AMERICAN EXPRESS FINANCIAL ADVISORS
13F-HR, 2000-10-30
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                           UNITED STATES
                SECURITIES AND EXCHANGE COMMISSION
                      Washington, D.C. 20549

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: September 29, 2000

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 26, 2000
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]

Report Type (Check only one.):

[   ] 13F HOLDINGS REPORT.

[   ] 13F NOTICE.

[ x ] 13F COMBINATION REPORT.

<PAGE>
                       FORM 13F SUMMARY PAGE


Report Summary:
Number of Other Included Managers:          13
Form 13F Information Table Entry Total:     6430
Form 13F Information Table Value Total:     $127076861 (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
<PAGE>

<TABLE>
<S>                           <C>              <C>               <C>  <C>            <C>                     <C>       <C>     <C>
                                                              FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER         VOTING AUTHORITY
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS    SOLE     SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------

AAR CORP                       COM              000361105      854    74667 SH      DEFINED 01              74667        0        0
AFRICAN BANK INVESTMENTS LTD   COM              000380998     3059  3398700 SH      DEFINED 01            3398700        0        0
AFRICAN BANK INVESTMENTS LTD   COM              000380998       35    39400 SH      DEFINED 01 05               0    39400        0
ABBEY NATION                   COM              0004455         43     3340 SH      DEFINED 01 10            3340        0        0
ABN AMRO HOLDING NV            COM              000770990    33408  1433890 SH      DEFINED 01            1433890        0        0
ABN AMRO HOLDING NV            COM              000770990       90     3848 SH      DEFINED 01 03               0     3848        0
ABN AMRO HOLDING NV            COM              000770990    24956  1071187 SH      DEFINED 01 05               0  1071187        0
ADC TELECOM                    COM              000886101      597    22187 SH      DEFINED 01              22187        0        0
ADC TELECOM                    COM              000886101   401664 14936954 SH      DEFINED 01 03               0 14936954        0
ADC TELECOM                    COM              000886101       35     1293 SH      DEFINED 01 05               0     1293        0
ACTV INC                       COM              00088E104        2      131 SH      DEFINED 01                131        0        0
ABM INDUSTRIES INC             COM              000957100     1708    62841 SH      DEFINED 01              62841        0        0
ACT MANUFACTURING IN           COM              000973107     1740    33000 SH      DEFINED 01              33000        0        0
ACT MANUFACTURING IN           COM              000973107       58     1100 SH      DEFINED 01 05               0     1100        0
AFLAC CORP                     COM              001055102       64     1013 SH      DEFINED 01               1013        0        0
AFLAC CORP                     COM              001055102     4199    65550 SH      DEFINED 01 03               0    65550        0
AFLAC CORP                     COM              001055102       31      486 SH      DEFINED 01 05               0      486        0
AGCO CORP                      COM              001084102     2161   181919 SH      DEFINED 01             181919        0        0
AGCO CORP                      COM              001084102        4      340 SH      DEFINED 01 02               0      340        0
AGCO CORP                      COM              001084102       91     7700 SH      DEFINED 01 05               0     7700        0
AIRTOURS PLC                   COM              0010979          4     1124 SH      DEFINED 01 10            1124        0        0
AGL RESOURCES INC              COM              001204106       23     1160 SH      DEFINED 01               1160        0        0
AGL RESOURCES INC              COM              001204106        7      340 SH      DEFINED 01 02               0      340        0
AES CORP                       COM              00130H105    93808  1369470 SH      DEFINED 01            1369470        0        0
AES CORP                       COM              00130H105      240     3500 SH      DEFINED 01 02               0     3500        0
AES CORP                       COM              00130H105     9417   137469 SH      DEFINED 01 03               0   137469        0
AES CORP                       COM              00130H105      571     8337 SH      DEFINED 01 05               0     8337        0
AK STEEL                       COM              001547108        3      320 SH      DEFINED 01 02               0      320        0
AK STEEL METALS                COM              001547108       22     2367 SH      DEFINED 01               2367        0        0
AMB PROPERTY CORP              COM              00163T109        3      135 SH      DEFINED 01                135        0        0
AMR CORP DEL                   COM              001765106    14761   451574 SH      DEFINED 01             451574        0        0
AMR CORP DEL                   COM              001765106     1882    57573 SH      DEFINED 01 03               0    57573        0
AMR CORP DEL                   COM              001765106        9      274 SH      DEFINED 01 05               0      274        0
ANC RENTAL CORPORATION         COM              001813104        1       91 SH      DEFINED 01                 91        0        0
AT&T CORP                      COM              001957109   137068  4666111 SH      DEFINED 01            4666111        0        0
AT&T CORP                      COM              001957109        4      150 SH      DEFINED 01 02               0      150        0
AT&T CORP                      COM              001957109    28927   984751 SH      DEFINED 01 03               0   984751        0
AT&T CORP                      COM              001957109      784    26664 SH      DEFINED 01 05               0    26664        0
AT&T - LIBERTY MEDIA           COM              001957208    10444   580220 SH      DEFINED 01                  0   580220        0
AT&T - LIBERTY MEDIA           COM              001957208   159660  8870000 SH      DEFINED 01            8870000        0        0
AT&T - LIBERTY MEDIA           COM              001957208      892    49550 SH      DEFINED 01 02               0    49550        0
AT&T - LIBERTY MEDIA           COM              001957208      675    37500 SH      DEFINED 01 03               0    37500        0
AT&T - LIBERTY MEDIA           COM              001957208    42716  2373100 SH      DEFINED 01 05               0  2373100        0
AT&T WIRELESS GROUP            COM              001957406    26198  1255000 SH      DEFINED 01            1255000        0        0
AT&T WIRELESS GROUP            COM              001957406     3537   169249 SH      DEFINED 01 02               0   169249        0
AT&T WIRELESS GROUP            COM              001957406      589    28200 SH      DEFINED 01 03               0    28200        0
AT&T WIRELESS GROUP            COM              001957406    52609  2520156 SH      DEFINED 01 05               0  2520156        0
ATMI INC                       COM              00207R101        3      110 SH      DEFINED 01                110        0        0
AVT CORPORATION                COM              002420107      473    85003 SH      DEFINED 01              85003        0        0
AVX                            COM              002444107        7      268 SH      DEFINED 01                268        0        0
AXA FINANCIAL INC              COM              002451102       36      697 SH      DEFINED 01                697        0        0
AXA FINANCIAL INC              COM              002451102        2       44 SH      DEFINED 01 05               0       44        0
AXT INC                        COM              00246W103     2458    58792 SH      DEFINED 01              58792        0        0
AARON RENTS INC                COM              002535201      708    54984 SH      DEFINED 01              54984        0        0
ABBOTT LABS                    COM              002824100     6354   133600 SH      DEFINED 01             133600        0        0
ABBOTT LABS                    COM              002824100     6262   131648 SH      DEFINED 01 02               0   131648        0
ABBOTT LABS                    COM              002824100    18112   380814 SH      DEFINED 01 03               0   380814        0
ABBOTT LABS                    COM              002824100      135     2838 SH      DEFINED 01 05               0     2838        0
AMEC ORD                       COM              0028262          2      478 SH      DEFINED 01 10             478        0        0
ABER DIAMOND CORP              COM              002893105      518    65000 SH      DEFINED 01              65000        0        0
ABERCROMBIE & FITCH            COM              002896207     9650   506204 SH      DEFINED 01             506204        0        0
ABERCROMBIE & FITCH            COM              002896207    30930  1622500 SH      DEFINED 01 02               0  1622500        0
ABERCROMBIE & FITCH            COM              002896207     2514   131861 SH      DEFINED 01 03               0   131861        0
ABERCROMBIE & FITCH            COM              002896207      112     5900 SH      DEFINED 01 05               0     5900        0
ABGENIX INC                    COM              00339B107    44288   548036 SH      DEFINED 01             548036        0        0
ABGENIX INC                    COM              00339B107       28      350 SH      DEFINED 01 02               0      350        0
ABGENIX INC                    COM              00339B107    65441   809800 SH      DEFINED 01 05               0   809800        0
ABOUT.COM INC                  COM              003736105        1       39 SH      DEFINED 01                 39        0        0
ACCELERATED NETWORKS           COM              00429P107        4      243 SH      DEFINED 01                243        0        0
ACCRUE SOFTWARE                COM              00437W102        1       64 SH      DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473         15     1800 SH      DEFINED 01 10            1800        0        0
ACLARA BIOSCIENCES             COM              00461P106        2       80 SH      DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         12     3904 SH      DEFINED 01 10            3904        0        0
AC NIELSON CORP                COM              004833109       34     1407 SH      DEFINED 01               1407        0        0
ACTION PERFORMANCE             COM              004933107      156    45499 SH      DEFINED 01              45499        0        0
ACTEL CORP                     COM              004934105     1006    28000 SH      DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105     6881   191478 SH      DEFINED 01             191478        0        0
ACTEL CORP                     COM              004934105        5      140 SH      DEFINED 01 02               0      140        0
ACTEL CORP                     COM              004934105      133     3700 SH      DEFINED 01 05               0     3700        0
ACTIVE POWER INC               COM              00504W100     4344    70060 SH      DEFINED 01              70060        0        0
ACTIVE POWER INC               COM              00504W100    12400   200000 SH      DEFINED 01 05               0   200000        0
ACTUATE CORPORATION            COM              00508B102        8      236 SH      DEFINED 01                236        0        0
ACTUATE CORPORATION            COM              00508B102        9      260 SH      DEFINED 01 02               0      260        0
ACTUANT CORPORATION -CL A      COM              00508X104        1      177 SH      DEFINED 01                177        0        0
ACUSON CORP                    COM              005113105       12      531 SH      DEFINED 01                531        0        0
ACXIOM CORP                    COM              005125109    19108   601830 SH      DEFINED 01             601830        0        0
ACXIOM CORP                    COM              005125109     1234    38850 SH      DEFINED 01 02               0    38850        0
ACXIOM CORP                    COM              005125109     1067    33600 SH      DEFINED 01 03               0    33600        0
ADAC LABS                      COM              005313200     4273   205328 SH      DEFINED 01             205328        0        0
ADAC LABS                      COM              005313200        4      200 SH      DEFINED 01 02               0      200        0
ADAC LABS                      COM              005313200      120     5750 SH      DEFINED 01 05               0     5750        0
Avantgo Inc                    COM              05349M100     3589   179426 SH      DEFINED 01                  0   179426        0
ARM HOLDING PLC                COM              0059585         25     2222 SH      DEFINED 01 10            2222        0        0
ADAPTIVE BROADBAND             COM              00650M104     2031   104169 SH      DEFINED 01             104169        0        0
ADAPTEC INC                    COM              00651F108       43     2186 SH      DEFINED 01               2186        0        0
ADAPTEC INC                    COM              00651F108      468    23395 SH      DEFINED 01 03               0    23395        0
ADAPTEC INC                    COM              00651F108        4      181 SH      DEFINED 01 05               0      181        0
BAA                            COM              0067340         19     2522 SH      DEFINED 01 10            2522        0        0
BBA GROUP                      COM              0067748          5      951 SH      DEFINED 01 10             951        0        0
ADELPHIA BUSINESS SOLUTIONS    COM              006847107        2      209 SH      DEFINED 01                209        0        0
ADELPHIA COMM - CL A           COM              006848105     7388   268060 SH      DEFINED 01             268060        0        0
ADELPHIA COMM - CL A           COM              006848105      121     4400 SH      DEFINED 01 03               0     4400        0
ADELPHIA COMM - CL A           COM              006848105     3365   122096 SH      DEFINED 01 05               0   122096        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     4200   669857 SH      DEFINED 01             669857        0        0
ADAYTUM SOFTWARE PFD           PRF              006900XX7     5800   925039 SH      DEFINED 01 05               0   925039        0
ADMINISTAFF INC                COM              007094105     2860    37787 SH      DEFINED 01              37787        0        0
Administaff Inc                COM              007094105    52678   693126 SH      DEFINED 01                  0   693126        0
ADOBE SYSTEMS INC              COM              00724F101      474     3059 SH      DEFINED 01               3059        0        0
ADOBE SYSTEMS INC              COM              00724F101     4519    29108 SH      DEFINED 01 03               0    29108        0
ADOBE SYSTEMS INC              COM              00724F101       34      219 SH      DEFINED 01 05               0      219        0
ADTRAN                         COM              00738A106     1809    42506 SH      DEFINED 01              42506        0        0
ADTRAN                         COM              00738A106       47     1100 SH      DEFINED 01 05               0     1100        0
ADVANCE PARADIGM               COM              007491103     2942    69726 SH      DEFINED 01              69726        0        0
ADV DIGITAL INFORMAT           COM              007525108        2      139 SH      DEFINED 01                139        0        0
ADVANCED INFO SERVICES         COM              007534985       49     5800 SH      DEFINED 01               5800        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      922    24320 SH      DEFINED 01              24320        0        0
ADVANCED TISSUE SCI            COM              00755F103     1238   166390 SH      DEFINED 01             166390        0        0
ADVANCED SEMICONDUCTOR GDR     COM              00756M107       27     3945 SH      DEFINED 01 05               0     3945        0
ADVANTAGE LEARNING S           COM              00757K100        4      121 SH      DEFINED 01                121        0        0
ADVO INC                       COM              007585102     5703   172845 SH      DEFINED 01             172845        0        0
ADVO INC                       COM              007585102        4      130 SH      DEFINED 01 02               0      130        0
ADVO INC                       COM              007585102       99     3000 SH      DEFINED 01 05               0     3000        0
ADVANTICA REST                 COM              00758B109      109   184000 SH      DEFINED 01 03               0   184000        0
AEROFLEX INC                   COM              007768104    22926   471484 SH      DEFINED 01             471484        0        0
AEROFLEX INC                   COM              007768104        9      187 SH      DEFINED 01 02               0      187        0
AEROFLEX INC                   COM              007768104    25623   526937 SH      DEFINED 01 05               0   526937        0
BARCLAYS                       COM              0078201         96     3509 SH      DEFINED 01 10            3509        0        0
ADVANCED MICRO DEVICES         COM              007903107     2349    99428 SH      DEFINED 01              99428        0        0
ADVANCED MICRO DEVICES         COM              007903107     1778    75268 SH      DEFINED 01 03               0    75268        0
ADVANCED MICRO DEVICES         COM              007903107       13      570 SH      DEFINED 01 05               0      570        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH      DEFINED 01                114        0        0
ADVANCED ENERGY IND            COM              007973100        8      250 SH      DEFINED 01 02               0      250        0
ADVANCED ENERGY INDS INC       COM              007973100    13341   404254 SH      DEFINED 01             404254        0        0
ADVANCED ENERGY INDS INC       COM              007973100    14484   438900 SH      DEFINED 01 05               0   438900        0
ADVENT SOFTWARE                COM              007974108     4442    63574 SH      DEFINED 01              63574        0        0
ADVENT SOFTWARE                COM              007974108        7      100 SH      DEFINED 01 02               0      100        0
ADVENT SOFTWARE                COM              007974108       63      900 SH      DEFINED 01 05               0      900        0
AETHER SYS                     COM              00808V105    13510   128061 SH      DEFINED 01             128061        0        0
AETHER SYS                     COM              00808V105       11      100 SH      DEFINED 01 02               0      100        0
AETHER SYS                     COM              00808V105    15508   147000 SH      DEFINED 01 05               0   147000        0
AETNA INC                      COM              008117103       32      539 SH      DEFINED 01                539        0        0
AETNA INC                      COM              008117103     2031    34973 SH      DEFINED 01 03               0    34973        0
AETNA INC                      COM              008117103       15      258 SH      DEFINED 01 05               0      258        0
BARRATT DEVE                   COM              0081180          2      509 SH      DEFINED 01 10             509        0        0
AFFILIATED COMPUTER            COM              008190100       54     1068 SH      DEFINED 01               1068        0        0
AFFILIATED COMPUTER            COM              008190100    11197   224500 SH      DEFINED 01 05               0   224500        0
AFFILIATED MANAGERS            COM              008252108     6541   114882 SH      DEFINED 01             114882        0        0
AFFILIATED MANAGERS            COM              008252108        9      150 SH      DEFINED 01 02               0      150        0
AFFILIATED MANAGERS            COM              008252108      165     2900 SH      DEFINED 01 05               0     2900        0
AFFYMETRIX                     COM              00826T108        4       76 SH      DEFINED 01                 76        0        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH      DEFINED 01 02               0      460        0
AGENCY.COM LTD                 COM              008447104        1       96 SH      DEFINED 01                 96        0        0
AGILENT TECHNOLOGIES           COM              00846U101       87     1780 SH      DEFINED 01               1780        0        0
AGILENT TECHNOLOGIES           COM              00846U101       20      402 SH      DEFINED 01 02               0      402        0
AGILENT TECHNOLOGIES           COM              00846U101     5427   110901 SH      DEFINED 01 03               0   110901        0
AGILENT TECHNOLOGIES           COM              00846U101       41      831 SH      DEFINED 01 05               0      831        0
AGILE SOFTWARE CORP            COM              00846X105     9004   100111 SH      DEFINED 01             100111        0        0
AGILE SOFTWARE CORP            COM              00846X105    35971   399950 SH      DEFINED 01 02               0   399950        0
AGILE SOFTWARE CORP            COM              00846X105     1143    12700 SH      DEFINED 01 03               0    12700        0
AGNICO-EAGLE CA;AGE            COM              008475998     1053   180000 SH      DEFINED 01             180000        0        0
AGRIBRANDS INTL                COM              00849R105     3442    78892 SH      DEFINED 01              78892        0        0
AGRIBRANDS INTL                COM              00849R105        4      100 SH      DEFINED 01 02               0      100        0
AGRIBRANDS INTL                COM              00849R105       48     1100 SH      DEFINED 01 05               0     1100        0
AIR PROD & CHEM                COM              009158106    10026   278540 SH      DEFINED 01 02               0   278540        0
AIR PRODUCTS & CHEMICALS       COM              009158106   135050  3751377 SH      DEFINED 01            3751377        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     3046    84606 SH      DEFINED 01 03               0    84606        0
AIR PRODUCTS & CHEMICALS       COM              009158106    18742   520620 SH      DEFINED 01 05               0   520620        0
AIRBORNE FREIGHT COR           COM              009266107       10      943 SH      DEFINED 01                943        0        0
AIRGAS INC                     COM              009363102       10     1459 SH      DEFINED 01               1459        0        0
AIRGATE PCS INC WTS            COM              009367111     1445    16700 SH      DEFINED 01              16700        0        0
AIRGATE PCS INC WTS            COM              009367111      285     3300 SH      DEFINED 01 05               0     3300        0
BERKELEY GRO                   COM              0094177          2      276 SH      DEFINED 01 10             276        0        0
AIRNET COMMUNICATION           COM              00941P106        1       49 SH      DEFINED 01                 49        0        0
AIRSPAN NETWORKS INC           COM              00950H102     1495   130000 SH      DEFINED 01             130000        0        0
AIRSPAN NETWORKS INC           COM              00950H102     7222   628000 SH      DEFINED 01 05               0   628000        0
BALFOUR BEATTY PLC             COM              0096162          1      935 SH      DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101      525    10000 SH      DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101   165951  3160048 SH      DEFINED 01            3160048        0        0
AKAMAI TECHNOLOGIES            COM              00971T101    32154   612117 SH      DEFINED 01 02               0   612117        0
AKAMAI TECHNOLOGIES            COM              00971T101      552    10500 SH      DEFINED 01 03               0    10500        0
AKAMAI TECHNOLOGIES            COM              00971T101    50409   959865 SH      DEFINED 01 05               0   959865        0
BLUE CIRCLE                    COM              0105853         11     1872 SH      DEFINED 01 10            1872        0        0
BOC GROUP                      COM              0108120         14     1123 SH      DEFINED 01 10            1123        0        0
BOOTS CO                       COM              0111441         16     2127 SH      DEFINED 01 10            2127        0        0
ALAMOSA PCS  HOLDING           COM              011593100        3      182 SH      DEFINED 01                182        0        0
ALASKA AIRGROUP                COM              011659109       13      560 SH      DEFINED 01                560        0        0
ALBANY INTL CORP NEW           COM              012348108        7      589 SH      DEFINED 01                589        0        0
ALBANY MOLECULAR RES           COM              012423109       11      190 SH      DEFINED 01 02               0      190        0
ALBEMARLE                      COM              012653101     3482   172484 SH      DEFINED 01             172484        0        0
ALBEMARLE                      COM              012653101       97     4800 SH      DEFINED 01 05               0     4800        0
ALBEMARLE CORP                 COM              012653101        4      200 SH      DEFINED 01 02               0      200        0
AMVESCAP PLC                   COM              0128269         34     1579 SH      DEFINED 01 10            1579        0        0
ALBERTA ENERGY                 COM              012873998    31545   760000 SH      DEFINED 01             760000        0        0
ALBERTA ENERGY                 COM              012873998    21081   507900 SH      DEFINED 01 05               0   507900        0
BRITISH AIRW                   COM              0129057         11     2538 SH      DEFINED 01 10            2538        0        0
ALBERTO CULVER                 COM              013068101        9      298 SH      DEFINED 01                298        0        0
ALBERTO CULVER                 COM              013068101        3      100 SH      DEFINED 01 02               0      100        0
ALBERTO CULVER                 COM              013068101      377    13068 SH      DEFINED 01 03               0    13068        0
ALBERTO CULVER                 COM              013068101        3      102 SH      DEFINED 01 05               0      102        0
ALBERTSONS INC                 COM              013104104       34     1613 SH      DEFINED 01               1613        0        0
ALBERTSONS INC                 COM              013104104     2134   101625 SH      DEFINED 01 03               0   101625        0
ALBERTSONS INC                 COM              013104104       16      775 SH      DEFINED 01 05               0      775        0
SMITHKLINE                     COM              0135656        179    13190 SH      DEFINED 01 10           13190        0        0
BRITISH LAND                   COM              0136701          8     1218 SH      DEFINED 01 10            1218        0        0
ALCAN ALUMINIUM LTD            COM              013716105       14      496 SH      DEFINED 01                496        0        0
ALCAN ALUMINIUM LTD            COM              013716105     1549    53520 SH      DEFINED 01 03               0    53520        0
ALCAN ALUMINIUM LTD            COM              013716105       12      400 SH      DEFINED 01 05               0      400        0
ALCOA INC                      COM              013817101     3291   130000 SH      DEFINED 01                  0   130000        0
ALCOA INC                      COM              013817101    76150  3008385 SH      DEFINED 01            3008385        0        0
ALCOA INC                      COM              013817101    16288   643315 SH      DEFINED 01 02               0   643315        0
ALCOA INC                      COM              013817101     7300   288380 SH      DEFINED 01 03               0   288380        0
ALCOA INC                      COM              013817101      633    24987 SH      DEFINED 01 05               0    24987        0
BRITISH TELE                   COM              0140843        165    15194 SH      DEFINED 01 10           15194        0        0
BRITISH SKY                    COM              0141192         68     4255 SH      DEFINED 01 10            4255        0        0
ALEXANDER & BALDWIN            COM              014482103       23      888 SH      DEFINED 01                888        0        0
ALEXANDER & BALDWIN            COM              014482103        5      180 SH      DEFINED 01 02               0      180        0
ALEXION PHARMACEUTIC           COM              015351109        8       69 SH      DEFINED 01                 69        0        0
ALFA CORP                      COM              015385107        2      132 SH      DEFINED 01                132        0        0
ALFA CORP                      COM              015385107        4      210 SH      DEFINED 01 02               0      210        0
BUNZL                          COM              0154004          6      992 SH      DEFINED 01 10             992        0        0
ALKERMES INC                   COM              01642T108    50946  1318988 SH      DEFINED 01            1318988        0        0
ALKERMES INC                   COM              01642T108       31      800 SH      DEFINED 01 02               0      800        0
ALKERMES INC                   COM              01642T108    51629  1336660 SH      DEFINED 01 05               0  1336660        0
ALLAIRE CORP                   COM              016714107        0       58 SH      DEFINED 01                 58        0        0
ALLEGHANY CORP                 COM              017175100        5       27 SH      DEFINED 01                 27        0        0
SEMA GROUP PLC                 COM              0172857         24     1409 SH      DEFINED 01 10            1409        0        0
CAPITA GROUP                   COM              0173474         13     1500 SH      DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106    49732  1302305 SH      DEFINED 01            1302305        0        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102       11      649 SH      DEFINED 01                649        0        0
ALLEGHENY TECHNOLGIES INC      COM              01741R102      325    17920 SH      DEFINED 01 03               0    17920        0
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ALLEGIANCE TELECOM             COM              01747T102    70681  1897494 SH      DEFINED 01 05               0  1897494        0
CARADON                        COM              0176268          3     1018 SH      DEFINED 01 10            1018        0        0
ALLEN TELECOM INC              COM              018091108     1314    77576 SH      DEFINED 01              77576        0        0
CELLTECH CHIRO                 COM              0182276         12      615 SH      DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102    61049   723004 SH      DEFINED 01             723004        0        0
ALLERGAN                       COM              018490102     5223    61853 SH      DEFINED 01 03               0    61853        0
ALLERGAN                       COM              018490102    12989   153841 SH      DEFINED 01 05               0   153841        0
ALLERGAN INC                   COM              018490102    17867   211590 SH      DEFINED 01 02               0   211590        0
ALLETE                         COM              018522102     2944   133054 SH      DEFINED 01             133054        0        0
ALLETE                         COM              018522102        7      300 SH      DEFINED 01 02               0      300        0
ALLETE                         COM              018522102      124     5600 SH      DEFINED 01 05               0     5600        0
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ALLIANCE CAPITAL MANAGEMENT HO COM              01855A101      571    11381 SH      DEFINED 01 05               0    11381        0
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ALLIANCE SEMI CONDUC           COM              01877H100     2278   114610 SH      DEFINED 01             114610        0        0
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ALLIANT ENERGY CORP            COM              018802108    64032  2179804 SH      DEFINED 01 03               0  2179804        0
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ALLIED WASTE IND               COM              019589308        3      360 SH      DEFINED 01 05               0      360        0
ALLMERICA FINANCIAL            COM              019754100       70     1105 SH      DEFINED 01               1105        0        0
ALLSCRIPTS INC                 COM              019886100        1      105 SH      DEFINED 01                105        0        0
ALLSTATE CORP                  COM              020002101      104     2988 SH      DEFINED 01               2988        0        0
ALLSTATE CORP                  COM              020002101     6356   182895 SH      DEFINED 01 03               0   182895        0
ALLSTATE CORP                  COM              020002101      283     8145 SH      DEFINED 01 05               0     8145        0
ALLTEL CORP                    COM              020039103      626    12000 SH      DEFINED 01                  0    12000        0
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ALLTEL CORP                    COM              020039103     4294    82288 SH      DEFINED 01 03               0    82288        0
ALLTEL CORP                    COM              020039103       92     1764 SH      DEFINED 01 05               0     1764        0
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ALTERA CORP                    COM              021441100    63042  1320201 SH      DEFINED 01 02               0  1320201        0
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CGNU PLC                       COM              0216238         74     5252 SH      DEFINED 01 10            5252        0        0
ALZA                           COM              022615108     1384    16000 SH      DEFINED 01                  0    16000        0
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ALZA                           COM              022615108   179030  2069727 SH      DEFINED 01 05               0  2069727        0
AMADA CO                       COM              022631105    19347  2336000 SH      DEFINED 01            2336000        0        0
AMADA CO                       COM              022631105       91    11000 SH      DEFINED 01 03               0    11000        0
AMADA CO                       COM              022631105    32583  3934000 SH      DEFINED 01 05               0  3934000        0
AMAZON COM INC                 COM              023135106      223     5800 SH      DEFINED 01               5800        0        0
AMBAC INC                      COM              023139108      107     1454 SH      DEFINED 01               1454        0        0
AMCAST INDL CORP               COM              023395106      220    23356 SH      DEFINED 01              23356        0        0
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AMERCO                         COM              023586100        1       73 SH      DEFINED 01                 73        0        0
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AMEREN CORP                    COM              023608102     1411    33696 SH      DEFINED 01 03               0    33696        0
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AMERICA WEST HLDG CP           COM              023657208        1      110 SH      DEFINED 01                110        0        0
REUTERS GROU                   COM              0236913         63     3328 SH      DEFINED 01 10            3328        0        0
DIAGEO                         COM              0237400         71     8032 SH      DEFINED 01 10            8032        0        0
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SCHRODERS                      COM              0240549         14      699 SH      DEFINED 01 10             699        0        0
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KINGFISHER                     COM              0262015         22     3257 SH      DEFINED 01 10            3257        0        0
AMERICAN FREIGHTWAYS           COM              02629V108     1431    90130 SH      DEFINED 01              90130        0        0
BAE SYSTEMS PLC                COM              0263494         37     6942 SH      DEFINED 01 10            6942        0        0
AMER GENERAL CORP              COM              026351106    39079   501004 SH      DEFINED 01             501004        0        0
AMER GENERAL CORP              COM              026351106     5214    66844 SH      DEFINED 01 03               0    66844        0
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AM GREETINGS CL A              COM              026375105        6      335 SH      DEFINED 01                335        0        0
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PROVIDENT FI                   COM              0268596          7      573 SH      DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    42467   443812 SH      DEFINED 01                  0   443812        0
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AMER ITALIAN PASTA             COM              027070101      980    51078 SH      DEFINED 01              51078        0        0
AMERICAN MANAGEMENT            COM              027352103     1992   115860 SH      DEFINED 01             115860        0        0
AMERICAN MEDICAL SEC           COM              02744P101     1162   180512 SH      DEFINED 01 03               0   180512        0
NYCOMED AMERSHAM PLC           COM              0274753         15     1489 SH      DEFINED 01 10            1489        0        0
AMERICAN NATL INS CO           COM              028591105        5       78 SH      DEFINED 01                 78        0        0
ALLIED ZURIC                   COM              0287579         42     3697 SH      DEFINED 01 10            3697        0        0
BRIT AMER TO                   COM              0287580         30     5115 SH      DEFINED 01 10            5115        0        0
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AMER PWR CONVERSION            COM              029066107     3646   190000 SH      DEFINED 01                  0   190000        0
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AMER PWR CONVERSION  CORP      COM              029066107    13016   678379 SH      DEFINED 01             678379        0        0
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THAMES WATER                   COM              0293037         15      830 SH      DEFINED 01 10             830        0        0
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AMERICAN STD CO                COM              029712106     1531    34455 SH      DEFINED 01              34455        0        0
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AMERICAN TOWER CORP            COM              029912201      942    25000 SH      DEFINED 01                  0    25000        0
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AMERICAN TOWER CORP            COM              029912201    34852   924750 SH      DEFINED 01 02               0   924750        0
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AMERICAN TOWER CORP            COM              029912201     7538   200000 SH      DEFINED 01 05               0   200000        0
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AMERICAN WATERWORKS            COM              030411102    13837   502037 SH      DEFINED 01             502037        0        0
AMERICAN WTRWRKS $25           PRF              0304114*0    20100   800000 SH      DEFINED 01 04               0   800000        0
AMERICREDIT CORP               COM              03060R101    18980   658763 SH      DEFINED 01             658763        0        0
AMERICREDIT CORP               COM              03060R101       17      580 SH      DEFINED 01 02               0      580        0
AMERICREDIT CORP               COM              03060R101      256     8900 SH      DEFINED 01 05               0     8900        0
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AMERISOURCE          AAS       COM              03071P102        7      152 SH      DEFINED 01                152        0        0
AMERITRADE HLDGS               COM              03072H109        4      246 SH      DEFINED 01                246        0        0
AMERUS GROUP CO                COM              03072M108        2       89 SH      DEFINED 01                 89        0        0
AMES DEPT STORES               COM              030789507      473    81752 SH      DEFINED 01              81752        0        0
ELECTROCOMPO                   COM              0309644         11     1019 SH      DEFINED 01 10            1019        0        0
AMETEK INC (NEW)               COM              031100100       15      723 SH      DEFINED 01                723        0        0
AMGEN INC                      COM              031162100    10335   148000 SH      DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100   442600  6338430 SH      DEFINED 01            6338430        0        0
AMGEN INC                      COM              031162100    52136   746589 SH      DEFINED 01 02               0   746589        0
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AMGEN INC                      COM              031162100    86856  1243857 SH      DEFINED 01 05               0  1243857        0
AMKOR TECHNOLOGY               COM              031652100     1272    48684 SH      DEFINED 01              48684        0        0
AMP LTD ORD          AU;AMP/A$ COM              031906993    16681  1878000 SH      DEFINED 01            1878000        0        0
AMP LTD ORD          AU;AMP/A$ COM              031906993       80     9000 SH      DEFINED 01 03               0     9000        0
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AMPHENOL CORP                  COM              032095101     5260    92386 SH      DEFINED 01              92386        0        0
AMPHENOL CORP                  COM              032095101       68     1200 SH      DEFINED 01 05               0     1200        0
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ANADARKO PETRO CORP            COM              032511107    12827   193000 SH      DEFINED 01                  0   193000        0
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ANADIGICS                      COM              032515108        4      183 SH      DEFINED 01                183        0        0
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ANALOG DEVICES                 COM              032654105     7165    86780 SH      DEFINED 01 03               0    86780        0
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ANALYSTS INTERNATION           COM              032681108      454    62866 SH      DEFINED 01              62866        0        0
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ANCHOR BANCORP                 COM              032839102     1012    64523 SH      DEFINED 01              64523        0        0
FKI                            COM              0329459          3     1243 SH      DEFINED 01 10            1243        0        0
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CARLTON                        COM              0341925         12     1453 SH      DEFINED 01 10            1453        0        0
ANDOVER BANCORP INC            COM              034258103        3      100 SH      DEFINED 01 02               0      100        0
ANDREW CORP                    COM              034425108        9      334 SH      DEFINED 01                334        0        0
ANDREW CORP                    COM              034425108      282    10800 SH      DEFINED 01 02               0    10800        0
ANDREW CORP                    COM              034425108      512    19556 SH      DEFINED 01 03               0    19556        0
ANDREW CORP                    COM              034425108        4      148 SH      DEFINED 01 05               0      148        0
ANDRX CORP-ANDRX GROUP         COM              034553107        9       98 SH      DEFINED 01                 98        0        0
ANGELICA CORP                  COM              034663104      234    24188 SH      DEFINED 01              24188        0        0
ANGLO AMERICAN PLATINU         COM              034670992     4461   115800 SH      DEFINED 01             115800        0        0
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ANHEUSER BUSCH CO              COM              035229103   166004  3923292 SH      DEFINED 01            3923292        0        0
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ANNTAYLOR STORES COR           COM              036115103        4      100 SH      DEFINED 01 02               0      100        0
ANTEC                          COM              03664P105       28      929 SH      DEFINED 01                929        0        0
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GLAXO WELLCO                   COM              0371784        252     8490 SH      DEFINED 01 10            8490        0        0
AON CORP                       COM              037389103     4435   113000 SH      DEFINED 01                  0   113000        0
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APACHE CORP                    COM              037411105    50477   853754 SH      DEFINED 01             853754        0        0
APACHE CORP                    COM              037411105     2021    34210 SH      DEFINED 01 02               0    34210        0
APACHE CORP                    COM              037411105     4197    71001 SH      DEFINED 01 03               0    71001        0
APACHE CORP                    COM              037411105    33573   567823 SH      DEFINED 01 05               0   567823        0
APAM HIGH PERF CAP             COM              037461993     2276     5812 SH      DEFINED 01 05               0     5812        0
AIMCON STOCK                   COM              03748R101        5      101 SH      DEFINED 01                101        0        0
APOGEE ENTERPRISES             COM              037598109      440    77413 SH      DEFINED 01              77413        0        0
APOLLO GROUP INC  -C           COM              037604105      127     3175 SH      DEFINED 01               3175        0        0
APOLLO GROUP INC  -C           COM              037604105    13735   344450 SH      DEFINED 01 02               0   344450        0
APOLLO GROUP INC  -C           COM              037604105      219     5500 SH      DEFINED 01 03               0     5500        0
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APPLE COMPUTER                 COM              037833100     1982    76974 SH      DEFINED 01              76974        0        0
APPLE COMPUTER                 COM              037833100    45831  1779725 SH      DEFINED 01 02               0  1779725        0
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APPLE COMPUTER                 COM              037833100       15      595 SH      DEFINED 01 05               0      595        0
APPLEBEES INTL INC             COM              037899101     1714    74530 SH      DEFINED 01              74530        0        0
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APPLIED MICRO CIRCUT           COM              03822W109   155528   751120 SH      DEFINED 01             751120        0        0
APPLIED MICRO CIRCUT           COM              03822W109    70254   339288 SH      DEFINED 01 02               0   339288        0
APPLIED MICRO CIRCUT           COM              03822W109     2836    13700 SH      DEFINED 01 03               0    13700        0
APPLIED MICRO CIRCUT           COM              03822W109    64976   313800 SH      DEFINED 01 05               0   313800        0
APTARGROUP INC                 COM              038336103     6807   284333 SH      DEFINED 01             284333        0        0
APTARGROUP INC                 COM              038336103        4      180 SH      DEFINED 01 02               0      180        0
APTARGROUP INC                 COM              038336103       98     4100 SH      DEFINED 01 05               0     4100        0
GREAT UNIV S                   COM              0384704         15     2378 SH      DEFINED 01 10            2378        0        0
MISYS                          COM              0385785         12     1305 SH      DEFINED 01 10            1305        0        0
ARCELIK                        COM              039201AA6       33  1425000 SH      DEFINED 01 05               0  1425000        0
ARCH CHEMICALS INC             COM              03937R102     1122    61487 SH      DEFINED 01              61487        0        0
ARCH COAL                      COM              039380100        2      201 SH      DEFINED 01                201        0        0
ARCHER DANIELS MDLND           COM              039483102       21     2440 SH      DEFINED 01               2440        0        0
ARCHER DANIELS MDLND           COM              039483102     1287   149266 SH      DEFINED 01 03               0   149266        0
ARCHER DANIELS MDLND           COM              039483102       10     1157 SH      DEFINED 01 05               0     1157        0
ARCHSTONE COMM TRUST           COM              039581103     1135    46217 SH      DEFINED 01              46217        0        0
ARCTIC CAT INC                 COM              039670104      850    67347 SH      DEFINED 01              67347        0        0
ARDEN REALTY INC               COM              039793104     2794   104200 SH      DEFINED 01             104200        0        0
ARDEN REALTY INC               COM              039793104      118     4400 SH      DEFINED 01 05               0     4400        0
AREA BANCSHARES CORP           COM              039872106        2       76 SH      DEFINED 01                 76        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     3000   111111 SH      DEFINED 01             111111        0        0
AREMISSOFT CORP                COM              040026106     4612   123000 SH      DEFINED 01             123000        0        0
AREMISSOFT CORP                COM              040026106        6      160 SH      DEFINED 01 02               0      160        0
AREMISSOFT CORP                COM              040026106       86     2300 SH      DEFINED 01 05               0     2300        0
ARGOSY GAMING                  COM              040228108     4031   222400 SH      DEFINED 01             222400        0        0
ARGOSY GAMING                  COM              040228108      118     6500 SH      DEFINED 01 05               0     6500        0
ARGUSS COMMUNICATION           COM              040282105        4      200 SH      DEFINED 01 02               0      200        0
Ariba Inc                      COM              04033V104   191839  1338606 SH      DEFINED 01                  0  1338606        0
ARIBA                          COM              04033V104    35158   245403 SH      DEFINED 01             245403        0        0
ARIBA                          COM              04033V104    10245    71514 SH      DEFINED 01 02               0    71514        0
ARIBA                          COM              04033V104      172     1200 SH      DEFINED 01 03               0     1200        0
HAMMERSON                      COM              0406501          4      629 SH      DEFINED 01 10             629        0        0
ARKANSAS BEST CORP             COM              040790107     3352   218008 SH      DEFINED 01             218008        0        0
ARKANSAS BEST CORP             COM              040790107        4      250 SH      DEFINED 01 02               0      250        0
HANSON                         COM              0408983         10     1845 SH      DEFINED 01 10            1845        0        0
STAGECOACH H                   COM              0414667          4     3754 SH      DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102         24     4052 SH      DEFINED 01 10            4052        0        0
ANGLIAN WATE                   COM              0417309          5      594 SH      DEFINED 01 10             594        0        0
HEPWORTH CREAMIC               COM              0421902          2      539 SH      DEFINED 01 10             539        0        0
ARMSTRONG WORLD IND            COM              042384107        2      180 SH      DEFINED 01                180        0        0
ARMSTRONG WORLD IND            COM              042384107       98     8210 SH      DEFINED 01 03               0     8210        0
ARMSTRONG WORLD IND            COM              042384107        1       74 SH      DEFINED 01 05               0       74        0
REXAM                          COM              0425045          3      862 SH      DEFINED 01 10             862        0        0
ARNOLD INDUSTRIES IN           COM              042595108        8      473 SH      DEFINED 01                473        0        0
ARROW ELECTRONICS              COM              042735100     3053    89633 SH      DEFINED 01              89633        0        0
ARROW ELECTRONICS              COM              042735100        1       17 SH      DEFINED 01 02               0       17        0
ARROW INTERNATIONAL            COM              042764100        3       76 SH      DEFINED 01                 76        0        0
ART TECH GROUP                 COM              04289L107     1241    13098 SH      DEFINED 01              13098        0        0
ARTESYN TECHNOLOGIES           COM              043127109     3069   105369 SH      DEFINED 01             105369        0        0
ARTHROCARE CORP                COM              043136100        1       74 SH      DEFINED 01                 74        0        0
ARVINMERITOR INC               COM              043353101       23     1564 SH      DEFINED 01               1564        0        0
ASAHI CHEMICAL ORD   JP;3407   COM              043389998    15555  2606000 SH      DEFINED 01            2606000        0        0
ASAHI CHEMICAL ORD   JP;3407   COM              043389998      101    17000 SH      DEFINED 01 03               0    17000        0
ASAHI CHEMICAL ORD   JP;3407   COM              043389998    24682  4135000 SH      DEFINED 01 05               0  4135000        0
ASAHI GLASS CO                 COM              043393990      102    10000 SH      DEFINED 01 03               0    10000        0
ASHLAND INC                    COM              044204105        9      270 SH      DEFINED 01                270        0        0
ASHLAND INC                    COM              044204105      497    14755 SH      DEFINED 01 03               0    14755        0
ASHLAND INC                    COM              044204105        4      128 SH      DEFINED 01 05               0      128        0
EXEL PLC                       COM              0448688         11      698 SH      DEFINED 01 10             698        0        0
ASHWORTH INC                   COM              04516H101      293    37260 SH      DEFINED 01              37260        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        0     8900 SH      DEFINED 01               8900        0        0
ASIA PULP & PAPER WTS EXP 03/1 COM              04516V118        0     6600 SH      DEFINED 01 05               0     6600        0
ASK JEEVES INC                 COM              045174109        2      128 SH      DEFINED 01                128        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102     2968   143915 SH      DEFINED 01             143915        0        0
ASPEN TECH                     COM              045327103     8137   180341 SH      DEFINED 01             180341        0        0
ASPEN TECH                     COM              045327103        7      150 SH      DEFINED 01 02               0      150        0
ASPEN TECH                     COM              045327103      135     3000 SH      DEFINED 01 05               0     3000        0
ASSO BANCORP                   COM              045487105       41     1540 SH      DEFINED 01               1540        0        0
IMI                            COM              0457963          2      764 SH      DEFINED 01 10             764        0        0
AT HOME CORP SER A             COM              045919107       98     6977 SH      DEFINED 01               6977        0        0
IMPERIAL CHE                   COM              0459497          9     1721 SH      DEFINED 01 10            1721        0        0
ASSOC FIRST CORP               COM              046008108      110     2885 SH      DEFINED 01               2885        0        0
ASSOC FIRST CORP               COM              046008108       19      512 SH      DEFINED 01 02               0      512        0
ASSOC FIRST CORP               COM              046008108     7018   184695 SH      DEFINED 01 03               0   184695        0
ASSOC FIRST CORP               COM              046008108       51     1334 SH      DEFINED 01 05               0     1334        0
INDEPENDENT NEWSPAPERS         COM              0461481          2      608 SH      DEFINED 01 10             608        0        0
ASTEC INDS INC                 COM              046224101      587    53622 SH      DEFINED 01              53622        0        0
ASTORIA FINL CORP              COM              046265104     4611   119351 SH      DEFINED 01             119351        0        0
ASTORIA FINL CORP              COM              046265104        8      200 SH      DEFINED 01 02               0      200        0
ASTORIA FINL CORP              COM              046265104       89     2300 SH      DEFINED 01 05               0     2300        0
ASYST                          COM              04648X107     2236   110464 SH      DEFINED 01             110464        0        0
ASYST                          COM              04648X107        4      180 SH      DEFINED 01 02               0      180        0
ASYST                          COM              04648X107       43     2100 SH      DEFINED 01 05               0     2100        0
JARVIS PLC                     COM              0471350          1      303 SH      DEFINED 01 10             303        0        0
JOHNSON MATT                   COM              0476407          7      476 SH      DEFINED 01 10             476        0        0
ATLANTIC COAST AIRLI           COM              048396105     3498   108677 SH      DEFINED 01             108677        0        0
ATLANTIC COAST AIRLI           COM              048396105     5391   167500 SH      DEFINED 01 05               0   167500        0
ATLAS AIR INC                  COM              049164106     3781    89483 SH      DEFINED 01              89483        0        0
ATLAS AIR INC                  COM              049164106       93     2200 SH      DEFINED 01 05               0     2200        0
ATMEL CORP                     COM              049513104     3585   236038 SH      DEFINED 01             236038        0        0
ATMOS ENERGY CORP              COM              049560105     1825    88482 SH      DEFINED 01              88482        0        0
HILTON GROUP                   COM              0500254         10     3429 SH      DEFINED 01 10            3429        0        0
ATWOOD OCEANICS                COM              050095108     1602    38417 SH      DEFINED 01              38417        0        0
ATWOOD OCEANICS                COM              050095108        4      100 SH      DEFINED 01 02               0      100        0
LAND SECURIT                   COM              0504502         14     1277 SH      DEFINED 01 10            1277        0        0
AUDIOVOX CORP                  COM              050757103      944    62682 SH      DEFINED 01              62682        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     5623  2285975 SH      DEFINED 01            2285975        0        0
AURIGIN SYSTEMS PFD            PRF              051400XX2     9376  3811586 SH      DEFINED 01 05               0  3811586        0
LEX SERVICE PLC                COM              0514523          1      257 SH      DEFINED 01 10             257        0        0
AURORA BIOSCIENCES C           COM              051920106     5581    82077 SH      DEFINED 01              82077        0        0
AURORA BIOSCIENCES C           COM              051920106        7      100 SH      DEFINED 01 02               0      100        0
AURORA BIOSCIENCES C           COM              051920106      143     2100 SH      DEFINED 01 05               0     2100        0
AUSPEX               ASPX      COM              052116100     1022    82589 SH      DEFINED 01              82589        0        0
LOGICA                         COM              0522708         30      956 SH      DEFINED 01 10             956        0        0
AUSTRALIS HLDING WTS WARRANTS  COM              05258A113        0    13400 SH      DEFINED 01              13400        0        0
AUSTRALIS HLDING WTS WARRANTS  COM              05258A113        0     1760 SH      DEFINED 01 05               0     1760        0
AUTO DESK                      COM              052769106        8      330 SH      DEFINED 01                330        0        0
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AUTO DESK                      COM              052769106        3      105 SH      DEFINED 01 05               0      105        0
AUTOMATIC DATA PROC.           COM              053015103   519008  7760850 SH      DEFINED 01            7760850        0        0
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AUTOMATIC DATA PROC.           COM              053015103    77739  1162449 SH      DEFINED 01 05               0  1162449        0
LASMO                          COM              0531696          6     2929 SH      DEFINED 01 10            2929        0        0
AUTONATION INC       AN        COM              05329W102        4      729 SH      DEFINED 01                729        0        0
AUTOZONE                       COM              053332102       12      519 SH      DEFINED 01                519        0        0
AUTOZONE                       COM              053332102     4952   218260 SH      DEFINED 01 02               0   218260        0
AUTOZONE                       COM              053332102      704    31040 SH      DEFINED 01 03               0    31040        0
AUTOZONE                       COM              053332102        5      233 SH      DEFINED 01 05               0      233        0
AVALONBAY COMM                 COM              053484101        5      101 SH      DEFINED 01                101        0        0
AVANT! CORP                    COM              053487104     1995   109320 SH      DEFINED 01             109320        0        0
AVANEX CORP                    COM              05348W109    46738   434022 SH      DEFINED 01             434022        0        0
AVANEX CORP                    COM              05348W109     1115    10356 SH      DEFINED 01 02               0    10356        0
AVANEX CORP                    COM              05348W109      985     9150 SH      DEFINED 01 03               0     9150        0
AVANEX CORP                    COM              05348W109    46220   429200 SH      DEFINED 01 05               0   429200        0
AVANT IMMUNOTHERAPEU           COM              053491106        3      300 SH      DEFINED 01 02               0      300        0
AVANTGO INC                    COM              05349M100     1472    73600 SH      DEFINED 01              73600        0        0
AVANTGO INC                    COM              05349M100        1       50 SH      DEFINED 01 02               0       50        0
AVANTGO INC                    COM              05349M100     2148   107400 SH      DEFINED 01 05               0   107400        0
AVENTIS                        COM              053561106    77714  1031890 SH      DEFINED 01 03               0  1031890        0
AVENTIS                        COM              053561999    85785  1143605 SH      DEFINED 01            1143605        0        0
AVENTIS                        COM              053561999      246     3277 SH      DEFINED 01 03               0     3277        0
AVENTIS                        COM              053561999    64535   860318 SH      DEFINED 01 05               0   860318        0
AVERY DENNISON CORP            COM              053611109       20      429 SH      DEFINED 01                429        0        0
AVERY DENNISON CORP            COM              053611109     1277    27538 SH      DEFINED 01 03               0    27538        0
AVERY DENNISON CORP            COM              053611109        9      204 SH      DEFINED 01 05               0      204        0
AVICI SYSTEMS INC              COM              05367L109    70115   737079 SH      DEFINED 01             737079        0        0
AVICI SYSTEMS INC              COM              05367L109        5       50 SH      DEFINED 01 02               0       50        0
AVICI SYSTEMS INC              COM              05367L109    10494   110319 SH      DEFINED 01 05               0   110319        0
AVID TECH                      COM              05367P100      980    70023 SH      DEFINED 01              70023        0        0
AVIRON                         COM              053762100     8747   150000 SH      DEFINED 01 05               0   150000        0
AVIS GROUP HOLDINGS INC        COM              053790101        3      115 SH      DEFINED 01                115        0        0
AVISTA CORP                    COM              05379B107     2951   131142 SH      DEFINED 01             131142        0        0
AVIVA PETE INC                 COM              05379P304        3    11960 SH      DEFINED 01              11960        0        0
AVNET INC                      COM              053807103    18742   660504 SH      DEFINED 01             660504        0        0
AVOCENT CORPORATION            COM              053893103     5159    93580 SH      DEFINED 01              93580        0        0
AVOCENT CORPORATION            COM              053893103        9      165 SH      DEFINED 01 02               0      165        0
AVOCENT CORPORATION            COM              053893103      102     1853 SH      DEFINED 01 05               0     1853        0
HSBC HLDGS                     COM              0540528        303    21516 SH      DEFINED 01 10           21516        0        0
AVON PRODUCTS                  COM              054303102     1756    42942 SH      DEFINED 01              42942        0        0
AVON PRODUCTS                  COM              054303102     2384    58323 SH      DEFINED 01 03               0    58323        0
AVON PRODUCTS                  COM              054303102       18      435 SH      DEFINED 01 05               0      435        0
AWARE INC                      COM              05453N100     2413    62685 SH      DEFINED 01              62685        0        0
AWARE INC                      COM              05453N100        4      100 SH      DEFINED 01 02               0      100        0
AXCELIS TECH INC               COM              054540109        4      312 SH      DEFINED 01                312        0        0
AZTAR CORP                     COM              054802103     7777   505848 SH      DEFINED 01             505848        0        0
AZTAR CORP                     COM              054802103        5      340 SH      DEFINED 01 02               0      340        0
AZTAR CORP                     COM              054802103      135     8764 SH      DEFINED 01 05               0     8764        0
BB&T CORP                      COM              054937107       48     1607 SH      DEFINED 01               1607        0        0
BB&T CORP                      COM              054937107      115     3834 SH      DEFINED 01 02               0     3834        0
BB&T CORP                      COM              054937107     2959    98235 SH      DEFINED 01 03               0    98235        0
BB&T CORP                      COM              054937107       22      732 SH      DEFINED 01 05               0      732        0
AZURIX CORP                    COM              05501M104        1      182 SH      DEFINED 01                182        0        0
AZURIX CORP                    COM              05501M104        2      660 SH      DEFINED 01 02               0      660        0
BG GROUP PLC (NEW)  GB;BG/GBP  COM              055434559    46433  7307824 SH      DEFINED 01            7307824        0        0
BG GROUP PLC (NEW)  GB;BG/GBP  COM              055434559      115    18143 SH      DEFINED 01 03               0    18143        0
BG GROUP PLC (NEW)  GB;BG/GBP  COM              055434559    32553  5123335 SH      DEFINED 01 05               0  5123335        0
BHC COMMUNICATIONS             COM              055448104        6       35 SH      DEFINED 01                 35        0        0
BISYS GROUP                    COM              055472104     5968    77185 SH      DEFINED 01              77185        0        0
BISYS GROUP                    COM              055472104    23844   308400 SH      DEFINED 01 02               0   308400        0
BISYS GROUP                    COM              055472104      383     4950 SH      DEFINED 01 03               0     4950        0
BJ SERVICES CO                 COM              055482103     1817    29709 SH      DEFINED 01              29709        0        0
BJ`S WHOLESALE CLUB            COM              05548J106       52     1524 SH      DEFINED 01               1524        0        0
BJ`S WHOLESALE CLUB            COM              05548J106     4306   126181 SH      DEFINED 01 03               0   126181        0
BMC INDUSTRIES                 COM              055607105      524    76216 SH      DEFINED 01              76216        0        0
BOK FINANCIAL CORP             COM              05561Q201        2       96 SH      DEFINED 01                 96        0        0
BOK FINANCIAL CORP             COM              05561Q201        3      160 SH      DEFINED 01 02               0      160        0
BP AMOCO PLC ADR               COM              055622104     9003   169860 SH      DEFINED 01                  0   169860        0
BP AMOCO PLC ADR               COM              055622104    42400   800001 SH      DEFINED 01             800001        0        0
BRE PROPERTIES                 COM              05564E106     2403    75086 SH      DEFINED 01              75086        0        0
BRE PROPERTIES                 COM              05564E106       99     3100 SH      DEFINED 01 05               0     3100        0
BMC SOFTWARE INC               COM              055921100       97     5076 SH      DEFINED 01               5076        0        0
BMC SOFTWARE INC               COM              055921100       43     2220 SH      DEFINED 01 02               0     2220        0
BMC SOFTWARE INC               COM              055921100     1138    59478 SH      DEFINED 01 03               0    59478        0
BMC SOFTWARE INC               COM              055921100        9      451 SH      DEFINED 01 05               0      451        0
LEGAL & GENE                   COM              0560399         29    12061 SH      DEFINED 01 10           12061        0        0
MARKS & SPEN                   COM              0565402         21     6751 SH      DEFINED 01 10            6751        0        0
CANARY WHARF                   COM              0571272         13     1609 SH      DEFINED 01 10            1609        0        0
BAKER HUGHES INC               COM              057224107     1903    51259 SH      DEFINED 01              51259        0        0
BAKER HUGHES INC               COM              057224107     2926    78814 SH      DEFINED 01 03               0    78814        0
BAKER HUGHES INC               COM              057224107       22      606 SH      DEFINED 01 05               0      606        0
J BAKER INC                    COM              057232100      176    39157 SH      DEFINED 01              39157        0        0
CENTRICA                       COM              0573438         30     9396 SH      DEFINED 01 10            9396        0        0
UNILEVER                       COM              0574873         43     6837 SH      DEFINED 01 10            6837        0        0
BALDOR ELECTRIC                COM              057741100     1911    94090 SH      DEFINED 01              94090        0        0
BALL CORP                      COM              058498106     3941   124351 SH      DEFINED 01             124351        0        0
BALL CORP                      COM              058498106        5      150 SH      DEFINED 01 02               0      150        0
BALL CORP                      COM              058498106      207     6522 SH      DEFINED 01 03               0     6522        0
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BALLY TOTAL FITNESS            COM              05873K108        2       83 SH      DEFINED 01                 83        0        0
HALIFAX GROU                   COM              0593395         44     5272 SH      DEFINED 01 10            5272        0        0
BANCO ITAU PREFERRED           COM              059615997     7915 88501400 SH      DEFINED 01           88501400        0        0
BANCO ITAU PREFERRED           COM              059615997      101  1128400 SH      DEFINED 01 05               0  1128400        0
BANCORPSOUTH INC               COM              059692103        2      163 SH      DEFINED 01                163        0        0
BANCWEST CORP NEW              COM              059790105        2      114 SH      DEFINED 01                114        0        0
BANDAG, INC.                   COM              059815100       17      469 SH      DEFINED 01                469        0        0
BANGOR HYDRO ELEC CO           COM              060077104      496    20504 SH      DEFINED 01              20504        0        0
BANK OF AMERICA CORP           COM              060505104     5499   105000 SH      DEFINED 01                  0   105000        0
BANK OF AMERICA CORP           COM              060505104   261309  4989185 SH      DEFINED 01            4989185        0        0
BANK OF AMERICA CORP           COM              060505104    78578  1500292 SH      DEFINED 01 02               0  1500292        0
BANK OF AMERICA CORP           COM              060505104    27361   522394 SH      DEFINED 01 03               0   522394        0
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CADBURY SCHW                   COM              0610700         28     4753 SH      DEFINED 01 10            4753        0        0
NATIONAL POW                   COM              0632016         19     2704 SH      DEFINED 01 10            2704        0        0
BANK OF NEW YORK               COM              064057102   219857  3921639 SH      DEFINED 01            3921639        0        0
BANK OF NEW YORK               COM              064057102    25373   452585 SH      DEFINED 01 02               0   452585        0
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BANK OF NEW YORK               COM              064057102     1340    23886 SH      DEFINED 01 05               0    23886        0
BANK ONE CORP                  COM              06423A103      174     4514 SH      DEFINED 01               4514        0        0
BANK ONE CORP                  COM              06423A103      652    16875 SH      DEFINED 01 02               0    16875        0
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BANK ONE CORP PFD C            PRF              06423A301     1780    20000 SH      DEFINED 01                  0    20000        0
UTD UTILITIE                   COM              0646233         13     1301 SH      DEFINED 01 10            1301        0        0
BANK UNITED CORP               COM              065412108     4818    95060 SH      DEFINED 01              95060        0        0
BANK UNITED CORP               COM              065412108        9      170 SH      DEFINED 01 02               0      170        0
BANK UNITED CORP               COM              065412108      132     2600 SH      DEFINED 01 05               0     2600        0
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BANK HAPOALIM        IL;BHP/IL COM              066211996       82    26712 SH      DEFINED 01 05               0    26712        0
BANKNORTH GROUP INC            COM              06646R107       56     3142 SH      DEFINED 01               3142        0        0
BANKNORTH GROUP INC            COM              06646R107        4      228 SH      DEFINED 01 02               0      228        0
BANTA CORP                     COM              066821109       14      565 SH      DEFINED 01                565        0        0
BNP PARIBAS                    COM              067250993    24876   282160 SH      DEFINED 01             282160        0        0
BNP PARIBAS                    COM              067250993      183     2074 SH      DEFINED 01 03               0     2074        0
BNP PARIBAS                    COM              067250993    32521   368877 SH      DEFINED 01 05               0   368877        0
C R BARD INC                   COM              067383109        8      195 SH      DEFINED 01                195        0        0
C R BARD INC                   COM              067383109      501    11858 SH      DEFINED 01 03               0    11858        0
C R BARD INC                   COM              067383109        4       92 SH      DEFINED 01 05               0       92        0
PEARSON                        COM              0677608         52     1856 SH      DEFINED 01 10            1856        0        0
BARNES & NOBLE                 COM              067774109     3508   178212 SH      DEFINED 01             178212        0        0
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BARNES GROUP                   COM              067806109      954    51928 SH      DEFINED 01              51928        0        0
BARNESANDNOBLE.COM             COM              067846105        1      105 SH      DEFINED 01                105        0        0
BARRICK GOLD INC               COM              067901108     2378   155895 SH      DEFINED 01             155895        0        0
BARRICK GOLD INC               COM              067901108     1576   103376 SH      DEFINED 01 03               0   103376        0
BARRICK GOLD INC               COM              067901108       11      724 SH      DEFINED 01 05               0      724        0
UNIGATE                        COM              0679024          2      526 SH      DEFINED 01 10             526        0        0
P & O                          COM              0680048         13     1520 SH      DEFINED 01 10            1520        0        0
BARON ASSET                    COM              068278100    50809   802032 SH      DEFINED 01 03               0   802032        0
BARR LABORATORIES              COM              068306109     6368    96027 SH      DEFINED 01              96027        0        0
BARRA INC                      COM              068313105     2390    38509 SH      DEFINED 01              38509        0        0
BARRA INC                      COM              068313105        6      100 SH      DEFINED 01 02               0      100        0
BARRETT RESOURCES CO           COM              068480201    11978   316770 SH      DEFINED 01             316770        0        0
BARRETT RESOURCES CO           COM              068480201      511    13500 SH      DEFINED 01 02               0    13500        0
BARRETT RESOURCES CO           COM              068480201      454    12000 SH      DEFINED 01 03               0    12000        0
PILKINGTON                     COM              0688462          3     2394 SH      DEFINED 01 10            2394        0        0
SCOT POWER                     COM              0690070         33     4291 SH      DEFINED 01 10            4291        0        0
BASSETT FURN IND.              COM              070203104      464    32691 SH      DEFINED 01              32691        0        0
PSION PLC                      COM              0709545         11     1000 SH      DEFINED 01 10            1000        0        0
PRUDENTIAL                     COM              0709954         62     4581 SH      DEFINED 01 10            4581        0        0
BATTLE MT GOLD CO              COM              071593107        0       89 SH      DEFINED 01                 89        0        0
BAUSCH & LOMB                  COM              071707103      389    10000 SH      DEFINED 01                  0    10000        0
BAUSCH & LOMB                  COM              071707103        8      210 SH      DEFINED 01                210        0        0
BAUSCH & LOMB                  COM              071707103      496    12735 SH      DEFINED 01 03               0    12735        0
BAUSCH & LOMB                  COM              071707103        4       97 SH      DEFINED 01 05               0       97        0
BAXTER INTL INC                COM              071813109     8620   108000 SH      DEFINED 01                  0   108000        0
BAXTER INTL INC                COM              071813109   196240  2458756 SH      DEFINED 01            2458756        0        0
BAXTER INTL INC                COM              071813109    76402   957254 SH      DEFINED 01 02               0   957254        0
BAXTER INTL INC                COM              071813109     9281   116278 SH      DEFINED 01 03               0   116278        0
BAXTER INTL INC                COM              071813109     1100    13783 SH      DEFINED 01 05               0    13783        0
RIO TINTO                      COM              0718875         37     2495 SH      DEFINED 01 10            2495        0        0
VODAFONE GROUP PLC             COM              0719210        531   144590 SH      DEFINED 01 10          144590        0        0
RAILTRACK GR                   COM              0721293         19     1198 SH      DEFINED 01 10            1198        0        0
RANK GROUP                     COM              0724076          4     1688 SH      DEFINED 01 10            1688        0        0
RMC GROUP                      COM              0726641          5      569 SH      DEFINED 01 10             569        0        0
BAYCORP HOLDINGS LTD           COM              072728108        0       28 SH      DEFINED 01 05               0       28        0
REED                           COM              0730835         22     2682 SH      DEFINED 01 10            2682        0        0
RENTOKIL INI                   COM              0732712         15     6774 SH      DEFINED 01 10            6774        0        0
BE AEROSPACE                   COM              073302101     1129    70011 SH      DEFINED 01              70011        0        0
BE FREE INC                    COM              073308108        0      110 SH      DEFINED 01                110        0        0
BEA SYSTEMS INC                COM              073325102    14436   185376 SH      DEFINED 01             185376        0        0
BEA SYSTEMS INC                COM              073325102        4       52 SH      DEFINED 01 02               0       52        0
BEA SYSTEMS INC                COM              073325102    22428   288000 SH      DEFINED 01 05               0   288000        0
BEAR STEARNS                   COM              073902108       27      433 SH      DEFINED 01                433        0        0
BEAR STEARNS                   COM              073902108     2002    31785 SH      DEFINED 01 03               0    31785        0
BEAR STEARNS                   COM              073902108       12      197 SH      DEFINED 01 05               0      197        0
BEASLEY BRD GRP A              COM              074014101      947    97750 SH      DEFINED 01              97750        0        0
BEASLEY BRD GRP A              COM              074014101        3      300 SH      DEFINED 01 02               0      300        0
BEASLEY BRD GRP A              COM              074014101       24     2450 SH      DEFINED 01 05               0     2450        0
ROYAL BK SCO                   COM              0754783        136     6266 SH      DEFINED 01 10            6266        0        0
BEBE STORES INC                COM              075571109        2      102 SH      DEFINED 01                102        0        0
BEC WORLD            TH;BEC.F/ COM              075675991     3758   741000 SH      DEFINED 01             741000        0        0
BEC WORLD            TH;BEC.F/ COM              075675991       41     8000 SH      DEFINED 01 05               0     8000        0
BECKMAN COULTER INC            COM              075811109       52      667 SH      DEFINED 01                667        0        0
BECTON DICKINSON               COM              075887109       25      963 SH      DEFINED 01                963        0        0
BECTON DICKINSON               COM              075887109     1631    61682 SH      DEFINED 01 03               0    61682        0
BECTON DICKINSON               COM              075887109       12      463 SH      DEFINED 01 05               0      463        0
BED BATH & BEYOND IN           COM              075896100      634    26000 SH      DEFINED 01                  0    26000        0
BED BATH & BEYOND IN           COM              075896100    58169  2384861 SH      DEFINED 01            2384861        0        0
BED BATH & BEYOND IN           COM              075896100       30     1250 SH      DEFINED 01 02               0     1250        0
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BED BATH & BEYOND IN           COM              075896100    77612  3182017 SH      DEFINED 01 05               0  3182017        0
SAINSBURY(J)                   COM              0767640         25     4514 SH      DEFINED 01 10            4514        0        0
BELDEN INC                     COM              077459105     5999   253932 SH      DEFINED 01             253932        0        0
BELDEN INC                     COM              077459105        5      210 SH      DEFINED 01 02               0      210        0
BELDEN INC                     COM              077459105      109     4600 SH      DEFINED 01 05               0     4600        0
BELL & HOWELL CO NEW           COM              077852101        1       61 SH      DEFINED 01                 61        0        0
BP AMOCO                       COM              0798059        467    53159 SH      DEFINED 01 10           53159        0        0
SSL INTERNATIONAL              COM              0798112          5      402 SH      DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     6649   165184 SH      DEFINED 01                  0   165184        0
BELL SOUTH                     COM              079860102   159403  3960337 SH      DEFINED 01            3960337        0        0
BELL SOUTH                     COM              079860102      210     5220 SH      DEFINED 01 02               0     5220        0
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BELL SOUTH                     COM              079860102     1011    25150 SH      DEFINED 01 05               0    25150        0
SAGE GROUP PLC                 COM              0802165         23     3029 SH      DEFINED 01 10            3029        0        0
A.H. BELO SER A                COM              080555105       45     2450 SH      DEFINED 01               2450        0        0
INVENSYS                       COM              0807041         19     8574 SH      DEFINED 01 10            8574        0        0
SLOUGH ESTAT                   COM              0814104          5      897 SH      DEFINED 01 10             897        0        0
BEMIS CO.                      COM              081437105     1404    43710 SH      DEFINED 01              43710        0        0
BEMIS CO.                      COM              081437105      392    12212 SH      DEFINED 01 03               0    12212        0
BEMIS CO.                      COM              081437105        3       97 SH      DEFINED 01 05               0       97        0
BENCHMARK ELECTRONIC           COM              08160H101     2759    53061 SH      DEFINED 01              53061        0        0
BENEDEK COM WARRANTS EXP 7-01- COM              08170W114      140    70000 SH      DEFINED 01              70000        0        0
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SMITHS INDUS                   COM              0818270          8      746 SH      DEFINED 01 10             746        0        0
GRANADA COMPASS PLC            COM              0827566         49     5266 SH      DEFINED 01 10            5266        0        0
CORUS GROUP                    COM              0828053          6     7377 SH      DEFINED 01 10            7377        0        0
BERGEN BRUNSWIG CL A           COM              083739102       40     3429 SH      DEFINED 01               3429        0        0
BERGEN BRUNSWIG CL A           COM              083739102        4      330 SH      DEFINED 01 02               0      330        0
BERINGER WINE HLDGS            COM              084102102        3       54 SH      DEFINED 01                 54        0        0
WR BERKLEY                     COM              084423102        3       90 SH      DEFINED 01                 90        0        0
BERKSHIRE HATHAWAY I           COM              084670108      129        2 SH      DEFINED 01                  2        0        0
BERKSHIRE HATHAWAY B           COM              084670207       37       18 SH      DEFINED 01                 18        0        0
BEST BUY CO                    COM              086516101      573     9000 SH      DEFINED 01                  0     9000        0
BEST BUY CO                    COM              086516101    24035   377750 SH      DEFINED 01 02               0   377750        0
BEST BUY CO          ****SHORT COM              086516101   182731  2871986 SH      DEFINED 01            2871986        0        0
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BESTEL WTS 5/15/05             COM              08658T112      480     4000 SH      DEFINED 01               4000        0        0
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BESTFOODS                      COM              08658U101       78     1063 SH      DEFINED 01               1063        0        0
BESTFOODS                      COM              08658U101     4998    68697 SH      DEFINED 01 03               0    68697        0
BESTFOODS                      COM              08658U101       37      508 SH      DEFINED 01 05               0      508        0
TI GROUP                       COM              0868673          6     1190 SH      DEFINED 01 10            1190        0        0
LLOYDS TSB G                   COM              0870612        120    12859 SH      DEFINED 01 10           12859        0        0
BETHLEHEM STEEL                COM              087509105        2      617 SH      DEFINED 01                617        0        0
BETHLEHEM STEEL                COM              087509105       97    32350 SH      DEFINED 01 03               0    32350        0
BETHLEHEM STEEL                COM              087509105        1      242 SH      DEFINED 01 05               0      242        0
TATE & LYLE                    COM              0875413          3      996 SH      DEFINED 01 10             996        0        0
BG                             COM              0876289         51     8236 SH      DEFINED 01 10            8236        0        0
MARCONI                        COM              0877431         89     6498 SH      DEFINED 01 10            6498        0        0
TAYLOR WOODR                   COM              0878230          2      879 SH      DEFINED 01 10             879        0        0
BEVERLY ENTERPRISES            COM              087851309        3      516 SH      DEFINED 01                516        0        0
TESCO                          COM              0884709         58    15932 SH      DEFINED 01 10           15932        0        0
3I GROUP PLC                   COM              0888693         34     1400 SH      DEFINED 01 10            1400        0        0
