UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 October 22, 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: 7593 Form 13F Information Table Value Total: $61466787 (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 475 99925 SH DEFINED 01 99925 0 0 ABENGOA COM 000369991 171 37600 SH DEFINED 01 37600 0 0 ABN AMRO HOLDING NV COM 000770990 1551 141648 SH DEFINED 01 141648 0 0 ADC TELECOMMUNICATIONS COM 000886101 59 51368 SH DEFINED 01 51368 0 0 ADC TELECOMMUNICATIONS COM 000886101 213 185378 SH DEFINED 01 03 0 185378 0 ADC TELECOMMUNICATIONS COM 000886101 11 9300 SH DEFINED 01 05 0 9300 0 ACTV INC COM 00088E104 0 131 SH DEFINED 01 131 0 0 ADIDAS AG COM 000900993 88 1286 SH DEFINED 01 03 0 1286 0 ABM INDS COM 000957100 2170 153894 SH DEFINED 01 153894 0 0 ADVANTECH CO LTD COM 001009992 382 199200 SH DEFINED 01 199200 0 0 AFC ENTERPRISES COM 00104Q107 4 190 SH DEFINED 01 190 0 0 AFLAC COM 001055102 24801 808106 SH DEFINED 01 808106 0 0 AFLAC COM 001055102 3695 120385 SH DEFINED 01 03 0 120385 0 AFLAC COM 001055102 4681 152524 SH DEFINED 01 05 0 152524 0 AFLAC INC COM 001055102 3437 112000 SH DEFINED 01 0 112000 0 AFLAC INC COM 001055102 4976 162112 SH DEFINED 01 02 0 162112 0 AGCO COM 001084102 8480 365585 SH DEFINED 01 365585 0 0 AGCO COM 001084102 3 128 SH DEFINED 01 03 0 128 0 AGCO COM 001084102 379 16293 SH DEFINED 01 05 0 16293 0 AGCO CORP COM 001084102 52 2196 SH DEFINED 01 02 0 2196 0 MY TRAVLE PLC COM 0010979 1 1124 SH DEFINED 01 10 1124 0 0 AGL RESOURCES COM 001204106 16188 732817 SH DEFINED 01 732817 0 0 AGL RESOURCES COM 001204106 5 206 SH DEFINED 01 03 0 206 0 AGL RESOURCES INC COM 001204106 74 3315 SH DEFINED 01 02 0 3315 0 AES COM 00130H105 46 18442 SH DEFINED 01 18442 0 0 AES COM 00130H105 317 126327 SH DEFINED 01 03 0 126327 0 AES COM 00130H105 16 6340 SH DEFINED 01 05 0 6340 0 CHUBB PLC COM 0015219 3 1717 SH DEFINED 01 10 1717 0 0 KIDDE PLC COM 0015402 2 1717 SH DEFINED 01 10 1717 0 0 AK STEEL HOLDINGS COM 001547108 324 44394 SH DEFINED 01 44394 0 0 AMB PROPERTY CORP COM 00163T109 4 135 SH DEFINED 01 135 0 0 AMC ENTERTAINMENT COM 001669100 710 96000 SH DEFINED 01 96000 0 0 AMN HEALTHCARE SERV COM 001744101 1301 70332 SH DEFINED 01 70332 0 0 AMR COM 001765106 11921 2852095 SH DEFINED 01 2852095 0 0 AMR COM 001765106 424 101399 SH DEFINED 01 03 0 101399 0 AMR COM 001765106 1602 383130 SH DEFINED 01 05 0 383130 0 AMR CORP DEL COM 001765106 74 17600 SH DEFINED 01 02 0 17600 0 ANC RENTAL CORPORATION COM 001813104 0 91 SH DEFINED 01 91 0 0 AOL TIME WARNER COM 00184A105 184853 15799508 SH DEFINED 01 15799508 0 0 AOL TIME WARNER COM 00184A105 13410 1146150 SH DEFINED 01 03 0 1146150 0 AOL TIME WARNER COM 00184A105 131919 11275140 SH DEFINED 01 05 0 11275140 0 AOL TIME WARNER INC COM 00184A105 1100 94000 SH DEFINED 01 0 94000 0 AOL TIME WARNER INC COM 00184A105 368 31489 SH DEFINED 01 02 0 31489 0 APAC CUSTOMER SVCS COM 00185E106 32 10911 SH DEFINED 01 02 0 10911 0 APAC CUSTOMER SVCS COM 00185E106 2 666 SH DEFINED 01 03 0 666 0 AT&T COM 001957109 114717 9551804 SH DEFINED 01 9551804 0 0 AT&T COM 001957109 13212 1100033 SH DEFINED 01 03 0 1100033 0 AT&T COM 001957109 62316 5188550 SH DEFINED 01 05 0 5188550 0 AT&T CORP COM 001957109 661 55000 SH DEFINED 01 02 0 55000 0 A S A LIMITED COM 002050102 4579 141900 SH DEFINED 01 141900 0 0 A S A LIMITED COM 002050102 442 13700 SH DEFINED 01 05 0 13700 0 ATMI COM 00207R101 2422 171757 SH DEFINED 01 171757 0 0 A T & T WIRELESS SERVICES COM 00209A106 115 27900 SH DEFINED 11 12 0 27900 0 AT&T WIRELESS SERVICES COM 00209A106 4132 1003086 SH DEFINED 01 1003086 0 0 AT&T WIRELESS SERVICES COM 00209A106 2607 632742 SH DEFINED 01 03 0 632742 0 AT&T WIRELESS SERVICES COM 00209A106 214 52126 SH DEFINED 01 05 0 52126 0 AVX COM 002444107 2469 285000 SH DEFINED 01 285000 0 0 AVX COM 002444107 99 11400 SH DEFINED 01 05 0 11400 0 AXT COM 00246W103 340 163602 SH DEFINED 01 163602 0 0 AXT COM 00246W103 26 12477 SH DEFINED 01 05 0 12477 0 AARON RENTS COM 002535201 1716 74621 SH DEFINED 01 74621 0 0 AARON RENTS INC-CL A COM 002535300 48 2000 SH DEFINED 01 2000 0 0 ABBOTT LABORATORIES COM 002824100 93669 2318541 SH DEFINED 01 2318541 0 0 ABBOTT LABORATORIES COM 002824100 14981 370839 SH DEFINED 01 03 0 370839 0 ABBOTT LABORATORIES COM 002824100 67381 1667867 SH DEFINED 01 05 0 1667867 0 ABBOTT LABS COM 002824100 889 22000 SH DEFINED 01 0 22000 0 ABBOTT LABS COM 002824100 32423 802628 SH DEFINED 01 02 0 802628 0 AMEC ORD COM 0028262 2 478 SH DEFINED 01 10 478 0 0 ABERCROMBIE & FITCH COM 002896207 1420 72164 SH DEFINED 01 72164 0 0 ABERCROMBIE & FITCH COM 002896207 126 6400 SH DEFINED 01 05 0 6400 0 ABGENIX COM 00339B107 460 70889 SH DEFINED 01 70889 0 0 ABGENIX COM 00339B107 2 288 SH DEFINED 01 03 0 288 0 ABGENIX INC COM 00339B107 30 4553 SH DEFINED 01 02 0 4553 0 ABITIBI-CONSOLIDATED COM 003924107 14890 2199350 SH DEFINED 01 2199350 0 0 ABITIBI-CONSOLIDATED COM 003924107 1905 281298 SH DEFINED 01 05 0 281298 0 SIGNET GROUP PLC COM 0040374 7 5047 SH DEFINED 01 10 5047 0 0 ACESA INFRAESTRUCTOR COM 004318994 189 16615 SH DEFINED 01 16615 0 0 ACCOR COM 004340998 713 24398 SH DEFINED 01 24398 0 0 ACCOR COM 004347993 7568 259141 SH DEFINED 01 259141 0 0 ACCOR COM 004347993 11395 390180 SH DEFINED 01 05 0 390180 0 ACCREDO HEALTH COM 00437V104 7492 157131 SH DEFINED 01 157131 0 0 ACCREDO HEALTH COM 00437V104 81 1700 SH DEFINED 01 05 0 1700 0 ACCREDO HEALTH INC COM 00437V104 1 30 SH DEFINED 01 02 0 30 0 ACCRUE SOFTWARE COM 00437W102 0 64 SH DEFINED 01 64 0 0 EMI GROUP COM 0044473 5 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 14 5004 SH DEFINED 01 10 5004 0 0 ACOM COM 004900999 844 20000 SH DEFINED 01 20000 0 0 SAFEWAY COM 0049241 10 3123 SH DEFINED 01 10 3123 0 0 ACTIVISION COM 004930202 719 30059 SH DEFINED 01 30059 0 0 ACTIVISION COM 004930202 73 3050 SH DEFINED 01 05 0 3050 0 ACTIVISION INC COM 004930202 1 45 SH DEFINED 01 02 0 45 0 ACTION PERFORMANCE COM 004933107 3 100 SH DEFINED 01 02 0 100 0 ACTION PERFORMANCE COMPANIES COM 004933107 3028 117827 SH DEFINED 01 117827 0 0 ACTION PERFORMANCE COMPANIES COM 004933107 200 7800 SH DEFINED 01 05 0 7800 0 ACTEL COM 004934105 1947 187136 SH DEFINED 01 187136 0 0 ACTEL COM 004934105 2 175 SH DEFINED 01 03 0 175 0 ACTEL COM 004934105 75 7251 SH DEFINED 01 05 0 7251 0 ACTEL CORP COM 004934105 291 28000 SH DEFINED 01 0 28000 0 ACTEL CORP COM 004934105 32 3000 SH DEFINED 01 02 0 3000 0 ACTUATE COM 00508B102 293 308790 SH DEFINED 01 308790 0 0 ACTUATE COM 00508B102 34 36146 SH DEFINED 01 05 0 36146 0 ACTUANT COM 00508X203 1219 33035 SH DEFINED 01 33035 0 0 ACTUANT COM 00508X203 4 114 SH DEFINED 01 03 0 114 0 ACTUANT COM 00508X203 148 4000 SH DEFINED 01 05 0 4000 0 ACTUANT CORPORATION COM 00508X203 68 1839 SH DEFINED 01 02 0 1839 0 ACUITIY BRANDS COM 00508Y102 1677 136763 SH DEFINED 01 136763 0 0 ACXIOM COM 005125109 20356 1435576 SH DEFINED 01 1435576 0 0 ACXIOM COM 005125109 1930 136100 SH DEFINED 01 03 0 136100 0 ACXIOM COM 005125109 1014 71495 SH DEFINED 01 05 0 71495 0 ACXIOM CORP COM 005125109 1078 76050 SH DEFINED 01 02 0 76050 0 ADERANS COM 005320999 270 14000 SH DEFINED 01 14000 0 0 SEVERN TRENT COM 0054632 10 1019 SH DEFINED 01 10 1019 0 0 ASSOCIATED BRITISH PORTS COM 0056434 6 979 SH DEFINED 01 10 979 0 0 BILLITON A COM 0056650 32 6918 SH DEFINED 01 10 6918 0 0 ARM HOLDING PLC COM 0059585 4 2222 SH DEFINED 01 10 2222 0 0 ADAPTEC COM 00651F108 2366 536452 SH DEFINED 01 536452 0 0 ADAPTEC COM 00651F108 1 307 SH DEFINED 01 03 0 307 0 ADAPTEC COM 00651F108 3056 693000 SH DEFINED 01 05 0 693000 0 ADAPTEC INC COM 00651F108 21 4688 SH DEFINED 01 02 0 4688 0 ADECCO SA REG COM 006700991 240 7101 SH DEFINED 01 7101 0 0 ADECCO SA REG COM 006700991 320 9458 SH DEFINED 01 05 0 9458 0 BAA COM 0067340 24 2917 SH DEFINED 01 10 2917 0 0 BBA GROUP COM 0067748 3 966 SH DEFINED 01 10 966 0 0 BPB COM 0068707 6 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 336 87250 SH DEFINED 01 87250 0 0 ADOBE SYSTEMS COM 00724F101 268 14006 SH DEFINED 01 14006 0 0 ADOBE SYSTEMS COM 00724F101 1067 55866 SH DEFINED 01 03 0 55866 0 ADOBE SYSTEMS COM 00724F101 54 2806 SH DEFINED 01 05 0 2806 0 ADTRAN COM 00738A106 897 57449 SH DEFINED 01 57449 0 0 ADTRAN COM 00738A106 29 1847 SH DEFINED 01 02 0 1847 0 ADTRAN COM 00738A106 2 119 SH DEFINED 01 03 0 119 0 ADTRAN COM 00738A106 103 6600 SH DEFINED 01 05 0 6600 0 ADVANCE AUTO PARTS COM 00751Y106 475 9000 SH DEFINED 01 9000 0 0 ADVANCE AUTO PARTS COM 00751Y106 6033 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 835 60526 SH DEFINED 01 60526 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 943 71069 SH DEFINED 01 71069 0 0 ADV SELECT ABSOL LLC COM 007551997 12590 12500000 SH DEFINED 01 05 0 12500000 0 ADV SELECT ABSOL LTD COM 007552995 12568 12500000 SH DEFINED 01 05 0 12500000 0 ADV SEL ENH OPPT LLC COM 007553993 12526 12500000 SH DEFINED 01 05 0 12500000 0 ADV SEL ENH OPPT LTD COM 007554991 12510 12500000 SH DEFINED 01 05 0 12500000 0 ADV SELECT OPPOR LLC COM 007555998 12546 12500000 SH DEFINED 01 05 0 12500000 0 ADV SELECT OPPOR LTD COM 007556996 12459 12500000 SH DEFINED 01 05 0 12500000 0 ADV CREDIT OPPORT LP COM 007557994 19950 25000000 SH DEFINED 01 05 0 25000000 0 ADVO COM 007585102 3472 109346 SH DEFINED 01 109346 0 0 ADVANCED POWER TECHNOLOGY COM 00761E108 857 220400 SH DEFINED 01 220400 0 0 ADVANCED POWER TECHNOLOGY COM 00761E108 195 50200 SH DEFINED 01 05 0 50200 0 ADVANCED MEDICAL OPT COM 00763M108 1 65 SH DEFINED 01 02 0 65 0 ADVANCED MEDICAL OPTICS COM 00763M108 858 90155 SH DEFINED 01 90155 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 0 0 SH DEFINED 01 03 0 0 0 AEROFLEX COM 007768104 2246 445520 SH DEFINED 01 445520 0 0 AEROFLEX COM 007768104 1 296 SH DEFINED 01 03 0 296 0 AEROFLEX COM 007768104 104 20574 SH DEFINED 01 05 0 20574 0 AEROFLEX INC COM 007768104 25 4898 SH DEFINED 01 02 0 4898 0 ADVANCED MICRO DEVICES COM 007903107 1435 268562 SH DEFINED 01 268562 0 0 ADVANCED MICRO DEVICES COM 007903107 425 79675 SH DEFINED 01 03 0 79675 0 ADVANCED MICRO DEVICES COM 007903107 2157 403991 SH DEFINED 01 05 0 403991 0 ADVANCEPCS COM 00790K109 18769 833076 SH DEFINED 01 833076 0 0 ADVANCEPCS COM 00790K109 4688 208100 SH DEFINED 01 05 0 208100 0 AEGON COM 007930993 11410 1215125 SH DEFINED 01 1215125 0 0 AEGON COM 007930993 119 12697 SH DEFINED 01 03 0 12697 0 AEGON COM 007930993 9121 971514 SH DEFINED 01 05 0 971514 0 ADVANTA CORP - CL A COM 007942105 1 114 SH DEFINED 01 114 0 0 ADVANCED ENERGY INDS COM 007973100 895 100642 SH DEFINED 01 100642 0 0 ADVENT SOFTWARE COM 007974108 3450 301327 SH DEFINED 01 301327 0 0 ADVENT SOFTWARE COM 007974108 179 15666 SH DEFINED 01 02 0 15666 0 ADVENT SOFTWARE COM 007974108 319 27900 SH DEFINED 01 03 0 27900 0 ADVENT SOFTWARE COM 007974108 176 15414 SH DEFINED 01 05 0 15414 0 AEON CREDIT SERVICES COM 008010993 62 200000 SH DEFINED 01 200000 0 0 AEON CREDIT SERVICE COM 008011991 399 7600 SH DEFINED 01 7600 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 181 5044 SH DEFINED 01 5044 0 0 AETNA COM 00817Y108 1253 35001 SH DEFINED 01 03 0 35001 0 AETNA COM 00817Y108 63 1761 SH DEFINED 01 05 0 1761 0 AFFILIATED COMPUTER SERVICES C COM 008190100 9887 232353 SH DEFINED 01 232353 0 0 AFFILIATED COMPUTER SERVICES C COM 008190100 13042 306500 SH DEFINED 01 05 0 306500 0 AFFILIATED MANAGERS COM 008252108 17255 386790 SH DEFINED 01 02 0 386790 0 AFFILIATED MANAGERS GROUP COM 008252108 4724 105882 SH DEFINED 01 105882 0 0 AFFILIATED MANAGERS GROUP COM 008252108 484 10850 SH DEFINED 01 03 0 10850 0 AFFILIATED MANAGERS GROUP COM 008252108 156 3500 SH DEFINED 01 05 0 3500 0 AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 01 02 0 460 0 AFRICAN RAINBOW MIN COM 008279994 797 120000 SH DEFINED 01 120000 0 0 AFTER MARKET TECH COM 008318107 996 77000 SH DEFINED 01 77000 0 0 AFTER MARKET TECH COM 008318107 41 3227 SH DEFINED 01 02 0 3227 0 AFTER MARKET TECH COM 008318107 3 198 SH DEFINED 01 03 0 198 0 AFTER MARKET TECH COM 008318107 116 9000 SH DEFINED 01 05 0 9000 0 AGFA GEVAERT NV COM 008453995 1216 66000 SH DEFINED 01 66000 0 0 AGERE SYSTEMS CL A COM 00845V100 1082 982766 SH DEFINED 01 982766 0 0 AGERE SYSTEMS INC-CL COM 00845V209 5 5238 SH DEFINED 01 0 5238 0 AGILENT TECHNOLOGIES COM 00846U101 1915 146741 SH DEFINED 01 146741 0 0 AGILENT TECHNOLOGIES COM 00846U101 1411 108058 SH DEFINED 01 03 0 108058 0 AGILENT TECHNOLOGIES COM 00846U101 985 75423 SH DEFINED 01 05 0 75423 0 AGILENT TECH CVT CONV BND 00846UAB7 185 230000 PRN DEFINED 01 02 0 0 230000 AGILE SOFTWARE COM 00846X105 1112 173411 SH DEFINED 01 173411 0 0 AJINOMOTO CO INC COM 008601999 318 30000 SH DEFINED 01 30000 0 0 AGRIUM INC COM 008916108 940 102700 SH DEFINED 01 102700 0 0 L'AIR LIQUIDE COM 009126103 169 1371 SH DEFINED 01 1371 0 0 AIR PROD & CHEM COM 009158106 2773 66000 SH DEFINED 01 0 66000 0 AIR PROD & CHEM COM 009158106 10734 255540 SH DEFINED 01 02 0 255540 0 AIR PRODUCTS & CHEMICALS COM 009158106 138273 3291434 SH DEFINED 01 3291434 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 4121 98093 SH DEFINED 01 03 0 98093 0 AIR PRODUCTS & CHEMICALS COM 009158106 24404 580894 SH DEFINED 01 05 0 580894 0 AIRBORNE COM 009269101 1427 125856 SH DEFINED 01 125856 0 0 AIRBORNE COM 009269101 4 311 SH DEFINED 01 03 0 311 0 AIRBORNE COM 009269101 179 15800 SH DEFINED 01 05 0 15800 0 AIRBORNE INC COM 009269101 55 4909 SH DEFINED 01 02 0 4909 0 AIRGAS COM 009363102 5441 414423 SH DEFINED 01 414423 0 0 AIRGAS COM 009363102 3 266 SH DEFINED 01 03 0 266 0 AIRGAS COM 009363102 404 30794 SH DEFINED 01 05 0 30794 0 AIRGAS INC COM 009363102 57 4380 SH DEFINED 01 02 0 4380 0 BERKELEY GRO COM 0094177 3 276 SH DEFINED 01 10 276 0 0 AIRNET COMMUNICATION COM 00941P106 0 49 SH DEFINED 01 49 0 0 BALFOUR BEATTY PLC COM 0096162 2 935 SH DEFINED 01 10 935 0 0 AKAMAI TECHNOLOGIES COM 00971T101 8 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 COM 010199990 4511 140000 SH DEFINED 01 140000 0 0 AKZO NOBEL COM 010199990 168 5200 SH DEFINED 01 05 0 5200 0 BOC GROUP COM 0108120 19 1364 SH DEFINED 01 10 1364 0 0 BOOTS CO COM 0111441 21 2526 SH DEFINED 01 10 2526 0 0 ALAMO GROUP COM 011311107 1435 116100 SH DEFINED 01 116100 0 0 ALAMO GROUP COM 011311107 182 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 18 1018 SH DEFINED 01 1018 0 0 ALASKA COMM SYSTEM GROUP COM 01167P101 1 748 SH DEFINED 01 748 0 0 ALBANY INTL CL A COM 012348108 1542 81229 SH DEFINED 01 81229 0 0 ALBANY INTL CL A COM 012348108 3 144 SH DEFINED 01 03 0 144 0 ALBANY INTL CL A COM 012348108 198 10410 SH DEFINED 01 05 0 10410 0 ALBANY INTL CORP NEW COM 012348108 45 2441 SH DEFINED 01 02 0 2441 0 ALBANY MOLECULAR RESEARCH COM 012423109 4 211 SH DEFINED 01 211 0 0 ALBEMARLE COM 012653101 3539 139961 SH DEFINED 01 139961 0 0 ALBEMARLE COM 012653101 313 12390 SH DEFINED 01 05 0 12390 0 AMVESCAP PLC COM 0128269 10 2024 SH DEFINED 01 10 2024 0 0 BRITISH AIRW COM 0129057 4 2538 SH DEFINED 01 10 2538 0 0 ALBERTO-CULVER CL B COM 013068101 99 2017 SH DEFINED 01 2017 0 0 ALBERTO-CULVER CL B COM 013068101 663 13526 SH DEFINED 01 03 0 13526 0 ALBERTO-CULVER CL B COM 013068101 33 683 SH DEFINED 01 05 0 683 0 ALBERTSON'S COM 013104104 1789 74085 SH DEFINED 01 74085 0 0 ALBERTSON'S COM 013104104 2289 94751 SH DEFINED 01 03 0 94751 0 ALBERTSON'S COM 013104104 115 4752 SH DEFINED 01 05 0 4752 0 BRITISH LAND COM 0136701 10 1506 SH DEFINED 01 10 1506 0 0 ALCAN COM 013716105 2849 115446 SH DEFINED 01 115446 0 0 ALCAN COM 013716105 2221 90000 SH DEFINED 01 05 0 90000 0 ALCOA COM 013817101 154022 7980425 SH DEFINED 01 7980425 0 0 ALCOA COM 013817101 5614 290892 SH DEFINED 01 03 0 290892 0 ALCOA COM 013817101 26685 1382602 SH DEFINED 01 05 0 1382602 0 ALCOA INC COM 013817101 4254 220395 SH DEFINED 01 0 220395 0 ALCOA INC COM 013817101 9376 485736 SH DEFINED 01 02 0 485736 0 BRITISH SKY COM 0141192 31 3797 SH DEFINED 01 10 3797 0 0 ALEXANDER & BALDWIN COM 014482103 5976 268577 SH DEFINED 01 268577 0 0 ALEXANDER & BALDWIN COM 014482103 95 4290 SH DEFINED 01 02 0 4290 0 ALEXANDER & BALDWIN COM 014482103 6 269 SH DEFINED 01 03 0 269 0 ALEXANDER & BALDWIN COM 014482103 413 18560 SH DEFINED 01 05 0 18560 0 ALEXANDRIA REAL ESTATE COM 015271109 347 8175 SH DEFINED 01 8175 0 0 ALEXANDRIA REAL ESTATE COM 015271109 70 1650 SH DEFINED 01 05 0 1650 0 ALEXION PHARMACEUTIC COM 015351109 1 69 SH DEFINED 01 69 0 0 ALFA LAVAL - AB COM 015355993 170 20472 SH DEFINED 01 03 0 20472 0 BUNZL COM 0154004 9 1349 SH DEFINED 01 10 1349 0 0 CABLE & WIRE COM 0162557 12 6694 SH DEFINED 01 10 6694 0 0 ALKERMES COM 01642T108 1 188 SH DEFINED 01 188 0 0 ALLEGHANY COM 017175100 1521 8027 SH DEFINED 01 8027 0 0 CAPITA GROUP COM 0173474 5 1500 SH DEFINED 01 10 1500 0 0 ALLEGHENY ENERGY COM 017361106 4729 360982 SH DEFINED 01 360982 0 0 ALLEGHENY ENERGY COM 017361106 383 29253 SH DEFINED 01 03 0 29253 0 ALLEGHENY ENERGY COM 017361106 1742 132963 SH DEFINED 01 05 0 132963 0 ALLEGHENY TECHNOLOGIES COM 01741R102 21 3019 SH DEFINED 01 3019 0 0 ALLEGHENY TECHNOLOGIES COM 01741R102 130 18765 SH DEFINED 01 03 0 18765 0 ALLEGHENY TECHNOLOGIES COM 01741R102 6 939 SH DEFINED 01 05 0 939 0 ALLEGIANT BANCORP COM 017476102 767 47200 SH DEFINED 01 47200 0 0 ALLEGIANT BANCORP COM 017476102 3 173 SH DEFINED 01 03 0 173 0 ALLEGIANT BANCORP COM 017476102 102 6300 SH DEFINED 01 05 0 6300 0 ALLEGIANT BANCORP IN COM 017476102 42 2599 SH DEFINED 01 02 0 2599 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 511 95659 SH DEFINED 01 95659 0 0 CELLTECH CHIRO COM 0182276 3 615 SH DEFINED 01 10 615 0 0 ALLERGAN COM 018490102 9982 183490 SH DEFINED 01 183490 0 0 ALLERGAN COM 018490102 1909 35062 SH DEFINED 01 03 0 35062 0 ALLERGAN COM 018490102 6082 111807 SH DEFINED 01 05 0 111807 0 ALLERGAN INC COM 018490102 20718 380811 SH DEFINED 01 02 0 380811 0 ALLERGAN INC CVT CONV BND 018490AA0 260 410000 PRN DEFINED 01 02 0 0 410000 ALLETE COM 018522102 13253 613552 SH DEFINED 01 613552 0 0 ALLETE COM 018522102 44 2050 SH DEFINED 01 05 0 2050 0 ALLIANCE CAPITAL MANAGEMENT HO COM 01855A101 5 167 SH DEFINED 01 167 0 0 ALLIANCE DATA SYSTEMS COM 018581108 7473 493300 SH DEFINED 01 493300 0 0 ALLIANCE DATA SYSTEMS COM 018581108 10127 668400 SH DEFINED 01 05 0 668400 0 ALLIANCE GAMING COM 01859P609 841 54390 SH DEFINED 01 54390 0 0 ALLIANCE & LEICESTER COM 018655993 325 26305 SH DEFINED 01 26305 0 0 ALLIANCE SEMICONDUCTOR COM 01877H100 446 117274 SH DEFINED 01 117274 0 0 ALLIANT ENERGY COM 018802108 69 3610 SH DEFINED 01 3610 0 0 ALLIANT TECHSYSTEMS COM 018804104 9464 136666 SH DEFINED 01 136666 0 0 ALLIED CAPITAL COM 01903Q108 4 191 SH DEFINED 01 191 0 0 ALLIED IRISH BANKS COM 019224880 3467 289913 SH DEFINED 01 289913 0 0 ALLIED WASTE INDS COM 019589308 1666 226652 SH DEFINED 01 226652 0 0 ALLIED WASTE INDS COM 019589308 337 45880 SH DEFINED 01 03 0 45880 0 ALLIED WASTE INDS COM 019589308 17 2298 SH DEFINED 01 05 0 2298 0 ALLMERICA FINANCIAL COM 019754100 25 2120 SH DEFINED 01 2120 0 0 ALLOY COM 019855105 2630 316500 SH DEFINED 01 316500 0 0 ALLOY COM 019855105 100 12000 SH DEFINED 01 05 0 12000 0 ALLOY INC COM 019855105 1 180 SH DEFINED 01 02 0 180 0 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 471 164805 SH DEFINED 01 164805 0 0 ALLIANCE UNICHEM COM 020000998 478 60000 SH DEFINED 01 60000 0 0 ALLSTATE COM 020002101 29788 837913 SH DEFINED 01 837913 0 0 ALLSTATE COM 020002101 5839 164244 SH DEFINED 01 03 0 164244 0 ALLSTATE COM 020002101 24149 679302 SH DEFINED 01 05 0 679302 0 ALLSTATE CORP COM 020002101 2666 75000 SH DEFINED 01 0 75000 0 ALLTEL COM 020039103 30674 764380 SH DEFINED 01 764380 0 0 ALLTEL COM 020039103 2918 72717 SH DEFINED 01 03 0 72717 0 ALLTEL COM 020039103 7262 180961 SH DEFINED 01 05 0 180961 0 ALLTEL CORP COM 020039103 482 12000 SH DEFINED 01 0 12000 0 ALLTEL CVT PFD CVT PRF 020039822 7612 175000 SH DEFINED 01 175000 0 0 ALPHARMA CL A COM 020813101 1546 161086 SH DEFINED 01 161086 0 0 ALTANA COM 021275995 1091 30100 SH DEFINED 01 30100 0 0 ALTADIS COM 021280995 13230 592319 SH DEFINED 01 592319 0 0 ALTADIS COM 021280995 148 6621 SH DEFINED 01 03 0 6621 0 ALTADIS COM 021280995 8371 374776 SH DEFINED 01 05 0 374776 0 ALTERA COM 021441100 2116 244112 SH DEFINED 01 244112 0 0 ALTERA COM 021441100 771 88900 SH DEFINED 01 03 0 88900 0 ALTERA COM 021441100 4282 493860 SH DEFINED 01 05 0 493860 0 ALTERA CORP COM 021441100 312 36000 SH DEFINED 01 0 36000 0 ALTERA CORP COM 021441100 970 111900 SH DEFINED 01 02 0 111900 0 AVIVA COM 0216238 35 6274 SH DEFINED 01 10 6274 0 0 ALZA (JNJ) CVT CONV BND 02261WAB5 236 300000 PRN DEFINED 01 02 0 0 300000 AMADA COM 022631105 691 183000 SH DEFINED 01 183000 0 0 AMADA COM 022631105 11 3000 SH DEFINED 01 03 0 3000 0 AMADA COM 022631105 1315 348000 SH DEFINED 01 05 0 348000 0 AMAZON COM INC COM 023135106 6546 410928 SH DEFINED 01 410928 0 0 AMAZON COM INC COM 023135106 6930 435000 SH DEFINED 01 05 0 435000 0 AMB GENERALI HOLDING COM 023138993 910 18496 SH DEFINED 01 18496 0 0 AMBAC FINANCIAL GROUP COM 023139108 192 3554 SH DEFINED 01 3554 0 0 AMBAC FINANCIAL GROUP COM 023139108 1328 24640 SH DEFINED 01 03 0 24640 0 AMBAC FINANCIAL GROUP COM 023139108 67 1236 SH DEFINED 01 05 0 1236 0 AMERADA HESS COM 023551104 824 12149 SH DEFINED 01 12149 0 0 AMERADA HESS COM 023551104 1410 20775 SH DEFINED 01 03 0 20775 0 AMERADA HESS COM 023551104 71 1047 SH DEFINED 01 05 0 1047 0 AMERCO COM 023586100 1 73 SH DEFINED 01 73 0 0 AMEREN COM 023608102 15251 366175 SH DEFINED 01 366175 0 0 AMEREN COM 023608102 1414 33965 SH DEFINED 01 03 0 33965 0 AMEREN COM 023608102 121 2893 SH DEFINED 01 05 0 2893 0 AMERICA WEST HLDG CP COM 023657208 0 110 SH DEFINED 01 110 0 0 REUTERS GROU COM 0236913 13 3710 SH DEFINED 01 10 3710 0 0 DIAGEO COM 0237400 118 9522 SH DEFINED 01 10 9522 0 0 AMCORE FINL INC COM 023912108 2 92 SH DEFINED 01 92 0 0 SCHRODERS COM 0240549 5 699 SH DEFINED 01 10 699 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 605 24229 SH DEFINED 01 24229 0 0 SIX CONTINENTS PLC COM 0243195 22 2376 SH DEFINED 01 10 2376 0 0 AMER CAP STRATEGIES COM 024937104 4 217 SH DEFINED 01 217 0 0 AMERICAN ELECTRIC POWER COM 025537101 3926 137683 SH DEFINED 01 137683 0 0 AMERICAN ELECTRIC POWER COM 025537101 2260 79291 SH DEFINED 01 03 0 79291 0 AMERICAN ELECTRIC POWER COM 025537101 199 6962 SH DEFINED 01 05 0 6962 0 AMER ELEC PFD CVT PFD PRF 025537200 5842 150000 SH DEFINED 01 150000 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 33 2767 SH DEFINED 01 2767 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 3131 259600 SH DEFINED 01 05 0 259600 0 AMERICAN EXPRESS COM 025816109 1392 44665 SH DEFINED 01 44665 0 0 AMERICAN EXPRESS COM 025816109 9645 309332 SH DEFINED 01 03 0 309332 0 AMERICAN EXPRESS COM 025816109 484 15528 SH DEFINED 01 05 0 15528 0 AMERICAN FINANCIAL GROUP COM 025932104 61 2643 SH DEFINED 01 2643 0 0 AMERICAN FINANCIAL HOLDINGS COM 026075101 2037 66978 SH DEFINED 01 66978 0 0 BAE SYSTEMS PLC COM 0263494 27 9001 SH DEFINED 01 10 9001 0 0 AMERICAN GREETINGS CL A COM 026375105 8974 557403 SH DEFINED 01 557403 0 0 AMERICAN GREETINGS CL A COM 026375105 268 16586 SH DEFINED 01 03 0 16586 0 AMERICAN GREETINGS CL A COM 026375105 272 16921 SH DEFINED 01 05 0 16921 0 AMER GROUP COM 026377994 310 11600 SH DEFINED 01 11600 0 0 PROVIDENT FI COM 0268596 5 573 SH DEFINED 01 10 573 0 0 AMERICAN INTL GROUP COM 026874107 11407 208522 SH DEFINED 01 0 208522 0 AMERICAN INTL GROUP COM 026874107 368000 6727560 SH DEFINED 01 6727560 0 0 AMERICAN INTL GROUP COM 026874107 19731 360674 SH DEFINED 01 02 0 360674 0 AMERICAN INTL GROUP COM 026874107 33467 611820 SH DEFINED 01 03 0 611820 0 AMERICAN INTL GROUP COM 026874107 114786 2098483 SH DEFINED 01 05 0 2098483 0 AMERICAN INTL GROUP CONV BND 026874AP2 416 670000 PRN DEFINED 01 02 0 0 670000 AMERICAN ITALIAN PASTA CL A COM 027070101 2748 76997 SH DEFINED 01 76997 0 0 AMERICAN MANAGEMENT COM 027352103 29 2219 SH DEFINED 01 02 0 2219 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 3909 307131 SH DEFINED 01 307131 0 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 2 143 SH DEFINED 01 03 0 143 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 132 10400 SH DEFINED 01 05 0 10400 0 AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 1434 69100 SH DEFINED 01 69100 0 0 AMERICAN MEDICAL SEC COM 02744P101 556 39300 SH DEFINED 01 39300 0 0 AMERSHAM PLC COM 0274753 17 2071 SH DEFINED 01 10 2071 0 0 AMERICAN NATL INS CO COM 028591105 5 78 SH DEFINED 01 78 0 0 BRIT AMER TO COM 0287580 58 5655 SH DEFINED 01 10 5655 0 0 AMER PWR CONVERSION COM 029066107 738 77320 SH DEFINED 01 02 0 77320 0 AMERICAN POWER CONVERSION COM 029066107 18287 1912918 SH DEFINED 01 1912918 0 0 AMERICAN POWER CONVERSION COM 029066107 1771 185312 SH DEFINED 01 03 0 185312 0 AMERICAN POWER CONVERSION COM 029066107 1704 178234 SH DEFINED 01 05 0 178234 0 MAN E.D & F COM 0294405 11 716 SH DEFINED 01 10 716 0 0 AMERICAN STANDARD COM 029712106 2789 43836 SH DEFINED 01 43836 0 0 AMERICAN STANDARD COM 029712106 1064 16720 SH DEFINED 01 03 0 16720 0 AMERICAN STANDARD COM 029712106 53 836 SH DEFINED 01 05 0 836 0 AMERICAN STATES WATER COM 029899101 1246 47510 SH DEFINED 01 47510 0 0 AMERICAN TOWER CL A COM 029912201 3 1612 SH DEFINED 01 1612 0 0 AMERICAN TOWER CORP COM 029912201 40 25000 SH DEFINED 01 0 25000 0 AMERICAN WATER WORKS COM 030411102 13579 304072 SH DEFINED 01 304072 0 0 AMERICREDIT COM 03060R101 512 63501 SH DEFINED 01 63501 0 0 AMERISTAR CASINOS COM 03070Q101 1327 70000 SH DEFINED 01 70000 0 0 AMERISTAR CASINOS COM 03070Q101 173 9100 SH DEFINED 01 05 0 9100 0 AMERISTAR CASINOS IN COM 03070Q101 1 60 SH DEFINED 01 02 0 60 0 AMERSHAM COM 030719108 3 60 SH DEFINED 01 02 0 60 0 AMERSHAM COM 030719991 1275 151642 SH DEFINED 01 151642 0 0 AMERSHAM COM 030719991 1532 182232 SH DEFINED 01 05 0 182232 0 AMERIPATH COM 03071D109 2706 181601 SH DEFINED 01 181601 0 0 AMERIPATH COM 03071D109 163 10926 SH DEFINED 01 05 0 10926 0 AMERIPATH INC COM 03071D109 2 140 SH DEFINED 01 02 0 140 0 AMERUS GROUP COM 03072M108 7752 273363 SH DEFINED 01 273363 0 0 AMERUS GROUP COM 03072M108 737 26000 SH DEFINED 01 05 0 26000 0 AMERISOURCEBERGEN COM 03073E105 39892 558555 SH DEFINED 01 558555 0 0 AMERISOURCEBERGEN COM 03073E105 978 13697 SH DEFINED 01 02 0 13697 0 AMERISOURCEBERGEN COM 03073E105 3554 49750 SH DEFINED 01 03 0 49750 0 AMERISOURCEBERGEN COM 03073E105 30078 421134 SH DEFINED 01 05 0 421134 0 AMERIGROUP COM 03073T102 7369 219593 SH DEFINED 01 219593 0 0 AMERIGROUP COM 03073T102 661 19700 SH DEFINED 01 05 0 19700 0 AMERIGROUP CORP COM 03073T102 2 70 SH DEFINED 01 02 0 70 0 AMERITRADE HLDGS COM 03074K100 3 931 SH DEFINED 01 931 0 0 ELECTROCOMPO COM 0309644 4 1019 SH DEFINED 01 10 1019 0 0 AMETEK COM 031100100 608 20870 SH DEFINED 01 20870 0 0 AMETEK INC (NEW) COM 031100100 2 80 SH DEFINED 01 02 0 80 0 AMGEN COM 031162100 157947 3787710 SH DEFINED 01 3787710 0 0 AMGEN COM 031162100 14336 343809 SH DEFINED 01 03 0 343809 0 AMGEN COM 031162100 23437 562046 SH DEFINED 01 05 0 562046 0 AMGEN INC COM 031162100 6964 167000 SH DEFINED 01 0 167000 0 AMGEN INC COM 031162100 24506 587648 SH DEFINED 01 02 0 587648 0 AMGEN CONV BND 031162AE0 415 590000 PRN DEFINED 01 02 0 0 590000 AMKOR TECHNOLOGY COM 031652100 1 578 SH DEFINED 01 578 0 0 AMPHENOL CL A COM 032095101 1790 57767 SH DEFINED 01 57767 0 0 AMPHENOL CL A COM 032095101 2325 75000 SH DEFINED 01 05 0 75000 0 AMSOUTH BANCORPORATION COM 032165102 250 12052 SH DEFINED 01 12052 0 0 AMSOUTH BANCORPORATION COM 032165102 1731 83474 SH DEFINED 01 03 0 83474 0 AMSOUTH BANCORPORATION COM 032165102 87 4187 SH DEFINED 01 05 0 4187 0 AMSURG COM 03232P405 2965 98270 SH DEFINED 01 98270 0 0 AMSURG COM 03232P405 127 4200 SH DEFINED 01 05 0 4200 0 AMSURG CORP COM 03232P405 3 110 SH DEFINED 01 02 0 110 0 AMYLIN PHARM COM 032346108 54 3186 SH DEFINED 01 02 0 3186 0 AMYLIN PHARMACEUTICALS COM 032346108 981 59000 SH DEFINED 01 59000 0 0 AMYLIN PHARMACEUTICALS COM 032346108 3 199 SH DEFINED 01 03 0 199 0 AMYLIN PHARMACEUTICALS COM 032346108 121 7300 SH DEFINED 01 05 0 7300 0 AMVESCAP COM 03235E993 288 60863 SH DEFINED 01 60863 0 0 ANADARKO PETRO CORP COM 032511107 579 13000 SH DEFINED 01 02 0 13000 0 ANADARKO PETROLEUM COM 032511107 17218 386557 SH DEFINED 01 386557 0 0 ANADARKO PETROLEUM COM 032511107 4160 93396 SH DEFINED 01 03 0 93396 0 ANADARKO PETROLEUM COM 032511107 3292 73906 SH DEFINED 01 05 0 73906 0 ANADIGICS COM 032515108 426 200183 SH DEFINED 01 200183 0 0 ANALOG DEVICES COM 032654105 13666 693688 SH DEFINED 01 693688 0 0 ANALOG DEVICES COM 032654105 5064 257045 SH DEFINED 01 02 0 257045 0 ANALOG DEVICES COM 032654105 1691 85848 SH DEFINED 01 03 0 85848 0 ANALOG DEVICES COM 032654105 445 22576 SH DEFINED 01 05 0 22576 0 ANALOGIC COM 032657207 3949 94269 SH DEFINED 01 94269 0 0 ANALOGIC COM 032657207 314 7500 SH DEFINED 01 05 0 7500 0 ANALYSTS INTL COM 032681108 220 75891 SH DEFINED 01 75891 0 0 ANAREN MICROWAVE COM 032744104 757 92128 SH DEFINED 01 92128 0 0 ANAREN MICROWAVE COM 032744104 29 3472 SH DEFINED 01 02 0 3472 0 ANAREN MICROWAVE COM 032744104 2 225 SH DEFINED 01 03 0 225 0 ANAREN MICROWAVE COM 032744104 57 6900 SH DEFINED 01 05 0 6900 0 ANCHOR BANCORP COM 032839102 85 4210 SH DEFINED 01 02 0 4210 0 ANCHOR BANCORP WISCONSIN COM 032839102 3302 163496 SH DEFINED 01 163496 0 0 ANCHOR BANCORP WISCONSIN COM 032839102 5 252 SH DEFINED 01 03 0 252 0 ANCHOR BANCORP WISCONSIN COM 032839102 224 11100 SH DEFINED 01 05 0 11100 0 FKI COM 0329459 2 1243 SH DEFINED 01 10 1243 0 0 CARLTON COM 0341925 2 1453 SH DEFINED 01 10 1453 0 0 ANDREW CORP COM 034425108 23 3581 SH DEFINED 01 3581 0 0 ANDREW CORP COM 034425108 20 2960 SH DEFINED 01 02 0 2960 0 ANDREW CORP COM 034425108 150 23010 SH DEFINED 01 03 0 23010 0 ANDREW CORP COM 034425108 7 1143 SH DEFINED 01 05 0 1143 0 BIRSTGROUP PLC COM 0345217 5 1259 SH DEFINED 01 10 1259 0 0 ANDRX CORP-ANDRX GROUP COM 034553107 650 29359 SH DEFINED 01 29359 0 0 ANDRX CORP-ANDRX GROUP COM 034553107 1079 48700 SH DEFINED 01 05 0 48700 0 ANGELICA COM 034663104 582 27089 SH DEFINED 01 27089 0 0 ANGLO AMERICAN PLC COM 034671883 5678 448505 SH DEFINED 01 448505 0 0 ANGLO AMERICAN PLC COM 034671883 281 22211 SH DEFINED 01 05 0 22211 0 ANGLO IRISH BANK CRP COM 034675959 419 70000 SH DEFINED 01 70000 0 0 ANGLOGOLD ADR COM 035128206 11318 424700 SH DEFINED 01 424700 0 0 ANGLOGOLD ADR COM 035128206 416 15600 SH DEFINED 01 05 0 15600 0 ANGLOGOLD LTD ORD COM 035128990 984 18206 SH DEFINED 01 18206 0 0 ANGLOGOLD LTD ORD COM 035128990 48 890 SH DEFINED 01 05 0 890 0 ANHEUSER BUSCH CO COM 035229103 17455 344960 SH DEFINED 01 02 0 344960 0 ANHEUSER-BUSCH COM 035229103 205075 4052859 SH DEFINED 01 4052859 0 0 ANHEUSER-BUSCH COM 035229103 10265 202867 SH DEFINED 01 03 0 202867 0 ANHEUSER-BUSCH COM 035229103 34502 681876 SH DEFINED 01 05 0 681876 0 ANIXTER INTL COM 035290105 3457 167846 SH DEFINED 01 167846 0 0 ANIXTER INTL COM 035290105 3 163 SH DEFINED 01 03 0 163 0 ANIXTER INTL COM 035290105 136 6600 SH DEFINED 01 05 0 6600 0 ANIXTER INTL INC COM 035290105 53 2585 SH DEFINED 01 02 0 2585 0 ANNTAYLOR STORES COM 036115103 4434 192499 SH DEFINED 01 192499 0 0 ANNTAYLOR STORES COM 036115103 4 162 SH DEFINED 01 03 0 162 0 ANNTAYLOR STORES COM 036115103 114 4970 SH DEFINED 01 05 0 4970 0 ANNTAYLOR STORES COR COM 036115103 66 2902 SH DEFINED 01 02 0 2902 0 ANSYS COM 03662Q105 1839 106710 SH DEFINED 01 106710 0 0 ANSYS COM 03662Q105 2 100 SH DEFINED 01 02 0 100 0 ANSYS COM 03662Q105 138 8000 SH DEFINED 01 05 0 8000 0 ANTHEM COM 03674B104 49837 766729 SH DEFINED 01 766729 0 0 ANTHEM COM 03674B104 2133 32810 SH DEFINED 01 03 0 32810 0 ANTHEM COM 03674B104 22088 339823 SH DEFINED 01 05 0 339823 0 ANTHEM INC. COM 03674B104 13 200 SH DEFINED 01 02 0 200 0 ANTEON INTERNATIONAL CORP COM 03674E108 357 13140 SH DEFINED 01 13140 0 0 ANSWERTHINK COM 036916104 1281 883700 SH DEFINED 01 883700 0 0 ANSWERTHINK COM 036916104 116 79900 SH DEFINED 01 05 0 79900 0 ANTIGENICS COM 037032109 3206 396800 SH DEFINED 01 396800 0 0 ANTIGENICS COM 037032109 298 36900 SH DEFINED 01 05 0 36900 0 ANTOFAGASTA PLC COM 037111994 3638 451877 SH DEFINED 01 451877 0 0 ANTOFAGASTA PLC COM 037111994 180 22343 SH DEFINED 01 05 0 22343 0 ANWORTH MORTGAGE ASSET COM 037347101 131 10725 SH DEFINED 01 10725 0 0 ANWORTH MORTGAGE ASSET COM 037347101 24 2000 SH DEFINED 01 05 0 2000 0 TATNEFT ADR COM 03737P306 2338 150000 SH DEFINED 01 150000 0 0 TATNEFT ADR COM 03737P306 98 6303 SH DEFINED 01 05 0 6303 0 AON COM 037389103 3120 152283 SH DEFINED 01 152283 0 0 AON COM 037389103 1301 63490 SH DEFINED 01 03 0 63490 0 AON COM 037389103 65 3192 SH DEFINED 01 05 0 3192 0 AON CORP COM 037389103 2315 113000 SH DEFINED 01 0 113000 0 APACHE COM 037411105 60448 1016802 SH DEFINED 01 1016802 0 0 APACHE COM 037411105 3690 62073 SH DEFINED 01 03 0 62073 0 APACHE COM 037411105 31663 532595 SH DEFINED 01 05 0 532595 0 APACHE CORP COM 037411105 23502 395330 SH DEFINED 01 02 0 395330 0 APARTMENT INVESTMENT & MANAGEM COM 03748R101 3145 80946 SH DEFINED 01 80946 0 0 APARTMENT INVESTMENT & MANAGEM COM 03748R101 5245 135000 SH DEFINED 01 05 0 135000 0 APOGEE ENTERPRISES COM 037598109 1895 173254 SH DEFINED 01 173254 0 0 APOGEE ENTERPRISES COM 037598109 2 170 SH DEFINED 01 02 0 170 0 APOGEE ENTERPRISES COM 037598109 114 10400 SH DEFINED 01 05 0 10400 0 APOLLO GROUP CL A COM 037604105 18030 414233 SH DEFINED 01 414233 0 0 APOLLO GROUP CL A COM 037604105 4641 106610 SH DEFINED 01 03 0 106610 0 APOLLO GROUP CL A COM 037604105 18937 435034 SH DEFINED 01 05 0 435034 0 APOLLO GROUP INC -C COM 037604105 112040 2573947 SH DEFINED 01 02 0 2573947 0 UNIVERSITY OF PHOENIX ONLINE COM 037604204 530 16493 SH DEFINED 01 16493 0 0 APOGENT TECHNOLOGIES COM 03760A101 15941 854263 SH DEFINED 01 854263 0 0 APOGENT TECHNOLOGIES COM 03760A101 32399 1736297 SH DEFINED 01 02 0 1736297 0 APOGENT TECHNOLOGIES COM 03760A101 2412 129250 SH DEFINED 01 03 0 129250 0 APOGENT TECHNOLOGIES COM 03760A101 811 43480 SH DEFINED 01 05 0 43480 0 STRIKE=1.60 5/21/04 COM 03761E110 16 156250 SH DEFINED 01 156250 0 0 APOLLO GOLD CORP COM 03761E995 681 400000 SH DEFINED 01 400000 0 0 APPALACHIAN PWR $100 PRF 037735842 1098 10000 SH DEFINED 01 04 0 10000 0 APPALACHIAN PWR $100 PRF 037735859 1125 11000 SH DEFINED 01 04 0 11000 0 APPLE COMPUTER COM 037833100 46402 3200127 SH DEFINED 01 3200127 0 0 APPLE COMPUTER COM 037833100 1211 83543 SH DEFINED 01 03 0 83543 0 APPLE COMPUTER COM 037833100 65094 4489297 SH DEFINED 01 05 0 4489297 0 APPLEBEE'S INTL COM 037899101 3854 175832 SH DEFINED 01 175832 0 0 APRIA HEALTHCARE GRO COM 037933108 3 120 SH DEFINED 01 02 0 120 0 APRIA HEALTHCARE GROUP COM 037933108 1905 80856 SH DEFINED 01 80856 0 0 APRIA HEALTHCARE GROUP COM 037933108 240 10200 SH DEFINED 01 05 0 10200 0 APPLERA - APP BIOSYS COM 038020103 17154 937239 SH DEFINED 01 02 0 937239 0 APPLERA - APPLIED BIOSYSTEMS G COM 038020103 15291 835561 SH DEFINED 01 835561 0 0 APPLERA - APPLIED BIOSYSTEMS G COM 038020103 2428 132634 SH DEFINED 01 03 0 132634 0 APPLERA - APPLIED BIOSYSTEMS G COM 038020103 793 43357 SH DEFINED 01 05 0 43357 0 APPLERA - CELERA GENOMICS GROU COM 038020202 3316 417059 SH DEFINED 01 417059 0 0 APPLERA - CELERA GENOMICS GROU COM 038020202 254 31900 SH DEFINED 01 05 0 31900 0 APPLICA COM 03815A106 390 73594 SH DEFINED 01 73594 0 0 APPLIED INDUSTRIAL TECHNOLOGIE COM 03820C105 1020 60176 SH DEFINED 01 60176 0 0 APPLIED MATERIALS COM 038222105 1051 91000 SH DEFINED 01 0 91000 0 APPLIED MATERIALS COM 038222105 90675 7850648 SH DEFINED 01 7850648 0 0 APPLIED MATERIALS COM 038222105 14443 1250118 SH DEFINED 01 02 0 1250118 0 APPLIED MATERIALS COM 038222105 4570 395603 SH DEFINED 01 03 0 395603 0 APPLIED MATERIALS COM 038222105 15180 1314320 SH DEFINED 01 05 0 1314320 0 APPLIED MICRO CIRCUITS COM 03822W109 54 18770 SH DEFINED 01 18770 0 0 APPLIED MICRO CIRCUITS COM 03822W109 200 70087 SH DEFINED 01 03 0 70087 0 APPLIED MICRO CIRCUITS COM 03822W109 10 3510 SH DEFINED 01 05 0 3510 0 APTARGROUP COM 038336103 3776 140518 SH DEFINED 01 140518 0 0 AQUILA COM 03840P102 645 157279 SH DEFINED 01 157279 0 0 GUS PLC COM 0384704 24 2778 SH DEFINED 01 10 2778 0 0 CMG PLC -- (GBP) COM 0384737 1 1419 SH DEFINED 01 10 1419 0 0 ARACRUZ CELULOSE ADR COM 038496204 2315 157914 SH DEFINED 01 157914 0 0 ARACRUZ CELULOSE ADR COM 038496204 100 6802 SH DEFINED 01 05 0 6802 0 ARADIGM COM 038505103 262 125000 SH DEFINED 01 125000 0 0 ARAMARK CL B COM 038521100 5 254 SH DEFINED 01 254 0 0 MISYS COM 0385785 3 1305 SH DEFINED 01 10 1305 0 0 ARBITRON COM 03875Q108 4561 133736 SH DEFINED 01 133736 0 0 ARCELOR COM 039366992 9830 969411 SH DEFINED 01 969411 0 0 ARCELOR COM 039366992 9693 955881 SH DEFINED 01 05 0 955881 0 ARCH CHEMICALS COM 03937R102 1245 70237 SH DEFINED 01 70237 0 0 ARCH COAL COM 039380100 191 11584 SH DEFINED 01 11584 0 0 ARCH COAL COM 039380100 31 1900 SH DEFINED 01 05 0 1900 0 ARCHER-DANIELS-MIDLAND COM 039483102 37341 2984944 SH DEFINED 01 2984944 0 0 ARCHER-DANIELS-MIDLAND COM 039483102 1933 154555 SH DEFINED 01 03 0 154555 0 ARCHER-DANIELS-MIDLAND COM 039483102 2287 182771 SH DEFINED 01 05 0 182771 0 ARCHSTONE-SMITH TRUS COM 039583109 3904 163470 SH DEFINED 01 0 163470 0 ARCHSTONE-SMITH TRUST COM 039583109 11 460 SH DEFINED 01 460 0 0 ARCTIC CAT COM 039670104 3598 257729 SH DEFINED 01 257729 0 0 ARCTIC CAT COM 039670104 237 17000 SH DEFINED 01 05 0 17000 0 ARDEN REALTY COM 039793104 156 6608 SH DEFINED 01 6608 0 0 ARDEN REALTY COM 039793104 31 1310 SH DEFINED 01 05 0 1310 0 ARENA BRANDS HLD CRP ARENA BRA COM 03999M207 889 111111 SH DEFINED 01 111111 0 0 ARGONAUT GROUP COM 040157109 1588 92100 SH DEFINED 01 92100 0 0 ARGONAUT GROUP COM 040157109 121 7000 SH DEFINED 01 05 0 7000 0 ARGOSY GAMING COM 040228108 3109 135429 SH DEFINED 01 135429 0 0 ARGOSY GAMING COM 040228108 2 100 SH DEFINED 01 02 0 100 0 ARGOSY GAMING COM 040228108 150 6510 SH DEFINED 01 05 0 6510 0 ARIBA COM 04033V104 2911 2156620 SH DEFINED 01 2156620 0 0 HAMMERSON COM 0406501 4 629 SH DEFINED 01 10 629 0 0 ARKANSAS BEST COM 040790107 2647 92265 SH DEFINED 01 92265 0 0 ARKANSAS BEST COM 040790107 85 2960 SH DEFINED 01 05 0 2960 0 HANSON COM 0408983 9 1845 SH DEFINED 01 10 1845 0 0 STAGECOACH COM 0414667 1 3754 SH DEFINED 01 10 3754 0 0 HAYS PLC COM 0416102 7 4052 SH DEFINED 01 10 4052 0 0 NEXT COM 0421861 14 980 SH DEFINED 01 10 980 0 0 ARMOR HOLDINGS COM 042260109 1383 92217 SH DEFINED 01 92217 0 0 ARMSTRONG WORLD IND COM 042384107 0 88 SH DEFINED 01 88 0 0 REXAM COM 0425045 8 1261 SH DEFINED 01 10 1261 0 0 ARQULE COM 04269E107 343 66584 SH DEFINED 01 66584 0 0 ARRIS GROUP COM 04269Q100 1059 286021 SH DEFINED 01 286021 0 0 ARRIS GROUP COM 04269Q100 3 878 SH DEFINED 01 03 0 878 0 ARRIS GROUP COM 04269Q100 127 34328 SH DEFINED 01 05 0 34328 0 ARRIS GROUP INC COM 04269Q100 59 15836 SH DEFINED 01 02 0 15836 0 ARRAY BIOPHARMA COM 04269X105 904 116000 SH DEFINED 01 116000 0 0 ARRAY BIOPHARMA COM 04269X105 2 257 SH DEFINED 01 03 0 257 0 ARRAY BIOPHARMA COM 04269X105 104 13300 SH DEFINED 01 05 0 13300 0 ARRAY BIOPHARMA INC COM 04269X105 33 4218 SH DEFINED 01 02 0 4218 0 ARRK CORPORATION COM 042700997 353 10000 SH DEFINED 01 10000 0 0 ARROW ELECTRONICS COM 042735100 51 4001 SH DEFINED 01 4001 0 0 ARROW ELECTRONIC CVT CONV BND 042735AY6 347 850000 PRN DEFINED 01 02 0 0 850000 ARROW FINANCIAL CORP COM 042744102 2 70 SH DEFINED 01 02 0 70 0 ARROW INTL COM 042764100 4 112 SH DEFINED 01 112 0 0 ART TECH GROUP COM 04289L107 0 318 SH DEFINED 01 318 0 0 ARTISAN COMPONENTS COM 042923102 1990 218500 SH DEFINED 01 218500 0 0 ARTESYN TECHNOLOGIES COM 043127109 182 120575 SH DEFINED 01 120575 0 0 ARTHROCARE COM 043136100 815 67245 SH DEFINED 01 67245 0 0 ARVINMERITOR COM 043353101 53 2804 SH DEFINED 01 2804 0 0 ASAHI GLASS COM 043393990 4732 770000 SH DEFINED 01 770000 0 0 ASAHI GLASS COM 043393990 74 12000 SH DEFINED 01 03 0 12000 0 ASAHI GLASS COM 043393990 3429 558000 SH DEFINED 01 05 0 558000 0 ASBURY AUTOMOTIVE GROUP COM 043436104 3 335 SH DEFINED 01 335 0 0 ASCENTIAL SOFTWARE COM 04362P108 126 68000 SH DEFINED 01 0 68000 0 ASCENTIAL SOFTWARE COM 04362P108 419 225377 SH DEFINED 01 225377 0 0 ASCENTIAL SOFTWARE COM 04362P108 35 18352 SH DEFINED 01 02 0 18352 0 ASCENTIAL SOFTWARE COM 04362P108 2 1172 SH DEFINED 01 03 0 1172 0 ASCENTIAL SOFTWARE COM 04362P108 49 26500 SH DEFINED 01 05 0 26500 0 ASHANTI GOLDFLDS-GDR COM 043743202 1420 250000 SH DEFINED 01 250000 0 0 ASHLAND COM 044204105 61 2292 SH DEFINED 01 2292 0 0 ASHLAND COM 044204105 430 16050 SH DEFINED 01 03 0 16050 0 ASHLAND COM 044204105 21 799 SH DEFINED 01 05 0 799 0 EXEL PLC COM 0448688 7 698 SH DEFINED 01 10 698 0 0 ASHWORTH COM 04516H101 206 41670 SH DEFINED 01 41670 0 0 ASK JEEVES INC COM 045174109 0 128 SH DEFINED 01 128 0 0 ASPECT COMMUNICATIONS COM 04523Q102 0 107 SH DEFINED 01 107 0 0 ASPEN TECHNOLOGY COM 045327103 334 111437 SH DEFINED 01 111437 0 0 IMPERIAL TOBACCO GROUP PLC COM 0454492 34 2152 SH DEFINED 01 10 2152 0 0 ASSOCIATED BANC-CORP COM 045487105 100 3142 SH DEFINED 01 3142 0 0 ASSURANCES GENERALES DE FRANCE COM 045611993 2346 94000 SH DEFINED 01 94000 0 0 IMI COM 0457963 3 764 SH DEFINED 01 10 764 0 0 IMPERIAL CHE COM 0459497 11 3457 SH DEFINED 01 10 3457 0 0 ASTEC INDS COM 046224101 666 61791 SH DEFINED 01 61791 0 0 ASTORIA FINANCIAL COM 046265104 346 14152 SH DEFINED 01 14152 0 0 ASTORIA FINANCIAL COM 046265104 5 220 SH DEFINED 01 05 0 220 0 ASTRAZENECA COM 046322996 1321 43580 SH DEFINED 01 43580 0 0 ASTRAZENECA PLC-ADR COM 046353108 17 560 SH DEFINED 01 02 0 560 0 ASTROPOWER COM 04644A101 485 68245 SH DEFINED 01 68245 0 0 ASYST COM 04648X107 38 6414 SH DEFINED 01 6414 0 0 ASYST COM 04648X107 8 1300 SH DEFINED 01 05 0 1300 0 ASTRA F COM 046550992 1071 3602500 SH DEFINED 01 3602500 0 0 ASTRA F COM 046550992 49 164500 SH DEFINED 01 05 0 164500 0 SPIRENT COM 0472609 1 2418 SH DEFINED 01 10 2418 0 0 ATHEROGENICS COM 047439104 651 104000 SH DEFINED 01 104000 0 0 ATHEROGENICS COM 047439104 80 12800 SH DEFINED 01 05 0 12800 0 ATHEROGENICS INC COM 047439104 1 180 SH DEFINED 01 02 0 180 0 JOHNSON MATT COM 0476407 8 636 SH DEFINED 01 10 636 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 SABMILLER COM 0483548 17 2445 SH DEFINED 01 10 2445 0 0 ATLANTIC COAST AIRLINES HOLDIN COM 048396105 1312 141862 SH DEFINED 01 141862 0 0 ATLAS AIR WORLDWIDE HOLDINGS COM 049164106 4 1672 SH DEFINED 01 1672 0 0 ATMEL COM 049513104 48 45536 SH DEFINED 01 45536 0 0 ATMOS ENERGY COM 049560105 13553 630367 SH DEFINED 01 630367 0 0 ATRIX LABORATORIES COM 04962L101 227 15310 SH DEFINED 01 15310 0 0 HILTON GROUP COM 0500254 11 4416 SH DEFINED 01 10 4416 0 0 ATWOOD OCEANICS COM 050095108 3426 117122 SH DEFINED 01 117122 0 0 ATWOOD OCEANICS COM 050095108 1 50 SH DEFINED 01 02 0 50 0 ATWOOD OCEANICS COM 050095108 132 4500 SH DEFINED 01 05 0 4500 0 AUDIOVOX CL A COM 050757103 523 74668 SH DEFINED 01 74668 0 0 AUGUST TECH CORP COM 05106U105 1 210 SH DEFINED 01 02 0 210 0 AUGUST TECHNOLOGY COM 05106U105 907 201550 SH DEFINED 01 201550 0 0 AUGUST TECHNOLOGY COM 05106U105 103 22950 SH DEFINED 01 05 0 22950 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 1053 600000 SH DEFINED 01 600000 0 0 AUSPEX SYSTEMS COM 052116100 183 470000 SH DEFINED 01 470000 0 0 LOGICA COM 0522708 2 1051 SH DEFINED 01 10 1051 0 0 AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 2099 218900 SH DEFINED 01 218900 0 0 AUSTRALIA & NEW ZEALAND BANKIN COM 052545993 126 13100 SH DEFINED 01 03 0 13100 0 AUTODESK COM 052769106 190 15040 SH DEFINED 01 15040 0 0 AUTODESK COM 052769106 338 26692 SH DEFINED 01 03 0 26692 0 AUTODESK COM 052769106 17 1337 SH DEFINED 01 05 0 1337 0 AUTOGRILL SPA COM 052775996 436 55200 SH DEFINED 01 55200 0 0 AUTOMATIC DATA PROCESSING COM 053015103 66788 1920844 SH DEFINED 01 1920844 0 0 AUTOMATIC DATA PROCESSING COM 053015103 5019 144349 SH DEFINED 01 03 0 144349 0 AUTOMATIC DATA PROCESSING COM 053015103 13784 396451 SH DEFINED 01 05 0 396451 0 AUTONATION COM 05329W102 5437 472051 SH DEFINED 01 472051 0 0 AUTONATION COM 05329W102 3125 271300 SH DEFINED 01 05 0 271300 0 AUTOLIV COM 053300992 1415 67300 SH DEFINED 01 67300 0 0 AUTOSTRADE SPA COM 053309993 802 103699 SH DEFINED 01 103699 0 0 COMPASS GROUP COM 0533153 27 6585 SH DEFINED 01 10 6585 0 0 AUTOZONE COM 053332102 36245 459607 SH DEFINED 01 459607 0 0 AUTOZONE COM 053332102 3273 41470 SH DEFINED 01 02 0 41470 0 AUTOZONE COM 053332102 1964 24899 SH DEFINED 01 03 0 24899 0 AUTOZONE COM 053332102 65043 824803 SH DEFINED 01 05 0 824803 0 AVALONBAY COMMUNITIES COM 053484101 153 3661 SH DEFINED 01 3661 0 0 AVANEX CORP COM 05348W109 0 111 SH DEFINED 01 111 0 0 AVAYA COM 053499109 18 13149 SH DEFINED 01 13149 0 0 AVAYA COM 053499109 120 84238 SH DEFINED 01 03 0 84238 0 AVAYA COM 053499109 6 4221 SH DEFINED 01 05 0 4221 0 Avantgo COM 05349M928 142153 56 SH DEFINED 1 0 56 0 AVENTIS COM 053561106 15 290 SH DEFINED 01 02 0 290 0 AVENTIS COM 053561999 12626 241057 SH DEFINED 01 241057 0 0 AVENTIS COM 053561999 176 3358 SH DEFINED 01 03 0 3358 0 AVENTIS COM 053561999 16275 310700 SH DEFINED 01 05 0 310700 0 AVERY DENNISON COM 053611109 1003 17593 SH DEFINED 01 17593 0 0 AVERY DENNISON COM 053611109 1457 25570 SH DEFINED 01 03 0 25570 0 AVERY DENNISON COM 053611109 73 1281 SH DEFINED 01 05 0 1281 0 AVICI SYSTEMS INC COM 05367L109 0 270 SH DEFINED 01 270 0 0 AVID TECHNOLOGY COM 05367P100 851 82625 SH DEFINED 01 82625 0 0 AVIRON CVT CONV BND 053762AD2 388 430000 PRN DEFINED 01 02 0 0 430000 AVIVA PLC COM 053795993 1485 264100 SH DEFINED 01 264100 0 0 AVISTA COM 05379B107 1682 150163 SH DEFINED 01 150163 0 0 AVNET COM 053807103 445 41132 SH DEFINED 01 41132 0 0 AVOCENT COM 053893103 618 46159 SH DEFINED 01 46159 0 0 AVOCENT CORPORATION COM 053893103 2 135 SH DEFINED 01 02 0 135 0 HSBC HLDGS COM 0540528 279 27532 SH DEFINED 01 10 27532 0 0 AVON PRODUCTS COM 054303102 10936 237219 SH DEFINED 01 237219 0 0 AVON PRODUCTS COM 054303102 15145 328520 SH DEFINED 01 02 0 328520 0 AVON PRODUCTS COM 054303102 2532 54920 SH DEFINED 01 03 0 54920 0 AVON PRODUCTS COM 054303102 61672 1337747 SH DEFINED 01 05 0 1337747 0 AWARE COM 05453N100 148 71230 SH DEFINED 01 71230 0 0 AXCELIS TECH INC COM 054540109 2 340 SH DEFINED 01 02 0 340 0 AXCELIS TECHNOLOGIES COM 054540109 2170 444602 SH DEFINED 01 444602 0 0 AXCELIS TECHNOLOGIES COM 054540109 84 17200 SH DEFINED 01 05 0 17200 0 AZTAR COM 054802103 3264 247132 SH DEFINED 01 247132 0 0 AZTAR COM 054802103 4 326 SH DEFINED 01 03 0 326 0 AZTAR COM 054802103 166 12564 SH DEFINED 01 05 0 12564 0 AZTAR CORP COM 054802103 75 5696 SH DEFINED 01 02 0 5696 0 BB&T COM 054937107 1186 33849 SH DEFINED 01 33849 0 0 BB&T COM 054937107 3944 112546 SH DEFINED 01 03 0 112546 0 BB&T COM 054937107 198 5648 SH DEFINED 01 05 0 5648 0 BACHEM AG-REG B COM 055100994 348 6400 SH DEFINED 01 6400 0 0 BCE COM 055340996 4696 265067 SH DEFINED 01 265067 0 0 BCE COM 055340996 34 1900 SH DEFINED 01 03 0 1900 0 BCE COM 05534B109 17700 1000000 SH DEFINED 01 1000000 0 0 BEI TECHNOLOGIES COM 05538P104 497 45202 SH DEFINED 01 45202 0 0 BISYS GROUP COM 055472104 10532 630266 SH DEFINED 01 630266 0 0 BISYS GROUP COM 055472104 29957 1792750 SH DEFINED 01 02 0 1792750 0 BISYS GROUP COM 055472104 836 50000 SH DEFINED 01 03 0 50000 0 BISYS GROUP COM 055472104 10862 650000 SH DEFINED 01 05 0 650000 0 BJ SERVICES COM 055482103 10642 409325 SH DEFINED 01 409325 0 0 BJ SERVICES COM 055482103 948 36480 SH DEFINED 01 03 0 36480 0 BJ SERVICES COM 055482103 15078 579926 SH DEFINED 01 05 0 579926 0 BKF CAPITAL GROUP COM 05548G102 407 19300 SH DEFINED 01 19300 0 0 BJ'S WHOLESALE CLUB COM 05548J106 1685 88634 SH DEFINED 01 88634 0 0 BJ'S WHOLESALE CLUB COM 05548J106 2756 145000 SH DEFINED 01 05 0 145000 0 BAYERISCHE MOTOREN WERKE COM 055501993 505 15719 SH DEFINED 01 15719 0 0 BAYERISCHE MOTOREN WERKE COM 055501993 141 4393 SH DEFINED 01 03 0 4393 0 BP ADR COM 055622104 31873 798800 SH DEFINED 01 798800 0 0 BP ADR COM 055622104 1584 39700 SH DEFINED 01 03 0 39700 0 BP ADR COM 055622104 5156 129217 SH DEFINED 01 05 0 129217 0 BP PLC ADR COM 055622104 6777 169860 SH DEFINED 01 0 169860 0 BP PLC ADR COM 055622104 453 11350 SH DEFINED 01 02 0 11350 0 BP COM 055622997 37540 5616837 SH DEFINED 01 5616837 0 0 BP COM 055622997 532 79668 SH DEFINED 01 03 0 79668 0 BP COM 055622997 35044 5243260 SH DEFINED 01 05 0 5243260 0 BRE PROPERTIES CL A COM 05564E106 4 119 SH DEFINED 01 119 0 0 BT GROUP ADR COM 05577E101 336 13000 SH DEFINED 01 13000 0 0 BT GROUP PLC COM 055885990 844 326100 SH DEFINED 01 326100 0 0 BMC SOFTWARE COM 055921100 33755 2582677 SH DEFINED 01 2582677 0 0 BMC SOFTWARE COM 055921100 3516 269013 SH DEFINED 01 03 0 269013 0 BMC SOFTWARE COM 055921100 13137 1005078 SH DEFINED 01 05 0 1005078 0 BMC SOFTWARE INC COM 055921100 1513 115720 SH DEFINED 01 02 0 115720 0 BWAY CORP COM 056039100 2 170 SH DEFINED 01 02 0 170 0 LEGAL & GENE COM 0560399 20 14970 SH DEFINED 01 10 14970 0 0 BACOU DALLOZ COM 056437999 231 3000 SH DEFINED 01 3000 0 0 BAKER HUGHES COM 057224107 31817 1096040 SH DEFINED 01 1096040 0 0 BAKER HUGHES COM 057224107 421 14500 SH DEFINED 01 02 0 14500 0 BAKER HUGHES COM 057224107 3427 118045 SH DEFINED 01 03 0 118045 0 BAKER HUGHES COM 057224107 2436 83944 SH DEFINED 01 05 0 83944 0 CENTRICA COM 0573438 32 12454 SH DEFINED 01 10 12454 0 0 UNILEVER COM 0574873 74 8105 SH DEFINED 01 10 8105 0 0 BALDOR ELECTRIC COM 057741100 2044 107031 SH DEFINED 01 107031 0 0 BALL COM 058498106 100 1972 SH DEFINED 01 1972 0 0 BALL COM 058498106 665 13204 SH DEFINED 01 03 0 13204 0 BALL COM 058498106 33 662 SH DEFINED 01 05 0 662 0 BALLY TOTAL FITNESS HOLDINGS COM 05873K108 1029 103870 SH DEFINED 01 103870 0 0 INTESABCI COM 059422998 12286 7312895 SH DEFINED 01 7312895 0 0 INTESABCI COM 059422998 145 86407 SH DEFINED 01 03 0 86407 0 INTESABCI COM 059422998 8626 5134404 SH DEFINED 01 05 0 5134404 0 BANCO POPULAR E COM 059444992 290 7540 SH DEFINED 01 7540 0 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 12176 2382806 SH DEFINED 01 2382806 0 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 104 20369 SH DEFINED 01 03 0 20369 0 BANCO SANTANDER CENTRAL HISPAN COM 059469999 9760 1910084 SH DEFINED 01 05 0 1910084 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 3104 2533600 SH DEFINED 01 2533600 0 0 BANGKOK BANK PUBLIC-F/REG COM 059688994 132 107400 SH DEFINED 01 05 0 107400 0 BANDAG COM 059815100 25 842 SH DEFINED 01 842 0 0 BANDWIDTH9 SERIES F PRF 0600001A4 738 1413043 SH DEFINED 01 1413043 0 0 BANK OF AMERICA COM 060505104 594765 9322354 SH DEFINED 01 9322354 0 0 BANK OF AMERICA COM 060505104 22715 356030 SH DEFINED 01 03 0 356030 0 BANK OF AMERICA COM 060505104 127489 1998254 SH DEFINED 01 05 0 1998254 0 BANK OF AMERICA CORP COM 060505104 11881 186221 SH DEFINED 01 0 186221 0 BANK OF AMERICA CORP COM 060505104 43827 686931 SH DEFINED 01 02 0 686931 0 CADBURY SCHW COM 0610700 40 6056 SH DEFINED 01 10 6056 0 0 PACIFIC CENTURY FINANCIAL COM 062540109 79 2812 SH DEFINED 01 2812 0 0 INTERNATIONAL POWER COM 0632016 4 2704 SH DEFINED 01 10 2704 0 0 BANK OF THE OZARKS INC. COM 063904106 24 1050 SH DEFINED 01 1050 0 0 BANK OF THE OZARKS INC. COM 063904106 3 150 SH DEFINED 01 05 0 150 0 BANK OF NEW YORK COM 064057102 6105 212445 SH DEFINED 01 212445 0 0 BANK OF NEW YORK COM 064057102 4858 169049 SH DEFINED 01 03 0 169049 0 BANK OF NEW YORK COM 064057102 4555 158478 SH DEFINED 01 05 0 158478 0 BANK OF NOVA SCOTIA COM 064100993 5784 204799 SH DEFINED 01 204799 0 0 BANK ONE COM 06423A103 34922 933762 SH DEFINED 01 933762 0 0 BANK ONE COM 06423A103 10261 274361 SH DEFINED 01 03 0 274361 0 BANK ONE COM 06423A103 16389 438207 SH DEFINED 01 05 0 438207 0 BANK ONE CORP COM 06423A103 4329 115748 SH DEFINED 01 0 115748 0 BANK POLSKA KASA OPIEKI COM 064269996 2765 135763 SH DEFINED 01 135763 0 0 BANK POLSKA KASA OPIEKI COM 064269996 138 6754 SH DEFINED 01 05 0 6754 0 UTD UTILITIE COM 0646233 15 1613 SH DEFINED 01 10 1613 0 0 BANKATLANTIC CL A COM 065908501 1172 130463 SH DEFINED 01 130463 0 0 BANKATLANTIC CL A COM 065908501 41 4674 SH DEFINED 01 02 0 4674 0 BANKATLANTIC CL A COM 065908501 3 296 SH DEFINED 01 03 0 296 0 BANKATLANTIC CL A COM 065908501 149 16537 SH DEFINED 01 05 0 16537 0 ROYAL&SUN COM 0661689 6 4262 SH DEFINED 01 10 4262 0 0 BANK OF IRELAND COM 066206996 4454 453365 SH DEFINED 01 453365 0 0 BANKNORTH GROUP COM 06646R107 144 6046 SH DEFINED 01 6046 0 0 BANKUNITED FINANCIAL COM 06652B103 1691 106000 SH DEFINED 01 106000 0 0 BANKUNITED FINANCIAL COM 06652B103 76 4806 SH DEFINED 01 02 0 4806 0 BANKUNITED FINANCIAL COM 06652B103 5 309 SH DEFINED 01 03 0 309 0 BANKUNITED FINANCIAL COM 06652B103 212 13300 SH DEFINED 01 05 0 13300 0 BANRO CORP COM 066800996 883 350000 SH DEFINED 01 350000 0 0 BANTA COM 066821109 37 1054 SH DEFINED 01 1054 0 0 BANYU PHARMACEUTICAL CO LTD COM 066907999 264 25000 SH DEFINED 01 25000 0 0 BNP PARIBAS COM 067250993 24520 752282 SH DEFINED 01 752282 0 0 BNP PARIBAS COM 067250993 147 4515 SH DEFINED 01 03 0 4515 0 BNP PARIBAS COM 067250993 21364 655444 SH DEFINED 01 05 0 655444 0 BARD (CR) COM 067383109 97 1772 SH DEFINED 01 1772 0 0 BARD (CR) COM 067383109 655 11998 SH DEFINED 01 03 0 11998 0 BARD (CR) COM 067383109 32 593 SH DEFINED 01 05 0 593 0 PEARSON COM 0677608 17 2130 SH DEFINED 01 10 2130 0 0 BARNES & NOBLE COM 067774109 55 2586 SH DEFINED 01 2586 0 0 BARNES GROUP COM 067806109 1186 59047 SH DEFINED 01 59047 0 0 BARNESANDNOBLE.COM COM 067846105 0 105 SH DEFINED 01 105 0 0 BARRICK GOLD COM 067901108 35998 2315000 SH DEFINED 01 2315000 0 0 BARRICK GOLD COM 067901108 947 60894 SH DEFINED 01 05 0 60894 0 P & O COM 0680048 4 1520 SH DEFINED 01 10 1520 0 0 BARPLATS INVESTMENTS COM 068299999 324 900000 SH DEFINED 01 900000 0 0 BARR LABORATORIES COM 068306109 33436 536778 SH DEFINED 01 536778 0 0 BARR LABORATORIES COM 068306109 1389 22300 SH DEFINED 01 05 0 22300 0 BARRA COM 068313105 1746 63916 SH DEFINED 01 63916 0 0 PILKINGTON COM 0688462 2 2433 SH DEFINED 01 10 2433 0 0 SCOT POWER COM 0690070 29 5378 SH DEFINED 01 10 5378 0 0 BASF COM 069730992 2369 66784 SH DEFINED 01 66784 0 0 BASSETT FURNITURE INDS COM 070203104 508 36869 SH DEFINED 01 36869 0 0 PRUDENTIAL COM 0709954 30 5591 SH DEFINED 01 10 5591 0 0 BAUSCH & LOMB COM 071707103 57 1714 SH DEFINED 01 1714 0 0 BAUSCH & LOMB COM 071707103 416 12544 SH DEFINED 01 03 0 12544 0 BAUSCH & LOMB COM 071707103 21 628 SH DEFINED 01 05 0 628 0 BAXTER INTL COM 071813109 40612 1329370 SH DEFINED 01 1329370 0 0 BAXTER INTL COM 071813109 4288 140374 SH DEFINED 01 03 0 140374 0 BAXTER INTL COM 071813109 13123 429567 SH DEFINED 01 05 0 429567 0 BAXTER INTL INC COM 071813109 11307 370105 SH DEFINED 01 0 370105 0 BAXTER INTL INC COM 071813109 3103 101600 SH DEFINED 01 02 0 101600 0 RIO TINTO COM 0718875 50 3091 SH DEFINED 01 10 3091 0 0 VODAFONE GROUP PLC COM 0719210 257 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 4 569 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 30 1591 SH DEFINED 01 10 1591 0 0 REED COM 0730835 30 3489 SH DEFINED 01 10 3489 0 0 RENTOKIL INI COM 0732712 17 5118 SH DEFINED 01 10 5118 0 0 BE AEROSPACE COM 073302101 533 111929 SH DEFINED 01 111929 0 0 BEA SYSTEMS COM 073325102 10733 2072037 SH DEFINED 01 2072037 0 0 BEA SYSTEMS COM 073325102 18187 3511100 SH DEFINED 01 05 0 3511100 0 BEAR STEARNS COMPANIES COM 073902108 4194 74368 SH DEFINED 01 74368 0 0 BEAR STEARNS COMPANIES COM 073902108 1295 22961 SH DEFINED 01 03 0 22961 0 BEAR STEARNS COMPANIES COM 073902108 65 1152 SH DEFINED 01 05 0 1152 0 BEASLEY BROADCAST GROUP CL A COM 074014101 377 30000 SH DEFINED 01 30000 0 0 ROLLS ROYCE COM 0747761 7 4279 SH DEFINED 01 10 4279 0 0 ROYAL BK SCO COM 0754783 151 8010 SH DEFINED 01 10 8010 0 0 BEAZER HOMES USA COM 07556Q105 269 4400 SH DEFINED 01 4400 0 0 BEBE STORES INC COM 075571109 1 102 SH DEFINED 01 102 0 0 BEC WORLD PUBLIC - NVDR COM 075677997 83 18000 SH DEFINED 01 05 0 18000 0 BECKMAN COULTER COM 075811109 100 2567 SH DEFINED 01 2567 0 0 BECTON, DICKINSON & CO COM 075887109 7444 262127 SH DEFINED 01 262127 0 0 BECTON, DICKINSON & CO COM 075887109 1720 60574 SH DEFINED 01 03 0 60574 0 BECTON, DICKINSON & CO COM 075887109 272 9592 SH DEFINED 01 05 0 9592 0 BED BATH & BEYOND COM 075896100 68836 2113480 SH DEFINED 01 2113480 0 0 BED BATH & BEYOND COM 075896100 2252 69156 SH DEFINED 01 03 0 69156 0 BED BATH & BEYOND COM 075896100 30674 941814 SH DEFINED 01 05 0 941814 0 BED BATH & BEYOND IN COM 075896100 847 26000 SH DEFINED 01 0 26000 0 BED BATH & BEYOND IN COM 075896100 156 4800 SH DEFINED 01 02 0 4800 0 CLOSE BROTHERS COM 0766807 3 432 SH DEFINED 01 10 432 0 0 SAINSBURY(J) COM 0767640 20 4514 SH DEFINED 01 10 4514 0 0 BEL FUSE CL B COM 077347300 5379 250780 SH DEFINED 01 250780 0 0 BEL FUSE CL B COM 077347300 526 24500 SH DEFINED 01 05 0 24500 0 BELDEN COM 077459105 1050 78207 SH DEFINED 01 78207 0 0 BELL MICROPRODUCTS COM 078137106 344 82294 SH DEFINED 01 82294 0 0 SCOT & NEWCA COM 0783969 20 2295 SH DEFINED 01 10 2295 0 0 SCOT & SOUTH COM 0790873 27 2540 SH DEFINED 01 10 2540 0 0 SERCO GROUP COM 0797379 3 1306 SH DEFINED 01 10 1306 0 0 BP PLC COM 0798059 460 68776 SH DEFINED 01 10 68776 0 0 SSL INTERNATIONAL COM 0798112 2 402 SH DEFINED 01 10 402 0 0 BELL SOUTH COM 079860102 3033 165184 SH DEFINED 01 0 165184 0 BELLSOUTH COM 079860102 49111 2674838 SH DEFINED 01 2674838 0 0 BELLSOUTH COM 079860102 8033 437544 SH DEFINED 01 03 0 437544 0 BELLSOUTH COM 079860102 14802 806257 SH DEFINED 01 05 0 806257 0 BELLSYSTEM 24 INC COM 079869996 147 850 SH DEFINED 01 850 0 0 SAGE GROUP PLC COM 0802165 5 3029 SH DEFINED 01 10 3029 0 0 SHELL TRAN COM 0803414 171 28710 SH DEFINED 01 10 28710 0 0 BELO CL A COM 080555105 688 31462 SH DEFINED 01 31462 0 0 BELO CL A COM 080555105 53 2430 SH DEFINED 01 05 0 2430 0 INVENSYS COM 0807041 8 8574 SH DEFINED 01 10 8574 0 0 SLOUGH ESTAT COM 0814104 5 897 SH DEFINED 01 10 897 0 0 BEMIS COM 081437105 89 1810 SH DEFINED 01 1810 0 0 BEMIS COM 081437105 609 12322 SH DEFINED 01 03 0 12322 0 BEMIS COM 081437105 30 617 SH DEFINED 01 05 0 617 0 BENCHMARK ELECTRONIC COM 08160H101 44 2090 SH DEFINED 01 02 0 2090 0 BENCHMARK ELECTRONICS COM 08160H101 2401 114063 SH DEFINED 01 114063 0 0 BENCHMARK ELECTRONICS COM 08160H101 3 135 SH DEFINED 01 03 0 135 0 BENCHMARK ELECTRONICS COM 08160H101 97 4600 SH DEFINED 01 05 0 4600 0 SMITHS GROUP COM 0818270 16 1631 SH DEFINED 01 10 1631 0 0 BENNETT ENVIRONMENTAL INC COM 081906109 485 100000 SH DEFINED 01 100000 0 0 BENTLEY PHARMACEUTICALS INC COM 082657107 255 30000 SH DEFINED 01 30000 0 0 GRANADA PLC COM 0827566 7 6738 SH DEFINED 01 10 6738 0 0 CORUS GROUP COM 0828053 4 7377 SH DEFINED 01 10 7377 0 0 ANGLIAN WATE COM 0843443 4 594 SH DEFINED 01 10 594 0 0 WR BERKLEY COM 084423102 5 135 SH DEFINED 01 135 0 0 BERKSHIRE HATHAWAY I COM 084670108 147 2 SH DEFINED 01 2 0 0 BERKSHIRE HATHAWAY B COM 084670207 468 190 SH DEFINED 01 02 0 190 0 BERKSHIRE HATHAWAY CL B COM 084670207 23899 9695 SH DEFINED 01 9695 0 0 BERKSHIRE HATHAWAY CL B COM 084670207 1684 683 SH DEFINED 01 03 0 683 0 BERKSHIRE HATHAWAY CL B COM 084670207 3463 1405 SH DEFINED 01 05 0 1405 0 SECURICOR COM 0849902 3 1939 SH DEFINED 01 10 1939 0 0 BERU AG COM 086066990 135 3500 SH DEFINED 01 3500 0 0 BEST BUY COM 086516101 56954 2552853 SH DEFINED 01 2552853 0 0 BEST BUY COM 086516101 1813 81255 SH DEFINED 01 03 0 81255 0 BEST BUY COM 086516101 9938 445458 SH DEFINED 01 05 0 445458 0 BEST BUY CO COM 086516101 301 13500 SH DEFINED 01 0 13500 0 BEST BUY CO COM 086516101 19099 855921 SH DEFINED 01 02 0 855921 0 BEST BUY CVT CONV BND 086516AF8 265 340000 PRN DEFINED 01 02 0 0 340000 LLOYDS TSB G COM 0870612 121 16383 SH DEFINED 01 10 16383 0 0 BETHLEHEM STEEL COM 087509105 0 317 SH DEFINED 01 317 0 0 TATE & LYLE COM 0875413 6 996 SH DEFINED 01 10 996 0 0 BG COM 0876289 41 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 1 516 SH DEFINED 01 516 0 0 TESCO COM 0884709 67 20614 SH DEFINED 01 10 20614 0 0 BHP BILLITON COM 088606991 1821 370303 SH DEFINED 01 370303 0 0 BHP BILLITON COM 088606991 64 12985 SH DEFINED 01 03 0 12985 0 3I GROUP PLC COM 0888693 12 1710 SH DEFINED 01 10 1710 0 0 BIG LOTS COM 089302103 3388 214025 SH DEFINED 01 214025 0 0 BIG LOTS COM 089302103 427 26989 SH DEFINED 01 03 0 26989 0 BIG LOTS COM 089302103 160 10151 SH DEFINED 01 05 0 10151 0 BINDVIEW DEVEL CORP COM 090327107 0 150 SH DEFINED 01 150 0 0 BHP BILLITON COM 090525999 2288 493213 SH DEFINED 01 493213 0 0 BHP BILLITON COM 090525999 96 20601 SH DEFINED 01 05 0 20601 0 BHP BILLITON COM 090527995 5689 1226458 SH DEFINED 01 1226458 0 0 BHP BILLITON COM 090527995 88 18899 SH