212640 0 0
SHARP COM 819882101 648 51000 SH DEFINED 01 51000 0 0
SHAW GROUP COM 820280105 18828 613319 SH DEFINED 01 613319 0 0
SHAW GROUP COM 820280105 104 3400 SH DEFINED 01 03 0 3400 0
SHAW GROUP COM 820280105 356 11600 SH DEFINED 01 05 0 11600 0
SHAW GROUP INC COM 820280105 60 1950 SH DEFINED 01 02 0 1950 0
SHELL TRANSPORT & TRADING COM 822703997 1013 134300 SH DEFINED 01 134300 0 0
SHERWIN-WILLIAMS COM 824348106 127 4252 SH DEFINED 01 4252 0 0
SHERWIN-WILLIAMS COM 824348106 1074 35899 SH DEFINED 01 03 0 35899 0
SHERWIN-WILLIAMS COM 824348106 49 1640 SH DEFINED 01 05 0 1640 0
SHINSEGAE CO LTD COM 824555999 2883 17000 SH DEFINED 01 17000 0 0
SHINSEGAE CO LTD COM 824555999 119 700 SH DEFINED 01 05 0 700 0
SHINHAN FINANCIAL GROUP COM 824777999 3588 253910 SH DEFINED 01 253910 0 0
SHINHAN FINANCIAL GROUP COM 824777999 144 10180 SH DEFINED 01 05 0 10180 0
SHOPKO STORES COM 824911101 2203 110223 SH DEFINED 01 110223 0 0
SHOPKO STORES COM 824911101 93 4680 SH DEFINED 01 02 0 4680 0
SHOPKO STORES COM 824911101 6 296 SH DEFINED 01 03 0 296 0
SHIN-ETSU CHEMICAL COM 824925994 7429 172900 SH DEFINED 01 172900 0 0
SHIN-ETSU CHEMICAL COM 824925994 3798 88400 SH DEFINED 01 03 0 88400 0
SHIN-ETSU CHEMICAL COM 824925994 14076 327600 SH DEFINED 01 05 0 327600 0
SHUFFLE MASTER COM 825549108 1048 57025 SH DEFINED 01 57025 0 0
SIAM CEMENT-PCL-NVDR COM 825566995 3594 157100 SH DEFINED 01 157100 0 0
SIAM CEMENT-PCL-NVDR COM 825566995 144 6300 SH DEFINED 01 05 0 6300 0
SHURGARD STORAGE CTR COM 82567D104 3681 106636 SH DEFINED 01 106636 0 0
SIBNEFT SPON - ADR COM 825731102 2437 135400 SH DEFINED 01 135400 0 0
SIBNEFT SPON - ADR COM 825731102 110 6100 SH DEFINED 01 05 0 6100 0
GENSIA PHARMACEUTICS INC COM 825846108 1691 91244 SH DEFINED 01 91244 0 0
SIDERCA S.A.I.C COM 825863103 142 9000 SH DEFINED 01 9000 0 0
INVENSYS PLC COM 825995996 5252 3871784 SH DEFINED 01 3871784 0 0
INVENSYS PLC COM 825995996 7149 5269743 SH DEFINED 01 05 0 5269743 0
SIEBEL SYSTEMS COM 826170102 13528 951290 SH DEFINED 01 951290 0 0
SIEBEL SYSTEMS COM 826170102 25 1750 SH DEFINED 01 02 0 1750 0
SIEBEL SYSTEMS COM 826170102 1603 112761 SH DEFINED 01 03 0 112761 0
SIEBEL SYSTEMS COM 826170102 632 44410 SH DEFINED 01 05 0 44410 0
SIEBEL SYSTEMS INC COM 826170102 51 3600 SH DEFINED 11 12 0 3600 0
SIEMENS COM 826197105 4704 78400 SH DEFINED 01 78400 0 0
SIERRA HEALTH SERVIC COM 826322109 2017 90245 SH DEFINED 01 90245 0 0
SIERRA PACIFIC RESOURCES COM 826428104 32 4044 SH DEFINED 01 4044 0 0
SIGMA-ALDRICH COM 826552101 66349 1323011 SH DEFINED 01 1323011 0 0
SIGMA-ALDRICH COM 826552101 3327 66352 SH DEFINED 01 02 0 66352 0
SIGMA-ALDRICH COM 826552101 6300 125621 SH DEFINED 01 03 0 125621 0
SIGMA-ALDRICH COM 826552101 11603 231372 SH DEFINED 01 05 0 231372 0
SIGNET COM 826680993 5186 3591271 SH DEFINED 01 3591271 0 0
SIGNET COM 826680993 6603 4571772 SH DEFINED 01 05 0 4571772 0
SILICON LABORATORIES COM 826919102 757 27976 SH DEFINED 01 27976 0 0
SILGAN HOLDINGS COM 827048109 2548 63000 SH DEFINED 01 63000 0 0
SILGAN HOLDINGS COM 827048109 100 2458 SH DEFINED 01 02 0 2458 0
SILGAN HOLDINGS COM 827048109 6 154 SH DEFINED 01 03 0 154 0
SILGAN HOLDINGS COM 827048109 291 7200 SH DEFINED 01 05 0 7200 0
SILICON GRAPHICS INC COM 827056102 3 1043 SH DEFINED 01 1043 0 0
SILICON GRAPHICS INC COM 827056102 56 19475 SH DEFINED 01 02 0 19475 0
SILICON GRAPHICS INC COM 827056102 4 1245 SH DEFINED 01 03 0 1245 0
SILICON STORAGE TECHNOLOGY COM 827057100 2536 325203 SH DEFINED 01 325203 0 0
SILICON IMAGE COM 82705T102 1 122 SH DEFINED 01 122 0 0
SILICON VALLEY BANCSHARES COM 827064106 746 28315 SH DEFINED 01 28315 0 0
SILICONIX INC COM 827079203 5 173 SH DEFINED 01 173 0 0
SILVERSTREAM SOFTWA COM 827907106 1 62 SH DEFINED 01 62 0 0
SIMON PROPERTY GROUP COM 828806109 182 4930 SH DEFINED 01 4930 0 0
SIMON PROPERTY GROUP COM 828806109 1526 41420 SH DEFINED 01 03 0 41420 0
SIMON PROPERTY GROUP COM 828806109 70 1900 SH DEFINED 01 05 0 1900 0
SIMPSON MFG COM 829073105 4727 82752 SH DEFINED 01 82752 0 0
SIMPSON MFG COM 829073105 183 3200 SH DEFINED 01 05 0 3200 0
SINCLAIR BROADCAST GROUP CL A COM 829226109 1327 91890 SH DEFINED 01 91890 0 0
SINGAPORE AIR FGN RG COM 829295104 1504 206000 SH DEFINED 01 03 0 206000 0
SINGAPORE AIRLINES COM 829295997 286 39115 SH DEFINED 01 39115 0 0
SINGAPORE TECH ENGINEERING LTD COM 829298991 197 180000 SH DEFINED 01 180000 0 0
SINGAPORE TELECOM COM 829300995 757 976000 SH DEFINED 01 976000 0 0
SIRENZA MICRODEVICES COM 82966T106 0 101 SH DEFINED 01 101 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 1 274 SH DEFINED 01 274 0 0
SIX CONTINENTS COM 829900992 1292 127200 SH DEFINED 01 127200 0 0
SIX FLAGS COM 83001P109 1955 135261 SH DEFINED 01 135261 0 0
SK TELECOM COM 830530994 8446 37700 SH DEFINED 01 37700 0 0
SK TELECOM COM 830530994 336 1500 SH DEFINED 01 05 0 1500 0
SKILLSOFT COM 83066P101 26 3250 SH DEFINED 01 3250 0 0
SKY FINL GROUP INC COM 83080P103 8 394 SH DEFINED 01 394 0 0
SKYLINE COM 830830105 883 26908 SH DEFINED 01 26908 0 0
SKYWEST COM 830879102 18910 808464 SH DEFINED 01 808464 0 0
SKYWEST COM 830879102 2713 116000 SH DEFINED 01 03 0 116000 0
SKYWEST COM 830879102 575 24592 SH DEFINED 01 05 0 24592 0
SKYWEST INC COM 830879102 46524 1989127 SH DEFINED 01 02 0 1989127 0
SKYWORKS SOLUTIONS COM 83088M102 3882 699444 SH DEFINED 01 699444 0 0
SKYWORKS SOLUTIONS COM 83088M102 34 6130 SH DEFINED 01 02 0 6130 0
SKYWORKS SOLUTIONS COM 83088M102 2 362 SH DEFINED 01 03 0 362 0
SKYWORKS SOLUTIONS COM 83088M102 174 31340 SH DEFINED 01 05 0 31340 0
SMITH (A O) CORP COM 831865209 4235 137449 SH DEFINED 01 137449 0 0
SMITH (A O) CORP COM 831865209 57 1873 SH DEFINED 01 02 0 1873 0
SMITH (A O) CORP COM 831865209 4 133 SH DEFINED 01 03 0 133 0
SMITH (A O) CORP COM 831865209 168 5460 SH DEFINED 01 05 0 5460 0
SMITH & NEPHEW COM 831911995 438 79022 SH DEFINED 01 79022 0 0
SMITH INTL COM 832110100 1013 14841 SH DEFINED 01 14841 0 0
SMITHFIELD FOODS COM 832248108 79 4253 SH DEFINED 01 4253 0 0
SMITHS GROUP PLC COM 832389993 1183 91100 SH DEFINED 01 91100 0 0
JM SMUCKER CO COM 832696405 66 1919 SH DEFINED 01 1919 0 0
JM SMUCKER CO COM 832696405 1 15 SH DEFINED 01 05 0 15 0
SMURFIT-STONE CONTAINER COM 832727101 103 6682 SH DEFINED 01 6682 0 0
SNAM RETE GAS 144 COM 833029556 241 81628 SH DEFINED 01 81628 0 0
SNAM RETE GAS 144 COM 833029556 3649 1235845 SH DEFINED 01 03 0 1235845 0
SNAP-ON COM 833034101 50 1679 SH DEFINED 01 1679 0 0
SNAP-ON COM 833034101 410 13696 SH DEFINED 01 03 0 13696 0
SNAP-ON COM 833034101 19 623 SH DEFINED 01 05 0 623 0
SOCIETE GENERALE CL A COM 833639990 13872 210602 SH DEFINED 01 210602 0 0
SOCIETE GENERALE CL A COM 833639990 13678 207642 SH DEFINED 01 05 0 207642 0
SOFTWARE AG COM 834024994 173 12900 SH DEFINED 01 12900 0 0
SOLA INTL COM 834092108 912 79297 SH DEFINED 01 79297 0 0
SOLECTRON COM 834182107 17566 2856413 SH DEFINED 01 2856413 0 0
SOLECTRON COM 834182107 2384 387658 SH DEFINED 01 03 0 387658 0
SOLECTRON COM 834182107 3157 513184 SH DEFINED 01 05 0 513184 0
SOLECTRON CORP COM 834182107 861 140000 SH DEFINED 01 0 140000 0
SOLECTRON CORP COM 834182107 672 109370 SH DEFINED 01 02 0 109370 0
SOLUTIA COM 834376105 2033 289643 SH DEFINED 01 289643 0 0
SOLUTIA COM 834376105 3370 480000 SH DEFINED 01 05 0 480000 0
SOLUTIA INC COM 834376105 41 5900 SH DEFINED 01 02 0 5900 0
SOMERA COMMUNICATIONS COM 834458101 7061 989000 SH DEFINED 01 989000 0 0
SOMERA COMMUNICATIONS COM 834458101 600 84000 SH DEFINED 01 05 0 84000 0
SONIC CORP COM 835451105 4051 128962 SH DEFINED 01 128962 0 0
SONIC CORP COM 835451105 23889 760550 SH DEFINED 01 02 0 760550 0
SONIC CORP COM 835451105 591 18800 SH DEFINED 01 03 0 18800 0
SONIC AUTOMOTIVE INC COM 83545G102 1568 60879 SH DEFINED 01 60879 0 0
SONIC AUTOMOTIVE INC COM 83545G102 56 2210 SH DEFINED 01 02 0 2210 0
SONIC AUTOMOTIVE INC COM 83545G102 4 143 SH DEFINED 01 03 0 143 0
SONIC AUTOMOTIVE INC COM 83545G102 129 5000 SH DEFINED 01 05 0 5000 0
S3 INCORPORATED COM 83546Q109 0 185 SH DEFINED 01 185 0 0
SONICWALL COM 835470105 2 473 SH DEFINED 01 473 0 0
SONOCO PRODUCTS COM 835495102 104 3711 SH DEFINED 01 3711 0 0
SONY COM 835699109 6658 126101 SH DEFINED 01 126101 0 0
SONY COM 835699109 1711 32400 SH DEFINED 01 03 0 32400 0
SONY COM 835699109 5656 107100 SH DEFINED 01 05 0 107100 0
SONY ADR COM 835699307 1590 30000 SH DEFINED 01 30000 0 0
SORRENTO NETWORKS CORPORATION COM 83586Q100 0 32 SH DEFINED 01 32 0 0
SOTHEBY'S HOLDINGS CL A COM 835898107 38 2664 SH DEFINED 01 2664 0 0
SONUS NETWORKS COM 835916107 2 1219 SH DEFINED 01 1219 0 0
SOURCECORP COM 836167106 1483 55940 SH DEFINED 01 55940 0 0
SCMP GROUP LTD COM 837400993 203 350000 SH DEFINED 01 350000 0 0
SOUTH FINANCIAL GROUP COM 837841105 4674 208555 SH DEFINED 01 208555 0 0
SOUTH FINANCIAL GROUP COM 837841105 6 263 SH DEFINED 01 03 0 263 0
SOUTH FINANCIAL GROUP COM 837841105 204 9100 SH DEFINED 01 05 0 9100 0
SOUTH FINANCIAL GRP COM 837841105 93 4180 SH DEFINED 01 02 0 4180 0
SOUTH JERSEY IND INC COM 838518108 83 2460 SH DEFINED 01 02 0 2460 0
SOUTH JERSEY IND INC COM 838518108 5 154 SH DEFINED 01 03 0 154 0
SOUTHERN CO COM 842587107 29594 1080069 SH DEFINED 01 1080069 0 0
SOUTHERN CO COM 842587107 4592 167616 SH DEFINED 01 03 0 167616 0
SOUTHERN CO COM 842587107 370 13496 SH DEFINED 01 05 0 13496 0
SOUTHERNA RESOURCES LTD COM 843901992 1173 275000 SH DEFINED 01 275000 0 0
SOUTHERN UNION CO COM 844030106 3005 176745 SH DEFINED 01 176745 0 0
SOUTHTRUST COM 844730101 6138 234993 SH DEFINED 01 234993 0 0
SOUTHTRUST COM 844730101 2131 81577 SH DEFINED 01 03 0 81577 0
SOUTHTRUST COM 844730101 10024 383742 SH DEFINED 01 05 0 383742 0
SOUTHWEST AIRLINES COM 844741108 323406 20012753 SH DEFINED 01 20012753 0 0
SOUTHWEST AIRLINES COM 844741108 451 27911 SH DEFINED 01 02 0 27911 0
SOUTHWEST AIRLINES COM 844741108 2934 181550 SH DEFINED 01 03 0 181550 0
SOUTHWEST AIRLINES COM 844741108 55106 3409997 SH DEFINED 01 05 0 3409997 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3876 107012 SH DEFINED 01 107012 0 0
SOUTHWEST GAS COM 844895102 3268 132038 SH DEFINED 01 132038 0 0
SOUTHWESTERN ENERGY COM 845467109 1246 82111 SH DEFINED 01 82111 0 0
SOVEREIGN BANCORP COM 845905108 151 10155 SH DEFINED 01 10155 0 0
SPACELABS COM 846247104 445 31336 SH DEFINED 01 31336 0 0
SPANISH BRDCAST CL A COM 846425882 4 390 SH DEFINED 01 02 0 390 0
SPARTECH CORP COM 847220209 887 32571 SH DEFINED 01 32571 0 0
SPECTRASITE HOLDINGS COM 84760T100 0 646 SH DEFINED 01 646 0 0
SPECTRIS PLC COM 847610995 317 53500 SH DEFINED 01 53500 0 0
SPEECHWORKS INTL INC COM 84764M101 1 311 SH DEFINED 01 311 0 0
SPEEDWAY MOTOR SPORT COM 847788106 8 318 SH DEFINED 01 318 0 0
SPHERION COM 848420105 6035 507030 SH DEFINED 01 507030 0 0
SPHERION COM 848420105 319 26800 SH DEFINED 01 05 0 26800 0
SPINNAKER EXPLORATION COM 84855W109 41 1130 SH DEFINED 01 1130 0 0
SPORTSLINE.COM INC COM 848934105 0 77 SH DEFINED 01 77 0 0
SPORTS AUTHORITY COM 849176102 1 60 SH DEFINED 01 02 0 60 0
SPRINT (FON GROUP) COM 852061100 58449 5508810 SH DEFINED 01 5508810 0 0
SPRINT (FON GROUP) COM 852061100 3752 353679 SH DEFINED 01 03 0 353679 0
SPRINT (FON GROUP) COM 852061100 7565 713096 SH DEFINED 01 05 0 713096 0
SPRINT CORP FON GRP COM 852061100 11246 1059713 SH DEFINED 01 02 0 1059713 0
SPRINT (PCS GROUP) COM 852061506 1755 392520 SH DEFINED 01 392520 0 0
SPRINT (PCS GROUP) COM 852061506 1055 236036 SH DEFINED 01 03 0 236036 0
SPRINT (PCS GROUP) COM 852061506 85 18994 SH DEFINED 01 05 0 18994 0