BILLING CONCEPTS CRP           COM              090063108      375   117676 SH      DEFINED 01             117676        0        0
BINDLEY WESTERN IND            COM              090324104     3094    96686 SH      DEFINED 01              96686        0        0
BINDLEY WESTERN IND            COM              090324104        3      100 SH      DEFINED 01 02               0      100        0
BINDVIEW DEVEL CORP            COM              090327107        1      150 SH      DEFINED 01                150        0        0
BILLITON PLC ORD               COM              090525999     5143  1438800 SH      DEFINED 01            1438800        0        0
BILLITON PLC ORD               COM              090525999       64    18000 SH      DEFINED 01 05               0    18000        0
BIO TECH GENERAL               COM              090578105     1738   151969 SH      DEFINED 01             151969        0        0
BIOGEN INC                     COM              090597105    45114   739579 SH      DEFINED 01             739579        0        0
BIOGEN INC                     COM              090597105    37340   612110 SH      DEFINED 01 02               0   612110        0
BIOGEN INC                     COM              090597105     4822    79049 SH      DEFINED 01 03               0    79049        0
BIOGEN INC                     COM              090597105       17      271 SH      DEFINED 01 05               0      271        0
BIOMATRIX INC                  COM              09060P102     1146    65431 SH      DEFINED 01              65431        0        0
BIOMET                         COM              090613100    37119  1060555 SH      DEFINED 01            1060555        0        0
BIOMET                         COM              090613100    20450   584245 SH      DEFINED 01 02               0   584245        0
BIOMET                         COM              090613100     4563   130381 SH      DEFINED 01 03               0   130381        0
BIOMET                         COM              090613100       11      325 SH      DEFINED 01 05               0      325        0
BIOMARIN PHARMACEUTI           COM              09061G101        2      125 SH      DEFINED 01                125        0        0
BIOTECH HLDR TRUST             COM              09067D201    37038   190000 SH      DEFINED 01             190000        0        0
BIOTECH HLDR TRUST             COM              09067D201       39      200 SH      DEFINED 01 02               0      200        0
BIOTECH HLDR TRUST             COM              09067D201    40274   206600 SH      DEFINED 01 05               0   206600        0
BIOVAIL CORP                   COM              09067J109    14252   175000 SH      DEFINED 01             175000        0        0
BIOVAIL CORP                   COM              09067J109     1144    14050 SH      DEFINED 01 02               0    14050        0
BIOVAIL CORP                   COM              09067J109      863    10600 SH      DEFINED 01 03               0    10600        0
BIRCH TELECOM WTS              COM              09069B112      766    14000 SH      DEFINED 01              14000        0        0
BIRCH TELECOM WTS              COM              09069B112      110     2000 SH      DEFINED 01 05               0     2000        0
BIOSITE DIAGNOSTIC             COM              090945106        4      100 SH      DEFINED 01 02               0      100        0
BIRMINGHAM STEEL COR           COM              091250100      232    86317 SH      DEFINED 01              86317        0        0
BLACK & DECKER                 COM              091797100       11      323 SH      DEFINED 01                323        0        0
BLACK & DECKER                 COM              091797100      632    18499 SH      DEFINED 01 03               0    18499        0
BLACK & DECKER                 COM              091797100        5      152 SH      DEFINED 01 05               0      152        0
BLACK BOX CORP                 COM              091826107     2426    52030 SH      DEFINED 01              52030        0        0
BLACK HILLS CORP               COM              092113109       12      441 SH      DEFINED 01                441        0        0
SMITH AND NEPHEW PLC           COM              0922320          9     2150 SH      DEFINED 01 10            2150        0        0
COATS VIYELLA                  COM              0927057          1     1562 SH      DEFINED 01 10            1562        0        0
EW BLANCH                      COM              093210102      187     9000 SH      DEFINED 01                  0     9000        0
EW BLANCH                      COM              093210102      745    35866 SH      DEFINED 01              35866        0        0
EIDOS                          COM              0934897          1      215 SH      DEFINED 01 10             215        0        0
BLOCK DRUG INC                 COM              093644102        2       54 SH      DEFINED 01                 54        0        0
BLOCK H&R INC                  COM              093671105       14      373 SH      DEFINED 01                373        0        0
BLOCK H&R INC                  COM              093671105     1146    30931 SH      DEFINED 01 03               0    30931        0
BLOCK H&R INC                  COM              093671105        7      179 SH      DEFINED 01 05               0      179        0
DE LA RUE                      COM              0938059          2      418 SH      DEFINED 01 10             418        0        0
BLUE CIRCLE                    COM              095342408     3804   610267 SH      DEFINED 01 03               0   610267        0
BLUE MARTINI SFTWARE           COM              095698106        4      116 SH      DEFINED 01                116        0        0
BLUESTONE SOFTWARE             COM              09623P102        1       70 SH      DEFINED 01                 70        0        0
GREAT PORTLA                   COM              0962951          2      494 SH      DEFINED 01 10             494        0        0
BLYTH INC                      COM              09643P108       25     1039 SH      DEFINED 01               1039        0        0
BOB EVANS FARMS                COM              096761101       15      812 SH      DEFINED 01                812        0        0
BOCA RESORTS INC               COM              09688T106        2      199 SH      DEFINED 01                199        0        0
BOCA RESORTS INC               COM              09688T106     5620   513800 SH      DEFINED 01 05               0   513800        0
BOEING STOCK                   COM              097023105    67976  1078982 SH      DEFINED 01            1078982        0        0
BOEING STOCK                   COM              097023105    15252   242094 SH      DEFINED 01 03               0   242094        0
BOEING STOCK                   COM              097023105    14343   227671 SH      DEFINED 01 05               0   227671        0
WIMPEY (GEORGE)                COM              0971344          2      813 SH      DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103        3      130 SH      DEFINED 01                130        0        0
BOISE CASCADE                  COM              097383103      333    12544 SH      DEFINED 01 03               0    12544        0
BOISE CASCADE                  COM              097383103        3      104 SH      DEFINED 01 05               0      104        0
WPP GROUP PLC                  COM              0974042         22     1802 SH      DEFINED 01 10            1802        0        0
WOLSELEY                       COM              0976402          6     1347 SH      DEFINED 01 10            1347        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    14526   840644 SH      DEFINED 01             840644        0        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200      102     5912 SH      DEFINED 01 03               0     5912        0
BOMBARDIER CL B SAB  CA;BBD.B/ COM              097751200    25537  1477772 SH      DEFINED 01 05               0  1477772        0
BOMBAY INC                     COM              097924104      227    93260 SH      DEFINED 01              93260        0        0
BOOKS-A-MILLION INC            COM              098570104      132    50306 SH      DEFINED 01              50306        0        0
ASTRAZENECA                    COM              0989529        218     4115 SH      DEFINED 01 10            4115        0        0
BORDERS GROUP INC.             COM              099709107     2532   181663 SH      DEFINED 01             181663        0        0
BORDERS GROUP INC.             COM              099709107        5      350 SH      DEFINED 01 02               0      350        0
BORDERS GROUP INC.             COM              099709107      100     7200 SH      DEFINED 01 05               0     7200        0
BORG WARNER INC                COM              099724106       21      633 SH      DEFINED 01                633        0        0
BOSTON PROPERTIES IN           COM              101121101        5      106 SH      DEFINED 01                106        0        0
BOSTON SCIENTIFIC              COM              101137107    16464  1001564 SH      DEFINED 01            1001564        0        0
BOSTON SCIENTIFIC              COM              101137107      132     8000 SH      DEFINED 01 02               0     8000        0
BOSTON SCIENTIFIC              COM              101137107     1617    98362 SH      DEFINED 01 03               0    98362        0
BOSTON SCIENTIFIC              COM              101137107    10367   630744 SH      DEFINED 01 05               0   630744        0
BOWATER INC                    COM              102183100     1349    29045 SH      DEFINED 01              29045        0        0
BOWNE & CO                     COM              103043105      909    93228 SH      DEFINED 01              93228        0        0
BOYD GAMING CORP               COM              103304101        1      110 SH      DEFINED 01                110        0        0
BOYDS COLLECTION LTD           COM              103354106        1      158 SH      DEFINED 01                158        0        0
BRADY CORP - CL A              COM              104674106     6667   220410 SH      DEFINED 01             220410        0        0
BRADY CORP - CL A              COM              104674106       96     3189 SH      DEFINED 01 05               0     3189        0
BRAMBLES IND LTD     AU;BIL/AU COM              104900998    12154   465000 SH      DEFINED 01             465000        0        0
BRANCOTE HOLDINGS PLC          COM              105210991     1436   750000 SH      DEFINED 01             750000        0        0
BRANDYWINE RLTY TR             COM              105368203        2      122 SH      DEFINED 01                122        0        0
BRASIL TELECOM PART ADR        COM              105530109     8796   151000 SH      DEFINED 01             151000        0        0
BRASIL TELECOM PART ADR        COM              105530109      105     1800 SH      DEFINED 01 05               0     1800        0
BRAUN CONSULTING INC           COM              105651103        9      450 SH      DEFINED 01 03               0      450        0
BREAKWAY SOLUTIONS             COM              106372105        1      132 SH      DEFINED 01                132        0        0
BRIGGS & STRATTON              COM              109043109        3       84 SH      DEFINED 01                 84        0        0
BRIGGS & STRATTON              COM              109043109      162     4281 SH      DEFINED 01 03               0     4281        0
BRIGGS & STRATTON              COM              109043109        1       39 SH      DEFINED 01 05               0       39        0
BRIGHT POINT                   COM              109473108      778   154643 SH      DEFINED 01             154643        0        0
BRINKER INT'L INC              COM              109641100     1163    38550 SH      DEFINED 01 02               0    38550        0
BRINKER INT`L INC              COM              109641100    16702   554414 SH      DEFINED 01             554414        0        0
BRINKER INT`L INC              COM              109641100     8574   284602 SH      DEFINED 01 03               0   284602        0
BRIO TECHNOLOGY                COM              109704106        1       49 SH      DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108   539189  9438783 SH      DEFINED 01            9438783        0        0
BRISTOL MYERS SQUIBB           COM              110122108    36266   634800 SH      DEFINED 01 02               0   634800        0
BRISTOL MYERS SQUIBB           COM              110122108    28482   498585 SH      DEFINED 01 03               0   498585        0
BRISTOL MYERS SQUIBB           COM              110122108    96872  1695799 SH      DEFINED 01 05               0  1695799        0
BAE SYSTEMS PLC                COM              110466992    24456  4531715 SH      DEFINED 01            4531715        0        0
BAE SYSTEMS PLC                COM              110466992       78    14462 SH      DEFINED 01 03               0    14462        0
BAE SYSTEMS PLC                COM              110466992    21422  3969521 SH      DEFINED 01 05               0  3969521        0
BROADBASE SOFTWARE             COM              11130R100        2      112 SH      DEFINED 01                112        0        0
BROADCOM CORP                  COM              111320107   490565  2012571 SH      DEFINED 01            2012571        0        0
BROADCOM CORP                  COM              111320107    53712   220356 SH      DEFINED 01 02               0   220356        0
BROADCOM CORP                  COM              111320107    17341    71143 SH      DEFINED 01 03               0    71143        0
BROADCOM CORP                  COM              111320107    29995   123060 SH      DEFINED 01 05               0   123060        0
BROADVISION INC                COM              111412102     1274    49855 SH      DEFINED 01              49855        0        0
BROADWING INC                  COM              111620100    21409   837487 SH      DEFINED 01             837487        0        0
BROCADE COMMUNICATIO           COM              111621108    31432   133185 SH      DEFINED 01             133185        0        0
BROCADE COMMUNICATIO           COM              111621108    53681   227466 SH      DEFINED 01 02               0   227466        0
BROCADE COMMUNICATIO           COM              111621108     1841     7800 SH      DEFINED 01 03               0     7800        0
BROCADE COMMUNICATIO           COM              111621108     9440    40000 SH      DEFINED 01 05               0    40000        0
BROOKS AUTOMATION              COM              11434A100        2       49 SH      DEFINED 01                 49        0        0
BROOKTROUT INC                 COM              114580103     1123    34094 SH      DEFINED 01              34094        0        0
BROWN & BROWN INC              COM              115236101        4      120 SH      DEFINED 01                120        0        0
BROWN FORMAN CL B              COM              115637209       15      263 SH      DEFINED 01                263        0        0
BROWN FORMAN CL B              COM              115637209      831    15175 SH      DEFINED 01 03               0    15175        0
BROWN FORMAN CL B              COM              115637209        7      125 SH      DEFINED 01 05               0      125        0
BROWN (TOM) INC                COM              115660201        3      121 SH      DEFINED 01                121        0        0
BROWN (TOM) INC                COM              115660201        2      100 SH      DEFINED 01 02               0      100        0
BROWN GROUP INC                COM              115736100      465    50633 SH      DEFINED 01              50633        0        0
BROWN SHOE CO INC              COM              115736100        3      310 SH      DEFINED 01 02               0      310        0
BRUNSWICK CORP                 COM              117043109        7      383 SH      DEFINED 01                383        0        0
BRUNSWICK CORP                 COM              117043109      349    19143 SH      DEFINED 01 03               0    19143        0
BRUNSWICK CORP                 COM              117043109        3      159 SH      DEFINED 01 05               0      159        0
BRUSH ENGINEERED MATERIALS     COM              117421107      984    45519 SH      DEFINED 01              45519        0        0
BSQUARE CORP                   COM              11776U102        2      100 SH      DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        2       77 SH      DEFINED 01                 77        0        0
BUCKEYE TECHNOLOGIE            COM              118255108     6231   300257 SH      DEFINED 01             300257        0        0
BUCKEYE TECHNOLOGIE            COM              118255108       85     4100 SH      DEFINED 01 05               0     4100        0
BUCKEYE TECHNOLOGIES           COM              118255108        5      230 SH      DEFINED 01 02               0      230        0
BUFFETS INC                    COM              119882108        5      340 SH      DEFINED 01 02               0      340        0
BLDG MATERIAL HOLD   BMHC      COM              120113105      315    35471 SH      DEFINED 01              35471        0        0
BURLINGTON COAT FACT           COM              121579106     1764   123234 SH      DEFINED 01             123234        0        0
BURLINGTON N SANTA             COM              12189T104    16552   767538 SH      DEFINED 01             767538        0        0
BURLINGTON N SANTA             COM              12189T104     6626   307265 SH      DEFINED 01 02               0   307265        0
BURLINGTON N SANTA             COM              12189T104     2720   126161 SH      DEFINED 01 03               0   126161        0
BURLINGTON N SANTA             COM              12189T104       16      740 SH      DEFINED 01 05               0      740        0
BURLINGTON RESOURCES           COM              122014103       31      848 SH      DEFINED 01                848        0        0
BURLINGTON RESOURCES           COM              122014103     1898    51572 SH      DEFINED 01 03               0    51572        0
BURLINGTON RESOURCES           COM              122014103       15      394 SH      DEFINED 01 05               0      394        0
BUTLER MFG CO DEL              COM              123655102      408    17769 SH      DEFINED 01              17769        0        0
BUY.COM INC                    COM              124269101        1      368 SH      DEFINED 01                368        0        0
C&D TECHNOLOGY                 COM              124661109    13630   240164 SH      DEFINED 01             240164        0        0
C&D TECHNOLOGY                 COM              124661109        9      160 SH      DEFINED 01 02               0      160        0
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CBL & ASSOCIATES               COM              124830100        2       87 SH      DEFINED 01                 87        0        0
CBRL GROUP INC                 COM              12489V106       18     1241 SH      DEFINED 01               1241        0        0
CBRL GROUP INC                 COM              12489V106        4      300 SH      DEFINED 01 02               0      300        0
C-COR.NET CORPORATION          COM              125010108     1441    94119 SH      DEFINED 01              94119        0        0
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C-CUBE MICROSYSTEMS INC-NEW    COM              12501N108     5736   279837 SH      DEFINED 01             279837        0        0
C-CUBE MICROSYSTEMS INC-NEW    COM              12501N108       90     4400 SH      DEFINED 01 05               0     4400        0
CDI CORP                       COM              125071100      850    53135 SH      DEFINED 01              53135        0        0
CDW COMPUTER CENTERS           COM              125129106     2057    29817 SH      DEFINED 01              29817        0        0
CEC ENTERTAINMENT              COM              125137109     7375   230462 SH      DEFINED 01             230462        0        0
CEC ENTERTAINMENT              COM              125137109      134     4200 SH      DEFINED 01 05               0     4200        0
CFM MAJESTIC ORD C$            COM              12525R101      728   153235 SH      DEFINED 01 03               0   153235        0
CH ENERGY GROUP INC            COM              12541M102     1860    46639 SH      DEFINED 01              46639        0        0
CH ROBINSON WORLDWID           COM              12541W100       50      886 SH      DEFINED 01                886        0        0
CIGNA CORP                     COM              125509109     6996    67016 SH      DEFINED 01              67016        0        0
CIGNA CORP                     COM              125509109     4388    42029 SH      DEFINED 01 03               0    42029        0
CIGNA CORP                     COM              125509109       30      289 SH      DEFINED 01 05               0      289        0
C.I.T. GROUP CL A              COM              125577106       16      963 SH      DEFINED 01                963        0        0
C.I.T. GROUP CL A              COM              125577106     1278    73049 SH      DEFINED 01 03               0    73049        0
C.I.T. GROUP CL A              COM              125577106        8      480 SH      DEFINED 01 05               0      480        0
CKE RESTAURANTS INC.           COM              12561E105      430   140432 SH      DEFINED 01             140432        0        0
CLECO CORP                     COM              12561W105     5540   118494 SH      DEFINED 01             118494        0        0
CLECO CORP                     COM              12561W105        3       60 SH      DEFINED 01 02               0       60        0
CLECO CORP                     COM              12561W105      112     2400 SH      DEFINED 01 05               0     2400        0
CMGI INC                       COM              125750109      214     7650 SH      DEFINED 01               7650        0        0
CMS ENERGY CORP                COM              125896100       12      434 SH      DEFINED 01                434        0        0
CMS ENERGY CORP                COM              125896100      692    25684 SH      DEFINED 01 03               0    25684        0
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CPI CORP                       COM              125902106      457    21518 SH      DEFINED 01              21518        0        0
CPI CORP                       COM              125902106     2380   111988 SH      DEFINED 01 03               0   111988        0
C MAC INDUSTRIES INC           COM              125920108     9488   165000 SH      DEFINED 01             165000        0        0
C MAC INDUSTRIES INC           COM              125920108      587    10200 SH      DEFINED 01 02               0    10200        0
C MAC INDUSTRIES INC           COM              125920108      540     9400 SH      DEFINED 01 03               0     9400        0
CSK AUTO CORP                  COM              125965103        0      102 SH      DEFINED 01                102        0        0
CNA FINANCIAL                  COM              126117100       11      286 SH      DEFINED 01                286        0        0
CNA SURETY CORP                COM              12612L108        3      270 SH      DEFINED 01 02               0      270        0
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CNF TRANSPORTATION             COM              12612W104        4      200 SH      DEFINED 01 02               0      200        0
CNET NETWORKS INC              COM              12613R104       56     2294 SH      DEFINED 01               2294        0        0
C P & L ENERGY INC             COM              12614C106       25      610 SH      DEFINED 01                610        0        0
C P & L ENERGY INC             COM              12614C106     1640    39337 SH      DEFINED 01 03               0    39337        0
C P & L ENERGY INC             COM              12614C106       12      292 SH      DEFINED 01 05               0      292        0
CSA MANAGEMENT A               COM              12628C100      272    20000 SH      DEFINED 01              20000        0        0
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CSG SYSTEMS                    COM              126349109       37     1275 SH      DEFINED 01               1275        0        0
CSX CORP                       COM              126408103    19649   900834 SH      DEFINED 01             900834        0        0
CSX CORP                       COM              126408103     1141    52288 SH      DEFINED 01 03               0    52288        0
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CTS CORP                       COM              126501105    10296   203353 SH      DEFINED 01             203353        0        0
CTS CORP                       COM              126501105      137     2700 SH      DEFINED 01 05               0     2700        0
CUNO INC                       COM              126583103     1010    45386 SH      DEFINED 01              45386        0        0
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CVS CORP                       COM              126650100   111150  2399996 SH      DEFINED 01 05               0  2399996        0
CV THERAPEUTICS INC            COM              126667104        7       88 SH      DEFINED 01                 88        0        0
CABLE & WIRELESS PLC           COM              126830207      384     9018 SH      DEFINED 01               9018        0        0
CABLEVISION                    COM              12686C109       13      202 SH      DEFINED 01                202        0        0
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CABLETRON SYSTEMS              COM              126920107     1302    44326 SH      DEFINED 01 03               0    44326        0
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CABLE SATIFACTION INTL WT EXP  COM              126934116       23     1155 SH      DEFINED 01 05               0     1155        0
CACHEFLOW INC                  COM              126946102    20027   140052 SH      DEFINED 01             140052        0        0
CACHEFLOW INC                  COM              126946102    12170    85100 SH      DEFINED 01 02               0    85100        0
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CABOT CORPORATION              COM              127055101       47     1483 SH      DEFINED 01               1483        0        0
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CACI INTERNATIONAL             COM              127190304      682    31825 SH      DEFINED 01              31825        0        0
CADENCE DESIGN SYS             COM              127387108     2264    88119 SH      DEFINED 01              88119        0        0
CAL DIVE INTL INC              COM              127914109     2499    43699 SH      DEFINED 01              43699        0        0
CALDERA SYSTEMS INC            COM              128780103        0      120 SH      DEFINED 01                120        0        0
CALICO COMMERCE                COM              129897104        1      100 SH      DEFINED 01                100        0        0
CALIPER TECH CORP              COM              130876105        4       61 SH      DEFINED 01                 61        0        0
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CALPINE CORP                   COM              131347106   359495  3444273 SH      DEFINED 01            3444273        0        0
CALPINE CORP                   COM              131347106   187152  1793060 SH      DEFINED 01 02               0  1793060        0
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CALPINE CORP                   COM              131347106   117777  1128400 SH      DEFINED 01 05               0  1128400        0
CAMBREX CORP                   COM              132011107     3917   105851 SH      DEFINED 01             105851        0        0
CAMBREX CORP                   COM              132011107        5      130 SH      DEFINED 01 02               0      130        0
CAMBRDG TECH PRNTS             COM              132524109        6     1368 SH      DEFINED 01               1368        0        0
CAMDEN PROP TRUST              COM              133131102     3814   123076 SH      DEFINED 01             123076        0        0
CAMDEN PROP TRUST              COM              133131102      105     3400 SH      DEFINED 01 05               0     3400        0
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CAMPBELL SOUP                  COM              134429109     2642   102112 SH      DEFINED 01 03               0   102112        0
CAMPBELL SOUP                  COM              134429109       20      771 SH      DEFINED 01 05               0      771        0
CANAL PLUS                     COM              137041109      724     4832 SH      DEFINED 01               4832        0        0
CANON INC ORD                  COM              138006408    46233  1043000 SH      DEFINED 01            1043000        0        0
CANON INC ORD                  COM              138006408      133     3000 SH      DEFINED 01 03               0     3000        0
CANON INC ORD                  COM              138006408    28325   639000 SH      DEFINED 01 05               0   639000        0
CAP GEMINI SA                  COM              140179995    91422   486358 SH      DEFINED 01             486358        0        0
CAP GEMINI SA                  COM              140179995      270     1438 SH      DEFINED 01 03               0     1438        0
CAP GEMINI SA                  COM              140179995    69333   368846 SH      DEFINED 01 05               0   368846        0
CAPITAL ONE FINL COR           COM              14040H105    43110   615302 SH      DEFINED 01             615302        0        0
CAPITAL ONE FINL COR           COM              14040H105    24850   354700 SH      DEFINED 01 02               0   354700        0
CAPITAL ONE FINL COR           COM              14040H105   130929  1868741 SH      DEFINED 01 03               0  1868741        0
CAPITAL ONE FINL COR           COM              14040H105       25      359 SH      DEFINED 01 05               0      359        0
CAPITAL FED FINL               COM              14057C106        3      203 SH      DEFINED 01                203        0        0
CAPITAL FED FINL               COM              14057C106        5      330 SH      DEFINED 01 02               0      330        0
CAPROCK COMM CORP              COM              140667106        1      100 SH      DEFINED 01                100        0        0
CAPSTONE TURBINE               COM              14067D102     4233    61125 SH      DEFINED 01              61125        0        0
CAPSTONE TURBINE               COM              14067D102    13850   200000 SH      DEFINED 01 05               0   200000        0
CARAUSTAR                      COM              140909102      796    71931 SH      DEFINED 01              71931        0        0
CARDINAL HEALTH                COM              14149Y108   522221  5921703 SH      DEFINED 01            5921703        0        0
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CARDINAL HEALTH                COM              14149Y108    81803   927609 SH      DEFINED 01 05               0   927609        0
CAREMARK RX INC                COM              141705103        7      598 SH      DEFINED 01                598        0        0
CAREMARK RX INC                COM              141705103       10      900 SH      DEFINED 01 02               0      900        0
CAREMARK RX INC                COM              141705103     2250   200000 SH      DEFINED 01 05               0   200000        0
CARLISLE COS INC.              COM              142339100     4982   120024 SH      DEFINED 01             120024        0        0
CARLISLE COS INC.              COM              142339100        4      100 SH      DEFINED 01 02               0      100        0
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CARNIVAL CORP                  COM              143658102       56     2288 SH      DEFINED 01               2288        0        0
CARNIVAL CORP                  COM              143658102     3516   142802 SH      DEFINED 01 03               0   142802        0
CARNIVAL CORP                  COM              143658102       27     1079 SH      DEFINED 01 05               0     1079        0
CARPENTER TECHNOLGY            COM              144285103       15      508 SH      DEFINED 01                508        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH      DEFINED 01                130        0        0
CARRIER ACCESS CORP            COM              144460102        2       95 SH      DEFINED 01                 95        0        0
CARTER-WALLACE INC             COM              146285101       24      984 SH      DEFINED 01                984        0        0
CASCADE NATURAL GAS            COM              147339105      536    30656 SH      DEFINED 01              30656        0        0
CASEY S GENERAL STOR           COM              147528103     1789   137595 SH      DEFINED 01             137595        0        0
CASH AMERICA INVESTM           COM              14754D100      525    71772 SH      DEFINED 01              71772        0        0
CASTLE A M CO PV10             COM              148411101      375    39005 SH      DEFINED 01              39005        0        0
CASTORAMA DUBOIS INV FR;CY/EUR COM              148636996      130      590 SH      DEFINED 01                590        0        0
CATALINA MKTG                  COM              148867104    17079   453912 SH      DEFINED 01             453912        0        0
CATALINA MKTG                  COM              148867104    24718   656960 SH      DEFINED 01 02               0   656960        0
CATALINA MKTG                  COM              148867104     1029    27350 SH      DEFINED 01 03               0    27350        0
CATALYTICA INC.                COM              148885106      470    38000 SH      DEFINED 01                  0    38000        0
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CATELLUS DEVELOPMENT           COM              149111106      105     6000 SH      DEFINED 01 05               0     6000        0
CATERPILLAR INC                COM              149123101       45     1335 SH      DEFINED 01               1335        0        0
CATERPILLAR INC                COM              149123101     2903    86010 SH      DEFINED 01 03               0    86010        0
CATERPILLAR INC                COM              149123101       21      633 SH      DEFINED 01 05               0      633        0
CATO CORP  -CL A               COM              149205106      862    68986 SH      DEFINED 01              68986        0        0
CATO CORP  -CL A               COM              149205106        4      330 SH      DEFINED 01 02               0      330        0
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CELL GENESYS INC               COM              150921104     5529   184300 SH      DEFINED 01             184300        0        0
CELL GENESYS INC               COM              150921104        5      170 SH      DEFINED 01 02               0      170        0
CELL GENESYS INC               COM              150921104      123     4100 SH      DEFINED 01 05               0     4100        0
CELERITEK INC                  COM              150926103     4111   109100 SH      DEFINED 01             109100        0        0
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CELESTICA INC                  COM              15101Q108    69672  1006100 SH      DEFINED 01            1006100        0        0
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CELESTICA INC                  COM              15101Q108    46162   666600 SH      DEFINED 01 05               0   666600        0
CELGENE CORP                   COM              151020104       11      189 SH      DEFINED 01                189        0        0
CELL PATHWAYS INC              COM              15114R101        1      111 SH      DEFINED 01                111        0        0
CEMEX ADR                      COM              151290889     4344   216500 SH      DEFINED 01             216500        0        0
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CENDANT CORP                   COM              151313103     1996   183513 SH      DEFINED 01 03               0   183513        0
CENDANT CORP                   COM              151313103    16674  1533330 SH      DEFINED 01 05               0  1533330        0
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CENTILLIUM COMM                COM              152319109        5       49 SH      DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        1       53 SH      DEFINED 01                 53        0        0
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CENTURYTEL INC                 COM              156700106      909    33342 SH      DEFINED 01 03               0    33342        0
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CERIDIAN CORP                  COM              15677T106       15      554 SH      DEFINED 01                554        0        0
CERIDIAN CORP                  COM              15677T106      969    34544 SH      DEFINED 01 03               0    34544        0
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CHARTER ONE FINL INC           COM              160903100     1218    49954 SH      DEFINED 01 03               0    49954        0
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CHECKFREE CORPORATION          COM              162813109       64     1525 SH      DEFINED 01               1525        0        0
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CHIRON                         COM              170040109      425     9436 SH      DEFINED 01               9436        0        0
CHITTENDEN CORP                COM              170228100     1897    73830 SH      DEFINED 01              73830        0        0
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COORS ADOLPH                   COM              217016104      529     8377 SH      DEFINED 01 03               0     8377        0
COORS ADOLPH                   COM              217016104      105     1667 SH      DEFINED 01 05               0     1667        0
COPART                         COM              217204106     2087   150418 SH      DEFINED 01             150418        0        0
COPPER MOUNTAIN                COM              217510106    18296   487872 SH      DEFINED 01             487872        0        0
COPPER MOUNTAIN                COM              217510106       10      270 SH      DEFINED 01 02               0      270        0
COPPER MOUNTAIN                COM              217510106    17419   464500 SH      DEFINED 01 05               0   464500        0
COR THERAPEUTICS INC           COM              217753102    16823   269978 SH      DEFINED 01             269978        0        0
COR THERAPEUTICS INC           COM              217753102      166     2670 SH      DEFINED 01 05               0     2670        0
INDUST. MACH. & SERV           COM              218683100      170    93611 SH      DEFINED 01 03               0    93611        0
CORINTHIAN COLLEGES            COM              218868107        1       17 SH      DEFINED 01                 17        0        0
CORINTHIAN COLLEGES            COM              218868107        6      100 SH      DEFINED 01 02               0      100        0
CORIXA CORP                    COM              21887F100        4       78 SH      DEFINED 01                 78        0        0
CORN PRODUCTS INTL             COM              219023108     2226    97839 SH      DEFINED 01              97839        0        0
CORNING                        COM              219350105     4501    15155 SH      DEFINED 11 12               0    15155        0
CORNING INC                    COM              219350105    19305    65000 SH      DEFINED 01                  0    65000        0
CORNING INC                    COM              219350105  1261958  4249016 SH      DEFINED 01            4249016        0        0
CORNING INC                    COM              219350105   242835   817615 SH      DEFINED 01 02               0   817615        0
CORNING INC                    COM              219350105    25449    85686 SH      DEFINED 01 03               0    85686        0
CORNING INC                    COM              219350105   521868  1757132 SH      DEFINED 01 05               0  1757132        0
CORNING INC                    COM              219350105    27708    93294 SH      DEFINED 11 12 13            0    93294        0
CORP EXECUTIVE BOARD           COM              21988R102        4      102 SH      DEFINED 01                102        0        0
CORUS BANKSARES INC            COM              220873103        3       74 SH      DEFINED 01                 74        0        0
CORVIS CORP                    COM              221009103    51174   838275 SH      DEFINED 01             838275        0        0
CORVIS CORP                    COM              221009103    15336   251250 SH      DEFINED 01 02               0   251250        0
CORVIS CORP                    COM              221009103      677    11100 SH      DEFINED 01 03               0    11100        0
CORVIS CORP                    COM              221009103      769    12593 SH      DEFINED 01 05               0    12593        0
COSINE COMM INC                COM              221222102     1303    23450 SH      DEFINED 01              23450        0        0
COSINE COMM INC                COM              221222102     2880    51850 SH      DEFINED 01 02               0    51850        0
COSINE COMM INC                COM              221222102      122     2200 SH      DEFINED 01 03               0     2200        0
COST PLUS            CPWM      COM              221485105     1735    57586 SH      DEFINED 01              57586        0        0
COST PLUS            CPWM      COM              221485105     2259    75000 SH      DEFINED 01 05               0    75000        0
COSTCO WHOLESALE COR           COM              22160K105     1158    33150 SH      DEFINED 01 02               0    33150        0
COSTCO WHOLESALE CORP          COM              22160K105   333312  9540251 SH      DEFINED 01            9540251        0        0
COSTCO WHOLESALE CORP          COM              22160K105     4629   132507 SH      DEFINED 01 03               0   132507        0
COSTCO WHOLESALE CORP          COM              22160K105    55681  1593719 SH      DEFINED 01 05               0  1593719        0
COUNTRYWIDE CREDIT             COM              222372104       17      435 SH      DEFINED 01                435        0        0
COUNTRYWIDE CREDIT             COM              222372104     1303    34522 SH      DEFINED 01 03               0    34522        0
COUNTRYWIDE CREDIT             COM              222372104        8      209 SH      DEFINED 01 05               0      209        0
COUSINS PROPERTIES I           COM              222795106        3       62 SH      DEFINED 01                 62        0        0
COVAD COMM GROUP               COM              222814204    19500  1457926 SH      DEFINED 01            1457926        0        0
COVAD COMM GROUP               COM              222814204       10      780 SH      DEFINED 01 02               0      780        0
COVAD COMM GROUP               COM              222814204    24704  1847000 SH      DEFINED 01 05               0  1847000        0
COVANCE INC                    COM              222816100       11     1308 SH      DEFINED 01               1308        0        0
COVENTRY HEALTH CARE           COM              222862104     2486   164332 SH      DEFINED 01             164332        0        0
COVENTRY HEALTH CARE           COM              222862104        5      300 SH      DEFINED 01 02               0      300        0
COVIA TECHNOLOGIES             COM              222900XY3     4066  1622545 SH      DEFINED 01            1622545        0        0
COVIA TECHNOLOGIES             COM              222900XY3     5934  2367878 SH      DEFINED 01 05               0  2367878        0
COX BROADCAST                  COM              224044107       36      948 SH      DEFINED 01                948        0        0
COX BROADCAST                  COM              224044107      868    22700 SH      DEFINED 01 02               0    22700        0
COX COMMUNICATIONS             PRF              224044305    34443   643800 SH      DEFINED 01             643800        0        0
COX RADIO INC                  COM              224051102        2       99 SH      DEFINED 01                 99        0        0
CRANE CO.                      COM              224399105        9      399 SH      DEFINED 01                399        0        0
CRANE CO.                      COM              224399105      305    13319 SH      DEFINED 01 03               0    13319        0
CRANE CO.                      COM              224399105        3      111 SH      DEFINED 01 05               0      111        0
CRAWFORD & CO                  COM              224633107        2      167 SH      DEFINED 01                167        0        0
CREDENCE SYSTEMS COR           COM              225302108       33     1096 SH      DEFINED 01               1096        0        0
CREE INC                       COM              225447101        6       53 SH      DEFINED 01                 53        0        0
CRESCENT                       COM              225756105        4      186 SH      DEFINED 01                186        0        0
CRITICAL PATH INC              COM              22674V100        6       96 SH      DEFINED 01                 96        0        0
CK WITCO CORPORATION           COM              227116100       20     2560 SH      DEFINED 01               2560        0        0
CROSS A T CO CL A    ATX.A - B COM              227478104      255    47443 SH      DEFINED 01              47443        0        0
CROSS TIMBER                   COM              227573102     3712   193449 SH      DEFINED 01             193449        0        0
CROSS TIMBER                   COM              227573102        9      450 SH      DEFINED 01 02               0      450        0
CROSSROADS SYSTEMS             COM              22765D100        1      132 SH      DEFINED 01                132        0        0
CROWN CASTLE INTL              COM              228227104       10      334 SH      DEFINED 01                334        0        0
CROWN CORK & SEAL              COM              228255105        5      476 SH      DEFINED 01                476        0        0
CROWN CORK & SEAL              COM              228255105      305    28499 SH      DEFINED 01 03               0    28499        0
CROWN CORK & SEAL              COM              228255105        2      230 SH      DEFINED 01 05               0      230        0
CUBIST PHARMACEUTICA           COM              229678107     1880    36088 SH      DEFINED 01              36088        0        0
CUBIST PHARMACEUTICA           COM              229678107        5       90 SH      DEFINED 01 02               0       90        0
CUBIST PHARMACEUTICA           COM              229678107       73     1400 SH      DEFINED 01 05               0     1400        0
CULLEN FROST BANKERS           COM              229899109    11874   365362 SH      DEFINED 01             365362        0        0
CULLEN FROST BANKERS           COM              229899109        7      220 SH      DEFINED 01 02               0      220        0
CULLEN FROST BANKERS           COM              229899109      195     6012 SH      DEFINED 01 05               0     6012        0
CUMMINS ENGINE                 COM              231021106        6      189 SH      DEFINED 01                189        0        0
CUMMINS ENGINE                 COM              231021106      253     8464 SH      DEFINED 01 03               0     8464        0
CUMMINS ENGINE                 COM              231021106        2       75 SH      DEFINED 01 05               0       75        0
CUMULUS MEDIA                  COM              231082108        0       68 SH      DEFINED 01                 68        0        0
CURATIVE TECHNOLOGIE           COM              231264102      124    22879 SH      DEFINED 01              22879        0        0
CURAGEN CORP                   COM              23126R101        5       88 SH      DEFINED 01                 88        0        0
CYBEAR GROUP                   COM              23243C102        0       15 SH      DEFINED 01                 15        0        0
CYBER-CARE INC                 COM              23243T105        1      133 SH      DEFINED 01                133        0        0
CYBERNET INTERNET WTS  EXP 07/ COM              232503110       51    10250 SH      DEFINED 01              10250        0        0
CYBERNET INTERNET WTS  EXP 07/ COM              232503110       10     2000 SH      DEFINED 01 05               0     2000        0
CYBERNET INTRNT WT             WT               232503110        1      250 SH      DEFINED 01 02               0      250        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH      DEFINED 01                 38        0        0
CYGNUS INC COM                 COM              232560102      804    73078 SH      DEFINED 01              73078        0        0
CYMER INC                      COM              232572107     1767    57588 SH      DEFINED 01              57588        0        0
CYMER INC                      COM              232572107        2       60 SH      DEFINED 01 02               0       60        0
CYMER INC                      COM              232572107       37     1200 SH      DEFINED 01 05               0     1200        0
CYPRESS COMM INC               COM              232743104        0       80 SH      DEFINED 01                 80        0        0
CYPRESS SEMICONDCTR            COM              232806109     1542    37085 SH      DEFINED 01              37085        0        0
CYRK INC                       COM              232817106      153    44542 SH      DEFINED 01              44542        0        0
CYSIVE INC                     COM              23281T108        1       76 SH      DEFINED 01                 76        0        0
CYTEC INDUSTRIES               COM              232820100     5614   167898 SH      DEFINED 01             167898        0        0
CYTEC INDUSTRIES               COM              232820100        7      200 SH      DEFINED 01 02               0      200        0
CYTEC INDUSTRIES               COM              232820100      144     4300 SH      DEFINED 01 05               0     4300        0
CYTOGEN CORP                   COM              232824102        2      242 SH      DEFINED 01                242        0        0
CYTYC CORP                     COM              232946103     4916   113977 SH      DEFINED 01             113977        0        0
CYTYC CORP                     COM              232946103        6      150 SH      DEFINED 01 02               0      150        0
CYTYC CORP                     COM              232946103      123     2855 SH      DEFINED 01 05               0     2855        0
DDI CORP                       COM              233162106        5      124 SH      DEFINED 01                124        0        0
DDI CORP                       COM              233162106        4      100 SH      DEFINED 01 02               0      100        0
DMC STRATEX NETWORKS           COM              23322L106       11      714 SH      DEFINED 01 02               0      714        0
DMC STRATEX NETWORKS INC       COM              23322L106    28420  1769419 SH      DEFINED 01            1769419        0        0
DMC STRATEX NETWORKS INC       COM              23322L106    30746  1914144 SH      DEFINED 01 05               0  1914144        0
DMI Furniture Inc              COM              233230101        5     1758 SH      DEFINED 01               1758        0        0
DPL INCSTOCK                   COM              233293109    29833  1002791 SH      DEFINED 01            1002791        0        0
DQE                            COM              23329J104       51     1257 SH      DEFINED 01               1257        0        0
D R HORTON INC                 COM              23331A109     8677   504899 SH      DEFINED 01             504899        0        0
D R HORTON INC                 COM              23331A109        5      294 SH      DEFINED 01 02               0      294        0
D R HORTON INC                 COM              23331A109      138     8026 SH      DEFINED 01 05               0     8026        0
DST SYSTEMS                    COM              233326107    19683   167507 SH      DEFINED 01             167507        0        0
DST SYSTEMS                    COM              233326107   142389  1211790 SH      DEFINED 01 02               0  1211790        0
DST SYSTEMS                    COM              233326107     2451    20860 SH      DEFINED 01 03               0    20860        0
DSP GROUP                      COM              23332B106     2883    77158 SH      DEFINED 01              77158        0        0
DSP GROUP                      COM              23332B106        7      190 SH      DEFINED 01 02               0      190        0
DSP GROUP                      COM              23332B106       64     1700 SH      DEFINED 01 05               0     1700        0
DTE ENERGY COMPANY             COM              233331107    22971   600549 SH      DEFINED 01             600549        0        0
DTE ENERGY COMPANY             COM              233331107     1323    34597 SH      DEFINED 01 03               0    34597        0
DTE ENERGY COMPANY             COM              233331107       10      261 SH      DEFINED 01 05               0      261        0
DAIKIN INDUSTRIES LTD 6367     COM              233804996      598    31000 SH      DEFINED 01              31000        0        0
DAIKIN INDUSTRIES LTD 6367     COM              233804996       96     5000 SH      DEFINED 01 03               0     5000        0
DAIN RAUSCHER CORP             COM              233856103     3338    35889 SH      DEFINED 01              35889        0        0
DAIRY MART WARRANTS            COM              2338602*5      127   362999 SH      DEFINED 01             362999        0        0
DAIRY MART WARRANTS            COM              2338602*5        4    10000 SH      DEFINED 01 05               0    10000        0
DALLAS SEMICONDUCTOR           COM              235204104    21964   668091 SH      DEFINED 01             668091        0        0
DALLAS SEMICONDUCTOR           COM              235204104     7334   223070 SH      DEFINED 01 02               0   223070        0
DALLAS SEMICONDUCTOR           COM              235204104     1036    31500 SH      DEFINED 01 03               0    31500        0
DAMARK FNTL INC                COM              235691102      197    16080 SH      DEFINED 01              16080        0        0
DANA CORP                      COM              235811106       13      595 SH      DEFINED 01                595        0        0
DANA CORP                      COM              235811106      729    33920 SH      DEFINED 01 03               0    33920        0
DANA CORP                      COM              235811106        6      273 SH      DEFINED 01 05               0      273        0
DANAHER CORP                   COM              235851102    54254  1090542 SH      DEFINED 01            1090542        0        0
DANAHER CORP                   COM              235851102    12698   255235 SH      DEFINED 01 02               0   255235        0
DANAHER CORP                   COM              235851102     4170    83812 SH      DEFINED 01 03               0    83812        0
DANAHER CORP                   COM              235851102    17871   359209 SH      DEFINED 01 05               0   359209        0
DARDEN RESTAURANT    BRIDGE: D COM              237194105     3477   167081 SH      DEFINED 01             167081        0        0
DARDEN RESTAURANT    BRIDGE: D COM              237194105    71959  3457490 SH      DEFINED 01 03               0  3457490        0
DARDEN RESTAURANT    BRIDGE: D COM              237194105        5      223 SH      DEFINED 01 05               0      223        0
DATA RETURN CORP               COM              23785M104        2       98 SH      DEFINED 01                 98        0        0
DATASCOPE                      COM              238113104     1384    41293 SH      DEFINED 01              41293        0        0
DAVE AND BUSTERS               COM              23833N104      183    23099 SH      DEFINED 01 03               0    23099        0
DAVOX CORP                     COM              239208101      375    37218 SH      DEFINED 01              37218        0        0
DEAN FOODS                     COM              242361103     4318   129837 SH      DEFINED 01             129837        0        0
DEAN FOODS                     COM              242361103      100     3000 SH      DEFINED 01 05               0     3000        0
DEERE & COMPANY                COM              244199105    21483   646095 SH      DEFINED 01             646095        0        0
DEERE & COMPANY                COM              244199105     1934    58180 SH      DEFINED 01 03               0    58180        0
DEERE & COMPANY                COM              244199105       14      429 SH      DEFINED 01 05               0      429        0
DEL MONTE FOODS CO             COM              24522P103        1      139 SH      DEFINED 01                139        0        0
DELCO REMY INTL                COM              246626105        3      400 SH      DEFINED 01 02               0      400        0
DELHAIZE AMERICA INC           COM              246688105        8      439 SH      DEFINED 01                439        0        0
DELL COMPUTER CORP             COM              247025109     7148   232000 SH      DEFINED 01                  0   232000        0
DELL COMPUTER CORP             COM              247025109   281210  9126540 SH      DEFINED 01            9126540        0        0
DELL COMPUTER CORP             COM              247025109    36730  1192050 SH      DEFINED 01 02               0  1192050        0
DELL COMPUTER CORP             COM              247025109    22056   715803 SH      DEFINED 01 03               0   715803        0
DELL COMPUTER CORP             COM              247025109   129748  4210912 SH      DEFINED 01 05               0  4210912        0
DELPHI AUTOMOTIVE SY           COM              247126105    27403  1811792 SH      DEFINED 01            1811792        0        0
DELPHI AUTOMOTIVE SY           COM              247126105     7795   515355 SH      DEFINED 01 02               0   515355        0
DELPHI AUTOMOTIVE SY           COM              247126105     2864   189406 SH      DEFINED 01 03               0   189406        0
DELPHI AUTOMOTIVE SY           COM              247126105      318    21025 SH      DEFINED 01 05               0    21025        0
DELPHI FINANCIAL GRP           COM              247131105     4163   102782 SH      DEFINED 01             102782        0        0
DELPHI FINANCIAL GRP           COM              247131105        3       65 SH      DEFINED 01 02               0       65        0
DELPHI FINANCIAL GRP           COM              247131105       82     2014 SH      DEFINED 01 05               0     2014        0
DELTA & PINE LAND CO           COM              247357106     6750   262779 SH      DEFINED 01             262779        0        0
DELTA & PINE LAND CO           COM              247357106        5      200 SH      DEFINED 01 02               0      200        0
DELTA & PINE LAND CO           COM              247357106       98     3800 SH      DEFINED 01 05               0     3800        0
DELTA AIR LINES                COM              247361108     2196    49496 SH      DEFINED 01              49496        0        0
DELTA AIR LINES                COM              247361108     1388    31274 SH      DEFINED 01 03               0    31274        0
DELTA AIR LINES                COM              247361108       10      224 SH      DEFINED 01 05               0      224        0
DELTA GOLD ORD AU;DGD          COM              247800998     1382  2200000 SH      DEFINED 01            2200000        0        0
DELTIC TIMBER CORP             COM              247850100      574    33871 SH      DEFINED 01              33871        0        0
DELUXE CORPORATION             COM              248019101     2750   135430 SH      DEFINED 01             135430        0        0
DELUXE CORPORATION             COM              248019101      310    15245 SH      DEFINED 01 03               0    15245        0
DELUXE CORPORATION             COM              248019101        3      132 SH      DEFINED 01 05               0      132        0
DENDRITE                       COM              248239105    21726   810265 SH      DEFINED 01             810265        0        0
DENDRITE                       COM              248239105    44431  1657105 SH      DEFINED 01 02               0  1657105        0
DENDRITE                       COM              248239105     1807    67425 SH      DEFINED 01 03               0    67425        0
DENTSPLY INTERNATL I           COM              249030107       45     1287 SH      DEFINED 01               1287        0        0
DEPARTMENT 56                  COM              249509100      524    39741 SH      DEFINED 01              39741        0        0
DETROIT DIESEL                 COM              250837101        2      106 SH      DEFINED 01                106        0        0
DEUTSCHE BANK ORDS             COM              251525101    96264  1159202 SH      DEFINED 01            1159202        0        0
DEUTSCHE BANK ORDS             COM              251525101      280     3372 SH      DEFINED 01 03               0     3372        0
DEUTSCHE BANK ORDS             COM              251525101    79708   959838 SH      DEFINED 01 05               0   959838        0
DEVELOPERS DIV                 COM              251591103     1215    94344 SH      DEFINED 01              94344        0        0
DEVELOPERS DIV                 COM              251591103       44     3400 SH      DEFINED 01 05               0     3400        0
DEVON ENERGY                   COM              25179M103    22646   376505 SH      DEFINED 01             376505        0        0
DEVON ENERGY                   COM              25179M103    76770  1276300 SH      DEFINED 01 02               0  1276300        0
DEVON ENERGY                   COM              25179M103     4413    73374 SH      DEFINED 01 03               0    73374        0
DEVON ENERGY                   COM              25179M103       14      233 SH      DEFINED 01 05               0      233        0
DEVRY INC.                     COM              251893103    20750   551503 SH      DEFINED 01             551503        0        0
DEVRY INC.                     COM              251893103    95649  2542150 SH      DEFINED 01 02               0  2542150        0
DEVRY INC.                     COM              251893103    29418   781873 SH      DEFINED 01 03               0   781873        0
DEXTER CORP                    COM              252165105        3       58 SH      DEFINED 01                 58        0        0
DIA DEXUS INC                  PRF              252425996     6167   795698 SH      DEFINED 01             795698        0        0
DIA DEXUS INC                  PRF              252425996    12333  1591398 SH      DEFINED 01 05               0  1591398        0
DIAGEO PLC - SPON ADR          COM              25243Q205    32369   916649 SH      DEFINED 01 03               0   916649        0
DIAGNOSTIC PRODUCTS            COM              252450101     2054    38302 SH      DEFINED 01              38302        0        0
DIAL CORP                      COM              25247D101       24     2087 SH      DEFINED 01               2087        0        0
DIAMOND OFFSHORE DRI           COM              25271C102     2870    70000 SH      DEFINED 01                  0    70000        0
DIAMOND OFFSHORE DRI           COM              25271C102    33219   810211 SH      DEFINED 01             810211        0        0
DIAMOND OFFSHORE DRI           COM              25271C102       18      450 SH      DEFINED 01 02               0      450        0
DIAMOND OFFSHORE DRI           COM              25271C102    63288  1543600 SH      DEFINED 01 05               0  1543600        0
DIAMOND TECH PARTNER           COM              252762109        5       63 SH      DEFINED 01                 63        0        0
DIAMONDS TRUST SERIE           COM              252787106       55      520 SH      DEFINED 01 02               0      520        0
DIEBOLD INC.                   COM              253651103       42     1587 SH      DEFINED 01               1587        0        0
DIGEX                          COM              253756100    17585   375139 SH      DEFINED 01             375139        0        0
DIGEX                          COM              253756100        1       17 SH      DEFINED 01 02               0       17        0
DIGEX                          COM              253756100    30464   649900 SH      DEFINED 01 05               0   649900        0
DIGI INTL INC COM              COM              253798102      331    42059 SH      DEFINED 01              42059        0        0
DIGITAL LIGHTWAVE              COM              253855100        6       80 SH      DEFINED 01                 80        0        0
DIGITAL ISLAND                 COM              25385N101        7      395 SH      DEFINED 01                395        0        0
DIGITAL INSIGHT                COM              25385P106        3       72 SH      DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104        1       88 SH      DEFINED 01                 88        0        0
DIGITAS INC                    COM              25388K104        2      110 SH      DEFINED 01                110        0        0
DIGITAL THINK INC              COM              25388M100     3541    84070 SH      DEFINED 01              84070        0        0
DIGITAL THINK INC              COM              25388M100        4      100 SH      DEFINED 01 02               0      100        0
DIGITAL THINK INC              COM              25388M100       84     2000 SH      DEFINED 01 05               0     2000        0
DIME COMMUNITY                 COM              253922108        4      170 SH      DEFINED 01 02               0      170        0
DILLARDS INC-CL A              COM              254067101        7      641 SH      DEFINED 01                641        0        0
DILLARDS INC-CL A              COM              254067101      201    18963 SH      DEFINED 01 03               0    18963        0
DILLARDS INC-CL A              COM              254067101        2      171 SH      DEFINED 01 05               0      171        0
DIME BANCORP INC               COM              25429Q102       49     2279 SH      DEFINED 01               2279        0        0
DIMON INC                      COM              254394109      402   123816 SH      DEFINED 01             123816        0        0
DIONEX                         COM              254546104     1697    61434 SH      DEFINED 01              61434        0        0
DISCOUNT AUTO PARTS            COM              254642101      357    46435 SH      DEFINED 01              46435        0        0
DISNEY WALT CO                 COM              254687106     3634    95000 SH      DEFINED 01                  0    95000        0
DISNEY WALT CO                 COM              254687106        9      226 SH      DEFINED 01 02               0      226        0
DISNEY WALT CO (HOLDING CO)    COM              254687106    81285  2125072 SH      DEFINED 01            2125072        0        0
DISNEY WALT CO (HOLDING CO)    COM              254687106    20365   532422 SH      DEFINED 01 03               0   532422        0
DISNEY WALT CO (HOLDING CO)    COM              254687106   112991  2954017 SH      DEFINED 01 05               0  2954017        0
DISTRIBUCION Y SERVICIO ADR    COM              254753106     2431   149049 SH      DEFINED 01             149049        0        0
DISTRIBUCION Y SERVICIO ADR    COM              254753106       26     1600 SH      DEFINED 01 05               0     1600        0
DIRECT FOCUS INC               COM              254931108        6      150 SH      DEFINED 01 02               0      150        0
DITECH COMMU CORP              COM              25500M103    23151   564657 SH      DEFINED 01             564657        0        0
DITECH COMMU CORP              COM              25500M103       10      246 SH      DEFINED 01 02               0      246        0
DITECH COMMU CORP              COM              25500M103    12099   295100 SH      DEFINED 01 05               0   295100        0
DIVERSA CORP                   COM              255064107        0       12 SH      DEFINED 01                 12        0        0
DIVERSA - RESTRICTED           COM              255064990     6615   245000 SH      DEFINED 01             245000        0        0
DIVERSA - RESTRICTED           COM              255064990    13635   505000 SH      DEFINED 01 05               0   505000        0
DIVINE INTERVENTURES           COM              255404105     2250   600000 SH      DEFINED 01 05               0   600000        0
DIXIE GROUP                    COM              255519100      124    32116 SH      DEFINED 01              32116        0        0
THEROX INC                     PRF              256000XY1     3745   814130 SH      DEFINED 01             814130        0        0
THEROX INC                     PRF              256000XY1     6255  1359783 SH      DEFINED 01 05               0  1359783        0
DOBSON COMM CORP A             COM              256069105      725    49311 SH      DEFINED 01              49311        0        0
DOBSON COMM PIK PFD            PRF              256072505     6406     6725 SH      DEFINED 01               6725        0        0
DOBSON COMM PIK PFD            PRF              256072505     1129     1185 SH      DEFINED 01 05               0     1185        0
DOCENT INC RESTRICTED          COM              25608L999     4100   279893 SH      DEFINED 01 05               0   279893        0
DODGE & COX STOCK              COM              256219106     5600    57089 SH      DEFINED 01 03               0    57089        0
DOLE FOOD CO INC               COM              256605106       18     1186 SH      DEFINED 01               1186        0        0
DOLLAR GENERAL                 COM              256669102     3418   204062 SH      DEFINED 01                  0   204062        0
DOLLAR GENERAL                 COM              256669102       19     1179 SH      DEFINED 01               1179        0        0
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DOLLAR TREE STORES INC         COM              256747106    37305   919672 SH      DEFINED 01             919672        0        0
DOLLAR TREE STORES INC         COM              256747106    55518  1368700 SH      DEFINED 01 05               0  1368700        0
DOMINION RES INC VA            COM              25746U109   159724  2750922 SH      DEFINED 01            2750922        0        0
DOMINION RES INC VA            COM              25746U109     4300    74051 SH      DEFINED 01 03               0    74051        0
DOMINION RES INC VA            COM              25746U109      278     4793 SH      DEFINED 01 05               0     4793        0
DONALDSON CO                   COM              257651109       23     1069 SH      DEFINED 01               1069        0        0
DONALDSON CO                   COM              257651109        4      200 SH      DEFINED 01 02               0      200        0
DONALDSON LUFKIN               COM              257661108     9391   105000 SH      DEFINED 01                  0   105000        0
DONALDSON LUFKIN               COM              257661108       18      196 SH      DEFINED 01                196        0        0
DONALDSON LUFKIN               COM              257661108    21644   242000 SH      DEFINED 01 05               0   242000        0
DONNELLEY (RR)&SONS            COM              257867101       12      474 SH      DEFINED 01                474        0        0
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DORAL FINANCIAL                COM              25811P100        2      154 SH      DEFINED 01                154        0        0
DORAL FINANCIAL                COM              25811P100        3      200 SH      DEFINED 01 02               0      200        0
DOUBLECLICK INC                COM              258609304        6      190 SH      DEFINED 01                190        0        0
DOVER CORP                     COM              260003108     2356    50183 SH      DEFINED 01              50183        0        0
DOVER CORP                     COM              260003108   261116  5563070 SH      DEFINED 01 03               0  5563070        0
DOVER CORP                     COM              260003108       17      372 SH      DEFINED 01 05               0      372        0
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DOW JONES & CO                 COM              260561105       21      338 SH      DEFINED 01                338        0        0
DOW JONES & CO                 COM              260561105     1224    20239 SH      DEFINED 01 03               0    20239        0
DOW JONES & CO                 COM              260561105       10      160 SH      DEFINED 01 05               0      160        0
DOWNEY FINL CORP               COM              261018105     9619   243495 SH      DEFINED 01             243495        0        0
DOWNEY FINL CORP               COM              261018105        8      200 SH      DEFINED 01 02               0      200        0
DOWNEY FINL CORP               COM              261018105      126     3200 SH      DEFINED 01 05               0     3200        0
THE DRESS BARN                 COM              261570105     1042    49603 SH      DEFINED 01              49603        0        0
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DREYERS GRAND ICE              COM              261878102       14      655 SH      DEFINED 01                655        0        0
DRIL QUIP INC                  COM              262037104     1917    48075 SH      DEFINED 01              48075        0        0
DRIL QUIP INC                  COM              262037104        5      130 SH      DEFINED 01 02               0      130        0
DRKOOP.COM INC                 COM              262098106        0      140 SH      DEFINED 01                140        0        0
DRUG STORE.COM                 COM              262241102        0       66 SH      DEFINED 01                 66        0        0
DSL.NET INC                    COM              262506108        1      274 SH      DEFINED 01                274        0        0
DREYFUS MONEY MARKET           COM              262904204        5     4587 SH      DEFINED 01                  0     4587        0
E I DUPONT                     COM              263534109    54106  1305715 SH      DEFINED 01            1305715        0        0
E I DUPONT                     COM              263534109    12523   302210 SH      DEFINED 01 03               0   302210        0
E I DUPONT                     COM              263534109      666    16077 SH      DEFINED 01 05               0    16077        0
DUKE ENERGY CORP               COM              264399106     3773    44000 SH      DEFINED 01                  0    44000        0
DUKE ENERGY CORP               COM              264399106   267560  3120248 SH      DEFINED 01            3120248        0        0
DUKE ENERGY CORP               COM              264399106    23651   275795 SH      DEFINED 01 02               0   275795        0
DUKE ENERGY CORP               COM              264399106    11175   130325 SH      DEFINED 01 03               0   130325        0
DUKE ENERGY CORP               COM              264399106    15436   180013 SH      DEFINED 01 05               0   180013        0
DUKE-WEEKS REALTY CO           COM              264411505        4      182 SH      DEFINED 01                182        0        0
DUN & BRADSTREET               COM              26483B106     6164   179000 SH      DEFINED 01                  0   179000        0
DUN & BRADSTREET CORP          COM              26483B106       22      617 SH      DEFINED 01                617        0        0
DUN & BRADSTREET CORP          COM              26483B106     1340    38910 SH      DEFINED 01 03               0    38910        0
DUN & BRADSTREET CORP          COM              26483B106       10      296 SH      DEFINED 01 05               0      296        0
DUPONT PHOTO                   COM              26613X101        2       40 SH      DEFINED 01                 40        0        0
DURA                           COM              26632S109     4386   124002 SH      DEFINED 01             124002        0        0
DURA                           COM              26632S109        7      210 SH      DEFINED 01 02               0      210        0
DYCOM INDUSTRIES               COM              267475101    10736   257936 SH      DEFINED 01             257936        0        0
DYCOM INDUSTRIES               COM              267475101      161     3868 SH      DEFINED 01 05               0     3868        0
DYNEGY INC                     COM              26816Q101   132269  2320510 SH      DEFINED 01            2320510        0        0
DYNEGY INC                     COM              26816Q101      581    10200 SH      DEFINED 01 03               0    10200        0
DYNEGY INC                     COM              26816Q101    19380   340000 SH      DEFINED 01 05               0   340000        0
EGILITY PRVT PLCMT  PFD UNIT   PRF              268470994     5000  1444043 SH      DEFINED 01 05               0  1444043        0
EGL INC                        COM              268484102     6651   219878 SH      DEFINED 01             219878        0        0
EGL INC                        COM              268484102        3      110 SH      DEFINED 01 02               0      110        0
EGL INC                        COM              268484102      100     3300 SH      DEFINED 01 05               0     3300        0
E-LOAN                         COM              26861P107        0      102 SH      DEFINED 01                102        0        0
EMC CORPORATION                COM              268648102    47978   484000 SH      DEFINED 01                  0   484000        0
EMC CORPORATION                COM              268648102  2114774 21334431 SH      DEFINED 01           21334431        0        0
EMC CORPORATION                COM              268648102   178643  1802200 SH      DEFINED 01 02               0  1802200        0
EMC CORPORATION                COM              268648102    58540   590565 SH      DEFINED 01 03               0   590565        0
EMC CORPORATION                COM              268648102   491162  4954979 SH      DEFINED 01 05               0  4954979        0
EMC CORPORATION                COM              268648102    10185   102748 SH      DEFINED 11 12               0   102748        0
EMC CORPORATION                COM              268648102   117267  1183020 SH      DEFINED 11 12 13            0  1183020        0
AMERICAN INTERNATIONAL         COM              26874107     12083   126277 SH      DEFINED 11 12               0   126277        0
AMERICAN INTL GROUP            COM              26874107     74397   777497 SH      DEFINED 11 12 13            0   777497        0
ENSCO INTL INC                 COM              26874Q100    26885   702873 SH      DEFINED 01             702873        0        0
ENSCO INTL INC                 COM              26874Q100    75487  1973550 SH      DEFINED 01 02               0  1973550        0
ENSCO INTL INC                 COM              26874Q100     2647    69200 SH      DEFINED 01 03               0    69200        0
EOG RESOURCES INC              COM              26875P101    15559   400239 SH      DEFINED 01             400239        0        0
EOG RESOURCES INC              COM              26875P101     6477   166640 SH      DEFINED 01 02               0   166640        0
EOG RESOURCES INC              COM              26875P101      902    23200 SH      DEFINED 01 03               0    23200        0
E.ON AG                        COM              268780996    36143   696500 SH      DEFINED 01             696500        0        0
E.ON AG                        COM              268780996      172     3322 SH      DEFINED 01 03               0     3322        0
E.ON AG                        COM              268780996    30749   592582 SH      DEFINED 01 05               0   592582        0
E.PIPHANY INC                  COM              26881V100        4       55 SH      DEFINED 01                 55        0        0
ESS TECHNOLOGY                 COM              269151106     1726   120644 SH      DEFINED 01             120644        0        0
E TRADE                        COM              269246104      102     6222 SH      DEFINED 01               6222        0        0
EARTHGRAINS                    COM              270319106     4826   261764 SH      DEFINED 01             261764        0        0
EARTHGRAINS                    COM              270319106        4      210 SH      DEFINED 01 02               0      210        0
EARTHGRAINS                    COM              270319106      111     6000 SH      DEFINED 01 05               0     6000        0
EARTHLINK INC                  COM              270321102        3      359 SH      DEFINED 01                359        0        0
EARTHWATCH 144A 12% CVT PFD SE COM              270324502      770   342328 SH      DEFINED 01             342328        0        0
EAST WEST BANCORP              COM              27579R104     3784   193400 SH      DEFINED 01             193400        0        0
EAST WEST BANCORP              COM              27579R104        6      330 SH      DEFINED 01 02               0      330        0
EAST WEST BANCORP              COM              27579R104      135     6900 SH      DEFINED 01 05               0     6900        0
EASTERN ENTERPRISES            COM              27637F100     6393   100190 SH      DEFINED 01             100190        0        0
EASTERN ENTERPRISES            COM              27637F100      399     6258 SH      DEFINED 01 03               0     6258        0
EASTERN ENTERPRISES            COM              27637F100        3       49 SH      DEFINED 01 05               0       49        0
EASTMAN CHEMICAL CO            COM              277432100      842    22796 SH      DEFINED 01              22796        0        0
EASTMAN CHEMICAL CO            COM              277432100      661    17908 SH      DEFINED 01 03               0    17908        0
EASTMAN CHEMICAL CO            COM              277432100        5      140 SH      DEFINED 01 05               0      140        0
EASTMAN KODAK                  COM              277461109     1076    26333 SH      DEFINED 01              26333        0        0
EASTMAN KODAK                  COM              277461109     3091    75627 SH      DEFINED 01 03               0    75627        0
EASTMAN KODAK                  COM              277461109       23      564 SH      DEFINED 01 05               0      564        0
EATON CORP                     COM              278058102       17      278 SH      DEFINED 01                278        0        0
EATON CORP                     COM              278058102     1079    17508 SH      DEFINED 01 03               0    17508        0
EATON CORP                     COM              278058102        8      133 SH      DEFINED 01 05               0      133        0
EATON VANCE                    COM              278265103     7018   137610 SH      DEFINED 01             137610        0        0
EATON VANCE                    COM              278265103       87     1700 SH      DEFINED 01 05               0     1700        0
EBAY INC                       COM              278642103      333     4849 SH      DEFINED 01               4849        0        0
EBAY INC                       COM              278642103     5733    83550 SH      DEFINED 01 02               0    83550        0
EBAY INC                       COM              278642103      206     3000 SH      DEFINED 01 03               0     3000        0
ECHELON CORPORATION            COM              27874N105        2       53 SH      DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109     7554   143213 SH      DEFINED 01             143213        0        0
ECHOSTAR COMMUN CORP           COM              278762109        2       32 SH      DEFINED 01 02               0       32        0
ECLIPSYS CORP                  COM              278856109        2      132 SH      DEFINED 01                132        0        0
ECOLAB, INC.                   COM              278865100       17      490 SH      DEFINED 01                490        0        0
ECOLAB, INC.                   COM              278865100     1126    31224 SH      DEFINED 01 03               0    31224        0
ECOLAB, INC.                   COM              278865100        8      234 SH      DEFINED 01 05               0      234        0
EDEN BIOSCIENCE CORP           COM              279445100     4752   144000 SH      DEFINED 01             144000        0        0
EDEN BIOSCIENCE CORP           COM              279445100        3      100 SH      DEFINED 01 02               0      100        0
EDEN BIOSCIENCE CORP           COM              279445100     7755   235000 SH      DEFINED 01 05               0   235000        0
EDGEWATER TECHNOLOGY INC       COM              280358102      430    81965 SH      DEFINED 01              81965        0        0
EDISON INTLK                   COM              281020107       24     1277 SH      DEFINED 01               1277        0        0
EDISON INTLK                   COM              281020107     1519    78648 SH      DEFINED 01 03               0    78648        0
EDISON INTLK                   COM              281020107       12      596 SH      DEFINED 01 05               0      596        0
J D EDWARDS & CO               COM              281667105    28339  1095239 SH      DEFINED 01            1095239        0        0
J D EDWARDS & CO               COM              281667105       15      585 SH      DEFINED 01 02               0      585        0
J D EDWARDS & CO               COM              281667105    37780  1460100 SH      DEFINED 01 05               0  1460100        0
A.G. EDWARDS INC.              COM              281760108       91     1731 SH      DEFINED 01               1731        0        0
EDWARDS LIFESCIENCES           COM              28176E108        4      200 SH      DEFINED 01 02               0      200        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      108     4941 SH      DEFINED 01               4941        0        0
EFFICIENT NETWORKS             COM              282056100        3       77 SH      DEFINED 01                 77        0        0
EGAIN COMMUN CORP              COM              28225C103        1       92 SH      DEFINED 01                 92        0        0
EL PASO ELECTRIC               COM              283677854     5729   416035 SH      DEFINED 01             416035        0        0
EL PASO ELECTRIC               COM              283677854        6      410 SH      DEFINED 01 02               0      410        0
EL PASO ELECTRIC               COM              283677854      139    10065 SH      DEFINED 01 05               0    10065        0
EL PASO ENERGY CORP            COM              283905107   651023 10564280 SH      DEFINED 01           10564280        0        0
EL PASO ENERGY CORP            COM              283905107      434     7050 SH      DEFINED 01 02               0     7050        0
EL PASO ENERGY CORP            COM              283905107     3526    57215 SH      DEFINED 01 03               0    57215        0
EL PASO ENERGY CORP            COM              283905107   100109  1624490 SH      DEFINED 01 05               0  1624490        0
ELAN CORP PLC ADR              COM              284131208     7829   143000 SH      DEFINED 01                  0   143000        0
ELAN CORP PLC ADR              COM              284131208    56748  1036500 SH      DEFINED 01 05               0  1036500        0
ELANTEC SEMICONDUCTO           COM              284155108     7163    71900 SH      DEFINED 01              71900        0        0
ELANTEC SEMICONDUCTO           COM              284155108        8       80 SH      DEFINED 01 02               0       80        0
ELANTEC SEMICONDUCTO           COM              284155108      164     1650 SH      DEFINED 01 05               0     1650        0
ELCOR CORP                     COM              284443108      791    54578 SH      DEFINED 01              54578        0        0
ELECTRO SCIENTIFIC             COM              285229100     2606    74202 SH      DEFINED 01              74202        0        0
ELECTRO SCIENTIFIC             COM              285229100        5      140 SH      DEFINED 01 02               0      140        0
ELECTROGLAS INC                COM              285324109      987    57835 SH      DEFINED 01              57835        0        0
ELECTRONIC ARTS INC            COM              285512109      276     5592 SH      DEFINED 01               5592        0        0
ELECTRONIC DATA SYST           COM              285661104    17423   419823 SH      DEFINED 01             419823        0        0
ELECTRONIC DATA SYST           COM              285661104     5130   123607 SH      DEFINED 01 03               0   123607        0
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ELECTRONIC IMAGING             COM              286082102        8      324 SH      DEFINED 01                324        0        0
ELOYALTY CORPORATION           COM              290151109     1752   137361 SH      DEFINED 01             137361        0        0
EMACHINES INC                  COM              29076P102        0      440 SH      DEFINED 01                440        0        0
EMBARCADERO TECH               COM              290787100    10275   200000 SH      DEFINED 01             200000        0        0
EMBARCADERO TECH               COM              290787100        8      150 SH      DEFINED 01 02               0      150        0
EMBARCADERO TECH               COM              290787100    11410   222100 SH      DEFINED 01 05               0   222100        0
EMCOR CORP                     COM              290846104        3       64 SH      DEFINED 01                 64        0        0
EMCOR GROUP INC                COM              29084Q100        5      190 SH      DEFINED 01 02               0      190        0
EMERSON ELECTRIC               COM              291011104    28951   432092 SH      DEFINED 01             432092        0        0
EMERSON ELECTRIC               COM              291011104      207     3090 SH      DEFINED 01 02               0     3090        0
EMERSON ELECTRIC               COM              291011104     6986   104273 SH      DEFINED 01 03               0   104273        0
EMERSON ELECTRIC               COM              291011104      367     5482 SH      DEFINED 01 05               0     5482        0
EMISPERE                       COM              291345106     3653   122000 SH      DEFINED 01             122000        0        0
EMISPERE                       COM              291345106        5      180 SH      DEFINED 01 02               0      180        0
EMISPERE                       COM              291345106       93     3100 SH      DEFINED 01 05               0     3100        0
EMMIS COMMUNICATIONS           COM              291525103        2       92 SH      DEFINED 01                 92        0        0
EMPIRE DISTRICT ELEC           COM              291641108        4      150 SH      DEFINED 01 02               0      150        0
EMPIRE DISTRICT ELEC           COM              291641108    16697   636079 SH      DEFINED 01 03               0   636079        0
EMULEX                         COM              292475209    45702   373082 SH      DEFINED 01             373082        0        0
EMULEX                         COM              292475209       28      223 SH      DEFINED 01 02               0      223        0
EMULEX                         COM              292475209    66934   546400 SH      DEFINED 01 05               0   546400        0