DEFINED 01 03 0 18899 0 BHP BILLITON COM 090527995 7893 1701443 SH DEFINED 01 05 0 1701443 0 BIO-RAD LABS CL A COM 090572207 4 110 SH DEFINED 01 02 0 110 0 BIO-TECHNOLOGY GENERAL COM 090578105 1737 586505 SH DEFINED 01 586505 0 0 BIO-TECHNOLOGY GENERAL COM 090578105 114 38600 SH DEFINED 01 05 0 38600 0 BIOGEN COM 090597105 16750 572271 SH DEFINED 01 572271 0 0 BIOGEN COM 090597105 2934 100248 SH DEFINED 01 03 0 100248 0 BIOGEN COM 090597105 844 28822 SH DEFINED 01 05 0 28822 0 BIOGEN INC COM 090597105 18912 646168 SH DEFINED 01 02 0 646168 0 BIOMET COM 090613100 58482 2196093 SH DEFINED 01 2196093 0 0 BIOMET COM 090613100 2275 85424 SH DEFINED 01 02 0 85424 0 BIOMET COM 090613100 5718 214704 SH DEFINED 01 03 0 214704 0 BIOMET COM 090613100 38559 1447883 SH DEFINED 01 05 0 1447883 0 BIOMARIN PHARMACEUTI COM 09061G101 1 125 SH DEFINED 01 125 0 0 BIOSITE COM 090945106 1343 46315 SH DEFINED 01 46315 0 0 BIOSITE INC COM 090945106 3 100 SH DEFINED 01 02 0 100 0 BLACK & DECKER COM 091797100 8437 201200 SH DEFINED 01 201200 0 0 BLACK & DECKER COM 091797100 11485 273940 SH DEFINED 01 02 0 273940 0 BLACK & DECKER COM 091797100 786 18740 SH DEFINED 01 03 0 18740 0 BLACK & DECKER COM 091797100 14287 340737 SH DEFINED 01 05 0 340737 0 BLACK BOX COM 091826107 2681 80765 SH DEFINED 01 80765 0 0 BLACK BOX COM 091826107 83 2500 SH DEFINED 01 05 0 2500 0 BLACK BOX CORP COM 091826107 2 60 SH DEFINED 01 02 0 60 0 BLACK HILLS COM 092113109 5765 220142 SH DEFINED 01 220142 0 0 BLACK HILLS COM 092113109 6 214 SH DEFINED 01 03 0 214 0 BLACK HILLS COM 092113109 236 9000 SH DEFINED 01 05 0 9000 0 BLACK HILLS CORP COM 092113109 88 3329 SH DEFINED 01 02 0 3329 0 SMITH AND NEPHEW PLC COM 0922320 16 2689 SH DEFINED 01 10 2689 0 0 GLAXOSMITHKLINE COM 0925288 350 18091 SH DEFINED 01 10 18091 0 0 H&R BLOCK COM 093671105 13223 314772 SH DEFINED 01 314772 0 0 H&R BLOCK COM 093671105 1810 43081 SH DEFINED 01 03 0 43081 0 H&R BLOCK COM 093671105 425 10110 SH DEFINED 01 05 0 10110 0 DE LA RUE COM 0938059 2 418 SH DEFINED 01 10 418 0 0 DAILY MAIL A COM 0945736 7 906 SH DEFINED 01 10 906 0 0 BLUE COAT SYSTEMS COM 09534T508 0 32 SH DEFINED 01 32 0 0 BLUE MARTINI SFTWARE COM 095698106 0 378 SH DEFINED 01 378 0 0 BLUESTREAM VENTURES LP 0.00% PRF 096120XX3 2492 5250000 SH DEFINED 01 5250000 0 0 BLUESTREAM VENTURES LP 0.00% PRF 096120XX3 3442 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 15 2082 SH DEFINED 01 10 2082 0 0 BLYTH COM 09643P108 4767 170860 SH DEFINED 01 170860 0 0 BLYTH COM 09643P108 3 122 SH DEFINED 01 03 0 122 0 BLYTH COM 09643P108 684 24500 SH DEFINED 01 05 0 24500 0 BLYTH INC COM 09643P108 55 1963 SH DEFINED 01 02 0 1963 0 BML INC COM 096472998 147 6000 SH DEFINED 01 6000 0 0 AEGIS GROUP PLC COM 0965756 4 3308 SH DEFINED 01 10 3308 0 0 BOB EVANS FARMS COM 096761101 1575 66496 SH DEFINED 01 66496 0 0 BOB EVANS FARMS COM 096761101 76 3184 SH DEFINED 01 02 0 3184 0 BOB EVANS FARMS COM 096761101 5 193 SH DEFINED 01 03 0 193 0 BOB EVANS FARMS COM 096761101 201 8500 SH DEFINED 01 05 0 8500 0 BOCA RESORTS INC COM 09688T106 2 199 SH DEFINED 01 199 0 0 BOEING COM 097023105 54552 1598369 SH DEFINED 01 1598369 0 0 BOEING COM 097023105 3673 107650 SH DEFINED 01 02 0 107650 0 BOEING COM 097023105 8823 258501 SH DEFINED 01 03 0 258501 0 BOEING COM 097023105 9813 287512 SH DEFINED 01 05 0 287512 0 WIMPEY (GEORGE) COM 0971344 4 813 SH DEFINED 01 10 813 0 0 BOISE CASCADE COM 097383103 224 9846 SH DEFINED 01 9846 0 0 BOISE CASCADE COM 097383103 309 13558 SH DEFINED 01 03 0 13558 0 BOISE CASCADE COM 097383103 15 678 SH DEFINED 01 05 0 678 0 WPP GROUP PLC COM 0974042 23 3406 SH DEFINED 01 10 3406 0 0 WOLSELEY COM 0976402 14 1725 SH DEFINED 01 10 1725 0 0 LATTICE GROUP PLC COM 0976640 26 9686 SH DEFINED 01 10 9686 0 0 KELDA GROUP COM 0987794 7 1174 SH DEFINED 01 10 1174 0 0 BON APPETIT GROUP AG COM 098900996 169 2570 SH DEFINED 01 2570 0 0 ASTRAZENECA COM 0989529 156 5130 SH DEFINED 01 10 5130 0 0 BOOTS & COOTS/INTL WELL CONTRO COM 099469108 26 375000 SH DEFINED 01 375000 0 0 BOOTS COM 099555997 90 10796 SH DEFINED 01 03 0 10796 0 BORDERS GROUP COM 099709107 1325 83836 SH DEFINED 01 83836 0 0 BORG WARNER COM 099724106 1490 30024 SH DEFINED 01 30024 0 0 BORG WARNER COM 099724106 45 900 SH DEFINED 01 05 0 900 0 BORLAND SOFTWARE COM 099849101 826 106000 SH DEFINED 01 106000 0 0 BORLAND SOFTWARE COM 099849101 2 210 SH DEFINED 01 02 0 210 0 BORLAND SOFTWARE COM 099849101 97 12500 SH DEFINED 01 05 0 12500 0 BOSTON COMMUNICATION COM 100582105 36 3457 SH DEFINED 01 02 0 3457 0 BOSTON COMMUNICATIONS GROUP COM 100582105 1614 156383 SH DEFINED 01 156383 0 0 BOSTON COMMUNICATIONS GROUP COM 100582105 2 222 SH DEFINED 01 03 0 222 0 BOSTON COMMUNICATIONS GROUP COM 100582105 128 12400 SH DEFINED 01 05 0 12400 0 BOSTON EQ HEDGE LLC COM 100600998 25179 25000000 SH DEFINED 01 05 0 25000000 0 BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 2695 126549 SH DEFINED 01 126549 0 0 BOSTON PROPERTIES IN COM 101121101 643 17282 SH DEFINED 01 17282 0 0 BOSTON SCIENTIFIC COM 101137107 12447 394375 SH DEFINED 01 394375 0 0 BOSTON SCIENTIFIC COM 101137107 7 220 SH DEFINED 01 02 0 220 0 BOSTON SCIENTIFIC COM 101137107 3028 95960 SH DEFINED 01 03 0 95960 0 BOSTON SCIENTIFIC COM 101137107 462 14654 SH DEFINED 01 05 0 14654 0 BOWATER COM 102183100 4479 126868 SH DEFINED 01 126868 0 0 BOWATER COM 102183100 3354 95000 SH DEFINED 01 05 0 95000 0 BOWNE & CO COM 103043105 1052 105165 SH DEFINED 01 105165 0 0 BOYD GAMING CORP COM 103304101 1638 87710 SH DEFINED 01 87710 0 0 BOYD GAMING CORP COM 103304101 74 3946 SH DEFINED 01 02 0 3946 0 BOYD GAMING CORP COM 103304101 5 250 SH DEFINED 01 03 0 250 0 BOYD GAMING CORP COM 103304101 138 7400 SH DEFINED 01 05 0 7400 0 BOYDS COLLECTION LTD COM 103354106 1 158 SH DEFINED 01 158 0 0 BRADY CL A COM 104674106 2332 72423 SH DEFINED 01 72423 0 0 BRANDYWINE RLTY TR COM 105368203 401 17800 SH DEFINED 01 17800 0 0 BRASCAN CL A COM 10549P606 4837 243300 SH DEFINED 01 243300 0 0 BRASCAN CL A COM 10549P606 712 35800 SH DEFINED 01 05 0 35800 0 BRAUN CONSULTING INC COM 105651103 0 250 SH DEFINED 01 03 0 250 0 BRIDGESTONE CORP COM 108050998 1356 113965 SH DEFINED 01 113965 0 0 BRIGGS & STRATTON COM 109043109 4125 109890 SH DEFINED 01 109890 0 0 BRIGGS & STRATTON COM 109043109 66 1744 SH DEFINED 01 02 0 1744 0 BRIGGS & STRATTON COM 109043109 4 111 SH DEFINED 01 03 0 111 0 BRIGGS & STRATTON COM 109043109 195 5200 SH DEFINED 01 05 0 5200 0 BRINKER INTL COM 109641100 40947 1580995 SH DEFINED 01 1580995 0 0 BRINKER INTL COM 109641100 3350 129350 SH DEFINED 01 03 0 129350 0 BRINKER INTL COM 109641100 9569 369450 SH DEFINED 01 05 0 369450 0 BRINKER INT'L INC COM 109641100 1866 72035 SH DEFINED 01 02 0 72035 0 BRINKER INTL CVT CONV BND 109641AC4 246 390000 PRN DEFINED 01 02 0 0 390000 BRIO SOFTWARE INC COM 109704106 0 49 SH DEFINED 01 49 0 0 BRISTOL MYERS SQUIBB COM 110122108 24 1000 SH DEFINED 01 02 0 1000 0 BRISTOL-MYERS SQUIBB COM 110122108 53712 2256813 SH DEFINED 01 2256813 0 0 BRISTOL-MYERS SQUIBB COM 110122108 10746 451506 SH DEFINED 01 03 0 451506 0 BRISTOL-MYERS SQUIBB COM 110122108 17356 729232 SH DEFINED 01 05 0 729232 0 BRITESMILE COM 110415106 45 60000 SH DEFINED 01 60000 0 0 BRITISH AIRWAYS COM 110419108 2748 1819920 SH DEFINED 01 1819920 0 0 BRITISH AIRWAYS COM 110419108 39 25619 SH DEFINED 01 03 0 25619 0 BRITISH AIRWAYS COM 110419108 3754 2486377 SH DEFINED 01 05 0 2486377 0 BRITISH AMERICAN TOBACCO COM 110420999 2375 232700 SH DEFINED 01 232700 0 0 BRITISH SKY BROADCASTING GROUP COM 111014999 18929 2348614 SH DEFINED 01 2348614 0 0 BRITISH SKY BROADCASTING GROUP COM 111014999 173 21415 SH DEFINED 01 03 0 21415 0 BRITISH SKY BROADCASTING GROUP COM 111014999 16974 2106118 SH DEFINED 01 05 0 2106118 0 BROADCOM CL A COM 111320107 1047 98114 SH DEFINED 01 98114 0 0 BROADCOM CL A COM 111320107 684 64051 SH DEFINED 01 03 0 64051 0 BROADCOM CL A COM 111320107 55 5201 SH DEFINED 01 05 0 5201 0 BROADVISION INC COM 111412607 0 63 SH DEFINED 01 63 0 0 BROADWING COM 111620100 258 129831 SH DEFINED 01 129831 0 0 BROCADE COMMUNICATIO COM 111621108 3 450 SH DEFINED 01 02 0 450 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621108 3467 460430 SH DEFINED 01 460430 0 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621108 3652 485000 SH DEFINED 01 05 0 485000 0 BROOKFIELD PROPERTIES CORP COM 112900105 4029 209300 SH DEFINED 01 209300 0 0 BROOKFIELD PROPERTIES CORP COM 112900105 656 34100 SH DEFINED 01 05 0 34100 0 BROOKLINE BANCORP COM 11373M107 1121 95408 SH DEFINED 01 95408 0 0 BROOKS-PRI AUTOMATION COM 11442E102 2767 241651 SH DEFINED 01 241651 0 0 BROOKS-PRI AUTOMATION COM 11442E102 34 2940 SH DEFINED 01 05 0 2940 0 BROOKTROUT COM 114580103 1483 324303 SH DEFINED 01 324303 0 0 BROOKTROUT COM 114580103 136 29800 SH DEFINED 01 05 0 29800 0 BROWN-FORMAN CL A COM 115637100 1841 27000 SH DEFINED 01 27000 0 0 BROWN-FORMAN CL B COM 115637209 155 2321 SH DEFINED 01 2321 0 0 BROWN-FORMAN CL B COM 115637209 1066 15923 SH DEFINED 01 03 0 15923 0 BROWN-FORMAN CL B COM 115637209 53 796 SH DEFINED 01 05 0 796 0 BROWN (TOM) COM 115660201 12688 554002 SH DEFINED 01 554002 0 0 BROWN (TOM) COM 115660201 864 37700 SH DEFINED 01 05 0 37700 0 BROWN SHOE COM 115736100 989 55234 SH DEFINED 01 55234 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 382 18160 SH DEFINED 01 18160 0 0 BRUNSWICK COM 117043109 441 20971 SH DEFINED 01 03 0 20971 0 BRUNSWICK COM 117043109 86 4109 SH DEFINED 01 05 0 4109 0 BRUNSWICK CORP COM 117043109 4292 204030 SH DEFINED 01 02 0 204030 0 BRUSH ENGINEERED MATERIALS COM 117421107 407 52180 SH DEFINED 01 52180 0 0 BUCA COM 117769109 1223 152900 SH DEFINED 01 152900 0 0 BSQUARE CORP COM 11776U102 0 100 SH DEFINED 01 100 0 0 BUCKEYE PARTNERS LP COM 118230101 4 98 SH DEFINED 01 98 0 0 BUCKEYE TECHNOLOGIES COM 118255108 871 118534 SH DEFINED 01 118534 0 0 BUCKLE COM 118440106 7907 393400 SH DEFINED 01 393400 0 0 BUCKLE COM 118440106 677 33700 SH DEFINED 01 05 0 33700 0 BLDG MATERIAL HOLD COM 120113105 42 3498 SH DEFINED 01 02 0 3498 0 BUILDING MATERIALS HOLDING COM 120113105 1722 147141 SH DEFINED 01 147141 0 0 BUILDING MATERIALS HOLDING COM 120113105 3 249 SH DEFINED 01 03 0 249 0 BUILDING MATERIALS HOLDING COM 120113105 154 13200 SH DEFINED 01 05 0 13200 0 BUNZL PLC COM 120764998 139 20000 SH DEFINED 01 20000 0 0 BURLINGTON COAT FACTORY WAREHO COM 121579106 2510 139474 SH DEFINED 01 139474 0 0 BURLINGTON N SANTA COM 12189T104 852 35600 SH DEFINED 01 02 0 35600 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 80435 3362686 SH DEFINED 01 3362686 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 5205 217592 SH DEFINED 01 03 0 217592 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 11859 495764 SH DEFINED 01 05 0 495764 0 BURLINGTON RESOURCES COM 122014103 12461 324877 SH DEFINED 01 324877 0 0 BURLINGTON RESOURCES COM 122014103 1822 47487 SH DEFINED 01 03 0 47487 0 BURLINGTON RESOURCES COM 122014103 8506 221756 SH DEFINED 01 05 0 221756 0 BUTLER MFG COM 123655102 428 19793 SH DEFINED 01 19793 0 0 C&D TECHNOLOGIES COM 124661109 6873 468892 SH DEFINED 01 468892 0 0 C&D TECHNOLOGIES COM 124661109 2 165 SH DEFINED 01 03 0 165 0 C&D TECHNOLOGIES COM 124661109 554 37800 SH DEFINED 01 05 0 37800 0 C&D TECHNOLOGY COM 124661109 40 2707 SH DEFINED 01 02 0 2707 0 C&S CO LTD COM 124665993 1242 57700 SH DEFINED 01 57700 0 0 CBL & ASSOCIATES COM 124830100 2173 56087 SH DEFINED 01 56087 0 0 CBL & ASSOCIATES COM 124830100 267 6900 SH DEFINED 01 05 0 6900 0 CBRL GROUP COM 12489V106 2331 102156 SH DEFINED 01 102156 0 0 CBRL GROUP COM 12489V106 283 12400 SH DEFINED 01 03 0 12400 0 CBRL GROUP COM 12489V106 5234 229350 SH DEFINED 01 05 0 229350 0 CBRL GROUP INC COM 12489V106 157 6900 SH DEFINED 01 02 0 6900 0 CCBT FINANCIAL COMPA COM 12500Q102 42 1615 SH DEFINED 01 02 0 1615 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 445 17000 SH DEFINED 01 17000 0 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 3 106 SH DEFINED 01 03 0 106 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 58 2200 SH DEFINED 01 05 0 2200 0 C-COR.NET COM 125010108 823 221793 SH DEFINED 01 221793 0 0 C-COR.NET COM 125010108 1 329 SH DEFINED 01 03 0 329 0 C-COR.NET COM 125010108 49 13100 SH DEFINED 01 05 0 13100 0 C-COR.NET CORP COM 125010108 19 5173 SH DEFINED 01 02 0 5173 0 CDI COM 125071100 2119 81028 SH DEFINED 01 81028 0 0 CDI COM 125071100 50 1920 SH DEFINED 01 05 0 1920 0 CDW COMPUTER CENTERS COM 125129106 237 5596 SH DEFINED 01 5596 0 0 CDW COMPUTER CENTERS COM 125129106 6960 164300 SH DEFINED 01 05 0 164300 0 CEC ENTERTAINMENT COM 125137109 3283 96236 SH DEFINED 01 96236 0 0 CIA DE CONCES SOES COM 125300996 46 27300 SH DEFINED 01 27300 0 0 CH ENERGY GROUP COM 12541M102 9779 208352 SH DEFINED 01 208352 0 0 CH ENERGY GROUP COM 12541M102 75 1590 SH DEFINED 01 02 0 1590 0 CH ENERGY GROUP COM 12541M102 5 99 SH DEFINED 01 03 0 99 0 C.H. ROBINSON WORLDWIDE COM 12541W100 13654 507387 SH DEFINED 01 507387 0 0 C.H. ROBINSON WORLDWIDE COM 12541W100 18317 680700 SH DEFINED 01 05 0 680700 0 COMPAGNIE DE SAINT-GOBAIN COM 125500991 2766 125300 SH DEFINED 01 125300 0 0 CIGNA COM 125509109 65338 923503 SH DEFINED 01 923503 0 0 CIGNA COM 125509109 5590 79009 SH DEFINED 01 03 0 79009 0 CIGNA COM 125509109 11197 158249 SH DEFINED 01 05 0 158249 0 CIGNA CORP COM 125509109 906 12800 SH DEFINED 01 02 0 12800 0 CIT GROUP COM 125581108 3753 208804 SH DEFINED 01 208804 0 0 CIT GROUP COM 125581108 2337 130000 SH DEFINED 01 05 0 130000 0 CIT GROUP INC COM 125581108 120 6700 SH DEFINED 11 12 0 6700 0 CIT GROUP INC COM 125581108 671 37300 SH DEFINED 11 12 13 0 37300 0 CLECO COM 12561W105 24 1804 SH DEFINED 01 1804 0 0 CMGI INC COM 125750109 1 1954 SH DEFINED 01 1954 0 0 CMS ENERGY COM 125896100 23010 2854853 SH DEFINED 01 2854853 0 0 CMS ENERGY COM 125896100 270 33490 SH DEFINED 01 03 0 33490 0 CMS ENERGY COM 125896100 3534 438395 SH DEFINED 01 05 0 438395 0 CPI COM 125902106 347 25232 SH DEFINED 01 25232 0 0 CPI COM 125902106 1944 141391 SH DEFINED 01 03 0 141391 0 CSK AUTO CORP COM 125965103 940 75377 SH DEFINED 01 75377 0 0 CSK AUTO CORP COM 125965103 47 3760 SH DEFINED 01 05 0 3760 0 CNA FINANCIAL COM 126117100 14 552 SH DEFINED 01 552 0 0 CNA SURETY COM 12612L108 5041 381900 SH DEFINED 01 381900 0 0 CNA SURETY COM 12612L108 477 36100 SH DEFINED 01 05 0 36100 0 CNF TRUST I CM CVT SERIES A 5. PRF 12612V205 23900 500000 SH DEFINED 01 500000 0 0 CNF COM 12612W104 1323 42148 SH DEFINED 01 42148 0 0 CNOOC COM 126130996 4781 3436500 SH DEFINED 01 3436500 0 0 CNOOC COM 126130996 227 163000 SH DEFINED 01 05 0 163000 0 CNET NETWORKS INC COM 12613R104 1 531 SH DEFINED 01 531 0 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 12710 194040 SH DEFINED 01 194040 0 0 CSC HOLDINGS INC 11.125 04 0 PRF 126304401 3263 49818 SH DEFINED 01 05 0 49818 0 CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 2504 37656 SH DEFINED 01 37656 0 0 CSC HOLDINGS 11.75% 10/01/20 PRF 126304609 786 11825 SH DEFINED 01 05 0 11825 0 CSG SYSTEMS COM 126349109 1 110 SH DEFINED 01 02 0 110 0 CSG SYSTEMS INTL COM 126349109 516 47306 SH DEFINED 01 47306 0 0 CSG SYSTEMS INTL COM 126349109 58 5300 SH DEFINED 01 05 0 5300 0 CSX COM 126408103 8733 331055 SH DEFINED 01 331055 0 0 CSX COM 126408103 1326 50280 SH DEFINED 01 03 0 50280 0 CSX COM 126408103 214 8086 SH DEFINED 01 05 0 8086 0 CTS COM 126501105 567 123344 SH DEFINED 01 123344 0 0 CUNO COM 126583103 1601 51881 SH DEFINED 01 51881 0 0 CVB FINL CORP COM 126600105 3 137 SH DEFINED 01 137 0 0 CVS COM 126650100 3273 129096 SH DEFINED 01 129096 0 0 CVS COM 126650100 2317 91386 SH DEFINED 01 03 0 91386 0 CVS COM 126650100 4679 184590 SH DEFINED 01 05 0 184590 0 CV THERAPEUTICS COM 126667104 2545 121700 SH DEFINED 01 121700 0 0 CV THERAPEUTICS COM 126667104 3 127 SH DEFINED 01 03 0 127 0 CV THERAPEUTICS COM 126667104 90 4300 SH DEFINED 01 05 0 4300 0 CV THERAPEUTICS INC COM 126667104 40 1972 SH DEFINED 01 02 0 1972 0 CABLEVISION SYSTEMS NY GROUP C COM 12686C109 5854 646099 SH DEFINED 01 646099 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 1582 258495 SH DEFINED 01 258495 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 77 12600 SH DEFINED 01 05 0 12600 0 CABOT COM 127055101 122 5838 SH DEFINED 01 5838 0 0 CABOT COM 127055101 14 650 SH DEFINED 01 05 0 650 0 CABOT OIL & GAS CL A COM 127097103 2779 129226 SH DEFINED 01 129226 0 0 CABOT OIL & GAS CORP COM 127097103 3 120 SH DEFINED 01 02 0 120 0 CABOT MICROELECTRONI COM 12709P103 2 50 SH DEFINED 01 02 0 50 0 CABOT MICROELECTRONICS COM 12709P103 854 22922 SH DEFINED 01 22922 0 0 CABOT MICROELECTRONICS COM 12709P103 48 1300 SH DEFINED 01 05 0 1300 0 CACI INTERNATIONAL COM 127190304 2 60 SH DEFINED 01 02 0 60 0 CACI INTL CL A COM 127190304 3158 89086 SH DEFINED 01 89086 0 0 CADENCE DESIGN SYSTEMS COM 127387108 109 10704 SH DEFINED 01 10704 0 0 CAL DIVE INTL COM 127914109 5281 261881 SH DEFINED 01 261881 0 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 1192 2076124 SH DEFINED 01 05 0 2076124 0 CALIFORNIA PIZZA KITCHEN COM 13054D109 1232 53530 SH DEFINED 01 53530 0 0 CALIPER TECH CORP COM 130876105 0 61 SH DEFINED 01 61 0 0 CALLAWAY GOLF COM 131193104 4000 384613 SH DEFINED 01 384613 0 0 CALLAWAY GOLF COM 131193104 267 25700 SH DEFINED 01 05 0 25700 0 CALPINE COM 131347106 518 209938 SH DEFINED 01 209938 0 0 CALPINE COM 131347106 217 87678 SH DEFINED 01 03 0 87678 0 CALPINE COM 131347106 11 4399 SH DEFINED 01 05 0 4399 0 CAMBREX COM 132011107 3199 86930 SH DEFINED 01 86930 0 0 CAMBREX COM 132011107 41 1110 SH DEFINED 01 05 0 1110 0 CAMDEN PROPERTY TRUST COM 133131102 431 13000 SH DEFINED 01 13000 0 0 CAMPBELL SOUP COM 134429109 1568 70990 SH DEFINED 01 70990 0 0 CAMPBELL SOUP COM 134429109 2108 95482 SH DEFINED 01 03 0 95482 0 CAMPBELL SOUP COM 134429109 106 4793 SH DEFINED 01 05 0 4793 0 CANADIAN 88 ENERGY COM 13566G996 188 122000 SH DEFINED 01 122000 0 0 CANADIAN NATL RAILWAY COM 136375102 336 9001 SH DEFINED 01 9001 0 0 CANADIAN NATL RAILWAY COM 136377991 288 7700 SH DEFINED 01 7700 0 0 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 196 10745 SH DEFINED 01 10745 0 0 CANADIAN PAC RAILWAY COM 13645T993 427 23700 SH DEFINED 01 23700 0 0 CANON COM 138006408 10566 323237 SH DEFINED 01 323237 0 0 CANON COM 138006408 65 2000 SH DEFINED 01 03 0 2000 0 CANON COM 138006408 3368 103000 SH DEFINED 01 05 0 103000 0 CANTEL MEDICAL CORP COM 138098108 460 45500 SH DEFINED 01 45500 0 0 CANTEL MEDICAL CORP COM 138098108 1 125 SH DEFINED 01 02 0 125 0 CANTEL MEDICAL CORP COM 138098108 50 4950 SH DEFINED 01 05 0 4950 0 Alcatel ADR COM 13904305 918800 2141 SH DEFINED 1 0 2141 0 CAPITAL AUTOMOTIVE REIT COM 139733109 2185 87455 SH DEFINED 01 87455 0 0 CAPITAL ONE FINANCIAL COM 14040H105 13028 373048 SH DEFINED 01 373048 0 0 CAPITAL ONE FINANCIAL COM 14040H105 1941 55587 SH DEFINED 01 03 0 55587 0 CAPITAL ONE FINANCIAL COM 14040H105 3950 113094 SH DEFINED 01 05 0 113094 0 CAPITAL ONE FINL COR COM 14040H105 2861 81925 SH DEFINED 01 02 0 81925 0 Capital One COM 1404H0105 6686 233 SH DEFINED 1 0 233 0 CAPSTONE TURBINE COM 14067D102 0 413 SH DEFINED 01 413 0 0 CAPTARIS COM 14071N104 230 100071 SH DEFINED 01 100071 0 0 CARBO CERAMICS COM 140781105 1726 48172 SH DEFINED 01 48172 0 0 CARAUSTAR INDS COM 140909102 818 87458 SH DEFINED 01 87458 0 0 CARDINAL HEALTH COM 14149Y108 2241 36029 SH DEFINED 01 0 36029 0 CARDINAL HEALTH COM 14149Y108 357300 5744384 SH DEFINED 01 5744384 0 0 CARDINAL HEALTH COM 14149Y108 2582 41485 SH DEFINED 01 02 0 41485 0 CARDINAL HEALTH COM 14149Y108 6539 105134 SH DEFINED 01 03 0 105134 0 CARDINAL HEALTH COM 14149Y108 180293 2898602 SH DEFINED 01 05 0 2898602 0 CAREER EDUCATION COM 141665109 1110 23115 SH DEFINED 01 23115 0 0 CAREMARK RX COM 141705103 65513 3853768 SH DEFINED 01 3853768 0 0 CAREMARK RX COM 141705103 28650 1685300 SH DEFINED 01 05 0 1685300 0 CARDO AB COM 141955997 253 13900 SH DEFINED 01 13900 0 0 CARLISLE COMPANIES COM 142339100 1253 34167 SH DEFINED 01 34167 0 0 CARLISLE COMPANIES COM 142339100 4 104 SH DEFINED 01 03 0 104 0 CARLISLE COMPANIES COM 142339100 147 4000 SH DEFINED 01 05 0 4000 0 CARLISLE COS INC. COM 142339100 59 1611 SH DEFINED 01 02 0 1611 0 CARNIVAL COM 143658102 18217 725819 SH DEFINED 01 725819 0 0 CARNIVAL COM 143658102 5275 210157 SH DEFINED 01 03 0 210157 0 CARNIVAL COM 143658102 3812 151859 SH DEFINED 01 05 0 151859 0 CARNIVAL CORP COM 143658102 507 20200 SH DEFINED 01 02 0 20200 0 CARNIVAL CORP CVT CONV BND 143658AN2 377 370000 PRN DEFINED 01 02 0 0 370000 CARPENTER TECHNOLGY COM 144285103 388 29839 SH DEFINED 01 29839 0 0 CARRAMERICA REALTY COM 144418100 3 130 SH DEFINED 01 130 0 0 CARREKER COM 144433109 448 73088 SH DEFINED 01 73088 0 0 CARRIER ACCESS CORP COM 144460102 0 95 SH DEFINED 01 95 0 0 CASCADE CORP COM 147195101 62 4371 SH DEFINED 01 02 0 4371 0 CASCADE CORP COM 147195101 1000 71150 SH DEFINED 01 71150 0 0 CASCADE CORP COM 147195101 4 274 SH DEFINED 01 03 0 274 0 CASCADE CORP COM 147195101 119 8500 SH DEFINED 01 05 0 8500 0 CASCADE NATURAL GAS COM 147339105 682 34639 SH DEFINED 01 34639 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 154 23950 SH DEFINED 01 23950 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 31 4790 SH DEFINED 01 05 0 4790 0 CASEY'S GENERAL STORES COM 147528103 1886 163271 SH DEFINED 01 163271 0 0 CASH AMERICA INTL COM 14754D100 629 76803 SH DEFINED 01 76803 0 0 CASTELLUM AB COM 148388994 234 21400 SH DEFINED 01 21400 0 0 CASTLE (AM) COM 148411101 315 46613 SH DEFINED 01 46613 0 0 CATALINA MARKETING COM 148867104 23930 852216 SH DEFINED 01 852216 0 0 CATALINA MARKETING COM 148867104 2969 105750 SH DEFINED 01 03 0 105750 0 CATALINA MARKETING COM 148867104 1218 43380 SH DEFINED 01 05 0 43380 0 CATALINA MKTG COM 148867104 33531 1194175 SH DEFINED 01 02 0 1194175 0 CATAPULT COMM. CORP COM 149016107 1 130 SH DEFINED 01 02 0 130 0 CATAPULT COMMUNICATIONS COM 149016107 3695 379045 SH DEFINED 01 379045 0 0 CATAPULT COMMUNICATIONS COM 149016107 361 37100 SH DEFINED 01 05 0 37100 0 CATELLUS DEVELOPMENT COM 149111106 6620 358800 SH DEFINED 01 358800 0 0 CATELLUS DEVELOPMENT COM 149111106 554 30000 SH DEFINED 01 05 0 30000 0 CATERPILLAR COM 149123101 253492 6810639 SH DEFINED 01 6810639 0 0 CATERPILLAR COM 149123101 7099 190708 SH DEFINED 01 03 0 190708 0 CATERPILLAR COM 149123101 46125 1239244 SH DEFINED 01 05 0 1239244 0 CATERPILLAR INC COM 149123101 3052 82000 SH DEFINED 01 0 82000 0 CATERPILLAR INC COM 149123101 11209 301160 SH DEFINED 01 02 0 301160 0 CATHAY BANCORP INC COM 149150104 1373 35200 SH DEFINED 01 35200 0 0 CATHAY BANCORP INC COM 149150104 3 70 SH DEFINED 01 02 0 70 0 CATHAY BANCORP INC COM 149150104 172 4400 SH DEFINED 01 05 0 4400 0 CATHAY PACIFIC ORD COM 149175994 2007 1484000 SH DEFINED 01 1484000 0 0 CATHAY PACIFIC ORD COM 149175994 88 65000 SH DEFINED 01 05 0 65000 0 CATO CORP - CL A COM 149205106 3343 176101 SH DEFINED 01 176101 0 0 CATO CORP - CL A COM 149205106 171 9000 SH DEFINED 01 05 0 9000 0 CEDAR FAIR LP COM 150185106 5 198 SH DEFINED 01 198 0 0 CELL GENESYS COM 150921104 964 80000 SH DEFINED 01 80000 0 0 CELL GENESYS COM 150921104 3 245 SH DEFINED 01 03 0 245 0 CELL GENESYS COM 150921104 114 9500 SH DEFINED 01 05 0 9500 0 CELL GENESYS INC COM 150921104 47 3918 SH DEFINED 01 02 0 3918 0 CELL THERAPEUTICS COM 150934107 1 296 SH DEFINED 01 296 0 0 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 CEMEX ADR COM 151290889 8845 424200 SH DEFINED 01 424200 0 0 CEMEX ADR COM 151290889 963 46200 SH DEFINED 01 03 0 46200 0 CEMEX ADR COM 151290889 1914 91800 SH DEFINED 01 05 0 91800 0 CENDANT COM 151313103 129227 12010091 SH DEFINED 01 12010091 0 0 CENDANT COM 151313103 2605 242109 SH DEFINED 01 03 0 242109 0 CENDANT COM 151313103 50374 4681543 SH DEFINED 01 05 0 4681543 0 CENDANT CORP COM 151313103 6699 622600 SH DEFINED 01 02 0 622600 0 CENTENNIAL COMMUNICATIONS CORP COM 15133V208 1 447 SH DEFINED 01 447 0 0 CENTENE CORP COM 15135B101 1404 52600 SH DEFINED 01 52600 0 0 CENTENE CORP COM 15135B101 19 700 SH DEFINED 01 05 0 700 0 CENTERPOINT PROPERTIES COM 151895109 5515 99368 SH DEFINED 01 99368 0 0 CENTEX COM 152312104 15218 343134 SH DEFINED 01 343134 0 0 CENTEX COM 152312104 636 14339 SH DEFINED 01 03 0 14339 0 CENTEX COM 152312104 33267 750103 SH DEFINED 01 05 0 750103 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 3464 35000 SH DEFINED 01 04 0 35000 0 CENTRAL PARKING COM 154785109 2272 112810 SH DEFINED 01 112810 0 0 CENTRAL VERMONT PUBLIC SERVICE COM 155771108 646 36647 SH DEFINED 01 36647 0 0 CENTRICA COM 155800998 11100 4258396 SH DEFINED 01 4258396 0 0 CENTRICA COM 155800998 231 88797 SH DEFINED 01 03 0 88797 0 CENTRICA COM 155800998 15399 5907596 SH DEFINED 01 05 0 5907596 0 CENTURY ALUMINUM COM 156431108 449 64464 SH DEFINED 01 64464 0 0 CENTURY BUSINESS SRV RESTRICTE COM 156490104 0 188 SH DEFINED 01 188 0 0 CENTURY MAINTENANCE PIK SERIES PRF 156616401 17363 184960 SH DEFINED 01 184960 0 0 CENTURY MAINTENANCE PIK SERIES PRF 156616401 6063 64586 SH DEFINED 01 05 0 64586 0 CENTURYTEL COM 156700106 30075 1340830 SH DEFINED 01 1340830 0 0 CENTURYTEL COM 156700106 741 33024 SH DEFINED 01 03 0 33024 0 CENTURYTEL COM 156700106 37 1658 SH DEFINED 01 05 0 1658 0 CEPHALON COM 156708109 8359 204790 SH DEFINED 01 204790 0 0 CERES GROUP INC COM 156772105 14 7500 SH DEFINED 01 7500 0 0 CERES GROUP INC COM 156772105 0 140 SH DEFINED 01 05 0 140 0 CERIDIAN COM 156779100 86 6075 SH DEFINED 01 6075 0 0 CERNER COM 156782104 4775 135611 SH DEFINED 01 135611 0 0 CERTEGY COM 156880106 53 2653 SH DEFINED 01 2653 0 0 CERUS CORPORATION COM 157085101 1 87 SH DEFINED 01 87 0 0 CHAMPION ENTERPRISES COM 158496109 454 154415 SH DEFINED 01 154415 0 0 CHARLES RIV LABORATORIES COM 159864107 15013 382515 SH DEFINED 01 382515 0 0 CHARLES RIV LABORATORIES COM 159864107 14915 380000 SH DEFINED 01 05 0 380000 0 CHARLES TAYLOR CONS COM 159888999 105 28000 SH DEFINED 01 28000 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 8504 286179 SH DEFINED 01 286179 0 0 CHARTER ONE FINANCIAL COM 160903100 1616 54374 SH DEFINED 01 03 0 54374 0 CHARTER ONE FINANCIAL COM 160903100 294 9917 SH DEFINED 01 05 0 9917 0 CHARTER MUNICIPAL MG COM 160908109 1004 57000 SH DEFINED 01 57000 0 0 CHARTER MUNICIPAL MG COM 160908109 76 4303 SH DEFINED 01 02 0 4303 0 CHARTER MUNICIPAL MG COM 160908109 5 271 SH DEFINED 01 03 0 271 0 CHARTER MUNICIPAL MG COM 160908109 123 7000 SH DEFINED 01 05 0 7000 0 CHARMING SHOPPES COM 161133103 20008 2964165 SH DEFINED 01 2964165 0 0 CHARMING SHOPPES COM 161133103 39 5900 SH DEFINED 01 02 0 5900 0 CHARMING SHOPPES COM 161133103 3 373 SH DEFINED 01 03 0 373 0 CHARMING SHOPPES COM 161133103 2540 376355 SH DEFINED 01 05 0 376355 0 CHARTER COMMUNICATIONS INC COM 16117M107 14 7527 SH DEFINED 01 7527 0 0 CHATEAU COMMUNITIES COM 161726104 2 79 SH DEFINED 01 79 0 0 CHATTEM COM 162456107 1388 34000 SH DEFINED 01 34000 0 0 CHATTEM COM 162456107 184 4500 SH DEFINED 01 05 0 4500 0 CHATTEM INC COM 162456107 2 60 SH DEFINED 01 02 0 60 0 CHECKERS DRIVEN REST COM 162809305 624 78000 SH DEFINED 01 78000 0 0 CHECKERS DRIVEN REST COM 162809305 1 100 SH DEFINED 01 02 0 100 0 CHECKERS DRIVEN REST COM 162809305 69 8600 SH DEFINED 01 05 0 8600 0 CHECKFREE COM 162813109 582 51193 SH DEFINED 01 51193 0 0 CHECKPOINT SYSTEMS COM 162825103 1248 101085 SH DEFINED 01 101085 0 0 CHEESECAKE FACTORY COM 163072101 94215 3158416 SH DEFINED 01 02 0 3158416 0 CHEESECAKE FACTORY (THE) COM 163072101 32871 1101942 SH DEFINED 01 1101942 0 0 CHEESECAKE FACTORY (THE) COM 163072101 5708 191337 SH DEFINED 01 03 0 191337 0 CHEESECAKE FACTORY (THE) COM 163072101 1678 56248 SH DEFINED 01 05 0 56248 0 CHEIL COMMUNICATIONS INC COM 163100993 386 4600 SH DEFINED 01 4600 0 0 CHELSEA PROPERTY GROUP COM 163421100 5 136 SH DEFINED 01 136 0 0 CHEMED COM 163596109 2206 71725 SH DEFINED 01 71725 0 0 CHEMFIRST COM 16361A106 1285 44679 SH DEFINED 01 44679 0 0 CHEMICAL FINANCIAL C COM 163731102 2 69 SH DEFINED 01 69 0 0 CHEMICAL FINANCIAL C COM 163731102 71 2458 SH DEFINED 01 02 0 2458 0 CHEMICAL FINANCIAL C COM 163731102 4 154 SH DEFINED 01 03 0 154 0 CHESAPEAKE COM 165159104 710 47562 SH DEFINED 01 47562 0 0 CHESAPEAKE ENERGY COM 165167107 1882 285122 SH DEFINED 01 285122 0 0 CHESAPEAKE ENERGY COM 165167107 82 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 252 38130 SH DEFINED 01 05 0 38130 0 CHEVRONTEXACO COM 166764100 455954 6584153 SH DEFINED 01 6584153 0 0 CHEVRONTEXACO COM 166764100 19065 275313 SH DEFINED 01 03 0 275313 0 CHEVRONTEXACO COM 166764100 156533 2260379 SH DEFINED 01 05 0 2260379 0 CHEVRONTEXACO CORP COM 166764100 8127 117358 SH DEFINED 01 0 117358 0 CHEVRONTEXACO CORP COM 166764100 18827 271880 SH DEFINED 01 02 0 271880 0 CHEVRONTEXACO CORP COM 166764100 10873 157000 SH DEFINED 11 12 13 0 157000 0 CHEVRONTEXACO CORPORATION COM 166764100 1849 26700 SH DEFINED 11 12 0 26700 0 CHICAGO PIZZA BREW COM 167889104 765 111000 SH DEFINED 01 111000 0 0 CHICAGO PIZZA BREW COM 167889104 2 280 SH DEFINED 01 02 0 280 0 CHICAGO PIZZA BREW COM 167889104 103 15000 SH DEFINED 01 05 0 15000 0 CHICO'S FAS INC COM 168615102 12220 767092 SH DEFINED 01 767092 0 0 CHICO'S FAS INC COM 168615102 17546 1101400 SH DEFINED 01 02 0 1101400 0 CHICO'S FAS INC COM 168615102 272 17100 SH DEFINED 01 03 0 17100 0 CHICO'S FAS INC COM 168615102 15302 960600 SH DEFINED 01 05 0 960600 0 CHILDREN'S PLACE RETAIL STORES COM 168905107 839 83086 SH DEFINED 01 83086 0 0 CHINATRUST FINANCIAL HOLDING COM 169205994 9887 14103000 SH DEFINED 01 14103000 0 0 CHINATRUST FINANCIAL HOLDING COM 169205994 4593 6551000 SH DEFINED 01 05 0 6551000 0 CLP HOLDINGS COM 169400108 1039 250000 SH DEFINED 01 250000 0 0 CHINA STEEL CORP GDR 144A COM 169417102 260 30814 SH DEFINED 01 05 0 30814 0 CHINA MOBILE COM 169425105 3110 1347500 SH DEFINED 01 1347500 0 0 CHINA MOBILE COM 169425105 148 64000 SH DEFINED 01 05 0 64000 0 CHINA STEEL TW;2002 COM 169650991 2504 5835420 SH DEFINED 01 5835420 0 0 CHIPPAC INC. COM 169657103 38 17850 SH DEFINED 01 17850 0 0 CHIPPAC INC. COM 169657103 6 2830 SH DEFINED 01 05 0 2830 0 CHIQUITA BRANDS INTL. COM 170032809 579 37500 SH DEFINED 01 37500 0 0 CHIQUITA BRANDS INTL. COM 170032809 54 3510 SH DEFINED 01 05 0 3510 0 CHIRON COM 170040109 452 12943 SH DEFINED 01 12943 0 0 CHIRON COM 170040109 1537 43981 SH DEFINED 01 03 0 43981 0 CHIRON COM 170040109 77 2206 SH DEFINED 01 05 0 2206 0 CHITTENDEN COM 170228100 2997 101256 SH DEFINED 01 101256 0 0 CHOICEPOINT COM 170388102 726 20367 SH DEFINED 01 20367 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 0 112 SH DEFINED 01 112 0 0 CHRISTOPHER & BANKS COM 171046105 2388 95045 SH DEFINED 01 95045 0 0 CHRISTOPHER & BANKS COM 171046105 2 90 SH DEFINED 01 02 0 90 0 CHRISTOPHER & BANKS COM 171046105 50 2000 SH DEFINED 01 05 0 2000 0 CHUBB COM 171232101 18104 330178 SH DEFINED 01 330178 0 0 CHUBB COM 171232101 3815 69587 SH DEFINED 01 03 0 69587 0 CHUBB COM 171232101 3153 57509 SH DEFINED 01 05 0 57509 0 CHUBB CORP COM 171232101 428 7800 SH DEFINED 01 02 0 7800 0 CHURCH & DWIGHT COM 171340102 8641 260644 SH DEFINED 01 260644 0 0 CHURCH & DWIGHT COM 171340102 8221 248000 SH DEFINED 01 05 0 248000 0 CHURCHILL DOWNS COM 171484108 157 4300 SH DEFINED 01 4300 0 0 CIBA SPECIALTY CHEMICALS COM 171619992 149 2258 SH DEFINED 01 2258 0 0 CIBER COM 17163B102 2104 362052 SH DEFINED 01 362052 0 0 CIBER COM 17163B102 3 432 SH DEFINED 01 03 0 432 0 CIBER COM 17163B102 113 19400 SH DEFINED 01 05 0 19400 0 CIBER INC COM 17163B102 39 6783 SH DEFINED 01 02 0 6783 0 CIENA COM 171779101 4553 1533104 SH DEFINED 01 1533104 0 0 CIENA COM 171779101 298 100470 SH DEFINED 01 03 0 100470 0 CIENA COM 171779101 381 128141 SH DEFINED 01 05 0 128141 0 CIMA LABS COM 171796105 7539 299781 SH DEFINED 01 299781 0 0 CIMA LABS COM 171796105 712 28300 SH DEFINED 01 05 0 28300 0 CINCINNATI FINANCIAL COM 172062101 194 5438 SH DEFINED 01 5438 0 0 CINCINNATI FINANCIAL COM 172062101 1341 37699 SH DEFINED 01 03 0 37699 0 CINCINNATI FINANCIAL COM 172062101 67 1882 SH DEFINED 01 05 0 1882 0 CINERGY COM 172474108 21119 671938 SH DEFINED 01 671938 0 0 CINERGY COM 172474108 1233 39226 SH DEFINED 01 03 0 39226 0 CINERGY COM 172474108 109 3458 SH DEFINED 01 05 0 3458 0 CIPHERGEN BIOSYSTEMS COM 17252Y104 986 328700 SH DEFINED 01 328700 0 0 CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 97906 6462428 SH DEFINED 01 6462428 0 0 CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 767 50667 SH DEFINED 01 03 0 50667 0 CIRCUIT CITY STORES-CIRCUIT CI COM 172737108 37478 2473796 SH DEFINED 01 05 0 2473796 0 CIRCOR INTERNATIONAL COM 17273K109 1 50 SH DEFINED 01 50 0 0 CIRRUS LOGIC COM 172755100 488 191233 SH DEFINED 01 191233 0 0 CIRRUS LOGIC COM 172755100 23 8853 SH DEFINED 01 02 0 8853 0 CIRRUS LOGIC COM 172755100 1 547 SH DEFINED 01 03 0 547 0 CIRRUS LOGIC COM 172755100 54 21300 SH DEFINED 01 05 0 21300 0 CISCO SYSTEMS COM 17275R102 8877 847002 SH DEFINED 01 0 847002 0 CISCO SYSTEMS COM 17275R102 253087 24149458 SH DEFINED 01 24149458 0 0 CISCO SYSTEMS COM 17275R102 33311 3178103 SH DEFINED 01 02 0 3178103 0 CISCO SYSTEMS COM 17275R102 18140 1730972 SH DEFINED 01 03 0 1730972 0 CISCO SYSTEMS COM 17275R102 33529 3199414 SH DEFINED 01 05 0 3199414 0 CISCO SYSTEMS COM 17275R102 1198 114341 SH DEFINED 11 12 0 114341 0 CISCO SYSTEMS COM 17275R102 7445 710411 SH DEFINED 11 12 13 0 710411 0 CIPLA LIMITED COM 172800997 1713 87540 SH DEFINED 01 87540 0 0 CIPLA LIMITED COM 172800997 72 3663 SH DEFINED 01 05 0 3663 0 CINTAS COM 172908105 38178 910739 SH DEFINED 01 910739 0 0 CINTAS COM 172908105 5108 121859 SH DEFINED 01 03 0 121859 0 CINTAS COM 172908105 2011 47962 SH DEFINED 01 05 0 47962 0 CINTAS CORP COM 172908105 838 20000 SH DEFINED 01 0 20000 0 CINTAS CORP COM 172908105 2353 56120 SH DEFINED 01 02 0 56120 0 CITIGROUP COM 172967101 617598 20829653 SH DEFINED 01 20829653 0 0 CITIGROUP COM 172967101 36651 1236137 SH DEFINED 01 03 0 1236137 0 CITIGROUP COM 172967101 198159 6683256 SH DEFINED 01 05 0 6683256 0 CITIGROUP INC COM 172967101 13937 470051 SH DEFINED 01 0 470051 0 CITIGROUP INC COM 172967101 24683 832391 SH DEFINED 01 02 0 832391 0 CITIGROUP INC COM 172967101 1963 66212 SH DEFINED 11 12 0 66212 0 CITIGROUP INC COM 172967101 13214 445669 SH DEFINED 11 12 13 0 445669 0 CITIZENS BKG CORP MI COM 174420109 4 147 SH DEFINED 01 147 0 0 CITIZENS COMMUNICATIONS COM 17453B101 745 109976 SH DEFINED 01 109976 0 0 CITIZENS COMMUNICATIONS COM 17453B101 445 65684 SH DEFINED 01 03 0 65684 0 CITIZENS COMMUNICATIONS COM 17453B101 22 3295 SH DEFINED 01 05 0 3295 0 CITRIX SYSTEMS COM 177376100 66 11053 SH DEFINED 01 11053 0 0 CITRIX SYSTEMS COM 177376100 246 40719 SH DEFINED 01 03 0 40719 0 CITRIX SYSTEMS COM 177376100 12 2042 SH DEFINED 01 05 0 2042 0 CITY NATL COM 178566105 940 20099 SH DEFINED 01 20099 0 0 CLAIRE'S STORES COM 179584107 851 38996 SH DEFINED 01 38996 0 0 CLAIRE'S STORES COM 179584107 4 172 SH DEFINED 01 03 0 172 0 CLAIRE'S STORES COM 179584107 98 4500 SH DEFINED 01 05 0 4500 0 CLAIRES STORES INC COM 179584107 59 2710 SH DEFINED 01 02 0 2710 0 CLARCOR COM 179895107 4912 160014 SH DEFINED 01 160014 0 0 CLARCOR COM 179895107 236 7700 SH DEFINED 01 05 0 7700 0 CLARCOR INC COM 179895107 3 110 SH DEFINED 01 02 0 110 0 CLARENT CORP COM 180461105 0 194 SH DEFINED 01 194 0 0 CLARUS CORP DEL COM 182707109 0 37 SH DEFINED 01 37 0 0 CLAYTON HOMES COM 184190106 58 5282 SH DEFINED 01 5282 0 0 CLEAR CHANNEL COMMUN COM 184502102 1922 55313 SH DEFINED 01 0 55313 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 12819 368883 SH DEFINED 01 368883 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4954 142555 SH DEFINED 01 03 0 142555 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 8241 237154 SH DEFINED 01 05 0 237154 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1122 32300 SH DEFINED 11 12 0 32300 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4483 129000 SH DEFINED 11 12 13 0 129000 0 CLEVELAND-CLIFFS COM 185896107 768 31951 SH DEFINED 01 31951 0 0 CLICK COMMERCE INC COM 18681D208 0 26 SH DEFINED 01 26 0 0 CLOROX COM 189054109 10654 265141 SH DEFINED 01 265141 0 0 CLOROX COM 189054109 2190 54497 SH DEFINED 01 03 0 54497 0 CLOROX COM 189054109 377 9396 SH DEFINED 01 05 0 9396 0 COACH COM 189754104 636 24829 SH DEFINED 01 24829 0 0 COACHMEN INDS COM 189873102 760 50601 SH DEFINED 01 50601 0 0 COBHAM PLC COM 190902999 219 15000 SH DEFINED 01 15000 0 0 COCA-COLA BOTTLING COM 191098102 1302 27756 SH DEFINED 01 27756 0 0 COCA-COLA COM 191216100 3693 77000 SH DEFINED 01 0 77000 0 COCA-COLA COM 191216100 116169 2422204 SH DEFINED 01 2422204 0 0 COCA-COLA COM 191216100 10976 228850 SH DEFINED 01 02 0 228850 0 COCA-COLA COM 191216100 27907 581900 SH DEFINED 01 03 0 581900 0 COCA-COLA COM 191216100 9664 201486 SH DEFINED 01 05 0 201486 0 COCA-COLA ENTERPRISES COM 191219104 32944 1551068 SH DEFINED 01 1551068 0 0 COCA-COLA ENTERPRISES COM 191219104 2249 105864 SH DEFINED 01 03 0 105864 0 COCA-COLA ENTERPRISES COM 191219104 1322 62239 SH DEFINED 01 05 0 62239 0 COGENT COMMUNICATIONS GROUP COM 19239V104 0 4 SH DEFINED 01 4 0 0 COGNEX COM 192422103 2152 154698 SH DEFINED 01 154698 0 0 COGNEX COM 192422103 18 1300 SH DEFINED 01 05 0 1300 0 COGNIZANT TECH SOLUT COM 192446102 1 15 SH DEFINED 01 02 0 15 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 408 7100 SH DEFINED 01 7100 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 46 800 SH DEFINED 01 05 0 800 0 COGNOS COM 19244C109 2353 140000 SH DEFINED 01 140000 0 0 COHERENT COM 192479103 5549 304060 SH DEFINED 01 304060 0 0 COHERENT COM 192479103 502 27500 SH DEFINED 01 05 0 27500 0 COHU COM 192576106 1035 91541 SH DEFINED 01 91541 0 0 COINSTAR COM 19259P300 3830 148600 SH DEFINED 01 148600 0 0 COINSTAR COM 19259P300 126 4900 SH DEFINED 01 05 0 4900 0 COINSTAR INC COM 19259P300 2 90 SH DEFINED 01 02 0 90 0 COLE KENNETH PRODTN COM 193294105 1894 93284 SH DEFINED 01 93284 0 0 COLE KENNETH PRODTN COM 193294105 2 100 SH DEFINED 01 02 0 100 0 COLE KENNETH PRODTN COM 193294105 168 8300 SH DEFINED 01 05 0 8300 0 COLES MYER COM 193870995 1192 366800 SH DEFINED 01 366800 0 0 COLGATE-PALMOLIVE COM 194162103 6474 120000 SH DEFINED 01 0 120000 0 COLGATE-PALMOLIVE COM 194162103 984 18236 SH DEFINED 01 18236 0 0 COLGATE-PALMOLIVE COM 194162103 151 2813 SH DEFINED 01 02 0 2813 0 COLGATE-PALMOLIVE COM 194162103 6813 126288 SH DEFINED 01 03 0 126288 0 COLGATE-PALMOLIVE COM 194162103 342 6330 SH DEFINED 01 05 0 6330 0 COLLINS AIKMAN COM 194830204 1 286 SH DEFINED 01 286 0 0 COLONIAL BANCGROUP COM 195493309 60 4799 SH DEFINED 01 4799 0 0 COLONIAL PROPERTIES TRUST COM 195872106 3638 100555 SH DEFINED 01 100555 0 0 COLONIAL PROPERTIES TRUST COM 195872106 181 5000 SH DEFINED 01 05 0 5000 0 COLUMBIA SPORTSWEAR COM 198516106 733 21113 SH DEFINED 01 21113 0 0 COMCAST CL A COM 200300200 10297 493554 SH DEFINED 01 493554 0 0 COMCAST CL A COM 200300200 4615 221247 SH DEFINED 01 03 0 221247 0 COMCAST CL A COM 200300200 19224 921558 SH DEFINED 01 05 0 921558 0 COMDISCO INC COM 200336105 0 743 SH DEFINED 01 743 0 0 COMERICA COM 200340107 3856 79971 SH DEFINED 01 79971 0 0 COMERICA COM 200340107 1975 40958 SH DEFINED 01 03 0 40958 0 COMERICA COM 200340107 190 3935 SH DEFINED 01 05 0 3935 0 COMERICA INC COM 200340107 154 3200 SH DEFINED 01 02 0 3200 0 COMFORT GROUP LTD COM 200383990 139 350000 SH DEFINED 01 350000 0 0 COMMERCE BANCORP COM 200519106 1378 33198 SH DEFINED 01 33198 0 0 COMMERCE BANCSHARES COM 200525103 7 172 SH DEFINED 01 172 0 0 COMMERCE GROUP COM 200641108 1294 40000 SH DEFINED 01 40000 0 0 COMMERCE GROUP COM 200641108 178 5500 SH DEFINED 01 05 0 5500 0 COMMERCE ONE INC COM 200693208 0 139 SH DEFINED 01 139 0 0 COMMERCIAL FED CORP COM 201647104 93 4306 SH DEFINED 01 02 0 4306 0 COMMERCIAL FEDERAL COM 201647104 5050 231992 SH DEFINED 01 231992 0 0 COMMERCIAL FEDERAL COM 201647104 6 273 SH DEFINED 01 03 0 273 0 COMMERCIAL FEDERAL COM 201647104 261 12000 SH DEFINED 01 05 0 12000 0 COMMERCIAL METALS COM 201723103 3195 178296 SH DEFINED 01 178296 0 0 COMMERCIAL METALS COM 201723103 84 4697 SH DEFINED 01 02 0 4697 0 COMMERCIAL METALS COM 201723103 5 301 SH DEFINED 01 03 0 301 0 COMMERCIAL METALS COM 201723103 217 12100 SH DEFINED 01 05 0 12100 0 COMMONWLTH BK AUST AU;CBA COM 202779989 493 30072 SH DEFINED 01 30072 0 0 COMMONWEALTH INDS COM 203004106 263 50172 SH DEFINED 01 50172 0 0 COMMONWEALTH TEL ENT COM 203349105 57 1651 SH DEFINED 01 02 0 1651 0 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 1881 54100 SH DEFINED 01 54100 0 0 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 3 97 SH DEFINED 01 03 0 97 0 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 233 6700 SH DEFINED 01 05 0 6700 0 COMMSCOPE COM 203372107 1819 268311 SH DEFINED 01 268311 0 0 COMMSCOPE COM 203372107 31 4555 SH DEFINED 01 02 0 4555 0 COMMSCOPE COM 203372107 2 289 SH DEFINED 01 03 0 289 0 COMMSCOPE COM 203372107 464 68400 SH DEFINED 01 05 0 68400 0 COMMUNITY HEALTH SYS COM 203668108 33748 1267300 SH DEFINED 01 02 0 1267300 0 COMMUNITY HEALTH SYSTEMS COM 203668108 11830 444225 SH DEFINED 01 444225 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 892 33500 SH DEFINED 01 03 0 33500 0 COMMUNITY HEALTH SYSTEMS COM 203668108 12756 479000 SH DEFINED 01 05 0 479000 0 COMMUNITY FIRST BANKSHARES COM 203902101 3460 124087 SH DEFINED 01 124087 0 0 CVRD COM 204412209 3351 147300 SH DEFINED 01 147300 0 0 CVRD COM 204412209 184 8100 SH DEFINED 01 05 0 8100 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 1994 185957 SH DEFINED 01 185957 0 0 COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 83 7753 SH DEFINED 01 05 0 7753 0 COMPANIA DE MINAS BUENAVENTURA COM 204448104 3971 185583 SH DEFINED 01 185583 0 0 COMPANIA DE MINAS BUENAVENTURA COM 204448104 114 5345 SH DEFINED 01 05 0 5345 0 COMPASS BANCSHARES COM 20449H109 688 23236 SH DEFINED 01 23236 0 0 COMPASS GROUP COM 204501993 10538 2528626 SH DEFINED 01 2528626 0 0 COMPASS GROUP COM 204501993 690 165507 SH DEFINED 01 03 0 165507 0 COMPASS GROUP COM 204501993 9678 2322294 SH DEFINED 01 05 0 2322294 0 COMPUCOM SYSTEMS INC COM 204780100 411 71400 SH DEFINED 01 71400 0 0 COMPUCOM SYSTEMS INC COM 204780100 23 4033 SH DEFINED 01 02 0 4033 0 COMPUCOM SYSTEMS INC COM 204780100 2 349 SH DEFINED 01 03 0 349 0 COMPUCOM SYSTEMS INC COM 204780100 50 8600 SH DEFINED 01 05 0 8600 0 COMPUCREDIT CORP COM 20478N100 1 107 SH DEFINED 01 107 0 0 COMPUTER ASSOC COM 204912109 160 16700 SH DEFINED 01 02 0 16700 0 COMPUTER ASSOCIATES INTL COM 204912109 5912 615906 SH DEFINED 01 615906 0 0 COMPUTER ASSOCIATES INTL COM 204912109 1933 201367 SH DEFINED 01 03 0 201367 0 COMPUTER ASSOCIATES INTL COM 204912109 1265 131746 SH DEFINED 01 05 0 131746 0 COMPUTER SCIENCES COM 205363104 6253 225000 SH DEFINED 01 0 225000 0 COMPUTER SCIENCES COM 205363104 862 30974 SH DEFINED 01 30974 0 0 COMPUTER SCIENCES COM 205363104 6 230 SH DEFINED 01 02 0 230 0 COMPUTER SCIENCES COM 205363104 1110 39940 SH DEFINED 01 03 0 39940 0 COMPUTER SCIENCES COM 205363104 56 2012 SH DEFINED 01 05 0 2012 0 COMPUTER TASK GROUP COM 205477102 213 65451 SH DEFINED 01 65451 0 0 COMPUTERSHARE LTD COM 205560998 195 163000 SH DEFINED 01 163000 0 0 COMPUWARE COM 205638109 423 138775 SH DEFINED 01 138775 0 0 COMPUWARE COM 205638109 267 87493 SH DEFINED 01 03 0 87493 0 COMPUWARE COM 205638109 13 4393 SH DEFINED 01 05 0 4393 0 COMVERSE TECHNOLOGY COM 205862402 10362 1482614 SH DEFINED 01 1482614 0 0 COMVERSE TECHNOLOGY COM 205862402 304 43532 SH DEFINED 01 03 0 43532 0 COMVERSE TECHNOLOGY COM 205862402 3166 452978 SH DEFINED 01 05 0 452978 0 COMVERSE TECH CVT CONV BND 205862AJ4 284 350000 PRN DEFINED 01 02 0 0 350000 CONAGRA FOODS COM 205887102 30530 1228548 SH DEFINED 01 1228548 0 0 CONAGRA FOODS COM 205887102 3165 127372 SH DEFINED 01 03 0 127372 0 CONAGRA FOODS COM 205887102 1060 42674 SH DEFINED 01 05 0 42674 0 CONAGRA FOODS INC COM 205887102 5534 222703 SH DEFINED 01 0 222703 0 COM21 INC COM 205937105 0 67 SH DEFINED 01 67 0 0 CONCEPTUS COM 206016107 1053 68800 SH DEFINED 01 68800 0 0 CONCERTO SOFTWARE COM 20602T106 221 37256 SH DEFINED 01 37256 0 0 CONCORD CAMERA COM 206156101 1994 427890 SH DEFINED 01 427890 0 0 CONCORD CAMERA COM 206156101 174 37300 SH DEFINED 01 05 0 37300 0 CONCORD COMMUNICATIONS COM 206186108 271 53700 SH DEFINED 01 53700 0 0 CONCORD EFS COM 206197105 500 31483 SH DEFINED 01 31483 0 0 CONCORD EFS COM 206197105 1896 119421 SH DEFINED 01 03 0 119421 0 CONCORD EFS COM 206197105 95 5993 SH DEFINED 01 05 0 5993 0 CONCURRENT COMPUTER COM 206710204 185 81167 SH DEFINED 01 81167 0 0 CONDUCTUS COM 206784100 117 226800 SH DEFINED 01 226800 0 0 CONEXANT SYSTEMS COM 207142100 9 7659 SH DEFINED 01 7659 0 0 CONMED COM 207410101 2779 137953 SH DEFINED 01 137953 0 0 CONMED COM 207410101 3 150 SH DEFINED 01 03 0 150 0 CONMED CORP COM 207410101 47 2335 SH DEFINED 01 02 0 2335 0 CONNETICS CORP COM 208192104 462 50000 SH DEFINED 01 50000 0 0 CONNETICS CORP COM 208192104 2 200 SH DEFINED 01 02 0 200 0 CONNETICS CORP COM 208192104 56 6100 SH DEFINED 01 05 0 6100 0 CONOCO PHILLIPS COM 20825C104 5632 121804 SH DEFINED 01 0 121804 0 CONOCO PHILLIPS COM 20825C104 16234 351091 SH DEFINED 01 02 0 351091 0 CONOCOPHILLIPS COM 20825C104 350534 7580774 SH DEFINED 01 7580774 0 0 CONOCOPHILLIPS COM 20825C104 11371 245908 SH DEFINED 01 03 0 245908 0 CONOCOPHILLIPS COM 20825C104 122682 2653125 SH DEFINED 01 05 0 2653125 0 CONOCOPHILLIPS COM 20825C104 1892 40921 SH DEFINED 11 12 0 40921 0 CONOCOPHILLIPS COM 20825C104 7515 162524 SH DEFINED 11 12 13 0 162524 0 CONSECO COM 208464107 0 1930 SH DEFINED 01 1930 0 0 CONSOL ENERGY INC COM 20854P109 3 247 SH DEFINED 01 247 0 0 CONSOLIDATED EDISON COM 209115104 23603 586867 SH DEFINED 01 586867 0 0 CONSOLIDATED EDISON COM 209115104 2009 49944 SH DEFINED 01 03 0 49944 0 CONSOLIDATED EDISON COM 209115104 188 4690 SH DEFINED 01 05 0 4690 0 CONSOLIDATED GRAPHICS COM 209341106 2464 140428 SH DEFINED 01 140428 0 0 CONSOLIDATED GRAPHICS COM 209341106 5 285 SH DEFINED 01 03 0 285 0 CONSOLIDATED GRAPHICS COM 209341106 225 12814 SH DEFINED 01 05 0 12814 0 CONSOLIDTED GRAPHICS COM 209341106 78 4435 SH DEFINED 01 02 0 4435 0 CONSORCIO ARA COM 210305991 185 130000 SH DEFINED 01 130000 0 0 CONSTELLATION BRANDS COM 21036P108 103 4469 SH DEFINED 01 4469 0 0 CONSTELLATION ENERGY GROUP COM 210371100 22451 905642 SH DEFINED 01 905642 0 0 CONSTELLATION ENERGY GROUP COM 210371100 949 38263 SH DEFINED 01 03 0 38263 0 CONSTELLATION ENERGY GROUP COM 210371100 48 1922 SH DEFINED 01 05 0 1922 0 CONTIFINANCIAL COM 21075M107 565 7419470 SH DEFINED 01 02 0 7419470 0 CONTINENTAL AIRLINES CL B COM 210795308 2804 520113 SH DEFINED 01 520113 0 0 CONTINENTAL AIRLINES CL B COM 210795308 296 55000 SH DEFINED 01 03 0 55000 0 CONTINENTAL AIRLINES CL B COM 210795308 539 100000 SH DEFINED 01 05 0 100000 0 CONTL AIRLINES CL B COM 210795308 78 14400 SH DEFINED 01 02 0 14400 0 CONVENIENCE RETAIL COM 211880992 29 100000 SH DEFINED 01 100000 0 0 CONVERGYS COM 212485106 89 5925 SH DEFINED 01 5925 0 0 CONVERGYS COM 212485106 606 40308 SH DEFINED 01 03 0 40308 0 CONVERGYS COM 212485106 30 2016 SH DEFINED 01 05 0 2016 0 CONVERT ARBITRAGE LP COM 212541999 20162 20000000 SH DEFINED 01 05 0 20000000 0 COOPER CAMERON COM 216640102 133 3180 SH DEFINED 01 3180 0 0 COOPER COMPANIES COM 216648402 5363 102157 SH DEFINED 01 102157 0 0 COOPER COMPANIES COM 216648402 373 7103 SH DEFINED 01 05 0 7103 0 COOPER COS INC COM 216648402 4 70 SH DEFINED 01 02 0 70 0 COOPER TIRE & RUBBER COM 216831107 40 2487 SH DEFINED 01 2487 0 0 COOPER TIRE & RUBBER COM 216831107 276 17108 SH DEFINED 01 03 0 17108 0 COOPER TIRE & RUBBER COM 216831107 14 852 SH DEFINED 01 05 0 852 0 COORS (ADOLPH) CL B COM 217016104 1110 19699 SH DEFINED 01 19699 0 0 COORS (ADOLPH) CL B COM 217016104 474 8427 SH DEFINED 01 03 0 8427 0 COORS (ADOLPH) CL B COM 217016104 24 420 SH DEFINED 01 05 0 420 0 COORSTEK COM 217020106 553 36887 SH DEFINED 01 36887 0 0 COORSTEK COM 217020106 76 5093 SH DEFINED 01 05 0 5093 0 COORSTEK INC COM 217020106 1 56 SH DEFINED 01 02 0 56 0 COPART COM 217204106 41 3751 SH DEFINED 01 3751 0 0 COPPER MOUNTAIN NETWORKS INC COM 217510205 0 7 SH DEFINED 01 7 0 0 CORINTHIAN COLLEGES COM 218868107 7469 197928 SH DEFINED 01 197928 0 0 CORINTHIAN COLLEGES COM 218868107 2 60 SH DEFINED 01 02 0 60 0 CORINTHIAN COLLEGES COM 218868107 113 3000 SH DEFINED 01 05 0 3000 0 CORIXA CORP COM 21887F100 0 78 SH DEFINED 01 78 0 0 CORN PRODUCTS INTL COM 219023108 5654 196678 SH DEFINED 01 196678 0 0 CORNELL COMPANIES COM 219141108 1707 214700 SH DEFINED 01 214700 0 0 CORNELL COMPANIES COM 219141108 133 16700 SH DEFINED 01 05 0 16700 0 CORNING COM 219350105 100 62663 SH DEFINED 01 62663 0 0 CORNING COM 219350105 354 221525 SH DEFINED 01 03 0 221525 0 CORNING COM 219350105 18 11109 SH DEFINED 01 05 0 11109 0 CORNING INC COM 219350105 312 195000 SH DEFINED 01 0 195000 0 CORP EXECUTIVE BOARD COM 21988R102 3 120 SH DEFINED 01 02 0 120 0 CORPORATE EXECUTIVE BOARD COM 21988R102 7416 259729 SH DEFINED 01 259729 0 0 CORPORATE EXECUTIVE BOARD COM 21988R102 5402 189200 SH DEFINED 01 05 0 189200 0 CORPORATE OFFICE PROPERTIES COM 22002T108 207 15300 SH DEFINED 01 15300 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 41 3060 SH DEFINED 01 05 0 3060 0 CORRECTIONS CORP OF AMERICA SE PRF 22025Y308 0 6 SH DEFINED 01 6 0 0 CORRECTIONS CORP OF AMERICA COM 22025Y407 0 33 SH DEFINED 01 33 0 0 CORTEFIEL SA COM 220500995 38 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 383 32000 SH DEFINED 01 32000 0 0 CORVIS CORP COM 221009103 1 1323 SH DEFINED 01 1323 0 0 COSINE COMMUNICATIONS INC COM 221222607 0 29 SH DEFINED 01 29 0 0 COST PLUS COM 221485105 2620 97571 SH DEFINED 01 97571 0 0 COSTCO WHOLESALE COM 22160K105 186466 5760477 SH DEFINED 01 5760477 0 0 COSTCO WHOLESALE COM 22160K105 3427 105861 SH DEFINED 01 03 0 105861 0 COSTCO WHOLESALE COM 22160K105 32807 1013515 SH DEFINED 01 05 0 1013515 0 COSTCO WHOLESALE COR COM 22160K105 278 8600 SH DEFINED 01 02 0 8600 0 COSTAR GROUP COM 22160N109 932 51800 SH DEFINED 01 51800 0 0 COUNTRYWIDE CREDIT INDS COM 222372104 3396 72019 SH DEFINED 01 72019 0 0 COUNTRYWIDE CREDIT INDS COM 222372104 1379 29240 SH DEFINED 01 03 0 29240 0 COUNTRYWIDE CREDIT INDS COM 222372104 69 1471 SH DEFINED 01 05 0 1471 0 COURIER CORP COM 222660102 608 16000 SH DEFINED 01 16000 0 0 COURIER CORP COM 222660102 3 70 SH DEFINED 01 02 0 70 0 COURIER CORP COM 222660102 84 2200 SH DEFINED 01 05 0 2200 0 COUSINS PROPERTIES I COM 222795106 4 158 SH DEFINED 01 158 0 0 COVAD COMMUNICATIONS GROUP COM 222814204 735 500226 SH DEFINED 01 500226 0 0 COVANCE COM 222816100 5979 305522 SH DEFINED 01 305522 0 0 COVANCE COM 222816100 11552 590300 SH DEFINED 01 05 0 590300 0 COVANSYS CORPORATION COM 22281W103 0 139 SH DEFINED 01 139 0 0 COVENTRY HEALTH CARE COM 222862104 13280 408603 SH DEFINED 01 408603 0 0 COVENTRY HEALTH CARE COM 222862104 28 853 SH DEFINED 01 02 0 853 0 COVENTRY HEALTH CARE COM 222862104 17 527 SH DEFINED 01 03 0 527 0 COVENTRY HEALTH CARE COM 222862104 206 6350 SH DEFINED 01 05 0 6350 0 COX COMMUNICATIONS CL A COM 224044107 20449 831603 SH DEFINED 01 831603 0 0 COX COMMUNICATIONS CL A COM 224044107 15725 639500 SH DEFINED 01 05 0 639500 0 COX COMMUNICATIONS CONV PRF 224044305 1230 40340 SH DEFINED 01 0 40340 0 COX RADIO CL A COM 224051102 10023 383139 SH DEFINED 01 383139 0 0 COX RADIO CL A COM 224051102 9941 380000 SH DEFINED 01 05 0 380000 0 CRANE COM 224399105 13781 697394 SH DEFINED 01 697394 0 0 CRANE COM 224399105 275 13919 SH DEFINED 01 03 0 13919 0 CRANE COM 224399105 1588 80319 SH DEFINED 01 05 0 80319 0 CRAWFORD & CO COM 224633107 1 167 SH DEFINED 01 167 0 0 CREDENCE SYSTEMS COM 225302108 4772 551062 SH DEFINED 01 551062 0 0 CREDENCE SYSTEMS COM 225302108 1 167 SH DEFINED 01 03 0 167 0 CREDENCE SYSTEMS COM 225302108 629 72600 SH DEFINED 01 05 0 72600 0 CREDENCE SYSTEMS COR COM 225302108 22 2592 SH DEFINED 01 02 0 2592 0 CREDIT ACCEPTANCE COM 225310101 503 61300 SH DEFINED 01 61300 0 0 CREDIT ACCEPTANCE COM 225310101 2 190 SH DEFINED 01 02 0 190 0 CREDIT ACCEPTANCE COM 225310101 62 7500 SH DEFINED 01 05 0 7500 0 CREDIT SUISSE GROUP COM 225400993 3096 157861 SH DEFINED 01 157861 0 0 CREDIT SUISSE GROUP COM 225400993 4328 220609 SH DEFINED 01 05 0 220609 0 UNICREDITO ITALIANO COM 225423995 5658 1564108 SH DEFINED 01 1564108 0 0 UNICREDITO ITALIANO COM 225423995 129 35739 SH DEFINED 01 03 0 35739 0 UNICREDITO ITALIANO COM 225423995 7819 2161883 SH DEFINED 01 05 0 2161883 0 CREDIT LYONNAIS COM 225444991 360 11006 SH DEFINED 01 11006 0 0 CREE COM 225447101 1601 128099 SH DEFINED 01 128099 0 0 CREE COM 225447101 3 232 SH DEFINED 01 03 0 232 0 CREE COM 225447101 156 12500 SH DEFINED 01 05 0 12500 0 CREE INC COM 225447101 45 3546 SH DEFINED 01 02 0 3546 0 CRESCENT COM 225756105 394 25100 SH DEFINED 01 02 0 25100 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 57591 3668186 SH DEFINED 01 3668186 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 1422 90600 SH DEFINED 01 03 0 90600 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 8454 538458 SH DEFINED 01 05 0 538458 0 CRH PLC COM 226530996 327 29327 SH DEFINED 01 29327 0 0 CROMPTON COM 227116100 5142 511526 SH DEFINED 01 511526 0 0 CROMPTON COM 227116100 6 575 SH DEFINED 01 03 0 575 0 CROMPTON COM 227116100 392 38980 SH DEFINED 01 05 0 38980 0 CROMPTON CORP COM 227116100 90 8993 SH DEFINED 01 02 0 8993 0 CROSS (AT) CL A COM 227478104 309 50260 SH DEFINED 01 50260 0 0 CROSS COUNTRY COM 22748P105 476 34000 SH DEFINED 01 34000 0 0 CROSS COUNTRY COM 22748P105 59 4200 SH DEFINED 01 05 0 4200 0 CROSS COUNTRY INC COM 22748P105 2 110 SH DEFINED 01 02 0 110 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 AMERICAN REALTY TR COM 228186102 120 13075 SH DEFINED 01 13075 0 0 CROWN AMERICAN REALTY TR COM 228186102 24 2640 SH DEFINED 01 05 0 2640 0 CROWN CASTLE INTL COM 228227104 353 162461 SH DEFINED 01 162461 0 0 CROWN CASTLE INTL COM 228227104 44 20200 SH DEFINED 01 05 0 20200 0 CROWN CORK & SEAL COM 228255105 1762 335630 SH DEFINED 01 335630 0 0 CROWN CORK & SEAL COM 228255105 73 13900 SH DEFINED 01 02 0 13900 0 CROWN CORK & SEAL COM 228255105 5 868 SH DEFINED 01 03 0 868 0 CROWN CORK & SEAL COM 228255105 175 33400 SH DEFINED 01 05 0 33400 0 CROWN MEDIA HOLDINGS CL A COM 228411104 642 183300 SH DEFINED 01 183300 0 0 CRYOLIFE COM 228903100 160 61156 SH DEFINED 01 61156 0 0 CTI MOLECULAR IMAGING COM 22943D105 977 38600 SH DEFINED 11 12 0 38600 0 CTI MOLECULAR IMAGING INC COM 22943D105 691 27300 SH DEFINED 01 27300 0 0 CUBIST PHARMACEUTICALS COM 229678107 1 270 SH DEFINED 01 270 0 0 CULLEN/FROST BANKERS COM 229899109 7011 205288 SH DEFINED 01 205288 0 0 CUMMINS COM 231021106 33 1399 SH DEFINED 01 1399 0 0 CUMMINS COM 231021106 227 9610 SH DEFINED 01 03 0 9610 0 CUMMINS COM 231021106 11 482 SH DEFINED 01 05 0 482 0 CUMULUS MEDIA CL A COM 231082108 1380 78200 SH DEFINED 01 78200 0 0 CURATIVE HEALTH SERVICES COM 231264102 397 36571 SH DEFINED 01 36571 0 0 CURAGEN CORP COM 23126R101 1 216 SH DEFINED 01 216 0 0 CURTISS-WRIGHT COM 231561101 4047 67685 SH DEFINED 01 67685 0 0 CURTISS-WRIGHT COM 231561101 161 2700 SH DEFINED 01 05 0 2700 0 CURTISS-WRIGHT CL B COM 231561408 1351 23000 SH DEFINED 01 23000 0 0 CUTTER & BUCK INC COM 232217109 1426 481900 SH DEFINED 01 481900 0 0 CUTTER & BUCK INC COM 232217109 130 44000 SH DEFINED 01 05 0 44000 0 CYBERCARE INC COM 23243T105 0 133 SH DEFINED 01 133 0 0 CYBEROPTICS CORP COM 232517102 534 306800 SH DEFINED 01 306800 0 0 CYBEROPTICS CORP COM 232517102 81 46400 SH DEFINED 01 05 0 46400 0 CYBER SOURCE COPR COM 23251J106 0 38 SH DEFINED 01 38 0 0 CYMER COM 232572107 3197 171486 SH DEFINED 01 171486 0 0 CYMER INC COM 232572107 1 60 SH DEFINED 01 02 0 60 0 CYPRESS SEMICONDUCTOR COM 232806109 33 5018 SH DEFINED 01 5018 0 0 CYSIVE INC COM 23281T108 0 76 SH DEFINED 01 76 0 0 CYTEC INDS COM 232820100 1295 59029 SH DEFINED 01 59029 0 0 CYTEC INDS COM 232820100 6 277 SH DEFINED 01 03 0 277 0 CYTEC INDUSTRIES COM 232820100 97 4423 SH DEFINED 01 02 0 4423 0 CYTOGEN CORP COM 232824102 0 242 SH DEFINED 01 242 0 0 D & K HEALTHCARE RESOURCES COM 232861104 313 35000 SH DEFINED 01 35000 0 0 DNB HOLDING ASA COM 232919993 1343 307100 SH DEFINED 01 307100 0 0 CYTYC COM 232946103 89 8298 SH DEFINED 01 8298 0 0 DDI COM 233162106 0 124 SH DEFINED 01 124 0 0 DMI Furniture Inc COM 233230101 1758 3 SH DEFINED 1 0 3 0 DPL COM 233293109 84 5098 SH DEFINED 01 5098 0 0 DQE COM 23329J104 2326 155041 SH DEFINED 01 155041 0 0 DRS TECHNOLOGIES COM 23330X100 3026 81280 SH DEFINED 01 81280 0 0 DRS TECHNOLOGIES INC COM 23330X100 2 60 SH DEFINED 01 02 0 60 0 HORTON (DR) COM 23331A109 111 5945 SH DEFINED 01 5945 0 0 DST SYSTEMS COM 233326107 22685 769762 SH DEFINED 01 769762 0 0 DST SYSTEMS COM 233326107 36032 1222634 SH DEFINED 01 02 0 1222634 0 DST SYSTEMS COM 233326107 2020 68545 SH DEFINED 01 03 0 68545 0 DST SYSTEMS COM 233326107 11633 394713 SH DEFINED 01 05 0 394713 0 DSP GROUP COM 23332B106 3837 238967 SH DEFINED 01 238967 0 0 DSP GROUP COM 23332B106 3 190 SH DEFINED 01 02 0 190 0 DSP GROUP COM 23332B106 80 5000 SH DEFINED 01 05 0 5000 0 DTE ENERGY COM 233331107 77860 1913005 SH DEFINED 01 1913005 0 0 DTE ENERGY COM 233331107 1597 39235 SH DEFINED 01 03 0 39235 0 DTE ENERGY COM 233331107 202 4963 SH DEFINED 01 05 0 4963 0 DTE ENERGY COMPANY COM 233331107 157 3850 SH DEFINED 01 02 0 3850 0 DTE ENERGY CVT PFD CVT PRF 233331206 7473 290000 SH DEFINED 01 290000 0 0 D/S 1912 CL B COM 233334994 140 25 SH DEFINED 01 25 0 0 GROUP DANONE COM 233640994 539 4467 SH DEFINED 01 4467 0 0 DAILY MAIL & GENERAL COM 233803998 212 28683 SH DEFINED 01 28683 0 0 DAIICHI PHARM COM 233816990 1915 118000 SH DEFINED 01 118000 0 0 OMC CARD INC COM 233827997 276 85000 SH DEFINED 01 85000 0 0 DAIMLERCHRYSLER COM 233833995 6316 188512 SH DEFINED 01 188512 0 0 DAIMLERCHRYSLER COM 233833995 8564 255616 SH DEFINED 01 05 0 255616 0 DAISEKI CO LTD COM 234025997 361 24000 SH DEFINED 01 24000 0 0 DAITO TRUST CONSTR COM 234055994 2133 96000 SH DEFINED 01 96000 0 0 DAIWA HOUSE INDS COM 234062107 1381 226000 SH DEFINED 01 226000 0 0 DAKTRONICS COM 234264109 2 160 SH DEFINED 01 02 0 160 0 DANA COM 235811106 2088 159643 SH DEFINED 01 159643 0 0 DANA COM 235811106 452 34577 SH DEFINED 01 03 0 34577 0 DANA COM 235811106 23 1732 SH DEFINED 01 05 0 1732 0 DANAHER COM 235851102 31630 556383 SH DEFINED 01 556383 0 0 DANAHER COM 235851102 4241 74601 SH DEFINED 01 03 0 74601 0 DANAHER COM 235851102 9110 160248 SH DEFINED 01 05 0 160248 0 DANAHER CORP COM 235851102 16870 296653 SH DEFINED 01 02 0 296653 0 DANAHER CVT CONV BND 235851AF9 498 760000 PRN DEFINED 01 02 0 0 760000 DARDEN RESTAURANT COM 237194105 2960 122100 SH DEFINED 01 02 0 122100 0 DARDEN RESTAURANTS COM 237194105 948 39075 SH DEFINED 01 39075 0 0 DARDEN RESTAURANTS COM 237194105 966 39867 SH DEFINED 01 03 0 39867 0 DARDEN RESTAURANTS COM 237194105 48 1999 SH DEFINED 01 05 0 1999 0 DATASCOPE COM 238113104 4524 167203 SH DEFINED 01 167203 0 0 DATASCOPE COM 238113104 322 11900 SH DEFINED 01 05 0 11900 0 DAVEL COMMUNICATIONS COM 238341101 93 3711350 SH DEFINED 01 3711350 0 0 DAVEL COMMUNICATIONS COM 238341101 47 1888173 SH DEFINED 01 05 0 1888173 0 DAVITA COM 23918K108 362 15324 SH DEFINED 01 15324 0 0 DEAN FOODS COM 242370104 222 5580 SH DEFINED 01 5580 0 0 DEAN FOODS COM 242370104 8752 220000 SH DEFINED 01 05 0 220000 0 DEB SHOPS COM 242728103 4 150 SH DEFINED 01 02 0 150 0 DEERE & CO COM 244199105 99752 2194769 SH DEFINED 01 2194769 0 0 DEERE & CO COM 244199105 2784 61268 SH DEFINED 01 03 0 61268 0 DEERE & CO COM 244199105 10188 224167 SH DEFINED 01 05 0 224167 0 DEERE & COMPANY COM 244199105 18023 396478 SH DEFINED 01 02 0 396478 0 DEL MONTE FOODS CO COM 24522P103 1201 147039 SH DEFINED 01 147039 0 0 DEL MONTE FOODS CO COM 24522P103 49 5965 SH DEFINED 01 02 0 5965 0 DEL MONTE FOODS CO COM 24522P103 3 366 SH DEFINED 01 03 0 366 0 DEL MONTE FOODS CO COM 24522P103 108 13200 SH DEFINED 01 05 0 13200 0 DELIAS CL A COM 24688Q101 339 323000 SH DEFINED 01 323000 0 0 DELL COMPUTER COM 247025109 175039 7442164 SH DEFINED 01 7442164 0 0 DELL COMPUTER COM 247025109 14535 617985 SH DEFINED 01 03 0 617985 0 DELL COMPUTER COM 247025109 24732 1051507 SH DEFINED 01 05 0 1051507 0 DELL COMPUTER CORP COM 247025109 3331 141620 SH DEFINED 01 0 141620 0 DELL COMPUTER CORP COM 247025109 20835 885863 SH DEFINED 01 02 0 885863 0 DELL COMPUTERS COM 247025109 2302 97871 SH DEFINED 11 12 0 97871 0 DELL COMPUTERS COM 247025109 12640 537395 SH DEFINED 11 12 13 0 537395 0 DELPHI COM 247126105 1536 179665 