STAGE STORES INC. COM 85254C305 1050 30229 SH DEFINED 01 30229 0 0
STAMPS.COM COM 852857101 1 196 SH DEFINED 01 196 0 0
STANCORP FINANCIAL GROUP COM 852891100 3505 63154 SH DEFINED 01 63154 0 0
STANCORP FINANCIAL GROUP COM 852891100 7 121 SH DEFINED 01 03 0 121 0
STANCORP FINANCIAL GROUP COM 852891100 266 4800 SH DEFINED 01 05 0 4800 0
STANCORP FINL GROUP COM 852891100 126 2272 SH DEFINED 01 02 0 2272 0
STANDARD BANK GROUP LTD COM 853000990 3349 1078967 SH DEFINED 01 1078967 0 0
STANDARD BANK GROUP LTD COM 853000990 168 54038 SH DEFINED 01 05 0 54038 0
STANDARD COMMERCIAL COM 853258101 3062 141100 SH DEFINED 01 141100 0 0
STANDARD COMMERCIAL COM 853258101 101 4685 SH DEFINED 01 02 0 4685 0
STANDARD COMMERCIAL COM 853258101 7 301 SH DEFINED 01 03 0 301 0
STANDARD COMMERCIAL COM 853258101 350 16150 SH DEFINED 01 05 0 16150 0
STANDARD MICROSYSTEM COM 853626109 1209 51192 SH DEFINED 01 51192 0 0
STANDARD MOTOR PRO COM 853666105 671 40175 SH DEFINED 01 40175 0 0
STANDARD PACIFIC COM 85375C101 5107 145579 SH DEFINED 01 145579 0 0
STANDARD REGISTER COM 853887107 3060 89509 SH DEFINED 01 89509 0 0
STANDEX INTL COM 854231107 973 38775 SH DEFINED 01 38775 0 0
STANDEX INTL COM 854231107 26466 1054403 SH DEFINED 01 03 0 1054403 0
STANLEY FURNITURE CO COM 854305208 963 36000 SH DEFINED 01 36000 0 0
STANLEY FURNITURE CO COM 854305208 33 1220 SH DEFINED 01 02 0 1220 0
STANLEY FURNITURE CO COM 854305208 2 77 SH DEFINED 01 03 0 77 0
STANLEY FURNITURE CO COM 854305208 112 4200 SH DEFINED 01 05 0 4200 0
STANLEY WORKS COM 854616109 98 2379 SH DEFINED 01 2379 0 0
STANLEY WORKS COM 854616109 823 20066 SH DEFINED 01 03 0 20066 0
STANLEY WORKS COM 854616109 37 912 SH DEFINED 01 05 0 912 0
STAPLES COM 855030102 34303 1741271 SH DEFINED 01 1741271 0 0
STAPLES COM 855030102 2167 109987 SH DEFINED 01 03 0 109987 0
STAPLES COM 855030102 2887 146543 SH DEFINED 01 05 0 146543 0
STAPLES INC COM 855030102 262 13300 SH DEFINED 01 02 0 13300 0
STARBUCKS COM 855244109 44097 1774506 SH DEFINED 01 1774506 0 0
STARBUCKS COM 855244109 1555 62570 SH DEFINED 01 02 0 62570 0
STARBUCKS COM 855244109 4347 174923 SH DEFINED 01 03 0 174923 0
STARBUCKS COM 855244109 34298 1380219 SH DEFINED 01 05 0 1380219 0
STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0
STARTEK INC COM 85569C107 1210 45258 SH DEFINED 01 45258 0 0
STARWOOD HOTELS & RE COM 85590A203 187 5700 SH DEFINED 01 02 0 5700 0
STARWOOD HOTELS & RESORTS WORL COM 85590A203 16904 513952 SH DEFINED 01 513952 0 0
STARWOOD HOTELS & RESORTS WORL COM 85590A203 1543 46911 SH DEFINED 01 03 0 46911 0
STARWOOD HOTELS & RESORTS WORL COM 85590A203 31000 942503 SH DEFINED 01 05 0 942503 0
STATE STREET COM 857477103 318299 7120779 SH DEFINED 01 7120779 0 0
STATE STREET COM 857477103 3420 76515 SH DEFINED 01 03 0 76515 0
STATE STREET COM 857477103 61477 1375307 SH DEFINED 01 05 0 1375307 0
STATE STREET CORP COM 857477103 10893 243648 SH DEFINED 01 02 0 243648 0
STATEN BANCORP IN COM 857550107 88 4550 SH DEFINED 01 02 0 4550 0
STATEN ISLAND BANCORP COM 857550107 5990 311977 SH DEFINED 01 311977 0 0
STATEN ISLAND BANCORP COM 857550107 5 285 SH DEFINED 01 03 0 285 0
STATEN ISLAND BANCORP COM 857550107 244 12700 SH DEFINED 01 05 0 12700 0
STATION CASINOS COM 857689103 998 55908 SH DEFINED 01 55908 0 0
THE STEAK N SHAKE CO COM 857873103 3 170 SH DEFINED 01 02 0 170 0
THE STEAK N SHAKE COMPANY COM 857873103 1383 89218 SH DEFINED 01 89218 0 0
STEEL DYNAMICS COM 858119100 2505 152122 SH DEFINED 01 152122 0 0
STEEL TECHNOLOGIES COM 858147101 404 30633 SH DEFINED 01 30633 0 0
STEIN MART COM 858375108 7155 602800 SH DEFINED 01 602800 0 0
STEIN MART COM 858375108 497 41900 SH DEFINED 01 05 0 41900 0
STEINWAY MUSICAL INS COM 858495104 100 4680 SH DEFINED 01 02 0 4680 0
STEINWAY MUSICAL INSTRUMENTS I COM 858495104 6 296 SH DEFINED 01 03 0 296 0
STERLING BANCSHARES COM 858907108 2075 140495 SH DEFINED 01 140495 0 0
STERICYCLE INC COM 858912108 3283 92716 SH DEFINED 01 92716 0 0
STERICYCLE INC COM 858912108 2 60 SH DEFINED 01 02 0 60 0
STERICYCLE INC COM 858912108 198 5600 SH DEFINED 01 05 0 5600 0
STERIS COM 859152100 1222 64717 SH DEFINED 01 64717 0 0
STERIS COM 859152100 132 7000 SH DEFINED 01 05 0 7000 0
STERIS CORP COM 859152100 3 150 SH DEFINED 01 02 0 150 0
STERLING BANCORP COM 859158107 2025 57700 SH DEFINED 01 57700 0 0
STERLING BANCORP COM 859158107 78 2220 SH DEFINED 01 02 0 2220 0
STERLING BANCORP COM 859158107 5 143 SH DEFINED 01 03 0 143 0
STERLING BANCORP COM 859158107 221 6300 SH DEFINED 01 05 0 6300 0
STERLING FINL CORP COM 859319105 1170 58800 SH DEFINED 01 58800 0 0
STERLING FINL CORP COM 859319105 39 1960 SH DEFINED 01 02 0 1960 0
STERLING FINL CORP COM 859319105 2 118 SH DEFINED 01 03 0 118 0
STERLING FINL CORP COM 859319105 149 7480 SH DEFINED 01 05 0 7480 0
STEWART & STEVENSON SERVICES COM 860342104 18 1018 SH DEFINED 01 1018 0 0
STEWART ENTERPRISES CL A COM 860370105 3 398 SH DEFINED 01 398 0 0
STEWART INFORMATION SERVICES COM 860372101 2348 116602 SH DEFINED 01 116602 0 0
STEWART INFORMATION SERVICES COM 860372101 101 5000 SH DEFINED 01 05 0 5000 0
STILLWATER MIN REST COM 860490994 942 60000 SH DEFINED 01 60000 0 0
STILLWATER MINING COM 86074Q102 3856 242756 SH DEFINED 01 242756 0 0
STILWELL FINANCIAL COM 860831106 12821 704416 SH DEFINED 01 704416 0 0
STILWELL FINANCIAL COM 860831106 282 15500 SH DEFINED 01 02 0 15500 0
STILWELL FINANCIAL COM 860831106 1937 106423 SH DEFINED 01 03 0 106423 0
STILWELL FINANCIAL COM 860831106 2319 127392 SH DEFINED 01 05 0 127392 0
STINNES ORD COM 861100998 721 25000 SH DEFINED 01 25000 0 0
STONE ENERGY COM 861642106 8329 206921 SH DEFINED 01 206921 0 0
STONE ENERGY COM 861642106 250 6200 SH DEFINED 01 05 0 6200 0
STONE ENERGY CORP COM 861642106 32 800 SH DEFINED 01 02 0 800 0
STORAGE TECHNOLOGY COM 862111200 6273 392748 SH DEFINED 01 392748 0 0
STORAGE TECHNOLOGY COM 862111200 48 3000 SH DEFINED 01 03 0 3000 0
STORAGE TECHNOLOGY COM 862111200 160 10000 SH DEFINED 01 05 0 10000 0
STORAGENETWORKS INC COM 86211E103 0 55 SH DEFINED 01 55 0 0
STRATTEC SECURITY COM 863111100 1239 22400 SH DEFINED 01 22400 0 0
STRATTEC SECURITY COM 863111100 111 2000 SH DEFINED 01 05 0 2000 0
STRIDE RITE CORP COM 863314100 1079 134845 SH DEFINED 01 134845 0 0
STRYKER COM 863667101 16346 305489 SH DEFINED 01 305489 0 0
STRYKER COM 863667101 2484 46423 SH DEFINED 01 03 0 46423 0
STRYKER COM 863667101 25671 479728 SH DEFINED 01 05 0 479728 0
STRYKER CORP COM 863667101 210 3930 SH DEFINED 01 02 0 3930 0
STUDENT ADVANTAGE IN COM 86386Q105 0 158 SH DEFINED 01 158 0 0
STORA ENSO COM 863901997 10015 714701 SH DEFINED 01 714701 0 0
STORA ENSO COM 863901997 10902 777995 SH DEFINED 01 05 0 777995 0
STUDENT LOAN CORP COM 863902102 4 50 SH DEFINED 01 50 0 0
STURM RUGER & CO INC COM 864159108 1221 86314 SH DEFINED 01 86314 0 0
SUEZ SA COM 864700992 8026 300954 SH DEFINED 01 300954 0 0
SUEZ SA COM 864700992 4330 162379 SH DEFINED 01 03 0 162379 0
SUMITOMO CHEMICAL COM 865601504 13032 2866000 SH DEFINED 01 2866000 0 0
SUMITOMO CHEMICAL COM 865601504 1891 416000 SH DEFINED 01 03 0 416000 0
SUMITOMO CHEMICAL COM 865601504 13522 2974000 SH DEFINED 01 05 0 2974000 0
SUMITOMO CORP COM 865601991 1641 271000 SH DEFINED 01 271000 0 0
SUMITOMO TRUST & BANKING COM 865603997 7771 1617000 SH DEFINED 01 1617000 0 0
SUMITOMO TRUST & BANKING COM 865603997 2537 528000 SH DEFINED 01 03 0 528000 0
SUMITOMO TRUST & BANKING COM 865603997 7155 1489000 SH DEFINED 01 05 0 1489000 0
SUMMIT PROPERTIES COM 866239106 2 108 SH DEFINED 01 108 0 0
SUN COMMUNITIES INC COM 866674104 3 63 SH DEFINED 01 63 0 0
SUN HUNG KAI PRP ORD COM 86676H104 2294 302000 SH DEFINED 01 302000 0 0
SUN HUNG KAI PRP ORD COM 86676H104 106 14000 SH DEFINED 01 05 0 14000 0
SUN LIFE FINANCIAL SERVICES OF COM 866796105 529 24200 SH DEFINED 01 24200 0 0
SUN LIFE FINANCIAL SERVICES OF COM 866796998 6396 295483 SH DEFINED 01 295483 0 0
SUN LIFE FINANCIAL SERVICES OF COM 866796998 2032 93885 SH DEFINED 01 03 0 93885 0
SUN MICROSYSTEMS COM 866810104 39341 7852516 SH DEFINED 01 7852516 0 0
SUN MICROSYSTEMS COM 866810104 4004 799396 SH DEFINED 01 03 0 799396 0
SUN MICROSYSTEMS COM 866810104 45048 8991636 SH DEFINED 01 05 0 8991636 0
SUN MICROSYSTEMS INC COM 866810104 17151 3423686 SH DEFINED 01 02 0 3423686 0
SUNBEAM WTS COM 867071128 0 83 SH DEFINED 01 83 0 0
SUNCOR ENERGY INC COM 867229999 4985 285050 SH DEFINED 01 285050 0 0
SUNCOR ENERGY INC COM 867229999 718 41051 SH DEFINED 01 03 0 41051 0
SUNGARD DATA COM 867363103 2818 106425 SH DEFINED 01 02 0 106425 0
SUNGARD DATA SYSTEMS COM 867363103 129530 4891686 SH DEFINED 01 4891686 0 0
SUNGARD DATA SYSTEMS COM 867363103 4174 157600 SH DEFINED 01 03 0 157600 0
SUNGARD DATA SYSTEMS COM 867363103 46534 1757300 SH DEFINED 01 05 0 1757300 0
SUNOCO COM 86764P109 2308 64778 SH DEFINED 01 64778 0 0
SUNOCO COM 86764P109 639 17947 SH DEFINED 01 03 0 17947 0
SUNOCO COM 86764P109 29 819 SH DEFINED 01 05 0 819 0
SUNRISE ASSISTED COM 86768K106 1931 72053 SH DEFINED 01 72053 0 0
SUNRISE TELECOM INC COM 86769Y105 0 137 SH DEFINED 01 137 0 0
SUNTRUST BANKS COM 867914103 10679 157695 SH DEFINED 01 157695 0 0
SUNTRUST BANKS COM 867914103 4635 68450 SH DEFINED 01 03 0 68450 0
SUNTRUST BANKS COM 867914103 460 6789 SH DEFINED 01 05 0 6789 0
SUPERGEN INC COM 868059106 1 82 SH DEFINED 01 82 0 0
SUPERIOR ENERGY SERVICES COM 868157108 626 61700 SH DEFINED 01 61700 0 0
SUPERIOR IND INTL COM 868168105 14087 305400 SH DEFINED 01 02 0 305400 0
SUPERIOR INDS INTL COM 868168105 50 1094 SH DEFINED 01 1094 0 0
SUPERIOR INDS INTL COM 868168105 387 8400 SH DEFINED 01 03 0 8400 0
SUPERTEX INC COM 868532102 705 39985 SH DEFINED 01 39985 0 0
SUPERVALU COM 868536103 31753 1294441 SH DEFINED 01 1294441 0 0
SUPERVALU COM 868536103 769 31329 SH DEFINED 01 03 0 31329 0
SUPERVALU COM 868536103 3773 153816 SH DEFINED 01 05 0 153816 0
SUPERVALU INC COM 868536103 4440 181000 SH DEFINED 01 0 181000 0
SUPPORTSOFT INC COM 868587106 1550 559876 SH DEFINED 01 559876 0 0
SURGUTNEFTEGAZ ADR COM 868861204 3520 179620 SH DEFINED 01 179620 0 0
SURGUTNEFTEGAZ ADR COM 868861204 130 6621 SH DEFINED 01 05 0 6621 0
SURMODICS INC COM 868873100 2664 102511 SH DEFINED 01 102511 0 0
SURMODICS INC COM 868873100 2 60 SH DEFINED 01 02 0 60 0
SURMODICS INC COM 868873100 224 8600 SH DEFINED 01 05 0 8600 0
SUSQUEHANNA BANC COM 869099101 2877 126677 SH DEFINED 01 126677 0 0
SUSQUEHANNA BANC COM 869099101 101 4430 SH DEFINED 01 02 0 4430 0
SUSQUEHANNA BANC COM 869099101 6 285 SH DEFINED 01 03 0 285 0
SVENSKA CELLULOSA B COM 869587998 2448 68800 SH DEFINED 01 68800 0 0
SWATCH GROUP AG COM 869999557 145 7685 SH DEFINED 01 7685 0 0
SWIFT ENERGY COM 870738101 1344 86185 SH DEFINED 01 86185 0 0
SWIFT ENERGY CO COM 870738101 3 190 SH DEFINED 01 02 0 190 0
SWIFT TRANSPORTATION COM 870756103 419 18000 SH DEFINED 01 0 18000 0
SWIFT TRANSPORTATION COM 870756103 83 3566 SH DEFINED 01 3566 0 0
SWIFT TRANSPORTATION COM 870756103 37314 1601449 SH DEFINED 01 02 0 1601449 0
SWIFT TRANSPORTATION COM 870756103 1023 43900 SH DEFINED 01 03 0 43900 0
SWISS REINSURANCE COM 870855996 16280 166527 SH DEFINED 01 166527 0 0
SWISS REINSURANCE COM 870855996 5432 55562 SH DEFINED 01 03 0 55562 0
SWISS REINSURANCE COM 870855996 21449 219398 SH DEFINED 01 05 0 219398 0
SWITCHBOARD INC COM 871045100 0 90 SH DEFINED 01 90 0 0
SYBASE COM 871130100 41 3977 SH DEFINED 01 3977 0 0
SYBRON DENTAL COM 871142105 2257 122035 SH DEFINED 01 122035 0 0
SYCAMORE NETWORKS COM 871206108 1504 389481 SH DEFINED 01 389481 0 0