ENERGEN                        COM              29265N108     5174   173886 SH      DEFINED 01             173886        0        0
ENERGEN                        COM              29265N108        6      210 SH      DEFINED 01 02               0      210        0
ENERGY EAST CORP               COM              29266M109       61     2691 SH      DEFINED 01               2691        0        0
ENERGIZER HOLDINGS INC         COM              29266R108       49     2006 SH      DEFINED 01               2006        0        0
ENERGIS                        COM              292720992      331    46783 SH      DEFINED 01              46783        0        0
ENERSIS SA ADR                 COM              29274F104     3602   202200 SH      DEFINED 01             202200        0        0
ENERSIS SA ADR                 COM              29274F104       39     2200 SH      DEFINED 01 05               0     2200        0
ENGAGE INC                     COM              292827102        5      641 SH      DEFINED 01                641        0        0
ENGELHARD CORP                 COM              292845104        8      486 SH      DEFINED 01                486        0        0
ENGELHARD CORP                 COM              292845104      484    29755 SH      DEFINED 01 03               0    29755        0
ENGELHARD CORP                 COM              292845104        4      233 SH      DEFINED 01 05               0      233        0
ENESCO GROUP INC               COM              292973104      222    37747 SH      DEFINED 01              37747        0        0
ENHANCE FINANCIAL SV           COM              293310108     1380   106182 SH      DEFINED 01             106182        0        0
ENRON CORP                     COM              293561106    44742   510600 SH      DEFINED 01                  0   510600        0
ENRON CORP                     COM              293561106  1017829 11615722 SH      DEFINED 01           11615722        0        0
ENRON CORP                     COM              293561106    31386   358205 SH      DEFINED 01 02               0   358205        0
ENRON CORP                     COM              293561106    19013   216992 SH      DEFINED 01 03               0   216992        0
ENRON CORP                     COM              293561106   320470  3657293 SH      DEFINED 01 05               0  3657293        0
ENTERCOM COMMUNICATI           COM              293639100      886    29608 SH      DEFINED 01              29608        0        0
ENTERGY CORP                   COM              29364G103     2231    59888 SH      DEFINED 01              59888        0        0
ENTERGY CORP                   COM              29364G103     2060    55299 SH      DEFINED 01 03               0    55299        0
ENTERGY CORP                   COM              29364G103       15      408 SH      DEFINED 01 05               0      408        0
ENTERPRISE PRODS PAR           COM              293792107        5      167 SH      DEFINED 01                167        0        0
ENTRUST TECHNOLOGIES           COM              293848107        5      169 SH      DEFINED 01                169        0        0
ENZON   INC                    COM              293904108     4956    75070 SH      DEFINED 01              75070        0        0
ENZON   INC                    COM              293904108       10      150 SH      DEFINED 01 02               0      150        0
ENZON   INC                    COM              293904108      117     1770 SH      DEFINED 01 05               0     1770        0
ENZO BIOCHEM                   COM              294100102     7149   147377 SH      DEFINED 01             147377        0        0
ENZO BIOCHEM                   COM              294100102        5      100 SH      DEFINED 01 02               0      100        0
ENZO BIOCHEM                   COM              294100102       84     1733 SH      DEFINED 01 05               0     1733        0
Epimmune Inc                   COM              29425Y101       92    20310 SH      DEFINED 01              20310        0        0
EPICOR SOFTWARE                COM              29426L108      403   115269 SH      DEFINED 01             115269        0        0
ECM FUND / CORP LPI  11.918 UN COM              294300XX1     2038  2156687 SH      DEFINED 01            2156687        0        0
EPRESENCE INC                  COM              294348107      444    65708 SH      DEFINED 01              65708        0        0
EQUANT               ENT/$     COM              294409107    11806   321800 SH      DEFINED 01             321800        0        0
EQUANT               ENT/$     COM              294409107      224     6100 SH      DEFINED 01 03               0     6100        0
EQUANT               ENT/$     COM              294409107     8148   222100 SH      DEFINED 01 05               0   222100        0
EQUIFAX INC                    COM              294429105       15      544 SH      DEFINED 01                544        0        0
EQUIFAX INC                    COM              294429105     1066    39583 SH      DEFINED 01 03               0    39583        0
EQUIFAX INC                    COM              294429105        7      258 SH      DEFINED 01 05               0      258        0
EQUINIX INC                    COM              29444U106     9674  1090000 SH      DEFINED 01            1090000        0        0
EQUINIX INC                    COM              29444U106        5      600 SH      DEFINED 01 02               0      600        0
EQUINIX INC                    COM              29444U106    13977  1574800 SH      DEFINED 01 05               0  1574800        0
EQUINIX INC WTS EXP 12/01/2007 COM              29444U114     2145    14300 SH      DEFINED 01              14300        0        0
EQUINIX INC WTS EXP 12/01/2007 COM              29444U114     3405    22700 SH      DEFINED 01 05               0    22700        0
EQUINIX INC RESTRICTED         COM              29444U999     1883   265251 SH      DEFINED 01             265251        0        0
EQUINIX INC RESTRICTED         COM              29444U999     2825   397878 SH      DEFINED 01 05               0   397878        0
EQUITABLE RESOURCES            COM              294549100    61023   962869 SH      DEFINED 01             962869        0        0
EQUITABLE RESOURCES            COM              294549100     5190    81899 SH      DEFINED 01 05               0    81899        0
EQUITY OFFICE                  COM              294741103     1414    45512 SH      DEFINED 01              45512        0        0
EQUITY RESIDENTIAL             COM              29476L107     1641    34197 SH      DEFINED 01              34197        0        0
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ERICSSON LM  B  ORD  SE;LME.B  COM              294821202      296    19466 SH      DEFINED 01 03               0    19466        0
ERICSSON LM  B  ORD  SE;LME.B  COM              294821202    86019  5656109 SH      DEFINED 01 05               0  5656109        0
ERICSSON LM B ADR              COM              294821400    21862  1475953 SH      DEFINED 01            1475953        0        0
ERICSSON LM B ADR              COM              294821400     8795   593640 SH      DEFINED 01 02               0   593640        0
ERIE INDTY CO                  COM              29530P102        3      103 SH      DEFINED 01                103        0        0
ESCO TECHNOLOGIES              COM              296315104        3      170 SH      DEFINED 01 02               0      170        0
ESSEX PROP TRUST               COM              297178105     1880    33961 SH      DEFINED 01              33961        0        0
ESSEX PROP TRUST               COM              297178105       83     1500 SH      DEFINED 01 05               0     1500        0
ESTERLINE CORP                 COM              297425100      951    48324 SH      DEFINED 01              48324        0        0
ESTERLINE CORP                 COM              297425100        4      200 SH      DEFINED 01 02               0      200        0
ETHAN ALLEN                    COM              297602104      510    18000 SH      DEFINED 01                  0    18000        0
ETHAN ALLEN                    COM              297602104    64308  2271409 SH      DEFINED 01            2271409        0        0
ETHAN ALLEN                    COM              297602104        6      200 SH      DEFINED 01 02               0      200        0
ETHAN ALLEN                    COM              297602104     1104    38961 SH      DEFINED 01 05               0    38961        0
ETOYS INC                      COM              297862104        1      179 SH      DEFINED 01                179        0        0
EXABYTE CORP                   COM              300615101      721    64091 SH      DEFINED 01              64091        0        0
EXAR CORP                      COM              300645108    11649    96269 SH      DEFINED 01              96269        0        0
EXAR CORP                      COM              300645108       13      107 SH      DEFINED 01 02               0      107        0
EXAR CORP                      COM              300645108      194     1600 SH      DEFINED 01 05               0     1600        0
EXCALIBUR TECHNOLGIES CORP     COM              300651205    23516   350000 SH      DEFINED 01 05               0   350000        0
EXCEL TECHNOLOGY INC           COM              30067T103     2973    92700 SH      DEFINED 01              92700        0        0
EXCEL TECHNOLOGY INC           COM              30067T103       87     2700 SH      DEFINED 01 05               0     2700        0
EXCHANGE APPLICATION           COM              300867108        0       90 SH      DEFINED 01                 90        0        0
EXE TECHNOLOGIES               COM              301504106     1425    95000 SH      DEFINED 01              95000        0        0
EXELIXIS INC                   COM              30161Q104        4      126 SH      DEFINED 01                126        0        0
EXELIXIS INC                   COM              30161Q104        3      100 SH      DEFINED 01 02               0      100        0
EXTENDED SYSTEMS INC           COM              301973103        2       34 SH      DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4     9071 19500000 PRN     DEFINED 01 02               0        0 19500000
EXODUS COMMUNICATION           COM              302088109    20773   420704 SH      DEFINED 01             420704        0        0
EXODUS COMMUNICATION           COM              302088109    61381  1243162 SH      DEFINED 01 02               0  1243162        0
EXODUS COMMUNICATION           COM              302088109     2158    43700 SH      DEFINED 01 03               0    43700        0
EXODUS COMMUNICATION           COM              302088109    19750   400000 SH      DEFINED 01 05               0   400000        0
EXPEDIA INC CL A               COM              302125109        1       86 SH      DEFINED 01                 86        0        0
EXPEDITORS INTL WASH           COM              302130109    12060   267612 SH      DEFINED 01             267612        0        0
EXPEDITORS INTL WASH           COM              302130109      113     2500 SH      DEFINED 01 05               0     2500        0
EXPRESS SCRIPT                 COM              302182100     1921    26591 SH      DEFINED 01              26591        0        0
EXTENDED STAY AMERIC           COM              30224P101        3      250 SH      DEFINED 01 02               0      250        0
EXTENDED STAY AMERIC STAY      COM              30224P101        3      260 SH      DEFINED 01                260        0        0
EXTENDED STAY AMERIC STAY      COM              30224P101    29150  2200000 SH      DEFINED 01 05               0  2200000        0
EXTREME NETWORKS INC           COM              30226D106   260665  2276552 SH      DEFINED 01            2276552        0        0
EXTREME NETWORKS INC           COM              30226D106    11327    98915 SH      DEFINED 01 02               0    98915        0
EXTREME NETWORKS INC           COM              30226D106      183     1600 SH      DEFINED 01 03               0     1600        0
EXTREME NETWORKS INC           COM              30226D106   209898  1833177 SH      DEFINED 01 05               0  1833177        0
EXXON CORP                     COM              30231G102     8774    98450 SH      DEFINED 11 12               0    98450        0
EXXON CORP                     COM              30231G102     5829    65400 SH      DEFINED 11 12 13            0    65400        0
EXXON MOBIL CORP               COM              30231G102    10784   121000 SH      DEFINED 01                  0   121000        0
EXXON MOBIL CORP               COM              30231G102   123086  1381106 SH      DEFINED 01 02               0  1381106        0
EXXON MOBIL CORPORATION        COM              30231G102  1698142 19053501 SH      DEFINED 01           19053501        0        0
EXXON MOBIL CORPORATION        COM              30231G102    86881   974830 SH      DEFINED 01 03               0   974830        0
EXXON MOBIL CORPORATION        COM              30231G102   305886  3432079 SH      DEFINED 01 05               0  3432079        0
F & M NATIONAL CORP            COM              302374103        2       74 SH      DEFINED 01                 74        0        0
FMC CORP                       COM              302491303       15      224 SH      DEFINED 01                224        0        0
FMC CORP                       COM              302491303      441     6572 SH      DEFINED 01 03               0     6572        0
FMC CORP                       COM              302491303        4       55 SH      DEFINED 01 05               0       55        0
FBN CORP                       COM              302520101        2       81 SH      DEFINED 01                 81        0        0
FPL GROUP INC.                 COM              302571104    25226   383681 SH      DEFINED 01             383681        0        0
FPL GROUP INC.                 COM              302571104     3013    45828 SH      DEFINED 01 03               0    45828        0
FPL GROUP INC.                 COM              302571104       21      325 SH      DEFINED 01 05               0      325        0
FYI INC.                       COM              302712104     1608    43029 SH      DEFINED 01              43029        0        0
FACTORY 2 U STORES             COM              303072102     1056    34538 SH      DEFINED 01              34538        0        0
FACTSET RESEARCH               COM              303075105     5883   156451 SH      DEFINED 01             156451        0        0
FACTSET RESEARCH               COM              303075105      105     2800 SH      DEFINED 01 05               0     2800        0
FAIR ISAAC & CO INC            COM              303250104     1714    40157 SH      DEFINED 01              40157        0        0
FAIR ISAAC & CO INC            COM              303250104        4       90 SH      DEFINED 01 02               0       90        0
FAIRCHILD SEMICONDUC           COM              303726103    11956   425094 SH      DEFINED 01             425094        0        0
FAIRCHILD SEMICONDUC           COM              303726103        8      300 SH      DEFINED 01 02               0      300        0
FAIRCHILD SEMICONDUC           COM              303726103    17271   614100 SH      DEFINED 01 05               0   614100        0
FAIRFIELD COMMUNITIE           COM              304231301        2      170 SH      DEFINED 01                170        0        0
FAIRFIELD MANUFACTG  11.25 3/1 PRF              304530306     5330     6580 SH      DEFINED 01               6580        0        0
FAIRFIELD MANUFACTG  11.25 3/1 PRF              304530306      486      600 SH      DEFINED 01 05               0      600        0
FAMILY DLR STORES              COM              307000109       68     3564 SH      DEFINED 01               3564        0        0
FAMILY MART JAPAN              COM              307700997       52     2000 SH      DEFINED 01 03               0     2000        0
FASTENAL CO                    COM              311900104    20215   350803 SH      DEFINED 01             350803        0        0
FASTENAL CO                    COM              311900104    40587   704350 SH      DEFINED 01 02               0   704350        0
FASTENAL CO                    COM              311900104     1726    29950 SH      DEFINED 01 03               0    29950        0
FEDDERS USA INC.               COM              313135105      383    98717 SH      DEFINED 01              98717        0        0
FREDDIE MAC                    COM              313400301     4433    82000 SH      DEFINED 01                  0    82000        0
FREDDIE MAC                    COM              313400301     2066    38223 SH      DEFINED 01              38223        0        0
FREDDIE MAC                    COM              313400301       10      190 SH      DEFINED 01 02               0      190        0
FREDDIE MAC                    COM              313400301     9654   178578 SH      DEFINED 01 03               0   178578        0
FREDDIE MAC                    COM              313400301       69     1273 SH      DEFINED 01 05               0     1273        0
FEDERAL MOGUL                  COM              313549107        8     1587 SH      DEFINED 01               1587        0        0
FED. NAT.MORTGAGE              COM              313586109     6244   873225 SH      DEFINED 11 12               0   873225        0
FED.NAT.MORTGAGE               COM              313586109    32776     2156 SH      DEFINED 11 12 13            0     2156        0
FEDERAL NATL MTGE              COM              313586109     7508   105000 SH      DEFINED 01                  0   105000        0
FEDERAL NATL MTGE              COM              313586109   283277  3961897 SH      DEFINED 01            3961897        0        0
FEDERAL NATL MTGE              COM              313586109   116056  1623225 SH      DEFINED 01 02               0  1623225        0
FEDERAL NATL MTGE              COM              313586109    23214   324676 SH      DEFINED 01 03               0   324676        0
FEDERAL NATL MTGE              COM              313586109    63074   882159 SH      DEFINED 01 05               0   882159        0
FEDERAL SIGNAL CORP            COM              313855108       19      975 SH      DEFINED 01                975        0        0
FEDERATED DPT STORES           COM              31410H101       20      794 SH      DEFINED 01                794        0        0
FEDERATED DPT STORES           COM              31410H101     1312    50217 SH      DEFINED 01 03               0    50217        0
FEDERATED DPT STORES           COM              31410H101       10      380 SH      DEFINED 01 05               0      380        0
FEDERATED INVESTORS            COM              314211103        5      196 SH      DEFINED 01                196        0        0
FEDEX CORPORATION              COM              31428X106       49     1106 SH      DEFINED 01               1106        0        0
FEDEX CORPORATION              COM              31428X106     3103    69971 SH      DEFINED 01 03               0    69971        0
FEDEX CORPORATION              COM              31428X106       23      522 SH      DEFINED 01 05               0      522        0
FELCOR LODGING TRUST           COM              31430F101        3      129 SH      DEFINED 01                129        0        0
FERRO CORP                     COM              315405100       15      767 SH      DEFINED 01                767        0        0
FERRO CORP                     COM              315405100        4      230 SH      DEFINED 01 02               0      230        0
F5 NETWORKS INC                COM              315616102        3       88 SH      DEFINED 01                 88        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1     5000  1113586 SH      DEFINED 01            1113586        0        0
FIBROGEN CVT PFD SER.E         PRF              316000XX1    10000  2227171 SH      DEFINED 01 05               0  2227171        0
FIDELITY MAGELLAN FD           COM              316184100       11       79 SH      DEFINED 01                  0       79        0
FIDELITY NAT FINL              COM              316326107     8547   345391 SH      DEFINED 01             345391        0        0
FIDELITY NAT FINL              COM              316326107        2      100 SH      DEFINED 01 02               0      100        0
FIDELITY NAT FINL              COM              316326107      113     4550 SH      DEFINED 01 05               0     4550        0
FIDELITY LOW STOCK             COM              316345305     3843   169908 SH      DEFINED 01 03               0   169908        0
FIFTH THIRD BANCORP            COM              316773100       98     1818 SH      DEFINED 01               1818        0        0
FIFTH THIRD BANCORP            COM              316773100     6242   115865 SH      DEFINED 01 03               0   115865        0
FIFTH THIRD BANCORP            COM              316773100       46      852 SH      DEFINED 01 05               0      852        0
FILENET CORP                   COM              316869106     1736    95456 SH      DEFINED 01              95456        0        0
FINISAR CORP                   COM              31787A101   135300  2796931 SH      DEFINED 01            2796931        0        0
FINISAR CORP                   COM              31787A101    67828  1402150 SH      DEFINED 01 02               0  1402150        0
FINISAR CORP                   COM              31787A101     2684    55500 SH      DEFINED 01 03               0    55500        0
FINISAR CORP                   COM              31787A101   165524  3421700 SH      DEFINED 01 05               0  3421700        0
FINOVA GROUP INC.              COM              317928109       11     1472 SH      DEFINED 01               1472        0        0
FIREPOND INC                   COM              318224102     4599   317153 SH      DEFINED 01             317153        0        0
FIREPOND INC                   COM              318224102     5656   390100 SH      DEFINED 01 05               0   390100        0
FIRST AMERICAN CORPORATION     COM              318522307     5763   276072 SH      DEFINED 01             276072        0        0
FIRST AMERICAN CORPORATION     COM              318522307       92     4400 SH      DEFINED 01 05               0     4400        0
FIRST BANCORP/PR               COM              318672102     1824    74644 SH      DEFINED 01              74644        0        0
FIRST BANCORP/PR               COM              318672102        5      200 SH      DEFINED 01 02               0      200        0
FIRST CITIZENS BANK            COM              31946M103        2       27 SH      DEFINED 01                 27        0        0
FIRST COMWLTH FINL P           COM              319829107        1      146 SH      DEFINED 01                146        0        0
FIRST DATA CORP                COM              319963104   103015  2637184 SH      DEFINED 01            2637184        0        0
FIRST DATA CORP                COM              319963104    14065   360075 SH      DEFINED 01 02               0   360075        0
FIRST DATA CORP                COM              319963104    95761  2451499 SH      DEFINED 01 03               0  2451499        0
FIRST DATA CORP                COM              319963104      649    16602 SH      DEFINED 01 05               0    16602        0
FIRST FINL BANCORP             COM              320209109        2       96 SH      DEFINED 01                 96        0        0
FIRST INDUSTRIAL REL           COM              32054K103        3       84 SH      DEFINED 01                 84        0        0
FIRST MIDWEST BANC             COM              320867104     5633   211544 SH      DEFINED 01             211544        0        0
FIRST MIDWEST BANC             COM              320867104        5      190 SH      DEFINED 01 02               0      190        0
FIRST MIDWEST BANC             COM              320867104       66     2469 SH      DEFINED 01 05               0     2469        0
FIRST HEALTH GROUP             COM              320960107       39     1202 SH      DEFINED 01               1202        0        0
SORIANA              MX;SRAN.B COM              335898110     4199  1149400 SH      DEFINED 01            1149400        0        0
SORIANA              MX;SRAN.B COM              335898110       49    13400 SH      DEFINED 01 05               0    13400        0
FIRST SECURITY CORP-           COM              336294103       67     4099 SH      DEFINED 01               4099        0        0
FIRST SOURCE CORP              COM              336901103        2       72 SH      DEFINED 01                 72        0        0
FIRST TN NAT`L CORP            COM              337162101       55     2699 SH      DEFINED 01               2699        0        0
FIRST UNION CORP               COM              337358105     4061   126165 SH      DEFINED 01                  0   126165        0
FIRST UNION CORP               COM              337358105      125     3890 SH      DEFINED 01               3890        0        0
FIRST UNION CORP               COM              337358105       37     1160 SH      DEFINED 01 02               0     1160        0
FIRST UNION CORP               COM              337358105     7848   243836 SH      DEFINED 01 03               0   243836        0
FIRST UNION CORP               COM              337358105       58     1804 SH      DEFINED 01 05               0     1804        0
FIRST VIRGINIA BANK            COM              337477103     1277    29966 SH      DEFINED 01              29966        0        0
FIRSTAR CORP                   COM              33763V109     1657    74016 SH      DEFINED 01              74016        0        0
FIRSTAR CORP                   COM              33763V109     5395   241136 SH      DEFINED 01 03               0   241136        0
FIRSTAR CORP                   COM              33763V109    55977  2501755 SH      DEFINED 01 05               0  2501755        0
FISERV INC                     COM              337738108     1078    18000 SH      DEFINED 01                  0    18000        0
FISERV INC                     COM              337738108   100366  1676263 SH      DEFINED 01            1676263        0        0
FISERV INC                     COM              337738108     3227    53892 SH      DEFINED 01 02               0    53892        0
FISERV INC                     COM              337738108     2780    46437 SH      DEFINED 01 03               0    46437        0
FISERV INC                     COM              337738108    57420   959000 SH      DEFINED 01 05               0   959000        0
FIRSTFED FINL CORP             COM              337907109     2093    91000 SH      DEFINED 01              91000        0        0
FIRSTFED FINL CORP             COM              337907109        5      200 SH      DEFINED 01 02               0      200        0
FIRSTFED FINL CORP             COM              337907109       80     3500 SH      DEFINED 01 05               0     3500        0
FIRSTMERIT CORP                COM              337915102       49     2129 SH      DEFINED 01               2129        0        0
FIRSTENERGY CORP               COM              337932107    17991   667881 SH      DEFINED 01             667881        0        0
FIRSTENERGY CORP               COM              337932107     1460    54218 SH      DEFINED 01 03               0    54218        0
FIRSTENERGY CORP               COM              337932107       11      418 SH      DEFINED 01 05               0      418        0
FISHER SCIENTIFIC IN           COM              338032204        8      234 SH      DEFINED 01                234        0        0
FLEET BOSTON FINANCIAL CORPORA COM              339030108   369921  9485176 SH      DEFINED 01            9485176        0        0
FLEET BOSTON FINANCIAL CORPORA COM              339030108    13121   336442 SH      DEFINED 01 03               0   336442        0
FLEET BOSTON FINANCIAL CORPORA COM              339030108     4459   114349 SH      DEFINED 01 05               0   114349        0
FLEET BOSTON FINL CO           COM              339030108    91421  2344044 SH      DEFINED 01 02               0  2344044        0
FLEETWOOD ENTERPRISE           COM              339099103     1236    91155 SH      DEFINED 01              91155        0        0
FLEMING CO                     COM              339130106     1438   110078 SH      DEFINED 01             110078        0        0
FL EAST COAST RY CO            COM              340632108        3       82 SH      DEFINED 01                 82        0        0
FLORIDA PROGRESS               COM              341109106    31782   600376 SH      DEFINED 01             600376        0        0
FLORIDA PROGRESS               COM              341109106     1285    24267 SH      DEFINED 01 03               0    24267        0
FLORIDA PROGRESS               COM              341109106       10      180 SH      DEFINED 01 05               0      180        0
FLORIDA ROCK                   COM              341140101     4844   122829 SH      DEFINED 01             122829        0        0
FLORIDA ROCK                   COM              341140101      111     2809 SH      DEFINED 01 05               0     2809        0
FLOW SYSTEMS                   COM              343468104      446    41015 SH      DEFINED 01              41015        0        0
FLOWERS INDS INC               COM              343496105       42     2112 SH      DEFINED 01               2112        0        0
FLOWSERVE CORP                 COM              34354P105       14      847 SH      DEFINED 01                847        0        0
FLUOR CORP                     COM              343861100        9      289 SH      DEFINED 01                289        0        0
FLUOR CORP                     COM              343861100      565    18848 SH      DEFINED 01 03               0    18848        0
FLUOR CORP                     COM              343861100        4      138 SH      DEFINED 01 05               0      138        0
FOCAL COM                      COM              344155106        2      121 SH      DEFINED 01                121        0        0
FORMENTO ECONOMICO MEXICANO AD COM              344419106     4582   117500 SH      DEFINED 01             117500        0        0
FORMENTO ECONOMICO MEXICANO AD COM              344419106       51     1300 SH      DEFINED 01 05               0     1300        0
FOOTSTAR INC                   COM              344912100     6874   212743 SH      DEFINED 01             212743        0        0
FOOTSTAR INC                   COM              344912100        4      120 SH      DEFINED 01 02               0      120        0
FOOTSTAR INC                   COM              344912100      120     3700 SH      DEFINED 01 05               0     3700        0
FORD MOTOR CO                  COM              345370860   108983  4305536 SH      DEFINED 01            4305536        0        0
FORD MOTOR CO                  COM              345370860    11040   436151 SH      DEFINED 01 02               0   436151        0
FORD MOTOR CO                  COM              345370860    14817   585383 SH      DEFINED 01 03               0   585383        0
FORD MOTOR CO                  COM              345370860     1003    39589 SH      DEFINED 01 05               0    39589        0
FOREST CITY ENTERPRI           COM              345550107        3       89 SH      DEFINED 01                 89        0        0
FOREST LABS                    COM              345838106    68700   599010 SH      DEFINED 01             599010        0        0
FOREST LABS                    COM              345838106       34      300 SH      DEFINED 01 02               0      300        0
FOREST LABS                    COM              345838106    86406   753400 SH      DEFINED 01 05               0   753400        0
FOREST OIL CORP                COM              346091606        0       10 SH      DEFINED 01                 10        0        0
FORRESTER                      COM              346563109        5       80 SH      DEFINED 01 02               0       80        0
FORT JAMES CORP                COM              347471104       25      807 SH      DEFINED 01                807        0        0
FORT JAMES CORP                COM              347471104    24552   803330 SH      DEFINED 01 02               0   803330        0
FORT JAMES CORP                COM              347471104     1532    50138 SH      DEFINED 01 03               0    50138        0
FORT JAMES CORP                COM              347471104       11      375 SH      DEFINED 01 05               0      375        0
FORTIS                         COM              349548990    63667  2079048 SH      DEFINED 01            2079048        0        0
FORTIS                         COM              349548990      166     5429 SH      DEFINED 01 03               0     5429        0
FORTIS                         COM              349548990    64629  2110486 SH      DEFINED 01 05               0  2110486        0
FORTUNE BRANDS                 COM              349631101       16      614 SH      DEFINED 01                614        0        0
FORTUNE BRANDS                 COM              349631101      981    37009 SH      DEFINED 01 03               0    37009        0
FORTUNE BRANDS                 COM              349631101        8      287 SH      DEFINED 01 05               0      287        0
FORWARD AIR CORP               COM              349853101     5380   152893 SH      DEFINED 01             152893        0        0
FORWARD AIR CORP               COM              349853101        4      115 SH      DEFINED 01 02               0      115        0
FORWARD AIR CORP               COM              349853101       70     2000 SH      DEFINED 01 05               0     2000        0
FOSSIL INC                     COM              349882100     1191    89439 SH      DEFINED 01              89439        0        0
FOSTER WHEELER                 COM              350244109      822   113399 SH      DEFINED 01             113399        0        0
FOUNDATION HLTH SYS            COM              350404109     6068   365032 SH      DEFINED 01             365032        0        0
FOUNDATION HLTH SYS            COM              350404109        7      400 SH      DEFINED 01 02               0      400        0
FOUNDATION HLTH SYS            COM              350404109      151     9100 SH      DEFINED 01 05               0     9100        0
FOUNDRY NETWORKS INC           COM              35063R100    35758   534200 SH      DEFINED 01             534200        0        0
FOUNDRY NETWORKS INC           COM              35063R100     1170    17478 SH      DEFINED 01 05               0    17478        0
4KIDS ENTERTAINMENT            COM              350865101      563    33309 SH      DEFINED 01              33309        0        0
FOUR SEASONS HOTELS            COM              35100E104    18297   250000 SH      DEFINED 01             250000        0        0
FOUR SEASONS HOTELS            COM              35100E104     1368    18700 SH      DEFINED 01 02               0    18700        0
FOUR SEASONS HOTELS            COM              35100E104     1200    16400 SH      DEFINED 01 03               0    16400        0
FOX ENTERTAINMENT GR           COM              35138T107        7      281 SH      DEFINED 01                281        0        0
FRANCHISE FINANCE              COM              351807102        2       94 SH      DEFINED 01                 94        0        0
FRANCO NEVADA ORD CA;FN/C$  R= COM              351860101      984   100000 SH      DEFINED 01             100000        0        0
FRANCISCO GOLD                 COM              351902101      399   100000 SH      DEFINED 01             100000        0        0
FRANKLIN COVEY CO              COM              353469109      419    57345 SH      DEFINED 01              57345        0        0
FRANKLIN RESOURCES             COM              354613101       41      943 SH      DEFINED 01                943        0        0
FRANKLIN RESOURCES             COM              354613101     3120    70228 SH      DEFINED 01 03               0    70228        0
FRANKLIN RESOURCES             COM              354613101       20      446 SH      DEFINED 01 05               0      446        0
FREEI NETWORKS INC             PRF              356500XX1     4355   621062 SH      DEFINED 01             621062        0        0
FREEI NETWORKS INC             PRF              356500XX1     8711  1242124 SH      DEFINED 01 05               0  1242124        0
FREEI NETWORKS INC             COM              356500XY9     1667   237659 SH      DEFINED 01             237659        0        0
FREEI NETWORKS INC             COM              356500XY9     3333   475319 SH      DEFINED 01 05               0   475319        0
Freemarkets Inc                COM              356602102    16435   287707 SH      DEFINED 01                  0   287707        0
FREEMARKETS INC                COM              356602102        4       71 SH      DEFINED 01                 71        0        0
FREEPORT COPPER `B`            COM              35671D857      887   100740 SH      DEFINED 01             100740        0        0
FREEPORT COPPER `B`            COM              35671D857      303    34341 SH      DEFINED 01 03               0    34341        0
FREEPORT COPPER `B`            COM              35671D857        2      279 SH      DEFINED 01 05               0      279        0
FREMONT GENERAL CORP           COM              357288109      669   194639 SH      DEFINED 01             194639        0        0
FRIEDE GOLDMAN HALTER INC      COM              358430106      956   135382 SH      DEFINED 01             135382        0        0
FRITZ                          COM              358846103     1222   101797 SH      DEFINED 01             101797        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH      DEFINED 01                 85        0        0
FRONTLINE CAPITAL GROUP        COM              35921N101        2      103 SH      DEFINED 01                103        0        0
FROZEN FOOD EXPR               COM              359360104      116    45383 SH      DEFINED 01              45383        0        0
FUELCELL ENERGY INC            COM              35952H106     1925    20000 SH      DEFINED 01              20000        0        0
FUJITSU              JP;6702/Y COM              359591997    39789  1713000 SH      DEFINED 01            1713000        0        0
FUJITSU              JP;6702/Y COM              359591997      139     6000 SH      DEFINED 01 03               0     6000        0
FUJITSU              JP;6702/Y COM              359591997    37002  1593000 SH      DEFINED 01 05               0  1593000        0
FULLER H B COMPANY             COM              359694106        9      305 SH      DEFINED 01                305        0        0
FULTON FINL CORP               COM              360271100     2535   127953 SH      DEFINED 01             127953        0        0
FULTON FINL CORP               COM              360271100        6      300 SH      DEFINED 01 02               0      300        0
FULTON FINL CORP               COM              360271100       91     4600 SH      DEFINED 01 05               0     4600        0
FURNITURE BRAND INTL           COM              360921100       18     1061 SH      DEFINED 01               1061        0        0
FURNITURE BRAND INTL           COM              360921100        3      200 SH      DEFINED 01 02               0      200        0
G&K SERVICES CL A              COM              361268105     1602    57109 SH      DEFINED 01              57109        0        0
G&K SERVICES CL A              COM              361268105        3      100 SH      DEFINED 01 02               0      100        0
GATX CORP                      COM              361448103       43     1032 SH      DEFINED 01               1032        0        0
GBC BANCORP/CALIFORN           COM              361475106     1084    31829 SH      DEFINED 01              31829        0        0
GBC BANCORP/CALIFORN           COM              361475106        4      115 SH      DEFINED 01 02               0      115        0
GABRIEL RESOURCES LTD          COM              361970106      292   129200 SH      DEFINED 01             129200        0        0
GABRIEL RESOURCES              COM              361970999     1695   750000 SH      DEFINED 01             750000        0        0
GPU INCSTOCK                   COM              36225X100       15      470 SH      DEFINED 01                470        0        0
GPU INCSTOCK                   COM              36225X100      957    29490 SH      DEFINED 01 03               0    29490        0
GPU INCSTOCK                   COM              36225X100        7      222 SH      DEFINED 01 05               0      222        0
GT GROUP TELECOM WTS           WT               362359101       24      300 SH      DEFINED 01 02               0      300        0
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GT GROUP TELECOME INC WTS EXP  COM              362359101      389     4860 SH      DEFINED 01 05               0     4860        0
GABLE RESIDENTIAL              COM              362418105     2264    83283 SH      DEFINED 01              83283        0        0
GABLE RESIDENTIAL              COM              362418105       98     3600 SH      DEFINED 01 05               0     3600        0
GADZOOX NETWORK                COM              362555104        1      138 SH      DEFINED 01                138        0        0
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GALLAGHER ARTHUR J             COM              363576109      241     4080 SH      DEFINED 01 05               0     4080        0
GANNETT CO INC                 COM              364730101   169655  3201031 SH      DEFINED 01            3201031        0        0
GANNETT CO INC                 COM              364730101       13      250 SH      DEFINED 01 02               0      250        0
GANNETT CO INC                 COM              364730101     3505    66138 SH      DEFINED 01 03               0    66138        0
GANNETT CO INC                 COM              364730101    45701   862269 SH      DEFINED 01 05               0   862269        0
GAP INC.  THE                  COM              364760108    31694  1574867 SH      DEFINED 01            1574867        0        0
GAP INC.  THE                  COM              364760108    37708  1873575 SH      DEFINED 01 02               0  1873575        0
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GAP INC.  THE                  COM              364760108      238    11865 SH      DEFINED 01 05               0    11865        0
GARDNER DENVER INC   GARDNER D COM              365558105      692    42601 SH      DEFINED 01              42601        0        0
GARTNER GRP INC CL B           COM              366651206       23     2119 SH      DEFINED 01               2119        0        0
GATEWAY INC                    COM              367626108      995    21278 SH      DEFINED 01              21278        0        0
GATEWAY INC                    COM              367626108    13341   285350 SH      DEFINED 01 02               0   285350        0
GATEWAY INC                    COM              367626108     3658    78249 SH      DEFINED 01 03               0    78249        0
GATEWAY INC                    COM              367626108     7274   155590 SH      DEFINED 01 05               0   155590        0
GAYLORD ENTERTAINMEN           COM              367905106        2       67 SH      DEFINED 01                 67        0        0
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GEMSTAR-TV GUIDE               COM              36866W106        1       14 SH      DEFINED 01 02               0       14        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106     4374    50163 SH      DEFINED 01              50163        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    17438   200000 SH      DEFINED 01 05               0   200000        0
GENCORP INC                    COM              368682100      959   118071 SH      DEFINED 01             118071        0        0
GENE LOGIC INC                 COM              368689105        2       68 SH      DEFINED 01                 68        0        0
GENENTECH INC                  COM              368710406   273486  1472830 SH      DEFINED 01            1472830        0        0
GENENTECH INC                  COM              368710406     1180     6350 SH      DEFINED 01 02               0     6350        0
GENENTECH INC                  COM              368710406    58596   315561 SH      DEFINED 01 05               0   315561        0
GENRL  COMMUNICATION           COM              369385109     1035   144591 SH      DEFINED 01             144591        0        0
GENERAL DATACOMM IND           COM              369487103       26     5000 SH      DEFINED 01 02               0     5000        0
GENERAL DYNAMICS CORP          COM              369550108     1498    23859 SH      DEFINED 01              23859        0        0
GENERAL DYNAMICS CORP          COM              369550108     3062    48756 SH      DEFINED 01 03               0    48756        0
GENERAL DYNAMICS CORP          COM              369550108       23      363 SH      DEFINED 01 05               0      363        0
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GENERAL GROWTH                 COM              370021107        3      105 SH      DEFINED 01                105        0        0
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GENERAL MILLS                  COM              370334104    64522  1817522 SH      DEFINED 01            1817522        0        0
GENERAL MILLS                  COM              370334104     3617   101886 SH      DEFINED 01 03               0   101886        0
GENERAL MILLS                  COM              370334104      429    12073 SH      DEFINED 01 05               0    12073        0
GENERAL MOTORS                 COM              370442105      140     2155 SH      DEFINED 01               2155        0        0
GENERAL MOTORS                 COM              370442105     8690   133688 SH      DEFINED 01 03               0   133688        0
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GENERAL MOTORS CL H            COM              370442832       43     1167 SH      DEFINED 01               1167        0        0
GENERAL SEMICONDUCT            COM              370787103     1282   105177 SH      DEFINED 01             105177        0        0
GENESCO INC.                   COM              371532102        6      330 SH      DEFINED 01 02               0      330        0
GENTEX CORP                    COM              371901109    10321   412879 SH      DEFINED 01             412879        0        0
GENTEX CORP                    COM              371901109    64836  2593320 SH      DEFINED 01 02               0  2593320        0
GENTEX CORP                    COM              371901109     1742    69650 SH      DEFINED 01 03               0    69650        0
GENTEX CORP                    COM              371901109      116     4650 SH      DEFINED 01 05               0     4650        0
GENLYTE GROUP INC              COM              372302109        3      120 SH      DEFINED 01 02               0      120        0
GENOME THERAPEUTICS            COM              372430108     1049    51000 SH      DEFINED 01              51000        0        0
GENETIC SOLUTIONS              COM              37243R109        3      170 SH      DEFINED 01 02               0      170        0
GENRAD                         COM              372447102        1      118 SH      DEFINED 01                118        0        0
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GENZYME TRANSGENICS            COM              37246E105     5217   148000 SH      DEFINED 01             148000        0        0
GENZYME TRANSGENICS            COM              37246E105        7      200 SH      DEFINED 01 02               0      200        0
GENZYME TRANSGENICS            COM              37246E105       99     2800 SH      DEFINED 01 05               0     2800        0
GENTIVA HEALTH SERVICES        COM              37247A102        1       48 SH      DEFINED 01                 48        0        0
GENUITY INC                    COM              37248E103     5242   802600 SH      DEFINED 01             802600        0        0
GENUITY INC                    COM              37248E103     8474  1297400 SH      DEFINED 01 05               0  1297400        0
GENZYME CORP                   COM              372917104      285     4179 SH      DEFINED 01               4179        0        0
GEORGIA GULF CORP              COM              373200203        8      718 SH      DEFINED 01                718        0        0
GEORGIA-PACIFIC GP             COM              373298108       15      654 SH      DEFINED 01                654        0        0
GEORGIA-PACIFIC GP             COM              373298108      168     7150 SH      DEFINED 01 02               0     7150        0
GEORGIA-PACIFIC GP             COM              373298108      959    40816 SH      DEFINED 01 03               0    40816        0
GEORGIA-PACIFIC GP             COM              373298108        7      312 SH      DEFINED 01 05               0      312        0
GEORGIA PAC TIMBER             COM              373298702       44     1667 SH      DEFINED 01               1667        0        0
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GEORGIA PAC CVT PFD            PRF              373298801     3229   109470 SH      DEFINED 01 05               0   109470        0
GERALD STEVENS INC             COM              37369G994      262   400000 SH      DEFINED 01 05               0   400000        0
GERBER SCIENTIFIC              COM              373730100      527    61074 SH      DEFINED 01              61074        0        0
Getthere Com                   COM              374266104    59633  3371500 SH      DEFINED 01                  0  3371500        0
GETTY IMAGES INC               COM              374276103        3       98 SH      DEFINED 01                 98        0        0
GILEAD SCIENCES                COM              375558103    22044   200965 SH      DEFINED 01             200965        0        0
GILEAD SCIENCES                COM              375558103       16      150 SH      DEFINED 01 02               0      150        0
GILEAD SCIENCES                COM              375558103    24274   221300 SH      DEFINED 01 05               0   221300        0
GILLETTE CO                    COM              375766102      129     4158 SH      DEFINED 01               4158        0        0
GILLETTE CO                    COM              375766102     8027   259998 SH      DEFINED 01 03               0   259998        0
GILLETTE CO                    COM              375766102       60     1928 SH      DEFINED 01 05               0     1928        0
GLATFELTER (P.H.) CO           COM              377316104       12      949 SH      DEFINED 01                949        0        0
GLAXO WELLCOME ORD             COM              377327101    51056  1686145 SH      DEFINED 01            1686145        0        0
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GLAXO WELLCOME ORD             COM              377327101    66495  2196038 SH      DEFINED 01 05               0  2196038        0
GLENAYRE TECHNOLOGIE           COM              377899109     5499   505712 SH      DEFINED 01             505712        0        0
GLENAYRE TECHNOLOGIE           COM              377899109        5      480 SH      DEFINED 01 02               0      480        0
GLENAYRE TECHNOLOGIE           COM              377899109      135    12400 SH      DEFINED 01 05               0    12400        0
GLENBOROUGH REALTY T           COM              37803P105        3      139 SH      DEFINED 01                139        0        0
GLOBAL CROSSING 144A 6.375% CV PRF              37932J202    46518   538550 SH      DEFINED 01             538550        0        0
GLOBAL CROSSING 144A 6.375% CV PRF              37932J202     2501    28950 SH      DEFINED 01 05               0    28950        0
GLOBAL INDUSTRIES              COM              379336100        3      278 SH      DEFINED 01                278        0        0
GLOBAL MARINE                  COM              379352404      112     3648 SH      DEFINED 01               3648        0        0
GLOBAL TELESYSTEMS INC         COM              37936U104      987   216297 SH      DEFINED 01             216297        0        0
GLOBAL TELESYSTEMS INC         COM              37936U104       99    21800 SH      DEFINED 01 05               0    21800        0
GLOBAL TELESYST CVT            PRF              37936U609     2885   278000 SH      DEFINED 01             278000        0        0
GLOBESPAN INC                  COM              379571102    30075   246514 SH      DEFINED 01             246514        0        0
GLOBESPAN INC                  COM              379571102       19      158 SH      DEFINED 01 02               0      158        0
GLOBESPAN INC                  COM              379571102    41236   338000 SH      DEFINED 01 05               0   338000        0
GLOBIX CORP                    COM              37957F101     7530   323028 SH      DEFINED 01             323028        0        0
GLOBIX CORP                    COM              37957F101     4516   193741 SH      DEFINED 01 05               0   193741        0
GOAMERICA INC                  COM              38020R106        3      371 SH      DEFINED 01                371        0        0
GOAMERICA INC                  COM              38020R106        3      300 SH      DEFINED 01 02               0      300        0
GOLDCORP A ORD CA;G.A/C$       COM              380956102     2712   400000 SH      DEFINED 01             400000        0        0
GOLDEN STATE BANC              COM              381197102        5      206 SH      DEFINED 01                206        0        0
GOLDEN WEST FIN                COM              381317106     2559    47715 SH      DEFINED 01              47715        0        0
GOLDEN WEST FIN                COM              381317106     2189    40828 SH      DEFINED 01 03               0    40828        0
GOLDEN WEST FIN                COM              381317106       15      289 SH      DEFINED 01 05               0      289        0
GOLDMAN SACHS GP INC           COM              38141G104    22814   200232 SH      DEFINED 01             200232        0        0
GOODRICH B.F.                  COM              382388106     5878   150000 SH      DEFINED 01                  0   150000        0
GOODRICH B.F.                  COM              382388106    15464   394600 SH      DEFINED 01             394600        0        0
GOODRICH B.F.                  COM              382388106      959    24475 SH      DEFINED 01 03               0    24475        0
GOODRICH B.F.                  COM              382388106    14689   374841 SH      DEFINED 01 05               0   374841        0
GOODYEAR                       COM              382550101       10      598 SH      DEFINED 01                598        0        0
GOODYEAR                       COM              382550101      684    38018 SH      DEFINED 01 03               0    38018        0
GOODYEAR                       COM              382550101        5      286 SH      DEFINED 01 05               0      286        0
GOODYS FAMILY CLTHNG           COM              382588101      356    90388 SH      DEFINED 01              90388        0        0
GORP.COM(SER B PREF).          PRF              382900XX1      500    97087 SH      DEFINED 01              97087        0        0
GORP.COM(SER B PREF).          PRF              382900XX1     4500   873786 SH      DEFINED 01 05               0   873786        0
GOTTSCHALKS INC                COM              383485109      215    35044 SH      DEFINED 01              35044        0        0
GO2NET INC                     COM              383486107     2682    49432 SH      DEFINED 01              49432        0        0
GO2NET INC                     COM              383486107        5      100 SH      DEFINED 01 02               0      100        0
GO2NET INC                     COM              383486107       65     1200 SH      DEFINED 01 05               0     1200        0
GOTO.COM INC                   COM              38348T107        5      276 SH      DEFINED 01                276        0        0
W R GRACE                      COM              38388F108        2      276 SH      DEFINED 01                276        0        0
W R GRACE                      COM              38388F108       88    12798 SH      DEFINED 01 03               0    12798        0
W R GRACE                      COM              38388F108        1      122 SH      DEFINED 01 05               0      122        0
GRACO INC.                     COM              384109104     5096   158020 SH      DEFINED 01             158020        0        0
GRACO INC.                     COM              384109104       84     2600 SH      DEFINED 01 05               0     2600        0
GRAINGER (W.W.)                COM              384802104       10      358 SH      DEFINED 01                358        0        0
GRAINGER (W.W.)                COM              384802104      604    22970 SH      DEFINED 01 03               0    22970        0
GRAINGER (W.W.)                COM              384802104        4      171 SH      DEFINED 01 05               0      171        0
Granite Broadcasting Corp      COM              387241102       39     8566 SH      DEFINED 01                  0        0     8566
GRANITE CONSTRUCTION           COM              387328107       15      612 SH      DEFINED 01                612        0        0
GRANT PRIDECO INC              COM              38821G101      973    44377 SH      DEFINED 01              44377        0        0
GREAT AMERICAN FINANCIAL RESOU COM              389915109        2      106 SH      DEFINED 01                106        0        0
GREAT A. & P. TEA              COM              390064103     1180   106627 SH      DEFINED 01             106627        0        0
GREAT LAKES CHEM CO            COM              390568103        6      209 SH      DEFINED 01                209        0        0
GREAT LAKES CHEM CO            COM              390568103      354    12089 SH      DEFINED 01 03               0    12089        0
GREAT LAKES CHEM CO            COM              390568103        3       95 SH      DEFINED 01 05               0       95        0
GREAT PLAINS SFTWARE           COM              39119E105     1557    55346 SH      DEFINED 01              55346        0        0
GREATER BAY BANCORP            COM              391648102     6596    94983 SH      DEFINED 01              94983        0        0
GREATER BAY BANCORP            COM              391648102       10      150 SH      DEFINED 01 02               0      150        0
GREATER BAY BANCORP            COM              391648102      153     2200 SH      DEFINED 01 05               0     2200        0
GREEN MOUNTAIN POWER           COM              393154109      116    15368 SH      DEFINED 01              15368        0        0
GREENPOINT FINL CORP           COM              395384100       63     2132 SH      DEFINED 01               2132        0        0
GREIF BROS CORP                COM              397624107        5      144 SH      DEFINED 01                144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH      DEFINED 01                  5        0        0
GRIFFON CORP                   COM              398433102      624    82499 SH      DEFINED 01              82499        0        0
GROUP ONE AUTOMOTIVE           COM              398905109      647    59513 SH      DEFINED 01              59513        0        0
GROUP ONE AUTOMOTIVE           COM              398905109        3      300 SH      DEFINED 01 02               0      300        0
BOUYGUES                       COM              4002121         37      740 SH      DEFINED 01 10             740        0        0
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GRUPO MODELO SP C SHARES       COM              400488995     5218  2229700 SH      DEFINED 01            2229700        0        0
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G-FIN BANAMEX 'O'              COM              400492955     4255   924800 SH      DEFINED 01             924800        0        0
G-FIN BANAMEX 'O'              COM              400492955       51    11100 SH      DEFINED 01 05               0    11100        0
GRUPO TELEVISA GDR             COM              40049J206     4159    72100 SH      DEFINED 01              72100        0        0
GRUPO TELEVISA GDR             COM              40049J206       52      900 SH      DEFINED 01 05               0      900        0
UNION MINIERE SA BEFORDS       COM              4005001          2       58 SH      DEFINED 01 10              58        0        0
G-TECH HOLDINGS CORP           COM              400518106       13      765 SH      DEFINED 01                765        0        0
GRUPO INDUSTRIAL SALTILLO ADR  COM              400519997     4187  1995000 SH      DEFINED 01            1995000        0        0
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AIR LIQUIDE(                   COM              4011406         24      207 SH      DEFINED 01 10             207        0        0
GUESS INC                      COM              401617105        2      174 SH      DEFINED 01                174        0        0
GUIDANT CORP                   COM              401698105   345325  4885212 SH      DEFINED 01            4885212        0        0
GUIDANT CORP                   COM              401698105    38657   546865 SH      DEFINED 01 02               0   546865        0
GUIDANT CORP                   COM              401698105    10066   142401 SH      DEFINED 01 03               0   142401        0
GUIDANT CORP                   COM              401698105   168065  2377562 SH      DEFINED 01 05               0  2377562        0
GUILFORD MILLS                 COM              401794102      100    53406 SH      DEFINED 01              53406        0        0
GUILFORD PHARM INC             COM              401829106     7322   317500 SH      DEFINED 01 05               0   317500        0
ALLIED IRISH                   COM              4020684         19     1851 SH      DEFINED 01 10            1851        0        0
AXA                            COM              4026927        118      891 SH      DEFINED 01 10             891        0        0
ADIDAS-SALOM                   COM              4031976          5      100 SH      DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105      369    67875 SH      DEFINED 01              67875        0        0
HCA - THE HEALTHCARE COMPANY   COM              404119109   139277  3751540 SH      DEFINED 01            3751540        0        0
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HCA - THE HEALTHCARE COMPANY   COM              404119109    16347   440322 SH      DEFINED 01 05               0   440322        0
HCA-HLTHCARE CO                COM              404119109    17936   483100 SH      DEFINED 01 02               0   483100        0
HCC INSURANCE                  COM              404132102        3      133 SH      DEFINED 01                133        0        0
HF HOLDINGS WTS  EXP 09/27/09  COM              40417K116       53    53125 SH      DEFINED 01              53125        0        0
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HNC SOFTWARE                   COM              40425P107    13468   164614 SH      DEFINED 01             164614        0        0
HNC SOFTWARE                   COM              40425P107        4       55 SH      DEFINED 01 02               0       55        0
HNC SOFTWARE                   COM              40425P107      169     2070 SH      DEFINED 01 05               0     2070        0
HRPT PROPERTIES TR             COM              40426W101        1      205 SH      DEFINED 01                205        0        0
HSB GROUP INC                  COM              40428N109       24      617 SH      DEFINED 01                617        0        0
HS RESOURCES                   COM              404297103     6848   203652 SH      DEFINED 01             203652        0        0
HS RESOURCES                   COM              404297103        5      150 SH      DEFINED 01 02               0      150        0
HS RESOURCES                   COM              404297103      132     3924 SH      DEFINED 01 05               0     3924        0
HA-LO INDS INC                 COM              404429102      713   178201 SH      DEFINED 01             178201        0        0
HAEMONETICS CORP               COM              405024100        3      108 SH      DEFINED 01                108        0        0
ATLAS COPCO                    COM              4050971          5      300 SH      DEFINED 01 10             300        0        0
ATLAS COPCO                    COM              4050982          2      100 SH      DEFINED 01 10             100        0        0
ASSIDOMAN AB                   COM              4051576          3      200 SH      DEFINED 01 10             200        0        0
HAGGAR                         COM              405173105      227    18154 SH      DEFINED 01              18154        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     2836    80736 SH      DEFINED 01              80736        0        0
ASSIC GENERALI                 COM              4056719         97     3030 SH      DEFINED 01 10            3030        0        0
ASTURIANA DE ZINC              COM              4057080          1      105 SH      DEFINED 01 10             105        0        0
L'OREAL                        COM              4057808        117     1540 SH      DEFINED 01 10            1540        0        0
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BANCO DI ROMA                  COM              4058351         13    12000 SH      DEFINED 01 10           12000        0        0
NEDLLOYD GROUP NV              COM              4060129          1       56 SH      DEFINED 01 10              56        0        0
HALL KINION & ASSOC            COM              406069104     2684    94400 SH      DEFINED 01              94400        0        0
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HALL KINION & ASSOC            COM              406069104       65     2300 SH      DEFINED 01 05               0     2300        0
LVMH MOET                      COM              4061412         84     1115 SH      DEFINED 01 10            1115        0        0
HALLIBURTON                    COM              406216101   709937 14507054 SH      DEFINED 01           14507054        0        0
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HALLIBURTON                    COM              406216101   152933  3125089 SH      DEFINED 01 05               0  3125089        0
AUTOPISTAS C                   COM              4065663          5      654 SH      DEFINED 01 10             654        0        0
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SAGEM(APPLIC GEN)              COM              4074432         19       86 SH      DEFINED 01 10              86        0        0
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SONAE ISSUE 2000               COM              4079329          6     4396 SH      DEFINED 01 10            4396        0        0
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BARCO                          COM              4089049          3       28 SH      DEFINED 01 10              28        0        0
ERIDANIA BEG                   COM              4089403          5       59 SH      DEFINED 01 10              59        0        0
HANCOCK FABRICS                COM              409900107      252    50376 SH      DEFINED 01              50376        0        0
BERGESEN DY ASA CL A           COM              4100898          3      135 SH      DEFINED 01 10             135        0        0
HANCOCK HLDG CO                COM              410120109        2       51 SH      DEFINED 01                 51        0        0
HANCOCK JOHN FINL SV           COM              41014S106     1793    66722 SH      DEFINED 01              66722        0        0
HANDLEMAN COMPANY              COM              410252100        2      142 SH      DEFINED 01                142        0        0
HANDLEMAN COMPANY              COM              410252100        5      380 SH      DEFINED 01 02               0      380        0
HANGER ORTHOPEDIC              COM              41043F208      197    52547 SH      DEFINED 01              52547        0        0
HANOVER COMPRESSOR CO          COM              410768105       45     1361 SH      DEFINED 01               1361        0        0
HANOVER DIRECT INC             COM              410783104        1      889 SH      DEFINED 01                889        0        0
HARCOURT GENERAL CRP           COM              41163G101       17      277 SH      DEFINED 01                277        0        0
HARCOURT GENERAL CRP           COM              41163G101     1066    18069 SH      DEFINED 01 03               0    18069        0
HARCOURT GENERAL CRP           COM              41163G101        8      133 SH      DEFINED 01 05               0      133        0
BWT                            COM              4119054          1       30 SH      DEFINED 01 10              30        0        0
HARLAND JOHN H                 COM              412693103     1213    79181 SH      DEFINED 01              79181        0        0
HARLAND JOHN H                 COM              412693103        4      250 SH      DEFINED 01 02               0      250        0
HARLEY DAVIDSON                COM              412822108      670    14000 SH      DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108   146793  3066158 SH      DEFINED 01            3066158        0        0
HARLEY DAVIDSON                COM              412822108    11857   247658 SH      DEFINED 01 02               0   247658        0
HARLEY DAVIDSON                COM              412822108     3575    74680 SH      DEFINED 01 03               0    74680        0
HARLEY DAVIDSON                COM              412822108    13096   273543 SH      DEFINED 01 05               0   273543        0
HARMAN INTERNATIONAL           COM              413086109     9330   238622 SH      DEFINED 01             238622        0        0
HARMAN INTERNATIONAL           COM              413086109        6      160 SH      DEFINED 01 02               0      160        0
HARMAN INTERNATIONAL           COM              413086109      146     3738 SH      DEFINED 01 05               0     3738        0
HARMONY GOLD MINING            COM              413138991     1525   300000 SH      DEFINED 01             300000        0        0
HARMONIC INC                   COM              413160102        5      217 SH      DEFINED 01                217        0        0
BNP PARIBAS S.A.               COM              4133667         91     1027 SH      DEFINED 01 10            1027        0        0
HARRAHS' ENT                   COM              413619107       12      463 SH      DEFINED 01                463        0        0
HARRAHS' ENT                   COM              413619107      761    27661 SH      DEFINED 01 03               0    27661        0
HARRAHS' ENT                   COM              413619107        6      213 SH      DEFINED 01 05               0      213        0
HARRIS CORP                    COM              413875105       42     1455 SH      DEFINED 01               1455        0        0
ELSEVIER NV                    COM              4148810         18     1571 SH      DEFINED 01 10            1571        0        0
DANISCO A/S                    COM              4155586          3      100 SH      DEFINED 01 10             100        0        0
HARSCO CORP                    COM              415864107       19      844 SH      DEFINED 01                844        0        0
HARSCO CORP                    COM              415864107        3      125 SH      DEFINED 01 02               0      125        0
HARTE-HANKS INC                COM              416196103       45     1645 SH      DEFINED 01               1645        0        0
CSF(THOMSON)                   COM              4162791         16      400 SH      DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         52      277 SH      DEFINED 01 10             277        0        0
HARTFORD FINL SVCS             COM              416515104     2747    37659 SH      DEFINED 01              37659        0        0
HARTFORD FINL SVCS             COM              416515104     4048    55495 SH      DEFINED 01 03               0    55495        0
HARTFORD FINL SVCS             COM              416515104       30      411 SH      DEFINED 01 05               0      411        0
CARLSBERG                      COM              4169208          4      100 SH      DEFINED 01 10             100        0        0
CARLSBERG                      COM              4169219          4      100 SH      DEFINED 01 10             100        0        0
HARTMARX CORP                  COM              417119104      246    81946 SH      DEFINED 01              81946        0        0
CIMPOR CIMEN                   COM              4175896          9      392 SH      DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         17      180 SH      DEFINED 01 10             180        0        0
CASINO GUICH                   COM              4178431          2       38 SH      DEFINED 01 10              38        0        0
HASBRO INC                     COM              418056107        7      694 SH      DEFINED 01                694        0        0
HASBRO INC                     COM              418056107      455    39766 SH      DEFINED 01 03               0    39766        0
HASBRO INC                     COM              418056107        4      315 SH      DEFINED 01 05               0      315        0
COFLEXIP                       COM              4181741          5       41 SH      DEFINED 01 10              41        0        0
CRH                            COM              4182249         13      827 SH      DEFINED 01 10             827        0        0
DCC PLC                        COM              4189477          2      189 SH      DEFINED 01 10             189        0        0
HAVAS ADVERTISING              COM              419313101      361    24678 SH      DEFINED 01                  0    24678        0
HAVAS ADVERTISING-ADR          COM              419313101        0        1 SH      DEFINED 01                  1        0        0
HAVERTY FURNITURE              COM              419596101        1       78 SH      DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100       24      685 SH      DEFINED 01                685        0        0
HAWAIIAN ELEC IND              COM              419870100        6      170 SH      DEFINED 01 02               0      170        0
HAYS PLC                       COM              420400996    38861  6679582 SH      DEFINED 01            6679582        0        0
HAYS PLC                       COM              420400996      124    21279 SH      DEFINED 01 03               0    21279        0
HAYS PLC                       COM              420400996    26024  4473246 SH      DEFINED 01 05               0  4473246        0
CHRISTIANIA                    COM              4204110          7     1300 SH      DEFINED 01 10            1300        0        0
CLUB MEDITER                   COM              4204370          4       40 SH      DEFINED 01 10              40        0        0
HAYES LEMMERZ INTL             COM              420781106        1       86 SH      DEFINED 01                 86        0        0
HCL TECHNOLOGIES               COM              421789991     5236   209070 SH      DEFINED 01             209070        0        0
HEALTH CARE PROP INV           COM              421915109        5      153 SH      DEFINED 01                153        0        0
HEALTHSOUTH CORP               COM              421924101       12     1519 SH      DEFINED 01               1519        0        0
HEALTHSOUTH CORP               COM              421924101      775    95366 SH      DEFINED 01 03               0    95366        0
HEALTHSOUTH CORP               COM              421924101        6      706 SH      DEFINED 01 05               0      706        0
HEALTH MGMT ASSOC              COM              421933102    18836   905067 SH      DEFINED 01             905067        0        0
HEALTH MGMT ASSOC              COM              421933102     2162   103880 SH      DEFINED 01 02               0   103880        0
HEALTH MGMT ASSOC              COM              421933102     1711    82200 SH      DEFINED 01 03               0    82200        0
HEALTHCARE RLTY TR             COM              421946104        2      110 SH      DEFINED 01                110        0        0
HEALTH CARE REIT INC           COM              42217K106        2      103 SH      DEFINED 01                103        0        0
HEARST-ARGYLE TELEVI           COM              422317107        5      253 SH      DEFINED 01                253        0        0
HEARTLAND EXPRESS IN           COM              422347104     2746   158048 SH      DEFINED 01 02               0   158048        0
HEARTLAND EXPRESS IN TRANSP TR COM              422347104     1225    70510 SH      DEFINED 01              70510        0        0
HEIDRICK & STRUGGLES           COM              422819102     2751    53553 SH      DEFINED 01              53553        0        0
HEINZ H.J.                     COM              423074103     4651   125495 SH      DEFINED 01                  0   125495        0
HEINZ H.J.                     COM              423074103       50     1343 SH      DEFINED 01               1343        0        0
HEINZ H.J.                     COM              423074103     3141    84757 SH      DEFINED 01 03               0    84757        0
HEINZ H.J.                     COM              423074103       24      636 SH      DEFINED 01 05               0      636        0
BANCO ESP ISSUE 2000           COM              4231497          3      189 SH      DEFINED 01 10             189        0        0
UNICREDITO                     COM              4232445         62    12000 SH      DEFINED 01 10           12000        0        0
HELIX TECHNOLOGY               COM              423319102     1875    62756 SH      DEFINED 01              62756        0        0
HELLER FINANCIAL     HF        COM              423328103        3       95 SH      DEFINED 01                 95        0        0
HELMERICH & PAYNE              COM              423452101       41     1135 SH      DEFINED 01               1135        0        0
CREDIT SUISS                   COM              4245614        132      660 SH      DEFINED 01 10             660        0        0
D'IETEREN TR                   COM              4247494          3       13 SH      DEFINED 01 10              13        0        0
D S 1912 DK1000                COM              4248754         21        2 SH      DEFINED 01 10               2        0        0
D/S SVENBORG                   COM              4253048         28        2 SH      DEFINED 01 10               2        0        0
DELHAIZE-LE                    COM              4262118          5      100 SH      DEFINED 01 10             100        0        0
HENRY (JACK) & ASSOC           COM              426281101     9785   225601 SH      DEFINED 01             225601        0        0
HENRY (JACK) & ASSOC           COM              426281101      104     2399 SH      DEFINED 01 05               0     2399        0
DEN DANSKE B                   COM              4262925         15      120 SH      DEFINED 01 10             120        0        0
DNB HOLDING ASA                COM              4263304          8     1900 SH      DEFINED 01 10            1900        0        0
HERCULES INC                   COM              427056106        5      409 SH      DEFINED 01                409        0        0
HERCULES INC                   COM              427056106      343    24283 SH      DEFINED 01 03               0    24283        0
HERCULES INC                   COM              427056106        3      196 SH      DEFINED 01 05               0      196        0
HERSHEY FOODS                  COM              427866108    27633   510526 SH      DEFINED 01             510526        0        0
HERSHEY FOODS                  COM              427866108   177445  3278432 SH      DEFINED 01 03               0  3278432        0
HERSHEY FOODS                  COM              427866108    30378   561250 SH      DEFINED 01 05               0   561250        0
HERTZ                          COM              428040109        2       63 SH      DEFINED 01                 63        0        0
HEWLETT PACKARD                COM              428236103     5626    58000 SH      DEFINED 01                  0    58000        0
HEWLETT PACKARD                COM              428236103   522049  5381946 SH      DEFINED 01            5381946        0        0
HEWLETT PACKARD                COM              428236103    39269   404808 SH      DEFINED 01 02               0   404808        0
HEWLETT PACKARD                COM              428236103    25215   259948 SH      DEFINED 01 03               0   259948        0
HEWLETT PACKARD                COM              428236103   154855  1596435 SH      DEFINED 01 05               0  1596435        0
HIBERNIA CORP                  COM              428656102     1279   104446 SH      DEFINED 01             104446        0        0
HICKORY TECHNOLOGY C           COM              429060106        2      100 SH      DEFINED 01 02               0      100        0
ELECTRABEL                     COM              4294791         31      148 SH      DEFINED 01 10             148        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH      DEFINED 01                 86        0        0
ESSILOR INTL                   COM              4303761          5       23 SH      DEFINED 01 10              23        0        0
ELKEM ASA                      COM              4310385          2      135 SH      DEFINED 01 10             135        0        0
HIGHWOOD PROPERTY              COM              431284108        2       96 SH      DEFINED 01                 96        0        0
HILB ROGAL & HAMILTO           COM              431294107     1522    36504 SH      DEFINED 01              36504        0        0
HILLENBRAND IND                COM              431573104       59     1307 SH      DEFINED 01               1307        0        0
EURAFRANCE                     COM              4321547          6       10 SH      DEFINED 01 10              10        0        0
BAYER                          COM              4325419         50      900 SH      DEFINED 01 10             900        0        0
HILTON HOTELS                  COM              432848109       19     1623 SH      DEFINED 01               1623        0        0
HILTON HOTELS                  COM              432848109     1006    86978 SH      DEFINED 01 03               0    86978        0
HILTON HOTELS                  COM              432848109        8      674 SH      DEFINED 01 05               0      674        0
HITACHI LTD ORD                COM              433578101    34896  3007000 SH      DEFINED 01            3007000        0        0
HITACHI LTD ORD                COM              433578101       93     8000 SH      DEFINED 01 03               0     8000        0
HITACHI LTD ORD                COM              433578101    25356  2185000 SH      DEFINED 01 05               0  2185000        0
HISPANIC BROADCASTING          COM              43357B104    16787   602255 SH      DEFINED 01             602255        0        0
HITACHI SOFTWARE ENGINEERING   COM              433602992    31157   249400 SH      DEFINED 01             249400        0        0
HITACHI SOFTWARE ENGINEERING   COM              433602992       62      500 SH      DEFINED 01 03               0      500        0
HITACHI SOFTWARE ENGINEERING   COM              433602992    18140   145200 SH      DEFINED 01 05               0   145200        0
HK EXCHANGES & CLEAR (0388)    COM              434150991     6560  3268000 SH      DEFINED 01            3268000        0        0
HK EXCHANGES & CLEAR (0388)    COM              434150991      120    60000 SH      DEFINED 01 03               0    60000        0
HK EXCHANGES & CLEAR (0388)    COM              434150991       92    46000 SH      DEFINED 01 05               0    46000        0
GEORG FISCHE                   COM              4341783          3       10 SH      DEFINED 01 10              10        0        0
ALUSUISSE REG LINE 2           COM              4347220         12       20 SH      DEFINED 01 10              20        0        0
HOLLINGER INTL INC             COM              435569108        3      194 SH      DEFINED 01                194        0        0
GROUPE GTM                     COM              4358794          4       33 SH      DEFINED 01 10              33        0        0
FLUGHAFFEN WIEN AG             COM              4359690          1       37 SH      DEFINED 01 10              37        0        0
HOLLYWOOD ENTERTAINM           COM              436141105        1      150 SH      DEFINED 01                150        0        0
HOLOGIC                        COM              436440101      319    42870 SH      DEFINED 01              42870        0        0
HOME DEPOT INC                 COM              437076102    30272   570500 SH      DEFINED 01                  0   570500        0
HOME DEPOT INC                 COM              437076102   609047 11477940 SH      DEFINED 01           11477940        0        0
HOME DEPOT INC                 COM              437076102    12078   227626 SH      DEFINED 01 02               0   227626        0
HOME DEPOT INC                 COM              437076102    30819   580806 SH      DEFINED 01 03               0   580806        0
HOME DEPOT INC                 COM              437076102   220785  4160853 SH      DEFINED 01 05               0  4160853        0
HOME PROPERTIES                COM              437306103        2       73 SH      DEFINED 01                 73        0        0
GENERALI HLD                   COM              4373645          3       18 SH      DEFINED 01 10              18        0        0
HOMEBASE INC.                  COM              43738E108      619   283010 SH      DEFINED 01 03               0   283010        0
HOMESTAKE MINING               COM              437614100       11     2169 SH      DEFINED 01               2169        0        0
HOMESTAKE MINING               COM              437614100      330    63593 SH      DEFINED 01 03               0    63593        0
HOMESTAKE MINING               COM              437614100        2      481 SH      DEFINED 01 05               0      481        0
HOMESTORE.COM                  COM              437852106        5      104 SH      DEFINED 01                104        0        0
PUBLICIS GROUPE SA             COM              4380429          6      190 SH      DEFINED 01 10             190        0        0
HON HAI PRECISION GDR 144A     COM              438090102       22     1740 SH      DEFINED 01 05               0     1740        0
HON INDUSTRIES                 COM              438092108       34     1360 SH      DEFINED 01               1360        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106      113     3158 SH      DEFINED 01               3158        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106     7015   196923 SH      DEFINED 01 03               0   196923        0
HONEYWELL INTERNATIONAL INC    COM              438516106    11748   329767 SH      DEFINED 01 05               0   329767        0
HON HAI PRECISION    TW;2317   COM              438800997     2041   310380 SH      DEFINED 01             310380        0        0
HOOPER HOLMES INC              COM              439104100     1759   185033 SH      DEFINED 01             185033        0        0
GPE BRUXELLE                   COM              4391551         16       66 SH      DEFINED 01 10              66        0        0
GECINA                         COM              4391807          4       44 SH      DEFINED 01 10              44        0        0
HORACE MANN EDUCATOR           COM              440327104       14      857 SH      DEFINED 01                857        0        0
HORMEL                         COM              440452100       49     2925 SH      DEFINED 01               2925        0        0
HOSIERY CORP "A" WTS           COM              441016102      400    10000 SH      DEFINED 01              10000        0        0
HOSPITALITY PROP               COM              44106M102        2       90 SH      DEFINED 01                 90        0        0
HOST MARRIOTT                  COM              44107P104        4      375 SH      DEFINED 01                375        0        0
HOT TOPIC                      COM              441339108     4470   149000 SH      DEFINED 01             149000        0        0
HOT TOPIC                      COM              441339108        4      140 SH      DEFINED 01 02               0      140        0
HOT TOPIC                      COM              441339108      114     3800 SH      DEFINED 01 05               0     3800        0
HOTEL RESERVA  CL A            COM              441451101        4      100 SH      DEFINED 01 02               0      100        0
HOTJOBS COM INC                COM              441474103        1       75 SH      DEFINED 01                 75        0        0
HOUGHTON MIFFLIN CO            COM              441560109       27      700 SH      DEFINED 01                700        0        0
HOUSEHOLD INTL                 COM              441815107      107     1876 SH      DEFINED 01               1876        0        0
HOUSEHOLD INTL                 COM              441815107     7070   124848 SH      DEFINED 01 03               0   124848        0
HOUSEHOLD INTL                 COM              441815107       49      865 SH      DEFINED 01 05               0      865        0
HOLDERBANK FIN GLARUS A        COM              4420488          3       10 SH      DEFINED 01 10              10        0        0
HOLDERBANK                     COM              4420499         19       18 SH      DEFINED 01 10              18        0        0
HOUSTON EXPLOR                 COM              442120101        2       98 SH      DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         28     2226 SH      DEFINED 01 10            2226        0        0
INSTUMENTAR                    COM              4434166          2      100 SH      DEFINED 01 10             100        0        0
HUBBELL INC C/B                COM              443510201       34     1374 SH      DEFINED 01               1374        0        0
ENI                            COM              4436399        103    19000 SH      DEFINED 01 10           19000        0        0
HUDSON CITY BANCORP            COM              443683107        5      322 SH      DEFINED 01                322        0        0
IHC CALAND N                   COM              4441155          3       65 SH      DEFINED 01 10              65        0        0
HUDSON UNITED BANC             COM              444165104     6386   231177 SH      DEFINED 01             231177        0        0
HUDSON UNITED BANC             COM              444165104        6      200 SH      DEFINED 01 02               0      200        0
HUDSON UNITED BANC             COM              444165104      105     3812 SH      DEFINED 01 05               0     3812        0
HUFFY CORP                     COM              444356109      298    28354 SH      DEFINED 01              28354        0        0
HUGHES SUPPLY                  COM              444482103     1290    65716 SH      DEFINED 01              65716        0        0
HUMANA                         COM              444859102       14     1284 SH      DEFINED 01               1284        0        0
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HUMANA                         COM              444859102      441    41001 SH      DEFINED 01 03               0    41001        0
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HUMAN GENOME SCIENCE           COM              444903108       16       93 SH      DEFINED 01                 93        0        0
IRISH LIFE &                   COM              4455253          7      684 SH      DEFINED 01 10             684        0        0