SH DEFINED 01 179665 0 0 DELPHI COM 247126105 1113 130220 SH DEFINED 01 03 0 130220 0 DELPHI COM 247126105 56 6530 SH DEFINED 01 05 0 6530 0 DELPHI FINANCIAL GROUP CL A COM 247131105 2346 64429 SH DEFINED 01 64429 0 0 DELTA & PINE LAND COM 247357106 2250 120083 SH DEFINED 01 120083 0 0 DELTA AIR LINES COM 247361108 457 49210 SH DEFINED 01 49210 0 0 DELTA AIR LINES COM 247361108 267 28689 SH DEFINED 01 03 0 28689 0 DELTA AIR LINES COM 247361108 13 1436 SH DEFINED 01 05 0 1436 0 DELTIC TIMBER COM 247850100 824 37471 SH DEFINED 01 37471 0 0 DELUXE COM 248019101 97 2160 SH DEFINED 01 2160 0 0 DELUXE COM 248019101 655 14541 SH DEFINED 01 03 0 14541 0 DELUXE COM 248019101 33 729 SH DEFINED 01 05 0 729 0 DANSKE BANK COM 248205999 1389 91570 SH DEFINED 01 91570 0 0 DENDRITE COM 248239105 466 73805 SH DEFINED 01 02 0 73805 0 DENDRITE INTL COM 248239105 9623 1525167 SH DEFINED 01 1525167 0 0 DENDRITE INTL COM 248239105 860 136350 SH DEFINED 01 03 0 136350 0 DENDRITE INTL COM 248239105 451 71505 SH DEFINED 01 05 0 71505 0 DENISON INTL ADR COM 248335101 2986 199100 SH DEFINED 01 199100 0 0 DENISON INTL ADR COM 248335101 292 19500 SH DEFINED 01 05 0 19500 0 DENTSPLY INTL COM 249030107 130 3214 SH DEFINED 01 3214 0 0 DENTSU COM 249040999 1868 490 SH DEFINED 01 490 0 0 DENTSU COM 249040999 34 9 SH DEFINED 01 03 0 9 0 DENTSU COM 249040999 3537 928 SH DEFINED 01 05 0 928 0 DENWAY MOTORS LTD COM 249112996 2765 8802000 SH DEFINED 01 8802000 0 0 DENWAY MOTORS LTD COM 249112996 111 354000 SH DEFINED 01 05 0 354000 0 DEPARTMENT 56 COM 249509100 36 3458 SH DEFINED 01 02 0 3458 0 DEPT 56 COM 249509100 1044 99870 SH DEFINED 01 99870 0 0 DEPT 56 COM 249509100 2 224 SH DEFINED 01 03 0 224 0 DEPT 56 COM 249509100 78 7500 SH DEFINED 01 05 0 7500 0 DEUTSCHE BANK COM 251525101 7963 174979 SH DEFINED 01 174979 0 0 DEUTSCHE BANK COM 251525101 108 2367 SH DEFINED 01 03 0 2367 0 DEUTSCHE BANK COM 251525101 10614 233199 SH DEFINED 01 05 0 233199 0 DEUTSCHE BOERSE AG COM 251549994 545 16305 SH DEFINED 01 16305 0 0 DEUTSCHE TELEKOM ADR COM 251566105 240 29000 SH DEFINED 01 29000 0 0 DEVELOPERS DIVERSIFIED REALTY COM 251591103 249 11314 SH DEFINED 01 11314 0 0 DEVELOPERS DIVERSIFIED REALTY COM 251591103 49 2220 SH DEFINED 01 05 0 2220 0 DEVON ENERGY COM 25179M103 16784 347869 SH DEFINED 01 347869 0 0 DEVON ENERGY COM 25179M103 35990 745900 SH DEFINED 01 02 0 745900 0 DEVON ENERGY COM 25179M103 2758 57164 SH DEFINED 01 03 0 57164 0 DEVON ENERGY COM 25179M103 460 9533 SH DEFINED 01 05 0 9533 0 DEVON ENERGY CVT CONV BND 25179MAA1 398 400000 PRN DEFINED 01 02 0 0 400000 DEVRY COM 251893103 13553 727844 SH DEFINED 01 727844 0 0 DEVRY COM 251893103 1839 98750 SH DEFINED 01 03 0 98750 0 DEVRY COM 251893103 690 37036 SH DEFINED 01 05 0 37036 0 DEVRY INC. COM 251893103 21207 1139046 SH DEFINED 01 02 0 1139046 0 DIA DEXUS CV SERIES C COM 252425996 3083 795698 SH DEFINED 01 795698 0 0 DIA DEXUS CV SERIES C COM 252425996 6167 1591398 SH DEFINED 01 05 0 1591398 0 DIAGEO PLC NEW ORDS COM 25243A994 978 78854 SH DEFINED 01 78854 0 0 DIAGEO ADR COM 25243Q205 8654 173400 SH DEFINED 01 173400 0 0 DIAGNOSTIC PRODUCTS COM 252450101 40599 882579 SH DEFINED 01 882579 0 0 DIAGNOSTIC PRODUCTS COM 252450101 35646 774876 SH DEFINED 01 02 0 774876 0 DIAGNOSTIC PRODUCTS COM 252450101 4379 95200 SH DEFINED 01 03 0 95200 0 DIAGNOSTIC PRODUCTS COM 252450101 1979 43035 SH DEFINED 01 05 0 43035 0 DIAL COM 25247D101 80 3722 SH DEFINED 01 3722 0 0 DIAL CORP COM 25247D101 1 60 SH DEFINED 01 02 0 60 0 DIAMOND OFFSHORE DRI COM 25271C102 6 293 SH DEFINED 01 293 0 0 DIAMONDS TRUST SERIE COM 252787106 44 577 SH DEFINED 01 02 0 577 0 DIAMONDCLUSTER INTERNATIONAL I COM 25278P106 946 290363 SH DEFINED 01 290363 0 0 DIANON SYSTEMS COM 252826102 5161 109100 SH DEFINED 01 109100 0 0 DIANON SYSTEMS COM 252826102 4168 88100 SH DEFINED 01 05 0 88100 0 DIANON SYSTEMS INC COM 252826102 13 290 SH DEFINED 01 02 0 290 0 DIEBOLD COM 253651103 24034 730078 SH DEFINED 01 730078 0 0 DIEBOLD COM 253651103 3130 95074 SH DEFINED 01 05 0 95074 0 DIGEX COM 253756100 0 39 SH DEFINED 01 39 0 0 DIGI INTL COM 253798102 136 69710 SH DEFINED 01 69710 0 0 DIGITAL LIGHTWAVE COM 253855100 0 80 SH DEFINED 01 80 0 0 DIGITAL INSIGHT COM 25385P106 237 15072 SH DEFINED 01 15072 0 0 DIGITAL RIVER COM 25388B104 1 88 SH DEFINED 01 88 0 0 DIGITAS INC COM 25388K104 0 110 SH DEFINED 01 110 0 0 DIGITAL THINK COM 25388M100 0 70 SH DEFINED 01 70 0 0 DIME COMMUNITY COM 253922108 65 3047 SH DEFINED 01 02 0 3047 0 DIME COMMUNITY BANCSHARES COM 253922108 4513 210666 SH DEFINED 01 210666 0 0 DIME COMMUNITY BANCSHARES COM 253922108 4 191 SH DEFINED 01 03 0 191 0 DIME COMMUNITY BANCSHARES COM 253922108 287 13383 SH DEFINED 01 05 0 13383 0 DILLARD'S CL A COM 254067101 3551 175933 SH DEFINED 01 175933 0 0 DILLARD'S CL A COM 254067101 408 20207 SH DEFINED 01 03 0 20207 0 DILLARD'S CL A COM 254067101 105 5181 SH DEFINED 01 05 0 5181 0 DIMON COM 254394109 874 139995 SH DEFINED 01 139995 0 0 DIONEX COM 254546104 1691 66174 SH DEFINED 01 66174 0 0 DISNEY (WALT) COM 254687106 14712 971691 SH DEFINED 01 971691 0 0 DISNEY (WALT) COM 254687106 7192 475055 SH DEFINED 01 03 0 475055 0 DISNEY (WALT) COM 254687106 8082 533844 SH DEFINED 01 05 0 533844 0 DISNEY WALT CO COM 254687106 2607 172230 SH DEFINED 01 0 172230 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 CL A COM 255402406 0 170 SH DEFINED 01 170 0 0 THEROX CVT SERIES H PRF 256000XY1 3257 814130 SH DEFINED 01 814130 0 0 THEROX CVT 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 3528 13571 SH DEFINED 01 13571 0 0 DOBSON COMM PIK PFD 13.00% PRF 256072505 715 2750 SH DEFINED 01 05 0 2750 0 DOCTOR REDDY'S LAB COM 256135203 118 7000 SH DEFINED 01 7000 0 0 DOCUMENTUM INC COM 256159104 737 63734 SH DEFINED 01 63734 0 0 DOCUMENTUM INC COM 256159104 2 130 SH DEFINED 01 02 0 130 0 DOCUMENTUM INC COM 256159104 70 6100 SH DEFINED 01 05 0 6100 0 DOLE FOOD COM 256605106 692 23843 SH DEFINED 01 23843 0 0 DOLLAR GENERAL COM 256669102 24173 1801244 SH DEFINED 01 1801244 0 0 DOLLAR GENERAL COM 256669102 1041 77572 SH DEFINED 01 03 0 77572 0 DOLLAR GENERAL COM 256669102 25433 1895191 SH DEFINED 01 05 0 1895191 0 DOLLAR THRIFY AUTOMOTIVE GROUP COM 256743105 2 100 SH DEFINED 01 100 0 0 DOLLAR TREE STORES COM 256747106 5716 259308 SH DEFINED 01 259308 0 0 DOLLAR TREE STORES COM 256747106 5995 272000 SH DEFINED 01 05 0 272000 0 DOMINION RES INC VA COM 25746U109 4973 98035 SH DEFINED 01 0 98035 0 DOMINION RES INC VA COM 25746U109 14504 285910 SH DEFINED 01 02 0 285910 0 DOMINION RESOURCES COM 25746U109 422655 8331444 SH DEFINED 01 8331444 0 0 DOMINION RESOURCES COM 25746U109 3300 65045 SH DEFINED 01 03 0 65045 0 DOMINION RESOURCES COM 25746U109 70797 1395559 SH DEFINED 01 05 0 1395559 0 DOMINION RESOURCES CVT 9.50% PRF 25746U208 27528 542000 SH DEFINED 01 542000 0 0 DONALDSON COM 257651109 1452 42291 SH DEFINED 01 42291 0 0 DONALDSON COM 257651109 5404 157400 SH DEFINED 01 05 0 157400 0 DONNELLEY (RR) & SONS COM 257867101 24134 1026497 SH DEFINED 01 1026497 0 0 DONNELLEY (RR) & SONS COM 257867101 620 26373 SH DEFINED 01 03 0 26373 0 DONNELLEY (RR) & SONS COM 257867101 3093 131599 SH DEFINED 01 05 0 131599 0 DORAL FINANCIAL COM 25811P100 3259 135000 SH DEFINED 01 135000 0 0 DORAL FINANCIAL COM 25811P100 5202 215500 SH DEFINED 01 05 0 215500 0 DOUBLECLICK INC COM 258609304 4 708 SH DEFINED 01 708 0 0 DOVER COM 260003108 14893 586805 SH DEFINED 01 586805 0 0 DOVER COM 260003108 1197 47178 SH DEFINED 01 03 0 47178 0 DOVER COM 260003108 1387 54655 SH DEFINED 01 05 0 54655 0 DOVER DOWNS GAMING & ENTERTAIN COM 260095104 4835 593997 SH DEFINED 01 593997 0 0 DOVER DOWNS GAMING & ENTERTAIN COM 260095104 507 62300 SH DEFINED 01 05 0 62300 0 DOVER MOTORSPORTS COM 260174107 43 10639 SH DEFINED 01 10639 0 0 DOW CHEMICAL COM 260543103 2139 78330 SH DEFINED 01 0 78330 0 DOW CHEMICAL COM 260543103 92533 3388211 SH DEFINED 01 3388211 0 0 DOW CHEMICAL COM 260543103 676 24750 SH DEFINED 01 02 0 24750 0 DOW CHEMICAL COM 260543103 7911 289684 SH DEFINED 01 03 0 289684 0 DOW CHEMICAL COM 260543103 12571 460291 SH DEFINED 01 05 0 460291 0 DOW JONES COM 260561105 109 2853 SH DEFINED 01 2853 0 0 DOW JONES COM 260561105 751 19560 SH DEFINED 01 03 0 19560 0 DOW JONES COM 260561105 37 972 SH DEFINED 01 05 0 972 0 DOWNEY FINANCIAL COM 261018105 3036 88644 SH DEFINED 01 88644 0 0 DRESS BARN COM 261570105 1781 114448 SH DEFINED 01 114448 0 0 DRESS BARN COM 261570105 4 287 SH DEFINED 01 03 0 287 0 THE DRESS BARN COM 261570105 71 4538 SH DEFINED 01 02 0 4538 0 DREXLER TECH CORP COM 261876106 1 40 SH DEFINED 01 02 0 40 0 DREYER'S GRAND ICE CREAM COM 261878102 730 10449 SH DEFINED 01 10449 0 0 DRIL-QUIP COM 262037104 915 54312 SH DEFINED 01 54312 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 4828 118000 SH DEFINED 01 118000 0 0 DU PONT(EI) DE NEMOURS COM 263534109 26191 726114 SH DEFINED 01 726114 0 0 DU PONT(EI) DE NEMOURS COM 263534109 8377 232235 SH DEFINED 01 03 0 232235 0 DU PONT(EI) DE NEMOURS COM 263534109 18392 509911 SH DEFINED 01 05 0 509911 0 DUANE READE COM 263578106 2541 158770 SH DEFINED 01 158770 0 0 DUKE ENERGY COM 264399106 22381 1144840 SH DEFINED 01 1144840 0 0 DUKE ENERGY COM 264399106 4081 208731 SH DEFINED 01 03 0 208731 0 DUKE ENERGY COM 264399106 10024 512731 SH DEFINED 01 05 0 512731 0 DUKE ENERGY CVT 8.25% PRF 264399585 6400 400000 SH DEFINED 01 400000 0 0 DUKE REALTY CORP COM 264411505 7 303 SH DEFINED 01 303 0 0 DUN & BRADSTREET COM 26483E100 3399 101134 SH DEFINED 01 101134 0 0 DURA AUTOMOTIVE SYST COM 265903104 53 4280 SH DEFINED 01 02 0 4280 0 DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 1146 93554 SH DEFINED 01 93554 0 0 DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 3 257 SH DEFINED 01 03 0 257 0 DURA AUTOMOTIVE SYSTEMS CL A COM 265903104 148 12046 SH DEFINED 01 05 0 12046 0 DUPONT PHOTOMASKS COM 26613X101 1279 56150 SH DEFINED 01 56150 0 0 DURBAN ROODEPORT ADR COM 266597301 1040 250000 SH DEFINED 01 250000 0 0 DURBAN RESTRICTED COM 266599992 218 50000 SH DEFINED 01 50000 0 0 DYCOM INDS COM 267475101 449 48918 SH DEFINED 01 48918 0 0 DYCOM INDS COM 267475101 52 5700 SH DEFINED 01 05 0 5700 0 DYNEGY CL A COM 26816Q101 15 12639 SH DEFINED 01 12639 0 0 DYNEGY CL A COM 26816Q101 100 85962 SH DEFINED 01 03 0 85962 0 DYNEGY CL A COM 26816Q101 5 4311 SH DEFINED 01 05 0 4311 0 CBEYOND COMMUNICATIO PRF 268470986 1887 545002 SH DEFINED 01 05 0 545002 0 CBEYOND COMMUNICATIONS - FORMA PRF 268470994 0 899041 SH DEFINED 01 05 0 899041 0 EGL COM 268484102 1765 160282 SH DEFINED 01 160282 0 0 E-L FINANCIAL CORP LTD COM 268575107 871 5100 SH DEFINED 01 5100 0 0 E-LOAN COM 26861P107 0 102 SH DEFINED 01 102 0 0 EMC COM 268648102 35538 7776380 SH DEFINED 01 7776380 0 0 EMC COM 268648102 2419 529177 SH DEFINED 01 03 0 529177 0 EMC COM 268648102 1328 290536 SH DEFINED 01 05 0 290536 0 EMC CORPORATION COM 268648102 827 181000 SH DEFINED 01 0 181000 0 EMC CORPORATION COM 268648102 6576 1438393 SH DEFINED 01 02 0 1438393 0 AMERICAN INTERNATIONAL GROUP COM 26874107 2660 48622 SH DEFINED 11 12 0 48622 0 AMERICAN INTL GROUP COM 26874107 18552 339157 SH DEFINED 11 12 13 0 339157 0 ENSCO INTL COM 26874Q100 13923 556009 SH DEFINED 01 556009 0 0 ENSCO INTL COM 26874Q100 2222 88700 SH DEFINED 01 03 0 88700 0 ENSCO INTL COM 26874Q100 4814 192262 SH DEFINED 01 05 0 192262 0 ENSCO INTL INC COM 26874Q100 35964 1436203 SH DEFINED 01 02 0 1436203 0 ENI COM 26874R991 7854 572493 SH DEFINED 01 572493 0 0 ENI COM 26874R991 306 22293 SH DEFINED 01 03 0 22293 0 EOG RESOURCES COM 26875P101 3324 92428 SH DEFINED 01 92428 0 0 EOG RESOURCES COM 26875P101 973 27044 SH DEFINED 01 03 0 27044 0 EOG RESOURCES COM 26875P101 49 1353 SH DEFINED 01 05 0 1353 0 E.ON ADR COM 268780103 14211 300000 SH DEFINED 01 300000 0 0 E.ON COM 268780996 3760 79600 SH DEFINED 01 79600 0 0 E.PIPHANY INC COM 26881V100 2 462 SH DEFINED 01 462 0 0 ESS TECHNOLOGY COM 269151106 1431 232763 SH DEFINED 01 232763 0 0 ESS TECHNOLOGY COM 269151106 1 130 SH DEFINED 01 02 0 130 0 ESS TECHNOLOGY COM 269151106 79 12900 SH DEFINED 01 05 0 12900 0 E*TRADE GROUP COM 269246104 3810 856092 SH DEFINED 01 856092 0 0 E*TRADE GROUP COM 269246104 233 52400 SH DEFINED 01 05 0 52400 0 EARTHLINK COM 270321102 552 103359 SH DEFINED 01 103359 0 0 EARTHLINK COM 270321102 3 477 SH DEFINED 01 03 0 477 0 EARTHLINK COM 270321102 67 12600 SH DEFINED 01 05 0 12600 0 EARTHLINK INK COM 270321102 40 7512 SH DEFINED 01 02 0 7512 0 EAST JAPAN RAILWAY COM 275200996 7867 1686 SH DEFINED 01 1686 0 0 EAST JAPAN RAILWAY COM 275200996 61 13 SH DEFINED 01 03 0 13 0 EAST JAPAN RAILWAY COM 275200996 5052 1083 SH DEFINED 01 05 0 1083 0 EAST WEST BANCORP COM 27579R104 4410 130628 SH DEFINED 01 130628 0 0 EAST WEST BANCORP COM 27579R104 58 1704 SH DEFINED 01 02 0 1704 0 EAST WEST BANCORP COM 27579R104 3 97 SH DEFINED 01 03 0 97 0 EAST WEST BANCORP COM 27579R104 240 7100 SH DEFINED 01 05 0 7100 0 EASTMAN CHEMICAL COM 277432100 5029 131730 SH DEFINED 01 131730 0 0 EASTMAN CHEMICAL COM 277432100 924 24191 SH DEFINED 01 03 0 24191 0 EASTMAN CHEMICAL COM 277432100 152 4001 SH DEFINED 01 05 0 4001 0 EASTMAN CHEMICAL CO COM 277432100 9835 257716 SH DEFINED 01 02 0 257716 0 EASTMAN KODAK COM 277461109 68971 2531957 SH DEFINED 01 2531957 0 0 EASTMAN KODAK COM 277461109 572 21000 SH DEFINED 01 02 0 21000 0 EASTMAN KODAK COM 277461109 3939 144585 SH DEFINED 01 03 0 144585 0 EASTMAN KODAK COM 277461109 8944 328292 SH DEFINED 01 05 0 328292 0 EATON COM 278058102 16831 264044 SH DEFINED 01 264044 0 0 EATON COM 278058102 1046 16416 SH DEFINED 01 03 0 16416 0 EATON COM 278058102 2187 34306 SH DEFINED 01 05 0 34306 0 EATON VANCE COM 278265103 741 26793 SH DEFINED 01 26793 0 0 EATON VANCE COM 278265103 19166 693450 SH DEFINED 01 02 0 693450 0 EATON VANCE COM 278265103 533 19300 SH DEFINED 01 03 0 19300 0 EBAY COM 278642103 107449 2034641 SH DEFINED 01 2034641 0 0 EBAY COM 278642103 4642 87900 SH DEFINED 01 03 0 87900 0 EBAY COM 278642103 19555 370297 SH DEFINED 01 05 0 370297 0 EBAY INC COM 278642103 43296 819850 SH DEFINED 01 02 0 819850 0 ECHELON CORPORATION COM 27874N105 0 53 SH DEFINED 01 53 0 0 ECHO BAY MINES LTD COM 278751102 784 700000 SH DEFINED 01 700000 0 0 ECHO BAY MINES WTS COM 278751169 259 700000 SH DEFINED 01 700000 0 0 ECHOSTAR COMMUNICATIONS CL A COM 278762109 21062 1217483 SH DEFINED 01 1217483 0 0 ECHOSTAR COMMUNICATIONS CL A COM 278762109 3154 182300 SH DEFINED 01 05 0 182300 0 ECLIPSYS COM 278856109 1 132 SH DEFINED 01 132 0 0 ECOLAB COM 278865100 2655 63635 SH DEFINED 01 63635 0 0 ECOLAB COM 278865100 1256 30109 SH DEFINED 01 03 0 30109 0 ECOLAB COM 278865100 6273 150314 SH DEFINED 01 05 0 150314 0 ECOLAB INC. COM 278865100 12563 301080 SH DEFINED 01 02 0 301080 0 EDEN BIOSCIENCE CORP COM 279445100 0 155 SH DEFINED 01 155 0 0 EDISON INTL COM 281020107 3210 321020 SH DEFINED 01 321020 0 0 EDISON INTL COM 281020107 758 75833 SH DEFINED 01 03 0 75833 0 EDISON INTL COM 281020107 38 3799 SH DEFINED 01 05 0 3799 0 EDISON SCHOOLS INC COM 281033100 0 176 SH DEFINED 01 176 0 0 EDO COM 281347104 1383 61725 SH DEFINED 01 61725 0 0 EDUCATION MANAGEMENT COM 28139T101 1104 24941 SH DEFINED 01 24941 0 0 EDWARDS (JD) & CO COM 281667105 282 30414 SH DEFINED 01 30414 0 0 EDWARDS (JD) & CO COM 281667105 17 1800 SH DEFINED 01 05 0 1800 0 J D EDWARDS & CO COM 281667105 1 110 SH DEFINED 01 02 0 110 0 EDWARDS (AG) COM 281760108 102 3191 SH DEFINED 01 3191 0 0 EDWARDS LIFESCIENCES COM 28176E108 113 4387 SH DEFINED 01 4387 0 0 EFUNDS COM 28224R101 6229 663931 SH DEFINED 01 663931 0 0 EFUNDS COM 28224R101 509 54300 SH DEFINED 01 05 0 54300 0 EGAIN COMMUN CORP COM 28225C103 0 92 SH DEFINED 01 92 0 0 EL PASO COM 28336L109 29717 3593140 SH DEFINED 01 3593140 0 0 EL PASO COM 28336L109 1500 181384 SH DEFINED 01 03 0 181384 0 EL PASO COM 28336L109 3501 423237 SH DEFINED 01 05 0 423237 0 EL PASO CORPORATION COM 28336L109 94 11400 SH DEFINED 01 02 0 11400 0 EL PASO ELECTRIC COM 283677854 4304 362289 SH DEFINED 01 362289 0 0 EL PASO ELECTRIC COM 283677854 79 6671 SH DEFINED 01 02 0 6671 0 EL PASO ELECTRIC COM 283677854 5 428 SH DEFINED 01 03 0 428 0 EL PASO ELECTRIC COM 283677854 158 13304 SH DEFINED 01 05 0 13304 0 ELECTRO SCIENTIFIC COM 285229100 1 95 SH DEFINED 01 02 0 95 0 ELECTRO SCIENTIFIC INDS COM 285229100 5502 370977 SH DEFINED 01 370977 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 722 48734 SH DEFINED 01 05 0 48734 0 ELECTROGLAS COM 285324109 526 262894 SH DEFINED 01 262894 0 0 ELECTROGLAS COM 285324109 35 17400 SH DEFINED 01 05 0 17400 0 ELECTROLUX CL B COM 285378998 2624 173800 SH DEFINED 01 173800 0 0 ELECTRONIC ARTS COM 285512109 72941 1105837 SH DEFINED 01 1105837 0 0 ELECTRONIC ARTS COM 285512109 2138 32410 SH DEFINED 01 03 0 32410 0 ELECTRONIC ARTS COM 285512109 27500 416929 SH DEFINED 01 05 0 416929 0 ELECTRONIC ARTS INC COM 285512109 4101 62150 SH DEFINED 01 02 0 62150 0 ELECTRONIC DATA SYST COM 285661104 236 16900 SH DEFINED 01 02 0 16900 0 ELECTRONIC DATA SYSTEMS COM 285661104 12836 918141 SH DEFINED 01 918141 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 2407 172202 SH DEFINED 01 03 0 172202 0 ELECTRONIC DATA SYSTEMS COM 285661104 2276 162716 SH DEFINED 01 05 0 162716 0 ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 1455 53000 SH DEFINED 01 53000 0 0 ELECTRONIC IMAGING COM 286082102 46 3084 SH DEFINED 01 02 0 3084 0 ELECTRONICS FOR IMAGING COM 286082102 3 197 SH DEFINED 01 03 0 197 0 ELKCORP COM 287456107 1039 60882 SH DEFINED 01 60882 0 0 ELOYALTY CORPORATION COM 290151307 0 12 SH DEFINED 01 12 0 0 EMAP PLC COM 290733997 191 17895 SH DEFINED 01 17895 0 0 EMCORE COM 290846104 0 224 SH DEFINED 01 224 0 0 EMCOR GROUP COM 29084Q100 4677 94110 SH DEFINED 01 94110 0 0 EMCOR GROUP COM 29084Q100 6 130 SH DEFINED 01 03 0 130 0 EMCOR GROUP COM 29084Q100 290 5834 SH DEFINED 01 05 0 5834 0 EMCOR GROUP INC COM 29084Q100 102 2075 SH DEFINED 01 02 0 2075 0 EMERSON ELECTRIC COM 291011104 622 14149 SH DEFINED 01 14149 0 0 EMERSON ELECTRIC COM 291011104 18 410 SH DEFINED 01 02 0 410 0 EMERSON ELECTRIC COM 291011104 4307 98012 SH DEFINED 01 03 0 98012 0 EMERSON ELECTRIC COM 291011104 216 4919 SH DEFINED 01 05 0 4919 0 EMMIS COMMUNICATIONS COM 291525103 38 1977 SH DEFINED 01 02 0 1977 0 EMMIS COMMUNICATIONS CL A COM 291525103 2290 120483 SH DEFINED 01 120483 0 0 EMMIS COMMUNICATIONS CL A COM 291525103 2 128 SH DEFINED 01 03 0 128 0 EMMIS COMMUNICATIONS CL A COM 291525103 196 10300 SH DEFINED 01 05 0 10300 0 EMULEX COM 292475209 2 164 SH DEFINED 01 164 0 0 EMULEX CORP CVT CONV BND 292475AB6 241 350000 PRN DEFINED 01 02 0 0 350000 ENDESA COM 292580990 7616 842168 SH DEFINED 01 842168 0 0 ENDESA COM 292580990 113 12524 SH DEFINED 01 03 0 12524 0 ENDESA COM 292580990 10523 1163702 SH DEFINED 01 05 0 1163702 0 ENDO PHARMACEUTICAL COM 29264F205 1458 171000 SH DEFINED 01 171000 0 0 ENDO PHARMACEUTICAL COM 29264F205 2 200 SH DEFINED 01 02 0 200 0 ENDO PHARMACEUTICAL COM 29264F205 121 14200 SH DEFINED 01 05 0 14200 0 ENDOCARE COM 29264P104 1713 119700 SH DEFINED 01 119700 0 0 ENERGEN COM 29265N108 5165 204066 SH DEFINED 01 204066 0 0 ENERGEN COM 29265N108 116 4536 SH DEFINED 01 02 0 4536 0 ENERGEN COM 29265N108 7 284 SH DEFINED 01 03 0 284 0 ENERGEN COM 29265N108 311 12286 SH DEFINED 01 05 0 12286 0 ENERGY EAST COM 29266M109 1335 67420 SH DEFINED 01 67420 0 0 ENERGIZER HOLDINGS COM 29266R108 7932 260917 SH DEFINED 01 260917 0 0 ENERGIZER HOLDINGS COM 29266R108 684 22500 SH DEFINED 01 05 0 22500 0 ENESERVE CORP COM 292799996 319 9000 SH DEFINED 01 9000 0 0 ENGAGE INC COM 292827102 0 641 SH DEFINED 01 641 0 0 ENGELHARD COM 292845104 105 4389 SH DEFINED 01 4389 0 0 ENGELHARD COM 292845104 713 29937 SH DEFINED 01 03 0 29937 0 ENGELHARD COM 292845104 36 1500 SH DEFINED 01 05 0 1500 0 ENGINEERED SUPPORT COM 292866100 1 20 SH DEFINED 01 02 0 20 0 ENGINEERED SUPPORT SYSTEMS COM 292866100 1869 32770 SH DEFINED 01 32770 0 0 ENESCO GROUP COM 292973104 302 43052 SH DEFINED 01 43052 0 0 ENPRO INDUSTRIES INC COM 29355X107 103 30000 SH DEFINED 01 0 30000 0 ENRON CORP COM 293561106 35 306600 SH DEFINED 01 0 306600 0 ENTEGRIS COM 29362U104 5189 667702 SH DEFINED 01 667702 0 0 ENTEGRIS COM 29362U104 1 177 SH DEFINED 01 03 0 177 0 ENTEGRIS COM 29362U104 578 74413 SH DEFINED 01 05 0 74413 0 ENTEGRIS INC COM 29362U104 23 2960 SH DEFINED 01 02 0 2960 0 ENTERASYS NETWORKS COM 293637104 1 433 SH DEFINED 01 433 0 0 ENTERCOM COMMUNICATI COM 293639100 11870 250600 SH DEFINED 01 02 0 250600 0 ENTERCOM COMMUNICATIONS CL A COM 293639100 95 2018 SH DEFINED 01 2018 0 0 ENTERCOM COMMUNICATIONS CL A COM 293639100 332 7000 SH DEFINED 01 03 0 7000 0 ENTERGY COM 29364G103 49975 1201325 SH DEFINED 01 1201325 0 0 ENTERGY COM 29364G103 2183 52466 SH DEFINED 01 03 0 52466 0 ENTERGY COM 29364G103 201 4815 SH DEFINED 01 05 0 4815 0 ENTERPRISE PRODS PAR COM 293792107 7 334 SH DEFINED 01 334 0 0 ENTRAVISION COMMUNICATIONS CL COM 29382R107 845 63780 SH DEFINED 01 63780 0 0 ENTRADA NETWORKS INC COM 29382Y102 0 8 SH DEFINED 01 8 0 0 ENTRUST INC COM 293848107 1 169 SH DEFINED 01 169 0 0 ENZON COM 293904108 3012 156600 SH DEFINED 01 156600 0 0 ENZON COM 293904108 102 5300 SH DEFINED 01 03 0 5300 0 ENZON COM 293904108 5535 287700 SH DEFINED 01 05 0 287700 0 ENZON INC COM 293904108 3661 190290 SH DEFINED 01 02 0 190290 0 ENZON INC CVT CONV BND 293904AB4 226 330000 PRN DEFINED 01 02 0 0 330000 ENZO BIOCHEM COM 294100102 1277 89310 SH DEFINED 01 89310 0 0 Epimmune Inc COM 29425Y101 20310 24 SH DEFINED 1 0 24 0 EQUIFAX COM 294429105 106 4875 SH DEFINED 01 4875 0 0 EQUIFAX COM 294429105 727 33461 SH DEFINED 01 03 0 33461 0 EQUIFAX COM 294429105 36 1678 SH DEFINED 01 05 0 1678 0 EQUITABLE RESOURCES COM 294549100 31563 913554 SH DEFINED 01 913554 0 0 EQUITABLE RESOURCES COM 294549100 76 2200 SH DEFINED 01 05 0 2200 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 21057 815486 SH DEFINED 01 815486 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2528 97903 SH DEFINED 01 03 0 97903 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 16516 639691 SH DEFINED 01 05 0 639691 0 EQUITY RESIDENTIAL COM 29476L107 33247 1388811 SH DEFINED 01 1388811 0 0 EQUITY RESIDENTIAL COM 29476L107 294 12300 SH DEFINED 01 02 0 12300 0 EQUITY RESIDENTIAL COM 29476L107 2664 111288 SH DEFINED 01 03 0 111288 0 EQUITY RESIDENTIAL COM 29476L107 4467 186590 SH DEFINED 01 05 0 186590 0 ERICSSON LM ADR CL B COM 294821400 8 22114 SH DEFINED 01 22114 0 0 ERIE INDTY CO COM 29530P102 7 161 SH DEFINED 01 161 0 0 ERSTE BANK DER OESTERRICHISCHE COM 295599997 172 2760 SH DEFINED 01 2760 0 0 ESPERION THERAPEUTICS COM 29664R106 343 60000 SH DEFINED 01 60000 0 0 ESSILOR INTERNATIONAL COM 296700990 655 16142 SH DEFINED 01 16142 0 0 ESSEX PROPERTY TRUST COM 297178105 5129 103745 SH DEFINED 01 103745 0 0 ESSEX PROPERTY TRUST COM 297178105 227 4600 SH DEFINED 01 05 0 4600 0 ESTERLINE CORP COM 297425100 57 3435 SH DEFINED 01 02 0 3435 0 ESTERLINE TECHNOLOGIES COM 297425100 2147 129035 SH DEFINED 01 129035 0 0 ESTERLINE TECHNOLOGIES COM 297425100 4 215 SH DEFINED 01 03 0 215 0 ESTERLINE TECHNOLOGIES COM 297425100 140 8400 SH DEFINED 01 05 0 8400 0 DELHAIZE GROUP COM 29759W994 549 33800 SH DEFINED 01 33800 0 0 ETHAN ALLEN COM 297602104 582 18000 SH DEFINED 01 0 18000 0 ETHAN ALLEN INTERIORS COM 297602104 3931 121487 SH DEFINED 01 121487 0 0 EURONEXT COM 298699992 255 13500 SH DEFINED 01 13500 0 0 EUROMONEY INSTITUTIONAL INVEST COM 298730995 28 8700 SH DEFINED 01 8700 0 0 EURONET WORLDWIDE INC COM 298736109 386 76800 SH DEFINED 01 76800 0 0 EVERGREEN RESOURCE COM 299900308 4 100 SH DEFINED 01 02 0 100 0 EVERGREEN RESOURCES COM 299900308 5067 123642 SH DEFINED 01 123642 0 0 EVERGREEN RESOURCES COM 299900308 246 6000 SH DEFINED 01 05 0 6000 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 EXACT SCIENCES CORP COM 30063P105 808 60400 SH DEFINED 01 60400 0 0 EXACT SCIENCES CORP COM 30063P105 1 100 SH DEFINED 01 02 0 100 0 EXACT SCIENCES CORP COM 30063P105 98 7300 SH DEFINED 01 05 0 7300 0 EXAR COM 300645108 3090 267475 SH DEFINED 01 267475 0 0 EXAR COM 300645108 98 8500 SH DEFINED 01 05 0 8500 0 EXAR CORP COM 300645108 2 170 SH DEFINED 01 02 0 170 0 EXCHANGE APPLICATION COM 300867306 0 3 SH DEFINED 01 3 0 0 EXEL PLC COM 301600995 374 37853 SH DEFINED 01 37853 0 0 EXELON COM 30161N101 48698 1025221 SH DEFINED 01 1025221 0 0 EXELON COM 30161N101 3575 75280 SH DEFINED 01 03 0 75280 0 EXELON COM 30161N101 307 6465 SH DEFINED 01 05 0 6465 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 22 16500000 PRN DEFINED 01 02 0 0 16500000 EXPEDIA CL A COM 302125109 7344 145000 SH DEFINED 01 145000 0 0 EXPEDIA CL A COM 302125109 309 6100 SH DEFINED 01 05 0 6100 0 EXPEDIA INC WTS EXP 02/04/2009 COM 302125125 1 25 SH DEFINED 01 25 0 0 EXPEDITORS INTL OF WASHINGTON COM 302130109 118 4256 SH DEFINED 01 4256 0 0 EXPEDITORS INTL OF WASHINGTON COM 302130109 3699 132400 SH DEFINED 01 05 0 132400 0 EXPRO INTERNATIONAL COM 302155999 218 38500 SH DEFINED 01 38500 0 0 EXPRESS SCRIPTS CL A COM 302182100 37125 680927 SH DEFINED 01 680927 0 0 EXPRESS SCRIPTS CL A COM 302182100 2950 54100 SH DEFINED 01 03 0 54100 0 EXPRESS SCRIPTS CL A COM 302182100 8931 163795 SH DEFINED 01 05 0 163795 0 EXPRESS SCRIPTS INC COM 302182100 1733 31776 SH DEFINED 01 02 0 31776 0 EXPRESSJET HOLDINGS COM 30218U108 49 5176 SH DEFINED 01 02 0 5176 0 EXPRESSJET HOLDINGS INC COM 30218U108 1270 138000 SH DEFINED 01 138000 0 0 EXPRESSJET HOLDINGS INC COM 30218U108 3 330 SH DEFINED 01 03 0 330 0 EXPRESSJET HOLDINGS INC COM 30218U108 108 11700 SH DEFINED 01 05 0 11700 0 UTD BUSINESS COM 3022421 3 999 SH DEFINED 01 10 999 0 0 EXTENDED STAY AMERICA COM 30224P101 49 3856 SH DEFINED 01 3856 0 0 EXTREME NETWORKS COM 30226D106 550 130724 SH DEFINED 01 130724 0 0 EXTREME NETWORKS COM 30226D106 66 15600 SH DEFINED 01 05 0 15600 0 EXTREME NETWORKS INC COM 30226D106 1 300 SH DEFINED 01 02 0 300 0 EXULT COM 302284104 1 410 SH DEFINED 01 410 0 0 EXXON CORP COM 30231G102 402 12600 SH DEFINED 11 12 0 12600 0 EXXON CORP COM 30231G102 5787 181400 SH DEFINED 11 12 13 0 181400 0 EXXON MOBIL COM 30231G102 464192 14551462 SH DEFINED 01 14551462 0 0 EXXON MOBIL COM 30231G102 50375 1579151 SH DEFINED 01 03 0 1579151 0 EXXON MOBIL COM 30231G102 161267 5055351 SH DEFINED 01 05 0 5055351 0 EXXON MOBIL CORP COM 30231G102 6459 202475 SH DEFINED 01 0 202475 0 EXXON MOBIL CORP COM 30231G102 3613 113196 SH DEFINED 01 02 0 113196 0 FBR ASSET INVESTMENT COM 30241E303 1813 58000 SH DEFINED 01 58000 0 0 FBR ASSET INVESTMENT COM 30241E303 46 1473 SH DEFINED 01 02 0 1473 0 FBR ASSET INVESTMENT COM 30241E303 3 94 SH DEFINED 01 03 0 94 0 FBR ASSET INVESTMENT COM 30241E303 166 5300 SH DEFINED 01 05 0 5300 0 FEI COM 30241L109 22 1489 SH DEFINED 01 1489 0 0 FLIR SYSTEMS COM 302445101 2134 61000 SH DEFINED 01 61000 0 0 FLIR SYSTEMS COM 302445101 4269 122000 SH DEFINED 01 05 0 122000 0 FMC COM 302491303 35 1358 SH DEFINED 01 1358 0 0 FMC TECHNOLOGIES COM 30249U101 661 39456 SH DEFINED 01 39456 0 0 FNB COM 302520101 4 129 SH DEFINED 01 129 0 0 FPIC INSURANCE GROUP INC COM 302563101 44 5050 SH DEFINED 01 5050 0 0 FPIC INSURANCE GROUP INC COM 302563101 6 630 SH DEFINED 01 05 0 630 0 FPL GROUP COM 302571104 59327 1102718 SH DEFINED 01 1102718 0 0 FPL GROUP COM 302571104 2294 42650 SH DEFINED 01 03 0 42650 0 FPL GROUP COM 302571104 270 5009 SH DEFINED 01 05 0 5009 0 FPL GROUP INC. COM 302571104 3228 60000 SH DEFINED 01 0 60000 0 FPL GROUP INC. COM 302571104 10648 197910 SH DEFINED 01 02 0 197910 0 FPL GROUP CVT 8.50% PRF 302571203 15450 300000 SH DEFINED 01 300000 0 0 FTI CONSULTING COM 302941109 3391 85290 SH DEFINED 01 85290 0 0 FTI CONSULTING COM 302941109 254 6400 SH DEFINED 01 05 0 6400 0 FTI CONSULTING INC COM 302941109 4 90 SH DEFINED 01 02 0 90 0 FACTORY 2-U STORES COM 303072102 79 40610 SH DEFINED 01 40610 0 0 FACTSET RESEARCH COM 303075105 3 95 SH DEFINED 01 02 0 95 0 FACTSET RESEARCH SYSTEMS COM 303075105 3512 132282 SH DEFINED 01 132282 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 93 3500 SH DEFINED 01 05 0 3500 0 FAIR ISAAC & CO INC COM 303250104 1457 44529 SH DEFINED 01 02 0 44529 0 FAIR, ISAAC & CO COM 303250104 35092 1073128 SH DEFINED 01 1073128 0 0 FAIR, ISAAC & CO COM 303250104 3057 93500 SH DEFINED 01 03 0 93500 0 FAIR, ISAAC & CO COM 303250104 1503 45962 SH DEFINED 01 05 0 45962 0 UNIQ PLC COM 3032925 1 263 SH DEFINED 01 10 263 0 0 WHITBREAD PLC COM 3034545 7 878 SH DEFINED 01 10 878 0 0 FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 6832 721517 SH DEFINED 01 721517 0 0 FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 73 7700 SH DEFINED 01 03 0 7700 0 FAIRCHILD SEMICONDUCTOR INTL C COM 303726103 7540 796220 SH DEFINED 01 05 0 796220 0 HBOS PLC COM 3058750 102 11016 SH DEFINED 01 10 11016 0 0 BRAMBLES INDUSTRIES COM 3061673 6 1877 SH DEFINED 01 10 1877 0 0 GKN COM 3064650 6 1674 SH DEFINED 01 10 1674 0 0 FAMILY DLR STORES COM 307000109 2688 100000 SH DEFINED 01 0 100000 0 FAMILY DLR STORES COM 307000109 14983 557430 SH DEFINED 01 02 0 557430 0 FAMILY DOLLAR STORES COM 307000109 13622 506786 SH DEFINED 01 506786 0 0 FAMILY DOLLAR STORES COM 307000109 1084 40336 SH DEFINED 01 03 0 40336 0 FAMILY DOLLAR STORES COM 307000109 17522 651828 SH DEFINED 01 05 0 651828 0 BANK OF IRELAND COM 3070732 32 3264 SH DEFINED 01 10 3264 0 0 FANUC LTD COM 307295998 237 5301 SH DEFINED 01 5301 0 0 KINGFISHER COM 3073850 23 7184 SH DEFINED 01 10 7184 0 0 BT GROUP PLC COM 3091357 66 25539 SH DEFINED 01 10 25539 0 0 CANARY WHARF COM 3101609 8 1609 SH DEFINED 01 10 1609 0 0 RYANAIR HLDG COM 3111761 5 1548 SH DEFINED 01 10 1548 0 0 AMGEN COM 31162100 246 5900 SH DEFINED 11 12 0 5900 0 FASTENAL COM 311900104 39198 1241205 SH DEFINED 01 1241205 0 0 FASTENAL COM 311900104 4745 150250 SH DEFINED 01 03 0 150250 0 FASTENAL COM 311900104 7033 222712 SH DEFINED 01 05 0 222712 0 FASTENAL CO COM 311900104 50932 1612920 SH DEFINED 01 02 0 1612920 0 NATIONAL GRI COM 3122387 35 4884 SH DEFINED 01 10 4884 0 0 MARKS & SPEN PLC COM 3127489 34 6699 SH DEFINED 01 10 6699 0 0 FEDDERS CORPORATION COM 313135501 256 101555 SH DEFINED 01 101555 0 0 FREDDIE MAC COM 313400301 2138 38242 SH DEFINED 01 0 38242 0 FREDDIE MAC COM 313400301 50938 911221 SH DEFINED 01 911221 0 0 FREDDIE MAC COM 313400301 8764 156760 SH DEFINED 01 02 0 156760 0 FREDDIE MAC COM 313400301 9119 163118 SH DEFINED 01 03 0 163118 0 FREDDIE MAC COM 313400301 63952 1144056 SH DEFINED 01 05 0 1144056 0 BARCLAYS COM 3134865 114 19584 SH DEFINED 01 10 19584 0 0 FEDERAL MOGUL COM 313549107 0 230 SH DEFINED 01 230 0 0 FANNIE MAE COM 313586109 243762 4094093 SH DEFINED 01 4094093 0 0 FANNIE MAE COM 313586109 15057 252896 SH DEFINED 01 03 0 252896 0 FANNIE MAE COM 313586109 93374 1568291 SH DEFINED 01 05 0 1568291 0 FEDERAL NATL MTGE COM 313586109 10333 173533 SH DEFINED 01 02 0 173533 0 FEDERAL SIGNAL COM 313855108 34 1842 SH DEFINED 01 1842 0 0 FEDERATED DEPT STORES COM 31410H101 9941 337672 SH DEFINED 01 337672 0 0 FEDERATED DEPT STORES COM 31410H101 2132 72406 SH DEFINED 01 03 0 72406 0 FEDERATED DEPT STORES COM 31410H101 4927 167355 SH DEFINED 01 05 0 167355 0 FEDERATED DPT STORES COM 31410H101 191 6500 SH DEFINED 01 02 0 6500 0 FEDERATED INVESTORS CL B COM 314211103 888 32902 SH DEFINED 01 32902 0 0 FEDEX COM 31428X106 6149 122800 SH DEFINED 01 122800 0 0 FEDEX COM 31428X106 3489 69675 SH DEFINED 01 03 0 69675 0 FEDEX COM 31428X106 319 6370 SH DEFINED 01 05 0 6370 0 FELCOR LODGING TRUST COM 31430F101 3 266 SH DEFINED 01 266 0 0 FERRO COM 315405100 2268 98211 SH DEFINED 01 98211 0 0 FERRO COM 315405100 3 141 SH DEFINED 01 03 0 141 0 FERRO COM 315405100 269 11660 SH DEFINED 01 05 0 11660 0 FERRO CORP COM 315405100 55 2380 SH DEFINED 01 02 0 2380 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 INFO SOLUTIONS COM 31620P109 294 19200 SH DEFINED 01 19200 0 0 FIDELITY NATL FINANCIAL COM 316326107 7884 274412 SH DEFINED 01 274412 0 0 FIDELITY NATL FINANCIAL COM 316326107 22 775 SH DEFINED 01 03 0 775 0 FIDELITY NATL FINANCIAL COM 316326107 175 6100 SH DEFINED 01 05 0 6100 0 FIFTH THIRD BANCORP COM 316773100 4477 73117 SH DEFINED 01 73117 0 0 FIFTH THIRD BANCORP COM 316773100 8272 135096 SH DEFINED 01 03 0 135096 0 FIFTH THIRD BANCORP COM 316773100 415 6777 SH DEFINED 01 05 0 6777 0 FILENET COM 316869106 1413 136626 SH DEFINED 01 136626 0 0 FILENET COM 316869106 51 4960 SH DEFINED 01 05 0 4960 0 FILENET CORP COM 316869106 1 90 SH DEFINED 01 02 0 90 0 FINANCIAL FEDERAL COM 317492106 3097 97244 SH DEFINED 01 97244 0 0 FINANCIAL FEDERAL COM 317492106 65 2038 SH DEFINED 01 02 0 2038 0 FINANCIAL FEDERAL COM 317492106 4 124 SH DEFINED 01 03 0 124 0 FINANCIAL FEDERAL COM 317492106 166 5200 SH DEFINED 01 05 0 5200 0 FINANCIAL INSTITUTIO COM 317585404 53 1916 SH DEFINED 01 02 0 1916 0 FINANCIAL INSTITUTIONS INC COM 317585404 1083 39900 SH DEFINED 01 39900 0 0 FINANCIAL INSTITUTIONS INC COM 317585404 3 110 SH DEFINED 01 03 0 110 0 FINANCIAL INSTITUTIONS INC COM 317585404 144 5300 SH DEFINED 01 05 0 5300 0 FININFO COM 317869998 215 16400 SH DEFINED 01 16400 0 0 FINISAR COM 31787A101 0 572 SH DEFINED 01 572 0 0 FINLAY ENTERPRISES I COM 317884203 49 3210 SH DEFINED 01 02 0 3210 0 FINLAY ENTERPRISES INC COM 317884203 3 207 SH DEFINED 01 03 0 207 0 FINOVA GROUP INC. COM 317928109 0 293 SH DEFINED 01 293 0 0 LAND SECURIT COM 3180943 16 1365 SH DEFINED 01 10 1365 0 0 FIREPOND INC COM 318224201 0 5 SH DEFINED 01 5 0 0 FIRST AMERICAN COM 318522307 6990 342167 SH DEFINED 01 342167 0 0 FIRST AMERICAN COM 318522307 306 15000 SH DEFINED 01 05 0 15000 0 FIRST BANCORP COM 318672102 3186 83593 SH DEFINED 01 83593 0 0 FIRST BANCORP/PR COM 318672102 3 90 SH DEFINED 01 02 0 90 0 FIRST CITIZENS BANK COM 31946M103 4 36 SH DEFINED 01 36 0 0 FIRST COMWLTH FINL P COM 319829107 2 146 SH DEFINED 01 146 0 0 FIRST COMMUNITY BANCORP COM 31983B101 475 16400 SH DEFINED 01 16400 0 0 FIRST FEDERAL CAPITAL CORP COM 319960100 221 11350 SH DEFINED 01 11350 0 0 FIRST FEDERAL CAPITAL CORP COM 319960100 44 2240 SH DEFINED 01 05 0 2240 0 FIRST DATA COM 319963104 12922 462351 SH DEFINED 01 462351 0 0 FIRST DATA COM 319963104 4962 177549 SH DEFINED 01 03 0 177549 0 FIRST DATA COM 319963104 543 19436 SH DEFINED 01 05 0 19436 0 LEGAL & GENERAL COM 3200487 2 3892 SH DEFINED 01 10 3892 0 0 FIRST FINL BANCORP COM 320209109 4 213 SH DEFINED 01 213 0 0 FIRST FINL BANKSHARE COM 32020R109 64 1772 SH DEFINED 01 02 0 1772 0 FIRST FINL BANKSHARES INC COM 32020R109 911 25000 SH DEFINED 01 25000 0 0 FIRST FINL BANKSHARES INC COM 32020R109 4 116 SH DEFINED 01 03 0 116 0 FIRST FINL BANKSHARES INC COM 32020R109 106 2900 SH DEFINED 01 05 0 2900 0 FIRST HORIZON PHARMA COM 32051K106 1 150 SH DEFINED 01 02 0 150 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 432 80000 SH DEFINED 01 80000 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 49 9050 SH DEFINED 01 05 0 9050 0 FIRST INDUSTRIAL REL COM 32054K103 214 6891 SH DEFINED 01 6891 0 0 FIRST INDUSTRIAL REL COM 32054K103 42 1360 SH DEFINED 01 05 0 1360 0 FIRST MERCHANTS CORP COM 320817109 792 32050 SH DEFINED 01 32050 0 0 FIRST MERCHANTS CORP COM 320817109 37 1503 SH DEFINED 01 02 0 1503 0 FIRST MERCHANTS CORP COM 320817109 2 92 SH DEFINED 01 03 0 92 0 FIRST MERCHANTS CORP COM 320817109 97 3940 SH DEFINED 01 05 0 3940 0 FIRST MIDWEST BANCORP COM 320867104 4311 160501 SH DEFINED 01 160501 0 0 FIRST MIDWEST BANCORP COM 320867104 56 2100 SH DEFINED 01 05 0 2100 0 FIRST NATIONAL CORP COM 320942105 607 22000 SH DEFINED 01 22000 0 0 FIRST NATIONAL CORP COM 320942105 2 90 SH DEFINED 01 02 0 90 0 FIRST NATIONAL CORP COM 320942105 75 2700 SH DEFINED 01 05 0 2700 0 FIRST HEALTH GROUP COM 320960107 26699 984507 SH DEFINED 01 984507 0 0 FIRST HEALTH GROUP COM 320960107 63333 2335305 SH DEFINED 01 02 0 2335305 0 FIRST HEALTH GROUP COM 320960107 3026 111600 SH DEFINED 01 03 0 111600 0 FIRST HEALTH GROUP COM 320960107 12506 461132 SH DEFINED 01 05 0 461132 0 ANALOG DEVICES COM 32654105 248 12600 SH DEFINED 11 12 0 12600 0 FIRST QUANTUM MINERALS COM 335934998 731 400000 SH DEFINED 01 400000 0 0 FIRST REPUBLIC BANK COM 336158100 2117 97367 SH DEFINED 01 97367 0 0 FIRST REPUBLIC BANK COM 336158100 56 2583 SH DEFINED 01 02 0 2583 0 FIRST REPUBLIC BANK COM 336158100 4 162 SH DEFINED 01 03 0 162 0 FIRST REPUBLIC BANK COM 336158100 144 6600 SH DEFINED 01 05 0 6600 0 FIRST TECHNOLOGY PLC COM 336297999 56 13500 SH DEFINED 01 13500 0 0 FIRST SOURCE COM 336901103 1 75 SH DEFINED 01 75 0 0 FIRST TN NAT'L CORP COM 337162101 149 4296 SH DEFINED 01 4296 0 0 FIRST TN NAT'L CORP COM 337162101 1021 29435 SH DEFINED 01 03 0 29435 0 FIRST TN NAT'L CORP COM 337162101 51 1468 SH DEFINED 01 05 0 1468 0 FIRST VIRGINIA BANKS COM 337477103 1042 27940 SH DEFINED 01 27940 0 0 FISERV COM 337738108 104032 3704879 SH DEFINED 01 3704879 0 0 FISERV COM 337738108 5258 187232 SH DEFINED 01 03 0 187232 0 FISERV COM 337738108 25880 921663 SH DEFINED 01 05 0 921663 0 FISERV INC COM 337738108 758 27000 SH DEFINED 01 0 27000 0 FISERV INC COM 337738108 2402 85571 SH DEFINED 01 02 0 85571 0 FIRSTFED FINANCIAL COM 337907109 2890 112231 SH DEFINED 01 112231 0 0 FIRSTFED FINANCIAL COM 337907109 4 169 SH DEFINED 01 03 0 169 0 FIRSTFED FINANCIAL COM 337907109 187 7243 SH DEFINED 01 05 0 7243 0 FIRSTFED FINL CORP COM 337907109 70 2695 SH DEFINED 01 02 0 2695 0 FIRSTMERIT COM 337915102 75 3456 SH DEFINED 01 3456 0 0 FLAGSTAR BANCORP COM 337930101 1877 90675 SH DEFINED 01 90675 0 0 FLAGSTAR BANCORP COM 337930101 5 254 SH DEFINED 01 03 0 254 0 FLAGSTAR BANCORP COM 337930101 238 11500 SH DEFINED 01 05 0 11500 0 FLAGSTAR BANCORP INC COM 337930101 81 3943 SH DEFINED 01 02 0 3943 0 FIRSTENERGY COM 337932107 47020 1573102 SH DEFINED 01 1573102 0 0 FIRSTENERGY COM 337932107 2084 69705 SH DEFINED 01 03 0 69705 0 FIRSTENERGY COM 337932107 10046 336081 SH DEFINED 01 05 0 336081 0 FISHER SCIENTIFIC INTL COM 338032204 3469 114331 SH DEFINED 01 114331 0 0 FISHER SCIENTIFIC INTL COM 338032204 60 1970 SH DEFINED 01 05 0 1970 0 FIVE STAR QUALITY CARE COM 33832D106 0 9 SH DEFINED 01 9 0 0 FLEETBOSTON FINANCIAL COM 339030108 52747 2594508 SH DEFINED 01 2594508 0 0 FLEETBOSTON FINANCIAL COM 339030108 5672 278976 SH DEFINED 01 03 0 278976 0 FLEETBOSTON FINANCIAL COM 339030108 16930 832807 SH DEFINED 01 05 0 832807 0 FLEETBOSTON FINL CO COM 339030108 249 12260 SH DEFINED 01 02 0 12260 0 FLEETWOOD ENTERPRISES COM 339099103 2355 349368 SH DEFINED 01 349368 0 0 FLEETWOOD ENTERPRISES COM 339099103 2696 400000 SH DEFINED 01 05 0 400000 0 FLEMING COMPANIES COM 339130106 852 170505 SH DEFINED 01 170505 0 0 FLORIDA ROCK INDS COM 341140101 6359 208100 SH DEFINED 01 208100 0 0 FLORIDA ROCK INDS COM 341140101 330 10800 SH DEFINED 01 05 0 10800 0 FLUOR COM 343412102 18898 773244 SH DEFINED 01 773244 0 0 FLUOR COM 343412102 490 20019 SH DEFINED 01 03 0 20019 0 FLUOR COM 343412102 1566 64075 SH DEFINED 01 05 0 64075 0 FLOW INTL COM 343468104 156 48176 SH DEFINED 01 48176 0 0 FLOWERS FOODS COM 343498101 457 20115 SH DEFINED 01 20115 0 0 FLOWSERVE COM 34354P105 522 52244 SH DEFINED 01 52244 0 0 FLUGHAFEN WIEN AG COM 343599999 195 6200 SH DEFINED 01 6200 0 0 FOAMEX COM 344123104 720 131000 SH DEFINED 01 131000 0 0 FOAMEX COM 344123104 44 7992 SH DEFINED 01 02 0 7992 0 FOAMEX COM 344123104 3 555 SH DEFINED 01 03 0 555 0 FOAMEX COM 344123104 96 17400 SH DEFINED 01 05 0 17400 0 FOCAL COM COM 344155205 1 0 SH DEFINED 01 0 0 0 FOMENTO ECONOMICO MEXICANO ADR COM 344419106 292 8655 SH DEFINED 01 8655 0 0 FOOT LOCKER COM 344849104 1052 105267 SH DEFINED 01 105267 0 0 FOOTSTAR COM 344912100 494 63362 SH DEFINED 01 63362 0 0 FORD MOTOR COM 345370860 3155 321946 SH DEFINED 01 321946 0 0 FORD MOTOR COM 345370860 4158 424301 SH DEFINED 01 03 0 424301 0 FORD MOTOR COM 345370860 4423 451297 SH DEFINED 01 05 0 451297 0 FORD MOTOR CO COM 345370860 17 1711 SH DEFINED 01 02 0 1711 0 FORD PRF 345395206 8058 200000 SH DEFINED 01 05 0 200000 0 FOREST CITY ENTERPRISES CL A COM 345550107 11327 348525 SH DEFINED 01 348525 0 0 FOREST CITY ENTERPRISES CL A COM 345550107 646 19890 SH DEFINED 01 05 0 19890 0 FOREST LABORATORIES COM 345838106 128684 1569138 SH DEFINED 01 1569138 0 0 FOREST LABORATORIES COM 345838106 3432 41844 SH DEFINED 01 03 0 41844 0 FOREST LABORATORIES COM 345838106 45679 557003 SH DEFINED 01 05 0 557003 0 FOREST LABS COM 345838106 2378 29000 SH DEFINED 01 0 29000 0 FOREST LABS COM 345838106 14946 182240 SH DEFINED 01 02 0 182240 0 FOREST OIL COM 346091705 284 11152 SH DEFINED 01 11152 0 0 FOREST OIL COM 346091705 48 1900 SH DEFINED 01 05 0 1900 0 FORRESTER RESEARCH COM 346563109 728 48600 SH DEFINED 01 48600 0 0 FORMOSA CHEMICAL & FIBRE CORP COM 348001991 1616 2180940 SH DEFINED 01 2180940 0 0 GRANADA PLC COM 348900994 143 134840 SH DEFINED 01 03 0 134840 0 FORTUM OYJ COM 349581991 1428 250000 SH DEFINED 01 250000 0 0 FORTUNE BRANDS COM 349631101 2772 58643 SH DEFINED 01 58643 0 0 FORTUNE BRANDS COM 349631101 1659 35081 SH DEFINED 01 03 0 35081 0 FORTUNE BRANDS COM 349631101 135 2851 SH DEFINED 01 05 0 2851 0 FORWARD AIR COM 349853101 2368 130859 SH DEFINED 01 130859 0 0 FORWARD AIR COM 349853101 150 8300 SH DEFINED 01 05 0 8300 0 FORWARD AIR CORP COM 349853101 2 110 SH DEFINED 01 02 0 110 0 FOSSIL COM 349882100 2906 144939 SH DEFINED 01 144939 0 0 FOUNDRY NETWORKS COM 35063R100 877 160000 SH DEFINED 01 160000 0 0 FOUNDRY NETWORKS COM 35063R100 78 14300 SH DEFINED 01 05 0 14300 0 FOUNDRY NETWORKS INC COM 35063R100 1 250 SH DEFINED 01 02 0 250 0 4 KIDS ENTERTAINMENT COM 350865101 939 39541 SH DEFINED 01 39541 0 0 FOX ENTERTAINMENT GROUP CL A COM 35138T107 1884 85564 SH DEFINED 01 85564 0 0 FRANKLIN ELECTRIC COM 353514102 2 50 SH DEFINED 01 02 0 50 0 FRANKLIN RESOURCES COM 354613101 272 8738 SH DEFINED 01 8738 0 0 FRANKLIN RESOURCES COM 354613101 1881 60491 SH DEFINED 01 03 0 60491 0 FRANKLIN RESOURCES COM 354613101 94 3034 SH DEFINED 01 05 0 3034 0 FREDS INC COM 356108100 4128 138230 SH DEFINED 01 138230 0 0 FREDS INC COM 356108100 3 100 SH DEFINED 01 02 0 100 0 FREDS INC COM 356108100 6507 217950 SH DEFINED 01 05 0 217950 0 FREEMARKETS INC COM 356602102 1 182 SH DEFINED 01 182 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 22223 1651039 SH DEFINED 01 1651039 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 454 33729 SH DEFINED 01 03 0 33729 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 15887 1180392 SH DEFINED 01 05 0 1180392 0 FREMONT GENERAL COM 357288109 1153 235370 SH DEFINED 01 235370 0 0 FRIEDMANS INC -CL A COM 358438109 420 54000 SH DEFINED 01 54000 0 0 FRIEDMANS INC -CL A COM 358438109 37 4675 SH DEFINED 01 02 0 4675 0 FRIEDMANS INC -CL A COM 358438109 2 295 SH DEFINED 01 03 0 295 0 FRIEDMANS INC -CL A COM 358438109 51 6600 SH DEFINED 01 05 0 6600 0 FRONTIER AIRLINES COM 359065109 454 92933 SH DEFINED 01 92933 0 0 FRONTIER FINL CORP W COM 35907K105 2 85 SH DEFINED 01 85 0 0 FRONTIER OIL CORP COM 35914P105 1111 89605 SH DEFINED 01 89605 0 0 FRONTIER OIL CORP COM 35914P105 19 1540 SH DEFINED 01 05 0 1540 0 FUBON FINANCIAL HLDS GDR-144A COM 359515202 243 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 259 6334 SH DEFINED 01 6334 0 0 FUJI SEAL INC COM 359575990 445 10000 SH DEFINED 01 10000 0 0 FUJISAWA PHARMACEUTICAL COM 359588993 1581 77000 SH DEFINED 01 77000 0 0 FUJISAWA PHARMACEUTICAL COM 359588993 41 2000 SH DEFINED 01 03 0 2000 0 FUJISAWA PHARMACEUTICAL COM 359588993 2998 146000 SH DEFINED 01 05 0 146000 0 FULLER (HB) COM 359694106 1946 73156 SH DEFINED 01 73156 0 0 FULLER (HB) COM 359694106 5 191 SH DEFINED 01 03 0 191 0 FULLER (HB) COM 359694106 200 7500 SH DEFINED 01 05 0 7500 0 FULLER H B COMPANY COM 359694106 79 2960 SH DEFINED 01 02 0 2960 0 FULTON FINL CORP COM 360271100 317 16875 SH DEFINED 01 16875 0 0 FULTON FINL CORP COM 360271100 64 3410 SH DEFINED 01 05 0 3410 0 FURNITURE BRANDS INTL COM 360921100 474 20629 SH DEFINED 01 20629 0 0 G&K SERVICES CL A COM 361268105 2198 64910 SH DEFINED 01 64910 0 0 GATX COM 361448103 1544 77995 SH DEFINED 01 77995 0 0 GBC BANCORP COM 361475106 703 36188 SH DEFINED 01 36188 0 0 GFK AG COM 361670995 191 15700 SH DEFINED 01 15700 0 0 GABRIEL RES PVT COM 361970957 705 215000 SH DEFINED 01 215000 0 0 GKN PLC COM 362001992 274 71370 SH DEFINED 01 71370 0 0 GSI COMMERCE COM 36238G102 2 350 SH DEFINED 01 350 0 0 GABLE RESIDENTIAL TRUST COM 362418105 1955 73208 SH DEFINED 01 73208 0 0 GABLE RESIDENTIAL TRUST COM 362418105 282 10550 SH DEFINED 01 05 0 10550 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALLAGHER (ARTHUR J) COM 363576109 88 3544 SH DEFINED 01 3544 0 0 GALLAHER GROUP ADR COM 363595109 230 6000 SH DEFINED 01 6000 0 0 GALLAHER GROUP PLC COM 363595992 230 24133 SH DEFINED 01 24133 0 0 GALYAN'S TRADING COM 36458R101 2687 268400 SH DEFINED 01 268400 0 0 GALYAN'S TRADING COM 36458R101 245 24500 SH DEFINED 01 05 0 24500 0 GAMESTOP CORP COM 36466R101 7024 343500 SH DEFINED 01 343500 0 0 GAMESTOP CORP COM 36466R101 11425 558700 SH DEFINED 01 05 0 558700 0 GANNETT COM 364730101 191514 2653268 SH DEFINED 01 2653268 0 0 GANNETT COM 364730101 4495 62268 SH DEFINED 01 03 0 62268 0 GANNETT COM 364730101 26629 368917 SH DEFINED 01 05 0 368917 0 GANNETT CO INC COM 364730101 2598 36000 SH DEFINED 01 0 36000 0 GANNETT CO INC COM 364730101 14696 203605 SH DEFINED 01 02 0 203605 0 GAP COM 364760108 4787 441030 SH DEFINED 01 441030 0 0 GAP COM 364760108 2197 202468 SH DEFINED 01 03 0 202468 0 GAP COM 364760108 181 16667 SH DEFINED 01 05 0 16667 0 GAP INC. THE COM 364760108 148 13650 SH DEFINED 01 02 0 13650 0 GAP STORES CVT CONV BND 364760AJ7 383 390000 PRN DEFINED 01 02 0 0 390000 GARDNER DENVER COM 365558105 1656 105370 SH DEFINED 01 105370 0 0 GARDNER DENVER COM 365558105 2 145 SH DEFINED 01 03 0 145 0 GARDNER DENVER COM 365558105 125 7940 SH DEFINED 01 05 0 7940 0 GARDNER DENVER INC COM 365558105 33 2089 SH DEFINED 01 02 0 2089 0 GARTNER CL B COM 366651206 29 3641 SH DEFINED 01 3641 0 0 GATEWAY COM 367626108 33 11000 SH DEFINED 01 11000 0 0 GATEWAY COM 367626108 224 75420 SH DEFINED 01 03 0 75420 0 GATEWAY COM 367626108 11 3778 SH DEFINED 01 05 0 3778 0 GAYLORD ENTERTAINMENT COM 367905106 1081 57149 SH DEFINED 01 57149 0 0 OAO GAZPROM ADR COM 368287207 2166 195142 SH DEFINED 01 195142 0 0 OAO GAZPROM ADR COM 368287207 99 8954 SH DEFINED 01 05 0 8954 0 GEAC COMPUTER COM 368289104 3467 1531800 SH DEFINED 01 1531800 0 0 GEBERIT AG COM 368394995 445 1630 SH DEFINED 01 1630 0 0 GEN-PROBE INC COM 36866T103 1 86 SH DEFINED 01 10 86 0 0 GEMSTAR-TV GUIDE INTL COM 36866W106 329 130700 SH DEFINED 01 130700 0 0 GENCORP COM 368682100 2518 250498 SH DEFINED 01 250498 0 0 GENCORP COM 368682100 3 257 SH DEFINED 01 03 0 257 0 GENCORP INC COM 368682100 40 4068 SH DEFINED 01 02 0 4068 0 GENE LOGIC COM 368689105 1 68 SH DEFINED 01 68 0 0 GENENTECH COM 368710406 13 412 SH DEFINED 01 412 0 0 GENERAL COMMUNICATION CL A COM 369385109 1195 317852 SH DEFINED 01 317852 0 0 GENERAL COMMUNICATION CL A COM 369385109 60 15870 SH DEFINED 01 05 0 15870 0 GENRL COMMUNICATION COM 369385109 1 260 SH DEFINED 01 02 0 260 0 GENERAL DYNAMICS COM 369550108 14972 184077 SH DEFINED 01 184077 0 0 GENERAL DYNAMICS COM 369550108 3824 47023 SH DEFINED 01 03 0 47023 0 GENERAL DYNAMICS COM 369550108 5120 62962 SH DEFINED 01 05 0 62962 0 GENERAL ELECTRIC COM 369604103 17761 720527 SH DEFINED 01 0 720527 0 GENERAL ELECTRIC COM 369604103 588885 23889825 SH DEFINED 01 23889825 0 0 GENERAL ELECTRIC COM 369604103 53375 2165292 SH DEFINED 01 02 0 2165292 0 GENERAL ELECTRIC COM 369604103 57818 2345603 SH DEFINED 01 03 0 2345603 0 GENERAL ELECTRIC COM 369604103 174173 7065803 SH DEFINED 01 05 0 7065803 0 GENERAL ELECTRIC COM 369604103 3024 122693 SH DEFINED 11 12 0 122693 0 GENERAL ELECTRIC COMPANY COM 369604103 19728 800310 SH DEFINED 11 12 13 0 800310 0 GENERAL GROWTH PROPERTIES COM 370021107 267 5188 SH DEFINED 01 5188 0 0 GENERAL GROWTH PROPERTIES COM 370021107 55 1060 SH DEFINED 01 05 0 1060 0 GENERAL MILLS COM 370334104 6135 138110 SH DEFINED 01 0 138110 0 GENERAL MILLS COM 370334104 43504 979364 SH DEFINED 01 979364 0 0 GENERAL MILLS COM 370334104 5636 126795 SH DEFINED 01 02 0 126795 0 GENERAL MILLS COM 370334104 3802 85603 SH DEFINED 01 03 0 85603 0 GENERAL MILLS COM 370334104 18883 425102 SH DEFINED 01 05 0 425102 0 GENERAL MOTORS COM 370442105 53206 1367756 SH DEFINED 01 1367756 0 0 GENERAL MOTORS COM 370442105 10098 259590 SH DEFINED 01 02 0 259590 0 GENERAL MOTORS COM 370442105 7090 182250 SH DEFINED 01 03 0 182250 0 GENERAL MOTORS COM 370442105 13388 344173 SH DEFINED 01 05 0 344173 0 GENERAL MOTORS CVT SERIES B 5 PRF 370442733 13428 600000 SH DEFINED 01 600000 0 0 GENERAL MOTORS CL H COM 370442832 473 51638 SH DEFINED 01 51638 0 0 GENESCO COM 371532102 949 68733 SH DEFINED 01 68733 0 0 GENESEE & WYOMING COM 371559105 876 39350 SH DEFINED 01 39350 0 0 GENESEE & WYOMING COM 371559105 52 2347 SH DEFINED 01 02 0 2347 0 GENESEE & WYOMING COM 371559105 4 163 SH DEFINED 01 03 0 163 0 GENESEE & WYOMING COM 371559105 100 4500 SH DEFINED 01 05 0 4500 0 GENTEX COM 371901109 10669 392391 SH DEFINED 01 392391 0 0 GENTEX COM 371901109 1139 41900 SH DEFINED 01 03 0 41900 0 GENTEX COM 371901109 14661 539200 SH DEFINED 01 05 0 539200 0 GENTEX CORP COM 371901109 44173 1624550 SH DEFINED 01 02 0 1624550 0 GENLYTE GROUP COM 372302109 908 25600 SH DEFINED 01 25600 0 0 GENLYTE GROUP COM 372302109 5 130 SH DEFINED 01 03 0 130 0 GENLYTE GROUP INC COM 372302109 71 1988 SH DEFINED 01 02 0 1988 0 GENTA COM 37245M207 2 385 SH DEFINED 01 385 0 0 GENTA INC COM 37245M207 2 250 SH DEFINED 01 02 0 250 0 GENUINE PARTS COM 372460105 4828 157562 SH DEFINED 01 0 157562 0 GENUINE PARTS COM 372460105 1408 45943 SH DEFINED 01 45943 0 0 GENUINE PARTS COM 372460105 1246 40678 SH DEFINED 01 03 0 40678 0 GENUINE PARTS COM 372460105 63 2042 SH DEFINED 01 05 0 2042 0 GENTIVA HEALTH SERVICES COM 37247A102 0 48 SH DEFINED 01 48 0 0 GENZYME-GENERAL DIVISION COM 372917104 24209 1174668 SH DEFINED 01 1174668 0 0 GENZYME-GENERAL DIVISION COM 372917104 1028 49878 SH DEFINED 01 03 0 49878 0 GENZYME-GENERAL DIVISION COM 372917104 4065 197203 SH DEFINED 01 05 0 197203 0 GEORGIA GULF COM 373200203 4257 186087 SH DEFINED 01 186087 0 0 GEORGIA GULF COM 373200203 3 135 SH DEFINED 01 03 0 135 0 GEORGIA GULF COM 373200203 259 11343 SH DEFINED 01 05 0 11343 0 GEORGIA GULF CORP COM 373200203 48 2083 SH DEFINED 01 02 0 2083 0 GEORGIA-PACIFIC COM 373298108 6688 510908 SH DEFINED 01 510908 0 0 GEORGIA-PACIFIC COM 373298108 724 55269 SH DEFINED 01 03 0 55269 0 GEORGIA-PACIFIC COM 373298108 206 15785 SH DEFINED 01 05 0 15785 0 GERBER SCIENTIFIC COM 373730100 267 69310 SH DEFINED 01 69310 0 0 GETTY IMAGES INC COM 374276103 537 26780 SH DEFINED 01 26780 0 0 GIBRALTAR STEEL COM 37476F103 66 2961 SH DEFINED 01 02 0 2961 0 GILBRALTER STEEL COM 37476F103 815 36625 SH DEFINED 01 36625 0 0 GILBRALTER STEEL COM 37476F103 4 191 SH DEFINED 01 03 0 191 0 GILBRALTER STEEL COM 37476F103 97 4350 SH DEFINED 01 05 0 4350 0 GILEAD SCIENCES COM 375558103 17322 516622 SH DEFINED 01 516622 0 0 GILEAD SCIENCES COM 375558103 29868 890770 SH DEFINED 01 02 0 890770 0 GILEAD SCIENCES COM 375558103 835 24900 SH DEFINED 01 03 0 24900 0 GILEAD SCIENCES COM 375558103 26666 795300 SH DEFINED 01 05 0 795300 0 GIORDANO INTL LTD COM 375760998 1945 4974000 SH DEFINED 01 4974000 0 0 GIORDANO INTL LTD COM 375760998 88 226000 SH DEFINED 01 05 0 226000 0 GILLETTE COM 375766102 180451 6096297 SH DEFINED 01 6096297 0 0 GILLETTE COM 375766102 7327 247533 SH DEFINED 01 03 0 247533 0 GILLETTE COM 375766102 26168 884037 SH DEFINED 01 05 0 884037 0 GILLETTE CO COM 375766102 262 8848 SH DEFINED 01 02 0 8848 0 GLADSTONE CAP CORP COM 376535100 39 2331 SH DEFINED 01 02 0 2331 0 GLADSTONE CAPITAL COM 376535100 858 50800 SH DEFINED 01 50800 0 0 GLADSTONE CAPITAL COM 376535100 2 145 SH DEFINED 01 03 0 145 0 GLADSTONE CAPITAL COM 376535100 115 6800 SH DEFINED 01 05 0 6800 0 GIVAUDAN AG COM 376543997 1291 2880 SH DEFINED 01 2880 0 0 GLAMIS GOLD LTD COM 376775102 1388 150000 SH DEFINED 01 150000 0 0 GLATFELTER COM 377316104 829 71772 SH DEFINED 01 71772 0 0 GLAXOSMITHKLINE ADR COM 37733W105 14027 365000 SH DEFINED 01 365000 0 0 GLAXOSMITHKLINE ADR COM 37733W105 584 15200 SH DEFINED 01 05 0 15200 0 GLAXOSMITHKLINE PLC COM 37733W105 48 1260 SH DEFINED 01 02 0 1260 0 GLAXOSMITHKLINE COM 377555990 44470 2298982 SH DEFINED 01 2298982 0 0 GLAXOSMITHKLINE COM 377555990 351 18151 SH DEFINED 01 03 0 18151 0 GLAXOSMITHKLINE COM 377555990 31793 1643619 SH DEFINED 01 05 0 1643619 0 GLENAYRE TECHNOLOGIE COM 377899109 0 212 SH DEFINED 01 212 0 0 GLENBOROUGH REALTY TRUST COM 37803P105 1767 87029 SH DEFINED 01 87029 0 0 GLIMCHER REALTY TR COM 379302102 118 6300 SH DEFINED 01 6300 0 0 GLIMCHER REALTY TR COM 379302102 24 1290 SH DEFINED 01 05 0 1290 0 GLOBAL BIO-CHEM TECH COM 379305998 244 1100000 SH DEFINED 01 1100000 0 0 GLOBAL INDS COM 379336100 359 86900 SH DEFINED 01 86900 0 0 GLOBAL IMAGING SYS COM 37934A100 519 27500 SH DEFINED 01 27500 0 0 GLOBAL IMAGING SYS COM 37934A100 2 130 SH DEFINED 01 02 0 130 0 GLOBAL PAYMENTS COM 37940X102 2953 115352 SH DEFINED 01 115352 0 0 GLOBAL POWER EQUIPMENT GROUP COM 37941P108 122 25900 SH DEFINED 01 25900 0 0 GLOBIX CORP COM 37957F101 0 104 SH DEFINED 01 104 0 0 GLOBESPAN VIRATA COM 37957V106 458 194329 SH DEFINED 01 194329 0 0 GOLD BANC CORP COM 379907108 2237 230650 SH DEFINED 01 230650 0 0 GOLD BANC CORP COM 379907108 59 6026 SH DEFINED 01 02 0 6026 0 GOLD BANC CORP COM 379907108 4 419 SH DEFINED 01 03 0 419 0 GOLD BANC CORP COM 379907108 283 29150 SH DEFINED 01 05 0 29150 0 GOAMERICA INC COM 38020R106 0 371 SH DEFINED 01 371 0 0 GOLDCREST CO LTD COM 380455998 103 3500 SH DEFINED 01 3500 0 0 GOLD FIELDS COM 380570994 1832 142000 SH DEFINED 01 142000 0 0 GOLD FIELDS COM 380570994 90 7000 SH DEFINED 01 05 0 7000 0 GOLDFIELDS ADR COM 38059T106 15562 1215800 SH DEFINED 01 1215800 0 0 GOLDFIELDS ADR COM 38059T106 587 45900 SH DEFINED 01 05 0 45900 0 GOLDCORP COM 380956995 2497 225000 SH DEFINED 01 225000 0 0 GOLDEN STATE BANCORP COM 381197102 2766 85576 SH DEFINED 01 85576 0 0 GOLDEN STAR RESOURCES LTD COM 38119T104 688 550000 SH DEFINED 01 550000 0 0 GOLDEN WEST FINANCIAL COM 381317106 17814 286493 SH DEFINED 01 286493 0 0 GOLDEN WEST FINANCIAL COM 381317106 2270 36494 SH DEFINED 01 03 0 36494 0 GOLDEN WEST FINANCIAL COM 381317106 373 5996 SH DEFINED 01 05 0 5996 0 GOLDMAN SACHS GROUP COM 38141f104 40 600 SH DEFINED 11 12 13 0 600 0 GOLDMAN SACHS GROUP COM 38141G104 14716 222869 SH DEFINED 01 222869 0 0 GOLDMAN SACHS GROUP COM 38141G104 7401 112090 SH DEFINED 01 03 0 112090 0 GOLDMAN SACHS GROUP COM 38141G104 371 5626 SH DEFINED 01 05 0 5626 0 GOLDMAN SACHS GROUP COM 38141G104 1829 27700 SH DEFINED 11 12 0 27700 0 GOLDMAN SACHS GROUP COM 38141G104 11047 167300 SH DEFINED 11 12 13 0 167300 0 GOODMAN FIELDER LTD COM 381702992 354 400000 SH DEFINED 01 400000 0 0 GOODRICH COM 382388106 27947 1480254 SH DEFINED 01 1480254 0 0 GOODRICH COM 382388106 484 25633 SH DEFINED 01 03 0 25633 0 GOODRICH COM 382388106 2444 129474 SH DEFINED 01 05 0 129474 0 GOODRICH CORPORATION COM 382388106 2832 150000 SH DEFINED 01 0 150000 0 GOODYEAR TIRE & RUBBER COM 382550101 1468 165241 SH DEFINED 01 165241 0 0 GOODYEAR TIRE & RUBBER COM 382550101 343 38530 SH DEFINED 01 03 0 38530 0 GOODYEAR TIRE & RUBBER COM 382550101 52 5803 SH DEFINED 01 05 0 5803 0 GOODY'S FAMILY CLOTHING COM 382588101 482 102096 SH DEFINED 01 102096 0 0 W R GRACE COM 38388F108 0 124 SH DEFINED 01 124 0 0 GRACO COM 384109104 3703 149342 SH DEFINED 01 149342 0 0 GAMESA ORDS COM 38414M911 265 18300 SH DEFINED 01 18300 0 0 GRAFTECH INTL LTD COM 384313102 209 28658 SH DEFINED 01 28658 0 0 GRAFTECH INTL LTD COM 384313102 38 5300 SH DEFINED 01 05 0 5300 0 GRAFTON GROUP PLC COM 384326997 281 80000 SH DEFINED 01 80000 0 0 GRAINGER (WW) COM 384802104 7466 175466 SH DEFINED 01 175466 0 0 GRAINGER (WW) COM 384802104 946 22242 SH DEFINED 01 03 0 22242 0 GRAINGER (WW) COM 384802104 229 5381 SH DEFINED 01 05 0 5381 0 GRANDVISION COM 386538995 326 19000 SH DEFINED 01 19000 0 0 Granite Broadcasting Corp COM 387241102 8566 18 SH DEFINED 1 0 18 0 GRANITE CONSTRUCTION COM 387328107 1125 68292 SH DEFINED 01 68292 0 0 GRANITE STATE BANKSHARES COM 387472103 1608 47600 SH DEFINED 01 47600 0 0 GRANT PRIDECO COM 38821G101 6416 751426 SH DEFINED 01 751426 0 0 GRANT PRIDECO COM 38821G101 10539 1234100 SH DEFINED 01 05 0 1234100 0 GRANT PRIDECO INC COM 38821G101 1930 225948 SH DEFINED 01 0 225948 0 GREAT ATLANTIC & PACIFIC TEA COM 390064103 1015 121086 SH DEFINED 01 121086 0 0 GREAT LAKES CHEMICAL COM 390568103 1650 68733 SH DEFINED 01 68733 0 0 GREAT LAKES CHEMICAL COM 390568103 281 11682 SH DEFINED 01 03 0 11682 0 GREAT LAKES CHEMICAL COM 390568103 14 585 SH DEFINED 01 05 0 585 0 GREAT LAKES REIT INC COM 390752103 141 8075 SH DEFINED 01 8075 0 0 GREAT LAKES REIT INC COM 390752103 28 1610 SH DEFINED 01 05 0 1610 0 GUS PLC COM 391091998 289 33941 SH DEFINED 01 33941 0 0 GREAT PLAINS ENERGY COM 391164100 332 17374 SH DEFINED 01 17374 0 0 GREATER BAY BANCORP COM 391648102 442 24305 SH DEFINED 01 24305 0 0 GREATER BAY BANCORP COM 391648102 2 90 SH DEFINED 01 05 0 90 0 GREEN MOUNTAIN POWER COM 393154109 318 17954 SH DEFINED 01 17954 0 0 GREENPOINT FINANCIAL COM 395384100 11177 267758 SH DEFINED 01 267758 0 0 GREENPOINT FINANCIAL COM 395384100 37 875 SH DEFINED 01 03 0 875 0 GREENPOINT FINANCIAL COM 395384100 288 6900 SH DEFINED 01 05 0 6900 0 GREIF BROS CL A COM 397624107 699 28500 SH DEFINED 01 28500 0 0 GREY ADVERTISING INC COM 39787M108 3 5 SH DEFINED 01 5 0 0 GREY WOLF COM 397888108 3072 853101 SH DEFINED 01 853101 0 0 GREY WOLF COM 397888108 5 1353 SH DEFINED 01 03 0 1353 0 GREY WOLF COM 397888108 240 66800 SH DEFINED 01 05 0 66800 0 GREY WOLF INC COM 397888108 79 22128 SH DEFINED 01 02 0 22128 0 GRIFFON COM 398433102 2334 219243 SH DEFINED 01 219243 0 0 GRIFFON COM 398433102 4 374 SH DEFINED 01 03 0 374 0 GRIFFON COM 398433102 146 13700 SH DEFINED 01 05 0 13700 0 GRIFFON CORP COM 398433102 64 6032 SH DEFINED 01 02 0 6032 0 GROUP 1 AUTOMOTIVE COM 398905109 2695 120594 SH DEFINED 01 120594 0 0 GROUP 1 AUTOMOTIVE COM 398905109 139 6200 SH DEFINED 01 05 0 6200 0 GROUP ONE AUTOMOTIVE COM 398905109 2 100 SH DEFINED 01 02 0 100 0 GROUPE BOURBON COM 399442995 63 900 SH DEFINED 01 900 0 0 BOUYGUES COM 4002121 13 524 SH DEFINED 01 10 524 0 0 GRUPO DRAGADOS COM 400380994 1916 127498 SH DEFINED 01 127498 0 0 GRUPO FERROVIAL COM 400400990 314 12690 SH DEFINED 01 12690 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 17087 23976777 SH DEFINED 01 23976777 0 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 86 120323 SH DEFINED 01 03 0 120323 0 GRUPO FINANCIERO BBVA BANCOMER COM 400401550 7673 10766687 SH DEFINED 01 05 0 10766687 0 GRUPO MODELO - C ... MX;GMOD. COM 400488987 6158 2463705 SH DEFINED 01 2463705 0 0 GRUPO MODELO - C ... MX;GMOD. COM 400488987 299 119617 SH DEFINED 01 05 0 119617 0 GRUPO TELEVISA ADR COM 40049J206 1479 58000 SH DEFINED 01 58000 0 0 UMICORE COM 4005001 2 58 SH DEFINED 01 10 58 0 0 GTECH HOLDINGS COM 400518106 236 9496 SH DEFINED 01 9496 0 0 GRUPO AEROPORTUARIO S-ADR COM 40051E202 275 25000 SH DEFINED 01 25000 0 0 AIR LIQUIDE( COM 4011406 38 309 SH DEFINED 01 10 309 0 0 EADS COM 4012250 9 864 SH DEFINED 01 10 864 0 0 GUCCI GROUP COM 401566104 2105 24933 SH DEFINED 01 24933 0 0 ALLEANZA ASSICURAZ COM 4015970 6 1000 SH DEFINED 01 10 1000 0 0 GUESS INC COM 401617105 1 174 SH DEFINED 01 174 0 0 GUIDANT COM 401698105 8935 276573 SH DEFINED 01 276573 0 0 GUIDANT COM 401698105 2327 72032 SH DEFINED 01 03 0 72032 0 GUIDANT COM 401698105 338 10468 SH DEFINED 01 05 0 10468 0 GUITAR CENTER INC COM 402040109 901 48000 SH DEFINED 01 48000 0 0 GUITAR CENTER INC COM 402040109 2 80 SH DEFINED 01 02 0 80 0 GUITAR CENTER INC COM 402040109 122 6500 SH DEFINED 01 05 0 6500 0 ALLIED IRISH COM 4020684 32 2712 SH DEFINED 01 10 2712 0 0 ADIDAS-SALOM COM 4031976 7 100 SH DEFINED 01 10 100 0 0 GYMBOREE COM 403777105 2636 161603 SH DEFINED 01 161603 0 0 GYMBOREE COM 403777105 2 140 SH DEFINED 01 02 0 140 0 GYMBOREE COM 403777105 153 9400 SH DEFINED 01 05 0 9400 0 HM SAMPOERNA TBK COM 404004996 1238 3298800 SH DEFINED 01 3298800 0 0 HM SAMPOERNA TBK COM 404004996 57 150700 SH DEFINED 01 05 0 150700 0 HCA COM 404119109 463355 9732263 SH DEFINED 01 9732263 0 0 HCA COM 404119109 7369 154770 SH DEFINED 01 03 0 154770 0 HCA COM 404119109 86927 1825806 SH DEFINED 01 05 0 1825806 0 HCA INC COM 404119109 2238 47000 SH DEFINED 01 0 47000 0 HCA INC COM 404119109 24194 508347 SH DEFINED 01 02 0 508347 0 HCA INC COM 404119109 2566 