SYKES ENTERPRISES COM 871237103 13 1692 SH DEFINED 01 1692 0 0
SYLVAN LEARNING SYSTEMS COM 871399101 35 1799 SH DEFINED 01 1799 0 0
TAIWAN SEMICONDUCTOR MFG COM 871456992 40562 19929092 SH DEFINED 01 19929092 0 0
TAIWAN SEMICONDUCTOR MFG COM 871456992 8892 4369200 SH DEFINED 01 05 0 4369200 0
SYMANTEC COM 871503108 24132 734626 SH DEFINED 01 734626 0 0
SYMANTEC COM 871503108 108 3300 SH DEFINED 01 03 0 3300 0
SYMANTEC COM 871503108 5495 167300 SH DEFINED 01 05 0 167300 0
SYMANTEC CORP COM 871503108 61 1850 SH DEFINED 01 02 0 1850 0
SYMBOL TECHNOLOGIES COM 871508107 1223 143879 SH DEFINED 01 143879 0 0
SYMBOL TECHNOLOGIES COM 871508107 459 53954 SH DEFINED 01 03 0 53954 0
SYMBOL TECHNOLOGIES COM 871508107 21 2472 SH DEFINED 01 05 0 2472 0
SYMMETRICOM INC COM 871543104 260 71354 SH DEFINED 01 71354 0 0
SYMYX TECHNOLOGIES COM 87155S108 1 88 SH DEFINED 01 88 0 0
SYNCOR INTL COM 87157J106 3287 104372 SH DEFINED 01 104372 0 0
SYNGENTA AG COM 871600995 11374 189247 SH DEFINED 01 189247 0 0
SYNGENTA AG COM 871600995 15522 258252 SH DEFINED 01 05 0 258252 0
SYNOPSYS COM 871607107 260 4751 SH DEFINED 01 4751 0 0
SYNOVUS COM 87161C105 140 5100 SH DEFINED 01 02 0 5100 0
SYNOVUS FINANCIAL COM 87161C105 226 8232 SH DEFINED 01 8232 0 0
SYNOVUS FINANCIAL COM 87161C105 1912 69470 SH DEFINED 01 03 0 69470 0
SYNOVUS FINANCIAL COM 87161C105 88 3186 SH DEFINED 01 05 0 3186 0
SYNTE COM 87162H103 1280 103600 SH DEFINED 01 103600 0 0
SYNTE COM 87162H103 143 11600 SH DEFINED 01 05 0 11600 0
SYNTHES-STRATEC INC COM 871655999 196 320 SH DEFINED 01 320 0 0
SYSCO COM 871829107 18477 678805 SH DEFINED 01 678805 0 0
SYSCO COM 871829107 4248 156066 SH DEFINED 01 03 0 156066 0
SYSCO COM 871829107 195 7159 SH DEFINED 01 05 0 7159 0
SYSCO CORP COM 871829107 18014 661800 SH DEFINED 11 12 13 0 661800 0
SYSCO CORPORATION COM 871829107 120 4400 SH DEFINED 01 02 0 4400 0
SYSTEMS &COMP TECH COM 871873105 2185 161703 SH DEFINED 01 161703 0 0
SYSTEMS &COMP TECH COM 871873105 2 160 SH DEFINED 01 02 0 160 0
SYSTEMS &COMP TECH COM 871873105 88 6500 SH DEFINED 01 05 0 6500 0
TBC CORP COM 872180104 1075 67713 SH DEFINED 01 67713 0 0
TCF FINANCIAL COM 872275102 9960 202851 SH DEFINED 01 202851 0 0
TCF FINANCIAL COM 872275102 17647 359400 SH DEFINED 01 05 0 359400 0
TCF FINL CORP MPLS COM 872275102 1031 21000 SH DEFINED 01 0 21000 0
TCF FINL CORP MPLS COM 872275102 132 2690 SH DEFINED 01 02 0 2690 0
TECO ENERGY COM 872375100 25952 1059220 SH DEFINED 01 1059220 0 0
TECO ENERGY COM 872375100 887 36218 SH DEFINED 01 03 0 36218 0
TECO ENERGY COM 872375100 40 1653 SH DEFINED 01 05 0 1653 0
TEPPCO PARTNERS LP COM 872384102 9 280 SH DEFINED 01 280 0 0
THQ COM 872443403 5466 183274 SH DEFINED 01 183274 0 0
THQ COM 872443403 602 20175 SH DEFINED 01 03 0 20175 0
THQ COM 872443403 148 4950 SH DEFINED 01 05 0 4950 0
THQ INC COM 872443403 21721 728399 SH DEFINED 01 02 0 728399 0
TJX COMPANIES COM 872540109 15015 765678 SH DEFINED 01 765678 0 0
TJX COMPANIES COM 872540109 2490 126986 SH DEFINED 01 03 0 126986 0
TJX COMPANIES COM 872540109 31332 1597824 SH DEFINED 01 05 0 1597824 0
TJX COS COM 872540109 588 30000 SH DEFINED 01 0 30000 0
TJX COS COM 872540109 186 9510 SH DEFINED 01 02 0 9510 0
TPG NV COM 872600994 4288 189846 SH DEFINED 01 03 0 189846 0
TRW COM 872649108 3181 56000 SH DEFINED 01 0 56000 0
TRW COM 872649108 3043 53566 SH DEFINED 01 53566 0 0
TRW COM 872649108 1703 29986 SH DEFINED 01 03 0 29986 0
TRW COM 872649108 78 1372 SH DEFINED 01 05 0 1372 0
TMP WORLDWIDE COM 872941109 132 6130 SH DEFINED 01 6130 0 0
TMP WORLDWIDE COM 872941109 564 26214 SH DEFINED 01 03 0 26214 0
TMP WORLDWIDE COM 872941109 26 1195 SH DEFINED 01 05 0 1195 0
TTM TECHNOLOGIES COM 87305R109 4976 949600 SH DEFINED 01 949600 0 0
TTM TECHNOLOGIES COM 87305R109 488 93100 SH DEFINED 01 05 0 93100 0
TVX GOLD INC COM 87308K200 690 493000 SH DEFINED 01 493000 0 0
TVX GOLD INC COM 87308K200 97 69000 SH DEFINED 01 05 0 69000 0
TXU COM 873168108 110567 2151106 SH DEFINED 01 2151106 0 0
TXU COM 873168108 3260 63424 SH DEFINED 01 03 0 63424 0
TXU COM 873168108 17504 340542 SH DEFINED 01 05 0 340542 0
TXU CORPORATION COM 873168108 11517 224050 SH DEFINED 01 02 0 224050 0
TEXAS UTILITIES CONV PRF 873168504 114 2100 SH DEFINED 01 02 0 2100 0
TXU CV 8.75% PRF 873168504 130730 2412000 SH DEFINED 01 2412000 0 0
TXU CV 8.75% PRF 873168504 21886 403800 SH DEFINED 01 05 0 403800 0
TXU ELECTRIC CO PRF 87316T607 5511 54000 SH DEFINED 01 04 0 54000 0
TXU ELECTRIC CO PRF 87316T805 5145 50000 SH DEFINED 01 04 0 50000 0
TAIPEI BANK COM 873222558 3862 4832000 SH DEFINED 01 4832000 0 0
TAIWAN SEMI ADR COM 874039100 39 3025 SH DEFINED 01 02 0 3025 0
TAIWAN SEMICONDUCTOR MFG ADR COM 874039100 44193 3399512 SH DEFINED 01 3399512 0 0
TAIWAN SEMICONDUCTOR MFG ADR COM 874039100 30030 2310092 SH DEFINED 01 05 0 2310092 0
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 2434 118209 SH DEFINED 01 118209 0 0
TAKEDA CHEMICAL INDS COM 874058100 14032 319736 SH DEFINED 01 319736 0 0
TAKEDA CHEMICAL INDS COM 874058100 3643 83000 SH DEFINED 01 03 0 83000 0
TAKEDA CHEMICAL INDS COM 874058100 14174 323000 SH DEFINED 01 05 0 323000 0
TAKEFUJI COM 874110992 3016 43400 SH DEFINED 01 43400 0 0
TAKKT AG COM 874113996 175 30300 SH DEFINED 01 30300 0 0
TALBOTS COM 874161102 7004 200116 SH DEFINED 01 200116 0 0
TALBOTS COM 874161102 96 2735 SH DEFINED 01 02 0 2735 0
TALBOTS COM 874161102 7595 217000 SH DEFINED 01 05 0 217000 0
TALISMAN ENERGY COM 87425E996 2160 48132 SH DEFINED 01 48132 0 0
TALK AMERICA HOLDINGS INC COM 87426R103 1 150 SH DEFINED 01 150 0 0
TALX COM 874918105 1799 94850 SH DEFINED 01 94850 0 0
TANABE SEIYAKU ORD COM 875333999 964 110000 SH DEFINED 01 110000 0 0
TANNING TECHNOLOGY COM 87588P101 0 63 SH DEFINED 01 63 0 0
TANOX INC COM 87588Q109 1 122 SH DEFINED 01 122 0 0
TARGET COM 87612E106 431406 11615648 SH DEFINED 01 11615648 0 0
TARGET COM 87612E106 8003 215476 SH DEFINED 01 03 0 215476 0
TARGET COM 87612E106 89507 2410003 SH DEFINED 01 05 0 2410003 0
TARGET CORPORATION COM 87612E106 8319 224000 SH DEFINED 01 0 224000 0
TARGET CORPORATION COM 87612E106 41556 1118863 SH DEFINED 01 02 0 1118863 0
TAUBMAN CENTERS INC COM 876664103 3 182 SH DEFINED 01 182 0 0
TECH DATA COM 878237106 83 2202 SH DEFINED 01 2202 0 0
TECHNE COM 878377100 25569 906073 SH DEFINED 01 906073 0 0
TECHNE COM 878377100 1990 70500 SH DEFINED 01 03 0 70500 0
TECHNE COM 878377100 904 32028 SH DEFINED 01 05 0 32028 0
TECHNE CORP COM 878377100 1118 39623 SH DEFINED 01 02 0 39623 0
TECHNIP COM 878554997 9212 87500 SH DEFINED 01 87500 0 0
TECHNIP COM 878554997 337 3200 SH DEFINED 01 05 0 3200 0
TECHNITROL COM 878555101 3498 150114 SH DEFINED 01 150114 0 0
TECHNITROL COM 878555101 51 2200 SH DEFINED 01 05 0 2200 0
TECH SOLUTIONS COM 87872T108 0 121 SH DEFINED 01 121 0 0
TECUMSEH PRODUCTS CL A COM 878895200 1810 34110 SH DEFINED 01 34110 0 0
TECUMSEH PRODUCTS CL A COM 878895200 159 3000 SH DEFINED 01 05 0 3000 0
TELEFONICA COM 878950997 18251 2174124 SH DEFINED 01 2174124 0 0
TELEFONICA COM 878950997 3579 426397 SH DEFINED 01 03 0 426397 0
TELEFONICA COM 878950997 10375 1236013 SH DEFINED 01 05 0 1236013 0
TELECOM ITALIA COM 878960996 33 6200 SH DEFINED 01 6200 0 0
TELECOM ITALIA COM 878985993 50 6400 SH DEFINED 01 6400 0 0
TEKELEC COM 879101103 252 31372 SH DEFINED 01 31372 0 0
TEKTRONIX COM 879131100 5784 309155 SH DEFINED 01 309155 0 0
TEKTRONIX COM 879131100 402 21468 SH DEFINED 01 03 0 21468 0
TEKTRONIX COM 879131100 577 30881 SH DEFINED 01 05 0 30881 0
TELAXIS COMM CORP COM 879202109 0 52 SH DEFINED 01 52 0 0
TELECOM ITALIA MOBILE COM 879277994 738 180000 SH DEFINED 01 180000 0 0
TELEDYNE TECH COM 879360105 2115 102606 SH DEFINED 01 102606 0 0
TELEFLEX COM 879369106 92 1611 SH DEFINED 01 1611 0 0
TELEFONOS DE MEXICO ADR CL L COM 879403780 15979 498106 SH DEFINED 01 498106 0 0
TELEFONOS DE MEXICO ADR CL L COM 879403780 201 6258 SH DEFINED 01 05 0 6258 0
TELINDUS GROUP NV COM 879409993 61 10900 SH DEFINED 01 10900 0 0
TELEPHONE & DATA SYSTEMS COM 879433100 1316 21726 SH DEFINED 01 21726 0 0
TELEVISION BROADCASTS LTD COM 879500999 553 130000 SH DEFINED 01 130000 0 0
TELIK INC COM 87959M109 1564 125100 SH DEFINED 01 125100 0 0
TELIK INC COM 87959M109 2 170 SH DEFINED 01 02 0 170 0
TELIK INC COM 87959M109 178 14200 SH DEFINED 01 05 0 14200 0
TELLABS COM 879664100 895 141676 SH DEFINED 01 0 141676 0
TELLABS COM 879664100 9476 1499480 SH DEFINED 01 1499480 0 0
TELLABS COM 879664100 114 18100 SH DEFINED 01 02 0 18100 0
TELLABS COM 879664100 967 152971 SH DEFINED 01 03 0 152971 0
TELLABS COM 879664100 881 139421 SH DEFINED 01 05 0 139421 0
TELLIUM COM 87967E107 0 351 SH DEFINED 01 351 0 0
TEMPLE-INLAND COM 879868107 5082 87830 SH DEFINED 01 87830 0 0
TEMPLE-INLAND COM 879868107 721 12461 SH DEFINED 01 03 0 12461 0
TEMPLE-INLAND COM 879868107 6398 110564 SH DEFINED 01 05 0 110564 0
TELETECH HOLDINGS COM 879939106 2188 229361 SH DEFINED 01 229361 0 0
TEMP INST FOREIGN EQUITY COM 880210505 79527 5439597 SH DEFINED 01 03 0 5439597 0
TENMA CORP COM 880337993 170 15000 SH DEFINED 01 15000 0 0
TENFOLD CORPORATION COM 88033A103 0 82 SH DEFINED 01 82 0 0
TENET HEALTHCARE COM 88033G100 39154 547224 SH DEFINED 01 547224 0 0
TENET HEALTHCARE COM 88033G100 5659 79088 SH DEFINED 01 03 0 79088 0
TENET HEALTHCARE COM 88033G100 7039 98380 SH DEFINED 01 05 0 98380 0
TENET HEALTHCARE COR COM 88033G100 15 210 SH DEFINED 01 02 0 210 0
TENNECO AUTOMOTIVE INC COM 880349105 0 53 SH DEFINED 01 53 0 0
TERADYNE COM 880770102 9365 398535 SH DEFINED 01 398535 0 0
TERADYNE COM 880770102 1011 43032 SH DEFINED 01 03 0 43032 0
TERADYNE COM 880770102 10927 464969 SH DEFINED 01 05 0 464969 0
TERADYNE INC COM 880770102 611 26000 SH DEFINED 01 0 26000 0
TERADYNE INC COM 880770102 99 4200 SH DEFINED 01 02 0 4200 0
TERAYON COMM. SYSTEM COM 880775101 0 98 SH DEFINED 01 98 0 0
TEREX COM 880779103 2 67 SH DEFINED 01 67 0 0
TESCO COM 881575104 13785 3792175 SH DEFINED 01 3792175 0 0
TESCO COM 881575104 6065 1668110 SH DEFINED 01 03 0 1668110 0
TESCO COM 881575104 24203 6657511 SH DEFINED 01 05 0 6657511 0
TESORO PETROLEUM COM 881609101 1122 144800 SH DEFINED 01 144800 0 0
TETRA TECHNOLOGIES COM 88162F105 10173 383175 SH DEFINED 01 383175 0 0
TETRA TECHNOLOGIES COM 88162F105 749 28200 SH DEFINED 01 05 0 28200 0
TETRA TECH COM 88162G103 2496 169849 SH DEFINED 01 169849 0 0
TEXAS INDS COM 882491103 2121 67361 SH DEFINED 01 67361 0 0
TEXAS INSTRUMENTS COM 882508104 2495 105289 SH DEFINED 01 0 105289 0
TEXAS INSTRUMENTS COM 882508104 391714 16528027 SH DEFINED 01 16528027 0 0
TEXAS INSTRUMENTS COM 882508104 46123 1946087 SH DEFINED 01 02 0 1946087 0
TEXAS INSTRUMENTS COM 882508104 10061 424494 SH DEFINED 01 03 0 424494 0
TEXAS INSTRUMENTS COM 882508104 60592 2556659 SH DEFINED 01 05 0 2556659 0
TEXAS INSTRUMENTS INC COM 882508104 1119 47200 SH DEFINED 11 12 0 47200 0
TEXAS INSTRUMENTS INC COM 882508104 3230 136300 SH DEFINED 11 12 13 0 136300 0
TEXAS REGIONAL BANKS COM 882673106 4 100 SH DEFINED 01 02 0 100 0
TEXAS REGIONAL BANKSHARES INC COM 882673106 1198 24150 SH DEFINED 01 24150 0 0
TEXAS REGIONAL BANKSHARES INC COM 882673106 2 50 SH DEFINED 01 03 0 50 0
TEXAS REGIONAL BANKSHARES INC COM 882673106 134 2700 SH DEFINED 01 05 0 2700 0
TEXTRON COM 883203101 42716 910788 SH DEFINED 01 910788 0 0
TEXTRON COM 883203101 1544 32921 SH DEFINED 01 03 0 32921 0
TEXTRON COM 883203101 15644 333579 SH DEFINED 01 05 0 333579 0
THERAGENICS COM 883375107 9140 1084142 SH DEFINED 01 1084142 0 0