J.B. HUNT TRANSPORT            COM              445658107       11      823 SH      DEFINED 01                823        0        0
J.B. HUNT TRANSPORT            COM              445658107        3      200 SH      DEFINED 01 02               0      200        0
SNIA ORDS                      COM              4457594          3     1300 SH      DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          4       34 SH      DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARE           COM              446150104       14      963 SH      DEFINED 01                963        0        0
HUNTINGTON BANCSHARE           COM              446150104      861    58589 SH      DEFINED 01 03               0    58589        0
HUNTINGTON BANCSHARE           COM              446150104        7      460 SH      DEFINED 01 05               0      460        0
ITALGAS(SOC                    COM              4468206          9     2000 SH      DEFINED 01 10            2000        0        0
JERONIMO MAR                   COM              4477235          2      200 SH      DEFINED 01 10             200        0        0
HURRIYET GAZETECILIK VE MATB O COM              447810995       60  6341999 SH      DEFINED 01 05               0  6341999        0
HUTCHINSON TECH                COM              448407106     1455    69075 SH      DEFINED 01              69075        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH      DEFINED 01                 23        0        0
ICN PHARMACEUT NEW             COM              448924100       56     1694 SH      DEFINED 01               1694        0        0
IDT CORP                       COM              448947101        3       88 SH      DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH      DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     2338    90355 SH      DEFINED 01              90355        0        0
HYSEQ INC                      COM              449163302        1       38 SH      DEFINED 01                 38        0        0
IBP INC                        COM              449223106       45     2478 SH      DEFINED 01               2478        0        0
ICG COMMUNICATIONS             COM              449246107        0      126 SH      DEFINED 01                126        0        0
ICOS CORP                      COM              449295104        5       91 SH      DEFINED 01                 91        0        0
IDEC PHARM                     COM              449370105    95365   543825 SH      DEFINED 01 02               0   543825        0
IDEC PHARMACEUTICALS CORP      COM              449370105    65064   371028 SH      DEFINED 01             371028        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105     3841    21900 SH      DEFINED 01 03               0    21900        0
IDEC PHARMACEUTICALS CORP      COM              449370105    70600   402600 SH      DEFINED 01 05               0   402600        0
IDX SYSTEMS                    COM              449491109        2      120 SH      DEFINED 01                120        0        0
IGEN INC                       COM              449536101        2       77 SH      DEFINED 01                 77        0        0
IHOP CORP NEW                  COM              449623107     1063    55602 SH      DEFINED 01              55602        0        0
IMC GLOBAL INC                 COM              449669100       37     2523 SH      DEFINED 01               2523        0        0
IMCO RECYCLING INC             COM              449681105      256    42656 SH      DEFINED 01              42656        0        0
KBC                            COM              4497749         33      808 SH      DEFINED 01 10             808        0        0
IPCS 144A         0.00%   07 1 PRF              44980YAA5     8355    15190 SH      DEFINED 01              15190        0        0
IPCS 144A         0.00%   07 1 PRF              44980YAA5     2327     4230 SH      DEFINED 01 05               0     4230        0
IMS HEALTH INC                 COM              449934108      208    10000 SH      DEFINED 01                  0    10000        0
IMS HEALTH INC                 COM              449934108       24     1158 SH      DEFINED 01               1158        0        0
IMS HEALTH INC                 COM              449934108     1488    71687 SH      DEFINED 01 03               0    71687        0
IMS HEALTH INC                 COM              449934108       11      544 SH      DEFINED 01 05               0      544        0
KVAERNER ASA CL A              COM              4502029          2      244 SH      DEFINED 01 10             244        0        0
LAFARGE                        COM              4502706         17      240 SH      DEFINED 01 10             240        0        0
ITC GDR                        COM              450318100      105     6200 SH      DEFINED 01 05               0     6200        0
ITC DELTACOM INC               COM              45031T104        3      296 SH      DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        4      185 SH      DEFINED 01                185        0        0
ITC LIMITED                    COM              45031U994     8366   537000 SH      DEFINED 01             537000        0        0
ITT EDUCATIONAL SVCS           COM              45068B109        3      110 SH      DEFINED 01                110        0        0
ITXC CORP                      COM              45069F109        1      100 SH      DEFINED 01                100        0        0
IXL ENTERPRISES INC            COM              450718101        1      304 SH      DEFINED 01                304        0        0
IBASIS INC                     COM              450732102        1       68 SH      DEFINED 01                 68        0        0
IBEAM BROADCAST CORP           COM              45073P101        2      310 SH      DEFINED 01                310        0        0
ITT INDUSTRIES                 COM              450911102       10      337 SH      DEFINED 01                337        0        0
ITT INDUSTRIES                 COM              450911102      647    19939 SH      DEFINED 01 03               0    19939        0
ITT INDUSTRIES                 COM              450911102        5      160 SH      DEFINED 01 05               0      160        0
IAM GOLD ORD                   COM              450913108      498   300000 SH      DEFINED 01             300000        0        0
IDACORP INC                    COM              451107106     2536    54836 SH      DEFINED 01              54836        0        0
IDACORP INC                    COM              451107106        7      160 SH      DEFINED 01 02               0      160        0
LEIF HOEGH & CO.               COM              4512017          2      163 SH      DEFINED 01 10             163        0        0
KEMIRA OYJ                     COM              4513612          3      500 SH      DEFINED 01 10             500        0        0
IDEX CORP                      COM              45167R104     2340    83747 SH      DEFINED 01              83747        0        0
IDEX CORP                      COM              45167R104        5      170 SH      DEFINED 01 02               0      170        0
IDEXX LABS INC                 COM              45168D104      482    18000 SH      DEFINED 01                  0    18000        0
IDEXX LABS INC                 COM              45168D104     2579    96401 SH      DEFINED 01              96401        0        0
IGATE CAPITAL CORPORATION      COM              45169U105        1      162 SH      DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101        2      579 SH      DEFINED 01                579        0        0
ILEX ONCOLOGY INC              COM              451923106     1205    40000 SH      DEFINED 01              40000        0        0
ILEX ONCOLOGY INC              COM              451923106        3      100 SH      DEFINED 01 02               0      100        0
ILEX ONCOLOGY INC              COM              451923106     7531   250000 SH      DEFINED 01 05               0   250000        0
KERRY GROUP                    COM              4519579          5      406 SH      DEFINED 01 10             406        0        0
ILLINOIS TOOL WORKS            COM              452308109    14360   257000 SH      DEFINED 01                  0   257000        0
ILLINOIS TOOL WORKS            COM              452308109   253787  4542043 SH      DEFINED 01            4542043        0        0
ILLINOIS TOOL WORKS            COM              452308109   130592  2337074 SH      DEFINED 01 02               0  2337074        0
ILLINOIS TOOL WORKS            COM              452308109     5827   104298 SH      DEFINED 01 03               0   104298        0
ILLINOIS TOOL WORKS            COM              452308109   112170  2007528 SH      DEFINED 01 05               0  2007528        0
ILLUMINET                      COM              452334105        1       50 SH      DEFINED 01                 50        0        0
IMATION CORP                   COM              45245A107       15      793 SH      DEFINED 01                793        0        0
IMATION CORP                   COM              45245A107        3      140 SH      DEFINED 01 02               0      140        0
IMCLONE SYSTEMS                COM              45245W109       10       86 SH      DEFINED 01                 86        0        0
IMCLONE SYSTEMS                COM              45245W109        5       45 SH      DEFINED 01 02               0       45        0
WARTSILA OY                    COM              4525189          2      100 SH      DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        1       85 SH      DEFINED 01                 85        0        0
IMMUNEX CORP                   COM              452528102    29799   685038 SH      DEFINED 01             685038        0        0
IMMUNEX CORP                   COM              452528102      650    14950 SH      DEFINED 01 02               0    14950        0
IMMUNEX CORP                   COM              452528102      587    13500 SH      DEFINED 01 03               0    13500        0
IMMUNEX CORP                   COM              452528102    49372  1135000 SH      DEFINED 01 05               0  1135000        0
IMMUNE RESPONSE CORP           COM              45252T106      524    76223 SH      DEFINED 01              76223        0        0
IMMUNOGEN INC                  COM              45253H101        7      200 SH      DEFINED 01 02               0      200        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     1734    40000 SH      DEFINED 01              40000        0        0
IMPERIAL BANCORP               COM              452556103     5815   304106 SH      DEFINED 01             304106        0        0
IMPERIAL BANCORP               COM              452556103        4      200 SH      DEFINED 01 02               0      200        0
IMPERIAL BANCORP               COM              452556103       94     4900 SH      DEFINED 01 05               0     4900        0
IMMUNOMEDICS INC               COM              452907108        3      166 SH      DEFINED 01                166        0        0
INCO LIMITED                   COM              453258402        7      412 SH      DEFINED 01                412        0        0
INCO LIMITED                   COM              453258402      686    42541 SH      DEFINED 01 03               0    42541        0
INCO LIMITED                   COM              453258402        5      332 SH      DEFINED 01 05               0      332        0
INCYTE GENOMICS INC            COM              45337C102     1272    30940 SH      DEFINED 01              30940        0        0
INDEPENDENCE COMM BK           COM              453414104        2      169 SH      DEFINED 01                169        0        0
SUEZ LYONN E                   COM              4540438         39      253 SH      DEFINED 01 10             253        0        0
LAGARDERE SC                   COM              4547213         19      313 SH      DEFINED 01 10             313        0        0
MAYR-MELWKOF KARTON            COM              4563640          1       21 SH      DEFINED 01 10              21        0        0
INDYMAC BANCORP INC            COM              456607100        3      143 SH      DEFINED 01                143        0        0
INFINITY BROADCASTIN           COM              45662S102     9941   301250 SH      DEFINED 01                  0   301250        0
INFINITY BROADCASTIN           COM              45662S102    54495  1651363 SH      DEFINED 01            1651363        0        0
INFINITY BROADCASTIN           COM              45662S102     1040    31500 SH      DEFINED 01 02               0    31500        0
INFINITY BROADCASTIN           COM              45662S102   108818  3297500 SH      DEFINED 01 05               0  3297500        0
INET TECH                      COM              45662V105        5      169 SH      DEFINED 01                169        0        0
INFOCURE CORP                  COM              45665A108        0      101 SH      DEFINED 01                101        0        0
INFOCUS CORPORATION            COM              45665B106     7116   134291 SH      DEFINED 01             134291        0        0
INFOCUS CORPORATION            COM              45665B106       11      200 SH      DEFINED 01 02               0      200        0
INFOCUS CORPORATION            COM              45665B106      164     3100 SH      DEFINED 01 05               0     3100        0
INFORMATICA CORP               COM              45666Q102     1194    12809 SH      DEFINED 01              12809        0        0
INFORMATICA CORP               COM              45666Q102       10      110 SH      DEFINED 01 02               0      110        0
INFONET SERVICES               COM              45666T106        5      472 SH      DEFINED 01                472        0        0
INFORMIX CORP                  COM              456779107      281    68000 SH      DEFINED 01                  0    68000        0
INFORMIX CORP                  COM              456779107       27     6326 SH      DEFINED 01               6326        0        0
INFOSYS TECHNOLOGIES-SP ADR    COM              456788108       79      600 SH      DEFINED 01 05               0      600        0
INFOSYS TECHNOLOGIES ORD       COM              456788991     5743    36000 SH      DEFINED 01              36000        0        0
Infospace Com Inc              COM              45678T102    34996  1156901 SH      DEFINED 01                  0  1156901        0
INFOSPACE INC                  COM              45678T102       11      365 SH      DEFINED 01                365        0        0
INFOSPACE INC                  COM              45678T102        8      250 SH      DEFINED 01 02               0      250        0
INGERSOLL-RAND CO              COM              456866102     1816    53621 SH      DEFINED 01              53621        0        0
INGERSOLL-RAND CO              COM              456866102     1318    38893 SH      DEFINED 01 03               0    38893        0
INGERSOLL-RAND CO              COM              456866102       10      295 SH      DEFINED 01 05               0      295        0
INGERSOLL RAND                 CONV PRF         456867209     5544   308000 SH      DEFINED 01                  0   308000        0
INGERSOLL RAND 6.75% PERP CVT  PRF              456867209    25731  1429530 SH      DEFINED 01            1429530        0        0
INGERSOLL RAND 6.75% PERP CVT  PRF              456867209      462    25670 SH      DEFINED 01 05               0    25670        0
INFORMATION RESOURCE           COM              456905108      551    80867 SH      DEFINED 01              80867        0        0
INGRAM MICRO                   COM              457153104        4      266 SH      DEFINED 01                266        0        0
INHALE THERAPEUTIC             COM              457191104     4856    86146 SH      DEFINED 01              86146        0        0
INHALE THERAPEUTIC             COM              457191104      118     2100 SH      DEFINED 01 05               0     2100        0
INKTOMI CORP                   COM              457277101     1160    10175 SH      DEFINED 01              10175        0        0
INKTOMI CORP                   COM              457277101    32269   283050 SH      DEFINED 01 02               0   283050        0
INKTOMI CORP                   COM              457277101      627     5500 SH      DEFINED 01 03               0     5500        0
INKTOMI CORP                   COM              457277101     7980    70000 SH      DEFINED 01 05               0    70000        0
MEDIOBANCA S                   COM              4574813         16     1500 SH      DEFINED 01 10            1500        0        0
INNOVEX INC                    COM              457647105      563    41288 SH      DEFINED 01              41288        0        0
INPUT/OUTPUT INC               COM              457652105     1351   140393 SH      DEFINED 01             140393        0        0
INSIGHT ENTERPRISES            COM              45765U103     6595   242011 SH      DEFINED 01             242011        0        0
INSIGHT ENTERPRISES            COM              45765U103        5      180 SH      DEFINED 01 02               0      180        0
INSIGHT ENTERPRISES            COM              45765U103       82     3000 SH      DEFINED 01 05               0     3000        0
INSITUFORM TECH INC            COM              457667103     2322    69070 SH      DEFINED 01              69070        0        0
INSIGHT COMM INC               COM              45768V108        4      254 SH      DEFINED 01                254        0        0
INRANGE TECHNOLOGIES           COM              45769V206     1200    22650 SH      DEFINED 01              22650        0        0
INRANGE TECHNOLOGIES           COM              45769V206     2675    50450 SH      DEFINED 01 02               0    50450        0
INRANGE TECHNOLOGIES           COM              45769V206      111     2100 SH      DEFINED 01 03               0     2100        0
INSTEEL INDS INC               COM              45774W108       96    23549 SH      DEFINED 01              23549        0        0
INSURANCE AUTO AUCTS           COM              457875102      526    32497 SH      DEFINED 01              32497        0        0
INSUR SERV OFFICE IN           COM              45806@109      247    11767 SH      DEFINED 01                  0    11767        0
INSWEB CORP                    COM              45809K103        0      103 SH      DEFINED 01                103        0        0
INTEGRATED DEV TECH            COM              458118106    41166   454881 SH      DEFINED 01             454881        0        0
INTEGRATED DEV TECH            COM              458118106       24      257 SH      DEFINED 01 02               0      257        0
INTEGRATED DEV TECH            COM              458118106    37386   413100 SH      DEFINED 01 05               0   413100        0
INTEGRATED ELECTRICA           COM              45811E103        0       41 SH      DEFINED 01                 41        0        0
INTERGRATED CIRCUT             COM              45811K208     1484    80236 SH      DEFINED 01              80236        0        0
INTEGRATED SILICON             COM              45812P107        4      290 SH      DEFINED 01 02               0      290        0
INTEL                          COM              458140100    35634   856068 SH      DEFINED 01                  0   856068        0
INTEL                          COM              458140100  1121017 26931399 SH      DEFINED 01           26931399        0        0
INTEL                          COM              458140100   206447  4959851 SH      DEFINED 01 02               0  4959851        0
INTEL                          COM              458140100    73957  1776750 SH      DEFINED 01 03               0  1776750        0
INTEL                          COM              458140100   363580  8734646 SH      DEFINED 01 05               0  8734646        0
INTEL CORP                     COM              458140100     2235    53690 SH      DEFINED 11 12               0    53690        0
INTEL CORP                     COM              458140100    15384   369600 SH      DEFINED 11 12 13            0   369600        0
INTEGRA BANK CORPORATION       COM              45814P105        2       78 SH      DEFINED 01                 78        0        0
VALORA HOLDI                   COM              4581619          2       10 SH      DEFINED 01 10              10        0        0
INTER-TEL                      COM              458372109      836    73497 SH      DEFINED 01              73497        0        0
INTERFACE FLRNG SYS            COM              458665106     1133   142120 SH      DEFINED 01             142120        0        0
INTERDIGITAL COMM CO           COM              45866A105        3      228 SH      DEFINED 01                228        0        0
INTERNET SOFTWARE              COM              458742103        1      133 SH      DEFINED 01                133        0        0
INTERMAGNETICS GENER           COM              458771102     3994   150027 SH      DEFINED 01             150027        0        0
INTERMAGNETICS GENER           COM              458771102        5      180 SH      DEFINED 01 02               0      180        0
INTERMAGNETICS GENER           COM              458771102      117     4400 SH      DEFINED 01 05               0     4400        0
INTERMEDIA COMM FL             COM              458801107     8641   292890 SH      DEFINED 01             292890        0        0
INTERMEDIA COMM FL             COM              458801107        4      125 SH      DEFINED 01 02               0      125        0
INTERMEDIA COMM FL             COM              458801107     1538    52157 SH      DEFINED 01 05               0    52157        0
INTERMEDIA PIK PFD B  03 31 20 PRF              458801404    36471    37991 SH      DEFINED 01              37991        0        0
INTERMEDIA PIK PFD B  03 31 20 PRF              458801404     7689     8009 SH      DEFINED 01 05               0     8009        0
INTERMEDIA COMM CONV 7% CONV T PRF              458801792    11141   487000 SH      DEFINED 01             487000        0        0
INTERMEDIA COMM FL   RESTRICTE COM              458801974      631    21391 SH      DEFINED 01              21391        0        0
INTERMEDIA COMM FL   RESTRICTE COM              458801974      335    11355 SH      DEFINED 01 05               0    11355        0
INTERMET CORP                  COM              45881K104      512    70606 SH      DEFINED 01              70606        0        0
MICHELIN(CGD                   COM              4588364          8      300 SH      DEFINED 01 10             300        0        0
INTERNAP NETWORKS              COM              45885A102        6      200 SH      DEFINED 01                200        0        0
INTERNAP NETWORKS              COM              45885A102     6462   200000 SH      DEFINED 01 05               0   200000        0
INTERMUNE PHARMACEU            COM              45885B100        5      100 SH      DEFINED 01 02               0      100        0
INTERMUNE PHARMACEU            COM              45885B100    27125   500000 SH      DEFINED 01 05               0   500000        0
International Alum Corp        COM              458884103        0        1 SH      DEFINED 01                  1        0        0
INTERNATIONAL BNCSHR           COM              459044103        2       55 SH      DEFINED 01                 55        0        0
IBM                            COM              459200101  1058686  9410545 SH      DEFINED 01            9410545        0        0
IBM                            COM              459200101    54043   480389 SH      DEFINED 01 03               0   480389        0
IBM                            COM              459200101   240575  2138445 SH      DEFINED 01 05               0  2138445        0
INTL BUSINESS MACH             COM              459200101    72939   648350 SH      DEFINED 01 02               0   648350        0
INTL FLAVORS & FRAG            COM              459506101        7      391 SH      DEFINED 01                391        0        0
INTL FLAVORS & FRAG            COM              459506101      437    23921 SH      DEFINED 01 03               0    23921        0
INTL FLAVORS & FRAG            COM              459506101        3      182 SH      DEFINED 01 05               0      182        0
DOUGLAS HLDG                   COM              4596680          3      100 SH      DEFINED 01 10             100        0        0
CONTINENTAL                    COM              4598589          5      300 SH      DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102       52     1535 SH      DEFINED 01               1535        0        0
INTL MULTIFOODS                COM              460043102        6      360 SH      DEFINED 01                360        0        0
ING GROEP NV                   COM              460122997    80304  1205578 SH      DEFINED 01            1205578        0        0
ING GROEP NV                   COM              460122997      260     3910 SH      DEFINED 01 03               0     3910        0
ING GROEP NV                   COM              460122997    68476  1027989 SH      DEFINED 01 05               0  1027989        0
INTERNATIONAL PAPER            COM              460146103     4160   145000 SH      DEFINED 01                  0   145000        0
INTERNATIONAL PAPER            COM              460146103    66238  2308924 SH      DEFINED 01            2308924        0        0
INTERNATIONAL PAPER            COM              460146103     7752   270195 SH      DEFINED 01 02               0   270195        0
INTERNATIONAL PAPER            COM              460146103     4430   154412 SH      DEFINED 01 03               0   154412        0
INTERNATIONAL PAPER            COM              460146103     8863   308992 SH      DEFINED 01 05               0   308992        0
INTL RECTIFIER CORP            COM              460254105     4242    83878 SH      DEFINED 01              83878        0        0
INTL RECTIFIER CORP            COM              460254105       96     1900 SH      DEFINED 01 05               0     1900        0
INTL SPEEDWAY                  COM              460335201       43     1104 SH      DEFINED 01               1104        0        0
INTL SPECIALTY PRODS           COM              460337108        1      224 SH      DEFINED 01                224        0        0
INTERNET CAPITAL GP            COM              46059C106        1       46 SH      DEFINED 01                 46        0        0
Interactive Pictures Corp      COM              46059S101     2416   444259 SH      DEFINED 01                  0   444259        0
INTERNET SECURITY SYSTEMS      COM              46060X107        5       62 SH      DEFINED 01                 62        0        0
INTERPUBLIC GROUP              COM              460690100     1268    37212 SH      DEFINED 01              37212        0        0
INTERPUBLIC GROUP              COM              460690100     2571    75492 SH      DEFINED 01 03               0    75492        0
INTERPUBLIC GROUP              COM              460690100       19      564 SH      DEFINED 01 05               0      564        0
INTERSIL HOLDING COR           COM              46069S109        5       92 SH      DEFINED 01                 92        0        0
INTERSTATE BAKERIES            COM              46072H108       21     1377 SH      DEFINED 01               1377        0        0
INTRANET SOLUTIONS             COM              460939309     8137   162756 SH      DEFINED 01             162756        0        0
INTRANET SOLUTIONS             COM              460939309        8      160 SH      DEFINED 01 02               0      160        0
INTRANET SOLUTIONS             COM              460939309      207     4144 SH      DEFINED 01 05               0     4144        0
INTERNET.COM                   COM              460967102        2       79 SH      DEFINED 01                 79        0        0
INTERTRUST TECH                COM              46113Q109        4      360 SH      DEFINED 01                360        0        0
INTERTRUST TECH                COM              46113Q109      482    40000 SH      DEFINED 01 05               0    40000        0
INTERVOICE-BRITE INC           COM              461142101      958    91308 SH      DEFINED 01              91308        0        0
INTERWORLD CORP                COM              46114Q108        0       49 SH      DEFINED 01                 49        0        0
INTERWOVEN INC                 COM              46114T102     6739    59602 SH      DEFINED 01              59602        0        0
INTERWOVEN INC                 COM              46114T102       16      140 SH      DEFINED 01 02               0      140        0
INTERWOVEN INC                 COM              46114T102      124     1100 SH      DEFINED 01 05               0     1100        0
INTIMATE BRANDS                COM              461156101      667    35700 SH      DEFINED 01                  0    35700        0
INTIMATE BRANDS                COM              461156101     1303    69774 SH      DEFINED 01              69774        0        0
INTIMATE BRANDS                COM              461156101    10852   580735 SH      DEFINED 01 03               0   580735        0
INTRAWARE INC                  COM              46118M103        1       67 SH      DEFINED 01                 67        0        0
INTUIT                         COM              461202103     7433   130413 SH      DEFINED 01             130413        0        0
INTUIT                         COM              461202103    74961  1315090 SH      DEFINED 01 02               0  1315090        0
INTUIT                         COM              461202103     2628    46100 SH      DEFINED 01 03               0    46100        0
INVACARE CORP                  COM              461203101     2692    83808 SH      DEFINED 01              83808        0        0
INVACARE CORP                  COM              461203101        6      200 SH      DEFINED 01 02               0      200        0
INVESTMENT TECH GROUP          COM              46145F105       28      688 SH      DEFINED 01                688        0        0
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NESTLE SA                      COM              4616696        207       95 SH      DEFINED 01 10              95        0        0
INVITROGEN CORP                COM              46185R100    41612   585076 SH      DEFINED 01             585076        0        0
INVITROGEN CORP                COM              46185R100    24416   343300 SH      DEFINED 01 02               0   343300        0
INVITROGEN CORP                COM              46185R100      655     9200 SH      DEFINED 01 03               0     9200        0
INVITROGEN CORP                COM              46185R100    47220   663900 SH      DEFINED 01 05               0   663900        0
INVESTORS FINL SERV            COM              461915100     9959   157778 SH      DEFINED 01             157778        0        0
INVESTORS FINL SERV            COM              461915100      177     2800 SH      DEFINED 01 05               0     2800        0
IOMEGA CORP                    COM              462030107        5     1016 SH      DEFINED 01               1016        0        0
IONICS                         COM              462218108      961    45124 SH      DEFINED 01              45124        0        0
IPALCO ENTERPRISES             COM              462613100       46     1979 SH      DEFINED 01               1979        0        0
IRON MOUNTAIN INC              COM              462846106      407    11000 SH      DEFINED 01                  0    11000        0
IRON MOUNTAIN INC              COM              462846106        8      225 SH      DEFINED 01                225        0        0
IRWIN FINL CORP                COM              464119106        2      103 SH      DEFINED 01                103        0        0
NORD-EST                       COM              4641193          1       30 SH      DEFINED 01 10              30        0        0
NKT HOLDING A/S                COM              4642464          6       20 SH      DEFINED 01 10              20        0        0
ISHARES MSCI JAPAN I           COM              464286848       22     1620 SH      DEFINED 01 02               0     1620        0
ISHARES TRUST-S&P400           COM              464287606       25      173 SH      DEFINED 01 02               0      173        0
ISHARES TRUST-S&P              COM              464287861       45      594 SH      DEFINED 01 02               0      594        0
NORSK HYDRO                    COM              4645805         30      717 SH      DEFINED 01 10             717        0        0
NORSKE                         COM              4647436          3      100 SH      DEFINED 01 10             100        0        0
OMV AG                         COM              4651459          4       60 SH      DEFINED 01 10              60        0        0
ISS DC                         COM              465199990     1472    23704 SH      DEFINED 01              23704        0        0
ISS DC                         COM              465199990      150     2411 SH      DEFINED 01 03               0     2411        0
ITRON INC                      COM              465741106      260    42425 SH      DEFINED 01              42425        0        0
I2 TECHNOLOGIES                COM              465754109    80725   431541 SH      DEFINED 01             431541        0        0
I2 TECHNOLOGIES                COM              465754109   163111   871972 SH      DEFINED 01 02               0   871972        0
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IVAX                           COM              465823102     3864    84000 SH      DEFINED 01                  0    84000        0
IVAX                           COM              465823102      887    19302 SH      DEFINED 01              19302        0        0
JDN REALTY CORP                COM              465917102        1      106 SH      DEFINED 01                106        0        0
J & J SNACK FOODS CO           COM              466032109      307    23754 SH      DEFINED 01              23754        0        0
JDS UNIPHASE CORP              COM              46612J101     4545    48000 SH      DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101  1041883 11003391 SH      DEFINED 01           11003391        0        0
JDS UNIPHASE CORP              COM              46612J101    87082   919648 SH      DEFINED 01 02               0   919648        0
JDS UNIPHASE CORP              COM              46612J101    24498   258731 SH      DEFINED 01 03               0   258731        0
JDS UNIPHASE CORP              COM              46612J101   289177  3054018 SH      DEFINED 01 05               0  3054018        0
OEST                           COM              4661607          7       72 SH      DEFINED 01 10              72        0        0
JLG INDUSTRIES       JLG INDUS COM              466210101     1479   121319 SH      DEFINED 01             121319        0        0
JNI CORP                       COM              46622G105        4       50 SH      DEFINED 01                 50        0        0
JABIL CIRCUIT                  COM              466313103   109589  1931081 SH      DEFINED 01            1931081        0        0
JABIL CIRCUIT                  COM              466313103   303902  5355100 SH      DEFINED 01 05               0  5355100        0
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JACK IN THE BOX INC            COM              466367109     2286   106598 SH      DEFINED 01             106598        0        0
JACK IN THE BOX INC            COM              466367109        4      190 SH      DEFINED 01 02               0      190        0
OUTOKUMPU OY                   COM              4665148          4      500 SH      DEFINED 01 10             500        0        0
CPR                            COM              4671888          1       27 SH      DEFINED 01 10              27        0        0
PERNOD-RICAR                   COM              4682329          6      125 SH      DEFINED 01 10             125        0        0
PEUGEOT SA                     COM              4683827         19      104 SH      DEFINED 01 10             104        0        0
PIRELLI SPA                    COM              4689900         14     5000 SH      DEFINED 01 10            5000        0        0
JACOBS ENGR GROUP              COM              469814107     3714    92163 SH      DEFINED 01              92163        0        0
INDEPENDENT                    COM              4699103          2      608 SH      DEFINED 01 10             608        0        0
JAKKS PACIFIC INC              COM              47012E106      508    54054 SH      DEFINED 01              54054        0        0
PARMALAT FIN                   COM              4714404          4     2500 SH      DEFINED 01 10            2500        0        0
KUOMI REISEN NAMEN B           COM              4714750          7       16 SH      DEFINED 01 10              16        0        0
RAS                            COM              4718246         24     1800 SH      DEFINED 01 10            1800        0        0
PORTUCEL INDUSTRIAL EMPRESA    COM              4719078          1      193 SH      DEFINED 01 10             193        0        0
JEFFERIES GROUP -NEW           COM              472319102     4147   154290 SH      DEFINED 01             154290        0        0
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RAUTARUUKKI OYJ                COM              4727662          2      500 SH      DEFINED 01 10             500        0        0
AGIV AG DEM                    COM              4736011          1      100 SH      DEFINED 01 10             100        0        0
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RINASCENTE(L                   COM              4740034          5     1000 SH      DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844         13      400 SH      DEFINED 01 10             400        0        0
ROCHE HOLDING AG-BEARER        COM              4745749         20        2 SH      DEFINED 01 10               2        0        0
ROCHE HLDGS                    COM              4745772        179       20 SH      DEFINED 01 10              20        0        0
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SWATCH GROUP                   COM              4762351         12       40 SH      DEFINED 01 10              40        0        0
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SKF AB                         COM              4767066          1      100 SH      DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          1      100 SH      DEFINED 01 10             100        0        0
CIE DE ST-GO                   COM              4768371         25      199 SH      DEFINED 01 10             199        0        0
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JOHN NUVEEN                    COM              478035108        3       54 SH      DEFINED 01                 54        0        0
JOHN NUVEEN                    COM              478035108     3019    62400 SH      DEFINED 01 03               0    62400        0
JOHNNIC HOLDINGS LTD           COM              478100993     4104   316300 SH      DEFINED 01             316300        0        0
JOHNNIC HOLDINGS LTD           COM              478100993       52     4000 SH      DEFINED 01 05               0     4000        0
JOHNS MANVILLE                 COM              478129109        3      269 SH      DEFINED 01                269        0        0
JOHNSON & JOHNSON              COM              478160104    11989   127620 SH      DEFINED 01             127620        0        0
JOHNSON & JOHNSON              COM              478160104      154     1643 SH      DEFINED 01 02               0     1643        0
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JOHNSON & JOHNSON              COM              478160104      239     2546 SH      DEFINED 01 05               0     2546        0
JOHNSON CONTROLS               COM              478366107       17      328 SH      DEFINED 01                328        0        0
JOHNSON CONTROLS               COM              478366107     1093    20549 SH      DEFINED 01 03               0    20549        0
JOHNSON CONTROLS               COM              478366107        8      157 SH      DEFINED 01 05               0      157        0
SCHIBSTED AS                   COM              4790534          4      200 SH      DEFINED 01 10             200        0        0
SEB SA                         COM              4792132          2       34 SH      DEFINED 01 10              34        0        0
JONES APPAREL GROUP            COM              480074103     1682    63475 SH      DEFINED 01              63475        0        0
LASALLE PARTNERS               COM              48020Q107        1       46 SH      DEFINED 01                 46        0        0
SIKA FINANZ                    COM              4808084          3       10 SH      DEFINED 01 10              10        0        0
SIMCO                          COM              4809689          3       50 SH      DEFINED 01 10              50        0        0
JOURNAL REGISTER CO            COM              481138105        2      147 SH      DEFINED 01                147        0        0
JOURNAL REGISTER CO            COM              481138105        5      300 SH      DEFINED 01 02               0      300        0
SIRTI SPA                      COM              4811899          1      500 SH      DEFINED 01 10             500        0        0
SKAND ENSKIL                   COM              4813345         20     1720 SH      DEFINED 01 10            1720        0        0
SKANSKA AB                     COM              4813431         10      300 SH      DEFINED 01 10             300        0        0
SMURFIT(JEFF                   COM              4816151          4     2555 SH      DEFINED 01 10            2555        0        0
SODEXHO ALLI                   COM              4818306         12       73 SH      DEFINED 01 10              73        0        0
JUNIPER                        COM              48203R104   272777  1245908 SH      DEFINED 01            1245908        0        0
JUNIPER                        COM              48203R104    29262   133649 SH      DEFINED 01 02               0   133649        0
JUNIPER                        COM              48203R104     1576     7200 SH      DEFINED 01 03               0     7200        0
JUNIPER                        COM              48203R104   243754  1113350 SH      DEFINED 01 05               0  1113350        0
JUNO ONLINE SERVICES           COM              482048105        1      131 SH      DEFINED 01                131        0        0
JUPITER MEDIA METRIX INC       COM              48206U104        1       40 SH      DEFINED 01                 40        0        0
SOLVAY SA                      COM              4821100         12      200 SH      DEFINED 01 10             200        0        0
SGS SOCIETE GENERALE           COM              4824778          3       10 SH      DEFINED 01 10              10        0        0
KLA-TENCOR CORP                COM              482480100     1648    40011 SH      DEFINED 01              40011        0        0
KLA-TENCOR CORP                COM              482480100     1877    45574 SH      DEFINED 01 03               0    45574        0
KLA-TENCOR CORP                COM              482480100       14      340 SH      DEFINED 01 05               0      340        0
KMC TELECOM WTS EXP 1/31/08    COM              482562121       30    15000 SH      DEFINED 01              15000        0        0
KMC TELECOM WTS EXP 1/31/08    COM              482562121       16     8000 SH      DEFINED 01 05               0     8000        0
K-MART CORPORATION             COM              482584109       12     1854 SH      DEFINED 01               1854        0        0
K-MART CORPORATION             COM              482584109      836   139377 SH      DEFINED 01 03               0   139377        0
K-MART CORPORATION             COM              482584109        5      879 SH      DEFINED 01 05               0      879        0
K-SWISS                        COM              482686102      637    28299 SH      DEFINED 01              28299        0        0
K2 INC                         COM              482732104      446    49856 SH      DEFINED 01              49856        0        0
KAISER ALUMINUM CORP           COM              483007100        2      286 SH      DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         23      368 SH      DEFINED 01 10             368        0        0
KAMAN CORP                     COM              483548103      815    64531 SH      DEFINED 01              64531        0        0
KANA COMMUN                    COM              483600102      581    26154 SH      DEFINED 01              26154        0        0
SMEDVIG ASA-A SHARES           COM              4837914          3      135 SH      DEFINED 01 10             135        0        0
SCHERING AG                    COM              4845757         31      500 SH      DEFINED 01 10             500        0        0
SAP AG                         COM              4846288         87      435 SH      DEFINED 01 10             435        0        0
FORENINGSSPA                   COM              4846523         17     1200 SH      DEFINED 01 10            1200        0        0
SAP AG                         COM              4846868         73      300 SH      DEFINED 01 10             300        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH      DEFINED 01 10             200        0        0
SWISS REINSURANCE CO. REGD     COM              4850029         66       34 SH      DEFINED 01 10              34        0        0
KANSAS CITY P & L              COM              485134100     3088   115674 SH      DEFINED 01             115674        0        0
KANSAS CITY P & L              COM              485134100        6      230 SH      DEFINED 01 02               0      230        0
KANSAS CITY P & L              COM              485134100      112     4200 SH      DEFINED 01 05               0     4200        0
KANSAS CITY SOUTHERN INDS      COM              485170302        1       86 SH      DEFINED 01                 86        0        0
STOREBRAND A                   COM              4852832          4      600 SH      DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          6       10 SH      DEFINED 01 10              10        0        0
KAUFMAN & BROAD HOME           COM              486168107       10      387 SH      DEFINED 01                387        0        0
KAUFMAN & BROAD HOME           COM              486168107        4      130 SH      DEFINED 01 02               0      130        0
KAUFMAN & BROAD HOME           COM              486168107      317    11784 SH      DEFINED 01 03               0    11784        0
KAUFMAN & BROAD HOME           COM              486168107        2       88 SH      DEFINED 01 05               0       88        0
SVENSKA CELL                   COM              4865379          9      500 SH      DEFINED 01 10             500        0        0
KAYDON CORP                    COM              486587108       15      656 SH      DEFINED 01                656        0        0
KEANE INC                      COM              486665102       25     1451 SH      DEFINED 01               1451        0        0
KEEBLER FOODS CO               COM              487256109        5      130 SH      DEFINED 01                130        0        0
KEEBLER FOODS CO               COM              487256109    16800   400000 SH      DEFINED 01 05               0   400000        0
TECHNIP                        COM              4874160          5       34 SH      DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104     1820    26000 SH      DEFINED 01              26000        0        0
KEITHLEY INSTRUMENTS           COM              487584104        4       60 SH      DEFINED 01 02               0       60        0
T.I.M.SPA                      COM              4876735         19     4000 SH      DEFINED 01 10            4000        0        0
T.I.M.SPA                      COM              4876746        130    16000 SH      DEFINED 01 10           16000        0        0
KELLOGG CO.                    COM              487836108       37     1548 SH      DEFINED 01               1548        0        0
KELLOGG CO.                    COM              487836108     2383    98519 SH      DEFINED 01 03               0    98519        0
KELLOGG CO.                    COM              487836108       18      743 SH      DEFINED 01 05               0      743        0
KELLWOOD             TEXTILES  COM              488044108     1214    66512 SH      DEFINED 01              66512        0        0
KELLY SERVICES                 COM              488152208       18      759 SH      DEFINED 01                759        0        0
KEMET CORP                     COM              488360108    14589   528108 SH      DEFINED 01             528108        0        0
KEMET CORP                     COM              488360108      153     5524 SH      DEFINED 01 05               0     5524        0
KENNAMETAL INC                 COM              489170100     3265   126757 SH      DEFINED 01             126757        0        0
KENNAMETAL INC                 COM              489170100      124     4800 SH      DEFINED 01 05               0     4800        0
USINOR                         COM              4894544          5      528 SH      DEFINED 01 10             528        0        0
TRELLEBORG SER B               COM              4902384          1      200 SH      DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        248     1694 SH      DEFINED 01 10            1694        0        0
KENT ELECTRONICS               COM              490553104     2774   116215 SH      DEFINED 01             116215        0        0
KENT ELECTRONICS               COM              490553104        5      200 SH      DEFINED 01 02               0      200        0
UNIBAIL SA                     COM              4911346          5       34 SH      DEFINED 01 10              34        0        0
UNION ELEC F                   COM              4913223         13      717 SH      DEFINED 01 10             717        0        0
VA TECHNOLOG                   COM              4921635          2       35 SH      DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107   168954  2550248 SH      DEFINED 01            2550248        0        0
KERR MCGEE                     COM              492386107       27      400 SH      DEFINED 01 02               0      400        0
KERR MCGEE                     COM              492386107     3114    46997 SH      DEFINED 01 03               0    46997        0
KERR MCGEE                     COM              492386107    74544  1125194 SH      DEFINED 01 05               0  1125194        0
STORK NV                       COM              4925701          1       74 SH      DEFINED 01 10              74        0        0
KEY ENERGY SERVICES            COM              492914106        4      400 SH      DEFINED 01 02               0      400        0
KEY PRODUCTION CO              COM              493138101        3      150 SH      DEFINED 01 02               0      150        0
KEYCORP NEW                    COM              493267108       43     1672 SH      DEFINED 01               1672        0        0
KEYCORP NEW                    COM              493267108     2633   104015 SH      DEFINED 01 03               0   104015        0
KEYCORP NEW                    COM              493267108       20      788 SH      DEFINED 01 05               0      788        0
KEY3MEDIA GROUP                COM              49326R104        1       80 SH      DEFINED 01                 80        0        0
KEYNOTE SYSTEMS INC            COM              493308100     3425   128055 SH      DEFINED 01             128055        0        0
KEYNOTE SYSTEMS INC            COM              493308100        5      170 SH      DEFINED 01 02               0      170        0
KEYNOTE SYSTEMS INC            COM              493308100       86     3200 SH      DEFINED 01 05               0     3200        0
KEYSPAN CORP                   COM              49337W100    46165  1150521 SH      DEFINED 01            1150521        0        0
KEYSPAN CORP                   COM              49337W100     1269    31630 SH      DEFINED 01 03               0    31630        0
KEYSPAN CORP                   COM              49337W100       10      245 SH      DEFINED 01 05               0      245        0
KEYSTONE FINL INC              COM              493482103       23     1031 SH      DEFINED 01               1031        0        0
VALEO                          COM              4937579          8      180 SH      DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          5      300 SH      DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         11      700 SH      DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          2     1580 SH      DEFINED 01 10            1580        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH      DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108        3      104 SH      DEFINED 01                104        0        0
E.ON AG                        COM              4942904         87     1700 SH      DEFINED 01 10            1700        0        0
KIMBERLY CLARK                 COM              494368103     4912    88000 SH      DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103   164561  2948477 SH      DEFINED 01            2948477        0        0
KIMBERLY CLARK                 COM              494368103   153922  2757780 SH      DEFINED 01 02               0  2757780        0
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KIMBERLY CLARK                 COM              494368103    51623   924968 SH      DEFINED 01 05               0   924968        0
PECHINEY                       COM              4943792          7      177 SH      DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        4       94 SH      DEFINED 01                 94        0        0
KINDER MORGAN INC              COM              49455P101     2471    60375 SH      DEFINED 01              60375        0        0
KING PHARMACEUTICAL            COM              495582108     1344    40219 SH      DEFINED 01              40219        0        0
KINGSGATE AU;KCN /AUD          COM              496500992      520  1500000 SH      DEFINED 01            1500000        0        0
KIRBY CORP                     COM              497266106     1337    68108 SH      DEFINED 01              68108        0        0
KNIGHT RIDDER                  COM              499040103       15      297 SH      DEFINED 01                297        0        0
KNIGHT RIDDER                  COM              499040103      946    18621 SH      DEFINED 01 03               0    18621        0
KNIGHT RIDDER                  COM              499040103        7      138 SH      DEFINED 01 05               0      138        0
KNIGHT TRADING GROUP INC       COM              499063105        6      180 SH      DEFINED 01                180        0        0
KNOLOGY HLDGS WT EXP 10/15/200 COM              499183119       16    11000 SH      DEFINED 01              11000        0        0
KNOLOGY HLDGS WT EXP 10/15/200 COM              499183119        2     1500 SH      DEFINED 01 05               0     1500        0
ZODIAC                         COM              4994693          2       11 SH      DEFINED 01 10              11        0        0
BK AUSTRIA A                   COM              4999621         12      223 SH      DEFINED 01 10             223        0        0
KOGER EQUITY INC               COM              500228101        2      131 SH      DEFINED 01                131        0        0
KOHLS CORP                     COM              500255104    13471   233503 SH      DEFINED 01             233503        0        0
KOHLS CORP                     COM              500255104     1108    19206 SH      DEFINED 01 02               0    19206        0
KOHLS CORP                     COM              500255104     5334    92467 SH      DEFINED 01 03               0    92467        0
KOHLS CORP                     COM              500255104    98311  1704204 SH      DEFINED 01 05               0  1704204        0
KOMATSU 6301                   COM              500456991      632   104000 SH      DEFINED 01             104000        0        0
KOMATSU 6301                   COM              500456991       79    13000 SH      DEFINED 01 03               0    13000        0
KOPIN                          COM              500600101        2      122 SH      DEFINED 01                122        0        0
KOREA ELEC POWER     1576 KS/K COM              500610993     5211   199700 SH      DEFINED 01             199700        0        0
KOREA ELECTRIC POWER ADR       COM              500631106       99     7550 SH      DEFINED 01 05               0     7550        0
KOREAN TELECOM       KR;3020   COM              500637996     3834    64000 SH      DEFINED 01              64000        0        0
KOREA TELECOM ADR              COM              50063P103       74     2200 SH      DEFINED 01 05               0     2200        0
KORN FERRY INTL                COM              500643200        3       91 SH      DEFINED 01                 91        0        0
KORN FERRY INTL                COM              500643200        6      150 SH      DEFINED 01 02               0      150        0
RWE AG                         COM              5007307         34     1000 SH      DEFINED 01 10            1000        0        0
RWE AG                         COM              5007318          6      200 SH      DEFINED 01 10             200        0        0
KRISPY KREME DONUTS            COM              501014104     8375   100000 SH      DEFINED 01 05               0   100000        0
KROGER CO.                     COM              501044101      361    16000 SH      DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101   110316  4889145 SH      DEFINED 01 02               0  4889145        0
KROGER COMPANY                 COM              501044101    77334  3427585 SH      DEFINED 01            3427585        0        0
KROGER COMPANY                 COM              501044101     8344   369759 SH      DEFINED 01 03               0   369759        0
KROGER COMPANY                 COM              501044101      564    25017 SH      DEFINED 01 05               0    25017        0
KROLL O GARA                   COM              501050108      372    62068 SH      DEFINED 01              62068        0        0
KRONOS INC                     COM              501052104     1028    34293 SH      DEFINED 01              34293        0        0
KROONDAL PLATINUM SOUT         COM              501099998      687   200000 SH      DEFINED 01             200000        0        0
KULICKE &SOFFA IND             COM              501242101     1803   135434 SH      DEFINED 01             135434        0        0
KURARAY (3405)                 COM              501265995    13329  1377000 SH      DEFINED 01            1377000        0        0
KURARAY (3405)                 COM              501265995       77     8000 SH      DEFINED 01 03               0     8000        0
KURARAY (3405)                 COM              501265995    21983  2271000 SH      DEFINED 01 05               0  2271000        0
LCC INTERNATIONAL              COM              501810105      856    59000 SH      DEFINED 01              59000        0        0
LCC INTERNATIONAL              COM              501810105        3      200 SH      DEFINED 01 02               0      200        0
LG AND E ENERGY CORP           COM              501917108       66     2698 SH      DEFINED 01               2698        0        0
LTV CORP NEW                   COM              501921100        1      471 SH      DEFINED 01                471        0        0
LNR PPTY CORP                  COM              501940100        2      108 SH      DEFINED 01                108        0        0
CHARGEURS                      COM              5021318          1       15 SH      DEFINED 01 10              15        0        0
LSI LOGIC                      COM              502161102     4734   161827 SH      DEFINED 01             161827        0        0
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LTX CORP                       COM              502392103        2      129 SH      DEFINED 01                129        0        0
L-3 COMMUNICATIONS             COM              502424104      735    13000 SH      DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS             COM              502424104     1798    31820 SH      DEFINED 01              31820        0        0
METRO AG                       COM              5041413         25      600 SH      DEFINED 01 10             600        0        0
METRO AG                       COM              5041424          3      100 SH      DEFINED 01 10             100        0        0
NOVARTIS AG                    COM              5047831        264      170 SH      DEFINED 01 10             170        0        0
SWEDISH MATC                   COM              5048566          2      743 SH      DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         15      600 SH      DEFINED 01 10             600        0        0
LA-Z-BOY CHAIR CO              COM              505336107     2456   168706 SH      DEFINED 01             168706        0        0
LABOR READY INC                COM              505401208      487   116277 SH      DEFINED 01             116277        0        0
LAB CORP OF AMERICA            COM              50540R409       17      139 SH      DEFINED 01 02               0      139        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    17571   146736 SH      DEFINED 01             146736        0        0
LABORATORY CORP OF AMERICA HLD COM              50540R409    14308   119480 SH      DEFINED 01 05               0   119480        0
LABRANCHE & CO                 COM              505447102     2664    79811 SH      DEFINED 01              79811        0        0
LABRANCHE & CO                 COM              505447102        7      200 SH      DEFINED 01 02               0      200        0
LABRANCHE & CO                 COM              505447102       67     2000 SH      DEFINED 01 05               0     2000        0
LACLEDE GAS CO                 COM              505588103     1134    52443 SH      DEFINED 01              52443        0        0
LACLEDE GAS CO                 COM              505588103    32312  1494208 SH      DEFINED 01 03               0  1494208        0
LAFARGE                        COM              505862102        4      198 SH      DEFINED 01                198        0        0
ING GROEP NV                   COM              5058877        158     2385 SH      DEFINED 01 10            2385        0        0
NETCOM AB                      COM              5065060         13      250 SH      DEFINED 01 10             250        0        0
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HAFSLUND ASA CL A              COM              5067550          1      270 SH      DEFINED 01 10             270        0        0
HAFSLUND ASA CL B              COM              5067561          1      270 SH      DEFINED 01 10             270        0        0
BAYER AG                       COM              5069211         63     1700 SH      DEFINED 01 10            1700        0        0
MEDIASET                       COM              5077946         45     3000 SH      DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         49     1400 SH      DEFINED 01 10            1400        0        0
SIDEL                          COM              5092433          4       73 SH      DEFINED 01 10              73        0        0
GEHE AG                        COM              5105182          7      200 SH      DEFINED 01 10             200        0        0
BEIERSDORF A                   COM              5107401         19      200 SH      DEFINED 01 10             200        0        0
HOCHTIEF AG                    COM              5108664          4      200 SH      DEFINED 01 10             200        0        0
FAG KUGELFISCHER               COM              5115998          1      100 SH      DEFINED 01 10             100        0        0
BILFINGER &                    COM              5117381          1      100 SH      DEFINED 01 10             100        0        0
HEIDELBERGER                   COM              5120679          5      100 SH      DEFINED 01 10             100        0        0
DILIGENTIA                     COM              5127261          2      200 SH      DEFINED 01 10             200        0        0
LAM RESEARCH CORP              COM              512807108      829    39580 SH      DEFINED 01              39580        0        0
LAMAR ADVERTISING              COM              512815101        4      111 SH      DEFINED 01                111        0        0
FRESENIUS ME                   COM              5129074         18      200 SH      DEFINED 01 10             200        0        0
LANCASTER COLONY COR           COM              513847103       22      863 SH      DEFINED 01                863        0        0
PROSEGUR                       COM              5140213          2      157 SH      DEFINED 01 10             157        0        0
ALITALIA LINEE                 COM              5140343          7     4000 SH      DEFINED 01 10            4000        0        0
LANCE INC                      COM              514606102        5      557 SH      DEFINED 01                557        0        0
LANDS END INC                  COM              515086106       15      730 SH      DEFINED 01                730        0        0
LANDS END INC                  COM              515086106      963    45870 SH      DEFINED 01 03               0    45870        0
LANDRY'S SEAFOOD               COM              51508L103      422    61974 SH      DEFINED 01              61974        0        0
LANDSTAR SYSTEM INC            COM              515098101     4566   102302 SH      DEFINED 01             102302        0        0
LANDSTAR SYSTEM INC            COM              515098101        4       80 SH      DEFINED 01 02               0       80        0
LANDSTAR SYSTEM INC            COM              515098101       71     1591 SH      DEFINED 01 05               0     1591        0
NOVO-NORDISK                   COM              5154656         38      175 SH      DEFINED 01 10             175        0        0
LANIER WORLDWIDE INC           COM              51589L105        0      124 SH      DEFINED 01                124        0        0
LANTE CORP                     COM              516540101        0       84 SH      DEFINED 01                 84        0        0
LANTRONIX INC                  COM              516548104       48     5000 SH      DEFINED 01 02               0     5000        0
FRANCE TELEC                   COM              5176177        247     2338 SH      DEFINED 01 10            2338        0        0
LASER VISION CENTERS           COM              51807H100      307    70576 SH      DEFINED 01              70576        0        0
LASON INC                      COM              51808R107        0       57 SH      DEFINED 01                 57        0        0
LATITUDE  COMM INC             COM              518292107        1       69 SH      DEFINED 01                 69        0        0
LATTICE SEMICONDUCTR           COM              518415104       55     1025 SH      DEFINED 01               1025        0        0
ESTE  LAUDER                   COM              518439104        7      192 SH      DEFINED 01                192        0        0
ROYAL DUTCH                    COM              5202704        319     5291 SH      DEFINED 01 10            5291        0        0
VEDIOR                         COM              5205361          3      230 SH      DEFINED 01 10             230        0        0
LAWSON                         COM              520775990     3209    85000 SH      DEFINED 01              85000        0        0
LAWSON                         COM              520775990       11      300 SH      DEFINED 01 03               0      300        0
LAWSON                         COM              520775990     4898   129700 SH      DEFINED 01 05               0   129700        0
LAWSON PRODUCTS                COM              520776105      654    27059 SH      DEFINED 01              27059        0        0
HAGEMEYER                      COM              5209073          7      248 SH      DEFINED 01 10             248        0        0
LAZARD SM CAP VALUE            COM              52106N509     8031   468532 SH      DEFINED 01 03               0   468532        0
LEAP WIRELESS INTL I           COM              521863100     3810    60896 SH      DEFINED 01              60896        0        0
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LEAR SEATING CORP              COM              521865105        4      200 SH      DEFINED 01 02               0      200        0
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LEARNING TREE INTL             COM              522015106     5192   109000 SH      DEFINED 01             109000        0        0
LEARNING TREE INTL             COM              522015106        6      130 SH      DEFINED 01 02               0      130        0
LEARNING TREE INTL             COM              522015106      133     2800 SH      DEFINED 01 05               0     2800        0
GROUP 4 FALCK A/S              COM              5223459         15      100 SH      DEFINED 01 10             100        0        0
SAMPO                          COM              5226038          5      100 SH      DEFINED 01 10             100        0        0
HOLLANDSCHE BETON GROEP        COM              5227804          1       83 SH      DEFINED 01 10              83        0        0
ALLIANZ AG                     COM              5231485        180      545 SH      DEFINED 01 10             545        0        0
UPONOR OYJ                     COM              5232671          2      100 SH      DEFINED 01 10             100        0        0
LEE ENTERPRISES INC            COM              523768109       31     1102 SH      DEFINED 01               1102        0        0
LEGEND HOLDING (0992)          COM              524640992     6644  7000000 SH      DEFINED 01            7000000        0        0
LEGEND HOLDING (0992)          COM              524640992       87    92000 SH      DEFINED 01 05               0    92000        0
LEGATO                         COM              524651106      296    22000 SH      DEFINED 01                  0    22000        0
LEGATO                         COM              524651106       55     4164 SH      DEFINED 01               4164        0        0
LEGGETT & PLATT                COM              524660107       12      752 SH      DEFINED 01                752        0        0
LEGGETT & PLATT                COM              524660107      718    45380 SH      DEFINED 01 03               0    45380        0
LEGGETT & PLATT                COM              524660107    13162   832359 SH      DEFINED 01 05               0   832359        0
LEGG MASON INC                 COM              524901105    17511   301261 SH      DEFINED 01             301261        0        0
LEGG MASON INC                 COM              524901105   161345  2775863 SH      DEFINED 01 02               0  2775863        0
LEGG MASON INC                 COM              524901105     4007    68932 SH      DEFINED 01 03               0    68932        0
LEHMAN BROS HOLDINGS           COM              524908100   153974  1042131 SH      DEFINED 01            1042131        0        0
LEHMAN BROS HOLDINGS           COM              524908100        7       50 SH      DEFINED 01 02               0       50        0
LEHMAN BROS HOLDINGS           COM              524908100     8874    60067 SH      DEFINED 01 03               0    60067        0
LEHMAN BROS HOLDINGS           COM              524908100    31195   211133 SH      DEFINED 01 05               0   211133        0
ELEC DE PORT                   COM              5249187         28     8755 SH      DEFINED 01 10            8755        0        0
ABN-AMRO HLD                   COM              5250769         85     3661 SH      DEFINED 01 10            3661        0        0
AHOLD (KON)                    COM              5252602         52     1794 SH      DEFINED 01 10            1794        0        0
SAPA AB                        COM              5255850          1      100 SH      DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206         12     1000 SH      DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          6      500 SH      DEFINED 01 10             500        0        0
LENNAR CORP                    COM              526057104     2586    87124 SH      DEFINED 01              87124        0        0
LENNAR CORP                    COM              526057104        6      190 SH      DEFINED 01 02               0      190        0
LENNAR CORP                    COM              526057104      110     3700 SH      DEFINED 01 05               0     3700        0
LENNOX INTL                    COM              526107107     1465   156299 SH      DEFINED 01             156299        0        0
LENNOX INTL                    COM              526107107        3      290 SH      DEFINED 01 02               0      290        0
FLS INDUSTRI                   COM              5263574          2      100 SH      DEFINED 01 10             100        0        0
ENDESA SA                      COM              5271782         50     2614 SH      DEFINED 01 10            2614        0        0
LUCADIA NATL CORP              COM              527288104        3       95 SH      DEFINED 01                 95        0        0
LEVEL THREE                    COM              52729N100     5117    66352 SH      DEFINED 11 12               0    66352        0
LEVEL THREE                    COM              52729N100    36842   477700 SH      DEFINED 11 12 13            0   477700        0
LEVEL 3 COMM                   COM              52729N100    42993   557453 SH      DEFINED 01             557453        0        0
LEVEL 3 COMM                   COM              52729N100    27503   356566 SH      DEFINED 01 02               0   356566        0
SUEZ LYINNAISE DES EAUX        COM              5286764         31      200 SH      DEFINED 01 10             200        0        0
DEUTSCHE                       COM              5287488         16      800 SH      DEFINED 01 10             800        0        0
LEXICON GENETICS INC           COM              528872104        4      113 SH      DEFINED 01                113        0        0
LEXICON GENETICS INC           COM              528872104        3       80 SH      DEFINED 01 02               0       80        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH      DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121        108      374 SH      DEFINED 01 10             374        0        0
OLIVETTI SPA                   COM              5294228         31    11000 SH      DEFINED 01 10           11000        0        0
TELECOM ITAL                   COM              5297313         11     2000 SH      DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         95     9000 SH      DEFINED 01 10            9000        0        0
LEXMARK INTL INC               COM              529771107      750    20000 SH      DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107       19      488 SH      DEFINED 01                488        0        0
LEXMARK INTL INC               COM              529771107    23775   633790 SH      DEFINED 01 02               0   633790        0
LEXMARK INTL INC               COM              529771107     1391    37108 SH      DEFINED 01 03               0    37108        0
LEXMARK INTL INC               COM              529771107        9      233 SH      DEFINED 01 05               0      233        0
LG HOME SHOPPING(28150)        COM              529782997     3785    47530 SH      DEFINED 01              47530        0        0
LG ELECTRONICS                 COM              529833998     3319   170576 SH      DEFINED 01             170576        0        0
BIC                            COM              5298781          4      120 SH      DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1319    42381 SH      DEFINED 01              42381        0        0
LIBERATE TECH                  COM              530129105     4521   156228 SH      DEFINED 01             156228        0        0
LIBERATE TECH                  COM              530129105     6826   235900 SH      DEFINED 01 05               0   235900        0
LIBERTY CORP  S C              COM              530370105        2       44 SH      DEFINED 01                 44        0        0
LIBERTY FINL COS INC           COM              530512102        2       97 SH      DEFINED 01                 97        0        0
COL TX EXEMPT INS  A           COM              530544402       26     3197 SH      DEFINED 01 02               0     3197        0
LIBERTY PROPERTY TRU           COM              531172104     2589    94130 SH      DEFINED 01              94130        0        0
LIBERTY PROPERTY TRU           COM              531172104       52     1900 SH      DEFINED 01 05               0     1900        0
LIFEPOINT HOSP INC             COM              53219L109     8611   242550 SH      DEFINED 01             242550        0        0
LIFEPOINT HOSP INC             COM              53219L109    14004   394490 SH      DEFINED 01 02               0   394490        0
LIFEPOINT HOSP INC             COM              53219L109      227     6400 SH      DEFINED 01 03               0     6400        0
LIFEPOINT HOSP INC             COM              53219L109      193     5450 SH      DEFINED 01 05               0     5450        0
LIFEMINDERS INC                COM              53220Q105        1       62 SH      DEFINED 01                 62        0        0
LILLIAN VERNON CO              COM              532430105      236    24163 SH      DEFINED 01              24163        0        0
ELI LILLY                      COM              532457108      363     4484 SH      DEFINED 01               4484        0        0
ELI LILLY                      COM              532457108       75      930 SH      DEFINED 01 02               0      930        0
ELI LILLY                      COM              532457108    22926   282592 SH      DEFINED 01 03               0   282592        0
ELI LILLY                      COM              532457108      168     2069 SH      DEFINED 01 05               0     2069        0
LILLY INDS INC  -CL            COM              532491107     1904    64538 SH      DEFINED 01              64538        0        0
THE LIMITED INC                COM              532716107     2528   114544 SH      DEFINED 01             114544        0        0
THE LIMITED INC                COM              532716107    63686  2886400 SH      DEFINED 01 02               0  2886400        0
THE LIMITED INC                COM              532716107    95869  4345372 SH      DEFINED 01 03               0  4345372        0
THE LIMITED INC                COM              532716107      200     9090 SH      DEFINED 01 05               0     9090        0
LINCARE HOLDINGS INC           COM              532791100       33     1170 SH      DEFINED 01               1170        0        0
DASSAULT SYS                   COM              5330047         21      258 SH      DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          3      129 SH      DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HLD           COM              533900106        1       97 SH      DEFINED 01                 97        0        0
LINCOLN NAT                    COM              534187109     7722   160460 SH      DEFINED 01 02               0   160460        0
LINCOLN NATK                   COM              534187109       36      740 SH      DEFINED 01                740        0        0
LINCOLN NATK                   COM              534187109     2326    48338 SH      DEFINED 01 03               0    48338        0
LINCOLN NATK                   COM              534187109       17      349 SH      DEFINED 01 05               0      349        0
LINCOLN NATL CVT PFD 7.75      PRF              534187604     2719   114500 SH      DEFINED 01             114500        0        0
LINCOLN NATL CVT PFD 7.75      PRF              534187604     1764    74250 SH      DEFINED 01 05               0    74250        0
EM TV                          COM              5352353         16      300 SH      DEFINED 01 10             300        0        0
LINDSAY MANUFACTURIN           COM              535555106      608    32618 SH      DEFINED 01              32618        0        0
AUSTRIA TABA                   COM              5355921          2       51 SH      DEFINED 01 10              51        0        0
LINEAR TECHNOLOGY              COM              535678106    60571   935460 SH      DEFINED 01             935460        0        0
LINEAR TECHNOLOGY              COM              535678106    37705   582362 SH      DEFINED 01 02               0   582362        0
LINEAR TECHNOLOGY              COM              535678106     7072   109209 SH      DEFINED 01 03               0   109209        0
LINEAR TECHNOLOGY              COM              535678106      600     9270 SH      DEFINED 01 05               0     9270        0
LINEN & THINGS                 COM              535679104     2821   110618 SH      DEFINED 01             110618        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH      DEFINED 01                 62        0        0
LITTELFUSE INC                 COM              537008104     2392    80600 SH      DEFINED 01              80600        0        0
LITTELFUSE INC                 COM              537008104        6      200 SH      DEFINED 01 02               0      200        0
LITTELFUSE INC                 COM              537008104       68     2300 SH      DEFINED 01 05               0     2300        0
NORDBANKEN HOLDING             COM              5380031         44     6199 SH      DEFINED 01 10            6199        0        0
LITTON INDUSTRIES              COM              538021106       46     1016 SH      DEFINED 01               1016        0        0
CORTEFIEL SA                   COM              5385564          2       92 SH      DEFINED 01 10              92        0        0
CORP MAPFRE                    COM              5387559          2      142 SH      DEFINED 01 10             142        0        0
LIZ CLAIBORNE                  COM              539320101        9      215 SH      DEFINED 01                215        0        0
LIZ CLAIBORNE                  COM              539320101     8269   214766 SH      DEFINED 01 03               0   214766        0
LIZ CLAIBORNE                  COM              539320101        4       97 SH      DEFINED 01 05               0       97        0
LOCKHEED MARTIN CORP           COM              539830109       59     1798 SH      DEFINED 01               1798        0        0
LOCKHEED MARTIN CORP           COM              539830109     3454   104797 SH      DEFINED 01 03               0   104797        0
LOCKHEED MARTIN CORP           COM              539830109       26      782 SH      DEFINED 01 05               0      782        0
LOEWS CORP                     COM              540424108       33      391 SH      DEFINED 01                391        0        0
LOEWS CORP                     COM              540424108     1972    23656 SH      DEFINED 01 03               0    23656        0
LOEWS CORP                     COM              540424108       15      180 SH      DEFINED 01 05               0      180        0
LONE STAR STEAK HS             COM              542307103        4      494 SH      DEFINED 01                494        0        0
LONE STAR TECHNOLOG            COM              542312103     4001    86699 SH      DEFINED 01              86699        0        0
LONE STAR TECHNOLOG            COM              542312103        7      145 SH      DEFINED 01 02               0      145        0
LONE STAR TECHNOLOG            COM              542312103       83     1800 SH      DEFINED 01 05               0     1800        0
LONGS DRUG STORES              COM              543162101        3      161 SH      DEFINED 01                161        0        0
LONGS DRUG STORES              COM              543162101      161     8428 SH      DEFINED 01 03               0     8428        0
LONGS DRUG STORES              COM              543162101        1       69 SH      DEFINED 01 05               0       69        0
LONGVIEW FIBRE WASH            COM              543213102       13     1059 SH      DEFINED 01               1059        0        0
LOOKSMART LTD                  COM              543442107        5      427 SH      DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          3      200 SH      DEFINED 01 10             200        0        0
OM GRUPPEN A                   COM              5437744          9      200 SH      DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      122 SH      DEFINED 01 10             122        0        0
TELEPIZZA                      COM              5443365          2      505 SH      DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         13      864 SH      DEFINED 01 10             864        0        0
RAISIO YHTYM                   COM              5446632          1      400 SH      DEFINED 01 10             400        0        0
OCE NV                         COM              5446751          3      197 SH      DEFINED 01 10             197        0        0
OYJ HARWALL                    COM              5446944          3      150 SH      DEFINED 01 10             150        0        0
GAMBRO AB                      COM              5450031          4      500 SH      DEFINED 01 10             500        0        0
GAMBRO AB                      COM              5450053          2      200 SH      DEFINED 01 10             200        0        0
HEINEKEN NV                    COM              5455821         42      753 SH      DEFINED 01 10             753        0        0
MERKANTILDAT                   COM              5457162          2      300 SH      DEFINED 01 10             300        0        0
LOUDEYE TECHNOLOGIES           COM              545754103        1       80 SH      DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         29      672 SH      DEFINED 01 10             672        0        0
ORKLA ASA                      COM              5459715         10      535 SH      DEFINED 01 10             535        0        0
LOUIS DREYFUS NAT GA           COM              546011107     7948   200568 SH      DEFINED 01             200568        0        0
LOUIS DREYFUS NAT GA           COM              546011107      135     3400 SH      DEFINED 01 05               0     3400        0
SKANDIA INSU                   COM              5461572         47     2400 SH      DEFINED 01 10            2400        0        0
STOCKMANN AB                   COM              5462371          1       50 SH      DEFINED 01 10              50        0        0
STOCKMANN AB-B SHARES          COM              5462393          1       50 SH      DEFINED 01 10              50        0        0
SAIRGROUP                      COM              5463471          4       30 SH      DEFINED 01 10              30        0        0
LOUISIANA PAC.                 COM              546347105        5      551 SH      DEFINED 01                551        0        0
LOUISIANA PAC.                 COM              546347105        4      410 SH      DEFINED 01 02               0      410        0
LOUISIANA PAC.                 COM              546347105      176    19174 SH      DEFINED 01 03               0    19174        0
LOUISIANA PAC.                 COM              546347105        2      190 SH      DEFINED 01 05               0      190        0
LOUISVILLE G&E PFD             PRF              546676800     1214    12000 SH      DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         10      800 SH      DEFINED 01 10             800        0        0
AZUCARERA EB                   COM              5468324          2      156 SH      DEFINED 01 10             156        0        0
PETROLEUM GE                   COM              5469372          3      200 SH      DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          6      200 SH      DEFINED 01 10             200        0        0
TNT POST GRO                   COM              5481558         28     1147 SH      DEFINED 01 10            1147        0        0
LOWE'S CO'S                    COM              548661107     1863    41500 SH      DEFINED 01 02               0    41500        0
LOWE`S CO`S                    COM              548661107    28153   627359 SH      DEFINED 01             627359        0        0
LOWE`S CO`S                    COM              548661107     6545   145840 SH      DEFINED 01 03               0   145840        0
LOWE`S CO`S                    COM              548661107     3557    79271 SH      DEFINED 01 05               0    79271        0
BENETTON GRO                   COM              5486672          7     4000 SH      DEFINED 01 10            4000        0        0
ZURICH ALLIE                   COM              5486779         56      120 SH      DEFINED 01 10             120        0        0
LUBRIZOL CORP                  COM              549271104     3551   180358 SH      DEFINED 01             180358        0        0
LUBRIZOL CORP                  COM              549271104        5      250 SH      DEFINED 01 02               0      250        0
LUBRIZOL CORP                  COM              549271104      106     5400 SH      DEFINED 01 05               0     5400        0
LUBY S INC                     COM              549282101      331    62363 SH      DEFINED 01              62363        0        0
LUBY S INC                     COM              549282101      301    56597 SH      DEFINED 01 03               0    56597        0
LUCENT TECHNOLOGIES            COM              549463107      605    19800 SH      DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107   159458  5217426 SH      DEFINED 01            5217426        0        0
LUCENT TECHNOLOGIES            COM              549463107    33323  1090310 SH      DEFINED 01 02               0  1090310        0
LUCENT TECHNOLOGIES            COM              549463107    27671   905379 SH      DEFINED 01 03               0   905379        0
LUCENT TECHNOLOGIES            COM              549463107    51556  1686890 SH      DEFINED 01 05               0  1686890        0
VOLKSWAGEN A                   COM              5497102         32      700 SH      DEFINED 01 10             700        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        119     7835 SH      DEFINED 01 10            7835        0        0
LUMINANT WORLDWIDE C           COM              550260103        0       67 SH      DEFINED 01                 67        0        0
VALLEHERMOSO                   COM              5504789          2      304 SH      DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         48      272 SH      DEFINED 01 10             272        0        0
PORTLAND VALDERRIVAS           COM              5505878          1       57 SH      DEFINED 01 10              57        0        0
LYCOS                          COM              550818108      220     3196 SH      DEFINED 01               3196        0        0
LYDALL INC                     COM              550819106      503    43983 SH      DEFINED 01              43983        0        0
LYDALL INC                     COM              550819106        3      300 SH      DEFINED 01 02               0      300        0
BUHRMANN NV                    COM              5516751          6      232 SH      DEFINED 01 10             232        0        0
LYNX THERAPEUTICS              COM              551812308        3      100 SH      DEFINED 01 02               0      100        0
LYONDELL CHEMICAL CO           COM              552078107       30     2541 SH      DEFINED 01               2541        0        0
M&T BK CORP                    COM              55261F104        6       12 SH      DEFINED 01                 12        0        0