53900 SH DEFINED 11 12 0 53900 0 HCA INC COM 404119109 15154 318300 SH DEFINED 11 12 13 0 318300 0 HCC INSURANCE COM 404132102 28908 1203950 SH DEFINED 01 02 0 1203950 0 HCC INSURANCE HOLDINGS COM 404132102 230 9589 SH DEFINED 01 9589 0 0 HCC INSURANCE HOLDINGS COM 404132102 824 34300 SH DEFINED 01 03 0 34300 0 HDFC BANK ADR COM 40415F101 355 25000 SH DEFINED 01 25000 0 0 HEI COM 404160103 673 166100 SH DEFINED 01 166100 0 0 HRPT PROPERTIES TR COM 40426W101 4 454 SH DEFINED 01 454 0 0 HSBC HOLDINGS COM 404400996 27123 2678139 SH DEFINED 01 2678139 0 0 HSBC HOLDINGS COM 404400996 333 32879 SH DEFINED 01 03 0 32879 0 HSBC HOLDINGS COM 404400996 19258 1901507 SH DEFINED 01 05 0 1901507 0 HAEMONETICS COM 405024100 4170 175700 SH DEFINED 01 175700 0 0 ATLAS COPCO COM 4050971 5 300 SH DEFINED 01 10 300 0 0 ATLAS COPCO COM 4050982 2 100 SH DEFINED 01 10 100 0 0 HAGEMEYER COM 405111998 559 73841 SH DEFINED 01 73841 0 0 HAGGAR COM 405173105 221 20136 SH DEFINED 01 20136 0 0 HAIN CELESTIAL GROUP COM 405217100 1558 106312 SH DEFINED 01 106312 0 0 ASSIC GENERALI COM 4056719 52 3530 SH DEFINED 01 10 3530 0 0 L'OREAL COM 4057808 74 1031 SH DEFINED 01 10 1031 0 0 BCO ESPIR SA COM 4058061 5 481 SH DEFINED 01 10 481 0 0 HALL, KINION & ASSOCIATES COM 406069104 232 38714 SH DEFINED 01 38714 0 0 LVMH MOET COM 4061412 25 672 SH DEFINED 01 10 672 0 0 HALLIBURTON COM 406216101 2016 156168 SH DEFINED 01 156168 0 0 HALLIBURTON COM 406216101 1315 101894 SH DEFINED 01 03 0 101894 0 HALLIBURTON COM 406216101 97 7500 SH DEFINED 01 05 0 7500 0 ACESA COM 4065663 8 686 SH DEFINED 01 10 686 0 0 BCA POP DI M COM 4072168 2 680 SH DEFINED 01 10 680 0 0 SAGEM(APPLIC GEN) COM 4074432 5 84 SH DEFINED 01 10 84 0 0 INTESABCI S.P.A. COM 4076836 20 11963 SH DEFINED 01 10 11963 0 0 INTESABCI SPA COM 4076847 2 2000 SH DEFINED 01 10 2000 0 0 MONDADORI COM 4084895 2 500 SH DEFINED 01 10 500 0 0 HANCOCK FABRICS COM 409900107 2285 141488 SH DEFINED 01 141488 0 0 HANCOCK FABRICS COM 409900107 41 2566 SH DEFINED 01 02 0 2566 0 HANCOCK FABRICS COM 409900107 3 159 SH DEFINED 01 03 0 159 0 HANCOCK FABRICS COM 409900107 163 10100 SH DEFINED 01 05 0 10100 0 BERGESEN DY ASA CL A COM 4100898 2 135 SH DEFINED 01 10 135 0 0 HANCOCK HLDG CO COM 410120109 4 76 SH DEFINED 01 76 0 0 HANCOCK HLDG CO COM 410120109 52 1114 SH DEFINED 01 02 0 1114 0 HANCOCK HLDG CO COM 410120109 3 71 SH DEFINED 01 03 0 71 0 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 7615 273958 SH DEFINED 01 273958 0 0 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 1895 68195 SH DEFINED 01 03 0 68195 0 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 1890 67984 SH DEFINED 01 05 0 67984 0 HANDLEMAN COM 410252100 1 142 SH DEFINED 01 142 0 0 HANDSPRING INC COM 410293104 1 962 SH DEFINED 01 962 0 0 ELEC DE PORT COM 4103596 13 8755 SH DEFINED 01 10 8755 0 0 HANG LUNG PROPERTIES LTD COM 410435994 134 150000 SH DEFINED 01 150000 0 0 HANMI FINANCIAL CORP COM 410495105 591 39400 SH DEFINED 01 39400 0 0 HANMI FINANCIAL CORP COM 410495105 43 2900 SH DEFINED 01 02 0 2900 0 HANMI FINANCIAL CORP COM 410495105 3 174 SH DEFINED 01 03 0 174 0 HANMI FINANCIAL CORP COM 410495105 86 5700 SH DEFINED 01 05 0 5700 0 HANNOVER RUECKVERSICHERUNGS COM 410755995 272 16500 SH DEFINED 01 16500 0 0 HANOVER COMPRESSOR COM 410768105 23 2752 SH DEFINED 01 2752 0 0 HANOVER COMPRESSOR COM 410768105 15 1800 SH DEFINED 01 02 0 1800 0 HANOVER COMPRESSOR COM 410768105 1046 126000 SH DEFINED 01 05 0 126000 0 HANOVER COMPRESS CVT CONV BND 410768AC9 2153 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 40684 1581800 SH DEFINED 01 1581800 0 0 HANSON ADR COM 411352404 1600 62200 SH DEFINED 01 03 0 62200 0 HANSON ADR COM 411352404 6527 253741 SH DEFINED 01 05 0 253741 0 HANSON PLC ADR COM 411352404 514 20000 SH DEFINED 01 02 0 20000 0 BOHLER-UDDEHOLM COM 4121305 1 18 SH DEFINED 01 10 18 0 0 BANK OF PIRAEUS COM 4122676 3 520 SH DEFINED 01 10 520 0 0 HARLAND (JOHN H) COM 412693103 4383 161440 SH DEFINED 01 161440 0 0 HARLAND (JOHN H) COM 412693103 3 127 SH DEFINED 01 03 0 127 0 HARLAND (JOHN H) COM 412693103 236 8700 SH DEFINED 01 05 0 8700 0 HARLAND JOHN H COM 412693103 58 2142 SH DEFINED 01 02 0 2142 0 HARLEY DAVIDSON COM 412822108 650 14000 SH DEFINED 01 0 14000 0 HARLEY DAVIDSON COM 412822108 9592 206470 SH DEFINED 01 02 0 206470 0 HARLEY-DAVIDSON COM 412822108 4228 91051 SH DEFINED 01 91051 0 0 HARLEY-DAVIDSON COM 412822108 3420 73638 SH DEFINED 01 03 0 73638 0 HARLEY-DAVIDSON COM 412822108 164 3529 SH DEFINED 01 05 0 3529 0 HARLEYSVILLE GROUP COM 412824104 222 8475 SH DEFINED 01 8475 0 0 HARLEYSVILLE GROUP COM 412824104 44 1690 SH DEFINED 01 05 0 1690 0 HARMAN INTL INDS COM 413086109 6488 125384 SH DEFINED 01 125384 0 0 HARMONY GOLD MINING COM 413138991 269 17000 SH DEFINED 01 17000 0 0 HARMONIC COM 413160102 327 187033 SH DEFINED 01 187033 0 0 HARMONY GOLD MINING WTS EXP 06 COM 413216110 379 33000 SH DEFINED 01 33000 0 0 HARMONY GOLD MINING COM 413216300 13459 860000 SH DEFINED 01 860000 0 0 HARMONY GOLD MINING COM 413216300 366 23400 SH DEFINED 01 05 0 23400 0 HARRAH'S ENTERTAINMENT COM 413619107 8053 167025 SH DEFINED 01 167025 0 0 HARRAH'S ENTERTAINMENT COM 413619107 1276 26451 SH DEFINED 01 03 0 26451 0 HARRAH'S ENTERTAINMENT COM 413619107 261 5397 SH DEFINED 01 05 0 5397 0 HARRIS COM 413875105 1070 31969 SH DEFINED 01 31969 0 0 REED ELSEVIER COM 4148810 24 2009 SH DEFINED 01 10 2009 0 0 KOBENGAVNS LUFTHAVNE COM 4155285 1 25 SH DEFINED 01 10 25 0 0 DANISCO A/S COM 4155586 7 200 SH DEFINED 01 10 200 0 0 HARSCO COM 415864107 47 1750 SH DEFINED 01 1750 0 0 HARTE-HANKS COM 416196103 69 3711 SH DEFINED 01 3711 0 0 THALES (EX THOMPSON CSF) COM 4162791 5 205 SH DEFINED 01 10 205 0 0 CAP GEMINI COM 4163437 5 298 SH DEFINED 01 10 298 0 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 21164 516199 SH DEFINED 01 516199 0 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 2982 72746 SH DEFINED 01 03 0 72746 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 10203 248845 SH DEFINED 01 05 0 248845 0 HARTFORD FINL SVCS COM 416515104 168 4100 SH DEFINED 01 02 0 4100 0 HARVARD BIOSCIENCE COM 416906105 421 139000 SH DEFINED 01 139000 0 0 HARVARD BIOSCIENCE COM 416906105 1 350 SH DEFINED 01 02 0 350 0 HARVARD BIOSCIENCE COM 416906105 49 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 6 85 SH DEFINED 01 10 85 0 0 HASBRO COM 418056107 1199 107790 SH DEFINED 01 107790 0 0 HASBRO COM 418056107 448 40295 SH DEFINED 01 03 0 40295 0 HASBRO COM 418056107 22 2018 SH DEFINED 01 05 0 2018 0 CRH COM 4182249 19 1695 SH DEFINED 01 10 1695 0 0 DCC PLC COM 4189477 2 189 SH DEFINED 01 10 189 0 0 HAVAS COM 419313101 95 25088 SH DEFINED 01 0 25088 0 HAVERTY FURNITURE COM 419596101 924 73983 SH DEFINED 01 73983 0 0 HAVERTY FURNITURE COM 419596101 15 1190 SH DEFINED 01 05 0 1190 0 HAWAIIAN ELECTRIC INDS COM 419870100 1022 23696 SH DEFINED 01 23696 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 61 1410 SH DEFINED 01 05 0 1410 0 HAYS PLC COM 420400996 133 73878 SH DEFINED 01 73878 0 0 CLUB MEDITER COM 4204370 1 40 SH DEFINED 01 10 40 0 0 HELLENIC TECHNODOM COM 4205351 1 190 SH DEFINED 01 10 190 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 56 13422 SH DEFINED 01 13422 0 0 HEALTHSOUTH COM 421924101 383 92259 SH DEFINED 01 03 0 92259 0 HEALTHSOUTH COM 421924101 19 4628 SH DEFINED 01 05 0 4628 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 40604 2008120 SH DEFINED 01 2008120 0 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 5016 248077 SH DEFINED 01 03 0 248077 0 HEALTH MANAGEMENT ASSOCIATES C COM 421933102 2121 104933 SH DEFINED 01 05 0 104933 0 HEALTH MGMT ASSOC COM 421933102 2182 107930 SH DEFINED 01 02 0 107930 0 HEALTHCARE RLTY TR COM 421946104 1030 33121 SH DEFINED 01 33121 0 0 HEALTHCARE RLTY TR COM 421946104 134 4300 SH DEFINED 01 05 0 4300 0 HEADWATERS COM 42210P102 2272 164426 SH DEFINED 01 164426 0 0 HEADWATERS COM 42210P102 287 20774 SH DEFINED 01 05 0 20774 0 HEADWATERS INC COM 42210P102 3 240 SH DEFINED 01 02 0 240 0 HEALTH CARE REIT INC COM 42217K106 3 103 SH DEFINED 01 103 0 0 CMB COM 4221948 1 13 SH DEFINED 01 10 13 0 0 HEALTH NET COM 42222G108 364 16974 SH DEFINED 01 16974 0 0 HEALTH NET COM 42222G108 51 2380 SH DEFINED 01 05 0 2380 0 HEARST-ARGYLE TELEVI COM 422317107 6 253 SH DEFINED 01 253 0 0 HEARTLAND EXPRESS COM 422347104 4387 234079 SH DEFINED 01 234079 0 0 HEARTLAND EXPRESS COM 422347104 4 197 SH DEFINED 01 03 0 197 0 HEARTLAND EXPRESS COM 422347104 189 10112 SH DEFINED 01 05 0 10112 0 HEARTLAND EXPRESS IN COM 422347104 53 2850 SH DEFINED 01 02 0 2850 0 HEIDRICK & STRUGGLES INTL COM 422819102 1527 100561 SH DEFINED 01 100561 0 0 HEIDELBERGCEMENT AG COM 422820100 1888 51900 SH DEFINED 01 51900 0 0 HEINEKEN NV COM 423011998 540 13768 SH DEFINED 01 13768 0 0 HERO HONDA MOTORS COM 423055995 1953 363314 SH DEFINED 01 363314 0 0 HERO HONDA MOTORS COM 423055995 93 17241 SH DEFINED 01 05 0 17241 0 HEINZ (HJ) COM 423074103 2230 66795 SH DEFINED 01 66795 0 0 HEINZ (HJ) COM 423074103 2726 81688 SH DEFINED 01 03 0 81688 0 HEINZ (HJ) COM 423074103 137 4105 SH DEFINED 01 05 0 4105 0 UNICREDITO COM 4232445 36 10000 SH DEFINED 01 10 10000 0 0 HELIX TECHNOLOGY COM 423319102 1463 151579 SH DEFINED 01 151579 0 0 HELIX TECHNOLOGY COM 423319102 1 140 SH DEFINED 01 02 0 140 0 HELIX TECHNOLOGY COM 423319102 75 7734 SH DEFINED 01 05 0 7734 0 HELMERICH & PAYNE COM 423452101 5056 147692 SH DEFINED 01 147692 0 0 HELMERICH & PAYNE COM 423452101 289 8430 SH DEFINED 01 05 0 8430 0 ALPHA BANK COM 4235864 5 430 SH DEFINED 01 10 430 0 0 D'IETEREN TR COM 4247494 2 13 SH DEFINED 01 10 13 0 0 D S 1912 DK1000 COM 4248754 6 1 SH DEFINED 01 10 1 0 0 HENKEL KGAA VORZUG PREF SHARES PRF 425303997 206 3250 SH DEFINED 01 3250 0 0 D/S SVENBORG COM 4253048 7 1 SH DEFINED 01 10 1 0 0 DELHAIZE GROUP COM 4262118 4 250 SH DEFINED 01 10 250 0 0 HENRY (JACK) & ASSOCIATES COM 426281101 493 39672 SH DEFINED 01 39672 0 0 HENRY (JACK) & ASSOCIATES COM 426281101 3236 260300 SH DEFINED 01 05 0 260300 0 DNB HOLDING ASA COM 4263304 7 1500 SH DEFINED 01 10 1500 0 0 HERCULES COM 427056106 1064 115465 SH DEFINED 01 115465 0 0 HERCULES COM 427056106 234 25409 SH DEFINED 01 03 0 25409 0 HERCULES COM 427056106 12 1271 SH DEFINED 01 05 0 1271 0 HERITAGE PROPERTY INVESTMENT COM 42725M107 280 11200 SH DEFINED 01 11200 0 0 HERITAGE PROPERTY INVESTMENT COM 42725M107 56 2230 SH DEFINED 01 05 0 2230 0 HERLEY INDUST INC COM 427398102 1341 72200 SH DEFINED 01 72200 0 0 HERLEY INDUST INC COM 427398102 1 50 SH DEFINED 01 02 0 50 0 HERLEY INDUST INC COM 427398102 37 2000 SH DEFINED 01 05 0 2000 0 HERSHEY FOODS COM 427866108 5093 82095 SH DEFINED 01 82095 0 0 HERSHEY FOODS COM 427866108 1974 31806 SH DEFINED 01 03 0 31806 0 HERSHEY FOODS COM 427866108 99 1602 SH DEFINED 01 05 0 1602 0 HEWITT ASSOCIATES INC COM 42822Q100 6685 226300 SH DEFINED 01 226300 0 0 HEWITT ASSOCIATES INC COM 42822Q100 7220 244400 SH DEFINED 01 05 0 244400 0 HEWLETT-PACKARD COM 428236103 113689 9742017 SH DEFINED 01 9742017 0 0 HEWLETT-PACKARD COM 428236103 9688 830146 SH DEFINED 01 03 0 830146 0 HEWLETT-PACKARD COM 428236103 43185 3700574 SH DEFINED 01 05 0 3700574 0 HEWLETT-PACKARD CO COM 428236103 2195 188072 SH DEFINED 01 0 188072 0 HEWLETT-PACKARD CO COM 428236103 378 32400 SH DEFINED 01 02 0 32400 0 HIBERNIA CL A COM 428656102 1039 51949 SH DEFINED 01 51949 0 0 ELECTRABEL COM 4294791 25 104 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 2 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 225 9584 SH DEFINED 01 9584 0 0 HIGHWOOD PROPERTY COM 431284108 45 1920 SH DEFINED 01 05 0 1920 0 HILB ROGAL & HAMILTO COM 431294107 4 90 SH DEFINED 01 02 0 90 0 HILB, ROGAL & HAMILTON COM 431294107 5617 136166 SH DEFINED 01 136166 0 0 HILB, ROGAL & HAMILTON COM 431294107 223 5400 SH DEFINED 01 05 0 5400 0 HILLENBRAND INDS COM 431573104 137 2525 SH DEFINED 01 2525 0 0 BAYER COM 4325419 9 700 SH DEFINED 01 10 700 0 0 HILTON GROUP COM 432835999 962 382407 SH DEFINED 01 382407 0 0 HILTON HOTELS COM 432848109 5596 491729 SH DEFINED 01 491729 0 0 HILTON HOTELS COM 432848109 996 87531 SH DEFINED 01 03 0 87531 0 HILTON HOTELS COM 432848109 8872 779700 SH DEFINED 01 05 0 779700 0 HINDUSTAN LEVER COM 433099991 1427 399695 SH DEFINED 01 399695 0 0 HINDUSTAN LEVER COM 433099991 68 18966 SH DEFINED 01 05 0 18966 0 HIT ENTERTAINMENT PLC COM 433571999 313 90000 SH DEFINED 01 90000 0 0 HITACHI COM 433578101 6122 1222000 SH DEFINED 01 1222000 0 0 HITACHI COM 433578101 60 12000 SH DEFINED 01 03 0 12000 0 HITACHI COM 433578101 3257 650000 SH DEFINED 01 05 0 650000 0 HISPANIC BROADCASTING COM 43357B104 82 4371 SH DEFINED 01 4371 0 0 HITACHI SOFTWARE ENGINEERING COM 433602992 92 3700 SH DEFINED 01 03 0 3700 0 HK EXCHANGES & CLEAR (0388) COM 434150991 374 310000 SH DEFINED 01 310000 0 0 GEORG FISCHE COM 4341783 1 10 SH DEFINED 01 10 10 0 0 ROCHE HOLDS GENUSSCHEINE COM 434510996 552 8160 SH DEFINED 01 8160 0 0 HOKUTO CORPORATION COM 434900999 280 13280 SH DEFINED 01 13280 0 0 FORBO HOLDINGS COM 4350035 1 4 SH DEFINED 01 10 4 0 0 SYNGENTA AG COM 4356646 19 347 SH DEFINED 01 10 347 0 0 HOLLY CORP COM 435758305 1053 62000 SH DEFINED 01 62000 0 0 HOLLY CORP COM 435758305 1 60 SH DEFINED 01 02 0 60 0 HOLLY CORP COM 435758305 127 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 71 4842 SH DEFINED 01 02 0 4842 0 HOLLYWOOD ENTERTAINMENT COM 436141105 2033 140000 SH DEFINED 01 140000 0 0 HOLLYWOOD ENTERTAINMENT COM 436141105 4 286 SH DEFINED 01 03 0 286 0 HOLLYWOOD ENTERTAINMENT COM 436141105 227 15600 SH DEFINED 01 05 0 15600 0 HOLMES PLACE COM 436269997 205 70000 SH DEFINED 01 70000 0 0 HOLOGIC COM 436440101 598 60991 SH DEFINED 01 60991 0 0 HOME DEPOT COM 437076102 219771 8420306 SH DEFINED 01 8420306 0 0 HOME DEPOT COM 437076102 14583 558733 SH DEFINED 01 03 0 558733 0 HOME DEPOT COM 437076102 34282 1313465 SH DEFINED 01 05 0 1313465 0 HOME DEPOT INC COM 437076102 7791 298493 SH DEFINED 01 0 298493 0 HOME DEPOT INC COM 437076102 16038 614643 SH DEFINED 01 02 0 614643 0 ZELTIA SA COM 4370839 2 483 SH DEFINED 01 10 483 0 0 HOME PROPERTIES OF NEW YORK COM 437306103 2 73 SH DEFINED 01 73 0 0 HOMESTORE COM 437852106 0 1054 SH DEFINED 01 1054 0 0 HOMESTYLE GROUP PLC COM 437857998 160 40000 SH DEFINED 01 40000 0 0 PUBLICIS GROUPE SA COM 4380429 6 321 SH DEFINED 01 10 321 0 0 HON HAI PRECISION GDR 144A COM 438090102 137 21054 SH DEFINED 01 05 0 21054 0 HON INDS COM 438092108 62 2404 SH DEFINED 01 2404 0 0 HONDA MOTOR COM 438120990 6212 153384 SH DEFINED 01 153384 0 0 HONEYWELL INTERNATIONAL COM 438516106 1157 53400 SH DEFINED 11 12 0 53400 0 HONEYWELL INTERNATIONAL COM 438516106 5560 256700 SH DEFINED 11 12 13 0 256700 0 HONEYWELL INTL COM 438516106 67540 3118181 SH DEFINED 01 3118181 0 0 HONEYWELL INTL COM 438516106 5808 268132 SH DEFINED 01 03 0 268132 0 HONEYWELL INTL COM 438516106 28587 1319859 SH DEFINED 01 05 0 1319859 0 HONEYWELL INTL INC COM 438516106 470 21700 SH DEFINED 01 02 0 21700 0 HONG KONG& CHINA GAS COM 438556995 142 105619 SH DEFINED 01 105619 0 0 HSBC HOLDINGS PLC COM 438560104 499 48502 SH DEFINED 01 48502 0 0 HOOPER HOLMES COM 439104100 2636 425240 SH DEFINED 01 425240 0 0 HORACE MANN EDUCATORS COM 440327104 23 1566 SH DEFINED 01 1566 0 0 HORIZON HEALTH CORP COM 44041Y104 2485 234400 SH DEFINED 01 234400 0 0 HORIZON HEALTH CORP COM 44041Y104 261 24600 SH DEFINED 01 05 0 24600 0 HORIZON OFFSHORE, INC. COM 44043J105 421 100000 SH DEFINED 01 100000 0 0 HORMEL FOODS COM 440452100 124 5674 SH DEFINED 01 5674 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 86 2613 SH DEFINED 01 2613 0 0 HOST MARRIOTT COM 44107P104 193 20812 SH DEFINED 01 20812 0 0 HOT TOPIC COM 441339108 2862 158734 SH DEFINED 01 158734 0 0 HOTELS.COM CL A COM 44147T108 25730 508700 SH DEFINED 01 508700 0 0 HOTELS.COM CL A COM 44147T108 1067 21100 SH DEFINED 01 05 0 21100 0 HOUSEHOLD INTL COM 441815107 22231 785294 SH DEFINED 01 785294 0 0 HOUSEHOLD INTL COM 441815107 3033 107123 SH DEFINED 01 03 0 107123 0 HOUSEHOLD INTL COM 441815107 4824 170403 SH DEFINED 01 05 0 170403 0 COCA-COLA HELLENIC BOT. COM 4420723 4 270 SH DEFINED 01 10 270 0 0 HOUSTON EXPLORATION COM 442120101 1340 43025 SH DEFINED 01 43025 0 0 HOUSTON EXPLORATION COM 442120101 140 4500 SH DEFINED 01 05 0 4500 0 IBERDROLA SA COM 4424640 34 2660 SH DEFINED 01 10 2660 0 0 HOVNANIAN ENTERPRISE COM 442487203 3 80 SH DEFINED 01 02 0 80 0 HOYA CORP COM 443302997 326 5251 SH DEFINED 01 5251 0 0 HUB INTERNATIONAL LIMITED COM 44332P101 1089 68900 SH DEFINED 01 68900 0 0 INSTUMENTAR COM 4434166 5 200 SH DEFINED 01 10 200 0 0 HUBBELL CL B COM 443510201 72 2473 SH DEFINED 01 2473 0 0 HUDSON CITY BANCORP COM 443683107 8 486 SH DEFINED 01 486 0 0 IHC CALAND N COM 4441155 4 96 SH DEFINED 01 10 96 0 0 HUDSON UNITED BANCORP COM 444165104 3768 141652 SH DEFINED 01 141652 0 0 HUFFY COM 444356109 392 50784 SH DEFINED 01 50784 0 0 HUGHES SUPPLY COM 444482103 3586 123032 SH DEFINED 01 123032 0 0 HUGHES SUPPLY COM 444482103 90 3085 SH DEFINED 01 02 0 3085 0 HUGHES SUPPLY COM 444482103 6 200 SH DEFINED 01 03 0 200 0 HUGHES SUPPLY COM 444482103 169 5800 SH DEFINED 01 05 0 5800 0 HUGO BOSS PFD PRF 444600993 205 23900 SH DEFINED 01 23900 0 0 HUMANA COM 444859102 14759 1190202 SH DEFINED 01 1190202 0 0 HUMANA COM 444859102 489 39449 SH DEFINED 01 03 0 39449 0 HUMANA COM 444859102 436 35173 SH DEFINED 01 05 0 35173 0 HUMAN GENOME SCIENCES COM 444903108 991 82203 SH DEFINED 01 82203 0 0 HUMAN GENOME SCIENCES COM 444903108 101 8400 SH DEFINED 01 05 0 8400 0 IRISH LIFE & COM 4455253 8 684 SH DEFINED 01 10 684 0 0 HUNT (JB) TRANSPORT SERVICES COM 445658107 9839 417804 SH DEFINED 01 417804 0 0 HUNT (JB) TRANSPORT SERVICES COM 445658107 6 236 SH DEFINED 01 03 0 236 0 HUNT (JB) TRANSPORT SERVICES COM 445658107 8828 374900 SH DEFINED 01 05 0 374900 0 J.B. HUNT TRANSPORT COM 445658107 90 3808 SH DEFINED 01 02 0 3808 0 HUNTER DOUGLAS NV COM 445666993 404 15140 SH DEFINED 01 15140 0 0 SNIA ORDS COM 4457594 2 1300 SH DEFINED 01 10 1300 0 0 IMETAL COM 4457765 4 34 SH DEFINED 01 10 34 0 0 HUNTINGTON BANCSHARES COM 446150104 150 8213 SH DEFINED 01 8213 0 0 HUNTINGTON BANCSHARES COM 446150104 1019 55994 SH DEFINED 01 03 0 55994 0 HUNTINGTON BANCSHARES COM 446150104 51 2803 SH DEFINED 01 05 0 2803 0 JERONIMO MAR COM 4477235 1 200 SH DEFINED 01 10 200 0 0 HUTCHINSON TECHNOLOGY COM 448407106 1285 79567 SH DEFINED 01 79567 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 0 23 SH DEFINED 01 23 0 0 HYDRIL COMPANY COM 448774109 3 130 SH DEFINED 01 02 0 130 0 ICN PHARMACEUTICALS COM 448924100 30 3337 SH DEFINED 01 3337 0 0 IDT COM 448947101 1 88 SH DEFINED 01 88 0 0 KESKO OYJ COM 4490005 2 200 SH DEFINED 01 10 200 0 0 HYPERCOM CORP COM 44913M105 375 131000 SH DEFINED 01 131000 0 0 HYPERCOM CORP COM 44913M105 22 7858 SH DEFINED 01 02 0 7858 0 HYPERCOM CORP COM 44913M105 1 491 SH DEFINED 01 03 0 491 0 HYPERCOM CORP COM 44913M105 44 15300 SH DEFINED 01 05 0 15300 0 HYPERION SOLUTIONS COM 44914M104 3501 190778 SH DEFINED 01 190778 0 0 HYPERION SOLUTIONS COM 44914M104 2 120 SH DEFINED 01 02 0 120 0 HYPERION SOLUTIONS COM 44914M104 126 6850 SH DEFINED 01 05 0 6850 0 HYSEQ COM 449163302 0 38 SH DEFINED 01 38 0 0 HYUNDAI MOTOR C COM 449181999 2384 104899 SH DEFINED 01 104899 0 0 HYUNDAI MOTOR C COM 449181999 98 4310 SH DEFINED 01 05 0 4310 0 HYUNDAI MOBIS COM 449185990 411 21000 SH DEFINED 01 21000 0 0 ICOS COM 449295104 31 1480 SH DEFINED 01 1480 0 0 ICU MEDICAL COM 44930G107 1589 43505 SH DEFINED 01 43505 0 0 IDEC PHARM COM 449370105 2782 67000 SH DEFINED 01 0 67000 0 IDEC PHARM COM 449370105 46003 1107937 SH DEFINED 01 02 0 1107937 0 IDEC PHARMACEUTICALS COM 449370105 63426 1527601 SH DEFINED 01 1527601 0 0 IDEC PHARMACEUTICALS COM 449370105 2894 69700 SH DEFINED 01 03 0 69700 0 IDEC PHARMACEUTICALS COM 449370105 27071 652014 SH DEFINED 01 05 0 652014 0 IDX SYSTEMS COM 449491109 1 120 SH DEFINED 01 120 0 0 IGEN INTL COM 449536101 2 77 SH DEFINED 01 77 0 0 IHOP COM 449623107 1580 65565 SH DEFINED 01 65565 0 0 IMC GLOBAL COM 449669100 1714 142223 SH DEFINED 01 142223 0 0 IMCO RECYCLING COM 449681105 275 45402 SH DEFINED 01 45402 0 0 IMCO RECYCLING COM 449681105 3 521 SH DEFINED 01 03 0 521 0 IMCO RECYCLING INC COM 449681105 50 8135 SH DEFINED 01 02 0 8135 0 KBC COM 4497749 10 313 SH DEFINED 01 10 313 0 0 IMS HEALTH COM 449934108 1026 68522 SH DEFINED 01 68522 0 0 IMS HEALTH COM 449934108 989 66036 SH DEFINED 01 03 0 66036 0 IMS HEALTH COM 449934108 49 3306 SH DEFINED 01 05 0 3306 0 IMS HEALTH INC COM 449934108 150 10000 SH DEFINED 01 0 10000 0 GN STORE NORD COM 4501093 2 800 SH DEFINED 01 10 800 0 0 LAFARGE COM 4502706 30 375 SH DEFINED 01 10 375 0 0 ISTAR FINANCIAL COM 45031U101 5 185 SH DEFINED 01 185 0 0 ITLA CAPITAL CORP COM 450565106 845 28000 SH DEFINED 01 28000 0 0 ITLA CAPITAL CORP COM 450565106 69 2270 SH DEFINED 01 02 0 2270 0 ITLA CAPITAL CORP COM 450565106 4 143 SH DEFINED 01 03 0 143 0 ITLA CAPITAL CORP COM 450565106 103 3400 SH DEFINED 01 05 0 3400 0 ITT EDUCATIONAL SERVICES COM 45068B109 2712 144502 SH DEFINED 01 144502 0 0 ITXC COM 45069F109 0 100 SH DEFINED 01 100 0 0 IXIA COM 45071R109 1 195 SH DEFINED 01 195 0 0 IBASIS COM 450732102 0 68 SH DEFINED 01 68 0 0 IBERDROLA COM 450740105 3392 262000 SH DEFINED 01 262000 0 0 IBERIABANK CORP COM 450828108 79 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 1442 23121 SH DEFINED 01 23121 0 0 ITT INDS COM 450911102 1330 21344 SH DEFINED 01 03 0 21344 0 ITT INDS COM 450911102 67 1078 SH DEFINED 01 05 0 1078 0 IAM GOLD COM 450913884 1725 450000 SH DEFINED 01 450000 0 0 IDACORP COM 451107106 38 1558 SH DEFINED 01 1558 0 0 IDEX COM 45167R104 2908 101849 SH DEFINED 01 101849 0 0 IDINE REWARDS NETWORKS INC COM 45168A100 312 33700 SH DEFINED 01 33700 0 0 IDEXX LABORATORIES COM 45168D104 3230 104368 SH DEFINED 01 104368 0 0 IDEXX LABS INC COM 45168D104 557 18000 SH DEFINED 01 0 18000 0 IGATE CORPORATION COM 45169U105 0 162 SH DEFINED 01 162 0 0 IKON OFFICE SOLUTION COM 451713101 57 7319 SH DEFINED 01 02 0 7319 0 IKON OFFICE SOLUTIONS COM 451713101 1035 131400 SH DEFINED 01 131400 0 0 IKON OFFICE SOLUTIONS COM 451713101 3 428 SH DEFINED 01 03 0 428 0 IKON OFFICE SOLUTIONS COM 451713101 133 16900 SH DEFINED 01 05 0 16900 0 KERRY GROUP COM 4519579 5 406 SH DEFINED 01 10 406 0 0 ILLINOIS TOOL WORKERS COM 452308109 9543 163600 SH DEFINED 11 12 13 0 163600 0 ILLINOIS TOOL WORKS COM 452308109 7850 134579 SH DEFINED 01 0 134579 0 ILLINOIS TOOL WORKS COM 452308109 234352 4017702 SH DEFINED 01 4017702 0 0 ILLINOIS TOOL WORKS COM 452308109 17022 291896 SH DEFINED 01 02 0 291896 0 ILLINOIS TOOL WORKS COM 452308109 6685 114596 SH DEFINED 01 03 0 114596 0 ILLINOIS TOOL WORKS COM 452308109 39465 676583 SH DEFINED 01 05 0 676583 0 ILLINOIS TOOL WORKS COM 452308109 1896 32500 SH DEFINED 11 12 0 32500 0 ILLUMINA INC COM 452327109 0 128 SH DEFINED 01 128 0 0 IMATION COM 45245A107 836 29518 SH DEFINED 01 29518 0 0 IMATION COM 45245A107 4 128 SH DEFINED 01 03 0 128 0 IMATION COM 45245A107 108 3800 SH DEFINED 01 05 0 3800 0 IMATION CORP COM 45245A107 55 1973 SH DEFINED 01 02 0 1973 0 IMCLONE SYSTEMS COM 45245W109 15 2024 SH DEFINED 01 2024 0 0 IMANAGE COM 45245Y105 902 440000 SH DEFINED 01 440000 0 0 IMAGISTICS INTL COM 45247T104 1020 58757 SH DEFINED 01 58757 0 0 WARTSILA OY COM 4525189 1 100 SH DEFINED 01 10 100 0 0 IMMERSION CORP COM 452521107 0 85 SH DEFINED 01 85 0 0 IMMUCOR INC COM 452526106 622 38300 SH DEFINED 01 38300 0 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 914 82000 SH DEFINED 01 82000 0 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 113 10100 SH DEFINED 01 05 0 10100 0 IMPALA PLATINUM HOLDINGS LTD COM 452554991 2948 55468 SH DEFINED 01 55468 0 0 IMPALA PLATINUM HOLDINGS LTD COM 452554991 92 1734 SH DEFINED 01 05 0 1734 0 IMPATH COM 45255G101 661 51213 SH DEFINED 01 51213 0 0 IMPERIAL CHEMICAL INDS ADR COM 452704505 5484 417700 SH DEFINED 01 417700 0 0 IMPERIAL CHEMICAL INDS ADR COM 452704505 679 51750 SH DEFINED 01 05 0 51750 0 INAMED COM 453235103 1508 65547 SH DEFINED 01 65547 0 0 SYNTHES-STRA COM 4532673 7 14 SH DEFINED 01 10 14 0 0 INCYTE GENOMICS COM 45337C102 633 136324 SH DEFINED 01 136324 0 0 INCYTE GENOMICS INC COM 45337C102 1 150 SH DEFINED 01 02 0 150 0 INDEPENDENCE COMMUNITY BANK COM 453414104 58 2362 SH DEFINED 01 2362 0 0 INDEPENDENT BANK COM 453838104 1372 41463 SH DEFINED 01 41463 0 0 INDEPENDENT BANK COM 453838104 4 106 SH DEFINED 01 03 0 106 0 INDEPENDENT BANK COM 453838104 172 5182 SH DEFINED 01 05 0 5182 0 INDEPENDENT BK CO MI COM 453838104 53 1609 SH DEFINED 01 02 0 1609 0 LAGARDERE SC COM 4547213 16 406 SH DEFINED 01 10 406 0 0 MAYR-MELWKOF KARTON COM 4563640 1 21 SH DEFINED 01 10 21 0 0 SMEDVIG ASA-A SHARES COM 4564665 1 270 SH DEFINED 01 10 270 0 0 INDYMAC BANCORP COM 456607100 45 2338 SH DEFINED 01 2338 0 0 INET TECH COM 45662V105 1 169 SH DEFINED 01 169 0 0 INFOCUS COM 45665B106 11 1508 SH DEFINED 01 1508 0 0 INFORMATICA CORP COM 45666Q102 373 120218 SH DEFINED 01 120218 0 0 INFONET SERVICES COM 45666T106 2 722 SH DEFINED 01 722 0 0 INFORMATION HOLDINGS COM 456727106 1481 68395 SH DEFINED 01 68395 0 0 INFOSYS TECHNOLOGIES ORD COM 456788991 2286 32500 SH DEFINED 01 32500 0 0 INFOSYS TECHNOLOGIES ORD COM 456788991 105 1500 SH DEFINED 01 05 0 1500 0 Infospace (2) COM 45678T102 63636 27745 SH DEFINED 1 0 27745 0 INFOSPACE INC COM 45678T201 1 216 SH DEFINED 01 216 0 0 INFORMATION RESOURCE COM 456905108 19 5175 SH DEFINED 01 02 0 5175 0 INFORMATION RESOURCES COM 456905108 908 244789 SH DEFINED 01 244789 0 0 INFORMATION RESOURCES COM 456905108 1 330 SH DEFINED 01 03 0 330 0 INFORMATION RESOURCES COM 456905108 65 17500 SH DEFINED 01 05 0 17500 0 INGRAM MICRO CL A COM 457153104 1156 86900 SH DEFINED 01 86900 0 0 NH HOTELS COM 4571784 3 325 SH DEFINED 01 10 325 0 0 INHALE THERAPEUTIC COM 457191104 2 459 SH DEFINED 01 459 0 0 INKTOMI CORP COM 457277101 0 538 SH DEFINED 01 538 0 0 MEDIOBANCA S COM 4574813 12 1750 SH DEFINED 01 10 1750 0 0 INPUT/OUTPUT COM 457652105 767 160141 SH DEFINED 01 160141 0 0 INSIGHT ENTERPRISES COM 45765U103 1469 144798 SH DEFINED 01 144798 0 0 INSITUFORM TECHNOLOGIES CL A COM 457667103 1193 83184 SH DEFINED 01 83184 0 0 INSIGHT COMMUNICATIONS COM 45768V108 2 254 SH DEFINED 01 254 0 0 INSTINET GROUP COM 457750107 4890 1577400 SH DEFINED 01 1577400 0 0 INSTINET GROUP COM 457750107 511 164700 SH DEFINED 01 05 0 164700 0 INSTRUMENTARIUM OYJ COM 457783991 215 8800 SH DEFINED 01 8800 0 0 INSURANCE AUTO AUCTIONS COM 457875102 580 38392 SH DEFINED 01 38392 0 0 PROSIEBEN SAT.1 -- (DEM) COM 4579131 2 357 SH DEFINED 01 10 357 0 0 INTEGRA LIFESCIENCES COM 457985208 2 140 SH DEFINED 01 02 0 140 0 INTEGRA LIFESCIENCES HOLDINGS COM 457985208 703 44266 SH DEFINED 01 44266 0 0 INTEGRA LIFESCIENCES HOLDINGS COM 457985208 99 6234 SH DEFINED 01 05 0 6234 0 METRO AG COM 4580241 9 500 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 DEVICE TECHNOLOGY COM 458118106 68 6555 SH DEFINED 01 6555 0 0 INTEGRATED ELECTRICA COM 45811E103 43 11287 SH DEFINED 01 02 0 11287 0 INTEGRATED ELECTRICAL SERVICES COM 45811E103 704 188341 SH DEFINED 01 188341 0 0 INTEGRATED ELECTRICAL SERVICES COM 45811E103 3 808 SH DEFINED 01 03 0 808 0 INTEGRATED ELECTRICAL SERVICES COM 45811E103 92 24600 SH DEFINED 01 05 0 24600 0 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 2221 141436 SH DEFINED 01 141436 0 0 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 6605 420700 SH DEFINED 01 05 0 420700 0 INTERGRATED CIRCUT COM 45811K208 1 80 SH DEFINED 01 02 0 80 0 INTEGRATED PROC CVT CONV BND 45812KAD0 258 280000 PRN DEFINED 01 02 0 0 280000 INTEL COM 458140100 8061 580368 SH DEFINED 01 0 580368 0 INTEL COM 458140100 249252 17944666 SH DEFINED 01 17944666 0 0 INTEL COM 458140100 18992 1367161 SH DEFINED 01 02 0 1367161 0 INTEL COM 458140100 21884 1575609 SH DEFINED 01 03 0 1575609 0 INTEL COM 458140100 54655 3934741 SH DEFINED 01 05 0 3934741 0 INTEL CORP COM 458140100 1356 97600 SH DEFINED 11 12 0 97600 0 INTEL CORP COM 458140100 8070 581000 SH DEFINED 11 12 13 0 581000 0 INTEGRA BANK CORPORATION COM 45814P105 1 78 SH DEFINED 01 78 0 0 VALORA HOLDI COM 4581619 2 10 SH DEFINED 01 10 10 0 0 INTER-TEL COM 458372109 2204 108322 SH DEFINED 01 108322 0 0 INTER-TEL COM 458372109 30 1457 SH DEFINED 01 02 0 1457 0 INTER-TEL COM 458372109 2 87 SH DEFINED 01 03 0 87 0 INTER-TEL COM 458372109 88 4300 SH DEFINED 01 05 0 4300 0 INTERFACE COM 458665106 636 160540 SH DEFINED 01 160540 0 0 INTERDIGITAL COMM CO COM 45866A105 2 228 SH DEFINED 01 228 0 0 INTERGRAPH COM 458683109 1862 109000 SH DEFINED 01 109000 0 0 INTERGRAPH COM 458683109 123 7200 SH DEFINED 01 05 0 7200 0 INTERGRAPH CORP COM 458683109 3 190 SH DEFINED 01 02 0 190 0 INTERLAND INC COM 458727104 1077 525505 SH DEFINED 01 525505 0 0 INTERLIANT COM 458742103 0 133 SH DEFINED 01 133 0 0 INTERMAGNETICS GENERAL COM 458771102 893 52310 SH DEFINED 01 52310 0 0 INTERMEDIA COMMUNICATIONS PIK PRF 458801404 0 1 SH DEFINED 01 1 0 0 INTERMEDIA COMMUNICATIONS PIK PRF 458801404 0 2 SH DEFINED 01 05 0 2 0 INTERMET COM 45881K104 384 79863 SH DEFINED 01 79863 0 0 MICHELIN(CGD COM 4588364 8 300 SH DEFINED 01 10 300 0 0 INTERMUNE INC COM 45884X103 920 28033 SH DEFINED 01 28033 0 0 INTERMUNE INC COM 45884X103 1 40 SH DEFINED 01 02 0 40 0 INTERNAP NETWORKS COM 45885A102 0 639 SH DEFINED 01 639 0 0 DANSKE BANK COM 4588825 28 1860 SH DEFINED 01 10 1860 0 0 International Aluminum Corp COM 458884103 1 0 SH DEFINED 1 0 0 0 INTERNATIONAL BNCSHR COM 459044103 4 96 SH DEFINED 01 96 0 0 INTL BUSINESS MACH COM 459200101 1460 25000 SH DEFINED 01 0 25000 0 INTL BUSINESS MACH COM 459200101 635 10883 SH DEFINED 01 02 0 10883 0 INTL BUSINESS MACHINES COM 459200101 182947 3133166 SH DEFINED 01 3133166 0 0 INTL BUSINESS MACHINES COM 459200101 23129 396118 SH DEFINED 01 03 0 396118 0 INTL BUSINESS MACHINES COM 459200101 29188 499882 SH DEFINED 01 05 0 499882 0 IMTECH NV COM 459370995 286 20650 SH DEFINED 01 20650 0 0 INTL FLAVORS/FRAGRANCES COM 459506101 2349 73721 SH DEFINED 01 73721 0 0 INTL FLAVORS/FRAGRANCES COM 459506101 702 22051 SH DEFINED 01 03 0 22051 0 INTL FLAVORS/FRAGRANCES COM 459506101 3379 106108 SH DEFINED 01 05 0 106108 0 DOUGLAS HLDG COM 4596680 2 110 SH DEFINED 01 10 110 0 0 CONTINENTAL COM 4598589 4 300 SH DEFINED 01 10 300 0 0 INTL GAME TECHNOLOGY COM 459902102 69344 1002949 SH DEFINED 01 1002949 0 0 INTL GAME TECHNOLOGY COM 459902102 256 3700 SH DEFINED 01 02 0 3700 0 INTL GAME TECHNOLOGY COM 459902102 1394 20163 SH DEFINED 01 03 0 20163 0 INTL GAME TECHNOLOGY COM 459902102 12785 184910 SH DEFINED 01 05 0 184910 0 INTL MULTIFOODS COM 460043102 1173 59853 SH DEFINED 01 59853 0 0 ING GROEP COM 460122997 5102 368490 SH DEFINED 01 368490 0 0 ING GROEP COM 460122997 6508 470068 SH DEFINED 01 05 0 470068 0 INTERNATIONAL PAPER COM 460146103 8019 240145 SH DEFINED 01 0 240145 0 INTERNATIONAL PAPER COM 460146103 34222 1024619 SH DEFINED 01 02 0 1024619 0 INTL PAPER COM 460146103 179684 5381378 SH DEFINED 01 5381378 0 0 INTL PAPER COM 460146103 7711 230932 SH DEFINED 01 03 0 230932 0 INTL PAPER COM 460146103 28293 847328 SH DEFINED 01 05 0 847328 0 INTERNATIONAL PAPER CONV BND 460146BM4 390 770000 PRN DEFINED 01 02 0 0 770000 INTL RECTIFIER COM 460254105 40 2551 SH DEFINED 01 2551 0 0 INTL RECTIFIER CVT CONV BND 460254AE5 321 410000 PRN DEFINED 01 02 0 0 410000 INTL SPEEDWAY CL A COM 460335201 84 2122 SH DEFINED 01 2122 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 44426 60 SH DEFINED 1 0 60 0 INTERNET SECURITY SYSTEMS COM 46060X107 263 21352 SH DEFINED 01 21352 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 493 31109 SH DEFINED 01 31109 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 1416 89319 SH DEFINED 01 03 0 89319 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 71 4485 SH DEFINED 01 05 0 4485 0 INTERSIL COM 46069S109 361 27833 SH DEFINED 01 27833 0 0 INTERSTATE BAKERIES COM 46072H108 1877 70641 SH DEFINED 01 70641 0 0 INTERSTATE BAKERIES COM 46072H108 71 2686 SH DEFINED 01 02 0 2686 0 INTERSTATE BAKERIES COM 46072H108 6 214 SH DEFINED 01 03 0 214 0 INTERSTATE BAKERIES COM 46072H108 258 9720 SH DEFINED 01 05 0 9720 0 INTRAWEST COM 460915200 1263 89330 SH DEFINED 01 89330 0 0 INTERTAN INC COM 461120107 5576 798900 SH DEFINED 01 798900 0 0 INTERTAN INC COM 461120107 571 81800 SH DEFINED 01 05 0 81800 0 INTERTRUST TECH COM 46113Q109 1 360 SH DEFINED 01 360 0 0 INTERVOICE INC COM 461142101 0 131 SH DEFINED 01 131 0 0 INTERWOVEN COM 46114T102 1 665 SH DEFINED 01 665 0 0 INTRADO INC COM 46117A100 561 58100 SH DEFINED 01 58100 0 0 INTRAWARE INC COM 46118M103 0 67 SH DEFINED 01 67 0 0 INTRAWEST CORP COM 461190993 82 5800 SH DEFINED 01 5800 0 0 INTRUM JUSTITIA AB COM 461201998 133 30700 SH DEFINED 01 30700 0 0 INTUIT COM 461202103 2185 48000 SH DEFINED 01 0 48000 0 INTUIT COM 461202103 101721 2234177 SH DEFINED 01 2234177 0 0 INTUIT COM 461202103 85323 1874045 SH DEFINED 01 02 0 1874045 0 INTUIT COM 461202103 7069 155257 SH DEFINED 01 03 0 155257 0 INTUIT COM 461202103 30820 676940 SH DEFINED 01 05 0 676940 0 INVACARE COM 461203101 3323 97030 SH DEFINED 01 97030 0 0 INVERESK RESEARCH GROUP COM 461238107 1323 70000 SH DEFINED 01 05 0 70000 0 UNAXIS HOLDING COM 4612757 2 32 SH DEFINED 01 10 32 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 1133 38732 SH DEFINED 01 38732 0 0 DEUTSCHE POST AG COM 4617859 11 1306 SH DEFINED 01 10 1306 0 0 INVITROGEN COM 46185R100 13864 406926 SH DEFINED 01 406926 0 0 INVITROGEN COM 46185R100 1366 40100 SH DEFINED 01 03 0 40100 0 INVITROGEN COM 46185R100 734 21535 SH DEFINED 01 05 0 21535 0 INVITROGEN CORP COM 46185R100 744 21842 SH DEFINED 01 02 0 21842 0 INVESTORS FINANCIAL SERVICES COM 461915100 22741 840095 SH DEFINED 01 840095 0 0 INVESTORS FINANCIAL SERVICES COM 461915100 2756 101800 SH DEFINED 01 03 0 101800 0 INVESTORS FINANCIAL SERVICES COM 461915100 1106 40845 SH DEFINED 01 05 0 40845 0 INVESTORS FINL SERV COM 461915100 21760 803800 SH DEFINED 01 02 0 803800 0 IOMEGA CORP COM 462030305 2 203 SH DEFINED 01 203 0 0 IONICS COM 462218108 1312 55094 SH DEFINED 01 55094 0 0 NATL BANK OF GREECE COM 4625959 8 530 SH DEFINED 01 10 530 0 0 IRISH LIFE & PERMANENT PLC COM 462600990 85 7500 SH DEFINED 01 7500 0 0 IRISH LIFE & PERMANENT COM 462603994 313 27500 SH DEFINED 01 27500 0 0 IPSOS COM 462650995 150 3000 SH DEFINED 01 3000 0 0 IRON MOUNTAIN COM 462846106 4 158 SH DEFINED 01 158 0 0 IRON MOUNTAIN INC COM 462846106 412 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 1471 86484 SH DEFINED 01 86484 0 0 IRWIN FINANCIAL COM 464119106 3 197 SH DEFINED 01 03 0 197 0 IRWIN FINANCIAL COM 464119106 197 11564 SH DEFINED 01 05 0 11564 0 IRWIN FINANCIAL CORP COM 464119106 51 2970 SH DEFINED 01 02 0 2970 0 ISHARES MSCI JAPAN I EWJ COM 464286848 293 40000 SH DEFINED 01 40000 0 0 MSCI EAFE I-SHARES COM 464287465 16707 176088 SH DEFINED 01 176088 0 0 GS SEMICON INDEX FD COM 464287523 1 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 16 179 SH DEFINED 01 02 0 179 0 ISHARES S&P SMALLCAP 600 INDEX COM 464287804 744 8000 SH DEFINED 01 8000 0 0 ISHARES TRUST-S&P COM 464287861 16 363 SH DEFINED 01 02 0 363 0 ISIS PHAMACEUTICALS COM 464330109 3 266 SH DEFINED 01 266 0 0 NORSK HYDRO COM 4645805 20 537 SH DEFINED 01 10 537 0 0 OMV AG COM 4651459 4 45 SH DEFINED 01 10 45 0 0 ITALGAS COM 465285997 170 17015 SH DEFINED 01 17015 0 0 ITO-YOKADO COM 465714103 6988 177991 SH DEFINED 01 177991 0 0 ITO-YOKADO COM 465714103 79 2000 SH DEFINED 01 03 0 2000 0 ITO-YOKADO COM 465714103 7892 201000 SH DEFINED 01 05 0 201000 0 ITRON COM 465741106 2055 111725 SH DEFINED 01 111725 0 0 ITRON COM 465741106 106 5750 SH DEFINED 01 05 0 5750 0 ITRON INC COM 465741106 2 100 SH DEFINED 01 02 0 100 0 I2 TECHNOLOGIES COM 465754109 7 12427 SH DEFINED 01 12427 0 0 IVAX COM 465823102 1288 105000 SH DEFINED 01 0 105000 0 IVAX COM 465823102 1238 100877 SH DEFINED 01 100877 0 0 NOVOZYMES COM 4658535 3 175 SH DEFINED 01 10 175 0 0 JAAKKO POYRY GROUP COM 465910990 166 12900 SH DEFINED 01 12900 0 0 JDN REALTY COM 465917102 12081 1000116 SH DEFINED 01 1000116 0 0 JDN REALTY COM 465917102 1621 134144 SH DEFINED 01 05 0 134144 0 IXYS CORP COM 46600W106 1 170 SH DEFINED 01 02 0 170 0 J & J SNACK FOODS COM 466032109 1579 42831 SH DEFINED 01 42831 0 0 J & J SNACK FOODS COM 466032109 2 42 SH DEFINED 01 03 0 42 0 J & J SNACK FOODS COM 466032109 70 1900 SH DEFINED 01 05 0 1900 0 J & J SNACK FOODS CO COM 466032109 27 752 SH DEFINED 01 02 0 752 0 JDS UNIPHASE COM 46612J101 966 495772 SH DEFINED 01 495772 0 0 JDS UNIPHASE COM 46612J101 621 318820 SH DEFINED 01 03 0 318820 0 JDS UNIPHASE COM 46612J101 60 30696 SH DEFINED 01 05 0 30696 0 JDS UNIPHASE CORP COM 46612J101 94 48000 SH DEFINED 01 0 48000 0 JDS UNIPHASE CORP COM 46612J101 2 1310 SH DEFINED 01 02 0 1310 0 JDA SOFTWARE GROUP COM 46612K108 2732 390980 SH DEFINED 01 390980 0 0 JDA SOFTWARE GROUP COM 46612K108 2 283 SH DEFINED 01 03 0 283 0 JDA SOFTWARE GROUP COM 46612K108 212 30400 SH DEFINED 01 05 0 30400 0 JDA SOFTWARE GROUP I COM 46612K108 33 4672 SH DEFINED 01 02 0 4672 0 OEST COM 4661607 1 15 SH DEFINED 01 10 15 0 0 J. JILL GROUP COM 466189107 3197 183595 SH DEFINED 01 183595 0 0 J. JILL GROUP COM 466189107 110 6300 SH DEFINED 01 05 0 6300 0 J. JILL GROUP INC COM 466189107 2 110 SH DEFINED 01 02 0 110 0 JLG INDS COM 466210101 1079 134026 SH DEFINED 01 134026 0 0 JNI CORP COM 46622G105 0 168 SH DEFINED 01 168 0 0 J P MORGAN CHASE COM 46625H100 180 9500 SH DEFINED 01 02 0 9500 0 J.P. MORGAN CHASE COM 46625H100 41011 2159597 SH DEFINED 01 2159597 0 0 J.P. MORGAN CHASE COM 46625H100 9466 498435 SH DEFINED 01 03 0 498435 0 J.P. MORGAN CHASE COM 46625H100 20519 1080487 SH DEFINED 01 05 0 1080487 0 JABIL CIRCUIT COM 466313103 3945 266880 SH DEFINED 01 266880 0 0 JABIL CIRCUIT COM 466313103 694 46954 SH DEFINED 01 03 0 46954 0 JABIL CIRCUIT COM 466313103 140 9503 SH DEFINED 01 05 0 9503 0 JABIL CIRCUT COM 466313103 384 26000 SH DEFINED 01 0 26000 0 JACK IN THE BOX COM 466367109 2796 122626 SH DEFINED 01 122626 0 0 JACK IN THE BOX COM 466367109 3 137 SH DEFINED 01 03 0 137 0 JACK IN THE BOX INC COM 466367109 49 2111 SH DEFINED 01 02 0 2111 0 OUTOKUMPU OY COM 4665148 5 500 SH DEFINED 01 10 500 0 0 PERNOD-RICAR COM 4682329 11 125 SH DEFINED 01 10 125 0 0 PIRELLI SPA COM 4689900 4 5000 SH DEFINED 01 10 5000 0 0 JACOBS ENGINEERING GROUP COM 469814107 354 11498 SH DEFINED 01 11498 0 0 INDEPENDENT COM 4699103 2 1216 SH DEFINED 01 10 1216 0 0 JAKKS PACIFIC COM 47012E106 6684 601101 SH DEFINED 01 601101 0 0 JAKKS PACIFIC COM 47012E106 2 197 SH DEFINED 01 03 0 197 0 JAKKS PACIFIC COM 47012E106 553 49760 SH DEFINED 01 05 0 49760 0 JAKKS PACIFIC INC COM 47012E106 35 3090 SH DEFINED 01 02 0 3090 0 NEW BARCO COM 4704096 1 28 SH DEFINED 01 10 28 0 0 RENAULT COM 4712798 20 470 SH DEFINED 01 10 470 0 0 KUOMI REISEN NAMEN B COM 4714750 3 16 SH DEFINED 01 10 16 0 0 RAS COM 4718246 14 1150 SH DEFINED 01 10 1150 0 0 JCG HOLDINGS LTD COM 472168996 173 390000 SH DEFINED 01 390000 0 0 JEFFERIES GROUP COM 472319102 4673 122459 SH DEFINED 01 122459 0 0 JEFFERIES GROUP COM 472319102 2 49 SH DEFINED 01 03 0 49 0 JEFFERIES GROUP COM 472319102 172 4500 SH DEFINED 01 05 0 4500 0 JEFFERIES GROUP -NEW COM 472319102 32 795 SH DEFINED 01 02 0 795 0 RAUTARUUKKI OYJ COM 4727662 2 500 SH DEFINED 01 10 500 0 0 TOMRA SYSTEM COM 4730875 2 400 SH DEFINED 01 10 400 0 0 TELENOR AS COM 4732495 4 1186 SH DEFINED 01 10 1186 0 0 AVENTIS COM 4736817 108 2063 SH DEFINED 01 10 2063 0 0 RINASCENTE(L COM 4740034 3 1000 SH DEFINED 01 10 1000 0 0 MERCK KGAA COM 4741844 2 100 SH DEFINED 01 10 100 0 0 JEFFERSON-PILOT COM 475070108 43567 1086466 SH DEFINED 01 1086466 0 0 JEFFERSON-PILOT COM 475070108 1379 34399 SH DEFINED 01 03 0 34399 0 JEFFERSON-PILOT COM 475070108 2618 65282 SH DEFINED 01 05 0 65282 0 INTERBREW + COM 4755317 12 527 SH DEFINED 01 10 527 0 0 JENOPTIK AG COM 476199997 257 27400 SH DEFINED 01 27400 0 0 SKF AB COM 4767066 2 100 SH DEFINED 01 10 100 0 0 SKF AB COM 4767099 2 100 SH DEFINED 01 10 100 0 0 RWE AG COM 4768962 35 1201 SH DEFINED 01 10 1201 0 0 RWE AG COM 4769147 5 200 SH DEFINED 01 10 200 0 0 JETBLUE AIRWAYS CORP COM 477143101 5 135 SH DEFINED 01 135 0 0 JIANGSU EXP CO LTD H COM 477311997 162 600000 SH DEFINED 01 600000 0 0 JO-ANN STORES CL A COM 47758P109 3021 107751 SH DEFINED 01 107751 0 0 JO-ANN STORES CL A COM 47758P109 66 2342 SH DEFINED 01 02 0 2342 0 JO-ANN STORES CL A COM 47758P109 4 150 SH DEFINED 01 03 0 150 0 JO-ANN STORES CL A COM 47758P109 174 6200 SH DEFINED 01 05 0 6200 0 JOHN NUVEEN COM 478035108 6 242 SH DEFINED 01 242 0 0 JOHNSON & JOHNSON COM 478160104 11703 216396 SH DEFINED 01 0 216396 0 JOHNSON & JOHNSON COM 478160104 549618 10163050 SH DEFINED 01 10163050 0 0 JOHNSON & JOHNSON COM 478160104 54081 999984 SH DEFINED 01 02 0 999984 0 JOHNSON & JOHNSON COM 478160104 37752 698072 SH DEFINED 01 03 0 698072 0 JOHNSON & JOHNSON COM 478160104 83413 1542407 SH DEFINED 01 05 0 1542407 0 JOHNSON CONTROLS COM 478366107 9461 123134 SH DEFINED 01 123134 0 0 JOHNSON CONTROLS COM 478366107 9396 122271 SH DEFINED 01 02 0 122271 0 JOHNSON CONTROLS COM 478366107 1777 23135 SH DEFINED 01 03 0 23135 0 JOHNSON CONTROLS COM 478366107 264 3443 SH DEFINED 01 05 0 3443 0 SCHIBSTED AS COM 4790534 2 200 SH DEFINED 01 10 200 0 0 JOHNSON MATTHEY COM 479100992 167 12689 SH DEFINED 01 12689 0 0 LUXOTTICA GROUP SPA COM 4800659 5 400 SH DEFINED 01 10 400 0 0 JONES APPAREL GROUP COM 480074103 12161 396144 SH DEFINED 01 396144 0 0 JONES APPAREL GROUP COM 480074103 960 31269 SH DEFINED 01 03 0 31269 0 JONES APPAREL GROUP COM 480074103 359 11701 SH DEFINED 01 05 0 11701 0 JONES LANG LASALLE COM 48020Q107 1637 79600 SH DEFINED 01 79600 0 0 JONES LANG LASALLE COM 48020Q107 144 7000 SH DEFINED 01 05 0 7000 0 JOURNAL REGISTER COM 481138105 2898 153747 SH DEFINED 01 153747 0 0 JOURNAL REGISTER COM 481138105 5 248 SH DEFINED 01 03 0 248 0 JOURNAL REGISTER COM 481138105 241 12800 SH DEFINED 01 05 0 12800 0 JOURNAL REGISTER CO COM 481138105 72 3837 SH DEFINED 01 02 0 3837 0 JOY GLOBAL INC COM 481165108 76 9100 SH DEFINED 01 9100 0 0 JOY GLOBAL INC COM 481165108 17 2050 SH DEFINED 01 05 0 2050 0 SIRTI SPA COM 4811899 1 500 SH DEFINED 01 10 500 0 0 KUALA LUMPUR KEPONG BHD COM 481230993 1976 1241000 SH DEFINED 01 1241000 0 0 KUALA LUMPUR KEPONG BHD COM 481230993 81 51000 SH DEFINED 01 05 0 51000 0 SKAND ENSKIL COM 4813345 15 1720 SH DEFINED 01 10 1720 0 0 JULIUS BAER HOLDING LTD COM 481600997 401 2075 SH DEFINED 01 2075 0 0 VINCI COM 4818083 15 254 SH DEFINED 01 10 254 0 0 SGL CARBON AG COM 4818351 1 100 SH DEFINED 01 10 100 0 0 JUNIPER NETWORKS COM 48203R104 32 6653 SH DEFINED 01 6653 0 0 JUNIPER NETWORKS CONV BND 48203RAA2 1020 1500000 PRN DEFINED 01 02 0 0 1500000 JUPITER MEDIA METRIX COM 48206U104 0 40 SH DEFINED 01 40 0 0 JUPITERMEDIA CORP COM 48207D101 0 79 SH DEFINED 01 79 0 0 SOLVAY SA COM 4821100 9 148 SH DEFINED 01 10 148 0 0 K&S AG NPV COM 482255999 267 15000 SH DEFINED 01 15000 0 0 KBC BANKVERZEKE COM 482300993 1929 61300 SH DEFINED 01 61300 0 0 SGS SOCIETE GENERALE COM 4824778 4 15 SH DEFINED 01 10 15 0 0 KLA-TENCOR COM 482480100 26340 942709 SH DEFINED 01 942709 0 0 KLA-TENCOR COM 482480100 1248 44669 SH DEFINED 01 03 0 44669 0 KLA-TENCOR COM 482480100 7770 278080 SH DEFINED 01 05 0 278080 0 K-MART COM 482584109 1 1060 SH DEFINED 01 1060 0 0 KPMG CONSULTING COM 48265R109 2 335 SH DEFINED 01 335 0 0 K-SWISS COM 482686102 3 150 SH DEFINED 01 02 0 150 0 K-SWISS CL A COM 482686102 1235 57782 SH DEFINED 01 57782 0 0 KT CORP COM 48268K101 5557 250536 SH DEFINED 01 250536 0 0 KT CORP COM 48268K101 5534 249521 SH DEFINED 01 05 0 249521 0 K2 COM 482732104 444 56264 SH DEFINED 01 56264 0 0 KADANT COM 48282T104 144 10675 SH DEFINED 01 10675 0 0 KADANT COM 48282T104 29 2150 SH DEFINED 01 05 0 2150 0 KABA HOLDING AG-REG B COM 482999992 565 2870 SH DEFINED 01 2870 0 0 KAISER ALUMINUM COM 483007100 0 286 SH DEFINED 01 286 0 0 SCHNEIDER COM 4834108 28 623 SH DEFINED 01 10 623 0 0 VIVENDI COM 4834777 32 2820 SH DEFINED 01 10 2820 0 0 KAMAN CL A COM 483548103 862 70384 SH DEFINED 01 70384 0 0 KANA SOFTWARE COM 483600300 0 60 SH DEFINED 01 60 0 0 SCHERING AG COM 4845757 29 600 SH DEFINED 01 10 600 0 0 SAP AG COM 4846288 29 635 SH DEFINED 01 10 635 0 0 SSAB(SVENSKT COM 4847195 2 200 SH DEFINED 01 10 200 0 0 KANSAS CITY SO COM 485170302 13317 1073870 SH DEFINED 01 02 0 1073870 0 KANSAS CITY SOUTHERN COM 485170302 6403 516414 SH DEFINED 01 516414 0 0 KANSAS CITY SOUTHERN COM 485170302 376 30248 SH DEFINED 01 03 0 30248 0 KANSAS CITY SOUTHERN COM 485170302 3658 295000 SH DEFINED 01 05 0 295000 0 STOREBRAND A COM 4852832 2 600 SH DEFINED 01 10 600 0 0 SULZER AG COM 4854719 1 10 SH DEFINED 01 10 10 0 0 KAO COM 485570998 4960 224869 SH DEFINED 01 224869 0 0 KAO COM 485570998 88 4000 SH DEFINED 01 03 0 4000 0 KAO COM 485570998 8403 381000 SH DEFINED 01 05 0 381000 0 KARSTADT COM 485700991 717 43700 SH DEFINED 01 43700 0 0 KAWASUMI LABS INC COM 486524994 177 24000 SH DEFINED 01 24000 0 0 SVENSKA CELL COM 4865379 15 500 SH DEFINED 01 10 500 0 0 KAYDON COM 486587108 25 1249 SH DEFINED 01 1249 0 0 KCI KONECRANES INTERNATIONAL COM 486663990 184 7750 SH DEFINED 01 7750 0 0 KEANE COM 486665102 23 3337 SH DEFINED 01 3337 0 0 KB HOME COM 48666K109 13617 278809 SH DEFINED 01 278809 0 0 KB HOME COM 48666K109 609 12470 SH DEFINED 01 03 0 12470 0 KB HOME COM 48666K109 370 7578 SH DEFINED 01 05 0 7578 0 TECHNIP COM 4874160 2 34 SH DEFINED 01 10 34 0 0 KEITH COMPANIES INC COM 487539108 2667 254000 SH DEFINED 01 254000 0 0 KEITH COMPANIES INC COM 487539108 259 24700 SH DEFINED 01 05 0 24700 0 KEITHLEY INSTRUMENTS COM 487584104 606 49905 SH DEFINED 01 49905 0 0 T.I.M.SPA COM 4876746 48 12250 SH DEFINED 01 10 12250 0 0 KELLOGG COM 487836108 17439 524483 SH DEFINED 01 524483 0 0 KELLOGG COM 487836108 3196 96109 SH DEFINED 01 03 0 96109 0 KELLOGG COM 487836108 644 19391 SH DEFINED 01 05 0 19391 0 KELLWOOD COM 488044108 25615 1120544 SH DEFINED 01 1120544 0 0 KELLWOOD COM 488044108 76 3320 SH DEFINED 01 02 0 3320 0 KELLWOOD COM 488044108 5 208 SH DEFINED 01 03 0 208 0 KELLWOOD COM 488044108 3174 138835 SH DEFINED 01 05 0 138835 0 KELLY SERVICES CL A COM 488152208 29 1360 SH DEFINED 01 1360 0 0 KEMET COM 488360108 8929 1044304 SH DEFINED 01 1044304 0 0 KEMET COM 488360108 753 88100 SH DEFINED 01 05 0 88100 0 ITALGAS(SOC COM 4884073 10 1000 SH DEFINED 01 10 1000 0 0 TITAN CEMENT CO COM 4888280 3 80 SH DEFINED 01 10 80 0 0 KENNAMETAL COM 489170100 3633 113158 SH DEFINED 01 113158 0 0 KENNAMETAL COM 489170100 3854 120000 SH DEFINED 01 05 0 120000 0 KENSEY NASH COM 490057106 985 65500 SH DEFINED 01 65500 0 0 TRELLEBORG SER B COM 4902384 2 200 SH DEFINED 01 10 200 0 0 TOTAL FINA ELF SA COM 4905413 258 1960 SH DEFINED 01 10 1960 0 0 ALTRAN TECH COM 4907732 1 198 SH DEFINED 01 10 198 0 0 UNION FENOSA COM 4913223 9 717 SH DEFINED 01 10 717 0 0 AIR FRANCE + COM 4916039 2 240 SH DEFINED 01 10 240 0 0 KEPPEL CORP ORD COM 492051990 3543 1451000 SH DEFINED 01 1451000 0 0 KEPPEL CORP ORD COM 492051990 32 13000 SH DEFINED 01 03 0 13000 0 KEPPEL CORP ORD COM 492051990 2666 1092000 SH DEFINED 01 05 0 1092000 0 VA TECHNOLOG COM 4921635 1 35 SH DEFINED 01 10 35 0 0 KERR MCGEE COM 492386107 153 3530 SH DEFINED 01 02 0 3530 0 KERR-MCGEE COM 492386107 43226 995066 SH DEFINED 01 995066 0 0 KERR-MCGEE COM 492386107 1015 23368 SH DEFINED 01 03 0 23368 0 KERR-MCGEE COM 492386107 4125 94964 SH DEFINED 01 05 0 94964 0 KERR MCGEE CORP CONV BND 492386AP2 246 230000 PRN DEFINED 01 02 0 0 230000 KERRY GROUP PLC CL A COM 492400999 453 35000 SH DEFINED 01 35000 0 0 KEY ENERGY SERVICES COM 492914106 2388 303060 SH DEFINED 01 303060 0 0 KEY ENERGY SERVICES COM 492914106 2 200 SH DEFINED 01 02 0 200 0 KEY ENERGY SERVICES COM 492914106 239 30340 SH DEFINED 01 05 0 30340 0 KEY PRODUCTION COM 493138101 5217 322062 SH DEFINED 01 322062 0 0 KEY PRODUCTION COM 493138101 407 25100 SH DEFINED 01 05 0 25100 0 KEYCORP COM 493267108 5326 213282 SH DEFINED 01 213282 0 0 KEYCORP COM 493267108 2495 99906 SH DEFINED 01 03 0 99906 0 KEYCORP COM 493267108 240 9587 SH DEFINED 01 05 0 9587 0 KEYENCE COM 493300990 6632 39500 SH DEFINED 01 39500 0 0 KEYENCE COM 493300990 67 400 SH DEFINED 01 03 0 400 0 KEYENCE COM 493300990 5456 32500 SH DEFINED 01 05 0 32500 0 KEYNOTE SYSTEMS INC COM 493308100 0 55 SH DEFINED 01 55 0 0 KEYSPAN COM 49337W100 48648 1452184 SH DEFINED 01 1452184 0 0 KEYSPAN COM 49337W100 1110 33119 SH DEFINED 01 03 0 33119 0 KEYSPAN COM 49337W100 92 2751 SH DEFINED 01 05 0 2751 0 VIOHALCO COM 4934611 1 280 SH DEFINED 01 10 280 0 0 VALEO COM 4937579 5 180 SH DEFINED 01 10 180 0 0 VOLVO(AB) COM 4937728 4 300 SH DEFINED 01 10 300 0 0 VOLVO(AB) COM 4937739 10 700 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 2076 87577 SH DEFINED 01 87577 0 0 E.ON AG COM 4942904 90 1900 SH DEFINED 01 10 1900 0 0 VOEST-ALPINE COM 4943402 1 59 SH DEFINED 01 10 59 0 0 KIMBERLY CLARK COM 494368103 4984 88000 SH DEFINED 01 0 88000 0 KIMBERLY-CLARK COM 494368103 15189 268160 SH DEFINED 01 268160 0 0 KIMBERLY-CLARK COM 494368103 6841 120771 SH DEFINED 01 03 0 120771 0 KIMBERLY-CLARK COM 494368103 9625 169931 SH DEFINED 01 05 0 169931 0 PECHINEY COM 4943792 5 177 SH DEFINED 01 10 177 0 0 KIMCO REALTY CORP COM 49446R109 7 228 SH DEFINED 01 228 0 0 KINDER MORGAN COM 49455P101 42458 1197680 SH DEFINED 01 1197680 0 0 KINDER MORGAN COM 49455P101 1009 28472 SH DEFINED 01 03 0 28472 0 KINDER MORGAN COM 49455P101 1729 48788 SH DEFINED 01 05 0 48788 0 KINDER MORGAN MANAGEMENT LLC COM 49455U100 15470 520004 SH DEFINED 01 520004 0 0 KINDER MORGAN MANAGEMENT LLC COM 49455U100 149 5000 SH DEFINED 01 05 0 5000 0 KINDRED HEALTHCARE COM 494580103 1034 27924 SH DEFINED 01 27924 0 0 KING PHARMACEUTICALS COM 495582108 632 34770 SH DEFINED 01 34770 0 0 KING PHARMACEUTICALS COM 495582108 1031 56719 SH DEFINED 01 03 0 56719 0 KING PHARMACEUTICALS COM 495582108 8163 449241 SH DEFINED 01 05 0 449241 0 KINGSGATE CONSOLIDATED COM 496500992 1793 1100000 SH DEFINED 01 1100000 0 0 KINROSS GOLD COM 496902107 1870 850000 SH DEFINED 01 850000 0 0 VNU-VER NED UITGEV COM 4970950 16 704 SH DEFINED 01 10 704 0 0 KIRBY COM 497266106 1702 75231 SH DEFINED 01 75231 0 0 KNIGHT-RIDDER COM 499040103 14938 264822 SH DEFINED 01 264822 0 0 KNIGHT-RIDDER COM 499040103 1093 19377 SH DEFINED 01 03 0 19377 0 KNIGHT-RIDDER COM 499040103 1926 34123 SH DEFINED 01 05 0 34123 0 KNIGHT TRADING GROUP INC COM 499063105 2 551 SH DEFINED 01 551 0 0 KNOWLEDGE MECHANICS COM 49925M993 0 1175160 SH DEFINED 01 1175160 0 0 KNOWLEDGE MECHANICS COM 49925M993 0 1436310 SH DEFINED 01 05 0 1436310 0 KOBENHAVNS LUFTHAVNE COM 500000997 192 3200 SH DEFINED 01 3200 0 0 KOC HOLDINGS AS COM 500055991 2530 271175000 SH DEFINED 01 0 271175000 0 KOC HOLDINGS AS COM 500055991 112 12020000 SH DEFINED 01 05 0 12020000 0 KOGER EQUITY COM 500228101 213 12631 SH DEFINED 01 12631 0 0 KOHL'S COM 500255104 58256 958016 SH DEFINED 01 958016 0 0 KOHL'S COM 500255104 4975 81800 SH DEFINED 01 03 0 81800 0 KOHL'S COM 500255104 20064 329939 SH DEFINED 01 05 0 329939 0 KOHLS CORP COM 500255104 669 11000 SH DEFINED 01 0 11000 0 KOHLS CORP COM 500255104 9216 151559 SH DEFINED 01 02 0 151559 0 KOHLS CORP CVT CONV BND 500255AJ3 248 400000 PRN DEFINED 01 02 0 0 400000 KONINKLIJKE (ROYAL) COM 500468996 4680 902030 SH DEFINED 01 902030 0 0 KONINKLIJKE (ROYAL) COM 500468996 181 34866 SH DEFINED 01 03 0 34866 0 KONINKLIJKE (ROYAL) COM 500468996 6252 1204984 SH DEFINED 01 05 0 1204984 0 KOOKMIN BANK NEW COM 500497995 1890 51853 SH DEFINED 01 51853 0 0 KOOKMIN BANK NEW COM 500497995 92 2516 SH DEFINED 01 05 0 2516 0 KOOKMIN BANK ADR COM 50049M109 35 1000 SH DEFINED 01 1000 0 0 KOPIN COM 500600101 1211 348063 SH DEFINED 01 348063 0 0 KOPIN COM 500600101 1 300 SH DEFINED 01 02 0 300 0 KOPIN COM 500600101 54 15600 SH DEFINED 01 05 0 15600 0 KOREA ELEC POWER COM 500610993 269 16021 SH DEFINED 01 16021 0 0 KOREA ELECTRIC POWER ADR COM 500631106 82 8800 SH DEFINED 01 8800 0 0 KORN/FERRY INTL COM 500643200 12 1543 SH DEFINED 01 1543 0 0 KOSAN BIOSCIENCED INC COM 50064W107 5 703 SH DEFINED 01 703 0 0 KRAFT FOODS CL A COM 50075N104 40047 1098419 SH DEFINED 01 1098419 0 0 KRAFT FOODS CL A COM 50075N104 7 200 SH DEFINED 01 03 0 200 0 KRAFT FOODS CL A COM 50075N104 5316 145806 SH DEFINED 01 05 0 145806 0 KRISPY KREME DOUGHNUTS COM 501014104 13481 431260 SH DEFINED 01 431260 0 0 KRISPY KREME DOUGHNUTS COM 501014104 14411 461000 SH DEFINED 01 05 0 461000 0 KROGER COM 501044101 21007 1489809 SH DEFINED 01 1489809 0 0 KROGER COM 501044101 3631 257462 SH DEFINED 01 03 0 257462 0 KROGER COM 501044101 2394 169810 SH DEFINED 01 05 0 169810 0 KROGER CO. COM 501044101 226 16000 SH DEFINED 01 0 16000 0 KROGER CO. COM 501044101 1149 81699 SH DEFINED 01 02 0 81699 0 KROLL COM 501049100 2765 139446 SH DEFINED 01 139446 0 0 KROLL INC COM 501049100 3 130 SH DEFINED 01 02 0 130 0 KRONOS COM 501052104 2353 95544 SH DEFINED 01 95544 0 0 KRONOS COM 501052104 118 4800 SH DEFINED 01 05 0 4800 0 KRONOS INC COM 501052104 3 105 SH DEFINED 01 02 0 105 0 KULICKE & SOFFA INDS COM 501242101 464 154877 SH DEFINED 01 154877 0 0 KUONI REISEN AG REG SHARES COM 501255996 238 1350 SH DEFINED 01 1350 0 0 KYUSHU ELECTRIC POWER COM 501588990 1792 132200 SH DEFINED 01 132200 0 0 LI & FUNG LTD-NEW COM 501918999 237 250000 SH DEFINED 01 250000 0 0 LNR PPTY CORP COM 501940100 11340 340008 SH DEFINED 01 340008 0 0 LNR PPTY CORP COM 501940100 1104 33100 SH DEFINED 01 05 0 33100 0 LSI LOGIC COM 502161102 588 92642 SH DEFINED 01 92642 0 0 LSI LOGIC COM 502161102 550 86552 SH DEFINED 01 03 0 86552 0 LSI LOGIC COM 502161102 28 4343 SH DEFINED 01 05 0 4343 0 LTX COM 502392103 11 2305 SH DEFINED 01 2305 0 0 L-3 COMMUNICATIONS COM 502424104 1370 26000 SH DEFINED 01 0 26000 0 L-3 COMMUNICATIONS HOLDINGS COM 502424104 199 3778 SH DEFINED 01 3778 0 0 SWEDISH MATC COM 5048566 6 743 SH DEFINED 01 10 743 0 0 UPM-KYMMENE COM 5051252 22 800 SH DEFINED 01 10 800 0 0 OTE (HELLENIC TLCM) COM 5051605 11 950 SH DEFINED 01 10 950 0 0 LA-Z-BOY COM 505336107 4248 183120 SH DEFINED 01 183120 0 0 LABOR READY COM 505401208 1843 291585 SH DEFINED 01 291585 0 0 LABOR READY COM 505401208 3 452 SH DEFINED 01 03 0 452 0 LABOR READY COM 505401208 119 18800 SH DEFINED 01 05 0 18800 0 LABOR READY INC COM 505401208 47 7395 SH DEFINED 01 02 0 7395 0 LAB CORP OF AMERICA COM 50540R409 4297 127222 SH DEFINED 01 02 0 127222 0 LABORATORY CORP AMERICA HOLDGI COM 50540R409 52041 1540570 SH DEFINED 01 1540570 0 0 LABORATORY CORP AMERICA HOLDGI COM 50540R409 84 2450 SH DEFINED 01 03 0 2450 0 LABORATORY CORP AMERICA HOLDGI COM 50540R409 8974 265651 SH DEFINED 01 05 0 265651 0 LAB CORP CVT CONV BND 50540RAC6 237 340000 PRN DEFINED 01 02 0 0 340000 LABRANCHE COM 505447102 50 2473 SH DEFINED 01 2473 0 0 LACLEDE GROUP COM 505597104 1382 59325 SH DEFINED 01 59325 0 0 LAFARGE NORTH AMERICA INC COM 505862102 180 6198 SH DEFINED 01 6198 0 0 LAFARGE NORTH AMERICA INC COM 505862102 34 1190 SH DEFINED 01 05 0 1190 0 PUBLIGROUPE AG COM 5064744 1 6 SH DEFINED 01 10 6 0 0 TELE2 AB COM 5065060 5 350 SH DEFINED 01 10 350 0 0 BAYER AG COM 5069211 38 2200 SH DEFINED 01 10 2200 0 0 STORA ENSO COM 5072673 22 2225 SH DEFINED 01 10 2225 0 0 HENKEL KGAA COM 5076705 12 192 SH DEFINED 01 10 192 0 0 MEDIASET COM 5077946 12 1900 SH DEFINED 01 10 1900 0 0 BASF AG COM 5086577 60 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 10 100 SH DEFINED 01 10 100 0 0 LAKELAND FINANCIAL C COM 511656100 38 1595 SH DEFINED 01 02 0 1595 0 LAKELAND FINANCIAL CORP COM 511656100 2 100 SH DEFINED 01 03 0 100 0 HEIDELBERGCMENT AG COM 5120679 4 100 SH DEFINED 01 10 100 0 0 LAM RESEARCH COM 512807108 622 70056 SH DEFINED 01 70056 0 0 LAM RESEARCH COM 512807108 2297 258100 SH DEFINED 01 05 0 258100 0 LAMAR ADVERTISING COM 512815101 6 186 SH DEFINED 01 186 0 0 FRESENIUS ME COM 5129074 4 179 SH DEFINED 01 10 179 0 0 LANCASTER COLONY COM 513847103 1276 30303 SH DEFINED 01 30303 0 0 LANCASTER COLONY COM 513847103 126 3000 SH DEFINED 01 05 0 3000 0 ALITALIA LINEE COM 5140343 1 4000 SH DEFINED 01 10 4000 0 0 LANCE COM 514606102 1163 91253 SH DEFINED 01 91253 0 0 LANDAMERICA FINANCIAL GROUP COM 514936103 1901 57800 SH DEFINED 01 57800 0 0 LANDRY'S RESTAURANTS COM 51508L103 5161 228489 SH DEFINED 01 228489 0 0 LANDRY'S RESTAURANTS COM 51508L103 97 4312 SH DEFINED 01 02 0 4312 0 LANDRY'S RESTAURANTS COM 51508L103 6 278 SH DEFINED 01 03 0 278 0 LANDRY'S RESTAURANTS COM 51508L103 322 14250 SH DEFINED 01 05 0 14250 0 LANDSTAR SYSTEM COM 515098101 5210 106286 SH DEFINED 01 106286 0 0 LANDSTAR SYSTEM COM 515098101 215 4382 SH DEFINED 01 05 0 4382 0 LANDSTAR SYSTEM INC COM 515098101 3 70 SH DEFINED 01 02 0 70 0 FRANCE TELEC COM 5176177 8 1232 SH DEFINED 01 10 1232 0 0 LATITUDE COMMUNICATIONS COM 518292107 0 69 SH DEFINED 01 69 0 0 LATTICE SEMICONDUCTR COM 518415104 29 4706 SH DEFINED 01 4706 0 0 ESTEE LAUDER COM 518439104 9135 317871 SH DEFINED 01 317871 0 0 ESTEE LAUDER COMPANIES COM 518439104 1543 53700 SH DEFINED 11 12 0 53700 0 ESTEE LAUDER COMPANIES COM 518439104 7234 251700 SH DEFINED 11 12 13 0 251700 0 CIAB SPECIALTY COM 5196744 14 214 SH DEFINED 01 10 214 0 0 ROYAL DUTCH COM 5202704 275 6814 SH DEFINED 01 10 6814 0 0 VEDIOR COM 5205361 1 233 SH DEFINED 01 10 233 0 0 LAWSON PRODUCTS COM 520776105 878 30111 SH DEFINED 01 30111 0 0 LAWSON SOFTWARE COM 520780107 86 24350 SH DEFINED 01 24350 0 0 LAWSON SOFTWARE COM 520780107 17 4890 SH DEFINED 01 05 0 4890 0 HAGEMEYER COM 5209073 2 253 SH DEFINED 01 10 253 0 0 LEAP WIRELESS INTL COM 521863100 7 30096 SH DEFINED 01 30096 0 0 LEAR CORP COM 521865105 1088 26110 SH DEFINED 01 26110 0 0 LEAR CORP COM 521865105 48 1150 SH DEFINED 01 05 0 1150 0 LEAPFROG ENTERPRISES COM 52186N106 374 19800 SH DEFINED 01 19800 0 0 SAMPO-LEONIA PLC COM 5226038 7 1000 SH DEFINED 01 10 1000 0 0 ALLIANZ AG COM 5231485 55 645 SH DEFINED 01 10 645 0 0 UPONOR OYJ COM 5232671 2 100 SH DEFINED 01 10 100 0 0 LEE ENTERPRISES COM 523768109 60 1808 SH DEFINED 01 1808 0 0 LEGATO COM 524651106 61 22000 SH DEFINED 01 0 22000 0 LEGATO SYSTEMS COM 524651106 13 4854 SH DEFINED 01 4854 0 0 LEGGETT & PLATT COM 524660107 1828 92389 SH DEFINED 01 92389 0 0 LEGGETT & PLATT COM 524660107 902 45571 SH DEFINED 01 03 0 45571 0 LEGGETT & PLATT COM 524660107 2915 147285 SH DEFINED 01 05 0 147285 0 LEGG MASON COM 524901105 25649 602646 SH DEFINED 01 602646 0 0 LEGG MASON COM 524901105 5007 117632 SH DEFINED 01 03 0 117632 0 LEGG MASON COM 524901105 1304 30649 SH DEFINED 01 05 0 30649 0 LEGG MASON INC COM 524901105 102090 2398794 SH DEFINED 01 02 0 2398794 0 LEHMAN BROS HOLDINGS COM 524908100 18194 370875 SH DEFINED 01 02 0 370875 0 LEHMAN BROTHERS HOLDINGS COM 524908100 124089 2529864 SH DEFINED 01 2529864 0 0 LEHMAN BROTHERS HOLDINGS COM 524908100 8274 168679 SH DEFINED 01 03 0 168679 0 LEHMAN BROTHERS HOLDINGS COM 524908100 29836 608304 SH DEFINED 01 05 0 608304 0 LEHMAN BROS CVT CONV BND 524908EC0 390 400000 PRN DEFINED 01 02 0 0 400000 ABN-AMRO HLD COM 5250769 48 4422 SH DEFINED 01 10 4422 0 0 AHOLD (KON) COM 5252602 30 2524 SH DEFINED 01 10 2524 0 0 SAPA AB COM 5255850 2 100 SH DEFINED 01 10 100 0 0 AUTOGRILL SP COM 5256206 8 1000 SH DEFINED 01 10 1000 0 0 BULGARI SPA COM 5256477 3 1000 SH DEFINED 01 10 1000 0 0 LENNAR COM 526057104 146 2619 SH DEFINED 01 2619 0 0 LENNAR CORP CVT CONV BND 526057AF1 280 600000 PRN DEFINED 01 02 0 0 600000 LENNOX INTL COM 526107107 2391 180752 SH DEFINED 01 180752 0 0 FLS INDUSTRI COM 5263574 1 100 SH DEFINED 01 10 100 0 0 LERADO GROUP CO COM 526534995 69 500000 SH DEFINED 01 500000 0 0 CENTERPULSE COM 5268319 4 29 SH DEFINED 01 10 29 0 0 ENDESA SA COM 5271782 28 3103 SH DEFINED 01 10 3103 0 0 LEUCADIA NATL COM 527288104 3714 109233 SH DEFINED 01 109233 0 0 LEUCADIA NATL COM 527288104 473 13900 SH DEFINED 01 05 0 13900 0 LEVEL 3 COMM COM 52729N100 285 73200 SH DEFINED 01 73200 0 0 ALTANA AG COM 5273131 4 100 SH DEFINED 01 10 100 0 0 DEUTSCHE COM 5287488 10 1100 SH DEFINED 01 10 1100 0 0 LEXICON GENETICS COM 528872104 1232 307413 SH DEFINED 01 307413 0 0 LEXICON GENETICS COM 528872104 113 28200 SH DEFINED 01 05 0 28200 0 ERSTE BK SPARK COM 5289837 6 90 SH DEFINED 01 10 90 0 0 MUNCHENER COM 5294121 39 374 SH DEFINED 01 10 374 0 0 TELECOM ITAL COM 5297313 10 2000 SH DEFINED 01 10 2000 0 0 TELECOM ITAL COM 5297506 78 11000 SH DEFINED 01 10 11000 0 0 LEXMARK INTL CL A COM 529771107 10186 216740 SH DEFINED 01 216740 0 0 LEXMARK INTL CL A COM 529771107 1380 29356 SH DEFINED 01 03 0 29356 0 LEXMARK INTL CL A COM 529771107 6179 131473 SH DEFINED 01 05 0 131473 0 