THERAGENICS COM 883375107 764 90600 SH DEFINED 01 05 0 90600 0
THERAGENICS CORP COM 883375107 2 220 SH DEFINED 01 02 0 220 0
THERASENSE COM 883381105 5 275 SH DEFINED 01 275 0 0
THERMA-WAVE COM 88343A108 1976 173437 SH DEFINED 01 173437 0 0
THERMA-WAVE COM 88343A108 98 8586 SH DEFINED 01 05 0 8586 0
THERMA-WAVE INC COM 88343A108 1 120 SH DEFINED 01 02 0 120 0
THERMO-ELECTRON COM 883556102 161 9783 SH DEFINED 01 9783 0 0
THERMO-ELECTRON COM 883556102 669 40551 SH DEFINED 01 03 0 40551 0
THERMO-ELECTRON COM 883556102 31 1851 SH DEFINED 01 05 0 1851 0
THESTREET.COM INC COM 88368Q103 0 100 SH DEFINED 01 100 0 0
THOMAS & BETTS COM 884315102 794 42657 SH DEFINED 01 42657 0 0
THOMAS & BETTS COM 884315102 255 13716 SH DEFINED 01 03 0 13716 0
THOMAS & BETTS COM 884315102 12 626 SH DEFINED 01 05 0 626 0
THOMAS INDS INC COM 884425109 9254 323600 SH DEFINED 01 323600 0 0
THOMAS INDS INC COM 884425109 91 3210 SH DEFINED 01 02 0 3210 0
THOMAS INDS INC COM 884425109 6 208 SH DEFINED 01 03 0 208 0
THOMAS INDS INC COM 884425109 749 26200 SH DEFINED 01 05 0 26200 0
THOMSON CORP COM 884903998 7148 226700 SH DEFINED 01 226700 0 0
THOR INDS COM 885160101 3957 55522 SH DEFINED 01 55522 0 0
THORATEC COM 885175307 902 100299 SH DEFINED 01 100299 0 0
THORNBURG MORTGAGE COM 885218107 2283 116000 SH DEFINED 01 116000 0 0
THORNBURG MORTGAGE COM 885218107 80 4060 SH DEFINED 01 02 0 4060 0
THORNBURG MORTGAGE COM 885218107 5 252 SH DEFINED 01 03 0 252 0
THORNBURG MORTGAGE COM 885218107 260 13200 SH DEFINED 01 05 0 13200 0
3 COM CORP COM 885535104 84 19000 SH DEFINED 01 0 19000 0
3 COM CORP COM 885535104 13449 3056781 SH DEFINED 01 02 0 3056781 0
3COM COM 885535104 1612 366238 SH DEFINED 01 366238 0 0
3COM COM 885535104 122 27800 SH DEFINED 01 03 0 27800 0
THREE-FIVE SYS IN COM 88554L108 1 70 SH DEFINED 01 02 0 70 0
THREE-FIVE SYSTEMS COM 88554L108 1562 136998 SH DEFINED 01 136998 0 0
THREE-FIVE SYSTEMS COM 88554L108 84 7386 SH DEFINED 01 05 0 7386 0
3M COM 88579Y101 615043 5000344 SH DEFINED 01 5000344 0 0
3M COM 88579Y101 11465 93215 SH DEFINED 01 03 0 93215 0
3M COM 88579Y101 91488 743811 SH DEFINED 01 05 0 743811 0
3M COMPANY COM 88579Y101 3444 28000 SH DEFINED 01 0 28000 0
3M COMPANY COM 88579Y101 46870 381012 SH DEFINED 01 02 0 381012 0
TIBCO SOFTWARE INC COM 88632Q103 1670 300410 SH DEFINED 01 300410 0 0
TICKETMASTER CL B COM 88633P203 6743 360354 SH DEFINED 01 360354 0 0
TICKETMASTER CL B COM 88633P203 277 14800 SH DEFINED 01 05 0 14800 0
TIDEWATER COM 886423102 43659 1326217 SH DEFINED 01 1326217 0 0
TIDEWATER COM 886423102 1428 43400 SH DEFINED 01 03 0 43400 0
TIDEWATER COM 886423102 4416 134138 SH DEFINED 01 05 0 134138 0
TIDEWATER INC COM 886423102 21177 643264 SH DEFINED 01 02 0 643264 0
TIER TECHNOLOGIES COM 88650Q100 1070 60040 SH DEFINED 01 60040 0 0
TIETOENATOR OYJ COM 886539998 311 12601 SH DEFINED 01 12601 0 0
TIFFANY COM 886547108 141 4013 SH DEFINED 01 4013 0 0
TIFFANY COM 886547108 1207 34284 SH DEFINED 01 03 0 34284 0
TIFFANY COM 886547108 55 1565 SH DEFINED 01 05 0 1565 0
TIFFANY & CO-NEW COM 886547108 1549 44000 SH DEFINED 01 0 44000 0
TOKYO GAS CO LTD COM 886695998 234 84126 SH DEFINED 01 84126 0 0
TIMBERLAND CL A COM 887100105 52 1457 SH DEFINED 01 1457 0 0
TIMBERWEST FOREST COM 887147205 2137 230000 SH DEFINED 01 230000 0 0
TIMBERWEST FOREST COM 887147205 302 32500 SH DEFINED 01 05 0 32500 0
TIME WARNER TELECOM CL A COM 887319101 0 87 SH DEFINED 01 87 0 0
TIMKEN CO COM 887389104 4304 192754 SH DEFINED 01 192754 0 0
TINGYI HOLDINGS CO COM 887400992 213 700000 SH DEFINED 01 700000 0 0
TIPPINGPOINT TECHNOLOGIES INC COM 888011103 0 14 SH DEFINED 01 14 0 0
TITAN COM 888266103 1203 65777 SH DEFINED 01 65777 0 0
TITAN COM 888266103 90 4900 SH DEFINED 01 05 0 4900 0
TITAN CORPORATION COM 888266103 3 150 SH DEFINED 01 02 0 150 0
TITAN INTL INC COM 88830M102 270 66618 SH DEFINED 01 66618 0 0
TITAN PHARMACEUTICAL COM 888314101 0 123 SH DEFINED 01 123 0 0
TOKYO ELECTRON LTD COM 888696994 5389 82700 SH DEFINED 01 82700 0 0
TOKYO ELECTRON LTD COM 888696994 1473 22600 SH DEFINED 01 03 0 22600 0
TOKYO ELECTRON LTD COM 888696994 4861 74600 SH DEFINED 01 05 0 74600 0
TIVO INC COM 888706108 342 92268 SH DEFINED 01 92268 0 0
TOHOKU ELECTRIC POWER COM 889070991 1755 125200 SH DEFINED 01 125200 0 0
TOKYO ELECTRIC POWER ORD. COM 889107108 122 5921 SH DEFINED 01 5921 0 0
TOKYO STYLE COM 889125993 219 24000 SH DEFINED 01 24000 0 0
TOLL BROTHERS TOLL BROT COM 889478103 6663 227386 SH DEFINED 01 227386 0 0
TOLLGRADE COMMUNICAT COM 889542106 639 43503 SH DEFINED 01 43503 0 0
TOMKINS ADR COM 890030208 21056 1400000 SH DEFINED 01 1400000 0 0
TOMKINS ADR COM 890030208 2513 167081 SH DEFINED 01 05 0 167081 0
TOO COM 890333107 7744 251419 SH DEFINED 01 251419 0 0
TOO COM 890333107 240 7800 SH DEFINED 01 05 0 7800 0
TOO INC COM 890333107 4 130 SH DEFINED 01 02 0 130 0
TANJONG COM 890400997 3591 1338000 SH DEFINED 01 1338000 0 0
TANJONG COM 890400997 150 56000 SH DEFINED 01 05 0 56000 0
TOOTSIE ROLL INDS COM 890516107 80 2086 SH DEFINED 01 2086 0 0
TOPPAN PRINTING COM 890746993 509 49000 SH DEFINED 01 49000 0 0
TOPPAN FORMS CO LTD COM 890780992 304 18000 SH DEFINED 01 18000 0 0
TOPPS COM 890786106 6142 610619 SH DEFINED 01 610619 0 0
TOPPS COM 890786106 523 51981 SH DEFINED 01 05 0 51981 0
TORCHMARK COM 891027104 24956 653309 SH DEFINED 01 653309 0 0
TORCHMARK COM 891027104 1091 28568 SH DEFINED 01 03 0 28568 0
TORCHMARK COM 891027104 2855 74721 SH DEFINED 01 05 0 74721 0
TOREX PLC COM 891030991 389 42000 SH DEFINED 01 42000 0 0
TORO CO COM 891092108 4344 75780 SH DEFINED 01 75780 0 0
TORO CO COM 891092108 70 1230 SH DEFINED 01 02 0 1230 0
TORO CO COM 891092108 4 77 SH DEFINED 01 03 0 77 0
TORO CO COM 891092108 235 4100 SH DEFINED 01 05 0 4100 0
TOTAL FINA ELF COM 891508996 51835 319258 SH DEFINED 01 319258 0 0
TOTAL FINA ELF COM 891508996 8309 51171 SH DEFINED 01 03 0 51171 0
TOTAL FINA ELF COM 891508996 45799 282083 SH DEFINED 01 05 0 282083 0
TOTAL FINA ELF COM 89151E109 81 1000 SH DEFINED 01 02 0 1000 0
TOTALFINAELF ADR COM 89151E109 12564 155300 SH DEFINED 01 155300 0 0
TOTALFINAELF ADR COM 89151E109 410 5072 SH DEFINED 01 05 0 5072 0
TOUCH AMERICA HOLDINGS INC COM 891539108 2 654 SH DEFINED 01 654 0 0
TOWER AUTO COM 891707101 6559 470147 SH DEFINED 01 0 470147 0
TOWER AUTO COM 891707101 95 6774 SH DEFINED 01 02 0 6774 0
TOWER AUTOMOTIVE COM 891707101 8542 612212 SH DEFINED 01 612212 0 0
TOWER AUTOMOTIVE COM 891707101 6 433 SH DEFINED 01 03 0 433 0
TOWER AUTOMOTIVE COM 891707101 6752 484000 SH DEFINED 01 05 0 484000 0
TOWER AUTOMOTIVE CVT CONV BND 891707AE1 944 1000000 PRN DEFINED 01 02 0 0 1000000
TOTAL SYS SVCS INC COM 891906109 8 427 SH DEFINED 01 427 0 0
TOYOTA MOTOR COM 892331992 13594 512400 SH DEFINED 01 512400 0 0
TOYOTA MOTOR COM 892331992 5147 194000 SH DEFINED 01 03 0 194000 0
TOYOTA MOTOR COM 892331992 13716 517000 SH DEFINED 01 05 0 517000 0
TOYS "R" US COM 892335100 748 42817 SH DEFINED 01 42817 0 0
TOYS "R" US COM 892335100 865 49513 SH DEFINED 01 03 0 49513 0
TOYS "R" US COM 892335100 40 2268 SH DEFINED 01 05 0 2268 0
TRAMMELL CROW COM 89288R106 7443 522300 SH DEFINED 01 522300 0 0
TRAMMELL CROW COM 89288R106 571 40100 SH DEFINED 01 05 0 40100 0
TRANS WORLD ENTMT CP COM 89336Q100 1 170 SH DEFINED 01 170 0 0
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 16 1342 SH DEFINED 01 1342 0 0
TRANSATLANTIC HOLDINGS COM 893521104 5442 68020 SH DEFINED 01 68020 0 0
TRANSKARYOTIC THERAP COM 893735100 3 70 SH DEFINED 01 02 0 70 0
TRANSKARYOTIC THERAPIES COM 893735100 7 189 SH DEFINED 01 189 0 0
TRANSMETA CORP COM 89376R109 2 726 SH DEFINED 01 726 0 0
TRANSPORTES AZKAR S.A. COM 893871996 111 20000 SH DEFINED 01 20000 0 0
TRANSWITCH COM 894065101 194 303410 SH DEFINED 01 303410 0 0
TRANSWITCH COM 894065101 18 28400 SH DEFINED 01 05 0 28400 0
TRANSWITCH CORP COM 894065101 1 1900 SH DEFINED 01 02 0 1900 0
TRAVELERS PROPERTY C COM 89420G109 975 55100 SH DEFINED 01 02 0 55100 0
TRAVELERS PROPERTY CASUALTY COM 89420G109 1975 111600 SH DEFINED 11 12 0 111600 0
TRAVELERS PROPERTY CASUALTY COM 89420G109 10512 593900 SH DEFINED 11 12 13 0 593900 0
TRAVELERS PROPERTY CASUALTY CL COM 89420G109 112760 6370546 SH DEFINED 01 6370546 0 0
TRAVELERS PROPERTY CASUALTY CL COM 89420G109 3112 175800 SH DEFINED 01 03 0 175800 0
TRAVELERS PROPERTY CASUALTY CL COM 89420G109 13076 738713 SH DEFINED 01 05 0 738713 0
TRAVELSKY TECH H(0696) COM 894255991 171 250000 SH DEFINED 01 250000 0 0
TREDEGAR COM 894650100 2971 123046 SH DEFINED 01 123046 0 0
TRIAD HOSPITALS COM 89579K109 2502 58576 SH DEFINED 01 58576 0 0
TRIANGLE PHARMACEUTI COM 89589H104 0 121 SH DEFINED 01 121 0 0
TRIAD GUARANTY COM 895925105 1780 40883 SH DEFINED 01 40883 0 0
TRIAD GUARANTY COM 895925105 4 88 SH DEFINED 01 03 0 88 0
TRIAD GUARANTY COM 895925105 218 5017 SH DEFINED 01 05 0 5017 0
TRIAD GUARANTY INC COM 895925105 60 1400 SH DEFINED 01 02 0 1400 0
TRIARC COS INC CL A COM 895927101 1799 65787 SH DEFINED 01 65787 0 0
TRIBUNE COM 896047107 27377 629356 SH DEFINED 01 629356 0 0
TRIBUNE COM 896047107 3081 70819 SH DEFINED 01 03 0 70819 0
TRIBUNE COM 896047107 6971 160251 SH DEFINED 01 05 0 160251 0
TRIGON HEALTHCARE COM 89618L100 6678 66391 SH DEFINED 01 66391 0 0
TRIGON HEALTHCARE COM 89618L100 253 2515 SH DEFINED 01 05 0 2515 0
TRIMBLE NAVIGATION L COM 896239100 1407 90803 SH DEFINED 01 90803 0 0
TRIMERIS COM 896263100 1512 34077 SH DEFINED 01 34077 0 0
TRIMERIS COM 896263100 178 4000 SH DEFINED 01 05 0 4000 0
TRIMERIS INC COM 896263100 4 80 SH DEFINED 01 02 0 80 0
TRINITY INDS COM 896522109 1790 85739 SH DEFINED 01 85739 0 0
TRINITY INDS COM 896522109 418 20000 SH DEFINED 01 05 0 20000 0
TRIQUINT SEMICONDUCTOR COM 89674K103 9639 1503873 SH DEFINED 01 1503873 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 677 105600 SH DEFINED 01 05 0 105600 0
TRITON PCS HOLDINGS CL A COM 89677M106 2 570 SH DEFINED 01 570 0 0
TRIUMPH GROUP INC COM 896818101 2265 50781 SH DEFINED 01 50781 0 0
TRIZEC PROPERTIES INC COM 89687P107 7 393 SH DEFINED 01 393 0 0
TRIPOS COM 896928108 1002 46000 SH DEFINED 01 46000 0 0
TRUST CO NJ JERSEY C COM 898304100 2 90 SH DEFINED 01 90 0 0
TRUSTCO BANK CORP COM 898349105 3061 232422 SH DEFINED 01 232422 0 0
TRUSTMARK CORP COM 898402102 9 368 SH DEFINED 01 368 0 0
TRUSTMARK CORP COM 898402102 51 1960 SH DEFINED 01 02 0 1960 0
TRUSTMARK CORP COM 898402102 3 121 SH DEFINED 01 03 0 121 0
TUESDAY MORNING COM 899035505 3542 190839 SH DEFINED 01 190839 0 0
TUESDAY MORNING COM 899035505 277 14900 SH DEFINED 01 05 0 14900 0
TUESDAY MORNING CORP COM 899035505 4 190 SH DEFINED 01 02 0 190 0
TULARIK INC COM 899165104 0 14 SH DEFINED 01 14 0 0
TULLOW OIL PLC COM 899255996 336 228000 SH DEFINED 01 228000 0 0
TUMBLEWEED COMMUNICA COM 899690101 0 63 SH DEFINED 01 63 0 0
TUPPERWARE COM 899896104 688 33065 SH DEFINED 01 33065 0 0
TUPPERWARE COM 899896104 285 13710 SH DEFINED 01 03 0 13710 0
TUPPERWARE COM 899896104 13 625 SH DEFINED 01 05 0 625 0
TURNSTONE SYSTEMS COM 900423104 0 10 SH DEFINED 01 10 0 0
TUT SYSTEMS INC COM 901103101 0 65 SH DEFINED 01 65 0 0
TWEETER HOME ENTERTAINMENT GRO COM 901167106 134 8200 SH DEFINED 01 8200 0 0
21ST CENTURY INSURANCE GROUP COM 90130N103 7 386 SH DEFINED 01 386 0 0
24-7 REAL MEDIA INC COM 901314104 0 49 SH DEFINED 01 49 0 0
TYCO INTERNATIONAL COM 902124106 243 18000 SH DEFINED 01 0 18000 0
TYCO INTERNATIONAL COM 902124106 435 32220 SH DEFINED 01 02 0 32220 0
TYCO INTL COM 902124106 31250 2313012 SH DEFINED 01 2313012 0 0
TYCO INTL COM 902124106 7440 550659 SH DEFINED 01 03 0 550659 0