MAF BANCORP                    COM              55261R108     3287   132129 SH      DEFINED 01             132129        0        0
MAF BANCORP                    COM              55261R108        6      240 SH      DEFINED 01 02               0      240        0
MAF BANCORP                    COM              55261R108       60     2400 SH      DEFINED 01 05               0     2400        0
MBIA INC                       COM              55262C100       27      377 SH      DEFINED 01                377        0        0
MBIA INC                       COM              55262C100     1749    24589 SH      DEFINED 01 03               0    24589        0
MBIA INC                       COM              55262C100       13      180 SH      DEFINED 01 05               0      180        0
MBNA                           COM              55262L100     6083   158000 SH      DEFINED 01                  0   158000        0
MBNA                           COM              55262L100   461972 11999287 SH      DEFINED 01           11999287        0        0
MBNA                           COM              55262L100    29000   753295 SH      DEFINED 01 02               0   753295        0
MBNA                           COM              55262L100    10902   283172 SH      DEFINED 01 03               0   283172        0
MBNA                           COM              55262L100   140369  3645946 SH      DEFINED 01 05               0  3645946        0
MDC HOLDINGS INC               COM              552676108     1535    59020 SH      DEFINED 01              59020        0        0
MDC HOLDINGS INC               COM              552676108        5      180 SH      DEFINED 01 02               0      180        0
MCN ENERGY GROUP               COM              55267J100    15423   601870 SH      DEFINED 01             601870        0        0
MDU RESOURCES GROUP            COM              552690109        4      130 SH      DEFINED 01 02               0      130        0
MDU RESOURCES GROUP  INC       COM              552690109    23809   800317 SH      DEFINED 01             800317        0        0
MEMC ELECTRONIC MAT            COM              552715104        2      164 SH      DEFINED 01                164        0        0
MGIC INVESTMENT CORP           COM              552848103       25      411 SH      DEFINED 01                411        0        0
MGIC INVESTMENT CORP           COM              552848103     1624    26565 SH      DEFINED 01 03               0    26565        0
MGIC INVESTMENT CORP           COM              552848103       12      194 SH      DEFINED 01 05               0      194        0
DAIMLERCHRYS                   COM              5529027        103     2300 SH      DEFINED 01 10            2300        0        0
MGM MIRAGE                     COM              552953101     1041    27271 SH      DEFINED 01              27271        0        0
MKS INSTRUMENT INC             COM              55306N104        3      100 SH      DEFINED 01                100        0        0
MMC NETWORKS INC               COM              55308N102        9       72 SH      DEFINED 01                 72        0        0
MMC NETWORKS INC               COM              55308N102        5       40 SH      DEFINED 01 02               0       40        0
SWISSCOM AG                    COM              5533976         46      180 SH      DEFINED 01 10             180        0        0
MRV COMMUNICATIONS             COM              553477100     3362    74198 SH      DEFINED 01              74198        0        0
MRV COMMUNICATIONS             COM              553477100        5      100 SH      DEFINED 01 02               0      100        0
MRV COMMUNICATIONS             COM              553477100       82     1800 SH      DEFINED 01 05               0     1800        0
M.S. CARRIERS                  COM              553533100      484    30978 SH      DEFINED 01              30978        0        0
MTI TECHOLOGY CORP             COM              553903105        1      136 SH      DEFINED 01                136        0        0
DROTT AB-B SHS                 COM              5541087          4      300 SH      DEFINED 01 10             300        0        0
MACDERMID INC                  COM              554273102     1818    86564 SH      DEFINED 01              86564        0        0
MACERICH CO                    COM              554382101        2       99 SH      DEFINED 01                 99        0        0
SECURITAS                      COM              5554041         17      800 SH      DEFINED 01 10             800        0        0
SAN PAOLO-IM                   COM              5556575         53     3250 SH      DEFINED 01 10            3250        0        0
SONERA OYJ                     COM              5556586         44     1700 SH      DEFINED 01 10            1700        0        0
MACROVISION CORP               COM              555904101        7       86 SH      DEFINED 01                 86        0        0
MACRO MEDIA                    COM              556100105      813    10073 SH      DEFINED 01              10073        0        0
MACRONIX INTL (2337)           COM              556102994     2179  1368000 SH      DEFINED 01            1368000        0        0
MACRONIX INTL ADR              COM              556103109       28     1800 SH      DEFINED 01 05               0     1800        0
MAN AG ORD N                   COM              5563520          5      200 SH      DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          2      100 SH      DEFINED 01 10             100        0        0
MAGNETEK INC                   COM              559424106        5      448 SH      DEFINED 01                448        0        0
FORTIS B                       COM              5596593         61     1996 SH      DEFINED 01 10            1996        0        0
UCB                            COM              5596991         12      340 SH      DEFINED 01 10             340        0        0
MAIL WELL INC                  COM              560321200        1      153 SH      DEFINED 01                153        0        0
WCM                            COM              5604816          9      400 SH      DEFINED 01 10             400        0        0
MALAYSIAN PACIFIC IND          COM              560905994     2864   431000 SH      DEFINED 01             431000        0        0
MALAYSIAN PACIFIC IND          COM              560905994       33     5000 SH      DEFINED 01 05               0     5000        0
MALLINCKRODT INC               COM              561232109       12      263 SH      DEFINED 01                263        0        0
MALLINCKRODT INC               COM              561232109    71731  1572179 SH      DEFINED 01 03               0  1572179        0
MALLINCKRODT INC               COM              561232109        6      123 SH      DEFINED 01 05               0      123        0
MANDALAY RESORT GRP            COM              562567107      692    27000 SH      DEFINED 01                  0    27000        0
MANDALAY RESORT GRP            COM              562567107       41     1596 SH      DEFINED 01               1596        0        0
MANHATTAN ASS                  COM              562750109     4539    74100 SH      DEFINED 01              74100        0        0
MANHATTAN ASS                  COM              562750109        7      110 SH      DEFINED 01 02               0      110        0
MANHATTAN ASS                  COM              562750109      119     1950 SH      DEFINED 01 05               0     1950        0
MANITOWOC CO.                  COM              563571108     1319    68517 SH      DEFINED 01              68517        0        0
THYSSENKRUPP AG                COM              5636927         15     1100 SH      DEFINED 01 10            1100        0        0
MANOR CARE INC                 COM              564055101       12      749 SH      DEFINED 01                749        0        0
MANOR CARE INC                 COM              564055101      390    24840 SH      DEFINED 01 03               0    24840        0
MANOR CARE INC                 COM              564055101        3      187 SH      DEFINED 01 05               0      187        0
UNILEVER NV                    COM              5640898         64     1366 SH      DEFINED 01 10            1366        0        0
NAVISION SOFTWARE              COM              5641125          3      100 SH      DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567        119     1586 SH      DEFINED 01 10            1586        0        0
MANPOWER INC-WIS               COM              56418H100       51     1578 SH      DEFINED 01               1578        0        0
MANUF HOME                     COM              564682102        2       88 SH      DEFINED 01                 88        0        0
MANUGISTICS GROUP IN           COM              565011103        5       53 SH      DEFINED 01                 53        0        0
MANUGISTICS GROUP IN           COM              565011103       10      100 SH      DEFINED 01 02               0      100        0
GAS NATURAL                    COM              5650422         17     1054 SH      DEFINED 01 10            1054        0        0
ABB LTD                        COM              5661190         69      710 SH      DEFINED 01 10             710        0        0
MARCHFIRST INC                 COM              566244109       48     3077 SH      DEFINED 01               3077        0        0
MARCONI PLC                    COM              566255998   126877  9277223 SH      DEFINED 01            9277223        0        0
MARCONI PLC                    COM              566255998      247    18044 SH      DEFINED 01 03               0    18044        0
MARCONI PLC                    COM              566255998    85344  6240300 SH      DEFINED 01 05               0  6240300        0
MARCUS CORP                    COM              566330106      860    81951 SH      DEFINED 01              81951        0        0
PREUSSAG AG                    COM              5666292         12      400 SH      DEFINED 01 10             400        0        0
REPSOL SA (R                   COM              5669354         55     2933 SH      DEFINED 01 10            2933        0        0
WOLTERS KLUW                   COM              5671519         13      654 SH      DEFINED 01 10             654        0        0
SANOFI-SYNTH                   COM              5671735         88     1668 SH      DEFINED 01 10            1668        0        0
MARIMBA                        COM              56781Q109        1       65 SH      DEFINED 01                 65        0        0
MARINE DRILLING CO             COM              568240204        4      139 SH      DEFINED 01                139        0        0
ADECCO SA                      COM              5683097         27       40 SH      DEFINED 01 10              40        0        0
GRUPO DRAGAD                   COM              5687000          3      405 SH      DEFINED 01 10             405        0        0
VIVENDI                        COM              5687237        102     1364 SH      DEFINED 01 10            1364        0        0
HENNES & MAU                   COM              5687431         37     1875 SH      DEFINED 01 10            1875        0        0
TELE DANMARK                   COM              5698790         27      500 SH      DEFINED 01 10             500        0        0
WIENERBERGER                   COM              5699373          3      162 SH      DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         23     1400 SH      DEFINED 01 10            1400        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          2      100 SH      DEFINED 01 10             100        0        0
MARKEL CORP                    COM              570535104        3       20 SH      DEFINED 01                 20        0        0
BCO SANT CEN                   COM              5705946        124    11220 SH      DEFINED 01 10           11220        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH      DEFINED 01                 40        0        0
METSO OYJ                      COM              5713422          3      300 SH      DEFINED 01 10             300        0        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     5000  2702703 SH      DEFINED 01 05               0  2702703        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     4500  2142857 SH      DEFINED 01            2142857        0        0
MARS INC 0% CVT PFD SERIES D   PRF              571650XY1     5500  2619048 SH      DEFINED 01 05               0  2619048        0
MARSH MCLENNAN CO              COM              571748102   280484  2112856 SH      DEFINED 01            2112856        0        0
MARSH MCLENNAN CO              COM              571748102    20750   156295 SH      DEFINED 01 02               0   156295        0
MARSH MCLENNAN CO              COM              571748102    13523   101862 SH      DEFINED 01 03               0   101862        0
MARSH MCLENNAN CO              COM              571748102     2829    21317 SH      DEFINED 01 05               0    21317        0
MARSHALL & LLSLEY C            COM              571834100      108     2162 SH      DEFINED 01               2162        0        0
CANAL PLUS                     COM              5718988         43      286 SH      DEFINED 01 10             286        0        0
MARRIOTT INTL CL A             COM              571903202   291534  8000931 SH      DEFINED 01            8000931        0        0
MARRIOTT INTL CL A             COM              571903202       11      300 SH      DEFINED 01 02               0      300        0
MARRIOTT INTL CL A             COM              571903202     2114    58027 SH      DEFINED 01 03               0    58027        0
MARRIOTT INTL CL A             COM              571903202    37027  1016198 SH      DEFINED 01 05               0  1016198        0
BPI SGPS                       COM              5721759          5     1300 SH      DEFINED 01 10            1300        0        0
SIEMENS AG                     COM              5727973        171     1300 SH      DEFINED 01 10            1300        0        0
EIRCOM                         COM              5728415         12     5212 SH      DEFINED 01 10            5212        0        0
AGUAS DE                       COM              5729065          4      325 SH      DEFINED 01 10             325        0        0
CORP FINANC                    COM              5730409          5      193 SH      DEFINED 01 10             193        0        0
TELEFONICA S                   COM              5732524        216    10904 SH      DEFINED 01 10           10904        0        0
MARTIN MARIETTA MATE           COM              573284106      383    10000 SH      DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106    40997  1070973 SH      DEFINED 01            1070973        0        0
MARTIN MARIETTA MATE           COM              573284106      691    18050 SH      DEFINED 01 03               0    18050        0
MARTIN MARIETTA MATE           COM              573284106     9699   253352 SH      DEFINED 01 05               0   253352        0
BUDERUS ORD                    COM              5733486          2      100 SH      DEFINED 01 10             100        0        0
SOL MELIA SA                   COM              5738298          4      404 SH      DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         12      300 SH      DEFINED 01 10             300        0        0
MASCO CORP                     COM              574599106       32     1724 SH      DEFINED 01               1724        0        0
MASCO CORP                     COM              574599106     2137   114749 SH      DEFINED 01 03               0   114749        0
MASCO CORP                     COM              574599106       16      837 SH      DEFINED 01 05               0      837        0
MASCOTECH                      COM              574670105     2064   124634 SH      DEFINED 01             124634        0        0
FIAT SPA                       COM              5748521         23     1000 SH      DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          3      210 SH      DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355        114     1350 SH      DEFINED 01 10            1350        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH      DEFINED 01 10             128        0        0
MASTEC INC.                    COM              576323109      458    14625 SH      DEFINED 01 02               0    14625        0
MASTEC INC.          MTZ       COM              576323109    89564  2866027 SH      DEFINED 01            2866027        0        0
MASTEC INC.          MTZ       COM              576323109     1580    50549 SH      DEFINED 01 05               0    50549        0
MATERIAL SCIENCES              COM              576674105      471    41427 SH      DEFINED 01              41427        0        0
MATRIXONE INC                  COM              57685P304        5      116 SH      DEFINED 01                116        0        0
MATSUSHITA ELECTRIC            COM              576879100    47298  1806000 SH      DEFINED 01            1806000        0        0
MATSUSHITA ELECTRIC            COM              576879100      131     5000 SH      DEFINED 01 03               0     5000        0
MATSUSHITA ELECTRIC            COM              576879100    36849  1407000 SH      DEFINED 01 05               0  1407000        0
MATTEL INC.                    COM              577081102       18     1619 SH      DEFINED 01               1619        0        0
MATTEL INC.                    COM              577081102     1147   102556 SH      DEFINED 01 03               0   102556        0
MATTEL INC.                    COM              577081102        9      780 SH      DEFINED 01 05               0      780        0
ZARDOYA-OTIS                   COM              5770900          3      321 SH      DEFINED 01 10             321        0        0
MAXTOR CORP                    COM              577729205        4      348 SH      DEFINED 01                348        0        0
MAXIM INTEGRATED               COM              57772K101   240965  2995635 SH      DEFINED 01 02               0  2995635        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101   669977  8329140 SH      DEFINED 01            8329140        0        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101    12266   152480 SH      DEFINED 01 03               0   152480        0
MAXIM INTEGRATED     PRODUCTS  COM              57772K101   146925  1826569 SH      DEFINED 01 05               0  1826569        0
MAXIM PHARMACEUTICAL           COM              57772M107     6690   110134 SH      DEFINED 01             110134        0        0
MAXIM PHARMACEUTICAL           COM              57772M107        5       90 SH      DEFINED 01 02               0       90        0
MAXIM PHARMACEUTICAL           COM              57772M107      140     2300 SH      DEFINED 01 05               0     2300        0
MAXYGEN                        COM              577776107        4       69 SH      DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103       26     1239 SH      DEFINED 01               1239        0        0
MAY DEPT STORES                COM              577778103     1554    75815 SH      DEFINED 01 03               0    75815        0
MAY DEPT STORES                COM              577778103       12      582 SH      DEFINED 01 05               0      582        0
MAXXAM INC                     COM              577913106        3      129 SH      DEFINED 01                129        0        0
MAXIMUS INC                    COM              577933104     1301    58809 SH      DEFINED 01              58809        0        0
PULEVA SA                      COM              5784257          1      796 SH      DEFINED 01 10             796        0        0
MAYOR'S JEWELERS INC           COM              578462103      206    54839 SH      DEFINED 01              54839        0        0
MAYTAG CO                      COM              578592107        9      311 SH      DEFINED 01                311        0        0
MAYTAG CO                      COM              578592107      571    18389 SH      DEFINED 01 03               0    18389        0
MAYTAG CO                      COM              578592107        4      141 SH      DEFINED 01 05               0      141        0
KLM                            COM              5786491          2      131 SH      DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565         10      300 SH      DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          5      283 SH      DEFINED 01 10             283        0        0
KONE CORP                      COM              5792528          2       40 SH      DEFINED 01 10              40        0        0
LONZA GROUP AG                 COM              5794223         10       20 SH      DEFINED 01 10              20        0        0
MCCLATCHY CO HOLDING           COM              579489105     2408    68415 SH      DEFINED 01              68415        0        0
MCCLATCHY CO HOLDING           COM              579489105        4      100 SH      DEFINED 01 02               0      100        0
MCCLATCHY CO HOLDING           COM              579489105       91     2600 SH      DEFINED 01 05               0     2600        0
TOP DANMARK AS                 COM              5797147          2      100 SH      DEFINED 01 10             100        0        0
MCCORMICK & CO                 COM              579780206       42     1428 SH      DEFINED 01               1428        0        0
ENEL SPA                       COM              5798021         70    18000 SH      DEFINED 01 10           18000        0        0
MCDATA CORPORATION             COM              580031102    66219   538845 SH      DEFINED 01             538845        0        0
MCDATA CORPORATION             COM              580031102    10904    88719 SH      DEFINED 01 02               0    88719        0
MCDATA CORPORATION             COM              580031102      178     1450 SH      DEFINED 01 03               0     1450        0
MCDATA CORPORATION             COM              580031102    83762   681600 SH      DEFINED 01 05               0   681600        0
MCDERMOTT INTL                 COM              580037109        3      247 SH      DEFINED 01                247        0        0
MCDERMOTT INTL                 COM              580037109      107     9755 SH      DEFINED 01 03               0     9755        0
MCDERMOTT INTL                 COM              580037109        1      110 SH      DEFINED 01 05               0      110        0
MCDONALDS                      COM              580135101      159     5289 SH      DEFINED 01               5289        0        0
MCDONALDS                      COM              580135101       33     1080 SH      DEFINED 01 02               0     1080        0
MCDONALDS                      COM              580135101     9832   325703 SH      DEFINED 01 03               0   325703        0
MCDONALDS                      COM              580135101       73     2419 SH      DEFINED 01 05               0     2419        0
DRESDNER BAN                   COM              5801628         50     1150 SH      DEFINED 01 10            1150        0        0
BRISA(AUTO-E                   COM              5803925          7      875 SH      DEFINED 01 10             875        0        0
COLRUYT SA                     COM              5806225          4       93 SH      DEFINED 01 10              93        0        0
MCGRAW-HILL COS INC            COM              580645109     2272    35746 SH      DEFINED 01              35746        0        0
MCGRAW-HILL COS INC            COM              580645109     3071    48310 SH      DEFINED 01 03               0    48310        0
MCGRAW-HILL COS INC            COM              580645109       23      357 SH      DEFINED 01 05               0      357        0
BENI STABILI SPA               COM              5808135          1     3000 SH      DEFINED 01 10            3000        0        0
KONINKLIJKE VOPAK NV           COM              5809428          3      130 SH      DEFINED 01 10             130        0        0
MCK COMMUNICATIONS             COM              581243102        0        4 SH      DEFINED 01                  4        0        0
BCO COM PORT                   COM              5812493         15     2918 SH      DEFINED 01 10            2918        0        0
MCKESSON HBOC INC              COM              58155Q103    11186   366000 SH      DEFINED 01                  0   366000        0
MCKESSON HBOC INC              COM              58155Q103    85003  2781281 SH      DEFINED 01            2781281        0        0
MCKESSON HBOC INC              COM              58155Q103    76763  2511700 SH      DEFINED 01 02               0  2511700        0
MCKESSON HBOC INC              COM              58155Q103     2746    89870 SH      DEFINED 01 03               0    89870        0
MCKESSON HBOC INC              COM              58155Q103    89213  2919020 SH      DEFINED 01 05               0  2919020        0
PORTUGAL TEL                   COM              5817186         31     3049 SH      DEFINED 01 10            3049        0        0
MCLEOD                         COM              582266102      162    11259 SH      DEFINED 01              11259        0        0
BEKAERT SA                     COM              5827431          2       51 SH      DEFINED 01 10              51        0        0
MEAD CORP                      COM              582834107        9      392 SH      DEFINED 01                392        0        0
MEAD CORP                      COM              582834107      573    24499 SH      DEFINED 01 03               0    24499        0
MEAD CORP                      COM              582834107        4      187 SH      DEFINED 01 05               0      187        0
MEADE INSTRUMENTS              COM              583062104     4594   227555 SH      DEFINED 01             227555        0        0
MEADE INSTRUMENTS              COM              583062104        3      170 SH      DEFINED 01 02               0      170        0
MEADE INSTRUMENTS              COM              583062104       67     3300 SH      DEFINED 01 05               0     3300        0
TOMRA SYSTEM                   COM              5837010          7      200 SH      DEFINED 01 10             200        0        0
MEDAREX INC                    COM              583916101        8       65 SH      DEFINED 01                 65        0        0
DEUTSCHE TEL                   COM              5842359        232     6829 SH      DEFINED 01 10            6829        0        0
MEDIA GENERAL                  COM              584404107       21      497 SH      DEFINED 01                497        0        0
MEDIAONE - VOD                 PRF              58440J500    25144   675000 SH      DEFINED 01             675000        0        0
MEDIAPLEX INC                  COM              58446B105        0      105 SH      DEFINED 01                105        0        0
MEDICAL ASSURN INC             COM              58449U100        1       84 SH      DEFINED 01                 84        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH      DEFINED 01                126        0        0
MEDICIS PHARMACEUTIC           COM              584690309    11378   185018 SH      DEFINED 01             185018        0        0
MEDICIS PHARMACEUTIC           COM              584690309        9      140 SH      DEFINED 01 02               0      140        0
MEDICIS PHARMACEUTIC           COM              584690309      141     2300 SH      DEFINED 01 05               0     2300        0
MEDIMMUNE INC                  COM              584699102   120876  1564751 SH      DEFINED 01            1564751        0        0
MEDIMMUNE INC                  COM              584699102   191936  2484640 SH      DEFINED 01 02               0  2484640        0
MEDIMMUNE INC                  COM              584699102    10405   134692 SH      DEFINED 01 03               0   134692        0
MEDIMMUNE INC                  COM              584699102    35692   462028 SH      DEFINED 01 05               0   462028        0
MEDQUIST INC                   COM              584949101        4      216 SH      DEFINED 01                216        0        0
MEDITRUST CORP                 COM              58501T306        1      250 SH      DEFINED 01                250        0        0
MEDTRONIC                      COM              585055106    10791   208276 SH      DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   650814 12560919 SH      DEFINED 01           12560919        0        0
MEDTRONIC                      COM              585055106    99310  1916663 SH      DEFINED 01 02               0  1916663        0
MEDTRONIC                      COM              585055106    17634   340331 SH      DEFINED 01 03               0   340331        0
MEDTRONIC                      COM              585055106   198884  3838521 SH      DEFINED 01 05               0  3838521        0
ACCOR                          COM              5852842         16      415 SH      DEFINED 01 10             415        0        0
MELLON FINANCIAL COR           COM              58551A108    19061   410990 SH      DEFINED 01 02               0   410990        0
MELLON FINANCIAL CORP          COM              58551A108   137850  2972504 SH      DEFINED 01            2972504        0        0
MELLON FINANCIAL CORP          COM              58551A108     9124   196733 SH      DEFINED 01 03               0   196733        0
MELLON FINANCIAL CORP          COM              58551A108    70772  1526083 SH      DEFINED 01 05               0  1526083        0
MEMBER WORKS                   COM              586002107     1485    45158 SH      DEFINED 01              45158        0        0
MENS WEARHOUSE INC             COM              587118100     3262   115186 SH      DEFINED 01             115186        0        0
MENS WEARHOUSE INC             COM              587118100     4331   152985 SH      DEFINED 01 03               0   152985        0
MENTOR CORP MN                 COM              587188103     1025    65123 SH      DEFINED 01              65123        0        0
MENTOR GRAPHIC                 COM              587200106       34     1461 SH      DEFINED 01               1461        0        0
MENTOR GRAPHIC                 COM              587200106        7      300 SH      DEFINED 01 02               0      300        0
MERCANTILE BANKSHARE           COM              587405101     1708    47062 SH      DEFINED 01              47062        0        0
MERCATOR SOFTWARE INC          COM              587587106        1       74 SH      DEFINED 01                 74        0        0
MERCK                          COM              589331107     7962   106964 SH      DEFINED 01                  0   106964        0
MERCK                          COM              589331107      141     1890 SH      DEFINED 01 02               0     1890        0
MERCK AND CO INC               COM              589331107    30015   403225 SH      DEFINED 01             403225        0        0
MERCK AND CO INC               COM              589331107    42740   574175 SH      DEFINED 01 03               0   574175        0
MERCK AND CO INC               COM              589331107    49026   658613 SH      DEFINED 01 05               0   658613        0
MERCURY COMP SYS INC           COM              589378108     1646    59188 SH      DEFINED 01              59188        0        0
MERCURY GENERAL CORP           COM              589400100        8      277 SH      DEFINED 01                277        0        0
MERCURY INTERACTIVE            COM              589405109     6270    40000 SH      DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109   245438  1565798 SH      DEFINED 01            1565798        0        0
MERCURY INTERACTIVE            COM              589405109   262047  1671765 SH      DEFINED 01 02               0  1671765        0
MERCURY INTERACTIVE            COM              589405109    12051    76875 SH      DEFINED 01 03               0    76875        0
MERCURY INTERACTIVE            COM              589405109   234192  1494046 SH      DEFINED 01 05               0  1494046        0
MEREDITH CORP                  COM              589433101        7      266 SH      DEFINED 01                266        0        0
MEREDITH CORP                  COM              589433101      340    11542 SH      DEFINED 01 03               0    11542        0
MEREDITH CORP                  COM              589433101        3       92 SH      DEFINED 01 05               0       92        0
MERIDIAN INS GROUP             COM              589644103      324    22152 SH      DEFINED 01 03               0    22152        0
MERISTAR HOSPITALITY           COM              58984Y103        3      130 SH      DEFINED 01                130        0        0
IMMSI                          COM              5898619          1     1000 SH      DEFINED 01 10            1000        0        0
MERIDIAN GOLD                  COM              589975101        2      294 SH      DEFINED 01                294        0        0
MERIDIAN GOLD INC CA;MNG/CAD   COM              589975952     3988   600000 SH      DEFINED 01             600000        0        0
MERRILL LYNCH                  COM              590188108     6786   102824 SH      DEFINED 11 12               0   102824        0
MERRILL LYNCH                  COM              590188108    45368   687406 SH      DEFINED 11 12 13            0   687406        0
MERRILL LYNCH & CO             COM              590188108   308013  4666869 SH      DEFINED 01            4666869        0        0
MERRILL LYNCH & CO             COM              590188108     1621    24580 SH      DEFINED 01 02               0    24580        0
MERRILL LYNCH & CO             COM              590188108    14204   215213 SH      DEFINED 01 03               0   215213        0
MERRILL LYNCH & CO             COM              590188108    96410  1460767 SH      DEFINED 01 05               0  1460767        0
NOKIA (AB) O                   COM              5902941        452    11340 SH      DEFINED 01 10           11340        0        0
MESA AIR                       COM              590479101      494    90273 SH      DEFINED 01              90273        0        0
MESSAGEMEDIA INC               COM              590787107        0      163 SH      DEFINED 01                163        0        0
METASOLV SOFTWARE              COM              591393103        3       69 SH      DEFINED 01                 69        0        0
RYANAIR HLDG                   COM              5914452          6      774 SH      DEFINED 01 10             774        0        0
METHODE ELEC                   COM              591520200     6165   139131 SH      DEFINED 01             139131        0        0
METHODE ELEC                   COM              591520200       71     1600 SH      DEFINED 01 05               0     1600        0
METLIFE INC                    COM              59156R108        9      343 SH      DEFINED 01                343        0        0
METLIFE INC                    COM              59156R108    26135   998000 SH      DEFINED 01 05               0   998000        0
MET LIFE                       PRF              59156R207    30770   362000 SH      DEFINED 01             362000        0        0
MET LIFE                       PRF              59156R207     3417    40200 SH      DEFINED 01 05               0    40200        0
METRICOM INC                   COM              591596101        2       70 SH      DEFINED 01                 70        0        0
METRIS COMPANIES INC           COM              591598107    31268   791567 SH      DEFINED 01             791567        0        0
METRIS COMPANIES INC           COM              591598107       27      675 SH      DEFINED 01 02               0      675        0
METRIS COMPANIES INC           COM              591598107    24312   615500 SH      DEFINED 01 05               0   615500        0
METRO GOLDWYN MAYER            COM              591610100        8      339 SH      DEFINED 01                339        0        0
METROMEDIA FIBER NET           COM              591689104      301    12399 SH      DEFINED 01              12399        0        0
METROMEDIA FIBER NET           COM              591689104     1396    57420 SH      DEFINED 01 02               0    57420        0
METTLER TOLEDO                 COM              592688105    28464   646900 SH      DEFINED 01             646900        0        0
METTLER TOLEDO                 COM              592688105        7      170 SH      DEFINED 01 02               0      170        0
METTLER TOLEDO                 COM              592688105      141     3200 SH      DEFINED 01 05               0     3200        0
AEGON NV                       COM              5927375        122     3316 SH      DEFINED 01 10            3316        0        0
MICHAEL FOODS                  COM              594079105     1189    50875 SH      DEFINED 01              50875        0        0
MICHAELS STORES INC            COM              594087108     3695    92398 SH      DEFINED 01              92398        0        0
MICHAELS STORES INC            COM              594087108        5      120 SH      DEFINED 01 02               0      120        0
MICREL                         COM              594793101      118     1749 SH      DEFINED 01               1749        0        0
MICROS SYSTEMS                 COM              594901100      724    48084 SH      DEFINED 01              48084        0        0
MICROSOFT                      COM              594918104    26630   442000 SH      DEFINED 01                  0   442000        0
MICROSOFT                      COM              594918104  1270095 21080420 SH      DEFINED 01           21080420        0        0
MICROSOFT                      COM              594918104   187195  3107020 SH      DEFINED 01 02               0  3107020        0
MICROSOFT                      COM              594918104    84206  1397615 SH      DEFINED 01 03               0  1397615        0
MICROSOFT                      COM              594918104   375613  6234227 SH      DEFINED 01 05               0  6234227        0
MICROSOFT CORPORATION          COM              594918104     7312   121361 SH      DEFINED 11 12               0   121361        0
MICROSOFT CORPORATION          COM              594918104    44014   730510 SH      DEFINED 11 12 13            0   730510        0
ASM LITHOGRAPHY                COM              5949368         33      997 SH      DEFINED 01 10             997        0        0
MICRO STRATEGY                 COM              594972101        1       52 SH      DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    16536   500135 SH      DEFINED 01             500135        0        0
MICRO-CHIP                     COM              595017104    37321  1128861 SH      DEFINED 01 02               0  1128861        0
MICRO-CHIP                     COM              595017104     1421    42975 SH      DEFINED 01 03               0    42975        0
MICRO MUSE                     COM              595094103     1419     7060 SH      DEFINED 01               7060        0        0
MICRON ELECTRONICS             COM              595100108        5      505 SH      DEFINED 01                505        0        0
MICRON TECHNOLOGY              COM              595112103     1179    25625 SH      DEFINED 01              25625        0        0
MICRON TECHNOLOGY              COM              595112103      584    12700 SH      DEFINED 01 02               0    12700        0
MICRON TECHNOLOGY              COM              595112103     6338   137782 SH      DEFINED 01 03               0   137782        0
MICRON TECHNOLOGY              COM              595112103       48     1034 SH      DEFINED 01 05               0     1034        0
MID-AMERICA APT                COM              59522J103        2       87 SH      DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107     5997   396412 SH      DEFINED 01             396412        0        0
MID ATLANTIC MEDICAL           COM              59523C107        6      400 SH      DEFINED 01 02               0      400        0
MID ATLANTIC MEDICAL           COM              59523C107      100     6600 SH      DEFINED 01 05               0     6600        0
NORDIC BALTIC HOLDINGS AB      COM              5952496         10     1501 SH      DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          6      100 SH      DEFINED 01 10             100        0        0
KON KPN NV                     COM              5956078         49     2293 SH      DEFINED 01 10            2293        0        0
MIDAMERICAN ENERGY             PRF              595620204     3635    35000 SH      DEFINED 01                  0    35000        0
MIDAMERICAN ENERGY             PRF              595620204     7612    73300 SH      DEFINED 01 04               0    73300        0
MIDAS INC                      COM              595626102      600    42860 SH      DEFINED 01              42860        0        0
S&P 400 MID CAP DEP            COM              595635103      221     2249 SH      DEFINED 01               2249        0        0
ERICSSON(LM)                   COM              5959378        286    18400 SH      DEFINED 01 10           18400        0        0
WILLIAM DEMANT                 COM              5961544          9      200 SH      DEFINED 01 10             200        0        0
STM MICROELECTRONICS           COM              5962332        101     1976 SH      DEFINED 01 10            1976        0        0
UBS AG                         COM              5962354        143     1030 SH      DEFINED 01 10            1030        0        0
SANDVIK AB                     COM              5963108         12      600 SH      DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651         10      200 SH      DEFINED 01 10             200        0        0
SOC GENERALE                   COM              5966516         53      940 SH      DEFINED 01 10             940        0        0
WM-DATA AB                     COM              5970465          5     1000 SH      DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          8      808 SH      DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          2     1383 SH      DEFINED 01 10            1383        0        0
ALCATEL                        COM              5975006        179     2693 SH      DEFINED 01 10            2693        0        0
ITALCEMENT SPA                 COM              5975932          4      520 SH      DEFINED 01 10             520        0        0
SAI                            COM              5975987          4      250 SH      DEFINED 01 10             250        0        0
TELIA AB                       COM              5978384         22     3400 SH      DEFINED 01 10            3400        0        0
MIDWEST EXPRESS                COM              597911106      783    38883 SH      DEFINED 01              38883        0        0
GIVAUDAN                       COM              5980613          6       22 SH      DEFINED 01 10              22        0        0
MIDWAY GAMES INC               COM              598148104      735   104924 SH      DEFINED 01             104924        0        0
DANONE                         COM              5981810         47      328 SH      DEFINED 01 10             328        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622        135     3161 SH      DEFINED 01 10            3161        0        0
MILACRON INC                   COM              598709103     1291    96946 SH      DEFINED 01              96946        0        0
MILACRON INC                   COM              598709103        4      300 SH      DEFINED 01 02               0      300        0
MILLENIUM PHARM                COM              599902103     2345    16053 SH      DEFINED 01              16053        0        0
MILLENIUM PHARM                COM              599902103    31687   216940 SH      DEFINED 01 02               0   216940        0
MILLENIUM PHARM                COM              599902103      497     3400 SH      DEFINED 01 03               0     3400        0
MILLENIUM CHEM INC             COM              599903101        3      208 SH      DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          2     1000 SH      DEFINED 01 10            1000        0        0
HERMAN MILLER                  COM              600544100       97     3010 SH      DEFINED 01               3010        0        0
MILLIPORE CORP                 COM              601073109     5927   122375 SH      DEFINED 01             122375        0        0
MILLIPORE CORP                 COM              601073109      285     5900 SH      DEFINED 01 02               0     5900        0
MILLIPORE CORP                 COM              601073109      800    16516 SH      DEFINED 01 03               0    16516        0
MILLIPORE CORP                 COM              601073109        4       84 SH      DEFINED 01 05               0       84        0
AJINOMOTO CO                   COM              6010906         22     2000 SH      DEFINED 01 10            2000        0        0
MILLS                          COM              601148109        1       74 SH      DEFINED 01                 74        0        0
AMADA CO                       COM              6022105          8     1000 SH      DEFINED 01 10            1000        0        0
MIM HOLDINGS                   COM              602410995      295   500000 SH      DEFINED 01             500000        0        0
MINEFIND (RESTRCTD) CA;MFL/C$  COM              602500993       96   125000 SH      DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106     3502    76135 SH      DEFINED 01              76135        0        0
MINERALS TECHNOLOGIE           COM              603158106        5      100 SH      DEFINED 01 02               0      100        0
MINERALS TECHNOLOGIE           COM              603158106      129     2800 SH      DEFINED 01 05               0     2800        0
FUJI TELEVISION NETWORK, INC.  COM              6036582         13        1 SH      DEFINED 01 10               1        0        0
MINIMED INC                    COM              60365K108    34055   381029 SH      DEFINED 01             381029        0        0
MINIMED INC                    COM              60365K108       18      200 SH      DEFINED 01 02               0      200        0
MINIMED INC                    COM              60365K108    51856   580200 SH      DEFINED 01 05               0   580200        0
MN MINING & MFG CO             COM              604059105   412800  4530054 SH      DEFINED 01            4530054        0        0
MN MINING & MFG CO             COM              604059105    32824   360240 SH      DEFINED 01 02               0   360240        0
MN MINING & MFG CO             COM              604059105    10745   117917 SH      DEFINED 01 03               0   117917        0
MN MINING & MFG CO             COM              604059105    59908   657424 SH      DEFINED 01 05               0   657424        0
SINGAPORE TE                   COM              6043214         10     7000 SH      DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107        3       65 SH      DEFINED 01                 65        0        0
MIPS TECH INC                  COM              604567107        8      170 SH      DEFINED 01 02               0      170        0
AOYAMA TRADI                   COM              6045878          2      200 SH      DEFINED 01 10             200        0        0
ACOM CO                        COM              6049784         25      300 SH      DEFINED 01 10             300        0        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      291    72698 SH      DEFINED 01              72698        0        0
ASAHI BREWER                   COM              6054409          9     1000 SH      DEFINED 01 10            1000        0        0
ASAHI CHEMIC                   COM              6054603         18     3000 SH      DEFINED 01 10            3000        0        0
ASAHI GLASS                    COM              6055208         31     3000 SH      DEFINED 01 10            3000        0        0
ASATSU DK                      COM              6056052          3      100 SH      DEFINED 01 10             100        0        0
ASHIKAGA BAN                   COM              6056977          2     1000 SH      DEFINED 01 10            1000        0        0
AUST GAS LIG                   COM              6064969          4      722 SH      DEFINED 01 10             722        0        0
MITCHELL ENERGY CL A           COM              606592202     3599    77185 SH      DEFINED 01              77185        0        0
MITCHELL ENERGY CL A           COM              606592202        5      100 SH      DEFINED 01 02               0      100        0
MITCHELL ENERGY CL A           COM              606592202      149     3200 SH      DEFINED 01 05               0     3200        0
AMCOR LIMITE                   COM              6066608          4     1360 SH      DEFINED 01 10            1360        0        0
MITSUBISHI MATERIAL            COM              606807998    11979  3864000 SH      DEFINED 01            3864000        0        0
MITSUBISHI MATERIAL            COM              606807998       87    28000 SH      DEFINED 01 03               0    28000        0
MITSUBISHI MATERIAL            COM              606807998    17299  5580000 SH      DEFINED 01 05               0  5580000        0
AUTOBACS SEV                   COM              6068422          3      100 SH      DEFINED 01 10             100        0        0
BK OF TOKYO - MITSUBISHI       COM              6070364        106     9000 SH      DEFINED 01 10            9000        0        0
NATIONAL STEEL ELECTRONICS COM COM              6073750          3     1000 SH      DEFINED 01 10            1000        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     7664   302047 SH      DEFINED 01             302047        0        0
MOBILE TELESYSTEMS ADR         COM              607409109       99     3890 SH      DEFINED 01 05               0     3890        0
MOBILITY ELE INC               COM              60741U101     2099   230000 SH      DEFINED 01             230000        0        0
MOBILITY ELE INC               COM              60741U101        1       85 SH      DEFINED 01 02               0       85        0
BK OF EAST A                   COM              6075648          7     3200 SH      DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          6     1000 SH      DEFINED 01 10            1000        0        0
WESTPAC BKG                    COM              6076146         26     3707 SH      DEFINED 01 10            3707        0        0
MODINE MFG CO                  COM              607828100       18      649 SH      DEFINED 01                649        0        0
MODIS PROFESSIONAL             COM              607830106       13     2396 SH      DEFINED 01               2396        0        0
MOHAWK INDUSTRIES              COM              608190104       27     1238 SH      DEFINED 01               1238        0        0
MOHAWK INDUSTRIES              COM              608190104        2      100 SH      DEFINED 01 02               0      100        0
MOLECULAR DEVICES              COM              60851C107     1346    13700 SH      DEFINED 01              13700        0        0
MOLEX INC                      COM              608554101     2072    38076 SH      DEFINED 01              38076        0        0
MOLEX INC                      COM              608554101     2596    47682 SH      DEFINED 01 03               0    47682        0
MOLEX INC                      COM              608554101       20      359 SH      DEFINED 01 05               0      359        0
TELSTRA CORP                   COM              6087289         52    16049 SH      DEFINED 01 10           16049        0        0
MONACO COACH CORP              COM              60886R103      868    52595 SH      DEFINED 01              52595        0        0
MONACO COACH CORP              COM              60886R103        3      200 SH      DEFINED 01 02               0      200        0
CLP HOLDINGS                   COM              6097017         20     4500 SH      DEFINED 01 10            4500        0        0
BERGESEN D Y ASA-B SHARES      COM              6100906          1       35 SH      DEFINED 01 10              35        0        0
AMP LIMITED                    COM              6115715         20     2202 SH      DEFINED 01 10            2202        0        0
MONSANTO - ACES                PRF              611662305    24328   464500 SH      DEFINED 01             464500        0        0
MONSANTO - ACES                PRF              611662305     2195    41900 SH      DEFINED 01 05               0    41900        0
BRAMBLES IND                   COM              6120009         13      483 SH      DEFINED 01 10             483        0        0
MONTANA POWER CO               COM              612085100       74     2204 SH      DEFINED 01               2204        0        0
BENESSE CORP                   COM              6121927         12      200 SH      DEFINED 01 10             200        0        0
COCA-COLA AM                   COM              6123451          5     2216 SH      DEFINED 01 10            2216        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH      DEFINED 01 10             691        0        0
SEMBCORP                       COM              6128713          4     4000 SH      DEFINED 01 10            4000        0        0
BRIDGESTONE                    COM              6132101         36     3000 SH      DEFINED 01 10            3000        0        0
SINGAPORE PR                   COM              6133966         15     1000 SH      DEFINED 01 10            1000        0        0
HOPEWELL HOLDINGS              COM              6140290          1     2000 SH      DEFINED 01 10            2000        0        0
BROKEN HILL                    COM              6144690         38     3637 SH      DEFINED 01 10            3637        0        0
CONTACT ENER                   COM              6152529          2     1411 SH      DEFINED 01 10            1411        0        0
MONY GROUP INC                 COM              615337102     3883    97421 SH      DEFINED 01              97421        0        0
MONY GROUP INC                 COM              615337102        5      130 SH      DEFINED 01 02               0      130        0
MONY GROUP INC                 COM              615337102       76     1900 SH      DEFINED 01 05               0     1900        0
MIRVAC GROUP                   COM              6161978          2     1014 SH      DEFINED 01 10            1014        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007         39    34355 SH      DEFINED 01 10           34355        0        0
JP MORGAN & CO INC             COM              616880100    32782   200654 SH      DEFINED 01             200654        0        0
JP MORGAN & CO INC             COM              616880100     6513    39865 SH      DEFINED 01 03               0    39865        0
JP MORGAN & CO INC             COM              616880100       48      292 SH      DEFINED 01 05               0      292        0
CANON INC                      COM              6172323         89     2000 SH      DEFINED 01 10            2000        0        0
MORGAN KEEGAN                  COM              617410105     1391    79498 SH      DEFINED 01              79498        0        0
MORGAN ST DEAN WITTE           COM              617446448    27797   304000 SH      DEFINED 01                  0   304000        0
MORGAN ST DEAN WITTE           COM              617446448  1030027 11264812 SH      DEFINED 01           11264812        0        0
MORGAN ST DEAN WITTE           COM              617446448    80222   877395 SH      DEFINED 01 02               0   877395        0
MORGAN ST DEAN WITTE           COM              617446448    31437   343817 SH      DEFINED 01 03               0   343817        0
MORGAN ST DEAN WITTE           COM              617446448   331057  3620584 SH      DEFINED 01 05               0  3620584        0
MORGAN STANLEY INT L           COM              61744J408     2012   100619 SH      DEFINED 01 03               0   100619        0
DBS GROUP HL                   COM              6175203         33     3000 SH      DEFINED 01 10            3000        0        0
CARTER HOLT                    COM              6178406          3     4053 SH      DEFINED 01 10            4053        0        0
CASIO COMPUT                   COM              6178967         12     1000 SH      DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755         15     8000 SH      DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          5      997 SH      DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917         19     3000 SH      DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         29        5 SH      DEFINED 01 10               5        0        0
MORRISON MANAGEMENT            COM              618459101     1036    35075 SH      DEFINED 01              35075        0        0
CSL                            COM              6185495          5      281 SH      DEFINED 01 10             281        0        0
PYRAMID FIXED INCOME           COM              619465XX0    14770    63371 SH      DEFINED 01 03               0    63371        0
PYRAMID EAFE INDEX             COM              619466XX8      938     5909 SH      DEFINED 01 03               0     5909        0
PYRAMID RUSSELL 2000           COM              619467XX6    33387    59540 SH      DEFINED 01 03               0    59540        0
CITIC PACIFIC LTD.             COM              6196152         22     5000 SH      DEFINED 01 10            5000        0        0
CHUGAI PHARM                   COM              6196408         18     1000 SH      DEFINED 01 10            1000        0        0
CHUO MITSUI TRUST AND BANKING  COM              6196840         10     2900 SH      DEFINED 01 10            2900        0        0
CITIZEN WATC                   COM              6197304         11     1000 SH      DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928         10     2000 SH      DEFINED 01 10            2000        0        0
MOTIENT CORP                   COM              619908106        2      170 SH      DEFINED 01                170        0        0
MOTOROLA                       COM              620076109     2543    90000 SH      DEFINED 01                  0    90000        0
MOTOROLA                       COM              620076109   392393 13890009 SH      DEFINED 01           13890009        0        0
MOTOROLA                       COM              620076109    22843   808649 SH      DEFINED 01 02               0   808649        0
MOTOROLA                       COM              620076109    18379   650598 SH      DEFINED 01 03               0   650598        0
MOTOROLA                       COM              620076109    48260  1708289 SH      DEFINED 01 05               0  1708289        0
MOTOROLA                       COM              620076109     3653   129300 SH      DEFINED 11 12               0   129300        0
MOTOROLA                       COM              620076109    19289   682800 SH      DEFINED 11 12 13            0   682800        0
TRANSURBAN GROUP               COM              6200882          2      955 SH      DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908         10     2511 SH      DEFINED 01 10            2511        0        0
ORIGIN ENERGY                  COM              6214861          1     1202 SH      DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         42     2819 SH      DEFINED 01 10            2819        0        0
CSK CORP                       COM              6215552          5      200 SH      DEFINED 01 10             200        0        0
BORAL LIMITE                   COM              6218670          1     1202 SH      DEFINED 01 10            1202        0        0
RIO TINTO LI                   COM              6220103          8      617 SH      DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH      DEFINED 01 10             453        0        0
COSMO OIL                      COM              6226338          2     1000 SH      DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          5     2208 SH      DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1000 SH      DEFINED 01 10            1000        0        0
DBS LAND                       COM              6244772          5     3000 SH      DEFINED 01 10            3000        0        0
MPOWER COMMUNICATIONS CORP     COM              62473J106        1      100 SH      DEFINED 01                100        0        0
MP3.COM INC                    COM              62473M109        0      106 SH      DEFINED 01                106        0        0
MUELLER INDS                   COM              624756102     3594   160179 SH      DEFINED 01             160179        0        0
MUELLER INDS                   COM              624756102       55     2449 SH      DEFINED 01 05               0     2449        0
DAIEI INC                      COM              6249982          5     2000 SH      DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         25     1000 SH      DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          5      300 SH      DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH      DEFINED 01 10            1000        0        0
DAIKIN INDUS                   COM              6250724         19     1000 SH      DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          3     1000 SH      DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          7     2000 SH      DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         30     2000 SH      DEFINED 01 10            2000        0        0
DAIWA BANK                     COM              6251341         11     5000 SH      DEFINED 01 10            5000        0        0
DAIWA HOUSE                    COM              6251363          7     1000 SH      DEFINED 01 10            1000        0        0
DAIWA SECS G                   COM              6251448         35     3000 SH      DEFINED 01 10            3000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253994          3      785 SH      DEFINED 01 10             785        0        0
MURPHY OIL                     COM              626717102    38144   588537 SH      DEFINED 01             588537        0        0
MURPHY OIL                     COM              626717102      877    13520 SH      DEFINED 01 02               0    13520        0
MURPHY OIL                     COM              626717102      771    11900 SH      DEFINED 01 03               0    11900        0
MURPHY OIL                     COM              626717102    29218   450800 SH      DEFINED 01 05               0   450800        0
MUSICLAND INC.                 COM              62758B109     5121   725177 SH      DEFINED 01 03               0   725177        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939         17     8000 SH      DEFINED 01 10            8000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH      DEFINED 01 10            4000        0        0
MUTUAL RISK                    COM              628351108     2514   114614 SH      DEFINED 01             114614        0        0
MUTUAL RISK                    COM              628351108     9872   450000 SH      DEFINED 01 05               0   450000        0
MYERS IND INC                  COM              628464109      761    59961 SH      DEFINED 01              59961        0        0
MYLAN LABS                     COM              628530107       70     2601 SH      DEFINED 01               2601        0        0
MYLAN LABS                     COM              628530107    11220   416535 SH      DEFINED 01 03               0   416535        0
MYND CORP                      COM              628551103       10      784 SH      DEFINED 01                784        0        0
MYRIAD GENETICS                COM              62855J104     6647    77278 SH      DEFINED 01              77278        0        0
MYRIAD GENETICS                COM              62855J104        9      100 SH      DEFINED 01 02               0      100        0
MYRIAD GENETICS                COM              62855J104      172     2000 SH      DEFINED 01 05               0     2000        0
MYPOINTS.COM INC               COM              62855T102        1      150 SH      DEFINED 01                150        0        0
LI & FUNG                      COM              6286268         13     6000 SH      DEFINED 01 10            6000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280        115       14 SH      DEFINED 01 10              14        0        0
PACIFIC DUNL                   COM              6286611          2     2189 SH      DEFINED 01 10            2189        0        0
NBTY INC                       COM              628782104     3041   465645 SH      DEFINED 01             465645        0        0
NBTY INC                       COM              628782104       79    12130 SH      DEFINED 01 05               0    12130        0
NCH CORP                       COM              628850109        4      102 SH      DEFINED 01                102        0        0
NCI BUILDING SYSTEMS           COM              628852105     1353    92500 SH      DEFINED 01              92500        0        0
NCI BUILDING SYSTEMS           COM              628852105        2      140 SH      DEFINED 01 02               0      140        0
NCI BUILDING SYSTEMS           COM              628852105    15104  1032783 SH      DEFINED 01 03               0  1032783        0
NCI BUILDING SYSTEMS           COM              628852105       48     3300 SH      DEFINED 01 05               0     3300        0
NCO GROUP                      COM              628858102        6      534 SH      DEFINED 01                534        0        0
NCR CORPORATION                COM              62886E108       14      371 SH      DEFINED 01                371        0        0
NCR CORPORATION                COM              62886E108      801    21185 SH      DEFINED 01 03               0    21185        0
NCR CORPORATION                COM              62886E108        7      175 SH      DEFINED 01 05               0      175        0
NL INDUSTRIES INC              COM              629156407        4      200 SH      DEFINED 01                200        0        0
NL INDUSTRIES INC              COM              629156407        4      200 SH      DEFINED 01 02               0      200        0
NRG ENERGY INC                 COM              629377102    43800  1200000 SH      DEFINED 01            1200000        0        0
NTL INC                        COM              629407107      298     6431 SH      DEFINED 01               6431        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503    26691    30331 SH      DEFINED 01              30331        0        0
NTL INC PIK PFD      13  2/15/ PRF              629407503     3972     4514 SH      DEFINED 01 05               0     4514        0
NTT DOCOMO INC                 COM              629425992    99604     3472 SH      DEFINED 01               3472        0        0
NTT DOCOMO INC                 COM              629425992       86        3 SH      DEFINED 01 03               0        3        0
NTT DOCOMO INC                 COM              629425992    30925     1078 SH      DEFINED 01 05               0     1078        0
NUI CORP                       COM              629430109     1090    36107 SH      DEFINED 01              36107        0        0
NUI CORP                       COM              629430109        4      130 SH      DEFINED 01 02               0      130        0
NVR INC                        COM              62944T105     2007    24785 SH      DEFINED 01              24785        0        0
NABISCO HOLDINGS               COM              629526104        6      107 SH      DEFINED 01                107        0        0
NABISCO GROUP HLDGS            COM              62952P102       35     1245 SH      DEFINED 01               1245        0        0
NABISCO GROUP HLDGS            COM              62952P102     2259    79260 SH      DEFINED 01 03               0    79260        0
NABISCO GROUP HLDGS            COM              62952P102       17      598 SH      DEFINED 01 05               0      598        0
NABORS INDUSTRIES IN           COM              629568106     2308    44060 SH      DEFINED 01              44060        0        0
NABORS INDUSTRIES IN           COM              629568106     9604   183290 SH      DEFINED 01 02               0   183290        0
NACCO IND CL A                 COM              629579103        1       31 SH      DEFINED 01                 31        0        0
NAKORNTHAI STRIP WTS 2/01/98   COM              629844119        0 10129482 SH      DEFINED 01           10129482        0        0
NAKORNTHAI STRIP WTS 2/01/98   COM              629844119        0  4115102 SH      DEFINED 01 05               0  4115102        0
EAST JAPAN                     COM              6298542         50        9 SH      DEFINED 01 10               9        0        0
NANOGEN INC                    COM              630075109     1816    93725 SH      DEFINED 01              93725        0        0
NANOGEN INC                    COM              630075109        4      190 SH      DEFINED 01 02               0      190        0
NANOGEN INC                    COM              630075109       46     2350 SH      DEFINED 01 05               0     2350        0
NANOMETRICS INC                COM              630077105     3164    59200 SH      DEFINED 01              59200        0        0
NANOMETRICS INC                COM              630077105        5      100 SH      DEFINED 01 02               0      100        0
NANOMETRICS INC                COM              630077105       75     1400 SH      DEFINED 01 05               0     1400        0
EBARA CORP                     COM              6302700         15     1000 SH      DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         32     1000 SH      DEFINED 01 10            1000        0        0
DENKI KAGAKU                   COM              6309820          4     1000 SH      DEFINED 01 10            1000        0        0
NASDAQ-100 SHARES              COM              631100104      766     8638 SH      DEFINED 01               8638        0        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH      DEFINED 01                  0      300        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH      DEFINED 01 05               0      300        0
NASH FINCH CO                  COM              631158102      334    31964 SH      DEFINED 01              31964        0        0
NASHAU CORP                    COM              631226107      140    16626 SH      DEFINED 01              16626        0        0
ERG LTD.                       COM              6317748          2      396 SH      DEFINED 01 10             396        0        0
ESPRIT HOLDINGS LIMITED        COM              6321642          2     3000 SH      DEFINED 01 10            3000        0        0
FAULDING(FH)                   COM              6332600          2      340 SH      DEFINED 01 10             340        0        0
GOODMAN FIEL                   COM              6336549          2     2792 SH      DEFINED 01 10            2792        0        0
FLETCHER CHALLENGE ENERGY      COM              6342944          2      565 SH      DEFINED 01 10             565        0        0
FOSTERS BREW                   COM              6349268          9     3672 SH      DEFINED 01 10            3672        0        0
FRASER & NEA                   COM              6350602          3     1000 SH      DEFINED 01 10            1000        0        0
NATIONAL BANK OF GREECE        COM              635120991     4878   118515 SH      DEFINED 01             118515        0        0
NATIONAL BANK OF GREECE        COM              635120991       69     1682 SH      DEFINED 01 05               0     1682        0
NATIONAL CITY CORP             COM              635405103       51     2337 SH      DEFINED 01               2337        0        0
NATIONAL CITY CORP             COM              635405103     3277   148108 SH      DEFINED 01 03               0   148108        0
NATIONAL CITY CORP             COM              635405103       25     1112 SH      DEFINED 01 05               0     1112        0
NATL COMMERCE BANCOR           COM              635449101       85     4257 SH      DEFINED 01               4257        0        0
NATL DATA CORP                 COM              635621105     2992    91178 SH      DEFINED 01              91178        0        0
NATL DISCOUNT BROKER           COM              635646102     1805    58331 SH      DEFINED 01              58331        0        0
FUJI PHOTO F                   COM              6356525         33     1000 SH      DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          4      100 SH      DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          8     1000 SH      DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         66      600 SH      DEFINED 01 10             600        0        0
FUJITSU                        COM              6356945        116     5000 SH      DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          7      100 SH      DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562         28     1000 SH      DEFINED 01 10            1000        0        0
GANDEL RETAIL TRUST            COM              6361370          2     2559 SH      DEFINED 01 10            2559        0        0
NATIONAL FUEL GAS CO           COM              636180101       49      874 SH      DEFINED 01                874        0        0
NATL INFO CONSORT              COM              636491102        1      153 SH      DEFINED 01                153        0        0
NATIONAL INSTRUMENT            COM              636518102     8176   185308 SH      DEFINED 01             185308        0        0
NATIONAL INSTRUMENT            COM              636518102       84     1900 SH      DEFINED 01 05               0     1900        0
GEN PROPERTY                   COM              6365866          4     3210 SH      DEFINED 01 10            3210        0        0
NATIONAL OILWELL INC           COM              637071101        5      151 SH      DEFINED 01                151        0        0
NATIONAL OILWELL INC           COM              637071101    14160   453136 SH      DEFINED 01 03               0   453136        0
NATL PENN BANCSHARE            COM              637138108        2       80 SH      DEFINED 01                 80        0        0
NATL PRESTO IND                COM              637215104      583    19463 SH      DEFINED 01              19463        0        0
NATL SEMICONDUCTOR             COM              637640103    18356   456054 SH      DEFINED 01             456054        0        0
NATL SEMICONDUCTOR             COM              637640103     2015    50061 SH      DEFINED 01 03               0    50061        0
NATL SEMICONDUCTOR             COM              637640103      120     2984 SH      DEFINED 01 05               0     2984        0
NATL SERVICES IND              COM              637657107        3      157 SH      DEFINED 01                157        0        0
NATL SERVICES IND              COM              637657107      165     8423 SH      DEFINED 01 03               0     8423        0
NATL SERVICES IND              COM              637657107        1       74 SH      DEFINED 01 05               0       74        0
NAT CORP HOUSING               COM              637995994      100      500 SH      DEFINED 01                  0      500        0
NATIONWIDE FINL                COM              638612101        2       62 SH      DEFINED 01                 62        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH      DEFINED 01                120        0        0
NATURAL MICROSYSTEMS           COM              638882100     3233    60088 SH      DEFINED 01              60088        0        0
NATURAL MICROSYSTEMS           COM              638882100        4       80 SH      DEFINED 01 02               0       80        0
NATURAL MICROSYSTEMS           COM              638882100       75     1400 SH      DEFINED 01 05               0     1400        0
NATURES SUNSHINE PRO           COM              639027101      346    46491 SH      DEFINED 01              46491        0        0
NAUTICA ENTERPRISES            COM              639089101     1125    86961 SH      DEFINED 01              86961        0        0
NAUTICA ENTERPRISES            COM              639089101        3      260 SH      DEFINED 01 02               0      260        0
NAVISTAR INTL CORP             COM              63934E108        7      237 SH      DEFINED 01                237        0        0
NAVISTAR INTL CORP             COM              63934E108      451    15067 SH      DEFINED 01 03               0    15067        0
NAVISTAR INTL CORP             COM              63934E108        3      108 SH      DEFINED 01 05               0      108        0
NAVISITE INC                   COM              63935M109        8      279 SH      DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107       65    19000 SH      DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        3      860 SH      DEFINED 01                860        0        0
GUNMA BANK                     COM              6398088          5     1000 SH      DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          3     1000 SH      DEFINED 01 10            1000        0        0
NEIMAN-MARCUS GROUP            COM              640204202       35     1068 SH      DEFINED 01               1068        0        0
NELSON (THOMAS) INC            COM              640376109      324    39605 SH      DEFINED 01              39605        0        0
NEPTUNE ORIENT LINE ORDS       COM              640400990       45    50000 SH      DEFINED 01 03               0    50000        0
NEOFORMA.COM INC               COM              640475109        0      100 SH      DEFINED 01                100        0        0
NEON COMMUNICATIONS INC        COM              640506101        2       61 SH      DEFINED 01                 61        0        0
NEOSE TECHNOLOGIES             COM              640522108        5      100 SH      DEFINED 01 02               0      100        0
HANG LUNG DE                   COM              6408352          3     3000 SH      DEFINED 01 10            3000        0        0
HANG SENG BA                   COM              6408374         50     4600 SH      DEFINED 01 10            4600        0        0
NEUBERGR&BERMN-FOCUS           COM              640917506     1715    50894 SH      DEFINED 01 03               0    50894        0
NET.B@NK INC                   COM              640933107        1       94 SH      DEFINED 01                 94        0        0
NETWORK ASSOCIATES             COM              640938106    78869  3485905 SH      DEFINED 01 02               0  3485905        0
NETWORKS ASSOCIATES            COM              640938106     2231    98621 SH      DEFINED 01              98621        0        0
NETWORKS ASSOCIATES            COM              640938106      392    17350 SH      DEFINED 01 03               0    17350        0
JAMES HARDIE                   COM              6409407          2      868 SH      DEFINED 01 10             868        0        0
NET 2 PHONE                    COM              64108N106        1       37 SH      DEFINED 01                 37        0        0
Netcentives Inc                COM              64108P101     6251   816471 SH      DEFINED 01                  0   816471        0
NETCENTIVES INC                COM              64108P101        1       83 SH      DEFINED 01                 83        0        0
NETEGRITY INC                  COM              64110P107     5992    85599 SH      DEFINED 01              85599        0        0
NETEGRITY INC                  COM              64110P107       11      150 SH      DEFINED 01 02               0      150        0
NETEGRITY INC                  COM              64110P107    24521   350300 SH      DEFINED 01 05               0   350300        0
NETGURU INC                    COM              64111K107        3      200 SH      DEFINED 01 02               0      200        0
NETOPIA INC                    COM              64114K104        1       48 SH      DEFINED 01                 48        0        0
NETRO CORP                     COM              64114R109    41802   705502 SH      DEFINED 01             705502        0        0
NETRO CORP                     COM              64114R109       28      467 SH      DEFINED 01 02               0      467        0
NETRO CORP                     COM              64114R109    34069   575000 SH      DEFINED 01 05               0   575000        0
NETPLIANCE INC                 COM              64115K103        0      200 SH      DEFINED 01                200        0        0
NET IQ                         COM              64115P102    35048   533540 SH      DEFINED 01             533540        0        0
NET IQ                         COM              64115P102    44875   683147 SH      DEFINED 01 02               0   683147        0
NET IQ                         COM              64115P102     1312    19972 SH      DEFINED 01 03               0    19972        0
NET IQ                         COM              64115P102    35977   547700 SH      DEFINED 01 05               0   547700        0
NETSCOUT SYS INC               COM              64115T104        2       88 SH      DEFINED 01                 88        0        0
NETSILICON INC                 COM              64115X105        2      100 SH      DEFINED 01 02               0      100        0
NETRATINGS INC                 COM              64116M108        3      157 SH      DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      641    59993 SH      DEFINED 01              59993        0        0
NETWORK APPLIANCE              COM              64120L104    65717   515933 SH      DEFINED 01             515933        0        0
NETWORK APPLIANCE              COM              64120L104   137994  1083366 SH      DEFINED 01 02               0  1083366        0
NETWORK APPLIANCE              COM              64120L104    15266   119858 SH      DEFINED 01 03               0   119858        0
NETWORK APPLIANCE              COM              64120L104       73      572 SH      DEFINED 01 05               0      572        0
NETWORK ACCESS SOLUT           COM              64120S109        1      154 SH      DEFINED 01                154        0        0
NETWORK ENGINES INC            COM              64121A107     4094   100000 SH      DEFINED 01             100000        0        0
NETWORK ENGINES INC            COM              64121A107        1       35 SH      DEFINED 01 02               0       35        0
NETWORK ENGINES INC            COM              64121A107     8188   200000 SH      DEFINED 01 05               0   200000        0
NETWORK PLUS                   COM              64122D506        1      167 SH      DEFINED 01                167        0        0
NET2000 COMM INC               COM              64122G103        1      110 SH      DEFINED 01                110        0        0
NETZERO INC                    COM              64122R109        0      160 SH      DEFINED 01                160        0        0
NEUBERGER BERMAN               COM              641234109     1884    30624 SH      DEFINED 01              30624        0        0
NEURO CRINE                    COM              64125C109     1710    38000 SH      DEFINED 01              38000        0        0
NEURO CRINE                    COM              64125C109        5      100 SH      DEFINED 01 02               0      100        0
HENDERSON LAND                 COM              6420538         15     3000 SH      DEFINED 01 10            3000        0        0
HIROSE ELECT                   COM              6428725         13      100 SH      DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         93     8000 SH      DEFINED 01 10            8000        0        0
HITACHI ZOSEN CORP             COM              6429308          2     2000 SH      DEFINED 01 10            2000        0        0
HOKURIKU BAN                   COM              6433161          5     2000 SH      DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145        110     3000 SH      DEFINED 01 10            3000        0        0
WHARF (HOLDI                   COM              6435576         10     5000 SH      DEFINED 01 10            5000        0        0
H.K. & SHANGHAI HOTELS         COM              6436386          2     2500 SH      DEFINED 01 10            2500        0        0
HONGKONG&CHI                   COM              6436557         14    11100 SH      DEFINED 01 10           11100        0        0
NEW ENGLAND BUS SERV           COM              643872104      681    37584 SH      DEFINED 01              37584        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH      DEFINED 01 10            1000        0        0
NEW ERA NETWORKS               COM              644312100        2       84 SH      DEFINED 01                 84        0        0
NEW FOCUS INC                  COM              644383101    42191   533650 SH      DEFINED 01             533650        0        0
NEW FOCUS INC                  COM              644383101       21      266 SH      DEFINED 01 02               0      266        0
NEW FOCUS INC                  COM              644383101    62092   785350 SH      DEFINED 01 05               0   785350        0
HUTCHISON WH                   COM              6448068        131     9900 SH      DEFINED 01 10            9900        0        0
HYSAN DEVELO                   COM              6449629          3     2000 SH      DEFINED 01 10            2000        0        0
ORICA LIMITE                   COM              6458001          2      577 SH      DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    24292   597951 SH      DEFINED 01             597951        0        0
NEW JERSEY RESOURCES           COM              646025106       81     2000 SH      DEFINED 01 05               0     2000        0
INAX CORPORA                   COM              6461504          5     1000 SH      DEFINED 01 10            1000        0        0
ISETAN                         COM              6466844          9     1000 SH      DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          2     1000 SH      DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          5     3000 SH      DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803         14     3000 SH      DEFINED 01 10            3000        0        0
ITO-YOKADO C                   COM              6467944         52     1000 SH      DEFINED 01 10            1000        0        0
JAPAN STEEL WORKS              COM              6470685          1     1000 SH      DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871         15     4000 SH      DEFINED 01 10            4000        0        0
JGC CORP                       COM              6473468          5     1000 SH      DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         39        5 SH      DEFINED 01 10               5        0        0
JOYO BANK                      COM              6479767          7     2000 SH      DEFINED 01 10            2000        0        0
NIPPON PAPER                   COM              6479820         12     2000 SH      DEFINED 01 10            2000        0        0
JUSCO CO                       COM              6480048         18     1000 SH      DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALT           COM              648053106        2      138 SH      DEFINED 01                138        0        0
KAJIMA CORP                    COM              6481320          5     2000 SH      DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          5     1000 SH      DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          3     1000 SH      DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360         11     1000 SH      DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         36     2200 SH      DEFINED 01 10            2200        0        0
KAO CORP                       COM              6483809         55     2000 SH      DEFINED 01 10            2000        0        0
KAWASAKI HEA                   COM              6484620          4     3000 SH      DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          8     7000 SH      DEFINED 01 10            7000        0        0
KAWASAKI KIS                   COM              6484686          2     1000 SH      DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          4     1000 SH      DEFINED 01 10            1000        0        0
KEPPEL CORP                    COM              6490263          4     2000 SH      DEFINED 01 10            2000        0        0
KINDEN                         COM              6492924          6     1000 SH      DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         19     4000 SH      DEFINED 01 10            4000        0        0
KIRIN BREWER                   COM              6493745         21     2000 SH      DEFINED 01 10            2000        0        0
KOMATSU                        COM              6496584         12     2000 SH      DEFINED 01 10            2000        0        0
KONAMI CO                      COM              6496681         25      300 SH      DEFINED 01 10             300        0        0
KONICA                         COM              6496700          7     1000 SH      DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         10     3000 SH      DEFINED 01 10            3000        0        0
KURARAY CO                     COM              6497662         10     1000 SH      DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         61      400 SH      DEFINED 01 10             400        0        0
ASAHI BANK                     COM              6499367         25     6000 SH      DEFINED 01 10            6000        0        0
KYOWA HAKKO                    COM              6499550          8     1000 SH      DEFINED 01 10            1000        0        0
NEW YORK TIMES CLA             COM              650111107     1834    46650 SH      DEFINED 01              46650        0        0
NEW YORK TIMES CLA             COM              650111107     1627    41391 SH      DEFINED 01 03               0    41391        0
NEW YORK TIMES CLA             COM              650111107       12      305 SH      DEFINED 01 05               0      305        0
LEIGHTON HOL                   COM              6511227          2      558 SH      DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004         12     1072 SH      DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106     2322   101780 SH      DEFINED 01 02               0   101780        0
NEWELL RUBBERMAID INC          COM              651229106       24     1042 SH      DEFINED 01               1042        0        0
NEWELL RUBBERMAID INC          COM              651229106     1498    65652 SH      DEFINED 01 03               0    65652        0
NEWELL RUBBERMAID INC          COM              651229106       11      488 SH      DEFINED 01 05               0      488        0
NEWFIELD EXPLORATION           COM              651290108    38668   828246 SH      DEFINED 01             828246        0        0
NEWFIELD EXPLORATION           COM              651290108    58226  1247150 SH      DEFINED 01 02               0  1247150        0
NEWFIELD EXPLORATION           COM              651290108     2395    51300 SH      DEFINED 01 03               0    51300        0
NEWFIELD EXPLORATION           COM              651290108    16005   342800 SH      DEFINED 01 05               0   342800        0
NEWHALL LAND & FARMG           COM              651426108        2       83 SH      DEFINED 01                 83        0        0
NEWMONT MINING                 COM              651639106     2220   130641 SH      DEFINED 01             130641        0        0
NEWMONT MINING                 COM              651639106      694    40812 SH      DEFINED 01 03               0    40812        0
NEWMONT MINING                 COM              651639106        5      307 SH      DEFINED 01 05               0      307        0