LEXMARK INTL INC COM 529771107 940 20000 SH DEFINED 01 0 20000 0 LG CHEMICAL LTD COM 529781999 135 5110 SH DEFINED 01 5110 0 0 LG ELECTRONICS INC COM 529844995 143 5278 SH DEFINED 01 5278 0 0 BIC COM 5298781 4 120 SH DEFINED 01 10 120 0 0 LIBBEY COM 529898108 1552 48718 SH DEFINED 01 48718 0 0 LIBERATE TECH COM 530129105 1 560 SH DEFINED 01 560 0 0 AUTOMATIC DATA PROCESSING COM 53015103 129 3700 SH DEFINED 11 12 0 3700 0 LIBERTY COM 530370105 286 8000 SH DEFINED 01 8000 0 0 LIBERTY TX EXMPT INS COM 530544402 32 3549 SH DEFINED 01 02 0 3549 0 LIBERTY MEDIA (VIA.B CONV BND 530715AR2 234 250000 PRN DEFINED 01 02 0 0 250000 LIBERTY MEDIA CL A COM 530718105 7928 1104200 SH DEFINED 01 1104200 0 0 LIBERTY MEDIA CL A COM 530718105 6749 940000 SH DEFINED 01 05 0 940000 0 LIBERTY PROPERTY TRU COM 531172104 4 130 SH DEFINED 01 130 0 0 LIFEPOINT HOSP INC COM 53219L109 33710 1080890 SH DEFINED 01 02 0 1080890 0 LIFEPOINT HOSPITALS COM 53219L109 11980 384124 SH DEFINED 01 384124 0 0 LIFEPOINT HOSPITALS COM 53219L109 942 30200 SH DEFINED 01 03 0 30200 0 LIFEPOINT HOSPITALS COM 53219L109 13356 428250 SH DEFINED 01 05 0 428250 0 LIGAND PHARM COM 53220K207 517 76000 SH DEFINED 01 76000 0 0 LIGAND PHARM COM 53220K207 1 90 SH DEFINED 01 02 0 90 0 LIGAND PHARM COM 53220K207 56 8300 SH DEFINED 01 05 0 8300 0 LIGHTBRIDGE INC COM 532226107 4720 705600 SH DEFINED 01 705600 0 0 LIGHTBRIDGE INC COM 532226107 430 64300 SH DEFINED 01 05 0 64300 0 LIHIR GOLD COM 532300993 1043 1500000 SH DEFINED 01 1500000 0 0 ELI LILLY COM 532457108 24 430 SH DEFINED 01 02 0 430 0 ELI LILLY & CO COM 532457108 343 6200 SH DEFINED 11 12 0 6200 0 LILLY (ELI) COM 532457108 26687 482258 SH DEFINED 01 482258 0 0 LILLY (ELI) COM 532457108 14530 262559 SH DEFINED 01 03 0 262559 0 LILLY (ELI) COM 532457108 1186 21429 SH DEFINED 01 05 0 21429 0 LIMITED BRANDS COM 532716107 2775 193514 SH DEFINED 01 193514 0 0 LIMITED BRANDS COM 532716107 1740 121322 SH DEFINED 01 03 0 121322 0 LIMITED BRANDS COM 532716107 87 6090 SH DEFINED 01 05 0 6090 0 LIMITED BRANDS INC COM 532716107 563 39270 SH DEFINED 01 0 39270 0 LIN TV COM 532774106 10400 420200 SH DEFINED 01 420200 0 0 LIN TV COM 532774106 9017 364350 SH DEFINED 01 05 0 364350 0 LIN TV CORP COM 532774106 2 100 SH DEFINED 01 02 0 100 0 LINCARE HOLDINGS COM 532791100 39107 1259888 SH DEFINED 01 1259888 0 0 LINCARE HOLDINGS COM 532791100 4193 135100 SH DEFINED 01 03 0 135100 0 LINCARE HOLDINGS COM 532791100 13192 424996 SH DEFINED 01 05 0 424996 0 LINCARE HOLDINGS INC COM 532791100 60931 1962980 SH DEFINED 01 02 0 1962980 0 MODERN TIMES COM 5328127 1 159 SH DEFINED 01 10 159 0 0 DASSAULT SYS COM 5330047 2 122 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 4614 208497 SH DEFINED 01 208497 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 438 19800 SH DEFINED 01 05 0 19800 0 LINCOLN NAT COM 534187109 463 15140 SH DEFINED 01 02 0 15140 0 LINCOLN NATL COM 534187109 30047 983537 SH DEFINED 01 983537 0 0 LINCOLN NATL COM 534187109 2746 89865 SH DEFINED 01 03 0 89865 0 LINCOLN NATL COM 534187109 4719 154447 SH DEFINED 01 05 0 154447 0 LINDSAY MFG COM 535555106 1955 80701 SH DEFINED 01 80701 0 0 LINMARK GROUP LTD COM 535600993 182 750000 SH DEFINED 01 750000 0 0 LINEAR TECHNOLOGY COM 535678106 437 21109 SH DEFINED 01 21109 0 0 LINEAR TECHNOLOGY COM 535678106 1531 73876 SH DEFINED 01 03 0 73876 0 LINEAR TECHNOLOGY COM 535678106 77 3711 SH DEFINED 01 05 0 3711 0 LINENS 'N THINGS COM 535679104 2810 153012 SH DEFINED 01 153012 0 0 LION BIOSCIENCE ORD COM 536100993 17 5800 SH DEFINED 01 5800 0 0 LION NATHAN LTD NPV COM 536200991 295 105000 SH DEFINED 01 105000 0 0 LIQUID AUDIO COM 53631T102 0 62 SH DEFINED 01 62 0 0 NORDEA COM 5380031 19 4699 SH DEFINED 01 10 4699 0 0 LIZ CLAIBORNE COM 539320101 3250 130245 SH DEFINED 01 130245 0 0 LIZ CLAIBORNE COM 539320101 619 24824 SH DEFINED 01 03 0 24824 0 LIZ CLAIBORNE COM 539320101 4023 161243 SH DEFINED 01 05 0 161243 0 LLOYDS TSB GROUP ADR COM 539439109 2958 97800 SH DEFINED 01 97800 0 0 LLOYDS TSB GROUP COM 539500991 22693 3073569 SH DEFINED 01 3073569 0 0 LLOYDS TSB GROUP COM 539500991 219 29676 SH DEFINED 01 03 0 29676 0 LLOYDS TSB GROUP COM 539500991 18730 2536773 SH DEFINED 01 05 0 2536773 0 LOCAL FINANCIAL COM 539553107 2004 145100 SH DEFINED 01 145100 0 0 LOCAL FINANCIAL COM 539553107 5 360 SH DEFINED 01 03 0 360 0 LOCAL FINANCIAL COM 539553107 260 18800 SH DEFINED 01 05 0 18800 0 LOCAL FINANCIAL CORP COM 539553107 82 5947 SH DEFINED 01 02 0 5947 0 LOCKHEED MARTIN COM 539830109 133060 2057530 SH DEFINED 01 2057530 0 0 LOCKHEED MARTIN COM 539830109 6848 105888 SH DEFINED 01 03 0 105888 0 LOCKHEED MARTIN COM 539830109 14970 231493 SH DEFINED 01 05 0 231493 0 LOCKHEED MARTIN CORP COM 539830109 168 2600 SH DEFINED 01 02 0 2600 0 LOCKHEED MARTIN CORPORATION COM 539830109 1701 26300 SH DEFINED 11 12 0 26300 0 LOCKHEED MARTIN CORPORATION COM 539830109 7993 123600 SH DEFINED 11 12 13 0 123600 0 LODGENET ENTERTAINMENT COM 540211109 90 11700 SH DEFINED 01 11700 0 0 NUTRICIA COM 5402601 5 468 SH DEFINED 01 10 468 0 0 LOEWS COM 540424108 70599 1646059 SH DEFINED 01 1646059 0 0 LOEWS COM 540424108 5547 129315 SH DEFINED 01 03 0 129315 0 LOEWS COM 540424108 11619 270887 SH DEFINED 01 05 0 270887 0 LOEWS CORP COM 540424108 1025 23900 SH DEFINED 01 02 0 23900 0 LONE STAR STEAKHOUSE & SALOON COM 542307103 1445 68855 SH DEFINED 01 68855 0 0 LONE STAR TECHNOLOG COM 542312103 2 155 SH DEFINED 01 02 0 155 0 LONE STAR TECHNOLOGIES COM 542312103 2228 188034 SH DEFINED 01 188034 0 0 LONE STAR TECHNOLOGIES COM 542312103 151 12734 SH DEFINED 01 05 0 12734 0 LONGS DRUG STORES COM 543162101 34 1469 SH DEFINED 01 1469 0 0 LONGVIEW FIBRE COM 543213102 14 2023 SH DEFINED 01 2023 0 0 LOOKSMART LTD COM 543442107 0 427 SH DEFINED 01 427 0 0 OM AB COM 5437744 1 200 SH DEFINED 01 10 200 0 0 METROVACESA COM 5442685 2 128 SH DEFINED 01 10 128 0 0 ALTADIS SA COM 5444012 19 864 SH DEFINED 01 10 864 0 0 OCE NV COM 5446751 1 197 SH DEFINED 01 10 197 0 0 GAMBRO AB COM 5450031 2 500 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 30 917 SH DEFINED 01 10 917 0 0 ORKLA ASA COM 5459715 13 835 SH DEFINED 01 10 835 0 0 SKANDIA INSU COM 5461572 4 3000 SH DEFINED 01 10 3000 0 0 LOUISIANA PAC. COM 546347105 71 10914 SH DEFINED 01 02 0 10914 0 LOUISIANA-PACIFIC COM 546347105 1543 238495 SH DEFINED 01 238495 0 0 LOUISIANA-PACIFIC COM 546347105 161 25002 SH DEFINED 01 03 0 25002 0 LOUISIANA-PACIFIC COM 546347105 228 35230 SH DEFINED 01 05 0 35230 0 LOUISVILLE G&E PFD PRF 546676800 1285 12000 SH DEFINED 01 04 0 12000 0 ELECTROLUX A COM 5466782 12 800 SH DEFINED 01 10 800 0 0 ALSTOM COM 5474978 2 591 SH DEFINED 01 10 591 0 0 HELLENIC PETROLEUM COM 5475658 2 260 SH DEFINED 01 10 260 0 0 TIETOENATOR COM 5479702 2 200 SH DEFINED 01 10 200 0 0 TPG NV COM 5481558 19 1147 SH DEFINED 01 10 1147 0 0 INTRACOM SA COM 5482023 1 220 SH DEFINED 01 10 220 0 0 LOWES COMPANIES COM 548661107 150 3620 SH DEFINED 01 02 0 3620 0 LOWE'S COMPANIES COM 548661107 26743 645957 SH DEFINED 01 645957 0 0 LOWE'S COMPANIES COM 548661107 7553 182428 SH DEFINED 01 03 0 182428 0 LOWE'S COMPANIES COM 548661107 1155 27898 SH DEFINED 01 05 0 27898 0 LOWES CORP CVT CONV BND 548661CF2 264 340000 PRN DEFINED 01 02 0 0 340000 LUBRIZOL COM 549271104 60 2110 SH DEFINED 01 2110 0 0 LUBY'S CAFETERIAS COM 549282101 346 70353 SH DEFINED 01 70353 0 0 LUCENT TECHNOLOGIES COM 549463107 15 19800 SH DEFINED 01 0 19800 0 LUCENT TECHNOLOGIES COM 549463107 1543 2029051 SH DEFINED 01 2029051 0 0 LUCENT TECHNOLOGIES COM 549463107 610 803381 SH DEFINED 01 03 0 803381 0 LUCENT TECHNOLOGIES COM 549463107 647 850795 SH DEFINED 01 05 0 850795 0 VOLKSWAGEN A COM 5497102 32 900 SH DEFINED 01 10 900 0 0 VOLKSWAGEN A COM 5497168 5 200 SH DEFINED 01 10 200 0 0 ACERINOX SA COM 5500118 4 138 SH DEFINED 01 10 138 0 0 BCO BILBAO ARGENTARIA COM 5501906 74 9860 SH DEFINED 01 10 9860 0 0 VALLEHERMOSO COM 5504789 2 304 SH DEFINED 01 10 304 0 0 PIN-PRINTEMP COM 5505072 13 205 SH DEFINED 01 10 205 0 0 LYDALL COM 550819106 2028 171901 SH DEFINED 01 171901 0 0 LYDALL COM 550819106 4 378 SH DEFINED 01 03 0 378 0 LYDALL COM 550819106 182 15400 SH DEFINED 01 05 0 15400 0 LYDALL INC COM 550819106 70 5904 SH DEFINED 01 02 0 5904 0 BUHRMANN NV COM 5516751 1 232 SH DEFINED 01 10 232 0 0 LYONDELL CHEMICAL COM 552078107 5479 458909 SH DEFINED 01 458909 0 0 LYONDELL CHEMICAL COM 552078107 199 16700 SH DEFINED 01 05 0 16700 0 M&T BANK COM 55261F104 1394 17694 SH DEFINED 01 17694 0 0 MAF BANCORP COM 55261R108 3465 112116 SH DEFINED 01 112116 0 0 MAF BANCORP COM 55261R108 162 5233 SH DEFINED 01 05 0 5233 0 MBIA COM 55262C100 6609 165435 SH DEFINED 01 165435 0 0 MBIA COM 55262C100 1390 34789 SH DEFINED 01 03 0 34789 0 MBIA COM 55262C100 236 5912 SH DEFINED 01 05 0 5912 0 MBNA COM 55262L100 2074 112849 SH DEFINED 01 0 112849 0 MBNA COM 55262L100 219885 11963201 SH DEFINED 01 11963201 0 0 MBNA COM 55262L100 13769 749200 SH DEFINED 01 02 0 749200 0 MBNA COM 55262L100 5606 304973 SH DEFINED 01 03 0 304973 0 MBNA COM 55262L100 66929 3641454 SH DEFINED 01 05 0 3641454 0 M.D.C. HOLDINGS COM 552676108 4803 136052 SH DEFINED 01 136052 0 0 M.D.C. HOLDINGS COM 552676108 4 121 SH DEFINED 01 03 0 121 0 M.D.C. HOLDINGS COM 552676108 227 6430 SH DEFINED 01 05 0 6430 0 MDC HOLDINGS INC COM 552676108 65 1853 SH DEFINED 01 02 0 1853 0 MDU RESOURCES GROUP COM 552690109 10341 452898 SH DEFINED 01 452898 0 0 MDU RESOURCES GROUP COM 552690109 3728 163300 SH DEFINED 01 05 0 163300 0 MEMC ELECTRONIC MAT COM 552715104 1 164 SH DEFINED 01 164 0 0 AMERICA FIRST MORTGAGE INVESTM COM 55272X102 742 91600 SH DEFINED 01 91600 0 0 MADISON GAS & ELECTRIC COM 55277P104 275 10700 SH DEFINED 01 10700 0 0 MGIC INVESTMENT COM 552848103 144 3530 SH DEFINED 01 3530 0 0 MGIC INVESTMENT COM 552848103 976 23897 SH DEFINED 01 03 0 23897 0 MGIC INVESTMENT COM 552848103 49 1192 SH DEFINED 01 05 0 1192 0 BANC NAZIO COM 5528604 3 2672 SH DEFINED 01 10 2672 0 0 MGI PHARMA COM 552880106 552 78916 SH DEFINED 01 78916 0 0 DAIMLERCHRYS COM 5529027 94 2800 SH DEFINED 01 10 2800 0 0 MGM MIRAGE COM 552953101 2984 80000 SH DEFINED 01 0 80000 0 MGM MIRAGE COM 552953101 22395 600390 SH DEFINED 01 600390 0 0 MGM MIRAGE COM 552953101 4594 123170 SH DEFINED 01 05 0 123170 0 MIM COM 553044108 406 43000 SH DEFINED 01 43000 0 0 MIM COM 553044108 49 5200 SH DEFINED 01 05 0 5200 0 MIM CORP COM 553044108 1 130 SH DEFINED 01 02 0 130 0 M/I SCHOTTENSTEIN HM COM 55305B101 1638 52000 SH DEFINED 01 52000 0 0 M/I SCHOTTENSTEIN HM COM 55305B101 70 2207 SH DEFINED 01 02 0 2207 0 M/I SCHOTTENSTEIN HM COM 55305B101 5 146 SH DEFINED 01 03 0 146 0 M/I SCHOTTENSTEIN HM COM 55305B101 202 6400 SH DEFINED 01 05 0 6400 0 MKS INSTRUMENT INC COM 55306N104 550 50345 SH DEFINED 01 50345 0 0 MMO2 PLC ADR COM 55309W101 459 74000 SH DEFINED 01 74000 0 0 SWISSCOM AG COM 5533976 24 86 SH DEFINED 01 10 86 0 0 MPS GROUP COM 553409103 2002 345026 SH DEFINED 01 345026 0 0 MPS GROUP COM 553409103 4 633 SH DEFINED 01 03 0 633 0 MPS GROUP COM 553409103 230 39610 SH DEFINED 01 05 0 39610 0 MPS GROUP INC COM 553409103 58 10078 SH DEFINED 01 02 0 10078 0 MRV COMMUNICATIONS COM 553477100 0 424 SH DEFINED 01 424 0 0 MRO SOFTWARE COM 55347W105 852 97868 SH DEFINED 01 97868 0 0 MRO SOFTWARE COM 55347W105 38 4370 SH DEFINED 01 05 0 4370 0 MTR GAMING GROUP INC COM 553769100 162 17600 SH DEFINED 01 17600 0 0 MTR GAMING GROUP INC COM 553769100 32 3510 SH DEFINED 01 05 0 3510 0 MTS SYSTEMS CORP COM 553777103 369 39000 SH DEFINED 01 39000 0 0 MTS SYSTEMS CORP COM 553777103 21 2201 SH DEFINED 01 02 0 2201 0 MTS SYSTEMS CORP COM 553777103 1 138 SH DEFINED 01 03 0 138 0 MTS SYSTEMS CORP COM 553777103 44 4600 SH DEFINED 01 05 0 4600 0 MTC TECHNOLOGIES INC COM 55377A106 1329 61400 SH DEFINED 01 61400 0 0 MTC TECHNOLOGIES INC COM 55377A106 175 8100 SH DEFINED 01 05 0 8100 0 MTI TECHOLOGY CORP COM 553903105 0 136 SH DEFINED 01 136 0 0 DROTT AB-B SHS COM 5541087 2 300 SH DEFINED 01 10 300 0 0 MACDERMID COM 554273102 2018 101132 SH DEFINED 01 101132 0 0 MACDERMID COM 554273102 4 189 SH DEFINED 01 03 0 189 0 MACDERMID INC COM 554273102 59 2958 SH DEFINED 01 02 0 2958 0 MACERICH CO COM 554382101 3 99 SH DEFINED 01 99 0 0 MACK-CALI REALTY COM 554489104 511 15900 SH DEFINED 01 15900 0 0 SECURITAS COM 5554041 12 1000 SH DEFINED 01 10 1000 0 0 AUTOSTRADE SPA COM 5554654 27 3448 SH DEFINED 01 10 3448 0 0 SAN PAOLO-IM COM 5556575 19 3400 SH DEFINED 01 10 3400 0 0 SONERA OYJ COM 5556586 7 1900 SH DEFINED 01 10 1900 0 0 MACROVISION COM 555904101 3456 282580 SH DEFINED 01 282580 0 0 MACROVISION COM 555904101 343 28000 SH DEFINED 01 05 0 28000 0 MACROVISION CORP COM 555904101 1 70 SH DEFINED 01 02 0 70 0 PANAFON COM 5560349 2 470 SH DEFINED 01 10 470 0 0 MACROMEDIA COM 556100105 3576 462572 SH DEFINED 01 462572 0 0 KON VENDEX KBB COM 5562389 2 231 SH DEFINED 01 10 231 0 0 STEVEN MADDEN LTD COM 556269108 3194 221800 SH DEFINED 01 221800 0 0 STEVEN MADDEN LTD COM 556269108 298 20700 SH DEFINED 01 05 0 20700 0 MAN AG ORD N COM 5563520 3 200 SH DEFINED 01 10 200 0 0 ACCIONA SA COM 5579107 4 91 SH DEFINED 01 10 91 0 0 FORTUM CORP. COM 5579550 6 1000 SH DEFINED 01 10 1000 0 0 MAGNA ENTERTAINMENT CL A COM 559211107 136 25000 SH DEFINED 01 25000 0 0 MAGNA INTERNATIONAL COM 559221999 2500 43900 SH DEFINED 01 43900 0 0 MAGNETEK COM 559424106 232 72651 SH DEFINED 01 72651 0 0 UCB COM 5596991 9 304 SH DEFINED 01 10 304 0 0 MAIL WELL INC COM 560321200 0 153 SH DEFINED 01 153 0 0 WCM COM 5604816 1 533 SH DEFINED 01 10 533 0 0 MALAYAN BANKING BHD COM 560801995 3669 1742800 SH DEFINED 01 1742800 0 0 MALAYAN BANKING BHD COM 560801995 167 79200 SH DEFINED 01 05 0 79200 0 MAKITA CORP-SPONS ADR COM 560877300 2900 512200 SH DEFINED 01 512200 0 0 MAN AG COM 561500992 115 8738 SH DEFINED 01 8738 0 0 MANDALAY RESORT GROUP COM 562567107 614 18309 SH DEFINED 01 18309 0 0 MANDALAY RESORT GRP COM 562567107 906 27000 SH DEFINED 01 0 27000 0 MANHATTAN ASS COM 562750109 2 115 SH DEFINED 01 02 0 115 0 MANHATTAN ASSOCIATES COM 562750109 2250 166466 SH DEFINED 01 166466 0 0 MANHATTAN ASSOCIATES COM 562750109 101 7450 SH DEFINED 01 05 0 7450 0 MANITOWOC COM 563571108 2263 82735 SH DEFINED 01 82735 0 0 THYSSENKRUPP AG COM 5636927 17 1500 SH DEFINED 01 10 1500 0 0 MANOR CARE COM 564055101 1414 62860 SH DEFINED 01 62860 0 0 MANOR CARE COM 564055101 514 22884 SH DEFINED 01 03 0 22884 0 MANOR CARE COM 564055101 26 1139 SH DEFINED 01 05 0 1139 0 UNILEVER NV COM 5640898 111 1878 SH DEFINED 01 10 1878 0 0 CARREFOUR COM 5641567 67 1675 SH DEFINED 01 10 1675 0 0 MANPOWER COM 56418H100 11476 391136 SH DEFINED 01 391136 0 0 MANPOWER COM 56418H100 12029 410000 SH DEFINED 01 05 0 410000 0 MANTECH INTL CORP-A COM 564563104 1197 51000 SH DEFINED 01 51000 0 0 MANTECH INTL CORP-A COM 564563104 55 2334 SH DEFINED 01 02 0 2334 0 MANTECH INTL CORP-A COM 564563104 3 145 SH DEFINED 01 03 0 145 0 MANTECH INTL CORP-A COM 564563104 157 6700 SH DEFINED 01 05 0 6700 0 MANUF HOME COM 564682102 3 88 SH DEFINED 01 88 0 0 MANUGISTICS GROUP COM 565011103 2791 1000319 SH DEFINED 01 1000319 0 0 MANUGISTICS GROUP COM 565011103 288 103100 SH DEFINED 01 03 0 103100 0 MANUGISTICS GROUP COM 565011103 147 52765 SH DEFINED 01 05 0 52765 0 MANUGISTICS GROUP IN COM 565011103 171 61200 SH DEFINED 01 02 0 61200 0 GAS NATURAL COM 5650422 18 1054 SH DEFINED 01 10 1054 0 0 MAP INFO COM 565105103 188 47476 SH DEFINED 01 47476 0 0 EFG EUROBANK COM 5654316 7 600 SH DEFINED 01 10 600 0 0 MARATHON OIL COM 565849106 37520 1654309 SH DEFINED 01 1654309 0 0 MARATHON OIL COM 565849106 1660 73163 SH DEFINED 01 03 0 73163 0 MARATHON OIL COM 565849106 4319 190448 SH DEFINED 01 05 0 190448 0 MARATHON OIL CORP COM 565849106 29 1300 SH DEFINED 01 02 0 1300 0 MARCUS COM 566330106 1205 92017 SH DEFINED 01 92017 0 0 TUI AGAG AG COM 5666292 8 500 SH DEFINED 01 10 500 0 0 REPSOL SA (R COM 5669354 43 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 69 1228 SH DEFINED 01 10 1228 0 0 MARIMBA COM 56781Q109 0 65 SH DEFINED 01 65 0 0 GRUPO FERROVIAL SA COM 5678822 5 193 SH DEFINED 01 10 193 0 0 MARINEMAX INC COM 567908108 326 36200 SH DEFINED 01 36200 0 0 MARINEMAX INC COM 567908108 34 3800 SH DEFINED 01 05 0 3800 0 GRUPO DRAGAD COM 5687000 6 405 SH DEFINED 01 10 405 0 0 HENNES & MAU COM 5687431 24 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 8 800 SH DEFINED 01 10 800 0 0 TDC A/S COM 5698790 10 450 SH DEFINED 01 10 450 0 0 WIENERBERGER AG COM 5699373 2 109 SH DEFINED 01 10 109 0 0 SVENSKA COM 5703661 24 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 223 1120 SH DEFINED 01 1120 0 0 NEG MICON COM 5705593 1 50 SH DEFINED 01 10 50 0 0 BCO SANT CEN COM 5705946 68 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 817 161821 SH DEFINED 01 161821 0 0 METSO OYJ COM 5713422 3 300 SH DEFINED 01 10 300 0 0 MARS CVT SERIES G PRF 571650993 0 2380000 SH DEFINED 01 2380000 0 0 MARS CVT SERIES G PRF 571650993 0 4760000 SH DEFINED 01 05 0 4760000 0 MARS INC. CVT PFD CVT PFD PRF 571650XX3 0 2702703 SH DEFINED 01 05 0 2702703 0 MARS CV SERIES D PRF 571650XY1 0 2142857 SH DEFINED 01 2142857 0 0 MARS CV SERIES D PRF 571650XY1 0 2619048 SH DEFINED 01 05 0 2619048 0 MARSH & MCLENNAN COM 571748102 292848 7032820 SH DEFINED 01 7032820 0 0 MARSH & MCLENNAN COM 571748102 5216 125267 SH DEFINED 01 03 0 125267 0 MARSH & MCLENNAN COM 571748102 52477 1260256 SH DEFINED 01 05 0 1260256 0 MARSH MCLENNAN CO COM 571748102 21711 521350 SH DEFINED 01 02 0 521350 0 MARSHALL & ILSLEY COM 571834100 197 7068 SH DEFINED 01 7068 0 0 MARSHALL & ILSLEY COM 571834100 1365 48930 SH DEFINED 01 03 0 48930 0 MARSHALL & ILSLEY COM 571834100 68 2454 SH DEFINED 01 05 0 2454 0 MARRIOTT INTL CL A COM 571903202 148980 5139025 SH DEFINED 01 5139025 0 0 MARRIOTT INTL CL A COM 571903202 533 18400 SH DEFINED 01 02 0 18400 0 MARRIOTT INTL CL A COM 571903202 1631 56276 SH DEFINED 01 03 0 56276 0 MARRIOTT INTL CL A COM 571903202 27991 965522 SH DEFINED 01 05 0 965522 0 MLP AG COM 5720273 1 84 SH DEFINED 01 10 84 0 0 BPI SGPS COM 5721759 3 1720 SH DEFINED 01 10 1720 0 0 BAKER HUGHES COM 57224107 2604 89700 SH DEFINED 11 12 0 89700 0 BAKER HUGHES COM 57224107 15754 542700 SH DEFINED 11 12 13 0 542700 0 HUGO BOSS VZ COM 5726709 1 149 SH DEFINED 01 10 149 0 0 SIEMENS AG COM 5727973 87 2600 SH DEFINED 01 10 2600 0 0 MARTEK BIOSCIENCES COM 572901106 2696 164600 SH DEFINED 01 164600 0 0 MARTEK BIOSCIENCES COM 572901106 2 110 SH DEFINED 01 02 0 110 0 MARTEK BIOSCIENCES COM 572901106 136 8300 SH DEFINED 01 05 0 8300 0 AGUAS DE COM 5729065 3 331 SH DEFINED 01 10 331 0 0 TELEFONICA S COM 5732524 110 14771 SH DEFINED 01 10 14771 0 0 QIAGEN NV COM 5732825 1 307 SH DEFINED 01 10 307 0 0 MARTIN MARIETTA MATE COM 573284106 326 10000 SH DEFINED 01 0 10000 0 MARTIN MARIETTA MATE COM 573284106 929 28513 SH DEFINED 01 02 0 28513 0 MARTIN MARIETTA MATERIALS COM 573284106 28821 884874 SH DEFINED 01 884874 0 0 MARTIN MARIETTA MATERIALS COM 573284106 1521 46700 SH DEFINED 01 03 0 46700 0 MARTIN MARIETTA MATERIALS COM 573284106 2092 64211 SH DEFINED 01 05 0 64211 0 BUDERUS ORD COM 5733486 2 100 SH DEFINED 01 10 100 0 0 MARUICHI STEEL TUBE LTD COM 573820990 374 33000 SH DEFINED 01 33000 0 0 SOL MELIA SA COM 5738298 2 404 SH DEFINED 01 10 404 0 0 LINDE AG COM 5740817 11 300 SH DEFINED 01 10 300 0 0 MASCO COM 574599106 25826 1320965 SH DEFINED 01 1320965 0 0 MASCO COM 574599106 2286 116910 SH DEFINED 01 03 0 116910 0 MASCO COM 574599106 9209 471103 SH DEFINED 01 05 0 471103 0 MASCO CVT CONV BND 574599AW6 386 930000 PRN DEFINED 01 02 0 0 930000 FIAT SPA COM 5748521 10 1000 SH DEFINED 01 10 1000 0 0 FIAT SPA-PRIV COM 5748554 1 210 SH DEFINED 01 10 210 0 0 DEUTSCHE BAN COM 5750355 80 1750 SH DEFINED 01 10 1750 0 0 MASSEY ENERGY COM 576206106 1516 235146 SH DEFINED 01 235146 0 0 MASTEC INC. MTZ COM 576323109 1 277 SH DEFINED 01 277 0 0 MATERIAL SCIENCES COM 576674105 558 45847 SH DEFINED 01 45847 0 0 MATRIA HEALTHCARE COM 576817209 304 35400 SH DEFINED 01 35400 0 0 MATRIXONE INC COM 57685P304 1 116 SH DEFINED 01 116 0 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 14234 1372000 SH DEFINED 01 1372000 0 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 73 7000 SH DEFINED 01 03 0 7000 0 MATSUSHITA ELECTRIC INDUSTRIAL COM 576879100 5830 562000 SH DEFINED 01 05 0 562000 0 MATTEL COM 577081102 105602 5863482 SH DEFINED 01 5863482 0 0 MATTEL COM 577081102 1865 103551 SH DEFINED 01 03 0 103551 0 MATTEL COM 577081102 10765 597706 SH DEFINED 01 05 0 597706 0 MATTEL INC. COM 577081102 191 10600 SH DEFINED 01 02 0 10600 0 MATTHEWS INTL CORP COM 577128101 2 100 SH DEFINED 01 02 0 100 0 MAXIS COMMUNICATIONS BHD COM 577600984 2470 1722000 SH DEFINED 01 1722000 0 0 MAXIS COMMUNICATIONS BHD COM 577600984 116 81000 SH DEFINED 01 05 0 81000 0 MAXTOR COM 577729205 1506 577160 SH DEFINED 01 577160 0 0 MAXTOR COM 577729205 3 963 SH DEFINED 01 03 0 963 0 MAXTOR COM 577729205 89 33760 SH DEFINED 01 05 0 33760 0 MAXTOR CORP COM 577729205 40 15418 SH DEFINED 01 02 0 15418 0 MAXIM INTEGRATED COM 57772K101 63078 2547525 SH DEFINED 01 02 0 2547525 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 124625 5033285 SH DEFINED 01 5033285 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 5515 222769 SH DEFINED 01 03 0 222769 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 28206 1139199 SH DEFINED 01 05 0 1139199 0 MAXIM PHARMACEUTICAL COM 57772M107 0 134 SH DEFINED 01 134 0 0 MAXWELL SHOE CL A COM 577766108 8541 752500 SH DEFINED 01 752500 0 0 MAXWELL SHOE CL A COM 577766108 4 391 SH DEFINED 01 03 0 391 0 MAXWELL SHOE CL A COM 577766108 876 77125 SH DEFINED 01 05 0 77125 0 MAXWELL SHOE INC - A COM 577766108 72 6307 SH DEFINED 01 02 0 6307 0 MAXYGEN COM 577776107 0 69 SH DEFINED 01 69 0 0 MAY DEPT STORES COM 577778103 19542 858281 SH DEFINED 01 858281 0 0 MAY DEPT STORES COM 577778103 239 10500 SH DEFINED 01 02 0 10500 0 MAY DEPT STORES COM 577778103 2460 108072 SH DEFINED 01 03 0 108072 0 MAY DEPT STORES COM 577778103 2054 90168 SH DEFINED 01 05 0 90168 0 MAVERICK TUBE COM 577914104 1829 206210 SH DEFINED 01 206210 0 0 MAXIMUS COM 577933104 1966 87778 SH DEFINED 01 87778 0 0 MAXIMUS COM 577933104 47 2100 SH DEFINED 01 05 0 2100 0 MAYTAG COM 578592107 2630 113488 SH DEFINED 01 113488 0 0 MAYTAG COM 578592107 420 18137 SH DEFINED 01 03 0 18137 0 MAYTAG COM 578592107 4077 175914 SH DEFINED 01 05 0 175914 0 EPCOS AG COM 5785993 1 142 SH DEFINED 01 10 142 0 0 KLM COM 5786491 1 131 SH DEFINED 01 10 131 0 0 KARSTADT AG COM 5786565 5 300 SH DEFINED 01 10 300 0 0 FOM CONST Y COM 5787115 6 283 SH DEFINED 01 10 283 0 0 AMADEUS GLOBAL + COM 5788130 3 755 SH DEFINED 01 10 755 0 0 MCCLATCHY CO HOLDING COM 579489105 2029 33285 SH DEFINED 01 33285 0 0 TOP DANMARK AS COM 5797147 2 100 SH DEFINED 01 10 100 0 0 MCCORMICK COM 579780206 130 5718 SH DEFINED 01 5718 0 0 MCDATA CL B COM 580031102 5490 1000000 SH DEFINED 01 1000000 0 0 MCDATA CL B COM 580031102 568 103500 SH DEFINED 01 03 0 103500 0 MCDATA CL B COM 580031102 280 51034 SH DEFINED 01 05 0 51034 0 MCDATA CORP - CL B COM 580031102 314 57479 SH DEFINED 01 02 0 57479 0 MCDATA CL A COM 580031201 25 4624 SH DEFINED 01 4624 0 0 MCDATA CORPORATION-A COM 580031201 11 2061 SH DEFINED 01 0 2061 0 MCDERMOTT INTL COM 580037109 16022 2613748 SH DEFINED 01 2613748 0 0 MCDERMOTT INTL COM 580037109 90 14735 SH DEFINED 01 03 0 14735 0 MCDERMOTT INTL COM 580037109 2056 335535 SH DEFINED 01 05 0 335535 0 MCDONALDS COM 580135101 2049 116000 SH DEFINED 01 0 116000 0 MCDONALD'S COM 580135101 55260 3129078 SH DEFINED 01 3129078 0 0 MCDONALD'S COM 580135101 5242 296845 SH DEFINED 01 03 0 296845 0 MCDONALD'S COM 580135101 54553 3089044 SH DEFINED 01 05 0 3089044 0 BRISA(AUTO-E COM 5803925 7 1375 SH DEFINED 01 10 1375 0 0 COLRUYT SA COM 5806225 4 93 SH DEFINED 01 10 93 0 0 MCGRAW-HILL COMPANIES COM 580645109 43673 713380 SH DEFINED 01 713380 0 0 MCGRAW-HILL COMPANIES COM 580645109 2797 45684 SH DEFINED 01 03 0 45684 0 MCGRAW-HILL COMPANIES COM 580645109 3522 57532 SH DEFINED 01 05 0 57532 0 MCGRAW-HILL COS INC COM 580645109 4775 78000 SH DEFINED 01 0 78000 0 MCGRAW-HILL COS INC COM 580645109 104 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 15 6930 SH DEFINED 01 10 6930 0 0 TERRA NETWORKS COM 5813720 5 1292 SH DEFINED 01 10 1292 0 0 MCKESSON COM 58155Q103 57747 2038381 SH DEFINED 01 2038381 0 0 MCKESSON COM 58155Q103 2126 75065 SH DEFINED 01 03 0 75065 0 MCKESSON COM 58155Q103 136556 4820192 SH DEFINED 01 05 0 4820192 0 MCKESSON CORP COM 58155Q103 17044 601593 SH DEFINED 01 02 0 601593 0 MCKESSON CORP COM 58155Q103 1552 54800 SH DEFINED 11 12 0 54800 0 MCKESSON CORP COM 58155Q103 9783 345300 SH DEFINED 11 12 13 0 345300 0 PORTUGAL TELECOM SGPS SA COM 5817186 19 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 161 51691 SH DEFINED 01 51691 0 0 MEADWESTVACO COM 583334107 132 6851 SH DEFINED 01 6851 0 0 MEADWESTVACO COM 583334107 894 46538 SH DEFINED 01 03 0 46538 0 MEADWESTVACO COM 583334107 45 2330 SH DEFINED 01 05 0 2330 0 GRUPPO ED COM 5836200 2 833 SH DEFINED 01 10 833 0 0 MEDAREX COM 583916101 1 418 SH DEFINED 01 418 0 0 MEDCATH CORP COM 58404W109 520 46000 SH DEFINED 01 46000 0 0 MEDCATH CORP COM 58404W109 30 2634 SH DEFINED 01 02 0 2634 0 MEDCATH CORP COM 58404W109 2 162 SH DEFINED 01 03 0 162 0 MEDCATH CORP COM 58404W109 59 5200 SH DEFINED 01 05 0 5200 0 DEUTSCHE TEL COM 5842359 57 6837 SH DEFINED 01 10 6837 0 0 SEAT-PAGINE SPA COM 5843642 5 8793 SH DEFINED 01 10 8793 0 0 MEDIA GENERAL CL A COM 584404107 2791 54889 SH DEFINED 01 54889 0 0 MEDIACOM COMMUNICATIONS COM 58446K105 549 102224 SH DEFINED 01 102224 0 0 MEDIASET SPA COM 584475990 148 23753 SH DEFINED 01 23753 0 0 MEDICALOGIC/MEDSCAPE INC COM 584642102 0 126 SH DEFINED 01 126 0 0 MEDICIS PHARMACEUTICAL CL A COM 584690309 3943 96474 SH DEFINED 01 96474 0 0 MEDIMMUNE COM 584699102 60630 2905028 SH DEFINED 01 2905028 0 0 MEDIMMUNE COM 584699102 3416 163678 SH DEFINED 01 03 0 163678 0 MEDIMMUNE COM 584699102 20785 995904 SH DEFINED 01 05 0 995904 0 MEDIMMUNE INC COM 584699102 2797 134000 SH DEFINED 01 0 134000 0 MEDIMMUNE INC COM 584699102 45955 2201962 SH DEFINED 01 02 0 2201962 0 MEDTRONIC COM 585055106 12985 308276 SH DEFINED 01 0 308276 0 MEDTRONIC COM 585055106 363056 8619581 SH DEFINED 01 8619581 0 0 MEDTRONIC COM 585055106 23832 565825 SH DEFINED 01 02 0 565825 0 MEDTRONIC COM 585055106 11932 283277 SH DEFINED 01 03 0 283277 0 MEDTRONIC COM 585055106 55147 1309298 SH DEFINED 01 05 0 1309298 0 MEDTRONIC INC COM 585055106 442 10500 SH DEFINED 11 12 0 10500 0 MEDTRONIC INC COM 585055106 4406 104600 SH DEFINED 11 12 13 0 104600 0 MEDTRONIC CVT CONV BND 585055AB2 412 400000 PRN DEFINED 01 02 0 0 400000 MEGGITT PLC COM 585086994 113 40000 SH DEFINED 01 40000 0 0 ACCOR COM 5852842 17 586 SH DEFINED 01 10 586 0 0 MELLON FINANCIAL COM 58551A108 14294 551244 SH DEFINED 01 551244 0 0 MELLON FINANCIAL COM 58551A108 2626 101279 SH DEFINED 01 03 0 101279 0 MELLON FINANCIAL COM 58551A108 12449 480073 SH DEFINED 01 05 0 480073 0 MEMBERWORKS COM 586002107 1083 62138 SH DEFINED 01 62138 0 0 COLOPLAST B COM 5867653 4 50 SH DEFINED 01 10 50 0 0 MEN'S WEARHOUSE COM 587118100 3305 224779 SH DEFINED 01 224779 0 0 MENTOR COM 587188103 4576 143499 SH DEFINED 01 143499 0 0 MENTOR COM 587188103 290 9100 SH DEFINED 01 05 0 9100 0 MENTOR CORP MN COM 587188103 4 140 SH DEFINED 01 02 0 140 0 MENTOR GRAPHIC COM 587200106 1 200 SH DEFINED 01 02 0 200 0 MENTOR GRAPHICS COM 587200106 13 2759 SH DEFINED 01 2759 0 0 DSV COM 5872969 2 75 SH DEFINED 01 10 75 0 0 MERCANTILE BANKSHARES COM 587405101 109 2855 SH DEFINED 01 2855 0 0 MERCATOR SOFTWARE INC COM 587587106 0 74 SH DEFINED 01 74 0 0 BUSINESS OBJECTS COM 5876507 2 190 SH DEFINED 01 10 190 0 0 INFINEON TECH COM 5889505 6 1120 SH DEFINED 01 10 1120 0 0 MERCK COM 589331107 777 17000 SH DEFINED 01 0 17000 0 MERCK COM 589331107 18008 394045 SH DEFINED 01 02 0 394045 0 MERCK & CO COM 589331107 137042 2998063 SH DEFINED 01 2998063 0 0 MERCK & CO COM 589331107 24168 528713 SH DEFINED 01 03 0 528713 0 MERCK & CO COM 589331107 20641 451556 SH DEFINED 01 05 0 451556 0 MERCK KGAA COM 589359991 1073 58700 SH DEFINED 01 58700 0 0 MERCURY COMP SYS INC COM 589378108 1 45 SH DEFINED 01 02 0 45 0 MERCURY COMPUTER SYSTEMS COM 589378108 1910 80939 SH DEFINED 01 80939 0 0 MERCURY COMPUTER SYSTEMS COM 589378108 31 1300 SH DEFINED 01 05 0 1300 0 MERCURY GENERAL CORP COM 589400100 6 129 SH DEFINED 01 129 0 0 MERCURY INTERACTIVE COM 589405109 686 40000 SH DEFINED 01 0 40000 0 MERCURY INTERACTIVE COM 589405109 3553 207044 SH DEFINED 01 207044 0 0 MERCURY INTERACTIVE COM 589405109 5893 343350 SH DEFINED 01 02 0 343350 0 MERCURY INTERACTIVE COM 589405109 502 29260 SH DEFINED 01 03 0 29260 0 MERCURY INTERACTIVE COM 589405109 4616 268985 SH DEFINED 01 05 0 268985 0 MEREDITH COM 589433101 75 1724 SH DEFINED 01 1724 0 0 MEREDITH COM 589433101 497 11538 SH DEFINED 01 03 0 11538 0 MEREDITH COM 589433101 25 578 SH DEFINED 01 05 0 578 0 MERISTAR HOSPITALITY COM 58984Y103 3 309 SH DEFINED 01 309 0 0 MERIDIAN GOLD COM 589975101 1559 85191 SH DEFINED 01 85191 0 0 MERIDIAN GOLD INC CA;MNG/CAD COM 589975952 2414 132020 SH DEFINED 01 132020 0 0 MERIX COM 590049102 555 68000 SH DEFINED 01 68000 0 0 MERIX CORP COM 590049102 1 130 SH DEFINED 01 02 0 130 0 MERRILL LYNCH COM 590188108 15182 460761 SH DEFINED 01 460761 0 0 MERRILL LYNCH COM 590188108 6637 201422 SH DEFINED 01 03 0 201422 0 MERRILL LYNCH COM 590188108 13183 400109 SH DEFINED 01 05 0 400109 0 NOKIA (AB) O COM 5902941 203 15278 SH DEFINED 01 10 15278 0 0 MESA AIR GROUP COM 590479101 372 101858 SH DEFINED 01 101858 0 0 METASOLV INC COM 59139P104 0 69 SH DEFINED 01 69 0 0 METHODE ELECTRONICS CL A COM 591520200 1042 113525 SH DEFINED 01 113525 0 0 METLIFE COM 59156R108 32631 1433655 SH DEFINED 01 1433655 0 0 METLIFE COM 59156R108 4622 203093 SH DEFINED 01 03 0 203093 0 METLIFE COM 59156R108 15229 669096 SH DEFINED 01 05 0 669096 0 METLIFE INC COM 59156R108 289 12700 SH DEFINED 01 02 0 12700 0 METLIFE CAPITAL TRUST CM CVT PRF 59156R207 21180 300000 SH DEFINED 01 300000 0 0 METRIS COMPANIES COM 591598107 5 2389 SH DEFINED 01 2389 0 0 METRIS COMPANIES COM 591598107 2117 916600 SH DEFINED 01 05 0 916600 0 METRO-GOLDWYN-MAYER COM 591610100 2755 230493 SH DEFINED 01 230493 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 2837 333816 SH DEFINED 01 333816 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 231 27200 SH DEFINED 01 05 0 27200 0 METROMEDIA FIBER NET COM 591689104 0 1037 SH DEFINED 01 1037 0 0 AEGON NV COM 5927375 28 2942 SH DEFINED 01 10 2942 0 0 MICHAELS STORES COM 594087108 122 2669 SH DEFINED 01 2669 0 0 MICREL COM 594793101 24 3944 SH DEFINED 01 3944 0 0 MICROS SYSTEMS COM 594901100 1276 55048 SH DEFINED 01 55048 0 0 MICROSOFT COM 594918104 15362 351608 SH DEFINED 01 0 351608 0 MICROSOFT COM 594918104 650269 14883684 SH DEFINED 01 14883684 0 0 MICROSOFT COM 594918104 72181 1652033 SH DEFINED 01 02 0 1652033 0 MICROSOFT COM 594918104 55638 1273476 SH DEFINED 01 03 0 1273476 0 MICROSOFT COM 594918104 124755 2855465 SH DEFINED 01 05 0 2855465 0 MICROSOFT CORPORATION COM 594918104 2252 51541 SH DEFINED 11 12 0 51541 0 MICROSOFT CORPORATION COM 594918104 12042 275620 SH DEFINED 11 12 13 0 275620 0 ASML HOLDINGS NV COM 5949368 8 1326 SH DEFINED 01 10 1326 0 0 MICROSTRATEGY CL A COM 594972408 2033 250000 SH DEFINED 01 250000 0 0 MICRO-CHIP COM 595017104 42814 2093518 SH DEFINED 01 02 0 2093518 0 MICROCHIP TECHNOLOGY COM 595017104 47450 2320303 SH DEFINED 01 2320303 0 0 MICROCHIP TECHNOLOGY COM 595017104 4145 202712 SH DEFINED 01 03 0 202712 0 MICROCHIP TECHNOLOGY COM 595017104 25428 1243437 SH DEFINED 01 05 0 1243437 0 MICROMUSE COM 595094103 1 501 SH DEFINED 01 501 0 0 MICRON TECHNOLOGIES COM 595112103 79 6400 SH DEFINED 11 12 0 6400 0 MICRON TECHNOLOGY COM 595112103 8928 721799 SH DEFINED 01 721799 0 0 MICRON TECHNOLOGY COM 595112103 2 160 SH DEFINED 01 02 0 160 0 MICRON TECHNOLOGY COM 595112103 1779 143832 SH DEFINED 01 03 0 143832 0 MICRON TECHNOLOGY COM 595112103 18607 1504254 SH DEFINED 01 05 0 1504254 0 MICROSEMI COM 595137100 749 133569 SH DEFINED 01 133569 0 0 MICROTUNE COM 59514P109 134 55471 SH DEFINED 01 55471 0 0 MID-AMERICA APT COM 59522J103 2 87 SH DEFINED 01 87 0 0 MID ATLANTIC MEDICAL COM 59523C107 5 140 SH DEFINED 01 02 0 140 0 MID ATLANTIC MEDICAL SERVICES COM 59523C107 6801 187896 SH DEFINED 01 187896 0 0 MID ATLANTIC MEDICAL SERVICES COM 59523C107 116 3200 SH DEFINED 01 05 0 3200 0 NORDEA AB COM 5952496 6 1501 SH DEFINED 01 10 1501 0 0 ISS INTERNAT COM 5952816 5 150 SH DEFINED 01 10 150 0 0 TISCALI SPA -- (EUR) COM 5953529 1 204 SH DEFINED 01 10 204 0 0 OMEGA PHARMA SA COM 5955279 3 66 SH DEFINED 01 10 66 0 0 KON KPN NV COM 5956078 30 5728 SH DEFINED 01 10 5728 0 0 MIDAS COM 595626102 235 46971 SH DEFINED 01 46971 0 0 S&P MID-CAP 400 DEPOSITARY REC COM 595635103 440 5919 SH DEFINED 01 5919 0 0 ERICSSON(LM) COM 5959378 26 70400 SH DEFINED 01 10 70400 0 0 WILLIAM DEMANT COM 5961544 2 100 SH DEFINED 01 10 100 0 0 STM MICROELECTRONICS COM 5962332 24 1782 SH DEFINED 01 10 1782 0 0 SANDVIK AB COM 5963108 14 600 SH DEFINED 01 10 600 0 0 VESTAS WIND COM 5964651 4 270 SH DEFINED 01 10 270 0 0 SOC GENERALE COM 5966516 38 906 SH DEFINED 01 10 906 0 0 MIDDLESEX WATER COM 596680108 225 10000 SH DEFINED 01 10000 0 0 WM-DATA AB COM 5970465 1 1000 SH DEFINED 01 10 1000 0 0 GETRONICS NV COM 5971424 1 808 SH DEFINED 01 10 808 0 0 SONAE SGPS S COM 5973992 2 5779 SH DEFINED 01 10 5779 0 0 MIDLAND CO. COM 597486109 42 2506 SH DEFINED 01 02 0 2506 0 MIDLAND CO. COM 597486109 3 181 SH DEFINED 01 03 0 181 0 ALCATEL "A" SHARES COM 5975006 8 3408 SH DEFINED 01 10 3408 0 0 FINECO SPA COM 5975062 2 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 11 4400 SH DEFINED 01 10 4400 0 0 MIDWEST EXPRESS COM 597911106 195 48639 SH DEFINED 01 48639 0 0 GIVAUDAN COM 5980613 10 22 SH DEFINED 01 10 22 0 0 SERONO COM 5981070 11 23 SH DEFINED 01 10 23 0 0 MIDWAY GAMES COM 598148104 800 145850 SH DEFINED 01 145850 0 0 DANONE COM 5981810 47 393 SH DEFINED 01 10 393 0 0 MIDWEST BANC HOLDING COM 598251106 4 190 SH DEFINED 01 02 0 190 0 ZURICH FINANCIAL SERVICES GRP COM 5983816 25 272 SH DEFINED 01 10 272 0 0 KON PHILIPS ELECTRONICS NV COM 5986622 61 4188 SH DEFINED 01 10 4188 0 0 MILACRON COM 598709103 1183 262271 SH DEFINED 01 262271 0 0 MILACRON COM 598709103 1150 255000 SH DEFINED 01 05 0 255000 0 THOMSON MULT COM 5988930 7 471 SH DEFINED 01 10 471 0 0 TF1-TV COM 5997118 8 389 SH DEFINED 01 10 389 0 0 MILLENIUM PHARMACEUTICALS COM 599902103 179 19110 SH DEFINED 01 19110 0 0 MILLENIUM CHEM INC COM 599903101 2 208 SH DEFINED 01 208 0 0 ASM PACIFIC TECHNOLOGY COM 6002453 2 1000 SH DEFINED 01 10 1000 0 0 MILLEA HOLDINGS COM 600333991 2661 332 SH DEFINED 01 332 0 0 MILLEA HOLDINGS COM 600333991 64 8 SH DEFINED 01 03 0 8 0 MILLEA HOLDINGS COM 600333991 5179 646 SH DEFINED 01 05 0 646 0 MILLER (HERMAN) COM 600544100 2747 154675 SH DEFINED 01 154675 0 0 MILLER (HERMAN) COM 600544100 4440 250000 SH DEFINED 01 05 0 250000 0 MILLIPORE COM 601073109 49 1535 SH DEFINED 01 1535 0 0 MILLIPORE COM 601073109 358 11253 SH DEFINED 01 03 0 11253 0 MILLIPORE COM 601073109 18 563 SH DEFINED 01 05 0 563 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 9 150 SH DEFINED 01 10 150 0 0 AMADA CO COM 6022105 4 1000 SH DEFINED 01 10 1000 0 0 MINEFINDERS RESTRICTED SPECIAL COM 602500993 449 125000 SH DEFINED 01 125000 0 0 MINERALS TECHNOLOGIES COM 603158106 1274 34347 SH DEFINED 01 34347 0 0 MINERALS TECHNOLOGIES COM 603158106 60 1610 SH DEFINED 01 05 0 1610 0 FUJI TELEVISION NETWORK, INC. COM 6036582 4 1 SH DEFINED 01 10 1 0 0 SINGAPORE TE COM 6043214 4 4000 SH DEFINED 01 10 4000 0 0 MIPS TECH INC COM 604567107 0 173 SH DEFINED 01 173 0 0 AOYAMA TRADI COM 6045878 3 200 SH DEFINED 01 10 200 0 0 MIRANT COM 604675108 273 123744 SH DEFINED 01 123744 0 0 MIRANT COM 604675108 207 93561 SH DEFINED 01 03 0 93561 0 MIRANT COM 604675108 10 4687 SH DEFINED 01 05 0 4687 0 ACOM CO COM 6049784 10 230 SH DEFINED 01 10 230 0 0 WESTFIELD HOLDINGS COM 6054142 8 1100 SH DEFINED 01 10 1100 0 0 ASAHI BREWER COM 6054409 6 1000 SH DEFINED 01 10 1000 0 0 ASAHI KASEI CO COM 6054603 11 4000 SH DEFINED 01 10 4000 0 0 ASAHI GLASS COM 6055208 18 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 AUST GAS LIG COM 6064969 4 784 SH DEFINED 01 10 784 0 0 ANZ BANK COM 6065586 37 3904 SH DEFINED 01 10 3904 0 0 AMCOR LIMITE COM 6066608 9 1974 SH DEFINED 01 10 1974 0 0 MITSUBISHI COM 606755999 6168 918000 SH DEFINED 01 918000 0 0 MITSUBISHI COM 606755999 67 10000 SH DEFINED 01 03 0 10000 0 MITSUBISHI COM 606755999 5584 831000 SH DEFINED 01 05 0 831000 0 MITSUBISHI ELECTRIC COM 606777993 523 162000 SH DEFINED 01 162000 0 0 MITSUBISHI ESTATE COM 606796993 86 10727 SH DEFINED 01 10727 0 0 MITSUBISHI ESTATES. COM 606797X29 192 24068 SH DEFINED 01 24068 0 0 MITSUBISHI TOKYO FINANCIAL GRO COM 606819993 8855 1199 SH DEFINED 01 1199 0 0 MITSUBISHI TOKYO FINANCIAL GRO COM 606819993 103 14 SH DEFINED 01 03 0 14 0 MITSUBISHI TOKYO FINANCIAL GRO COM 606819993 8397 1137 SH DEFINED 01 05 0 1137 0 MITSUI CHEMICALS COM 606822997 1856 432000 SH DEFINED 01 432000 0 0 MITSUI & CO LTD COM 606827996 1354 258000 SH DEFINED 01 258000 0 0 MITSUI O.S.K. LINES COM 606829992 1915 1009000 SH DEFINED 01 1009000 0 0 MITSUI FUDOSAN COM 606839991 6026 741000 SH DEFINED 01 741000 0 0 MITSUI FUDOSAN COM 606839991 130 16000 SH DEFINED 01 03 0 16000 0 MITSUI FUDOSAN COM 606839991 11678 1436000 SH DEFINED 01 05 0 1436000 0 AUTOBACS SEV COM 6068422 3 100 SH DEFINED 01 10 100 0 0 BRL HARDY COM 6070041 2 378 SH DEFINED 01 10 378 0 0 MOBILE MINI COM 60740F105 579 44702 SH DEFINED 01 44702 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 33 4378 SH DEFINED 01 10 4378 0 0 BANYU PHARMACEUTICAL CO. COM 6077309 4 400 SH DEFINED 01 10 400 0 0 MODINE MFG COM 607828100 1261 66290 SH DEFINED 01 66290 0 0 MODINE MFG COM 607828100 4 230 SH DEFINED 01 03 0 230 0 MODINE MFG CO COM 607828100 68 3580 SH DEFINED 01 02 0 3580 0 MODTECH HOLDINGS INC COM 60783C100 463 46293 SH DEFINED 01 46293 0 0 MODTECH HOLDINGS INC COM 60783C100 30 2942 SH DEFINED 01 02 0 2942 0 MODTECH HOLDINGS INC COM 60783C100 2 184 SH DEFINED 01 03 0 184 0 MODTECH HOLDINGS INC COM 60783C100 64 6350 SH DEFINED 01 05 0 6350 0 MOHAWK INDS COM 608190104 11801 237687 SH DEFINED 01 237687 0 0 MOHAWK INDS COM 608190104 486 9784 SH DEFINED 01 05 0 9784 0 MOLECULAR DEVICES COM 60851C107 1 114 SH DEFINED 01 114 0 0 MOLEX COM 608554101 213 9055 SH DEFINED 01 9055 0 0 MOLEX COM 608554101 1060 45048 SH DEFINED 01 03 0 45048 0 MOLEX COM 608554101 53 2256 SH DEFINED 01 05 0 2256 0 TELSTRA CORP COM 6087289 14 5251 SH DEFINED 01 10 5251 0 0 MONACO COACH COM 60886R103 1811 90404 SH DEFINED 01 90404 0 0 CLP HOLDINGS COM 6097017 27 6600 SH DEFINED 01 10 6600 0 0 MONOLITHIC SYS TECH COM 609842109 3 309 SH DEFINED 01 309 0 0 AMP LIMITED COM 6115715 18 2794 SH DEFINED 01 10 2794 0 0 MONSANTO COM 61166W101 26639 1742194 SH DEFINED 01 1742194 0 0 MONSANTO COM 61166W101 930 60809 SH DEFINED 01 03 0 60809 0 MONSANTO COM 61166W101 6014 393322 SH DEFINED 01 05 0 393322 0 MONSANTO CO NEW COM 61166W101 2 143 SH DEFINED 01 02 0 143 0 MONSANTO COMPANY COM 61166W101 168 11002 SH DEFINED 11 12 0 11002 0 MONSANTO COMPANY COM 61166W101 1152 75332 SH DEFINED 11 12 13 0 75332 0 BRAMBLES IND COM 6120009 7 1994 SH DEFINED 01 10 1994 0 0 TAB LIMITED COM 6120496 2 1083 SH DEFINED 01 10 1083 0 0 BENESSE CORP COM 6121927 5 300 SH DEFINED 01 10 300 0 0 COCA-COLA AM COM 6123451 7 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 13 500 SH DEFINED 01 10 500 0 0 NTT DATA COM COM 6125639 14 4 SH DEFINED 01 10 4 0 0 MONTEREY PASTA COM 612570101 309 66600 SH DEFINED 01 66600 0 0 MONTEREY PASTA CO COM 612570101 2 410 SH DEFINED 01 02 0 410 0 SEMBCORP COM 6128713 2 4000 SH DEFINED 01 10 4000 0 0 NIT DOCOMO COM 6129277 94 55 SH DEFINED 01 10 55 0 0 BRIDGESTONE COM 6132101 24 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE PR COM 6133966 11 1000 SH DEFINED 01 10 1000 0 0 DEUTSCHE OFFICE TRUST COM 6137504 2 2756 SH DEFINED 01 10 2756 0 0 BHP BILLITON LTD COM 6144690 46 9319 SH DEFINED 01 10 9319 0 0 MONTPELIER RE HOLDINGS COM 614500999 15754 900000 SH DEFINED 01 05 0 900000 0 CONTACT ENER COM 6152529 1 565 SH DEFINED 01 10 565 0 0 MONY GROUP COM 615337102 3418 138570 SH DEFINED 01 138570 0 0 MONY GROUP COM 615337102 424 17200 SH DEFINED 01 05 0 17200 0 MOODY'S COM 615369105 3729 76892 SH DEFINED 01 76892 0 0 MOODY'S COM 615369105 1754 36171 SH DEFINED 01 03 0 36171 0 MOODY'S COM 615369105 88 1819 SH DEFINED 01 05 0 1819 0 MOOG CL A COM 615394202 1706 60386 SH DEFINED 01 60386 0 0 MOOG CL A COM 615394202 4 126 SH DEFINED 01 03 0 126 0 MOOG CL A COM 615394202 145 5114 SH DEFINED 01 05 0 5114 0 MOOG INC CL A COM 615394202 52 1878 SH DEFINED 01 02 0 1878 0 MOORE CORP LTD COM 615785102 253 25825 SH DEFINED 01 25825 0 0 MOORE CORP LTD COM 615785102 51 5180 SH DEFINED 01 05 0 5180 0 MOORE CORP LTD COM 615785995 254 26200 SH DEFINED 01 26200 0 0 MIRVAC GROUP COM 6161978 2 1102 SH DEFINED 01 10 1102 0 0 PACIFIC CENTURY CYBERWORKS COM 6164007 5 34355 SH DEFINED 01 10 34355 0 0 CANON INC COM 6172323 98 3000 SH DEFINED 01 10 3000 0 0 HARVEY NORMAN HOLDINGS LTD COM 6173508 2 1267 SH DEFINED 01 10 1267 0 0 MORGAN STANLEY COM 617446448 1437 42400 SH DEFINED 01 0 42400 0 MORGAN STANLEY COM 617446448 186917 5517061 SH DEFINED 01 5517061 0 0 MORGAN STANLEY COM 617446448 325 9600 SH DEFINED 01 02 0 9600 0 MORGAN STANLEY COM 617446448 9862 291104 SH DEFINED 01 03 0 291104 0 MORGAN STANLEY COM 617446448 44846 1323629 SH DEFINED 01 05 0 1323629 0 DBS GROUP HL COM 6175203 25 4000 SH DEFINED 01 10 4000 0 0 CARTER HOLT COM 6178406 1 1708 SH DEFINED 01 10 1708 0 0 CASIO COMPUT COM 6178967 5 1000 SH DEFINED 01 10 1000 0 0 CATHAY PACIF COM 6179755 4 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 2 3000 SH DEFINED 01 10 3000 0 0 CENTRAL JAPA COM 6183552 19 3 SH DEFINED 01 10 3 0 0 CSL COM 6185495 3 281 SH DEFINED 01 10 281 0 0 CHEUNG COM 6190273 32 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 69566 172441 SH DEFINED 01 03 0 172441 0 PYRAMID FIXED INCOME COM 619465XX0 60262 209372 SH DEFINED 01 03 0 209372 0 PYRAMID EAFE INDEX COM 619466XX8 1390 14697 SH DEFINED 01 03 0 14697 0 CHUBU COM 6195609 34 2000 SH DEFINED 01 10 2000 0 0 CHUGAI PHARM COM 6196408 8 900 SH DEFINED 01 10 900 0 0 MOSSIMO COM 619696107 459 78000 SH DEFINED 01 78000 0 0 MOSSIMO COM 619696107 56 9724 SH DEFINED 01 02 0 9724 0 MOSSIMO COM 619696107 4 617 SH DEFINED 01 03 0 617 0 MOSSIMO COM 619696107 56 9500 SH DEFINED 01 05 0 9500 0 CITIZEN WATC COM 6197304 5 1000 SH DEFINED 01 10 1000 0 0 CITY DEVELOP COM 6197928 5 2000 SH DEFINED 01 10 2000 0 0 MOTOROLA COM 620076109 4500 442000 SH DEFINED 01 0 442000 0 MOTOROLA COM 620076109 131652 12932407 SH DEFINED 01 12932407 0 0 MOTOROLA COM 620076109 1404 138101 SH DEFINED 01 02 0 138101 0 MOTOROLA COM 620076109 5502 540430 SH DEFINED 01 03 0 540430 0 MOTOROLA COM 620076109 22158 2176717 SH DEFINED 01 05 0 2176717 0 TRANSURBAN GROUP COM 6200882 2 955 SH DEFINED 01 10 955 0 0 SENBCIRO NARINE COM 6205133 1 2000 SH DEFINED 01 10 2000 0 0 CREATIVE TECHNOLOGY LIMITED COM 6207582 1 200 SH DEFINED 01 10 200 0 0 COLES MYER COM 6209908 9 2701 SH DEFINED 01 10 2701 0 0 COCHLEAR LTD COM 6211798 2 126 SH DEFINED 01 10 126 0 0 ORIGIN ENERGY COM 6214861 2 1202 SH DEFINED 01 10 1202 0 0 CMNWLTH BK OF AUST COM 6215035 51 3144 SH DEFINED 01 10 3144 0 0 CSK CORP COM 6215552 6 200 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 13 818 SH DEFINED 01 10 818 0 0 PAPERLINX LTD COM 6222206 1 453 SH DEFINED 01 10 453 0 0 CSR LIMITED COM 6238645 7 2208 SH DEFINED 01 10 2208 0 0 CYCLE & CARR COM 6242260 2 1006 SH DEFINED 01 10 1006 0 0 MUELLER INDS COM 624756102 2791 107782 SH DEFINED 01 107782 0 0 DAIEI INC COM 6249982 1 1000 SH DEFINED 01 10 1000 0 0 DAIICHI PHAR COM 6250218 16 1000 SH DEFINED 01 10 1000 0 0 DAITO TRUST COM 6250508 7 300 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 3 2000 SH DEFINED 01 10 2000 0 0 DAI NIPPON COM 6250906 22 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 22 4000 SH DEFINED 01 10 4000 0 0 ARISTOCRAT LEISURE LTD AUD COM 6253983 2 793 SH DEFINED 01 10 793 0 0 MULTIMEDIA GAMES INC COM 625453105 1221 62000 SH DEFINED 01 62000 0 0 MULTIMEDIA GAMES INC COM 625453105 128 6500 SH DEFINED 01 05 0 6500 0 LAWSON COM 6266914 6 200 SH DEFINED 01 10 200 0 0 MURPHY OIL COM 626717102 82223 1001866 SH DEFINED 01 1001866 0 0 MURPHY OIL COM 626717102 2185 26622 SH DEFINED 01 02 0 26622 0 MURPHY OIL COM 626717102 3947 48095 SH DEFINED 01 03 0 48095 0 MURPHY OIL COM 626717102 10300 125501 SH DEFINED 01 05 0 125501 0 HONG KONG E&C COM 6267359 5 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 5 5000 SH DEFINED 01 10 5000 0 0 GIORDANO HOLDINGS LD COM 6282040 2 4000 SH DEFINED 01 10 4000 0 0 MYERS IND COM 628464109 1181 94265 SH DEFINED 01 94265 0 0 MYERS IND COM 628464109 5 363 SH DEFINED 01 03 0 363 0 MYERS IND INC COM 628464109 72 5738 SH DEFINED 01 02 0 5738 0 MYKROLIS COM 62852P103 616 100214 SH DEFINED 01 100214 0 0 MYKROLIS COM 62852P103 31 5060 SH DEFINED 01 05 0 5060 0 MYLAN LABORATORIES COM 628530107 6552 200096 SH DEFINED 01 200096 0 0 MYLAN LABORATORIES COM 628530107 20 625 SH DEFINED 01 03 0 625 0 MYLAN LABORATORIES COM 628530107 157 4800 SH DEFINED 01 05 0 4800 0 MYRIAD GENETICS COM 62855J104 745 47078 SH DEFINED 01 47078 0 0 MYRIAD GENETICS COM 62855J104 2 100 SH DEFINED 01 02 0 100 0 MYRIAD GENETICS COM 62855J104 92 5800 SH DEFINED 01 05 0 5800 0 LI & FUNG COM 6286257 8 8000 SH DEFINED 01 10 8000 0 0 MIZUHO HOLDINGS, INC. COM 6286280 40 17 SH DEFINED 01 10 17 0 0 ANSELL COM 6286611 1 394 SH DEFINED 01 10 394 0 0 NBTY COM 628782104 4866 374877 SH DEFINED 01 374877 0 0 NBTY COM 628782104 4 317 SH DEFINED 01 03 0 317 0 NBTY COM 628782104 265 20400 SH DEFINED 01 05 0 20400 0 NBTY INC COM 628782104 68 5305 SH DEFINED 01 02 0 5305 0 NCI BUILDING SYSTEMS COM 628852105 1598 85000 SH DEFINED 01 85000 0 0 NCI BUILDING SYSTEMS COM 628852105 63 3333 SH DEFINED 01 02 0 3333 0 NCI BUILDING SYSTEMS COM 628852105 4 214 SH DEFINED 01 03 0 214 0 NCI BUILDING SYSTEMS COM 628852105 199 10600 SH DEFINED 01 05 0 10600 0 NCO GROUP COM 628858102 0 42 SH DEFINED 01 42 0 0 NCR COM 62886E108 66 3331 SH DEFINED 01 3331 0 0 NCR COM 62886E108 452 22811 SH DEFINED 01 03 0 22811 0 NCR COM 62886E108 23 1138 SH DEFINED 01 05 0 1138 0 MTR CORP COM 6290054 5 4500 SH DEFINED 01 10 4500 0 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 0 88 SH DEFINED 01 88 0 0 NPS PHARMACEUTICALS COM 62936P103 160 7780 SH DEFINED 01 7780 0 0 ONESTEEL LTD. COM 6293729 1 909 SH DEFINED 01 10 909 0 0 NRJ GROUP COM 629379991 291 20600 SH DEFINED 01 20600 0 0 NTL INCORPORATED COM 629407107 0 570 SH DEFINED 01 570 0 0 NTL INC PIK PFD 13.00% 02/15 PRF 629407503 89 35592 SH DEFINED 01 35592 0 0 NTL INC PIK PFD 13.00% 02/15 PRF 629407503 13 5296 SH DEFINED 01 05 0 5296 0 NTT DOCOMO COM 629425992 8372 4900 SH DEFINED 01 4900 0 0 NTT DOCOMO COM 629425992 68 40 SH DEFINED 01 03 0 40 0 NTT DOCOMO COM 629425992 8837 5172 SH DEFINED 01 05 0 5172 0 NUI COM 629431107 1067 49421 SH DEFINED 01 49421 0 0 NVR COM 62944T105 7136 23799 SH DEFINED 01 23799 0 0 NABI BIOPHARMACEUTIC COM 629519109 32 5922 SH DEFINED 01 02 0 5922 0 NABI BIOPHARMACEUTICALS COM 629519109 2 380 SH DEFINED 01 03 0 380 0 NABORS INDS CVT CONV BND 629568AD8 381 590000 PRN DEFINED 01 02 0 0 590000 NACCO IND CL A COM 629579103 1 31 SH DEFINED 01 31 0 0 EAST JAPAN COM 6298542 47 10 SH DEFINED 01 10 10 0 0 NANOGEN INC COM 630075109 0 75 SH DEFINED 01 75 0 0 EBARA CORP COM 6302700 4 1000 SH DEFINED 01 10 1000 0 0 SINGAPORE EXCHANGE LTD COM 6303866 1 2000 SH DEFINED 01 10 2000 0 0 EISAI CO COM 6307200 16 700 SH DEFINED 01 10 700 0 0 CAPITALAND COM 6309303 2 3000 SH DEFINED 01 10 3000 0 0 DENKI KAGAKU COM 6309820 2 1000 SH DEFINED 01 10 1000 0 0 NASDAQ-100 INDEX TRACKING COM 631100104 165920 8015442 SH DEFINED 01 8015442 0 0 NASDAQ-100 INDEX TRACKING COM 631100104 42398 2048200 SH DEFINED 01 05 0 2048200 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 1670 122800 SH DEFINED 01 122800 0 0 NASH FINCH COM 631158102 3 197 SH DEFINED 01 03 0 197 0 NASH FINCH COM 631158102 152 11200 SH DEFINED 01 05 0 11200 0 NASH FINCH CO COM 631158102 42 3200 SH DEFINED 01 02 0 3200 0 NASSDA CORP COM 63172M101 679 130000 SH DEFINED 01 130000 0 0 ESPRIT HOLDINGS LIMITED COM 6321642 5 3040 SH DEFINED 01 10 3040 0 0 NATL AUSTRALIA BANK COM 632993994 1524 83751 SH DEFINED 01 83751 0 0 FAMILYMART CO. COM 6331276 5 200 SH DEFINED 01 10 200 0 0 FAST RETAILING COMPANY LTD. COM 6332439 5 200 SH DEFINED 01 10 200 0 0 NIPPON UNIPAC HOLDING COM 6334781 15 3 SH DEFINED 01 10 3 0 0 MITSUBISHI TOKYO FINANCIAL GRO COM 6335171 81 11 SH DEFINED 01 10 11 0 0 UFJ HOLDINGS INC COM 6335223 27 10 SH DEFINED 01 10 10 0 0 GOODMAN FIEL COM 6336549 3 2933 SH DEFINED 01 10 2933 0 0 FLETCHER BUILDING LTD. COM 6341606 1 680 SH DEFINED 01 10 680 0 0 FOSTERS GROUP LTD COM 6349268 13 5384 SH DEFINED 01 10 5384 0 0 NATL CITY COM 635405103 5429 190331 SH DEFINED 01 190331 0 0 NATL CITY COM 635405103 4074 142813 SH DEFINED 01 03 0 142813 0 NATL CITY COM 635405103 324 11341 SH DEFINED 01 05 0 11341 0 NATL COMMERCE FINANCIAL COM 63545P104 210 8383 SH DEFINED 01 8383 0 0 FUJI PHOTO F COM 6356525 30 1000 SH DEFINED 01 10 1000 0 0 FUJI MACHINE COM 6356592 1 100 SH DEFINED 01 10 100 0 0 FUJIKURA COM 6356707 2 1000 SH DEFINED 01 10 1000 0 0 FUJISAWA PHARMACEUTICAL CO COM 6356804 21 1000 SH DEFINED 01 10 1000 0 0 FANUC COM 6356934 13 300 SH DEFINED 01 10 300 0 0 FUJITSU COM 6356945 22 5000 SH DEFINED 01 10 5000 0 0 FUJI SOFT AB COM 6357001 2 100 SH DEFINED 01 10 100 0 0 FURUKAWA ELE COM 6357562 5 2000 SH DEFINED 01 10 2000 0 0 SEMBCORP LOGISTICS LIMITED COM 6359320 1 1000 SH DEFINED 01 10 1000 0 0 GANDEL RETAIL TRUST COM 6361370 3 2559 SH DEFINED 01 10 2559 0 0 NATL FUEL GAS COM 636180101 61 3074 SH DEFINED 01 3074 0 0 NATL INSTRUMENT COM 636518102 46 2095 SH DEFINED 01 2095 0 0 GEN PROPERTY COM 6365866 5 3578 SH DEFINED 01 10 3578 0 0 GENERAL SEKIYU KK COM 6366007 6 1000 SH DEFINED 01 10 1000 0 0 NATL-OILWELL COM 637071101 1032 53247 SH DEFINED 01 53247 0 0 NATL PENN BANCSHARE COM 637138108 2 86 SH DEFINED 01 86 0 0 NATL PRESTO IND COM 637215104 620 21459 SH DEFINED 01 21459 0 0 NATIONAL PROCESSING COM 637229105 1825 107400 SH DEFINED 01 107400 0 0 NATIONAL PROCESSING COM 637229105 190 11200 SH DEFINED 01 05 0 11200 0 NATL SEMICONDUCTOR COM 637640103 1024 85731 SH DEFINED 01 85731 0 0 NATL SEMICONDUCTOR COM 637640103 502 42081 SH DEFINED 01 03 0 42081 0 NATL SEMICONDUCTOR COM 637640103 861 72109 SH DEFINED 01 05 0 72109 0 NATIONAL SERVICE INDUSTRIES IN COM 637657206 0 16 SH DEFINED 01 16 0 0 NATIONAL VISION INC COM 63845P101 204 292419 SH DEFINED 01 02 0 292419 0 NATIONWIDE HEALTH COM 638620104 2 120 SH DEFINED 01 120 0 0 NAVIGATORS GROUP COM 638904102 466 23000 SH DEFINED 01 23000 0 0 NAVIGATORS GROUP COM 638904102 2 108 SH DEFINED 01 03 0 108 0 NAVIGATORS GROUP COM 638904102 51 2500 SH DEFINED 01 05 0 2500 0 NAVIGATORS GROUP INC COM 638904102 37 1830 SH DEFINED 01 02 0 1830 0 NATURES SUNSHINE PRO COM 639027101 537 49571 SH DEFINED 01 49571 0 0 NATUZZI SPA-SP ADR COM 63905A101 4153 380300 SH DEFINED 01 380300 0 0 NATUZZI SPA-SP ADR COM 63905A101 347 31800 SH DEFINED 01 05 0 31800 0 NAUTICA ENTERPRISES COM 639089101 7476 718955 SH DEFINED 01 718955 0 0 NAUTICA ENTERPRISES COM 639089101 609 58600 SH DEFINED 01 05 0 58600 0 NAUTILUS GROUP INC COM 63910B102 1219 62500 SH DEFINED 01 62500 0 0 NAUTILUS GROUP INC COM 63910B102 2 117 SH DEFINED 01 02 0 117 0 NAUTILUS GROUP INC COM 63910B102 148 7600 SH DEFINED 01 05 0 7600 0 BT OFFICE TRUST COM 6392466 2 2239 SH DEFINED 01 10 2239 0 0 NAVISTAR INTL COM 63934E108 8353 385293 SH DEFINED 01 385293 0 0 NAVISTAR INTL COM 63934E108 305 14071 SH DEFINED 01 03 0 14071 0 NAVISTAR INTL COM 63934E108 21175 976705 SH DEFINED 01 05 0 976705 0 NAVISITE INC COM 63935M109 0 279 SH DEFINED 01 279 0 0 NAVIGANT CONSULTING COM 63935N107 105 19000 SH DEFINED 01 0 19000 0 NAVIGANT CONSULTING COM 63935N107 0 66 SH DEFINED 01 66 0 0 NDCHEALTH COM 639480102 1696 109056 SH DEFINED 01 109056 0 0 GUNMA BANK COM 6398088 4 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 704 26839 SH DEFINED 01 26839 0 0 THOMAS NELSON COM 640376109 450 51062 SH DEFINED 01 51062 0 0 NEOFORMA INC COM 640475505 0 10 SH DEFINED 01 10 0 0 NEOPOST SA COM 640479994 482 14300 SH DEFINED 01 14300 0 0 HANG SENG BA COM 6408374 26 2500 SH DEFINED 01 10 2500 0 0 HANKYU DEPT STORES COM 6408705 6 1000 SH DEFINED 01 10 1000 0 0 NEUBERGER BERMAN GENESIS TRUST COM 640917100 111 4095 SH DEFINED 01 03 0 4095 0 NEUBERGER BERMAN PARTNERS TRUS COM 640917407 601 53152 SH DEFINED 01 03 0 53152 0 NET.B@NK INC COM 640933107 808 77594 SH DEFINED 01 77594 0 0 NETWORK ASSOCIATES COM 640938106 28141 2647257 SH DEFINED 01 2647257 0 0 NETWORK ASSOCIATES COM 640938106 6284 591200 SH DEFINED 01 05 0 591200 0 NESTLE COM 641069992 30164 138002 SH DEFINED 01 138002 0 0 NESTLE COM 641069992 399 1827 SH DEFINED 01 03 0 1827 0 NESTLE COM 641069992 19652 89914 SH DEFINED 01 05 0 89914 0 NET 2 PHONE COM 64108N106 0 37 SH DEFINED 01 37 0 0 NETFLIX.COM INC COM 64110L106 1196 123300 SH DEFINED 01 123300 0 0 NETEGRITY COM 64110P107 221 107305 SH DEFINED 01 107305 0 0 NESTOR HEALTHCARE GROUP COM 641111992 203 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 377 26000 SH DEFINED 01 26000 0 0 NET IQ COM 64115P102 2 110 SH DEFINED 01 02 0 110 0 NET IQ COM 64115P102 44 3000 SH DEFINED 01 05 0 3000 0 NETSCOUT SYS INC COM 64115T104 388 106088 SH DEFINED 01 106088 0 0 NETSCOUT SYS INC COM 64115T104 47 12900 SH DEFINED 01 05 0 12900 0 NETRATINGS INC COM 64116M108 1 157 SH DEFINED 01 157 0 0 NETSCREEN TECH INC COM 64117V107 282 26000 SH DEFINED 01 26000 0 0 NETWORK EQUIP TECH COM 641208103 263 70047 SH DEFINED 01 70047 0 0 NETWORK APPLIANCE COM 64120L104 4215 575160 SH DEFINED 01 575160 0 0 NETWORK APPLIANCE COM 64120L104 574 78331 SH DEFINED 01 03 0 78331 0 NETWORK APPLIANCE COM 64120L104 8852 1207632 SH DEFINED 01 05 0 1207632 0 NEUBERGER BERMAN COM 641234109 77 2865 SH DEFINED 01 2865 0 0 NEURO CRINE COM 64125C109 3 80 SH DEFINED 01 02 0 80 0 NEUROCRINE BIOSCIENCES COM 64125C109 1901 46370 SH DEFINED 01 46370 0 0 NEUROCRINE BIOSCIENCES COM 64125C109 213 5200 SH DEFINED 01 05 0 5200 0 JAMES HARDIE COM 6412977 3 868 SH DEFINED 01 10 868 0 0 NEVSUN RESOURCES LTD CA;NSU/C$ COM 64156L994 454 600000 SH DEFINED 01 600000 0 0 HENDERSON LAND COM 6420538 6 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 7 100 SH DEFINED 01 10 100 0 0 HITACHI COM 6429104 45 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 7 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 HONG KONG ELECTRIC COM 6435327 19 4500 SH DEFINED 01 10 4500 0 0 WHARF (HOLDI COM 6435576 11 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 863 40792 SH DEFINED 01 40792 0 0 HOTEL PROPERTIES COM 6440183 1 1000 SH DEFINED 01 10 1000 0 0 HOYA CORP. COM 6441506 19 300 SH DEFINED 01 10 300 0 0 NEW FOCUS COM 644383101 2 561 SH DEFINED 01 561 0 0 HUTCHISON WH COM 6448068 40 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 28807 875587 SH DEFINED 01 875587 0 0 NEW JERSEY RESOURCES COM 646025106 106 3210 SH DEFINED 01 02 0 3210 0 NEW JERSEY RESOURCES COM 646025106 7 208 SH DEFINED 01 03 0 208 0 NEW JERSEY RESOURCES COM 646025106 186 5639 SH DEFINED 01 05 0 5639 0 ISETAN COM 6466844 10 1000 SH DEFINED 01 10 1000 0 0 ISHIHARA SANGYO Y50 COM 6466866 1 1000 SH DEFINED 01 10 1000 0 0 ISHIKAWAJIMA COM 6466985 4 3000 SH DEFINED 01 10 3000 0 0 JOHN FAIRFAX COM 6467074 3 1942 SH DEFINED 01 10 1942 0 0 ITOCHU CORP COM 6467803 11 4000 SH DEFINED 01 10 4000 0 0 ITO-YOKADO C COM 6467944 39 1000 SH DEFINED 01 10 1000 0 0 NIPPON SHOKUBAI COM 6470588 5 1000 SH DEFINED 01 10 1000 0 0 JAPAN SYNTH RUBBER COM 6470986 8 1000 SH DEFINED 01 10 1000 0 0 JAPAN AIR LI COM 6471871 5 2000 SH DEFINED 01 10 2000 0 0 JGC CORP COM 6473468 6 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 6 2000 SH DEFINED 01 10 2000 0 0 AEON CO. LTD COM 6480048 26 1000 SH DEFINED 01 10 1000 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 69 3715 SH DEFINED 01 3715 0 0 KAJIMA CORP COM 6481320 6 2000 SH DEFINED 01 10 2000 0 0 KAMIGUMI CO COM 6482668 5 1000 SH DEFINED 01 10 1000 0 0 KANEBO COM 6483241 2 1000 SH DEFINED 01 10 1000 0 0 KANEKA CORP COM 6483360 6 1000 SH DEFINED 01 10 1000 0 0 KANSAI ELEC COM 6483489 29 2100 SH DEFINED 01 10 2100 0 0 KAO CORP COM 6483809 44 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 3 3000 SH DEFINED 01 10 3000 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 17 100 SH DEFINED 01 10 100 0 0 NEW WORLD RESTAURANT GROUP COM 649271103 17 130000 SH DEFINED 01 130000 0 0 KINDEN COM 6492924 4 1000 SH DEFINED 01 10 1000 0 0 KINKI NIPPON COM 6492968 11 4120 SH DEFINED 01 10 4120 0 0 KIRIN BREWER COM 6493745 12 2000 SH DEFINED 01 10 2000 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 6454 229153 SH DEFINED 01 229153 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 10091 358200 SH DEFINED 01 05 0 358200 0 KOMATSU COM 6496584 7 2000 SH DEFINED 01 10 2000 0 0 KONAMI CORP. COM 6496681 8 300 SH DEFINED 01 10 300 0 0 KONICA COM 6496700 7 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 11 4000 SH DEFINED 01 10 4000 0 0 KURARAY CO COM 6497662 6 1000 SH DEFINED 01 10 1000 0 0 KYOCERA CORP. COM 6499260 33 500 SH DEFINED 01 10 500 0 0 KYOWA HAKKO COM 6499550 5 1000 SH DEFINED 01 10 1000 0 0 KYUSHU COM 6499806 16 1200 SH DEFINED 01 10 1200 0 0 NEW YORK TIMES CL A COM 650111107 870 19156 SH DEFINED 01 19156 0 0 NEW YORK TIMES CL A COM 650111107 1603 35280 SH DEFINED 01 03 0 35280 0 NEW YORK TIMES CL A COM 650111107 80 1767 SH DEFINED 01 05 0 1767 0 PATRICK CORP COM 6505048 3 392 SH DEFINED 01 10 392 0 0 NEWCREST MINING COM 650902992 2934 800000 SH DEFINED 01 800000 0 0 NEWCREST MINING COM 650902992 71 19436 SH DEFINED 01 03 0 19436 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 37616 1218532 SH DEFINED 01 1218532 0 0 NEWELL RUBBERMAID COM 651229106 1959 63444 SH DEFINED 01 03 0 63444 0 NEWELL RUBBERMAID COM 651229106 5176 167693 SH DEFINED 01 05 0 167693 0 NEWFIELD EXPLORATION COM 651290108 21699 645979 SH DEFINED 01 645979 0 0 NEWFIELD EXPLORATION COM 651290108 54529 1623370 SH DEFINED 01 02 0 1623370 0 NEWFIELD EXPLORATION COM 651290108 3037 90400 SH DEFINED 01 03 0 90400 0 NEWFIELD EXPLORATION COM 651290108 903 26869 SH DEFINED 01 05 0 26869 0 MILLEA HOLDING COM 6513126 32 4 SH DEFINED 01 10 4 0 0 NEWMONT MINING COM 651639106 89710 3260956 SH DEFINED 01 3260956 0 0 NEWMONT MINING COM 651639106 143 5200 SH DEFINED 01 02 0 5200 0 NEWMONT MINING COM 651639106 2582 93851 SH DEFINED 01 03 0 93851 0 NEWMONT MINING COM 651639106 21124 767875 SH DEFINED 01 05 0 767875 0 COM 651639999 528 192500 SH DEFINED 01 192500 0 0 NEWPARK RESOURCES COM 651718504 179 45330 SH DEFINED 01 45330 0 0 NEWPORT COM 651824104 343 30375 SH DEFINED 01 30375 0 0 NEWPORT COM 651824104 46 4050 SH DEFINED 01 05 0 4050 0 NEWPORT CORP COM 651824104 1 50 SH DEFINED 01 02 0 50 0 FRASER & NEA COM 6521312 4 900 SH DEFINED 01 10 900 0 0 NEWPOWER HOLDINGS INC COM 652463100 0 667 SH DEFINED 01 667 0 0 NEWS CORP LTD ADR COM 652487703 121 6300 SH DEFINED 01 6300 0 0 NEWS CORP ADR COM 652487802 913 55000 SH DEFINED 01 55000 0 0 NEXT COM 652500992 12514 856576 SH DEFINED 01 856576 0 0 NEXT COM 652500992 212 14520 SH DEFINED 01 03 0 14520 0 NEXT COM 652500992 8674 593681 SH DEFINED 01 05 0 593681 0 NEWTEK CAPITAL COM 652526997 12 5000 SH DEFINED 01 05 0 5000 0 BHP STEEL COM 6533232 3 1863 SH DEFINED 01 10 1863 0 0 NEXTCARD COM 65332K107 0 222 SH DEFINED 01 222 0 0 NEXTEL COMMUNICATIONS CL A COM 65332V103 5735 759639 SH DEFINED 01 759639 0 0 NEXTEL COMMUNICATIONS CL A COM 65332V103 1600 211973 SH DEFINED 01 03 0 211973 0 NEXTEL COMMUNICATIONS CL A COM 65332V103 254 33739 SH DEFINED 01 05 0 33739 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 12124 17829 SH DEFINED 01 17829 0 0 NEXTEL PIK PFD SER-D 13.000 PRF 65332V400 590 867 SH DEFINED 01 05 0 867 0 NEXTEL COM CVT CONV BND 65332VAY9 8101 12000000 PRN DEFINED 01 02 0 0 12000000 NEXTEL PARTNERS CL A COM 65333F107 3275 608600 SH DEFINED 01 608600 0 0 NEXTEL PARTNERS CL A COM 65333F107 1 272 SH DEFINED 01 03 0 272 0 NEXTEL PARTNERS CL A COM 65333F107 94 17500 SH DEFINED 01 05 0 17500 0 NEXTEL PARTNERS INC COM 65333F107 24 4503 SH DEFINED 01 02 0 4503 0 NEXPRISE 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 