TYCO INTL COM 902124106 31524 2333456 SH DEFINED 01 05 0 2333456 0
TYSON FOODS CL A COM 902494103 47128 3038599 SH DEFINED 01 3038599 0 0
TYSON FOODS CL A COM 902494103 52 3350 SH DEFINED 01 03 0 3350 0
TYSON FOODS CL A COM 902494103 241 15518 SH DEFINED 01 05 0 15518 0
UAL CORP COM 902549500 1136 99250 SH DEFINED 01 99250 0 0
UAL CORP COM 902549500 73 6414 SH DEFINED 01 02 0 6414 0
UAL CORP COM 902549500 5 415 SH DEFINED 01 03 0 415 0
UAL CORP COM 902549500 127 11100 SH DEFINED 01 05 0 11100 0
UCBH HOLDINGS COM 90262T308 2921 76857 SH DEFINED 01 76857 0 0
UCBH HOLDINGS INC COM 90262T308 3 80 SH DEFINED 01 02 0 80 0
UGI COM 902681105 6064 189859 SH DEFINED 01 189859 0 0
UGI COM 902681105 9 296 SH DEFINED 01 03 0 296 0
UGI COM 902681105 371 11626 SH DEFINED 01 05 0 11626 0
UGI CORP COM 902681105 148 4630 SH DEFINED 01 02 0 4630 0
UICI COM 902737105 3107 154109 SH DEFINED 01 154109 0 0
UIL HOLDINGS COM 902748102 4342 79732 SH DEFINED 01 79732 0 0
UIL HOLDINGS COM 902748102 7 132 SH DEFINED 01 03 0 132 0
UIL HOLDINGS COM 902748102 208 3817 SH DEFINED 01 05 0 3817 0
UIL HOLDINGS CORP COM 902748102 115 2093 SH DEFINED 01 02 0 2093 0
UMB FINL CORP COM 902788108 9 192 SH DEFINED 01 192 0 0
UST COM 902911106 17343 510063 SH DEFINED 01 510063 0 0
UST COM 902911106 1351 39744 SH DEFINED 01 03 0 39744 0
UST COM 902911106 636 18711 SH DEFINED 01 05 0 18711 0
UST INC COM 902911106 20830 612620 SH DEFINED 01 02 0 612620 0
U.S. BANCORP COM 902973304 94195 4034019 SH DEFINED 01 4034019 0 0
U.S. BANCORP COM 902973304 10644 455843 SH DEFINED 01 03 0 455843 0
U.S. BANCORP COM 902973304 43039 1843209 SH DEFINED 01 05 0 1843209 0
US BANCORP COM 902973304 4566 195553 SH DEFINED 01 0 195553 0
US BANCORP COM 902973304 366 15690 SH DEFINED 01 02 0 15690 0
US BANCORP COM 902973304 2295 98300 SH DEFINED 11 12 0 98300 0
US BANCORP COM 902973304 16207 694100 SH DEFINED 11 12 13 0 694100 0
US BANK CORP COM 902973304 56 2400 SH DEFINED 11 12 13 0 2400 0
US BANCORP CVT CONV BND 902973AE6 249 330000 PRN DEFINED 01 02 0 0 330000
USA INTERACTIVE COM 902984103 5733 244474 SH DEFINED 01 0 244474 0
USA INTERACTIVE COM 902984103 288769 12314234 SH DEFINED 01 12314234 0 0
USA INTERACTIVE COM 902984103 259 11058 SH DEFINED 01 02 0 11058 0
USA INTERACTIVE COM 902984103 46512 1983485 SH DEFINED 01 05 0 1983485 0
USA NETWORKS - RESTRICTED COM 902984996 51590 2200000 SH DEFINED 01 2200000 0 0
USA NETWORKS - RESTRICTED COM 902984996 8676 370000 SH DEFINED 01 05 0 370000 0
URS CORP COM 903236107 1670 60068 SH DEFINED 01 60068 0 0
USG CORP COM 903293405 1 104 SH DEFINED 01 104 0 0
USEC INC COM 90333E108 2 212 SH DEFINED 01 212 0 0
USEC INC COM 90333E108 59 6770 SH DEFINED 01 02 0 6770 0
USEC INC COM 90333E108 4 428 SH DEFINED 01 03 0 428 0
U.S. PHYSICAL THERAPY COM 90337L108 2561 126100 SH DEFINED 01 126100 0 0
U.S. PHYSICAL THERAPY COM 90337L108 286 14100 SH DEFINED 01 05 0 14100 0
US PHYSICAL THERAPY COM 90337L108 4 205 SH DEFINED 01 02 0 205 0
US ONCOLOGY INC COM 90338W103 2550 306108 SH DEFINED 01 306108 0 0
US ONCOLOGY INC COM 90338W103 70 8490 SH DEFINED 01 02 0 8490 0
US ONCOLOGY INC COM 90338W103 4 537 SH DEFINED 01 03 0 537 0
UBIQUITEL OPERATING CO WTS EXP COM 903474112 307 21940 SH DEFINED 01 21940 0 0
UBIQUITEL OPERATING CO WTS EXP COM 903474112 69 4900 SH DEFINED 01 05 0 4900 0
ULTICOM INC COM 903844108 2350 346535 SH DEFINED 01 346535 0 0
ULTICOM INC COM 903844108 137 20200 SH DEFINED 01 05 0 20200 0
ULTIMATE ELECTRONICS COM 903849107 1164 44933 SH DEFINED 01 44933 0 0
ULTRA PETROLEUM CORP COM 903914109 1488 196000 SH DEFINED 01 196000 0 0
ULTRA PETROLEUM CORP COM 903914109 164 21600 SH DEFINED 01 05 0 21600 0
ULTRATECH STEPPER COM 904034105 1172 72408 SH DEFINED 01 72408 0 0
UNICREDITO ITALIANO COM 904660990 1978 437130 SH DEFINED 01 437130 0 0
UNIFI COM 904677101 23 2101 SH DEFINED 01 2101 0 0
UNIFIRST CORP COM 904708104 1964 78000 SH DEFINED 01 78000 0 0
UNIFIRST CORP COM 904708104 100 3954 SH DEFINED 01 02 0 3954 0
UNIFIRST CORP COM 904708104 6 257 SH DEFINED 01 03 0 257 0
UNIFIRST CORP COM 904708104 239 9500 SH DEFINED 01 05 0 9500 0
UNILEVER NV - CVA - IN EURO COM 904760998 10512 160540 SH DEFINED 01 160540 0 0
UNILEVER NV - CVA - IN EURO COM 904760998 13584 207470 SH DEFINED 01 05 0 207470 0
UNILEVER COM 904784709 13505 208399 SH DEFINED 01 208399 0 0
UNILEVER COM 904784709 8806 135885 SH DEFINED 01 03 0 135885 0
UNILEVER COM 904784709 710 10962 SH DEFINED 01 05 0 10962 0
UNION PACIFIC COM 907818108 146800 2319842 SH DEFINED 01 2319842 0 0
UNION PACIFIC COM 907818108 3749 59250 SH DEFINED 01 03 0 59250 0
UNION PACIFIC COM 907818108 23497 371330 SH DEFINED 01 05 0 371330 0
UNION PACIFIC CORP COM 907818108 98 1550 SH DEFINED 01 02 0 1550 0
UNION PACIFIC CAPITAL CM CV 6. PRF 907824205 28267 541000 SH DEFINED 01 541000 0 0
UNION PACIFIC CAPITAL CM CV 6. PRF 907824403 14134 270500 SH DEFINED 01 270500 0 0
UNION PLANTERS COM 908068109 181 5598 SH DEFINED 01 5598 0 0
UNION PLANTERS COM 908068109 1543 47678 SH DEFINED 01 03 0 47678 0
UNION PLANTERS COM 908068109 71 2180 SH DEFINED 01 05 0 2180 0
UNI-CHARM CORPORATION COM 908500994 150 4000 SH DEFINED 01 4000 0 0
UNIONBANCAL CORP COM 908906100 750 16000 SH DEFINED 01 0 16000 0
UNIONBANCAL CORP COM 908906100 17 354 SH DEFINED 01 354 0 0
UNISOURCE ENERGY COM 909205106 4111 221387 SH DEFINED 01 221387 0 0
UNISOURCE ENERGY COM 909205106 6 349 SH DEFINED 01 03 0 349 0
UNISOURCE ENERGY COM 909205106 235 12668 SH DEFINED 01 05 0 12668 0
UNISOURCE ENERGY CRP COM 909205106 101 5431 SH DEFINED 01 02 0 5431 0
UNISYS COM 909214108 10160 1128846 SH DEFINED 01 1128846 0 0
UNISYS COM 909214108 682 75728 SH DEFINED 01 03 0 75728 0
UNISYS COM 909214108 384 42664 SH DEFINED 01 05 0 42664 0
UNISYS CORP COM 909214108 225 25000 SH DEFINED 01 0 25000 0
UNIT CORP COM 909218109 6541 377001 SH DEFINED 01 377001 0 0
UNIT CORP COM 909218109 4 220 SH DEFINED 01 02 0 220 0
UNIT CORP COM 909218109 416 24000 SH DEFINED 01 05 0 24000 0
UNITED CMNTY FINL CO COM 909839102 1 134 SH DEFINED 01 134 0 0
UNITED BANCSHARES COM 909907107 4036 137364 SH DEFINED 01 137364 0 0
UNITED DOMINION REALTY TRUST COM 910197102 1392 88403 SH DEFINED 01 88403 0 0
UNITED DOMINION REALTY TRUST COM 910197102 150 9500 SH DEFINED 01 05 0 9500 0
UNITED FIRE CVT PFD CVT PRF 910331305 1389 50000 SH DEFINED 01 50000 0 0
UNITED FIRE CVT PFD CVT PRF 910331305 111 4000 SH DEFINED 01 05 0 4000 0
UNITED MICROELECTRONICS ADR COM 910873207 231 31400 SH DEFINED 01 05 0 31400 0
UNITED MICROELECTRONICS TW230 COM 910875996 9945 8286000 SH DEFINED 01 8286000 0 0
UNITED MICROELECTRONICS TW230 COM 910875996 5234 4361000 SH DEFINED 01 05 0 4361000 0
UNITED NATURAL FOODS COM 911163103 1438 73746 SH DEFINED 01 73746 0 0
UNITED ONLINE INC COM 911268100 1203 100078 SH DEFINED 01 100078 0 0
UNITED OVERSEAS BANK COM 911271104 10070 1401000 SH DEFINED 01 1401000 0 0
UNITED OVERSEAS BANK COM 911271104 3429 477000 SH DEFINED 01 03 0 477000 0
UNITED OVERSEAS BANK COM 911271104 6347 883000 SH DEFINED 01 05 0 883000 0
UNITED PARCEL SERVIC COM 911312106 49 800 SH DEFINED 01 02 0 800 0
UNITED PARCEL SERVICE CL B COM 911312106 58064 940303 SH DEFINED 01 940303 0 0
UNITED PARCEL SERVICE CL B COM 911312106 7935 128500 SH DEFINED 01 05 0 128500 0
UNITED RENTALS COM 911363109 65 2966 SH DEFINED 01 2966 0 0
US CELLULAR CORP COM 911684108 5 187 SH DEFINED 01 187 0 0
UNY COM 911689990 1665 147000 SH DEFINED 01 147000 0 0
US AIRWAYS GROUP COM 911905107 1 386 SH DEFINED 01 386 0 0
US INDUSTRIES INC COM 912080108 0 140 SH DEFINED 01 140 0 0
UNITED STATES STEEL CORP COM 912909108 1048 52724 SH DEFINED 01 52724 0 0
UNITED STATES STEEL CORP COM 912909108 474 23825 SH DEFINED 01 03 0 23825 0
UNITED STATES STEEL CORP COM 912909108 22 1088 SH DEFINED 01 05 0 1088 0
UNITED SERVICES GROUP NV COM 913000998 437 22015 SH DEFINED 01 22015 0 0
UNITED STATIONERS COM 913004107 3304 108676 SH DEFINED 01 108676 0 0
UNITED SURGICAL PARTNERS INTL COM 913016309 378 12403 SH DEFINED 01 12403 0 0
UNITED TECHNOLOGIES COM 913017109 110957 1634101 SH DEFINED 01 1634101 0 0
UNITED TECHNOLOGIES COM 913017109 24290 357694 SH DEFINED 01 02 0 357694 0
UNITED TECHNOLOGIES COM 913017109 8505 125246 SH DEFINED 01 03 0 125246 0
UNITED TECHNOLOGIES COM 913017109 27140 399719 SH DEFINED 01 05 0 399719 0
UNITED THERAPEUTICS COM 91307C102 0 36 SH DEFINED 01 36 0 0
UNITEDGLOBALCOM INC. COM 913247508 1 489 SH DEFINED 01 489 0 0
UNITEDHEALTH GROUP COM 91324P102 7324 80000 SH DEFINED 01 0 80000 0
UNITEDHEALTH GROUP COM 91324P102 465395 5083505 SH DEFINED 01 5083505 0 0
UNITEDHEALTH GROUP COM 91324P102 452 4947 SH DEFINED 01 02 0 4947 0
UNITEDHEALTH GROUP COM 91324P102 6742 73639 SH DEFINED 01 03 0 73639 0
UNITEDHEALTH GROUP COM 91324P102 125547 1371363 SH DEFINED 01 05 0 1371363 0
UNITRIN COM 913275103 449 12535 SH DEFINED 01 12535 0 0
UNIVERSAL AMER FINANCIAL CRP COM 913377107 2758 411000 SH DEFINED 01 411000 0 0
UNIVERSAL AMER FINANCIAL CRP COM 913377107 322 48000 SH DEFINED 01 05 0 48000 0
UNIVERSAL COMPRESSION HOLDINGS COM 913431102 184 7700 SH DEFINED 01 7700 0 0
UNIVERSAL COM 913456109 39 1078 SH DEFINED 01 1078 0 0
UNIVERSAL COM 913456109 6 154 SH DEFINED 01 03 0 154 0
UNIVERSAL CORP COM 913456109 90 2460 SH DEFINED 01 02 0 2460 0
UNIVERSAL FST PRO COM 913543104 1345 57424 SH DEFINED 01 57424 0 0
UNIVERSAL HEALTH SERVICES CL B COM 913903100 113 2309 SH DEFINED 01 2309 0 0
UNIVISION COM 914906102 52492 1671710 SH DEFINED 01 02 0 1671710 0
UNIVISION COMMUNICATIONS CL A COM 914906102 39451 1256401 SH DEFINED 01 1256401 0 0
UNIVISION COMMUNICATIONS CL A COM 914906102 5278 168102 SH DEFINED 01 03 0 168102 0
UNIVISION COMMUNICATIONS CL A COM 914906102 23956 762932 SH DEFINED 01 05 0 762932 0
UNOCAL COM 915289102 28661 775914 SH DEFINED 01 775914 0 0
UNOCAL COM 915289102 2151 58231 SH DEFINED 01 03 0 58231 0
UNOCAL COM 915289102 3081 83414 SH DEFINED 01 05 0 83414 0
UNOVA INC COM 91529B106 1 157 SH DEFINED 01 157 0 0
UNUMPROVIDENT COM 91529Y106 16018 629387 SH DEFINED 01 629387 0 0
UNUMPROVIDENT COM 91529Y106 1571 61735 SH DEFINED 01 03 0 61735 0
UNUMPROVIDENT COM 91529Y106 447 17568 SH DEFINED 01 05 0 17568 0
UPM KYMMENE COM 915435994 4718 119847 SH DEFINED 01 03 0 119847 0
USFREIGHTWAYS COM 916906100 3267 86261 SH DEFINED 01 86261 0 0
URBAN OUTFITTERS, INC. COM 917047102 830 23900 SH DEFINED 01 23900 0 0
UTSTARCOM INC COM 918076100 1 30 SH DEFINED 01 30 0 0
VCA ANTECH INC COM 918194101 1516 95700 SH DEFINED 01 95700 0 0
VCA ANTECH INC COM 918194101 6340 400000 SH DEFINED 01 05 0 400000 0
VA SOFTWARE CORP COM 91819B105 0 179 SH DEFINED 01 179 0 0
VF COM 918204108 862 21967 SH DEFINED 01 21967 0 0
VF COM 918204108 1016 25915 SH DEFINED 01 03 0 25915 0
VF COM 918204108 46 1179 SH DEFINED 01 05 0 1179 0
VAIL RESORTS INC COM 91879Q109 2 98 SH DEFINED 01 98 0 0
VALASSIS COMMUNICATIONS COM 918866104 693 18983 SH DEFINED 01 18983 0 0
VALHI INC NEW COM 918905100 5 311 SH DEFINED 01 311 0 0
VALENCE TECHNOLOGY COM 918914102 0 164 SH DEFINED 01 164 0 0
VALEO COM 919134999 388 9321 SH DEFINED 01 9321 0 0
VALERO ENERGY COM 91913Y100 152 4059 SH DEFINED 01 4059 0 0
VALLEY NATL BANCORP COM 919794107 11 402 SH DEFINED 01 402 0 0
VALMONT INDUSTRIES COM 920253101 1568 77141 SH DEFINED 01 77141 0 0
VALSPAR COM 920355104 87 1931 SH DEFINED 01 1931 0 0
VALUE CITY DEPT STOR COM 920387107 0 129 SH DEFINED 01 129 0 0
VALUECLICK INC COM 92046N102 0 115 SH DEFINED 01 115 0 0
VALUEVISION MEDIA INC COM 92047K107 1 71 SH DEFINED 01 71 0 0