NEWPARK RESOURCES              COM              651718504        3      330 SH      DEFINED 01                330        0        0
NEWPORT CORP                   COM              651824104    34092   214059 SH      DEFINED 01             214059        0        0
NEWPORT CORP                   COM              651824104       25      155 SH      DEFINED 01 02               0      155        0
NEWPORT CORP                   COM              651824104    48241   302900 SH      DEFINED 01 05               0   302900        0
NEWPORT NEWS SHIPBLG           COM              652228107       30      708 SH      DEFINED 01                708        0        0
NEWPORT NEWS SHIPBLG           COM              652228107        9      200 SH      DEFINED 01 02               0      200        0
NEXT PLC ORD                   COM              652500992    33050  3102583 SH      DEFINED 01            3102583        0        0
NEXT PLC ORD                   COM              652500992      115    10786 SH      DEFINED 01 03               0    10786        0
NEXT PLC ORD                   COM              652500992    23614  2216771 SH      DEFINED 01 05               0  2216771        0
NEXT CARD                      COM              65332K107        2      222 SH      DEFINED 01                222        0        0
NEXTEL COMMUNICATION           COM              65332V103     8259   176641 SH      DEFINED 01             176641        0        0
NEXTEL COMMUNICATION           COM              65332V103       98     2100 SH      DEFINED 01 02               0     2100        0
NEXTEL COMMUNICATION           COM              65332V103     9942   212662 SH      DEFINED 01 03               0   212662        0
NEXTEL COMMUNICATION           COM              65332V103      469    10040 SH      DEFINED 01 05               0    10040        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    29924    28230 SH      DEFINED 01              28230        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     6001     5661 SH      DEFINED 01 05               0     5661        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707    14679    15291 SH      DEFINED 01              15291        0        0
NEXTEL PIK PFD       11.125 2/ PRF              65332V707     2400     2500 SH      DEFINED 01 05               0     2500        0
NEXTEL PARTNERS INC            COM              65333F107        8      282 SH      DEFINED 01                282        0        0
NEXTLINK COMM                  COM              65333H707     1399    39755 SH      DEFINED 01              39755        0        0
NEXTLINK COMMUNICATIONS PIK PF PRF              65333H830    11815    14956 SH      DEFINED 01              14956        0        0
NEXTLINK COMMUNICATIONS PIK PF PRF              65333H830     3592     4546 SH      DEFINED 01 05               0     4546        0
NET LEVEL COMM                 COM              65333U104        8      121 SH      DEFINED 01                121        0        0
NIAGARA MOHAWK POWER           COM              653520106       11      654 SH      DEFINED 01                654        0        0
NIAGARA MOHAWK POWER           COM              653520106      606    38501 SH      DEFINED 01 03               0    38501        0
NIAGARA MOHAWK POWER           COM              653520106        5      293 SH      DEFINED 01 05               0      293        0
NIBCO STOCK                    COM              653650101    62579   227791 SH      DEFINED 01 03               0   227791        0
NICE SYSTEMS ADR               COM              653656108     5497    76347 SH      DEFINED 01              76347        0        0
NICE SYSTEMS ADR               COM              653656108       78     1082 SH      DEFINED 01 05               0     1082        0
NICOR                          COM              654086107    18106   500324 SH      DEFINED 01             500324        0        0
NICOR                          COM              654086107      330     9124 SH      DEFINED 01 03               0     9124        0
NICOR                          COM              654086107        3       84 SH      DEFINED 01 05               0       84        0
NIKE INC CL B                  COM              654106103       42     1047 SH      DEFINED 01               1047        0        0
NIKE INC CL B                  COM              654106103     2664    66507 SH      DEFINED 01 03               0    66507        0
NIKE INC CL B                  COM              654106103       20      494 SH      DEFINED 01 05               0      494        0
99 CENTS ONLY STORE            COM              65440K106    66491  1324893 SH      DEFINED 01 02               0  1324893        0
99 CENTS ONLY STORES           COM              65440K106    24874   495607 SH      DEFINED 01             495607        0        0
99 CENTS ONLY STORES           COM              65440K106     2010    40050 SH      DEFINED 01 03               0    40050        0
NINTENDO                       COM              654450998    25161   137800 SH      DEFINED 01             137800        0        0
NINTENDO                       COM              654450998       73      400 SH      DEFINED 01 03               0      400        0
NINTENDO                       COM              654450998    17766    97300 SH      DEFINED 01 05               0    97300        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995     8313   448000 SH      DEFINED 01             448000        0        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995       93     5000 SH      DEFINED 01 03               0     5000        0
NIPPON COMSYS CORP JP;1947/JP  COM              654499995     5474   295000 SH      DEFINED 01 05               0   295000        0
NIPPON TELEGRAPH & T ORD JP;94 COM              654620962    78946     8048 SH      DEFINED 01               8048        0        0
NIPPON TELEGRAPH & T ORD JP;94 COM              654620962      226       23 SH      DEFINED 01 03               0       23        0
NIPPON TELEGRAPH & T ORD JP;94 COM              654620962    63152     6438 SH      DEFINED 01 05               0     6438        0
NIPPON TV NETWORK              COM              654620996     1030     1793 SH      DEFINED 01               1793        0        0
NIPPON TV NETWORK              COM              654620996     1533     2668 SH      DEFINED 01 05               0     2668        0
NIPSCO STOCK                   COM              65473P105    19562   802527 SH      DEFINED 01             802527        0        0
NOBLE AFFILIATES               COM              654894104     1310    35279 SH      DEFINED 01              35279        0        0
NOKIA ADR A                    COM              654902204    26436   664000 SH      DEFINED 01                  0   664000        0
NOKIA ADR A                    COM              654902204   595391 14954900 SH      DEFINED 01           14954900        0        0
NOKIA ADR A                    COM              654902204    50982  1280512 SH      DEFINED 01 02               0  1280512        0
NOKIA ADR A                    COM              654902204      397     9950 SH      DEFINED 01 03               0     9950        0
NOKIA ADR A                    COM              654902204   240775  6047714 SH      DEFINED 01 05               0  6047714        0
MIM HOLDINGS                   COM              6550167          2     3659 SH      DEFINED 01 10            3659        0        0
NOBLE DRILLING CORP            COM              655042109     2199    43773 SH      DEFINED 01              43773        0        0
NORDSON CORP                   COM              655663102     1568    55109 SH      DEFINED 01              55109        0        0
NORDSON CORP                   COM              655663102       63     2200 SH      DEFINED 01 05               0     2200        0
NORDSTROM INC                  COM              655664100        8      512 SH      DEFINED 01                512        0        0
NORDSTROM INC                  COM              655664100      509    32725 SH      DEFINED 01 03               0    32725        0
NORDSTROM INC                  COM              655664100        4      238 SH      DEFINED 01 05               0      238        0
NORFOLK SOUTHERN CO            COM              655844108       22     1459 SH      DEFINED 01               1459        0        0
NORFOLK SOUTHERN CO            COM              655844108     1347    92095 SH      DEFINED 01 03               0    92095        0
NORFOLK SOUTHERN CO            COM              655844108       10      702 SH      DEFINED 01 05               0      702        0
NORTEK INC                     COM              656559101        3      150 SH      DEFINED 01 02               0      150        0
NORTEL NETWORKS CORP           COM              656568102   566255  9506900 SH      DEFINED 01            9506900        0        0
NORTEL NETWORKS CORP           COM              656568102      706    11860 SH      DEFINED 01 02               0    11860        0
NORTEL NETWORKS CORP           COM              656568102    46603   782408 SH      DEFINED 01 03               0   782408        0
NORTEL NETWORKS CORP           COM              656568102   197867  3321992 SH      DEFINED 01 05               0  3321992        0
MARUBENI COR                   COM              6569464          8     3000 SH      DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         16     1000 SH      DEFINED 01 10            1000        0        0
MATSUSHITA E                   COM              6572707        131     5000 SH      DEFINED 01 10            5000        0        0
MAYNE NICKLE                   COM              6574606          2      732 SH      DEFINED 01 10             732        0        0
MEIJI MILK                     COM              6576088          5     1000 SH      DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          6     1000 SH      DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          5      100 SH      DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          2      437 SH      DEFINED 01 10             437        0        0
NOKIA (DB) OYJ                 COM              659002FR5    57847  1427469 SH      DEFINED 01            1427469        0        0
NOKIA (DB) OYJ                 COM              659002FR5      139     3424 SH      DEFINED 01 03               0     3424        0
NOKIA (DB) OYJ                 COM              659002FR5    40450   998150 SH      DEFINED 01 05               0   998150        0
CREDIT SAISO                   COM              6591809          9      400 SH      DEFINED 01 10             400        0        0
NORTH FOLK BANCORP             COM              659424105       79     3669 SH      DEFINED 01               3669        0        0
NORTH FOLK BANCORP             COM              659424105        4      180 SH      DEFINED 01 02               0      180        0
MITSUBISHI E                   COM              6596729         31     3000 SH      DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         32     4000 SH      DEFINED 01 10            4000        0        0
MITSUBISHI T                   COM              6596826         25     3000 SH      DEFINED 01 10            3000        0        0
MITSUBISHI G                   COM              6596923          3     1000 SH      DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         17     5000 SH      DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         41     5000 SH      DEFINED 01 10            5000        0        0
MITSUBISHI H                   COM              6597067         32     8000 SH      DEFINED 01 10            8000        0        0
MITSUBISHI                     COM              6597089          9     3000 SH      DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          2     1000 SH      DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          3     1000 SH      DEFINED 01 10            1000        0        0
MITSUI & CO                    COM              6597302         25     4000 SH      DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          9     1000 SH      DEFINED 01 10            1000        0        0
MITSUI ENG & SHIP              COM              6597380          2     2000 SH      DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          4     1000 SH      DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         25     2000 SH      DEFINED 01 10            2000        0        0
SAKURA BANK                    COM              6598714         67     9000 SH      DEFINED 01 10            9000        0        0
MURATA MFG C                   COM              6610403        138     1000 SH      DEFINED 01 10            1000        0        0
NGK INSULATO                   COM              6619507         14     1000 SH      DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604         17     1000 SH      DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         54     4554 SH      DEFINED 01 10            4554        0        0
NAMCO                          COM              6620941          3      100 SH      DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         42     3020 SH      DEFINED 01 10            3020        0        0
NEPTUNE ORIE                   COM              6628859          3     3000 SH      DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          7     5000 SH      DEFINED 01 10            5000        0        0
MYCAL CORPOR                   COM              6638449          3     1000 SH      DEFINED 01 10            1000        0        0
NICHIEI CO                     COM              6638892          1      100 SH      DEFINED 01 10             100        0        0
NINTENDO CO                    COM              6639550         55      300 SH      DEFINED 01 10             300        0        0
DENSO CORP                     COM              6640381         47     2000 SH      DEFINED 01 10            2000        0        0
NEC CORP                       COM              6640400         91     4000 SH      DEFINED 01 10            4000        0        0
NIDEC CORPOR                   COM              6640682         16      200 SH      DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767         14     1000 SH      DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          4     1000 SH      DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          2     1000 SH      DEFINED 01 10            1000        0        0
NISSHIN FLOU                   COM              6640961          9     1000 SH      DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          3     1000 SH      DEFINED 01 10            1000        0        0
NIPPON LIGHT METAL             COM              6641124          1     1000 SH      DEFINED 01 10            1000        0        0
JAPAN ENERGY                   COM              6641209          2     2000 SH      DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373        324       33 SH      DEFINED 01 10              33        0        0
NIPPON MITSU                   COM              6641403         17     3000 SH      DEFINED 01 10            3000        0        0
NIPPON SHEET                   COM              6641447         16     1000 SH      DEFINED 01 10            1000        0        0
NSK                            COM              6641544          7     1000 SH      DEFINED 01 10            1000        0        0
NISSIN FOOD                    COM              6641760          7      300 SH      DEFINED 01 10             300        0        0
NIPPON EXPRE                   COM              6642127         11     2000 SH      DEFINED 01 10            2000        0        0
NIKON CORP                     COM              6642321         20     1000 SH      DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406         12     1000 SH      DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         27    15000 SH      DEFINED 01 10           15000        0        0
NISSAN MOTOR                   COM              6642860         52     9000 SH      DEFINED 01 10            9000        0        0
NISSHINBO IN                   COM              6642923          5     1000 SH      DEFINED 01 10            1000        0        0
NOMURA SECUR                   COM              6643108         87     4000 SH      DEFINED 01 10            4000        0        0
NIPPON SHINP                   COM              6643528          2     1000 SH      DEFINED 01 10            1000        0        0
NIPPON YUSEN                   COM              6643960         15     3000 SH      DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106    12545   578466 SH      DEFINED 01             578466        0        0
NORTH LTD                      COM              6644037          4     1622 SH      DEFINED 01 10            1622        0        0
NORMANDY MIN                   COM              6645201          2     3661 SH      DEFINED 01 10            3661        0        0
ORIENTAL LAN                   COM              6648891         16      200 SH      DEFINED 01 10             200        0        0
NTN CORP                       COM              6651189          4     1000 SH      DEFINED 01 10            1000        0        0
OMNI INDUSTRIES LTD.           COM              6654865          2     1000 SH      DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          7     2000 SH      DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         12     2000 SH      DEFINED 01 10            2000        0        0
OKUMURA CORP                   COM              6657808          3     1000 SH      DEFINED 01 10            1000        0        0
NORTHERN TRUST CORP            COM              665859104       76      848 SH      DEFINED 01                848        0        0
NORTHERN TRUST CORP            COM              665859104     4943    55616 SH      DEFINED 01 03               0    55616        0
NORTHERN TRUST CORP            COM              665859104       36      406 SH      DEFINED 01 05               0      406        0
OLYMPUS OPTI                   COM              6658801         15     1000 SH      DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         26     1000 SH      DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          3     2000 SH      DEFINED 01 10            2000        0        0
ORIENT CORP                    COM              6661122          2     1000 SH      DEFINED 01 10            1000        0        0
ORIX CORP                      COM              6661144         26      220 SH      DEFINED 01 10             220        0        0
ORIENTAL PRESS                 COM              6661490          1     4800 SH      DEFINED 01 10            4800        0        0
OSAKA GAS CO                   COM              6661768         16     6000 SH      DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         19     3000 SH      DEFINED 01 10            3000        0        0
OYO CORPORATION                COM              6665061          1      100 SH      DEFINED 01 10             100        0        0
NORTHPOINT                     COM              666610100        3      317 SH      DEFINED 01                317        0        0
NORTHROP GRUMMAN COR           COM              666807102     2233    24571 SH      DEFINED 01              24571        0        0
NORTHROP GRUMMAN COR           COM              666807102     1546    17012 SH      DEFINED 01 03               0    17012        0
NORTHROP GRUMMAN COR           COM              666807102       12      131 SH      DEFINED 01 05               0      131        0
NWA                            COM              667280101      971    39538 SH      DEFINED 01              39538        0        0
NWA                            COM              667280101      135     5500 SH      DEFINED 01 02               0     5500        0
NORTHWEST NATURAL GA           COM              667655104     1596    70150 SH      DEFINED 01              70150        0        0
NORTHWEST NATURAL GA           COM              667655104        3      140 SH      DEFINED 01 02               0      140        0
NORTHWEST NAT GA 100           PRF              667655708    17452   170000 SH      DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1253    64245 SH      DEFINED 01              64245        0        0
PENTA-OCEAN CONTSRUCTION CO    COM              6680804          1     1000 SH      DEFINED 01 10            1000        0        0
NOVA                           COM              669784100       25     1464 SH      DEFINED 01               1464        0        0
NUANCE COMMUNICATION           COM              669967101       10       82 SH      DEFINED 01                 82        0        0
NOVELL INC                     COM              670006105       97     9843 SH      DEFINED 01               9843        0        0
NOVELL INC                     COM              670006105      770    77513 SH      DEFINED 01 03               0    77513        0
NOVELL INC                     COM              670006105        6      594 SH      DEFINED 01 05               0      594        0
NOVELLUS SYSTEMS INC           COM              670008101    48122  1033479 SH      DEFINED 01            1033479        0        0
NOVELLUS SYSTEMS INC           COM              670008101    21578   463400 SH      DEFINED 01 02               0   463400        0
NOVELLUS SYSTEMS INC           COM              670008101     2281    48964 SH      DEFINED 01 03               0    48964        0
NOVELLUS SYSTEMS INC           COM              670008101    60668  1302940 SH      DEFINED 01 05               0  1302940        0
NOVEN PHARMACEUTICAL           COM              670009109     4685   109582 SH      DEFINED 01             109582        0        0
NOVOSTE                        COM              67010C100     3952    93000 SH      DEFINED 01              93000        0        0
NOVOSTE                        COM              67010C100        4      100 SH      DEFINED 01 02               0      100        0
NOVOSTE                        COM              67010C100       94     2200 SH      DEFINED 01 05               0     2200        0
NU SKIN ENTERPRISES            COM              67018T105        0       37 SH      DEFINED 01                 37        0        0
NUCENTRIX BROADBAND            COM              670198100        3      119 SH      DEFINED 01                119        0        0
NSTAR                          COM              67019E107       46     1135 SH      DEFINED 01               1135        0        0
PROMISE CO                     COM              6703295         23      300 SH      DEFINED 01 10             300        0        0
NUCOR CORP                     COM              670346105    12497   414819 SH      DEFINED 01             414819        0        0
NUCOR CORP                     COM              670346105     5754   190990 SH      DEFINED 01 02               0   190990        0
NUCOR CORP                     COM              670346105     1031    34205 SH      DEFINED 01 03               0    34205        0
NUCOR CORP                     COM              670346105        4      148 SH      DEFINED 01 05               0      148        0
NUEVO ENERGY CO                COM              670509108      898    48856 SH      DEFINED 01              48856        0        0
NUMERICAL TECHNOLOG            COM              67053T101        5      159 SH      DEFINED 01                159        0        0
NVEST L.P.                     COM              67065F107        4      103 SH      DEFINED 01                103        0        0
NVIDIA CORP                    COM              67066G104     1421    17347 SH      DEFINED 01              17347        0        0
NYFIX INC                      COM              670712108     3080    68820 SH      DEFINED 01              68820        0        0
OKLAHOMA GAS & ELEC            COM              670837103     2856   134022 SH      DEFINED 01             134022        0        0
OKLAHOMA GAS & ELEC            COM              670837103        4      200 SH      DEFINED 01 02               0      200        0
OKLAHOMA GAS & ELEC            COM              670837103      115     5400 SH      DEFINED 01 05               0     5400        0
OM GROUP INC                   COM              670872100     7280   166892 SH      DEFINED 01             166892        0        0
OM GROUP INC                   COM              670872100        6      130 SH      DEFINED 01 02               0      130        0
OM GROUP INC                   COM              670872100      118     2700 SH      DEFINED 01 05               0     2700        0
OTG SOFTWARE INC               COM              671059103     5256   128570 SH      DEFINED 01             128570        0        0
OTG SOFTWARE INC               COM              671059103        4      110 SH      DEFINED 01 02               0      110        0
OTG SOFTWARE INC               COM              671059103       90     2200 SH      DEFINED 01 05               0     2200        0
OTP BANK GDR         144A GB;O COM              67106E101     8673   168826 SH      DEFINED 01             168826        0        0
OTP BANK GDR         144A GB;O COM              67106E101      124     2414 SH      DEFINED 01 05               0     2414        0
QBE INS GROU                   COM              6715740          4      858 SH      DEFINED 01 10             858        0        0
QPL INT'L HOLDINGS LTD         COM              6716776          1     1000 SH      DEFINED 01 10            1000        0        0
OAK TECHNOLOGY                 COM              671802106     4695   171516 SH      DEFINED 01             171516        0        0
OAK TECHNOLOGY                 COM              671802106        5      200 SH      DEFINED 01 02               0      200        0
OAK TECHNOLOGY                 COM              671802106      112     4100 SH      DEFINED 01 05               0     4100        0
OAKLEY INC                     COM              673662102        6      317 SH      DEFINED 01                317        0        0
OCCIDENTAL PETROLEUM           COM              674599105       30     1378 SH      DEFINED 01               1378        0        0
OCCIDENTAL PETROLEUM           COM              674599105     1826    83736 SH      DEFINED 01 03               0    83736        0
OCCIDENTAL PETROLEUM           COM              674599105       15      675 SH      DEFINED 01 05               0      675        0
ROHM CO                        COM              6747204         82      300 SH      DEFINED 01 10             300        0        0
OCEAN ENERGY INC TEX           COM              67481E106       57     3671 SH      DEFINED 01               3671        0        0
BRIT AMER TO                   COM              6752134          2      321 SH      DEFINED 01 10             321        0        0
OCEANEERING INT L              COM              675232102     1060    63782 SH      DEFINED 01              63782        0        0
OCEANFIRST FINANCIAL           COM              675234108        5      220 SH      DEFINED 01 02               0      220        0
OFFICE DEPOT INC               COM              676220106       10     1276 SH      DEFINED 01               1276        0        0
OFFICE DEPOT INC               COM              676220106      588    75304 SH      DEFINED 01 03               0    75304        0
OFFICE DEPOT INC               COM              676220106        4      559 SH      DEFINED 01 05               0      559        0
OFFICE MAX                     COM              67622M108       10     2605 SH      DEFINED 01               2605        0        0
OFFSHORE LOGISTICS             COM              676255102     1050    58718 SH      DEFINED 01              58718        0        0
OGDEN CORP                     COM              676346109       16     1168 SH      DEFINED 01               1168        0        0
OGDEN CORP                     COM              676346109     3653   269311 SH      DEFINED 01 03               0   269311        0
SMC CORP                       COM              6763965         34      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         65      700 SH      DEFINED 01 10             700        0        0
SHANGRI-LA A                   COM              6771032          4     4000 SH      DEFINED 01 10            4000        0        0
OHIO CASUALTY CORP             COM              677240103        8     1287 SH      DEFINED 01               1287        0        0
OHIO POWER CO $100             PRF              677415796     3463    36000 SH      DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812      970    10000 SH      DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      496     5000 SH      DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         22     1000 SH      DEFINED 01 10            1000        0        0
SANTOS LIMIT                   COM              6776703          4     1291 SH      DEFINED 01 10            1291        0        0
SANYO ELECTR                   COM              6776769         35     4000 SH      DEFINED 01 10            4000        0        0
SANWA SHUTTE                   COM              6776781          3     1000 SH      DEFINED 01 10            1000        0        0
SAPPORO BREW                   COM              6776907          3     1000 SH      DEFINED 01 10            1000        0        0
LUKOIL ADR                     COM              677862104    11777   210296 SH      DEFINED 01             210296        0        0
LUKOIL ADR                     COM              677862104      157     2800 SH      DEFINED 01 05               0     2800        0
FIRST CAPITAL                  COM              6786735          1     1000 SH      DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         40      500 SH      DEFINED 01 10             500        0        0
SEGA ENTERPR                   COM              6791955          3      300 SH      DEFINED 01 10             300        0        0
SEIYU                          COM              6793780          4     1000 SH      DEFINED 01 10            1000        0        0
SEKISUI CHEM                   COM              6793821          3     1000 SH      DEFINED 01 10            1000        0        0
SEKISUI HOUS                   COM              6793906         19     2000 SH      DEFINED 01 10            2000        0        0
OLD KENT FINL CORP             COM              679833103       15      504 SH      DEFINED 01                504        0        0
OLD KENT FINL CORP             COM              679833103      940    32495 SH      DEFINED 01 03               0    32495        0
OLD KENT FINL CORP             COM              679833103        7      250 SH      DEFINED 01 05               0      250        0
OLD NATL BANCORP               COM              680033107        7      237 SH      DEFINED 01                237        0        0
SHARP CORP                     COM              6800602         46     3000 SH      DEFINED 01 10            3000        0        0
OLD REPUBLIC INTER             COM              680223104     7635   317311 SH      DEFINED 01             317311        0        0
OLD REPUBLIC INTER             COM              680223104      149     6200 SH      DEFINED 01 05               0     6200        0
SHIMAMURA CO                   COM              6804035          8      100 SH      DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          7     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         42     1000 SH      DEFINED 01 10            1000        0        0
SHIONOGI & C                   COM              6804682         19     1000 SH      DEFINED 01 10            1000        0        0
SHIMANO INC                    COM              6804820          6      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         17     2000 SH      DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          2     2000 SH      DEFINED 01 10            2000        0        0
SHO-BOND COR                   COM              6805511          1      100 SH      DEFINED 01 10             100        0        0
SHOWA SHELL                    COM              6805544          5     1000 SH      DEFINED 01 10            1000        0        0
OLIN                           COM              680665205       17     1025 SH      DEFINED 01               1025        0        0
SINO LAND CO                   COM              6810429          4     8099 SH      DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         23    15000 SH      DEFINED 01 10           15000        0        0
PARKWAY HOLDINGS               COM              6811143          2     1000 SH      DEFINED 01 10            1000        0        0
SINGAPORE                      COM              6811734         28     3000 SH      DEFINED 01 10            3000        0        0
ARCADIA FINANCIAL              COM              681593125        3     2500 SH      DEFINED 01 02               0     2500        0
HOWARD SMITH                   COM              6816308          2      408 SH      DEFINED 01 10             408        0        0
SNOW BRAND M                   COM              6818401          4     1000 SH      DEFINED 01 10            1000        0        0
OMNICARE, INC.                 COM              681904108       33     2052 SH      DEFINED 01               2052        0        0
OMNICOM GROUP                  COM              681919106       49      678 SH      DEFINED 01                678        0        0
OMNICOM GROUP                  COM              681919106     3197    43830 SH      DEFINED 01 03               0    43830        0
OMNICOM GROUP                  COM              681919106       24      325 SH      DEFINED 01 05               0      325        0
OMNOVA SOLUTIONS W/I           COM              682129101      612   109991 SH      DEFINED 01             109991        0        0
SONY CORP                      COM              6821506        213     2100 SH      DEFINED 01 10            2100        0        0
ON ASSIGNMENT INC              COM              682159108     2001    63783 SH      DEFINED 01              63783        0        0
ON COMMAND CORP                COM              682160106        1      113 SH      DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        3      233 SH      DEFINED 01                233        0        0
STH CHINA MO                   COM              6824657          3     4000 SH      DEFINED 01 10            4000        0        0
ONEOK INC                      COM              682680103     2983    75034 SH      DEFINED 01              75034        0        0
ONEOK INC                      COM              682680103        3       80 SH      DEFINED 01 02               0       80        0
ONEOK INC                      COM              682680103      187     4698 SH      DEFINED 01 03               0     4698        0
ONEOK INC                      COM              682680103      125     3153 SH      DEFINED 01 05               0     3153        0
ONI SYSTEMS CORP               COM              68273F103    48766   565000 SH      DEFINED 01             565000        0        0
ONI SYSTEMS CORP               COM              68273F103    20129   233212 SH      DEFINED 01 02               0   233212        0
ONI SYSTEMS CORP               COM              68273F103      721     8350 SH      DEFINED 01 03               0     8350        0
ONI SYSTEMS CORP               COM              68273F103    49958   578800 SH      DEFINED 01 05               0   578800        0
ONYX SOFTWARE CP               COM              683402101        1       56 SH      DEFINED 01                 56        0        0
OPEN MARKET                    COM              68370M100        1      152 SH      DEFINED 01                152        0        0
OPTICAL CABLE CORP             COM              683827109        3      138 SH      DEFINED 01                138        0        0
ORACLE                         COM              68389X105    19828   251781 SH      DEFINED 11 12 13            0   251781        0
ORACLE CORP COM                COM              68389X105     8978   114000 SH      DEFINED 01                  0   114000        0
ORACLE CORP COM                COM              68389X105   722849  9179047 SH      DEFINED 01            9179047        0        0
ORACLE CORP COM                COM              68389X105   118895  1509727 SH      DEFINED 01 02               0  1509727        0
ORACLE CORP COM                COM              68389X105    58449   742210 SH      DEFINED 01 03               0   742210        0
ORACLE CORP COM                COM              68389X105   123051  1562570 SH      DEFINED 01 05               0  1562570        0
STOCKLAND TRUST                COM              6850856          2      804 SH      DEFINED 01 10             804        0        0
STRAITS TRADING CO             COM              6853521          1     1200 SH      DEFINED 01 10            1200        0        0
ORATEC INTERVENTION            COM              68554M108     6431   525000 SH      DEFINED 01 05               0   525000        0
ORBITAL SCIENCES COR ORB       COM              685564106      874   104358 SH      DEFINED 01             104358        0        0
ORCHID BIOSCIENCES             COM              68571P100        5      133 SH      DEFINED 01                133        0        0
ORCHID BIOSCIENCES             COM              68571P100        3      100 SH      DEFINED 01 02               0      100        0
SUMITOMO BAN                   COM              6858526         89     7000 SH      DEFINED 01 10            7000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          4     1000 SH      DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         20     4000 SH      DEFINED 01 10            4000        0        0
SUMITOMO ELE                   COM              6858708         35     2000 SH      DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          2     1000 SH      DEFINED 01 10            1000        0        0
SUMITOMO MAR                   COM              6858786         12     2000 SH      DEFINED 01 10            2000        0        0
SUMITOMO MET                   COM              6858827          5     8000 SH      DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          6     1000 SH      DEFINED 01 10            1000        0        0
SUMITOMO COR                   COM              6858946         17     2000 SH      DEFINED 01 10            2000        0        0
ORGANOGENISIS INC              COM              685906109     1398    95069 SH      DEFINED 01              95069        0        0
SUN HUNG KAI                   COM              6859927         57     6000 SH      DEFINED 01 10            6000        0        0
O REILLY AUTOMOTIVE            COM              686091109     2083   142429 SH      DEFINED 01             142429        0        0
ORGANIC INC                    COM              68617E101        1      183 SH      DEFINED 01                183        0        0
ORIENTAL LAND (4661)           COM              686223991    14512   176200 SH      DEFINED 01             176200        0        0
ORIENTAL LAND (4661)           COM              686223991       66      800 SH      DEFINED 01 03               0      800        0
ORIENTAL LAND (4661)           COM              686223991    22732   276000 SH      DEFINED 01 05               0   276000        0
SWIRE PACIFI                   COM              6867748         22     3500 SH      DEFINED 01 10            3500        0        0
TAISEI CORP                    COM              6870100          3     2000 SH      DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122          9     2000 SH      DEFINED 01 10            2000        0        0
TAISHO PHARM                   COM              6870144         31     1000 SH      DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382         20     1000 SH      DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          7     1000 SH      DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445        132     2000 SH      DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         31      200 SH      DEFINED 01 10             200        0        0
TABCORP HLDG                   COM              6873262          3      649 SH      DEFINED 01 10             649        0        0
ORTHODONTIC CENTER             COM              68750P103     4500   135079 SH      DEFINED 01             135079        0        0
TAKEFUJI COR                   COM              6876067         33      300 SH      DEFINED 01 10             300        0        0
TEIJIN                         COM              6880507          8     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     2886 SH      DEFINED 01 10            2886        0        0
TELEVISION                     COM              6881674          6     1000 SH      DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207      514    33805 SH      DEFINED 01              33805        0        0
OSHKOSH B-GOSH CLA             COM              688222207        3      200 SH      DEFINED 01 02               0      200        0
OSHKOSH TRUCK CORP             COM              688239201     1794    46301 SH      DEFINED 01              46301        0        0
OSHKOSH TRUCK CORP             COM              688239201        4      100 SH      DEFINED 01 02               0      100        0
OSICOM TECHNOLOGIES            COM              688271501        1       32 SH      DEFINED 01                 32        0        0
TERUMO CORP                    COM              6885074         29     1000 SH      DEFINED 01 10            1000        0        0
OSTEOTECH INC                  COM              688582105      371    38774 SH      DEFINED 01              38774        0        0
NEWS CORPORA                   COM              6886925         59     4160 SH      DEFINED 01 10            4160        0        0
OTE ORDS                       COM              688825991     4760   247460 SH      DEFINED 01             247460        0        0
OTE ORDS                       COM              688825991       61     3162 SH      DEFINED 01 05               0     3162        0
TODA CORP                      COM              6893884          4     1000 SH      DEFINED 01 10            1000        0        0
TOKIO MARINE                   COM              6894768         40     4000 SH      DEFINED 01 10            4000        0        0
TOBU RAILWAY                   COM              6895169          6     2000 SH      DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         15     1100 SH      DEFINED 01 10            1100        0        0
TOKAI BANK                     COM              6895341         25     5000 SH      DEFINED 01 10            5000        0        0
TOKYO ELEC P                   COM              6895404         71     3000 SH      DEFINED 01 10            3000        0        0
TOKYO GAS CO                   COM              6895448         16     6000 SH      DEFINED 01 10            6000        0        0
TOKYU CORP                     COM              6896548         10     2000 SH      DEFINED 01 10            2000        0        0
TOPPAN PRINT                   COM              6897024         19     2000 SH      DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         12     3000 SH      DEFINED 01 10            3000        0        0
TOSHIBA CORP                   COM              6897217         56     7000 SH      DEFINED 01 10            7000        0        0
TOTO                           COM              6897466          8     1000 SH      DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       44     1616 SH      DEFINED 01               1616        0        0
TOSTEM CO.                     COM              6900212         14     1000 SH      DEFINED 01 10            1000        0        0
TOYO SEIKAN KAISHA             COM              6900267         18     1000 SH      DEFINED 01 10            1000        0        0
TOSOH CORP                     COM              6900289          3     1000 SH      DEFINED 01 10            1000        0        0
TOYOBO CO                      COM              6900502          4     2000 SH      DEFINED 01 10            2000        0        0
TOYOTA MOTOR                   COM              6900643        356     9000 SH      DEFINED 01 10            9000        0        0
TRANS COSMOS                   COM              6900955         11      100 SH      DEFINED 01 10             100        0        0
OVERSEAS SHIPHOLD GR           COM              690368105       18      652 SH      DEFINED 01                652        0        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994     9847  2115665 SH      DEFINED 01            2115665        0        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994       58    12414 SH      DEFINED 01 03               0    12414        0
OVERSEAS UNION BANK  ORD SG;OU COM              690370994    17418  3742175 SH      DEFINED 01 05               0  3742175        0
OWENS & MINOR INC              COM              690732102     1447    91848 SH      DEFINED 01              91848        0        0
OWENS & MINOR INC              COM              690732102        6      370 SH      DEFINED 01 02               0      370        0
OWENS & MINOR INC              COM              690732102     3037   192806 SH      DEFINED 01 03               0   192806        0
OWENS-CORNING                  COM              69073F103        0      102 SH      DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403        5      572 SH      DEFINED 01                572        0        0
OWENS ILLINOIS INC             COM              690768403      307    33169 SH      DEFINED 01 03               0    33169        0
OWENS ILLINOIS INC             COM              690768403        2      267 SH      DEFINED 01 05               0      267        0
UBE INDUSTRI                   COM              6910705          4     2000 SH      DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485         11      200 SH      DEFINED 01 10             200        0        0
OXFORD HEALTH                  COM              691471106       56     1805 SH      DEFINED 01               1805        0        0
OXFORD INDUSTRIES              COM              691497309      381    21290 SH      DEFINED 01              21290        0        0
UNITED INDUSTRIAL CORP         COM              6916532          1     3000 SH      DEFINED 01 10            3000        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         15     2112 SH      DEFINED 01 10            2112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH      DEFINED 01 10            1000        0        0
VARITRONIX I                   COM              6926854          1     1000 SH      DEFINED 01 10            1000        0        0
VENTURE MFG                    COM              6927374         10     1000 SH      DEFINED 01 10            1000        0        0
PBHG GROWTH FUND     PBHGX     COM              69316H106    11688   215966 SH      DEFINED 01 03               0   215966        0
P-COM INC                      COM              693262107     1424   214957 SH      DEFINED 01             214957        0        0
PECO ENERGY                    COM              693304107   104584  1726875 SH      DEFINED 01            1726875        0        0
PECO ENERGY                    COM              693304107    20374   336420 SH      DEFINED 01 02               0   336420        0
PECO ENERGY                    COM              693304107     2554    42174 SH      DEFINED 01 03               0    42174        0
PECO ENERGY                    COM              693304107      461     7611 SH      DEFINED 01 05               0     7611        0
P G & E CORP                   COM              69331C108     2332    96470 SH      DEFINED 01              96470        0        0
P G & E CORP                   COM              69331C108     2328    96266 SH      DEFINED 01 03               0    96266        0
P G & E CORP                   COM              69331C108       17      706 SH      DEFINED 01 05               0      706        0
PE CORP-PE BIOSYSTEM           COM              69332S102    13260   113827 SH      DEFINED 01             113827        0        0
PE CORP-PE BIOSYSTEM           COM              69332S102     4515    38760 SH      DEFINED 01 02               0    38760        0
PE CORP-PE BIOSYSTEM           COM              69332S102     7769    66693 SH      DEFINED 01 03               0    66693        0
PE CORP-PE BIOSYSTEM           COM              69332S102       45      382 SH      DEFINED 01 05               0      382        0
PE CORP-CELERA GNMCS           COM              69332S201     1502    15080 SH      DEFINED 01              15080        0        0
P.F. CHANGS CHINA B            COM              69333Y108     1866    54000 SH      DEFINED 01              54000        0        0
P.F. CHANGS CHINA B            COM              69333Y108        3      100 SH      DEFINED 01 02               0      100        0
PIMCO TOTAL RET FUND PTRAX     COM              693390726    10867  1077090 SH      DEFINED 01 03               0  1077090        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     7000 SH      DEFINED 01               7000        0        0
PLD TELEKOM WTS  EXP 6/01/04   COM              69340T118        0     5100 SH      DEFINED 01 05               0     5100        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     7000 SH      DEFINED 01               7000        0        0
PLD TELEKOM WTS EXP 03-31-03   COM              69340T142        0     5100 SH      DEFINED 01 05               0     5100        0
PLX TECHNOLOGY INC             COM              693417107     4539   168900 SH      DEFINED 01             168900        0        0
PLX TECHNOLOGY INC             COM              693417107        5      190 SH      DEFINED 01 02               0      190        0
PLX TECHNOLOGY INC             COM              693417107       91     3400 SH      DEFINED 01 05               0     3400        0
PMC-SIERRA INC                 COM              69344F106   434674  2019386 SH      DEFINED 01            2019386        0        0
PMC-SIERRA INC                 COM              69344F106   147146   683592 SH      DEFINED 01 02               0   683592        0
PMC-SIERRA INC                 COM              69344F106     5144    23900 SH      DEFINED 01 03               0    23900        0
PMC-SIERRA INC                 COM              69344F106   195842   909834 SH      DEFINED 01 05               0   909834        0
PMI GROUP INC                  COM              69344M101       64      937 SH      DEFINED 01                937        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105       74     1127 SH      DEFINED 01               1127        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105     4698    72280 SH      DEFINED 01 03               0    72280        0
PNC FINANCIAL SERVICES GROUP   COM              693475105       34      529 SH      DEFINED 01 05               0      529        0
PPG INDUSTRIES INC             COM              693506107     1495    37663 SH      DEFINED 01              37663        0        0
PPG INDUSTRIES INC             COM              693506107     1681    42356 SH      DEFINED 01 03               0    42356        0
PPG INDUSTRIES INC             COM              693506107       13      318 SH      DEFINED 01 05               0      318        0
PPL CORPORATION                COM              69351T106    62816  1504573 SH      DEFINED 01            1504573        0        0
PPL CORPORATION                COM              69351T106     1636    39164 SH      DEFINED 01 03               0    39164        0
PPL CORPORATION                COM              69351T106      172     4132 SH      DEFINED 01 05               0     4132        0
PRI AUTOMATION INC             COM              69357H106        1       56 SH      DEFINED 01                 56        0        0
PS BUSINESS PARKS              COM              69360J107        2       88 SH      DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100        6     1664 SH      DEFINED 01               1664        0        0
PACCAR INC                     COM              693718108       81     2187 SH      DEFINED 01               2187        0        0
PACCAR INC                     COM              693718108      744    20072 SH      DEFINED 01 03               0    20072        0
PACCAR INC                     COM              693718108        5      140 SH      DEFINED 01 05               0      140        0
PAC-WEST TELECOMM              COM              69371Y101      713    78132 SH      DEFINED 01              78132        0        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          1      474 SH      DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       60 SH      DEFINED 01                 60        0        0
PACIFIC CENT FINL C            COM              694058108       29     1729 SH      DEFINED 01               1729        0        0
PACIFIC GAS & ELEC             PRF              694308651     2990   120200 SH      DEFINED 01 04               0   120200        0
PACIFIC GAS & ELEC             PRF              694308693    18072   717500 SH      DEFINED 01 04               0   717500        0
PACIFIC GULF PROPERT           COM              694396102        3       98 SH      DEFINED 01                 98        0        0
PACIFIC SUNWEAR                COM              694873100     1660    88551 SH      DEFINED 01              88551        0        0
WESFARMERS                     COM              6948836          4      568 SH      DEFINED 01 10             568        0        0
PACIFIC RIM MINING CORPORATION COM              694915109      199   200000 SH      DEFINED 01             200000        0        0
PACIFICARE HLTH SYS            COM              695112102       56     1592 SH      DEFINED 01               1592        0        0
PACIFICORP $100 PAR            PRF              695114678     1027    10000 SH      DEFINED 01                  0    10000        0
PACIFICORP $100 PAR            PRF              695114678    15403   150000 SH      DEFINED 01 04               0   150000        0
PACKAGING CP OF AMER           COM              695156109        6      537 SH      DEFINED 01                537        0        0
PACKETER                       COM              695210104        2       63 SH      DEFINED 01                 63        0        0
PACTIV CORPORATION             COM              695257105        8      740 SH      DEFINED 01                740        0        0
PACTIV CORPORATION             COM              695257105        3      270 SH      DEFINED 01 02               0      270        0
PACTIV CORPORATION             COM              695257105      453    40476 SH      DEFINED 01 03               0    40476        0
PACTIV CORPORATION             COM              695257105        3      310 SH      DEFINED 01 05               0      310        0
WMC                            COM              6954985         10     2441 SH      DEFINED 01 10            2441        0        0
PAINE WEBBER                   COM              695629105       38      561 SH      DEFINED 01                561        0        0
PAINE WEBBER                   COM              695629105     2830    41537 SH      DEFINED 01 03               0    41537        0
PAINE WEBBER                   COM              695629105       18      271 SH      DEFINED 01 05               0      271        0
WESTFIELD TR                   COM              6956312          6     3403 SH      DEFINED 01 10            3403        0        0
PAINEWEBBER GLOBAL             COM              695910877        1      180 SH      DEFINED 01                  0      180        0
PALL CORP                      COM              696429307       10      473 SH      DEFINED 01                473        0        0
PALL CORP                      COM              696429307      564    28297 SH      DEFINED 01 03               0    28297        0
PALL CORP                      COM              696429307        4      225 SH      DEFINED 01 05               0      225        0
PALM INC                       COM              696642107     4250    80275 SH      DEFINED 01              80275        0        0
PALM INC                       COM              696642107     7289   137700 SH      DEFINED 01 03               0   137700        0
PALM INC                       COM              696642107    10655   201267 SH      DEFINED 01 05               0   201267        0
WING TAI HLDGS                 COM              6972385          2     2000 SH      DEFINED 01 10            2000        0        0
WORLD CO                       COM              6977971          5      150 SH      DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109      144     4501 SH      DEFINED 01               4501        0        0
PAN PACIFIC RETAIL             COM              69806L104     2360   118000 SH      DEFINED 01             118000        0        0
PAN PACIFIC RETAIL             COM              69806L104       54     2700 SH      DEFINED 01 05               0     2700        0
WOOLWORTHS L                   COM              6981239          9     2508 SH      DEFINED 01 10            2508        0        0
PANERA BREAD CO                COM              69840W108      725    34714 SH      DEFINED 01              34714        0        0
PANERA BREAD CO                COM              69840W108        4      180 SH      DEFINED 01 02               0      180        0
YAMANOUCHI P                   COM              6985383         48     1000 SH      DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          8     1000 SH      DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         22     1000 SH      DEFINED 01 10            1000        0        0
YOKOGAWA ELE                   COM              6986427          9     1000 SH      DEFINED 01 10            1000        0        0
BK OF YOKOHA                   COM              6986449         14     3000 SH      DEFINED 01 10            3000        0        0
PAPA JOHN                      COM              698813102       13      512 SH      DEFINED 01                512        0        0
PARADYNE NETWORKS              COM              69911G107        0       69 SH      DEFINED 01                 69        0        0
PARAMETRIC TECH CORP           COM              699173100      101     9192 SH      DEFINED 01               9192        0        0
PARAMETRIC TECH CORP           COM              699173100      218    20000 SH      DEFINED 01 02               0    20000        0
PARAMETRIC TECH CORP           COM              699173100      717    65510 SH      DEFINED 01 03               0    65510        0
PARAMETRIC TECH CORP           COM              699173100        5      498 SH      DEFINED 01 05               0      498        0
PAREXEL                        COM              699462107      599    70510 SH      DEFINED 01              70510        0        0
PARK ELECTROCHEMICAL           COM              700416209     1620    29115 SH      DEFINED 01              29115        0        0
PARK ELECTROCHEMICAL           COM              700416209        6      100 SH      DEFINED 01 02               0      100        0
PARK NATIONAL CORP             COM              700658107        2       21 SH      DEFINED 01                 21        0        0
PARK PLACE ENT COR             COM              700690100       94     6249 SH      DEFINED 01               6249        0        0
PARKER DRILLING                COM              701081101        4      600 SH      DEFINED 01 02               0      600        0
PARKER-HANNIFIN                COM              701094104    42600  1262223 SH      DEFINED 01            1262223        0        0
PARKER-HANNIFIN                COM              701094104     1792    53107 SH      DEFINED 01 03               0    53107        0
PARKER-HANNIFIN                COM              701094104      270     8011 SH      DEFINED 01 05               0     8011        0
PARTNER COMMUNICATIONS ADR     COM              70211M109     3291   428150 SH      DEFINED 01             428150        0        0
PARTNER COMMUNICATIONS ADR     COM              70211M109       44     5693 SH      DEFINED 01 05               0     5693        0
PATINA OIL AND GAS             COM              703224105      940    47015 SH      DEFINED 01              47015        0        0
PATINA OIL AND GAS             COM              703224105        3      150 SH      DEFINED 01 02               0      150        0
PATTERSON DENTAL               COM              703412106     4221   187594 SH      DEFINED 01             187594        0        0
PATTERSON ENERGY               COM              703414102     4303   125160 SH      DEFINED 01             125160        0        0
PATTERSON ENERGY               COM              703414102        7      200 SH      DEFINED 01 02               0      200        0
PATTERSON ENERGY               COM              703414102      165     4800 SH      DEFINED 01 05               0     4800        0
PAXAR CORPORATION              COM              704227107     1091   122045 SH      DEFINED 01             122045        0        0
PAXAR CORPORATION              COM              704227107        4      430 SH      DEFINED 01 02               0      430        0
PAXSON COMMUNICATION           COM              704231109        2      168 SH      DEFINED 01                168        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208    29041    27890 SH      DEFINED 01              27890        0        0
PAXSON COMM PFD 12.5 PIK EXCH  PRF              704231208     5509     5291 SH      DEFINED 01 05               0     5291        0
PAXSON COMMUNICATION           PRF              704231505        6        7 SH      DEFINED 01 05               0        7        0
PAYCHEX INC                    COM              704326107    72673  1384266 SH      DEFINED 01            1384266        0        0
PAYCHEX INC                    COM              704326107   275169  5241344 SH      DEFINED 01 02               0  5241344        0
PAYCHEX INC                    COM              704326107    13780   262475 SH      DEFINED 01 03               0   262475        0
PAYCHEX INC                    COM              704326107       36      682 SH      DEFINED 01 05               0      682        0
PAYLESS SHOESOURCE             COM              704379106       33      586 SH      DEFINED 01                586        0        0
PAYLESS SHOESOURCE             COM              704379106        6      100 SH      DEFINED 01 02               0      100        0
PAYLESS SHOESOURCE             COM              704379106    33047   590138 SH      DEFINED 01 03               0   590138        0
PEDIATRIX                      COM              705324101      567    43832 SH      DEFINED 01              43832        0        0
PEGASUS COMM CORP              COM              705904100        4       92 SH      DEFINED 01                 92        0        0
PEGASUS COMM PIK PFD 12.75  ST PRF              705904209     5729     5456 SH      DEFINED 01               5456        0        0
PEGASUS COMM PIK PFD 12.75  ST PRF              705904209     3155     3006 SH      DEFINED 01 05               0     3006        0
PEGASUS COM UNIT PFD 12.75  01 PRF              705904308     7664    62500 SH      DEFINED 01              62500        0        0
PEGASUS COM UNIT PFD 12.75  01 PRF              705904308      914     7450 SH      DEFINED 01 05               0     7450        0
PEGASUS SOLUTIONS INC          COM              705906105     1327    67856 SH      DEFINED 01              67856        0        0
PENFORD CORP                   COM              707051108      319    20558 SH      DEFINED 01              20558        0        0
PENNEY J C                     COM              708160106       12     1003 SH      DEFINED 01               1003        0        0
PENNEY J C                     COM              708160106      740    62638 SH      DEFINED 01 03               0    62638        0
PENNEY J C                     COM              708160106        6      478 SH      DEFINED 01 05               0      478        0
PENNZOIL-QUAKER STAT           COM              709323109       18     1677 SH      DEFINED 01               1677        0        0
PENTAIR INC                    COM              709631105       30     1131 SH      DEFINED 01               1131        0        0
PENTON MEDIA INC               COM              709668107     7417   269711 SH      DEFINED 01             269711        0        0
PENTON MEDIA INC               COM              709668107        6      200 SH      DEFINED 01 02               0      200        0
PENTON MEDIA INC               COM              709668107      118     4300 SH      DEFINED 01 05               0     4300        0
PEOPLES BANK                   COM              710198102        2       99 SH      DEFINED 01                 99        0        0
PEOPLES ENERGY CORP            COM              711030106     1807    54137 SH      DEFINED 01              54137        0        0
PEOPLES ENERGY CORP            COM              711030106      202     6055 SH      DEFINED 01 03               0     6055        0
PEOPLES ENERGY CORP            COM              711030106        2       64 SH      DEFINED 01 05               0       64        0
PEOPLE SOFT                    COM              712713106    35409  1267429 SH      DEFINED 01            1267429        0        0
PEOPLE SOFT                    COM              712713106       19      656 SH      DEFINED 01 02               0      656        0
PEOPLE SOFT                    COM              712713106     1887    67552 SH      DEFINED 01 03               0    67552        0
PEOPLE SOFT                    COM              712713106    33466  1197912 SH      DEFINED 01 05               0  1197912        0
PEP BOYS                       COM              713278109      740   148071 SH      DEFINED 01             148071        0        0
PEP BOYS                       COM              713278109    15661  3132283 SH      DEFINED 01 03               0  3132283        0
PEPSI-COLA BOTTLING            COM              713409100     1811    60241 SH      DEFINED 01              60241        0        0
PEPSICO                        COM              713448108      263     5722 SH      DEFINED 01               5722        0        0
PEPSICO                        COM              713448108    16338   355176 SH      DEFINED 01 03               0   355176        0
PEPSICO                        COM              713448108      122     2643 SH      DEFINED 01 05               0     2643        0
PEREGRINE SYSTEMS              COM              71366Q101        4      232 SH      DEFINED 01                232        0        0
PERFORMANCE FOOD               COM              713755106     6878   182809 SH      DEFINED 01             182809        0        0
PERFORMANCE FOOD               COM              713755106      110     2925 SH      DEFINED 01 05               0     2925        0
PERICOM SEMICOND               COM              713831105    21342   576800 SH      DEFINED 01             576800        0        0
PERICOM SEMICOND               COM              713831105       16      438 SH      DEFINED 01 02               0      438        0
PERICOM SEMICOND               COM              713831105    30332   819800 SH      DEFINED 01 05               0   819800        0
PERKINELMER INC                COM              714046109     1063    10182 SH      DEFINED 01              10182        0        0
PERKINELMER INC                COM              714046109     1229    11772 SH      DEFINED 01 03               0    11772        0
PERKINELMER INC                COM              714046109        9       90 SH      DEFINED 01 05               0       90        0
PEROT SYSTEMS CP CLA           COM              714265105        4      413 SH      DEFINED 01                413        0        0
PERRIGO COMPANY                COM              714290103       12     1672 SH      DEFINED 01               1672        0        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH      DEFINED 01                 55        0        0
PETRO CANADA ORD               COM              71644E102    16137   724827 SH      DEFINED 01             724827        0        0
PETRO CANADA ORD               COM              71644E102       65     2923 SH      DEFINED 01 03               0     2923        0
PETRO CANADA ORD               COM              71644E102    24942  1120244 SH      DEFINED 01 05               0  1120244        0
PETROBRAS LOCAL                COM              716530993     6889   229423 SH      DEFINED 01             229423        0        0
PETROBRAS ADR        PEBRY     COM              71654V101      102     3587 SH      DEFINED 01 05               0     3587        0
PHARMACYCLICS INC              COM              716933106        3       57 SH      DEFINED 01                 57        0        0
PHARMACYCLICS INC              COM              716933106    17369   350000 SH      DEFINED 01 05               0   350000        0
PFIZER INC                     COM              717081103   113779  2531940 SH      DEFINED 11 12 13            0  2531940        0
PFIZER                         COM              717081103    18379   409000 SH      DEFINED 01                  0   409000        0
PFIZER                         COM              717081103  1626325 36190829 SH      DEFINED 01           36190829        0        0
PFIZER                         COM              717081103   213365  4747980 SH      DEFINED 01 02               0  4747980        0
PFIZER                         COM              717081103    76190  1695478 SH      DEFINED 01 03               0  1695478        0
PFIZER                         COM              717081103   483774 10765428 SH      DEFINED 01 05               0 10765428        0
PFIZER INC                     COM              717081103    12031   267720 SH      DEFINED 11 12               0   267720        0
PHARMACEUTICAL PROD            COM              717124101     1851    69683 SH      DEFINED 01              69683        0        0
PHARMACOPEIA                   COM              71713B104        2       63 SH      DEFINED 01                 63        0        0
PHARMACOPEIA                   COM              71713B104        3      100 SH      DEFINED 01 02               0      100        0
PHARMACIA CORPORATION          COM              71713U102     6978   115940 SH      DEFINED 11 12               0   115940        0
PHARMACIA CORPORATION          COM              71713U102    98578  1637860 SH      DEFINED 11 12 13            0  1637860        0
PHARMACIA CORP                 COM              71713U102     7644   127000 SH      DEFINED 01                  0   127000        0
PHARMACIA CORP                 COM              71713U102   326991  5432860 SH      DEFINED 01            5432860        0        0
PHARMACIA CORP                 COM              71713U102    26586   441697 SH      DEFINED 01 02               0   441697        0
PHARMACIA CORP                 COM              71713U102    23382   388491 SH      DEFINED 01 03               0   388491        0
PHARMACIA CORP                 COM              71713U102   117993  1960415 SH      DEFINED 01 05               0  1960415        0
PHELPS DODGE                   COM              717265102     1525    36549 SH      DEFINED 01              36549        0        0
PHELPS DODGE                   COM              717265102    12049   288550 SH      DEFINED 01 02               0   288550        0
PHELPS DODGE                   COM              717265102      887    21240 SH      DEFINED 01 03               0    21240        0
PHELPS DODGE                   COM              717265102        6      144 SH      DEFINED 01 05               0      144        0
PHILADELPHIA SUBN              COM              718009608     2650   114284 SH      DEFINED 01             114284        0        0
PHILIP MORRIS                  COM              718154107    69030  2344987 SH      DEFINED 01            2344987        0        0
PHILIP MORRIS                  COM              718154107    17172   583334 SH      DEFINED 01 03               0   583334        0
PHILIP MORRIS                  COM              718154107     1052    35724 SH      DEFINED 01 05               0    35724        0
PHILLIPS PETROLEUM             COM              718507106       61      971 SH      DEFINED 01                971        0        0
PHILLIPS PETROLEUM             COM              718507106     3818    60846 SH      DEFINED 01 03               0    60846        0
PHILLIPS PETROLEUM             COM              718507106    32031   510467 SH      DEFINED 01 05               0   510467        0
PHILLIPS-VAN HEUSEN            COM              718592108      783    75910 SH      DEFINED 01              75910        0        0
PHILLIPS-VAN HEUSEN            COM              718592108        4      420 SH      DEFINED 01 02               0      420        0
PHOENIX TECHNOLOGY             COM              719153108     1165    73072 SH      DEFINED 01              73072        0        0
PHONE.COM INC                  COM              71920Q100     6490    57111 SH      DEFINED 01              57111        0        0
PHONE.COM INC                  COM              71920Q100    28590   251616 SH      DEFINED 01 02               0   251616        0
PHONE.COM INC                  COM              71920Q100      460     4050 SH      DEFINED 01 03               0     4050        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      689  2204000 SH      DEFINED 01            2204000        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      351  1121380 SH      DEFINED 01 05               0  1121380        0
PHOTON DYNAMICS                COM              719364101     7579   200800 SH      DEFINED 01             200800        0        0
PHOTON DYNAMICS                COM              719364101        7      190 SH      DEFINED 01 02               0      190        0
PHOTON DYNAMICS                COM              719364101      159     4200 SH      DEFINED 01 05               0     4200        0
PHOTRONICS CORP                COM              719405102     1703    78108 SH      DEFINED 01              78108        0        0
PIEDMONT NATURAL GAS           COM              720186105     5655   184668 SH      DEFINED 01             184668        0        0
PIEDMONT NATURAL GAS           COM              720186105      119     3900 SH      DEFINED 01 05               0     3900        0
PIER ONE IMPORTS INC           COM              720279108     6347   467934 SH      DEFINED 01             467934        0        0
PIER ONE IMPORTS INC           COM              720279108        3      250 SH      DEFINED 01 02               0      250        0
PIER ONE IMPORTS INC           COM              720279108      107     7900 SH      DEFINED 01 05               0     7900        0
PINNACLE ENTERTAIN             COM              723456109        4      200 SH      DEFINED 01 02               0      200        0
PINNACLE ENTERTAINMENT INC     COM              723456109     1595    73336 SH      DEFINED 01              73336        0        0
PINNACLE HLDGS INC             COM              72346N101    11806   443405 SH      DEFINED 01             443405        0        0
PINNACLE HLDGS INC             COM              72346N101      482    18100 SH      DEFINED 01 03               0    18100        0
PINNACLE                       COM              723481107     1565   139153 SH      DEFINED 01             139153        0        0
PINNACLE WEST CAPITA           COM              723484101    45736   898974 SH      DEFINED 01             898974        0        0
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PITNEY BOWES                   COM              724479100     2395    60730 SH      DEFINED 01 03               0    60730        0
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PITTSTON BRINKS GRP            COM              725701106       17     1099 SH      DEFINED 01               1099        0        0
PIXAR                          COM              725811103        7      223 SH      DEFINED 01                223        0        0
PIXELWORKS INC                 COM              72581M107        4       79 SH      DEFINED 01                 79        0        0
PLACER DOME INC                COM              725906101        7      742 SH      DEFINED 01                742        0        0
PLACER DOME INC                COM              725906101      751    79528 SH      DEFINED 01 03               0    79528        0
PLACER DOME INC                COM              725906101        6      599 SH      DEFINED 01 05               0      599        0
PLAINS RESOURCES INC           COM              726540503      941    49838 SH      DEFINED 01              49838        0        0
PLANTRONICS                    COM              727493108     8216   216219 SH      DEFINED 01             216219        0        0
PLANTRONICS                    COM              727493108        9      240 SH      DEFINED 01 02               0      240        0
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PLAYBOY ENTERPRISES            COM              728117300        1       86 SH      DEFINED 01                 86        0        0
PLAYTEX PRODUCTS INC           COM              72813P100        6      523 SH      DEFINED 01                523        0        0
PLAYTEX PRODUCTS INC           COM              72813P100        4      300 SH      DEFINED 01 02               0      300        0
PLEXUS CORP                    COM              729132100    12387   175690 SH      DEFINED 01             175690        0        0
PLEXUS CORP                    COM              729132100        6       80 SH      DEFINED 01 02               0       80        0
PLEXUS CORP                    COM              729132100       85     1200 SH      DEFINED 01 05               0     1200        0
PLUG PWR INC                   COM              72919P103        3       83 SH      DEFINED 01                 83        0        0
POGO PRODUCING CO              COM              730448107    18598   732860 SH      DEFINED 01             732860        0        0
POGO PRODUCING CO              COM              730448107    26926  1061050 SH      DEFINED 01 02               0  1061050        0
POGO PRODUCING CO              COM              730448107     1147    45200 SH      DEFINED 01 03               0    45200        0
POLARIS INDS INC               COM              731068102     2346    66556 SH      DEFINED 01              66556        0        0
POLAROID                       COM              731095105        2      198 SH      DEFINED 01                198        0        0
POLAROID                       COM              731095105      117     8717 SH      DEFINED 01 03               0     8717        0
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POLY COM                       COM              73172K104     1303    19468 SH      DEFINED 01              19468        0        0
POLYMEDICA CORP                COM              731738100     6267   146159 SH      DEFINED 01             146159        0        0
POLYMEDICA CORP                COM              731738100       99     2300 SH      DEFINED 01 05               0     2300        0
POLYMER                        COM              731745105        1      116 SH      DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     1965   268799 SH      DEFINED 01             268799        0        0
POPE & TALBOT                  COM              732827100     2676   187008 SH      DEFINED 01             187008        0        0
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POPE & TALBOT                  COM              732827100       80     5569 SH      DEFINED 01 05               0     5569        0
POPULAR INC                    COM              733174106        6      211 SH      DEFINED 01                211        0        0
PORTMAN LIMITED                COM              733899991      230   500000 SH      DEFINED 01             500000        0        0
PORTAL SOFTWARE                COM              736126103    36390   909740 SH      DEFINED 01             909740        0        0
PORTAL SOFTWARE                COM              736126103    32069   801706 SH      DEFINED 01 02               0   801706        0
PORTAL SOFTWARE                COM              736126103      198     4950 SH      DEFINED 01 03               0     4950        0
PORTAL SOFTWARE                COM              736126103    55800  1395000 SH      DEFINED 01 05               0  1395000        0
POST PROPERTIES                COM              737464107        4       89 SH      DEFINED 01                 89        0        0
POTLATCH CORP                  COM              737628107        4      142 SH      DEFINED 01                142        0        0
POTLATCH CORP                  COM              737628107      173     5480 SH      DEFINED 01 03               0     5480        0
POTLATCH CORP                  COM              737628107        2       52 SH      DEFINED 01 05               0       52        0
POTOMAC ELEC POWER             COM              737679100       60     2367 SH      DEFINED 01               2367        0        0
POWER INTEGRATIONS             COM              739276103        1       80 SH      DEFINED 01                 80        0        0
POWER-ONE INC                  COM              739308104        7      114 SH      DEFINED 01                114        0        0
POWERWAVE                      COM              739363109    17875   470784 SH      DEFINED 01             470784        0        0
POWERWAVE                      COM              739363109        8      195 SH      DEFINED 01 02               0      195        0
POWERWAVE                      COM              739363109    10540   277600 SH      DEFINED 01 05               0   277600        0
POWERTEL  INC                  COM              73936C109        3       43 SH      DEFINED 01                 43        0        0
PRAECIS PHARMACEUTIC           COM              739421105     4345   102235 SH      DEFINED 01             102235        0        0
PRAECIS PHARMACEUTIC           COM              739421105        3       70 SH      DEFINED 01 02               0       70        0
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PRAXAIR                        COM              74005P104     1450    38789 SH      DEFINED 01 03               0    38789        0
PRAXAIR                        COM              74005P104       11      289 SH      DEFINED 01 05               0      289        0
PRE PAID LEGAL SVCS            COM              740065107     2025    62652 SH      DEFINED 01              62652        0        0
PRECISION CASTPARTS            COM              740189105     5710   148784 SH      DEFINED 01             148784        0        0
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PREDICTIVE SYSTEMS             COM              74036W102        6      300 SH      DEFINED 01 02               0      300        0
PREDICTIVE SYSTEMS             COM              74036W102    20367  1054600 SH      DEFINED 01 05               0  1054600        0
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PREMIER HOLDINGS LTD RESTRICTE COM              740499**1      407   148117 SH      DEFINED 01 05               0   148117        0
PRENTISS                       COM              740706106        2       95 SH      DEFINED 01                 95        0        0
PRICE COMMUNICATIONS           COM              741437305     8239   421205 SH      DEFINED 01             421205        0        0
PRICE COMMUNICATIONS           COM              741437305        6      300 SH      DEFINED 01 02               0      300        0
PRICE COMMUNICATIONS           COM              741437305     3553   181576 SH      DEFINED 01 05               0   181576        0
PRICE T ROWE ASSOC             COM              741477103       22      464 SH      DEFINED 01                464        0        0
PRICE T ROWE ASSOC             COM              741477103     1832    39021 SH      DEFINED 01 03               0    39021        0
PRICE T ROWE ASSOC             COM              741477103       10      222 SH      DEFINED 01 05               0      222        0
PRICELINE.COM                  COM              741503106        3      287 SH      DEFINED 01                287        0        0
PRIMEDIA INC                   COM              74157K101        4      226 SH      DEFINED 01                226        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        1       44 SH      DEFINED 01                 44        0        0
PRIME HOSPITALITY CO           COM              741917108     1270   125389 SH      DEFINED 01             125389        0        0
PRIMUS TELE GROUP              COM              741929103        1       99 SH      DEFINED 01                 99        0        0
PRIMUS TELECOM WTS EXP 8-1-04  COM              741929111      167    11550 SH      DEFINED 01              11550        0        0
PRIMUS TELECOM WTS EXP 8-1-04  COM              741929111       53     3675 SH      DEFINED 01 05               0     3675        0
PRIDE INTL                     COM              741932107    11470   432820 SH      DEFINED 01             432820        0        0
PRIDE INTL                     COM              741932107      146     5499 SH      DEFINED 01 05               0     5499        0
PRISON REALTY TRUST            COM              74264N105        0      190 SH      DEFINED 01                190        0        0
PRISON REALTY TRUST SERIES B C PRF              74264N303        0       10 SH      DEFINED 01                 10        0        0
PRIORITY HEALTHCARE            COM              74264T102    10342   135653 SH      DEFINED 01             135653        0        0
PRIORITY HEALTHCARE            COM              74264T102        8      100 SH      DEFINED 01 02               0      100        0
PRIORITY HEALTHCARE            COM              74264T102      122     1600 SH      DEFINED 01 05               0     1600        0
PROCTER & GAMBLE               COM              742718109      346     5173 SH      DEFINED 01               5173        0        0
PROCTER & GAMBLE               COM              742718109       52      765 SH      DEFINED 01 02               0      765        0
PROCTER & GAMBLE               COM              742718109    21583   322129 SH      DEFINED 01 03               0   322129        0
PROCTER & GAMBLE               COM              742718109    26853   400795 SH      DEFINED 01 05               0   400795        0
PRODIGY COMMUNICATIONS CORP -  COM              74283P206        1      290 SH      DEFINED 01                290        0        0
PROFESSIONAL DETAIL            COM              74312N107        7      130 SH      DEFINED 01 02               0      130        0
PROFIT RECOVERY                COM              743168106     1367   138463 SH      DEFINED 01             138463        0        0
PROFURN LIMITED                COM              743200990     6399 10745500 SH      DEFINED 01           10745500        0        0
PROFURN LIMITED                COM              743200990       92   154309 SH      DEFINED 01 05               0   154309        0
PROGRESS SOFTWARE CO           COM              743312100     1352    99173 SH      DEFINED 01              99173        0        0
PROGRESSIVE CORP OH            COM              743315103       23      279 SH      DEFINED 01                279        0        0
PROGRESSIVE CORP OH            COM              743315103   227440  2777886 SH      DEFINED 01 03               0  2777886        0
PROGRESSIVE CORP OH            COM              743315103    10245   125134 SH      DEFINED 01 05               0   125134        0
PROJECT SOFTWARE               COM              74339P101      944    60705 SH      DEFINED 01              60705        0        0
PROLOGIS TRUST                 COM              743410102        6      251 SH      DEFINED 01                251        0        0
PROTECTIVE LIFE CORP           COM              743674103       43     1435 SH      DEFINED 01               1435        0        0
PROTECTIVE LIFE CORP           COM              743674103    44821  1500273 SH      DEFINED 01 03               0  1500273        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2     5000  2000000 SH      DEFINED 01            2000000        0        0
PROTEIN DELIVERY INC PFD       PRF              743690XX2    10000  4000000 SH      DEFINED 01 05               0  4000000        0
PROTEIN DESIGN LABS            COM              74369L103    21228   176174 SH      DEFINED 01             176174        0        0
PROTEIN DESIGN LABS            COM              74369L103      111      920 SH      DEFINED 01 05               0      920        0
PROTON ENERGY SYSTEM           COM              74371K101      851    29750 SH      DEFINED 01              29750        0        0
PROTON ENERGY SYSTEM           COM              74371K101      301    17600 SH      DEFINED 01 02               0    17600        0
PROTON ENERGY SYSTEM           COM              74371K101       23      800 SH      DEFINED 01 03               0      800        0
PROTON ENERGY SYSTEM           COM              74371K101      669    23400 SH      DEFINED 01 05               0    23400        0
PROVIDENT BANK                 COM              743859100     1286    76773 SH      DEFINED 01              76773        0        0
PROVIDENT FINL                 COM              743866105       33     1105 SH      DEFINED 01               1105        0        0
PROVIDENT FINL                 COM              743866105        3      100 SH      DEFINED 01 02               0      100        0
PRUDENTIAL ORDS                COM              743900995    26763  1961147 SH      DEFINED 01            1961147        0        0
PRUDENTIAL ORDS                COM              743900995      180    13159 SH      DEFINED 01 03               0    13159        0
PRUDENTIAL ORDS                COM              743900995    42149  3088613 SH      DEFINED 01 05               0  3088613        0
PRUDENTIAL UTIL CL A           COM              743911208        4      284 SH      DEFINED 01                  0      284        0
PROVINCE HEALTHCARE            COM              743977100        6      150 SH      DEFINED 01 02               0      150        0
PROVIDIAN FIN                  COM              74406A102    23424   184443 SH      DEFINED 01                  0   184443        0
PROVIDIAN FIN                  COM              74406A102   376089  2961343 SH      DEFINED 01            2961343        0        0
PROVIDIAN FIN                  COM              74406A102   191063  1504428 SH      DEFINED 01 02               0  1504428        0
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PROVIDIAN FIN                  COM              74406A102     4004    31528 SH      DEFINED 01 05               0    31528        0
PROXICOM INC                   COM              744282104        2      106 SH      DEFINED 01                106        0        0
PROXIM  INC                    COM              744284100     8552   192184 SH      DEFINED 01             192184        0        0
PROXIM  INC                    COM              744284100        7      160 SH      DEFINED 01 02               0      160        0
PROXIM  INC                    COM              744284100      128     2870 SH      DEFINED 01 05               0     2870        0
PSINET, INC                    COM              74437C101        3      338 SH      DEFINED 01                338        0        0
PUBLIC SER CO N MEX            COM              744499104     7891   304973 SH      DEFINED 01             304973        0        0
PUBLIC SER CO N MEX            COM              744499104        7      280 SH      DEFINED 01 02               0      280        0
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PUB SERV ENTERPRISE            COM              744573106     2093    46826 SH      DEFINED 01              46826        0        0
PUB SERV ENTERPRISE            COM              744573106     2405    53825 SH      DEFINED 01 03               0    53825        0
PUB SERV ENTERPRISE            COM              744573106       18      393 SH      DEFINED 01 05               0      393        0
PUBLIC STORAGE                 COM              74460D109        5      201 SH      DEFINED 01                201        0        0
PUGET SOUND P&L                COM              745332106       45     1774 SH      DEFINED 01               1774        0        0