391 44400 SH DEFINED 01 44400 0 0 BOC HONG KONG HOLDINGS LTD COM 6536112 8 8000 SH DEFINED 01 10 8000 0 0 NICOR COM 654086107 39 1395 SH DEFINED 01 1395 0 0 NICOR COM 654086107 289 10234 SH DEFINED 01 03 0 10234 0 NICOR COM 654086107 14 506 SH DEFINED 01 05 0 506 0 NIFCO INC COM 654092998 310 30000 SH DEFINED 01 30000 0 0 NIKE CL B COM 654106103 4088 94665 SH DEFINED 01 94665 0 0 NIKE CL B COM 654106103 2682 62113 SH DEFINED 01 03 0 62113 0 NIKE CL B COM 654106103 134 3110 SH DEFINED 01 05 0 3110 0 NIKKEI 225 ETF COM 654107994 470 6130 SH DEFINED 01 6130 0 0 NIPPON MINING HOLDINGS COM 6543770 2 1000 SH DEFINED 01 10 1000 0 0 JFE HOLDINGS NPV COM 6543792 15 1375 SH DEFINED 01 10 1375 0 0 99 CENTS ONLY STORE COM 65440K106 28953 1398714 SH DEFINED 01 02 0 1398714 0 99 CENTS ONLY STORES COM 65440K106 20760 1002870 SH DEFINED 01 1002870 0 0 99 CENTS ONLY STORES COM 65440K106 2700 130399 SH DEFINED 01 03 0 130399 0 99 CENTS ONLY STORES COM 65440K106 1058 51120 SH DEFINED 01 05 0 51120 0 NINTENDO COM 654450998 431 3700 SH DEFINED 01 3700 0 0 NIPPON MEAT PACKERS INC COM 654460997 1834 229000 SH DEFINED 01 229000 0 0 NIPPON TELEGRAPH & TELEPHONE COM 654620962 4361 1311 SH DEFINED 01 1311 0 0 NIPPON TELEGRAPH & TELEPHONE COM 654620962 43 13 SH DEFINED 01 03 0 13 0 NIPPON TELEGRAPH & TELEPHONE COM 654620962 3696 1111 SH DEFINED 01 05 0 1111 0 YAMADA DENKI CO., LTD - W/I COM 6546519 5 200 SH DEFINED 01 10 200 0 0 NISOURCE COM 65473P105 2130 123534 SH DEFINED 01 123534 0 0 NISOURCE COM 65473P105 838 48608 SH DEFINED 01 03 0 48608 0 NISOURCE COM 65473P105 75 4319 SH DEFINED 01 05 0 4319 0 NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0 NISSAN MOTOR COM 654744994 13846 1864816 SH DEFINED 01 1864816 0 0 NISSAN MOTOR COM 654744994 89 12000 SH DEFINED 01 03 0 12000 0 NISSAN MOTOR COM 654744994 7307 984000 SH DEFINED 01 05 0 984000 0 NISSIN HEALTHCARE COM 654885995 258 12000 SH DEFINED 01 12000 0 0 NOKIA ADR A COM 654902204 4507 340179 SH DEFINED 01 0 340179 0 NOKIA ADR A COM 654902204 729 54895 SH DEFINED 01 02 0 54895 0 NOKIA ADR CL A COM 654902204 41320 3118452 SH DEFINED 01 3118452 0 0 NOKIA ADR CL A COM 654902204 1120 84500 SH DEFINED 01 03 0 84500 0 NOKIA ADR CL A COM 654902204 7342 554100 SH DEFINED 01 05 0 554100 0 MIM HOLDINGS COM 6550167 2 3659 SH DEFINED 01 10 3659 0 0 NOBLE ENERGY INC COM 655044105 585 17197 SH DEFINED 01 17197 0 0 MABUCHI MOTOR COM 6551030 9 100 SH DEFINED 01 10 100 0 0 MACQUARIE BANK LTD COM 6551353 6 517 SH DEFINED 01 10 517 0 0 NOMURA RESEARCH INSTITUTE COM 655360998 9353 82100 SH DEFINED 01 82100 0 0 NOMURA RESEARCH INSTITUTE COM 655360998 8921 78300 SH DEFINED 01 05 0 78300 0 NOMURA HOLDINGS COM 655361103 37839 2879000 SH DEFINED 01 2879000 0 0 NOMURA HOLDINGS COM 655361103 171 13000 SH DEFINED 01 03 0 13000 0 NOMURA HOLDINGS COM 655361103 12421 945000 SH DEFINED 01 05 0 945000 0 NORDEA COM 655499994 1066 268796 SH DEFINED 01 268796 0 0 NORDDEUTSCHE AFFINER COM 655558997 86 8000 SH DEFINED 01 8000 0 0 NORDSON COM 655663102 173 7274 SH DEFINED 01 7274 0 0 NORDSON COM 655663102 28 1190 SH DEFINED 01 05 0 1190 0 NORDSTROM COM 655664100 83 4636 SH DEFINED 01 4636 0 0 NORDSTROM COM 655664100 564 31441 SH DEFINED 01 03 0 31441 0 NORDSTROM COM 655664100 28 1579 SH DEFINED 01 05 0 1579 0 NORFOLK SOUTHERN COM 655844108 5580 276358 SH DEFINED 01 276358 0 0 NORFOLK SOUTHERN COM 655844108 1825 90416 SH DEFINED 01 03 0 90416 0 NORFOLK SOUTHERN COM 655844108 92 4535 SH DEFINED 01 05 0 4535 0 NORFOLK SOUTHERN CO COM 655844108 4753 235500 SH DEFINED 01 02 0 235500 0 NORSKE SKOGSINDUSTRIER COM 656533999 1534 132200 SH DEFINED 01 132200 0 0 NORTEK COM 656559101 649 15000 SH DEFINED 01 15000 0 0 NORTEL NETWORKS CORP COM 656568102 1 1300 SH DEFINED 01 02 0 1300 0 NORTEL NETWORKS COM 656568995 82 164400 SH DEFINED 01 164400 0 0 MARUBENI COR COM 6569464 4 3000 SH DEFINED 01 10 3000 0 0 MARUI CO COM 6569527 11 1000 SH DEFINED 01 10 1000 0 0 MATSUSHITA COMM COM 6572666 9 300 SH DEFINED 01 10 300 0 0 MATSUSHITA E COM 6572707 62 6000 SH DEFINED 01 10 6000 0 0 MATSUSHITA COM 6572729 6 1000 SH DEFINED 01 10 1000 0 0 MAYNE GROUP COM 6574606 3 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 3 1000 SH DEFINED 01 10 1000 0 0 MEITEC COM 6576356 2 100 SH DEFINED 01 10 100 0 0 SUNCORP-METW COM 6585084 8 1261 SH DEFINED 01 10 1261 0 0 NOKIA COM 659002FR5 15418 1159861 SH DEFINED 01 1159861 0 0 NOKIA COM 659002FR5 143 10779 SH DEFINED 01 03 0 10779 0 NOKIA COM 659002FR5 16044 1207011 SH DEFINED 01 05 0 1207011 0 CREDIT SAISO COM 6591809 9 400 SH DEFINED 01 10 400 0 0 NORTH FORK BANCORPORATION COM 659424105 8420 222486 SH DEFINED 01 222486 0 0 NORTH FORK BANCORPORATION COM 659424105 1439 38035 SH DEFINED 01 03 0 38035 0 NORTH FORK BANCORPORATION COM 659424105 8283 218901 SH DEFINED 01 05 0 218901 0 MITSUBISHI E COM 6596729 24 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI C COM 6596785 20 3000 SH DEFINED 01 10 3000 0 0 MITSUBISHI G COM 6596923 1 1000 SH DEFINED 01 10 1000 0 0 MITSUBISHI C COM 6597001 9 5000 SH DEFINED 01 10 5000 0 0 MITSUBISHI E COM 6597045 19 6000 SH DEFINED 01 10 6000 0 0 MITSUBISHI H COM 6597067 25 9000 SH DEFINED 01 10 9000 0 0 MITSUBISHI COM 6597089 4 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 5 2000 SH DEFINED 01 10 2000 0 0 MITSUI & CO COM 6597302 21 4000 SH DEFINED 01 10 4000 0 0 MITSUI MININ COM 6597346 2 1000 SH DEFINED 01 10 1000 0 0 MITSUI CHEM COM 6597368 9 2000 SH DEFINED 01 10 2000 0 0 MITSUI ENG & SHIP COM 6597380 2 2000 SH DEFINED 01 10 2000 0 0 MITSUKOSHI COM 6597487 3 1000 SH DEFINED 01 10 1000 0 0 MITSUI OSK LINES COM 6597584 4 2000 SH DEFINED 01 10 2000 0 0 MITSUI FUDOS COM 6597603 16 2000 SH DEFINED 01 10 2000 0 0 MURATA MFG C COM 6610403 36 700 SH DEFINED 01 10 700 0 0 NGK INSULATO COM 6619507 7 1000 SH DEFINED 01 10 1000 0 0 NGK SPARK PL COM 6619604 7 1000 SH DEFINED 01 10 1000 0 0 NEWS CORPORA COM 6620758 24 5747 SH DEFINED 01 10 5747 0 0 NAMCO COM 6620941 2 100 SH DEFINED 01 10 100 0 0 NATL AUSTRAL COM 6624608 68 3714 SH DEFINED 01 10 3714 0 0 NEPTUNE ORIE COM 6628859 1 3000 SH DEFINED 01 10 3000 0 0 NEW WORLD DE COM 6633767 3 5000 SH DEFINED 01 10 5000 0 0 NEWCREST MINING COM 6637103 3 683 SH DEFINED 01 10 683 0 0 NINTENDO CO COM 6639550 35 300 SH DEFINED 01 10 300 0 0 NIKKO SECURITIES COM 6640284 19 4000 SH DEFINED 01 10 4000 0 0 DENSO CORP COM 6640381 24 1500 SH DEFINED 01 10 1500 0 0 NEC CORP COM 6640400 24 5000 SH DEFINED 01 10 5000 0 0 NIDEC CORPOR COM 6640682 5 100 SH DEFINED 01 10 100 0 0 NIPPON MEAT COM 6640767 8 1000 SH DEFINED 01 10 1000 0 0 NICHIREI COR COM 6640864 3 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 NIPPON TELEGRAPH & TELEPHONE COM 6641373 57 17 SH DEFINED 01 10 17 0 0 NIPPON OIL COM 6641403 17 4000 SH DEFINED 01 10 4000 0 0 NIPPON SHEET COM 6641447 3 1000 SH DEFINED 01 10 1000 0 0 NSK COM 6641544 3 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 10 400 SH DEFINED 01 10 400 0 0 NIPPON EXPRE COM 6642127 14 3000 SH DEFINED 01 10 3000 0 0 NIKON CORP COM 6642321 8 1000 SH DEFINED 01 10 1000 0 0 YAMAHA COM 6642387 9 1000 SH DEFINED 01 10 1000 0 0 MINEBEA CO COM 6642406 5 1000 SH DEFINED 01 10 1000 0 0 NIPPON STEEL COM 6642569 22 17000 SH DEFINED 01 10 17000 0 0 NISSAN MOTOR COM 6642860 52 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 66 5000 SH DEFINED 01 10 5000 0 0 NIPPON YUSEN COM 6643960 10 3000 SH DEFINED 01 10 3000 0 0 NORTHEAST UTILITIES COM 664397106 2461 145607 SH DEFINED 01 145607 0 0 ORIENTAL LAN COM 6648891 6 100 SH DEFINED 01 10 100 0 0 NTN CORP COM 6651189 4 1000 SH DEFINED 01 10 1000 0 0 OBAYASHI COR COM 6656407 5 2000 SH DEFINED 01 10 2000 0 0 OJI PAPER CO COM 6657701 14 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 508 13455 SH DEFINED 01 13455 0 0 NORTHERN TRUST COM 665859104 1946 51594 SH DEFINED 01 03 0 51594 0 NORTHERN TRUST COM 665859104 98 2585 SH DEFINED 01 05 0 2585 0 OLYMPUS OPTI COM 6658801 15 1000 SH DEFINED 01 10 1000 0 0 OMRON CORP COM 6659428 13 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 13 220 SH DEFINED 01 10 220 0 0 OSAKA GAS CO COM 6661768 15 6000 SH DEFINED 01 10 6000 0 0 O/SEAS CHINE COM 6663689 16 3000 SH DEFINED 01 10 3000 0 0 NORTHROP GRUMMAN COM 666807102 50893 410299 SH DEFINED 01 410299 0 0 NORTHROP GRUMMAN COM 666807102 3262 26294 SH DEFINED 01 03 0 26294 0 NORTHROP GRUMMAN COM 666807102 271 2189 SH DEFINED 01 05 0 2189 0 NORTHROP GRUMMAN COR COM 666807102 3225 26000 SH DEFINED 01 0 26000 0 NORTHROP GRUMMAN COR COM 666807102 34 280 SH DEFINED 01 02 0 280 0 NORTHWEST AIRLINES CL A COM 667280101 474 70932 SH DEFINED 01 70932 0 0 NORTHWEST AIRLINES CL A COM 667280101 802 120000 SH DEFINED 01 05 0 120000 0 NORTHWEST NATURAL GAS COMPANY COM 667655104 2347 79961 SH DEFINED 01 79961 0 0 NORTHWEST NATURAL GAS COMPANY COM 667655104 8 274 SH DEFINED 01 03 0 274 0 NW NATURAL GAS CO COM 667655104 130 4430 SH DEFINED 01 02 0 4430 0 NORTHWEST NAT GA 100 PRF 667655708 17266 170000 SH DEFINED 01 04 0 170000 0 NORTHWESTERN COM 668074107 839 85919 SH DEFINED 01 85919 0 0 PIONEER CORP COM 6688745 8 500 SH DEFINED 01 10 500 0 0 BROWN CAP MGMT SM CO COM 66976M409 27166 1421578 SH DEFINED 01 03 0 1421578 0 NOVARTIS AG-ADR COM 66987V109 38 950 SH DEFINED 01 02 0 950 0 NU HORIZONS ELEC COR COM 669908105 3904 650600 SH DEFINED 01 650600 0 0 NU HORIZONS ELEC COR COM 669908105 382 63600 SH DEFINED 01 05 0 63600 0 NUANCE COMMUNICATION COM 669967101 0 82 SH DEFINED 01 82 0 0 NOVAVAX COM 670002104 844 195000 SH DEFINED 01 195000 0 0 NOVELL COM 670006105 818 389555 SH DEFINED 01 389555 0 0 NOVELL COM 670006105 180 85817 SH DEFINED 01 03 0 85817 0 NOVELL COM 670006105 114 54047 SH DEFINED 01 05 0 54047 0 NOVELL INC COM 670006105 35 16207 SH DEFINED 01 02 0 16207 0 NOVELLUS SYSTEMS COM 670008101 16869 810570 SH DEFINED 01 810570 0 0 NOVELLUS SYSTEMS COM 670008101 2459 118117 SH DEFINED 01 03 0 118117 0 NOVELLUS SYSTEMS COM 670008101 5136 246818 SH DEFINED 01 05 0 246818 0 NOVELLUS SYSTEMS INC COM 670008101 23057 1107978 SH DEFINED 01 02 0 1107978 0 NOVEN PHARMACEUTICALS COM 670009109 865 70706 SH DEFINED 01 70706 0 0 NOVO NORDISK CL B COM 670100999 380 13921 SH DEFINED 01 13921 0 0 NU SKIN ENTERPRISES COM 67018T105 3412 279700 SH DEFINED 01 279700 0 0 NU SKIN ENTERPRISES COM 67018T105 60 4928 SH DEFINED 01 02 0 4928 0 NU SKIN ENTERPRISES COM 67018T105 4 314 SH DEFINED 01 03 0 314 0 NU SKIN ENTERPRISES COM 67018T105 363 29700 SH DEFINED 01 05 0 29700 0 NUCENTRIX BROADBAND COM 670198100 0 119 SH DEFINED 01 119 0 0 NSTAR COM 67019E107 84 2131 SH DEFINED 01 2131 0 0 PROMISE CO COM 6703295 12 300 SH DEFINED 01 10 300 0 0 NUCOR COM 670346105 71375 1883249 SH DEFINED 01 1883249 0 0 NUCOR COM 670346105 1939 51123 SH DEFINED 01 03 0 51123 0 NUCOR COM 670346105 12128 320009 SH DEFINED 01 05 0 320009 0 NUCOR CORP COM 670346105 9957 262738 SH DEFINED 01 02 0 262738 0 NUEVO ENERGY CO COM 670509108 588 53911 SH DEFINED 01 53911 0 0 NUMERICAL TECHNOLOG COM 67053T101 0 159 SH DEFINED 01 159 0 0 NUTRECO HOLDING N.V. COM 670610997 67 4877 SH DEFINED 01 4877 0 0 NVIDIA COM 67066G104 3707 433012 SH DEFINED 01 433012 0 0 NVIDIA COM 67066G104 317 37076 SH DEFINED 01 03 0 37076 0 NVIDIA COM 67066G104 109 12793 SH DEFINED 01 05 0 12793 0 NYFIX COM 670712108 375 96484 SH DEFINED 01 96484 0 0 O'CHARLEY'S COM 670823103 1102 58795 SH DEFINED 01 58795 0 0 OKLAHOMA GAS & ELEC COM 670837103 51 2997 SH DEFINED 01 2997 0 0 OM GROUP COM 670872100 4360 101870 SH DEFINED 01 101870 0 0 NOVARTIS COM 670889997 39757 1005507 SH DEFINED 01 1005507 0 0 NOVARTIS COM 670889997 259 6548 SH DEFINED 01 03 0 6548 0 NOVARTIS COM 670889997 25339 640849 SH DEFINED 01 05 0 640849 0 OMV COM 671039998 1718 20350 SH DEFINED 01 20350 0 0 OSI PHARMACEUTICALS COM 671040103 2 94 SH DEFINED 01 94 0 0 OSI SYSTEMS INC COM 671044105 594 34340 SH DEFINED 01 34340 0 0 OSI SYSTEMS INC COM 671044105 2 90 SH DEFINED 01 02 0 90 0 QBE INS GROU COM 6715740 4 1082 SH DEFINED 01 10 1082 0 0 OAK TECHNOLOGY COM 671802106 700 220016 SH DEFINED 01 220016 0 0 OAK TECHNOLOGY COM 671802106 1 430 SH DEFINED 01 02 0 430 0 OAK TECHNOLOGY COM 671802106 63 19900 SH DEFINED 01 05 0 19900 0 OAKLEY COM 673662102 493 49117 SH DEFINED 01 49117 0 0 OAKLEY COM 673662102 48 4800 SH DEFINED 01 05 0 4800 0 RICOH COM 6738220 35 2000 SH DEFINED 01 10 2000 0 0 OCCAM NETWORKS COM 67457P101 0 243 SH DEFINED 01 243 0 0 OCCIDENTAL PETROLEUM COM 674599105 9091 320352 SH DEFINED 01 320352 0 0 OCCIDENTAL PETROLEUM COM 674599105 2516 88640 SH DEFINED 01 03 0 88640 0 OCCIDENTAL PETROLEUM COM 674599105 352 12402 SH DEFINED 01 05 0 12402 0 OCE NV COM 674625991 140 19950 SH DEFINED 01 19950 0 0 ROHM CO COM 6747204 35 300 SH DEFINED 01 10 300 0 0 OCEAN ENERGY COM 67481E106 19894 997205 SH DEFINED 01 997205 0 0 OCEAN ENERGY COM 67481E106 12735 638356 SH DEFINED 01 05 0 638356 0 OCEAN ENERGY INC TEX COM 67481E106 5087 255000 SH DEFINED 01 0 255000 0 OCEAN ENERGY INC TEX COM 67481E106 32 1600 SH DEFINED 01 02 0 1600 0 OCEANEERING INTL COM 675232102 1976 77654 SH DEFINED 01 77654 0 0 OCEANEERING INTL COM 675232102 4 155 SH DEFINED 01 03 0 155 0 OCEANEERING INT'L COM 675232102 65 2550 SH DEFINED 01 02 0 2550 0 OCULAR SCIENCES COM 675744106 3025 129500 SH DEFINED 01 129500 0 0 OCULAR SCIENCES COM 675744106 290 12400 SH DEFINED 01 05 0 12400 0 OCWEN FINANCIAL COM 675746101 68 23400 SH DEFINED 01 23400 0 0 ODYSSEY RE HOLDINGS COM 67612W108 1298 78175 SH DEFINED 01 78175 0 0 ODYSSEY RE HOLDINGS COM 67612W108 45 2710 SH DEFINED 01 05 0 2710 0 OFFICE DEPOT COM 676220106 5561 450671 SH DEFINED 01 450671 0 0 OFFICE DEPOT COM 676220106 888 71970 SH DEFINED 01 03 0 71970 0 OFFICE DEPOT COM 676220106 45 3615 SH DEFINED 01 05 0 3615 0 OFFICE DEPOT INC COM 676220106 1265 102500 SH DEFINED 11 12 0 102500 0 OFFICE DEPOT INC COM 676220106 5461 442500 SH DEFINED 11 12 13 0 442500 0 OFFICE MAX COM 67622M108 944 231432 SH DEFINED 01 231432 0 0 OFFICE MAX COM 67622M108 54 13300 SH DEFINED 01 02 0 13300 0 OFFICE MAX COM 67622M108 3 845 SH DEFINED 01 03 0 845 0 OFFICE MAX COM 67622M108 118 28800 SH DEFINED 01 05 0 28800 0 OFFSHORE LOGISTICS COM 676255102 1260 70139 SH DEFINED 01 70139 0 0 SMC CORP COM 6763965 18 200 SH DEFINED 01 10 200 0 0 SOUTHCORP LT COM 6764689 4 1317 SH DEFINED 01 10 1317 0 0 SOFTBANK COR COM 6770620 9 900 SH DEFINED 01 10 900 0 0 SHANGRI-LA A COM 6771032 2 4000 SH DEFINED 01 10 4000 0 0 OHIO CASUALTY COM 677240103 6063 372346 SH DEFINED 01 372346 0 0 OHIO CASUALTY COM 677240103 7 417 SH DEFINED 01 03 0 417 0 OHIO CASUALTY COM 677240103 687 42200 SH DEFINED 01 05 0 42200 0 OHIO CASUALTY CORP COM 677240103 106 6520 SH DEFINED 01 02 0 6520 0 OHIO POWER CO $100 PRF 677415796 3936 36000 SH DEFINED 01 04 0 36000 0 OHI PWR CO $100 PRF 677415812 1103 10000 SH DEFINED 01 04 0 10000 0 OHIO PWR CO $100 PRF 677415820 542 5000 SH DEFINED 01 04 0 5000 0 SANKYO CO COM 6775283 13 1000 SH DEFINED 01 10 1000 0 0 SANRIO COM 6776349 1 200 SH DEFINED 01 10 200 0 0 SANTOS LIMIT COM 6776703 4 1191 SH DEFINED 01 10 1191 0 0 SANYO ELECTR COM 6776769 17 5000 SH DEFINED 01 10 5000 0 0 SAPPORO BREW COM 6776907 2 1000 SH DEFINED 01 10 1000 0 0 LUKOIL HOLDING ADR COM 677862104 7386 121681 SH DEFINED 01 121681 0 0 LUKOIL HOLDING ADR COM 677862104 316 5206 SH DEFINED 01 05 0 5206 0 OIL SERVICE HLDR DEP COM 678002106 528 10550 SH DEFINED 01 10550 0 0 OJI PAPER COM 678118993 2208 467389 SH DEFINED 01 467389 0 0 SECOM CO COM 6791591 20 500 SH DEFINED 01 10 500 0 0 SEGA CORPORATION COM 6791955 6 300 SH DEFINED 01 10 300 0 0 SEIYU COM 6793780 3 1000 SH DEFINED 01 10 1000 0 0 SEKISUI CHEM COM 6793821 3 1000 SH DEFINED 01 10 1000 0 0 SEKISUI HOUS COM 6793906 15 2000 SH DEFINED 01 10 2000 0 0 SEVEN ELEVEN COM 6797179 34 1000 SH DEFINED 01 10 1000 0 0 SHARP CORP COM 6800602 29 3000 SH DEFINED 01 10 3000 0 0 OLD REPUBLIC INTL COM 680223104 138 4873 SH DEFINED 01 4873 0 0 SHIMAMURA CO COM 6804035 6 100 SH DEFINED 01 10 100 0 0 77TH BANK COM 6804165 3 1000 SH DEFINED 01 10 1000 0 0 SHIMIZU CORP COM 6804400 6 2000 SH DEFINED 01 10 2000 0 0 SHIMACHU COM 6804455 2 100 SH DEFINED 01 10 100 0 0 SHIN-ETSU COM 6804585 40 1200 SH DEFINED 01 10 1200 0 0 SHIONOGI & C COM 6804682 11 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 12 1000 SH DEFINED 01 10 1000 0 0 SHIZUOKA BAN COM 6805328 14 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 338 20620 SH DEFINED 01 20620 0 0 OLIN COM 680665205 60 3690 SH DEFINED 01 05 0 3690 0 SINO LAND CO COM 6810429 2 8099 SH DEFINED 01 10 8099 0 0 SINGAPORE COM 6810753 16 21000 SH DEFINED 01 10 21000 0 0 PARKWAY HOLDINGS COM 6811143 1 2000 SH DEFINED 01 10 2000 0 0 SINGAPORE AIRLINES COM 6811734 11 2000 SH DEFINED 01 10 2000 0 0 SKYLARK COM 6813161 7 300 SH DEFINED 01 10 300 0 0 SNOW BRAND M COM 6818401 1 500 SH DEFINED 01 10 500 0 0 OMNICARE COM 681904108 82 3891 SH DEFINED 01 3891 0 0 OMNICOM GROUP COM 681919106 352 6323 SH DEFINED 01 6323 0 0 OMNICOM GROUP COM 681919106 2437 43761 SH DEFINED 01 03 0 43761 0 OMNICOM GROUP COM 681919106 123 2202 SH DEFINED 01 05 0 2202 0 OMNICOM GROUP COM 681919106 234 4200 SH DEFINED 11 12 0 4200 0 SONIC HEALTHCARE COM 6821120 2 525 SH DEFINED 01 10 525 0 0 OMNIVISION TECHNOLOG COM 682128103 441 66900 SH DEFINED 01 66900 0 0 OMNOVA SOLUTIONS W/I COM 682129101 1076 234414 SH DEFINED 01 234414 0 0 SONY CORP COM 6821506 113 2700 SH DEFINED 01 10 2700 0 0 ON ASSIGNMENT COM 682159108 1745 211026 SH DEFINED 01 211026 0 0 ON ASSIGNMENT COM 682159108 102 12300 SH DEFINED 01 05 0 12300 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 SKY CITY ENTERTAIN GRP LTD. COM 6823193 1 407 SH DEFINED 01 10 407 0 0 SCMP GROUP LTD COM 6824657 2 4000 SH DEFINED 01 10 4000 0 0 ONEOK COM 682680103 3452 182618 SH DEFINED 01 182618 0 0 ONEOK COM 682680103 5 263 SH DEFINED 01 03 0 263 0 ONEOK COM 682680103 338 17900 SH DEFINED 01 05 0 17900 0 ONEOK INC COM 682680103 79 4179 SH DEFINED 01 02 0 4179 0 ONYX SOFTWARE CP COM 683402101 0 56 SH DEFINED 01 56 0 0 VIMPEL COMMUNICATIONS ADR COM 68370R109 969 40897 SH DEFINED 01 40897 0 0 VIMPEL COMMUNICATIONS ADR COM 68370R109 43 1813 SH DEFINED 01 05 0 1813 0 OPENWAVE SYSTEMS COM 683718100 1 1285 SH DEFINED 01 1285 0 0 OPG GROEP COM 683735997 450 12580 SH DEFINED 01 12580 0 0 OPNET TECHNOLOGIES COM 683757108 633 100000 SH DEFINED 01 100000 0 0 OPLINK COMM INC COM 68375Q106 0 362 SH DEFINED 01 362 0 0 OPTICAL CABLE CORP COM 683827208 0 17 SH DEFINED 01 17 0 0 ORACLE COM 68389X105 17905 2277925 SH DEFINED 01 2277925 0 0 ORACLE COM 68389X105 10103 1285447 SH DEFINED 01 03 0 1285447 0 ORACLE COM 68389X105 911 115860 SH DEFINED 01 05 0 115860 0 ORACLE CORP COM COM 68389X105 1792 228000 SH DEFINED 01 0 228000 0 ORACLE CORP COM COM 68389X105 6157 783360 SH DEFINED 01 02 0 783360 0 OPTION CARE INC COM 683948103 2 202 SH DEFINED 01 02 0 202 0 STOCKLAND TRUST COM 6850856 5 1958 SH DEFINED 01 10 1958 0 0 ORBITAL SCIENCES COR COM 685564106 27 8387 SH DEFINED 01 02 0 8387 0 ORBITAL SCIENCES COR ORB COM 685564106 855 251600 SH DEFINED 01 251600 0 0 ORBITAL SCIENCES COR ORB COM 685564106 1 430 SH DEFINED 01 03 0 430 0 ORBITAL SCIENCES COR ORB COM 685564106 114 33600 SH DEFINED 01 05 0 33600 0 ORBITAL SCIENCES WTS COM 685564130 4 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 67 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 15 4000 SH DEFINED 01 10 4000 0 0 SUMITOMO ELE COM 6858708 11 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 3 8000 SH DEFINED 01 10 8000 0 0 SUMITOMO MET COM 6858849 8 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 10 2000 SH DEFINED 01 10 2000 0 0 SUMITOMO COM 6859002 16 3000 SH DEFINED 01 10 3000 0 0 SUN HUNG KAI COM 6859927 23 4000 SH DEFINED 01 10 4000 0 0 OREGON STEEL MILLS COM 686079104 1738 284000 SH DEFINED 01 284000 0 0 OREGON STEEL MILLS COM 686079104 3 428 SH DEFINED 01 03 0 428 0 OREGON STEEL MILLS COM 686079104 131 21400 SH DEFINED 01 05 0 21400 0 OREGON STEEL MLS INC COM 686079104 43 7017 SH DEFINED 01 02 0 7017 0 O REILLY AUTOMOTIVE COM 686091109 5495 192013 SH DEFINED 01 192013 0 0 ORIENTAL LAND CO LTD COM 686223991 45 700 SH DEFINED 01 03 0 700 0 ORKLA ASA COM 686480997 372 23250 SH DEFINED 01 23250 0 0 SWIRE PACIFI COM 6867748 16 4000 SH DEFINED 01 10 4000 0 0 THK CO COM 6869131 4 300 SH DEFINED 01 10 300 0 0 TDK CORP COM 6869302 16 400 SH DEFINED 01 10 400 0 0 TAISEI CORP COM 6870100 4 2000 SH DEFINED 01 10 2000 0 0 MITSUI COM 6870122 20 4180 SH DEFINED 01 10 4180 0 0 TAISHO PHARM COM 6870144 16 1000 SH DEFINED 01 10 1000 0 0 TAKARA HOLDINGS COM 6870382 5 1000 SH DEFINED 01 10 1000 0 0 TAKASHIMAYA COM 6870401 6 1000 SH DEFINED 01 10 1000 0 0 TAKEDA CHEM COM 6870445 101 2500 SH DEFINED 01 10 2500 0 0 ADVANTEST COM 6870490 8 200 SH DEFINED 01 10 200 0 0 TABCORP HLDG COM 6873262 4 649 SH DEFINED 01 10 649 0 0 ORTHODONTIC CENTERS OF AMERICA COM 68750P103 3174 296584 SH DEFINED 01 296584 0 0 ORTHODONTIC CENTERS OF AMERICA COM 68750P103 141 13200 SH DEFINED 01 05 0 13200 0 TAKEFUJI COR COM 6876067 13 230 SH DEFINED 01 10 230 0 0 TEIJIN COM 6880507 5 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 3053 SH DEFINED 01 10 3053 0 0 TELEVISION COM 6881674 3 1000 SH DEFINED 01 10 1000 0 0 OSHKOSH B-GOSH CLA COM 688222207 1365 39716 SH DEFINED 01 39716 0 0 OSHKOSH TRUCK CORP COM 688239201 6031 106940 SH DEFINED 01 106940 0 0 OSHKOSH TRUCK CORP COM 688239201 66 1162 SH DEFINED 01 02 0 1162 0 OSHKOSH TRUCK CORP COM 688239201 4 69 SH DEFINED 01 03 0 69 0 OSHKOSH TRUCK CORP COM 688239201 299 5300 SH DEFINED 01 05 0 5300 0 TERUMO CORP COM 6885074 7 500 SH DEFINED 01 10 500 0 0 OSTEOTECH COM 688582105 274 53190 SH DEFINED 01 53190 0 0 NEWS CORPORA COM 6886925 22 4534 SH DEFINED 01 10 4534 0 0 OTP BANK COM 688857994 2451 298800 SH DEFINED 01 298800 0 0 OTP BANK COM 688857994 124 15100 SH DEFINED 01 05 0 15100 0 TODA CORP COM 6893884 2 1000 SH DEFINED 01 10 1000 0 0 TOBU RAILWAY COM 6895169 5 2000 SH DEFINED 01 10 2000 0 0 TOHO CO. COM 6895200 4 400 SH DEFINED 01 10 400 0 0 TOHOKU ELEC COM 6895266 17 1300 SH DEFINED 01 10 1300 0 0 TOKYO ELEC P COM 6895404 69 3800 SH DEFINED 01 10 3800 0 0 TOKYO GAS CO COM 6895448 20 7000 SH DEFINED 01 10 7000 0 0 TOKYO ELECTRON LTD COM 6895675 19 500 SH DEFINED 01 10 500 0 0 TOKYU CORP COM 6896548 11 3000 SH DEFINED 01 10 3000 0 0 TOPPAN PRINT COM 6897024 18 2000 SH DEFINED 01 10 2000 0 0 TORAY INDS I COM 6897143 10 4000 SH DEFINED 01 10 4000 0 0 TOSHIBA CORP COM 6897217 24 8000 SH DEFINED 01 10 8000 0 0 TOTO COM 6897466 4 1000 SH DEFINED 01 10 1000 0 0 OUTBACK STEAKHOUSE COM 689899102 86 3130 SH DEFINED 01 3130 0 0 TOSTEM CORP. COM 6900212 15 1000 SH DEFINED 01 10 1000 0 0 TOSOH CORP COM 6900289 2 1000 SH DEFINED 01 10 1000 0 0 TOYOBO CO COM 6900502 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 190 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 23 1500 SH DEFINED 01 1500 0 0 OVERTURE SERVICES INC COM 69039R100 1991 84450 SH DEFINED 01 84450 0 0 OVERTURE SERVICES INC COM 69039R100 125 5300 SH DEFINED 01 05 0 5300 0 OVERTURE SVCS INC COM 69039R100 4 150 SH DEFINED 01 02 0 150 0 OWENS & MINOR COM 690732102 1531 107153 SH DEFINED 01 107153 0 0 OWENS & MINOR COM 690732102 1 50 SH DEFINED 01 05 0 50 0 OWENS & MINOR INC COM 690732102 1 90 SH DEFINED 01 02 0 90 0 OWENS-CORNING COM 69073F103 0 102 SH DEFINED 01 102 0 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 PLANS COM 691471106 17087 438767 SH DEFINED 01 438767 0 0 OXFORD HEALTH PLANS COM 691471106 39 1000 SH DEFINED 01 03 0 1000 0 OXFORD HEALTH PLANS COM 691471106 6375 163700 SH DEFINED 01 05 0 163700 0 OXFORD INDUSTRIES COM 691497309 516 23574 SH DEFINED 01 23574 0 0 UNITED O/SEAS BK (LOCAL SHR'S) COM 6916781 28 4112 SH DEFINED 01 10 4112 0 0 UNITED OVERSEAS LAND COM 6916844 1 1000 SH DEFINED 01 10 1000 0 0 VENTURE CORP COM 6927374 6 1000 SH DEFINED 01 10 1000 0 0 PC-TEL COM 69325Q105 2582 495685 SH DEFINED 01 495685 0 0 PC-TEL COM 69325Q105 162 31100 SH DEFINED 01 05 0 31100 0 P-COM INC COM 693262206 0 42 SH DEFINED 01 42 0 0 PDF SOLUTIONS INC COM 693282105 202 38200 SH DEFINED 01 38200 0 0 PDF SOLUTIONS INC COM 693282105 20 3800 SH DEFINED 01 05 0 3800 0 PDI INC COM 69329V100 0 39 SH DEFINED 01 39 0 0 PG&E COM 69331C108 602 53462 SH DEFINED 01 53462 0 0 PG&E COM 69331C108 1031 91521 SH DEFINED 01 03 0 91521 0 PG&E COM 69331C108 52 4600 SH DEFINED 01 05 0 4600 0 PFF BANCORP INC COM 69331W104 951 34300 SH DEFINED 01 34300 0 0 PFF BANCORP INC COM 69331W104 37 1362 SH DEFINED 01 02 0 1362 0 PFF BANCORP INC COM 69331W104 2 87 SH DEFINED 01 03 0 87 0 PFF BANCORP INC COM 69331W104 135 4870 SH DEFINED 01 05 0 4870 0 P.F. CHANGS CHINA B COM 69333Y108 33789 1163990 SH DEFINED 01 02 0 1163990 0 P.F. CHANG'S CHINA BISTRO COM 69333Y108 2729 93990 SH DEFINED 01 93990 0 0 P.F. CHANG'S CHINA BISTRO COM 69333Y108 943 32500 SH DEFINED 01 03 0 32500 0 PIMCO TOTAL RETURN FUND COM 693390726 5197 477696 SH DEFINED 01 03 0 477696 0 PLX TECHNOLOGY COM 693417107 114 100800 SH DEFINED 01 100800 0 0 PMA CAPITAL CORP A COM 693419202 3063 204200 SH DEFINED 01 204200 0 0 PMA CAPITAL CORP A COM 693419202 240 16000 SH DEFINED 01 05 0 16000 0 PMC-SIERRA COM 69344F106 39 9848 SH DEFINED 01 9848 0 0 PMC-SIERRA COM 69344F106 151 38931 SH DEFINED 01 03 0 38931 0 PMC-SIERRA COM 69344F106 8 1949 SH DEFINED 01 05 0 1949 0 PMC-SIERRA INC COM 69344F106 8 2100 SH DEFINED 01 02 0 2100 0 PMI GROUP COM 69344M101 99 3635 SH DEFINED 01 3635 0 0 PMI GROUP CVT CONV BND 69344MAE1 277 270000 PRN DEFINED 01 02 0 0 270000 PNC FINANCIAL SERVICES GROUP COM 693475105 15351 364005 SH DEFINED 01 364005 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 2804 66479 SH DEFINED 01 03 0 66479 0 PNC FINANCIAL SERVICES GROUP COM 693475105 15443 366222 SH DEFINED 01 05 0 366222 0 POSCO COM 693483109 41 1900 SH DEFINED 01 1900 0 0 PNM RESOURCES COM 69349H107 2842 143500 SH DEFINED 01 143500 0 0 PNM RESOURCES COM 69349H107 5 271 SH DEFINED 01 03 0 271 0 PNM RESOURCES COM 69349H107 5780 291900 SH DEFINED 01 05 0 291900 0 PNM RESOURCES INC COM 69349H107 82 4188 SH DEFINED 01 02 0 4188 0 PPG INDS COM 693506107 5884 131640 SH DEFINED 01 131640 0 0 PPG INDS COM 693506107 1777 39744 SH DEFINED 01 03 0 39744 0 PPG INDS COM 693506107 204 4578 SH DEFINED 01 05 0 4578 0 PPG INDUSTRIES INC COM 693506107 1542 34511 SH DEFINED 01 02 0 34511 0 PPL COM 69351T106 34679 1065748 SH DEFINED 01 1065748 0 0 PPL COM 69351T106 1233 37917 SH DEFINED 01 03 0 37917 0 PPL COM 69351T106 113 3486 SH DEFINED 01 05 0 3486 0 PRG-SCHULTZ INTL COM 69357C107 4223 341017 SH DEFINED 01 341017 0 0 PS BUSINESS PARKS COM 69360J107 3 88 SH DEFINED 01 88 0 0 PSS WORLD MEDICAL COM 69366A100 1680 252696 SH DEFINED 01 252696 0 0 PSS WORLD MEDICAL COM 69366A100 75 11339 SH DEFINED 01 02 0 11339 0 PSS WORLD MEDICAL COM 69366A100 5 730 SH DEFINED 01 03 0 730 0 PSS WORLD MEDICAL COM 69366A100 203 30500 SH DEFINED 01 05 0 30500 0 PTEK HOLDINGS INC COM 69366M104 981 210600 SH DEFINED 01 210600 0 0 PTEK HOLDINGS INC COM 69366M104 35 7532 SH DEFINED 01 02 0 7532 0 PTEK HOLDINGS INC COM 69366M104 2 482 SH DEFINED 01 03 0 482 0 PTEK HOLDINGS INC COM 69366M104 94 20200 SH DEFINED 01 05 0 20200 0 PACCAR COM 693718108 410 12138 SH DEFINED 01 12138 0 0 PACCAR COM 693718108 911 26969 SH DEFINED 01 03 0 26969 0 PACCAR COM 693718108 46 1350 SH DEFINED 01 05 0 1350 0 PAC-WEST TELECOMM COM 69371Y101 0 132 SH DEFINED 01 132 0 0 PACER INTERNATIONAL INC COM 69373H106 2293 202000 SH DEFINED 01 202000 0 0 PACER INTERNATIONAL INC COM 69373H106 2463 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 47 1710 SH DEFINED 01 02 0 1710 0 PACIFIC NORTHWEST BANCORP COM 69466M103 2558 93950 SH DEFINED 01 93950 0 0 PACIFIC NORTHWEST BANCORP COM 69466M103 3 106 SH DEFINED 01 03 0 106 0 PACIFIC NORTHWEST BANCORP COM 69466M103 214 7850 SH DEFINED 01 05 0 7850 0 PACIFIC SUNWEAR COM 694873100 2 90 SH DEFINED 01 02 0 90 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 3150 154734 SH DEFINED 01 154734 0 0 WESFARMERS COM 6948836 13 894 SH DEFINED 01 10 894 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 37467 1622663 SH DEFINED 01 1622663 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 3 129 SH DEFINED 01 03 0 129 0 PACIFICARE HEALTH SYSTEMS COM 695112102 4437 192187 SH DEFINED 01 05 0 192187 0 PACIFICARE HLTH SYS COM 695112102 46 1985 SH DEFINED 01 02 0 1985 0 PACKAGING CORP OF AMERICA COM 695156109 365 20827 SH DEFINED 01 20827 0 0 PACKAGING CORP OF AMERICA COM 695156109 60 3400 SH DEFINED 01 05 0 3400 0 PACKETER COM 695210104 0 63 SH DEFINED 01 63 0 0 PACTIV COM 695257105 89 5389 SH DEFINED 01 5389 0 0 PACTIV COM 695257105 607 36893 SH DEFINED 01 03 0 36893 0 PACTIV COM 695257105 30 1853 SH DEFINED 01 05 0 1853 0 WMC COM 6954985 9 2441 SH DEFINED 01 10 2441 0 0 PAIN THERAPRUTICS IN COM 69562K100 1 170 SH DEFINED 01 02 0 170 0 WESTFIELD TR COM 6956312 7 3913 SH DEFINED 01 10 3913 0 0 WEST JAPAN RAILWAY COM 6957995 11 3 SH DEFINED 01 10 3 0 0 PALL COM 696429307 64 4087 SH DEFINED 01 4087 0 0 PALL COM 696429307 451 28559 SH DEFINED 01 03 0 28559 0 PALL COM 696429307 23 1431 SH DEFINED 01 05 0 1431 0 PALM COM 696642107 426 576188 SH DEFINED 01 576188 0 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 92 5293 SH DEFINED 01 5293 0 0 WOODSIDE PETROLEUM LTD COM 6979728 8 1220 SH DEFINED 01 10 1220 0 0 PAN PACIFIC RETAIL PROPERTIES COM 69806L104 1912 55457 SH DEFINED 01 55457 0 0 PAN PACIFIC RETAIL PROPERTIES COM 69806L104 234 6800 SH DEFINED 01 05 0 6800 0 WOOLWORTHS L COM 6981239 17 2610 SH DEFINED 01 10 2610 0 0 PANERA BREAD CL A COM 69840W108 3338 123638 SH DEFINED 01 123638 0 0 PANERA BREAD CL A COM 69840W108 373 13800 SH DEFINED 01 03 0 13800 0 PANERA BREAD CO COM 69840W108 14410 533754 SH DEFINED 01 02 0 533754 0 YAMADA DENKI CO LTD COM 6985026 3 100 SH DEFINED 01 10 100 0 0 YAMANOUCHI P COM 6985383 22 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 15 1000 SH DEFINED 01 10 1000 0 0 SOMPO COM 6986063 12 2000 SH DEFINED 01 10 2000 0 0 YOKOGAWA ELE COM 6986427 6 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 23 795 SH DEFINED 01 795 0 0 PARADYNE NETWORKS COM 69911G107 286 215069 SH DEFINED 01 215069 0 0 PARADYNE NETWORKS COM 69911G107 34 25300 SH DEFINED 01 05 0 25300 0 PARAMETRIC TECH CORP COM 699173100 1 520 SH DEFINED 01 02 0 520 0 PARAMETRIC TECHNOLOGY COM 699173100 377 209552 SH DEFINED 01 209552 0 0 PARAMETRIC TECHNOLOGY COM 699173100 109 60790 SH DEFINED 01 03 0 60790 0 PARAMETRIC TECHNOLOGY COM 699173100 50 28041 SH DEFINED 01 05 0 28041 0 PAREXEL COM 699462107 1382 162572 SH DEFINED 01 162572 0 0 PAREXEL COM 699462107 287 33800 SH DEFINED 01 05 0 33800 0 PARGESA HOLDING AG COM 699470993 267 179 SH DEFINED 01 179 0 0 PARK ELECTROCHEMICAL COM 700416209 5034 301439 SH DEFINED 01 301439 0 0 PARK ELECTROCHEMICAL COM 700416209 40 2460 SH DEFINED 01 02 0 2460 0 PARK ELECTROCHEMICAL COM 700416209 3 154 SH DEFINED 01 03 0 154 0 PARK ELECTROCHEMICAL COM 700416209 879 52651 SH DEFINED 01 05 0 52651 0 PARK NATIONAL CORP COM 700658107 5 57 SH DEFINED 01 57 0 0 PARK-OHIO HOLDINGS COM 700666100 10 2600 SH DEFINED 01 2600 0 0 PARK PLACE ENT COR COM 700690100 98 12359 SH DEFINED 01 12359 0 0 PARKER-HANNIFIN COM 701094104 48963 1281441 SH DEFINED 01 1281441 0 0 PARKER-HANNIFIN COM 701094104 512 13400 SH DEFINED 01 02 0 13400 0 PARKER-HANNIFIN COM 701094104 2915 76274 SH DEFINED 01 03 0 76274 0 PARKER-HANNIFIN COM 701094104 10183 266496 SH DEFINED 01 05 0 266496 0 PARMALAT FINANZIARIA COM 701799991 1261 460800 SH DEFINED 01 460800 0 0 DEUTSCHE BOERSE AG COM 7021963 7 200 SH DEFINED 01 10 200 0 0 BAYERISCHE HYPO VEREINSBANK COM 7023011 5 410 SH DEFINED 01 10 410 0 0 PATINA OIL AND GAS COM 703224105 2462 86381 SH DEFINED 01 86381 0 0 PATINA OIL AND GAS COM 703224105 3 112 SH DEFINED 01 02 0 112 0 PATHMARK STORES COM 70322A101 4 369 SH DEFINED 01 369 0 0 PATHMARK STORES COM 70322A101 0 20 SH DEFINED 01 05 0 20 0 PATTERSON DENTAL COM 703412106 143 2782 SH DEFINED 01 2782 0 0 PATTERSON-UTI ENERGY COM 703481101 4660 182676 SH DEFINED 01 182676 0 0 PATTERSON-UTI ENERGY COM 703481101 212 8300 SH DEFINED 01 05 0 8300 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 1808 124327 SH DEFINED 01 124327 0 0 PAXSON COMMUNICATIONS CL A COM 704231109 110 50168 SH DEFINED 01 50168 0 0 PAXSON COMMUNICATION PRF 704231505 5 9 SH DEFINED 01 05 0 9 0 PAYCHEX COM 704326107 85228 3504417 SH DEFINED 01 3504417 0 0 PAYCHEX COM 704326107 5948 244586 SH DEFINED 01 03 0 244586 0 PAYCHEX COM 704326107 18163 746849 SH DEFINED 01 05 0 746849 0 PAYCHEX INC COM 704326107 45939 1888865 SH DEFINED 01 02 0 1888865 0 PAYLESS SHOESOURCE COM 704379106 51 944 SH DEFINED 01 944 0 0 PAYLESS SHOESOURCE COM 704379106 47 864 SH DEFINED 01 02 0 864 0 PAYLESS SHOESOURCE COM 704379106 3 54 SH DEFINED 01 03 0 54 0 PEABODY ENERGY CORP COM 704549104 284 11150 SH DEFINED 01 11150 0 0 PEABODY ENERGY CORP COM 704549104 57 2220 SH DEFINED 01 05 0 2220 0 PEC SOLUTIONS COM 705107100 571 25660 SH DEFINED 01 25660 0 0 PECO II COM 705221109 954 585300 SH DEFINED 01 585300 0 0 PECO II COM 705221109 107 65900 SH DEFINED 01 05 0 65900 0 PEDIATRIX COM 705324101 45 1475 SH DEFINED 01 02 0 1475 0 PEDIATRIX MEDICAL GROUP COM 705324101 4343 140141 SH DEFINED 01 140141 0 0 PEDIATRIX MEDICAL GROUP COM 705324101 3 92 SH DEFINED 01 03 0 92 0 PEDIATRIX MEDICAL GROUP COM 705324101 226 7300 SH DEFINED 01 05 0 7300 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 0 337 SH DEFINED 01 337 0 0 PEGASUS SOLUTIONS COM 705906105 1182 112037 SH DEFINED 01 112037 0 0 PEGASUS SOLUTIONS COM 705906105 44 4200 SH DEFINED 01 05 0 4200 0 SODEXHO ALLI COM 7062713 7 340 SH DEFINED 01 10 340 0 0 PENAUILLE POLYSERVICES COM 706589991 35 8000 SH DEFINED 01 8000 0 0 NORSKE COM 7070396 3 250 SH DEFINED 01 10 250 0 0 PENFORD COM 707051108 324 24018 SH DEFINED 01 24018 0 0 PENN NATIONAL GAMING COM 707569109 3 160 SH DEFINED 01 02 0 160 0 PENN NATL GAMING COM 707569109 982 52000 SH DEFINED 01 52000 0 0 PENN NATL GAMING COM 707569109 121 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 25 900 SH DEFINED 01 10 900 0 0 PENNEY (JC) COM 708160106 618 38869 SH DEFINED 01 38869 0 0 PENNEY (JC) COM 708160106 991 62222 SH DEFINED 01 03 0 62222 0 PENNEY (JC) COM 708160106 50 3117 SH DEFINED 01 05 0 3117 0 PENNFED FINL SVCS COM 708167101 47 1720 SH DEFINED 01 02 0 1720 0 PENNFED FINL SVCS COM 708167101 3 110 SH DEFINED 01 03 0 110 0 H. LUNDBECK COM 7085259 4 200 SH DEFINED 01 10 200 0 0 AXA COM 7088429 42 4280 SH DEFINED 01 10 4280 0 0 PENNZOIL-QUAKER STATE COM 709323109 2704 123095 SH DEFINED 01 123095 0 0 Administaff COM 7094105 1286252 4952 SH DEFINED 1 0 4952 0 PENTAIR COM 709631105 5910 158988 SH DEFINED 01 158988 0 0 PENTAIR COM 709631105 17 450 SH DEFINED 01 03 0 450 0 PENTAIR COM 709631105 138 3700 SH DEFINED 01 05 0 3700 0 GPE BRUXELLE COM 7097328 9 242 SH DEFINED 01 10 242 0 0 PEOPLES BANCORP INC COM 709789101 40 1616 SH DEFINED 01 02 0 1616 0 PEOPLES BANCORP INC OH COM 709789101 3 107 SH DEFINED 01 03 0 107 0 PORSCHE AG-PFD COM 7101069 11 26 SH DEFINED 01 10 26 0 0 PEOPLES BANK COM 710198102 4 171 SH DEFINED 01 171 0 0 NOVARTIS AG COM 7103065 351 8883 SH DEFINED 01 10 8883 0 0 PEUGEOT SA COM 7103526 18 474 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 34 865 SH DEFINED 01 10 865 0 0 ABB LTD COM 7108899 12 3640 SH DEFINED 01 10 3640 0 0 ROCHE HOLDING AG-BEARER COM 7108918 40 357 SH DEFINED 01 10 357 0 0 PEOPLES ENERGY COM 711030106 38 1118 SH DEFINED 01 1118 0 0 PEOPLES ENERGY COM 711030106 278 8251 SH DEFINED 01 03 0 8251 0 PEOPLES ENERGY COM 711030106 14 413 SH DEFINED 01 05 0 413 0 ROCHE HLDGS COM 7110388 140 2073 SH DEFINED 01 10 2073 0 0 ADECCO SA COM 7110720 14 423 SH DEFINED 01 10 423 0 0 HOLCIM LTD COM 7110764 16 100 SH DEFINED 01 10 100 0 0 TECAN COM 7110902 1 42 SH DEFINED 01 10 42 0 0 INDITEX + COM 7111314 13 632 SH DEFINED 01 10 632 0 0 CLARIANT AG COM 7113990 8 449 SH DEFINED 01 10 449 0 0 SUEZ COM 7118047 23 1493 SH DEFINED 01 10 1493 0 0 KUDELSKI SA COM 7121250 2 116 SH DEFINED 01 10 116 0 0 SUEZ LYINNAISE DES EAUX COM 7121391 16 1000 SH DEFINED 01 10 1000 0 0 NESTLE SA COM 7123870 281 1285 SH DEFINED 01 10 1285 0 0 UBS AG COM 7126114 170 4074 SH DEFINED 01 10 4074 0 0 PEOPLESOFT COM 712713106 5082 410741 SH DEFINED 01 410741 0 0 PEOPLESOFT COM 712713106 899 72664 SH DEFINED 01 03 0 72664 0 PEOPLESOFT COM 712713106 8489 686251 SH DEFINED 01 05 0 686251 0 PARMALAT FIN COM 7128369 4 1300 SH DEFINED 01 10 1300 0 0 BANCA MONTE COM 7128541 5 2500 SH DEFINED 01 10 2500 0 0 BENETTON GRO COM 7128563 4 400 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 2297 187484 SH DEFINED 01 187484 0 0 PEP BOYS COM 713278109 71 5788 SH DEFINED 01 02 0 5788 0 PEP BOYS COM 713278109 5 372 SH DEFINED 01 03 0 372 0 PEP BOYS COM 713278109 64 5220 SH DEFINED 01 05 0 5220 0 POTOMAC ELECTRIC POWER COM 713291102 131 6566 SH DEFINED 01 6566 0 0 STATOIL ASA COM 7133608 13 1702 SH DEFINED 01 10 1702 0 0 PEPSI BOTTLING GROUP COM 713409100 13033 556975 SH DEFINED 01 556975 0 0 PEPSI BOTTLING GROUP COM 713409100 1595 68169 SH DEFINED 01 03 0 68169 0 PEPSI BOTTLING GROUP COM 713409100 406 17335 SH DEFINED 01 05 0 17335 0 PEPSIAMERICAS COM 71343P200 1410 99234 SH DEFINED 01 99234 0 0 PEPSICO COM 713448108 739 20000 SH DEFINED 01 0 20000 0 PEPSICO COM 713448108 182085 4927901 SH DEFINED 01 4927901 0 0 PEPSICO COM 713448108 10342 279866 SH DEFINED 01 02 0 279866 0 PEPSICO COM 713448108 15367 415905 SH DEFINED 01 03 0 415905 0 PEPSICO COM 713448108 88201 2387074 SH DEFINED 01 05 0 2387074 0 PEREGRINE SYSTEMS COM 71366Q101 0 1314 SH DEFINED 01 1314 0 0 PERFORMANCE FOOD COM 713755106 433 12756 SH DEFINED 01 02 0 12756 0 PERFORMANCE FOOD GROUP COM 713755106 14170 417248 SH DEFINED 01 417248 0 0 PERFORMANCE FOOD GROUP COM 713755106 784 23100 SH DEFINED 01 03 0 23100 0 PERFORMANCE FOOD GROUP COM 713755106 464 13662 SH DEFINED 01 05 0 13662 0 PERICOM SEMICONDUCTOR COM 713831105 689 79889 SH DEFINED 01 79889 0 0 PERKINELMER COM 714046109 24 4258 SH DEFINED 01 4258 0 0 PERKINELMER COM 714046109 159 29096 SH DEFINED 01 03 0 29096 0 PERKINELMER COM 714046109 8 1455 SH DEFINED 01 05 0 1455 0 PERMASTEELISA SPA COM 714134996 84 5800 SH DEFINED 01 5800 0 0 SKANSKA AB COM 7142091 6 1200 SH DEFINED 01 10 1200 0 0 PEROT SYSTEMS CL A COM 714265105 723 77700 SH DEFINED 01 77700 0 0 PEROT SYSTEMS CL A COM 714265105 65 7000 SH DEFINED 01 05 0 7000 0 PERPETUAL TRUSTEES AUSTRALIA COM 714279999 306 15000 SH DEFINED 01 15000 0 0 PERRIGO COM 714290103 1705 160339 SH DEFINED 01 160339 0 0 PERRIGO COM 714290103 3 261 SH DEFINED 01 03 0 261 0 PERRIGO COM 714290103 190 17800 SH DEFINED 01 05 0 17800 0 PERRIGO COMPANY COM 714290103 48 4514 SH DEFINED 01 02 0 4514 0 ENEL SPA COM 7144569 33 6876 SH DEFINED 01 10 6876 0 0 ENI COM 7145056 125 9100 SH DEFINED 01 10 9100 0 0 DEXIA COM 7147610 20 2231 SH DEFINED 01 10 2231 0 0 RICHEMONT COM 7151116 25 1694 SH DEFINED 01 10 1694 0 0 LOGITECH INTL. + COM 7151149 4 127 SH DEFINED 01 10 127 0 0 ING GROEP NV COM 7154182 77 5564 SH DEFINED 01 10 5564 0 0 CAPITALIA SPA COM 7154609 5 4759 SH DEFINED 01 10 4759 0 0 CASTORAMA DUBOIS COM 7155613 14 217 SH DEFINED 01 10 217 0 0 PHONAK HOLDING AG COM 7156036 1 116 SH DEFINED 01 10 116 0 0 PERVASIVE SOFTWARE COM 715710109 0 55 SH DEFINED 01 55 0 0 PETCO ANIMAL SUP INC COM 716016209 737 34000 SH DEFINED 01 34000 0 0 PETCO ANIMAL SUP INC COM 716016209 1 60 SH DEFINED 01 02 0 60 0 PETCO ANIMAL SUP INC COM 716016209 102 4700 SH DEFINED 01 05 0 4700 0 CORP MAPFRE COM 7160628 2 426 SH DEFINED 01 10 426 0 0 PETROLEO BRASILEIRO COM 71654V408 24 2200 SH DEFINED 01 02 0 2200 0 PETROLEO BRASILEIRO ADR COM 71654V408 18009 1678400 SH DEFINED 01 1678400 0 0 PETROLEO BRASILEIRO ADR COM 71654V408 797 74300 SH DEFINED 01 03 0 74300 0 PETROLEO BRASILEIRO ADR COM 71654V408 2956 275515 SH DEFINED 01 05 0 275515 0 PETSMART COM 716768106 671 37648 SH DEFINED 01 37648 0 0 PSA PEUGEOT CITROEN COM 716826995 4329 117100 SH DEFINED 01 117100 0 0 PHARMACYCLICS COM 716933106 0 57 SH DEFINED 01 57 0 0 PFIZER COM 717081103 12774 440150 SH DEFINED 01 0 440150 0 PFIZER COM 717081103 597900 20603005 SH DEFINED 01 20603005 0 0 PFIZER COM 717081103 63173 2176721 SH DEFINED 01 02 0 2176721 0 PFIZER COM 717081103 42528 1465473 SH DEFINED 01 03 0 1465473 0 PFIZER COM 717081103 279646 9636265 SH DEFINED 01 05 0 9636265 0 PFIZER INC COM 717081103 1297 44680 SH DEFINED 11 12 0 44680 0 PFIZER INC COM 717081103 7216 248660 SH DEFINED 11 12 13 0 248660 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 3353 173351 SH DEFINED 01 173351 0 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 5841 302000 SH DEFINED 01 05 0 302000 0 PHARMACEUTICAL RES. COM 717125108 4 150 SH DEFINED 01 02 0 150 0 PHARMACEUTICAL RESOURCES COM 717125108 1539 55000 SH DEFINED 01 55000 0 0 PHARMACEUTICAL RESOURCES COM 717125108 185 6600 SH DEFINED 01 05 0 6600 0 PHARMACOPEIA COM 71713B104 1 63 SH DEFINED 01 63 0 0 PHARMACIA COM 71713U102 98098 2523023 SH DEFINED 01 2523023 0 0 PHARMACIA COM 71713U102 11724 301535 SH DEFINED 01 03 0 301535 0 PHARMACIA COM 71713U102 61198 1574028 SH DEFINED 01 05 0 1574028 0 PHARMACIA CORP COM 71713U102 2699 69435 SH DEFINED 01 02 0 69435 0 PHARMACIA CORPORATION COM 71713U102 2282 58700 SH DEFINED 11 12 0 58700 0 PHARMACIA CORPORATION COM 71713U102 17170 441600 SH DEFINED 11 12 13 0 441600 0 CREDIT SUISS COM 7171589 68 3450 SH DEFINED 01 10 3450 0 0 PHELPS DODGE COM 717265102 4115 160550 SH DEFINED 01 160550 0 0 PHELPS DODGE COM 717265102 10071 392820 SH DEFINED 01 02 0 392820 0 PHELPS DODGE COM 717265102 650 25347 SH DEFINED 01 03 0 25347 0 PHELPS DODGE COM 717265102 4384 171034 SH DEFINED 01 05 0 171034 0 PHILADELPHIA CONS HD COM 717528103 62 2090 SH DEFINED 01 02 0 2090 0 PHILADELPHIA CONSOLIDATED HOLD COM 717528103 3239 109808 SH DEFINED 01 109808 0 0 PHILADELPHIA CONSOLIDATED HOLD COM 717528103 4 132 SH DEFINED 01 03 0 132 0 PHILADELPHIA CONSOLIDATED HOLD COM 717528103 150 5100 SH DEFINED 01 05 0 5100 0 PHILADELPHIA SUBURBAN COM 718009608 11148 549143 SH DEFINED 01 549143 0 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 14366 988810 SH DEFINED 01 988810 0 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 153 10558 SH DEFINED 01 03 0 10558 0 KONINKLIJKE (ROYAL) PHILIPS EL COM 718040991 13944 959801 SH DEFINED 01 05 0 959801 0 PHILIP MORRIS COM 718154107 505506 13028524 SH DEFINED 01 13028524 0 0 PHILIP MORRIS COM 718154107 32055 826264 SH DEFINED 01 02 0 826264 0 PHILIP MORRIS COM 718154107 20341 524248 SH DEFINED 01 03 0 524248 0 PHILIP MORRIS COM 718154107 166090 4280689 SH DEFINED 01 05 0 4280689 0 SWATCH GROUP COM 7184725 7 100 SH DEFINED 01 10 100 0 0 SWATCH GROUP COM 7184736 6 400 SH DEFINED 01 10 400 0 0 PHILLIPS-VAN HEUSEN COM 718592108 2307 183072 SH DEFINED 01 183072 0 0 PHILLIPS-VAN HEUSEN COM 718592108 49 3811 SH DEFINED 01 02 0 3811 0 PHILLIPS-VAN HEUSEN COM 718592108 3 242 SH DEFINED 01 03 0 242 0 PHILLIPS-VAN HEUSEN COM 718592108 116 9200 SH DEFINED 01 05 0 9200 0 SWISS REINSURANCE CO. REGD COM 7189816 55 977 SH DEFINED 01 10 977 0 0 PHOENIX COMPANIES COM 71902E109 5833 428275 SH DEFINED 01 428275 0 0 PHOENIX COMPANIES COM 71902E109 473 34710 SH DEFINED 01 05 0 34710 0 PHOENIXTEC POWER CO COM 719080996 1041 1725000 SH DEFINED 01 1725000 0 0 PHOENIX TECHNOLOGY COM 719153108 596 82245 SH DEFINED 01 82245 0 0 PHOTON DYNAMICS COM 719364101 2795 150039 SH DEFINED 01 150039 0 0 PHOTON DYNAMICS COM 719364101 2 120 SH DEFINED 01 02 0 120 0 PHOTON DYNAMICS COM 719364101 126 6750 SH DEFINED 01 05 0 6750 0 PHOTRONICS COM 719405102 2888 287013 SH DEFINED 01 287013 0 0 PHOTRONICS COM 719405102 102 10188 SH DEFINED 01 05 0 10188 0 PHOTRONICS CORP COM 719405102 1 110 SH DEFINED 01 02 0 110 0 PIEDMONT NATURAL GAS COM 720186105 3647 102829 SH DEFINED 01 102829 0 0 PIER 1 IMPORTS COM 720279108 3349 175664 SH DEFINED 01 175664 0 0 ESSILOR INTL COM 7212477 9 230 SH DEFINED 01 10 230 0 0 PINNACLE ENTERTAINMENT COM 723456109 598 81376 SH DEFINED 01 81376 0 0 PINNACLE COM 723481107 4 360 SH DEFINED 01 02 0 360 0 PINNACLE SYSTEMS COM 723481107 3069 284232 SH DEFINED 01 284232 0 0 PINNACLE SYSTEMS COM 723481107 126 11700 SH DEFINED 01 05 0 11700 0 PINNACLE WEST CAPITAL COM 723484101 13961 502889 SH DEFINED 01 502889 0 0 PINNACLE WEST CAPITAL COM 723484101 548 19731 SH DEFINED 01 03 0 19731 0 PINNACLE WEST CAPITAL COM 723484101 27 988 SH DEFINED 01 05 0 988 0 PIONEER NATURAL RES COM 723787107 723 29800 SH DEFINED 01 02 0 29800 0 PIONEER NATURAL RESOURCES COM 723787107 53540 2207860 SH DEFINED 01 2207860 0 0 PIONEER NATURAL RESOURCES COM 723787107 1688 69600 SH DEFINED 01 03 0 69600 0 PIONEER NATURAL RESOURCES COM 723787107 7378 304240 SH DEFINED 01 05 0 304240 0 PIONEER STANDARD COM 723877106 1395 192787 SH DEFINED 01 192787 0 0 PIONEER STANDARD COM 723877106 2 222 SH DEFINED 01 03 0 222 0 PIONEER STANDARD COM 723877106 83 11550 SH DEFINED 01 05 0 11550 0 PIONEER STANDARD ELE COM 723877106 26 3667 SH DEFINED 01 02 0 3667 0 PITNEY BOWES COM 724479100 26933 883358 SH DEFINED 01 883358 0 0 PITNEY BOWES COM 724479100 121 4000 SH DEFINED 01 02 0 4000 0 PITNEY BOWES COM 724479100 1731 56755 SH DEFINED 01 03 0 56755 0 PITNEY BOWES COM 724479100 2127 69743 SH DEFINED 01 05 0 69743 0 SNAM RETE GAS COM 7251470 7 2394 SH DEFINED 01 10 2394 0 0 PITTSTON BRINK'S GROUP COM 725701106 51 2241 SH DEFINED 01 2241 0 0 PIXAR COM 725811103 1063 22093 SH DEFINED 01 22093 0 0 PIXELWORKS COM 72581M107 0 79 SH DEFINED 01 79 0 0 PLACER DOME COM 725906101 18991 2080000 SH DEFINED 01 2080000 0 0 PLACER DOME COM 725906101 612 67000 SH DEFINED 01 05 0 67000 0 PLAINS RESOURCES COM 726540503 1935 75060 SH DEFINED 01 75060 0 0 FORTIS GROUP COM 7266139 48 3382 SH DEFINED 01 10 3382 0 0 PUBLIC POWER CORP COM 7268298 2 134 SH DEFINED 01 10 134 0 0 PLANAR SYSTEMS COM 726900103 1677 105255 SH DEFINED 01 105255 0 0 PLANAR SYSTEMS COM 726900103 125 7860 SH DEFINED 01 05 0 7860 0 PLANAR SYSTEMS INC COM 726900103 2 120 SH DEFINED 01 02 0 120 0 PLANTRONICS COM 727493108 1059 64970 SH DEFINED 01 64970 0 0 PLANTRONICS COM 727493108 3 190 SH DEFINED 01 02 0 190 0 PLANTRONICS COM 727493108 138 8490 SH DEFINED 01 05 0 8490 0 PLAYBOY ENTERPRISES COM 728117300 1 86 SH DEFINED 01 86 0 0 PLAYTEX PRODUCTS COM 72813P100 2552 299976 SH DEFINED 01 299976 0 0 PLAYTEX PRODUCTS COM 72813P100 2 200 SH DEFINED 01 03 0 200 0 PLAYTEX PRODUCTS COM 72813P100 72 8500 SH DEFINED 01 05 0 8500 0 PLAYTEX PRODUCTS INC COM 72813P100 26 3088 SH DEFINED 01 02 0 3088 0 ARCELOR COM 7281875 11 1037 SH DEFINED 01 10 1037 0 0 TANDBERG ASA COM 7283440 4 442 SH DEFINED 01 10 442 0 0 PLEXUS COM 729132100 266 28788 SH DEFINED 01 28788 0 0 PLEXUS COM 729132100 3 290 SH DEFINED 01 03 0 290 0 PLEXUS CORP COM 729132100 42 4653 SH DEFINED 01 02 0 4653 0 PLUG PWR INC COM 72919P103 2 325 SH DEFINED 01 325 0 0 PLUM CREEK TIMBER COM 729251108 143 6301 SH DEFINED 01 6301 0 0 PLUM CREEK TIMBER COM 729251108 973 43030 SH DEFINED 01 03 0 43030 0 PLUM CREEK TIMBER COM 729251108 49 2163 SH DEFINED 01 05 0 2163 0 ZODIAC COM 7294334 2 110 SH DEFINED 01 10 110 0 0 POGO PRODUCING COM 730448107 33739 990578 SH DEFINED 01 990578 0 0 POGO PRODUCING COM 730448107 3941 115700 SH DEFINED 01 03 0 115700 0 POGO PRODUCING COM 730448107 1393 40893 SH DEFINED 01 05 0 40893 0 POGO PRODUCING CO COM 730448107 50488 1482377 SH DEFINED 01 02 0 1482377 0 POSCO COM 730455995 3112 35880 SH DEFINED 01 35880 0 0 POSCO COM 730455995 139 1600 SH DEFINED 01 05 0 1600 0 BNP PARIBAS S.A. COM 7309681 79 2410 SH DEFINED 01 10 2410 0 0 POLARIS INDS COM 731068102 4494 72486 SH DEFINED 01 72486 0 0 POLARIS INDS INC COM 731068102 1 20 SH DEFINED 01 02 0 20 0 POLO RALPH LAUREN COM 731572103 716 34461 SH DEFINED 01 34461 0 0 POLO RALPH LAUREN COM 731572103 75 3600 SH DEFINED 01 05 0 3600 0 POLYCOM COM 73172K104 56 8333 SH DEFINED 01 8333 0 0 POLYMEDICA COM 731738100 1007 38126 SH DEFINED 01 38126 0 0 POLYMER COM 731745105 0 116 SH DEFINED 01 116 0 0 POLYONE COM 73179P106 2468 287262 SH DEFINED 01 287262 0 0 POMEROY COMPUTER RES COM 731822102 565 57279 SH DEFINED 01 57279 0 0 POMEROY COMPUTER RES COM 731822102 25 2571 SH DEFINED 01 02 0 2571 0 POMEROY COMPUTER RES COM 731822102 2 156 SH DEFINED 01 03 0 156 0 POMEROY COMPUTER RES COM 731822102 70 7050 SH DEFINED 01 05 0 7050 0 AUTOROUTES ASF + COM 7327274 7 247 SH DEFINED 01 10 247 0 0 POPE & TALBOT COM 732827100 1928 150033 SH DEFINED 01 150033 0 0 POPE & TALBOT COM 732827100 51 3959 SH DEFINED 01 02 0 3959 0 POPE & TALBOT COM 732827100 3 250 SH DEFINED 01 03 0 250 0 POPE & TALBOT COM 732827100 158 12300 SH DEFINED 01 05 0 12300 0 POPULAR INC COM 733174106 10 312 SH DEFINED 01 312 0 0 LONZA GROUP AG COM 7333378 11 200 SH DEFINED 01 10 200 0 0 SCHINDLER COM 7337507 3 18 SH DEFINED 01 10 18 0 0 KONE CORP COM 7347573 3 120 SH DEFINED 01 10 120 0 0 PORTAL SOFTWARE COM 736126103 0 913 SH DEFINED 01 913 0 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 GROUP 4 FALCK A/S COM 7370115 5 212 SH DEFINED 01 10 212 0 0 PORTUGAL TELECOM COM 737260992 14903 3314510 SH DEFINED 01 3314510 0 0 PORTUGAL TELECOM COM 737260992 56 12556 SH DEFINED 01 03 0 12556 0 PORTUGAL TELECOM COM 737260992 12866 2861121 SH DEFINED 01 05 0 2861121 0 POST PROPERTIES COM 737464107 3 131 SH DEFINED 01 131 0 0 POTASH CORP SASK INC COM 73755L107 1418 22800 SH DEFINED 01 22800 0 0 POTLATCH COM 737628107 1694 59092 SH DEFINED 01 59092 0 0 POTLATCH COM 737628107 6 193 SH DEFINED 01 03 0 193 0 POTLATCH COM 737628107 201 7000 SH DEFINED 01 05 0 7000 0 POTLATCH CORP COM 737628107 89 3067 SH DEFINED 01 02 0 3067 0 CIE DE ST-GO COM 7380482 21 968 SH DEFINED 01 10 968 0 0 POWELL IND INC COM 739128106 564 30000 SH DEFINED 01 30000 0 0 POWELL IND INC COM 739128106 1 30 SH DEFINED 01 02 0 30 0 POWELL IND INC COM 739128106 66 3500 SH DEFINED 01 05 0 3500 0 POWER FINANCIAL CORP COM 739270999 658 30000 SH DEFINED 01 30000 0 0 POWER INTEGRATIONS COM 739276103 1089 89353 SH DEFINED 01 89353 0 0 POWER-ONE COM 739308104 199 66856 SH DEFINED 01 66856 0 0 POWER-ONE COM 739308104 55 18579 SH DEFINED 01 03 0 18579 0 POWER-ONE COM 739308104 3 932 SH DEFINED 01 05 0 932 0 POWERWAVE TECHNOLOGIES COM 739363109 11 2952 SH DEFINED 01 2952 0 0 PRACTICWORKS INC COM 739419109 1000 57825 SH DEFINED 01 57825 0 0 PRAECIS PHARMACEUTIC COM 739421105 0 135 SH DEFINED 01 135 0 0 PRAXAIR COM 74005P104 2556 50000 SH DEFINED 01 0 50000 0 PRAXAIR COM 74005P104 27467 537380 SH DEFINED 01 537380 0 0 PRAXAIR COM 74005P104 12681 248100 SH DEFINED 01 02 0 248100 0 PRAXAIR COM 74005P104 1937 37887 SH DEFINED 01 03 0 37887 0 PRAXAIR COM 74005P104 6640 129909 SH DEFINED 01 05 0 129909 0 PRE PAID LEGAL SVCS COM 740065107 1209 60836 SH DEFINED 01 60836 0 0 PRECISION CASTPARTS COM 740189105 4609 212539 SH DEFINED 01 212539 0 0 PRECISION CASTPARTS COM 740189105 14 650 SH DEFINED 01 03 0 650 0 PRECISION CASTPARTS COM 740189105 106 4900 SH DEFINED 01 05 0 4900 0 PRECISION DRILLING COM 74022D100 5627 186940 SH DEFINED 01 186940 0 0 PRECISION DRILLING COM 74022D100 611 20300 SH DEFINED 01 05 0 20300 0 PREDICTIVE SYSTEMS COM 74036W102 0 76 SH DEFINED 01 76 0 0 PREMCOR COM 74045Q104 416 26511 SH DEFINED 01 26511 0 0 PREMCOR COM 74045Q104 32 2040 SH DEFINED 01 05 0 2040 0 PRENTISS COM 740706106 4 127 SH DEFINED 01 127 0 0 PRESIDENTIAL LIFE CO COM 740884101 1325 91997 SH DEFINED 01 91997 0 0 PRESIDENT CHAIN STORE CORP COM 740910997 2443 1552635 SH DEFINED 01 1552635 0 0 PRICE COMMUNICATIONS COM 741437305 407 35906 SH DEFINED 01 35906 0 0 PRICE COMMUNICATIONS COM 741437305 43 3800 SH DEFINED 01 05 0 3800 0 T ROWE PRICE COM 74144T108 1227 49156 SH DEFINED 01 49156 0 0 T ROWE PRICE COM 74144T108 711 28502 SH DEFINED 01 03 0 28502 0 T ROWE PRICE COM 74144T108 35 1422 SH DEFINED 01 05 0 1422 0 PRICELINE.COM COM 741503106 1 1014 SH DEFINED 01 1014 0 0 PRICESMART INC COM 741511109 240 12000 SH DEFINED 01 12000 0 0 PRIDE INTL COM 74153Q102 840 64609 SH DEFINED 01 64609 0 0 PRIME SUCCESSION HOLDINGS COM 741572101 0 1197838 SH DEFINED 01 1197838 0 0 PRIMEDIA COM 74157K101 152 109764 SH DEFINED 01 109764 0 0 PRIMUS KNOWLEDGE COM 74163Q100 0 44 SH DEFINED 01 44 0 0 PRIMA ENERGY COM 741901201 840 40052 SH DEFINED 01 40052 0 0 PRIME HOSPITALITY CO COM 741917108 1158 141232 SH DEFINED 01 141232 0 0 PRIMUS TELECOMMUNICATIONS GROU COM 741929103 43 55099 SH DEFINED 01 55099 0 0 PRINCETON REVIEW INC COM 742352107 868 144700 SH DEFINED 01 144700 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 4256 162569 SH DEFINED 01 162569 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 2123 81090 SH DEFINED 01 03 0 81090 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 175 6667 SH DEFINED 01 05 0 6667 0 GJENSIDIGE NOR SPAREBANK COM 7426212 5 164 SH DEFINED 01 10 164 0 0 PRIORITY HEALTHCARE CL B COM 74264T102 3482 138173 SH DEFINED 01 138173 0 0 PROASSURANCE COM 74267C106 1283 75900 SH DEFINED 01 75900 0 0 PROASSURANCE COM 74267C106 125 7400 SH DEFINED 01 05 0 7400 0 PROCTER & GAMBLE COM 742718109 10279 115000 SH DEFINED 01 0 115000 0 PROCTER & GAMBLE COM 742718109 428053 4789134 SH DEFINED 01 4789134 0 0 PROCTER & GAMBLE COM 742718109 46188 516746 SH DEFINED 01 02 0 516746 0 PROCTER & GAMBLE COM 742718109 27244 304806 SH DEFINED 01 03 0 304806 0 PROCTER & GAMBLE COM 742718109 70813 792261 SH DEFINED 01 05 0 792261 0 PROCTER & GAMBLE COM 742718109 2275 25450 SH DEFINED 11 12 0 25450 0 PROCTER & GAMBLE COM 742718109 14167 158500 SH DEFINED 11 12 13 0 158500 0 PRIVATEBANCORP, INC. COM 742962103 3 90 SH DEFINED 01 02 0 90 0 PROGRESS ENERGY COM 743263105 24156 591035 SH DEFINED 01 591035 0 0 PROGRESS ENERGY COM 743263105 2118 51820 SH DEFINED 01 03 0 51820 0 PROGRESS ENERGY COM 743263105 195 4780 SH DEFINED 01 05 0 4780 0 PROGRESS ENERGY INC-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0 PROGRESS SOFTWARE CO COM 743312100 1373 113522 SH DEFINED 01 113522 0 0 PROGRESSIVE COM 743315103 5257 103819 SH DEFINED 01 103819 0 0 PROGRESSIVE COM 743315103 7432 146776 SH DEFINED 01 03 0 146776 0 PROGRESSIVE COM 743315103 128 2535 SH DEFINED 01 05 0 2535 0 PROMISE COM 743400996 1306 33900 SH DEFINED 01 33900 0 0 PROLOGIS TRUST COM 743410102 8 332 SH DEFINED 01 332 0 0 PROQUEST CO COM 74346P102 361 11900 SH DEFINED 01 11900 0 0 PROSEGUR DE SEGURIDAD COM 743555997 266 25600 SH DEFINED 01 25600 0 0 PROSPERITY BANCSHARE COM 743606105 988 58000 SH DEFINED 01 58000 0 0 PROSPERITY BANCSHARE COM 743606105 50 2904 SH DEFINED 01 02 0 2904 0 PROSPERITY BANCSHARE COM 743606105 3 171 SH DEFINED 01 03 0 171 0 PROSPERITY BANCSHARE COM 743606105 140 8200 SH DEFINED 01 05 0 8200 0 PROTECTIVE LIFE COM 743674103 3302 107325 SH DEFINED 01 107325 0 0 PROTECTIVE LIFE COM 743674103 30572 993553 SH DEFINED 01 03 0 993553 0 PROTECTIVE LIFE COM 743674103 308 10000 SH DEFINED 01 05 0 10000 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 COM 74369L103 72 8637 SH DEFINED 01 02 0 8637 0 PROTEIN DESIGN LABS COM 74369L103 1265 152519 SH DEFINED 01 152519 0 0 PROTEIN DESIGN LABS COM 74369L103 5 553 SH DEFINED 01 03 0 553 0 PROTEIN DESIGN LABS COM 74369L103 159 19100 SH DEFINED 01 05 0 19100 0 PROVIDENT BANKSHARES COM 743859100 1685 78077 SH DEFINED 01 78077 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 285 11360 SH DEFINED 01 11360 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 48 1910 SH DEFINED 01 05 0 1910 0 PROVINCE HEALTHCARE COM 743977100 5091 296849 SH DEFINED 01 296849 0 0 PROVINCE HEALTHCARE COM 743977100 2 135 SH DEFINED 01 02 0 135 0 PROVINCE HEALTHCARE COM 743977100 134 7800 SH DEFINED 01 05 0 7800 0 PROVIDIAN FIN COM 74406A102 745 152000 SH DEFINED 01 0 152000 0 PROVIDIAN FINANCIAL COM 74406A102 1158 236099 SH DEFINED 01 236099 0 0 PROVIDIAN FINANCIAL COM 74406A102 330 67261 SH DEFINED 01 03 0 67261 0 PROVIDIAN FINANCIAL COM 74406A102 16 3366 SH DEFINED 01 05 0 3366 0 PROXIM CORP - CL A COM 744283102 0 170 SH DEFINED 01 170 0 0 PRUDENTIAL FINANCIAL COM 744320102 15807 553450 SH DEFINED 01 553450 0 0 PRUDENTIAL FINANCIAL COM 744320102 3873 135595 SH DEFINED 01 03 0 135595 0 PRUDENTIAL FINANCIAL COM 744320102 737 25819 SH DEFINED 01 05 0 25819 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 26328 863246 SH DEFINED 01 863246 0 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1474 48323 SH DEFINED 01 03 0 48323 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 141 4615 SH DEFINED 01 05 0 4615 0 PUBLIC SERVICE ENERTERPRISE GR PRF 744573304 18724 390500 SH DEFINED 01 390500 0 0 PUBLIC SERVICE ENERTERPRISE GR PRF 744573304 5274 110000 SH DEFINED 01 05 0 110000 0 PUBLIC STORAGE COM 74460D109 9 287 SH DEFINED 01 287 0 0 PUGET ENERGY COM 745310102 273 13311 SH DEFINED 01 13311 0 0 PUGET ENERGY COM 745310102 40 1980 SH DEFINED 01 05 0 1980 0 PULITZER COM 745769109 1832 44000 SH DEFINED 01 44000 0 0 PULTE HOMES COM 745867101 90 2109 SH DEFINED 01 2109 0 0 PULTE HOMES COM 745867101 607 14247 SH DEFINED 01 03 0 14247 0 PULTE HOMES COM 745867101 31 719 SH DEFINED 01 05 0 719 0 PUMATECH INC COM 745887109 0 92 SH DEFINED 01 92 0 0 PURCHASEPRO.COM COM 746144302 0 70 SH DEFINED 01 70 0 0 QANTAS AIRLINES LTD AU;QAN COM 747269991 56 28840 SH DEFINED 01 03 0 28840 0 QRS COM 74726X105 328 49436 SH DEFINED 01 49436 0 0 QLOGIC COM 747277101 5494 210993 SH DEFINED 01 210993 0 0 QLOGIC COM 747277101 630 24164 SH DEFINED 01 03 0 24164 0 QLOGIC COM 747277101 4919 188893 SH DEFINED 01 05 0 188893 0 QLOGIC CORP COM 747277101 990 38000 SH DEFINED 01 0 38000 0 QLOGIC CORP COM 747277101 6017 231025 SH DEFINED 01 02 0 231025 0 QUAKER CHEMICAL COM 747316107 562 29203 SH DEFINED 01 29203 0 0 QUAKER CITY BANCORP COM 74731K106 1700 51250 SH DEFINED 01 51250 0 0 QUAKER CITY BANCORP COM 74731K106 64 1914 SH DEFINED 01 02 0 1914 0 QUAKER CITY BANCORP COM 74731K106 4 124 SH DEFINED 01 03 0 124 0 QUAKER CITY BANCORP COM 74731K106 206 6225 SH DEFINED 01 05 0 6225 0 QUALCOMM COM 747525103 1358 49174 SH DEFINED 01 49174 0 0 QUALCOMM COM 747525103 4996 180892 SH DEFINED 01 03 0 180892 0 QUALCOMM COM 747525103 251 9085 SH DEFINED 01 05 0 9085 0 QUANEX CORP COM 747620102 2335 67294 SH DEFINED 01 67294 0 0 QUANEX CORP COM 747620102 76 2217 SH DEFINED 01 02 0 2217 0 QUANEX CORP COM 747620102 5 143 SH DEFINED 01 03 0 143 0 QUANTA SERVICES COM 74762E102 6 2730 SH DEFINED 01 2730 0 0 QUANTUM COM 747906204 16 7324 SH DEFINED 01 7324 0 0 QUEST DIAGNOSTICS COM 74834L100 21838 354918 SH DEFINED 01 354918 0 0 QUEST DIAGNOSTICS COM 74834L100 49 805 SH DEFINED 01 02 0 805 0 QUEST DIAGNOSTICS COM 74834L100 18508 300800 SH DEFINED 01 05 0 300800 0 QUEST SOFTWARE COM 74834T103 3 266 SH DEFINED 01 266 0 0 QUEST SOFTWARE INC COM 74834T103 1 150 SH DEFINED 01 02 0 150 0 QUESTAR COM 748356102 13779 603273 SH DEFINED 01 603273 0 0 QUESTAR COM 748356102 2661 116500 SH DEFINED 01 05 0 116500 0 QUICKLOGIC CORP COM 74837P108 421 168500 SH DEFINED 01 168500 0 0 QUICKLOGIC CORP COM 74837P108 1 350 SH DEFINED 01 02 0 350 0 QUICKLOGIC CORP COM 74837P108 42 16800 SH DEFINED 01 05 0 16800 0 QUICKSILVER COM 74838C106 2624 116157 SH DEFINED 01 116157 0 0 QUICKSILVER COM 74838C106 120 5300 SH DEFINED 01 05 0 5300 0 QUIKSILVER INC COM 74838C106 2 90 SH DEFINED 01 02 0 90 0 QUINTILES TRANSNATIONAL COM 748767100 38 3992 SH DEFINED 01 3992 0 0 QUINTILES TRANSNATIONAL COM 748767100 260 27367 SH DEFINED 01 03 0 27367 0 QUINTILES TRANSNATIONAL COM 748767100 13 1364 SH DEFINED 01 05 0 1364 0 QWEST COMMUNICATIONS INTL COM 749121109 1794 787236 SH DEFINED 01 787236 0 0 QWEST COMMUNICATIONS INTL COM 749121109 890 390323 SH DEFINED 01 03 0 390323 0 QWEST COMMUNICATIONS INTL COM 749121109 45 19583 SH DEFINED 01 05 0 19583 0 R & G FINANCIAL CL B COM 749136107 2278 104419 SH DEFINED 01 104419 0 0 R & G FINANCIAL CL B COM 749136107 4 186 SH DEFINED 01 03 0 186 0 R & G FINANCIAL CL B COM 749136107 252 11531 SH DEFINED 01 05 0 11531 0 R & G FINANCIAL CORP COM 749136107 63 2852 SH DEFINED 01 02 0 2852 0 QUOVADX COM 74913K106 1 458 SH DEFINED 01 458 0 0 RCN COM 749361101 0 357 SH DEFINED 01 357 0 0 RFS HOTEL COM 74955J108 967 88000 SH DEFINED 01 88000 0 0 RFS HOTEL COM 74955J108 132 12000 SH DEFINED 01 05 0 12000 0 DONNELLEY (RH) COM 74955W307 2331 91309 SH DEFINED 01 91309 0 0 DONNELLEY (RH) COM 74955W307 301 11800 SH DEFINED 01 05 0 11800 0 RH DONNELLEY CORP COM 74955W307 4 140 SH DEFINED 01 02 0 140 0 RLI COM 749607107 2423 45161 SH DEFINED 01 45161 0 0 RLI COM 749607107 5 93 SH DEFINED 01 03 0 93 0 RLI COM 749607107 86 1600 SH DEFINED 01 05 0 1600 0 RLI CORP COM 749607107 86 1589 SH DEFINED 01 02 0 1589 0 RPC INC COM 749660106 703 71000 SH DEFINED 01 71000 0 0 RPC INC COM 749660106 68 6900 SH DEFINED 01 05 0 6900 0 RPM/OHIO COM 749685103 558 39674 SH DEFINED 01 39674 