VAN DER MOOLEN HOLDING ADR COM 921020103 1013 48700 SH DEFINED 01 48700 0 0
VCOMMERCE CV SERIES C PRF 922100XX5 1010 834335 SH DEFINED 01 834335 0 0
VCOMMERCE CV SERIES C PRF 922100XX5 1587 1311588 SH DEFINED 01 05 0 1311588 0
VARCO INTL COM 922122106 5330 303857 SH DEFINED 01 303857 0 0
VARCO INTL COM 922122106 9532 543500 SH DEFINED 01 05 0 543500 0
VARCO INTL INC COM 922122106 72 4100 SH DEFINED 01 02 0 4100 0
VARDE FUND V LP 0.00 04/2 PRF 922150XX0 30182 25000000 SH DEFINED 01 25000000 0 0
VARDE FUND V LP 0.00 04/2 PRF 922150XX0 6036 5000000 SH DEFINED 01 05 0 5000000 0
VARIAN COM 922206107 1305 39615 SH DEFINED 01 39615 0 0
VARIAN INC COM 922206107 3 80 SH DEFINED 01 02 0 80 0
VARIAN SEMICONDUCTOR COM 922207105 4 120 SH DEFINED 01 02 0 120 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 5502 162134 SH DEFINED 01 162134 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 129 3800 SH DEFINED 01 05 0 3800 0
VARIAN MEDICAL SYSTEMS COM 92220P105 10769 265542 SH DEFINED 01 265542 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 322 7938 SH DEFINED 01 05 0 7938 0
VECTREN COM 92240G101 6290 252625 SH DEFINED 01 252625 0 0
VECTOR GROUP LTD COM 92240M108 623 35021 SH DEFINED 01 35021 0 0
VEECO INSTRUMENTS COM 922417100 2161 93533 SH DEFINED 01 93533 0 0
VENTAS INC COM 92276F100 7 518 SH DEFINED 01 518 0 0
VENTAS INC COM 92276F100 52 4062 SH DEFINED 01 02 0 4062 0
VENTAS INC COM 92276F100 3 260 SH DEFINED 01 03 0 260 0
VENTIV HEALTH INC COM 922793104 17 6000 SH DEFINED 01 0 6000 0
VENTURE CORPORATION LIMITED COM 923269997 259 32500 SH DEFINED 01 32500 0 0
VERITAS COM 923436109 83 4200 SH DEFINED 11 12 0 4200 0
VERITAS SOFTWARE COM 923436109 6098 308105 SH DEFINED 01 308105 0 0
VERITAS SOFTWARE COM 923436109 39 1955 SH DEFINED 01 02 0 1955 0
VERITAS SOFTWARE COM 923436109 1905 96265 SH DEFINED 01 03 0 96265 0
VERITAS SOFTWARE COM 923436109 3253 164411 SH DEFINED 01 05 0 164411 0
VERITY COM 92343C106 2361 212812 SH DEFINED 01 212812 0 0
VERISIGN COM 92343E102 46 6396 SH DEFINED 01 6396 0 0
VERITAS DGC COM 92343P107 1252 99388 SH DEFINED 01 99388 0 0
VERITAS DGC COM 92343P107 2 130 SH DEFINED 01 02 0 130 0
VERITAS SOFTWARE CONV BND 92343RAA1 125 150000 PRN DEFINED 01 02 0 0 150000
VERIZON COMM COM 92343V104 7037 175278 SH DEFINED 01 0 175278 0
VERIZON COMM COM 92343V104 16124 401660 SH DEFINED 01 02 0 401660 0
VERIZON COMMUNICATIONS COM 92343V104 408340 10170365 SH DEFINED 01 10170365 0 0
VERIZON COMMUNICATIONS COM 92343V104 28070 699116 SH DEFINED 01 03 0 699116 0
VERIZON COMMUNICATIONS COM 92343V104 79592 1982373 SH DEFINED 01 05 0 1982373 0
VERSICOR INC COM 925314106 404 30000 SH DEFINED 01 30000 0 0
VERSICOR INC COM 925314106 1 110 SH DEFINED 01 02 0 110 0
VERSICOR INC COM 925314106 36 2700 SH DEFINED 01 05 0 2700 0
VERTEX PHARMACEUTICALS COM 92532F100 47 2888 SH DEFINED 01 2888 0 0
VERTICALNET INC COM 92532L107 0 106 SH DEFINED 01 106 0 0
VIACOM CL A COM 925524100 1490 33500 SH DEFINED 01 33500 0 0
VIACOM INTL COM 925524100 340 7650 SH DEFINED 01 02 0 7650 0
VIACOM CL B COM 925524308 632420 14253262 SH DEFINED 01 14253262 0 0
VIACOM CL B COM 925524308 20087 452745 SH DEFINED 01 03 0 452745 0
VIACOM CL B COM 925524308 170898 3851646 SH DEFINED 01 05 0 3851646 0
VIACOM INC CL B COM 925524308 7092 159838 SH DEFINED 01 0 159838 0
VIACOM INC CL B COM 925524308 14537 327623 SH DEFINED 01 02 0 327623 0
VIATEL INC COM 925529208 0 208 SH DEFINED 01 208 0 0
VIAD COM 92552R109 87 3331 SH DEFINED 01 3331 0 0
VIASAT COM 92552V100 700 83042 SH DEFINED 01 83042 0 0
VIASYSTEMS GRP INC COM 92553H100 0 377 SH DEFINED 01 377 0 0
VIANT CORP COM 92553N107 0 217 SH DEFINED 01 217 0 0
VIASYS HEALTHCARE INC COM 92553Q209 1459 83619 SH DEFINED 01 83619 0 0
VICINITY CORP COM 925653107 0 103 SH DEFINED 01 103 0 0
VICOR CORP COM 925815102 953 136256 SH DEFINED 01 136256 0 0
VIA NET.WORKS INC COM 925912107 0 119 SH DEFINED 01 119 0 0
VIEWPOINT COM 92672P108 1244 258100 SH DEFINED 01 258100 0 0
VIGNETTE COM 926734104 660 334742 SH DEFINED 01 334742 0 0
VINTAGE PETROLEUM COM 927460105 3392 284971 SH DEFINED 01 284971 0 0
VIROPHARMA INC COM 928241108 0 41 SH DEFINED 01 41 0 0
VISHAY INTERTECHNOLOGY COM 928298108 13115 596096 SH DEFINED 01 596096 0 0
VISHAY INTERTECHNOLOGY COM 928298108 18 800 SH DEFINED 01 05 0 800 0
VISTEON COM 92839U107 1181 83173 SH DEFINED 01 83173 0 0
VISTEON COM 92839U107 437 30778 SH DEFINED 01 03 0 30778 0
VISTEON COM 92839U107 20 1401 SH DEFINED 01 05 0 1401 0
VISTEON CORP COM 92839U107 2 128 SH DEFINED 01 02 0 128 0
VISUAL NETWORKS INC COM 928444108 0 76 SH DEFINED 01 76 0 0
VISX COM 92844S105 4174 382879 SH DEFINED 01 382879 0 0
VISX COM 92844S105 461 42300 SH DEFINED 01 05 0 42300 0
VITAL SIGNS INC COM 928469105 1496 41387 SH DEFINED 01 41387 0 0
VITALWORKS INC COM 928483106 1 101 SH DEFINED 01 101 0 0
VITESSE SEMICONDUCTOR COM 928497106 38 11886 SH DEFINED 01 11886 0 0
VITESSE SEMICONDUCTOR COM 928497106 149 47253 SH DEFINED 01 03 0 47253 0
VITESSE SEMICONDUCTOR COM 928497106 7 2163 SH DEFINED 01 05 0 2163 0
VITESSE SEMICON CVT CONV BND 928497AB2 1356 1750000 PRN DEFINED 01 02 0 0 1750000
VITRIA TECHNOLOGY COM 92849Q104 1 701 SH DEFINED 01 701 0 0
VIVENDI UNIVERSAL SA COM 928516996 12038 557085 SH DEFINED 01 557085 0 0
VIVENDI UNIVERSAL SA COM 928516996 9926 459379 SH DEFINED 01 05 0 459379 0
VIVENDI UNIVERSAL ADR COM 92851S204 967 45000 SH DEFINED 01 45000 0 0
VNU NV COM 928563998 3299 118704 SH DEFINED 01 03 0 118704 0
VODAFONE GROUP COM 92857TXX0 31360 22859647 SH DEFINED 01 22859647 0 0
VODAFONE GROUP COM 92857TXX0 5992 4368268 SH DEFINED 01 03 0 4368268 0
VODAFONE GROUP COM 92857TXX0 25731 18756204 SH DEFINED 01 05 0 18756204 0
VODAFONE AIRTOUCH ADR COM 92857W100 1505 110200 SH DEFINED 01 110200 0 0
VODAFONE AIRTOUCH ADR COM 92857W100 2525 185000 SH DEFINED 01 05 0 185000 0
VODAFONE GROUP PLC COM 92857W100 1532 112250 SH DEFINED 01 0 112250 0
VOLKSWAGEN COM 928600998 2463 50700 SH DEFINED 01 50700 0 0
VOLKSWAGEN COM 928663988 338 10500 SH DEFINED 01 10500 0 0
VOLT INFO SCIENCES COM 928703107 1195 48814 SH DEFINED 01 48814 0 0
VOPAK COM 928875996 427 22600 SH DEFINED 01 22600 0 0
VORNADO REALTY TRUST COM 929042109 13 278 SH DEFINED 01 278 0 0
VULCAN MATERIALS COM 929160109 2327 53400 SH DEFINED 01 0 53400 0
VULCAN MATERIALS COM 929160109 2480 56898 SH DEFINED 01 56898 0 0
VULCAN MATERIALS COM 929160109 11743 269475 SH DEFINED 01 02 0 269475 0
VULCAN MATERIALS COM 929160109 1040 23871 SH DEFINED 01 03 0 23871 0
VULCAN MATERIALS COM 929160109 48 1093 SH DEFINED 01 05 0 1093 0
WD-40 CO COM 929236107 1421 51183 SH DEFINED 01 51183 0 0
WD-40 CO COM 929236107 3 120 SH DEFINED 01 02 0 120 0
WFS FINANCIAL INC COM 92923B106 1511 55098 SH DEFINED 01 55098 0 0
WFS FINANCIAL INC COM 92923B106 2 80 SH DEFINED 01 02 0 80 0
WFS FINANCIAL INC COM 92923B106 164 6000 SH DEFINED 01 05 0 6000 0
WCI COMMUNITIES COM 92923C104 7 226 SH DEFINED 01 226 0 0
WGL HOLDINGS COM 92924F106 289 11136 SH DEFINED 01 11136 0 0
W HOLDING COMPANY INC COM 929251106 3 142 SH DEFINED 01 142 0 0
WJ COMMUNICATIONS COM 929284107 0 202 SH DEFINED 01 202 0 0
WMS INDS COM 929297109 1259 102780 SH DEFINED 01 102780 0 0
WPP GROUP ADR COM 929309300 1146 26000 SH DEFINED 01 26000 0 0
W.P. CAREY & CO LLC COM 92930Y107 3 118 SH DEFINED 01 118 0 0
WPP GROUP COM 929310993 381 45100 SH DEFINED 01 45100 0 0
WPP GROUP COM 929310993 2893 342470 SH DEFINED 01 03 0 342470 0
WPS RESOURES CORP COM 92931B106 56 1374 SH DEFINED 01 1374 0 0
WABASH NATL COM 929566107 739 73873 SH DEFINED 01 73873 0 0
WESTINGHOUSE AIR BRA COM 929740108 2 121 SH DEFINED 01 121 0 0
WACHOVIA COM 929903102 63881 1673173 SH DEFINED 01 1673173 0 0
WACHOVIA COM 929903102 13843 362571 SH DEFINED 01 03 0 362571 0
WACHOVIA COM 929903102 68208 1786461 SH DEFINED 01 05 0 1786461 0
WACHOVIA CORPORATION COM 929903102 4817 126165 SH DEFINED 01 0 126165 0
WACHOVIA CORPORATION COM 929903102 502 13160 SH DEFINED 01 02 0 13160 0
WADDELL & REED FINANCIAL CL A COM 930059100 495 21625 SH DEFINED 01 21625 0 0
WAL-MART DE MEXICO COM 931141998 166 60964 SH DEFINED 01 60964 0 0
WAL MART STORES COM 931142103 24171 439399 SH DEFINED 01 0 439399 0
WAL MART STORES COM 931142103 92379 1679317 SH DEFINED 01 02 0 1679317 0
WAL-MART STORES COM 931142103 914981 16633008 SH DEFINED 01 16633008 0 0
WAL-MART STORES COM 931142103 58528 1063936 SH DEFINED 01 03 0 1063936 0
WAL-MART STORES COM 931142103 135825 2469113 SH DEFINED 01 05 0 2469113 0
WAL-MART STORES INC COM 931142103 13792 250700 SH DEFINED 11 12 13 0 250700 0
WAL-MART STORES INC. COM 931142103 2310 42000 SH DEFINED 11 12 0 42000 0
WALGREEN COM 931422109 121120 3135388 SH DEFINED 01 3135388 0 0
WALGREEN COM 931422109 9342 241823 SH DEFINED 01 03 0 241823 0
WALGREEN COM 931422109 17511 453300 SH DEFINED 01 05 0 453300 0
WALGREEN CO. COM 931422109 20922 541627 SH DEFINED 01 02 0 541627 0
WALLACE COMPUTER SERVICES COM 932270101 32 1483 SH DEFINED 01 1483 0 0
WALTER INDS COM 93317Q105 2 153 SH DEFINED 01 153 0 0
WANT-WANT HOLDINGS IN USD COM 933697997 48 50000 SH DEFINED 01 50000 0 0
THE WAREHOUSE GROUP COM 934200999 72 20000 SH DEFINED 01 20000 0 0
WASHINGTON FED INC COM 938824109 5156 204128 SH DEFINED 01 204128 0 0
WASHINGTON MUT INC COM 939322103 7709 207739 SH DEFINED 01 0 207739 0
Washington Mut Inc COM 939322103 4598 123910 SH DEFINED 01 123910 0 0
WASHINGTON MUT INC COM 939322103 39006 1051045 SH DEFINED 01 02 0 1051045 0
WASHINGTON MUTUAL COM 939322103 239851 6463236 SH DEFINED 01 6463236 0 0
WASHINGTON MUTUAL COM 939322103 11522 310486 SH DEFINED 01 03 0 310486 0
WASHINGTON MUTUAL COM 939322103 32087 864647 SH DEFINED 01 05 0 864647 0
WASHINGTON POST CI B COM 939640108 200 363 SH DEFINED 01 363 0 0
WASH REAL ESTATE INC COM 939653101 4 130 SH DEFINED 01 130 0 0
WASTE CONNECTION COM 941053100 5 150 SH DEFINED 01 02 0 150 0
WASTE CONNECTIONS COM 941053100 5527 176958 SH DEFINED 01 176958 0 0
WASTE CONNECTIONS COM 941053100 219 7000 SH DEFINED 01 05 0 7000 0
WASTE RECYCLING GROUP COM 941069999 224 36000 SH DEFINED 01 36000 0 0
WASTE MANAGEMENT COM 94106L109 112878 4333132 SH DEFINED 01 4333132 0 0
WASTE MANAGEMENT COM 94106L109 6028 231420 SH DEFINED 01 03 0 231420 0
WASTE MANAGEMENT COM 94106L109 20641 792369 SH DEFINED 01 05 0 792369 0
WASTE MANAGEMENT INC COM 94106L109 855 32842 SH DEFINED 01 02 0 32842 0
WATCHGUARD TECHNOLOGIES COM 941105108 0 53 SH DEFINED 01 53 0 0
WATER PIK TECH COM 94113U100 0 14 SH DEFINED 01 14 0 0
WATERFORD WEDGWOOD COM 941513996 261 440000 SH DEFINED 01 440000 0 0
WATERS COM 941848103 22524 843606 SH DEFINED 01 843606 0 0
WATERS COM 941848103 825 30915 SH DEFINED 01 03 0 30915 0
WATERS COM 941848103 5901 221015 SH DEFINED 01 05 0 221015 0
WATSCO COM 942622200 1575 86234 SH DEFINED 01 86234 0 0
WATSON PHARMACEUTICALS COM 942683103 3119 123421 SH DEFINED 01 123421 0 0
WATSON PHARMACEUTICALS COM 942683103 654 25885 SH DEFINED 01 03 0 25885 0
WATSON PHARMACEUTICALS COM 942683103 102 4044 SH DEFINED 01 05 0 4044 0
WATSON WYATT &CO COM 942712100 80 3300 SH DEFINED 01 3300 0 0
WATTS INDS CL A COM 942749102 4584 230963 SH DEFINED 01 230963 0 0
WATTS INDS CL A COM 942749102 6 307 SH DEFINED 01 03 0 307 0
WATTS INDS CL A COM 942749102 234 11800 SH DEFINED 01 05 0 11800 0
WATTS INDUSTRIES INC COM 942749102 95 4795 SH DEFINED 01 02 0 4795 0
WAUSAU-MOSINEE PAPER COM 943315101 27 2264 SH DEFINED 01 2264 0 0
WAVE SYS CORP COM 943526103 0 127 SH DEFINED 01 127 0 0
WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 21863 32000000 SH DEFINED 01 32000000 0 0