PULTE CORP.                    COM              745867101     2858    86590 SH      DEFINED 01              86590        0        0
PULTE CORP.                    COM              745867101        7      200 SH      DEFINED 01 02               0      200        0
PULTE CORP.                    COM              745867101      342    10376 SH      DEFINED 01 03               0    10376        0
PULTE CORP.                    COM              745867101      118     3573 SH      DEFINED 01 05               0     3573        0
PUMA TECHNOLOGY                COM              745887109      404    19892 SH      DEFINED 01              19892        0        0
PURCHASEPRO.COM INC            COM              746144104     6639    75555 SH      DEFINED 01              75555        0        0
PURCHASEPRO.COM INC            COM              746144104        9      100 SH      DEFINED 01 02               0      100        0
PURCHASEPRO.COM INC            COM              746144104      141     1600 SH      DEFINED 01 05               0     1600        0
PUTNAM HIGH YIELD              COM              74678J104        2      334 SH      DEFINED 01                  0      334        0
QCT RESOURCES LTD              COM              747200996      422   600000 SH      DEFINED 01             600000        0        0
QRS CORP                       COM              74726X105      638    42357 SH      DEFINED 01              42357        0        0
QLOGIC CORP                    COM              747277101     1224    13912 SH      DEFINED 01              13912        0        0
QUAKER CHEMICAL CORP           COM              747316107      417    24543 SH      DEFINED 01              24543        0        0
QUAKER OATS                    COM              747402105     2572    32509 SH      DEFINED 01              32509        0        0
QUAKER OATS                    COM              747402105     2535    32038 SH      DEFINED 01 03               0    32038        0
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QUALCOMM                       COM              747525103    23923   335773 SH      DEFINED 01             335773        0        0
QUALCOMM                       COM              747525103    12971   182043 SH      DEFINED 01 03               0   182043        0
QUALCOMM                       COM              747525103       97     1365 SH      DEFINED 01 05               0     1365        0
QUALCOMM                       COM              747525103     3547    49780 SH      DEFINED 11 12               0    49780        0
QUALCOMM                       COM              747525103    21378   300040 SH      DEFINED 11 12 13            0   300040        0
QUANEX CORP                    COM              747620102      724    38005 SH      DEFINED 01              38005        0        0
QUANTA SERVICES INC            COM              74762E102      675    24549 SH      DEFINED 01              24549        0        0
QUANTUM CORP                   COM              747906204       54     3600 SH      DEFINED 01               3600        0        0
QUANTUM CORP                   COM              747906303        3      337 SH      DEFINED 01                337        0        0
QUEENS COUNTY BANC             COM              748242104     6542   226556 SH      DEFINED 01             226556        0        0
QUEENS COUNTY BANC             COM              748242104      113     3900 SH      DEFINED 01 05               0     3900        0
QUEST DIAGNOSTICS              COM              74834L100    50028   435963 SH      DEFINED 01             435963        0        0
QUEST DIAGNOSTICS              COM              74834L100        3       23 SH      DEFINED 01 02               0       23        0
QUEST DIAGNOSTICS              COM              74834L100    15239   132800 SH      DEFINED 01 05               0   132800        0
QUEST SOFTWARE INC             COM              74834T103        7      118 SH      DEFINED 01                118        0        0
QUESTAR                        COM              748356102    33422  1201676 SH      DEFINED 01            1201676        0        0
QUICKSILVER INC                COM              74838C106     1206    62651 SH      DEFINED 01              62651        0        0
QUINTILES TRANSNATIO           COM              748767100       70     4383 SH      DEFINED 01               4383        0        0
QUINTILES TRANSNATIO           COM              748767100      439    27545 SH      DEFINED 01 03               0    27545        0
QUINTILES TRANSNATIO           COM              748767100        3      211 SH      DEFINED 01 05               0      211        0
QUINTUS CORPORATION            COM              748798105        1       85 SH      DEFINED 01                 85        0        0
QUORUM HEALTH                  COM              749084109       22     1675 SH      DEFINED 01               1675        0        0
QWEST COMM INTL INC            COM              749121109   460426  9579741 SH      DEFINED 01            9579741        0        0
QWEST COMM INTL INC            COM              749121109    36830   766346 SH      DEFINED 01 02               0   766346        0
QWEST COMM INTL INC            COM              749121109    22641   471059 SH      DEFINED 01 03               0   471059        0
QWEST COMM INTL INC            COM              749121109    82691  1720485 SH      DEFINED 01 05               0  1720485        0
R & B FALCON CORP              COM              74912E101        8      301 SH      DEFINED 01                301        0        0
RCN CORP                       COM              749361101        7      357 SH      DEFINED 01                357        0        0
RH DONNELLEY CORP              COM              74955W307        2      109 SH      DEFINED 01                109        0        0
RGS ENERGY GROUP INC           COM              74956K104        2       83 SH      DEFINED 01                 83        0        0
RGS ENERGY GROUP INC           COM              74956K104        5      170 SH      DEFINED 01 02               0      170        0
RLI CORP                       COM              749607107     1051    27263 SH      DEFINED 01              27263        0        0
RLI CORP                       COM              749607107        5      140 SH      DEFINED 01 02               0      140        0
RPM INC OHIO                   COM              749685103       20     2195 SH      DEFINED 01               2195        0        0
RSA SECURITY INC.              COM              749719100    10385   240819 SH      DEFINED 01             240819        0        0
RSA SECURITY INC.              COM              749719100      102     2369 SH      DEFINED 01 05               0     2369        0
RTI INTL METALS                COM              74973W107      838    58032 SH      DEFINED 01              58032        0        0
RF MICRO DEVICES INC           COM              749941100    14443   460290 SH      DEFINED 01             460290        0        0
RF MICRO DEVICES INC           COM              749941100    25798   822260 SH      DEFINED 01 02               0   822260        0
RF MICRO DEVICES INC           COM              749941100     1023    32600 SH      DEFINED 01 03               0    32600        0
RADIAN GROUP INC               COM              750236101    34887   516845 SH      DEFINED 01             516845        0        0
RADIAN GROUP INC               COM              750236101       16      240 SH      DEFINED 01 02               0      240        0
RADIAN GROUP INC               COM              750236101    24212   358700 SH      DEFINED 01 05               0   358700        0
RADIO ONE INC                  COM              75040P108     1217   146444 SH      DEFINED 01             146444        0        0
RADIO ONE INC                  COM              75040P108       24     2850 SH      DEFINED 01 05               0     2850        0
RADIOSHACK CORP                COM              750438103      414     6400 SH      DEFINED 01 02               0     6400        0
RADIOSHACK CORPORATION         COM              750438103   130740  2023070 SH      DEFINED 01            2023070        0        0
RADIOSHACK CORPORATION         COM              750438103     2953    45691 SH      DEFINED 01 03               0    45691        0
RADIOSHACK CORPORATION         COM              750438103     2302    35626 SH      DEFINED 01 05               0    35626        0
RADISYS                        COM              750459109     2402    47497 SH      DEFINED 01              47497        0        0
RADISYS                        COM              750459109        7      130 SH      DEFINED 01 02               0      130        0
RAMBUS INC                     COM              750917106       12      148 SH      DEFINED 01                148        0        0
RALCORP HOLDINGS INC           COM              751028101     1174    83087 SH      DEFINED 01              83087        0        0
RALCORP HOLDINGS INC           COM              751028101        3      200 SH      DEFINED 01 02               0      200        0
RALSTON PURINA GP              COM              751277302    42666  1801197 SH      DEFINED 01            1801197        0        0
RALSTON PURINA GP              COM              751277302    10421   439950 SH      DEFINED 01 02               0   439950        0
RALSTON PURINA GP              COM              751277302     1783    75278 SH      DEFINED 01 03               0    75278        0
RALSTON PURINA GP              COM              751277302       13      562 SH      DEFINED 01 05               0      562        0
LONGHORN STEAK                 COM              753820109        6      300 SH      DEFINED 01 02               0      300        0
RARE HOSPITALITY INT           COM              753820109     4982   244500 SH      DEFINED 01             244500        0        0
RARE HOSPITALITY INT           COM              753820109       79     3900 SH      DEFINED 01 05               0     3900        0
RARE MEDIUM GROUP IN           COM              75382N109        1       77 SH      DEFINED 01                 77        0        0
RATIONAL SOFTWARE              COM              75409P202     2627    37863 SH      DEFINED 01              37863        0        0
RAYMOND JAMES FIN              COM              754730109     8403   255104 SH      DEFINED 01             255104        0        0
RAYMOND JAMES FIN              COM              754730109       10      300 SH      DEFINED 01 02               0      300        0
RAYMOND JAMES FIN              COM              754730109      105     3200 SH      DEFINED 01 05               0     3200        0
RAYONIER                       COM              754907103       22      613 SH      DEFINED 01                613        0        0
RAYONIER                       COM              754907103        5      150 SH      DEFINED 01 02               0      150        0
RAYOVAC CORP                   COM              755081106        2       90 SH      DEFINED 01                 90        0        0
RAYTHEON CO CL B               COM              755111408       37     1294 SH      DEFINED 01               1294        0        0
RAYTHEON CO CL B               COM              755111408     2374    83496 SH      DEFINED 01 03               0    83496        0
RAYTHEON CO CL B               COM              755111408       18      623 SH      DEFINED 01 05               0      623        0
RAZORFISH INC                  COM              755236106        4      421 SH      DEFINED 01                421        0        0
RAZORFISH INC                  COM              755236106        2      190 SH      DEFINED 01 02               0      190        0
READ RITE                      COM              755246105      383    34000 SH      DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     1938   172271 SH      DEFINED 01             172271        0        0
READERS DIGEST ASSN            COM              755267101     1137    32193 SH      DEFINED 01              32193        0        0
REALNETWORKS INC               COM              75605L104      138     3474 SH      DEFINED 01               3474        0        0
REALITY INCOME CORP            COM              756109104        2       89 SH      DEFINED 01                 89        0        0
RECKSON                        COM              75621K106     2878   112904 SH      DEFINED 01             112904        0        0
RECKSON                        COM              75621K106       74     2900 SH      DEFINED 01 05               0     2900        0
RED HAT                        COM              756577102        4      234 SH      DEFINED 01                234        0        0
REDBACK NETWORKS               COM              757209101     4140    25254 SH      DEFINED 01              25254        0        0
REDBACK NETWORKS               COM              757209101        1        8 SH      DEFINED 01 02               0        8        0
REEBOK INTERNATIONAL           COM              758110100        6      353 SH      DEFINED 01                353        0        0
REEBOK INTERNATIONAL           COM              758110100        4      210 SH      DEFINED 01 02               0      210        0
REEBOK INTERNATIONAL           COM              758110100      259    13754 SH      DEFINED 01 03               0    13754        0
REEBOK INTERNATIONAL           COM              758110100        2      104 SH      DEFINED 01 05               0      104        0
REGAL BELOIT                   COM              758750103      991    58401 SH      DEFINED 01              58401        0        0
REGENERON PHARMACEUT           COM              75886F107     8258   253112 SH      DEFINED 01             253112        0        0
REGENERON PHARMACEUT           COM              75886F107        7      210 SH      DEFINED 01 02               0      210        0
REGENERON PHARMACEUT           COM              75886F107       95     2900 SH      DEFINED 01 05               0     2900        0
REGIS CORP MINN                COM              758932107     1701   113382 SH      DEFINED 01             113382        0        0
REGENCY REALTY                 COM              758939102        2      103 SH      DEFINED 01                103        0        0
REGIONS FINL CORP              COM              758940100       19      843 SH      DEFINED 01                843        0        0
REGIONS FINL CORP              COM              758940100     1151    50727 SH      DEFINED 01 03               0    50727        0
REGIONS FINL CORP              COM              758940100        9      400 SH      DEFINED 01 05               0      400        0
REINSURANCE GP OF AM           COM              759351109     2130    62189 SH      DEFINED 01              62189        0        0
REINSURANCE GP OF AM           COM              759351109       89     2600 SH      DEFINED 01 05               0     2600        0
RELIANCE 144A GDR              COM              759470107     3973   254300 SH      DEFINED 01             254300        0        0
RELIANCE 144A GDR              COM              759470107       45     2850 SH      DEFINED 01 05               0     2850        0
RELIANCE STEEL & ALU           COM              759509102     1629    77362 SH      DEFINED 01              77362        0        0
RELIANCE STEEL & ALU           COM              759509102        4      180 SH      DEFINED 01 02               0      180        0
RELIANT ENERGY INC             COM              75952J108    96191  2068625 SH      DEFINED 01            2068625        0        0
RELIANT ENERGY INC             COM              75952J108     4081    87773 SH      DEFINED 01 03               0    87773        0
RELIANT ENERGY INC             COM              75952J108       25      538 SH      DEFINED 01 05               0      538        0
REMEC INC                      COM              759543101    11263   382570 SH      DEFINED 01             382570        0        0
REMEC INC                      COM              759543101        9      315 SH      DEFINED 01 02               0      315        0
REMEC INC                      COM              759543101      177     6025 SH      DEFINED 01 05               0     6025        0
REMEDY CORP                    COM              759548100     1661    87998 SH      DEFINED 01              87998        0        0
REMINGTON OIL & GAS            COM              759594302      623    59664 SH      DEFINED 01              59664        0        0
RENAL CARE GROUP               COM              759930100     2385   128047 SH      DEFINED 01             128047        0        0
RENT-A-CENTER INC              COM              76009N100        4      112 SH      DEFINED 01                112        0        0
REPUBLIC BANCORP               COM              760282103        2      179 SH      DEFINED 01                179        0        0
REPUBLIC GROUP INC             COM              760473108      605    32927 SH      DEFINED 01              32927        0        0
REPUBLIC SVGS FIN CO           COM              760758102        1      237 SH      DEFINED 01                237        0        0
REPUBLIC SRVS CL-A             COM              760759100        4      273 SH      DEFINED 01                273        0        0
RESMED INC                     COM              761152107     2658    85031 SH      DEFINED 01              85031        0        0
RESMED INC                     COM              761152107        6      200 SH      DEFINED 01 02               0      200        0
RESPIRONICS INC                COM              761230101     1362    81639 SH      DEFINED 01              81639        0        0
RETEK INC                      COM              76128Q109       12      231 SH      DEFINED 01                231        0        0
RETEK INC                      COM              76128Q109        5       90 SH      DEFINED 01 02               0       90        0
REYNOLDS & REYNOLDS            COM              761695105       38     1913 SH      DEFINED 01               1913        0        0
RJ REYNOLDS TOBACCO            COM              76182K105       68     2132 SH      DEFINED 01               2132        0        0
RHYTHMS NETCONNECT             COM              762430205        3      344 SH      DEFINED 01                344        0        0
RICHMOND CNTY FINAN            COM              764556106        3      109 SH      DEFINED 01                109        0        0
RICHMOND CNTY FINAN            COM              764556106        7      270 SH      DEFINED 01 02               0      270        0
RIGGS NATL CORP WASH           COM              766570105      967    78937 SH      DEFINED 01              78937        0        0
RIGGS NATL CORP WASH           COM              766570105        2      200 SH      DEFINED 01 02               0      200        0
RITE AID                       COM              767754104       96    24000 SH      DEFINED 01                  0    24000        0
RITE AID                       COM              767754104        4     1124 SH      DEFINED 01               1124        0        0
ROADWAY EXPRESS                COM              769742107      965    53789 SH      DEFINED 01              53789        0        0
ROADWAY EXPRESS                COM              769742107        3      150 SH      DEFINED 01 02               0      150        0
ROBBINS & MYERS INC  RBN       COM              770196103      718    30378 SH      DEFINED 01              30378        0        0
ROBERT HALF INTL INC           COM              770323103   121769  3510425 SH      DEFINED 01            3510425        0        0
ROBERT HALF INTL INC           COM              770323103     2199    63400 SH      DEFINED 01 02               0    63400        0
ROBERT HALF INTL INC           COM              770323103     1904    54900 SH      DEFINED 01 03               0    54900        0
ROBERT HALF INTL INC           COM              770323103    40640  1171600 SH      DEFINED 01 05               0  1171600        0
ROBOTIC VISION SERV            COM              771074101      584    97826 SH      DEFINED 01              97826        0        0
ROCKWELL INT CORP              COM              773903109     1202    39716 SH      DEFINED 01              39716        0        0
ROCKWELL INT CORP              COM              773903109     1327    43852 SH      DEFINED 01 03               0    43852        0
ROCKWELL INT CORP              COM              773903109       10      338 SH      DEFINED 01 05               0      338        0
ROHM COMPANY                   COM              775300999    38088   139000 SH      DEFINED 01             139000        0        0
ROHM COMPANY                   COM              775300999      110      400 SH      DEFINED 01 03               0      400        0
ROHM COMPANY                   COM              775300999    30004   109500 SH      DEFINED 01 05               0   109500        0
ROHM & HAAS CO                 COM              775371107       24      829 SH      DEFINED 01                829        0        0
ROHM & HAAS CO                 COM              775371107     1531    52673 SH      DEFINED 01 03               0    52673        0
ROHM & HAAS CO                 COM              775371107       12      396 SH      DEFINED 01 05               0      396        0
ROHN INDUSTRIES INC            COM              775381106        4      774 SH      DEFINED 01 05               0      774        0
ROLLINS                        COM              775711104        9      578 SH      DEFINED 01                578        0        0
ROLLINS TRUCK LEASIN           COM              775741101     1019   161451 SH      DEFINED 01             161451        0        0
ROPER INC NEW                  COM              776696106     2815    84816 SH      DEFINED 01              84816        0        0
ROSLYN BANCORP INC             COM              778162107       33     1485 SH      DEFINED 01               1485        0        0
ROSLYN BANCORP INC             COM              778162107        7      300 SH      DEFINED 01 02               0      300        0
ROSS STORES                    COM              778296103       29     2021 SH      DEFINED 01               2021        0        0
ROUSE CO                       COM              779273101        6      221 SH      DEFINED 01                221        0        0
ROWAN COMPANIES INC            COM              779382100       10      350 SH      DEFINED 01                350        0        0
ROWAN COMPANIES INC            COM              779382100      627    21614 SH      DEFINED 01 03               0    21614        0
ROWAN COMPANIES INC            COM              779382100        5      172 SH      DEFINED 01 05               0      172        0
PRICE ROWE INT L FD  STK       COM              77956H203     4244   252735 SH      DEFINED 01 03               0   252735        0
PRICE ROWE INT'L FD            COM              77956H203        6      370 SH      DEFINED 01                  0      370        0
ROYAL APPLIANCE                COM              780076105      248    41850 SH      DEFINED 01              41850        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804     3438    57354 SH      DEFINED 01              57354        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    31539   526193 SH      DEFINED 01 03               0   526193        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    27902   465527 SH      DEFINED 01 05               0   465527        0
ROYAL DUTCH PET (BR)           COM              780257994       24      395 SH      DEFINED 01 03               0      395        0
ROYAL VALUE TRUST              COM              780910105       38     2614 SH      DEFINED 01 02               0     2614        0
RSL COMM WT 11/15/06           COM              781076112       76     9500 SH      DEFINED 01               9500        0        0
RSL COMM WT 11/15/06           COM              781076112       10     1250 SH      DEFINED 01 05               0     1250        0
RUBY TUESDAY INC COM           COM              781182100     1916   170326 SH      DEFINED 01             170326        0        0
RUDDICK CORP                   COM              781258108       14     1014 SH      DEFINED 01               1014        0        0
RURAL CELLULAR                 COM              781904107     4040    59300 SH      DEFINED 01              59300        0        0
RURAL CELLULAR                 COM              781904107        7      100 SH      DEFINED 01 02               0      100        0
RURAL CELLULAR                 COM              781904107      102     1500 SH      DEFINED 01 05               0     1500        0
RURAL CELLULAR CORP            PRF              781904404    18806    21250 SH      DEFINED 01              21250        0        0
RURAL CELLULAR CORP            PRF              781904404      469      530 SH      DEFINED 01 02               0      530        0
RURAL CELLULAR CORP            PRF              781904404     3734     4219 SH      DEFINED 01 05               0     4219        0
RUSS BERRIE & CO               COM              782233100     1099    55669 SH      DEFINED 01              55669        0        0
RUSSELL CORP                   COM              782352108        3      209 SH      DEFINED 01                209        0        0
RUSSELL CORP                   COM              782352108      109     6879 SH      DEFINED 01 03               0     6879        0
RUSSELL CORP                   COM              782352108        1       59 SH      DEFINED 01 05               0       59        0
RYANAIR HOLDINGS ADR           COM              783513104    20155   523500 SH      DEFINED 01 05               0   523500        0
RYANS FAMILY STEAK             COM              783519101      694    90286 SH      DEFINED 01              90286        0        0
RYANS FAMILY STEAK             COM              783519101        3      390 SH      DEFINED 01 02               0      390        0
RYDER SYSTEM                   COM              783549108        7      380 SH      DEFINED 01                380        0        0
RYDER SYSTEM                   COM              783549108        4      200 SH      DEFINED 01 02               0      200        0
RYDER SYSTEM                   COM              783549108      261    14174 SH      DEFINED 01 03               0    14174        0
RYDER SYSTEM                   COM              783549108        2      109 SH      DEFINED 01 05               0      109        0
RYERSON TULL INC               COM              78375P107        5      565 SH      DEFINED 01                565        0        0
RYLAND GROUP INC               COM              783764103     1116    36000 SH      DEFINED 01              36000        0        0
RYLAND GROUP INC               COM              783764103        5      170 SH      DEFINED 01 02               0      170        0
RYOHIN KEIKAKU 7453            COM              783768997    27790   353300 SH      DEFINED 01             353300        0        0
RYOHIN KEIKAKU 7453            COM              783768997       55      700 SH      DEFINED 01 03               0      700        0
RYOHIN KEIKAKU 7453            COM              783768997    24920   316800 SH      DEFINED 01 05               0   316800        0
SAP PREFERRED                  COM              783769987    96605   382753 SH      DEFINED 01             382753        0        0
SAP PREFERRED                  COM              783769987    67119   265927 SH      DEFINED 01 05               0   265927        0
S&T BANCORP INC                COM              783859101        2       87 SH      DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103     5513   110263 SH      DEFINED 11 12               0   110263        0
SBC COMMUNICATIONS             COM              78387G103    28196   563920 SH      DEFINED 11 12 13            0   563920        0
SBC COMMUNICATIONS             COM              78387G103   281384  5627674 SH      DEFINED 01            5627674        0        0
SBC COMMUNICATIONS             COM              78387G103      371     7433 SH      DEFINED 01 02               0     7433        0
SBC COMMUNICATIONS             COM              78387G103    45659   913176 SH      DEFINED 01 03               0   913176        0
SBC COMMUNICATIONS             COM              78387G103     1395    27889 SH      DEFINED 01 05               0    27889        0
SBA COMMUNICATIONS             COM              78388J106    20972   500073 SH      DEFINED 01             500073        0        0
SBA COMMUNICATIONS             COM              78388J106        4      100 SH      DEFINED 01 02               0      100        0
SCI SYSTEMS INC                COM              783890106     1677    40912 SH      DEFINED 01              40912        0        0
SCM MICROSYSTEMS INC           COM              784018103        2       47 SH      DEFINED 01                 47        0        0
SCP POOL CORP                  COM              784028102     1399    47218 SH      DEFINED 01              47218        0        0
SCP POOL CORP                  COM              784028102        5      170 SH      DEFINED 01 02               0      170        0
SCPIE HOLDINGS INC             COM              78402P104      522    25951 SH      DEFINED 01              25951        0        0
SDL                            COM              784076101   152522   495202 SH      DEFINED 01             495202        0        0
SDL                            COM              784076101       82      267 SH      DEFINED 01 02               0      267        0
SDL                            COM              784076101   204389   663600 SH      DEFINED 01 05               0   663600        0
SEI CORPORATION                COM              784117103       78     1108 SH      DEFINED 01               1108        0        0
SEGA GAMES WORKS WNT 2/1/07    COM              78422P118        3     2750 SH      DEFINED 01               2750        0        0
SEGA GAMES WORKS WNT 2/1/07    COM              78422P118        0      250 SH      DEFINED 01 05               0      250        0
SAGA GAME WORKS INC  12.5  8-1 PRF              78422P209     1538   153751 SH      DEFINED 01             153751        0        0
SAGA GAME WORKS INC  12.5  8-1 PRF              78422P209      140    13972 SH      DEFINED 01 05               0    13972        0
SAGA GAME WORKS INC  0  PFDCVT PRF              78422P993      435    87091 SH      DEFINED 01              87091        0        0
SAGA GAME WORKS INC  0  PFDCVT PRF              78422P993       48     9677 SH      DEFINED 01 05               0     9677        0
SI FINANCING TRUST   2.375 063 PRF              784252207    18639   740000 SH      DEFINED 01             740000        0        0
SK TELECOM ADR                 COM              78440P108       72     2800 SH      DEFINED 01 05               0     2800        0
SL GREEN REALTY                COM              78440X101     3542   126204 SH      DEFINED 01             126204        0        0
SL GREEN REALTY                COM              78440X101      101     3600 SH      DEFINED 01 05               0     3600        0
SLI INC                        COM              78442T108      705    96401 SH      DEFINED 01              96401        0        0
SPS TECHNOLOGIES               COM              784626103     1708    35219 SH      DEFINED 01              35219        0        0
S&P 500 DEP RECPT              COM              78462F103     1383     9627 SH      DEFINED 01               9627        0        0
S&P 500 DEP RECPT              COM              78462F103      721     5021 SH      DEFINED 01 05               0     5021        0
SPSS INC                       COM              78462K102      734    27365 SH      DEFINED 01              27365        0        0
SPX CORP                       COM              784635104     1370     9657 SH      DEFINED 01               9657        0        0
S1 CORPORATION                 COM              78463B101        1       76 SH      DEFINED 01                 76        0        0
SSI LIMITED GDR 144A           COM              784663106       21     3700 SH      DEFINED 01 05               0     3700        0
S3 INCORPORATED                COM              784849101     2640   255975 SH      DEFINED 01             255975        0        0
SABRE HOLDINGS CORP            COM              785905100       14      508 SH      DEFINED 01                508        0        0
SABRE HOLDINGS CORP            COM              785905100      870    30080 SH      DEFINED 01 03               0    30080        0
SABRE HOLDINGS CORP            COM              785905100        7      236 SH      DEFINED 01 05               0      236        0
SAFECO CORP                    COM              786429100       14      493 SH      DEFINED 01                493        0        0
SAFECO CORP                    COM              786429100      882    32368 SH      DEFINED 01 03               0    32368        0
SAFECO CORP                    COM              786429100        6      233 SH      DEFINED 01 05               0      233        0
SAFEGUARD SCIENTIFIC           COM              786449108        3      162 SH      DEFINED 01                162        0        0
SAFEWAY INC.                   COM              786514208    27219   583000 SH      DEFINED 01                  0   583000        0
SAFEWAY INC.                   COM              786514208   873230 18703730 SH      DEFINED 01           18703730        0        0
SAFEWAY INC.                   COM              786514208   209467  4486493 SH      DEFINED 01 02               0  4486493        0
SAFEWAY INC.                   COM              786514208     9929   212642 SH      DEFINED 01 03               0   212642        0
SAFEWAY INC.                   COM              786514208   231094  4949796 SH      DEFINED 01 05               0  4949796        0
SAGA SYSTEMS INC               COM              786610105      858    81678 SH      DEFINED 01              81678        0        0
SAIPEM                         COM              786801993     2246   404018 SH      DEFINED 01             404018        0        0
ST JOE PAPER CORP              COM              790148100        4      136 SH      DEFINED 01                136        0        0
ST JUDE MEDICAL                COM              790849103       17      323 SH      DEFINED 01                323        0        0
ST JUDE MEDICAL                COM              790849103     1043    20448 SH      DEFINED 01 03               0    20448        0
ST JUDE MEDICAL                COM              790849103        8      154 SH      DEFINED 01 05               0      154        0
ST MARY LD & EXPL              COM              792228108     1448    62792 SH      DEFINED 01              62792        0        0
ST PAUL COMPANIES              COM              792860108     2656    53858 SH      DEFINED 01              53858        0        0
ST PAUL COMPANIES              COM              792860108     5491   111347 SH      DEFINED 01 03               0   111347        0
ST PAUL COMPANIES              COM              792860108       20      409 SH      DEFINED 01 05               0      409        0
SAKS INC                       COM              79377W108       31     3094 SH      DEFINED 01               3094        0        0
SYNNEX TECH. INTL    TW;2347/T COM              795493998     9004  2849300 SH      DEFINED 01            2849300        0        0
SALOMON SMTH BAR PFD 6.25 PFD  PRF              79549B867    34789   366200 SH      DEFINED 01             366200        0        0
SALTON INC                     COM              795757103     5931   183565 SH      DEFINED 01             183565        0        0
SALTON INC                     COM              795757103        5      150 SH      DEFINED 01 02               0      150        0
SALTON INC                     COM              795757103      132     4100 SH      DEFINED 01 05               0     4100        0
SAMSUNG ELECTR GDR   GB;SMSN/U COM              796050888       65      700 SH      DEFINED 01 05               0      700        0
SAMSUNG ELECTRONICS            COM              796611994     4793    26460 SH      DEFINED 01              26460        0        0
SAN DIEGO G&E $25              PRF              797440831     1391    59500 SH      DEFINED 01 04               0    59500        0
SAN PAOLO-IMI SPA    IT;SPI/EU COM              798200994    89577  5510560 SH      DEFINED 01            5510560        0        0
SAN PAOLO-IMI SPA    IT;SPI/EU COM              798200994      242    14893 SH      DEFINED 01 03               0    14893        0
SAN PAOLO-IMI SPA    IT;SPI/EU COM              798200994    61711  3796237 SH      DEFINED 01 05               0  3796237        0
SANCHEZ COMP ASS INC           COM              799702105        1       70 SH      DEFINED 01                 70        0        0
SAN-DISK                       COM              80004C101     1395    20903 SH      DEFINED 01              20903        0        0
SANMINA CORP                   COM              800907107   248274  2651798 SH      DEFINED 01            2651798        0        0
SANMINA CORP                   COM              800907107    53768   574285 SH      DEFINED 01 02               0   574285        0
SANMINA CORP                   COM              800907107     8956    95657 SH      DEFINED 01 03               0    95657        0
SANMINA CORP                   COM              800907107   148001  1580777 SH      DEFINED 01 05               0  1580777        0
SANGSTAT MEDICAL CP            COM              801003104        1       83 SH      DEFINED 01                 83        0        0
SANTOS                         COM              802694992      467   137000 SH      DEFINED 01             137000        0        0
SANTOS                         COM              802694992       51    15000 SH      DEFINED 01 03               0    15000        0
BANCO SANTANDER ADR            COM              802809103        2      129 SH      DEFINED 01                129        0        0
SAPIENT                        COM              803062108       18      441 SH      DEFINED 01                441        0        0
SAPIENT                        COM              803062108     1167    28692 SH      DEFINED 01 03               0    28692        0
SAPIENT                        COM              803062108        9      217 SH      DEFINED 01 05               0      217        0
SARA LEE CORP                  COM              803111103       71     3510 SH      DEFINED 01               3510        0        0
SARA LEE CORP                  COM              803111103     4343   213814 SH      DEFINED 01 03               0   213814        0
SARA LEE CORP                  COM              803111103       32     1592 SH      DEFINED 01 05               0     1592        0
SASOL LTD ADR                  COM              803866300     2533   316640 SH      DEFINED 01 02               0   316640        0
SAVVIS COMM CORP               COM              805423100        2      229 SH      DEFINED 01                229        0        0
SAWTEK INC                     COM              805468105       35      883 SH      DEFINED 01                883        0        0
SCANA CORP                     COM              80589M102       69     2253 SH      DEFINED 01               2253        0        0
SCHERING PLOUGH                COM              806605101    22553   485000 SH      DEFINED 01                  0   485000        0
SCHERING PLOUGH                COM              806605101   548734 11800761 SH      DEFINED 01           11800761        0        0
SCHERING PLOUGH                COM              806605101   123618  2658281 SH      DEFINED 01 02               0  2658281        0
SCHERING PLOUGH                COM              806605101    19101   410781 SH      DEFINED 01 03               0   410781        0
SCHERING PLOUGH                COM              806605101   215587  4636249 SH      DEFINED 01 05               0  4636249        0
SCHERING PLOUGH                COM              806605101     9234      199 SH      DEFINED 11 12               0      199        0
SCHERING PLOUGH                COM              806605101   161861  3480893 SH      DEFINED 11 12 13            0  3480893        0
SCHLUMBERGER LTD               COM              806857108   208025  2527261 SH      DEFINED 01            2527261        0        0
SCHLUMBERGER LTD               COM              806857108     7832    95150 SH      DEFINED 01 02               0    95150        0
SCHLUMBERGER LTD               COM              806857108    45848   557002 SH      DEFINED 01 03               0   557002        0
SCHLUMBERGER LTD               COM              806857108    77486   941357 SH      DEFINED 01 05               0   941357        0
SCHOLASTIC CORP                COM              807066105     7567    95117 SH      DEFINED 01              95117        0        0
SCHOLASTIC CORP                COM              807066105        8      100 SH      DEFINED 01 02               0      100        0
SCHOLASTIC CORP                COM              807066105      171     2152 SH      DEFINED 01 05               0     2152        0
SCHOOL SPECIALTY INC           COM              807863105     1035    48561 SH      DEFINED 01              48561        0        0
SCHULMAN (A.) INC              COM              808194104        6      567 SH      DEFINED 01                567        0        0
SCHWAB CHARLES CORP            COM              808513105      533    15000 SH      DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    36403  1025449 SH      DEFINED 01            1025449        0        0
SCHWAB CHARLES CORP            COM              808513105      325     9161 SH      DEFINED 01 02               0     9161        0
SCHWAB CHARLES CORP            COM              808513105    12347   347814 SH      DEFINED 01 03               0   347814        0
SCHWAB CHARLES CORP            COM              808513105    33105   932528 SH      DEFINED 01 05               0   932528        0
SCHWEITZER MAUDUIT             COM              808541106      569    42516 SH      DEFINED 01              42516        0        0
SCIENT                         COM              80864H109        2      110 SH      DEFINED 01                110        0        0
SCIENTIFIC ATLANTA             COM              808655104     1183    18598 SH      DEFINED 01              18598        0        0
SCIENTIFIC ATLANTA             COM              808655104     2487    39092 SH      DEFINED 01 03               0    39092        0
SCIENTIFIC ATLANTA             COM              808655104       19      292 SH      DEFINED 01 05               0      292        0
SCIQUEST.COM INC               COM              80908Q107        1       82 SH      DEFINED 01                 82        0        0
SCOTT TECHNOLOGIES             COM              810022301      834    47071 SH      DEFINED 01              47071        0        0
SCOTTS CO CLA                  COM              810186106     2615    78043 SH      DEFINED 01              78043        0        0
SCRIPPS CO (E.W) CLA           COM              811054204        7      122 SH      DEFINED 01                122        0        0
SEACHANGE INTL INC             COM              811699107        3       78 SH      DEFINED 01                 78        0        0
SEAGATE TECHNOLOGY             COM              811804103       60      865 SH      DEFINED 01                865        0        0
SEAGATE TECHNOLOGY             COM              811804103     3825    55430 SH      DEFINED 01 03               0    55430        0
SEAGATE TECHNOLOGY             COM              811804103       29      419 SH      DEFINED 01 05               0      419        0
SEAGRAM LTD                    COM              811850106       57      988 SH      DEFINED 01                988        0        0
SEAGRAM LTD                    COM              811850106     6127   106664 SH      DEFINED 01 03               0   106664        0
SEAGRAM LTD                    COM              811850106      442     7699 SH      DEFINED 01 05               0     7699        0
SEACOR SMIT INC                COM              811904101     2206    47324 SH      DEFINED 01              47324        0        0
SEACOR SMIT INC                COM              811904101        5      100 SH      DEFINED 01 02               0      100        0
SEALED AIR CORP                COM              81211K100     1020    22519 SH      DEFINED 01              22519        0        0
SEALED AIR CORP                COM              81211K100      924    20427 SH      DEFINED 01 03               0    20427        0
SEALED AIR CORP                COM              81211K100        7      153 SH      DEFINED 01 05               0      153        0
SEARS ROEBUCK & CO             COM              812387108       44     1367 SH      DEFINED 01               1367        0        0
SEARS ROEBUCK & CO             COM              812387108     2776    85639 SH      DEFINED 01 03               0    85639        0
SEARS ROEBUCK & CO             COM              812387108       20      628 SH      DEFINED 01 05               0      628        0
AMEX CONSUMER STAPLE           COM              81369Y308       26     1017 SH      DEFINED 01 02               0     1017        0
AMEX ENERGY SELECT S           COM              81369Y506        8      262 SH      DEFINED 01 02               0      262        0
AMEX FINANCIAL SELEC           COM              81369Y605       25      860 SH      DEFINED 01 02               0      860        0
AMEX TECHNOOGY SELEC           COM              81369Y803        5      100 SH      DEFINED 01 02               0      100        0
SECURITAS                      COM              813701992      304    13915 SH      DEFINED 01              13915        0        0
SECURE CO                      COM              813705100     2684   103000 SH      DEFINED 01             103000        0        0
SECURE CO                      COM              813705100        8      300 SH      DEFINED 01 02               0      300        0
SECURITY CAPITAL GRP           COM              81413P204        3      142 SH      DEFINED 01                142        0        0
SEITEL INC                     COM              816074306      961    66847 SH      DEFINED 01              66847        0        0
SELECTIVE INS GROUP            COM              816300107     1312    73444 SH      DEFINED 01              73444        0        0
SELECTIVE INS GROUP            COM              816300107        4      200 SH      DEFINED 01 02               0      200        0
SEM.L SEMA GROUP PL            COM              816620991     2725   158858 SH      DEFINED 01             158858        0        0
SEM.L SEMA GROUP PL            COM              816620991       89     5203 SH      DEFINED 01 03               0     5203        0
SEMICONDUCTOR HLD TR           COM              816636203    12798   180000 SH      DEFINED 01             180000        0        0
SEMICONDUCTOR HLD TR           COM              816636203        7      100 SH      DEFINED 01 02               0      100        0
SEMICONDUCTOR HLD TR           COM              816636203    13985   196700 SH      DEFINED 01 05               0   196700        0
SEMTECH CORP                   COM              816850101    26184   607164 SH      DEFINED 01             607164        0        0
SEMTECH CORP                   COM              816850101       15      350 SH      DEFINED 01 02               0      350        0
SEMTECH CORP                   COM              816850101    27574   639400 SH      DEFINED 01 05               0   639400        0
SEMPRA ENERGY                  COM              816851109       18      837 SH      DEFINED 01                837        0        0
SEMPRA ENERGY                  COM              816851109      969    46568 SH      DEFINED 01 03               0    46568        0
SEMPRA ENERGY                  COM              816851109        8      373 SH      DEFINED 01 05               0      373        0
SENSORMATIC ELECT              COM              817265101     5877   391810 SH      DEFINED 01             391810        0        0
SENSORMATIC ELECT              COM              817265101        7      460 SH      DEFINED 01 02               0      460        0
SENSORMATIC ELECT              COM              817265101      148     9900 SH      DEFINED 01 05               0     9900        0
SEPRACOR INC                   COM              817315104     1170     9534 SH      DEFINED 01               9534        0        0
SEQUA CORP  -CL A              COM              817320104        8      199 SH      DEFINED 01                199        0        0
SEQUENOM INC                   COM              817337108        3       61 SH      DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101    10462   227128 SH      DEFINED 01             227128        0        0
SERENA SOFTWARE INC            COM              817492101        7      154 SH      DEFINED 01 02               0      154        0
SERENA SOFTWARE INC            COM              817492101      212     4600 SH      DEFINED 01 05               0     4600        0
SERONO SA ADR                  COM              81752M101    43820  1448600 SH      DEFINED 01            1448600        0        0
SERONO SA ADR                  COM              81752M101      774    25600 SH      DEFINED 01 05               0    25600        0
SERVICE CORP INTL              COM              817565104        4     1466 SH      DEFINED 01               1466        0        0
SERVICEMASTER CO               COM              81760N109        5      485 SH      DEFINED 01                485        0        0
7-ELEVEN INC                   COM              817826209        2      183 SH      DEFINED 01                183        0        0
SHANGHAI PETROCHEM H ORD       COM              819435991     4014 30090000 SH      DEFINED 01           30090000        0        0
SHANGHAI PETROCHEM H ORD       COM              819435991       56   420000 SH      DEFINED 01 05               0   420000        0
SHAW GROUP INC                 COM              820280105     9591   136047 SH      DEFINED 01             136047        0        0
SHAW GROUP INC                 COM              820280105      127     1800 SH      DEFINED 01 05               0     1800        0
SHAW INDUSTRIES INC            COM              820286102       49     2651 SH      DEFINED 01               2651        0        0
SHERWIN WILLIAMS               COM              824348106       14      631 SH      DEFINED 01                631        0        0
SHERWIN WILLIAMS               COM              824348106      848    39688 SH      DEFINED 01 03               0    39688        0
SHERWIN WILLIAMS               COM              824348106        6      297 SH      DEFINED 01 05               0      297        0
SHOPKO STORES                  COM              824911101      856    82451 SH      DEFINED 01              82451        0        0
SHOPKO STORES                  COM              824911101    14539  1401392 SH      DEFINED 01 03               0  1401392        0
SHURGARD STORAGE CTR           COM              82567D104        2       84 SH      DEFINED 01                 84        0        0
GENSIA PHARMACEUTICS INC       COM              825846108        5      444 SH      DEFINED 01                444        0        0
SIEBEL SYSTEMS                 COM              826170102     1379    12389 SH      DEFINED 01              12389        0        0
SIEBEL SYSTEMS                 COM              826170102    11311   101615 SH      DEFINED 01 03               0   101615        0
SIEBEL SYSTEMS                 COM              826170102    12329   110763 SH      DEFINED 01 05               0   110763        0
SIERRA HEALTH SERVIC           COM              826322109      356    75880 SH      DEFINED 01              75880        0        0
SIERRA PACIFIC RES             COM              826428104        4      200 SH      DEFINED 01 02               0      200        0
SIERRA PACIFIC RESOURCES - NEW COM              826428104       35     1945 SH      DEFINED 01               1945        0        0
SIGMA-ALDRICH                  COM              826552101    11623   352208 SH      DEFINED 01             352208        0        0
SIGMA-ALDRICH                  COM              826552101     4141   125457 SH      DEFINED 01 02               0   125457        0
SIGMA-ALDRICH                  COM              826552101     1281    38796 SH      DEFINED 01 03               0    38796        0
SIGMA-ALDRICH                  COM              826552101        5      147 SH      DEFINED 01 05               0      147        0
SIGNALSOFT CORP                COM              82668M102     6094   150000 SH      DEFINED 01             150000        0        0
SIGNALSOFT CORP                COM              82668M102        2       45 SH      DEFINED 01 02               0       45        0
SIGNALSOFT RESTRICTED          COM              82668M995    27449   844594 SH      DEFINED 01             844594        0        0
SIGNALSOFT RESTRICTED          COM              82668M995    54899  1689189 SH      DEFINED 01 05               0  1689189        0
SILICON GRAPHICS INC           COM              827056102        4     1043 SH      DEFINED 01               1043        0        0
SILICON STORAGE TECH           COM              827057100        8      303 SH      DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        3      122 SH      DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106    35565   610733 SH      DEFINED 01             610733        0        0
SILICON VALLEY BANCSHARES      COM              827064106    42836   735567 SH      DEFINED 01 05               0   735567        0
SILICON VALLEY BKSHR           COM              827064106       29      500 SH      DEFINED 01 02               0      500        0
SILICON VALLEY GROUP           COM              827066101     2486    94483 SH      DEFINED 01              94483        0        0
SILICON VALLEY GROUP           COM              827066101        5      200 SH      DEFINED 01 02               0      200        0
SILICONIX INC                  COM              827079203     2367    50173 SH      DEFINED 01              50173        0        0
SILICONIX INC                  COM              827079203        1       18 SH      DEFINED 01 02               0       18        0
SILOCONWARE PRECISION -ADR     COM              827084864       40     8000 SH      DEFINED 01 05               0     8000        0
SILVERSTREAM SOFTWA            COM              827907106        2       62 SH      DEFINED 01                 62        0        0
SILVERSTREAM SOFTWA            COM              827907106        3      100 SH      DEFINED 01 02               0      100        0
SIMON PROPERTY GROUP           COM              828806109        6      265 SH      DEFINED 01                265        0        0
SIMPSON INDUSTRIES             COM              829060102      608    49652 SH      DEFINED 01              49652        0        0
SIMPSON MANUFAC                COM              829073105     1500    33574 SH      DEFINED 01              33574        0        0
SINCLAIR BROADCASTIN           COM              829226109        2      190 SH      DEFINED 01                190        0        0
SINCLAIR BROADCASTIN           COM              829226109        2      200 SH      DEFINED 01 02               0      200        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408    13300   140000 SH      DEFINED 01             140000        0        0
SINCLAIR CAP PFD     11.625 3/ PRF              829230408     4750    50000 SH      DEFINED 01 05               0    50000        0
SINGAPORE TECH ENGINEERING LTD COM              829298991    23738 16012000 SH      DEFINED 01           16012000        0        0
SINGAPORE TECH ENGINEERING LTD COM              829298991      116    78000 SH      DEFINED 01 03               0    78000        0
SINGAPORE TECH ENGINEERING LTD COM              829298991    16803 11334000 SH      DEFINED 01 05               0 11334000        0
SIRIUS SATELLITE RADIO INC     COM              82966U103        4       74 SH      DEFINED 01                 74        0        0
SIG FLAGS INC                  COM              83001P109       27     1766 SH      DEFINED 01               1766        0        0
SK TELECOM                     COM              830530994     5817    23850 SH      DEFINED 01              23850        0        0
SKETCHERS USA                  COM              830566105     3615   239000 SH      DEFINED 01             239000        0        0
SKETCHERS USA                  COM              830566105       74     4900 SH      DEFINED 01 05               0     4900        0
SKY FINL GROUP INC             COM              83080P103        6      359 SH      DEFINED 01                359        0        0
SKYLINE                        COM              830830105      515    24158 SH      DEFINED 01              24158        0        0
SKYWEST INC                    COM              830879102     7864   153442 SH      DEFINED 01             153442        0        0
SKYWEST INC                    COM              830879102    40254   785420 SH      DEFINED 01 02               0   785420        0
SKYWEST INC                    COM              830879102      653    12750 SH      DEFINED 01 03               0    12750        0
SKYWEST INC                    COM              830879102      100     1952 SH      DEFINED 01 05               0     1952        0
SMITH (A O) CORP               COM              831865209      818    65142 SH      DEFINED 01              65142        0        0
SMITH INTL                     COM              832110100       85     1047 SH      DEFINED 01               1047        0        0
SMITH CHARLES & RESD           COM              832197107     4073    89759 SH      DEFINED 01              89759        0        0
SMITH CHARLES & RESD           COM              832197107      113     2500 SH      DEFINED 01 05               0     2500        0
SMITHFIELD FOODS INC           COM              832248108     9701   369533 SH      DEFINED 01             369533        0        0
SMITHFIELD FOODS INC           COM              832248108        9      360 SH      DEFINED 01 02               0      360        0
SMITHFIELD FOODS INC           COM              832248108      125     4779 SH      DEFINED 01 05               0     4779        0
SMITHKLINE BEECHAM A           COM              832377998    75900  5540877 SH      DEFINED 01            5540877        0        0
SMITHKLINE BEECHAM A           COM              832377998      225    16424 SH      DEFINED 01 03               0    16424        0
SMITHKLINE BEECHAM A           COM              832377998    54950  4011425 SH      DEFINED 01 05               0  4011425        0
SMUCKER J.M. CO                COM              832696306       13      564 SH      DEFINED 01                564        0        0
SMURFIT STONE CONTNR           COM              832727101       67     5603 SH      DEFINED 01               5603        0        0
CIRCLE.COM                     COM              832914204       13     4500 SH      DEFINED 01                  0     4500        0
CIRCLE.COM                     COM              832914204        0       38 SH      DEFINED 01                 38        0        0
SNAP ON INC                    COM              833034101        8      330 SH      DEFINED 01                330        0        0
SNAP ON INC                    COM              833034101      317    13439 SH      DEFINED 01 03               0    13439        0
SNAP ON INC                    COM              833034101        3      107 SH      DEFINED 01 05               0      107        0
SODEXHO MARRIOTT               COM              833793102        2      114 SH      DEFINED 01                114        0        0
SOFTBRIDGE MICRO SYS           COM              834020992      135    13500 SH      DEFINED 01                  0    13500        0
SOFTWARE COM                   COM              83402P104    37405   206163 SH      DEFINED 01             206163        0        0
SOFTWARE COM                   COM              83402P104    28913   159353 SH      DEFINED 01 02               0   159353        0
SOFTWARE COM                   COM              83402P104      463     2550 SH      DEFINED 01 03               0     2550        0
SOFTWARE COM                   COM              83402P104    50421   277900 SH      DEFINED 01 05               0   277900        0
SOFTWARE TECHNOLOGIES CORP     COM              834040107        4      172 SH      DEFINED 01                172        0        0
SOLA INTL                      COM              834092108      433    67186 SH      DEFINED 01              67186        0        0
SOLECTRON CORP                 COM              834182107    15729   341000 SH      DEFINED 01                  0   341000        0
SOLECTRON CORP                 COM              834182107  1033292 22401990 SH      DEFINED 01           22401990        0        0
SOLECTRON CORP                 COM              834182107   118193  2562306 SH      DEFINED 01 02               0  2562306        0
SOLECTRON CORP                 COM              834182107    10072   218379 SH      DEFINED 01 03               0   218379        0
SOLECTRON CORP                 COM              834182107   391546  8488779 SH      DEFINED 01 05               0  8488779        0
SOLUTIA INC                    COM              834376105       29     2597 SH      DEFINED 01               2597        0        0
SONIC CORP                     COM              835451105     1539    48844 SH      DEFINED 01              48844        0        0
SONICWALL INC                  COM              835470105     4478   157156 SH      DEFINED 01             157156        0        0
SONICWALL INC                  COM              835470105        6      220 SH      DEFINED 01 02               0      220        0
SONICWALL INC                  COM              835470105     4380   153700 SH      DEFINED 01 05               0   153700        0
SONOCO PRODUCTS                COM              835495102       38     2073 SH      DEFINED 01               2073        0        0
SONY CORP ORD        JP;6758   COM              835699109    66333   654000 SH      DEFINED 01             654000        0        0
SONY CORP ORD        JP;6758   COM              835699109      162     1600 SH      DEFINED 01 03               0     1600        0
SONY CORP ORD        JP;6758   COM              835699109    50916   502000 SH      DEFINED 01 05               0   502000        0
SONY CORP ADRS                 COM              835699307   181688  1800000 SH      DEFINED 01            1800000        0        0
SONY CORP ADRS                 COM              835699307        7       68 SH      DEFINED 01 02               0       68        0
SONY CORP ADRS                 COM              835699307    13914   137840 SH      DEFINED 01 05               0   137840        0
SOTHEBYS HLD CL-A              COM              835898107       32     1275 SH      DEFINED 01               1275        0        0
SONUS NETWORKS INC             COM              835916107     6323    50035 SH      DEFINED 01              50035        0        0
SONUS NETWORKS INC             COM              835916107        7       54 SH      DEFINED 01 02               0       54        0
SONUS NETWORKS INC             COM              835916107     5624    44500 SH      DEFINED 01 05               0    44500        0
SOUTH FINANCIAL GROUP          COM              837841105     1515   119989 SH      DEFINED 01             119989        0        0
SOUTHDOWN INC                  COM              841297104       53      750 SH      DEFINED 01                750        0        0
SO CA EDISON $100              PRF              842400780     2501    25000 SH      DEFINED 01                  0    25000        0
SO CA EDISON $100              PRF              842400780    21982   219750 SH      DEFINED 01 04               0   219750        0
SOUTHERN CO.                   COM              842587107    61713  1902530 SH      DEFINED 01            1902530        0        0
SOUTHERN CO.                   COM              842587107     5263   162257 SH      DEFINED 01 03               0   162257        0
SOUTHERN CO.                   COM              842587107       39     1188 SH      DEFINED 01 05               0     1188        0
SOUTHERN ENERGY INC            COM              842816100    34882  1111762 SH      DEFINED 01            1111762        0        0
SOUTHERN ENERGY INC            COM              842816100      101     3200 SH      DEFINED 01 02               0     3200        0
SOUTHERN ENERGY INC            COM              842816100       83     2650 SH      DEFINED 01 03               0     2650        0
SOUTHERN ENERGY INC            COM              842816100    24631   785050 SH      DEFINED 01 05               0   785050        0
SOUTHERN ENERGY INC.           COM              842816100     1831    58359 SH      DEFINED 11 12               0    58359        0
SOUTHERN ENERGY INC.           COM              842816100      993    31641 SH      DEFINED 11 12 13            0    31641        0
SO INDIANA G&E 100             PRF              8431634@2     7500    75000 SH      DEFINED 01 04               0    75000        0
SOUTHERN UNION CO              COM              844030106     2726   137579 SH      DEFINED 01             137579        0        0
SOUTHTRUST CORP                COM              844730101     1388    44141 SH      DEFINED 01              44141        0        0
SOUTHTRUST CORP                COM              844730101     1257    39999 SH      DEFINED 01 03               0    39999        0
SOUTHTRUST CORP                COM              844730101       10      308 SH      DEFINED 01 05               0      308        0
SOUTHWEST AIRLINES             COM              844741108   489755 20196138 SH      DEFINED 01           20196138        0        0
SOUTHWEST AIRLINES             COM              844741108    18715   771742 SH      DEFINED 01 02               0   771742        0
SOUTHWEST AIRLINES             COM              844741108     4587   189157 SH      DEFINED 01 03               0   189157        0
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SW BANCORP OF TX               COM              84476R109     6931   212048 SH      DEFINED 01             212048        0        0
SW BANCORP OF TX               COM              84476R109        3      100 SH      DEFINED 01 02               0      100        0
SW BANCORP OF TX               COM              84476R109       85     2600 SH      DEFINED 01 05               0     2600        0
SOUTHWEST GAS CORP             COM              844895102     1828    87293 SH      DEFINED 01              87293        0        0
SOUTHWEST GAS CORP             COM              844895102        4      190 SH      DEFINED 01 02               0      190        0
SOUTHWEST SECURITIES           COM              845224104     1290    44091 SH      DEFINED 01              44091        0        0
SOUTHWESTERN ENERGY            COM              845467109      609    69553 SH      DEFINED 01              69553        0        0
SOVEREIGN BANCORP IN           COM              845905108    30889  3339381 SH      DEFINED 01            3339381        0        0
SOVEREIGN BANCORP IN           COM              845905108       16     1750 SH      DEFINED 01 02               0     1750        0
SOVEREIGN BANCORP IN           COM              845905108    43195  4669700 SH      DEFINED 01 05               0  4669700        0
SOVEREIGN CAPITAL TRUST        PRF              845905306    31769   553100 SH      DEFINED 01             553100        0        0
SOVEREIGN CAPITAL TRUST        PRF              845905306     2274    39600 SH      DEFINED 01 05               0    39600        0
SPACELABS                      COM              846247104      262    26543 SH      DEFINED 01              26543        0        0
SPANISH BRDCAST CL A           COM              846425882        2      200 SH      DEFINED 01 02               0      200        0
SPARTAN MOTORS INC             COM              846819100       98    31338 SH      DEFINED 01              31338        0        0
SPARTECH CORP                  COM              847220209        1       71 SH      DEFINED 01                 71        0        0
SPECIALTY EQUIPMENT            COM              847497203     1340    54284 SH      DEFINED 01              54284        0        0
SPECTRA-PHYSICS LASE           COM              847568102        3       56 SH      DEFINED 01                 56        0        0
SPECTRASITE HOLDINGS           COM              84760T100        3      181 SH      DEFINED 01                181        0        0
SPEEDFAM - IPEC INC            COM              847705100      943    82469 SH      DEFINED 01              82469        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        2       98 SH      DEFINED 01                 98        0        0
SPERION CORPORATION            COM              848420105     2121   177641 SH      DEFINED 01             177641        0        0
SPIEGEL INC  -CL A             COM              848457107        6      833 SH      DEFINED 01                833        0        0
SPIEKER PROPERTIES I           COM              848497103     1330    23099 SH      DEFINED 01              23099        0        0
SPORTSLINE.COM INC             COM              848934105        1       77 SH      DEFINED 01                 77        0        0
SPRINGS INDS INC               COM              851783100        3      101 SH      DEFINED 01                101        0        0
SPRINGS INDS INC               COM              851783100      102     3608 SH      DEFINED 01 03               0     3608        0
SPRINGS INDS INC               COM              851783100        1       32 SH      DEFINED 01 05               0       32        0
SPRINT CORP FON GRP            COM              852061100      103     3498 SH      DEFINED 01               3498        0        0
SPRINT CORP FON GRP            COM              852061100     6330   215950 SH      DEFINED 01 03               0   215950        0
SPRINT CORP FON GRP            COM              852061100      208     7120 SH      DEFINED 01 05               0     7120        0
SPRINT CORP PCS GRP            COM              852061506    11942   340563 SH      DEFINED 01             340563        0        0
SPRINT CORP PCS GRP            COM              852061506     9327   266010 SH      DEFINED 01 03               0   266010        0
SPRINT CORP PCS GRP            COM              852061506      140     3966 SH      DEFINED 01 05               0     3966        0
STAMPS.COM                     COM              852857101        1      196 SH      DEFINED 01                196        0        0
STANCORP FINL GROUP            COM              852891100     6442   150693 SH      DEFINED 01             150693        0        0
STANCORP FINL GROUP            COM              852891100        6      150 SH      DEFINED 01 02               0      150        0
STANCORP FINL GROUP            COM              852891100      162     3800 SH      DEFINED 01 05               0     3800        0
STANDARD BANK INVESTMENT       COM              853000990     6598  1671600 SH      DEFINED 01            1671600        0        0
STANDARD BANK INVESTMENT       COM              853000990      107    27177 SH      DEFINED 01 05               0    27177        0
STANDARD MICROSYSTEM           COM              853626109      963    44141 SH      DEFINED 01              44141        0        0
STANDARD MICROSYSTEM           COM              853626109        2      100 SH      DEFINED 01 02               0      100        0
STANDARD MOTOR PRO             COM              853666105      277    34626 SH      DEFINED 01              34626        0        0
STANDARD PAC CORP              COM              85375C101     1487    82612 SH      DEFINED 01              82612        0        0
STANDARD REGISTER              COM              853887107        8      526 SH      DEFINED 01                526        0        0
STANDEX INTERNATIONA           COM              854231107      674    34906 SH      DEFINED 01              34906        0        0
STANDEX INTERNATIONA           COM              854231107    24782  1283204 SH      DEFINED 01 03               0  1283204        0
STANLEY WORKS THE              COM              854616109        7      333 SH      DEFINED 01                333        0        0
STANLEY WORKS THE              COM              854616109      429    18593 SH      DEFINED 01 03               0    18593        0
STANLEY WORKS THE              COM              854616109        4      157 SH      DEFINED 01 05               0      157        0
STAPLES INC                    COM              855030102      121     8520 SH      DEFINED 01               8520        0        0
STAPLES INC                    COM              855030102     1583   111578 SH      DEFINED 01 03               0   111578        0
STAPLES INC                    COM              855030102       12      831 SH      DEFINED 01 05               0      831        0
STARBUCKS                      COM              855244109    26299   656444 SH      DEFINED 01             656444        0        0
STARBUCKS                      COM              855244109     1731    43230 SH      DEFINED 01 02               0    43230        0
STARBUCKS                      COM              855244109     3565    88968 SH      DEFINED 01 03               0    88968        0
STARBUCKS                      COM              855244109       14      342 SH      DEFINED 01 05               0      342        0
STARMEDIA NETWORK IN           COM              855546107        1      150 SH      DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107     1133    39052 SH      DEFINED 01              39052        0        0
STARWOOD HOTELS & RE           COM              85590A203     1321    42277 SH      DEFINED 01              42277        0        0
STARWOOD HOTELS & RE           COM              85590A203    66135  2116305 SH      DEFINED 01 03               0  2116305        0
STATE STREET CORP              COM              857477103   390081  3000617 SH      DEFINED 01            3000617        0        0
STATE STREET CORP              COM              857477103      268     2056 SH      DEFINED 01 02               0     2056        0
STATE STREET CORP              COM              857477103     5221    40158 SH      DEFINED 01 03               0    40158        0
STATE STREET CORP              COM              857477103   152710  1174695 SH      DEFINED 01 05               0  1174695        0
STATEN BANCORP IN              COM              857550107     2015   100754 SH      DEFINED 01             100754        0        0
STATEN BANCORP IN              COM              857550107        3      170 SH      DEFINED 01 02               0      170        0
STATION CASINO                 COM              857689103        2      118 SH      DEFINED 01                118        0        0
STEEL DYNAMICS                 COM              858119100     1190   129516 SH      DEFINED 01             129516        0        0
STEEL TECHNOLOGIES             COM              858147101      186    29506 SH      DEFINED 01              29506        0        0
STEIN MART INC                 COM              858375108     1292   119516 SH      DEFINED 01             119516        0        0
STERLING BANC                  COM              858907108        5      300 SH      DEFINED 01 02               0      300        0
STERIS CORP                    COM              859152100       18     1464 SH      DEFINED 01               1464        0        0
STEWART & STEVENSON            COM              860342104     2081   119339 SH      DEFINED 01             119339        0        0
STEWART & STEVENSON            COM              860342104        3      200 SH      DEFINED 01 02               0      200        0
STEWART & STEVENSON            COM              860342104       92     5250 SH      DEFINED 01 05               0     5250        0
STEWART ENTERPRISES            COM              860370105        1      398 SH      DEFINED 01                398        0        0
STILLWATER MINING CO           COM              86074Q102    10747   396975 SH      DEFINED 01             396975        0        0
STILLWATER MINING CO           COM              86074Q102        4      130 SH      DEFINED 01 02               0      130        0
STILLWATER MINING CO           COM              86074Q102      100     3700 SH      DEFINED 01 05               0     3700        0
STILWELL FINANCIAL             COM              860831106    24272   558000 SH      DEFINED 01 02               0   558000        0
STILWELL FINANCIAL INC         COM              860831106   348076  8001713 SH      DEFINED 01            8001713        0        0
STILWELL FINANCIAL INC         COM              860831106     7762   178441 SH      DEFINED 01 03               0   178441        0
STILWELL FINANCIAL INC         COM              860831106   109220  2510809 SH      DEFINED 01 05               0  2510809        0
STMICROELECTRONICS             COM              861012102   142875  3000000 SH      DEFINED 01            3000000        0        0
STMICROELECTRONICS             COM              861012102     2525    53014 SH      DEFINED 01 05               0    53014        0
STONE ENERGY CORP              COM              861642106     5566   101202 SH      DEFINED 01             101202        0        0
STORAGE USA                    COM              861907103        2       72 SH      DEFINED 01                 72        0        0
STORAGE TECHNOLOGY             COM              862111200       32     2311 SH      DEFINED 01               2311        0        0
STORAGE TECHNOLOGY             COM              862111200        5      400 SH      DEFINED 01 02               0      400        0
STORAGENETWORKS INC            COM              86211E103        6       55 SH      DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103     2681    83129 SH      DEFINED 01              83129        0        0
STRATOS LIGHTWAVE IN           COM              863100103        3       80 SH      DEFINED 01 02               0       80        0
STRATOS LIGHTWAVE IN           COM              863100103       64     2000 SH      DEFINED 01 05               0     2000        0
STRIDE RITE CORP               COM              863314100      606   119721 SH      DEFINED 01             119721        0        0
STRUCTURAL DYNAMICS            COM              863555108       11      697 SH      DEFINED 01                697        0        0
STRUCTURAL DYNAMICS            COM              863555108        2      100 SH      DEFINED 01 02               0      100        0
STRYKER CORP SYK               COM              863667101      174     4063 SH      DEFINED 01               4063        0        0
STUDENT ADVANTAGE IN           COM              86386Q105        1      158 SH      DEFINED 01                158        0        0
STUDENT LOAN CORP              COM              863902102        2       50 SH      DEFINED 01                 50        0        0
STURM RUGER & CO INC           COM              864159108      612    74775 SH      DEFINED 01              74775        0        0
STURM RUGER & CO INC           COM              864159108        2      300 SH      DEFINED 01 02               0      300        0
SUIZA FOODS CORP               COM              865077101     8043   158681 SH      DEFINED 01             158681        0        0
SUIZA FOODS CORP               COM              865077101        9      170 SH      DEFINED 01 02               0      170        0
SUIZA FOODS CORP               COM              865077101      172     3400 SH      DEFINED 01 05               0     3400        0
SUMMIT BANCORP                 COM              866005101       23      668 SH      DEFINED 01                668        0        0
SUMMIT BANCORP                 COM              866005101     1409    40836 SH      DEFINED 01 03               0    40836        0
SUMMIT BANCORP                 COM              866005101       11      318 SH      DEFINED 01 05               0      318        0
SUMMIT PROPERTIES              COM              866239106        3      108 SH      DEFINED 01                108        0        0
SUN COMMUNITIES INC            COM              866674104        2       63 SH      DEFINED 01                 63        0        0
SUN LIFE FINANCIAL SERVICES OF COM              866796998       72     3472 SH      DEFINED 01 03               0     3472        0
SUN MICROSYSTEMS               COM              866810104    10735    91950 SH      DEFINED 11 12               0    91950        0
SUN MICROSYSTEMS               COM              866810104   103892   889874 SH      DEFINED 11 12 13            0   889874        0
SUN MICROSYSTEMS INC           COM              866810104    12843   110000 SH      DEFINED 01                  0   110000        0
SUN MICROSYSTEMS INC           COM              866810104   436136  3735647 SH      DEFINED 01            3735647        0        0
SUN MICROSYSTEMS INC           COM              866810104     6910    59194 SH      DEFINED 01 02               0    59194        0
SUN MICROSYSTEMS INC           COM              866810104    48389   414462 SH      DEFINED 01 03               0   414462        0
SUN MICROSYSTEMS INC           COM              866810104    99162   849361 SH      DEFINED 01 05               0   849361        0
SUNBEAM CORP                   COM              867071102        1      495 SH      DEFINED 01                495        0        0
SUNBEAM CORP                   COM              867071102      826   629001 SH      DEFINED 01 03               0   629001        0
SUNBEAM WTS                    COM              867071128        0       83 SH      DEFINED 01                 83        0        0
SUNBEAM WTS                    COM              867071128        1     7235 SH      DEFINED 01 03               0     7235        0
SUNCOR ENERGY INC              COM              867229999    25473  1154400 SH      DEFINED 01            1154400        0        0
SUNCOR ENERGY INC              COM              867229999    25388  1150600 SH      DEFINED 01 05               0  1150600        0
SUNGARD DATA                   COM              867363103    51432  1201326 SH      DEFINED 01            1201326        0        0
SUNGARD DATA                   COM              867363103      730    17050 SH      DEFINED 01 02               0    17050        0
SUNGARD DATA                   COM              867363103      625    14600 SH      DEFINED 01 03               0    14600        0
SUNGARD DATA                   COM              867363103    72122  1684600 SH      DEFINED 01 05               0  1684600        0
SUNGLASS HUT                   COM              86736F106        1      171 SH      DEFINED 01                171        0        0
SUNOCO INCCK                   COM              86764P109        9      338 SH      DEFINED 01                338        0        0
SUNOCO INCCK                   COM              86764P109      505    18756 SH      DEFINED 01 03               0    18756        0
SUNOCO INCCK                   COM              86764P109        4      159 SH      DEFINED 01 05               0      159        0
SUNRISE TELECOM INC            COM              86769Y105        4      137 SH      DEFINED 01                137        0        0
SUNRISE MEDICAL                COM              867910101      371    61886 SH      DEFINED 01              61886        0        0
SUNRISE MEDICAL                COM              867910101     4617   769457 SH      DEFINED 01 03               0   769457        0
SUNTRUST BANKS INC             COM              867914103       61     1217 SH      DEFINED 01               1217        0        0
SUNTRUST BANKS INC             COM              867914103     3688    74047 SH      DEFINED 01 03               0    74047        0
SUNTRUST BANKS INC             COM              867914103       27      546 SH      DEFINED 01 05               0      546        0
SUPERGEN INC                   COM              868059106        2       82 SH      DEFINED 01                 82        0        0
SUPERIOR IND INTL              COM              868168105       17      570 SH      DEFINED 01                570        0        0
SUPERIOR IND INTL              COM              868168105        4      140 SH      DEFINED 01 02               0      140        0
SUPERVALU INC                  COM              868536103    26104  1733016 SH      DEFINED 01            1733016        0        0
SUPERVALU INC                  COM              868536103     3956   262660 SH      DEFINED 01 02               0   262660        0
SUPERVALU INC                  COM              868536103      435    28848 SH      DEFINED 01 03               0    28848        0
SUPERVALU INC                  COM              868536103      245    16277 SH      DEFINED 01 05               0    16277        0
SUPPORT.COM INC                COM              868587106        5      176 SH      DEFINED 01                176        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     4322   297018 SH      DEFINED 01             297018        0        0
SURGUTNEFTEGAZ ADR             COM              868861204       46     3181 SH      DEFINED 01 05               0     3181        0
SUSQUEHANNA BANC               COM              869099101     1666   109218 SH      DEFINED 01             109218        0        0
SWIFT ENERGY CO                COM              870738101     8536   205400 SH      DEFINED 01             205400        0        0
SWIFT ENERGY CO                COM              870738101        8      200 SH      DEFINED 01 02               0      200        0
SWIFT ENERGY CO                COM              870738101      129     3100 SH      DEFINED 01 05               0     3100        0
SWIFT TRANSPORTATION           COM              870756103      235    18000 SH      DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103    29781  2280024 SH      DEFINED 01 02               0  2280024        0
SWIFT TRANSPORTATION CO INC    COM              870756103       18     1380 SH      DEFINED 01               1380        0        0
SWIFT TRANSPORTATION CO INC    COM              870756103      421    32250 SH      DEFINED 01 03               0    32250        0
SWITCHBOARD INC                COM              871045100        1       90 SH      DEFINED 01                 90        0        0
SYBASE SOFTWARE                COM              871130100     1745    75895 SH      DEFINED 01              75895        0        0
SYBRON INTL                    COM              87114F106    12053   502186 SH      DEFINED 01             502186        0        0
SYBRON INTL                    COM              87114F106    70015  2917300 SH      DEFINED 01 02               0  2917300        0
SYBRON INTL                    COM              87114F106    12886   536931 SH      DEFINED 01 03               0   536931        0
SYCAMORE NETWORKS              COM              871206108   114115  1056622 SH      DEFINED 01            1056622        0        0
SYCAMORE NETWORKS              COM              871206108    21940   203145 SH      DEFINED 01 02               0   203145        0
SYCAMORE NETWORKS              COM              871206108      902     8350 SH      DEFINED 01 03               0     8350        0
SYCAMORE NETWORKS              COM              871206108     2959    27394 SH      DEFINED 01 05               0    27394        0
SYCAMORE NETWORKS              COM              871206108     3077    28490 SH      DEFINED 11 12               0    28490        0
SYCAMORE NETWORKS              COM              871206108    28381   262790 SH      DEFINED 11 12 13            0   262790        0
SYKES ENTERPRISES              COM              871237103        5     1042 SH      DEFINED 01               1042        0        0
SYLVAN LEARNING SYS            COM              871399101       13      843 SH      DEFINED 01                843        0        0
SYLVAN LEARNING SYS            COM              871399101        3      170 SH      DEFINED 01 02               0      170        0
TAIWAN SEMICONDUCTOR TW;2330   COM              871456992    11176  3366827 SH      DEFINED 01            3366827        0        0
SYMANTEC CORP                  COM              871503108      892    20262 SH      DEFINED 01              20262        0        0
SYMBOL TECHNOLOGIES            COM              871508107   108776  3026847 SH      DEFINED 01            3026847        0        0
SYMBOL TECHNOLOGIES            COM              871508107     1903    52950 SH      DEFINED 01 05               0    52950        0
SYMMETRICOM INC                COM              871543104      984    62970 SH      DEFINED 01              62970        0        0
SYMYX TECHNOLOGIES             COM              87155S108     1305    30088 SH      DEFINED 01              30088        0        0
SYMYX TECHNOLOGIES             COM              87155S108        4      100 SH      DEFINED 01 02               0      100        0
SYNCOR INTL CORP               COM              87157J106     2457    66756 SH      DEFINED 01              66756        0        0
SYNOPSYS INC                   COM              871607107      119     3145 SH      DEFINED 01               3145        0        0
SYNNEX TECHNOLOGY GDR          COM              87161A109       63     5005 SH      DEFINED 01 05               0     5005        0
SYNOVUS                        COM              87161C105     1676    79066 SH      DEFINED 01              79066        0        0
SYNOVUS                        COM              87161C105     1477    69698 SH      DEFINED 01 03               0    69698        0
SYNOVUS                        COM              87161C105       11      520 SH      DEFINED 01 05               0      520        0
SYSCO CORPORATION              COM              871829107       59     1269 SH      DEFINED 01               1269        0        0
SYSCO CORPORATION              COM              871829107     9271   200181 SH      DEFINED 01 02               0   200181        0
SYSCO CORPORATION              COM              871829107     3803    82116 SH      DEFINED 01 03               0    82116        0
SYSCO CORPORATION              COM              871829107       28      610 SH      DEFINED 01 05               0      610        0
SYSTEMS &COMP TECH             COM              871873105     1593    90704 SH      DEFINED 01              90704        0        0
TBC CORP                       COM              872180104      288    59035 SH      DEFINED 01              59035        0        0
TCF FINL CORP MPLS             COM              872275102      790    21000 SH      DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102    24007   638088 SH      DEFINED 01             638088        0        0
TCF FINL CORP MPLS             COM              872275102       13      350 SH      DEFINED 01 02               0      350        0
TCF FINL CORP MPLS             COM              872275102    35669   948000 SH      DEFINED 01 05               0   948000        0
TECO ENERGY                    COM              872375100    31700  1102621 SH      DEFINED 01            1102621        0        0
TEPPCO PARTNERS LP             COM              872384102        2       87 SH      DEFINED 01                 87        0        0
T & HQ INC                     COM              872443403     1245    53533 SH      DEFINED 01              53533        0        0
TJX COS                        COM              872540109      338    15000 SH      DEFINED 01                  0    15000        0
TJX COS                        COM              872540109    80430  3574656 SH      DEFINED 01            3574656        0        0
TJX COS                        COM              872540109    12941   575130 SH      DEFINED 01 02               0   575130        0
TJX COS                        COM              872540109     2812   124998 SH      DEFINED 01 03               0   124998        0
TJX COS                        COM              872540109       12      535 SH      DEFINED 01 05               0      535        0
TRW                            COM              872649108     2275    56000 SH      DEFINED 01                  0    56000        0
TRW INC                        COM              872649108    18617   458269 SH      DEFINED 01             458269        0        0