0 0 RSA SECURITY COM 749719100 8 2476 SH DEFINED 01 2476 0 0 RTL GROUP COM 749735999 93 3429 SH DEFINED 01 3429 0 0 RTI INTL METALS COM 74973W107 1150 109533 SH DEFINED 01 109533 0 0 RWE COM 749750998 4610 156531 SH DEFINED 01 156531 0 0 RWE COM 749750998 6311 214282 SH DEFINED 01 05 0 214282 0 RMH TELESERVICES COM 749938106 1673 205000 SH DEFINED 01 205000 0 0 RF MICRO DEVICES COM 749941100 555 92550 SH DEFINED 01 92550 0 0 RF MICRO DEVICES COM 749941100 58 9600 SH DEFINED 01 05 0 9600 0 RF MICRO DEVICES INC COM 749941100 1 130 SH DEFINED 01 02 0 130 0 RACING CHAMPION COM 750069106 1155 70700 SH DEFINED 01 70700 0 0 RADIAN GROUP COM 750236101 7002 214371 SH DEFINED 01 214371 0 0 RADIAN GROUP COM 750236101 24 725 SH DEFINED 01 03 0 725 0 RADIAN GROUP COM 750236101 180 5500 SH DEFINED 01 05 0 5500 0 RADIANT SYSTEMS COM 75025N102 694 86735 SH DEFINED 01 86735 0 0 RADIOLOGIX INC COM 75040K109 1 200 SH DEFINED 01 02 0 200 0 RADIO ONE CL A COM 75040P108 1 44 SH DEFINED 01 44 0 0 RADIO ONE CL D COM 75040P405 1957 118690 SH DEFINED 01 118690 0 0 RADIOSHACK COM 750438103 2528 126030 SH DEFINED 01 126030 0 0 RADIOSHACK COM 750438103 801 39927 SH DEFINED 01 03 0 39927 0 RADIOSHACK COM 750438103 40 1997 SH DEFINED 01 05 0 1997 0 RADISYS COM 750459109 218 54971 SH DEFINED 01 54971 0 0 RAINBOW TECHNOLOGIES COM 750862104 614 216252 SH DEFINED 01 216252 0 0 RAINBOW TECHNOLOGIES COM 750862104 23 8369 SH DEFINED 01 02 0 8369 0 RAINBOW TECHNOLOGIES COM 750862104 2 533 SH DEFINED 01 03 0 533 0 RAINBOW TECHNOLOGIES COM 750862104 45 15950 SH DEFINED 01 05 0 15950 0 RAINDANCE COMMUN INC COM 75086X106 35 11418 SH DEFINED 01 02 0 11418 0 RAINDANCE COMMUNICATIONS COM 75086X106 1426 461350 SH DEFINED 01 461350 0 0 RAINDANCE COMMUNICATIONS COM 75086X106 2 513 SH DEFINED 01 03 0 513 0 RAINDANCE COMMUNICATIONS COM 75086X106 44 14300 SH DEFINED 01 05 0 14300 0 RAMBUS INC COM 750917106 2 504 SH DEFINED 01 504 0 0 RALCORP HOLDINGS COM 751028101 3706 174276 SH DEFINED 01 174276 0 0 RALCORP HOLDINGS COM 751028101 6 296 SH DEFINED 01 03 0 296 0 RALCORP HOLDINGS COM 751028101 183 8600 SH DEFINED 01 05 0 8600 0 RALCORP HOLDINGS INC COM 751028101 97 4560 SH DEFINED 01 02 0 4560 0 RAMCO-GERSHENSON PROPERTIES COM 751452202 126 6400 SH DEFINED 01 6400 0 0 RAMCO-GERSHENSON PROPERTIES COM 751452202 26 1310 SH DEFINED 01 05 0 1310 0 RANGE RESOURCES COM 75281A109 1133 242000 SH DEFINED 01 242000 0 0 RANGE RESOURCES COM 75281A109 69 14783 SH DEFINED 01 02 0 14783 0 RANGE RESOURCES COM 75281A109 4 941 SH DEFINED 01 03 0 941 0 RANGE RESOURCES COM 75281A109 150 32000 SH DEFINED 01 05 0 32000 0 RANDGOLD & EXPLORATION-ADR COM 753009307 943 175000 SH DEFINED 01 175000 0 0 LONGHORN STEAK COM 753820109 3 135 SH DEFINED 01 02 0 135 0 RARE HOSPITALITY INTL COM 753820109 8876 378926 SH DEFINED 01 378926 0 0 RARE HOSPITALITY INTL COM 753820109 836 35714 SH DEFINED 01 05 0 35714 0 RARE MEDIUM GROUP INC COM 75382N208 0 1 SH DEFINED 01 1 0 0 RIUNIONE ADRIATICA DI SICURTA COM 754050995 999 85000 SH DEFINED 01 85000 0 0 RATIONAL SOFTWARE COM 75409P202 11216 2596500 SH DEFINED 01 2596500 0 0 RATIONAL SOFTWARE COM 75409P202 194 44955 SH DEFINED 01 03 0 44955 0 RATIONAL SOFTWARE COM 75409P202 273 63056 SH DEFINED 01 05 0 63056 0 RAYMOND JAMES FINANCIAL COM 754730109 4640 171435 SH DEFINED 01 171435 0 0 RAYONIER COM 754907103 359 8565 SH DEFINED 01 8565 0 0 RAYONIER COM 754907103 63 1510 SH DEFINED 01 05 0 1510 0 RAYOVAC COM 755081106 25 2090 SH DEFINED 01 2090 0 0 RAYTECH COM 755103108 19 3100 SH DEFINED 01 3100 0 0 RAYTHEON COM 755111507 35820 1222530 SH DEFINED 01 1222530 0 0 RAYTHEON COM 755111507 2748 93781 SH DEFINED 01 03 0 93781 0 RAYTHEON COM 755111507 586 20004 SH DEFINED 01 05 0 20004 0 RAZORFISH INC - CL A COM 755236205 0 14 SH DEFINED 01 14 0 0 READ RITE COM 755246105 18 34000 SH DEFINED 01 0 34000 0 READER'S DIGEST ASSN CL A COM 755267101 3585 229049 SH DEFINED 01 229049 0 0 READER'S DIGEST ASSN CL A COM 755267101 147 9400 SH DEFINED 01 05 0 9400 0 READERS DIGEST ASSN CL B COM 755267200 182 9800 SH DEFINED 01 9800 0 0 REALNETWORKS INC COM 75605L104 3 702 SH DEFINED 01 702 0 0 REALTEK SEMI144A GDR COM 756063103 163 15230 SH DEFINED 01 05 0 15230 0 REALITY INCOME CORP COM 756109104 1063 31111 SH DEFINED 01 31111 0 0 REALITY INCOME CORP COM 756109104 171 5000 SH DEFINED 01 05 0 5000 0 RECKSON ASSOCIATES REALTY COM 75621K106 5 212 SH DEFINED 01 212 0 0 RECKITT BENCKIS COM 756220992 644 34124 SH DEFINED 01 34124 0 0 RED ELECTRICA DE ESPANA COM 756499992 384 41000 SH DEFINED 01 41000 0 0 REDBACK NETWORKS COM 757209101 0 308 SH DEFINED 01 308 0 0 REDWOOD TRUST COM 758075402 3 117 SH DEFINED 01 03 0 117 0 REDWOOD TRUST INC COM 758075402 51 1844 SH DEFINED 01 02 0 1844 0 REEBOK INTL COM 758110100 11798 471046 SH DEFINED 01 471046 0 0 REEBOK INTL COM 758110100 371 14802 SH DEFINED 01 03 0 14802 0 REEBOK INTL COM 758110100 384 15353 SH DEFINED 01 05 0 15353 0 REED ELSEVIER PLC COM 758212708 958 111489 SH DEFINED 01 111489 0 0 REGAL BELOIT COM 758750103 1344 78543 SH DEFINED 01 78543 0 0 REGAL ENTERTAINMENT GROUP COM 758766109 5 270 SH DEFINED 01 270 0 0 REGENT COMMUNICATION COM 758865109 1677 329970 SH DEFINED 01 329970 0 0 REGENT COMMUNICATION COM 758865109 51 9963 SH DEFINED 01 02 0 9963 0 REGENT COMMUNICATION COM 758865109 3 630 SH DEFINED 01 03 0 630 0 REGENT COMMUNICATION COM 758865109 104 20550 SH DEFINED 01 05 0 20550 0 REGENERON PHARMACEUT COM 75886F107 1 100 SH DEFINED 01 02 0 100 0 REGENERON PHARMACEUTICALS COM 75886F107 2512 186054 SH DEFINED 01 186054 0 0 REGENERON PHARMACEUTICALS COM 75886F107 77 5700 SH DEFINED 01 05 0 5700 0 REGENERATION TECHNOLOGIES COM 75886N100 1800 225000 SH DEFINED 01 225000 0 0 REGIS CORP MINN COM 758932107 5229 184824 SH DEFINED 01 184824 0 0 REGIS CORP MINN COM 758932107 73 2589 SH DEFINED 01 02 0 2589 0 REGIS CORP MINN COM 758932107 4 158 SH DEFINED 01 03 0 158 0 REGIS CORP MINN COM 758932107 181 6400 SH DEFINED 01 05 0 6400 0 REGIONS FINANCIAL COM 758940100 243 7443 SH DEFINED 01 7443 0 0 REGIONS FINANCIAL COM 758940100 1682 51478 SH DEFINED 01 03 0 51478 0 REGIONS FINANCIAL COM 758940100 84 2574 SH DEFINED 01 05 0 2574 0 REHABCARE GROUP COM 759148109 2743 118631 SH DEFINED 01 118631 0 0 REHABCARE GROUP COM 759148109 143 6200 SH DEFINED 01 05 0 6200 0 REINSURANCE GROUP OF AMERICA COM 759351109 9703 375442 SH DEFINED 01 375442 0 0 REINSURANCE GROUP OF AMERICA COM 759351109 904 35000 SH DEFINED 01 05 0 35000 0 RELIANCE STEEL & ALU COM 759509102 75 3458 SH DEFINED 01 02 0 3458 0 RELIANCE STEEL & ALUMINUM COM 759509102 3415 156331 SH DEFINED 01 156331 0 0 RELIANCE STEEL & ALUMINUM COM 759509102 5 221 SH DEFINED 01 03 0 221 0 RELIANCE STEEL & ALUMINUM COM 759509102 151 6890 SH DEFINED 01 05 0 6890 0 RELIANT ENERGY COM 75952J108 105 10399 SH DEFINED 01 10399 0 0 RELIANT ENERGY COM 75952J108 709 70783 SH DEFINED 01 03 0 70783 0 RELIANT ENERGY COM 75952J108 36 3549 SH DEFINED 01 05 0 3549 0 REMEC COM 759543101 1784 523212 SH DEFINED 01 523212 0 0 REMEC COM 759543101 2 591 SH DEFINED 01 03 0 591 0 REMEC COM 759543101 192 56233 SH DEFINED 01 05 0 56233 0 REMEC INC COM 759543101 32 9251 SH DEFINED 01 02 0 9251 0 REMINGTON OIL & GAS COM 759594302 2483 176145 SH DEFINED 01 176145 0 0 REMINGTON OIL & GAS COM 759594302 162 11493 SH DEFINED 01 05 0 11493 0 RENAISSANCE LEARNING COM 75968L105 2 121 SH DEFINED 01 121 0 0 RENAL CARE GROUP COM 759930100 5531 168190 SH DEFINED 01 168190 0 0 RENTOKIL INITIAL COM 760101998 9430 2879679 SH DEFINED 01 2879679 0 0 RENTOKIL INITIAL COM 760101998 110 33474 SH DEFINED 01 03 0 33474 0 RENTOKIL INITIAL COM 760101998 12561 3835426 SH DEFINED 01 05 0 3835426 0 REPADRE CAPITAL CORP COM 76026J108 852 160000 SH DEFINED 01 160000 0 0 REPUBLIC BANCORP COM 760282103 3 215 SH DEFINED 01 215 0 0 REPUBLIC BANCORP COM 760282103 68 5158 SH DEFINED 01 02 0 5158 0 REPUBLIC BANCORP COM 760282103 4 326 SH DEFINED 01 03 0 326 0 REPUBLIC SERVICES COM 760759100 709 37719 SH DEFINED 01 37719 0 0 MAJESCOR RESOURCE COM 760960997 57 250000 SH DEFINED 01 250000 0 0 RESTORATION HARDWARE COM 760981100 439 97550 SH DEFINED 01 97550 0 0 RESTORATION HARDWARE COM 760981100 12 2471 SH DEFINED 01 02 0 2471 0 RESTORATION HARDWARE COM 760981100 2 488 SH DEFINED 01 03 0 488 0 RESTORATION HARDWARE COM 760981100 54 11900 SH DEFINED 01 05 0 11900 0 RANBAXY LABORATORIES COM 760990994 2019 106541 SH DEFINED 01 106541 0 0 RANBAXY LABORATORIES COM 760990994 87 4615 SH DEFINED 01 05 0 4615 0 RESMED COM 761152107 2895 101217 SH DEFINED 01 101217 0 0 RESORTS WORLD BHD COM 761200997 4396 1856000 SH DEFINED 01 1856000 0 0 RESORTS WORLD BHD COM 761200997 206 87000 SH DEFINED 01 05 0 87000 0 RESPIRONICS COM 761230101 5489 171496 SH DEFINED 01 171496 0 0 RESPIRONICS COM 761230101 267 8350 SH DEFINED 01 05 0 8350 0 RESPIRONICS INC COM 761230101 4 130 SH DEFINED 01 02 0 130 0 RETAIL EXCHANGE.COM PRF 761270XX0 0 1257143 SH DEFINED 01 05 0 1257143 0 RETEK COM 76128Q109 8 2282 SH DEFINED 01 2282 0 0 REYNOLDS & REYNOLDS COM 761695105 60 2663 SH DEFINED 01 2663 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1145 28409 SH DEFINED 01 28409 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 840 20840 SH DEFINED 01 03 0 20840 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 42 1041 SH DEFINED 01 05 0 1041 0 RHOEN-KLINIKUM AG VORZUG COM 762420990 771 20000 SH DEFINED 01 20000 0 0 RHOEN-KLINIKUM AG COM 762421998 311 7000 SH DEFINED 01 7000 0 0 RIGGS NATL CORP WASH COM 766570105 1279 89506 SH DEFINED 01 89506 0 0 RIGHT MANAGEMENT CON COM 766573109 1503 61000 SH DEFINED 01 61000 0 0 RIGHT MANAGEMENT CON COM 766573109 81 3304 SH DEFINED 01 02 0 3304 0 RIGHT MANAGEMENT CON COM 766573109 5 209 SH DEFINED 01 03 0 209 0 RIGHT MANAGEMENT CON COM 766573109 185 7500 SH DEFINED 01 05 0 7500 0 RIO TINTO COM 767208994 6853 426399 SH DEFINED 01 426399 0 0 RIO TINTO COM 767208994 10164 632373 SH DEFINED 01 05 0 632373 0 RITE AID COM 767754104 50 24000 SH DEFINED 01 0 24000 0 RITE AID COM 767754104 4 1675 SH DEFINED 01 1675 0 0 RIVERSTONE NETWORKS COM 769320102 0 553 SH DEFINED 01 553 0 0 ROADWAY CORPORATION COM 769742107 2224 60629 SH DEFINED 01 60629 0 0 ROBBINS & MYERS COM 770196103 815 43724 SH DEFINED 01 43724 0 0 ROBERT HALF INTL COM 770323103 61400 3868945 SH DEFINED 01 3868945 0 0 ROBERT HALF INTL COM 770323103 2126 133960 SH DEFINED 01 03 0 133960 0 ROBERT HALF INTL COM 770323103 13761 867172 SH DEFINED 01 05 0 867172 0 ROBERT HALF INTL INC COM 770323103 874 55100 SH DEFINED 01 02 0 55100 0 ROCHE HOLDINGS ADR COM 771195104 11 160 SH DEFINED 01 02 0 160 0 ROCK TENN CO COM 772739207 1659 107570 SH DEFINED 01 107570 0 0 ROCKWELL AUTOMATION COM 773903109 12331 757890 SH DEFINED 01 757890 0 0 ROCKWELL AUTOMATION COM 773903109 704 43246 SH DEFINED 01 03 0 43246 0 ROCKWELL AUTOMATION COM 773903109 1517 93271 SH DEFINED 01 05 0 93271 0 ROCKWELL COLLINS COM 774341101 136 6199 SH DEFINED 01 6199 0 0 ROCKWELL COLLINS COM 774341101 934 42577 SH DEFINED 01 03 0 42577 0 ROCKWELL COLLINS COM 774341101 47 2131 SH DEFINED 01 05 0 2131 0 ROGERS COMM INC CLB COM 775109200 201 32000 SH DEFINED 01 32000 0 0 ROGERS CORP COM 775133101 1159 49652 SH DEFINED 01 49652 0 0 ROHM COM 775300999 3029 25800 SH DEFINED 01 25800 0 0 ROHM COM 775300999 70 600 SH DEFINED 01 03 0 600 0 ROHM COM 775300999 5811 49500 SH DEFINED 01 05 0 49500 0 ROHM & HAAS COM 775371107 12727 410533 SH DEFINED 01 410533 0 0 ROHM & HAAS COM 775371107 1614 52085 SH DEFINED 01 03 0 52085 0 ROHM & HAAS COM 775371107 5269 169986 SH DEFINED 01 05 0 169986 0 ROHM & HAAS CO COM 775371107 5441 175490 SH DEFINED 01 02 0 175490 0 ROLLINS COM 775711104 537 27660 SH DEFINED 01 27660 0 0 ROPER INDS COM 776696106 3384 98089 SH DEFINED 01 98089 0 0 ROSLYN BANCORP COM 778162107 56 3209 SH DEFINED 01 3209 0 0 ROSS STORES COM 778296103 538 15119 SH DEFINED 01 15119 0 0 ROUND ONE CORP COM 779125996 230 150 SH DEFINED 01 150 0 0 ROUSE COM 779273101 224 7021 SH DEFINED 01 7021 0 0 ROWAN COMPANIES COM 779382100 59 3176 SH DEFINED 01 3176 0 0 ROWAN COMPANIES COM 779382100 407 21824 SH DEFINED 01 03 0 21824 0 ROWAN COMPANIES COM 779382100 20 1095 SH DEFINED 01 05 0 1095 0 ROXIO COM 780008108 993 327881 SH DEFINED 01 327881 0 0 ROXIO COM 780008108 75 24900 SH DEFINED 01 05 0 24900 0 ROYAL APPLIANCE COM 780076105 160 40194 SH DEFINED 01 40194 0 0 ROYAL DUTCH PETRO COM 780257804 32 800 SH DEFINED 01 02 0 800 0 ROYAL DUTCH PETROLEUM ADR COM 780257804 2969 73906 SH DEFINED 01 73906 0 0 ROYAL DUTCH PETROLEUM COM 780257994 17418 431438 SH DEFINED 01 431438 0 0 ROYAL DUTCH PETROLEUM COM 780257994 22265 551492 SH DEFINED 01 05 0 551492 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 16366 867237 SH DEFINED 01 867237 0 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 282 14955 SH DEFINED 01 03 0 14955 0 ROYAL BANK OF SCOTLAND GROUP COM 780261996 22632 1199245 SH DEFINED 01 05 0 1199245 0 ROYAL & SUN ALLIANCE INSURANCE COM 780490991 3830 2530300 SH DEFINED 01 2530300 0 0 ROYCE LOW-PRICE STK COM 780905808 39154 4350407 SH DEFINED 01 03 0 4350407 0 RUBY TUESDAY COM 781182100 4047 215511 SH DEFINED 01 215511 0 0 RUBY TUESDAY COM 781182100 52 2790 SH DEFINED 01 05 0 2790 0 RUDDICK COM 781258108 27 1780 SH DEFINED 01 1780 0 0 RUDOLPH TECHNOLOGIES COM 781270103 956 92955 SH DEFINED 01 92955 0 0 RUDOLPH TECHNOLOGIES COM 781270103 19 1914 SH DEFINED 01 02 0 1914 0 RUDOLPH TECHNOLOGIES COM 781270103 1 113 SH DEFINED 01 03 0 113 0 RUDOLPH TECHNOLOGIES COM 781270103 60 5826 SH DEFINED 01 05 0 5826 0 RURAL CELLULAR PIK 12.25% PRF 781904404 2705 27045 SH DEFINED 01 27045 0 0 RURAL CELLULAR PIK 12.25% PRF 781904404 598 5982 SH DEFINED 01 05 0 5982 0 RUSS BERRIE & CO COM 782233100 1927 64197 SH DEFINED 01 64197 0 0 RUSSELL CORP COM 782352108 1513 100964 SH DEFINED 01 100964 0 0 RYANS FAMILY STEAK COM 783519101 5136 421952 SH DEFINED 01 421952 0 0 RYANS FAMILY STEAK COM 783519101 49 3936 SH DEFINED 01 02 0 3936 0 RYANS FAMILY STEAK COM 783519101 3 245 SH DEFINED 01 03 0 245 0 RYANS FAMILY STEAK COM 783519101 403 33150 SH DEFINED 01 05 0 33150 0 RYDER SYSTEM COM 783549108 261 10446 SH DEFINED 01 10446 0 0 RYDER SYSTEM COM 783549108 361 14475 SH DEFINED 01 03 0 14475 0 RYDER SYSTEM COM 783549108 60 2391 SH DEFINED 01 05 0 2391 0 RYERSON TULL COM 78375P107 500 77823 SH DEFINED 01 77823 0 0 RYLAND GROUP COM 783764103 4235 113940 SH DEFINED 01 113940 0 0 S1 CORP COM 783770993 146 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 73321 3647849 SH DEFINED 01 3647849 0 0 SBC COMMUNICATIONS COM 78387G103 261 13000 SH DEFINED 01 02 0 13000 0 SBC COMMUNICATIONS COM 78387G103 16637 827737 SH DEFINED 01 03 0 827737 0 SBC COMMUNICATIONS COM 78387G103 19271 958695 SH DEFINED 01 05 0 958695 0 SBC COMMUNICATIONS COM 78387G103 86 4300 SH DEFINED 11 12 0 4300 0 SBS TECHNOLOGIES COM 78387P103 327 45733 SH DEFINED 01 45733 0 0 SBA COMMUNICATIONS COM 78388J106 0 73 SH DEFINED 01 73 0 0 SWISSCOM AG COM 783901994 386 1388 SH DEFINED 01 1388 0 0 SCM MICROSYSTEMS COM 784018103 194 49062 SH DEFINED 01 49062 0 0 SCP POOL COM 784028102 3791 138309 SH DEFINED 01 138309 0 0 SCP POOL COM 784028102 228 8300 SH DEFINED 01 05 0 8300 0 SCP POOL CORP COM 784028102 3 110 SH DEFINED 01 02 0 110 0 SCPIE HOLDINGS COM 78402P104 157 30820 SH DEFINED 01 30820 0 0 SEI INVESTMENTS COM 784117103 105 4392 SH DEFINED 01 4392 0 0 SEI INVESTMENTS COM 784117103 248 10400 SH DEFINED 01 03 0 10400 0 SEI INVESTMENTS CO COM 784117103 8690 363850 SH DEFINED 01 02 0 363850 0 SJW COM 784305104 273 3500 SH DEFINED 01 3500 0 0 SK TELECOM ADR COM 78440P108 10419 490769 SH DEFINED 01 490769 0 0 SK TELECOM ADR COM 78440P108 85 4001 SH DEFINED 01 03 0 4001 0 SK TELECOM ADR COM 78440P108 8216 387000 SH DEFINED 01 05 0 387000 0 SL GREEN REALTY COM 78440X101 1546 50304 SH DEFINED 01 50304 0 0 SL GREEN REALTY COM 78440X101 200 6500 SH DEFINED 01 05 0 6500 0 SL INDS COM 784413106 16 3000 SH DEFINED 01 3000 0 0 SLM COM 78442P106 311367 3342994 SH DEFINED 01 3342994 0 0 SLM COM 78442P106 3376 36250 SH DEFINED 01 03 0 36250 0 SLM COM 78442P106 60897 653836 SH DEFINED 01 05 0 653836 0 SLM CORP COM 78442P106 1025 11000 SH DEFINED 01 02 0 11000 0 SMC COM 784619991 3852 42787 SH DEFINED 01 42787 0 0 SMC COM 784619991 36 400 SH DEFINED 01 03 0 400 0 SMC COM 784619991 2962 32900 SH DEFINED 01 05 0 32900 0 SPS TECHNOLOGIES COM 784626103 2226 89258 SH DEFINED 01 89258 0 0 S&P 500 DEP RECPT COM 78462F103 1492 18237 SH DEFINED 01 02 0 18237 0 S&P DEPOSITARY RECEIPTS COM 78462F103 22333 272948 SH DEFINED 01 272948 0 0 S&P DEPOSITARY RECEIPTS COM 78462F103 32319 395000 SH DEFINED 01 05 0 395000 0 SYSCO CORP COM 78462F103 2004 70600 SH DEFINED 11 12 0 70600 0 SPSS COM 78462K102 1476 127618 SH DEFINED 01 127618 0 0 SPSS COM 78462K102 94 8100 SH DEFINED 01 05 0 8100 0 SPX COM 784635104 168 1663 SH DEFINED 01 1663 0 0 S1 COM 78463B101 831 155076 SH DEFINED 01 155076 0 0 S1 COM 78463B101 100 18600 SH DEFINED 01 05 0 18600 0 S1 CORPORATION COM 78463B101 2 450 SH DEFINED 01 02 0 450 0 SRA INTERNATIONAL INC COM 78464R105 565 19720 SH DEFINED 01 19720 0 0 SSL INTERNATIONAL COM 784730996 326 82000 SH DEFINED 01 82000 0 0 SWS GROUP COM 78503N107 4979 406456 SH DEFINED 01 406456 0 0 SWS GROUP COM 78503N107 345 28200 SH DEFINED 01 05 0 28200 0 SABRE HOLDINGS CL A COM 785905100 245 12674 SH DEFINED 01 12674 0 0 SABRE HOLDINGS CL A COM 785905100 653 33723 SH DEFINED 01 03 0 33723 0 SABRE HOLDINGS CL A COM 785905100 33 1694 SH DEFINED 01 05 0 1694 0 SAFECO COM 786429100 26357 829358 SH DEFINED 01 829358 0 0 SAFECO COM 786429100 945 29740 SH DEFINED 01 03 0 29740 0 SAFECO COM 786429100 3648 114812 SH DEFINED 01 05 0 114812 0 SAFECO CORP COM 786429100 528 16650 SH DEFINED 01 02 0 16650 0 SAFEGUARD SCIENTIFICS COM 786449108 1 555 SH DEFINED 01 555 0 0 SAFENET INC COM 78645R107 27 1685 SH DEFINED 01 02 0 1685 0 SAFENET INC COM 78645R107 2 104 SH DEFINED 01 03 0 104 0 SAFEWAY COM 786500991 4347 1325800 SH DEFINED 01 1325800 0 0 SAFEWAY COM 786514208 26362 1182211 SH DEFINED 01 1182211 0 0 SAFEWAY COM 786514208 2511 112603 SH DEFINED 01 03 0 112603 0 SAFEWAY COM 786514208 30737 1378346 SH DEFINED 01 05 0 1378346 0 SAFEWAY INC. COM 786514208 5708 255931 SH DEFINED 01 0 255931 0 SAFEWAY INC. COM 786514208 7482 335663 SH DEFINED 01 02 0 335663 0 SAGA COMMUNICATIONS COM 786598102 2 127 SH DEFINED 01 02 0 127 0 SAGE PLC COM 786639997 5329 3012694 SH DEFINED 01 3012694 0 0 SAGE PLC COM 786639997 100 56258 SH DEFINED 01 03 0 56258 0 SAIPEM COM 786801993 531 98201 SH DEFINED 01 98201 0 0 SANKYO JP;4501 COM 786900993 1903 147000 SH DEFINED 01 147000 0 0 ST FRANCIS CAP CORP COM 789374105 43 1840 SH DEFINED 01 02 0 1840 0 ST. FRANCIS CAPITAL COM 789374105 3 121 SH DEFINED 01 03 0 121 0 ST JOE COM 790148100 3475 125911 SH DEFINED 01 125911 0 0 ST JUDE MEDICAL COM 790849103 6 170 SH DEFINED 01 02 0 170 0 ST. JUDE MEDICAL COM 790849103 11030 308947 SH DEFINED 01 308947 0 0 ST. JUDE MEDICAL COM 790849103 1470 41178 SH DEFINED 01 03 0 41178 0 ST. JUDE MEDICAL COM 790849103 17014 476565 SH DEFINED 01 05 0 476565 0 ST MARY LD & EXPL COM 792228108 120 5035 SH DEFINED 01 02 0 5035 0 ST. MARY LAND & EXPLORATION COM 792228108 9466 396065 SH DEFINED 01 396065 0 0 ST. MARY LAND & EXPLORATION COM 792228108 8 317 SH DEFINED 01 03 0 317 0 ST. MARY LAND & EXPLORATION COM 792228108 757 31700 SH DEFINED 01 05 0 31700 0 ST PAUL COMPANIES COM 792860108 1022 35600 SH DEFINED 01 02 0 35600 0 ST. PAUL COMPANIES COM 792860108 29194 1016508 SH DEFINED 01 1016508 0 0 ST. PAUL COMPANIES COM 792860108 1513 52678 SH DEFINED 01 03 0 52678 0 ST. PAUL COMPANIES COM 792860108 3732 129965 SH DEFINED 01 05 0 129965 0 ST. PAUL COMPANIES CVT 9.00% PRF 792860306 28367 491200 SH DEFINED 01 491200 0 0 SAKS COM 79377W108 61 5788 SH DEFINED 01 5788 0 0 SALEM COMMUNICATIONS CL A COM 794093104 67 3000 SH DEFINED 01 3000 0 0 SALIX PHARMACEUTICALS LTD COM 795435106 452 53600 SH DEFINED 01 53600 0 0 SALTON COM 795757103 293 34472 SH DEFINED 01 34472 0 0 SAMYOUNG CORP COM 796081990 161 15000 SH DEFINED 01 15000 0 0 SAMSUNG SDI CO LTD COM 796600997 201 3000 SH DEFINED 01 3000 0 0 SAMSUNG ELECTRONICS COM 796611994 63124 259634 SH DEFINED 01 259634 0 0 SAMSUNG ELECTRONICS COM 796611994 10163 41800 SH DEFINED 01 05 0 41800 0 SAMSUNG ELECTRONICS COM 796700995 2308 19280 SH DEFINED 01 19280 0 0 SAMSUNG ELECTRONICS COM 796700995 103 860 SH DEFINED 01 05 0 860 0 SAMSUNG FIRE & MARIN COM 796722999 2311 39730 SH DEFINED 01 39730 0 0 SAMSUNG FIRE & MARIN COM 796722999 87 1490 SH DEFINED 01 05 0 1490 0 SAN DIEGO G&E $25 PRF 797440831 1558 59500 SH DEFINED 01 04 0 59500 0 SAN PAOLO-IMI COM 798200994 210 37300 SH DEFINED 01 37300 0 0 SANCHEZ COMPUTER ASSOCIATES COM 799702105 324 132770 SH DEFINED 01 132770 0 0 TARGET CORP COM 8.76E+110 18 600 SH DEFINED 11 12 13 0 600 0 TARGET CORP COM 8.76E+114 1027 34800 SH DEFINED 11 12 0 34800 0 TARGET CORP COM 8.76E+114 5021 170100 SH DEFINED 11 12 13 0 170100 0 SANDERSON FARMS INC COM 800013104 53 3330 SH DEFINED 01 02 0 3330 0 SANDERSON FARMS INC COM 800013104 3 208 SH DEFINED 01 03 0 208 0 SANDISK COM 80004C101 966 73636 SH DEFINED 01 73636 0 0 SANDISK COM 80004C101 110 8400 SH DEFINED 01 05 0 8400 0 SAN-DISK COM 80004C101 2 170 SH DEFINED 01 02 0 170 0 SANDVIK AB-A SHS COM 800200990 177 7531 SH DEFINED 01 7531 0 0 SANDY SPRINGS & SVNG COM 800363103 50 1599 SH DEFINED 01 02 0 1599 0 SANDY SPRINGS BANCORP COM 800363103 1609 52235 SH DEFINED 01 52235 0 0 SANDY SPRINGS BANCORP COM 800363103 5 173 SH DEFINED 01 03 0 173 0 SANDY SPRINGS BANCORP COM 800363103 198 6415 SH DEFINED 01 05 0 6415 0 SANLAM COM 800800997 3969 5577539 SH DEFINED 01 5577539 0 0 SANLAM COM 800800997 183 256867 SH DEFINED 01 05 0 256867 0 SANMINA-SCI COM 800907107 88 31717 SH DEFINED 01 31717 0 0 SANMINA-SCI COM 800907107 338 122104 SH DEFINED 01 03 0 122104 0 SANMINA-SCI COM 800907107 17 6120 SH DEFINED 01 05 0 6120 0 SANGSTAT MEDICAL COM 801003104 1504 72083 SH DEFINED 01 72083 0 0 SANGSTAT MEDICAL COM 801003104 204 9800 SH DEFINED 01 05 0 9800 0 SANGSTAT MEDICAL CP COM 801003104 3 120 SH DEFINED 01 02 0 120 0 SANTANDER BANCORP COM 802809103 2 141 SH DEFINED 01 141 0 0 SAP ADR COM 803054204 1125 100000 SH DEFINED 01 100000 0 0 SAPIENT COM 803062108 1 588 SH DEFINED 01 588 0 0 SAPPI LTD SPONSORED ADR COM 803069202 186 16250 SH DEFINED 01 16250 0 0 SAPPI LTD SPONSORED ADR COM 803069202 38 3290 SH DEFINED 01 05 0 3290 0 SARA LEE COM 803111103 21009 1148660 SH DEFINED 01 1148660 0 0 SARA LEE COM 803111103 4735 258878 SH DEFINED 01 03 0 258878 0 SARA LEE COM 803111103 3151 172268 SH DEFINED 01 05 0 172268 0 SARA LEE CORP COM 803111103 375 20500 SH DEFINED 01 02 0 20500 0 SASOL COM 803900992 2647 234852 SH DEFINED 01 234852 0 0 SASOL COM 803900992 141 12551 SH DEFINED 01 05 0 12551 0 SAVVIS COMMUNICATIONS COM 805423100 0 229 SH DEFINED 01 229 0 0 SCANA COM 80589M102 110 4253 SH DEFINED 01 4253 0 0 SCANSOURCE INC COM 806037107 697 12000 SH DEFINED 01 12000 0 0 SCANSOURCE INC COM 806037107 1 20 SH DEFINED 01 02 0 20 0 SCANSOURCE INC COM 806037107 87 1500 SH DEFINED 01 05 0 1500 0 SCANSOFT INC COM 80603P107 436 132000 SH DEFINED 01 132000 0 0 SCANSOFT INC COM 80603P107 36 10672 SH DEFINED 01 02 0 10672 0 SCANSOFT INC COM 80603P107 2 668 SH DEFINED 01 03 0 668 0 SCANSOFT INC COM 80603P107 51 15600 SH DEFINED 01 05 0 15600 0 SCHEIN (HENRY) COM 806407102 93 1761 SH DEFINED 01 1761 0 0 SCHERING COM 806584991 15269 318548 SH DEFINED 01 318548 0 0 SCHERING COM 806584991 206 4302 SH DEFINED 01 03 0 4302 0 SCHERING COM 806584991 21319 444770 SH DEFINED 01 05 0 444770 0 SCHERING AG - ADR COM 806585204 8 160 SH DEFINED 01 02 0 160 0 SCHERING PLOUGH COM 806605101 1279 60000 SH DEFINED 01 0 60000 0 SCHERING PLOUGH COM 806605101 247 11600 SH DEFINED 01 02 0 11600 0 SCHERING-PLOUGH COM 806605101 60225 2824807 SH DEFINED 01 2824807 0 0 SCHERING-PLOUGH COM 806605101 8253 387102 SH DEFINED 01 03 0 387102 0 SCHERING-PLOUGH COM 806605101 15625 732886 SH DEFINED 01 05 0 732886 0 SCHLUMBERGER COM 806857108 200263 5207084 SH DEFINED 01 5207084 0 0 SCHLUMBERGER COM 806857108 5334 138688 SH DEFINED 01 03 0 138688 0 SCHLUMBERGER COM 806857108 70806 1841024 SH DEFINED 01 05 0 1841024 0 SCHLUMBERGER LTD COM 806857108 13604 353766 SH DEFINED 01 02 0 353766 0 SCHOLASTIC COM 807066105 958 21459 SH DEFINED 01 21459 0 0 SCHOLASTIC COM 807066105 5187 116100 SH DEFINED 01 05 0 116100 0 SCHOOL SPECIALTY COM 807863105 1431 57214 SH DEFINED 01 57214 0 0 SCHULMAN (A) COM 808194104 1736 100128 SH DEFINED 01 100128 0 0 SCHULMAN (A) COM 808194104 4 259 SH DEFINED 01 03 0 259 0 SCHULMAN (A) COM 808194104 213 12300 SH DEFINED 01 05 0 12300 0 SCHULMAN (A.) INC COM 808194104 75 4284 SH DEFINED 01 02 0 4284 0 UBS COM 808411995 23507 564906 SH DEFINED 01 564906 0 0 UBS COM 808411995 257 6171 SH DEFINED 01 03 0 6171 0 UBS COM 808411995 11933 286782 SH DEFINED 01 05 0 286782 0 SCHWAB (CHARLES) COM 808513105 1101 126570 SH DEFINED 01 126570 0 0 SCHWAB (CHARLES) COM 808513105 3035 348885 SH DEFINED 01 03 0 348885 0 SCHWAB (CHARLES) COM 808513105 139 15940 SH DEFINED 01 05 0 15940 0 SCHWAB CHARLES CORP COM 808513105 131 15000 SH DEFINED 01 0 15000 0 SCHWAB CHARLES CORP COM 808513105 16937 1946574 SH DEFINED 01 02 0 1946574 0 SCHWEITZER MAUDUIT COM 808541106 1000 46856 SH DEFINED 01 46856 0 0 SCIENTIFIC-ATLANTA COM 808655104 3320 265401 SH DEFINED 01 265401 0 0 SCIENTIFIC-ATLANTA COM 808655104 456 36448 SH DEFINED 01 03 0 36448 0 SCIENTIFIC-ATLANTA COM 808655104 197 15726 SH DEFINED 01 05 0 15726 0 SCIENTIFIC GAMES COM 80874P109 1461 218000 SH DEFINED 01 218000 0 0 SCIOS COM 808905103 1912 75100 SH DEFINED 01 75100 0 0 SCIOS COM 808905103 113 4450 SH DEFINED 01 05 0 4450 0 SCIOS INC COM 808905103 3 100 SH DEFINED 01 02 0 100 0 SCIQUEST INC COM 80908Q107 0 82 SH DEFINED 01 82 0 0 SCOTTS CO CLA COM 810186106 3888 93268 SH DEFINED 01 93268 0 0 SCRIPPS (EW) CL A COM 811054204 2922 42172 SH DEFINED 01 42172 0 0 SEACHANGE INTL COM 811699107 1 78 SH DEFINED 01 78 0 0 SEACOAST BANK COR FL COM 811707306 44 2324 SH DEFINED 01 02 0 2324 0 SEACOAST BANKING OF FLORIDA COM 811707306 1315 68577 SH DEFINED 01 68577 0 0 SEACOAST BANKING OF FLORIDA COM 811707306 3 138 SH DEFINED 01 03 0 138 0 SEACOAST BANKING OF FLORIDA COM 811707306 154 8023 SH DEFINED 01 05 0 8023 0 SEACOAST FINL SERV COM 81170Q106 3460 172412 SH DEFINED 01 172412 0 0 SEACOAST FINL SERV COM 81170Q106 91 4563 SH DEFINED 01 02 0 4563 0 SEACOAST FINL SERV COM 81170Q106 6 289 SH DEFINED 01 03 0 289 0 SEACOAST FINL SERV COM 81170Q106 242 12050 SH DEFINED 01 05 0 12050 0 SEACOR SMIT COM 811904101 2597 63361 SH DEFINED 01 63361 0 0 SEALED AIR COM 81211K100 3308 195858 SH DEFINED 01 195858 0 0 SEALED AIR COM 81211K100 330 19536 SH DEFINED 01 03 0 19536 0 SEALED AIR COM 81211K100 17 978 SH DEFINED 01 05 0 978 0 SEARS, ROEBUCK & CO COM 812387108 4935 126532 SH DEFINED 01 126532 0 0 SEARS, ROEBUCK & CO COM 812387108 2868 73544 SH DEFINED 01 03 0 73544 0 SEARS, ROEBUCK & CO COM 812387108 7164 183697 SH DEFINED 01 05 0 183697 0 SECOM COM 813113990 7800 195000 SH DEFINED 01 195000 0 0 SECOM COM 813113990 80 2000 SH DEFINED 01 03 0 2000 0 SECOM COM 813113990 4840 121000 SH DEFINED 01 05 0 121000 0 SECOND BANCORP INC COM 813114105 39 1489 SH DEFINED 01 02 0 1489 0 SECOND BANCORP INC COM 813114105 2 93 SH DEFINED 01 03 0 93 0 AMEX CONSUMER STAPLE COM 81369Y308 19 957 SH DEFINED 01 02 0 957 0 AMEX ENERGY SELECT S COM 81369Y506 7 370 SH DEFINED 01 02 0 370 0 AMEX FINANCIAL SELEC COM 81369Y605 12 546 SH DEFINED 01 02 0 546 0 AMEX TECH SEL SPDR COM 81369Y803 7 660 SH DEFINED 01 02 0 660 0 SECURE COMPUTING COM 813705100 922 288000 SH DEFINED 01 288000 0 0 SEEBEYOND TECHNOLOGY CORP COM 815704101 0 172 SH DEFINED 01 172 0 0 SELECT MEDICAL COM 816196109 2562 179200 SH DEFINED 01 179200 0 0 SELECT MEDICAL COM 816196109 126 8800 SH DEFINED 01 05 0 8800 0 SELECT MEDICAL CORP COM 816196109 2 170 SH DEFINED 01 02 0 170 0 SELECTIVE INSURANCE GROUP COM 816300107 1845 84897 SH DEFINED 01 84897 0 0 SEMBCORP LOGISTICS LIMITED COM 816625990 331 350000 SH DEFINED 01 350000 0 0 SEMTECH COM 816850101 6658 686384 SH DEFINED 01 686384 0 0 SEMTECH COM 816850101 193 19900 SH DEFINED 01 05 0 19900 0 SEMPRA ENERGY COM 816851109 40934 2083080 SH DEFINED 01 2083080 0 0 SEMPRA ENERGY COM 816851109 941 47897 SH DEFINED 01 03 0 47897 0 SEMPRA ENERGY COM 816851109 82 4184 SH DEFINED 01 05 0 4184 0 SEMPRA ENERGY CVT PFD CVT PRF 816851208 8484 400000 SH DEFINED 01 400000 0 0 SEMI TOOL COM 816909105 2574 499800 SH DEFINED 01 499800 0 0 SEMI TOOL COM 816909105 273 53100 SH DEFINED 01 05 0 53100 0 SENSIENT TECH COM 81725T100 93 4433 SH DEFINED 01 02 0 4433 0 SENSIENT TECHNOLOGIES COM 81725T100 3289 155687 SH DEFINED 01 155687 0 0 SENSIENT TECHNOLOGIES COM 81725T100 6 282 SH DEFINED 01 03 0 282 0 SENSIENT TECHNOLOGIES COM 81725T100 270 12800 SH DEFINED 01 05 0 12800 0 SERCO GROUP COM 817314990 99 45000 SH DEFINED 01 45000 0 0 SEPRACOR COM 817315104 29 5500 SH DEFINED 01 5500 0 0 SEQUA CL A COM 817320104 21 400 SH DEFINED 01 400 0 0 SEQUA CL B COM 817320203 345 6000 SH DEFINED 01 6000 0 0 SEQUENOM INC COM 817337108 0 61 SH DEFINED 01 61 0 0 SERENA SOFTWARE COM 817492101 1522 126798 SH DEFINED 01 126798 0 0 SEROLOGICALS COM 817523103 2578 192540 SH DEFINED 01 192540 0 0 SEROLOGICALS COM 817523103 140 10460 SH DEFINED 01 05 0 10460 0 SEROLOGICALS CORP COM 817523103 2 180 SH DEFINED 01 02 0 180 0 SERVICE CORP INTL COM 817565104 5 1466 SH DEFINED 01 1466 0 0 SERVICEMASTER CO COM 81760N109 8 741 SH DEFINED 01 741 0 0 SES GLOBAL-FDR COM 817711997 211 42700 SH DEFINED 01 42700 0 0 7-ELEVEN COM 817826209 643 75000 SH DEFINED 01 75000 0 0 7-ELEVEN COM 817826209 79 9200 SH DEFINED 01 05 0 9200 0 7-ELEVEN INC COM 817826209 2 280 SH DEFINED 01 02 0 280 0 SEVEN-ELEVEN JAPAN COM 818500993 13570 401000 SH DEFINED 01 401000 0 0 SEVEN-ELEVEN JAPAN COM 818500993 102 3000 SH DEFINED 01 03 0 3000 0 SEVEN-ELEVEN JAPAN COM 818500993 7140 211000 SH DEFINED 01 05 0 211000 0 SINOPAC HOLDINGS COMPANY COM 819433996 2112 5161042 SH DEFINED 01 5161042 0 0 SHARPER IMAGE THE COM 820013100 1090 57000 SH DEFINED 01 57000 0 0 SHARPER IMAGE THE COM 820013100 132 6900 SH DEFINED 01 05 0 6900 0 SHARPER IMAGE,THE COM 820013100 2 110 SH DEFINED 01 02 0 110 0 SHAW GROUP COM 820280105 11871 836019 SH DEFINED 01 836019 0 0 SHAW GROUP COM 820280105 33 2350 SH DEFINED 01 03 0 2350 0 SHAW GROUP COM 820280105 260 18300 SH DEFINED 01 05 0 18300 0 SHERWIN-WILLIAMS COM 824348106 122 5152 SH DEFINED 01 5152 0 0 SHERWIN-WILLIAMS COM 824348106 829 35029 SH DEFINED 01 03 0 35029 0 SHERWIN-WILLIAMS COM 824348106 41 1749 SH DEFINED 01 05 0 1749 0 SHINSEGAE CO LTD COM 824555999 1388 9210 SH DEFINED 01 9210 0 0 SHINSEGAE CO LTD COM 824555999 68 450 SH DEFINED 01 05 0 450 0 SHINHAN FINANCIAL GROUP COM 824777999 1732 153520 SH DEFINED 01 153520 0 0 SHINHAN FINANCIAL GROUP COM 824777999 77 6810 SH DEFINED 01 05 0 6810 0 SHOPKO STORES COM 824911101 1181 90443 SH DEFINED 01 90443 0 0 SHOPKO STORES COM 824911101 57 4432 SH DEFINED 01 02 0 4432 0 SHOPKO STORES COM 824911101 4 282 SH DEFINED 01 03 0 282 0 SHIMIZU CORP COM 824924997 22 7000 SH DEFINED 01 03 0 7000 0 SHIN-ETSU CHEMICAL COM 824925994 3293 99468 SH DEFINED 01 99468 0 0 SHIN-ETSU CHEMICAL COM 824925994 70 2100 SH DEFINED 01 03 0 2100 0 SHIN-ETSU CHEMICAL COM 824925994 5684 171700 SH DEFINED 01 05 0 171700 0 SHUFFLE MASTER INC COM 825549108 1048 56305 SH DEFINED 01 56305 0 0 SIAM CEMENT-PCL-NVDR COM 825566995 2731 157100 SH DEFINED 01 157100 0 0 SIAM CEMENT-PCL-NVDR COM 825566995 110 6300 SH DEFINED 01 05 0 6300 0 SHURGARD STORAGE CTR COM 82567D104 3552 112316 SH DEFINED 01 112316 0 0 SICOR COM 825846108 1491 97954 SH DEFINED 01 97954 0 0 SIDERCA S.A.I.C COM 825863103 171 11000 SH DEFINED 01 11000 0 0 INVENSYS COM 825995996 6346 6642983 SH DEFINED 01 6642983 0 0 INVENSYS COM 825995996 70 73293 SH DEFINED 01 03 0 73293 0 INVENSYS COM 825995996 8765 9174800 SH DEFINED 01 05 0 9174800 0 SIEBEL SYSTEMS COM 826170102 29252 5087319 SH DEFINED 01 5087319 0 0 SIEBEL SYSTEMS COM 826170102 640 111241 SH DEFINED 01 03 0 111241 0 SIEBEL SYSTEMS COM 826170102 5576 969682 SH DEFINED 01 05 0 969682 0 SIEBEL SYSTEMS CVT CONV BND 826170AC6 231 260000 PRN DEFINED 01 02 0 0 260000 SIEMENS COM 826197105 3659 108900 SH DEFINED 01 108900 0 0 SIERRA HEALTH SERVIC COM 826322109 2553 142305 SH DEFINED 01 142305 0 0 SIERRA HEALTH SERVIC COM 826322109 2 100 SH DEFINED 01 02 0 100 0 SIERRA HEALTH SERVIC COM 826322109 115 6400 SH DEFINED 01 05 0 6400 0 SIERRA PACIFIC RESOURCES COM 826428104 26 4306 SH DEFINED 01 4306 0 0 SIGMA-ALDRICH COM 826552101 68299 1386212 SH DEFINED 01 1386212 0 0 SIGMA-ALDRICH COM 826552101 3155 64052 SH DEFINED 01 02 0 64052 0 SIGMA-ALDRICH COM 826552101 6348 128851 SH DEFINED 01 03 0 128851 0 SIGMA-ALDRICH COM 826552101 15403 312639 SH DEFINED 01 05 0 312639 0 SIGNET GROUP COM 826680993 3940 3037215 SH DEFINED 01 3037215 0 0 SIGNET GROUP COM 826680993 5017 3866446 SH DEFINED 01 05 0 3866446 0 SILICON LABORATORIES COM 826919102 578 31530 SH DEFINED 01 31530 0 0 SILGAN HOLDINGS COM 827048109 1735 61000 SH DEFINED 01 61000 0 0 SILGAN HOLDINGS COM 827048109 77 2708 SH DEFINED 01 02 0 2708 0 SILGAN HOLDINGS COM 827048109 5 172 SH DEFINED 01 03 0 172 0 SILGAN HOLDINGS COM 827048109 213 7500 SH DEFINED 01 05 0 7500 0 SILICON GRAPHICS INC COM 827056102 1 1043 SH DEFINED 01 1043 0 0 SILICON STORAGE TECHNOLOGY COM 827057100 1059 271003 SH DEFINED 01 271003 0 0 SILICON IMAGE COM 82705T102 0 122 SH DEFINED 01 122 0 0 SILICON VALLEY BANCSHARES COM 827064106 584 34485 SH DEFINED 01 34485 0 0 SILICONIX INC COM 827079203 3 173 SH DEFINED 01 173 0 0 SIMON PROPERTY GROUP COM 828806109 13414 375440 SH DEFINED 01 375440 0 0 SIMON PROPERTY GROUP COM 828806109 1550 43390 SH DEFINED 01 03 0 43390 0 SIMON PROPERTY GROUP COM 828806109 595 16668 SH DEFINED 01 05 0 16668 0 SIMPSON MFG COM 829073105 5264 167684 SH DEFINED 01 167684 0 0 SIMPSON MFG COM 829073105 201 6400 SH DEFINED 01 05 0 6400 0 SINCLAIR BROADCAST GROUP CL A COM 829226109 1602 116890 SH DEFINED 01 116890 0 0 SINCLAIR BROADCAST GROUP CL A COM 829226109 73 5340 SH DEFINED 01 05 0 5340 0 SINGAPORE AIR FGN RG COM 829295104 49 9000 SH DEFINED 01 03 0 9000 0 SINGAPORE AIRLINES COM 829295997 130 24059 SH DEFINED 01 24059 0 0 SINGAPORE TECH ENGINEERING LTD COM 829298991 141 150000 SH DEFINED 01 150000 0 0 SINGAPORE TELECOM COM 829300995 758 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 0 274 SH DEFINED 01 274 0 0 SIX CONTINENTS COM 829900992 2800 300200 SH DEFINED 01 300200 0 0 SIX FLAGS COM 83001P109 531 151197 SH DEFINED 01 151197 0 0 SIX FLAGS COM 83001P109 7 1960 SH DEFINED 01 05 0 1960 0 SK TELECOM COM 830530994 5530 28650 SH DEFINED 01 28650 0 0 SK TELECOM COM 830530994 246 1275 SH DEFINED 01 05 0 1275 0 SKY FINL GROUP INC COM 83080P103 349 17519 SH DEFINED 01 17519 0 0 SKY FINL GROUP INC COM 83080P103 69 3450 SH DEFINED 01 05 0 3450 0 SKYLINE COM 830830105 716 26318 SH DEFINED 01 26318 0 0 SKYWEST COM 830879102 8257 630304 SH DEFINED 01 630304 0 0 SKYWEST COM 830879102 1073 81900 SH DEFINED 01 03 0 81900 0 SKYWEST COM 830879102 359 27427 SH DEFINED 01 05 0 27427 0 SKYWEST INC COM 830879102 19102 1458197 SH DEFINED 01 02 0 1458197 0 SKYWORKS SOLUTIONS COM 83088M102 3220 710984 SH DEFINED 01 710984 0 0 SKYWORKS SOLUTIONS COM 83088M102 44 9695 SH DEFINED 01 02 0 9695 0 SKYWORKS SOLUTIONS COM 83088M102 3 589 SH DEFINED 01 03 0 589 0 SKYWORKS SOLUTIONS COM 83088M102 171 37840 SH DEFINED 01 05 0 37840 0 SMARTFORCE ADR COM 83170A206 412 125000 SH DEFINED 01 125000 0 0 SMITH (A O) CORP COM 831865209 78 2730 SH DEFINED 01 02 0 2730 0 SMITH (AO) COM 831865209 4161 146419 SH DEFINED 01 146419 0 0 SMITH (AO) COM 831865209 5 188 SH DEFINED 01 03 0 188 0 SMITH (AO) COM 831865209 206 7260 SH DEFINED 01 05 0 7260 0 SMITH & NEPHEW COM 831911995 540 89349 SH DEFINED 01 89349 0 0 SMITH INTL COM 832110100 684 23340 SH DEFINED 01 23340 0 0 SMITHFIELD FOODS COM 832248108 71 4485 SH DEFINED 01 4485 0 0 JM SMUCKER CO COM 832696405 76 2064 SH DEFINED 01 2064 0 0 SMURFIT COM 832727101 2 160 SH DEFINED 01 10 160 0 0 SMURFIT STONE CONTNR COM 832727101 5212 414890 SH DEFINED 01 02 0 414890 0 SMURFIT-STONE CONTAINER COM 832727101 5266 419252 SH DEFINED 01 419252 0 0 SMURFIT-STONE CONTAINER COM 832727101 89 7050 SH DEFINED 01 03 0 7050 0 SMURFIT-STONE CONTAINER COM 832727101 8792 700000 SH DEFINED 01 05 0 700000 0 SNAM RETE GAS 144 COM 833029556 358 120200 SH DEFINED 01 120200 0 0 SNAM RETE GAS 144 COM 833029556 143 48191 SH DEFINED 01 03 0 48191 0 SNAP-ON COM 833034101 47 2039 SH DEFINED 01 2039 0 0 SNAP-ON COM 833034101 312 13576 SH DEFINED 01 03 0 13576 0 SNAP-ON COM 833034101 16 678 SH DEFINED 01 05 0 678 0 SOCIETE GENERALE CL A COM 833639990 3533 83800 SH DEFINED 01 83800 0 0 SOFTWARE AG COM 834024994 145 16900 SH DEFINED 01 16900 0 0 SOLA INTL COM 834092108 814 80977 SH DEFINED 01 80977 0 0 SOLECTRON COM 834182107 55 26139 SH DEFINED 01 26139 0 0 SOLECTRON COM 834182107 405 191758 SH DEFINED 01 03 0 191758 0 SOLECTRON COM 834182107 20 9615 SH DEFINED 01 05 0 9615 0 SOLECTRON CORP COM 834182107 295 140000 SH DEFINED 01 0 140000 0 SOLECTRON CORP COM 834182107 29 13890 SH DEFINED 01 02 0 13890 0 SOLUTIA COM 834376105 1524 291933 SH DEFINED 01 291933 0 0 SOLUTIA COM 834376105 2506 480000 SH DEFINED 01 05 0 480000 0 SOLUTIA INC COM 834376105 31 5900 SH DEFINED 01 02 0 5900 0 SOMERA COMMUNICATIONS COM 834458101 2037 993500 SH DEFINED 01 993500 0 0 SOMERA COMMUNICATIONS COM 834458101 189 92400 SH DEFINED 01 05 0 92400 0 SONIC COM 835451105 2930 126852 SH DEFINED 01 126852 0 0 SONIC COM 835451105 575 24900 SH DEFINED 01 03 0 24900 0 SONIC CORP COM 835451105 21474 929650 SH DEFINED 01 02 0 929650 0 SONIC AUTOMOTIVE COM 83545G102 7363 416029 SH DEFINED 01 416029 0 0 SONIC AUTOMOTIVE COM 83545G102 3234 182700 SH DEFINED 01 05 0 182700 0 SONIC AUTO CVT CONV BND 83545GAE2 378 500000 PRN DEFINED 01 02 0 0 500000 S3 INCORPORATED COM 83546Q109 0 185 SH DEFINED 01 185 0 0 SONICWALL COM 835470105 1 473 SH DEFINED 01 473 0 0 SONOCO PRODUCTS COM 835495102 85 3961 SH DEFINED 01 3961 0 0 SONY COM 835699109 4921 117253 SH DEFINED 01 117253 0 0 SONY COM 835699109 76 1800 SH DEFINED 01 03 0 1800 0 SONY COM 835699109 4496 107100 SH DEFINED 01 05 0 107100 0 SONY ADR COM 835699307 1480 36000 SH DEFINED 01 36000 0 0 SORRENTO NETWORKS CORPORATION COM 83586Q100 0 32 SH DEFINED 01 32 0 0 SOTHEBY'S HOLDINGS CL A COM 835898107 19 2821 SH DEFINED 01 2821 0 0 SONUS NETWORKS COM 835916107 0 1219 SH DEFINED 01 1219 0 0 SOURCECORP COM 836167106 1112 54510 SH DEFINED 01 54510 0 0 SCMP GROUP LTD COM 837400993 195 450000 SH DEFINED 01 450000 0 0 SOUTH FINANCIAL GROUP COM 837841105 4465 211703 SH DEFINED 01 211703 0 0 SOUTH FINANCIAL GROUP COM 837841105 5 235 SH DEFINED 01 03 0 235 0 SOUTH FINANCIAL GROUP COM 837841105 194 9200 SH DEFINED 01 05 0 9200 0 SOUTH FINANCIAL GRP COM 837841105 79 3751 SH DEFINED 01 02 0 3751 0 SOUTH JERSEY IND INC COM 838518108 97 2956 SH DEFINED 01 02 0 2956 0 SOUTH JERSEY IND INC COM 838518108 6 186 SH DEFINED 01 03 0 186 0 SOUTHERN CO COM 842587107 56209 1953062 SH DEFINED 01 1953062 0 0 SOUTHERN CO COM 842587107 4768 165676 SH DEFINED 01 03 0 165676 0 SOUTHERN CO COM 842587107 438 15244 SH DEFINED 01 05 0 15244 0 SOUTHERNA RESOURCES LTD COM 843901992 1092 275000 SH DEFINED 01 275000 0 0 SOUTHERN UNION CO COM 844030106 1949 172453 SH DEFINED 01 172453 0 0 SOUTHTRUST COM 844730101 283 11655 SH DEFINED 01 11655 0 0 SOUTHTRUST COM 844730101 1957 80717 SH DEFINED 01 03 0 80717 0 SOUTHTRUST COM 844730101 98 4053 SH DEFINED 01 05 0 4053 0 SOUTHWEST AIRLINES COM 844741108 258372 19783471 SH DEFINED 01 19783471 0 0 SOUTHWEST AIRLINES COM 844741108 488 37300 SH DEFINED 01 02 0 37300 0 SOUTHWEST AIRLINES COM 844741108 2350 179910 SH DEFINED 01 03 0 179910 0 SOUTHWEST AIRLINES COM 844741108 44558 3411799 SH DEFINED 01 05 0 3411799 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 4723 129712 SH DEFINED 01 129712 0 0 SOUTHWEST GAS COM 844895102 2973 133588 SH DEFINED 01 133588 0 0 SOUTHWESTERN ENERGY COM 845467109 968 80671 SH DEFINED 01 80671 0 0 SOVEREIGN BANCORP COM 845905108 2280 176843 SH DEFINED 01 176843 0 0 SOVEREIGN BANCORP COM 845905108 3354 260000 SH DEFINED 01 05 0 260000 0 SPANISH BRDCAST CL A COM 846425882 2 240 SH DEFINED 01 02 0 240 0 SPARTAN MOTORS INC COM 846819100 610 54000 SH DEFINED 01 54000 0 0 SPARTAN MOTORS INC COM 846819100 37 3309 SH DEFINED 01 02 0 3309 0 SPARTAN MOTORS INC COM 846819100 2 212 SH DEFINED 01 03 0 212 0 SPARTAN MOTORS INC COM 846819100 73 6500 SH DEFINED 01 05 0 6500 0 SPARTECH CORP COM 847220209 2200 103921 SH DEFINED 01 103921 0 0 SPARTECH CORP COM 847220209 2 100 SH DEFINED 01 02 0 100 0 SPARTECH CORP COM 847220209 229 10820 SH DEFINED 01 05 0 10820 0 SPECTRASITE HOLDINGS COM 84760T100 0 646 SH DEFINED 01 646 0 0 SPECTRIS PLC COM 847610995 395 87500 SH DEFINED 01 87500 0 0 SPEECHWORKS INTL INC COM 84764M101 1 311 SH DEFINED 01 311 0 0 SPHERION COM 848420105 3285 465915 SH DEFINED 01 465915 0 0 SPHERION COM 848420105 208 29460 SH DEFINED 01 05 0 29460 0 SPINNAKER EXPLORAT COM 84855W109 41 1487 SH DEFINED 01 02 0 1487 0 SPINNAKER EXPLORATION COM 84855W109 1279 44555 SH DEFINED 01 44555 0 0 SPINNAKER EXPLORATION COM 84855W109 3 96 SH DEFINED 01 03 0 96 0 SPINNAKER EXPLORATION COM 84855W109 113 3930 SH DEFINED 01 05 0 3930 0 SPORTSLINE.COM INC COM 848934105 0 77 SH DEFINED 01 77 0 0 SPORTS AUTHORITY COM 849176102 848 142000 SH DEFINED 01 142000 0 0 SPORTS AUTHORITY COM 849176102 39 6575 SH DEFINED 01 02 0 6575 0 SPORTS AUTHORITY COM 849176102 2 398 SH DEFINED 01 03 0 398 0 SPORTS AUTHORITY COM 849176102 102 17100 SH DEFINED 01 05 0 17100 0 SPRINT (FON GROUP) COM 852061100 46385 5086105 SH DEFINED 01 5086105 0 0 SPRINT (FON GROUP) COM 852061100 3278 359439 SH DEFINED 01 03 0 359439 0 SPRINT (FON GROUP) COM 852061100 6846 750714 SH DEFINED 01 05 0 750714 0 SPRINT CORP FON GRP COM 852061100 404 44300 SH DEFINED 01 02 0 44300 0 SPRINT (PCS GROUP) COM 852061506 758 386980 SH DEFINED 01 386980 0 0 SPRINT (PCS GROUP) COM 852061506 457 233146 SH DEFINED 01 03 0 233146 0 SPRINT (PCS GROUP) COM 852061506 39 19943 SH DEFINED 01 05 0 19943 0 STAMPS.COM COM 852857101 1 196 SH DEFINED 01 196 0 0 STANCORP FINANCIAL GROUP COM 852891100 2921 55228 SH DEFINED 01 55228 0 0 STANCORP FINANCIAL GROUP COM 852891100 4 69 SH DEFINED 01 03 0 69 0 STANCORP FINANCIAL GROUP COM 852891100 190 3600 SH DEFINED 01 05 0 3600 0 STANCORP FINL GROUP COM 852891100 53 1021 SH DEFINED 01 02 0 1021 0 STANDARD COMMERCIAL COM 853258101 2362 141100 SH DEFINED 01 141100 0 0 STANDARD COMMERCIAL COM 853258101 67 3986 SH DEFINED 01 02 0 3986 0 STANDARD COMMERCIAL COM 853258101 4 244 SH DEFINED 01 03 0 244 0 STANDARD COMMERCIAL COM 853258101 289 17250 SH DEFINED 01 05 0 17250 0 STANDARD MICROSYSTEM COM 853626109 902 58932 SH DEFINED 01 58932 0 0 STANDARD MICROSYSTEM COM 853626109 25 1610 SH DEFINED 01 05 0 1610 0 STANDARD MOTOR PRO COM 853666105 426 39375 SH DEFINED 01 39375 0 0 STANDARD PAC CORP COM 85375C101 46 1970 SH DEFINED 01 02 0 1970 0 STANDARD PACIFIC COM 85375C101 3135 134102 SH DEFINED 01 134102 0 0 STANDARD PACIFIC COM 85375C101 3 126 SH DEFINED 01 03 0 126 0 STANDARD REGISTER COM 853887107 2117 88229 SH DEFINED 01 88229 0 0 STANDEX INTL COM 854231107 775 38225 SH DEFINED 01 38225 0 0 STANDEX INTL COM 854231107 21808 1075350 SH DEFINED 01 03 0 1075350 0 STANLEY WORKS COM 854616109 96 2929 SH DEFINED 01 2929 0 0 STANLEY WORKS COM 854616109 651 19936 SH DEFINED 01 03 0 19936 0 STANLEY WORKS COM 854616109 33 1004 SH DEFINED 01 05 0 1004 0 STAR CRUISES LTD COM 854922994 244 800000 SH DEFINED 01 800000 0 0 STAPLES COM 855030102 30167 2358699 SH DEFINED 01 2358699 0 0 STAPLES COM 855030102 1425 111427 SH DEFINED 01 03 0 111427 0 STAPLES COM 855030102 2292 179161 SH DEFINED 01 05 0 179161 0 STARBUCKS COM 855244109 36810 1784335 SH DEFINED 01 1784335 0 0 STARBUCKS COM 855244109 1072 51910 SH DEFINED 01 02 0 51910 0 STARBUCKS COM 855244109 3654 177093 SH DEFINED 01 03 0 177093 0 STARBUCKS COM 855244109 29963 1452394 SH DEFINED 01 05 0 1452394 0 STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0 STARTEK COM 85569C107 978 44418 SH DEFINED 01 44418 0 0 STARWOOD HOTELS & RE COM 85590A203 127 5700 SH DEFINED 01 02 0 5700 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 12803 574129 SH DEFINED 01 574129 0 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 1035 46421 SH DEFINED 01 03 0 46421 0 STARWOOD HOTELS & RESORTS WORL COM 85590A203 21146 948244 SH DEFINED 01 05 0 948244 0 STATE BANK OF INDIA GB;SBID/U COM 856552104 1736 163797 SH DEFINED 01 163797 0 0 STATE BANK OF INDIA GB;SBID/U COM 856552104 77 7254 SH DEFINED 01 05 0 7254 0 STATE STREET COM 857477103 277898 7191986 SH DEFINED 01 7191986 0 0 STATE STREET COM 857477103 2914 75425 SH DEFINED 01 03 0 75425 0 STATE STREET COM 857477103 49868 1290583 SH DEFINED 01 05 0 1290583 0 STATE STREET CORP COM 857477103 12804 331380 SH DEFINED 01 02 0 331380 0 STATEN ISLAND BANCORP COM 857550107 3298 189537 SH DEFINED 01 189537 0 0 STATION CASINOS COM 857689103 2681 157600 SH DEFINED 01 157600 0 0 THE STEAK N SHAKE CO COM 857873103 2 170 SH DEFINED 01 02 0 170 0 THE STEAK N SHAKE COMPANY COM 857873103 948 86198 SH DEFINED 01 86198 0 0 STEEL DYNAMICS COM 858119100 1954 149252 SH DEFINED 01 149252 0 0 STEEL TECHNOLOGIES COM 858147101 509 30023 SH DEFINED 01 30023 0 0 STEIN MART COM 858375108 3504 600000 SH DEFINED 01 600000 0 0 STEIN MART COM 858375108 245 41900 SH DEFINED 01 05 0 41900 0 STEINWAY MUSICAL INS COM 858495104 72 4680 SH DEFINED 01 02 0 4680 0 STEINWAY MUSICAL INSTRUMENTS I COM 858495104 5 296 SH DEFINED 01 03 0 296 0 STERLING BANCSHARES COM 858907108 3093 236625 SH DEFINED 01 236625 0 0 STERLING BANCSHARES COM 858907108 65 4943 SH DEFINED 01 02 0 4943 0 STERLING BANCSHARES COM 858907108 4 301 SH DEFINED 01 03 0 301 0 STERLING BANCSHARES COM 858907108 163 12500 SH DEFINED 01 05 0 12500 0 STERICYCLE COM 858912108 2850 84000 SH DEFINED 01 84000 0 0 STERICYCLE COM 858912108 282 8300 SH DEFINED 01 05 0 8300 0 STERICYCLE INC COM 858912108 4 110 SH DEFINED 01 02 0 110 0 STERIS COM 859152100 1740 69841 SH DEFINED 01 69841 0 0 STERIS COM 859152100 6930 278200 SH DEFINED 01 05 0 278200 0 STERIS CORP COM 859152100 1 55 SH DEFINED 01 02 0 55 0 STERLING BANCORP COM 859158107 1531 57700 SH DEFINED 01 57700 0 0 STERLING BANCORP COM 859158107 59 2220 SH DEFINED 01 02 0 2220 0 STERLING BANCORP COM 859158107 4 143 SH DEFINED 01 03 0 143 0 STERLING BANCORP COM 859158107 186 7000 SH DEFINED 01 05 0 7000 0 STERLING FINL CORP COM 859319105 2172 119800 SH DEFINED 01 119800 0 0 STERLING FINL CORP COM 859319105 96 5328 SH DEFINED 01 02 0 5328 0 STERLING FINL CORP COM 859319105 6 324 SH DEFINED 01 03 0 324 0 STERLING FINL CORP COM 859319105 270 14880 SH DEFINED 01 05 0 14880 0 STEWART ENTERPRISES CL A COM 860370105 2 398 SH DEFINED 01 398 0 0 STEWART INFO SVCS COM 860372101 39 1849 SH DEFINED 01 02 0 1849 0 STEWART INFORMATION SERVICES COM 860372101 2813 131732 SH DEFINED 01 131732 0 0 STEWART INFORMATION SERVICES COM 860372101 3 120 SH DEFINED 01 03 0 120 0 STEWART INFORMATION SERVICES COM 860372101 46 2150 SH DEFINED 01 05 0 2150 0 STILLWATER MINING COM 86074Q102 1199 199866 SH DEFINED 01 199866 0 0 STILWELL FINANCIAL COM 860831106 1146 94926 SH DEFINED 01 94926 0 0 STILWELL FINANCIAL COM 860831106 625 51763 SH DEFINED 01 03 0 51763 0 STILWELL FINANCIAL COM 860831106 31 2592 SH DEFINED 01 05 0 2592 0 STINNES ORD COM 861100998 644 20000 SH DEFINED 01 20000 0 0 STONE ENERGY COM 861642106 4570 140614 SH DEFINED 01 140614 0 0 STONE ENERGY COM 861642106 78 2400 SH DEFINED 01 05 0 2400 0 STONE ENERGY CORP COM 861642106 26 800 SH DEFINED 01 02 0 800 0 STONERIDGE COM 86183P102 65 3815 SH DEFINED 01 02 0 3815 0 STONERIDGE INC COM 86183P102 4 243 SH DEFINED 01 03 0 243 0 STORAGE TECHNOLOGY COM 862111200 43 4061 SH DEFINED 01 4061 0 0 STORAGENETWORKS INC COM 86211E103 338 270055 SH DEFINED 01 270055 0 0 STORAGENETWORKS INC COM 86211E103 1 760 SH DEFINED 01 02 0 760 0 STORAGENETWORKS INC COM 86211E103 44 35000 SH DEFINED 01 05 0 35000 0 STRATEX NETWORKS INC COM 86279T109 1 438 SH DEFINED 01 438 0 0 STRATTEC SECURITY COM 863111100 2821 55300 SH DEFINED 01 55300 0 0 STRATTEC SECURITY COM 863111100 276 5400 SH DEFINED 01 05 0 5400 0 STRAYER EDUCATION COM 863236105 4 60 SH DEFINED 01 02 0 60 0 STRIDE RITE COM 863314100 1035 130835 SH DEFINED 01 130835 0 0 STRYKER COM 863667101 49400 857643 SH DEFINED 01 857643 0 0 STRYKER COM 863667101 2650 46013 SH DEFINED 01 03 0 46013 0 STRYKER COM 863667101 26485 459811 SH DEFINED 01 05 0 459811 0 STRYKER CORP COM 863667101 147 2550 SH DEFINED 01 02 0 2550 0 STUDENT ADVANTAGE IN COM 86386Q204 0 1 SH DEFINED 01 1 0 0 STORA ENSO COM 863901997 9857 1017840 SH DEFINED 01 1017840 0 0 STORA ENSO COM 863901997 10640 1098567 SH DEFINED 01 05 0 1098567 0 STUDENT LOAN CORP COM 863902102 5 50 SH DEFINED 01 50 0 0 STURM RUGER & CO COM 864159108 1030 84394 SH DEFINED 01 84394 0 0 SUEZ SA COM 864700992 4974 316189 SH DEFINED 01 316189 0 0 SUEZ SA COM 864700992 103 6554 SH DEFINED 01 03 0 6554 0 SUMITOMO CHEMICAL COM 865601504 8735 2277000 SH DEFINED 01 2277000 0 0 SUMITOMO CHEMICAL COM 865601504 65 17000 SH DEFINED 01 03 0 17000 0 SUMITOMO CHEMICAL COM 865601504 11408 2974000 SH DEFINED 01 05 0 2974000 0 SUMITOMO CORP COM 865601991 1817 354000 SH DEFINED 01 354000 0 0 SUMITOMO TRUST & BANKING COM 865603997 3575 681000 SH DEFINED 01 681000 0 0 SUMITOMO TRUST & BANKING COM 865603997 37 7000 SH DEFINED 01 03 0 7000 0 SUMITOMO TRUST & BANKING COM 865603997 2756 525000 SH DEFINED 01 05 0 525000 0 SUMMIT PROPERTIES COM 866239106 201 10383 SH DEFINED 01 10383 0 0 SUMMIT PROPERTIES COM 866239106 40 2080 SH DEFINED 01 05 0 2080 0 SUN COMMUNITIES INC COM 866674104 2 63 SH DEFINED 01 63 0 0 SUN HUNG KAI PRP ORD COM 86676H104 53 9000 SH DEFINED 01 03 0 9000 0 SUN LIFE FINANCIAL SERVICES OF COM 866796105 423 26700 SH DEFINED 01 26700 0 0 SUN LIFE FINANCIAL SERVICES OF COM 866796998 7114 435342 SH DEFINED 01 435342 0 0 SUN LIFE FINANCIAL SERVICES OF COM 866796998 55 3388 SH DEFINED 01 03 0 3388 0 SUN MICROSYSTEMS COM 866810104 66509 25679377 SH DEFINED 01 25679377 0 0 SUN MICROSYSTEMS COM 866810104 1957 755616 SH DEFINED 01 03 0 755616 0 SUN MICROSYSTEMS COM 866810104 74779 28872423 SH DEFINED 01 05 0 28872423 0 SUN MICROSYSTEMS INC COM 866810104 15 5530 SH DEFINED 01 02 0 5530 0 SUNBEAM WTS COM 867071128 0 83 SH DEFINED 01 83 0 0 SUNCOR ENERGY INC COM 867229999 4815 279677 SH DEFINED 01 279677 0 0 SUNCOR ENERGY INC COM 867229999 42 2458 SH DEFINED 01 03 0 2458 0 SUNGARD DATA COM 867363103 5376 276462 SH DEFINED 01 02 0 276462 0 SUNGARD DATA SYSTEMS COM 867363103 86229 4433396 SH DEFINED 01 4433396 0 0 SUNGARD DATA SYSTEMS COM 867363103 4398 226105 SH DEFINED 01 03 0 226105 0 SUNGARD DATA SYSTEMS COM 867363103 25499 1310999 SH DEFINED 01 05 0 1310999 0 SUNOCO COM 86764P109 2075 68791 SH DEFINED 01 68791 0 0 SUNOCO COM 86764P109 536 17757 SH DEFINED 01 03 0 17757 0 SUNOCO COM 86764P109 6059 200889 SH DEFINED 01 05 0 200889 0 SUNRISE ASSISTED COM 86768K106 1535 71543 SH DEFINED 01 71543 0 0 SUNRISE TELECOM INC COM 86769Y105 0 137 SH DEFINED 01 137 0 0 SUNTRUST BANKS COM 867914103 620 10079 SH DEFINED 01 10079 0 0 SUNTRUST BANKS COM 867914103 4078 66330 SH DEFINED 01 03 0 66330 0 SUNTRUST BANKS COM 867914103 205 3328 SH DEFINED 01 05 0 3328 0 SUPERGEN INC COM 868059106 0 82 SH DEFINED 01 82 0 0 SUPERIOR ENERGY SERVICES COM 868157108 401 61700 SH DEFINED 01 61700 0 0 SUPERIOR IND INTL COM 868168105 28030 595350 SH DEFINED 01 02 0 595350 0 SUPERIOR INDS INTL COM 868168105 48 1020 SH DEFINED 01 1020 0 0 SUPERIOR INDS INTL COM 868168105 777 16500 SH DEFINED 01 03 0 16500 0 SUPERTEX COM 868532102 411 39505 SH DEFINED 01 39505 0 0 SUPERVALU COM 868536103 21593 1337001 SH DEFINED 01 1337001 0 0 SUPERVALU COM 868536103 503 31129 SH DEFINED 01 03 0 31129 0 SUPERVALU COM 868536103 2783 172347 SH DEFINED 01 05 0 172347 0 SUPERVALU INC COM 868536103 2923 181000 SH DEFINED 01 0 181000 0 SUPPORTSOFT INC COM 868587106 1374 670176 SH DEFINED 01 670176 0 0 SUREBEAM CORP COM 86866R102 0 12 SH DEFINED 01 12 0 0 SURGUTNEFTEGAZ ADR COM 868861204 4726 289060 SH DEFINED 01 289060 0 0 SURGUTNEFTEGAZ ADR COM 868861204 217 13269 SH DEFINED 01 05 0 13269 0 SURMODICS COM 868873100 2699 84931 SH DEFINED 01 84931 0 0 SURMODICS COM 868873100 210 6600 SH DEFINED 01 05 0 6600 0 SURMODICS INC COM 868873100 2 60 SH DEFINED 01 02 0 60 0 SUSQUEHANNA BANC COM 869099101 2693 124387 SH DEFINED 01 124387 0 0 SVENSKA CELLULOSA B COM 869587998 2439 78800 SH DEFINED 01 78800 0 0 SWIFT ENERGY COM 870738101 878 84395 SH DEFINED 01 84395 0 0 SWIFT TRANSPORTATION COM 870756103 281 18000 SH DEFINED 01 0 18000 0 SWIFT TRANSPORTATION COM 870756103 54 3504 SH DEFINED 01 3504 0 0 SWIFT TRANSPORTATION COM 870756103 24451 1567349 SH DEFINED 01 02 0 1567349 0 SWIFT TRANSPORTATION COM 870756103 685 43900 SH DEFINED 01 03 0 43900 0 SWISS REINSURANCE COM 870855996 11756 209015 SH DEFINED 01 209015 0 0 SWISS REINSURANCE COM 870855996 190 3379 SH DEFINED 01 03 0 3379 0 SWISS REINSURANCE COM 870855996 15241 271005 SH DEFINED 01 05 0 271005 0 SWITCHBOARD INC COM 871045100 0 90 SH DEFINED 01 90 0 0 SYBASE COM 871130100 43 3723 SH DEFINED 01 3723 0 0 SYBRON DENTAL COM 871142105 1667 119135 SH DEFINED 01 119135 0 0 SYBRON DENTAL SPEC COM 871142105 3 230 SH DEFINED 01 02 0 230 0 SYCAMORE NETWORKS COM 871206108 1456 619500 SH DEFINED 01 619500 0 0 SYKES ENTERPRISES COM 871237103 8 1796 SH DEFINED 01 1796 0 0 SYLVAN LEARNING SYSTEMS COM 871399101 21 1547 SH DEFINED 01 1547 0 0 TAIWAN SEMICONDUCTOR MFG COM 871456992 1678 1427092 SH DEFINED 01 1427092 0 0 SYMANTEC COM 871503108 6709 199264 SH DEFINED 01 199264 0 0 SYMANTEC COM 871503108 77 2275 SH DEFINED 01 03 0 2275 0 SYMANTEC COM 871503108 148 4400 SH DEFINED 01 05 0 4400 0 SYMANTEC CORP COM 871503108 6435 191090 SH DEFINED 01 02 0 191090 0 SYMBOL TECHNOLOGIES COM 871508107 1136 148039 SH DEFINED 01 148039 0 0 SYMBOL TECHNOLOGIES COM 871508107 410 53404 SH DEFINED 01 03 0 53404 0 SYMBOL TECHNOLOGIES COM 871508107 21 2673 SH DEFINED 01 05 0 2673 0 SYMMETRICOM COM 871543104 177 69024 SH DEFINED 01 69024 0 0 SYMYX TECHNOLOGIES COM 87155S108 1 88 SH DEFINED 01 88 0 0 SYNAPTICS INC COM 87157D109 847 176100 SH DEFINED 01 176100 0 0 SYNAPTICS INC COM 87157D109 90 18800 SH DEFINED 01 05 0 18800 0 SYNCOR INTL COM 87157J106 2558 79672 SH DEFINED 01 79672 0 0 SYNTHES-STRATEC INC COM 871580999 407 800 SH DEFINED 01 800 0 0 SYNGENTA COM 871600995 9310 170594 SH DEFINED 01 170594 0 0 SYNGENTA COM 871600995 12799 234534 SH DEFINED 01 05 0 234534 0 SYNOPSYS COM 871607107 184 4820 SH DEFINED 01 4820 0 0 SYNOVUS FINANCIAL COM 87161C105 205 9959 SH DEFINED 01 9959 0 0 SYNOVUS FINANCIAL COM 87161C105 1423 69000 SH DEFINED 01 03 0 69000 0 SYNOVUS FINANCIAL COM 87161C105 71 3463 SH DEFINED 01 05 0 3463 0 SYNTE COM 87162H103 1219 103600 SH DEFINED 01 103600 0 0 SYNTE COM 87162H103 137 11600 SH DEFINED 01 05 0 11600 0 SYPRIS SOLUTIONS INC COM 871655106 1 75 SH DEFINED 01 75 0 0 SYPRIS SOLUTIONS INC COM 871655106 0 20 SH DEFINED 01 05 0 20 0 SYSCO COM 871829107 14488 510294 SH DEFINED 01 510294 0 0 SYSCO COM 871829107 4384 154406 SH DEFINED 01 03 0 154406 0 SYSCO COM 871829107 220 7755 SH DEFINED 01 05 0 7755 0 SYSCO CORP COM 871829107 13020 458600 SH DEFINED 11 12 13 0 458600 0 SYSCO CORPORATION COM 871829107 125 4400 SH DEFINED 01 02 0 4400 0 SYSTEMS &COMP TECH COM 871873105 1420 202843 SH DEFINED 01 202843 0 0 SYSTEMS &COMP TECH COM 871873105 1 200 SH DEFINED 01 02 0 200 0 SYSTEMS &COMP TECH COM 871873105 81 11600 SH DEFINED 01 05 0 11600 0 TBC COM 872180104 690 66533 SH DEFINED 01 66533 0 0 TCF FINANCIAL COM 872275102 8678 205008 SH DEFINED 01 205008 0 0 TCF FINANCIAL COM 872275102 16010 378200 SH DEFINED 01 05 0 378200 0 TCF FINL CORP MPLS COM 872275102 889 21000 SH DEFINED 01 0 21000 0 TECO ENERGY COM 872375100 6833 430270 SH DEFINED 01 430270 0 0 TECO ENERGY COM 872375100 577 36328 SH DEFINED 01 03 0 36328 0 TECO ENERGY COM 872375100 29 1824 SH DEFINED 01 05 0 1824 0 TEPPCO PARTNERS LP COM 872384102 4 128 SH DEFINED 01 128 0 0 THQ COM 872443403 4354 209319 SH DEFINED 01 209319 0 0 THQ COM 872443403 536 25775 SH DEFINED 01 03 0 25775 0 THQ INC COM 872443403 19218 923974 SH DEFINED 01 02 0 923974 0 TJX COMPANIES COM 872540109 4655 273851 SH DEFINED 01 273851 0 0 TJX COMPANIES COM 872540109 2136 125636 SH DEFINED 01 03 0 125636 0 TJX COMPANIES COM 872540109 19589 1152304 SH DEFINED 01 05 0 1152304 0 TJX COS COM 872540109 510 30000 SH DEFINED 01 0 30000 0 TPG COM 872600994 5467 326187 SH DEFINED 01 326187 0 0 TPG COM 872600994 128 7624 SH DEFINED 01 03 0 7624 0 TPG COM 872600994 7164 427403 SH DEFINED 01 05 0 427403 0 TRW COM 872649108 3279 56000 SH DEFINED 01 0 56000 0 TRW COM 872649108 4351 74321 SH DEFINED 01 74321 0 0 TRW COM 872649108 1753 29946 SH DEFINED 01 03 0 29946 0 TRW COM 872649108 88 1506 SH DEFINED 01 05 0 1506 0 TMP WORLDWIDE COM 872941109 61 6730 SH DEFINED 01 6730 0 0 TMP WORLDWIDE COM 872941109 234 25994 SH DEFINED 01 03 0 25994 0 TMP WORLDWIDE COM 872941109 12 1298 SH DEFINED 01 05 0 1298 0 TTM TECHNOLOGIES COM 87305R109 1646 1048500 SH DEFINED 01 1048500 0 0 TTM TECHNOLOGIES COM 87305R109 159 101500 SH DEFINED 01 05 0 101500 0 TVX GOLD INC COM 87308K309 699 49300 SH DEFINED 01 49300 0 0 TVX GOLD INC COM 87308K309 98 6900 SH DEFINED 01 05 0 6900 0 TXU COM 873168108 68608 1644859 SH DEFINED 01 1644859 0 0 TXU COM 873168108 2718 65149 SH DEFINED 01 03 0 65149 0 TXU COM 873168108 14227 341090 SH DEFINED 01 05 0 341090 0 TXU CORPORATION COM 873168108 2711 65000 SH DEFINED 01 0 65000 0 TXU CORPORATION COM 873168108 7871 188710 SH DEFINED 01 02 0 188710 0 TXU CV 8.75% PRF 873168504 115401 2512000 SH DEFINED 01 2512000 0 0 TXU CV 8.75% PRF 873168504 19295 420000 SH DEFINED 01 05 0 420000 0 TXU ELECTRIC CO PRF 87316T607 5523 54000 SH DEFINED 01 04 0 54000 0 TXU ELECTRIC CO PRF 87316T805 5136 50000 SH DEFINED 01 04 0 50000 0 TAIPEI BANK COM 873222558 4079 4483000 SH DEFINED 01 4483000 0 0 TAIWAN SEMICONDUCTOR MFG ADR COM 874039100 6985 1100000 SH DEFINED 01 1100000 0 0 TAIWAN SEMICONDUCTOR MFG ADR COM 874039100 106 16663 SH DEFINED 01 05 0 16663 0 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 3995 137749 SH DEFINED 01 137749 0 0 TAKEDA CHEMICAL INDS COM 874058100 11318 280607 SH DEFINED 01 280607 0 0 TAKEDA CHEMICAL INDS COM 874058100 121 3000 SH DEFINED 01 03 0 3000 0 TAKEDA CHEMICAL INDS COM 874058100 8953 222000 SH DEFINED 01 05 0 222000 0 TAKEFUJI COM 874110992 3289 58200 SH DEFINED 01 58200 0 0 TAKKT AG COM 874113996 121 30300 SH DEFINED 01 30300 0 0 TALBOTS COM 874161102 5659 202116 SH DEFINED 01 202116 0 0 TALBOTS COM 874161102 6076 217000 SH DEFINED 01 05 0 217000 0 TALISMAN ENERGY COM 87425E996 2141 53393 SH DEFINED 01 53393 0 0 TALK AMERICA HOLDINGS INC COM 87426R103 0 150 SH DEFINED 01 150 0 0 TALX COM 874918105 571 43350 SH DEFINED 01 43350 0 0 TANABE SEIYAKU ORD COM 875333999 1670 210000 SH DEFINED 01 210000 0 0 TANGER FACTORY COM 875465106 1147 41000 SH DEFINED 01 41000 0 0 TANGER FACTORY COM 875465106 143 5100 SH DEFINED 01 05 0 5100 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 TANOX INC COM 87588Q109 44 4185 SH DEFINED 01 02 0 4185 0 TANOX INC COM 87588Q109 3 268 SH DEFINED 01 03 0 268 0 TARGET COM 87612E106 334432 11328983 SH DEFINED 01 11328983 0 0 TARGET COM 87612E106 6297 213326 SH DEFINED 01 03 0 213326 0 TARGET COM 87612E106 67459 2285203 SH DEFINED 01 05 0 2285203 0 TARGET CORPORATION COM 87612E106 6612 224000 SH DEFINED 01 0 224000 0 TARGET CORPORATION COM 87612E106 25749 872312 SH DEFINED 01 02 0 872312 0 TAUBMAN CENTERS INC COM 876664103 3 182 SH DEFINED 01 182 0 0 TELSTRA CORP LTD COM 878000991 7470 2900000 SH DEFINED 01 2900000 0 0 TECH DATA COM 878237106 57 2163 SH DEFINED 01 2163 0 0 TECHNE COM 878377100 28243 861359 SH DEFINED 01 861359 0 0 TECHNE COM 878377100 2384 72700 SH DEFINED 01 03 0 72700 0 TECHNE COM 878377100 1293 39455 SH DEFINED 01 05 0 39455 0 TECHNE CORP COM 878377100 1301 39653 SH DEFINED 01 02 0 39653 0 TECHNIP-COFLEXIP COM 878554997 5980 91000 SH DEFINED 01 91000 0 0 TECHNIP-COFLEXIP COM 878554997 210 3200 SH DEFINED 01 05 0 3200 0 TECHNITROL COM 878555101 1880 125764 SH DEFINED 01 125764 0 0 TECH SOLUTIONS COM 87872T108 0 121 SH DEFINED 01 121 0 0 TECUMSEH PRODUCTS CL A COM 878895200 254 6054 SH DEFINED 01 6054 0 0 TECUMSEH PRODUCTS CL A COM 878895200 39 930 SH DEFINED 01 05 0 930 0 TELEFONICA COM 878950997 7531 