WAYLAND INVESTMENT 0.00 03/3 PRF 944209XX8 4099 6000000 SH DEFINED 01 05 0 6000000 0
WEBEX COMMUNICATIONS COM 94767L109 4 283 SH DEFINED 01 283 0 0
WEBMETHODS INC COM 94768C108 3 311 SH DEFINED 01 311 0 0
WEBMD CORPORATION COM 94769M105 5 899 SH DEFINED 01 899 0 0
WEBSTER FINANCIAL COM 947890109 150 3937 SH DEFINED 01 3937 0 0
WEIDER NUTRITION INTL COM 948603105 10 5000 SH DEFINED 01 5000 0 0
WEIGHT WATCHERS INTL COM 948626106 11 258 SH DEFINED 01 258 0 0
WEINGARTEN REALTY IN COM 948741103 11 313 SH DEFINED 01 313 0 0
WEIS MARKETS INC COM 948849104 9 239 SH DEFINED 01 239 0 0
WELLMAN COM 949702104 3222 192373 SH DEFINED 01 192373 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 48616 624815 SH DEFINED 01 624815 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 2784 35789 SH DEFINED 01 03 0 35789 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1869 24019 SH DEFINED 01 05 0 24019 0
WELLS FARGO COM 949746101 413162 8253353 SH DEFINED 01 8253353 0 0
WELLS FARGO COM 949746101 20719 413882 SH DEFINED 01 03 0 413882 0
WELLS FARGO COM 949746101 116694 2331062 SH DEFINED 01 05 0 2331062 0
WELLS FARGO CO (NEW) COM 949746101 3117 62261 SH DEFINED 01 0 62261 0
WELLS FARGO CO (NEW) COM 949746101 68258 1363315 SH DEFINED 01 02 0 1363315 0
WELLSFORD REAL PROP COM 950240200 1588 76700 SH DEFINED 01 76700 0 0
WELLSFORD REAL PROP COM 950240200 596 28800 SH DEFINED 01 05 0 28800 0
WENDY'S INTL COM 950590109 17863 448489 SH DEFINED 01 448489 0 0
WENDY'S INTL COM 950590109 1074 26964 SH DEFINED 01 03 0 26964 0
WENDY'S INTL COM 950590109 29424 738735 SH DEFINED 01 05 0 738735 0
WENDYS INTL INC COM 950590109 258 6470 SH DEFINED 01 02 0 6470 0
WERNER ENTERPRISES COM 950755108 4367 204905 SH DEFINED 01 204905 0 0
WESCAST INDS CL A COM 950813105 6450 182200 SH DEFINED 01 182200 0 0
WESCAST INDS CL A COM 950813105 545 15400 SH DEFINED 01 05 0 15400 0
WESCO FINANCIAL CORP COM 950817106 1175 3898 SH DEFINED 01 3898 0 0
WESCO FINANCIAL CORP COM 950817106 124 410 SH DEFINED 01 05 0 410 0
WESCO INTERNATIONAL COM 95082P105 1 146 SH DEFINED 01 146 0 0
WEST CORP COM 952355105 5 218 SH DEFINED 01 218 0 0
WEST MARINE INC COM 954235107 390 30600 SH DEFINED 01 30600 0 0
WEST PHARMACEUTICAL COM 955306105 2 54 SH DEFINED 01 54 0 0
WESTAMERICA BANCORPORATION COM 957090103 56 1432 SH DEFINED 01 1432 0 0
WESTERN RESOURCES COM 95709T100 429 27938 SH DEFINED 01 27938 0 0
WESTCORP COM 957907108 4 128 SH DEFINED 01 128 0 0
WESTERN DIGITAL COM 958102105 98 30000 SH DEFINED 01 0 30000 0
WESTERN DIGITAL COM 958102105 1909 587512 SH DEFINED 01 587512 0 0
WESTERN DIGITAL COM 958102105 52 15817 SH DEFINED 01 02 0 15817 0
WESTERN DIGITAL COM 958102105 3 953 SH DEFINED 01 03 0 953 0
WESTERN DIGITAL COM 958102105 96 29600 SH DEFINED 01 05 0 29600 0
WESTERN GAS RESOURCE COM 958259103 86 2335 SH DEFINED 01 02 0 2335 0
WESTERN GAS RESOURCES COM 958259103 2412 64495 SH DEFINED 01 64495 0 0
WESTERN GAS RESOURCES COM 958259103 5 142 SH DEFINED 01 03 0 142 0
WESTERN GAS RESOURCES COM 958259103 277 7400 SH DEFINED 01 05 0 7400 0
WESTERN WIRELESS CL A COM 95988E204 81 25149 SH DEFINED 01 25149 0 0
WESTPAC BANKING ORD COM 961214103 1258 138000 SH DEFINED 01 138000 0 0
WESTPAC BANKING ORD COM 961214103 1944 213240 SH DEFINED 01 03 0 213240 0
WESTPOINT STEVENS IN COM 961238102 0 100 SH DEFINED 01 100 0 0
WESTPORT RESOURCES CORP COM 961418100 5 315 SH DEFINED 01 315 0 0
WESTWOOD ONE COM 961815107 43583 1304109 SH DEFINED 01 1304109 0 0
WESTWOOD ONE COM 961815107 3940 117900 SH DEFINED 01 03 0 117900 0
WESTWOOD ONE COM 961815107 19209 574770 SH DEFINED 01 05 0 574770 0
WESTWOOD ONE CORP COM 961815107 61803 1849264 SH DEFINED 01 02 0 1849264 0
WET SEAL CL A COM 961840105 6676 274767 SH DEFINED 01 274767 0 0
WET SEAL CL A COM 961840105 361 14837 SH DEFINED 01 05 0 14837 0
WET SEAL INC COM 961840105 4 172 SH DEFINED 01 02 0 172 0
WEYERHAEUSER COM 962166104 54434 852517 SH DEFINED 01 852517 0 0
WEYERHAEUSER COM 962166104 3281 51386 SH DEFINED 01 03 0 51386 0
WEYERHAEUSER COM 962166104 229 3593 SH DEFINED 01 05 0 3593 0
WEYERHAUESER COM 962166104 12603 197400 SH DEFINED 01 02 0 197400 0
WHARF HOLDINGS COM 962257101 974 413000 SH DEFINED 01 413000 0 0
WHEATON RIVER MIN UNITS COM 962902557 532 550000 SH DEFINED 01 550000 0 0
WHEATON COMMON COM 962902995 145 150000 SH DEFINED 01 150000 0 0
WHIRLPOOL COM 963320106 79699 1219370 SH DEFINED 01 1219370 0 0
WHIRLPOOL COM 963320106 3012 46091 SH DEFINED 01 03 0 46091 0
WHIRLPOOL COM 963320106 31360 479824 SH DEFINED 01 05 0 479824 0
WHIRLPOOL CORP COM 963320106 787 12050 SH DEFINED 01 02 0 12050 0
WHITBREAD PLC COM 963367990 1385 148300 SH DEFINED 01 148300 0 0
WHITNEY HOLDING CORP COM 966612103 3934 127953 SH DEFINED 01 127953 0 0
WHOLE FOODS MARKET COM 966837106 87296 1810377 SH DEFINED 01 1810377 0 0
WHOLE FOODS MARKET COM 966837106 142950 2964545 SH DEFINED 01 02 0 2964545 0
WHOLE FOODS MARKET COM 966837106 11498 238450 SH DEFINED 01 03 0 238450 0
WHOLE FOODS MARKET COM 966837106 3553 73690 SH DEFINED 01 05 0 73690 0
WILD OATS MARKETS COM 96808B107 2268 140875 SH DEFINED 01 140875 0 0
WILD OATS MARKETS COM 96808B107 63 3890 SH DEFINED 01 02 0 3890 0
WILD OATS MARKETS COM 96808B107 4 241 SH DEFINED 01 03 0 241 0
WILD OATS MARKETS COM 96808B107 250 15500 SH DEFINED 01 05 0 15500 0
WILEY JOHN &SONS INC COM 968223206 6 262 SH DEFINED 01 262 0 0
WILLBROS GROUP INC COM 969199108 1506 88600 SH DEFINED 01 88600 0 0
WILLBROS GROUP INC COM 969199108 48 2823 SH DEFINED 01 02 0 2823 0
WILLBROS GROUP INC COM 969199108 3 178 SH DEFINED 01 03 0 178 0
WILLBROS GROUP INC COM 969199108 158 9300 SH DEFINED 01 05 0 9300 0
WILLIAMS COMMUNICATIONS COM 969455104 0 2599 SH DEFINED 01 2599 0 0
WILLIAM COMPANIES COM 969457100 10 1700 SH DEFINED 01 02 0 1700 0
WILLIAMS COMPANIES COM 969457100 1594 266236 SH DEFINED 01 266236 0 0
WILLIAMS COMPANIES COM 969457100 737 122934 SH DEFINED 01 03 0 122934 0
WILLIAMS COMPANIES COM 969457100 842 140562 SH DEFINED 01 05 0 140562 0
WILLIAM HILL 144A COM 969555986 622 153935 SH DEFINED 01 153935 0 0
WILLIAM HILL 144A COM 969555986 836 207126 SH DEFINED 01 03 0 207126 0
WILLIAMS SONOMA COM 969904101 920 30000 SH DEFINED 01 0 30000 0
WILLIAMS SONOMA COM 969904101 124265 4053010 SH DEFINED 01 02 0 4053010 0
WILLIAMS-SONOMA COM 969904101 83587 2726267 SH DEFINED 01 2726267 0 0
WILLIAMS-SONOMA COM 969904101 11019 359400 SH DEFINED 01 03 0 359400 0
WILLIAMS-SONOMA COM 969904101 3386 110422 SH DEFINED 01 05 0 110422 0
WILLOW GROVE BANCORP COM 97111W101 818 69800 SH DEFINED 01 69800 0 0
WILMINGTON TRUST COM 971807102 79 2564 SH DEFINED 01 2564 0 0
WILSHIRE WI ADVISOR WT 97187@117 49 12 SH DEFINED 01 05 0 12 0
WILSHIRE LA ADVISERS WT 97188#AA4 47 12 SH DEFINED 01 05 0 12 0
WILSHIRE NY ADVIS WT WT 971880117 159 20 SH DEFINED 01 0 20 0
WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 0 3 0
WILSHIRE PARTNER LLC WT 97189#113 4 3 SH DEFINED 01 05 0 3 0
WILSHIRE NY ADVISOR WT 971993118 68 60 SH DEFINED 01 0 60 0
WILSON GREATBATCH TECHNOLOGIES COM 972232102 767 30100 SH DEFINED 01 30100 0 0
WILSONS THE LEATHER EXPERTS COM 972463103 5676 405400 SH DEFINED 01 405400 0 0
WILSONS THE LEATHER EXPERTS COM 972463103 484 34600 SH DEFINED 01 05 0 34600 0
WIND RIVER SYSTEMS COM 973149107 766 152870 SH DEFINED 01 152870 0 0
WING HANG BANK LTD COM 973855992 199 60000 SH DEFINED 01 60000 0 0
WING LUNG BANK COM 974000994 44 10000 SH DEFINED 01 10000 0 0
WINK COMMUNICATIONS COM 974168106 0 90 SH DEFINED 01 90 0 0
WINN-DIXIE STORES COM 974280109 62 3934 SH DEFINED 01 3934 0 0
WINN-DIXIE STORES COM 974280109 516 33080 SH DEFINED 01 03 0 33080 0
WINN-DIXIE STORES COM 974280109 24 1512 SH DEFINED 01 05 0 1512 0
WINNEBAGO IND INC COM 974637100 4540 103178 SH DEFINED 01 103178 0 0
WINNEBAGO IND INC COM 974637100 81 1850 SH DEFINED 01 02 0 1850 0
WINNEBAGO IND INC COM 974637100 5 121 SH DEFINED 01 03 0 121 0
WINNEBAGO IND INC COM 974637100 224 5100 SH DEFINED 01 05 0 5100 0
WINTRUST FINANCIAL COM 97650W108 1348 39000 SH DEFINED 01 39000 0 0
WINTRUST FINANCIAL COM 97650W108 65 1881 SH DEFINED 01 02 0 1881 0
WINTRUST FINANCIAL COM 97650W108 3 99 SH DEFINED 01 03 0 99 0
WINTRUST FINANCIAL COM 97650W108 114 3300 SH DEFINED 01 05 0 3300 0
WIRELESS FACILITIES COM 97653A103 0 89 SH DEFINED 01 89 0 0
WISCONSIN ENERGY COM 976657106 112 4433 SH DEFINED 01 4433 0 0
WITNESS SYSTEMS INC COM 977424100 1562 211700 SH DEFINED 01 211700 0 0
WITNESS SYSTEMS INC COM 977424100 1 170 SH DEFINED 01 02 0 170 0
WITNESS SYSTEMS INC COM 977424100 69 9300 SH DEFINED 01 05 0 9300 0
WOLTERS KLUWER COM 977874999 340 17916 SH DEFINED 01 17916 0 0
WOLSELEY COM 977989995 2160 213077 SH DEFINED 01 213077 0 0
WOLVERINE TUBE INC COM 978093102 297 39291 SH DEFINED 01 39291 0 0
WOLVERINE COM 978097103 3106 177997 SH DEFINED 01 177997 0 0
WOLVERINE COM 978097103 91 5200 SH DEFINED 01 05 0 5200 0
WOODWARD GOVERNOR CO COM 980745103 8778 148481 SH DEFINED 01 148481 0 0
WOODWARD GOVERNOR CO COM 980745103 2 30 SH DEFINED 01 02 0 30 0
WOODWARD GOVERNOR CO COM 980745103 695 11750 SH DEFINED 01 05 0 11750 0
WORLD FUEL SERVICES COM 981475106 1 50 SH DEFINED 01 02 0 50 0
WORLDGATE COMM COM 98156L307 0 87 SH DEFINED 01 87 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1161 82100 SH DEFINED 01 82100 0 0
WORLDCOM INC/GROUP COM 98157D106 38 201000 SH DEFINED 01 0 201000 0
WORLDCOM INC/GROUP COM 98157D106 14 71200 SH DEFINED 01 02 0 71200 0
WORLDCOM-WORLDCOM GROUP COM 98157D106 645 3399756 SH DEFINED 01 3399756 0 0
WORLDCOM-WORLDCOM GROUP COM 98157D106 39 207400 SH DEFINED 01 03 0 207400 0
WORLDCOM-WORLDCOM GROUP COM 98157D106 91 480000 SH DEFINED 01 05 0 480000 0
WORLDCOM INC (MCI) COM 98157D304 0 267 SH DEFINED 01 267 0 0
WORLDCOM INC-MCI GRP COM 98157D304 7 8040 SH DEFINED 01 0 8040 0
WORTHINGTON IND COM 981811102 77 4305 SH DEFINED 01 02 0 4305 0
WORTHINGTON INDS COM 981811102 1474 81426 SH DEFINED 01 81426 0 0
WORTHINGTON INDS COM 981811102 367 20294 SH DEFINED 01 03 0 20294 0
WORTHINGTON INDS COM 981811102 189 10409 SH DEFINED 01 05 0 10409 0
WRIGHT MEDICAL GROUP COM 98235T107 97 4800 SH DEFINED 01 4800 0 0
WRIGLEY (WM) JR COM 982526105 18338 331303 SH DEFINED 01 331303 0 0
WRIGLEY (WM) JR COM 982526105 2935 53025 SH DEFINED 01 03 0 53025 0
WRIGLEY (WM) JR COM 982526105 161 2897 SH DEFINED 01 05 0 2897 0
WYETH COM 983024100 17682 345348 SH DEFINED 01 0 345348 0
WYETH COM 983024100 213113 4162360 SH DEFINED 01 4162360 0 0
WYETH COM 983024100 6200 121070 SH DEFINED 01 02 0 121070 0
WYETH COM 983024100 16051 313493 SH DEFINED 01 03 0 313493 0
WYETH COM 983024100 127650 2493168 SH DEFINED 01 05 0 2493168 0
WYETH COM 983024100 2406 47000 SH DEFINED 11 12 0 47000 0
WYETH COM 983024100 12499 244114 SH DEFINED 11 12 13 0 244114 0
WYNDHAM COM 983101106 1 727 SH DEFINED 01 727 0 0
XL CAPITAL CVT CONV BND 98372PAB4 181 290000 PRN DEFINED 01 02 0 0 290000
XM SATELLITE RADIO - WTS EXP COM 98375Y114 59 10750 SH DEFINED 01 10750 0 0
XM SATELLITE RADIO - WTS EXP COM 98375Y114 10 1900 SH DEFINED 01 05 0 1900 0
XO COMMUNICATIONS COM 983764101 0 561 SH DEFINED 01 561 0 0
XO COMM PIK PFD 14% PRF 983764408 0 879 SH DEFINED 01 05 0 879 0
X-RITE INC COM 983857103 557 64797 SH DEFINED 01 64797 0 0
XTO ENERGY COM 98385X106 9722 471980 SH DEFINED 01 471980 0 0
XTO ENERGY COM 98385X106 177 8600 SH DEFINED 01 05 0 8600 0
XTO ENERGY INC COM 98385X106 367 17800 SH DEFINED 01 02 0 17800 0
XCEL ENERGY COM 98389B100 8360 498500 SH DEFINED 01 498500 0 0