TRW INC                        COM              872649108     2044    50305 SH      DEFINED 01 03               0    50305        0
TRW INC                        COM              872649108        9      227 SH      DEFINED 01 05               0      227        0
TMP WORLDWIDE INC              COM              872941109    28300   351553 SH      DEFINED 01             351553        0        0
TMP WORLDWIDE INC              COM              872941109       16      200 SH      DEFINED 01 02               0      200        0
TMP WORLDWIDE INC              COM              872941109    30912   384000 SH      DEFINED 01 05               0   384000        0
TTM TECHNOLOGIES               COM              87305R109     5875   250000 SH      DEFINED 01             250000        0        0
TTM TECHNOLOGIES               COM              87305R109        2       70 SH      DEFINED 01 02               0       70        0
TXU CORPORATION                COM              873168108    27021   681928 SH      DEFINED 01             681928        0        0
TXU CORPORATION                COM              873168108      171     4320 SH      DEFINED 01 02               0     4320        0
TXU CORPORATION                COM              873168108     2529    63825 SH      DEFINED 01 03               0    63825        0
TXU CORPORATION                COM              873168108       19      484 SH      DEFINED 01 05               0      484        0
TXU ELECTRIC CO                PRF              87316T607     5412    54000 SH      DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5089    50000 SH      DEFINED 01 04               0    50000        0
TACO CABANA                    COM              873425102      139    32274 SH      DEFINED 01              32274        0        0
TAIWAN SEMI ADR                COM              874039100     1630    79992 SH      DEFINED 01              79992        0        0
TAIWAN SEMI ADR                COM              874039100     6852   336297 SH      DEFINED 01 05               0   336297        0
TAKENDA CHEMICAL ORD           COM              874058100    35151   532000 SH      DEFINED 01             532000        0        0
TAKENDA CHEMICAL ORD           COM              874058100    25108   380000 SH      DEFINED 01 05               0   380000        0
TALBOTS                        COM              874161102     1263    19058 SH      DEFINED 01              19058        0        0
TALBOTS                        COM              874161102    12287   185470 SH      DEFINED 01 03               0   185470        0
TALK.COM INC                   COM              874264104      962   218218 SH      DEFINED 01             218218        0        0
TANNING TECHNOLOGY             COM              87588P101        1       63 SH      DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        4      122 SH      DEFINED 01                122        0        0
TANOX INC                      COM              87588Q109        3      100 SH      DEFINED 01 02               0      100        0
TARGET CORPORATION             COM              87612E106     5740   224000 SH      DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106   268815 10490316 SH      DEFINED 01           10490316        0        0
TARGET CORPORATION             COM              87612E106   134328  5241774 SH      DEFINED 01 02               0  5241774        0
TARGET CORPORATION             COM              87612E106     6346   247622 SH      DEFINED 01 03               0   247622        0
TARGET CORPORATION             COM              87612E106    46522  1815483 SH      DEFINED 01 05               0  1815483        0
TAUBMAN CENTERS INC            COM              876664103        2      182 SH      DEFINED 01                182        0        0
TECH DATA CORP                 COM              878237106     1334    31203 SH      DEFINED 01              31203        0        0
TECHNE CORP                    COM              878377100    27258   243377 SH      DEFINED 01             243377        0        0
TECHNE CORP                    COM              878377100      738     6590 SH      DEFINED 01 02               0     6590        0
TECHNE CORP                    COM              878377100      627     5600 SH      DEFINED 01 03               0     5600        0
TECHNE CORP                    COM              878377100      183     1632 SH      DEFINED 01 05               0     1632        0
TECHNITROL INC                 COM              878555101     9907    98088 SH      DEFINED 01              98088        0        0
TECHNITROL INC                 COM              878555101        7       70 SH      DEFINED 01 02               0       70        0
TECHNITROL INC                 COM              878555101      113     1115 SH      DEFINED 01 05               0     1115        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH      DEFINED 01                121        0        0
TECK CORP-CL B                 COM              878742204      988   145000 SH      DEFINED 01             145000        0        0
TECUMSEH PRODUCT CLA           COM              878895200       17      412 SH      DEFINED 01                412        0        0
TELEFONICA ESPAN ORD ES;TEF/EU COM              878950997       33     1680 SH      DEFINED 01               1680        0        0
TEKELEC              TKLC      COM              879101103        4      132 SH      DEFINED 01                132        0        0
TEKTRONIX                      COM              879131100       14      181 SH      DEFINED 01                181        0        0
TEKTRONIX                      COM              879131100      897    11684 SH      DEFINED 01 03               0    11684        0
TEKTRONIX                      COM              879131100        7       88 SH      DEFINED 01 05               0       88        0
TELAXIS COMM CORP              COM              879202109        0       52 SH      DEFINED 01                 52        0        0
TELCOM SEMICONDUCTOR           COM              87921P107      755    50755 SH      DEFINED 01              50755        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105     4506   424100 SH      DEFINED 01             424100        0        0
TELECENTRO OESTE CELLULAR ADR  COM              87923P105       48     4500 SH      DEFINED 01 05               0     4500        0
TELE LESTE NORTE PARTICIPACOES COM              879246106    10270   448967 SH      DEFINED 01             448967        0        0
TELE LESTE NORTE PARTICIPACOES COM              879246106      162     7100 SH      DEFINED 01 05               0     7100        0
TELECOM ITLAIA MOBIL           COM              879277994    29093  3599106 SH      DEFINED 01            3599106        0        0
TELECOM ITLAIA MOBIL           COM              879277994      135    16664 SH      DEFINED 01 03               0    16664        0
TELECOM ITLAIA MOBIL           COM              879277994    19648  2430573 SH      DEFINED 01 05               0  2430573        0
TELEBRAS NEW                   COM              879287308     7912   100000 SH      DEFINED 01             100000        0        0
TELECORP PCS INC               COM              879299105        2      129 SH      DEFINED 01                129        0        0
TELEDYNE TECH                  COM              879360105     2502    85912 SH      DEFINED 01              85912        0        0
TELEFLEX INC                   COM              879369106       27      800 SH      DEFINED 01                800        0        0
TELEFLEX INC                   COM              879369106        7      200 SH      DEFINED 01 02               0      200        0
TELEFONICA DE ESPANA SPONSORED COM              879382208    44549   749500 SH      DEFINED 01             749500        0        0
TELEFONICA DE ESPANA SPONSORED COM              879382208      196     3300 SH      DEFINED 01 03               0     3300        0
TELEFONICA DE ESPANA SPONSORED COM              879382208       59      990 SH      DEFINED 01 05               0      990        0
TELEFONOS DE MEXICO ADR        COM              879403780    68464  1287222 SH      DEFINED 01            1287222        0        0
TELEFONOS DE MEXICO ADR        COM              879403780      186     3500 SH      DEFINED 01 03               0     3500        0
TELEFONOS DE MEXICO ADR        COM              879403780    26389   496151 SH      DEFINED 01 05               0   496151        0
TELEHUB COMMUNICATIONS WARRANT COM              87942R116        0    14500 SH      DEFINED 01              14500        0        0
TELEHUB COMMUNICATIONS WARRANT COM              87942R116        0     5500 SH      DEFINED 01 05               0     5500        0
TELEPHONE & DATA               COM              879433100     1910    17251 SH      DEFINED 01              17251        0        0
TELEWEST COMM. PLC             COM              879560985     7494  3840000 SH      DEFINED 01 05               0  3840000        0
TELEWEST                       COM              87956P105      975    50000 SH      DEFINED 01 05               0    50000        0
TELIGENT INC CL A              COM              87959Y103        0       21 SH      DEFINED 01                 21        0        0
TELLABS                        COM              879664100     6766   141676 SH      DEFINED 01                  0   141676        0
TELLABS                        COM              879664100    10912   229481 SH      DEFINED 01             229481        0        0
TELLABS                        COM              879664100   110423  2312618 SH      DEFINED 01 02               0  2312618        0
TELLABS                        COM              879664100     5312   111258 SH      DEFINED 01 03               0   111258        0
TELLABS                        COM              879664100    17818   373151 SH      DEFINED 01 05               0   373151        0
TELXON CORP                    COM              879700102      852    48691 SH      DEFINED 01              48691        0        0
TELLIUM INC PFD                PRF              879700XX5     3150   105000 SH      DEFINED 01             105000        0        0
TELLIUM INC PFD                PRF              879700XX5     4350   145000 SH      DEFINED 01 05               0   145000        0
TEMPLE INLAND                  COM              879868107        7      202 SH      DEFINED 01                202        0        0
TEMPLE INLAND                  COM              879868107      594    15696 SH      DEFINED 01 03               0    15696        0
TEMPLE INLAND                  COM              879868107        4       93 SH      DEFINED 01 05               0       93        0
TELETECH HLDGS INC             COM              879939106        4      152 SH      DEFINED 01                152        0        0
TEMPLETON FOREIGN I            COM              880196209     5930   579682 SH      DEFINED 01 03               0   579682        0
TEMP INST FOR. EQ    FOREIGN E COM              880210505    23277  1156336 SH      DEFINED 01 03               0  1156336        0
TEN FOLD                       COM              88033A103        0       82 SH      DEFINED 01                 82        0        0
TENET HEALTHCARE COR           COM              88033G100     1957    53796 SH      DEFINED 01              53796        0        0
TENET HEALTHCARE COR           COM              88033G100     2839    78046 SH      DEFINED 01 03               0    78046        0
TENET HEALTHCARE COR           COM              88033G100       21      577 SH      DEFINED 01 05               0      577        0
TENNECO AUTOMOTIVE INC         COM              880349105      506    97576 SH      DEFINED 01              97576        0        0
TERADYNE INC                   COM              880770102      910    26000 SH      DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102     1157    33058 SH      DEFINED 01              33058        0        0
TERADYNE INC                   COM              880770102     1487    42488 SH      DEFINED 01 03               0    42488        0
TERADYNE INC                   COM              880770102    21011   600317 SH      DEFINED 01 05               0   600317        0
TERAYON COMM. SYSTEM           COM              880775101        3       98 SH      DEFINED 01                 98        0        0
TEREX CORP NEW                 COM              880779103        1       67 SH      DEFINED 01                 67        0        0
TESCO PLC                      COM              881575104    58549 15935987 SH      DEFINED 01           15935987        0        0
TESCO PLC                      COM              881575104      328    89399 SH      DEFINED 01 03               0    89399        0
TESCO PLC                      COM              881575104    83536 22736555 SH      DEFINED 01 05               0 22736555        0
TEVA PHARM INDS  -AD           COM              881624209    96951  1324700 SH      DEFINED 01            1324700        0        0
TEVA PHARM INDS  -AD           COM              881624209       29      400 SH      DEFINED 01 02               0      400        0
TEVA PHARM INDS  -AD           COM              881624209   162367  2218500 SH      DEFINED 01 05               0  2218500        0
TETRA TECHNOLOGIES             COM              88162F105      573    37734 SH      DEFINED 01              37734        0        0
TETRA TECH INC                 COM              88162G103     3156   110501 SH      DEFINED 01             110501        0        0
TEXACO STOCK                   COM              881694103      114     2164 SH      DEFINED 01               2164        0        0
TEXACO STOCK                   COM              881694103     7140   136005 SH      DEFINED 01 03               0   136005        0
TEXACO STOCK                   COM              881694103    65678  1251010 SH      DEFINED 01 05               0  1251010        0
TEXAS INDUSTRIES               COM              882491103     1871    58679 SH      DEFINED 01              58679        0        0
TEXAS INSTRUMENTS              COM              882508104     8966   190000 SH      DEFINED 01                  0   190000        0
TEXAS INSTRUMENTS              COM              882508104  1038124 21999967 SH      DEFINED 01           21999967        0        0
TEXAS INSTRUMENTS              COM              882508104    22202   470483 SH      DEFINED 01 02               0   470483        0
TEXAS INSTRUMENTS              COM              882508104    20269   429551 SH      DEFINED 01 03               0   429551        0
TEXAS INSTRUMENTS              COM              882508104   234638  4972489 SH      DEFINED 01 05               0  4972489        0
TEXTRON INC                    COM              883203101       26      557 SH      DEFINED 01                557        0        0
TEXTRON INC                    COM              883203101     1664    36081 SH      DEFINED 01 03               0    36081        0
TEXTRON INC                    COM              883203101       12      262 SH      DEFINED 01 05               0      262        0
THERAGENICS CORP               COM              883375107      533    82070 SH      DEFINED 01              82070        0        0
THERMA-WAVE INC                COM              88343A108     4257   148100 SH      DEFINED 01             148100        0        0
THERMA-WAVE INC                COM              88343A108        5      160 SH      DEFINED 01 02               0      160        0
THERMA-WAVE INC                COM              88343A108       83     2900 SH      DEFINED 01 05               0     2900        0
THERMO-ELECTRON                COM              883556102       21      811 SH      DEFINED 01                811        0        0
THERMO-ELECTRON                COM              883556102     1081    41558 SH      DEFINED 01 03               0    41558        0
THERMO-ELECTRON                COM              883556102        8      317 SH      DEFINED 01 05               0      317        0
THESTREET.COM INC              COM              88368Q103        0      100 SH      DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102      198    11366 SH      DEFINED 01                  0    11366        0
THOMAS & BETTS                 COM              884315102        5      310 SH      DEFINED 01                310        0        0
THOMAS & BETTS                 COM              884315102      220    12596 SH      DEFINED 01 03               0    12596        0
THOMAS & BETTS                 COM              884315102        2      106 SH      DEFINED 01 05               0      106        0
THOMAS INDS INC                COM              884425109      868    42882 SH      DEFINED 01              42882        0        0
THOR INDS INC                  COM              885160101      779    33701 SH      DEFINED 01              33701        0        0
EMI GROUP ORD                  COM              885250993    70786  8865988 SH      DEFINED 01            8865988        0        0
EMI GROUP ORD                  COM              885250993      230    28828 SH      DEFINED 01 03               0    28828        0
EMI GROUP ORD                  COM              885250993    56371  7060586 SH      DEFINED 01 05               0  7060586        0
3 COM CORP                     COM              885535104      365    19000 SH      DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104     1066    55515 SH      DEFINED 01              55515        0        0
3 COM CORP                     COM              885535104     2590   135000 SH      DEFINED 01 05               0   135000        0
THREE-FIVE SYS IN              COM              88554L108     6105   208707 SH      DEFINED 01             208707        0        0
THREE-FIVE SYS IN              COM              88554L108        5      160 SH      DEFINED 01 02               0      160        0
THREE-FIVE SYS IN              COM              88554L108      108     3691 SH      DEFINED 01 05               0     3691        0
360NETWORKS INC                COM              88575T205    14719   750000 SH      DEFINED 01 05               0   750000        0
TIBCO SOFTWARE INC             COM              88632Q103       27      322 SH      DEFINED 01                322        0        0
Ticketmaster Online-Citysearch COM              88633P203    19325  1140987 SH      DEFINED 01                  0  1140987        0
TIDEWATER INC                  COM              886423102       56     1222 SH      DEFINED 01               1222        0        0
TIDEWATER INC                  COM              886423102    12893   283350 SH      DEFINED 01 02               0   283350        0
TIDEWATER INC                  COM              886423102      214     4700 SH      DEFINED 01 03               0     4700        0
TIFFANY & CO-NEW               COM              886547108     1697    44000 SH      DEFINED 01                  0    44000        0
TIFFANY & CO-NEW               COM              886547108    16240   421146 SH      DEFINED 01             421146        0        0
TIFFANY & CO-NEW               COM              886547108     1032    26740 SH      DEFINED 01 02               0    26740        0
TIFFANY & CO-NEW               COM              886547108     2270    58862 SH      DEFINED 01 03               0    58862        0
TIFFANY & CO-NEW               COM              886547108       10      265 SH      DEFINED 01 05               0      265        0
TIMBERLAND CO  -CL A           COM              887100105     8960   218549 SH      DEFINED 01             218549        0        0
TIMBERLAND CO  -CL A           COM              887100105        7      180 SH      DEFINED 01 02               0      180        0
TIMBERLAND CO  -CL A           COM              887100105       86     2100 SH      DEFINED 01 05               0     2100        0
TIME WARNER INC                COM              887315109     9223   117860 SH      DEFINED 01                  0   117860        0
TIME WARNER INC                COM              887315109   313411  4005242 SH      DEFINED 01            4005242        0        0
TIME WARNER INC                COM              887315109       20      250 SH      DEFINED 01 02               0      250        0
TIME WARNER INC                COM              887315109    25392   324503 SH      DEFINED 01 03               0   324503        0
TIME WARNER INC                COM              887315109    93847  1199324 SH      DEFINED 01 05               0  1199324        0
TIME WARNER TELECOM            COM              887319101    15513   321087 SH      DEFINED 01             321087        0        0
TIME WARNER TELECOM            COM              887319101     1068    22135 SH      DEFINED 01 02               0    22135        0
TIME WARNER TELECOM            COM              887319101      928    19200 SH      DEFINED 01 03               0    19200        0
TIMKEN CO.                     COM              887389104        4      252 SH      DEFINED 01                252        0        0
TIMKEN CO.                     COM              887389104        3      220 SH      DEFINED 01 02               0      220        0
TIMKEN CO.                     COM              887389104   158197 11557745 SH      DEFINED 01 03               0 11557745        0
TIMKEN CO.                     COM              887389104        2      110 SH      DEFINED 01 05               0      110        0
TITAN CORPORATION              COM              888266103       19     1155 SH      DEFINED 01               1155        0        0
TITAN INTL INC                 COM              88830M102      331    57553 SH      DEFINED 01              57553        0        0
TITAN PHARMACEUTICAL           COM              888314101        8      123 SH      DEFINED 01                123        0        0
TIVO INC                       COM              888706108        1       68 SH      DEFINED 01                 68        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     3470   100939 SH      DEFINED 01             100939        0        0
TOLLGRADE COMMUNICAT           COM              889542106     6253    45045 SH      DEFINED 01              45045        0        0
TOLLGRADE COMMUNICAT           COM              889542106        8       60 SH      DEFINED 01 02               0       60        0
TOLLGRADE COMMUNICAT           COM              889542106      139     1000 SH      DEFINED 01 05               0     1000        0
TOO INC                        COM              890333107        1       60 SH      DEFINED 01                 60        0        0
TOO INC                        COM              890333107     9158   385609 SH      DEFINED 01 03               0   385609        0
TANJONG                        COM              890400997     3532  1710000 SH      DEFINED 01            1710000        0        0
TANJONG                        COM              890400997       52    25000 SH      DEFINED 01 05               0    25000        0
TOOTSIE ROLL INDS              COM              890516107        3       69 SH      DEFINED 01                 69        0        0
TOPPS INC                      COM              890786106     1690   184000 SH      DEFINED 01             184000        0        0
TOPPS INC                      COM              890786106        3      370 SH      DEFINED 01 02               0      370        0
TORCHMARK CORP                 COM              891027104       14      495 SH      DEFINED 01                495        0        0
TORCHMARK CORP                 COM              891027104      853    30658 SH      DEFINED 01 03               0    30658        0
TORCHMARK CORP                 COM              891027104        6      233 SH      DEFINED 01 05               0      233        0
TORO CO                        COM              891092108     1110    35214 SH      DEFINED 01              35214        0        0
TORO CO                        COM              891092108        4      140 SH      DEFINED 01 02               0      140        0
TOSCO CORP                     COM              891490302   110941  3557265 SH      DEFINED 01            3557265        0        0
TOSCO CORP                     COM              891490302    55467  1778620 SH      DEFINED 01 02               0  1778620        0
TOSCO CORP                     COM              891490302     4449   142675 SH      DEFINED 01 03               0   142675        0
TOSCO CORP                     COM              891490302    30182   967764 SH      DEFINED 01 05               0   967764        0
TOSCO FIN TURST CONV PFD       PRF              891491409    20706   405000 SH      DEFINED 01             405000        0        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996     3072    20999 SH      DEFINED 01              20999        0        0
TOTAL FINA ELF SA-SERIES B ORD COM              891508996      283     1931 SH      DEFINED 01 03               0     1931        0
TOWER AUTO                     COM              891707101     4594   490000 SH      DEFINED 01                  0   490000        0
TOWER AUTO                     COM              891707101     1237   131933 SH      DEFINED 01             131933        0        0
TOWER AUTO                     COM              891707101    16000  1706700 SH      DEFINED 01 05               0  1706700        0
TOTAL SYS SVCS INC             COM              891906109        5      303 SH      DEFINED 01                303        0        0
TOYOTA MOTOR ORD     JP;7203   COM              892331992      869    22000 SH      DEFINED 01              22000        0        0
TOYOTA MOTOR ORD     JP;7203   COM              892331992       79     2000 SH      DEFINED 01 03               0     2000        0
TOYS R US                      COM              892335100       14      875 SH      DEFINED 01                875        0        0
TOYS R US                      COM              892335100     7252   446221 SH      DEFINED 01 03               0   446221        0
TOYS R US                      COM              892335100        6      395 SH      DEFINED 01 05               0      395        0
TRANS WORLD ENTMT CP           COM              89336Q100        2      170 SH      DEFINED 01                170        0        0
TRANSACTION SYSTEM             COM              893416107       11      714 SH      DEFINED 01                714        0        0
TRANSATLANTIC HLDS             COM              893521104        5       54 SH      DEFINED 01                 54        0        0
TRANSKARYOTIC THERAP           COM              893735100        2       44 SH      DEFINED 01                 44        0        0
TRANSTEXAS GAS CL A            COM              893895201       20     1233 SH      DEFINED 01 02               0     1233        0
TRANSWITCH CORP                COM              894065101     2511    39405 SH      DEFINED 01              39405        0        0
TREDEGAR                       COM              894650100     1830   105668 SH      DEFINED 01             105668        0        0
TREX COMPANY INC               COM              89531P105     1273    42000 SH      DEFINED 01              42000        0        0
TREX COMPANY INC               COM              89531P105        3      100 SH      DEFINED 01 02               0      100        0
TRIAD HOSPITAL INC             COM              89579K109     6022   205000 SH      DEFINED 01             205000        0        0
TRIAD HOSPITAL INC             COM              89579K109        6      200 SH      DEFINED 01 02               0      200        0
TRIAD HOSPITAL INC             COM              89579K109      150     5100 SH      DEFINED 01 05               0     5100        0
TRIANGLE PHARMACEUTI           COM              89589H104        1      121 SH      DEFINED 01                121        0        0
TRIAD GUARANTY INC             COM              895925105        5      160 SH      DEFINED 01 02               0      160        0
TRIARC COS INC CL A            COM              895927101     1509    61257 SH      DEFINED 01              61257        0        0
TRICON GLOBAL REST             COM              895953107       17      569 SH      DEFINED 01                569        0        0
TRICON GLOBAL REST             COM              895953107     1041    33984 SH      DEFINED 01 03               0    33984        0
TRICON GLOBAL REST             COM              895953107        8      267 SH      DEFINED 01 05               0      267        0
TRIBUNE CO                     COM              896047107     2019    46298 SH      DEFINED 01              46298        0        0
TRIBUNE CO                     COM              896047107     3320    76098 SH      DEFINED 01 03               0    76098        0
TRIBUNE CO                     COM              896047107       25      564 SH      DEFINED 01 05               0      564        0
TRIGON HEALTHCARE              COM              89618L100       43      827 SH      DEFINED 01                827        0        0
TRIMBLE NAVIGATION L           COM              896239100     5462   244125 SH      DEFINED 01             244125        0        0
TRIMBLE NAVIGATION L           COM              896239100        6      270 SH      DEFINED 01 02               0      270        0
TRIMBLE NAVIGATION L           COM              896239100       91     4059 SH      DEFINED 01 05               0     4059        0
TRIMERIS INC                   COM              896263100        5       77 SH      DEFINED 01                 77        0        0
TRINITY INDUSTRIES             COM              896522109       19      798 SH      DEFINED 01                798        0        0
TRINTECH GROUP PLC             COM              896682101     4101   203800 SH      DEFINED 01             203800        0        0
TRINTECH GROUP PLC             COM              896682101     8507   422700 SH      DEFINED 01 05               0   422700        0
TRI QUINT                      COM              89674K103    15582   427632 SH      DEFINED 01             427632        0        0
TRI QUINT                      COM              89674K103    19698   540600 SH      DEFINED 01 05               0   540600        0
TRITEL                         COM              89675X104        7      515 SH      DEFINED 01                515        0        0
TRITON PCS HLDS CL A           COM              89677M106        8      303 SH      DEFINED 01                303        0        0
TRUE NORTH COMMUNICATIONS      COM              897844106     8469   236905 SH      DEFINED 01             236905        0        0
TRUE NORTH COMMUNICATIONS      COM              897844106       61     1700 SH      DEFINED 01 05               0     1700        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH      DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     1834   148957 SH      DEFINED 01             148957        0        0
TRUSTMARK CORP                 COM              898402102        2      112 SH      DEFINED 01                112        0        0
TRUSTMARK CORP                 COM              898402102        4      200 SH      DEFINED 01 02               0      200        0
TUCKER ANTHONY SUTRO           COM              898647102     1610    63441 SH      DEFINED 01              63441        0        0
TUESDAY MORNING COR            COM              899035505        1       88 SH      DEFINED 01                 88        0        0
TULARIK INC                    COM              899165104        3      101 SH      DEFINED 01                101        0        0
Tumbleweed Communications      COM              899690101     1623    31818 SH      DEFINED 01                  0    31818        0
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TUMBLEWEED COMMUNICA           COM              899690101    22124   433800 SH      DEFINED 01 05               0   433800        0
TUPPERWARE CORP                COM              899896104        9      518 SH      DEFINED 01                518        0        0
TUPPERWARE CORP                COM              899896104      238    13216 SH      DEFINED 01 03               0    13216        0
TUPPERWARE CORP                COM              899896104        2      105 SH      DEFINED 01 05               0      105        0
TURNSTONE SYSTEMS              COM              900423104        0       10 SH      DEFINED 01                 10        0        0
21ST CENTURY INSURANCE GROUP   COM              90130N103        7      386 SH      DEFINED 01                386        0        0
247 media                      COM              901314104     6615   655322 SH      DEFINED 01                  0   655322        0
24-7 MEDIA INC                 COM              901314104        0       49 SH      DEFINED 01                 49        0        0
II VI INC                      COM              902104108        4      200 SH      DEFINED 01 02               0      200        0
TYCO INTERNATIONAL             COM              902124106    18989   366030 SH      DEFINED 01                  0   366030        0
TYCO INTERNATIONAL             COM              902124106   878028 16925814 SH      DEFINED 01           16925814        0        0
TYCO INTERNATIONAL             COM              902124106   262349  5057370 SH      DEFINED 01 02               0  5057370        0
TYCO INTERNATIONAL             COM              902124106    26664   513997 SH      DEFINED 01 03               0   513997        0
TYCO INTERNATIONAL             COM              902124106   421446  8124240 SH      DEFINED 01 05               0  8124240        0
TYSON FOODS INC  -CL           COM              902494103       47     4690 SH      DEFINED 01               4690        0        0
UAL CORP                       COM              902549500        3       82 SH      DEFINED 01                 82        0        0
UCAR INTERNATIONAL             COM              90262K109       12      961 SH      DEFINED 01                961        0        0
UCBH HOLDINGS INC              COM              90262T308     1727    48200 SH      DEFINED 01              48200        0        0
UCBH HOLDINGS INC              COM              90262T308        4      100 SH      DEFINED 01 02               0      100        0
UCBH HOLDINGS INC              COM              90262T308       57     1600 SH      DEFINED 01 05               0     1600        0
UGI CORP                       COM              902681105     4913   202617 SH      DEFINED 01             202617        0        0
UGI CORP                       COM              902681105        5      200 SH      DEFINED 01 02               0      200        0
UGI CORP                       COM              902681105      114     4700 SH      DEFINED 01 05               0     4700        0
UICI                           COM              902737105        1       86 SH      DEFINED 01                 86        0        0
UIL HOLDING CORPORATION        COM              902748102     5366   104342 SH      DEFINED 01             104342        0        0
UIL HOLDING CORPORATION        COM              902748102      133     2576 SH      DEFINED 01 05               0     2576        0
UMB FINL CORP                  COM              902788108        2       53 SH      DEFINED 01                 53        0        0
USX MARATHON GROUP             COM              902905827       34     1186 SH      DEFINED 01               1186        0        0
USX MARATHON GROUP             COM              902905827     2109    74335 SH      DEFINED 01 03               0    74335        0
USX MARATHON GROUP             COM              902905827       16      571 SH      DEFINED 01 05               0      571        0
UST INC                        COM              902911106       14      639 SH      DEFINED 01                639        0        0
UST INC                        COM              902911106    60575  2648111 SH      DEFINED 01 03               0  2648111        0
UST INC                        COM              902911106      371    16197 SH      DEFINED 01 05               0    16197        0
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U.S. BANCORP (NEW)             COM              902973106       65     2888 SH      DEFINED 01               2888        0        0
U.S. BANCORP (NEW)             COM              902973106      307    13536 SH      DEFINED 01 02               0    13536        0
U.S. BANCORP (NEW)             COM              902973106     4165   183095 SH      DEFINED 01 03               0   183095        0
U.S. BANCORP (NEW)             COM              902973106    13681   601366 SH      DEFINED 01 05               0   601366        0
USA NETWORKS INC               COM              902984103     2457   112000 SH      DEFINED 01                  0   112000        0
USA NETWORKS INC               COM              902984103    97471  4443103 SH      DEFINED 01            4443103        0        0
USA NETWORKS INC               COM              902984103    78795  3591771 SH      DEFINED 01 05               0  3591771        0
URS CORP                       COM              903236107      601    45386 SH      DEFINED 01              45386        0        0
URS CORP                       COM              903236107     1512   114081 SH      DEFINED 01 03               0   114081        0
USG CORP                       COM              903293405       24      959 SH      DEFINED 01                959        0        0
USEC INC                       COM              90333E108        1      212 SH      DEFINED 01                212        0        0
USX-US STEEL GROUP             COM              90337T101        5      338 SH      DEFINED 01                338        0        0
USX-US STEEL GROUP             COM              90337T101      294    19332 SH      DEFINED 01 03               0    19332        0
USX-US STEEL GROUP             COM              90337T101        2      162 SH      DEFINED 01 05               0      162        0
UTI ENERGY CORP                COM              903387108     4092    91700 SH      DEFINED 01              91700        0        0
UTI ENERGY CORP                COM              903387108        4      100 SH      DEFINED 01 02               0      100        0
UTI ENERGY CORP                COM              903387108      116     2600 SH      DEFINED 01 05               0     2600        0
US ONCOLOGY INC                COM              90338W103     1166   257299 SH      DEFINED 01             257299        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      878    21940 SH      DEFINED 01              21940        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      196     4900 SH      DEFINED 01 05               0     4900        0
ULTICOM INC                    COM              903844108        6      135 SH      DEFINED 01                135        0        0
USA EDUCATION INC              COM              90390U102     1552    32201 SH      DEFINED 01              32201        0        0
USA EDUCATION INC              COM              90390U102    27788   576640 SH      DEFINED 01 02               0   576640        0
USA EDUCATION INC              COM              90390U102     2051    42559 SH      DEFINED 01 03               0    42559        0
USA EDUCATION INC              COM              90390U102       14      284 SH      DEFINED 01 05               0      284        0
ULTRAMAR DIAMOND SHA           COM              904000106       45     1808 SH      DEFINED 01               1808        0        0
ULTRATECH STEPPER              COM              904034105      942    58665 SH      DEFINED 01              58665        0        0
UNIBANCO GDR                   COM              90458E107     5508   166909 SH      DEFINED 01             166909        0        0
UNIBANCO GDR                   COM              90458E107       59     1800 SH      DEFINED 01 05               0     1800        0
UNIFI, INC.                    COM              904677101       13     1269 SH      DEFINED 01               1269        0        0
UNILEVER NV NEW                COM              904784709       62     1295 SH      DEFINED 01               1295        0        0
UNILEVER NV NEW                COM              904784709     6791   140755 SH      DEFINED 01 03               0   140755        0
UNILEVER NV NEW                COM              904784709       51     1047 SH      DEFINED 01 05               0     1047        0
UNICOM CORP          N/C COMMO COM              904911104    24820   441736 SH      DEFINED 01             441736        0        0
UNICOM CORP          N/C COMMO COM              904911104     2460    43777 SH      DEFINED 01 03               0    43777        0
UNICOM CORP          N/C COMMO COM              904911104       18      322 SH      DEFINED 01 05               0      322        0
UNION CARBIDE CORP             COM              905581104       20      513 SH      DEFINED 01                513        0        0
UNION CARBIDE CORP             COM              905581104     1230    32573 SH      DEFINED 01 03               0    32573        0
UNION CARBIDE CORP             COM              905581104        9      247 SH      DEFINED 01 05               0      247        0
UNION PACIFIC CORP             COM              907818108     1125    28947 SH      DEFINED 01              28947        0        0
UNION PACIFIC CORP             COM              907818108     2331    59951 SH      DEFINED 01 03               0    59951        0
UNION PACIFIC CORP             COM              907818108       18      454 SH      DEFINED 01 05               0      454        0
UNION PACIFIC CORP CONVERTABLE PRF              907824205    21843   541000 SH      DEFINED 01             541000        0        0
UNION PAC CAP TR PFD 6.25 CVT  PRF              907824403    10921   270500 SH      DEFINED 01             270500        0        0
UNION PLANTERS CORP            COM              908068109       17      528 SH      DEFINED 01                528        0        0
UNION PLANTERS CORP            COM              908068109     1010    30548 SH      DEFINED 01 03               0    30548        0
UNION PLANTERS CORP            COM              908068109        8      246 SH      DEFINED 01 05               0      246        0
UNIONBANCAL CORP               COM              908906100      373    16000 SH      DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100     1249    53556 SH      DEFINED 01              53556        0        0
UNISOURCE ENERGY CRP           COM              909205106     1474    90034 SH      DEFINED 01              90034        0        0
UNISOURCE ENERGY CRP           COM              909205106        4      220 SH      DEFINED 01 02               0      220        0
UNISYS CORP                    COM              909214108      281    25000 SH      DEFINED 01                  0    25000        0
UNISYS CORP                    COM              909214108       13     1185 SH      DEFINED 01               1185        0        0
UNISYS CORP                    COM              909214108      840    74691 SH      DEFINED 01 03               0    74691        0
UNISYS CORP                    COM              909214108        6      573 SH      DEFINED 01 05               0      573        0
UNITED ASSET MGMT CO           COM              909420101        3      112 SH      DEFINED 01                112        0        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH      DEFINED 01                134        0        0
UNITED BANCSHARES              COM              909907107     2285   116391 SH      DEFINED 01             116391        0        0
UTD DOMINION IND LTD           COM              909914103        2       94 SH      DEFINED 01                 94        0        0
UTD DOMINION IND LTD           COM              909914103     5099   215268 SH      DEFINED 01 03               0   215268        0
UNITED DOMINION REAL           COM              910197102     1586   145886 SH      DEFINED 01             145886        0        0
UNITED DOMINION REAL           COM              910197102       67     6200 SH      DEFINED 01 05               0     6200        0
UNITED MICROELECTRONICS ADR    COM              910873207      135    11400 SH      DEFINED 01 05               0    11400        0
UNITED MICROELECTRONICS  TW230 COM              910875996     8309  3885400 SH      DEFINED 01            3885400        0        0
UNITED NATURAL FOOD            COM              911163103      628    50755 SH      DEFINED 01              50755        0        0
UNITED PARCEL SERVIC           COM              911312106        9      168 SH      DEFINED 01                168        0        0
UNITED RENTALS INC             COM              911363109       38     1577 SH      DEFINED 01               1577        0        0
US CELLULAR CORP               COM              911684108       10      136 SH      DEFINED 01                136        0        0
US AIR GROUP INC.              COM              911905107     1062    34876 SH      DEFINED 01              34876        0        0
US AIR GROUP INC.              COM              911905107      495    16260 SH      DEFINED 01 03               0    16260        0
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US INDUSTRIES INC              COM              912080108        3      300 SH      DEFINED 01 02               0      300        0
UNITED STATIONERS              COM              913004107     7699   286502 SH      DEFINED 01             286502        0        0
UNITED STATIONERS              COM              913004107        5      200 SH      DEFINED 01 02               0      200        0
UNITED STATIONERS              COM              913004107      111     4133 SH      DEFINED 01 05               0     4133        0
UNITED TECHNOLOGIES            COM              913017109     7779   112336 SH      DEFINED 01                  0   112336        0
UNITED TECHNOLOGIES            COM              913017109   125516  1812507 SH      DEFINED 01            1812507        0        0
UNITED TECHNOLOGIES            COM              913017109    80900  1168190 SH      DEFINED 01 02               0  1168190        0
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UNITED TECHNOLOGIES            COM              913017109    29379   424258 SH      DEFINED 01 05               0   424258        0
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UNITED WISC SERVICES           COM              913238101     4071   814227 SH      DEFINED 01 03               0   814227        0
UNITEDGLOBALCOM INC.           COM              913247508        4      126 SH      DEFINED 01                126        0        0
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UNITEDHEALTH GROUP INC         COM              91324P102     3920    39699 SH      DEFINED 01 03               0    39699        0
UNITEDHEALTH GROUP INC         COM              91324P102       29      294 SH      DEFINED 01 05               0      294        0
UNITRIN INC                    COM              913275103       46     1426 SH      DEFINED 01               1426        0        0
UNIVERSAL CORP                 COM              913456109       20      663 SH      DEFINED 01                663        0        0
UNIVERSAL CORP                 COM              913456109        6      190 SH      DEFINED 01 02               0      190        0
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UNIVERSAL FOODS CORP           COM              913538104        2      120 SH      DEFINED 01 02               0      120        0
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UNIVISION                      COM              914906102    67808  1814282 SH      DEFINED 01            1814282        0        0
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UNOVA INC                      COM              91529B106        1      157 SH      DEFINED 01                157        0        0
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VA LINUX SYSTEMS INC           COM              91819B105        8      179 SH      DEFINED 01                179        0        0
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V. F. CORP                     COM              918204108        5      209 SH      DEFINED 01 05               0      209        0
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VALASSIS COMMUNICATI           COM              918866104       29     1305 SH      DEFINED 01               1305        0        0
VALHI INC NEW                  COM              918905100        4      311 SH      DEFINED 01                311        0        0
VALENCE TECH                   COM              918914102     6003   347953 SH      DEFINED 01             347953        0        0
VALENCE TECH                   COM              918914102        5      280 SH      DEFINED 01 02               0      280        0
VALENCE TECH                   COM              918914102      102     5900 SH      DEFINED 01 05               0     5900        0
VALERO ENERGY CORP             COM              91913Y100     2435    69190 SH      DEFINED 01              69190        0        0
VALERO ENERGY CORP             COM              91913Y100    15936   452900 SH      DEFINED 01 05               0   452900        0
VALLEY NATL BANCORP            COM              919794107        8      307 SH      DEFINED 01                307        0        0
VALMONT INDUSTRIES             COM              920253101     1285    64645 SH      DEFINED 01              64645        0        0
VALSPAR CORP                   COM              920355104       22      960 SH      DEFINED 01                960        0        0
VALUE CITY DEPT STOR           COM              920387107        1      129 SH      DEFINED 01                129        0        0
VALUEVISION INTL INC           COM              92047K107        2       71 SH      DEFINED 01                 71        0        0
STAR PORTFOLIO                 COM              921909107        3      165 SH      DEFINED 01                  0      165        0
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VARCO INTERNATIONAL INC        COM              922122106     2459   118197 SH      DEFINED 01             118197        0        0
VARCO INTERNATIONAL INC        COM              922122106      100     4800 SH      DEFINED 01 05               0     4800        0
VARIAN INC                     COM              922206107     5065   117615 SH      DEFINED 01             117615        0        0
VARIAN INC                     COM              922206107        6      150 SH      DEFINED 01 02               0      150        0
VARIAN INC                     COM              922206107      129     3000 SH      DEFINED 01 05               0     3000        0
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VECTOR GROUP LTD               COM              92240M108        1       44 SH      DEFINED 01                 44        0        0
VEECO                          COM              922417100     3725    35061 SH      DEFINED 01              35061        0        0
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VEECO                          COM              922417100    12221   115000 SH      DEFINED 01 05               0   115000        0
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VENTIV HEALTH INC              COM              922793104       76     6000 SH      DEFINED 01                  0     6000        0
VENTRO CORPORATION             COM              922815105        1       54 SH      DEFINED 01                 54        0        0
VANGUARD S/C GROWTH            COM              922908827      278    22028 SH      DEFINED 01 02               0    22028        0
VENATOR GROUP INC              COM              922944103     2862   231267 SH      DEFINED 01             231267        0        0
VENATOR GROUP INC              COM              922944103        6      500 SH      DEFINED 01 02               0      500        0
VENATOR GROUP INC              COM              922944103      113     9100 SH      DEFINED 01 05               0     9100        0
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VERISIGN INC                   COM              92343E102    85643   422812 SH      DEFINED 01 02               0   422812        0
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VERTEX PHARM                   COM              92532F100    12627   149436 SH      DEFINED 01             149436        0        0
VERTICALNET INC                COM              92532L107        4      106 SH      DEFINED 01                106        0        0
VIACOM INC CL B                COM              925524308   822960 14067693 SH      DEFINED 01           14067693        0        0
VIACOM INC CL B                COM              925524308      445     7600 SH      DEFINED 01 02               0     7600        0
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VIA TECHNOLOGIES (2388)        COM              925527996     2081   197000 SH      DEFINED 01             197000        0        0
VIATEL INC                     COM              925529208        2      208 SH      DEFINED 01                208        0        0
VIAD CORP                      COM              92552R109     1699    63955 SH      DEFINED 01              63955        0        0
VIASAT INC                     COM              92552V100     1356    60624 SH      DEFINED 01              60624        0        0
VIALOG CORP RESTRICTED         COM              92552X999     2009   228002 SH      DEFINED 01             228002        0        0
VIALOG CORP RESTRICTED         COM              92552X999      427    48374 SH      DEFINED 01 05               0    48374        0
VIASYSTEMS GRP INC             COM              92553H100     3952   232500 SH      DEFINED 01             232500        0        0
VIASYSTEMS GRP INC             COM              92553H100        4      260 SH      DEFINED 01 02               0      260        0
VIASYSTEMS GRP INC             COM              92553H100       75     4400 SH      DEFINED 01 05               0     4400        0
VIANT CORP                     COM              92553N107        1      217 SH      DEFINED 01                217        0        0
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VICOR CORP                     COM              925815102     6366   117332 SH      DEFINED 01             117332        0        0
VIA NET.WORKS INC              COM              925912107        1      119 SH      DEFINED 01                119        0        0
VIDESH SANCHAR NIGAM LTD 144A  COM              92659G303       30     3700 SH      DEFINED 01 05               0     3700        0
VIGNETTE CORP                  COM              926734104     1057    35379 SH      DEFINED 01              35379        0        0
VINTAGE PETE INC               COM              927460105     9411   413679 SH      DEFINED 01             413679        0        0
VINTAGE PETE INC               COM              927460105        7      320 SH      DEFINED 01 02               0      320        0
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VIRATA CORP                    COM              927646109    28041   424068 SH      DEFINED 01             424068        0        0
VIRATA CORP                    COM              927646109    25069   379109 SH      DEFINED 01 02               0   379109        0
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VIRATA CORP                    COM              927646109    27594   417300 SH      DEFINED 01 05               0   417300        0
VIROPHARMA INC                 COM              928241108        1       41 SH      DEFINED 01                 41        0        0
VISHAY INTRTECHNOLOG           COM              928298108     1041    33856 SH      DEFINED 01              33856        0        0
VISABLE                        COM              92829S104       97     2400 SH      DEFINED 01 02               0     2400        0
VISTEON CORP                   COM              92839U107     1130    74722 SH      DEFINED 01              74722        0        0
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VISTEON CORP                   COM              92839U107       18     1160 SH      DEFINED 01 05               0     1160        0
VISUAL NETWORKS INC            COM              928444108      565    86128 SH      DEFINED 01              86128        0        0
VISX INC/DEL                   COM              92844S105       38     1413 SH      DEFINED 01               1413        0        0
VISX INC/DEL                   COM              92844S105        3      100 SH      DEFINED 01 02               0      100        0
VITAL SIGNS INC                COM              928469105      898    33869 SH      DEFINED 01              33869        0        0
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VITESSE CORP                   COM              928497106    71115   799583 SH      DEFINED 01 02               0   799583        0
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VITRIA TECHNOLOGY              COM              92849Q104        9      188 SH      DEFINED 01                188        0        0
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VODAFONE GROUP PLC   ORD GB;VO COM              92857TXX0   161803 43341369 SH      DEFINED 01           43341369        0        0
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VOICESTREAM WIRELESS           COM              928615103      620     5344 SH      DEFINED 01               5344        0        0
VOLT INFO SCIENCES             COM              928703107      908    42237 SH      DEFINED 01              42237        0        0
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WD-40 CO                       COM              929236107      912    42934 SH      DEFINED 01              42934        0        0
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WHX CORPORATION                COM              929248102      711   473775 SH      DEFINED 01 03               0   473775        0
W HOLDING COMPANY INC          COM              929251106        1      142 SH      DEFINED 01                142        0        0
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WJ COMMUNICATIONS              COM              929284107     2394    64700 SH      DEFINED 01 05               0    64700        0
WPP GROUP PLC                  COM              929309300    21052   354941 SH      DEFINED 01 03               0   354941        0
W.P. CAREY & CO LLC            COM              92930Y107        2      118 SH      DEFINED 01                118        0        0
WRC MEDIA INC 144A             COM              92931A108       17    16912 SH      DEFINED 01              16912        0        0
WRC MEDIA INC 144A             COM              92931A108       14    12988 SH      DEFINED 01 02               0    12988        0
WRC MEDIA INC 144A             COM              92931A108        3     3382 SH      DEFINED 01 05               0     3382        0
WPS RESOURES CORP              COM              92931B106        2       71 SH      DEFINED 01                 71        0        0
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WESTINGHOUSE AIR BRA           COM              929740108        1      121 SH      DEFINED 01                121        0        0
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WACHOVIA CORP                  COM              929771103     2882    50836 SH      DEFINED 01 03               0    50836        0
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WADDELL & REED FIN             COM              930059100       49     1581 SH      DEFINED 01               1581        0        0
WAL-MART STORES INC            COM              931142103    31436   653212 SH      DEFINED 11 12 13            0   653212        0
WAL MART STORES                COM              931142103    29565   614326 SH      DEFINED 01                  0   614326        0
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WAL MART STORES                COM              931142103   266060  5528528 SH      DEFINED 01 05               0  5528528        0
WAL-MART STORES INC.           COM              931142103     4911   102042 SH      DEFINED 11 12               0   102042        0
WALGREEN CO.                   COM              931422109    73905  1948078 SH      DEFINED 01            1948078        0        0
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WALLACE COMPUTER SVC           COM              932270101       12      776 SH      DEFINED 01                776        0        0
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WASHINGTON FED INC             COM              938824109     3294   144802 SH      DEFINED 01             144802        0        0
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WASHINGTON GROUP INTL INC      COM              938862109     1667   145729 SH      DEFINED 01             145729        0        0
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WASHINGTON MUT INC             COM              939322103     6171   155000 SH      DEFINED 01                  0   155000        0
WASHINGTON MUT INC             COM              939322103     5018   126029 SH      DEFINED 01             126029        0        0
WASHINGTON MUT INC             COM              939322103     5360   134626 SH      DEFINED 01 03               0   134626        0
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WASHINGTON POST CI B           COM              939640108      104      198 SH      DEFINED 01                198        0        0
WASH REAL ESTATE INC           COM              939653101        3      130 SH      DEFINED 01                130        0        0
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WATERS CORPORATION             COM              941848103   101109  1136051 SH      DEFINED 01            1136051        0        0
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WATSCO                         COM              942622200      770    74874 SH      DEFINED 01              74874        0        0
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WAVE SYS CORP                  COM              943526103        2      127 SH      DEFINED 01                127        0        0
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WEBMETHODS INC                 COM              94768C108     3464    30086 SH      DEFINED 01              30086        0        0
WEBMETHODS INC                 COM              94768C108        7       59 SH      DEFINED 01 02               0       59        0
WEBLINK WIRELESS INC           COM              94769A101      390    50750 SH      DEFINED 01              50750        0        0
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WEBMD CORPORATION              COM              94769M105        8      500 SH      DEFINED 01 02               0      500        0
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WEBVAN GROUP INC               COM              94845V103        1      312 SH      DEFINED 01                312        0        0
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WEIS MARKETS INC               COM              948849104        3       65 SH      DEFINED 01                 65        0        0
WELLMAN INC                    COM              949702104        9      611 SH      DEFINED 01                611        0        0
WELLPOINT                      COM              94973H108     2232    23245 SH      DEFINED 01              23245        0        0
WELLPOINT                      COM              94973H108     1531    15951 SH      DEFINED 01 03               0    15951        0
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WELLS FARGO CO (NEW)           COM              949746101     7212   157000 SH      DEFINED 01                  0   157000        0
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WENDYS FINANCIAL CVT PFD       PRF              950588202    20563   432900 SH      DEFINED 01             432900        0        0
WENDYS FINANCIAL CVT PFD       PRF              950588202     2860    60200 SH      DEFINED 01 05               0    60200        0
WENDYS INTL INC                COM              950590109    17575   875995 SH      DEFINED 01             875995        0        0
WENDYS INTL INC                COM              950590109     5423   270340 SH      DEFINED 01 02               0   270340        0
WENDYS INTL INC                COM              950590109     1113    55473 SH      DEFINED 01 03               0    55473        0
WENDYS INTL INC                COM              950590109      164     8172 SH      DEFINED 01 05               0     8172        0
WERNER ENTERPRISES             COM              950755108     1538   130945 SH      DEFINED 01             130945        0        0
WESCO FINANCIAL CORP           COM              950817106        5       18 SH      DEFINED 01                 18        0        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH      DEFINED 01                146        0        0
WESCO INTERNATIONAL            COM              95082P105     4113   514170 SH      DEFINED 01 03               0   514170        0
WESLEY JESSEN VISION           COM              951018100     1893    49272 SH      DEFINED 01              49272        0        0
WEST PHARMACEUTICAL            COM              955306105        1       54 SH      DEFINED 01                 54        0        0
WEST PHARMACEUTICAL            COM              955306105     9246   397704 SH      DEFINED 01 03               0   397704        0
WEST TELESVCS CORP             COM              956188106        4      172 SH      DEFINED 01                172        0        0
WEST AMERICA BANCORP           COM              957090103       25      758 SH      DEFINED 01                758        0        0
WEST AMERICA BANCORP           COM              957090103        3      100 SH      DEFINED 01 02               0      100        0
WESTCORP                       COM              957907108        2      128 SH      DEFINED 01                128        0        0
WESTERN DIGITAL                COM              958102105      176    30000 SH      DEFINED 01                  0    30000        0
WESTERN GAS RESOURCE           COM              958259103     3183   127014 SH      DEFINED 01             127014        0        0
WESTERN GAS RESOURCE           COM              958259103        3      100 SH      DEFINED 01 02               0      100        0
WESTERN GAS RESOURCE           COM              958259103       80     3200 SH      DEFINED 01 05               0     3200        0
WESTERN RES                    COM              959425109     2965   137105 SH      DEFINED 01             137105        0        0
WESTERN RES                    COM              959425109      119     5500 SH      DEFINED 01 05               0     5500        0
WESTERN WIRELESS               COM              95988E204      858    24077 SH      DEFINED 01              24077        0        0
WESTFIELD AMER INC             COM              959910100        2      145 SH      DEFINED 01                145        0        0
WESTPOINT STEVENS IN           COM              961238102       13     1056 SH      DEFINED 01               1056        0        0
WESTVACO CORP                  COM              961548104     1051    39384 SH      DEFINED 01              39384        0        0
WESTVACO CORP                  COM              961548104      629    23560 SH      DEFINED 01 03               0    23560        0
WESTVACO CORP                  COM              961548104        5      184 SH      DEFINED 01 05               0      184        0
WESTWOOD ONE CORP              COM              961815107      942    43921 SH      DEFINED 01              43921        0        0
WET SEAL INC                   COM              961840105      603    38437 SH      DEFINED 01              38437        0        0
WEYERHAUESER                   COM              962166104     1489    36862 SH      DEFINED 01              36862        0        0
WEYERHAUESER                   COM              962166104     2214    54835 SH      DEFINED 01 03               0    54835        0
WEYERHAUESER                   COM              962166104       16      403 SH      DEFINED 01 05               0      403        0
WHIRLPOOL CORP                 COM              963320106     1061    27278 SH      DEFINED 01              27278        0        0
WHIRLPOOL CORP                 COM              963320106      615    15821 SH      DEFINED 01 03               0    15821        0
WHIRLPOOL CORP                 COM              963320106        5      130 SH      DEFINED 01 05               0      130        0
WHITMAN CORP                   COM              96647R107       38     3298 SH      DEFINED 01               3298        0        0
WHITNEY HOLDING CORP           COM              966612103     2293    63133 SH      DEFINED 01              63133        0        0
WHITNEY HOLDING CORP           COM              966612103        4      100 SH      DEFINED 01 02               0      100        0
WHOLE FOODS MARKET             COM              966837106    46719   870205 SH      DEFINED 01             870205        0        0
WHOLE FOODS MARKET             COM              966837106   104398  1944540 SH      DEFINED 01 02               0  1944540        0
WHOLE FOODS MARKET             COM              966837106     3739    69650 SH      DEFINED 01 03               0    69650        0
WHOLE FOODS MARKET             COM              966837106      193     3600 SH      DEFINED 01 05               0     3600        0
WILD OATS MARKETS              COM              96808B107        1       75 SH      DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        6      262 SH      DEFINED 01                262        0        0
WILLAMETTE IND INC   WLL       COM              969133107       12      420 SH      DEFINED 01                420        0        0
WILLAMETTE IND INC   WLL       COM              969133107      721    25748 SH      DEFINED 01 03               0    25748        0
WILLAMETTE IND INC   WLL       COM              969133107        6      199 SH      DEFINED 01 05               0      199        0
WILLIAMS COMM GRP              COM              969455104     1406    70302 SH      DEFINED 01              70302        0        0
WILLIAMS COMM GRP              COM              969455104      545    27225 SH      DEFINED 01 02               0    27225        0
WILLIAM COMPANIES              COM              969457100   127208  3010856 SH      DEFINED 01            3010856        0        0
WILLIAM COMPANIES              COM              969457100     5653   133792 SH      DEFINED 01 03               0   133792        0
WILLIAM COMPANIES              COM              969457100      165     3902 SH      DEFINED 01 05               0     3902        0
WILLIAMS SONOMA                COM              969904101      521    15000 SH      DEFINED 01                  0    15000        0
WILLIAMS SONOMA                COM              969904101    26102   751166 SH      DEFINED 01             751166        0        0
WILLIAMS SONOMA                COM              969904101    61395  1766780 SH      DEFINED 01 02               0  1766780        0
WILLIAMS SONOMA                COM              969904101     2229    64150 SH      DEFINED 01 03               0    64150        0
WILMINGTON TRUST COR           COM              971807102       33      623 SH      DEFINED 01                623        0        0
WILSHIRE FINL SVCS             COM              971867205     3882  2823726 SH      DEFINED 01            2823726        0        0
WILSHIRE FINL SVCS             COM              971867205      311   225934 SH      DEFINED 01 02               0   225934        0
WILSHIRE FINL SVCS             COM              971867205     1561  1136001 SH      DEFINED 01 05               0  1136001        0
WILSHIRE NY ADVISOR            COM              971993118       68       60 SH      DEFINED 01                  0       60        0
WILSON GREATBATCH              COM              972232102     1107    48400 SH      DEFINED 01              48400        0        0
WILSON GREATBATCH              COM              972232102     1812    79200 SH      DEFINED 01 05               0    79200        0
WILSONS THE LEATHER            COM              972463103        5      250 SH      DEFINED 01 02               0      250        0
WIND RIVER                     COM              973149107       72     1497 SH      DEFINED 01               1497        0        0
WINK COMMUNICATIONS            COM              974168106        1       90 SH      DEFINED 01                 90        0        0
WINN-DIXIE                     COM              974280109        8      549 SH      DEFINED 01                549        0        0
WINN-DIXIE                     COM              974280109      436    30299 SH      DEFINED 01 03               0    30299        0
WINN-DIXIE                     COM              974280109        4      257 SH      DEFINED 01 05               0      257        0
WINNEBAGO IND INC              COM              974637100      739    59118 SH      DEFINED 01              59118        0        0
WINSTAR                        COM              975515107     1034    66778 SH      DEFINED 01              66778        0        0
WINSTAR                        COM              975515107     1220    78700 SH      DEFINED 01 05               0    78700        0
WIRELESS FACILITIES            COM              97653A103        5       89 SH      DEFINED 01                 89        0        0
WISCONSIN CENTRAL TR           COM              976592105       12     1098 SH      DEFINED 01               1098        0        0
WISCONSIN ENERGY               COM              976657106       51     2528 SH      DEFINED 01               2528        0        0
WOLVERINE TUBE INC             COM              978093102      499    33546 SH      DEFINED 01              33546        0        0
WOLVERINE                      COM              978097103     1076   115507 SH      DEFINED 01             115507        0        0
WORLD ACCESS INC               COM              98141A101        1      162 SH      DEFINED 01                162        0        0
WORLDGATE COMM                 COM              98156L307        2       87 SH      DEFINED 01                 87        0        0
WORLDCOM INC                   COM              98157D106    19554   643767 SH      DEFINED 01                  0   643767        0
WORLDCOM INC                   COM              98157D106   379555 12495642 SH      DEFINED 01           12495642        0        0
WORLDCOM INC                   COM              98157D106    45275  1490569 SH      DEFINED 01 02               0  1490569        0
WORLDCOM INC                   COM              98157D106    22434   738575 SH      DEFINED 01 03               0   738575        0
WORLDCOM INC                   COM              98157D106    94855  3122837 SH      DEFINED 01 05               0  3122837        0
WORTHINGTON IND                COM              981811102        4      450 SH      DEFINED 01                450        0        0
WORTHINGTON IND                COM              981811102      144    15385 SH      DEFINED 01 03               0    15385        0
WORTHINGTON IND                COM              981811102        1      157 SH      DEFINED 01 05               0      157        0
WRIGLEY WM JR CO               COM              982526105       33      438 SH      DEFINED 01                438        0        0
WRIGLEY WM JR CO               COM              982526105     2087    27878 SH      DEFINED 01 03               0    27878        0
WRIGLEY WM JR CO               COM              982526105       16      208 SH      DEFINED 01 05               0      208        0
WYNDHAM                        COM              983101106        1      727 SH      DEFINED 01                727        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114     1505    10750 SH      DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114      266     1900 SH      DEFINED 01 05               0     1900        0
X-RITE INC                     COM              983857103      518    59190 SH      DEFINED 01              59190        0        0
XCEL ENERGY INC                COM              98389B100     6127   222800 SH      DEFINED 01                  0   222800        0
XCEL ENERGY INC                COM              98389B100    89823  3266286 SH      DEFINED 01            3266286        0        0
XCEL ENERGY INC                COM              98389B100      242     8800 SH      DEFINED 01 02               0     8800        0
XCEL ENERGY INC                COM              98389B100     2339    85065 SH      DEFINED 01 03               0    85065        0
XCEL ENERGY INC                COM              98389B100       17      621 SH      DEFINED 01 05               0      621        0
XILINX                         COM              983919101    14642   171000 SH      DEFINED 01                  0   171000        0
XILINX                         COM              983919101    40828   476822 SH      DEFINED 01             476822        0        0
XILINX                         COM              983919101   146014  1705250 SH      DEFINED 01 02               0  1705250        0
XILINX                         COM              983919101    10822   126386 SH      DEFINED 01 03               0   126386        0
XILINX                         COM              983919101    10096   117902 SH      DEFINED 01 05               0   117902        0
XIRCOM INC           XIRC      COM              983922105     2104    83326 SH      DEFINED 01              83326        0        0
XEROX                          COM              984121103       39     2540 SH      DEFINED 01               2540        0        0
XEROX                          COM              984121103     2407   159827 SH      DEFINED 01 03               0   159827        0
XEROX                          COM              984121103       18     1221 SH      DEFINED 01 05               0     1221        0
XTRA INC                       COM              984138107        2       49 SH      DEFINED 01                 49        0        0
EXPDIOR INC                    COM              98413B100        1      169 SH      DEFINED 01                169        0        0
YAHOO INC                      COM              984332106     4186    46000 SH      DEFINED 01                  0    46000        0
YAHOO INC                      COM              984332106   341884  3756979 SH      DEFINED 01            3756979        0        0
YAHOO INC                      COM              984332106    28171   309570 SH      DEFINED 01 02               0   309570        0
YAHOO INC                      COM              984332106    14034   154225 SH      DEFINED 01 03               0   154225        0
YAHOO INC                      COM              984332106    83417   916661 SH      DEFINED 01 05               0   916661        0
YAMANOUCHI PHARM ORD JP;4503/J COM              984530998     8469   176000 SH      DEFINED 01             176000        0        0
YAMANOUCHI PHARM ORD JP;4503/J COM              984530998       96     2000 SH      DEFINED 01 03               0     2000        0
YAMANOUCHI PHARM ORD JP;4503/J COM              984530998    14003   291000 SH      DEFINED 01 05               0   291000        0
YANKEE CANDLE                  COM              984757104        2      115 SH      DEFINED 01                115        0        0
YAPI KREDIT BANKASI  TR;YKB-YK COM              984960997      105 14522259 SH      DEFINED 01 05               0 14522259        0
YASKAWA ELECTRIC               COM              985000991      579    53000 SH      DEFINED 01              53000        0        0
YASKAWA ELECTRIC               COM              985000991       87     8000 SH      DEFINED 01 03               0     8000        0
YELLOW CORPORATION             COM              985509108     1037    68525 SH      DEFINED 01              68525        0        0
YOKOGAWA ELECTRIC (6841)       COM              985999994      596    65000 SH      DEFINED 01              65000        0        0
YORK INTL CORP NEW             COM              986670107       20      811 SH      DEFINED 01                811        0        0
YOUNG AND RUBICAN IN           COM              987425105       13      275 SH      DEFINED 01                275        0        0
YOUNG AND RUBICAN IN           COM              987425105      855    17273 SH      DEFINED 01 03               0    17273        0
YOUNG AND RUBICAN IN           COM              987425105        7      134 SH      DEFINED 01 05               0      134        0
YOUNG BROADCASTING             COM              987434107        1       42 SH      DEFINED 01                 42        0        0
0% CVT PFD SERIES B            COM              987780XX6     2700   347938 SH      DEFINED 01             347938        0        0
0% CVT PFD SERIES B            COM              987780XX6     3300   425258 SH      DEFINED 01 05               0   425258        0
ZALE CORP                      COM              988858106     8381   258346 SH      DEFINED 01             258346        0        0
ZALE CORP                      COM              988858106        6      180 SH      DEFINED 01 02               0      180        0
ZALE CORP                      COM              988858106      131     4035 SH      DEFINED 01 05               0     4035        0
ZEBRA TECH                     COM              989207105     6539   136052 SH      DEFINED 01             136052        0        0
ZENITH NATIONAL                COM              989390109     1046    47831 SH      DEFINED 01              47831        0        0
ZIFF DAVIS INC                 COM              989511100        1      161 SH      DEFINED 01                161        0        0
ZIONS BANCORPORATION           COM              989701107   171081  3345296 SH      DEFINED 01            3345296        0        0
ZIONS BANCORPORATION           COM              989701107        5      100 SH      DEFINED 01 02               0      100        0
ZIONS BANCORPORATION           COM              989701107    11130   217636 SH      DEFINED 01 05               0   217636        0
ZIXIT CORPORATION              COM              98974P100     1406    46106 SH      DEFINED 01              46106        0        0
ZOLL MEDICAL                   COM              989922109     5070   104000 SH      DEFINED 01             104000        0        0
ZOLL MEDICAL                   COM              989922109        6      130 SH      DEFINED 01 02               0      130        0
ZOLL MEDICAL                   COM              989922109      141     2900 SH      DEFINED 01 05               0     2900        0
ZOMAX OPTICAL MEDIA            COM              989929104     2777   396714 SH      DEFINED 01             396714        0        0
ZOMAX OPTICAL MEDIA            COM              989929104       56     8000 SH      DEFINED 01 05               0     8000        0
PILLSBURY INCOME FUND (HV)     COM              990007221     6646   432768 SH      DEFINED 01 03               0   432768        0
ADVANTICA STABLE VALUE (HV)    COM              9900072E5     9991   791921 SH      DEFINED 01 03               0   791921        0
INVENSYS STABLE VALUE (HV)     COM              990007742    51396  3801320 SH      DEFINED 01 03               0  3801320        0
SIEBE STABLE VALUE             COM              990007742      249    18439 SH      DEFINED 01 03               0    18439        0
AET EMERGING GROWTH II (HV)    COM              990007916     8048   296772 SH      DEFINED 01 03               0   296772        0
AET STABLE CAPITAL II (HV)     COM              990007940   197439 13395848 SH      DEFINED 01 03               0 13395848        0
AET RESEARCH 150 (HV)          COM              990008393   102561  2004302 SH      DEFINED 01 03               0  2004302        0
AET INCOME II (HV)             COM              990008419   259976 12765059 SH      DEFINED 01 03               0 12765059        0
AET EQUITY INDEX BASE (HV)     COM              990008450  2822714 66342036 SH      DEFINED 01 03               0 66342036        0
AET EQUITY INDEX II (HV)       COM              990008484     8950   227824 SH      DEFINED 01 03               0   227824        0
AET STABLE CAPITAL I (HV)      COM              990008492  1373768 86709708 SH      DEFINED 01 03               0 86709708        0
AET VALUE FUND (HV)            COM              990008518     2025    80905 SH      DEFINED 01 03               0    80905        0
AET COMMON STOCK (HV)          COM              990009078     4461    18148 SH      DEFINED 01 03               0    18148        0
AET INCOME I (HV)              COM              990009102  2635162 49143926 SH      DEFINED 01 03               0 49143926        0
AET INTERNATIONAL (HV)         COM              990009136     7050    46723 SH      DEFINED 01 03               0    46723        0
AET EMERGING GROWTH I (HV)     COM              990009300    34614   160610 SH      DEFINED 01 03               0   160610        0
AET MIDCAP GROWTH I (HV)       COM              990009318   121592   450870 SH      DEFINED 01 03               0   450870        0
AET MANAGED GIC (HV)           COM              990009326   143167  4298414 SH      DEFINED 01 03               0  4298414        0
AET EQUITY INDEX III (HV)      COM              990018509    29767   816784 SH      DEFINED 01 03               0   816784        0
B OF A LARGE CAP CORE EQUITY   COM              990021131    62798   923406 SH      DEFINED 01 03               0   923406        0
STATE STREET BOND              COM              994691343    10820   839496 SH      DEFINED 01 03               0   839496        0
STATE STREET EAFE              COM              994691350     8486   613414 SH      DEFINED 01 03               0   613414        0
FRANK RUSSELL SM CAP           COM              994693117     2035   148934 SH      DEFINED 01 03               0   148934        0
WAHOO FUND LP                  COM              9999Z4438       30    29592 SH      DEFINED 01 02               0    29592        0
AUSTRALIAN DOLLAR              COM              AUD000001       35    64922 SH      DEFINED 01 10           64922        0        0
AUD@GOLDMAN (FUT)              COM              AUDF00002        9    16622 SH      DEFINED 01 10           16622        0        0
SWISS FRANCS                   COM              CHF000001       16    28494 SH      DEFINED 01 10           28494        0        0
DANISH KRONE                   COM              DKK000001        7    61454 SH      DEFINED 01 10           61454        0        0
EURO CURRENCY                  COM              EUR000001       99   111767 SH      DEFINED 01 10          111767        0        0
EURO@GOLDMAN (FUT)             COM              EURF00002       14    16108 SH      DEFINED 01 10           16108        0        0
APW LIMITED                    COM              G04397108     5311   108953 SH      DEFINED 01             108953        0        0
EVEREST RE GROUP LTD           COM              G3223R108       44      882 SH      DEFINED 01                882        0        0
EVEREST RE GROUP LTD           COM              G3223R108    11385   230000 SH      DEFINED 01 05               0   230000        0
FRESH DEL MONTE PROD           COM              G36738105        1      209 SH      DEFINED 01                209        0        0
GLOBAL CROSSING LTD            COM              G3921A100    28787   928613 SH      DEFINED 01             928613        0        0
GLOBAL CROSSING LTD            COM              G3921A100      221     7100 SH      DEFINED 01 02               0     7100        0
GLOBAL CROSSING LTD            COM              G3921A100     7956   256627 SH      DEFINED 01 03               0   256627        0
GLOBAL CROSSING LTD            COM              G3921A100      412    13283 SH      DEFINED 01 05               0    13283        0
LORAL SPACE & COMM   LOR       COM              G56462107        7     1217 SH      DEFINED 01               1217        0        0
MARVELL TECH GP LTD            COM              G5876H105     4550    59000 SH      DEFINED 01              59000        0        0
MARVELL TECH GP LTD            COM              G5876H105        1       19 SH      DEFINED 01 02               0       19        0
MARVELL TECH GP LTD            COM              G5876H105     9949   129000 SH      DEFINED 01 05               0   129000        0
RENAISSANCE RE HLDGS           COM              G7496G103     4136    64700 SH      DEFINED 01              64700        0        0
RENAISSANCE RE HLDGS           COM              G7496G103      166     2600 SH      DEFINED 01 05               0     2600        0
SANTA FE INTL CORP             COM              G7805C108        8      178 SH      DEFINED 01                178        0        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109    23497   400796 SH      DEFINED 01             400796        0        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109     7677   130947 SH      DEFINED 01 03               0   130947        0
TRANSOCEAN SEDCO FOREX INC     COM              G90078109       23      386 SH      DEFINED 01 05               0      386        0
TRENWICK GROUP LTD             COM              G9032C109     1658    88724 SH      DEFINED 01              88724        0        0
TYCOM LTD                      COM              G9144B106      653    17000 SH      DEFINED 01              17000        0        0
TYCOM LTD                      COM              G9144B106    47747  1244200 SH      DEFINED 01 05               0  1244200        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107        4       16 SH      DEFINED 01                 16        0        0
XL CAPITAL LTD CL A            COM              G98255105    34038   463100 SH      DEFINED 01             463100        0        0
XL CAPITAL LTD CL A            COM              G98255105       22      300 SH      DEFINED 01 02               0      300        0
XL CAPITAL LTD CL A            COM              G98255105    58388   794400 SH      DEFINED 01 05               0   794400        0
UK POUND STERLING              COM              GBP000001      101    68177 SH      DEFINED 01 10           68177        0        0
GBP@GOLDMAN (FUT)              COM              GBPF00002        2     1203 SH      DEFINED 01 10            1203        0        0
HONG KONG DOLLAR               COM              HKD000001       25   194210 SH      DEFINED 01 10          194210        0        0
JAPANESE YEN                   COM              JPY000001       33  3524769 SH      DEFINED 01 10         3524769        0        0
JPY@GOLDMAN (FUT)              COM              JPYF00002        3   314450 SH      DEFINED 01 10          314450        0        0
M SYSTEMS FLSH DISK            COM              M7061C100     3933   103000 SH      DEFINED 01             103000        0        0
M SYSTEMS FLSH DISK            COM              M7061C100        4      100 SH      DEFINED 01 02               0      100        0
M SYSTEMS FLSH DISK            COM              M7061C100       99     2600 SH      DEFINED 01 05               0     2600        0
ORBOTECH ORD                   COM              M75253100     6839   125056 SH      DEFINED 01             125056        0        0
ORBOTECH ORD                   COM              M75253100       96     1755 SH      DEFINED 01 05               0     1755        0
NORWEGIAN KRONER               COM              NOK000001        4    33375 SH      DEFINED 01 10           33375        0        0
NEW ZEALAND DOLLAR             COM              NZD000001        4    10451 SH      DEFINED 01 10           10451        0        0
GOLDFIELDS                     COM              Q4163T103      244   300000 SH      DEFINED 01             300000        0        0
SWEDISH KRONA                  COM              SEK000001       13   127155 SH      DEFINED 01 10          127155        0        0
SEK@GOLDMAN (FUT)              COM              SEKF00002        1     5729 SH      DEFINED 01 10            5729        0        0
SINGAPORE DOLLAR               COM              SGD000001       11    19437 SH      DEFINED 01 10           19437        0        0
ROYAL CARIBBEAN                COM              V7780T103        7      263 SH      DEFINED 01                263        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102   123433  1503000 SH      DEFINED 01            1503000        0        0
FLEXTRONICS INTL LTD           COM              Y2573F102     1081    13150 SH      DEFINED 01 02               0    13150        0
FLEXTRONICS INTL LTD           COM              Y2573F102      920    11200 SH      DEFINED 01 03               0    11200        0
FLEXTRONICS INTL LTD           COM              Y2573F102    43748   532700 SH      DEFINED 01 05               0   532700        0

</TABLE>


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