1010620 SH DEFINED 01 1010620 0 0 TELECOM ITALIA COM 878960996 717 144312 SH DEFINED 01 144312 0 0 TELECOM ITALIA COM 878985993 1425 200000 SH DEFINED 01 200000 0 0 TEKELEC COM 879101103 1211 140272 SH DEFINED 01 140272 0 0 TEKELEC COM 879101103 1 100 SH DEFINED 01 02 0 100 0 TEKELEC COM 879101103 36 4200 SH DEFINED 01 05 0 4200 0 TEKTRONIX COM 879131100 5080 309230 SH DEFINED 01 309230 0 0 TEKTRONIX COM 879131100 341 20778 SH DEFINED 01 03 0 20778 0 TEKTRONIX COM 879131100 508 30933 SH DEFINED 01 05 0 30933 0 TELAXIS COMM CORP COM 879202109 0 52 SH DEFINED 01 52 0 0 TELECOM ITALIA MOBILE COM 879277994 701 180000 SH DEFINED 01 180000 0 0 TELEDYNE TECH COM 879360105 1825 100476 SH DEFINED 01 100476 0 0 TELEDYNE TECH COM 879360105 2 120 SH DEFINED 01 02 0 120 0 TELEFLEX COM 879369106 73 1589 SH DEFINED 01 1589 0 0 TELEFONOS DE MEXICO ADR CL L COM 879403780 5916 210166 SH DEFINED 01 210166 0 0 TELEFONOS DE MEXICO ADR CL L COM 879403780 269 9559 SH DEFINED 01 05 0 9559 0 TELEPHONE & DATA SYSTEMS COM 879433100 1533 30378 SH DEFINED 01 30378 0 0 TELEVISION BROADCASTS LTD COM 879500999 492 160000 SH DEFINED 01 160000 0 0 TELIK INC COM 87959M109 1422 114900 SH DEFINED 01 114900 0 0 TELIK INC COM 87959M109 2 170 SH DEFINED 01 02 0 170 0 TELIK INC COM 87959M109 144 11600 SH DEFINED 01 05 0 11600 0 TELLABS COM 879664100 577 141676 SH DEFINED 01 0 141676 0 TELLABS COM 879664100 5905 1451021 SH DEFINED 01 1451021 0 0 TELLABS COM 879664100 74 18100 SH DEFINED 01 02 0 18100 0 TELLABS COM 879664100 709 174151 SH DEFINED 01 03 0 174151 0 TELLABS COM 879664100 569 139800 SH DEFINED 01 05 0 139800 0 TELLIUM COM 87967E107 0 351 SH DEFINED 01 351 0 0 TEMPLE-INLAND COM 879868107 3491 90387 SH DEFINED 01 90387 0 0 TEMPLE-INLAND COM 879868107 482 12481 SH DEFINED 01 03 0 12481 0 TEMPLE-INLAND COM 879868107 4273 110627 SH DEFINED 01 05 0 110627 0 TELETECH HOLDINGS COM 879939106 1202 192161 SH DEFINED 01 192161 0 0 TEMP INST FOREIGN EQUITY COM 880210505 71312 6217195 SH DEFINED 01 03 0 6217195 0 TENMA CORP COM 880337993 293 29000 SH DEFINED 01 29000 0 0 TENFOLD CORPORATION COM 88033A103 0 82 SH DEFINED 01 82 0 0 TENET HEALTHCARE COM 88033G100 29661 599232 SH DEFINED 01 599232 0 0 TENET HEALTHCARE COM 88033G100 5695 115049 SH DEFINED 01 03 0 115049 0 TENET HEALTHCARE COM 88033G100 1195 24134 SH DEFINED 01 05 0 24134 0 TENET HEALTHCARE COR COM 88033G100 17 350 SH DEFINED 01 02 0 350 0 TENNECO AUTOMOTIVE INC COM 880349105 0 53 SH DEFINED 01 53 0 0 TERADYNE COM 880770102 2796 291239 SH DEFINED 01 291239 0 0 TERADYNE COM 880770102 409 42602 SH DEFINED 01 03 0 42602 0 TERADYNE COM 880770102 2084 217132 SH DEFINED 01 05 0 217132 0 TERADYNE INC COM 880770102 250 26000 SH DEFINED 01 0 26000 0 TERAYON COMM. SYSTEM COM 880775101 0 98 SH DEFINED 01 98 0 0 TEREX COM 880779103 1 67 SH DEFINED 01 67 0 0 TEREX COM 880779103 3 176 SH DEFINED 01 03 0 176 0 TEREX CORP NEW COM 880779103 46 2716 SH DEFINED 01 02 0 2716 0 TESCO COM 881575104 12367 3822070 SH DEFINED 01 3822070 0 0 TESCO COM 881575104 210 65054 SH DEFINED 01 03 0 65054 0 TESCO COM 881575104 21542 6657511 SH DEFINED 01 05 0 6657511 0 TEVA PHARMACEUTICAL INDS ADR COM 881624209 2070 30892 SH DEFINED 01 30892 0 0 TEVA PHARMACEUTICAL INDS ADR COM 881624209 92 1369 SH DEFINED 01 05 0 1369 0 TETRA TECHNOLOGIES COM 88162F105 8484 420995 SH DEFINED 01 420995 0 0 TETRA TECHNOLOGIES COM 88162F105 604 30000 SH DEFINED 01 05 0 30000 0 TETRA TECH COM 88162G103 1999 250229 SH DEFINED 01 250229 0 0 TETRA TECH COM 88162G103 3 348 SH DEFINED 01 03 0 348 0 TETRA TECH COM 88162G103 81 10100 SH DEFINED 01 05 0 10100 0 TETRA TECH INC COM 88162G103 43 5427 SH DEFINED 01 02 0 5427 0 TEXAS INDS COM 882491103 1602 66011 SH DEFINED 01 66011 0 0 TEXAS INSTRUMENTS COM 882508104 1555 105289 SH DEFINED 01 0 105289 0 TEXAS INSTRUMENTS COM 882508104 193958 13131966 SH DEFINED 01 13131966 0 0 TEXAS INSTRUMENTS COM 882508104 3402 230589 SH DEFINED 01 02 0 230589 0 TEXAS INSTRUMENTS COM 882508104 5983 405109 SH DEFINED 01 03 0 405109 0 TEXAS INSTRUMENTS COM 882508104 28436 1925270 SH DEFINED 01 05 0 1925270 0 TEXAS INSTRUMENTS INC COM 882508104 1053 71300 SH DEFINED 11 12 0 71300 0 TEXAS INSTRUMENTS INC COM 882508104 4723 319800 SH DEFINED 11 12 13 0 319800 0 TEXAS REGIONAL BANKSHARES CL A COM 882673106 5 164 SH DEFINED 01 164 0 0 TEXTRON COM 883203101 33132 971641 SH DEFINED 01 971641 0 0 TEXTRON COM 883203101 1096 32141 SH DEFINED 01 03 0 32141 0 TEXTRON COM 883203101 11994 351747 SH DEFINED 01 05 0 351747 0 THERAGENICS COM 883375107 4936 1121812 SH DEFINED 01 1121812 0 0 THERAGENICS COM 883375107 417 94800 SH DEFINED 01 05 0 94800 0 THERAGENICS CORP COM 883375107 1 220 SH DEFINED 01 02 0 220 0 THERASENSE COM 883381105 388 27775 SH DEFINED 01 27775 0 0 THERMO-ELECTRON COM 883556102 818 50693 SH DEFINED 01 50693 0 0 THERMO-ELECTRON COM 883556102 625 38751 SH DEFINED 01 03 0 38751 0 THERMO-ELECTRON COM 883556102 31 1939 SH DEFINED 01 05 0 1939 0 THESTREET.COM INC COM 88368Q103 0 100 SH DEFINED 01 100 0 0 THOMAS & BETTS COM 884315102 748 53027 SH DEFINED 01 53027 0 0 THOMAS & BETTS COM 884315102 191 13566 SH DEFINED 01 03 0 13566 0 THOMAS & BETTS COM 884315102 10 679 SH DEFINED 01 05 0 679 0 THOMAS INDS COM 884425109 8263 333170 SH DEFINED 01 333170 0 0 THOMAS INDS COM 884425109 4 169 SH DEFINED 01 03 0 169 0 THOMAS INDS COM 884425109 702 28300 SH DEFINED 01 05 0 28300 0 THOMAS INDS INC COM 884425109 64 2591 SH DEFINED 01 02 0 2591 0 THOMSON CORP COM 884903998 3284 132423 SH DEFINED 01 132423 0 0 THOR INDS COM 885160101 3730 107294 SH DEFINED 01 107294 0 0 THORATEC COM 885175307 943 120299 SH DEFINED 01 120299 0 0 THORNBURG MORTGAGE COM 885218107 2180 116000 SH DEFINED 01 116000 0 0 THORNBURG MORTGAGE COM 885218107 76 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 272 14500 SH DEFINED 01 05 0 14500 0 3 COM CORP COM 885535104 75 19000 SH DEFINED 01 0 19000 0 3COM COM 885535104 1183 300350 SH DEFINED 01 300350 0 0 THREE-FIVE SYSTEMS COM 88554L108 628 135518 SH DEFINED 01 135518 0 0 THREE-FIVE SYSTEMS COM 88554L108 34 7386 SH DEFINED 01 05 0 7386 0 3M COM 88579Y101 546612 4970561 SH DEFINED 01 4970561 0 0 3M COM 88579Y101 10343 94055 SH DEFINED 01 03 0 94055 0 3M COM 88579Y101 81857 744361 SH DEFINED 01 05 0 744361 0 3M COMPANY COM 88579Y101 3849 35000 SH DEFINED 01 0 35000 0 3M COMPANY COM 88579Y101 44116 401156 SH DEFINED 01 02 0 401156 0 TIBCO SOFTWARE COM 88632Q103 1925 513410 SH DEFINED 01 513410 0 0 TIBCO SOFTWARE COM 88632Q103 75 19900 SH DEFINED 01 05 0 19900 0 TIBCO SOFTWARE INC COM 88632Q103 1 320 SH DEFINED 01 02 0 320 0 TICKETMASTER CL B COM 88633P203 5636 369600 SH DEFINED 01 369600 0 0 TICKETMASTER CL B COM 88633P203 230 15100 SH DEFINED 01 05 0 15100 0 TIDEWATER COM 886423102 42080 1559073 SH DEFINED 01 1559073 0 0 TIDEWATER COM 886423102 1215 45025 SH DEFINED 01 03 0 45025 0 TIDEWATER COM 886423102 8337 308927 SH DEFINED 01 05 0 308927 0 TIDEWATER INC COM 886423102 16821 623253 SH DEFINED 01 02 0 623253 0 TIER TECHNOLOGIES COM 88650Q100 1136 60040 SH DEFINED 01 60040 0 0 TIETOENATOR OYJ COM 886539998 181 15400 SH DEFINED 01 15400 0 0 TIFFANY COM 886547108 106 4933 SH DEFINED 01 4933 0 0 TIFFANY COM 886547108 727 33904 SH DEFINED 01 03 0 33904 0 TIFFANY COM 886547108 36 1698 SH DEFINED 01 05 0 1698 0 TIFFANY & CO-NEW COM 886547108 943 44000 SH DEFINED 01 0 44000 0 TIMBERLAND CL A COM 887100105 49 1542 SH DEFINED 01 1542 0 0 TIMBERWEST FOREST COM 887147205 1884 230000 SH DEFINED 01 230000 0 0 TIMBERWEST FOREST COM 887147205 282 34400 SH DEFINED 01 05 0 34400 0 TIME WARNER TELECOM CL A COM 887319101 0 87 SH DEFINED 01 87 0 0 TIMKEN CO COM 887389104 3353 200181 SH DEFINED 01 200181 0 0 TIMKEN CO COM 887389104 37 2220 SH DEFINED 01 05 0 2220 0 TINGYI HOLDINGS CO COM 887400992 191 700000 SH DEFINED 01 700000 0 0 TIPPINGPOINT TECHNOLOGIES INC COM 888011103 0 14 SH DEFINED 01 14 0 0 TITAN COM 888266103 29 3007 SH DEFINED 01 3007 0 0 TITAN INTL COM 88830M102 169 65278 SH DEFINED 01 65278 0 0 TITAN PHARMACEUTICAL COM 888314101 0 123 SH DEFINED 01 123 0 0 TOKYO ELECTRON COM 888696994 3165 82700 SH DEFINED 01 82700 0 0 TOKYO ELECTRON COM 888696994 34 900 SH DEFINED 01 03 0 900 0 TOKYO ELECTRON COM 888696994 2855 74600 SH DEFINED 01 05 0 74600 0 TIVO INC COM 888706108 332 92268 SH DEFINED 01 92268 0 0 TOHOKU ELECTRIC POWER COM 889070991 1679 125200 SH DEFINED 01 125200 0 0 TOKYO ELECTRIC POWER COM 889107108 1443 79885 SH DEFINED 01 79885 0 0 TOKYO ELECTRIC POWER COM 889107108 31 1700 SH DEFINED 01 03 0 1700 0 TOKYO ELECTRIC POWER COM 889107108 2556 141400 SH DEFINED 01 05 0 141400 0 TOLL BROTHERS COM 889478103 4833 222290 SH DEFINED 01 222290 0 0 TOLLGRADE COMMUNICAT COM 889542106 332 42553 SH DEFINED 01 42553 0 0 TOMKINS ADR COM 890030208 19754 1400000 SH DEFINED 01 1400000 0 0 TOMKINS ADR COM 890030208 2646 187512 SH DEFINED 01 05 0 187512 0 TOO COM 890333107 5158 221579 SH DEFINED 01 221579 0 0 TOO COM 890333107 203 8700 SH DEFINED 01 05 0 8700 0 TOO INC COM 890333107 3 130 SH DEFINED 01 02 0 130 0 TOOTSIE ROLL INDS COM 890516107 59 1980 SH DEFINED 01 1980 0 0 TOPPAN PRINTING COM 890746993 433 49000 SH DEFINED 01 49000 0 0 TOPPAN FORMS CO LTD COM 890780992 278 24000 SH DEFINED 01 24000 0 0 TOPPS COM 890786106 4519 524200 SH DEFINED 01 524200 0 0 TOPPS COM 890786106 370 42900 SH DEFINED 01 05 0 42900 0 TORCHMARK COM 891027104 22503 656819 SH DEFINED 01 656819 0 0 TORCHMARK COM 891027104 950 27738 SH DEFINED 01 03 0 27738 0 TORCHMARK COM 891027104 2867 83713 SH DEFINED 01 05 0 83713 0 TOREX PLC COM 891030991 236 65000 SH DEFINED 01 65000 0 0 TORO COM 891092108 4178 74264 SH DEFINED 01 74264 0 0 TORO COM 891092108 4 77 SH DEFINED 01 03 0 77 0 TORO COM 891092108 259 4600 SH DEFINED 01 05 0 4600 0 TORO CO COM 891092108 69 1230 SH DEFINED 01 02 0 1230 0 TOTALFINAELF COM 891508996 44301 336522 SH DEFINED 01 336522 0 0 TOTALFINAELF COM 891508996 314 2384 SH DEFINED 01 03 0 2384 0 TOTALFINAELF COM 891508996 39300 298533 SH DEFINED 01 05 0 298533 0 TOTAL ENTERTNT REST COM 89150E100 538 66000 SH DEFINED 01 66000 0 0 TOTAL FINA ELF COM 89151E109 56 850 SH DEFINED 01 02 0 850 0 TOTALFINAELF ADR COM 89151E109 1396 21200 SH DEFINED 01 21200 0 0 TOWER AUTO COM 891707101 3150 470147 SH DEFINED 01 0 470147 0 TOWER AUTOMOTIVE COM 891707101 3389 505792 SH DEFINED 01 505792 0 0 TOWER AUTOMOTIVE COM 891707101 3198 477380 SH DEFINED 01 05 0 477380 0 TOWER AUTOMOTIVE CVT CONV BND 891707AE1 880 1000000 PRN DEFINED 01 02 0 0 1000000 TOTAL SYS SVCS INC COM 891906109 6 427 SH DEFINED 01 427 0 0 TOWN & COUNTRY COM 892081100 1220 58000 SH DEFINED 01 58000 0 0 TOWN & COUNTRY COM 892081100 149 7100 SH DEFINED 01 05 0 7100 0 TOYO CORP JP;8151 COM 892266990 217 19000 SH DEFINED 01 19000 0 0 TOYOTA MOTOR COM 892331992 7091 275800 SH DEFINED 01 275800 0 0 TOYOTA MOTOR COM 892331992 77 3000 SH DEFINED 01 03 0 3000 0 TOYOTA MOTOR COM 892331992 6710 261000 SH DEFINED 01 05 0 261000 0 TOYS "R" US COM 892335100 481 47227 SH DEFINED 01 47227 0 0 TOYS "R" US COM 892335100 503 49433 SH DEFINED 01 03 0 49433 0 TOYS "R" US COM 892335100 25 2483 SH DEFINED 01 05 0 2483 0 TRACTOR SUPPLY COMPA COM 892356106 48 1496 SH DEFINED 01 02 0 1496 0 TRACTOR SUPPLY COMPANY COM 892356106 3 100 SH DEFINED 01 03 0 100 0 TRAMMELL CROW COM 89288R106 5502 558000 SH DEFINED 01 558000 0 0 TRAMMELL CROW COM 89288R106 381 38600 SH DEFINED 01 05 0 38600 0 TRANS WORLD ENTMT CP COM 89336Q100 1 170 SH DEFINED 01 170 0 0 TRANSACTION SYSTEMS ARCHITECTS COM 893416107 8 1435 SH DEFINED 01 1435 0 0 TRANSATLANTIC HOLDINGS COM 893521104 5238 78820 SH DEFINED 01 78820 0 0 TRANSKARYOTIC THERAP COM 893735100 2 60 SH DEFINED 01 02 0 60 0 TRANSKARYOTIC THERAPIES COM 893735100 718 22000 SH DEFINED 01 22000 0 0 TRANSKARYOTIC THERAPIES COM 893735100 85 2600 SH DEFINED 01 05 0 2600 0 TRANSMETA CORP COM 89376R109 1 726 SH DEFINED 01 726 0 0 TRANSWITCH COM 894065101 0 410 SH DEFINED 01 410 0 0 TRAVELERS PROPERTY C COM 89420G109 737 55849 SH DEFINED 01 02 0 55849 0 TRAVELERS PROPERTY CASUALTY COM 89420G109 1822 138059 SH DEFINED 11 12 0 138059 0 TRAVELERS PROPERTY CASUALTY COM 89420G109 9836 745153 SH DEFINED 11 12 13 0 745153 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G109 90089 6824886 SH DEFINED 01 6824886 0 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G109 2709 205256 SH DEFINED 01 03 0 205256 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G109 16519 1251478 SH DEFINED 01 05 0 1251478 0 TRAVELERS PROP CASUA COM 89420G406 21 1590 SH DEFINED 01 02 0 1590 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G406 8648 639245 SH DEFINED 01 639245 0 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G406 3284 242786 SH DEFINED 01 03 0 242786 0 TRAVELERS PROPERTY CASUALTY CL COM 89420G406 4493 332126 SH DEFINED 01 05 0 332126 0 TRAVELSKY TECH H(0696) COM 894255991 189 315000 SH DEFINED 01 315000 0 0 TREDEGAR COM 894650100 2017 120406 SH DEFINED 01 120406 0 0 TRIAD HOSPITALS COM 89579K109 2270 59816 SH DEFINED 01 59816 0 0 TRIANGLE PHARMACEUTI COM 89589H104 0 121 SH DEFINED 01 121 0 0 TRIAD GUARANTY COM 895925105 1221 35083 SH DEFINED 01 35083 0 0 TRIAD GUARANTY COM 895925105 3 83 SH DEFINED 01 03 0 83 0 TRIAD GUARANTY COM 895925105 162 4657 SH DEFINED 01 05 0 4657 0 TRIAD GUARANTY INC COM 895925105 44 1262 SH DEFINED 01 02 0 1262 0 TRIARC COS INC CL A COM 895927101 1461 64417 SH DEFINED 01 64417 0 0 TRIBUNE COM 896047107 22505 538268 SH DEFINED 01 538268 0 0 TRIBUNE COM 896047107 2940 70329 SH DEFINED 01 03 0 70329 0 TRIBUNE COM 896047107 3330 79631 SH DEFINED 01 05 0 79631 0 TRIMBLE NAVIGATION L COM 896239100 894 90303 SH DEFINED 01 90303 0 0 TRIMERIS COM 896263100 1513 34077 SH DEFINED 01 34077 0 0 TRIMERIS COM 896263100 195 4400 SH DEFINED 01 05 0 4400 0 TRIMERIS INC COM 896263100 2 50 SH DEFINED 01 02 0 50 0 TRINITY INDS COM 896522109 1413 85856 SH DEFINED 01 85856 0 0 TRINITY INDS COM 896522109 576 35000 SH DEFINED 01 05 0 35000 0 TRI QUINT COM 89674K103 1 400 SH DEFINED 01 02 0 400 0 TRIQUINT SEMICONDUCTOR COM 89674K103 6686 1894235 SH DEFINED 01 1894235 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 547 155100 SH DEFINED 01 05 0 155100 0 TRITON PCS HOLDINGS CL A COM 89677M106 1 570 SH DEFINED 01 570 0 0 TRIUMPH GROUP COM 896818101 1542 55071 SH DEFINED 01 55071 0 0 TRIUMPH GROUP COM 896818101 31 1100 SH DEFINED 01 05 0 1100 0 TRIZEC PROPERTIES COM 89687P107 4 393 SH DEFINED 01 393 0 0 TROPICAL SPORTSWEAR COM 89708P102 2 130 SH DEFINED 01 02 0 130 0 TROPICAL SPORTSWEAR INTL COM 89708P102 299 23050 SH DEFINED 01 23050 0 0 TROPICAL SPORTSWEAR INTL COM 89708P102 36 2750 SH DEFINED 01 05 0 2750 0 TRUST CO NJ JERSEY C COM 898304100 2 90 SH DEFINED 01 90 0 0 TRUSTCO BANK COM 898349105 2400 226842 SH DEFINED 01 226842 0 0 TRUSTMARK CORP COM 898402102 231 10150 SH DEFINED 01 10150 0 0 TRUSTMARK CORP COM 898402102 44 1960 SH DEFINED 01 02 0 1960 0 TRUSTMARK CORP COM 898402102 3 121 SH DEFINED 01 03 0 121 0 TRUSTMARK CORP COM 898402102 34 1500 SH DEFINED 01 05 0 1500 0 TUESDAY MORNING COM 899035505 1756 96420 SH DEFINED 01 96420 0 0 TUESDAY MORNING COM 899035505 133 7300 SH DEFINED 01 05 0 7300 0 TUESDAY MORNING CORP COM 899035505 2 90 SH DEFINED 01 02 0 90 0 TULARIK INC COM 899165104 0 14 SH DEFINED 01 14 0 0 TULLOW OIL PLC COM 899255996 346 228000 SH DEFINED 01 228000 0 0 TUMBLEWEED COMMUNICA COM 899690101 0 63 SH DEFINED 01 63 0 0 Tumbleweed Comm COM 899690986 31818 29 SH DEFINED 1 0 29 0 TUPPERWARE COM 899896104 31 1848 SH DEFINED 01 1848 0 0 TUPPERWARE COM 899896104 226 13570 SH DEFINED 01 03 0 13570 0 TUPPERWARE COM 899896104 11 679 SH DEFINED 01 05 0 679 0 TURKCELL ILETISIM HIZMETLERI A COM 900113994 37 7892098 SH DEFINED 01 05 0 7892098 0 TURKCELL ILETISIM HIZMETLERI A COM 900113994 807 174059266 SH DEFINED 01 05 0 174059266 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 848 122900 SH DEFINED 01 122900 0 0 21ST CENTURY INSURANCE GROUP COM 90130N103 4 386 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 254 18000 SH DEFINED 01 0 18000 0 TYCO INTERNATIONAL COM 902124106 284 20120 SH DEFINED 01 02 0 20120 0 TYCO INTERNATIONAL COM 902124106 1404 99541 SH DEFINED 11 12 0 99541 0 TYCO INTERNATIONAL COM 902124106 4399 312000 SH DEFINED 11 12 13 0 312000 0 TYCO INTL COM 902124106 24071 1707195 SH DEFINED 01 1707195 0 0 TYCO INTL COM 902124106 7459 529024 SH DEFINED 01 03 0 529024 0 TYCO INTL COM 902124106 5391 382305 SH DEFINED 01 05 0 382305 0 TYLER TECHNOLOGIES COM 902252105 629 143000 SH DEFINED 01 143000 0 0 TYLER TECHNOLOGIES COM 902252105 51 11383 SH DEFINED 01 02 0 11383 0 TYLER TECHNOLOGIES COM 902252105 3 695 SH DEFINED 01 03 0 695 0 TYLER TECHNOLOGIES COM 902252105 76 17300 SH DEFINED 01 05 0 17300 0 TYSON FOODS CL A COM 902494103 30835 2651390 SH DEFINED 01 2651390 0 0 TYSON FOODS CL A COM 902494103 62 5318 SH DEFINED 01 05 0 5318 0 UAL CORP COM 902549500 1 250 SH DEFINED 01 250 0 0 UCBH HOLDINGS COM 90262T308 2974 75699 SH DEFINED 01 75699 0 0 UGI COM 902681105 6863 188799 SH DEFINED 01 188799 0 0 UGI COM 902681105 8 224 SH DEFINED 01 03 0 224 0 UGI COM 902681105 415 11426 SH DEFINED 01 05 0 11426 0 UGI CORP COM 902681105 127 3514 SH DEFINED 01 02 0 3514 0 UICI COM 902737105 2425 149115 SH DEFINED 01 149115 0 0 UIL HOLDINGS COM 902748102 1938 54702 SH DEFINED 01 54702 0 0 UIL HOLDINGS COM 902748102 47 1317 SH DEFINED 01 05 0 1317 0 UMB FINL CORP COM 902788108 4 95 SH DEFINED 01 95 0 0 UMB FINL CORP COM 902788108 75 1954 SH DEFINED 01 02 0 1954 0 UMB FINL CORP COM 902788108 5 123 SH DEFINED 01 03 0 123 0 USB HOLDING CO INC COM 902910108 2 130 SH DEFINED 01 02 0 130 0 UST COM 902911106 2149 76153 SH DEFINED 01 76153 0 0 UST COM 902911106 1111 39394 SH DEFINED 01 03 0 39394 0 UST COM 902911106 56 1979 SH DEFINED 01 05 0 1979 0 UST INC COM 902911106 14796 524530 SH DEFINED 01 02 0 524530 0 U.S. BANCORP COM 902973304 57970 3120083 SH DEFINED 01 3120083 0 0 U.S. BANCORP COM 902973304 8319 447693 SH DEFINED 01 03 0 447693 0 U.S. BANCORP COM 902973304 21575 1161140 SH DEFINED 01 05 0 1161140 0 US BANCORP COM 902973304 3633 195553 SH DEFINED 01 0 195553 0 US BANCORP COM 902973304 291 15690 SH DEFINED 01 02 0 15690 0 US BANCORP CVT P/C CONV BND 902973AE6 520 700000 PRN DEFINED 01 02 0 0 700000 USA INTERACTIVE COM 902984103 4738 244474 SH DEFINED 01 0 244474 0 USA INTERACTIVE COM 902984103 208060 10735804 SH DEFINED 01 10735804 0 0 USA INTERACTIVE COM 902984103 277 14300 SH DEFINED 01 02 0 14300 0 USA INTERACTIVE COM 902984103 41186 2125185 SH DEFINED 01 05 0 2125185 0 USA NETWORKS COM 902984996 42636 2200000 SH DEFINED 01 2200000 0 0 USA NETWORKS COM 902984996 7171 370000 SH DEFINED 01 05 0 370000 0 URS CORP COM 903236107 1559 94083 SH DEFINED 01 94083 0 0 USG CORP COM 903293405 0 104 SH DEFINED 01 104 0 0 USEC INC COM 90333E108 1 212 SH DEFINED 01 212 0 0 U.S. PHYSICAL THERAPY COM 90337L108 1067 101100 SH DEFINED 01 101100 0 0 U.S. PHYSICAL THERAPY COM 90337L108 133 12600 SH DEFINED 01 05 0 12600 0 US PHYSICAL THERAPY COM 90337L108 1 125 SH DEFINED 01 02 0 125 0 US ONCOLOGY COM 90338W103 2908 358588 SH DEFINED 01 358588 0 0 US ONCOLOGY COM 90338W103 4 537 SH DEFINED 01 03 0 537 0 US ONCOLOGY COM 90338W103 77 9500 SH DEFINED 01 05 0 9500 0 US ONCOLOGY INC COM 90338W103 71 8710 SH DEFINED 01 02 0 8710 0 ULTICOM INC COM 903844108 2913 526635 SH DEFINED 01 526635 0 0 ULTICOM INC COM 903844108 112 20200 SH DEFINED 01 05 0 20200 0 ULTIMATE ELECTRONICS COM 903849107 708 55483 SH DEFINED 01 55483 0 0 ULTRA PETROLEUM CORP COM 903914109 1637 196000 SH DEFINED 01 196000 0 0 ULTRA PETROLEUM CORP COM 903914109 69 8244 SH DEFINED 01 02 0 8244 0 ULTRA PETROLEUM CORP COM 903914109 4 522 SH DEFINED 01 03 0 522 0 ULTRA PETROLEUM CORP COM 903914109 205 24600 SH DEFINED 01 05 0 24600 0 ULTRATECH STEPPER COM 904034105 633 78213 SH DEFINED 01 78213 0 0 ULTRATECH STEPPER COM 904034105 8 1000 SH DEFINED 01 05 0 1000 0 UNICREDITO ITALIANO COM 904660990 1613 445942 SH DEFINED 01 445942 0 0 UNIFI COM 904677101 14 2239 SH DEFINED 01 2239 0 0 UNIFIRST CORP COM 904708104 1860 78000 SH DEFINED 01 78000 0 0 UNIFIRST CORP COM 904708104 94 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 226 9500 SH DEFINED 01 05 0 9500 0 UNILEVER COM 904760998 7923 133823 SH DEFINED 01 133823 0 0 UNILEVER COM 904760998 194 3275 SH DEFINED 01 03 0 3275 0 UNILEVER COM 904760998 10210 172467 SH DEFINED 01 05 0 172467 0 UNION PACIFIC COM 907818108 190029 3283738 SH DEFINED 01 3283738 0 0 UNION PACIFIC COM 907818108 3405 58840 SH DEFINED 01 03 0 58840 0 UNION PACIFIC COM 907818108 29002 501162 SH DEFINED 01 05 0 501162 0 UNION PACIFIC CORP COM 907818108 148 2550 SH DEFINED 01 02 0 2550 0 UNION PACIFIC CAPITAL CM CV 6. PRF 907824205 27523 541000 SH DEFINED 01 541000 0 0 UNION PACIFIC CAPITAL CM CV 6. PRF 907824403 13762 270500 SH DEFINED 01 270500 0 0 UNION PLANTERS COM 908068109 187 6798 SH DEFINED 01 6798 0 0 UNION PLANTERS COM 908068109 1278 46528 SH DEFINED 01 03 0 46528 0 UNION PLANTERS COM 908068109 64 2334 SH DEFINED 01 05 0 2334 0 UNI-CHARM CORPORATION COM 908500994 156 4000 SH DEFINED 01 4000 0 0 UNIONBANCAL CORP COM 908906100 672 16000 SH DEFINED 01 0 16000 0 UNIONBANCAL CORP COM 908906100 15 354 SH DEFINED 01 354 0 0 UNISOURCE ENERGY COM 909205106 3339 218997 SH DEFINED 01 218997 0 0 UNISOURCE ENERGY COM 909205106 5 349 SH DEFINED 01 03 0 349 0 UNISOURCE ENERGY COM 909205106 215 14068 SH DEFINED 01 05 0 14068 0 UNISOURCE ENERGY CRP COM 909205106 82 5431 SH DEFINED 01 02 0 5431 0 UNISYS COM 909214108 11207 1600936 SH DEFINED 01 1600936 0 0 UNISYS COM 909214108 527 75228 SH DEFINED 01 03 0 75228 0 UNISYS COM 909214108 489 69972 SH DEFINED 01 05 0 69972 0 UNISYS CORP COM 909214108 175 25000 SH DEFINED 01 0 25000 0 UNIT COM 909218109 8043 419986 SH DEFINED 01 419986 0 0 UNIT COM 909218109 523 27300 SH DEFINED 01 05 0 27300 0 UNIT CORP COM 909218109 2 110 SH DEFINED 01 02 0 110 0 UNITED CMNTY FINL CO COM 909839102 1 134 SH DEFINED 01 134 0 0 UNITED BANCSHARES COM 909907107 3867 133290 SH DEFINED 01 133290 0 0 UNITED DEFENSE INDS COM 91018B104 2613 110750 SH DEFINED 01 110750 0 0 UNITED DEFENSE INDS COM 91018B104 76 3217 SH DEFINED 01 02 0 3217 0 UNITED DEFENSE INDS COM 91018B104 5 210 SH DEFINED 01 03 0 210 0 UNITED DEFENSE INDS COM 91018B104 322 13650 SH DEFINED 01 05 0 13650 0 UNITED FIRE & CASUAL COM 910331107 476 14000 SH DEFINED 01 14000 0 0 UNITED FIRE & CASUAL COM 910331107 45 1349 SH DEFINED 01 02 0 1349 0 UNITED FIRE & CASUAL COM 910331107 3 86 SH DEFINED 01 03 0 86 0 UNITED FIRE & CASUAL COM 910331107 58 1700 SH DEFINED 01 05 0 1700 0 UNITED FIRE CVT PFD CVT PRF 910331305 1305 50500 SH DEFINED 01 50500 0 0 UNITED FIRE CVT PFD CVT PRF 910331305 116 4500 SH DEFINED 01 05 0 4500 0 UNITED MICROELECTRONICS ADR COM 910873207 783 221750 SH DEFINED 01 221750 0 0 UNITED NATURAL FOODS COM 911163103 2218 96316 SH DEFINED 01 96316 0 0 UNITED ONLINE INC COM 911268100 1487 155078 SH DEFINED 01 155078 0 0 UNITED OVERSEAS BANK COM 911271104 10212 1525000 SH DEFINED 01 1525000 0 0 UNITED OVERSEAS BANK COM 911271104 94 14000 SH DEFINED 01 03 0 14000 0 UNITED OVERSEAS BANK COM 911271104 5913 883000 SH DEFINED 01 05 0 883000 0 UNITED PARCEL SERVIC COM 911312106 228 3650 SH DEFINED 01 02 0 3650 0 UNITED PARCEL SERVICE CL B COM 911312106 51388 821820 SH DEFINED 01 821820 0 0 UNITED PARCEL SERVICE CL B COM 911312106 16249 259860 SH DEFINED 01 03 0 259860 0 UNITED PARCEL SERVICE CL B COM 911312106 8851 141545 SH DEFINED 01 05 0 141545 0 UNITED RENTALS COM 911363109 27 3160 SH DEFINED 01 3160 0 0 US CELLULAR CORP COM 911684108 6 187 SH DEFINED 01 187 0 0 UNY COM 911689990 1449 147000 SH DEFINED 01 147000 0 0 US AIRWAYS GROUP INC COM 911905107 0 386 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 693 59634 SH DEFINED 01 59634 0 0 UNITED STATES STEEL CORP COM 912909108 275 23705 SH DEFINED 01 03 0 23705 0 UNITED STATES STEEL CORP COM 912909108 14 1190 SH DEFINED 01 05 0 1190 0 UNITED SERVICES GROUP NV COM 913000998 159 22015 SH DEFINED 01 22015 0 0 UNITED STATIONERS COM 913004107 2725 103602 SH DEFINED 01 103602 0 0 UNITED SURGICAL PARTNERS INTL COM 913016309 422 19160 SH DEFINED 01 19160 0 0 UNITED TECHNOLOGIES COM 913017109 847 15000 SH DEFINED 01 0 15000 0 UNITED TECHNOLOGIES COM 913017109 102104 1807445 SH DEFINED 01 1807445 0 0 UNITED TECHNOLOGIES COM 913017109 19505 345330 SH DEFINED 01 02 0 345330 0 UNITED TECHNOLOGIES COM 913017109 7252 128396 SH DEFINED 01 03 0 128396 0 UNITED TECHNOLOGIES COM 913017109 20732 367015 SH DEFINED 01 05 0 367015 0 UNITED THERAPEUTICS COM 91307C102 1 36 SH DEFINED 01 36 0 0 UNITEDGLOBALCOM INC. COM 913247508 1 489 SH DEFINED 01 489 0 0 UNITEDHEALTH GROUP COM 91324P102 6978 80000 SH DEFINED 01 0 80000 0 UNITEDHEALTH GROUP COM 91324P102 495331 5679102 SH DEFINED 01 5679102 0 0 UNITEDHEALTH GROUP COM 91324P102 22538 258453 SH DEFINED 01 02 0 258453 0 UNITEDHEALTH GROUP COM 91324P102 6159 70619 SH DEFINED 01 03 0 70619 0 UNITEDHEALTH GROUP COM 91324P102 81297 932085 SH DEFINED 01 05 0 932085 0 UNITRIN COM 913275103 451 14714 SH DEFINED 01 14714 0 0 UNIVERSAL AMER FINANCIAL CRP COM 913377107 2813 574000 SH DEFINED 01 574000 0 0 UNIVERSAL AMER FINANCIAL CRP COM 913377107 300 61200 SH DEFINED 01 05 0 61200 0 UNIVERSAL COMPRESSION HOLDINGS COM 913431102 311 19200 SH DEFINED 01 19200 0 0 UNIVERSAL COM 913456109 35 1003 SH DEFINED 01 1003 0 0 UNIVERSAL COM 913456109 3 98 SH DEFINED 01 03 0 98 0 UNIVERSAL CORP COM 913456109 56 1592 SH DEFINED 01 02 0 1592 0 UNIVERSAL FST PRO COM 913543104 1057 56154 SH DEFINED 01 56154 0 0 UNIVERSAL HEALTH REALTY INCOME COM 91359E105 934 36000 SH DEFINED 01 36000 0 0 UNIVERSAL HEALTH REALTY INCOME COM 91359E105 114 4400 SH DEFINED 01 05 0 4400 0 UNIVERSAL HEALTH SERVICES CL B COM 913903100 3994 78095 SH DEFINED 01 78095 0 0 UNIVERSAL HEALTH SERVICES CL B COM 913903100 6138 120000 SH DEFINED 01 05 0 120000 0 UNIVERSAL HLTH CR-B COM 913903100 8 160 SH DEFINED 01 02 0 160 0 UNIVISION COM 914906102 27319 1198140 SH DEFINED 01 02 0 1198140 0 UNIVISION COMMUNICATIONS CL A COM 914906102 28790 1262697 SH DEFINED 01 1262697 0 0 UNIVISION COMMUNICATIONS CL A COM 914906102 3618 158682 SH DEFINED 01 03 0 158682 0 UNIVISION COMMUNICATIONS CL A COM 914906102 19585 858945 SH DEFINED 01 05 0 858945 0 UNOCAL COM 915289102 21615 688618 SH DEFINED 01 688618 0 0 UNOCAL COM 915289102 1788 56946 SH DEFINED 01 03 0 56946 0 UNOCAL COM 915289102 2869 91402 SH DEFINED 01 05 0 91402 0 UNOVA INC COM 91529B106 778 158157 SH DEFINED 01 158157 0 0 UNOVA INC COM 91529B106 37 7389 SH DEFINED 01 02 0 7389 0 UNOVA INC COM 91529B106 2 469 SH DEFINED 01 03 0 469 0 UNOVA INC COM 91529B106 95 19490 SH DEFINED 01 05 0 19490 0 UNUMPROVIDENT COM 91529Y106 12904 634077 SH DEFINED 01 634077 0 0 UNUMPROVIDENT COM 91529Y106 1185 58255 SH DEFINED 01 03 0 58255 0 UNUMPROVIDENT COM 91529Y106 389 19112 SH DEFINED 01 05 0 19112 0 UPM KYMMENE COM 915435994 223 8113 SH DEFINED 01 8113 0 0 UPM KYMMENE COM 915435994 131 4770 SH DEFINED 01 03 0 4770 0 USFREIGHTWAYS COM 916906100 2422 84441 SH DEFINED 01 84441 0 0 URBAN OUTFITTERS COM 917047102 2 90 SH DEFINED 01 02 0 90 0 URBAN OUTFITTERS, INC. COM 917047102 2352 96800 SH DEFINED 01 96800 0 0 URBAN OUTFITTERS, INC. COM 917047102 95 3900 SH DEFINED 01 05 0 3900 0 UTSTARCOM INC COM 918076100 0 30 SH DEFINED 01 30 0 0 VCA ANTECH COM 918194101 1469 119000 SH DEFINED 01 119000 0 0 VCA ANTECH COM 918194101 4 325 SH DEFINED 01 03 0 325 0 VCA ANTECH COM 918194101 4059 328900 SH DEFINED 01 05 0 328900 0 VCA ANTECH INC COM 918194101 63 5055 SH DEFINED 01 02 0 5055 0 VA SOFTWARE CORP COM 91819B105 0 179 SH DEFINED 01 179 0 0 VF COM 918204108 869 24137 SH DEFINED 01 24137 0 0 VF COM 918204108 916 25455 SH DEFINED 01 03 0 25455 0 VF COM 918204108 46 1274 SH DEFINED 01 05 0 1274 0 VAIL RESORTS INC COM 91879Q109 1 98 SH DEFINED 01 98 0 0 VALASSIS COMMUNICATIONS COM 918866104 1447 41243 SH DEFINED 01 41243 0 0 VALHI INC NEW COM 918905100 3 311 SH DEFINED 01 311 0 0 VALENCE TECHNOLOGY COM 918914102 0 164 SH DEFINED 01 164 0 0 VALERO ENERGY COM 91913Y100 163 6168 SH DEFINED 01 6168 0 0 VALERO ENERGY COM 91913Y100 5373 203000 SH DEFINED 01 05 0 203000 0 VALLEY NATL BANCORP COM 919794107 5 173 SH DEFINED 01 173 0 0 VALMONT INDUSTRIES COM 920253101 1739 74491 SH DEFINED 01 74491 0 0 VALSPAR COM 920355104 72 1919 SH DEFINED 01 1919 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 832 49100 SH DEFINED 01 49100 0 0 VCOMMERCE CV SERIES C PRF 922100XX5 67 834335 SH DEFINED 01 834335 0 0 VCOMMERCE CV SERIES C PRF 922100XX5 105 1311588 SH DEFINED 01 05 0 1311588 0 VARCO INTL COM 922122106 5190 306709 SH DEFINED 01 306709 0 0 VARCO INTL COM 922122106 9644 570000 SH DEFINED 01 05 0 570000 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 29544 25000000 SH DEFINED 01 25000000 0 0 VARDE FUND V LP 0.00 04/2 PRF 922150XX0 5909 5000000 SH DEFINED 01 05 0 5000000 0 VARIAN COM 922206107 1146 41517 SH DEFINED 01 41517 0 0 VARIAN INC COM 922206107 2 80 SH DEFINED 01 02 0 80 0 VARIAN SEMICONDUCTOR COM 922207105 2 100 SH DEFINED 01 02 0 100 0 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 2804 170574 SH DEFINED 01 170574 0 0 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 95 5800 SH DEFINED 01 05 0 5800 0 VARIAN MEDICAL SYSTEMS COM 92220P105 2610 60718 SH DEFINED 01 60718 0 0 VECTREN COM 92240G101 8989 408600 SH DEFINED 01 408600 0 0 VECTOR GROUP LTD COM 92240M108 0 1 SH DEFINED 01 1 0 0 VEECO INSTRUMENTS COM 922417100 987 91366 SH DEFINED 01 91366 0 0 VENTAS INC COM 92276F100 1736 130000 SH DEFINED 01 130000 0 0 VENTAS INC COM 92276F100 92 6881 SH DEFINED 01 02 0 6881 0 VENTAS INC COM 92276F100 6 437 SH DEFINED 01 03 0 437 0 VENTAS INC COM 92276F100 228 17100 SH DEFINED 01 05 0 17100 0 VENTIV HEALTH INC COM 922793104 6 6000 SH DEFINED 01 0 6000 0 VERITAS COM 923436109 121 8200 SH DEFINED 11 12 0 8200 0 VERITAS SOFTWARE COM 923436109 355 24120 SH DEFINED 01 24120 0 0 VERITAS SOFTWARE COM 923436109 1406 95555 SH DEFINED 01 03 0 95555 0 VERITAS SOFTWARE COM 923436109 2853 193901 SH DEFINED 01 05 0 193901 0 VERITY COM 92343C106 2792 280707 SH DEFINED 01 280707 0 0 VERITY COM 92343C106 30 3020 SH DEFINED 01 05 0 3020 0 VERISIGN COM 92343E102 28 5491 SH DEFINED 01 5491 0 0 VERITAS DGC COM 92343P107 1054 97508 SH DEFINED 01 97508 0 0 VERITAS SOFTWARE CONV BND 92343RAA1 253 310000 PRN DEFINED 01 02 0 0 310000 VERIZION COMMUNICATIONS COM 92343V104 1575 57400 SH DEFINED 11 12 0 57400 0 VERIZION COMMUNICATIONS COM 92343V104 6127 223300 SH DEFINED 11 12 13 0 223300 0 VERIZON COMM COM 92343V104 4810 175278 SH DEFINED 01 0 175278 0 VERIZON COMM COM 92343V104 890 32376 SH DEFINED 01 02 0 32376 0 VERIZON COMMUNICATIONS COM 92343V104 220866 8049083 SH DEFINED 01 8049083 0 0 VERIZON COMMUNICATIONS COM 92343V104 19130 697131 SH DEFINED 01 03 0 697131 0 VERIZON COMMUNICATIONS COM 92343V104 45540 1659591 SH DEFINED 01 05 0 1659591 0 VERSICOR INC COM 925314106 1 170 SH DEFINED 01 02 0 170 0 VERTEX PHARMACEUTICALS COM 92532F100 57 3093 SH DEFINED 01 3093 0 0 VERTICALNET INC COM 92532L206 0 11 SH DEFINED 01 11 0 0 VIACOM CL A COM 925524100 1298 32000 SH DEFINED 01 32000 0 0 VIACOM INTL COM 925524100 310 7650 SH DEFINED 01 02 0 7650 0 VIACOM CL B COM 925524308 575061 14181519 SH DEFINED 01 14181519 0 0 VIACOM CL B COM 925524308 18379 453235 SH DEFINED 01 03 0 453235 0 VIACOM CL B COM 925524308 159853 3942121 SH DEFINED 01 05 0 3942121 0 VIACOM INC CL B COM 925524308 6481 159838 SH DEFINED 01 0 159838 0 VIACOM INC CL B COM 925524308 18728 461720 SH DEFINED 01 02 0 461720 0 VIAD COM 92552R109 73 3572 SH DEFINED 01 3572 0 0 VIASAT COM 92552V100 514 81562 SH DEFINED 01 81562 0 0 VIASYS HEALTHCARE COM 92553Q209 1260 81809 SH DEFINED 01 81809 0 0 VICOR COM 925815102 953 133256 SH DEFINED 01 133256 0 0 VIA NET.WORKS INC COM 925912107 0 119 SH DEFINED 01 119 0 0 VIEWPOINT COM 92672P108 792 363100 SH DEFINED 01 363100 0 0 VIGNETTE COM 926734104 236 294042 SH DEFINED 01 294042 0 0 VINTAGE PETROLEUM COM 927460105 3036 281121 SH DEFINED 01 281121 0 0 VIROPHARMA INC COM 928241108 0 41 SH DEFINED 01 41 0 0 VISHAY INTERTECHNOLOGY COM 928298108 4454 506123 SH DEFINED 01 506123 0 0 VISHAY INTERTECHNOLOGY COM 928298108 9 1078 SH DEFINED 01 05 0 1078 0 VISTEON COM 92839U107 809 85403 SH DEFINED 01 85403 0 0 VISTEON COM 92839U107 288 30418 SH DEFINED 01 03 0 30418 0 VISTEON COM 92839U107 14 1525 SH DEFINED 01 05 0 1525 0 VISTEON CORP COM 92839U107 1 128 SH DEFINED 01 02 0 128 0 VISUAL NETWORKS INC COM 928444108 0 76 SH DEFINED 01 76 0 0 VISX COM 92844S105 3798 411494 SH DEFINED 01 411494 0 0 VISX COM 92844S105 4133 447800 SH DEFINED 01 05 0 447800 0 VITAL SIGNS COM 928469105 1204 40517 SH DEFINED 01 40517 0 0 VITALWORKS INC COM 928483106 859 118101 SH DEFINED 01 118101 0 0 VITALWORKS INC COM 928483106 2 240 SH DEFINED 01 02 0 240 0 VITALWORKS INC COM 928483106 113 15500 SH DEFINED 01 05 0 15500 0 VITESSE SEMICONDUCTOR COM 928497106 5 6588 SH DEFINED 01 6588 0 0 VITESSE SEMICON CVT CONV BND 928497AB2 1258 1750000 PRN DEFINED 01 02 0 0 1750000 VITRIA TECHNOLOGY COM 92849Q104 1 701 SH DEFINED 01 701 0 0 VIVENDI UNIVERSAL ADR COM 92851S204 3019 265000 SH DEFINED 01 265000 0 0 VNU NV COM 928563998 219 9440 SH DEFINED 01 9440 0 0 VODAFONE GROUP COM 92857TXX0 28518 22249355 SH DEFINED 01 22249355 0 0 VODAFONE GROUP COM 92857TXX0 227 177042 SH DEFINED 01 03 0 177042 0 VODAFONE GROUP COM 92857TXX0 19143 14936057 SH DEFINED 01 05 0 14936057 0 VOLKSWAGEN COM 928600998 2567 71128 SH DEFINED 01 71128 0 0 VOLKSWAGEN COM 928663988 277 10500 SH DEFINED 01 10500 0 0 VOLT INFO SCIENCES COM 928703107 723 47724 SH DEFINED 01 47724 0 0 VOPAK COM 928875996 228 22600 SH DEFINED 01 22600 0 0 VORNADO REALTY TRUST COM 929042109 11 278 SH DEFINED 01 278 0 0 VULCAN MATERIALS COM 929160109 1931 53400 SH DEFINED 01 0 53400 0 VULCAN MATERIALS COM 929160109 2381 65848 SH DEFINED 01 65848 0 0 VULCAN MATERIALS COM 929160109 854 23621 SH DEFINED 01 03 0 23621 0 VULCAN MATERIALS COM 929160109 43 1182 SH DEFINED 01 05 0 1182 0 WD-40 CO COM 929236107 1489 51523 SH DEFINED 01 51523 0 0 WFS FINANCIAL INC COM 92923B106 1143 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 149 7200 SH DEFINED 01 05 0 7200 0 WCI COMMUNITIES COM 92923C104 3 226 SH DEFINED 01 226 0 0 WGL HOLDINGS COM 92924F106 481 20062 SH DEFINED 01 20062 0 0 W HOLDING COMPANY INC COM 929251106 750 46013 SH DEFINED 01 46013 0 0 WJ COMMUNICATIONS COM 929284107 0 202 SH DEFINED 01 202 0 0 WMS INDS COM 929297109 1417 100500 SH DEFINED 01 100500 0 0 WPP GROUP ADR COM 929309300 887 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 92 13680 SH DEFINED 01 03 0 13680 0 WPS RESOURES CORP COM 92931B106 47 1322 SH DEFINED 01 1322 0 0 WSFS FINANCIAL CORP COM 929328102 1459 52100 SH DEFINED 01 52100 0 0 WSFS FINANCIAL CORP COM 929328102 3 100 SH DEFINED 01 02 0 100 0 WSFS FINANCIAL CORP COM 929328102 179 6400 SH DEFINED 01 05 0 6400 0 WABASH NATL COM 929566107 391 72253 SH DEFINED 01 72253 0 0 WESTINGHOUSE AIR BRA COM 929740108 246 17446 SH DEFINED 01 17446 0 0 WESTINGHOUSE AIR BRA COM 929740108 49 3460 SH DEFINED 01 05 0 3460 0 WACHOVIA COM 929903102 43279 1323980 SH DEFINED 01 1323980 0 0 WACHOVIA COM 929903102 11904 364131 SH DEFINED 01 03 0 364131 0 WACHOVIA COM 929903102 23185 709219 SH DEFINED 01 05 0 709219 0 WACHOVIA CORPORATION COM 929903102 4124 126165 SH DEFINED 01 0 126165 0 WACHOVIA CORPORATION COM 929903102 430 13160 SH DEFINED 01 02 0 13160 0 WADDELL & REED FINANCIAL CL A COM 930059100 57 3257 SH DEFINED 01 3257 0 0 WAL-MART DE MEXICO COM 931141998 9279 3838168 SH DEFINED 01 3838168 0 0 WAL-MART DE MEXICO COM 931141998 5348 2212478 SH DEFINED 01 05 0 2212478 0 WAL MART STORES COM 931142103 21635 439399 SH DEFINED 01 0 439399 0 WAL MART STORES COM 931142103 61874 1256546 SH DEFINED 01 02 0 1256546 0 WAL-MART STORES COM 931142103 784062 15923280 SH DEFINED 01 15923280 0 0 WAL-MART STORES COM 931142103 51528 1046496 SH DEFINED 01 03 0 1046496 0 WAL-MART STORES COM 931142103 118254 2401587 SH DEFINED 01 05 0 2401587 0 WAL-MART STORES INC COM 931142103 9941 201900 SH DEFINED 11 12 13 0 201900 0 WAL-MART STORES INC. COM 931142103 1664 33800 SH DEFINED 11 12 0 33800 0 WALGREEN COM 931422109 95439 3102723 SH DEFINED 01 3102723 0 0 WALGREEN COM 931422109 7390 240253 SH DEFINED 01 03 0 240253 0 WALGREEN COM 931422109 13982 454569 SH DEFINED 01 05 0 454569 0 WALGREEN CO. COM 931422109 9607 312288 SH DEFINED 01 02 0 312288 0 WALLACE COMPUTER SERVICES COM 932270101 28 1595 SH DEFINED 01 1595 0 0 WALTER INDS COM 93317Q105 2 153 SH DEFINED 01 153 0 0 THE WAREHOUSE GROUP COM 934200999 74 22000 SH DEFINED 01 22000 0 0 WASHINGTON FED COM 938824109 4609 206545 SH DEFINED 01 206545 0 0 WASHINGTON FED COM 938824109 32 1420 SH DEFINED 01 05 0 1420 0 WASHINGTON MUT INC COM 939322103 24446 776770 SH DEFINED 01 02 0 776770 0 WASHINGTON MUTUAL COM 939322103 136508 4337750 SH DEFINED 01 4337750 0 0 WASHINGTON MUTUAL COM 939322103 10002 317821 SH DEFINED 01 03 0 317821 0 WASHINGTON MUTUAL COM 939322103 27219 864987 SH DEFINED 01 05 0 864987 0 Washington Mutual Inc COM 939322103 123910 3899 SH DEFINED 1 0 3899 0 WASHINGTON POST CI B COM 939640108 250 385 SH DEFINED 01 385 0 0 WASH REAL ESTATE INC COM 939653101 3 130 SH DEFINED 01 130 0 0 WASTE CONNECTION COM 941053100 3 100 SH DEFINED 01 02 0 100 0 WASTE CONNECTIONS COM 941053100 5585 160508 SH DEFINED 01 160508 0 0 WASTE CONNECTIONS COM 941053100 212 6100 SH DEFINED 01 05 0 6100 0 WASTE RECYCLING GROUP COM 941069999 142 36000 SH DEFINED 01 36000 0 0 WASTE MANAGEMENT COM 94106L109 101639 4358456 SH DEFINED 01 4358456 0 0 WASTE MANAGEMENT COM 94106L109 5645 242070 SH DEFINED 01 03 0 242070 0 WASTE MANAGEMENT COM 94106L109 18489 792837 SH DEFINED 01 05 0 792837 0 WASTE MANAGEMENT INC COM 94106L109 958 41100 SH DEFINED 01 02 0 41100 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 208 540000 SH DEFINED 01 540000 0 0 WATERS COM 941848103 8812 363354 SH DEFINED 01 363354 0 0 WATERS COM 941848103 740 30525 SH DEFINED 01 03 0 30525 0 WATERS COM 941848103 8966 369731 SH DEFINED 01 05 0 369731 0 WATSCO COM 942622200 1180 82544 SH DEFINED 01 82544 0 0 WATSON PHARMACEUTICALS COM 942683103 3042 124111 SH DEFINED 01 124111 0 0 WATSON PHARMACEUTICALS COM 942683103 619 25245 SH DEFINED 01 03 0 25245 0 WATSON PHARMACEUTICALS COM 942683103 102 4151 SH DEFINED 01 05 0 4151 0 WATSON WYATT &CO COM 942712100 2135 106730 SH DEFINED 01 106730 0 0 WATTS INDS CL A COM 942749102 4076 248533 SH DEFINED 01 248533 0 0 WATTS INDS CL A COM 942749102 5 300 SH DEFINED 01 03 0 300 0 WATTS INDS CL A COM 942749102 218 13300 SH DEFINED 01 05 0 13300 0 WATTS INDUSTRIES INC COM 942749102 76 4673 SH DEFINED 01 02 0 4673 0 WAUSAU-MOSINEE PAPER COM 943315101 22 2396 SH DEFINED 01 2396 0 0 WAVE SYS CORP COM 943526103 0 127 SH DEFINED 01 127 0 0 WAVECOM SA-ADR COM 943531103 638 20000 SH DEFINED 01 20000 0 0 WAYLAND INVESTMENT FUND LLC 0 PRF 944209XX8 15382 32000000 SH DEFINED 01 32000000 0 0 WAYLAND INVESTMENT FUND LLC 0 PRF 944209XX8 2884 6000000 SH DEFINED 01 05 0 6000000 0 WEATHERFORD CVT INTL CONV BND 947074AB6 261 420000 PRN DEFINED 01 02 0 0 420000 WEBEX COMMUNICATIONS COM 94767L109 3 283 SH DEFINED 01 283 0 0 WEBEX COMMUNICATIONS COM 94767L109 1 90 SH DEFINED 01 02 0 90 0 WEBSENSE COM 947684106 580 50000 SH DEFINED 01 50000 0 0 WEBSENSE COM 947684106 68 5900 SH DEFINED 01 05 0 5900 0 WEBSENSE INC COM 947684106 1 100 SH DEFINED 01 02 0 100 0 WEBMETHODS INC COM 94768C108 2 311 SH DEFINED 01 311 0 0 WEBSTER FINANCIAL COM 947890109 96 2839 SH DEFINED 01 2839 0 0 WEIDER NUTRITION INTL COM 948603105 18 10000 SH DEFINED 01 10000 0 0 WEIGHT WATCHERS INTL COM 948626106 11 258 SH DEFINED 01 258 0 0 WEIR GROUP PLC COM 948758990 271 85000 SH DEFINED 01 85000 0 0 WEIS MARKETS INC COM 948849104 4 114 SH DEFINED 01 114 0 0 WELLMAN COM 949702104 2269 166223 SH DEFINED 01 166223 0 0 WELLPOINT COM 94973H108 6 85 SH DEFINED 01 02 0 85 0 WELLPOINT HEALTH NETWORKS COM 94973H108 43489 593296 SH DEFINED 01 593296 0 0 WELLPOINT HEALTH NETWORKS COM 94973H108 2521 34389 SH DEFINED 01 03 0 34389 0 WELLPOINT HEALTH NETWORKS COM 94973H108 1757 23959 SH DEFINED 01 05 0 23959 0 WELLS FARGO STABLE COM 949742993 55613 1650965 SH DEFINED 01 03 0 1650965 0 WELLS FARGO COM 949746101 392858 8157375 SH DEFINED 01 8157375 0 0 WELLS FARGO COM 949746101 19423 403277 SH DEFINED 01 03 0 403277 0 WELLS FARGO COM 949746101 82672 1716642 SH DEFINED 01 05 0 1716642 0 WELLS FARGO CO (NEW) COM 949746101 2276 47261 SH DEFINED 01 0 47261 0 WELLS FARGO CO (NEW) COM 949746101 42742 887443 SH DEFINED 01 02 0 887443 0 WELLSFORD REAL PROP COM 950240200 1319 76700 SH DEFINED 01 76700 0 0 WELLSFORD REAL PROP COM 950240200 495 28800 SH DEFINED 01 05 0 28800 0 WENDY'S INTL COM 950590109 11157 336949 SH DEFINED 01 336949 0 0 WENDY'S INTL COM 950590109 891 26924 SH DEFINED 01 03 0 26924 0 WENDY'S INTL COM 950590109 11898 359356 SH DEFINED 01 05 0 359356 0 WENDYS INTL INC COM 950590109 4211 127150 SH DEFINED 01 02 0 127150 0 WERNER ENTERPRISES COM 950755108 4556 247908 SH DEFINED 01 247908 0 0 WESCAST INDS CL A COM 950813105 6013 182200 SH DEFINED 01 182200 0 0 WESCAST INDS CL A COM 950813105 544 16500 SH DEFINED 01 05 0 16500 0 WESCO FINANCIAL CORP COM 950817106 919 2988 SH DEFINED 01 2988 0 0 WESCO FINANCIAL CORP COM 950817106 86 280 SH DEFINED 01 05 0 280 0 WESCO INTERNATIONAL COM 95082P105 1 146 SH DEFINED 01 146 0 0 WEST CORP COM 952355105 651 46518 SH DEFINED 01 46518 0 0 WEST CORP COM 952355105 66 4700 SH DEFINED 01 05 0 4700 0 WEST PHARMACEUTICAL COM 955306105 1 54 SH DEFINED 01 54 0 0 WESTAMERICA BANCORPORATION COM 957090103 56 1382 SH DEFINED 01 1382 0 0 WESTERN RESOURCES COM 95709T100 581 57745 SH DEFINED 01 57745 0 0 WESTCORP COM 957907108 3 128 SH DEFINED 01 128 0 0 WESTERN DIGITAL COM 958102105 141 30000 SH DEFINED 01 0 30000 0 WESTERN DIGITAL COM 958102105 2730 580900 SH DEFINED 01 580900 0 0 WESTERN DIGITAL COM 958102105 2 430 SH DEFINED 01 02 0 430 0 WESTERN DIGITAL COM 958102105 161 34200 SH DEFINED 01 05 0 34200 0 WESTERN GAS RESOURCE COM 958259103 94 3019 SH DEFINED 01 02 0 3019 0 WESTERN GAS RESOURCES COM 958259103 2019 64580 SH DEFINED 01 64580 0 0 WESTERN GAS RESOURCES COM 958259103 6 191 SH DEFINED 01 03 0 191 0 WESTERN GAS RESOURCES COM 958259103 256 8200 SH DEFINED 01 05 0 8200 0 WESTERN WIRELESS COM 95988E204 1 330 SH DEFINED 01 02 0 330 0 WESTERN WIRELESS CL A COM 95988E204 535 198149 SH DEFINED 01 198149 0 0 WESTERN WIRELESS CL A COM 95988E204 57 21100 SH DEFINED 01 05 0 21100 0 WESTPAC BANKING ORD COM 961214103 1060 140840 SH DEFINED 01 140840 0 0 WESTPAC BANKING ORD COM 961214103 75 10000 SH DEFINED 01 03 0 10000 0 WESTPOINT STEVENS IN COM 961238102 0 100 SH DEFINED 01 100 0 0 WESTWOOD HLDGS GROUP COM 961765104 3494 245350 SH DEFINED 01 245350 0 0 WESTWOOD HLDGS GROUP COM 961765104 100 7050 SH DEFINED 01 05 0 7050 0 WESTWOOD ONE COM 961815107 46810 1309370 SH DEFINED 01 1309370 0 0 WESTWOOD ONE COM 961815107 5058 141500 SH DEFINED 01 03 0 141500 0 WESTWOOD ONE COM 961815107 20838 582909 SH DEFINED 01 05 0 582909 0 WESTWOOD ONE CORP COM 961815107 91979 2572859 SH DEFINED 01 02 0 2572859 0 WET SEAL CL A COM 961840105 953 95320 SH DEFINED 01 95320 0 0 WEYERHAEUSER COM 962166104 36525 834465 SH DEFINED 01 834465 0 0 WEYERHAEUSER COM 962166104 2231 50966 SH DEFINED 01 03 0 50966 0 WEYERHAEUSER COM 962166104 186 4248 SH DEFINED 01 05 0 4248 0 WHARF HOLDINGS COM 962257101 786 413000 SH DEFINED 01 413000 0 0 WHEATON RIVER MIN UNITS COM 962902557 392 550000 SH DEFINED 01 550000 0 0 WHEATON COMMON COM 962902995 125 175000 SH DEFINED 01 175000 0 0 WHIRLPOOL COM 963320106 41918 914027 SH DEFINED 01 914027 0 0 WHIRLPOOL COM 963320106 2347 51171 SH DEFINED 01 03 0 51171 0 WHIRLPOOL COM 963320106 6533 142440 SH DEFINED 01 05 0 142440 0 WHIRLPOOL CORP COM 963320106 3745 81630 SH DEFINED 01 02 0 81630 0 WHITBREAD PLC COM 963367990 1201 148300 SH DEFINED 01 148300 0 0 WHITNEY HOLDING COM 966612103 4205 131768 SH DEFINED 01 131768 0 0 WHITNEY HOLDING COM 966612103 39 1230 SH DEFINED 01 05 0 1230 0 WHOLE FOODS MARKET COM 966837106 69146 1614057 SH DEFINED 01 1614057 0 0 WHOLE FOODS MARKET COM 966837106 111092 2593195 SH DEFINED 01 02 0 2593195 0 WHOLE FOODS MARKET COM 966837106 9594 223950 SH DEFINED 01 03 0 223950 0 WHOLE FOODS MARKET COM 966837106 3502 81739 SH DEFINED 01 05 0 81739 0 WILD OATS MARKETS COM 96808B107 1754 193175 SH DEFINED 01 193175 0 0 WILD OATS MARKETS COM 96808B107 33 3528 SH DEFINED 01 02 0 3528 0 WILD OATS MARKETS COM 96808B107 2 206 SH DEFINED 01 03 0 206 0 WILD OATS MARKETS COM 96808B107 141 15500 SH DEFINED 01 05 0 15500 0 WILLIAMS COMMUNICATIONS COM 969455104 0 2599 SH DEFINED 01 2599 0 0 WILLIAM COMPANIES COM 969457100 4 1700 SH DEFINED 01 02 0 1700 0 WILLIAMS COMPANIES COM 969457100 40 17676 SH DEFINED 01 17676 0 0 WILLIAMS COMPANIES COM 969457100 272 120224 SH DEFINED 01 03 0 120224 0 WILLIAMS COMPANIES COM 969457100 14 6030 SH DEFINED 01 05 0 6030 0 WILLIAMS SONOMA COM 969904101 709 30000 SH DEFINED 01 0 30000 0 WILLIAMS SONOMA COM 969904101 92949 3933510 SH DEFINED 01 02 0 3933510 0 WILLIAMS-SONOMA COM 969904101 64650 2735930 SH DEFINED 01 2735930 0 0 WILLIAMS-SONOMA COM 969904101 8436 357000 SH DEFINED 01 03 0 357000 0 WILLIAMS-SONOMA COM 969904101 3261 138022 SH DEFINED 01 05 0 138022 0 WILLOW GROVE BANCORP COM 97111W101 1080 91500 SH DEFINED 01 91500 0 0 WILMINGTON TRUST COM 971807102 73 2519 SH DEFINED 01 2519 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 148 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 1009 36300 SH DEFINED 01 36300 0 0 WILSONS THE LEATHER EXPERTS COM 972463103 835 117300 SH DEFINED 01 117300 0 0 WILSONS THE LEATHER EXPERTS COM 972463103 89 12500 SH DEFINED 01 05 0 12500 0 WIND RIVER SYSTEMS COM 973149107 501 155673 SH DEFINED 01 155673 0 0 WING HANG BANK LTD COM 973855992 229 70000 SH DEFINED 01 70000 0 0 WINN-DIXIE STORES COM 974280109 63 4824 SH DEFINED 01 4824 0 0 WINN-DIXIE STORES COM 974280109 429 32720 SH DEFINED 01 03 0 32720 0 WINN-DIXIE STORES COM 974280109 22 1639 SH DEFINED 01 05 0 1639 0 WINNEBAGO IND COM 974637100 4030 101938 SH DEFINED 01 101938 0 0 WINNEBAGO IND COM 974637100 3 78 SH DEFINED 01 03 0 78 0 WINNEBAGO IND COM 974637100 221 5600 SH DEFINED 01 05 0 5600 0 WINNEBAGO IND INC COM 974637100 49 1205 SH DEFINED 01 02 0 1205 0 WINTRUST FINANCIAL COM 97650W108 1690 59000 SH DEFINED 01 59000 0 0 WINTRUST FINANCIAL COM 97650W108 56 1923 SH DEFINED 01 02 0 1923 0 WINTRUST FINANCIAL COM 97650W108 3 101 SH DEFINED 01 03 0 101 0 WINTRUST FINANCIAL COM 97650W108 183 6400 SH DEFINED 01 05 0 6400 0 WIRELESS FACILITIES COM 97653A103 443 100089 SH DEFINED 01 100089 0 0 WIRELESS FACILITIES COM 97653A103 22 4938 SH DEFINED 01 02 0 4938 0 WIRELESS FACILITIES COM 97653A103 1 308 SH DEFINED 01 03 0 308 0 WIRELESS FACILITIES COM 97653A103 54 12200 SH DEFINED 01 05 0 12200 0 WISCONSIN ENERGY COM 976657106 114 4721 SH DEFINED 01 4721 0 0 WITNESS SYSTEMS INC COM 977424100 1132 194400 SH DEFINED 01 194400 0 0 WITNESS SYSTEMS INC COM 977424100 1 120 SH DEFINED 01 02 0 120 0 WITNESS SYSTEMS INC COM 977424100 62 10700 SH DEFINED 01 05 0 10700 0 WOLTERS KLUWER COM 977874999 957 52916 SH DEFINED 01 52916 0 0 WOLSELEY COM 977989995 1520 191200 SH DEFINED 01 191200 0 0 WOLVERINE TUBE COM 978093102 236 38421 SH DEFINED 01 38421 0 0 WOLVERINE COM 978097103 2838 189202 SH DEFINED 01 189202 0 0 WOLVERINE COM 978097103 124 8260 SH DEFINED 01 05 0 8260 0 WOODWARD GOVERNOR CO COM 980745103 6836 144231 SH DEFINED 01 144231 0 0 WOODWARD GOVERNOR CO COM 980745103 502 10600 SH DEFINED 01 05 0 10600 0 WOOLWORTH LTD COM 980888994 4416 660774 SH DEFINED 01 660774 0 0 WOOLWORTH LTD COM 980888994 72 10805 SH DEFINED 01 03 0 10805 0 WOOLWORTH LTD COM 980888994 8618 1289444 SH DEFINED 01 05 0 1289444 0 WORLD FUEL SERVICES COM 981475106 2 100 SH DEFINED 01 02 0 100 0 WORLDGATE COMM COM 98156L307 0 87 SH DEFINED 01 87 0 0 WORLDCOM INC/GROUP COM 98157D106 20 201000 SH DEFINED 01 0 201000 0 WORLDCOM INC-MCI GRP COM 98157D304 1 7140 SH DEFINED 01 0 7140 0 WORTHINGTON INDS COM 981811102 56 2970 SH DEFINED 01 2970 0 0 WORTHINGTON INDS COM 981811102 372 19915 SH DEFINED 01 03 0 19915 0 WORTHINGTON INDS COM 981811102 19 996 SH DEFINED 01 05 0 996 0 WRIGLEY (WM) JR COM 982526105 17350 350575 SH DEFINED 01 350575 0 0 WRIGLEY (WM) JR COM 982526105 2596 52465 SH DEFINED 01 03 0 52465 0 WRIGLEY (WM) JR COM 982526105 162 3274 SH DEFINED 01 05 0 3274 0 WYETH COM 983024100 12734 400446 SH DEFINED 01 0 400446 0 WYETH COM 983024100 97208 3056835 SH DEFINED 01 3056835 0 0 WYETH COM 983024100 8225 258670 SH DEFINED 01 02 0 258670 0 WYETH COM 983024100 9808 308443 SH DEFINED 01 03 0 308443 0 WYETH COM 983024100 121990 3836203 SH DEFINED 01 05 0 3836203 0 WYETH COM 983024100 1186 37300 SH DEFINED 11 12 0 37300 0 WYETH COM 983024100 5639 177314 SH DEFINED 11 12 13 0 177314 0 WYNDHAM COM 983101106 0 727 SH DEFINED 01 727 0 0 XL CAPITAL CVT CONV BND 98372PAB4 381 620000 PRN DEFINED 01 02 0 0 620000 XM SATELLITE RADIO - WTS EXP COM 98375Y114 22 10750 SH DEFINED 01 10750 0 0 XM SATELLITE RADIO - WTS EXP COM 98375Y114 4 1900 SH DEFINED 01 05 0 1900 0 XO COMMUNICATIONS COM 983764101 0 561 SH DEFINED 01 561 0 0 X-RITE COM 983857103 490 63397 SH DEFINED 01 63397 0 0 XTO ENERGY COM 98385X106 8 396 SH DEFINED 01 396 0 0 XCEL ENERGY COM 98389B100 4036 433427 SH DEFINED 01 433427 0 0 XCEL ENERGY COM 98389B100 863 92651 SH DEFINED 01 03 0 92651 0 XCEL ENERGY COM 98389B100 3301 354656 SH DEFINED 01 05 0 354656 0 XCEL ENERGY INC COM 98389B100 2074 222800 SH DEFINED 01 0 222800 0 XILINX COM 983919101 5154 325358 SH DEFINED 01 325358 0 0 XILINX COM 983919101 16434 1037750 SH DEFINED 01 02 0 1037750 0 XILINX COM 983919101 1681 106172 SH DEFINED 01 03 0 106172 0 XILINX COM 983919101 10144 640542 SH DEFINED 01 05 0 640542 0 XEROX CVT 144A 7.50% PRF 98411F202 8876 240700 SH DEFINED 01 240700 0 0 XEROX CVT 144A 7.50% PRF 98411F202 343 9300 SH DEFINED 01 05 0 9300 0 XEROX COM 984121103 34003 6869153 SH DEFINED 01 6869153 0 0 XEROX COM 984121103 841 169954 SH DEFINED 01 03 0 169954 0 XEROX COM 984121103 5334 1077651 SH DEFINED 01 05 0 1077651 0 XSTRATA PLC COM 984220996 252 25000 SH DEFINED 01 25000 0 0 YAHOO! COM 984332106 2450 256076 SH DEFINED 01 256076 0 0 YAHOO! COM 984332106 1345 140569 SH DEFINED 01 03 0 140569 0 YAHOO! COM 984332106 123 12921 SH DEFINED 01 05 0 12921 0 YAMAHA COM 984599993 379 40000 SH DEFINED 01 40000 0 0 YAMATO TRANSPORT COM 984630996 5712 380000 SH DEFINED 01 380000 0 0 YAMATO TRANSPORT COM 984630996 60 4000 SH DEFINED 01 03 0 4000 0 YAMATO TRANSPORT COM 984630996 4871 324000 SH DEFINED 01 05 0 324000 0 YANKEE CANDLE COM 984757104 1116 65000 SH DEFINED 01 65000 0 0 YANKEE CANDLE COM 984757104 3 160 SH DEFINED 01 02 0 160 0 YANKEE CANDLE COM 984757104 141 8200 SH DEFINED 01 05 0 8200 0 YAKULT HONSHA ORD COM 984950998 227 21000 SH DEFINED 01 21000 0 0 YARDVILLE NATIONAL B COM 985021104 38 2215 SH DEFINED 01 02 0 2215 0 YARDVILLE NATIONAL BANCORP COM 985021104 2 140 SH DEFINED 01 03 0 140 0 YELLOW CORP COM 985509108 5190 175826 SH DEFINED 01 175826 0 0 YELLOW CORP COM 985509108 85 2890 SH DEFINED 01 05 0 2890 0 YORK INTL COM 986670107 27342 969562 SH DEFINED 01 969562 0 0 YORK INTL COM 986670107 3523 124937 SH DEFINED 01 05 0 124937 0 YOUNG BROADCASTING CL A COM 987434107 217 25042 SH DEFINED 01 25042 0 0 YUHAN CORP COM 988322996 224 5000 SH DEFINED 01 5000 0 0 YUM! BRANDS COM 988498101 12775 461081 SH DEFINED 01 461081 0 0 YUM! BRANDS COM 988498101 1953 70455 SH DEFINED 01 03 0 70455 0 YUM! BRANDS COM 988498101 5629 203167 SH DEFINED 01 05 0 203167 0 YUM! BRANDS INC COM 988498101 2496 90050 SH DEFINED 01 02 0 90050 0 YUKOS ADR COM 98849W108 11262 84200 SH DEFINED 01 84200 0 0 YUKOS ADR COM 98849W108 67 500 SH DEFINED 01 03 0 500 0 YUKOS ADR COM 98849W108 513 3838 SH DEFINED 01 05 0 3838 0 ZALE COM 988858106 3231 107108 SH DEFINED 01 107108 0 0 ZAPF CREATION AG COM 989080999 135 7000 SH DEFINED 01 7000 0 0 ZARDDOYA OTIS SA COM 989099999 335 29700 SH DEFINED 01 29700 0 0 ZEBRA TECH COM 989207105 5212 98922 SH DEFINED 01 98922 0 0 ZENITH NATIONAL COM 989390109 1554 58807 SH DEFINED 01 58807 0 0 ZHEJIANG EXP CO H COM 989486998 200 600000 SH DEFINED 01 600000 0 0 ZIMMER HOLDINGS COM 98956P102 9962 259840 SH DEFINED 01 259840 0 0 ZIMMER HOLDINGS COM 98956P102 1771 46170 SH DEFINED 01 03 0 46170 0 ZIMMER HOLDINGS COM 98956P102 340 8874 SH DEFINED 01 05 0 8874 0 ZIONS BANCORP COM 989701107 1552 35655 SH DEFINED 01 35655 0 0 ZIONS BANCORP COM 989701107 929 21345 SH DEFINED 01 03 0 21345 0 ZIONS BANCORP COM 989701107 47 1070 SH DEFINED 01 05 0 1070 0 ZIONS BANCORPORATION COM 989701107 4312 99049 SH DEFINED 01 0 99049 0 ZIONS BANCORPORATION COM 989701107 9281 213186 SH DEFINED 01 02 0 213186 0 ZIXIT COM 98974P100 219 56963 SH DEFINED 01 56963 0 0 ZORAN COM 98975F101 578 52500 SH DEFINED 01 52500 0 0 ZORAN COM 98975F101 67 6100 SH DEFINED 01 05 0 6100 0 ZOLL MEDICAL COM 989922109 730 24000 SH DEFINED 01 24000 0 0 ZOLL MEDICAL COM 989922109 88 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 153252 9063690 SH DEFINED 01 03 0 9063690 0 AET STABLE CAPITAL II (HV) COM 990007940 71966 4375852 SH DEFINED 01 03 0 4375852 0 AET SM CAP VALUE COL COM 9900080R6 3 421 SH DEFINED 01 03 0 421 0 AET INCOME II (HV) COM 990008419 23956 1055434 SH DEFINED 01 03 0 1055434 0 AET FEDERAL INCOME (HV) COM 990008443 51771 2504048 SH DEFINED 01 03 0 2504048 0 AET EQUITY INDEX BASE (HV) COM 990008450 1637706 65745149 SH DEFINED 01 03 0 65745149 0 AET STABLE CAPITAL I (HV) COM 990008492 1290756 72575119 SH DEFINED 01 03 0 72575119 0 L15 STABLE (HV) COM 9900084E1 364435 33296282 SH DEFINED 01 03 0 33296282 0 AET VALUE FUND (HV) COM 990008518 133312 7974496 SH DEFINED 01 03 0 7974496 0 AET COMMON STOCK (HV) COM 990009078 1204 9681 SH DEFINED 01 03 0 9681 0 AET BOND (HV) COM 990009086 407584 5811051 SH DEFINED 01 03 0 5811051 0 AET INCOME I (HV) COM 990009102 2996012 49687162 SH DEFINED 01 03 0 49687162 0 AET INTERNATIONAL (HV) COM 990009136 9830 120393 SH DEFINED 01 03 0 120393 0 AET EMERGING GROWTH (HV) COM 990009300 36759 330207 SH DEFINED 01 03 0 330207 0 AET MIDCAP GROWTH (HV) COM 990009318 134349 812073 SH DEFINED 01 03 0 812073 0 AET EQUITY INDEX III (HV) COM 990018509 38950 1829215 SH DEFINED 01 03 0 1829215 0 AUSTRALIAN DOLLAR COM AUD000001 58 105912 SH DEFINED 01 10 105912 0 0 AUD@GOLDMAN (FUT) COM AUDF00002 27 49286 SH DEFINED 01 10 49286 0 0 SWISS FRANCS COM CHF000001 27 39681 SH DEFINED 01 10 39681 0 0 DAIMLERCHRYSLER COM D1668R123 168 5000 SH DEFINED 01 5000 0 0 DEUTSCHE BANK COM D18190898 1499 33000 SH DEFINED 01 33000 0 0 DANISH KRONE COM DKK000001 33 249434 SH DEFINED 01 10 249434 0 0 EURO CURRENCY COM EUR000001 20 19795 SH DEFINED 01 10 19795 0 0 EURO@GOLDMAN (FUT) COM EURF00002 70 70587 SH DEFINED 01 10 70587 0 0 ACE COM G0070K103 39425 1331426 SH DEFINED 01 1331426 0 0 ACE COM G0070K103 2940 99280 SH DEFINED 01 03 0 99280 0 ACE COM G0070K103 5148 173848 SH DEFINED 01 05 0 173848 0 ACE LIMITED COM G0070K103 421 14215 SH DEFINED 01 02 0 14215 0 APEX SILVER MINE LTD COM G04074103 831 60000 SH DEFINED 01 60000 0 0 ARCH CAPITAL GROUP COM G0450A105 491 17600 SH DEFINED 01 17600 0 0 ARCH CAPITAL GROUP COM G0450A105 42 1500 SH DEFINED 01 05 0 1500 0 ACCENTURE CL A COM G1150G111 4757 333100 SH DEFINED 01 333100 0 0 ACCENTURE LTD COM G1150G111 1220 85400 SH DEFINED 11 12 0 85400 0 ACCENTURE LTD COM G1150G111 3495 244800 SH DEFINED 11 12 13 0 244800 0 BUNGE LIMITED COM G16962105 7 297 SH DEFINED 01 297 0 0 COOPER INDS CL A COM G24182100 2401 79075 SH DEFINED 01 79075 0 0 COOPER INDS CL A COM G24182100 659 21698 SH DEFINED 01 03 0 21698 0 COOPER INDS CL A COM G24182100 33 1085 SH DEFINED 01 05 0 1085 0 EVEREST RE GROUP COM G3223R108 750 13666 SH DEFINED 01 13666 0 0 EVEREST RE GROUP COM G3223R108 58 1060 SH DEFINED 01 05 0 1060 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 978 43730 SH DEFINED 01 43730 0 0 GLOBALSANTAFE CORP COM G3930E101 27 1200 SH DEFINED 01 02 0 1200 0 INGERSOLL-RAND CL A COM G4776G101 78785 2287608 SH DEFINED 01 2287608 0 0 INGERSOLL-RAND CL A COM G4776G101 3774 109575 SH DEFINED 01 03 0 109575 0 INGERSOLL-RAND CL A COM G4776G101 16459 477881 SH DEFINED 01 05 0 477881 0 INGERSOLL-RAND CO COM G4776G101 1275 37040 SH DEFINED 01 02 0 37040 0 IPC HOLDINGS COM G4933P101 4 121 SH DEFINED 01 03 0 121 0 IPC HOLDINGS LTD COM G4933P101 57 1960 SH DEFINED 01 02 0 1960 0 LORAL SPACE & COMMUNICATIONS COM G56462107 0 1217 SH DEFINED 01 1217 0 0 MARVELL TECHNOLOGY GROUP COM G5876H105 12331 777995 SH DEFINED 01 777995 0 0 MARVELL TECHNOLOGY GROUP COM G5876H105 5535 349244 SH DEFINED 01 05 0 349244 0 MIH LTD COM G6116R101 246 46850 SH DEFINED 01 46850 0 0 NABORS INDS COM G6359F103 5790 176801 SH DEFINED 01 176801 0 0 NABORS INDS COM G6359F103 1101 33617 SH DEFINED 01 03 0 33617 0 NABORS INDS COM G6359F103 10643 324990 SH DEFINED 01 05 0 324990 0 NOBLE COM G65422100 5504 177548 SH DEFINED 01 177548 0 0 NOBLE COM G65422100 968 31230 SH DEFINED 01 03 0 31230 0 NOBLE COM G65422100 8013 258467 SH DEFINED 01 05 0 258467 0 RENAISSANCE RE HOLDINGS COM G7496G103 815 21575 SH DEFINED 01 21575 0 0 RENAISSANCE RE HOLDINGS COM G7496G103 35 920 SH DEFINED 01 05 0 920 0 SCOTTISH ANN & LIFE COM G7885T104 57 3338 SH DEFINED 01 02 0 3338 0 SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 8100 475123 SH DEFINED 01 475123 0 0 SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 4 213 SH DEFINED 01 03 0 213 0 SCOTTISH ANNUNITY & LIFE HOLDI COM G7885T104 798 46777 SH DEFINED 01 05 0 46777 0 W.P. STEWART COM G84922106 773 45366 SH DEFINED 01 45366 0 0 W.P. STEWART COM G84922106 103 6034 SH DEFINED 01 05 0 6034 0 TRANSOCEAN COM G90078109 110714 5322740 SH DEFINED 01 5322740 0 0 TRANSOCEAN COM G90078109 3343 160757 SH DEFINED 01 03 0 160757 0 TRANSOCEAN COM G90078109 79502 3822227 SH DEFINED 01 05 0 3822227 0 TRANSOCEAN INC COM G90078109 5967 286846 SH DEFINED 01 0 286846 0 TRANSOCEAN INC COM G90078109 26513 1274606 SH DEFINED 01 02 0 1274606 0 TRENWICK GROUP COM G9032C109 600 115339 SH DEFINED 01 115339 0 0 TSAKOS ENERGY NAVIGATION LTD COM G9108L108 42 3875 SH DEFINED 01 3875 0 0 TSAKOS ENERGY NAVIGATION LTD COM G9108L108 4 410 SH DEFINED 01 05 0 410 0 WEATHERFORD INTL COM G95089101 46696 1257303 SH DEFINED 01 1257303 0 0 WEATHERFORD INTL COM G95089101 145 3900 SH DEFINED 01 02 0 3900 0 WEATHERFORD INTL COM G95089101 22061 594000 SH DEFINED 01 05 0 594000 0 WHITE MOUNTAINS INSURANCE GROU COM G9618E107 5 16 SH DEFINED 01 16 0 0 WILLIS GRP HLDS LTD COM G96655108 5894 176000 SH DEFINED 01 176000 0 0 WILLIS GRP HLDS LTD COM G96655108 6363 190000 SH DEFINED 01 05 0 190000 0 XL CAPITAL CL A COM G98255105 74728 1016703 SH DEFINED 01 1016703 0 0 XL CAPITAL CL A COM G98255105 5770 78512 SH DEFINED 01 03 0 78512 0 XL CAPITAL CL A COM G98255105 18888 256981 SH DEFINED 01 05 0 256981 0 XL CAPITAL LTD CL A COM G98255105 1282 17450 SH DEFINED 01 02 0 17450 0 XOMA COM G9825R107 2 364 SH DEFINED 01 364 0 0 UK POUND STERLING COM GBP000001 66 41713 SH DEFINED 01 10 41713 0 0 GBP@GOLDMAN (FUT) COM GBPF00002 12 7370 SH DEFINED 01 10 7370 0 0 ALCON COM H01301102 6859 177000 SH DEFINED 01 177000 0 0 ALCON COM H01301102 7362 190000 SH DEFINED 01 05 0 190000 0 HONG KONG DOLLAR COM HKD000001 16 122008 SH DEFINED 01 10 122008 0 0 JAPANESE YEN COM JPY000001 64 7759269 SH DEFINED 01 10 7759269 0 0 JPY@GOLDMAN (FUT) COM JPYF00002 25 2983807 SH DEFINED 01 10 2983807 0 0 CHECK POINT SOFTWARE TECHNOLOG COM M22465104 2295 167041 SH DEFINED 01 167041 0 0 CHECK POINT SOFTWARE TECHNOLOG COM M22465104 108 7878 SH DEFINED 01 05 0 7878 0 ECTEL LTD COM M29925100 3425 413600 SH DEFINED 01 413600 0 0 ECTEL LTD COM M29925100 367 44300 SH DEFINED 01 05 0 44300 0 M-SYSTEMS FLASH DISK PIONEERS COM M7061C100 281 45000 SH DEFINED 01 45000 0 0 ASML HOLDING NV-NY REG SHS COM N07059111 712 115000 SH DEFINED 01 115000 0 0 NORWEGIAN KRONER COM NOK000001 29 216550 SH DEFINED 01 10 216550 0 0 NEW ZEALAND DOLLAR COM NZD000001 7 15528 SH DEFINED 01 10 15528 0 0 KERZNER INTL LTD COM P6065Y107 2 80 SH DEFINED 01 02 0 80 0 SWEDISH KRONA COM SEK000001 18 163625 SH DEFINED 01 10 163625 0 0 SINGAPORE DOLLAR COM SGD000001 31 54686 SH DEFINED 01 10 54686 0 0 ROYAL CARIBBEAN CRUISES COM V7780T103 22030 1383792 SH DEFINED 01 1383792 0 0 ROYAL CARIBBEAN CRUISES COM V7780T103 2827 177572 SH DEFINED 01 05 0 177572 0 ASE TEST LTD COM Y02516105 207 58500 SH DEFINED 01 58500 0 0 FLEXTRONICS INTL COM Y2573F102 15804 2266837 SH DEFINED 01 2266837 0 0 FLEXTRONICS INTL COM Y2573F102 32792 4703300 SH DEFINED 01 05 0 4703300 0