XCEL ENERGY COM 98389B100 1574 93881 SH DEFINED 01 03 0 93881 0
XCEL ENERGY COM 98389B100 6451 384646 SH DEFINED 01 05 0 384646 0
XCEL ENERGY INC COM 98389B100 3736 222800 SH DEFINED 01 0 222800 0
XILINX COM 983919101 964 42984 SH DEFINED 01 0 42984 0
XILINX COM 983919101 11271 502477 SH DEFINED 01 502477 0 0
XILINX COM 983919101 39839 1776348 SH DEFINED 01 02 0 1776348 0
XILINX COM 983919101 2535 113032 SH DEFINED 01 03 0 113032 0
XILINX COM 983919101 11870 529214 SH DEFINED 01 05 0 529214 0
XEROX CVT PFD 144A PRF 98411F202 12998 240700 SH DEFINED 01 240700 0 0
XEROX CVT PFD 144A PRF 98411F202 502 9300 SH DEFINED 01 05 0 9300 0
XEROX COM 984121103 52177 7485843 SH DEFINED 01 7485843 0 0
XEROX COM 984121103 1277 183159 SH DEFINED 01 03 0 183159 0
XEROX COM 984121103 7589 1088878 SH DEFINED 01 05 0 1088878 0
XSTRATA PLC COM 984220996 324 25000 SH DEFINED 01 25000 0 0
YAHOO INC COM 984332106 16530 1119810 SH DEFINED 01 02 0 1119810 0
YAHOO! COM 984332106 8532 578048 SH DEFINED 01 578048 0 0
YAHOO! COM 984332106 2120 143649 SH DEFINED 01 03 0 143649 0
YAHOO! COM 984332106 240 16251 SH DEFINED 01 05 0 16251 0
YAMAHA COM 984599993 389 40000 SH DEFINED 01 40000 0 0
YANKEE CANDLE COM 984757104 823 30347 SH DEFINED 01 30347 0 0
YAKULT HONSHA ORD COM 984950998 240 21000 SH DEFINED 01 21000 0 0
YAPI KREDIT FINANCE COM 984960997 27 27582510 SH DEFINED 01 05 0 27582510 0
YELLOW CORP COM 985509108 5187 160061 SH DEFINED 01 160061 0 0
YORK INTL COM 986670107 32371 957976 SH DEFINED 01 957976 0 0
YORK INTL COM 986670107 3686 109087 SH DEFINED 01 05 0 109087 0
YOUNG BROADCASTING CL A COM 987434107 179 10042 SH DEFINED 01 10042 0 0
YUHAN CORP COM 988322996 136 3000 SH DEFINED 01 3000 0 0
YUM! BRANDS INC COM 988498101 12310 420876 SH DEFINED 01 420876 0 0
YUM! BRANDS INC COM 988498101 2122 72540 SH DEFINED 01 03 0 72540 0
YUM! BRANDS INC COM 988498101 384 13100 SH DEFINED 01 05 0 13100 0
YUKOS ADR COM 98849W108 8896 64000 SH DEFINED 01 64000 0 0
YUKOS ADR COM 98849W108 354 2550 SH DEFINED 01 05 0 2550 0
ZALE COM 988858106 4951 135281 SH DEFINED 01 135281 0 0
ZALE COM 988858106 3 88 SH DEFINED 01 03 0 88 0
ZALE COM 988858106 99 2704 SH DEFINED 01 05 0 2704 0
ZALE CORP COM 988858106 54 1470 SH DEFINED 01 02 0 1470 0
ZARDDOYA OTIS SA COM 989099999 159 12000 SH DEFINED 01 12000 0 0
ZEBRA TECH COM 989207105 4886 101319 SH DEFINED 01 101319 0 0
ZENITH NATIONAL COM 989390109 1905 59817 SH DEFINED 01 59817 0 0
ZHEJIANG EXP CO H COM 989486998 170 500000 SH DEFINED 01 500000 0 0
ZIMMER HOLDINGS COM 98956P102 3228 90530 SH DEFINED 01 90530 0 0
ZIMMER HOLDINGS COM 98956P102 1629 45695 SH DEFINED 01 03 0 45695 0
ZIMMER HOLDINGS COM 98956P102 5246 147090 SH DEFINED 01 05 0 147090 0
ZIONS BANCORP COM 989701107 2124 40765 SH DEFINED 01 40765 0 0
ZIONS BANCORP COM 989701107 1125 21595 SH DEFINED 01 03 0 21595 0
ZIONS BANCORP COM 989701107 51 988 SH DEFINED 01 05 0 988 0
ZIONS BANCORPORATION COM 989701107 5160 99049 SH DEFINED 01 0 99049 0
ZIONS BANCORPORATION COM 989701107 13080 251065 SH DEFINED 01 02 0 251065 0
ZIXIT CORPORATION COM 98974P100 311 56763 SH DEFINED 01 56763 0 0
ZORAN COM 98975F101 3563 155500 SH DEFINED 01 155500 0 0
ZORAN COM 98975F101 4 181 SH DEFINED 01 03 0 181 0
ZORAN COM 98975F101 206 9000 SH DEFINED 01 05 0 9000 0
ZORAN CORP COM 98975F101 70 3080 SH DEFINED 01 02 0 3080 0
ZOLL MEDICAL COM 989922109 1025 31500 SH DEFINED 01 31500 0 0
ZOLL MEDICAL COM 989922109 94 2900 SH DEFINED 01 05 0 2900 0
ZOMAX COM 989929104 0 114 SH DEFINED 01 114 0 0
AET INCOME III (HV) COM 990007213 151319 9063690 SH DEFINED 01 03 0 9063690 0
AET STABLE CAPITAL II (HV) COM 990007940 71071 4375852 SH DEFINED 01 03 0 4375852 0
AET INCOME II (HV) COM 990008419 33306 1485554 SH DEFINED 01 03 0 1485554 0
AET FEDERAL INCOME (HV) COM 990008443 43452 2174804 SH DEFINED 01 03 0 2174804 0
AET EQUITY INDEX BASE (HV) COM 990008450 2019893 67143314 SH DEFINED 01 03 0 67143314 0
AET STABLE CAPITAL I (HV) COM 990008492 1278063 72822423 SH DEFINED 01 03 0 72822423 0
L15 STABLE (HV) COM 9900084E1 390498 36117743 SH DEFINED 01 03 0 36117743 0
AET VALUE FUND (HV) COM 990008518 147862 6909275 SH DEFINED 01 03 0 6909275 0
AET COMMON STOCK (HV) COM 990009078 1293 8310 SH DEFINED 01 03 0 8310 0
AET BOND (HV) COM 990009086 421576 6232796 SH DEFINED 01 03 0 6232796 0
AET INCOME I (HV) COM 990009102 2807921 47198697 SH DEFINED 01 03 0 47198697 0
AET INTERNATIONAL (HV) COM 990009136 11877 118252 SH DEFINED 01 03 0 118252 0
AET EMERGING GROWTH (HV) COM 990009300 44059 337627 SH DEFINED 01 03 0 337627 0
AET MIDCAP GROWTH (HV) COM 990009318 147816 777104 SH DEFINED 01 03 0 777104 0
AET EQUITY INDEX III (HV) COM 990018509 44354 1724300 SH DEFINED 01 03 0 1724300 0
AUSTRALIAN DOLLAR COM AUD000001 60 107009 SH DEFINED 01 10 107009 0 0
AUD@GOLDMAN (FUT) COM AUDF00002 45 79572 SH DEFINED 01 10 79572 0 0
SWISS FRANCS COM CHF000001 29 43121 SH DEFINED 01 10 43121 0 0
"Federated Department Stores Inc." COM 0 2 75 SH DEFINED 1 0 0
DAIMLERCHRYSLER COM D1668R123 72 1500 SH DEFINED 01 1500 0 0
DEUTSCHE BANK COM D18190898 2016 29000 SH DEFINED 01 29000 0 0
DANISH KRONE COM DKK000001 34 254575 SH DEFINED 01 10 254575 0 0
EURO CURRENCY COM EUR000001 96 97644 SH DEFINED 01 10 97644 0 0
EURO@GOLDMAN (FUT) COM EURF00002 115 116350 SH DEFINED 01 10 116350 0 0
ACE COM G0070K103 41605 1316656 SH DEFINED 01 1316656 0 0
ACE COM G0070K103 2951 93380 SH DEFINED 01 03 0 93380 0
ACE COM G0070K103 5168 163544 SH DEFINED 01 05 0 163544 0
ACE LIMITED COM G0070K103 2256 71388 SH DEFINED 01 0 71388 0
ACE LIMITED COM G0070K103 16183 512114 SH DEFINED 01 02 0 512114 0
AMDOCS COM G02602103 107 14200 SH DEFINED 01 14200 0 0
APEX SILVER MINE LTD COM G04074103 870 60000 SH DEFINED 01 60000 0 0
APW LIMITED COM G04397108 0 173 SH DEFINED 01 173 0 0
ARCH CAPITAL GROUP COM G0450A105 495 17600 SH DEFINED 01 17600 0 0
ACCENTURE LTD COM G1150G111 71699 3773600 SH DEFINED 01 3773600 0 0
ACCENTURE LTD COM G1150G111 19541 1028500 SH DEFINED 01 05 0 1028500 0
ACCENTURE LTD COM G1150G111 2103 110700 SH DEFINED 11 12 0 110700 0
ACCENTURE LTD COM G1150G111 8939 470500 SH DEFINED 11 12 13 0 470500 0
ACCENTURE LTD-CL A COM G1150G111 184 9720 SH DEFINED 01 02 0 9720 0
BUNGE LIMITED COM G16962105 6 297 SH DEFINED 01 297 0 0
COOPER INDS CL A COM G24182100 6441 163875 SH DEFINED 01 163875 0 0
COOPER INDS CL A COM G24182100 892 22698 SH DEFINED 01 03 0 22698 0
COOPER INDS CL A COM G24182100 145 3697 SH DEFINED 01 05 0 3697 0
EVEREST RE GROUP COM G3223R108 450 8035 SH DEFINED 01 8035 0 0
EVEREST RE GROUP COM G3223R108 2798 50000 SH DEFINED 01 05 0 50000 0
FOSTER WHEELER LTD COM G36535105 0 172 SH DEFINED 01 172 0 0
FRESH DEL MONTE PRODUCE COM G36738105 5 209 SH DEFINED 01 209 0 0
GLOBALSANTAFE CORP COM G3930E101 17 604 SH DEFINED 01 604 0 0
GLOBALSANTAFE CORP COM G3930E101 33 1200 SH DEFINED 01 02 0 1200 0
INGERSOLL-RAND COM G4776G101 113300 2481394 SH DEFINED 01 2481394 0 0
INGERSOLL-RAND COM G4776G101 4780 104670 SH DEFINED 01 03 0 104670 0
INGERSOLL-RAND COM G4776G101 20905 457869 SH DEFINED 01 05 0 457869 0
INGERSOLL-RAND CO COM G4776G101 11839 259199 SH DEFINED 01 02 0 259199 0
IPC HOLDINGS COM G4933P101 4 121 SH DEFINED 01 03 0 121 0
IPC HOLDINGS LTD COM G4933P101 60 1960 SH DEFINED 01 02 0 1960 0
LORAL SPACE & COMMUNICATIONS COM G56462107 1 1217 SH DEFINED 01 1217 0 0
MARVELL TECHNOLOGY GROUP COM G5876H105 23600 1186521 SH DEFINED 01 1186521 0 0
MARVELL TECHNOLOGY GROUP COM G5876H105 7225 363244 SH DEFINED 01 05 0 363244 0
MIH LTD COM G6116R101 196 46850 SH DEFINED 01 46850 0 0
NABORS INDS COM G6359F103 12098 344181 SH DEFINED 01 344181 0 0
NABORS INDS COM G6359F103 1210 34417 SH DEFINED 01 03 0 34417 0
NABORS INDS COM G6359F103 11000 312955 SH DEFINED 01 05 0 312955 0
NABORS INDUSTRIES IN COM G6359F103 227 6475 SH DEFINED 01 02 0 6475 0
NOBLE CORP COM G65422100 194 5030 SH DEFINED 01 02 0 5030 0
NOBLE DRILLING COM G65422100 6782 175708 SH DEFINED 01 175708 0 0
NOBLE DRILLING COM G65422100 1221 31640 SH DEFINED 01 03 0 31640 0
NOBLE DRILLING COM G65422100 9548 247348 SH DEFINED 01 05 0 247348 0
SCOTTISH ANN & LIFE COM G7885T104 56 2950 SH DEFINED 01 02 0 2950 0
SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 7708 404023 SH DEFINED 01 404023 0 0
SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 4 186 SH DEFINED 01 03 0 186 0
SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 705 36977 SH DEFINED 01 05 0 36977 0
W.P. STEWART COM G84922106 1158 45366 SH DEFINED 01 45366 0 0
W.P. STEWART COM G84922106 126 4934 SH DEFINED 01 05 0 4934 0
TRANSOCEAN INC COM G90078109 8935 286846 SH DEFINED 01 0 286846 0
TRANSOCEAN INC COM G90078109 48520 1557589 SH DEFINED 01 02 0 1557589 0
TRANSOCEAN SEDCO FOREX COM G90078109 142589 4577513 SH DEFINED 01 4577513 0 0
TRANSOCEAN SEDCO FOREX COM G90078109 4557 146312 SH DEFINED 01 03 0 146312 0
TRANSOCEAN SEDCO FOREX COM G90078109 92429 2967233 SH DEFINED 01 05 0 2967233 0
TRENWICK GROUP COM G9032C109 1136 151489 SH DEFINED 01 151489 0 0
WEATHERFORD INTL COM G95089101 57011 1319696 SH DEFINED 01 1319696 0 0
WEATHERFORD INTL COM G95089101 176 4060 SH DEFINED 01 02 0 4060 0
WEATHERFORD INTL COM G95089101 29359 679600 SH DEFINED 01 05 0 679600 0
WHITE MOUNTAINS INSURANCE GROU COM G9618E107 5 16 SH DEFINED 01 16 0 0
WILLIS GRP HLDS LTD COM G96655108 6162 187260 SH DEFINED 01 187260 0 0
WILLIS GRP HLDS LTD COM G96655108 77 2330 SH DEFINED 01 02 0 2330 0
WILLIS GRP HLDS LTD COM G96655108 12703 386000 SH DEFINED 01 05 0 386000 0
XL CAPITAL CL A COM G98255105 88566 1045641 SH DEFINED 01 1045641 0 0
XL CAPITAL CL A COM G98255105 6156 72672 SH DEFINED 01 03 0 72672 0
XL CAPITAL CL A COM G98255105 25461 300600 SH DEFINED 01 05 0 300600 0
XL CAPITAL LTD CL A COM G98255105 1545 18250 SH DEFINED 01 02 0 18250 0
XOMA COM G9825R107 1 364 SH DEFINED 01 364 0 0
UK POUND STERLING COM GBP000001 156 102274 SH DEFINED 01 10 102274 0 0
GBP@GOLDMAN (FUT) COM GBPF00002 20 13164 SH DEFINED 01 10 13164 0 0
ALCON COM H01301102 7322 215000 SH DEFINED 01 215000 0 0
ALCON COM H01301102 79 2325 SH DEFINED 01 02 0 2325 0
ALCON COM H01301102 6471 190000 SH DEFINED 01 05 0 190000 0
HONG KONG DOLLAR COM HKD000001 23 177085 SH DEFINED 01 10 177085 0 0
JAPANESE YEN COM JPY000001 52 6207227 SH DEFINED 01 10 6207227 0 0
CHECK POINT SOFTWARE TECHNOLOG COM M22465104 8016 591140 SH DEFINED 01 591140 0 0
CHECK POINT SOFTWARE TECHNOLOG COM M22465104 275 20300 SH DEFINED 01 05 0 20300 0
ECTEL LTD COM M29925100 1654 142600 SH DEFINED 01 142600 0 0
ECTEL LTD COM M29925100 148 12800 SH DEFINED 01 05 0 12800 0
PRECISE SOFTWARE SOLUTIONS COM M41450103 2624 274740 SH DEFINED 01 274740 0 0
M-SYSTEMS FLASH DISK PIONEERS COM M7061C100 415 50000 SH DEFINED 01 50000 0 0
ERG ** COM NA 2547 14841655 SH DEFINED 01 14841655 0 0
NORWEGIAN KRONER COM NOK000001 26 194051 SH DEFINED 01 10 194051 0 0
NEW ZEALAND DOLLAR COM NZD000001 6 12468 SH DEFINED 01 10 12468 0 0
SUN INTL COM P8797T133 70 2840 SH DEFINED 01 02 0 2840 0
SUN INTL COM P8797T133 4 175 SH DEFINED 01 03 0 175 0
SWEDISH KRONA COM SEK000001 35 318544 SH DEFINED 01 10 318544 0 0
SINGAPORE DOLLAR COM SGD000001 30 52490 SH DEFINED 01 10 52490 0 0
ROYAL CARIBBEAN COM V7780T103 26901 1379492 SH DEFINED 01 1379492 0 0
ROYAL CARIBBEAN COM V7780T103 3084 158125 SH DEFINED 01 05 0 158125 0
ASE TEST LTD COM Y02516105 179 18500 SH DEFINED 01 18500 0 0
FLEXTRONICS INTL COM Y2573F102 20844 2923518 SH DEFINED 01 2923518 0 0
FLEXTRONICS INTL COM Y2573F102 20465 2870200 SH DEFINED 01 05 0 2870200 0